
Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.7%

Communication Services — 6.2%
Alphabet Inc, Cl A *		4,756	$	13,778
Alphabet Inc, Cl C *		11,060		32,003
AT&T Inc		312,841		7,696
Comcast Corp, Cl A		142,077		7,151
Fox Corp		48,678		1,796
Live Nation Entertainment Inc *		29,670		3,551
Meta Platforms Inc, Cl A *		80,395		27,041
Netflix Inc *		17,691		10,658
Nexstar Media Group Inc, Cl A		2,988		451
Omnicom Group Inc		22,156		1,623
Roku Inc, Cl A *		12,615		2,879
Sea Ltd ADR *		12,996		2,907
Snap Inc, Cl A *		77,887		3,663
TEGNA Inc		171,512		3,183
T-Mobile US Inc *		52,721		6,115
Verizon Communications Inc		280,734		14,587
ViacomCBS Inc, Cl B		22,664		684

				139,766
Consumer Discretionary — 10.8%
Advance Auto Parts Inc		35,133		8,428
Amazon.com Inc, Cl A *		14,275		47,598
AutoZone Inc *		242		507
Best Buy Co Inc		38,681		3,930
BorgWarner Inc		244,805		11,033
Capri Holdings Ltd *		42,465		2,756
Carnival Corp *(A)		59,440		1,196
Carvana Co, Cl A *		8,458		1,961
Dick's Sporting Goods Inc		36,476		4,194
Dillard's Inc, Cl A		8,887		2,178
Dollar General Corp		40,005		9,434
DR Horton Inc		43,190		4,684
eBay Inc		56,727		3,772
Foot Locker Inc, Cl A		32,278		1,408
Ford Motor Co		147,806		3,070
General Motors Co *		239,785		14,059
Goodyear Tire & Rubber Co/The *		38,367		818
Harley-Davidson Inc, Cl A		49,267		1,857
Kohl's Corp		40,786		2,015
Lear Corp		26,627		4,872
Lennar Corp, Cl A		6,546		760
Lithia Motors Inc, Cl A		11,143		3,309
Lowe's Cos Inc		63,687		16,462
Magna International Inc, Cl A		49,219		3,984
MGM Resorts International		69,453		3,117
NIKE Inc, Cl B		70,519		11,753
PulteGroup Inc		217,624		12,439
Ralph Lauren Corp, Cl A		69,438		8,253
Ross Stores Inc		113,243		12,942
Starbucks Corp		75,737		8,859
Target Corp, Cl A		35,789		8,283


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tesla Inc *		9,964	$	10,530
Thor Industries Inc		33,250		3,450
Whirlpool Corp		27,260		6,397

				240,308
Consumer Staples — 6.5%
Altria Group Inc		159,288		7,549
Coca-Cola Co/The		128,168		7,589
Coca-Cola Europacific Partners PLC		137,396		7,684
Conagra Brands Inc		268,905		9,183
General Mills Inc		33,531		2,259
Ingredion Inc		89,406		8,640
J M Smucker Co/The		88,472		12,016
Kraft Heinz Co/The		17,400		625
Kroger Co/The		475,042		21,500
Molson Coors Beverage Co, Cl B		44,786		2,076
Mondelez International Inc, Cl A		7,300		484
PepsiCo Inc		63,667		11,059
Philip Morris International Inc		159,775		15,179
Procter & Gamble Co/The		7,458		1,220
Sysco Corp, Cl A		107,202		8,421
Tyson Foods Inc, Cl A		115,368		10,055
Unilever PLC ADR		286,631		15,418
US Foods Holding Corp *		55,086		1,919
Walgreens Boots Alliance Inc		38,917		2,030

				144,906
Energy — 2.6%
Baker Hughes Co, Cl A		561,897		13,519
BP PLC ADR		99,562		2,651
Canadian Natural Resources Ltd		120,423		5,088
Chevron Corp		67,685		7,943
ConocoPhillips		82,779		5,975
Devon Energy Corp		128,185		5,646
Exxon Mobil Corp		7,057		432
HollyFrontier Corp		50,627		1,659
Marathon Petroleum Corp		120,125		7,687
Phillips 66		43,346		3,141
Valero Energy Corp		54,263		4,076

				57,817
Financials — 15.0%
Aflac Inc		94,072		5,493
American Express Co		14,850		2,430
American Financial Group Inc/OH		4,314		592
Ameriprise Financial Inc		25,172		7,593
Annaly Capital Management Inc ^‡		88,276		690
Banco Santander SA ADR		322,550		1,061
Bank of America Corp		440,737		19,608
Bank of New York Mellon Corp/The		19,244		1,118
Berkshire Hathaway Inc, Cl B *		88,045		26,325
Capital One Financial Corp		131,028		19,011
Charles Schwab Corp/The		152,473		12,823


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Citigroup Inc		195,670	$	11,817
Citizens Financial Group Inc		93,732		4,429
Discover Financial Services		32,032		3,702
Essent Group Ltd		25,116		1,144
Everest Re Group Ltd		1,843		505
Fifth Third Bancorp		146,251		6,369
First American Financial Corp		6,938		543
First Republic Bank/CA		94,489		19,513
Goldman Sachs Group Inc/The		3,354		1,283
Hartford Financial Services Group Inc/The		89,538		6,182
JPMorgan Chase & Co		18,878		2,989
KeyCorp		134,532		3,112
KKR & Co Inc		55,247		4,116
Lincoln National Corp		13,729		937
Markel Corp *		11,289		13,931
Marsh & McLennan Cos Inc		75,695		13,157
MFA Financial Inc ^‡		119,753		546
Moody's Corp		38,887		15,189
Morgan Stanley		71,661		7,034
New York Community Bancorp Inc		257,982		3,150
Popular Inc		60,934		4,999
Progressive Corp/The		58,789		6,035
Radian Group Inc		32,673		690
Regions Financial Corp		247,865		5,403
S&P Global Inc		33,921		16,008
Signature Bank/New York NY, Cl B		17,706		5,727
SLM Corp		302,734		5,955
State Street Corp		138,447		12,876
Synchrony Financial		226,312		10,499
Two Harbors Investment Corp ^‡		319,745		1,845
Unum Group		18,535		455
US Bancorp		323,806		18,188
Voya Financial Inc		62,675		4,156
Wells Fargo & Co		156,050		7,487
Willis Towers Watson PLC		60,162		14,288
Zions Bancorp NA		94,033		5,939

				336,942
Health Care — 13.5%
AbbVie Inc		51,700		7,000
Align Technology Inc *		6,761		4,443
AmerisourceBergen Corp, Cl A		93,784		12,463
Amgen Inc, Cl A		57,858		13,016
AstraZeneca PLC ADR		97,023		5,652
Biogen Inc *		6,978		1,674
Bristol-Myers Squibb Co		155,447		9,692
Cardinal Health Inc		39,549		2,036
Catalent Inc *		41,341		5,293
CVS Health Corp		213,102		21,984
Danaher Corp, Cl A		43,061		14,168
DaVita Inc *		13,397		1,524
DENTSPLY SIRONA Inc		118,511		6,612


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dexcom Inc *		5,776	$	3,102
Doximity Inc, Cl A *		19,091		957
Gilead Sciences Inc		34,934		2,537
GlaxoSmithKline PLC ADR		38,428		1,695
HCA Healthcare Inc		20,926		5,376
Humana Inc		32,922		15,271
IDEXX Laboratories Inc *		687		452
Intra-Cellular Therapies Inc, Cl A *		36,662		1,919
Jazz Pharmaceuticals PLC *		31,551		4,020
Johnson & Johnson		217,191		37,155
McKesson Corp		27,209		6,763
Medtronic PLC		114,386		11,833
Merck & Co Inc		121,115		9,282
Mettler-Toledo International Inc *		9,933		16,858
Natera Inc *		10,152		948
Organon & Co		22,650		690
PerkinElmer Inc		55,075		11,073
Perrigo Co PLC		79,503		3,093
Pfizer Inc		298,827		17,646
Regeneron Pharmaceuticals Inc *		10,283		6,494
Thermo Fisher Scientific Inc		8,995		6,002
UnitedHealth Group Inc		54,171		27,202
Viatris Inc, Cl W *		103,502		1,400
Zimmer Biomet Holdings Inc		39,405		5,006

				302,331
Industrials — 10.3%
AerCap Holdings NV *		62,810		4,109
AGCO Corp		49,960		5,796
Allison Transmission Holdings Inc		48,690		1,770
American Airlines Group Inc *		27,189		488
AMETEK Inc		39,693		5,836
Booz Allen Hamilton Holding Corp, Cl A		96,444		8,178
Cintas Corp		11,523		5,107
Cummins Inc		35,236		7,686
Delta Air Lines Inc, Cl A *		24,730		966
Eaton Corp PLC		30,927		5,345
FedEx Corp		30,852		7,980
Fortive Corp		169,478		12,929
General Electric Co		75,955		7,175
Honeywell International Inc		118,454		24,699
Huntington Ingalls Industries Inc, Cl A		16,114		3,009
Ingersoll Rand Inc		151,734		9,388
L3Harris Technologies Inc		28,887		6,160
Lockheed Martin Corp		4,348		1,545
ManpowerGroup Inc		29,203		2,842
Northrop Grumman Corp		2,095		811
Oshkosh Corp		8,732		984
Owens Corning		34,317		3,106
Parker-Hannifin Corp, Cl A		25,904		8,241
Robert Half International Inc		3,862		431
Roper Technologies Inc		21,548		10,599


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ryder System Inc		16,364	$	1,349
Snap-on Inc		8,649		1,863
Stanley Black & Decker Inc		60,891		11,485
Textron Inc		87,866		6,783
Timken Co/The		72,653		5,034
TransDigm Group Inc *		20,601		13,108
Uber Technologies Inc *		59,601		2,499
Union Pacific Corp		11,599		2,922
United Airlines Holdings Inc *		18,153		795
United Parcel Service Inc, Cl B		82,741		17,735
Vertiv Holdings Co, Cl A		203,407		5,079
WW Grainger Inc		33,667		17,448

				231,280
Information Technology — 24.7%
Adobe Inc *		43,457		24,643
Advanced Micro Devices Inc *		56,202		8,088
Amdocs Ltd		39,822		2,980
Amkor Technology Inc		51,908		1,287
Amphenol Corp, Cl A		57,830		5,058
Apple Inc		410,035		72,810
Applied Materials Inc		146,101		22,990
Arrow Electronics Inc, Cl A *		5,863		787
Automatic Data Processing Inc		26,457		6,524
Bill.com Holdings Inc *		13,075		3,258
Block Inc, Cl A *		10,509		1,697
Cadence Design Systems Inc *		15,371		2,864
Cisco Systems Inc/Delaware		151,519		9,602
Crowdstrike Holdings Inc, Cl A *		12,031		2,463
Dell Technologies Inc, Cl C *		4,018		226
Dlocal Ltd/Uruguay, Cl A *		43,400		1,549
DXC Technology Co *		70,284		2,262
Fortinet Inc *		2,936		1,055
Global Payments Inc		144,233		19,497
Hewlett Packard Enterprise Co		262,573		4,141
HP Inc		130,088		4,900
Intel Corp		188,169		9,691
International Business Machines Corp		24,273		3,244
Intuit Inc		57,891		37,237
Jabil Inc		60,924		4,286
Juniper Networks Inc		88,541		3,162
KLA Corp		35,944		15,460
Kyndryl Holdings Inc *		4,854		88
Marqeta Inc, Cl A *		118,562		2,036
Microchip Technology Inc		300,937		26,200
Micron Technology Inc		57,859		5,390
Microsoft Corp		221,357		74,447
Motorola Solutions Inc		45,095		12,252
NetApp Inc		14,712		1,353
NVIDIA Corp		44,693		13,145
NXP Semiconductors NV		55,285		12,593
Oracle Corp, Cl B		105,989		9,243


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PayPal Holdings Inc *		69,801	$	13,163
QUALCOMM Inc		119,035		21,768
salesforce.com *		72,508		18,426
SAP SE ADR (A)		74,822		10,483
Seagate Technology Holdings PLC		67,847		7,665
SolarEdge Technologies Inc *		8,909		2,500
Teradyne Inc		26,141		4,275
Twilio Inc, Cl A *		10,642		2,803
Unity Software Inc *		27,102		3,875
VeriSign Inc *		2,795		709
Visa Inc, Cl A		110,461		23,938
Vishay Intertechnology Inc		103,407		2,261
VMware Inc, Cl A *		1,770		205
Vontier Corp		387,749		11,916
Xerox Holdings Corp		64,050		1,450

				553,945
Materials — 4.6%
Air Products and Chemicals Inc		64,843		19,729
Alcoa Corp		90,873		5,414
Berry Global Group Inc *		13,761		1,015
Cabot Corp		21,441		1,205
Celanese Corp, Cl A		56,097		9,428
Corteva Inc		99,773		4,717
Crown Holdings Inc		68,134		7,537
DuPont de Nemours Inc		38,689		3,125
Eastman Chemical Co		64,275		7,772
Ecolab Inc		9,845		2,310
FMC Corp		56,943		6,257
Huntsman Corp		195,900		6,833
International Paper Co		45,234		2,125
Linde PLC		6,837		2,368
Newmont Corp		63,436		3,934
PPG Industries Inc		43,404		7,485
Reliance Steel & Aluminum Co		17,345		2,814
Steel Dynamics Inc		49,447		3,069
Vulcan Materials Co		29,844		6,195
Westrock Co		8,670		385

				103,717
Real Estate — 2.0%
American Tower Corp, Cl A ^‡		55,725		16,300
Crown Castle International Corp ^‡		50,675		10,578
Diversified Healthcare Trust ^‡		383,858		1,186
Gaming and Leisure Properties Inc ^‡		87,103		4,238
Iron Mountain Inc ^‡		24,500		1,282
Omega Healthcare Investors Inc ^‡		54,474		1,612
Ryman Hospitality Properties Inc *^‡		62,818		5,777
Sabra Health Care Inc ^‡		81,408		1,102
Service Properties Trust ^‡		221,898		1,951

				44,026


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Utilities — 2.5%
Edison International		14,675	$	1,002
FirstEnergy Corp		156,616		6,514
MDU Resources Group Inc		97,537		3,008
NextEra Energy Inc		178,607		16,675
NiSource Inc		324,536		8,960
NRG Energy Inc		85,945		3,702
PPL Corp		210,324		6,322
UGI Corp		139,722		6,415
Vistra Corp		157,982		3,597

				56,195
Total Common Stock
(Cost $1,263,025) ($ Thousands)				2,211,233


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
0.020% **^†(B)		2,372,700	$	2,377


Total Affiliated Partnership
(Cost $2,371) ($ Thousands)				2,377



CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		27,845,422		27,845

Total Cash Equivalent
(Cost $27,845) ($ Thousands)				27,845


Total Investments in Securities — 100.0%
(Cost $1,293,241) ($ Thousands)			$	2,241,455

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $2,240,961 ($ Thousands).
*	Non-income producing security.
**	Rate shown is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $2,284 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $2,377 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor's

Ser — Series

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

2,211,233

–

2,211,233

Affiliated Partnership

–

2,377

–

2,377

Cash Equivalent

27,845

–

27,845

Total Investments in Securities

2,239,078

2,377

–

2,241,455

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

583

–

583

Total Other Financial Instruments

583

–

583

*	Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s more recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.9%

Communication Services — 5.4%
AT&T Inc		1,031,235	$	25,368
BCE Inc		294,510		15,326
Comcast Corp, Cl A		189,923		9,559
Fox Corp, Cl A		114,572		4,228
Meta Platforms Inc, Cl A *		14,359		4,830
Omnicom Group Inc		123,622		9,058
TEGNA Inc		136,100		2,526
T-Mobile US Inc *		44,826		5,199
Verizon Communications Inc		209,421		10,881
ViacomCBS Inc, Cl B		47,731		1,440

				88,415
Consumer Discretionary — 7.7%
Best Buy Co Inc		62,685		6,369
Carnival Corp *(A)		89,490		1,801
Dick's Sporting Goods Inc		21,511		2,473
Dillard's Inc, Cl A (A)		12,276		3,008
DR Horton Inc		5,315		576
eBay Inc		41,518		2,761
Foot Locker Inc, Cl A		38,308		1,671
Ford Motor Co		192,027		3,988
General Motors Co *		265,937		15,592
Genuine Parts Co		132,329		18,553
Goodyear Tire & Rubber Co/The *		72,101		1,537
Harley-Davidson Inc, Cl A		26,082		983
Kohl's Corp		6,552		324
Lear Corp		12,142		2,221
Lennar Corp, Cl A		6,006		698
Lowe's Cos Inc		52,140		13,477
Magna International Inc, Cl A		24,663		1,996
PulteGroup Inc		215,305		12,307
Target Corp, Cl A		106,998		24,764
Thor Industries Inc		36,139		3,750
Whirlpool Corp		24,849		5,831

				124,680
Consumer Staples — 8.3%
Altria Group Inc		207,317		9,825
Conagra Brands Inc		146,906		5,017
Diageo PLC ADR		39,610		8,720
General Mills Inc		4,632		312
Ingredion Inc		83,947		8,113
J M Smucker Co/The		17,549		2,384
Kimberly-Clark Corp		79,941		11,425
Kraft Heinz Co/The		56,221		2,018
Kroger Co/The		458,739		20,762
Molson Coors Beverage Co, Cl B		115,655		5,361
Philip Morris International Inc		185,286		17,602
Procter & Gamble Co/The		29,779		4,871
Tyson Foods Inc, Cl A		168,142		14,655
Unilever PLC ADR		172,247		9,265


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Walgreens Boots Alliance Inc		220,812	$	11,518
Walmart Inc		18,886		2,733

				134,581
Energy — 4.8%
BP PLC ADR		127,923		3,407
Canadian Natural Resources Ltd		109,363		4,621
Chevron Corp		193,503		22,708
ConocoPhillips		250,305		18,067
Devon Energy Corp		88,155		3,883
Exxon Mobil Corp		193,469		11,838
HollyFrontier Corp		55,971		1,835
Marathon Petroleum Corp		78,478		5,022
Phillips 66		31,140		2,256
Valero Energy Corp		60,065		4,511

				78,148
Financials — 20.1%
Aflac Inc		88,114		5,145
Allstate Corp/The		34,766		4,090
American Financial Group Inc/OH		21,126		2,901
Ameriprise Financial Inc		27,250		8,220
Annaly Capital Management Inc ^‡		292,976		2,291
Banco Santander SA ADR		752,254		2,475
Bank of America Corp		657,400		29,248
Bank of New York Mellon Corp/The		201,580		11,708
Berkshire Hathaway Inc, Cl B *		43,288		12,943
Capital One Financial Corp		28,002		4,063
Chubb Ltd		94,141		18,198
Citigroup Inc		538,848		32,541
Citizens Financial Group Inc		139,869		6,609
Discover Financial Services		37,526		4,336
Essent Group Ltd		27,172		1,237
Fifth Third Bancorp		113,014		4,922
First American Financial Corp		19,225		1,504
Goldman Sachs Group Inc/The		7,938		3,037
Hartford Financial Services Group Inc/The		40,505		2,796
JPMorgan Chase & Co		171,797		27,204
KeyCorp		125,944		2,913
KKR & Co Inc		30,397		2,265
Lincoln National Corp		29,914		2,042
MetLife Inc		85,353		5,334
Morgan Stanley		281,159		27,598
New York Community Bancorp Inc		262,592		3,206
Popular Inc		58,412		4,792
Principal Financial Group Inc, Cl A		7,330		530
Prudential Financial Inc		60,510		6,550
Radian Group Inc		35,327		746
Regions Financial Corp		201,984		4,403
SLM Corp		310,194		6,102
State Street Corp		47,517		4,419
Synchrony Financial		153,808		7,135
T Rowe Price Group Inc		16,506		3,246


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Travelers Cos Inc/The		50,275	$	7,865
Truist Financial Corp		211,571		12,387
Two Harbors Investment Corp ^‡		381,659		2,202
Unum Group		55,915		1,374
Voya Financial Inc		105,231		6,978
Wells Fargo & Co		421,711		20,234
Willis Towers Watson PLC		16,379		3,890
Zions Bancorp NA		90,973		5,746

				327,425
Health Care — 16.6%
AbbVie Inc		51,187		6,931
Amgen Inc, Cl A		23,008		5,176
AstraZeneca PLC ADR		92,031		5,361
Biogen Inc *		9,569		2,296
Bristol-Myers Squibb Co		183,512		11,442
Cardinal Health Inc		117,940		6,073
Cigna Corp		28,504		6,545
CVS Health Corp		207,302		21,385
DaVita Inc *		27,976		3,183
Eli Lilly & Co		48,685		13,448
Gilead Sciences Inc		101,959		7,403
GlaxoSmithKline PLC ADR		91,555		4,037
HCA Healthcare Inc		27,187		6,985
Hologic Inc *		16,620		1,272
Intra-Cellular Therapies Inc, Cl A *		53,056		2,777
Jazz Pharmaceuticals PLC *		46,680		5,947
Johnson & Johnson		178,474		30,532
McKesson Corp		48,778		12,125
Medtronic PLC		169,834		17,569
Merck & Co Inc		336,093		25,758
Novartis AG ADR		152,220		13,315
Organon & Co		25,161		766
Pfizer Inc		813,860		48,058
Regeneron Pharmaceuticals Inc *		5,277		3,333
Viatris Inc, Cl W *		291,220		3,940
Zimmer Biomet Holdings Inc		38,596		4,903

				270,560
Industrials — 10.4%
3M Co		61,376		10,902
AerCap Holdings NV *		64,608		4,227
AGCO Corp		40,664		4,718
Allison Transmission Holdings Inc		68,559		2,492
American Airlines Group Inc *		41,207		740
Cummins Inc		46,257		10,091
Delta Air Lines Inc, Cl A *		55,046		2,151
FedEx Corp		33,908		8,770
General Dynamics Corp		66,258		13,813
Huntington Ingalls Industries Inc, Cl A		16,362		3,055
Johnson Controls International plc		320,628		26,070
L3Harris Technologies Inc		7,044		1,502
Lockheed Martin Corp		10,513		3,736


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ManpowerGroup Inc		43,444	$	4,228
Northrop Grumman Corp		9,987		3,866
Oshkosh Corp		17,457		1,968
Owens Corning		23,991		2,171
PACCAR Inc		18,523		1,635
Raytheon Technologies Corp		209,293		18,012
Ryder System Inc		23,674		1,952
Siemens AG ADR		165,998		14,375
Snap-on Inc		17,803		3,834
Textron Inc		67,901		5,242
Timken Co/The		50,058		3,469
United Airlines Holdings Inc *		38,723		1,695
United Parcel Service Inc, Cl B		68,302		14,640

				169,354
Information Technology — 11.4%
Amdocs Ltd		68,616		5,135
Amkor Technology Inc		108,102		2,680
Applied Materials Inc		61,889		9,739
Arrow Electronics Inc, Cl A *		43,920		5,897
Broadcom Inc		21,550		14,340
Cisco Systems Inc/Delaware		349,960		22,177
Cognizant Technology Solutions Corp, Cl A		107,595		9,546
DXC Technology Co *		69,089		2,224
Global Payments Inc		21,490		2,905
Hewlett Packard Enterprise Co		260,289		4,105
HP Inc		402,947		15,179
Intel Corp		576,838		29,707
International Business Machines Corp		35,900		4,799
Jabil Inc		72,955		5,132
Juniper Networks Inc		180,394		6,442
Kyndryl Holdings Inc *		7,180		130
Micron Technology Inc		70,689		6,585
Microsoft Corp		39,275		13,209
Oracle Corp, Cl B		77,414		6,751
Seagate Technology Holdings PLC		48,818		5,515
Teradyne Inc		45,757		7,483
Vontier Corp		151,323		4,650
Xerox Holdings Corp		94,367		2,136

				186,466
Materials — 5.3%
Alcoa Corp		70,246		4,185
Berry Global Group Inc *		26,280		1,939
Cabot Corp		38,287		2,152
Celanese Corp, Cl A		37,783		6,350
Corteva Inc		106,423		5,032
Crown Holdings Inc		50,076		5,539
Dow Inc		180,016		10,211
DuPont de Nemours Inc		48,652		3,930
Eastman Chemical Co		85,196		10,301
Huntsman Corp		239,010		8,337
International Paper Co		111,708		5,248


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LyondellBasell Industries NV, Cl A		37,839	$	3,490
Newmont Corp		65,781		4,080
O-I Glass Inc, Cl I *		82,301		990
Reliance Steel & Aluminum Co		38,172		6,192
Steel Dynamics Inc		81,415		5,053
Sylvamo Corp *		10,155		283
Westrock Co		60,481		2,683

				85,995
Real Estate — 3.6%
Diversified Healthcare Trust ^‡		296,075		915
Gaming and Leisure Properties Inc ^‡		90,669		4,412
Healthpeak Properties Inc ^‡		409,211		14,768
Iron Mountain Inc ^‡		78,251		4,095
Omega Healthcare Investors Inc ^‡		117,745		3,484
Ryman Hospitality Properties Inc *^‡		44,353		4,079
Sabra Health Care Inc ^‡		226,324		3,064
Service Properties Trust ^‡		153,542		1,350
VICI Properties Inc ^‡(A)		291,410		8,774
Welltower Inc ^‡		164,870		14,141

				59,082
Utilities — 5.3%
Duke Energy Corp		113,055		11,859
Edison International		57,916		3,953
Exelon Corp		165,792		9,576
FirstEnergy Corp		97,676		4,062
MDU Resources Group Inc		174,345		5,377
NextEra Energy Inc		259,809		24,256


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NiSource Inc		252,521	$	6,972
NRG Energy Inc		70,556		3,040
PPL Corp		239,861		7,210
UGI Corp		109,803		5,041
Vistra Corp		185,517		4,224

				85,570
Total Common Stock
(Cost $1,048,062) ($ Thousands)				1,610,276



AFFILIATED PARTNERSHIP — 0.8%
SEI Liquidity Fund, L.P.
0.020% **^†(B)		13,237,586		13,240


Total Affiliated Partnership
(Cost $13,240) ($ Thousands)				13,240



CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		15,695,778		15,696

Total Cash Equivalent
(Cost $15,696) ($ Thousands)				15,696


Total Investments in Securities — 100.7%
(Cost $1,076,998) ($ Thousands)			$	1,639,212

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $1,628,216 ($ Thousands).
*	Non-income producing security.
**	Rate shown is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $12,980 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $13,240 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor's

The following is a list of the level of inputs used as of December 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

1,610,276

–

1,610,276

Affiliated Partnership

–

13,240

–

13,240

Cash Equivalent

15,696

–

15,696

Total Investments in Securities

1,625,972

13,240

–

1,639,212

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

279

–

279

Total Other Financial Instruments

279

–

279

*	Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.2%

Communication Services — 8.9%
Alphabet Inc, Cl A *		15,308	$	44,348
Alphabet Inc, Cl C *		15,585		45,096
Interpublic Group of Cos Inc/The		10,780		404
Live Nation Entertainment Inc *		94,492		11,310
Meta Platforms Inc, Cl A *		93,363		31,402
Netflix Inc *		8,949		5,391
News Corp, Cl A		13,708		306
Roku Inc, Cl A *		29,391		6,707
Sea Ltd ADR *		41,396		9,261
Snap Inc, Cl A *		191,724		9,017

				163,242
Consumer Discretionary — 16.6%
Airbnb Inc, Cl A *		13,187		2,196
Amazon.com Inc, Cl A *		29,323		97,773
AutoZone Inc *		11,271		23,628
Boyd Gaming Corp *		5,872		385
BRP Inc		49,553		4,346
Capri Holdings Ltd *		157,379		10,215
Carvana Co, Cl A *		16,875		3,911
Etsy Inc *		33,264		7,283
General Motors Co *		168,776		9,895
Home Depot Inc/The		28,522		11,837
Kohl's Corp		6,615		326
Lennar Corp, Cl A		103,371		12,008
Lithia Motors Inc, Cl A		33,510		9,951
LKQ Corp		6,783		407
Lowe's Cos Inc		72,095		18,635
Lululemon Athletica Inc *		791		310
MGM Resorts International		252,513		11,333
NIKE Inc, Cl B		101,699		16,950
Starbucks Corp		28,921		3,383
Tapestry Inc		9,239		375
Target Corp, Cl A		10,313		2,387
Tesla Inc *		40,937		43,261
TJX Cos Inc/The		185,373		14,074
Williams-Sonoma Inc		1,706		289

				305,158
Consumer Staples — 3.3%
Albertsons Cos Inc, Cl A (A)		11,879		359
Altria Group Inc		7,475		354
Coca-Cola Co/The		6,824		404
Colgate-Palmolive Co		133,247		11,371
Costco Wholesale Corp		10,224		5,804
Estee Lauder Cos Inc/The, Cl A		1,080		400
Herbalife Nutrition Ltd *		9,269		379
Kroger Co/The		9,071		411
Monster Beverage Corp *		4,095		393
PepsiCo Inc		133,474		23,186
Philip Morris International Inc		3,609		343


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Procter & Gamble Co/The		64,078	$	10,482
US Foods Holding Corp *		217,307		7,569

				61,455
Energy — 0.5%
ConocoPhillips		116,319		8,396
EOG Resources Inc		4,397		391

				8,787
Financials — 6.5%
Apollo Global Management Inc, Cl A		5,039		365
Blackstone Inc, Cl A (B)		69,790		9,030
Carlyle Group Inc/The		6,747		370
CME Group Inc		32,696		7,470
FactSet Research Systems Inc		20,438		9,933
Moody's Corp		53,022		20,709
MSCI Inc, Cl A		30,072		18,425
PacWest Bancorp		158,055		7,139
S&P Global Inc		32,621		15,395
Santander Consumer USA Holdings Inc		9,663		406
Signature Bank/New York NY, Cl B		48,748		15,769
SVB Financial Group, Cl B *		10,910		7,400
US Bancorp		120,988		6,796

				119,207
Health Care — 9.3%
Abbott Laboratories		64,537		9,083
Align Technology Inc *		17,976		11,813
Becton Dickinson and Co		23,673		5,953
Bruker Corp		4,401		369
Catalent Inc *		116,845		14,960
Danaher Corp, Cl A		85,007		27,968
Dexcom Inc *		15,632		8,394
Doximity Inc, Cl A *		7,245		363
IDEXX Laboratories Inc *		1,917		1,262
Johnson & Johnson		83,965		14,364
Mettler-Toledo International Inc *		7,581		12,867
Moderna Inc *		5,383		1,367
Natera Inc *		16,643		1,554
Pfizer Inc		50,718		2,995
Stryker Corp		16,541		4,423
UnitedHealth Group Inc		103,745		52,095
Veeva Systems Inc, Cl A *		4,414		1,128

				170,958
Industrials — 7.7%
A O Smith Corp		4,977		427
AMETEK Inc		56,618		8,325
Carrier Global Corp		237,880		12,903
Cintas Corp		10,916		4,838
Crane Co, Cl A		3,635		370
Eaton Corp PLC		101,727		17,580
Generac Holdings Inc *		9,619		3,385
Graco Inc		135,851		10,952


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Middleby Corp/The *		68,130	$	13,405
nVent Electric PLC		10,690		406
Otis Worldwide Corp		108,620		9,457
Robert Half International Inc		3,979		444
Tetra Tech Inc		44,285		7,520
Textron Inc		133,691		10,321
Trane Technologies PLC		48,270		9,752
TransDigm Group Inc *		18,558		11,808
Uber Technologies Inc *		133,560		5,600
Union Pacific Corp		53,466		13,470

				140,963
Information Technology — 42.9%
Adobe Inc *		56,436		32,003
Advanced Micro Devices Inc *		122,552		17,635
Analog Devices Inc		76,633		13,470
Apple Inc		806,474		143,206
Applied Materials Inc		257,963		40,593
Arista Networks Inc *		20,133		2,894
Autodesk Inc, Cl A *		1,172		330
Bill.com Holdings Inc *		23,127		5,762
Block Inc, Cl A *		15,104		2,439
Broadcom Inc		27,194		18,095
Cadence Design Systems Inc *		23,173		4,318
Crowdstrike Holdings Inc, Cl A *		29,730		6,087
Datadog Inc, Cl A *		2,041		364
Dlocal Ltd/Uruguay, Cl A *		123,216		4,398
Dolby Laboratories Inc, Cl A		3,861		368
Dropbox Inc, Cl A *		11,560		284
EPAM Systems Inc *		18,381		12,287
F5 Inc, Cl A *		1,586		388
Fortinet Inc *		16,370		5,883
HP Inc		117,238		4,416
Intuit Inc		56,166		36,127
Jabil Inc		5,634		396
Keysight Technologies Inc *		1,770		366
KLA Corp		8,599		3,698
Littelfuse Inc		1,163		366
Manhattan Associates Inc *		2,228		346
Marqeta Inc, Cl A *		285,701		4,905
Mastercard Inc, Cl A		73,250		26,320
Micron Technology Inc		128,024		11,925
Microsoft Corp		605,376		203,600
Monolithic Power Systems Inc		656		324
NetApp Inc		20,218		1,860
NVIDIA Corp		200,038		58,833
ON Semiconductor Corp *		14,287		970
Oracle Corp, Cl B		201,020		17,531
Paychex Inc		3,042		415
PayPal Holdings Inc *		94,307		17,784
QUALCOMM Inc		110,045		20,124
salesforce.com *		67,204		17,079


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ServiceNow Inc *		10,944	$	7,104
SolarEdge Technologies Inc *		24,460		6,863
Twilio Inc, Cl A *		20,805		5,479
Unity Software Inc *		49,618		7,095
VeriSign Inc *		3,525		895
Visa Inc, Cl A		102,357		22,182

				787,807
Materials — 3.2%
Ecolab Inc		18,344		4,303
Freeport-McMoRan Inc, Cl B		172,991		7,219
Linde PLC		24,232		8,395
Louisiana-Pacific Corp		82,297		6,448
Mosaic Co/The		135,738		5,333
Olin Corp		6,224		358
Sherwin-Williams Co/The, Cl A		53,261		18,757
Steel Dynamics Inc		106,754		6,626

				57,439
Real Estate — 0.3%
CBRE Group Inc, Cl A *		30,534		3,313
Duke Realty Corp ^‡		9,403		617
Invitation Homes Inc ^‡		8,797		399
Jones Lang LaSalle Inc *^‡		3,563		960
Regency Centers Corp ^‡		5,120		386
Simon Property Group Inc ^‡		2,255		360

				6,035
Total Common Stock
(Cost $773,439) ($ Thousands)				1,821,051



AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.020% **^†(C)		362,198		362


Total Affiliated Partnership
(Cost $362) ($ Thousands)				362



CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		15,982,627		15,983

Total Cash Equivalent
(Cost $15,983) ($ Thousands)				15,983


Total Investments in Securities — 100.1%
(Cost $789,784) ($ Thousands)			$	1,837,396

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $1,836,061 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $356 ($ Thousands).
(B)	Security is a Master Limited Partnership. At December 31, 2021, such securities amounted to $9,030 ($ Thousands), or 0.5% of the Net Assets of the Fund.
(C)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $362 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor's

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

1,821,051

–

1,821,051

Affiliated Partnership

–

362

–

362

Cash Equivalent

15,983

–

15,983

Total Investments in Securities

1,837,034

362

–

1,837,396

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

218

–

218

Total Other Financial Instruments

218

–

218

*	Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.1%

Communication Services — 9.4%
Activision Blizzard Inc		20,381	$	1,356
Alphabet Inc, Cl A *		7,921		22,947
Alphabet Inc, Cl C *		7,390		21,384
Altice USA Inc, Cl A *		5,800		94
AT&T Inc		188,191		4,629
Cable One Inc		138		243
Charter Communications Inc, Cl A *		3,336		2,175
Comcast Corp, Cl A		120,029		6,041
Discovery Inc, Cl A *(A)		4,400		104
Discovery Inc, Cl C *		8,312		190
DISH Network Corp, Cl A *		6,511		211
Electronic Arts Inc		7,406		977
Fox Corp, Cl A		8,231		304
Fox Corp, Cl B		3,900		134
IAC/InterActiveCorp *		1,998		261
Interpublic Group of Cos Inc/The		10,300		386
Liberty Broadband Corp, Cl A *		700		113
Liberty Broadband Corp, Cl C *		3,758		605
Liberty Media Corp-Liberty Formula One, Cl A *		700		42
Liberty Media Corp-Liberty Formula One, Cl C *		5,200		329
Liberty Media Corp-Liberty SiriusXM *		6,698		340
Live Nation Entertainment Inc *		3,590		430
Loyalty Ventures Inc *		510		15
Lumen Technologies Inc		28,895		363
Madison Square Garden Sports Corp *		553		96
Match Group Inc *		7,399		978
Meta Platforms Inc, Cl A *		62,255		20,939
Netflix Inc *		11,377		6,854
New York Times Co/The, Cl A		4,312		208
News Corp, Cl A		10,300		230
News Corp, Cl B		3,200		72
Nexstar Media Group Inc, Cl A		1,100		166
Omnicom Group Inc		5,526		405
Pinterest Inc, Cl A *		14,576		530
Playtika Holding Corp *		2,800		48
Roku Inc, Cl A *		3,145		718
Sirius XM Holdings Inc (A)		23,718		151
Skillz Inc, Cl A *(A)		7,400		55
Spotify Technology SA *		3,660		857
Take-Two Interactive Software Inc, Cl A *		2,987		531
T-Mobile US Inc *		15,517		1,800
TripAdvisor Inc *		2,600		71
Twitter Inc *		20,380		881
Verizon Communications Inc		109,173		5,673
ViacomCBS Inc		219		7
ViacomCBS Inc, Cl B		15,153		457
Vimeo Inc *		3,917		70
Walt Disney Co/The *		47,867		7,414


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
World Wrestling Entertainment Inc, Cl A		1,200	$	59
Zynga Inc, Cl A *		26,531		170

				113,113
Consumer Discretionary — 12.2%
Advance Auto Parts Inc		1,717		412
Amazon.com Inc, Cl A *		11,422		38,085
Aptiv PLC *		7,053		1,164
Aramark		5,891		217
AutoNation Inc *		1,194		140
AutoZone Inc *		560		1,174
Bath & Body Works Inc		6,400		447
Best Buy Co Inc		6,580		668
Booking Holdings Inc *		1,068		2,562
BorgWarner Inc		6,300		284
Boyd Gaming Corp		2,100		138
Bright Horizons Family Solutions Inc *		1,600		201
Brunswick Corp/DE		2,000		202
Burlington Stores Inc *		1,753		511
Caesars Entertainment Inc *		5,300		496
Capri Holdings Ltd *		3,900		253
CarMax Inc *		4,300		560
Carnival Corp *		22,327		449
Carter's Inc		1,100		111
Carvana Co, Cl A *		2,068		479
Chegg Inc *		3,687		113
Chipotle Mexican Grill Inc, Cl A *		731		1,278
Choice Hotels International Inc		928		145
Churchill Downs Inc		961		232
Columbia Sportswear Co		1,000		97
Darden Restaurants Inc		3,399		512
Deckers Outdoor Corp *		700		256
Dick's Sporting Goods Inc		1,692		195
Dollar General Corp		6,145		1,449
Dollar Tree Inc *		6,018		846
Domino's Pizza Inc		960		542
DoorDash Inc, Cl A *		3,800		566
DR Horton Inc		8,738		948
DraftKings Inc, Cl A *		7,800		214
eBay Inc		17,006		1,131
Etsy Inc *		3,304		723
Expedia Group Inc *		3,782		684
Five Below Inc *		1,483		307
Floor & Decor Holdings Inc, Cl A *		2,700		351
Foot Locker Inc, Cl A		2,400		105
Ford Motor Co		103,085		2,141
Frontdoor Inc *		2,210		81
GameStop Corp, Cl A *		1,700		252
Gap Inc/The		5,300		93
Garmin Ltd		3,957		539
General Motors Co *		36,249		2,125
Gentex Corp		6,235		217


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Genuine Parts Co		3,676	$	515
Grand Canyon Education Inc *		1,200		103
H&R Block Inc		4,500		106
Hanesbrands Inc		9,000		151
Harley-Davidson Inc, Cl A		4,100		155
Hasbro Inc		3,302		336
Hayward Holdings Inc *		1,000		26
Hilton Worldwide Holdings Inc *		7,184		1,121
Home Depot Inc/The		28,033		11,634
Hyatt Hotels Corp, Cl A *		1,294		124
Kohl's Corp		4,025		199
Las Vegas Sands Corp *		8,646		325
Lear Corp		1,550		284
Leggett & Platt Inc		3,400		140
Lennar Corp, Cl A		7,089		824
Lennar Corp, Cl B		450		43
Leslie's Inc *		3,600		85
Lithia Motors Inc, Cl A		800		238
LKQ Corp		7,088		426
Lowe's Cos Inc		18,292		4,728
Lululemon Athletica Inc *		2,984		1,168
Marriott International Inc/MD, Cl A *		7,155		1,182
Marriott Vacations Worldwide Corp		1,100		186
Mattel Inc *		9,000		194
McDonald's Corp		19,700		5,281
MGM Resorts International		10,453		469
Mister Car Wash Inc *		2,100		38
Mohawk Industries Inc *		1,502		274
Newell Brands Inc, Cl B		9,770		213
NIKE Inc, Cl B		32,617		5,436
Nordstrom Inc *		3,000		68
Norwegian Cruise Line Holdings Ltd *		9,763		203
NVR Inc *		84		496
Ollie's Bargain Outlet Holdings Inc *		1,661		85
O'Reilly Automotive Inc *		1,774		1,253
Peloton Interactive Inc, Cl A *		7,427		266
Penn National Gaming Inc *		4,300		223
Penske Automotive Group Inc, Cl A		800		86
Petco Health & Wellness Co Inc, Cl A *		1,300		26
Planet Fitness Inc, Cl A *		2,200		199
Polaris Inc		1,531		168
Pool Corp		1,021		578
PulteGroup Inc		6,700		383
PVH Corp		1,849		197
QuantumScape Corp, Cl A *		6,600		147
Qurate Retail Inc *		9,765		74
Ralph Lauren Corp, Cl A		1,236		147
RH *		446		239
Rivian Automotive Inc, Cl A *		3,700		384
Ross Stores Inc		9,244		1,056
Royal Caribbean Cruises Ltd *		5,723		440
Service Corp International/US		4,300		305


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Six Flags Entertainment Corp *		2,100	$	89
Skechers USA Inc, Cl A *		3,453		150
Starbucks Corp		31,001		3,626
Tapestry Inc		7,208		293
Target Corp, Cl A		12,969		3,002
Tempur Sealy International Inc		4,700		221
Terminix Global Holdings Inc *		3,200		145
Tesla Inc *		21,283		22,491
Thor Industries Inc		1,400		145
TJX Cos Inc/The		31,759		2,411
Toll Brothers Inc		2,900		210
TopBuild Corp *		900		248
Tractor Supply Co		3,001		716
Travel + Leisure Co		2,163		120
Ulta Beauty Inc *		1,381		569
Under Armour Inc, Cl A *		4,815		102
Under Armour Inc, Cl C *		5,100		92
Vail Resorts Inc		1,070		351
VF Corp		8,464		620
Victoria's Secret & Co *		2,066		115
Vroom Inc *		3,100		33
Wayfair Inc, Cl A *		1,975		375
Wendy's Co/The		4,600		110
Whirlpool Corp		1,638		384
Williams-Sonoma Inc		2,000		338
Wyndham Hotels & Resorts Inc		2,363		212
Wynn Resorts Ltd *		2,715		231
YETI Holdings Inc *		2,200		182
Yum China Holdings Inc		11,285		562
Yum! Brands Inc		7,809		1,084

				146,949
Consumer Staples — 5.5%
Albertsons Cos Inc, Cl A		4,100		124
Altria Group Inc		48,650		2,306
Archer-Daniels-Midland Co		14,571		985
Beyond Meat Inc *		1,500		98
Boston Beer Co Inc/The, Cl A *		229		116
Brown-Forman Corp, Cl A		1,140		77
Brown-Forman Corp, Cl B		4,822		351
Bunge Ltd		3,600		336
Campbell Soup Co		5,000		217
Casey's General Stores Inc		996		197
Church & Dwight Co Inc		6,410		657
Clorox Co/The		3,271		570
Coca-Cola Co/The		102,224		6,053
Colgate-Palmolive Co		21,979		1,876
Conagra Brands Inc		12,249		418
Constellation Brands Inc, Cl A		4,154		1,042
Costco Wholesale Corp		11,643		6,610
Coty Inc, Cl A *		8,539		90
Darling Ingredients Inc *		4,223		293


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Estee Lauder Cos Inc/The, Cl A		6,075	$	2,249
Flowers Foods Inc		4,900		135
Freshpet Inc *		1,100		105
General Mills Inc		15,961		1,075
Grocery Outlet Holding Corp *		2,300		65
Hain Celestial Group Inc/The *		2,500		106
Herbalife Nutrition Ltd *		2,774		114
Hershey Co/The		3,810		737
Hormel Foods Corp		7,437		363
Ingredion Inc		1,710		165
J M Smucker Co/The		2,754		374
Kellogg Co		6,585		424
Keurig Dr Pepper Inc		18,285		674
Kimberly-Clark Corp		8,890		1,271
Kraft Heinz Co/The		18,049		648
Kroger Co/The		19,488		882
Lamb Weston Holdings Inc		3,800		241
McCormick & Co Inc/MD		6,482		626
Molson Coors Beverage Co, Cl B		4,595		213
Mondelez International Inc, Cl A		36,746		2,437
Monster Beverage Corp *		9,739		935
Olaplex Holdings Inc *		2,100		61
PepsiCo Inc		36,407		6,324
Philip Morris International Inc		40,963		3,891
Pilgrim's Pride Corp *		1,300		37
Post Holdings Inc *		1,507		170
Procter & Gamble Co/The		63,420		10,374
Reynolds Consumer Products Inc		1,500		47
Seaboard Corp		6		24
Spectrum Brands Holdings Inc		1,057		107
Sysco Corp, Cl A		13,363		1,050
Tyson Foods Inc, Cl A		7,508		654
US Foods Holding Corp *		5,797		202
Walgreens Boots Alliance Inc		18,741		977
Walmart Inc		37,761		5,464

				65,637
Energy — 2.5%
Antero Midstream Corp		8,900		86
APA Corp		9,700		261
Baker Hughes Co, Cl A		19,302		464
Cheniere Energy Inc		6,173		626
Chevron Corp		50,948		5,979
ConocoPhillips		34,751		2,508
Continental Resources Inc/OK, Cl A		1,800		81
Coterra Energy Inc		20,914		397
Devon Energy Corp		17,561		773
Diamondback Energy Inc, Cl A		4,729		510
DT Midstream Inc		2,506		120
EOG Resources Inc		15,382		1,366
EQT Corp		8,067		176
Exxon Mobil Corp		111,463		6,820


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Halliburton Co		23,245	$	532
Hess Corp		7,249		537
HollyFrontier Corp		3,800		125
Kinder Morgan Inc		50,934		808
Marathon Oil Corp		20,592		338
Marathon Petroleum Corp		16,612		1,063
New Fortress Energy Inc, Cl A		700		17
NOV Inc		10,000		136
Occidental Petroleum Corp		22,023		639
ONEOK Inc		11,561		679
Phillips 66		11,462		831
Pioneer Natural Resources Co		5,713		1,039
Schlumberger NV, Cl A		36,875		1,104
Targa Resources Corp		5,800		303
Texas Pacific Land Corp		149		186
Valero Energy Corp		10,674		802
Williams Cos Inc/The		31,773		827

				30,133
Financials — 10.8%
Affiliated Managers Group Inc		1,071		176
Aflac Inc		17,246		1,007
AGNC Investment Corp ^‡		13,728		207
Alleghany Corp *		354		236
Allstate Corp/The		7,680		904
Ally Financial Inc		9,358		446
American Express Co		16,514		2,702
American Financial Group Inc/OH		1,743		239
American International Group Inc		22,403		1,274
Ameriprise Financial Inc		2,975		897
Annaly Capital Management Inc ^‡		36,774		288
Aon PLC, Cl A		5,847		1,757
Apollo Global Management Inc, Cl A *		6,200		449
Arch Capital Group Ltd *		9,889		439
Ares Management Corp, Cl A		3,800		309
Arthur J Gallagher & Co		5,366		910
Assurant Inc		1,500		234
Assured Guaranty Ltd		1,814		91
Athene Holding Ltd, Cl A *		3,000		250
Axis Capital Holdings Ltd		2,023		110
Bank of America Corp		189,593		8,435
Bank of Hawaii Corp		1,048		88
Bank of New York Mellon Corp/The		20,585		1,196
Bank OZK		3,200		149
Berkshire Hathaway Inc, Cl B *		48,302		14,442
BlackRock Inc		3,723		3,409
Blackstone Inc, Cl A (B)		17,899		2,316
BOK Financial Corp		800		84
Brighthouse Financial Inc *		2,100		109
Brown & Brown Inc		6,100		429
Capital One Financial Corp		11,122		1,614
Carlyle Group Inc/The		4,200		231


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cboe Global Markets Inc		2,800	$	365
Charles Schwab Corp/The		39,716		3,340
Chubb Ltd		11,410		2,206
Cincinnati Financial Corp		3,900		444
Citigroup Inc		52,262		3,156
Citizens Financial Group Inc		11,159		527
CME Group Inc		9,415		2,151
CNA Financial Corp		652		29
Comerica Inc		3,453		300
Commerce Bancshares Inc/MO		2,880		198
Credit Acceptance Corp, Cl A *		217		149
Cullen/Frost Bankers Inc		1,514		191
Discover Financial Services		7,820		904
East West Bancorp Inc		3,700		291
Equitable Holdings Inc		9,600		315
Erie Indemnity Co, Cl A		656		126
Evercore Inc, Cl A		983		134
Everest Re Group Ltd		1,051		288
FactSet Research Systems Inc		992		482
Fidelity National Financial Inc		7,110		371
Fifth Third Bancorp		18,000		784
First American Financial Corp		2,800		219
First Citizens BancShares Inc/NC, Cl A		149		124
First Hawaiian Inc		3,500		96
First Horizon Corp		14,000		229
First Republic Bank/CA		4,731		977
FNB Corp/PA		8,200		99
Franklin Resources Inc		7,600		254
Globe Life Inc		2,601		244
GoHealth Inc, Cl A *		900		3
Goldman Sachs Group Inc/The		8,697		3,327
Hanover Insurance Group Inc/The, Cl A		989		130
Hartford Financial Services Group Inc/The		9,059		625
Huntington Bancshares Inc/OH		38,138		588
Interactive Brokers Group Inc, Cl A		2,121		168
Intercontinental Exchange Inc		14,612		1,998
Invesco Ltd		8,562		197
Janus Henderson Group PLC		4,500		189
Jefferies Financial Group Inc		5,700		221
JPMorgan Chase & Co		77,380		12,253
Kemper Corp, Cl A		1,555		91
KeyCorp		24,788		573
KKR & Co Inc		14,700		1,095
Lazard Ltd, Cl A (B)		2,700		118
Lemonade Inc *		1,059		45
Lincoln National Corp		4,877		333
Loews Corp		5,689		329
LPL Financial Holdings Inc		2,092		335
M&T Bank Corp		3,353		515
Markel Corp *		350		432
MarketAxess Holdings Inc		948		390
Marsh & McLennan Cos Inc		13,395		2,328


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mercury General Corp		700	$	37
MetLife Inc		18,915		1,182
MGIC Investment Corp		9,000		130
Moody's Corp		4,241		1,656
Morgan Stanley		35,262		3,461
Morningstar Inc, Cl A		600		205
MSCI Inc, Cl A		2,087		1,279
Nasdaq Inc, Cl A		3,100		651
New Residential Investment Corp ^‡		11,140		119
New York Community Bancorp Inc		12,000		147
Northern Trust Corp		5,350		640
Old Republic International Corp		7,300		179
OneMain Holdings Inc, Cl A		2,981		149
PacWest Bancorp		3,000		136
People's United Financial Inc		11,224		200
Pinnacle Financial Partners Inc		1,900		181
PNC Financial Services Group Inc/The		11,177		2,241
Popular Inc		2,100		172
Primerica Inc		1,081		166
Principal Financial Group Inc, Cl A		6,934		502
Progressive Corp/The		15,307		1,571
Prosperity Bancshares Inc		2,300		166
Prudential Financial Inc		10,062		1,089
Raymond James Financial Inc		4,805		482
Regions Financial Corp		25,112		547
Reinsurance Group of America Inc, Cl A		1,824		200
RenaissanceRe Holdings Ltd		1,275		216
Rocket Cos Inc, Cl A *		3,700		52
S&P Global Inc		6,357		3,000
Santander Consumer USA Holdings Inc		1,500		63
SEI Investments Co ^†		2,800		171
Signature Bank/New York NY, Cl B		1,578		510
SLM Corp		7,840		154
Starwood Property Trust Inc ^‡		7,600		185
State Street Corp		9,709		903
Sterling Bancorp/DE		4,900		126
Stifel Financial Corp		2,700		190
SVB Financial Group, Cl B *		1,464		993
Synchrony Financial		14,868		690
Synovus Financial Corp		3,800		182
T Rowe Price Group Inc		5,971		1,174
TFS Financial Corp		1,417		25
Tradeweb Markets Inc, Cl A		2,700		270
Travelers Cos Inc/The		6,570		1,028
Truist Financial Corp		35,427		2,074
Umpqua Holdings Corp		5,919		114
Unum Group		5,475		135
Upstart Holdings Inc *		1,200		182
US Bancorp		35,380		1,987
UWM Holdings Corp		2,800		17
Virtu Financial Inc, Cl A		2,500		72
Voya Financial Inc		2,900		192


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
W R Berkley Corp		3,600	$	297
Webster Financial Corp		2,300		128
Wells Fargo & Co		105,391		5,057
Western Alliance Bancorp		2,600		280
White Mountains Insurance Group Ltd		79		80
Willis Towers Watson PLC		3,350		796
Wintrust Financial Corp		1,500		136
Zions Bancorp NA		4,200		265

				129,935
Health Care — 12.8%
10X Genomics Inc, Cl A *		2,198		327
Abbott Laboratories		45,708		6,433
AbbVie Inc		46,561		6,304
ABIOMED Inc *		1,148		412
Acadia Healthcare Co Inc, Cl A *		2,300		140
Adaptive Biotechnologies Corp *		2,900		81
Agilent Technologies Inc		8,054		1,286
agilon health Inc *		4,370		118
Align Technology Inc *		2,051		1,348
Alnylam Pharmaceuticals Inc *		3,074		521
Amedisys Inc *		900		146
AmerisourceBergen Corp, Cl A		3,895		518
Amgen Inc, Cl A		14,932		3,359
Anthem Inc		6,467		2,998
Avantor Inc *		15,920		671
Baxter International Inc		13,165		1,130
Becton Dickinson and Co		7,553		1,899
Biogen Inc *		3,859		926
BioMarin Pharmaceutical Inc *		4,767		421
Bio-Rad Laboratories Inc, Cl A *		544		411
Bio-Techne Corp		1,018		527
Boston Scientific Corp *		37,438		1,590
Bristol-Myers Squibb Co		58,754		3,663
Bruker Corp		2,700		227
Cardinal Health Inc		7,500		386
Catalent Inc *		4,523		579
Centene Corp *		15,281		1,259
Cerner Corp		7,700		715
Certara Inc *		2,800		80
Change Healthcare Inc *		6,535		140
Charles River Laboratories International Inc *		1,303		491
Chemed Corp		415		220
Cigna Corp		8,621		1,980
Cooper Cos Inc/The, Cl A		1,254		525
CureVac NV *		1,400		48
CVS Health Corp		34,608		3,570
Danaher Corp, Cl A		16,761		5,515
DaVita Inc *		1,800		205
Definitive Healthcare Corp, Cl A *(C)		300		8
DENTSPLY SIRONA Inc		5,600		312


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dexcom Inc *		2,518	$	1,352
Edwards Lifesciences Corp, Cl A *		16,247		2,105
Elanco Animal Health Inc *		11,477		326
Eli Lilly & Co		22,363		6,177
Encompass Health Corp		2,600		170
Envista Holdings Corp *		4,100		185
Exact Sciences Corp *		4,400		342
Exelixis Inc *		7,900		144
Figs Inc, Cl A *		2,600		72
Gilead Sciences Inc		33,044		2,399
Globus Medical Inc, Cl A *		2,000		144
Guardant Health Inc *		2,309		231
HCA Healthcare Inc		6,549		1,682
Henry Schein Inc *		3,647		283
Hologic Inc *		6,500		498
Horizon Therapeutics Plc *		5,700		614
Humana Inc		3,375		1,565
ICU Medical Inc *		519		123
IDEXX Laboratories Inc *		2,205		1,452
Illumina Inc *		3,834		1,459
Incyte Corp *		4,843		355
Insulet Corp *		1,719		457
Integra LifeSciences Holdings Corp *		1,900		127
Intuitive Surgical Inc *		9,307		3,344
Ionis Pharmaceuticals Inc *		3,700		113
Iovance Biotherapeutics Inc *		4,000		76
IQVIA Holdings Inc *		5,005		1,412
Jazz Pharmaceuticals PLC *		1,521		194
Johnson & Johnson		69,380		11,869
Laboratory Corp of America Holdings *		2,537		797
Maravai LifeSciences Holdings Inc, Cl A *		2,700		113
Masimo Corp *		1,300		381
McKesson Corp		4,042		1,005
Medtronic PLC		35,303		3,652
Merck & Co Inc		66,702		5,112
Mettler-Toledo International Inc *		593		1,006
Mirati Therapeutics Inc *		1,100		161
Moderna Inc *		8,893		2,259
Molina Healthcare Inc *		1,495		476
Natera Inc *		2,200		205
Nektar Therapeutics, Cl A *		4,500		61
Neurocrine Biosciences Inc *		2,484		212
Novavax Inc *		2,000		286
Novocure Ltd *		2,675		201
Oak Street Health Inc *		2,500		83
Organon & Co		6,470		197
Penumbra Inc *		900		259
PerkinElmer Inc		3,341		672
Perrigo Co PLC		3,493		136
Pfizer Inc		147,221		8,693
Premier Inc, Cl A		3,100		128
QIAGEN NV *		6,000		333


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Quest Diagnostics Inc		3,200	$	554
Quidel Corp *		1,000		135
Regeneron Pharmaceuticals Inc *		2,617		1,653
Repligen Corp *		1,450		384
ResMed Inc		3,853		1,004
Royalty Pharma PLC, Cl A		8,500		339
Sage Therapeutics Inc *		1,300		55
Sarepta Therapeutics Inc *		2,100		189
Seagen Inc *		3,507		542
Signify Health Inc, Cl A *		1,800		26
Sotera Health Co *		2,700		64
STERIS PLC		2,240		545
Stryker Corp		9,166		2,451
Syneos Health Inc, Cl A *		2,659		273
Tandem Diabetes Care Inc *		1,662		250
Teladoc Health Inc *		3,910		359
Teleflex Inc		1,239		407
Thermo Fisher Scientific Inc		10,328		6,891
Ultragenyx Pharmaceutical Inc *		1,700		143
United Therapeutics Corp *		1,132		245
UnitedHealth Group Inc		24,811		12,459
Universal Health Services Inc, Cl B		1,975		256
Veeva Systems Inc, Cl A *		3,668		937
Vertex Pharmaceuticals Inc *		6,811		1,496
Viatris Inc, Cl W *		31,730		429
Waters Corp *		1,599		596
West Pharmaceutical Services Inc		1,941		910
Zimmer Biomet Holdings Inc		5,522		701
Zoetis Inc, Cl A		12,573		3,068

				154,548
Industrials — 8.3%
3M Co		15,195		2,699
A O Smith Corp		3,400		292
Acuity Brands Inc		919		195
ADT Inc		4,000		34
Advanced Drainage Systems Inc		1,600		218
AECOM		3,500		271
AGCO Corp		1,600		186
Air Lease Corp, Cl A		2,800		124
Alaska Air Group Inc *		3,200		167
Allegion plc		2,350		311
Allison Transmission Holdings Inc		2,800		102
AMERCO *		237		172
American Airlines Group Inc *		16,772		301
AMETEK Inc		6,083		894
Armstrong World Industries Inc		1,200		139
Axon Enterprise Inc *		1,700		267
AZEK Co Inc/The, Cl A *		3,000		139
Boeing Co/The *		14,088		2,836
Booz Allen Hamilton Holding Corp, Cl A		3,440		292
Builders FirstSource Inc *		5,300		454


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BWX Technologies Inc, Cl W		2,500	$	120
Carlisle Cos Inc		1,324		328
Carrier Global Corp		22,952		1,245
Caterpillar Inc, Cl A		14,291		2,954
CH Robinson Worldwide Inc		3,455		372
ChargePoint Holdings Inc *		5,900		112
Cintas Corp		2,265		1,004
Clarivate PLC *		11,400		268
Clean Harbors Inc *		1,300		130
Colfax Corp *		3,000		138
Copa Holdings SA, Cl A *		833		69
Copart Inc *		5,460		828
Core & Main Inc, Cl A *		900		27
CoStar Group Inc *		10,400		822
Crane Co, Cl A		1,300		132
CSX Corp		58,176		2,187
Cummins Inc		3,819		833
Curtiss-Wright Corp		1,100		153
Deere & Co		7,395		2,536
Delta Air Lines Inc, Cl A *		16,721		653
Donaldson Co Inc, Cl A		3,300		196
Dover Corp		3,751		681
Driven Brands Holdings Inc *		1,300		44
Dun & Bradstreet Holdings Inc *		4,300		88
Eaton Corp PLC		10,511		1,817
Emerson Electric Co		15,646		1,455
Equifax Inc		3,213		941
Expeditors International of Washington Inc		4,400		591
Fastenal Co, Cl A		14,987		960
FedEx Corp		6,438		1,665
Flowserve Corp		3,400		104
Fluence Energy Inc, Cl A *		900		32
Fortive Corp		8,559		653
Fortune Brands Home & Security Inc		3,661		391
FTI Consulting Inc *		852		131
Gates Industrial Corp PLC *		2,600		41
Generac Holdings Inc *		1,600		563
General Dynamics Corp		6,510		1,357
General Electric Co		28,684		2,710
Graco Inc		4,400		355
GXO Logistics Inc *		2,533		230
HEICO Corp		1,150		166
HEICO Corp, Cl A		2,100		270
Hexcel Corp, Cl A		2,200		114
Honeywell International Inc		18,355		3,827
Howmet Aerospace Inc		10,200		325
Hubbell Inc, Cl B		1,405		293
Huntington Ingalls Industries Inc, Cl A		1,027		192
IAA Inc *		3,600		182
IDEX Corp		2,003		473
IHS Markit Ltd		9,856		1,310
Illinois Tool Works Inc		8,289		2,046


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ingersoll Rand Inc		10,649	$	659
ITT Inc		2,248		230
Jacobs Engineering Group Inc		3,395		473
JB Hunt Transport Services Inc		2,269		464
JetBlue Airways Corp *		8,197		117
Johnson Controls International plc		18,826		1,531
Kirby Corp *		1,500		89
Knight-Swift Transportation Holdings Inc, Cl A		4,227		258
L3Harris Technologies Inc		5,202		1,109
Landstar System Inc		1,046		187
Legalzoom.com Inc *		500		8
Leidos Holdings Inc		3,700		329
Lennox International Inc		878		285
Lincoln Electric Holdings Inc		1,500		209
Lockheed Martin Corp		6,508		2,313
Lyft Inc, Cl A *		7,700		329
ManpowerGroup Inc		1,388		135
Masco Corp		6,400		449
MasTec Inc *		1,500		138
Mercury Systems Inc *		1,400		77
Middleby Corp/The *		1,439		283
MSA Safety Inc		958		145
MSC Industrial Direct Co Inc, Cl A		1,179		99
Nielsen Holdings PLC		9,100		187
Nordson Corp		1,543		394
Norfolk Southern Corp		6,476		1,928
Northrop Grumman Corp		3,929		1,521
nVent Electric PLC		4,400		167
Old Dominion Freight Line Inc, Cl A		2,670		957
Oshkosh Corp		1,800		203
Otis Worldwide Corp		11,226		977
Owens Corning		2,660		241
PACCAR Inc		8,955		790
Parker-Hannifin Corp, Cl A		3,406		1,083
Pentair PLC		4,300		314
Plug Power Inc *		13,300		375
Quanta Services Inc		3,700		424
Raytheon Technologies Corp		39,640		3,411
Regal Rexnord Corp		1,800		306
Republic Services Inc		5,500		767
Robert Half International Inc		2,900		323
Rockwell Automation Inc		3,049		1,064
Rollins Inc		6,000		205
Roper Technologies Inc		2,740		1,348
Ryder System Inc		1,400		115
Schneider National Inc, Cl B		1,500		40
Science Applications International Corp		1,500		125
Sensata Technologies Holding PLC *		4,100		253
Shoals Technologies Group Inc, Cl A *		2,694		65
SiteOne Landscape Supply Inc *		1,152		279
Snap-on Inc		1,419		306


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Southwest Airlines Co, Cl A *		15,444	$	662
Spirit AeroSystems Holdings Inc, Cl A		2,700		116
Stanley Black & Decker Inc		4,210		794
Stericycle Inc, Cl A *		2,400		143
Sunrun Inc *		5,209		179
Textron Inc		5,838		451
Timken Co/The		1,700		118
Toro Co/The		2,800		280
Trane Technologies PLC		6,296		1,272
TransDigm Group Inc *		1,342		854
TransUnion		5,000		593
Trex Co Inc *		3,000		405
TuSimple Holdings Inc, Cl A *		3,500		125
Uber Technologies Inc *		42,529		1,783
Union Pacific Corp		16,986		4,279
United Airlines Holdings Inc *		8,473		371
United Parcel Service Inc, Cl B		19,104		4,095
United Rentals Inc *		1,895		630
Univar Solutions Inc *		4,300		122
Valmont Industries Inc		559		140
Verisk Analytics Inc, Cl A		4,149		949
Vertiv Holdings Co, Cl A		8,500		212
Virgin Galactic Holdings Inc *		4,828		65
Waste Management Inc		11,105		1,853
Watsco Inc		876		274
Westinghouse Air Brake Technologies Corp		4,766		439
Woodward Inc		1,497		164
WW Grainger Inc		1,211		628
XPO Logistics Inc *		2,533		196
Xylem Inc/NY		4,638		556

				100,039
Information Technology — 28.6%
Accenture PLC, Cl A		16,747		6,942
Adobe Inc *		12,598		7,144
Advanced Micro Devices Inc *		31,899		4,590
Akamai Technologies Inc *		4,200		492
Allegro MicroSystems Inc *		1,000		36
Alliance Data Systems Corp		1,276		85
Alteryx Inc, Cl A *		1,536		93
Amdocs Ltd		3,400		254
Amphenol Corp, Cl A		15,332		1,341
Analog Devices Inc		14,137		2,485
Anaplan Inc *		3,700		170
ANSYS Inc *		2,275		913
Apple Inc		406,762		72,229
Applied Materials Inc		23,897		3,760
Arista Networks Inc *		6,292		904
Arrow Electronics Inc, Cl A *		1,831		246
Aspen Technology Inc *		1,742		265
Atlassian Corp PLC, Cl A *		3,643		1,389
Autodesk Inc, Cl A *		5,782		1,626


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Automatic Data Processing Inc		11,174	$	2,755
Avalara Inc *		2,243		290
Avnet Inc		2,500		103
Azenta Inc		1,900		196
Bentley Systems Inc, Cl B		3,600		174
Bill.com Holdings Inc *		2,409		600
Black Knight Inc *		4,000		332
Block Inc, Cl A *		10,453		1,688
Broadcom Inc		10,505		6,990
Broadridge Financial Solutions Inc		3,081		563
C3.ai Inc, Cl A *		1,600		50
CACI International Inc, Cl A *		592		159
Cadence Design Systems Inc *		7,251		1,351
CDK Global Inc		3,276		137
CDW Corp/DE		3,645		746
Ceridian HCM Holding Inc *		3,455		361
Ciena Corp *		4,100		316
Cirrus Logic Inc *		1,500		138
Cisco Systems Inc/Delaware		111,275		7,051
Citrix Systems Inc		3,202		303
Cloudflare Inc, Cl A *		6,800		894
Cognex Corp		4,500		350
Cognizant Technology Solutions Corp, Cl A		13,861		1,230
Coherent Inc *		643		171
CommScope Holding Co Inc *		5,100		56
Concentrix Corp		1,100		196
Corning Inc, Cl B		19,914		741
Coupa Software Inc *		1,912		302
Crowdstrike Holdings Inc, Cl A *		5,241		1,073
Datadog Inc, Cl A *		6,700		1,193
Datto Holding Corp *		500		13
Dell Technologies Inc, Cl C *		7,087		398
DocuSign Inc, Cl A *		5,120		780
Dolby Laboratories Inc, Cl A		1,653		157
DoubleVerify Holdings Inc *		1,400		47
Dropbox Inc, Cl A *		7,800		191
Duck Creek Technologies Inc *		1,900		57
DXC Technology Co *		6,481		209
Dynatrace Inc *		5,100		308
Elastic NV *		1,900		234
Enphase Energy Inc *		3,440		629
Entegris Inc		3,500		485
EPAM Systems Inc *		1,403		938
Euronet Worldwide Inc *		1,300		155
Everbridge Inc *		1,000		67
F5 Inc, Cl A *		1,581		387
Fair Isaac Corp *		719		312
Fastly Inc, Cl A *		2,700		96
Fidelity National Information Services Inc, Cl B		16,219		1,770
First Solar Inc *		2,800		244
Fiserv Inc, Cl A *		15,728		1,632


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Five9 Inc *		1,800	$	247
FleetCor Technologies Inc *		2,111		473
Fortinet Inc *		3,586		1,289
Gartner Inc *		2,125		710
Genpact Ltd		4,700		249
Global Payments Inc		7,677		1,038
GLOBALFOUNDRIES Inc *		1,400		91
Globant SA *		1,100		346
GoDaddy Inc, Cl A *		4,325		367
Guidewire Software Inc, Cl Z *		2,182		248
Hewlett Packard Enterprise Co		33,807		533
HP Inc		31,301		1,179
HubSpot Inc *		1,175		775
Informatica Inc, Cl A *		900		33
Intel Corp		106,476		5,484
International Business Machines Corp		23,531		3,145
Intuit Inc		6,983		4,492
IPG Photonics Corp *		933		161
Jabil Inc		3,900		274
Jack Henry & Associates Inc		1,954		326
Jamf Holding Corp *		1,290		49
Juniper Networks Inc		8,500		304
Keysight Technologies Inc *		4,932		1,019
KLA Corp		3,989		1,716
Kyndryl Holdings Inc *		6,077		110
Lam Research Corp		3,725		2,679
Littelfuse Inc		600		189
Lumentum Holdings Inc *		2,000		212
Mandiant Inc *		6,124		107
Manhattan Associates Inc *		1,705		265
Marvell Technology Inc		21,559		1,886
Mastercard Inc, Cl A		23,046		8,281
McAfee Corp, Cl A		1,900		49
Microchip Technology Inc		14,350		1,249
Micron Technology Inc		29,473		2,745
Microsoft Corp		198,564		66,781
MKS Instruments Inc		1,500		261
MongoDB Inc, Cl A *		1,669		883
Monolithic Power Systems Inc		1,184		584
Motorola Solutions Inc		4,372		1,188
N-able Inc *		1,050		12
National Instruments Corp		3,527		154
nCino Inc *		1,500		82
NCR Corp *		3,423		138
NetApp Inc		5,800		534
New Relic Inc *		1,300		143
NortonLifeLock Inc		14,401		374
Nuance Communications Inc *		7,500		415
Nutanix Inc, Cl A *		5,559		177
NVIDIA Corp		63,043		18,542
NXP Semiconductors NV		6,965		1,587
Okta Inc, Cl A *		3,316		743


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ON Semiconductor Corp *		11,057	$	751
Oracle Corp, Cl B		43,393		3,784
Palantir Technologies Inc, Cl A *		43,620		794
Palo Alto Networks Inc *		2,510		1,397
Paychex Inc		8,490		1,159
Paycom Software Inc *		1,316		546
Paycor HCM Inc *		900		26
Paylocity Holding Corp *		1,000		236
PayPal Holdings Inc *		30,920		5,831
Paysafe Ltd *		19,500		76
Pegasystems Inc		1,100		123
Procore Technologies Inc *		1,600		128
PTC Inc *		2,765		335
Pure Storage Inc, Cl A *		7,000		228
Qorvo Inc *		2,868		449
QUALCOMM Inc		29,702		5,432
RingCentral Inc, Cl A *		2,110		395
Sabre Corp *		8,600		74
salesforce.com Inc *		24,654		6,265
ServiceNow Inc *		5,152		3,344
Shift4 Payments Inc, Cl A *		1,100		64
Skyworks Solutions Inc		4,326		671
Smartsheet Inc, Cl A *		3,100		240
Snowflake Inc, Cl A *		5,200		1,762
SolarWinds Corp *		1,050		15
Splunk Inc *		4,282		496
SS&C Technologies Holdings Inc		5,800		475
StoneCo Ltd, Cl A *		5,800		98
Switch Inc, Cl A		3,100		89
Synopsys Inc *		3,992		1,471
TD SYNNEX Corp		1,100		126
Teledyne Technologies Inc *		1,199		524
Teradata Corp *		2,897		123
Teradyne Inc		4,354		712
Texas Instruments Inc		24,326		4,585
Thoughtworks Holding Inc *		1,100		30
Trade Desk Inc/The, Cl A *		11,451		1,049
Trimble Inc *		6,500		567
Twilio Inc, Cl A *		4,358		1,148
Tyler Technologies Inc *		1,060		570
Ubiquiti Inc		169		52
Unity Software Inc *		3,953		565
Universal Display Corp		1,142		188
VeriSign Inc *		2,608		662
Viasat Inc *		1,900		85
Visa Inc, Cl A		44,647		9,675
VMware Inc, Cl A *		5,816		674
Vontier Corp		4,463		137
Western Digital Corp *		8,092		528
Western Union Co/The		10,700		191
WEX Inc *		1,195		168
Wix.com Ltd *		1,400		221


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wolfspeed Inc *		3,030	$	339
Workday Inc, Cl A *		4,997		1,365
Xerox Holdings Corp		3,600		82
Xilinx Inc		6,486		1,375
Zebra Technologies Corp, Cl A *		1,388		826
Zendesk Inc *		3,152		329
Zoom Video Communications Inc, Cl A *		5,700		1,048
Zscaler Inc *		2,076		667

				344,865
Materials — 2.3%
Air Products and Chemicals Inc		5,810		1,768
Albemarle Corp		3,056		714
Alcoa Corp		4,900		292
Amcor PLC		40,400		485
AptarGroup Inc		1,700		208
Ardagh Metal Packaging SA *		5,450		49
Ashland Global Holdings Inc		1,400		151
Avery Dennison Corp		2,223		481
Axalta Coating Systems Ltd *		5,400		179
Ball Corp		8,435		812
Berry Global Group Inc *		3,477		257
Celanese Corp, Cl A		2,938		494
CF Industries Holdings Inc		5,537		392
Chemours Co/The		4,200		141
Cleveland-Cliffs Inc *		12,000		261
Corteva Inc		19,234		909
Crown Holdings Inc		3,300		365
Diversey Holdings Ltd *		2,200		29
Dow Inc		19,675		1,116
DuPont de Nemours Inc		13,838		1,118
Eagle Materials Inc		1,059		176
Eastman Chemical Co		3,532		427
Ecolab Inc		6,646		1,559
Element Solutions Inc		6,100		148
FMC Corp		3,410		375
Freeport-McMoRan Inc, Cl B		38,502		1,607
Graphic Packaging Holding Co		7,500		146
Huntsman Corp		5,605		196
International Flavors & Fragrances Inc		6,711		1,011
International Paper Co		10,291		484
Louisiana-Pacific Corp		2,500		196
LyondellBasell Industries NV, Cl A		6,861		633
Martin Marietta Materials Inc, Cl A		1,624		715
Mosaic Co/The		9,700		381
NewMarket Corp		182		62
Newmont Corp		21,155		1,312
Nucor Corp		7,641		872
Olin Corp		3,700		213
Packaging Corp of America		2,427		330
PPG Industries Inc		6,188		1,067
Reliance Steel & Aluminum Co		1,687		274


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Royal Gold Inc, Cl A		1,747	$	184
RPM International Inc		3,300		333
Scotts Miracle-Gro Co/The, Cl A		1,077		173
Sealed Air Corp		3,900		263
Sherwin-Williams Co/The, Cl A		6,342		2,233
Silgan Holdings Inc		2,230		96
Sonoco Products Co		2,600		151
Southern Copper Corp		2,200		136
Steel Dynamics Inc		5,049		313
Sylvamo Corp *		935		26
United States Steel Corp		7,100		169
Valvoline Inc		4,600		172
Vulcan Materials Co		3,439		714
Westlake Chemical Corp		832		81
Westrock Co		6,900		306

				27,755
Real Estate — 3.3%
Alexandria Real Estate Equities Inc ^‡		4,048		903
American Campus Communities Inc ^‡		3,600		206
American Homes 4 Rent, Cl A ^‡		7,300		318
American Tower Corp, Cl A ^‡		11,884		3,476
Americold Realty Trust ^‡		7,100		233
Apartment Income Corp ^‡		4,165		228
AvalonBay Communities Inc ^‡		3,728		942
Boston Properties Inc ^‡		4,062		468
Brixmor Property Group Inc ^‡		7,600		193
Camden Property Trust ^‡		2,569		459
CBRE Group Inc, Cl A *		8,800		955
Cousins Properties Inc ^‡		3,800		153
Crown Castle International Corp ^‡		11,347		2,369
CubeSmart ^‡		5,600		319
CyrusOne Inc ^‡		3,254		292
Digital Realty Trust Inc, Cl A ^‡		7,437		1,315
Douglas Emmett Inc ^‡		4,300		144
Duke Realty Corp ^‡		10,000		656
EPR Properties, Cl A ^‡		1,900		90
Equinix Inc ^‡		2,336		1,976
Equity LifeStyle Properties Inc ^‡		4,500		395
Equity Residential ^‡		9,683		876
Essex Property Trust Inc ^‡		1,717		605
Extra Space Storage Inc ^‡		3,500		794
Federal Realty Investment Trust ^‡		2,046		279
First Industrial Realty Trust Inc ^‡		3,400		225
Gaming and Leisure Properties Inc ^‡		5,810		283
Healthcare Trust of America Inc, Cl A ^‡		5,700		190
Healthpeak Properties Inc ^‡		14,170		511
Highwoods Properties Inc ^‡		2,578		115
Host Hotels & Resorts Inc *^‡		18,602		324
Howard Hughes Corp/The *^‡		1,063		108
Hudson Pacific Properties Inc ^‡		3,800		94
Invitation Homes Inc ^‡		15,700		712


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Iron Mountain Inc ^‡		7,400	$	387
JBG SMITH Properties ^‡		3,100		89
Jones Lang LaSalle Inc *^‡		1,303		351
Kilroy Realty Corp ^‡		3,000		199
Kimco Realty Corp ^‡		15,105		372
Lamar Advertising Co, Cl A ^‡		2,300		279
Life Storage Inc ^‡		2,151		330
Medical Properties Trust Inc ^‡		15,335		362
Mid-America Apartment Communities Inc ^‡		3,000		688
National Retail Properties Inc ^‡		4,500		216
Omega Healthcare Investors Inc ^‡		6,245		185
Opendoor Technologies Inc *^‡		11,500		168
Orion Office Inc *^‡		1,443		27
Park Hotels & Resorts Inc *^‡		6,000		113
Prologis Inc ^‡		19,420		3,270
Public Storage ^‡		3,960		1,483
Rayonier Inc ^‡		3,700		149
Realty Income Corp ^‡		14,839		1,062
Regency Centers Corp ^‡		4,400		332
Rexford Industrial Realty Inc ^‡		4,000		324
SBA Communications Corp, Cl A ^‡		2,837		1,104
Simon Property Group Inc ^‡		8,535		1,364
SL Green Realty Corp ^‡		1,732		124
Spirit Realty Capital Inc ^‡		3,078		148
STORE Capital Corp ^‡		6,400		220
Sun Communities Inc ^‡		2,983		626
UDR Inc ^‡		8,100		486
Ventas Inc ^‡		10,490		536
VICI Properties Inc ^‡		16,594		500
Vornado Realty Trust ^‡		4,600		193
Welltower Inc ^‡		11,500		986
Weyerhaeuser Co ^‡		19,597		807
WP Carey Inc ^‡		4,790		393
Zillow Group Inc, Cl A *^‡		1,600		100
Zillow Group Inc, Cl C *^‡		4,400		281

				39,460
Utilities — 2.4%
AES Corp/The		17,300		420
Alliant Energy Corp		6,521		401
Ameren Corp		6,625		590
American Electric Power Co Inc		13,229		1,177
American Water Works Co Inc		4,827		912
Atmos Energy Corp		3,366		353
Avangrid Inc		1,400		70
Brookfield Renewable Corp, Cl A		3,400		125
CenterPoint Energy Inc		15,455		431
CMS Energy Corp		7,610		495
Consolidated Edison Inc		9,279		792
Dominion Energy Inc		21,202		1,666
DTE Energy Co		5,013		599
Duke Energy Corp		20,312		2,131


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Edison International		9,749	$	665
Entergy Corp		5,289		596
Essential Utilities Inc		6,100		327
Evergy Inc		5,917		406
Eversource Energy		8,998		819
Exelon Corp		25,739		1,487
FirstEnergy Corp		14,200		591
Hawaiian Electric Industries Inc		2,800		116
IDACORP Inc, Cl A		1,300		147
MDU Resources Group Inc		5,300		163
National Fuel Gas Co		2,300		147
NextEra Energy Inc		51,745		4,831
NiSource Inc		10,300		284
NRG Energy Inc		6,400		276
OGE Energy Corp		5,200		199
PG&E Corp *		39,506		480
Pinnacle West Capital Corp		2,900		205
PPL Corp		20,103		604
Public Service Enterprise Group Inc		13,180		879
Sempra Energy		8,431		1,115
Southern Co/The		27,862		1,911
UGI Corp		5,430		249
Vistra Corp		12,469		284
WEC Energy Group Inc		8,284		804
Xcel Energy Inc		14,090		954

				28,701
Total Common Stock
(Cost $752,681) ($ Thousands)				1,181,135



AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.020% **^†(D)		292,945		293


Total Affiliated Partnership
(Cost $293) ($ Thousands)				293



CASH EQUIVALENT — 1.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		21,924,840		21,925

Total Cash Equivalent
(Cost $21,925) ($ Thousands)				21,925


Total Investments in Securities — 99.9%
(Cost $774,899) ($ Thousands)			$	1,203,353

A list of the open futures contracts held by the Fund at December 31, 2021 is as follows:

	Percentages are based on Net Assets of $1,204,285 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021 . The total market value of securities on loan at December 31, 2021 was $287 ($ Thousands).
(B)	Security is a Master Limited Partnership. At December 31, 2021, such securities amounted to $2,434 ($ Thousands), or 0.2% of the Net Assets of the Fund.
(C)	Securities considered illiquid. The total value of such securities as of December 31, 2021 was $8 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.
(D)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $293 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor's

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

1,181,135

–

1,181,135

Affiliated Partnership

–

293

–

293

Cash Equivalent

21,925

–

21,925

Total Investments in Securities

1,203,060

293

–

1,203,353

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

566

–

566

Total Other Financial Instruments

566

–

566

*	Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.7%

Communication Services — 5.4%
Alphabet Inc, Cl A *		26,214	$	75,943
Alphabet Inc, Cl C *		22,848		66,113
AT&T Inc		244,363		6,011
BCE Inc		433,577		22,563
Charter Communications Inc, Cl A *		14,857		9,686
Comcast Corp, Cl A		121,805		6,130
Electronic Arts Inc		48,975		6,460
Lumen Technologies Inc		162,240		2,036
Meta Platforms Inc, Cl A *		135,757		45,662
Omnicom Group Inc		97,998		7,180
TEGNA Inc		153,973		2,858
Verizon Communications Inc		97,068		5,044
ViacomCBS Inc, Cl B		300,000		9,054
Walt Disney Co/The *		22,000		3,408

				268,148
Consumer Discretionary — 11.5%
Amazon.com Inc, Cl A *		18,448		61,512
AutoZone Inc *		16,513		34,618
Bath & Body Works Inc		16,235		1,133
Best Buy Co Inc		186,465		18,945
Booking Holdings Inc *		2,537		6,087
BorgWarner Inc		89,239		4,022
Brinker International Inc *		141,821		5,189
Carnival Corp *		357,842		7,200
Darden Restaurants Inc		3,127		471
Dick's Sporting Goods Inc		131,310		15,099
Dollar General Corp		222,711		52,522
Domino's Pizza Inc		16,892		9,533
DR Horton Inc		16,198		1,757
eBay Inc		127,055		8,449
Foot Locker Inc, Cl A		65,687		2,866
Genuine Parts Co		79,642		11,166
Goodyear Tire & Rubber Co/The *		406,438		8,665
Harley-Davidson Inc, Cl A		88,020		3,318
Home Depot Inc/The		28,380		11,778
Lear Corp		89,362		16,349
Lowe's Cos Inc		328,236		84,842
Magna International Inc, Cl A		19,822		1,604
NIKE Inc, Cl B		357,743		59,625
O'Reilly Automotive Inc *		1,906		1,346
PulteGroup Inc		251,522		14,377
Ross Stores Inc		102,513		11,715
Royal Caribbean Cruises Ltd *		71,822		5,523
Starbucks Corp		68,046		7,959
Target Corp, Cl A		185,748		42,989
TJX Cos Inc/The		374,562		28,437
TopBuild Corp *		40,098		11,063
Victoria's Secret & Co *		5,411		301


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Whirlpool Corp		59,551	$	13,974

				564,434
Consumer Staples — 8.0%
Altria Group Inc		458,579		21,732
Archer-Daniels-Midland Co		50,878		3,439
Coca-Cola Co/The		123,765		7,328
Conagra Brands Inc		406,631		13,886
Constellation Brands Inc, Cl A		10,975		2,754
Costco Wholesale Corp		19,276		10,943
Diageo PLC ADR		73,341		16,145
Estee Lauder Cos Inc/The, Cl A		35,000		12,957
Hershey Co/The		26,426		5,113
Ingredion Inc		43,398		4,194
J M Smucker Co/The		115,422		15,676
Kimberly-Clark Corp		101,362		14,487
Kraft Heinz Co/The		115,076		4,131
Kroger Co/The		924,655		41,850
Lamb Weston Holdings Inc		16,377		1,038
Molson Coors Beverage Co, Cl B		248,427		11,515
Mondelez International Inc, Cl A		24,475		1,623
Monster Beverage Corp *		55,061		5,288
PepsiCo Inc		208,587		36,234
Philip Morris International Inc		469,703		44,622
Procter & Gamble Co/The		233,806		38,246
Sysco Corp, Cl A		22,279		1,750
Tyson Foods Inc, Cl A		253,116		22,061
Unilever PLC ADR		571,048		30,717
Walgreens Boots Alliance Inc		303,967		15,855
Walmart Inc		75,302		10,895

				394,479
Energy — 2.6%
BP PLC ADR		82,387		2,194
Canadian Natural Resources Ltd		293,668		12,407
Chevron Corp		212,408		24,926
ConocoPhillips		223,162		16,108
Devon Energy Corp		743,505		32,752
Exxon Mobil Corp		129,439		7,920
HollyFrontier Corp		40,846		1,339
Marathon Petroleum Corp		154,884		9,911
Phillips 66		109,951		7,967
Valero Energy Corp		173,346		13,020

				128,544
Financials — 16.4%
Aflac Inc		136,144		7,949
Allstate Corp/The		59,438		6,993
American Financial Group Inc/OH		11,100		1,524
Ameriprise Financial Inc		82,444		24,870
Assurant Inc		36,000		5,611
Assured Guaranty Ltd		31,872		1,600
Bank of America Corp		1,550,747		68,993


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Berkshire Hathaway Inc, Cl B *		93,247	$	27,881
Capital One Financial Corp		43,778		6,352
Charles Schwab Corp/The		172,552		14,512
Citigroup Inc		192,518		11,626
Citizens Financial Group Inc		326,590		15,431
CME Group Inc		77,815		17,778
Comerica Inc		110,000		9,570
Discover Financial Services		126,480		14,616
Everest Re Group Ltd		38,172		10,456
FactSet Research Systems Inc		11,209		5,448
Fifth Third Bancorp		589,594		25,677
First Republic Bank/CA		77,370		15,978
Goldman Sachs Group Inc/The		21,644		8,280
Hartford Financial Services Group Inc/The		66,936		4,621
Intercontinental Exchange Inc		58,438		7,993
JPMorgan Chase & Co		474,451		75,129
KeyCorp		778,006		17,995
KKR & Co Inc		193,080		14,384
Lincoln National Corp		232,070		15,841
Markel Corp *		1,260		1,555
Marsh & McLennan Cos Inc		138,328		24,044
Moody's Corp		263,689		102,992
Morgan Stanley		311,935		30,619
MSCI Inc, Cl A		80,675		49,429
Navient Corp		263,511		5,592
PNC Financial Services Group Inc/The		46,966		9,418
Popular Inc		125,661		10,309
Progressive Corp/The		44,272		4,544
Prudential Financial Inc		17,700		1,916
Regions Financial Corp		599,114		13,061
S&P Global Inc		18,482		8,722
SLM Corp		230,135		4,527
State Street Corp		59,446		5,528
T Rowe Price Group Inc		24,474		4,812
Travelers Cos Inc/The		119,703		18,725
Truist Financial Corp		178,724		10,464
US Bancorp		490,721		27,564
Voya Financial Inc		156,840		10,400
Wells Fargo & Co		92,870		4,456
Zions Bancorp NA		336,413		21,248

				807,033
Health Care — 14.6%
Abbott Laboratories		84,496		11,892
AbbVie Inc		92,048		12,463
AmerisourceBergen Corp, Cl A		137,635		18,290
Amgen Inc, Cl A		145,948		32,834
Anthem Inc		10,844		5,027
AstraZeneca PLC ADR		122,916		7,160
Baxter International Inc		63,282		5,432
Becton Dickinson and Co		113,758		28,608
Biogen Inc *		35,657		8,555


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bristol-Myers Squibb Co		192,866	$	12,025
Cardinal Health Inc		72,515		3,734
Centene Corp *		30,902		2,546
Cigna Corp		27,340		6,278
CVS Health Corp		379,134		39,111
DaVita Inc *		31,137		3,542
Edwards Lifesciences Corp, Cl A *		61,914		8,021
Eli Lilly & Co		110,545		30,535
Gilead Sciences Inc		120,443		8,745
HCA Healthcare Inc		109,165		28,047
Horizon Therapeutics Plc *		73,523		7,923
Humana Inc		22,738		10,547
IDEXX Laboratories Inc *		41,683		27,447
Intuitive Surgical Inc *		23,007		8,266
Johnson & Johnson		633,113		108,307
McKesson Corp		12,923		3,212
Medtronic PLC		32,896		3,403
Merck & Co Inc		605,640		46,416
Mettler-Toledo International Inc *		28,371		48,152
Novo Nordisk A/S ADR		86,039		9,636
Organon & Co		60,564		1,844
Pfizer Inc		815,680		48,166
Teleflex Inc		28,507		9,364
United Therapeutics Corp *		38,304		8,277
UnitedHealth Group Inc		167,008		83,861
Veeva Systems Inc, Cl A *		18,537		4,736
Vertex Pharmaceuticals Inc *		2,503		550
Viatris Inc, Cl W *		87,616		1,186
Zoetis Inc, Cl A		63,768		15,561

				719,699
Industrials — 9.3%
3M Co		131,281		23,319
A O Smith Corp		43,114		3,701
AerCap Holdings NV *		16,897		1,106
AGCO Corp		52,600		6,103
Carlisle Cos Inc		6,137		1,523
Carrier Global Corp		357,041		19,366
Caterpillar Inc, Cl A		32,511		6,721
Chart Industries Inc *		52,089		8,308
Cummins Inc		8,214		1,792
Deere & Co		27,326		9,370
Delta Air Lines Inc, Cl A *		128,832		5,035
Eaton Corp PLC		62,865		10,864
FedEx Corp		20,626		5,335
Fortive Corp		64,772		4,941
Graco Inc		542,313		43,721
Honeywell International Inc		61,532		12,830
Huntington Ingalls Industries Inc, Cl A		41,706		7,788
Illinois Tool Works Inc		47,481		11,718
Johnson Controls International plc		494,338		40,195
L3Harris Technologies Inc		25,220		5,378


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lockheed Martin Corp		15,688	$	5,576
ManpowerGroup Inc		18,167		1,768
Middleby Corp/The *		100,000		19,676
Northrop Grumman Corp		16,563		6,411
Oshkosh Corp		61,954		6,983
Otis Worldwide Corp		149,373		13,006
PACCAR Inc		43,000		3,795
Raytheon Technologies Corp		247,761		21,322
Robert Half International Inc		25,692		2,865
Roper Technologies Inc		56,426		27,754
Siemens AG ADR		311,780		27,000
Southwest Airlines Co, Cl A *		86,460		3,704
SPX Corp *		148,826		8,882
Stanley Black & Decker Inc		20,000		3,772
Textron Inc		190,528		14,709
Timken Co/The		112,333		7,784
TransDigm Group Inc *		3,676		2,339
United Parcel Service Inc, Cl B		81,427		17,453
Waste Management Inc		18,232		3,043
WW Grainger Inc		64,211		33,277

				460,233
Information Technology — 22.5%
Adobe Inc *		132,912		75,369
Amphenol Corp, Cl A		104,624		9,150
Analog Devices Inc		99,044		17,409
Apple Inc		932,824		165,642
Applied Materials Inc		148,944		23,438
Arista Networks Inc *		92,424		13,286
ASML Holding NV ADR, Cl G		12,522		9,969
Broadcom Inc		17,131		11,399
Cadence Design Systems Inc *		25,000		4,659
Cisco Systems Inc/Delaware		498,298		31,577
Citrix Systems Inc		44,716		4,230
Cognizant Technology Solutions Corp, Cl A		8,912		791
Corning Inc, Cl B		234,159		8,718
Crowdstrike Holdings Inc, Cl A *		16,348		3,347
Dropbox Inc, Cl A *		83,470		2,048
F5 Inc, Cl A *		53,596		13,115
Fair Isaac Corp *		3,582		1,553
Hewlett Packard Enterprise Co		307,307		4,846
HP Inc		480,394		18,096
Intel Corp		571,741		29,445
International Business Machines Corp		6,932		926
Intuit Inc		156,005		100,346
Juniper Networks Inc		7,046		252
Keysight Technologies Inc *		96,705		19,971
Lam Research Corp		10,701		7,696
Marvell Technology Inc		121,828		10,659
Mastercard Inc, Cl A		175,853		63,187
Microchip Technology Inc		578,798		50,390
Micron Technology Inc		156,515		14,579


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Microsoft Corp		486,353	$	163,570
Motorola Solutions Inc		22,111		6,008
NetApp Inc		45,929		4,225
Oracle Corp, Cl B		512,747		44,717
Qorvo Inc *		23,736		3,712
QUALCOMM Inc		67,431		12,331
salesforce.com Inc *		15,984		4,062
SAP SE ADR		7,111		996
Seagate Technology Holdings PLC		112,151		12,671
ServiceNow Inc *		12,689		8,237
Texas Instruments Inc		44,297		8,349
VeriSign Inc *		91,384		23,195
Visa Inc, Cl A		275,684		59,743
Vishay Intertechnology Inc		449,383		9,828
Vontier Corp		279,165		8,579
Western Digital Corp *		33,750		2,201
Xerox Holdings Corp		689,643		15,613
Zendesk Inc *		29,165		3,042

				1,107,172
Materials — 5.3%
Air Products and Chemicals Inc		26,733		8,134
Cabot Corp		119,095		6,693
Celanese Corp, Cl A		28,298		4,756
Corteva Inc		64,004		3,026
Dow Inc		162,912		9,240
DuPont de Nemours Inc		43,599		3,522
Eastman Chemical Co		165,233		19,978
Ecolab Inc		83,739		19,644
Huntsman Corp		531,983		18,556
Ingevity Corp *		14,131		1,013
International Paper Co		135,045		6,345
Linde PLC		123,959		42,943
LyondellBasell Industries NV, Cl A		74,826		6,901
Newmont Corp		98,126		6,086
O-I Glass Inc, Cl I *		451,358		5,430
Reliance Steel & Aluminum Co		18,766		3,044
Sherwin-Williams Co/The, Cl A		199,665		70,314
Steel Dynamics Inc		349,887		21,718
Sylvamo Corp *		12,276		342
Westrock Co		27,405		1,216

				258,901
Real Estate — 1.9%
American Tower Corp, Cl A ^‡		101,757		29,764
Brandywine Realty Trust ^‡		24,300		326
CBRE Group Inc, Cl A *		41,173		4,468
Crown Castle International Corp ^‡		40,644		8,484
Diversified Healthcare Trust ^‡		636,083		1,965
Equinix Inc ^‡		1,986		1,680
Healthpeak Properties Inc ^‡		502,660		18,141
Invitation Homes Inc ^‡		28,203		1,279
Public Storage ^‡		4,106		1,538


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SBA Communications Corp, Cl A ^‡		25,216	$	9,810
Service Properties Trust ^‡		461,799		4,059
Welltower Inc ^‡		146,710		12,583

				94,097
Utilities — 2.2%
Ameren Corp		65,226		5,806
American Electric Power Co Inc		57,553		5,121
Duke Energy Corp		137,783		14,453
Edison International		170,413		11,631
Exelon Corp		194,915		11,258
FirstEnergy Corp		73,115		3,041
NextEra Energy Inc		221,528		20,682
NiSource Inc		700,009		19,327
NRG Energy Inc		58,385		2,515
PPL Corp		412,161		12,390
UGI Corp		29,973		1,376
Vistra Corp		40,284		917

				108,517


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Total Common Stock
(Cost $1,587,129) ($ Thousands)			$	4,911,257



AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
0.020% **^†(A)		6,138,327		6,139


Total Affiliated Partnership
(Cost $6,140) ($ Thousands)				6,139



CASH EQUIVALENT — 0.3%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		16,235,286		16,235

Total Cash Equivalent
(Cost $16,235) ($ Thousands)				16,235


Total Investments in Securities — 100.1%
(Cost $1,609,504) ($ Thousands)			$	4,933,631

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $4,928,041 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $6,139 ($ Thousands). Subsequent of the period end the security on loan was sold.

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor's

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s more recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.6%

Communication Services — 10.0%
Activision Blizzard Inc		20,590	$	1,370
Alphabet Inc, Cl A *		7,953		23,040
Alphabet Inc, Cl C *		7,393		21,392
AT&T Inc		188,917		4,647
Charter Communications Inc, Cl A *		3,253		2,121
Comcast Corp, Cl A		120,296		6,055
Discovery Inc, Cl A *(A)		4,500		106
Discovery Inc, Cl C *		8,096		185
DISH Network Corp, Cl A *		6,438		209
Electronic Arts Inc		7,478		986
Fox Corp		12,619		455
Interpublic Group of Cos Inc/The		10,301		386
Live Nation Entertainment Inc *		3,500		419
Lumen Technologies Inc		26,170		328
Match Group Inc *		7,500		992
Meta Platforms Inc, Cl A *		62,562		21,043
Netflix Inc *		11,666		7,028
News Corp, Cl A		10,175		227
News Corp, Cl B		3,400		77
Omnicom Group Inc		5,704		418
Take-Two Interactive Software Inc, Cl A *		3,000		533
T-Mobile US Inc *		15,500		1,798
Twitter Inc *		20,900		903
Verizon Communications Inc		109,516		5,690
ViacomCBS Inc, Cl B		15,821		477
Walt Disney Co/The *		48,089		7,449

				108,334
Consumer Discretionary — 12.4%
Advance Auto Parts Inc		1,700		408
Amazon.com Inc, Cl A *		11,531		38,448
Aptiv PLC *		7,121		1,175
AutoZone Inc *		567		1,189
Bath & Body Works Inc		6,927		483
Best Buy Co Inc		5,954		605
Booking Holdings Inc *		1,080		2,591
BorgWarner Inc		6,300		284
Caesars Entertainment Inc *		5,600		524
CarMax Inc *		4,300		560
Carnival Corp *		20,884		420
Chipotle Mexican Grill Inc, Cl A *		744		1,301
Darden Restaurants Inc		3,418		515
Dollar General Corp		6,181		1,458
Dollar Tree Inc *		6,054		851
Domino's Pizza Inc		964		544
DR Horton Inc		8,558		928
eBay Inc		17,049		1,134
Etsy Inc *		3,300		722
Expedia Group Inc *		3,855		697
Ford Motor Co		103,170		2,143
Gap Inc/The		5,731		101


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Garmin Ltd		4,005	$	545
General Motors Co *		38,413		2,252
Genuine Parts Co		3,736		524
Hasbro Inc		3,396		346
Hilton Worldwide Holdings Inc *		7,300		1,139
Home Depot Inc/The		27,861		11,563
Las Vegas Sands Corp *		8,900		335
Lennar Corp, Cl A		7,216		838
LKQ Corp		7,100		426
Lowe's Cos Inc		18,322		4,736
Marriott International Inc/MD, Cl A *		7,224		1,194
McDonald's Corp		19,785		5,304
MGM Resorts International		10,500		471
Mohawk Industries Inc *		1,500		273
Newell Brands Inc, Cl B		9,855		215
NIKE Inc, Cl B		33,823		5,637
Norwegian Cruise Line Holdings Ltd *		9,900		205
NVR Inc *		86		508
O'Reilly Automotive Inc *		1,818		1,284
Penn National Gaming Inc *		4,400		228
Pool Corp		1,065		603
PulteGroup Inc		6,899		394
PVH Corp		1,859		198
Ralph Lauren Corp, Cl A		1,305		155
Ross Stores Inc		9,336		1,067
Royal Caribbean Cruises Ltd *		5,900		454
Starbucks Corp		31,187		3,648
Tapestry Inc		7,319		297
Target Corp, Cl A		13,028		3,015
Tesla Inc *		21,507		22,728
TJX Cos Inc/The		31,686		2,406
Tractor Supply Co		2,980		711
Ulta Beauty Inc *		1,447		597
Under Armour Inc, Cl A *		5,005		106
Under Armour Inc, Cl C *		5,149		93
VF Corp		8,565		627
Whirlpool Corp		1,612		378
Wynn Resorts Ltd *		2,800		238
Yum! Brands Inc		7,770		1,079

				133,898
Consumer Staples — 5.8%
Altria Group Inc		48,473		2,297
Archer-Daniels-Midland Co		14,675		992
Brown-Forman Corp, Cl B		4,865		354
Campbell Soup Co		5,384		234
Church & Dwight Co Inc		6,500		666
Clorox Co/The		3,242		565
Coca-Cola Co/The		102,849		6,090
Colgate-Palmolive Co		22,195		1,894
Conagra Brands Inc		12,665		433
Constellation Brands Inc, Cl A		4,407		1,106


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Costco Wholesale Corp		11,681	$	6,631
Estee Lauder Cos Inc/The, Cl A		6,090		2,255
General Mills Inc		15,886		1,070
Hershey Co/The		3,812		738
Hormel Foods Corp		7,508		366
J M Smucker Co/The		2,853		388
Kellogg Co		6,667		429
Kimberly-Clark Corp		8,903		1,272
Kraft Heinz Co/The		18,708		672
Kroger Co/The		17,836		807
Lamb Weston Holdings Inc		3,800		241
McCormick & Co Inc/MD		6,632		641
Molson Coors Beverage Co, Cl B		5,051		234
Mondelez International Inc, Cl A		36,720		2,435
Monster Beverage Corp *		9,854		946
PepsiCo Inc		36,559		6,351
Philip Morris International Inc		41,187		3,913
Procter & Gamble Co/The		63,965		10,463
Sysco Corp, Cl A		13,420		1,054
Tyson Foods Inc, Cl A		7,803		680
Walgreens Boots Alliance Inc		18,857		984
Walmart Inc		37,556		5,434

				62,635
Energy — 2.6%
APA Corp		10,000		269
Baker Hughes Co, Cl A		23,149		557
Chevron Corp		50,978		5,983
ConocoPhillips		35,190		2,540
Coterra Energy Inc		21,313		405
Devon Energy Corp		16,713		736
Diamondback Energy Inc, Cl A		4,500		485
EOG Resources Inc		15,346		1,363
Exxon Mobil Corp		111,946		6,850
Halliburton Co		23,542		539
Hess Corp		7,175		531
Kinder Morgan Inc		51,082		810
Marathon Oil Corp		20,756		341
Marathon Petroleum Corp		16,760		1,073
Occidental Petroleum Corp		23,562		683
ONEOK Inc		11,709		688
Phillips 66		11,460		830
Pioneer Natural Resources Co		6,004		1,092
Schlumberger NV, Cl A		36,700		1,099
Valero Energy Corp		10,721		805
Williams Cos Inc/The		31,869		830

				28,509
Financials — 10.6%
Aflac Inc		16,234		948
Allstate Corp/The		7,759		913
American Express Co		16,532		2,705
American International Group Inc		22,435		1,276


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ameriprise Financial Inc		2,984	$	900
Aon PLC, Cl A		5,929		1,782
Arthur J Gallagher & Co		5,449		924
Assurant Inc		1,505		235
Bank of America Corp		190,450		8,473
Bank of New York Mellon Corp/The		20,799		1,208
Berkshire Hathaway Inc, Cl B *		48,418		14,477
BlackRock Inc		3,756		3,439
Brown & Brown Inc		6,200		436
Capital One Financial Corp		11,255		1,633
Cboe Global Markets Inc		2,800		365
Charles Schwab Corp/The		39,736		3,342
Chubb Ltd		11,539		2,231
Cincinnati Financial Corp		3,883		442
Citigroup Inc		52,451		3,167
Citizens Financial Group Inc		11,300		534
CME Group Inc		9,512		2,173
Comerica Inc		3,492		304
Discover Financial Services		7,830		905
Everest Re Group Ltd		1,037		284
FactSet Research Systems Inc		1,000		486
Fifth Third Bancorp		18,111		789
First Republic Bank/CA		4,759		983
Franklin Resources Inc		7,538		252
Globe Life Inc		2,439		229
Goldman Sachs Group Inc/The		8,941		3,420
Hartford Financial Services Group Inc/The		9,086		627
Huntington Bancshares Inc/OH		39,014		602
Intercontinental Exchange Inc		14,805		2,025
Invesco Ltd		8,900		205
JPMorgan Chase & Co		78,169		12,378
KeyCorp		25,283		585
Lincoln National Corp		4,698		321
Loews Corp		5,262		304
M&T Bank Corp		3,325		511
MarketAxess Holdings Inc		1,000		411
Marsh & McLennan Cos Inc		13,359		2,322
MetLife Inc		19,139		1,196
Moody's Corp		4,263		1,665
Morgan Stanley		38,304		3,760
MSCI Inc, Cl A		2,200		1,348
Nasdaq Inc, Cl A		3,100		651
Northern Trust Corp		5,509		659
People's United Financial Inc		11,400		203
PNC Financial Services Group Inc/The		11,184		2,243
Principal Financial Group Inc, Cl A		6,557		474
Progressive Corp/The		15,385		1,579
Prudential Financial Inc		10,166		1,100
Raymond James Financial Inc		4,858		488
Regions Financial Corp		24,963		544
S&P Global Inc		6,351		2,997
Signature Bank/New York NY, Cl B		1,600		517


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
State Street Corp		9,645	$	897
SVB Financial Group, Cl B *		1,558		1,057
Synchrony Financial		14,663		680
T Rowe Price Group Inc		5,993		1,178
Travelers Cos Inc/The		6,556		1,025
Truist Financial Corp		35,096		2,055
US Bancorp		35,723		2,007
W R Berkley Corp		3,700		305
Wells Fargo & Co		105,415		5,058
Willis Towers Watson PLC		3,421		812
Zions Bancorp NA		4,260		269

				114,313
Health Care — 13.1%
Abbott Laboratories		46,799		6,587
AbbVie Inc		46,750		6,330
ABIOMED Inc *		1,200		431
Agilent Technologies Inc		8,015		1,280
Align Technology Inc *		1,933		1,270
AmerisourceBergen Corp, Cl A		3,896		518
Amgen Inc, Cl A		14,922		3,357
Anthem Inc		6,440		2,985
Baxter International Inc		13,135		1,128
Becton Dickinson and Co		7,621		1,917
Biogen Inc *		3,906		937
Bio-Rad Laboratories Inc, Cl A *		571		431
Bio-Techne Corp		1,000		517
Boston Scientific Corp *		37,412		1,589
Bristol-Myers Squibb Co		58,697		3,660
Cardinal Health Inc		7,559		389
Catalent Inc *		4,500		576
Centene Corp *		15,308		1,261
Cerner Corp		7,800		724
Charles River Laboratories International Inc *		1,300		490
Cigna Corp		8,769		2,014
Cooper Cos Inc/The, Cl A		1,304		546
CVS Health Corp		34,876		3,598
Danaher Corp, Cl A		16,807		5,530
DaVita Inc *		1,805		205
DENTSPLY SIRONA Inc		5,709		319
Dexcom Inc *		2,548		1,368
Edwards Lifesciences Corp, Cl A *		16,549		2,144
Eli Lilly & Co		20,963		5,790
Gilead Sciences Inc		33,184		2,409
HCA Healthcare Inc		6,505		1,671
Henry Schein Inc *		3,700		287
Hologic Inc *		6,600		505
Humana Inc		3,414		1,584
IDEXX Laboratories Inc *		2,268		1,493
Illumina Inc *		4,096		1,558
Incyte Corp *		5,000		367


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Intuitive Surgical Inc *		9,467	$	3,402
IQVIA Holdings Inc *		5,051		1,425
Johnson & Johnson		69,603		11,907
Laboratory Corp of America Holdings *		2,563		805
McKesson Corp		4,040		1,004
Medtronic PLC		35,572		3,680
Merck & Co Inc		66,776		5,118
Mettler-Toledo International Inc *		610		1,035
Moderna Inc *		9,300		2,362
Organon & Co		6,617		202
PerkinElmer Inc		3,340		672
Pfizer Inc		148,456		8,766
Quest Diagnostics Inc		3,224		558
Regeneron Pharmaceuticals Inc *		2,771		1,750
ResMed Inc		3,855		1,004
STERIS PLC		2,645		644
Stryker Corp		8,877		2,374
Teleflex Inc		1,229		404
Thermo Fisher Scientific Inc		10,418		6,951
UnitedHealth Group Inc		24,902		12,504
Universal Health Services Inc, Cl B		2,000		259
Vertex Pharmaceuticals Inc *		6,781		1,489
Viatris Inc, Cl W *		31,957		432
Waters Corp *		1,647		614
West Pharmaceutical Services Inc		1,959		919
Zimmer Biomet Holdings Inc		5,522		702
Zoetis Inc, Cl A		12,486		3,047

				141,794
Industrials — 7.7%
3M Co		15,176		2,696
A O Smith Corp		3,500		300
Alaska Air Group Inc *		3,200		167
Allegion plc		2,370		314
American Airlines Group Inc *		16,909		304
AMETEK Inc		6,100		897
Boeing Co/The *		14,577		2,935
Carrier Global Corp		22,744		1,234
Caterpillar Inc, Cl A		14,334		2,963
CH Robinson Worldwide Inc		3,505		377
Cintas Corp		2,325		1,030
Copart Inc *		5,600		849
CSX Corp		59,256		2,228
Cummins Inc		3,798		829
Deere & Co		7,442		2,552
Delta Air Lines Inc, Cl A *		16,913		661
Dover Corp		3,737		679
Eaton Corp PLC		10,508		1,816
Emerson Electric Co		15,715		1,461
Equifax Inc		3,230		946
Expeditors International of Washington Inc		4,461		599
Fastenal Co, Cl A		15,118		968


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
FedEx Corp		6,465	$	1,672
Fortive Corp		9,387		716
Fortune Brands Home & Security Inc		3,600		385
Generac Holdings Inc *		1,700		598
General Dynamics Corp		6,159		1,284
General Electric Co		29,088		2,748
Honeywell International Inc		18,177		3,790
Howmet Aerospace Inc		10,278		327
Huntington Ingalls Industries Inc, Cl A		998		186
IDEX Corp		2,000		473
IHS Markit Ltd		10,500		1,396
Illinois Tool Works Inc		7,565		1,867
Ingersoll Rand Inc		10,833		670
Jacobs Engineering Group Inc		3,404		474
JB Hunt Transport Services Inc		2,251		460
Johnson Controls International PLC		18,699		1,520
L3Harris Technologies Inc		5,309		1,132
Leidos Holdings Inc		3,600		320
Lockheed Martin Corp		6,476		2,302
Masco Corp		6,484		455
Nielsen Holdings PLC		9,300		191
Norfolk Southern Corp		6,486		1,931
Northrop Grumman Corp		3,987		1,543
Old Dominion Freight Line Inc, Cl A		2,500		896
Otis Worldwide Corp		11,222		977
PACCAR Inc		9,067		800
Parker-Hannifin Corp, Cl A		3,371		1,072
Pentair PLC		4,366		319
Quanta Services Inc		3,700		424
Raytheon Technologies Corp		39,651		3,412
Republic Services Inc		5,483		765
Robert Half International Inc		2,932		327
Rockwell Automation Inc		3,030		1,057
Rollins Inc		5,900		202
Roper Technologies Inc		2,765		1,360
Snap-on Inc		1,453		313
Southwest Airlines Co, Cl A *		15,562		667
Stanley Black & Decker Inc		4,322		815
Textron Inc		5,907		456
Trane Technologies PLC		6,260		1,265
TransDigm Group Inc *		1,400		891
Union Pacific Corp		17,074		4,301
United Airlines Holdings Inc *		8,500		372
United Parcel Service Inc, Cl B		19,272		4,131
United Rentals Inc *		1,914		636
Verisk Analytics Inc, Cl A		4,289		981
Waste Management Inc		10,128		1,690
Westinghouse Air Brake Technologies Corp		4,990		460
WW Grainger Inc		1,190		617
Xylem Inc/NY		4,700		564

				83,015


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Information Technology — 28.7%
Accenture PLC, Cl A		16,674	$	6,912
Adobe Inc *		12,552		7,118
Advanced Micro Devices Inc *		31,900		4,590
Akamai Technologies Inc *		4,304		504
Amphenol Corp, Cl A		15,718		1,375
Analog Devices Inc		14,209		2,498
ANSYS Inc *		2,307		925
Apple Inc		412,067		73,171
Applied Materials Inc		23,950		3,769
Arista Networks Inc *		5,900		848
Autodesk Inc, Cl A *		5,813		1,635
Automatic Data Processing Inc		11,115		2,741
Broadcom Inc		10,871		7,234
Broadridge Financial Solutions Inc		3,044		556
Cadence Design Systems Inc *		7,300		1,360
CDW Corp/DE		3,600		737
Ceridian HCM Holding Inc *		3,500		366
Cisco Systems Inc/Delaware		111,561		7,070
Citrix Systems Inc		3,242		307
Cognizant Technology Solutions Corp, Cl A		13,805		1,225
Corning Inc, Cl B		20,208		752
DXC Technology Co *		6,530		210
Enphase Energy Inc *		3,600		659
EPAM Systems Inc *		1,500		1,003
F5 Inc, Cl A *		1,628		398
Fidelity National Information Services Inc, Cl B		16,265		1,775
Fiserv Inc, Cl A *		15,620		1,621
FleetCor Technologies Inc *		2,169		485
Fortinet Inc *		3,612		1,298
Gartner Inc *		2,200		735
Global Payments Inc		7,727		1,045
Hewlett Packard Enterprise Co		34,191		539
HP Inc		31,491		1,186
Intel Corp		107,597		5,541
International Business Machines Corp		23,748		3,174
Intuit Inc		7,443		4,787
IPG Photonics Corp *		900		155
Jack Henry & Associates Inc		1,900		317
Juniper Networks Inc		8,600		307
Keysight Technologies Inc *		4,900		1,012
KLA Corp		3,977		1,711
Lam Research Corp		3,714		2,671
Mastercard Inc, Cl A		22,936		8,241
Microchip Technology Inc		14,708		1,280
Micron Technology Inc		29,569		2,754
Microsoft Corp		198,482		66,754
Monolithic Power Systems Inc		1,100		543
Motorola Solutions Inc		4,489		1,220
NetApp Inc		5,885		541
NortonLifeLock Inc		15,247		396


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NVIDIA Corp		66,072	$	19,432
NXP Semiconductors NV		6,997		1,594
Oracle Corp, Cl B		42,708		3,725
Paychex Inc		8,469		1,156
Paycom Software Inc *		1,259		523
PayPal Holdings Inc *		31,049		5,855
PTC Inc *		2,800		339
Qorvo Inc *		2,900		454
QUALCOMM Inc		29,654		5,423
salesforce.com Inc *		25,921		6,587
Seagate Technology Holdings PLC		5,400		610
ServiceNow Inc *		5,263		3,416
Skyworks Solutions Inc		4,353		675
SolarEdge Technologies Inc *		1,400		393
Synopsys Inc *		4,007		1,477
TE Connectivity Ltd		8,609		1,389
Teledyne Technologies Inc *		1,251		547
Teradyne Inc		4,300		703
Texas Instruments Inc		24,403		4,599
Trimble Inc *		6,600		575
Tyler Technologies Inc *		1,100		592
VeriSign Inc *		2,555		649
Visa Inc, Cl A		44,345		9,610
Western Digital Corp *		8,074		527
Xilinx Inc		6,553		1,389
Zebra Technologies Corp, Cl A *		1,419		845

				311,135
Materials — 2.5%
Air Products and Chemicals Inc		5,866		1,785
Albemarle Corp		3,100		725
Amcor PLC		40,732		489
Avery Dennison Corp		2,215		480
Ball Corp		8,572		825
Celanese Corp, Cl A		2,952		496
CF Industries Holdings Inc		5,650		400
Corteva Inc		19,273		911
Dow Inc		19,506		1,106
DuPont de Nemours Inc		13,699		1,107
Eastman Chemical Co		3,520		426
Ecolab Inc		6,575		1,543
FMC Corp		3,400		374
Freeport-McMoRan Inc, Cl B		38,609		1,611
International Flavors & Fragrances Inc		6,773		1,020
International Paper Co		10,374		487
Linde PLC		13,557		4,696
LyondellBasell Industries NV, Cl A		6,974		643
Martin Marietta Materials Inc, Cl A		1,619		713
Mosaic Co/The		9,809		385
Newmont Corp		21,025		1,304
Nucor Corp		7,695		878
Packaging Corp of America		2,500		340


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PPG Industries Inc		6,242	$	1,076
Sealed Air Corp		3,928		265
Sherwin-Williams Co/The, Cl A		6,385		2,249
Vulcan Materials Co		3,449		716
Westrock Co		6,984		310

				27,360
Real Estate — 2.7%
Alexandria Real Estate Equities Inc ^‡		3,700		825
American Tower Corp, Cl A ^‡		12,041		3,522
AvalonBay Communities Inc ^‡		3,672		928
Boston Properties Inc ^‡		3,700		426
CBRE Group Inc, Cl A *		8,809		956
Crown Castle International Corp ^‡		11,461		2,392
Digital Realty Trust Inc, Cl A ^‡		7,469		1,321
Duke Realty Corp ^‡		10,000		657
Equinix Inc ^‡		2,361		1,997
Equity Residential ^‡		8,944		810
Essex Property Trust Inc ^‡		1,721		606
Extra Space Storage Inc ^‡		3,545		804
Federal Realty Investment Trust ^‡		1,800		245
Healthpeak Properties Inc ^‡		14,300		516
Host Hotels & Resorts Inc *^‡		18,574		323
Iron Mountain Inc ^‡		7,638		400
Kimco Realty Corp ^‡		16,313		402
Mid-America Apartment Communities Inc ^‡		3,000		688
Prologis Inc ^‡		19,520		3,286
Public Storage ^‡		4,034		1,511
Realty Income Corp ^‡		15,000		1,074
Regency Centers Corp ^‡		3,999		301
SBA Communications Corp, Cl A ^‡		2,849		1,108
Simon Property Group Inc ^‡		8,606		1,375
UDR Inc ^‡		7,700		462
Ventas Inc ^‡		10,632		544
Vornado Realty Trust ^‡		4,177		175
Welltower Inc ^‡		11,500		986
Weyerhaeuser Co ^‡		19,661		810

				29,450
Utilities — 2.5%
AES Corp/The		17,690		430
Alliant Energy Corp		6,600		406
Ameren Corp		6,753		601
American Electric Power Co Inc		13,315		1,185
American Water Works Co Inc		4,800		907
Atmos Energy Corp		3,400		356
CenterPoint Energy Inc		16,685		466
CMS Energy Corp		7,601		494
Consolidated Edison Inc		9,233		788
Dominion Energy Inc		21,268		1,671
DTE Energy Co		5,045		603
Duke Energy Corp		20,316		2,131
Edison International		9,957		680


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Entergy Corp		5,326	$	600
Evergy Inc		6,099		418
Eversource Energy		9,035		822
Exelon Corp		25,655		1,482
FirstEnergy Corp		14,323		596
NextEra Energy Inc		51,880		4,843
NiSource Inc		10,444		288
NRG Energy Inc		6,413		276
Pinnacle West Capital Corp		2,949		208
PPL Corp		20,371		612
Public Service Enterprise Group Inc		13,330		889
Sempra Energy		8,445		1,117
Southern Co/The		27,835		1,909
WEC Energy Group Inc		8,319		808
Xcel Energy Inc		14,136		957

				26,543
Total Common Stock
(Cost $261,195) ($ Thousands)				1,066,986


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.020% **^†(B)		97,383	$	98


Total Affiliated Partnership
(Cost $98) ($ Thousands)				98



CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		14,266,132		14,266

Total Cash Equivalent
(Cost $14,266) ($ Thousands)				14,266


Total Investments in Securities — 99.9%
(Cost $275,559) ($ Thousands)			$	1,081,350

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $1,082,106 ($ Thousands).
*	Non-income producing security.
**	Rate shown is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $94 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $98 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor's

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

1,066,986

–

1,066,986

Affiliated Partnership

–

Cash Equivalent

14,266

–

14,266

Total Investments in Securities

1,081,252

–

1,081,350

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

548

–

548

Total Other Financial Instruments

548

–

548

*	Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund’s policy regarding valuation of investments and other significant accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.6%

Communication Services — 3.3%
Advantage Solutions *		46,552	$	373
Anterix Inc *		8,469		498
Cable One Inc		931		1,642
Cargurus Inc, Cl A *		20,600		693
Cars.com Inc *		31,710		510
Cinemark Holdings Inc *(A)		259,400		4,181
Clear Channel Outdoor Holdings Inc, Cl A *		258,843		857
Cogent Communications Holdings Inc		29,025		2,124
Gannett Co Inc *		105,267		561
Hemisphere Media Group Inc, Cl A *		18,292		133
Liberty Latin America Ltd, Cl A *		34,460		402
Liberty Latin America Ltd, Cl C *		55,028		627
Lions Gate Entertainment Corp, Cl A *(A)		277,909		4,624
MediaAlpha Inc, Cl A *		11,110		172
Nexstar Media Group Inc, Cl A		12,909		1,949
Ooma Inc *		28,163		576
QuinStreet Inc *		35,410		644
TEGNA Inc		74,829		1,389
Ziff Davis Inc *		9,913		1,099

				23,054
Consumer Discretionary — 15.1%
1-800-Flowers.com Inc, Cl A *		11,300		264
Aaron's Co Inc/The		61,636		1,519
Academy Sports & Outdoors Inc *		14,790		649
Advance Auto Parts Inc		7,763		1,862
American Eagle Outfitters Inc (A)		193,537		4,900
American Outdoor Brands Inc *		22,724		453
American Public Education Inc *		40,268		896
Arko *		26,700		234
Beazer Homes USA Inc, Cl A *		49,657		1,153
Biglari Holdings Inc, Cl B *		2,576		367
Bloomin' Brands Inc *		119,097		2,499
Bluegreen Vacations Holding, Cl A *		15,208		534
Boot Barn Holdings Inc *		15,631		1,923
Brinker International Inc *		62,263		2,278
Brunswick Corp/DE		21,099		2,125
Buckle Inc/The		5,800		245
Caleres Inc		7,290		165
Callaway Golf Co *		17,357		476
Carriage Services Inc		25,737		1,659
Carter's Inc		21,667		2,193
Cato Corp/The, Cl A		31,500		541
Cavco Industries Inc *		4,913		1,561
Century Casinos *		24,972		304
Choice Hotels International Inc		4,920		767
Churchill Downs Inc		8,441		2,033
Chuy's Holdings Inc *		14,373		433
Citi Trends Inc *		3,150		298
Clarus Corp		25,450		706
Conn's Inc *		46,654		1,097


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Container Store Group Inc/The *		75,720	$	756
Crocs Inc *		9,647		1,237
Dave & Buster's Entertainment Inc *		15,997		614
Del Taco Restaurants Inc		26,580		331
Domino's Pizza Inc		3,372		1,903
Dorman Products Inc *		8,436		953
El Pollo Loco Holdings Inc *		61,850		878
Ethan Allen Interiors Inc		53,950		1,418
Everi Holdings Inc *		31,066		663
Fiesta Restaurant Group Inc *		17,297		190
Genesco Inc *		3,040		195
Golden Entertainment Inc *		15,814		799
Goodyear Tire & Rubber Co/The *		76,245		1,626
Green Brick Partners Inc *		22,741		690
Hamilton Beach Brands Holding Co, Cl A		19,181		275
Haverty Furniture Cos Inc		34,149		1,044
Hibbett Inc		7,313		526
Hilton Grand Vacations Inc *		14,826		773
Hooker Furnishings		26,837		625
Houghton Mifflin Harcourt Co *		42,126		678
Johnson Outdoors Inc, Cl A		4,481		420
KB Home		39,264		1,756
Lazydays Holdings Inc *		33,682		726
Lifetime Brands Inc		15,275		244
Liquidity Services Inc *		15,180		335
LL Flooring Holdings *		30,982		529
Lovesac Co/The *		8,580		569
Macy's Inc		57,679		1,510
Marine Products Corp		12,986		162
MarineMax Inc *		6,130		362
MasterCraft Boat Holdings Inc *		30,100		853
Modine Manufacturing Co *		280,763		2,833
Monarch Casino & Resort Inc *		23,918		1,769
Monro Inc		27,396		1,596
Motorcar Parts of America *		8,770		150
Movado Group Inc		41,670		1,743
Murphy USA Inc		15,451		3,078
Noodles & Co, Cl A *		21,205		192
ONE Group Hospitality *		15,206		192
OneWater Marine Inc, Cl A *		17,764		1,083
Oxford Industries Inc, Cl A		13,632		1,384
Papa John's International Inc, Cl A		6,779		905
Planet Fitness Inc, Cl A *		7,900		716
Pool Corp		3,232		1,829
Scientific Games Corp, Cl A *		9,390		628
SeaWorld Entertainment Inc *		25,598		1,660
Shoe Carnival Inc		23,518		919
Shutterstock Inc		28,356		3,144
Signet Jewelers Ltd		16,167		1,407
Skechers USA Inc, Cl A *		11,914		517
Skyline Champion Corp *		24,825		1,961
Sportsman's Warehouse Holdings Inc *		27,159		321


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Steven Madden Ltd		46,488	$	2,160
Superior Group of Cos Inc		11,757		258
Taylor Morrison Home Corp, Cl A *		56,749		1,984
Tenneco Inc, Cl A *		35,180		398
Tilly's Inc, Cl A *		59,519		959
Toll Brothers Inc		9,500		688
Tractor Supply Co		7,343		1,752
Unifi Inc *		54,080		1,252
Urban Outfitters Inc *		62,282		1,829
Vera Bradley Inc *		320,002		2,723
Vista Outdoor Inc *		32,195		1,483
Wingstop Inc, Cl A		6,965		1,204
Winmark Corp		3,798		943
Zumiez Inc *		11,582		556

				103,990
Consumer Staples — 3.2%
Beauty Health *		23,076		558
BJ's Wholesale Club Holdings Inc *		14,965		1,002
Cal-Maine Foods Inc *		12,726		471
Casey's General Stores Inc		7,508		1,482
Central Garden & Pet Co, Cl A *		16,340		860
elf Beauty Inc *		22,515		748
Energizer Holdings Inc		24,488		982
Hain Celestial Group Inc/The *		11,464		488
Hostess Brands Inc, Cl A *		116,798		2,385
Ingles Markets Inc, Cl A		8,370		723
Ingredion Inc		18,043		1,744
Inter Parfums Inc		16,550		1,769
MGP Ingredients Inc		23,195		1,971
Natural Grocers by Vitamin Cottage Inc		32,460		463
Performance Food Group Co *		11,771		540
Seneca Foods Corp, Cl A *		18,572		891
Simply Good Foods Co/The *		17,582		731
Spectrum Brands Holdings Inc		9,874		1,004
Tootsie Roll Industries Inc		20,797		753
TreeHouse Foods Inc *		37,464		1,518
Veru Inc *		29,572		174
Village Super Market Inc, Cl A		18,788		439
Weis Markets Inc		11,080		730

				22,426
Energy — 4.5%
Alto Ingredients *		83,798		403
Aspen Aerogels Inc *		13,422		668
Berry Corp		29,385		247
Cactus Inc, Cl A		34,378		1,311
California Resources		14,108		603
ChampionX Corp *		33,367		674
Civitas Resources		7,391		362
Comstock Resources *		155,560		1,258
Coterra Energy Inc		73,761		1,401
Delek US Holdings Inc *		265,639		3,982


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Diamondback Energy Inc, Cl A		20,379	$	2,198
Dorian LPG Ltd *		13,650		173
Earthstone Energy Inc, Cl A *		21,599		236
Energy Fuels Inc/Canada *(A)		62,637		478
Green Plains Inc *		13,140		457
Helmerich & Payne Inc		23,666		561
Magnolia Oil & Gas Corp, Cl A		33,445		631
Matador Resources Co		12,670		468
Nabors Industries Ltd *		7,253		588
National Energy Services Reunited Corp *		16,734		158
Northern Oil and Gas		94,268		1,940
Oasis Petroleum Inc		15,073		1,899
Ovintiv Inc		44,659		1,505
Par Pacific Holdings *		17,640		291
PDC Energy Inc, Cl A		33,141		1,617
Peabody Energy Corp *		46,159		465
Range Resources Corp *		22,251		397
Scorpio Tankers Inc		16,000		205
Select Energy Services Inc, Cl A *		33,224		207
SFL Corp Ltd		111,966		913
SilverBow Resources Inc *		25,601		557
SM Energy Co		23,429		691
Solaris Oilfield Infrastructure Inc, Cl A		23,970		157
Southwestern Energy Co *		342,605		1,597
W&T Offshore Inc *		240,870		778
Whiting Petroleum Corp *		11,568		748

				30,824
Financials — 19.3%
AFC Gamma ^‡		12,310		280
Amalgamated Financial Corp		19,440		326
Amerant Bancorp Inc, Cl A		30,114		1,040
American Equity Investment Life Holding Co		122,755		4,778
Argo Group International Holdings Ltd		9,271		539
ARMOUR Residential REIT Inc ^‡		53,910		529
Arrow Financial Corp		5,378		189
AssetMark Financial Holdings *		62,677		1,643
Atlantic Capital Bancshares Inc *		15,515		446
Atlanticus Holdings *		3,150		225
Axos Financial Inc *		11,500		643
B Riley Financial Inc		5,941		528
Banco Latinoamericano de Comercio Exterior SA, Cl E		11,510		191
Bank of Marin Bancorp		9,639		359
Bank of NT Butterfield & Son Ltd/The		45,160		1,721
Bank OZK		41,855		1,948
BankUnited Inc		159,876		6,764
Bankwell Financial Group Inc		20,566		675
Bridgewater Bancshares Inc *		12,880		228
Byline Bancorp Inc		48,906		1,338
Capital Bancorp Inc		9,996		262
Capstar Financial Holdings Inc		8,296		174


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Carter Bankshares Inc *		15,208	$	234
Cathay General Bancorp		21,607		929
Central Pacific Financial Corp		19,330		545
Chimera Investment Corp ^‡		113,989		1,719
CNO Financial Group Inc		195,275		4,655
Cohen & Steers Inc		23,197		2,146
Consumer Portfolio Services *		1,261		15
Crawford & Co, Cl A		31,430		235
CrossFirst Bankshares *		24,550		383
Curo Group Holdings Corp		11,543		185
Customers Bancorp Inc *		27,059		1,769
Donnelley Financial Solutions Inc *		35,506		1,674
Dynex Capital Inc ^‡		100,648		1,682
Enova International Inc *		8,640		354
Equity Bancshares Inc, Cl A		5,280		179
Essent Group Ltd		16,906		770
Evercore Inc, Cl A		6,132		833
EZCORP Inc, Cl A *		58,050		428
FactSet Research Systems Inc		3,401		1,653
Farmers National Banc Corp		19,290		358
Financial Institutions Inc		11,596		369
First BanCorp/Puerto Rico		67,861		935
First Bancshares Inc/The		5,003		193
First Commonwealth Financial Corp		170,717		2,747
First Community Bankshares Inc		17,640		590
First Financial Corp/IN		5,780		262
First Internet Bancorp		11,329		533
First Midwest Bancorp Inc/IL		120,239		2,463
First of Long Island Corp/The		12,271		265
FirstCash Holdings		9,215		689
Flushing Financial Corp		23,223		564
FNB Corp/PA		308,590		3,743
Focus Financial Partners Inc, Cl A *		11,768		703
Globe Life Inc		12,191		1,143
Green Dot Corp, Cl A *		52,041		1,886
Greenhill & Co Inc		23,187		416
Greenlight Capital Re Ltd, Cl A *		21,520		169
Hamilton Lane Inc, Cl A		15,203		1,575
Hanmi Financial Corp		23,660		560
Hanover Insurance Group Inc/The, Cl A		12,204		1,599
HarborOne Bancorp Inc		39,432		585
HBT Financial Inc		21,980		412
Hercules Capital Inc, Cl A (A)		91,266		1,514
Heritage Commerce Corp		14,671		175
Heritage Insurance Holdings Inc		25,012		147
Home BancShares Inc/AR		73,939		1,800
HomeTrust Bancshares Inc		12,200		378
Independent Bank Corp/MI		25,550		610
KKR Real Estate Finance Trust Inc ^‡		8,699		181
Lakeland Bancorp Inc		35,610		676
LendingClub *		21,518		520
Live Oak Bancshares Inc		6,597		576


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Macatawa Bank Corp		18,306	$	161
MarketAxess Holdings Inc		1,947		801
Mercantile Bank Corp		7,270		255
Merchants Bancorp/IN		11,120		526
Metrocity Bankshares Inc		7,602		209
Metropolitan Bank Holding Corp *		13,972		1,488
MGIC Investment Corp		74,567		1,075
Moelis & Co, Cl A		12,449		778
Morningstar Inc, Cl A		5,050		1,727
National Western Life Group Inc, Cl A		750		161
Nelnet Inc, Cl A		7,658		748
Nicolet Bankshares Inc *		15,959		1,368
NMI Holdings Inc, Cl A *		37,543		820
Northrim BanCorp Inc		4,046		176
OFG Bancorp		79,348		2,107
Old Second Bancorp Inc		11,150		140
Oportun Financial Corp *		16,613		336
Oppenheimer Holdings Inc, Cl A		24,720		1,146
Origin Bancorp Inc		25,424		1,091
Pacific Premier Bancorp Inc		15,107		605
PacWest Bancorp		113,111		5,109
PCSB Financial Corp		17,970		342
Peapack-Gladstone Financial Corp		9,550		338
Peoples Bancorp Inc/OH		27,400		872
Pinnacle Financial Partners Inc		25,157		2,403
Piper Sandler Cos		5,273		941
PROG Holdings Inc *		71,261		3,215
Prosperity Bancshares Inc		20,037		1,449
Provident Bancorp Inc		12,606		234
Provident Financial Services Inc		27,091		656
Pzena Investment Management Inc, Cl A		57,535		545
QCR Holdings Inc		5,497		308
RBB Bancorp		20,540		538
Regional Management Corp		17,609		1,012
ServisFirst Bancshares Inc		15,572		1,323
Silvergate Capital, Cl A *		3,514		521
South Plains Financial Inc		4,145		115
StepStone Group Inc, Cl A		14,875		618
Sterling Bancorp/DE		92,519		2,386
Stewart Information Services Corp		11,527		919
Towne Bank/Portsmouth VA		25,210		796
Trean Insurance Group Inc *		35,696		318
TriState Capital Holdings Inc *		14,438		437
Triumph Bancorp Inc *		4,304		513
Trupanion Inc *		6,200		819
Umpqua Holdings Corp		310,322		5,971
Universal Insurance Holdings Inc		70,297		1,195
Univest Financial Corp		61,365		1,836
Virtus Investment Partners Inc		2,901		862
Walker & Dunlop Inc		5,550		837
Waterstone Financial Inc		53,731		1,175
Western Alliance Bancorp		23,103		2,487


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wintrust Financial Corp		24,077	$	2,187
WisdomTree Investments Inc		26,240		161
World Acceptance Corp *		980		241

				133,947
Health Care — 9.3%
Affimed NV *		65,670		363
Albireo Pharma Inc *		7,560		176
AMN Healthcare Services Inc *		7,593		929
Amneal Pharmaceuticals Inc *		34,870		167
AnaptysBio Inc *		42,032		1,461
Anika Therapeutics Inc *		11,376		408
Apollo Endosurgery *		71,590		603
Apyx Medical Corp *		14,470		185
Arcus Biosciences Inc *		14,774		598
Arcutis Biotherapeutics *		8,650		179
Aveanna Healthcare Holdings *		27,960		207
Avid Bioservices Inc *		14,876		434
Avidity Biosciences Inc *		28,230		671
BioDelivery Sciences International Inc *		474,869		1,472
Biohaven Pharmaceutical Holding Co Ltd *		7,102		979
Black Diamond Therapeutics *		28,190		150
Catalyst Pharmaceuticals Inc *		147,330		997
Cerevel Therapeutics Holdings *		14,155		459
Chemed Corp		3,724		1,970
Co-Diagnostics Inc *(A)		174,401		1,557
Computer Programs and Systems Inc *		8,140		238
Cross Country Healthcare Inc *		63,497		1,763
Curis *		46,440		221
Cutera Inc *		4,848		200
Cytokinetics Inc *		20,085		915
Eagle Pharmaceuticals Inc/DE *		20,414		1,039
Enanta Pharmaceuticals Inc *		5,887		440
Encompass Health Corp		24,139		1,575
Ensign Group Inc/The		24,140		2,027
Envista Holdings Corp *		32,154		1,449
Foghorn Therapeutics *		29,126		666
Forma Therapeutics Holdings Inc *		11,390		162
Generation Bio Co *		10,511		74
Harpoon Therapeutics Inc *		25,416		192
HealthStream Inc *		16,230		428
ImmunityBio *		32,100		195
Innoviva Inc *		43,483		750
Inspire Medical Systems Inc *		2,798		644
Integra LifeSciences Holdings Corp *		16,224		1,087
Intellia Therapeutics Inc *		4,979		589
Intra-Cellular Therapies Inc, Cl A *		14,800		775
Invacare Corp *		51,750		141
iRadimed Corp *		7,731		357
iTeos Therapeutics Inc *		29,400		1,369
IVERIC bio Inc *		37,102		620
Kezar Life Sciences *		33,500		560


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kiniksa Pharmaceuticals Ltd, Cl A *		13,701	$	161
Krystal Biotech Inc *		7,000		490
LeMaitre Vascular Inc		38,284		1,923
Lexicon Pharmaceuticals Inc *		43,090		170
MaxCyte *		17,680		180
Medpace Holdings Inc *		4,432		965
Meridian Bioscience Inc *		17,932		366
Merit Medical Systems Inc *		11,308		704
Mesa Laboratories Inc		1,800		591
Mirum Pharmaceuticals Inc *		11,540		184
Mustang Bio Inc *		71,078		118
Myriad Genetics Inc *		23,715		655
Neoleukin Therapeutics Inc *		25,930		125
NuVasive Inc *		12,492		656
Omnicell Inc *		4,607		831
OptimizeRx Corp *		8,558		532
Option Care Health Inc *		61,707		1,755
OraSure Technologies Inc *		18,083		157
Organogenesis Holdings Inc, Cl A *		19,350		179
ORIC Pharmaceuticals Inc *		10,510		154
Ortho Clinical Diagnostics Holdings *		36,375		778
Outset Medical Inc *		4,982		230
PMV Pharmaceuticals Inc *		6,490		150
Precigen *		256,330		951
Precision BioSciences Inc *		16,134		119
Prestige Consumer Healthcare Inc, Cl A *		41,273		2,503
Prometheus Biosciences *		15,500		613
Prothena Corp PLC *		13,854		684
Puma Biotechnology Inc *		51,656		157
Quest Diagnostics Inc		10,578		1,830
Radius Health Inc *		21,220		147
RAPT Therapeutics Inc *		5,476		201
Rigel Pharmaceuticals Inc *		131,166		348
Scholar Rock Holding Corp *		6,673		166
Selecta Biosciences *		98,420		321
Seres Therapeutics Inc *		26,000		217
Sharps Compliance Corp *		22,020		157
Shockwave Medical Inc *		7,047		1,257
SIGA Technologies Inc *		75,004		564
STAAR Surgical Co *		5,953		544
STERIS PLC		8,697		2,117
Stoke Therapeutics Inc *		6,494		156
Surface Oncology Inc *		49,320		236
Surmodics Inc *		4,756		229
Sutro Biopharma Inc *		17,887		266
Syndax Pharmaceuticals Inc *		11,833		259
Syros Pharmaceuticals Inc *		74,977		244
Tandem Diabetes Care Inc *		5,662		852
Tenet Healthcare Corp *		11,926		974
Triple-S Management Corp, Cl B *		34,822		1,242
US Physical Therapy Inc		3,041		291
Utah Medical Products Inc *		1,766		177


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vanda Pharmaceuticals Inc *		17,800	$	279
Viemed Healthcare Inc *		98,034		512
Vocera Communications Inc *		10,400		674

				63,782
Industrials — 17.8%
ABM Industries Inc		33,753		1,379
ACCO Brands Corp		608,794		5,029
Acuity Brands Inc		3,174		672
Air Lease Corp, Cl A		30,729		1,359
Allied Motion Technologies Inc		4,925		180
Allison Transmission Holdings Inc		42,077		1,530
Altra Industrial Motion Corp		23,933		1,234
Ameresco Inc, Cl A *		8,855		721
API Group *		23,663		610
Applied Industrial Technologies Inc, Cl A		7,933		815
Argan Inc		16,477		637
ASGN Inc *		4,906		605
Atkore Inc *		16,807		1,869
Atlas Air Worldwide Holdings Inc *		17,802		1,676
BlueLinx Holdings *		4,191		401
BWX Technologies Inc, Cl W		40,835		1,955
CACI International Inc, Cl A *		4,447		1,197
Carlisle Cos Inc		8,381		2,080
Casella Waste Systems Inc, Cl A *		8,856		756
CIRCOR International Inc *		18,155		493
Clean Harbors Inc *		19,960		1,991
Concrete Pumping Holdings *		19,500		160
Cornerstone Building Brands Inc *		40,133		700
Costamare Inc		104,934		1,327
Covenant Logistics Group Inc, Cl A *		32,906		870
CRA International Inc		12,466		1,164
Daseke Inc *		89,214		896
Ducommun Inc *		12,025		562
DXP Enterprises Inc/TX *		22,451		576
EMCOR Group Inc		15,812		2,014
Encore Wire Corp		11,111		1,590
Enerpac Tool Group Corp, Cl A		26,624		540
Ennis Inc		6,886		134
EnPro Industries Inc		14,900		1,640
Evoqua Water Technologies Corp *		17,868		835
First Advantage *		31,890		607
Forrester Research Inc *		23,398		1,374
Forward Air Corp		15,405		1,865
Franklin Covey Co *		33,578		1,557
Franklin Electric Co Inc		9,560		904
Gates Industrial Corp PLC *		63,393		1,009
Genco Shipping & Trading Ltd		19,744		316
GFL Environmental		40,080		1,517
Global Industrial		24,258		992
GMS Inc *		14,782		889
Harsco Corp *		41,457		693


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Heidrick & Struggles International Inc		46,840	$	2,048
Helios Technologies Inc		16,237		1,708
Herc Holdings Inc		3,469		543
Heritage-Crystal Clean Inc *		35,376		1,133
Hexcel Corp, Cl A		17,212		892
Hillenbrand Inc		22,234		1,156
Huntington Ingalls Industries Inc, Cl A		5,910		1,104
Huron Consulting Group Inc *		18,840		940
INNOVATE *		58,370		216
Insteel Industries Inc		9,381		373
ITT Inc		18,864		1,928
JetBlue Airways Corp *		195,772		2,788
Kadant Inc		3,880		894
Kelly Services Inc, Cl A		21,496		360
Kforce Inc		12,609		948
Knight-Swift Transportation Holdings Inc, Cl A		12,376		754
Korn Ferry		32,613		2,470
Landstar System Inc		9,166		1,641
Manitowoc Co Inc/The *		11,250		209
ManTech International Corp/VA, Cl A		16,344		1,192
Masonite International Corp *		12,830		1,513
Matson Inc		14,600		1,314
Matthews International Corp, Cl A		30,926		1,134
Miller Industries Inc/TN		4,949		165
Montrose Environmental Group Inc *		5,253		370
MRC Global Inc *		57,760		397
MSC Industrial Direct Co Inc, Cl A		20,588		1,731
Mueller Industries Inc		16,506		980
MYR Group Inc *		6,511		720
NN Inc, Cl A *		207,761		852
Nordson Corp		5,719		1,460
Northwest Pipe Co *		10,341		329
Park Aerospace Corp		39,470		521
Quanex Building Products Corp		53,638		1,329
Radiant Logistics Inc *		55,784		407
Regal Beloit		20,731		3,528
Resources Connection Inc		71,906		1,283
Rush Enterprises Inc, Cl A		15,879		884
Safe Bulkers Inc *		42,600		161
Saia Inc *		2,827		953
Shyft Group Inc/The		12,246		602
Simpson Manufacturing Co Inc		4,428		616
Snap-on Inc		6,600		1,422
SP Plus Corp *		9,519		269
SPX FLOW Inc		24,286		2,100
Standex International Corp		25,661		2,840
Sterling Construction Co Inc *		14,870		391
Sun Country Airlines Holdings *		5,430		148
Terex Corp		14,748		648
Tetra Tech Inc		5,932		1,007
Textainer Group Holdings Ltd		35,812		1,279


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Titan International Inc *		61,790	$	677
Titan Machinery Inc *		12,184		410
TriNet Group Inc *		7,862		749
Triton International Ltd		12,285		740
TrueBlue Inc *		21,039		582
UFP Industries Inc		30,748		2,829
UniFirst Corp/MA		6,427		1,352
Universal Logistics Holdings Inc		8,740		165
US Xpress Enterprises Inc, Cl A *		15,570		91
Vectrus Inc *		13,330		610
Veritiv Corp *		6,947		852
Vicor Corp *		9,404		1,194
Watts Water Technologies Inc, Cl A		9,107		1,768
WESCO International Inc *		21,096		2,776
WillScot Mobile Mini Holdings, Cl A *		28,202		1,152
Zurn Water Solutions		13,864		505

				123,022
Information Technology — 16.7%
A10 Networks Inc		143,528		2,380
Alkami Technology *		15,740		316
Alliance Data Systems Corp		48,424		3,224
Alpha & Omega Semiconductor Ltd *		12,849		778
Altair Engineering Inc, Cl A *		6,174		477
Ambarella Inc *		9,969		2,023
Arlo Technologies *		24,230		254
Asana, Cl A *		7,637		569
AudioCodes Ltd		46,685		1,622
Avid Technology Inc *		21,625		704
Axcelis Technologies Inc *		21,815		1,626
AXT Inc *		33,424		294
Belden Inc		29,373		1,931
Broadridge Financial Solutions Inc		8,534		1,560
Calix Inc *		22,767		1,821
Casa Systems Inc *		49,606		281
Cass Information Systems Inc		5,600		220
ChannelAdvisor Corp *		14,400		355
Ciena Corp *		9,700		747
Clearfield *		24,517		2,070
CMC Materials Inc		11,604		2,224
Cognex Corp		11,688		909
CSG Systems International Inc		13,964		805
Digi International Inc *		27,621		679
DigitalOcean Holdings *		6,073		488
Diodes Inc *		14,829		1,628
eGain Corp *		22,087		220
EMCORE Corp *		22,760		159
ePlus Inc *		12,544		676
EVERTEC Inc		12,750		637
ExlService Holdings Inc *		21,131		3,059
Extreme Networks Inc *		109,532		1,720
Fabrinet *		7,563		896


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Grid Dynamics Holdings *		39,302	$	1,492
Hackett Group Inc/The		55,437		1,138
Harmonic Inc, Cl A *		160,805		1,891
I3 Verticals Inc, Cl A *		8,772		200
Ichor Holdings Ltd *		11,880		547
Impinj Inc *		7,991		709
Informatica Inc, Cl A *		15,424		570
Information Services Group Inc		108,611		828
International Money Express Inc *		76,437		1,220
Jabil Inc		9,700		682
Jack Henry & Associates Inc		8,998		1,503
Juniper Networks Inc		20,163		720
Kimball Electronics Inc *		7,649		166
Kulicke & Soffa Industries Inc		31,450		1,904
Lattice Semiconductor Corp *		24,695		1,903
Littelfuse Inc		8,216		2,585
Lumentum Holdings Inc *		23,121		2,445
MACOM Technology Solutions Holdings Inc *		20,048		1,570
Manhattan Associates Inc *		3,015		469
MAXIMUS Inc		15,781		1,257
MaxLinear, Cl A *		22,508		1,697
Mitek Systems Inc *		15,216		270
MoneyGram International Inc *		48,184		380
Napco Security Technologies Inc *		14,591		729
New Relic Inc *		6,073		668
Novanta Inc *		3,419		603
NVE Corp		12,052		823
Onto Innovation Inc *		15,137		1,532
PDF Solutions Inc *		20,868		663
Perficient Inc *		5,250		679
Photronics Inc *		279,850		5,275
Power Integrations Inc		28,871		2,682
Pure Storage Inc, Cl A *		22,600		736
Qualys Inc *		5,967		819
Rackspace Technology Inc *		93,969		1,266
Rambus Inc *		26,799		788
Rapid7 Inc *		4,205		495
Rimini Street Inc *		94,083		562
Rogers Corp *		7,853		2,144
ScanSource Inc *		24,792		870
SecureWorks Corp, Cl A *		10,929		175
Semtech Corp *		8,941		795
Silicon Laboratories Inc *		3,956		817
Silicon Motion Technology Corp ADR		32,030		3,044
SiTime Corp *		6,530		1,910
SMART Global Holdings Inc *		22,188		1,575
Sprout Social Inc, Cl A *		6,943		630
SPS Commerce Inc *		5,833		830
StarTek Inc *		54,339		284
Super Micro Computer Inc *		135,475		5,954
Switch Inc, Cl A		56,742		1,625


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Synaptics Inc *		6,963	$	2,016
Tenable Holdings Inc *		14,381		792
Turtle Beach Corp *		23,232		517
Universal Display Corp		8,785		1,450
Usio *		117,246		511
Veeco Instruments Inc *		16,224		462
Viavi Solutions Inc *		108,691		1,915
Vishay Intertechnology Inc		80,856		1,768
Vishay Precision Group Inc *		32,870		1,220
Workiva Inc, Cl A *		8,423		1,099
Zuora Inc, Cl A *		35,700		667

				114,888
Materials — 3.9%
Alamos Gold Inc, Cl A		70,604		543
American Vanguard Corp, Cl B		13,290		218
Ashland Global Holdings Inc		6,800		732
Avient Corp		17,005		951
Balchem Corp		5,510		929
Cabot Corp		25,691		1,444
Century Aluminum Co *		47,746		791
Commercial Metals Co, Cl A		101,841		3,696
Forterra Inc *		48,129		1,144
Hawkins Inc		5,214		206
Huntsman Corp		20,000		698
Ingevity Corp *		11,751		843
Innospec Inc		13,822		1,249
Koppers Holdings Inc *		6,652		208
Kronos Worldwide Inc		21,853		328
Livent Corp *		84,604		2,063
Materion Corp		8,794		808
O-I Glass Inc, Cl I *		69,043		831
Olin Corp		10,840		623
Quaker Chemical Corp		5,996		1,384
Ramaco Resources		52,529		714
Ranpak Holdings Corp, Cl A *		18,750		705
Reliance Steel & Aluminum Co		9,362		1,519
Ryerson Holding Corp		21,086		549
Sealed Air Corp		11,465		774
Silgan Holdings Inc		16,582		710
Summit Materials Inc, Cl A *		18,616		747
SunCoke Energy Inc		46,020		303
TimkenSteel Corp *		11,880		196
Tredegar Corp		14,320		169
Valvoline Inc		29,985		1,118

				27,193
Real Estate — 3.9%
Acadia Realty Trust ^‡		32,143		702
American Campus Communities Inc ^‡		25,449		1,458
Americold Realty Trust ^‡		34,818		1,142
Ashford Hospitality Trust *^‡		25,110		241
Broadstone Net Lease Inc, Cl A ^‡		27,000		670


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Corporate Office Properties Trust ^‡		24,874	$	696
EastGroup Properties Inc ^‡		8,186		1,865
First Industrial Realty Trust Inc ^‡		11,000		728
Gladstone Land Corp ^‡		23,797		803
Global Medical REIT Inc ^‡		21,000		373
Independence Realty Trust ^‡		19,205		496
Innovative Industrial Properties Inc, Cl A ^‡		6,621		1,741
Kennedy-Wilson Holdings Inc ^‡		75,365		1,800
Kite Realty Group Trust ^‡		38,284		834
Life Storage Inc ^‡		4,700		720
LXP Industrial Trust, Cl B ^‡		53,636		838
National Storage Affiliates Trust ^‡		27,878		1,929
Newmark Group Inc, Cl A ^‡		202,760		3,791
NexPoint Residential Trust Inc ^‡		31,619		2,651
Outfront Media Inc ^‡		29,000		778
RE/MAX Holdings Inc, Cl A ^‡		5,360		163
Rexford Industrial Realty Inc ^‡		10,612		861
RPT Realty ^‡		64,938		869
Tejon Ranch Co *		11,019		210
Terreno Realty Corp ^‡		8,800		750

				27,109
Utilities — 1.6%
Algonquin Power & Utilities Corp (A)		115,016		1,662
Artesian Resources Corp, Cl A		5,926		274
Black Hills Corp, Cl A		14,947		1,055
IDACORP Inc, Cl A		12,002		1,360
Otter Tail Corp		13,652		975
Portland General Electric Co		60,462		3,200
Pure Cycle Corp *		21,905		320
Spire Inc		10,915		712
UGI Corp		29,566		1,357
Via Renewables Inc, Cl A		39,118		447

				11,362
Total Common Stock
(Cost $512,191) ($ Thousands)				681,597



AFFILIATED PARTNERSHIP — 2.0%
SEI Liquidity Fund, L.P.
0.020% **^†(B)		13,648,315		13,650


Total Affiliated Partnership
(Cost $13,650) ($ Thousands)				13,650


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.2%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		8,428,321	$	8,428

Total Cash Equivalent
(Cost $8,428) ($ Thousands)				8,428


Total Investments in Securities — 101.8%
(Cost $534,269) ($ Thousands)			$	703,675

	Percentages are based on Net Assets of $691,005 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $13,359 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $13,650 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

681,597

–

681,597

Affiliated Partnership

–

13,650

–

13,650

Cash Equivalent

8,428

–

8,428

Total Investments in Securities

690,025

13,650

–

703,675

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

For information regarding the Fund's policy regarding valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.9%

Communication Services — 5.9%
AMC Networks Inc, Cl A *		20,653	$	711
Audacy Inc, Cl A *		82,881		213
Cars.com Inc *		39,302		632
Cinemark Holdings Inc *(A)		168,413		2,715
Entravision Communications Corp, Cl A		16,827		114
EW Scripps Co/The, Cl A *		6,466		125
Gray Television Inc		68,624		1,384
IDT Corp, Cl B *		1,133		50
John Wiley & Sons Inc, Cl A		49,521		2,836
Lions Gate Entertainment Corp, Cl A *(A)		179,471		2,987
Nexstar Media Group Inc, Cl A		41,236		6,226
Scholastic Corp, Cl B		7,584		303
TEGNA Inc		64,130		1,190
Telephone and Data Systems Inc		27,141		547
Telesat Corp *		3,500		100
Yelp Inc, Cl A *		5,085		184
Ziff Davis Inc *		53,741		5,958

				26,275
Consumer Discretionary — 11.1%
Aaron's Co Inc/The		34,344		847
American Axle & Manufacturing Holdings Inc *		78,451		732
American Eagle Outfitters Inc		95,716		2,423
Bassett Furniture Industries Inc		2,500		42
Big 5 Sporting Goods Corp		2,320		44
Big Lots Inc		20,780		936
Biglari Holdings Inc, Cl B *		323		46
Bloomin' Brands Inc *		77,316		1,622
Brinker International Inc *		40,904		1,497
Carter's Inc		10,472		1,060
Cato Corp/The, Cl A		5,500		94
Dana Inc		58,253		1,329
Dave & Buster's Entertainment Inc *		9,966		383
Dick's Sporting Goods Inc		8,853		1,018
Ethan Allen Interiors Inc		16,412		432
Fossil Group Inc *		13,201		136
Genesco Inc *		10,271		659
G-III Apparel Group Ltd *		31,564		872
Goodyear Tire & Rubber Co/The *		88,968		1,897
Group 1 Automotive Inc		9,529		1,860
H&R Block Inc		46,335		1,092
Haverty Furniture Cos Inc		29,997		917
Helen of Troy Ltd *		5,462		1,335
Hibbett Inc		8,744		629
KB Home		23,404		1,047
Laureate Education Inc, Cl A *		7,000		86
La-Z-Boy Inc, Cl Z		32,709		1,188
Lazydays Holdings Inc *		1,477		32
Lithia Motors Inc, Cl A		13,455		3,995
MarineMax Inc *		5,508		325


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MDC Holdings Inc		28,167	$	1,573
Meritage Homes Corp *		13,757		1,679
Modine Manufacturing Co *		191,531		1,933
Murphy USA Inc		4,224		842
ODP Corp/The *		20,477		804
OneWater Marine Inc, Cl A *		1,775		108
Perdoceo Education Corp *		17,797		209
Rent-A-Center Inc/TX		13,689		658
Sally Beauty Holdings Inc *		58,486		1,080
Shoe Carnival Inc		1,335		52
Signet Jewelers Ltd		2,715		236
Skechers USA Inc, Cl A *		7,911		343
Sleep Number Corp *		5,460		418
Smith & Wesson Brands Inc		15,614		278
Sonic Automotive Inc, Cl A		26,107		1,291
Sturm Ruger & Co Inc		8,531		580
Taylor Morrison Home Corp, Cl A *		37,530		1,312
Tenneco Inc, Cl A *		19,326		218
Tri Pointe Homes Inc *		90,497		2,524
Tupperware Brands Corp *		32,355		495
Urban Outfitters Inc *		22,685		666
Vera Bradley Inc *		209,527		1,783
Victoria's Secret & Co *		43,265		2,403
Vista Outdoor Inc *		2,029		94
Zumiez Inc *		5,709		274

				50,428
Consumer Staples — 3.6%
Coca-Cola Consolidated Inc		2,217		1,373
Edgewell Personal Care Co		29,594		1,353
Energizer Holdings Inc		33,876		1,359
Hostess Brands Inc, Cl A *		46,539		950
Ingles Markets Inc, Cl A		17,654		1,524
Nature's Sunshine Products Inc *		3,114		58
Nu Skin Enterprises Inc, Cl A		14,935		758
Oil-Dri Corp of America		756		25
Seneca Foods Corp, Cl A *		2,096		100
SpartanNash Co		53,073		1,367
Spectrum Brands Holdings Inc		34,047		3,463
Sprouts Farmers Market Inc *		54,283		1,611
Universal Corp/VA		20,963		1,151
USANA Health Sciences Inc *		2,766		280
Village Super Market Inc, Cl A		14,915		349
Weis Markets Inc		4,337		286

				16,007
Energy — 4.4%
Arch Resources Inc		1,717		157
Berry Corp		20,192		170
Bristow Group Inc *		1,738		55
Centrus Energy Corp, Cl A *		1,232		61
Chesapeake Energy Corp		19,636		1,267
CNX Resources Corp *		6,500		89


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CONSOL Energy Inc *		9,173	$	208
Delek US Holdings Inc *		173,094		2,595
DHT Holdings Inc		80,517		418
Dorian LPG Ltd *		11,812		150
DT Midstream Inc		39,055		1,874
Helix Energy Solutions Group Inc *		31,169		97
HollyFrontier Corp		45,356		1,487
Magnolia Oil & Gas Corp, Cl A		107,855		2,035
Nabors Industries Ltd *		1,243		101
National Energy Services Reunited Corp *		56,338		532
Newpark Resources Inc, Cl A *		26,635		78
Oasis Petroleum Inc		5,770		727
PDC Energy Inc, Cl A		30,878		1,506
Rattler Midstream LP (B)		87,668		998
Southwestern Energy Co *		390,216		1,818
Viper Energy Partners LP (B)		72,107		1,537
W&T Offshore Inc *		203,048		656
World Fuel Services Corp		39,992		1,059

				19,675
Financials — 25.0%
Amalgamated Financial Corp		4,560		76
American Equity Investment Life Holding Co		84,501		3,289
American National Group Inc		5,849		1,105
Apollo Commercial Real Estate Finance Inc ^‡		30,011		395
Arbor Realty Trust Inc ^‡		74,360		1,362
Argo Group International Holdings Ltd		5,865		341
Artisan Partners Asset Management Inc, Cl A		2,100		100
Associated Banc-Corp		81,104		1,832
Assured Guaranty Ltd		11,013		553
Axis Capital Holdings Ltd		16,951		923
B Riley Financial Inc		7,770		690
Banco Latinoamericano de Comercio Exterior SA, Cl E		50,004		830
BankUnited Inc		70,972		3,003
Bar Harbor Bankshares		3,932		114
BGC Partners Inc, Cl A		540,238		2,512
Business First Bancshares Inc		5,400		153
Camden National Corp		22,847		1,100
Capital Bancorp Inc		2,753		72
Capstar Financial Holdings Inc		4,690		99
Carter Bankshares Inc *		6,750		104
Cathay General Bancorp		29,188		1,255
Central Pacific Financial Corp		19,941		562
CIT Group Inc		22,309		1,145
Civista Bancshares Inc		4,000		98
CNB Financial Corp/PA		4,166		110
CNO Financial Group Inc		246,500		5,877
Columbia Banking System Inc		82,433		2,697
Community Trust Bancorp Inc		10,740		468


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CoreCivic Inc *^‡		21,375	$	213
Cowen Inc, Cl A		8,497		307
Crawford & Co, Cl A		4,000		30
Customers Bancorp Inc *		11,772		770
Donegal Group Inc, Cl A		1,187		17
Donnelley Financial Solutions Inc *		6,500		306
Enova International Inc *		9,734		399
EZCORP Inc, Cl A *		15,967		118
Federal Agricultural Mortgage Corp, Cl C		8,472		1,050
Federated Hermes Inc, Cl B		29,804		1,120
Financial Institutions Inc		4,718		150
First BanCorp/Puerto Rico		55,241		761
First Bank/Hamilton NJ		5,328		77
First Busey Corp		14,310		388
First Commonwealth Financial Corp		183,930		2,959
First Financial Corp/IN		3,095		140
First Horizon Corp		46,699		763
First Internet Bancorp		3,094		146
First Merchants Corp		50,360		2,110
First Midwest Bancorp Inc/IL		77,434		1,586
Flagstar Bancorp Inc		22,529		1,080
Flushing Financial Corp		52,314		1,271
FNB Corp/PA		256,438		3,111
FS Bancorp Inc		2,368		80
FS KKR Capital Corp		34,292		718
Fulton Financial Corp		68,912		1,171
GAMCO Investors Inc, Cl A		2,021		50
Genworth Financial Inc, Cl A *		139,567		565
Great Southern Bancorp Inc		7,281		431
Green Dot Corp, Cl A *		34,439		1,248
Greenlight Capital Re Ltd, Cl A *		8,091		63
Hancock Whitney Corp, Cl A		34,640		1,733
Hanmi Financial Corp		30,666		726
Hanover Insurance Group Inc/The, Cl A		6,673		875
HarborOne Bancorp Inc		47,542		706
HBT Financial Inc		4,307		81
Hercules Capital Inc, Cl A (A)		52,748		875
Heritage Insurance Holdings Inc		8,399		49
Hilltop Holdings Inc		46,605		1,638
Home Bancorp Inc		2,236		93
HomeStreet Inc		24,499		1,274
Hope Bancorp Inc		108,340		1,594
Independent Bank Corp/MI		6,425		153
Invesco Mortgage Capital Inc ^‡		209,173		581
Investors Bancorp Inc		137,785		2,087
Kearny Financial Corp/MD		54,370		720
Luther Burbank Corp		5,628		79
Merchants Bancorp/IN		4,611		218
MFA Financial Inc ^‡		155,738		710
MGIC Investment Corp		69,400		1,001
Mid Penn Bancorp Inc		2,364		75
Midland States Bancorp Inc		6,444		160


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MidWestOne Financial Group Inc		4,288	$	139
Navient Corp		66,037		1,401
New Mountain Finance Corp		39,866		546
New Residential Investment Corp ^‡		127,831		1,369
Northrim BanCorp Inc		1,803		78
OFG Bancorp		128,235		3,406
Old National Bancorp/IN, Cl A		43,055		780
Oppenheimer Holdings Inc, Cl A		5,744		266
Orrstown Financial Services Inc		3,388		85
Pacific Premier Bancorp Inc		52,998		2,122
PacWest Bancorp		207,879		9,390
Peapack-Gladstone Financial Corp		5,462		193
PennantPark Investment Corp		70,604		489
PennyMac Financial Services Inc		12,662		884
PennyMac Mortgage Investment Trust ^‡		55,281		958
Peoples Bancorp Inc/OH		18,705		595
Popular Inc		20,487		1,681
PROG Holdings Inc *		45,977		2,074
QCR Holdings Inc		4,175		234
Radian Group Inc		84,914		1,794
RBB Bancorp		4,906		129
Redwood Trust Inc ^‡		46,804		617
Republic Bancorp Inc/KY, Cl A		10,605		539
Republic First Bancorp Inc *		21,445		80
Sculptor Capital Management Inc, Cl A (B)		5,718		122
Sierra Bancorp		3,739		102
Simmons First National Corp, Cl A		43,370		1,283
SiriusPoint Ltd *		22,552		183
South Plains Financial Inc		3,343		93
Spirit of Texas Bancshares Inc		4,058		117
Starwood Property Trust Inc ^‡		168,278		4,089
Stewart Information Services Corp		1,385		110
Summit Financial Group Inc		2,954		81
Synovus Financial Corp		17,352		831
Tiptree Inc		8,692		120
Two Harbors Investment Corp ^‡		49,203		284
Umpqua Holdings Corp		208,762		4,017
United Insurance Holdings Corp		7,351		32
Universal Insurance Holdings Inc		25,645		436
Waterstone Financial Inc		6,531		143
Western Asset Mortgage Capital Corp ^‡		29,779		63
Zions Bancorp NA		12,907		815

				112,261
Health Care — 4.7%
Alkermes PLC *		7,581		176
Allscripts Healthcare Solutions Inc *		10,643		196
Amneal Pharmaceuticals Inc *		100,961		484
Atea Pharmaceuticals Inc *		3,708		33
BioDelivery Sciences International Inc *		190,940		592
Bioventus Inc, Cl A *		6,311		91
Catalyst Pharmaceuticals Inc *		27,542		186


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Co-Diagnostics Inc *(A)		113,036	$	1,009
Collegium Pharmaceutical Inc *		35,372		661
Community Health Systems Inc *		15,475		206
Computer Programs and Systems Inc *		20,363		597
Eagle Pharmaceuticals Inc/DE *		3,058		156
Emergent BioSolutions *		4,753		207
Endo International PLC *		102,313		385
Innoviva Inc *		98,304		1,696
Ironwood Pharmaceuticals Inc, Cl A *		166,479		1,941
iTeos Therapeutics Inc *		5,500		256
Ligand Pharmaceuticals Inc *		5,429		839
MEDNAX Inc *		16,235		442
National HealthCare Corp		3,532		240
NextGen Healthcare Inc *		13,285		236
Orthofix Medical Inc *		3,149		98
Owens & Minor Inc		23,121		1,006
Patterson Cos Inc		16,197		475
Prestige Consumer Healthcare Inc, Cl A *		24,392		1,479
Retractable Technologies Inc *(A)		4,489		31
Select Medical Holdings Corp		42,032		1,236
Sharps Compliance Corp *		5,385		38
Surface Oncology Inc *		8,597		41
Syneos Health Inc, Cl A *		45,091		4,630
Utah Medical Products Inc *		893		89
Vanda Pharmaceuticals Inc *		77,994		1,224

				20,976
Industrials — 14.7%
ABM Industries Inc		28,457		1,162
ACCO Brands Corp		514,352		4,249
Allison Transmission Holdings Inc		27,274		991
American Woodmark Corp *		7,405		483
Apogee Enterprises Inc		16,336		787
ArcBest Corp		19,959		2,392
Argan Inc		4,027		156
Atkore Inc *		26,666		2,965
Atlas Air Worldwide Holdings Inc *		29,544		2,781
Beacon Roofing Supply Inc *		168		10
Boise Cascade Co		10,848		772
BWX Technologies Inc, Cl W		52,102		2,495
Caesarstone Ltd		6,927		79
Colfax Corp *		115,059		5,289
Costamare Inc		12,369		156
Covenant Logistics Group Inc, Cl A *		3,310		87
Crane Co, Cl A		11,713		1,192
Deluxe Corp		13,606		437
Eagle Bulk Shipping Inc		2,500		114
EMCOR Group Inc		12,353		1,574
Encore Wire Corp		1,996		286
Ennis Inc		24,344		475
Fluor Corp *		16,945		420
Genco Shipping & Trading Ltd		4,994		80


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
GXO Logistics Inc *		30,101	$	2,734
Hawaiian Holdings Inc *		26,254		482
Heidrick & Struggles International Inc		5,474		239
Hillenbrand Inc		45,007		2,340
Hub Group Inc, Cl A *		1,102		93
Interface Inc, Cl A		42,184		673
JetBlue Airways Corp *		127,054		1,809
Kaman Corp, Cl A		36,768		1,587
KAR Auction Services Inc *		176,663		2,759
Kelly Services Inc, Cl A		44,321		743
Kforce Inc		3,629		273
ManpowerGroup Inc		7,668		746
Matson Inc		900		81
Matthews International Corp, Cl A		19,563		717
Meritor Inc *		59,378		1,471
Mesa Air Group Inc *		10,068		56
Miller Industries Inc/TN		2,469		82
Moog Inc, Cl A		13,774		1,115
MRC Global Inc *		9,307		64
Mueller Industries Inc		8,368		497
NN Inc, Cl A *		132,838		545
Park-Ohio Holdings Corp		11,948		253
Preformed Line Products Co		972		63
Primoris Services Corp		42,973		1,031
Quanex Building Products Corp		9,039		224
Resources Connection Inc		5,627		100
RR Donnelley & Sons Co *		120,880		1,361
Rush Enterprises Inc, Cl A		19,398		1,079
Rush Enterprises Inc, Cl B		1,900		103
Safe Bulkers Inc *		16,916		64
SkyWest Inc *		10,378		408
Steelcase Inc, Cl A		15,937		187
Timken Co/The		16,651		1,154
Titan Machinery Inc *		5,652		190
Trinity Industries Inc		51,432		1,553
Triton International Ltd		27,341		1,647
TrueBlue Inc *		13,321		369
Tutor Perini Corp *		11,956		148
UFP Industries Inc		3,950		363
Vectrus Inc *		5,393		247
Veritiv Corp *		516		63
Wabash National Corp		49,378		964
Werner Enterprises Inc		19,140		912
WESCO International Inc *		15,237		2,005
XPO Logistics Inc *		35,719		2,766

				65,792
Information Technology — 11.4%
ACI Worldwide Inc *		117,021		4,061
Alliance Data Systems Corp		31,414		2,091
Amkor Technology Inc		123,486		3,061
Avaya Holdings Corp *		29,245		579


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Benchmark Electronics Inc		38,182	$	1,035
Cass Information Systems Inc		3,800		149
Cirrus Logic Inc *		6,326		582
Cognyte Software Ltd *		44,540		698
Conduent Inc *		43,702		233
CSG Systems International Inc		17,466		1,006
Daktronics Inc *		11,058		56
Diodes Inc *		10,089		1,108
Ebix Inc		9,807		298
EchoStar Corp, Cl A *		11,616		306
Euronet Worldwide Inc *		18,263		2,176
Insight Enterprises Inc *		12,204		1,301
Jabil Inc		34,789		2,447
Lumentum Holdings Inc *		7,712		816
Methode Electronics Inc		25,796		1,268
NCR Corp *		23,138		930
NETGEAR Inc *		8,231		241
NetScout Systems Inc *		13,643		451
Photronics Inc *		129,327		2,438
Rimini Street Inc *		7,451		45
Sanmina Corp *		57,157		2,370
ScanSource Inc *		17,671		620
Silicon Motion Technology Corp ADR		78,751		7,484
SMART Global Holdings Inc *		1,583		112
StarTek Inc *		8,352		44
Super Micro Computer Inc *		66,600		2,927
TD SYNNEX Corp		10,047		1,149
Teledyne Technologies Inc *		4,587		2,004
TTM Technologies Inc *		68,038		1,014
Unisys Corp *		5,249		108
Verint Systems Inc *		64,287		3,376
Vishay Intertechnology Inc		97,029		2,122
Xperi Holding Corp		28,284		535

				51,241
Materials — 8.4%
AdvanSix Inc		21,249		1,004
Alamos Gold Inc, Cl A		42,621		328
Ashland Global Holdings Inc		34,948		3,762
Axalta Coating Systems Ltd *		123,308		4,084
Cabot Corp		21,980		1,235
Century Aluminum Co *		31,758		526
Chemours Co/The		22,904		769
Clearwater Paper Corp *		4,528		166
Commercial Metals Co, Cl A		111,665		4,052
FMC Corp		47,189		5,186
FutureFuel Corp		8,285		63
Greif Inc, Cl A		30,113		1,818
Huntsman Corp		30,921		1,078
Ingevity Corp *		11,011		789
Koppers Holdings Inc *		26,222		821
Kronos Worldwide Inc		1,434		21


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Louisiana-Pacific Corp		13,957	$	1,094
Minerals Technologies Inc		1,214		89
O-I Glass Inc, Cl I *		54,248		653
Rayonier Advanced Materials Inc *		17,000		97
Resolute Forest Products Inc *		92,070		1,406
Schnitzer Steel Industries Inc, Cl A		14,813		769
Schweitzer-Mauduit International Inc		14,488		433
Silgan Holdings Inc		135,479		5,804
Stepan Co		234		29
SunCoke Energy Inc		22,000		145
Tredegar Corp		8,099		96
Trinseo PLC		4,964		260
Valhi Inc		580		17
Warrior Met Coal Inc		13,755		354
Worthington Industries Inc		11,800		645

				37,593
Real Estate — 7.7%
Acadia Realty Trust ^‡		1,086		24
Alexander & Baldwin Inc ^‡		11,054		277
American Assets Trust Inc ^‡		23,777		892
Brandywine Realty Trust ^‡		63,684		855
Brixmor Property Group Inc ^‡		23,666		601
CareTrust Inc ^‡		24,704		564
Chatham Lodging Trust *^‡		34,618		475
City Office Inc ^‡		31,172		615
Corporate Office Properties Trust ^‡		25,644		717
CTO Realty Growth Inc ^‡		1,523		94
DiamondRock Hospitality Co *^‡		6,801		65
Diversified Healthcare Trust ^‡		47,926		148
Franklin Street Properties Corp ^‡		85,152		507
Gaming and Leisure Properties Inc ^‡		96,019		4,672
Global Net Lease Inc ^‡		34,674		530
Hersha Hospitality Trust, Cl A *^‡		34,997		321
Howard Hughes Corp/The *^‡		25,390		2,584
Industrial Logistics Properties Trust ^‡		29,613		742
Kite Realty Group Trust ^‡		106,741		2,325
LXP Industrial Trust, Cl B ^‡		3,503		55
Medical Properties Trust Inc ^‡		210,027		4,963
Newmark Group Inc, Cl A ^‡		228,702		4,277
Office Properties Income Trust ^‡		21,409		532
Pebblebrook Hotel Trust ^‡		4,494		101
Piedmont Office Realty Trust Inc, Cl A ^‡		73,033		1,342
PotlatchDeltic Corp ^‡		17,526		1,055
Realogy Holdings Corp *		31,745		534
Retail Value Inc *^‡		4,979		32
RLJ Lodging Trust ^‡		19,162		267
Sabra Health Care Inc ^‡		127,036		1,720
Service Properties Trust ^‡		30,253		266
Summit Hotel Properties Inc *^‡		4,100		40
Sunstone Hotel Investors Inc *^‡		18,142		213
Tanger Factory Outlet Centers Inc ^‡		48,781		940


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Uniti Group Inc ^‡		71,416	$	1,001
Urstadt Biddle Properties Inc, Cl A ^‡		7,765		165
Xenia Hotels & Resorts Inc *^‡		5,988		108

				34,619
Utilities — 1.0%
MDU Resources Group Inc		42,955		1,325
National Fuel Gas Co		29,758		1,903
Northwest Natural Holding Co		6,298		307
Portland General Electric Co		9,736		515
Southwest Gas Holdings Inc		3,316		232
Via Renewables Inc, Cl A		4,253		49

				4,331
Total Common Stock
(Cost $314,547) ($ Thousands)				439,198



AFFILIATED PARTNERSHIP — 1.1%
SEI Liquidity Fund, L.P.
0.020% **^†(C)		4,865,591		4,869


Total Affiliated Partnership
(Cost $4,867) ($ Thousands)				4,869



CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		8,401,411		8,401

Total Cash Equivalent
(Cost $8,401) ($ Thousands)				8,401


Total Investments in Securities — 100.9%
(Cost $327,815) ($ Thousands)			$	452,468

	Percentages are based on Net Assets of $448,328 ($ Thousands).
*	Non-income producing security.
**	Rate shown is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $4,839 ($ Thousands).
(B)	Security is a Master Limited Partnership. At December 31, 2021, such securities amounted to $2,657 ($ Thousands), or 0.6% of the net assets of the Fund.
(C)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $4,869 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

USD — U.S. Dollar

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

439,198

–

439,198

Affiliated Partnership

–

4,869

–

4,869

Cash Equivalent

8,401

–

8,401

Total Investments in Securities

447,599

4,869

–

452,468

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.7%

Communication Services — 1.3%
Anterix Inc *		7,337	$	431
Cars.com Inc *		39,365		633
Gogo Inc *		46,470		629
John Wiley & Sons Inc, Cl A (A)		7,770		445
TechTarget Inc *		14,630		1,400
Yelp Inc, Cl A *		13,028		472
Ziff Davis Inc *		7,068		783
ZipRecruiter, Cl A *		32,710		816

				5,609
Consumer Discretionary — 12.3%
2U Inc *		77,054		1,546
Acushnet Holdings Corp (A)		1,049		56
Arko *(A)		44,681		392
Asbury Automotive Group Inc *		7,151		1,235
Boot Barn Holdings Inc *		14,070		1,731
Boyd Gaming Corp *		6,066		398
Camping World Holdings Inc, Cl A (A)		18,498		747
Carriage Services Inc		13,938		898
Carter's Inc		7,500		759
Cavco Industries Inc *		2,379		756
Century Communities Inc (A)		6,246		511
Choice Hotels International Inc (A)		4,082		637
Clarus Corp		46,387		1,286
Cooper-Standard Holdings Inc *		30,074		674
Crocs Inc *		10,665		1,367
Everi Holdings Inc *		65,174		1,391
Frontdoor Inc *		62,012		2,273
Funko Inc, Cl A *		32,367		609
Golden Entertainment Inc *		11,177		565
Goodyear Tire & Rubber Co/The *		37,407		798
Grand Canyon Education Inc *		19,185		1,644
Green Brick Partners Inc *		19,730		598
Hanesbrands Inc (A)		111,290		1,861
Houghton Mifflin Harcourt Co *		57,085		919
Jack in the Box Inc (A)		6,940		607
Kontoor Brands Inc		4,243		217
Macy's Inc		29,043		760
Malibu Boats Inc, Cl A *(A)		11,245		773
Movado Group Inc		16,556		693
Murphy USA Inc		4,113		819
Oxford Industries Inc, Cl A		7,717		783
Papa John's International Inc, Cl A		10,155		1,355
Patrick Industries Inc		13,191		1,064
Planet Fitness Inc, Cl A *		6,657		603
PlayAGS Inc *		136,007		924
Red Rock Resorts Inc, Cl A		32,641		1,796
RH *		371		199
Sally Beauty Holdings Inc *(A)		153,235		2,829
SeaWorld Entertainment Inc *		9,138		593
Shoe Carnival Inc		35,134		1,373


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Shutterstock Inc		10,997	$	1,219
Signet Jewelers Ltd (A)		11,276		981
Skechers USA Inc, Cl A *		68,510		2,973
Skyline Champion Corp *		17,295		1,366
Sonic Automotive Inc, Cl A		8,437		417
Sonos Inc *		13,578		405
Standard Motor Products Inc		11,476		601
Steven Madden Ltd		14,048		653
Stoneridge Inc *		17,763		351
Taylor Morrison Home Corp, Cl A *		45,937		1,606
Tilly's Inc, Cl A		40,454		652
Toll Brothers Inc		6,797		492
Vista Outdoor Inc *		38,724		1,784
Winnebago Industries		5,121		384

				52,923
Consumer Staples — 1.9%
Beauty Health *(A)		27,026		653
BJ's Wholesale Club Holdings Inc *(A)		30,063		2,013
Central Garden & Pet Co, Cl A *		9,272		488
Chefs' Warehouse Inc/The *		15,267		508
Edgewell Personal Care Co		10,064		460
Inter Parfums Inc		5,666		606
MGP Ingredients Inc (A)		21,415		1,820
Primo Water Corp (B)		26,573		469
Simply Good Foods Co/The *		14,819		616
Turning Point Brands Inc (A)		14,166		535

				8,168
Energy — 3.5%
Aspen Aerogels Inc *		12,470		621
California Resources		23,851		1,019
Chesapeake Energy Corp (A)		12,487		806
Comstock Resources *(A)		127,623		1,032
Energy Fuels Inc/Canada *		50,038		382
Green Plains Inc *		10,244		356
Magnolia Oil & Gas Corp, Cl A		105,140		1,984
Matador Resources Co (A)		44,432		1,640
Nabors Industries Ltd *		2,818		228
Northern Oil and Gas		40,184		827
Oceaneering International Inc, Cl A *		73,015		826
Ovintiv Inc		46,782		1,577
PDC Energy Inc, Cl A (A)		24,941		1,217
Range Resources Corp *		31,144		555
SM Energy Co		25,680		757
Whiting Petroleum Corp *(A)		16,780		1,085

				14,912
Financials — 9.4%
Associated Banc-Corp		53,333		1,205
Axos Financial Inc *		10,345		578
Banc of California Inc		10,585		208
Banner Corp		19,298		1,171


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Build Acquisition *(B)		51,793	$	510
Cathay General Bancorp		12,010		516
CNO Financial Group Inc		15,917		379
Cohen & Steers Inc		440		41
Community Bank System Inc (A)		7,188		535
Cowen Inc, Cl A		14,110		509
Customers Bancorp Inc *		26,310		1,720
Donnelley Financial Solutions Inc *		23,004		1,084
Enterprise Financial Services Corp		10,772		507
First Bank/Hamilton NJ		21,953		318
First Financial Bankshares Inc, Cl A (A)		9,805		498
First Foundation Inc		6,467		161
First Merchants Corp		12,907		541
Fulton Financial Corp		50,504		859
Great Ajax Corp ^‡		21,937		289
Hancock Whitney Corp, Cl A		10,132		507
Hanmi Financial Corp		16,217		384
Hannon Armstrong Sustainable Infrastructure Capital Inc ^‡(A)		5,112		272
HBT Financial Inc		21,927		411
HomeStreet Inc		23,557		1,225
Houlihan Lokey Inc, Cl A		12,488		1,293
LendingClub *		22,562		545
Live Oak Bancshares Inc		10,434		911
Mercantile Bank Corp		22,352		783
Metropolitan Bank Holding Corp *		7,218		769
MGIC Investment Corp		24,246		350
Moelis & Co, Cl A		17,243		1,078
Mr Cooper Group Inc *		28,034		1,166
MVB Financial Corp		5,912		245
Navient Corp		28,406		603
Nelnet Inc, Cl A		6,375		623
OceanFirst Financial Corp		24,205		537
Oportun Financial Corp *		7,954		161
Orrstown Financial Services Inc		23,316		588
Piper Sandler Cos		6,846		1,222
Provident Financial Services Inc (A)		28,583		692
Radian Group Inc		16,584		350
RBB Bancorp		16,941		444
Regional Management Corp		1,728		99
RLI Corp		4,787		537
Selective Insurance Group Inc (A)		6,978		572
ServisFirst Bancshares Inc		11,355		964
Silvergate Capital, Cl A *		2,494		370
South Plains Financial Inc		8,114		226
Stewart Information Services Corp		19,466		1,552
Stifel Financial Corp		8,500		599
Tishman Speyer Innovation II *		63,249		623
Towne Bank/Portsmouth VA		12,724		402
Triumph Bancorp Inc *		5,866		698
Trupanion Inc *		5,605		740
United Community Banks Inc/GA		19,653		706


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Value Creation *(C)(D)		145,600	$	61
Veritex Holdings Inc		36,693		1,460
Virtus Investment Partners Inc		2,423		720
Walker & Dunlop Inc		4,810		726
Warrior Technologies Acquisition *		73,115		738
Washington Federal Inc		24,533		819
West BanCorp Inc		10,168		316
WisdomTree Investments Inc		168,312		1,030

				40,746
Health Care — 21.0%
4D Molecular Therapeutics *		31,119		683
Absci *(A)		30,354		249
Albireo Pharma Inc *(A)		30,443		709
Alector Inc *(A)		39,779		821
Amicus Therapeutics Inc *		23,513		272
AMN Healthcare Services Inc *		25,321		3,097
Antares Pharma Inc *		84,886		303
Arcus Biosciences Inc *(A)		15,207		615
Arvinas Inc *		8,054		662
Avid Bioservices Inc *		19,092		557
Axogen Inc *		60,938		571
Biohaven Pharmaceutical Holding Co Ltd *		5,137		708
Blueprint Medicines Corp *		7,474		801
C4 Therapeutics *		17,969		579
Cano Health *(A)		79,588		709
Cardiovascular Systems Inc *		34,077		640
CareDx Inc *		21,788		991
Castle Biosciences Inc *		9,781		419
Catalyst Pharmaceuticals Inc *		79,284		537
Cerevel Therapeutics Holdings *(A)		26,991		875
Codex DNA *(A)		27,008		292
Collegium Pharmaceutical Inc *(A)		19,944		373
Community Health Systems Inc *		84,727		1,128
CorVel Corp *		1,145		238
Cross Country Healthcare Inc *		51,844		1,439
CryoLife Inc *		46,721		951
Cutera Inc *		2,300		95
Cytokinetics Inc *		28,501		1,299
CytomX Therapeutics Inc *		12,255		53
DICE Therapeutics *		24,651		624
Enanta Pharmaceuticals Inc *		9,862		737
Endo International PLC *		159,449		600
Ensign Group Inc/The		20,430		1,715
Erasca *(A)		25,261		394
Evelo Biosciences *(A)		16,311		99
Foghorn Therapeutics *(A)		32,984		754
Fortress Biotech Inc *(A)		27,855		70
Halozyme Therapeutics Inc *(A)		38,975		1,567
HealthEquity Inc *		29,012		1,283
Heron Therapeutics Inc *(A)		80,462		735
ImmunoGen Inc *		43,668		324


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Inhibrx Inc *		33,689	$	1,471
Instil Bio *(A)		30,584		523
Integer Holdings Corp *		14,676		1,256
Intercept Pharmaceuticals *		52,940		862
Intra-Cellular Therapies Inc, Cl A *		12,923		676
iRadimed Corp *		10,140		469
Ironwood Pharmaceuticals Inc, Cl A *		182,438		2,127
iTeos Therapeutics Inc *		46,174		2,150
IVERIC bio Inc *		68,257		1,141
Joint Corp/The *		1,213		80
Kezar Life Sciences *		22,124		370
Kiniksa Pharmaceuticals Ltd, Cl A *(A)		106,512		1,254
Kodiak Sciences Inc *(A)		11,755		997
Krystal Biotech Inc *		4,361		305
LivaNova PLC *		9,633		842
MaxCyte *		64,227		654
MEDNAX Inc *		38,047		1,035
Medpace Holdings Inc *		7,325		1,594
Merit Medical Systems Inc *		50,535		3,148
Mesa Laboratories Inc (A)		1,102		362
ModivCare Inc *		2,486		369
Nevro Corp *		6,210		503
NextGen Healthcare Inc *		53,318		949
Olema Pharmaceuticals *		31,793		298
Omnicell Inc *(A)		18,431		3,326
Option Care Health Inc *		65,793		1,871
Organogenesis Holdings Inc, Cl A *		62,866		581
ORIC Pharmaceuticals Inc *		51,721		760
Owens & Minor Inc (A)		6,802		296
Paragon 28 *(A)		27,271		482
PMV Pharmaceuticals Inc *		20,464		473
Precision BioSciences Inc *		63,618		471
Prestige Consumer Healthcare Inc, Cl A *		41,518		2,518
Privia Health Group *		31,002		802
Progyny Inc *(A)		4,087		206
Prometheus Biosciences *(A)		17,619		697
Quidel Corp *(A)		8,436		1,139
R1 RCM Inc *		4,834		123
REGENXBIO Inc *		20,393		667
Relay Therapeutics Inc *(A)		21,594		663
Select Medical Holdings Corp		56,378		1,657
Shockwave Medical Inc *(A)		2,604		464
Sight Sciences *(A)		22,614		397
Sonendo *(A)		79,512		458
SpringWorks Therapeutics Inc *		12,964		803
STAAR Surgical Co *		1,625		148
Supernus Pharmaceuticals Inc *		24,448		713
Syneos Health Inc, Cl A *		25,008		2,568
Talis Biomedical *		41,036		165
Tandem Diabetes Care Inc *		4,568		688
TCR2 Therapeutics Inc *		70,445		328
Tenet Healthcare Corp *		27,920		2,281


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Travere Therapeutics *		29,806	$	925
uniQure *		25,185		522
US Physical Therapy Inc		10,570		1,010
Vanda Pharmaceuticals Inc *		88,833		1,394
Varex Imaging Corp *		55,374		1,747
Veracyte Inc *(A)		46,109		1,900
Viking Therapeutics Inc *		132,884		611
Vir Biotechnology *(A)		31,848		1,333
Vocera Communications Inc *		20,339		1,319
Xencor Inc *(A)		25,127		1,008

				90,517
Industrials — 18.7%
ABM Industries Inc		46,971		1,919
Acuity Brands Inc		4,197		889
ACV Auctions, Cl A *(A)		58,737		1,107
Albany International Corp, Cl A		6,108		540
Alight *		108,251		1,170
Ameresco Inc, Cl A *		7,380		601
Applied Industrial Technologies Inc, Cl A (A)		8,255		848
ArcBest Corp (A)		15,738		1,886
ASGN Inc *		6,870		848
Atkore Inc *		22,133		2,461
Atlas Air Worldwide Holdings Inc *		21,861		2,058
Avis Budget Group Inc *		2,002		415
Beacon Roofing Supply Inc *		24,517		1,406
BlueLinx Holdings *		11,713		1,122
Boise Cascade Co		19,137		1,363
Byrna Technologies *		34,893		466
Cimpress PLC *(A)		12,495		895
Clean Harbors Inc *		19,278		1,923
Costamare Inc		15,492		196
EMCOR Group Inc		17,006		2,166
Encore Wire Corp		6,803		973
Evoqua Water Technologies Corp *		15,642		731
First Advantage *		71,432		1,360
Forrester Research Inc *		33,855		1,988
Forward Air Corp		21,635		2,620
Franklin Electric Co Inc		7,025		664
GATX (A)		5,745		599
Genco Shipping & Trading Ltd		38,666		619
GMS Inc *		11,708		704
Graham Corp, Cl A		11,316		141
Heartland Express Inc		17,258		290
Heidrick & Struggles International Inc		13,399		586
Helios Technologies Inc		6,875		723
Herc Holdings Inc		11,733		1,837
Heritage-Crystal Clean Inc *		116,085		3,717
Hillenbrand Inc		34,271		1,782
Hub Group Inc, Cl A *		6,341		534
Hudson Technologies Inc *		300,415		1,334
Interface Inc, Cl A		26,272		419


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
John Bean Technologies Corp, Cl A (A)		5,913	$	908
Kforce Inc		15,712		1,182
Kirby Corp *		21,197		1,260
Knight-Swift Transportation Holdings Inc, Cl A		10,457		637
Korn Ferry		29,972		2,270
Legalzoom.com Inc *		10,279		165
Matson Inc (A)		46,655		4,200
Middleby Corp/The *		8,505		1,673
MYR Group Inc *(A)		7,831		866
NOW Inc *		56,722		484
Ritchie Bros Auctioneers Inc		40,451		2,476
Shyft Group Inc/The		6,110		300
SP Plus Corp *		24,173		682
Tennant Co (A)		24,536		1,988
Tetra Tech Inc		6,597		1,120
Textainer Group Holdings Ltd (A)		17,754		634
Titan Machinery Inc *		24,117		812
TriNet Group Inc *		36,267		3,455
Triton International Ltd		25,587		1,541
TrueBlue Inc *(A)		76,729		2,123
UFP Industries Inc		6,012		553
Veritiv Corp *		5,776		708
Vicor Corp *		3,596		457
Watts Water Technologies Inc, Cl A		3,673		713
WESCO International Inc *		6,769		891
WillScot Mobile Mini Holdings, Cl A *		47,575		1,943
Zurn Water Solutions		23,926		871

				80,812
Information Technology — 22.0%
8x8 Inc *		72,336		1,212
A10 Networks Inc		82,013		1,360
Actua Corp *(C)		105,055		1
ADTRAN Inc		28,557		652
Alarm.com Holdings Inc *(A)		8,038		682
Alkami Technology *		28,976		581
Allegro MicroSystems Inc *		35,115		1,270
Alpha & Omega Semiconductor Ltd *		30,193		1,828
Altair Engineering Inc, Cl A *		7,627		590
Ambarella Inc *		9,112		1,849
Arlo Technologies *		47,305		496
Asure Software Inc *		64,719		507
Avid Technology Inc *		13,910		453
Axcelis Technologies Inc *		12,087		901
Belden Inc		24,006		1,578
Blackbaud Inc, Cl A *		6,164		487
Calix Inc *		24,445		1,955
ChannelAdvisor Corp *		35,091		866
Ciena Corp *		8,414		648
Cirrus Logic Inc *		4,592		423
Clearfield *		14,243		1,202


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Consensus Cloud Solutions *(A)		11,260	$	652
CTS Corp		71,877		2,639
Datto Holding Corp *		57,664		1,519
Digital Turbine Inc *(A)		8,751		534
DigitalOcean Holdings *		6,851		550
Diodes Inc *		22,226		2,441
Domo Inc, Cl B *		2,203		109
EMCORE Corp *		72,657		507
EVERTEC Inc		20,287		1,014
ExlService Holdings Inc *		15,159		2,195
Extreme Networks Inc *		126,079		1,979
ForgeRock, Cl A *(A)		16,912		451
Grid Dynamics Holdings *		20,284		770
Harmonic Inc, Cl A *		124,772		1,467
Ichor Holdings Ltd *		12,124		558
Impinj Inc *		8,168		724
Informatica Inc, Cl A (A)		12,137		449
International Money Express Inc *		30,753		491
Jabil Inc		8,648		608
Juniper Networks Inc		17,214		615
KnowBe4, Cl A *		12,912		296
Kulicke & Soffa Industries Inc (A)		31,597		1,913
Latch *(A)		79,532		602
Lattice Semiconductor Corp *		27,545		2,123
Littelfuse Inc		2,277		716
MACOM Technology Solutions Holdings Inc *		5,711		447
Manhattan Associates Inc *		9,055		1,408
MaxLinear, Cl A *		18,352		1,383
Mimecast Ltd *		43,051		3,426
Model N Inc *		33,091		994
Momentive Global *		124,301		2,629
New Relic Inc *		5,496		604
Novanta Inc *		6,747		1,190
Onto Innovation Inc *		22,115		2,239
PDF Solutions Inc *		15,594		496
Perficient Inc *		24,009		3,104
Photronics Inc *		57,493		1,084
Ping Identity Holding Corp *		61,272		1,402
Power Integrations Inc		10,638		988
Progress Software Corp		26,385		1,274
Pure Storage Inc, Cl A *		19,168		624
Qualys Inc *(A)		4,893		671
Rambus Inc *		23,436		689
Rapid7 Inc *		10,158		1,195
Rimini Street Inc *		23,561		141
Silicon Laboratories Inc *(A)		3,540		731
SiTime Corp *		4,436		1,298
SMART Global Holdings Inc *		25,665		1,822
Sprout Social Inc, Cl A *		6,451		585
SPS Commerce Inc *		9,229		1,314
Sumo Logic *		25,894		351


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Super Micro Computer Inc *		46,838	$	2,058
Synaptics Inc *		7,168		2,075
TTEC Holdings Inc		17,533		1,588
Ultra Clean Holdings Inc *		22,971		1,318
Upland Software Inc *		39,782		714
Verint Systems Inc *		26,109		1,371
Veritone *(A)		26,748		601
Verra Mobility Corp, Cl A *		32,765		506
Vertex, Cl A *		40,925		649
Viavi Solutions Inc *		68,111		1,200
Vishay Intertechnology Inc (A)		87,630		1,917
Weave Communications *		20,835		316
Workiva Inc, Cl A *		12,198		1,592
Zuora Inc, Cl A *		84,729		1,583

				95,040
Materials — 2.8%
AdvanSix Inc		18,515		875
Ashland Global Holdings Inc		5,111		550
Balchem Corp		5,542		934
Commercial Metals Co, Cl A		40,198		1,459
Huntsman Corp		14,105		492
Livent Corp *		29,979		731
Louisiana-Pacific Corp		2,540		199
Materion Corp		5,922		544
Olin Corp		11,371		654
Orion Engineered Carbons (A)		35,868		658
Ranpak Holdings Corp, Cl A *		33,790		1,270
Schnitzer Steel Industries Inc, Cl A (A)		13,367		694
Sealed Air Corp		9,706		655
Sensient Technologies Corp		5,163		517
Summit Materials Inc, Cl A *		15,167		609
Trinseo PLC (A)		22,794		1,196

				12,037
Real Estate — 4.3%
Centerspace ^‡(A)		6,371		707
CorePoint Lodging *^‡		9,458		149
Cushman & Wakefield PLC *^‡		24,604		547
Easterly Government Properties Inc, Cl A ^‡		19,409		445
EastGroup Properties Inc ^‡		9,370		2,135
First Industrial Realty Trust Inc ^‡		9,595		635
Four Corners Property Trust Inc ^‡		16,726		492
Gladstone Land Corp ^‡		22,525		760
Independence Realty Trust ^‡		82,976		2,143
Life Storage Inc ^‡		4,183		641
National Storage Affiliates Trust ^‡		34,408		2,381
Newmark Group Inc, Cl A ^‡		81,085		1,516
NexPoint Residential Trust Inc ^‡		8,095		679
Pebblebrook Hotel Trust ^‡(A)		28,474		637
RE/MAX Holdings Inc, Cl A ^‡		28,625		873
Rexford Industrial Realty Inc ^‡		8,827		716
RPT Realty ^‡		51,528		689


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SITE Centers Corp ^‡		64,434	$	1,020
St Joe Co/The ^‡(A)		2,825		147
Tanger Factory Outlet Centers Inc ^‡(A)		19,000		366
Terreno Realty Corp ^‡		7,545		644
Uniti Group Inc ^‡(A)		9,381		131

				18,453
Utilities — 0.5%
Chesapeake Utilities Corp		3,873		565
Clearway Energy Inc, Cl A		14,582		488
Otter Tail Corp		11,753		839
Portland General Electric Co		7,094		376

				2,268
Total Common Stock
(Cost $338,112) ($ Thousands)				421,485



AFFILIATED PARTNERSHIP — 15.7%
SEI Liquidity Fund, L.P.
0.020% **^†(E)		67,687,548		67,697


Total Affiliated Partnership
(Cost $67,701) ($ Thousands)				67,697



CASH EQUIVALENT — 2.3%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		9,797,334		9,797

Total Cash Equivalent
(Cost $9,797) ($ Thousands)				9,797


Total Investments in Securities — 115.7%
(Cost $415,610) ($ Thousands)			$	498,979

	Percentages are based on Net Assets of $431,103 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $64,407 ($ Thousands).
(B)	Securities considered illiquid. The total value of such securities as of December 31, 2021 was $979 ($ Thousands) and represented 0.2% of the Net Assets of the Fund.
(C)	Level 3 security in accordance with fair value hierarchy.
(D)	Securities considered restricted. The total market value of such securities as of December 31, 2021 was $61 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)⁽¹⁾		Total ($)
Common Stock		421,423		–		62		421,485
Affiliated Partnership		–		67,697		–		67,697
Cash Equivalent		9,797		–		–		9,797
Total Investments in Securities		431,220		67,697		62		498,979

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the period in relation to the net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

For the period ended December 31, 2021, there have been no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.6%

Communication Services — 5.6%
Cable One Inc		1,150	$	2,028
Cargurus Inc, Cl A *		22,446		755
Cinemark Holdings Inc *		430,080		6,933
Cogent Communications Holdings Inc		18,392		1,346
Electronic Arts Inc		2,290		302
IAC/InterActiveCorp *		3,105		406
iHeartMedia Inc *		50,811		1,069
Interpublic Group of Cos Inc/The		24,754		927
John Wiley & Sons Inc, Cl A		91,526		5,242
Liberty Latin America Ltd, Cl C *		93,159		1,062
Lions Gate Entertainment Corp, Cl A *		439,020		7,305
Match Group Inc *		1,449		192
Nexstar Media Group Inc, Cl A		68,960		10,411
Ooma Inc *		12,922		264
Take-Two Interactive Software Inc, Cl A *		3,431		610
TechTarget Inc *		534		51
World Wrestling Entertainment Inc, Cl A		28,861		1,424
Ziff Davis Inc *		178,049		19,739

				60,066
Consumer Discretionary — 10.0%
1-800-Flowers.com Inc, Cl A *		20,866		488
Advance Auto Parts Inc		10,274		2,465
American Eagle Outfitters Inc (A)		184,000		4,659
America's Car-Mart Inc/TX *		5,643		578
Asbury Automotive Group Inc *		3,907		675
AutoNation Inc *		1,730		202
Bloomin' Brands Inc *		164,957		3,461
Boot Barn Holdings Inc *		8,000		984
Bright Horizons Family Solutions Inc *		1,538		194
Brinker International Inc *		96,417		3,528
CarParts.com Inc *		26,372		295
Carriage Services Inc		26,433		1,703
Carter's Inc		10,264		1,039
Cavco Industries Inc *		4,550		1,445
Century Communities Inc		15,398		1,259
Clarus Corp		20,000		554
Crocs Inc *		5,724		734
Dave & Buster's Entertainment Inc *		43,840		1,683
Deckers Outdoor Corp *		3,400		1,245
Dorman Products Inc *		2,086		236
Etsy Inc *		25,651		5,616
Everi Holdings Inc *		18,348		392
Golden Entertainment Inc *		27,272		1,378
Group 1 Automotive Inc		4,472		873
Haverty Furniture Cos Inc		17,831		545
Helen of Troy Ltd *		11,676		2,854
Hibbett Inc		17,681		1,272
Hilton Grand Vacations Inc *		15,934		830
Inspired Entertainment Inc *		43,346		562
Kontoor Brands Inc		12,635		648


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LCI Industries		24,809	$	3,867
Lithia Motors Inc, Cl A		24,454		7,262
LKQ Corp		58,818		3,531
Macy's Inc		37,996		995
Modine Manufacturing Co *		557,125		5,621
Monarch Casino & Resort Inc *		15,917		1,177
Movado Group Inc		18,795		786
Murphy USA Inc		5,255		1,047
Ollie's Bargain Outlet Holdings Inc *		3,893		199
Overstock.com *		8,538		504
Oxford Industries Inc, Cl A		14,810		1,503
Papa John's International Inc, Cl A		12,000		1,602
Pool Corp		16,836		9,529
Rent-A-Center Inc/TX		16,566		796
SeaWorld Entertainment Inc *		21,440		1,391
Service Corp International/US		8,000		568
Signet Jewelers Ltd		15,111		1,315
Skechers USA Inc, Cl A *		37,863		1,643
Skyline Champion Corp *		15,016		1,186
Sleep Number Corp *		1,260		96
Sonos Inc *		24,186		721
Standard Motor Products Inc		10,345		542
Steven Madden Ltd		21,598		1,004
Stride *		41,300		1,377
Taylor Morrison Home Corp, Cl A *		95,826		3,350
Urban Outfitters Inc *		72,105		2,117
Vail Resorts Inc		9,517		3,121
Vera Bradley Inc *		370,157		3,150
Victoria's Secret & Co *		37,755		2,097
Whirlpool Corp		3,320		779
Williams-Sonoma Inc		7,799		1,319
XPEL Inc *		10,021		684

				107,276
Consumer Staples — 3.9%
BJ's Wholesale Club Holdings Inc *		24,382		1,633
Casey's General Stores Inc		6,437		1,270
Celsius Holdings Inc *		8,979		670
Central Garden & Pet Co, Cl A *		27,121		1,298
Coca-Cola Consolidated Inc		2,500		1,548
Darling Ingredients Inc *		16,819		1,165
Flowers Foods Inc		23,770		653
Freshpet Inc *		8,866		845
Hostess Brands Inc, Cl A *		347,000		7,086
Ingles Markets Inc, Cl A		6,621		572
Ingredion Inc		9,898		956
Inter Parfums Inc		3,337		357
J & J Snack Foods Corp		7,030		1,110
John B Sanfilippo & Son Inc		13,714		1,236
Kroger Co/The		6,156		279
Lancaster Colony Corp		5,300		878
Medifast Inc		25,737		5,390


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Performance Food Group Co *		6,364	$	292
Pilgrim's Pride Corp *		9,082		256
Post Holdings Inc *		7,519		848
PriceSmart Inc		12,923		946
Sanderson Farms Inc		680		130
Seaboard Corp		144		567
Seneca Foods Corp, Cl A *		315		15
Spectrum Brands Holdings Inc		50,526		5,139
Sprouts Farmers Market Inc *		27,834		826
Universal Corp/VA		18,077		993
US Foods Holding Corp *		10,313		359
USANA Health Sciences Inc *		7,864		796
Vector Group Ltd		87,697		1,007
Village Super Market Inc, Cl A		15,188		355
WD-40 Co		2,556		625
Weis Markets Inc		27,069		1,783

				41,883
Energy — 2.9%
ChampionX Corp *		42,026		849
Coterra Energy Inc		133,993		2,546
Delek US Holdings Inc *		442,195		6,629
DT Midstream Inc		55,000		2,639
HollyFrontier Corp		22,221		728
Magnolia Oil & Gas Corp, Cl A		123,357		2,328
Marathon Petroleum Corp		7,296		467
Ovintiv Inc		27,987		943
Peabody Energy Corp *		95,481		961
Pioneer Natural Resources Co		13,312		2,421
Rattler Midstream LP (B)		197,239		2,245
SilverBow Resources Inc *		39,939		869
Southwestern Energy Co *		759,143		3,538
Viper Energy Partners LP (B)		185,573		3,955

				31,118
Financials — 17.0%
Affiliated Managers Group Inc		1,488		245
Alleghany Corp *		1,001		668
Allstate Corp/The		1,408		166
A-Mark Precious Metals *		7,917		484
American Equity Investment Life Holding Co		153,804		5,986
American Financial Group Inc/OH		13,674		1,878
Ameriprise Financial Inc		4,701		1,418
Arch Capital Group Ltd *		10,008		445
Argo Group International Holdings Ltd		87,606		5,091
Arrow Financial Corp		20,564		724
Artisan Partners Asset Management Inc, Cl A		10,919		520
AssetMark Financial Holdings *		83,328		2,184
Assurant Inc		5,558		866
Axos Financial Inc *		48,113		2,690
Bank OZK		55,988		2,605
BankUnited Inc		129,943		5,498


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BGC Partners Inc, Cl A		1,099,126	$	5,111
Brown & Brown Inc		8,000		562
Byline Bancorp Inc		51,814		1,417
Camden National Corp		18,864		908
Canadian Imperial Bank of Commerce		3,321		387
Capital City Bank Group Inc		9,652		255
Cathay General Bancorp		16,447		707
Cboe Global Markets Inc		367		48
CNB Financial Corp/PA		44,272		1,173
CNO Financial Group Inc		289,034		6,891
Cohen & Steers Inc		2,907		269
Columbia Banking System Inc		130,235		4,261
Columbia Financial Inc *		91,296		1,904
Community Trust Bancorp Inc		27,038		1,179
Consumer Portfolio Services *		21,424		254
Customers Bancorp Inc *		9,126		597
Diamond Hill Investment Group Inc		2,001		389
Donnelley Financial Solutions Inc *		73,202		3,451
Eagle Bancorp Inc		29,167		1,702
Employers Holdings Inc		17,888		740
Everest Re Group Ltd		6,060		1,660
FactSet Research Systems Inc		2,257		1,097
Farmers National Banc Corp		24,544		455
Financial Institutions Inc		51,330		1,632
First American Financial Corp		3,200		250
First BanCorp/Puerto Rico		40,000		551
First Citizens BancShares Inc/NC, Cl A		775		643
First Commonwealth Financial Corp		316,920		5,099
First Community Bankshares Inc		66,479		2,222
First Merchants Corp		77,646		3,253
First Midwest Bancorp Inc/IL		99,931		2,047
FirstCash Holdings		6,000		449
FNB Corp/PA		494,669		6,000
Focus Financial Partners Inc, Cl A *		9,055		541
Glacier Bancorp Inc, Cl A		18,951		1,075
Great Southern Bancorp Inc		13,042		773
Great Western Bancorp Inc		83,946		2,851
Green Dot Corp, Cl A *		30,284		1,097
Hanover Insurance Group Inc/The, Cl A		25,705		3,369
HomeStreet Inc		10,400		541
HomeTrust Bancshares Inc		4,975		154
Horace Mann Educators Corp, Cl A		21,962		850
Houlihan Lokey Inc, Cl A		8,726		903
Independent Bank Corp/MI		15,560		371
LendingClub *		20,000		484
Lincoln National Corp		3,278		224
MarketAxess Holdings Inc		350		144
MBIA *		43,517		687
Merchants Bancorp/IN		39,594		1,874
Mercury General Corp		3,404		181
Moelis & Co, Cl A		12,000		750
Morgan Stanley		7,661		752


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Morningstar Inc, Cl A		5,718	$	1,955
OFG Bancorp		133,441		3,544
Origin Bancorp Inc		54,010		2,318
Pacific Premier Bancorp Inc		84,780		3,394
PacWest Bancorp		433,442		19,579
PCSB Financial Corp		20,078		382
Piper Sandler Cos		13,823		2,468
PJT Partners Inc		16,396		1,215
Popular Inc		11,261		924
PROG Holdings Inc *		84,705		3,821
Provident Financial Services Inc		24,819		601
Reinsurance Group of America Inc, Cl A		7,938		869
RenaissanceRe Holdings Ltd		7,345		1,244
Republic Bancorp Inc/KY, Cl A		10,585		538
Safety Insurance Group Inc		7,585		645
Selective Insurance Group Inc		19,688		1,613
ServisFirst Bancshares Inc		26,000		2,208
Sierra Bancorp		36,085		980
Starwood Property Trust Inc ^‡		310,592		7,547
Stewart Information Services Corp		21,161		1,687
Stifel Financial Corp		5,705		402
SVB Financial Group, Cl B *		3,699		2,509
Towne Bank/Portsmouth VA		64,456		2,036
TPG RE Finance Trust Inc ^‡		58,414		720
TriCo Bancshares		22,196		954
UMH Properties ^‡		42,338		1,157
Umpqua Holdings Corp		229,225		4,410
United Fire Group Inc		57,059		1,323
Univest Financial Corp		60,000		1,795
Virtus Investment Partners Inc		4,899		1,455
Waterstone Financial Inc		67,740		1,481

				182,426
Health Care — 10.3%
ABIOMED Inc *		967		347
ACADIA Pharmaceuticals Inc *		33,435		780
Aerie Pharmaceuticals Inc *		66,443		466
Albireo Pharma Inc *		6,216		145
AmerisourceBergen Corp, Cl A		4,713		626
AMN Healthcare Services Inc *		37,327		4,566
AnaptysBio Inc *		9,019		313
Apollo Endosurgery *		204,136		1,721
Arcutis Biotherapeutics *		16,936		351
Arena Pharmaceuticals Inc *		15,000		1,394
Ascendis Pharma ADR *		8,000		1,076
AtriCure Inc *		14,000		973
BioDelivery Sciences International Inc *		162,886		505
Biohaven Pharmaceutical Holding Co Ltd *		10,301		1,420
Bio-Techne Corp		3,600		1,862
Blueprint Medicines Corp *		7,000		750
Bruker Corp		6,000		503
Catalent Inc *		16,500		2,113


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Charles River Laboratories International Inc *		7,525	$	2,835
Chemed Corp		5,665		2,997
Co-Diagnostics Inc *(A)		256,416		2,290
Collegium Pharmaceutical Inc *		8,919		167
Computer Programs and Systems Inc *		21,134		619
CorVel Corp *		3,132		651
Cross Country Healthcare Inc *		66,165		1,837
Eagle Pharmaceuticals Inc/DE *		5,937		302
Emergent BioSolutions Inc *		33,770		1,468
Encompass Health Corp		19,928		1,301
Ensign Group Inc/The		4,885		410
Fate Therapeutics Inc *		11,655		682
Global Blood Therapeutics Inc *		23,123		677
Globus Medical Inc, Cl A *		14,804		1,069
HealthStream Inc *		21,679		571
Heska Corp *		167		30
ICON PLC *		7,886		2,442
ICU Medical Inc *		5,669		1,346
IDEXX Laboratories Inc *		458		302
Incyte Corp *		3,300		242
Insmed Inc *		31,452		857
Inspire Medical Systems Inc *		5,312		1,222
Intellia Therapeutics Inc *		4,576		541
iTeos Therapeutics Inc *		33,000		1,537
Jazz Pharmaceuticals PLC *		5,000		637
Karyopharm Therapeutics Inc *		174,871		1,124
Kiniksa Pharmaceuticals Ltd, Cl A *		28,465		335
LeMaitre Vascular Inc		467		23
LHC Group Inc *		6,905		948
Ligand Pharmaceuticals Inc *		28,582		4,415
Masimo Corp *		3,863		1,131
Medpace Holdings Inc *		12,087		2,631
MeiraGTx Holdings plc *		11,243		267
Merit Medical Systems Inc *		18,000		1,121
Mettler-Toledo International Inc *		411		698
ModivCare Inc *		4,264		632
Molina Healthcare Inc *		5,750		1,829
Myriad Genetics Inc *		53,393		1,474
National HealthCare Corp		12,608		857
Natus Medical Inc *		29,663		704
Neogen Corp, Cl B *		8,052		366
NeoGenomics Inc *		18,676		637
Neurocrine Biosciences Inc *		10,038		855
NextGen Healthcare Inc *		8,065		144
Novocure Ltd *		2,480		186
Omnicell Inc *		5,263		950
OptimizeRx Corp *		12,618		784
Option Care Health Inc *		42,714		1,215
Ortho Clinical Diagnostics Holdings *		40,544		867
Orthofix Medical Inc *		14,375		447
Pacira BioSciences Inc *		44,489		2,677


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Penumbra Inc *		1,427	$	410
PerkinElmer Inc		12,707		2,555
Phibro Animal Health Corp, Cl A		32,589		665
Premier Inc, Cl A		80,870		3,329
Prestige Consumer Healthcare Inc, Cl A *		46,904		2,845
Prothena Corp PLC *		24,889		1,230
Puma Biotechnology Inc *		242,641		738
Repligen Corp *		6,804		1,802
Revance Therapeutics Inc *		82,213		1,342
Shockwave Medical Inc *		6,948		1,239
SIGA Technologies Inc *		10,625		80
Supernus Pharmaceuticals Inc *		34,658		1,011
Sutro Biopharma Inc *		14,443		215
Syneos Health Inc, Cl A *		96,849		9,944
Teleflex Inc		8,291		2,723
Tenet Healthcare Corp *		13,477		1,101
United Therapeutics Corp *		7,055		1,525
Utah Medical Products Inc *		6,164		616
Vir Biotechnology *		7,158		300
Vocera Communications Inc *		7,298		473
Xencor Inc *		5,719		229

				108,632
Industrials — 15.0%
A O Smith Corp		4,400		378
ACCO Brands Corp		864,851		7,144
Advanced Drainage Systems Inc		16,174		2,202
AECOM		13,579		1,050
Applied Industrial Technologies Inc, Cl A		12,000		1,232
ArcBest Corp		17,512		2,099
Armstrong World Industries Inc		25,821		2,998
Atkore Inc *		40,352		4,487
Atlas Air Worldwide Holdings Inc *		53,933		5,076
Boise Cascade Co		4,228		301
Builders FirstSource Inc *		23,370		2,003
BWX Technologies Inc, Cl W		64,000		3,064
Casella Waste Systems Inc, Cl A *		5,000		427
CBIZ Inc *		2,449		96
Cintas Corp		3,186		1,412
Clean Harbors Inc *		7,022		701
Colfax Corp *		192,422		8,846
CoStar Group Inc *		44,460		3,514
CRA International Inc		11,678		1,090
CSW Industrials Inc		1,824		220
Curtiss-Wright Corp		15,306		2,122
EMCOR Group Inc		19,007		2,421
Ennis Inc		34,657		677
Evoqua Water Technologies Corp *		9,047		423
Exponent Inc		30,000		3,502
Forrester Research Inc *		9,468		556
Franklin Covey Co *		1,977		92
Franklin Electric Co Inc		10,000		946


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
FTI Consulting Inc *		10,890	$	1,671
GMS Inc *		5,209		313
Gorman-Rupp Co/The		8,693		387
GXO Logistics Inc *		78,605		7,140
Helios Technologies Inc		11,524		1,212
Heritage-Crystal Clean Inc *		29,302		938
Hillenbrand Inc		8,146		424
Hub Group Inc, Cl A *		12,964		1,092
IAA Inc *		84,934		4,299
ICF International Inc, Cl A		4,655		477
IDEX Corp		4,000		945
JetBlue Airways Corp *		289,186		4,118
Kadant Inc		16,160		3,725
Kaman Corp, Cl A		59,436		2,565
KAR Auction Services Inc *		294,197		4,595
Kforce Inc		10,057		757
L3Harris Technologies Inc		2,036		434
Landstar System Inc		8,600		1,540
ManTech International Corp/VA, Cl A		12,947		944
Masonite International Corp *		37,876		4,467
Matson Inc		26,632		2,398
Matthews International Corp, Cl A		51,225		1,878
Meritor Inc *		39,622		982
MSA Safety Inc		10,698		1,615
MSC Industrial Direct Co Inc, Cl A		3,679		309
MYR Group Inc *		22,025		2,435
NN Inc, Cl A *		364,393		1,494
Old Dominion Freight Line Inc, Cl A		9,957		3,568
Park Aerospace Corp		17,195		227
Radiant Logistics Inc *		49,017		357
RBC Bearings Inc *		4,000		808
Regal Beloit		4,682		797
Resources Connection Inc		21,841		390
Rush Enterprises Inc, Cl A		38,922		2,166
Saia Inc *		7,000		2,359
Schneider National Inc, Cl B		13,231		356
Science Applications International Corp		10,962		916
Shyft Group Inc/The		28,592		1,405
Simpson Manufacturing Co Inc		8,867		1,233
SiteOne Landscape Supply Inc *		1,533		371
SPX FLOW Inc		19,418		1,679
Standex International Corp		5,842		646
Tetra Tech Inc		27,739		4,710
Textainer Group Holdings Ltd		56,064		2,002
Toro Co/The		2,800		280
Trinity Industries Inc		142,479		4,303
TrueBlue Inc *		35,900		993
UFP Industries Inc		9,396		865
United Rentals Inc *		4,375		1,454
Vicor Corp *		8,907		1,131
Werner Enterprises Inc		29,446		1,403
WESCO International Inc *		59,000		7,764


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Westinghouse Air Brake Technologies Corp		3,600	$	332
XPO Logistics Inc *		71,612		5,545
Zurn Water Solutions		21,000		764

				161,057
Information Technology — 19.1%
A10 Networks Inc		136,224		2,259
ACI Worldwide Inc *		348,764		12,102
Agilysys Inc *		13,470		599
Alliance Data Systems Corp		90,352		6,015
Alpha & Omega Semiconductor Ltd *		39,527		2,394
Ambarella Inc *		3,720		755
Amdocs Ltd		14,000		1,048
American Software Inc/GA, Cl A		30,440		797
Amkor Technology Inc		50,512		1,252
ANSYS Inc *		2,600		1,043
Arista Networks Inc *		9,952		1,431
Arrow Electronics Inc, Cl A *		5,000		671
Aspen Technology Inc *		25,476		3,877
Avid Technology Inc *		29,838		972
Axcelis Technologies Inc *		22,971		1,713
Belden Inc		21,158		1,391
Broadridge Financial Solutions Inc		1,700		311
Cadence Design Systems Inc *		12,100		2,255
Calix Inc *		48,212		3,855
Cass Information Systems Inc		9,000		354
ChannelAdvisor Corp *		51,607		1,274
CommVault Systems Inc *		26,733		1,842
Conduent Inc *		11,295		60
Consensus Cloud Solutions *		40,554		2,347
CoreCard *		358		14
CSG Systems International Inc		16,561		954
Diodes Inc *		15,000		1,647
Entegris Inc		17,353		2,405
EPAM Systems Inc *		5,310		3,549
ePlus Inc *		7,714		416
Euronet Worldwide Inc *		49,026		5,842
EVERTEC Inc		63,730		3,185
ExlService Holdings Inc *		24,383		3,530
Extreme Networks Inc *		128,668		2,020
F5 Inc, Cl A *		5,000		1,224
Fabrinet *		5,000		592
Fair Isaac Corp *		2,500		1,084
Gartner Inc *		1,518		507
Genpact Ltd		30,604		1,625
Global Payments Inc		1,009		136
Globant SA *		4,500		1,413
GreenSky Inc, Cl A *		106,507		1,210
Hackett Group Inc/The		37,239		764
Ichor Holdings Ltd *		16,589		764
II-VI Inc *		15,210		1,039
Information Services Group Inc		152,310		1,161


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Insight Enterprises Inc *		21,641	$	2,307
International Money Express Inc *		1,250		20
Lattice Semiconductor Corp *		37,782		2,911
Lumentum Holdings Inc *		21,910		2,317
MACOM Technology Solutions Holdings Inc *		12,485		978
Manhattan Associates Inc *		10,280		1,598
MAXIMUS Inc		35,530		2,831
MaxLinear, Cl A *		10,848		818
MicroStrategy Inc, Cl A *		726		395
Model N Inc *		21,638		650
Monolithic Power Systems Inc		6,335		3,125
NCR Corp *		26,596		1,069
Nuance Communications Inc *		17,654		977
NVE Corp		9,565		653
ON Semiconductor Corp *		106,610		7,241
Onto Innovation Inc *		10,000		1,012
OSI Systems Inc *		184		17
Palo Alto Networks Inc *		786		438
Perficient Inc *		12,505		1,617
Photronics Inc *		204,266		3,850
Power Integrations Inc		20,000		1,858
Progress Software Corp		5,788		279
PTC Inc *		19,109		2,315
Qualys Inc *		14,326		1,966
Rackspace Technology Inc *		114,991		1,549
Radware Ltd *		26,112		1,087
Rambus Inc *		12,784		376
RingCentral Inc, Cl A *		773		145
ScanSource Inc *		11,599		407
Semtech Corp *		69,289		6,162
Shutterstock Inc		21,003		2,329
Silicon Motion Technology Corp ADR		212,305		20,175
SiTime Corp *		5,000		1,463
SolarWinds Corp *		372		5
SPS Commerce Inc *		16,563		2,358
Super Micro Computer Inc *		174,172		7,655
Synaptics Inc *		4,000		1,158
Synopsys Inc *		5,999		2,211
Teledyne Technologies Inc *		16,712		7,301
Tenable Holdings Inc *		29,500		1,625
Teradyne Inc		11,312		1,850
Trade Desk Inc/The, Cl A *		18,960		1,737
TTEC Holdings Inc		31,473		2,850
Tucows Inc, Cl A *		1,294		108
Tyler Technologies Inc *		4,508		2,425
Usio *		222,441		970
Verint Systems Inc *		112,718		5,919
Vishay Intertechnology Inc		40,164		878
Wix.com Ltd *		15,023		2,371


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WNS Holdings Ltd ADR *		26,370	$	2,326

				204,380
Materials — 6.4%
Albemarle Corp		4,500		1,052
Ashland Global Holdings Inc		55,852		6,013
Avery Dennison Corp		2,472		535
Avient Corp		22,000		1,231
Axalta Coating Systems Ltd *		164,272		5,441
B2Gold Corp		128,103		503
Balchem Corp		20,761		3,500
Century Aluminum Co *		184,374		3,053
Chase		16,995		1,692
Commercial Metals Co, Cl A		248,063		9,002
Crown Holdings Inc		4,800		531
FMC Corp		89,883		9,877
Fortitude Gold Corp		40,846		270
Hawkins Inc		12,136		479
Hecla Mining Co		35,348		185
Ingevity Corp *		36,000		2,581
Louisiana-Pacific Corp		15,859		1,243
Materion Corp		9,421		866
NewMarket Corp		5,572		1,910
Novagold Resources Inc *		94,000		645
Packaging Corp of America		2,600		354
Ramaco Resources		93,658		1,274
Resolute Forest Products Inc *		84,330		1,288
Royal Gold Inc, Cl A		8,757		921
Silgan Holdings Inc		270,689		11,596
Stepan Co		9,000		1,119
TriMas Corp		23,190		858

				68,019
Real Estate — 6.5%
Acadia Realty Trust ^‡		70,589		1,541
Armada Hoffler Properties Inc ^‡		4,176		64
Camden Property Trust ^‡		13,101		2,341
CatchMark Timber Trust Inc, Cl A ^‡		84,268		734
Centerspace ^‡		15,417		1,710
City Office REIT Inc ^‡		17,779		351
Community Healthcare Trust Inc ^‡		384		18
CorePoint Lodging *^‡		35,250		553
CubeSmart ^‡		15,004		854
Douglas Elliman *^‡		43,849		504
EastGroup Properties Inc ^‡		14,800		3,372
Equity LifeStyle Properties ^‡		20,564		1,803
First Industrial Realty Trust Inc ^‡		24,000		1,589
FRP Holdings Inc *		4,575		264
Gaming and Leisure Properties Inc ^‡		167,435		8,147
Getty Realty Corp ^‡		28,351		910
Gladstone Commercial Corp ^‡		33,797		871
Howard Hughes Corp/The *^‡		55,490		5,648
Independence Realty Trust ^‡		113,415		2,930


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Invitation Homes Inc ^‡		32,569	$	1,477
Kennedy-Wilson Holdings Inc ^‡		67,500		1,612
Kite Realty Group Trust ^‡		45,076		982
Life Storage Inc ^‡		4,650		712
Medical Properties Trust Inc ^‡		410,854		9,708
Monmouth Real Estate Investment Corp, Cl A ^‡		33,371		701
National Storage Affiliates Trust ^‡		25,689		1,778
Newmark Group Inc, Cl A ^‡		522,268		9,766
Outfront Media Inc ^‡		49,774		1,335
PS Business Parks Inc ^‡		6,125		1,128
RMR Group Inc/The, Cl A ^‡		23,159		803
RPT Realty ^‡		148,901		1,992
Saul Centers Inc ^‡		24,768		1,313
Sun Communities Inc ^‡		1,653		347
Terreno Realty Corp ^‡		15,348		1,309
Urstadt Biddle Properties Inc, Cl A ^‡		3,115		66
Ventas Inc ^‡		7,436		380

				69,613
Utilities — 1.9%
American States Water Co		6,000		621
Artesian Resources Corp, Cl A		30,081		1,394
Brookfield Infrastructure, Cl A		8,000		546
Brookfield Renewable Corp, Cl A		18,000		663
California Water Service Group, Cl A		2,471		178
Chesapeake Utilities Corp		6,037		880
Hawaiian Electric Industries Inc		21,153		878
IDACORP Inc, Cl A		10,909		1,236
MDU Resources Group Inc		14,335		442
MGE Energy Inc		21,134		1,738
Middlesex Water Co		22,660		2,726
NiSource Inc		15,000		414
Northwest Natural Holding Co		1,724		84
NorthWestern Corp		5,270		301
Otter Tail Corp		29,000		2,071
Portland General Electric Co		43,378		2,296
SJW Group		8,500		622
Spire Inc		16,000		1,043
UGI Corp		6,450		296
Unitil Corp		11,188		515
York Water Co/The		18,850		938

				19,882
Total Common Stock
(Cost $578,392) ($ Thousands)				1,054,352


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.5%
SEI Liquidity Fund, L.P.
0.020% **^†(C)		5,154,988	$	5,163


Total Affiliated Partnership
(Cost $5,155) ($ Thousands)				5,163



CASH EQUIVALENT — 1.5%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		16,109,322		16,109

Total Cash Equivalent
(Cost $16,109) ($ Thousands)				16,109


Total Investments in Securities — 100.6%
(Cost $599,656) ($ Thousands)			$	1,075,624

	Percentages are based on Net Assets of $1,069,592 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.

(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $4,604 ($ Thousands).
(B)	Security is a Master Limited Partnership. At December 31, 2021, such securities amounted to $6,200 ($ Thousands), or 0.6% of the Net Assets of the Fund.
(C)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $5,163 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate investment Trust

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

1,054,352

–

1,054,352

Affiliated Partnership

–

5,163

–

5,163

Cash Equivalent

16,109

–

16,109

Total Investments in Securities

1,070,461

5,163

–

1,075,624

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.0%

Communication Services — 2.4%
Altice USA Inc, Cl A *		6,680	$	108
Liberty Media Corp-Liberty SiriusXM *		2,651		135
News Corp, Cl A		7,561		169
News Corp, Cl B		7,090		159
Nexstar Media Group Inc, Cl A		1,492		225
Pinterest Inc, Cl A *		4,685		170
Playtika Holding Corp *		3,995		69
Roku Inc, Cl A *		673		154
Spotify Technology SA *		644		151
Take-Two Interactive Software Inc, Cl A *		3,269		581
Twitter Inc *		4,049		175

				2,096
Consumer Discretionary — 13.6%
Advance Auto Parts Inc		754		181
AutoNation Inc *		3,564		416
AutoZone Inc *		441		925
Bath & Body Works Inc		3,760		262
Best Buy Co Inc		1,403		143
BorgWarner Inc		5,656		255
Boyd Gaming Corp *		3,304		217
Caesars Entertainment Inc *		1,642		154
Capri Holdings Ltd *		3,200		208
Carter's Inc		3,593		364
Carvana Co, Cl A *		338		78
Chipotle Mexican Grill Inc, Cl A *		114		199
Columbia Sportswear Co		2,198		214
Dick's Sporting Goods Inc		2,357		271
Dollar Tree Inc *		3,162		444
Domino's Pizza Inc		756		427
DoorDash Inc, Cl A *		769		115
DR Horton Inc		3,706		402
Foot Locker Inc, Cl A		3,515		153
Frontdoor Inc *		4,496		165
Harley-Davidson Inc, Cl A		4,644		175
Hasbro Inc		2,475		252
Kohl's Corp		2,328		115
Lennar Corp, Cl A		1,570		182
Lennar Corp, Cl B		715		68
Leslie's Inc *		4,460		106
LKQ Corp		10,330		620
Lululemon Athletica Inc *		1,171		458
Mattel Inc *		3,560		77
Norwegian Cruise Line Holdings Ltd *		4,643		96
NVR Inc *		99		585
O'Reilly Automotive Inc *		629		444
Penn National Gaming Inc *		1,841		96
Penske Automotive Group Inc, Cl A		1,918		206
Pool Corp		1,157		655
PVH Corp		2,059		220


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Qurate Retail Inc *		11,737	$	89
RH *		422		226
Tapestry Inc		6,897		280
Tempur Sealy International Inc		2,199		103
Tractor Supply Co		844		201
Ulta Beauty Inc *		397		164
Victoria's Secret & Co *		1,833		102
Wayfair Inc, Cl A *		639		121
Williams-Sonoma Inc		881		149
Wynn Resorts Ltd *		1,581		134
Yum! Brands Inc		3,495		485

				12,002
Consumer Staples — 3.2%
Church & Dwight Co Inc		2,752		282
Constellation Brands Inc, Cl A		982		247
Darling Ingredients Inc *		5,144		356
Hain Celestial Group Inc/The *		3,246		138
Hershey Co/The		1,971		381
Ingredion Inc		3,831		370
Kellogg Co		2,033		131
Lamb Weston Holdings Inc		3,054		194
TreeHouse Foods Inc *		5,957		242
Tyson Foods Inc, Cl A		5,740		500

				2,841
Energy — 4.9%
Baker Hughes Co, Cl A		3,662		88
ChampionX Corp *		7,703		156
Coterra Energy Inc		49,232		935
Diamondback Energy Inc, Cl A		2,651		286
DT Midstream Inc		4,995		240
Halliburton Co		4,907		112
Hess Corp		1,782		132
HollyFrontier Corp		7,875		258
Marathon Petroleum Corp		6,555		419
ONEOK Inc		1,075		63
Phillips 66		1,345		98
Pioneer Natural Resources Co		3,191		580
Targa Resources Corp		7,616		398
Valero Energy Corp		7,187		540

				4,305
Financials — 15.9%
Affiliated Managers Group Inc		568		94
Ally Financial Inc		7,981		380
American International Group Inc		4,674		266
Ameriprise Financial Inc		1,385		418
Apollo Global Management Inc, Cl A		1,786		129
Arch Capital Group Ltd *		16,610		739
Cboe Global Markets Inc		2,474		323
Chimera Investment Corp ^‡		17,587		265
Citizens Financial Group Inc		2,820		133


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Comerica Inc		1,774	$	154
Discover Financial Services		1,933		223
Everest Re Group Ltd		2,185		598
Fidelity National Financial Inc		8,782		458
First American Financial Corp		2,817		220
First Republic Bank/CA		1,145		236
Franklin Resources Inc		9,170		307
Globe Life Inc		787		74
Hartford Financial Services Group Inc/The		1,831		126
Huntington Bancshares Inc/OH		14,243		220
Interactive Brokers Group Inc, Cl A		4,624		367
Invesco Ltd		3,448		79
Janus Henderson Group PLC		3,712		156
Lazard Ltd, Cl A (A)		5,572		243
Lincoln National Corp		2,034		139
LPL Financial Holdings Inc		1,882		301
M&T Bank Corp		2,308		354
Morningstar Inc, Cl A		477		163
MSCI Inc, Cl A		318		195
Nasdaq, Cl A		462		97
New York Community Bancorp Inc		11,935		146
Old Republic International Corp		3,998		98
OneMain Holdings Inc, Cl A		4,835		242
PacWest Bancorp		13,940		630
Pinnacle Financial Partners Inc		3,048		291
Popular Inc		2,256		185
Primerica Inc		977		150
Progressive Corp/The		2,897		297
Prosperity Bancshares Inc		2,904		210
Raymond James Financial Inc		1,932		194
Regions Financial Corp		13,821		301
Reinsurance Group of America Inc, Cl A		3,439		377
RenaissanceRe Holdings Ltd		905		153
Rocket Cos Inc, Cl A *		10,040		141
Santander Consumer USA Holdings Inc		1,764		74
Signature Bank/New York NY, Cl B		1,223		396
SLM Corp		8,725		172
Sterling Bancorp/DE		9,450		244
Stifel Financial Corp		8,358		589
Synchrony Financial		13,060		606
T Rowe Price Group Inc		986		194
Virtu Financial Inc, Cl A		11,575		334
W R Berkley Corp		1,375		113
Western Alliance Bancorp		2,782		300
Zions Bancorp NA		1,875		118

				14,012
Health Care — 11.8%
ABIOMED Inc *		484		174
Agilent Technologies Inc		4,116		657
AmerisourceBergen Corp, Cl A		2,049		272
Avantor Inc *		8,836		372


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bio-Rad Laboratories Inc, Cl A *		97	$	73
Bio-Techne Corp		292		151
Centene Corp *		6,366		524
Cerner Corp		3,388		315
Chemed Corp		765		405
Encompass Health Corp		5,719		373
Envista Holdings Corp *		5,120		231
Hologic Inc *		2,812		215
IDEXX Laboratories Inc *		890		586
Incyte Corp *		1,834		135
IQVIA Holdings Inc *		1,778		502
Jazz Pharmaceuticals PLC *		964		123
Laboratory Corp of America Holdings *		1,025		322
Maravai LifeSciences Holdings Inc, Cl A *		2,901		121
McKesson Corp		1,998		497
Mettler-Toledo International Inc *		241		409
Molina Healthcare Inc *		857		273
Novavax Inc *		495		71
Organon & Co		4,650		142
Penumbra Inc *		357		103
QIAGEN NV *		2,760		153
Quest Diagnostics Inc		1,165		202
Repligen Corp *		1,335		354
ResMed Inc		2,069		539
Royalty Pharma PLC, Cl A		7,173		286
Seagen Inc *		1,814		280
Teladoc Health Inc *		895		82
Veeva Systems Inc, Cl A *		2,089		534
Waters Corp *		1,713		638
West Pharmaceutical Services Inc		472		221
Zimmer Biomet Holdings Inc		1,638		208

				10,543
Industrials — 12.6%
A O Smith Corp		4,320		371
AerCap Holdings NV *		3,463		227
Allegion plc		2,188		290
AMETEK Inc		1,197		176
Booz Allen Hamilton Holding Corp, Cl A		3,942		334
Builders FirstSource Inc *		1,815		155
Carlisle Cos Inc		1,002		249
Cintas Corp		540		239
Clean Harbors Inc *		5,512		550
Copart Inc *		1,086		165
Dover Corp		2,807		510
Equifax Inc		1,324		388
Expeditors International of Washington Inc		2,420		325
Fastenal Co, Cl A		2,477		159
Fortive Corp		4,250		324
Fortune Brands Home & Security Inc		2,451		262
HEICO Corp, Cl A		1,150		148
Hexcel Corp, Cl A *		3,433		178


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Huntington Ingalls Industries Inc, Cl A		500	$	93
JB Hunt Transport Services Inc		840		172
Knight-Swift Transportation Holdings Inc, Cl A		2,826		172
Landstar System Inc		1,408		252
Leidos Holdings Inc		2,072		184
ManpowerGroup Inc		2,459		239
Masco Corp		1,242		87
MasTec Inc *		1,048		97
Middleby Corp/The *		866		170
Old Dominion Freight Line Inc, Cl A		1,690		606
Otis Worldwide Corp		9,245		805
Parker-Hannifin Corp, Cl A		1,813		577
Plug Power Inc *		3,078		87
Regal Beloit		3,072		523
Republic Services Inc		1,824		254
Robert Half International Inc		3,713		414
Rockwell Automation Inc		515		180
Ryder System Inc		1,460		120
Snap-on Inc		717		154
Trane Technologies PLC		853		172
Univar Solutions Inc *		4,440		126
Watsco Inc		523		164
Westinghouse Air Brake Technologies Corp		2,494		230
WW Grainger Inc		470		243

				11,171
Information Technology — 18.9%
Akamai Technologies Inc *		2,632		308
Amdocs Ltd		3,196		239
Amphenol Corp, Cl A		935		82
Anaplan Inc *		1,688		77
Arista Networks Inc *		5,872		844
Arrow Electronics Inc, Cl A *		1,915		257
Avalara Inc *		640		83
Avnet Inc		3,305		136
Bill.com Holdings Inc *		1,161		289
Cadence Design Systems Inc *		1,015		189
CDW Corp/DE		2,098		430
Coupa Software Inc *		604		95
Crowdstrike Holdings Inc, Cl A *		1,268		260
Datadog Inc, Cl A *		2,615		466
DocuSign Inc, Cl A *		2,483		378
Dropbox Inc, Cl A *		5,185		127
Duck Creek Technologies Inc *		3,220		97
Dynatrace Inc *		4,923		297
Enphase Energy Inc *		1,387		254
EPAM Systems Inc *		471		315
Euronet Worldwide Inc *		902		107
F5 Inc, Cl A *		2,029		497
Fair Isaac Corp *		363		157
FleetCor Technologies Inc *		617		138


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fortinet Inc *		377	$	136
Gartner Inc *		1,897		634
Global Payments Inc		1,604		217
HP Inc		13,787		519
HubSpot Inc *		487		321
Jabil Inc		3,643		256
Jack Henry & Associates Inc		885		148
Keysight Technologies Inc *		913		189
Manhattan Associates Inc *		2,295		357
Marvell Technology Inc		3,915		343
Microchip Technology Inc		4,266		371
MongoDB Inc, Cl A *		259		137
Monolithic Power Systems Inc		420		207
Motorola Solutions Inc		3,023		821
NetApp Inc		1,128		104
Okta Inc, Cl A *		687		154
ON Semiconductor Corp *		1,927		131
Palantir Technologies Inc, Cl A *		13,227		241
Palo Alto Networks Inc *		716		399
PTC Inc *		1,548		188
Qorvo Inc *		3,229		505
Rackspace Technology Inc *		14,799		199
Skyworks Solutions Inc		3,789		588
Smartsheet Inc, Cl A *		2,286		177
SS&C Technologies Holdings Inc		2,770		227
Synopsys Inc *		744		274
TD SYNNEX Corp		1,490		170
Teradata Corp *		2,347		100
Teradyne Inc		1,389		227
Trade Desk Inc/The, Cl A *		2,270		208
Tyler Technologies Inc *		471		253
Ubiquiti Inc		453		139
Unity Software Inc *		1,556		222
Universal Display Corp		1,569		259
VeriSign Inc *		582		148
Vontier Corp		7,219		222
Western Digital Corp *		6,496		424
Western Union Co/The		5,723		102
Wolfspeed Inc *		855		96
Zebra Technologies Corp, Cl A *		328		195

				16,730
Materials — 3.6%
Amcor PLC		12,451		149
Axalta Coating Systems Ltd *		5,132		170
Berry Global Group Inc *		4,252		314
CF Industries Holdings Inc		3,493		247
Chemours Co/The		4,209		141
Cleveland-Cliffs Inc *		4,940		107
Crown Holdings Inc		1,895		210
FMC Corp		2,795		307
Livent Corp *		11,685		285


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LyondellBasell Industries NV, Cl A		2,687	$	248
Martin Marietta Materials Inc, Cl A		298		131
NewMarket Corp		423		145
Olin Corp		1,314		76
Reliance Steel & Aluminum Co		1,896		308
Scotts Miracle-Gro Co/The, Cl A		1,105		178
Valvoline Inc		4,806		179

				3,195
Real Estate — 8.3%
Alexandria Real Estate Equities Inc ^‡		1,608		359
American Campus Communities Inc ^‡		4,800		275
AvalonBay Communities Inc ^‡		974		246
Boston Properties Inc ^‡		1,415		163
CBRE Group Inc, Cl A *		5,280		573
Digital Realty Trust Inc, Cl A ^‡		1,024		181
Essex Property Trust Inc ^‡		944		333
Extra Space Storage Inc ^‡		856		194
Federal Realty Investment Trust ^‡		2,940		401
Healthpeak Properties Inc ^‡		3,829		138
Highwoods Properties Inc ^‡		2,949		131
Host Hotels & Resorts Inc *^‡		7,481		130
Invitation Homes Inc ^‡		2,405		109
Kilroy Realty Corp ^‡		2,960		197
Kimco Realty Corp ^‡		13,702		338
Mid-America Apartment Communities Inc ^‡		503		115
National Retail Properties Inc ^‡		7,501		361
Omega Healthcare Investors Inc ^‡		2,405		71
Regency Centers Corp ^‡		10,103		761
Rexford Industrial Realty Inc ^‡		977		79
Simon Property Group Inc ^‡		1,993		318
Spirit Realty Capital Inc ^‡		2,825		136
STORE Capital Corp ^‡		5,400		186
Ventas Inc ^‡		17,173		878
VICI Properties Inc ^‡		6,145		185
Welltower Inc ^‡		2,687		230
Weyerhaeuser Co ^‡		1,690		70
WP Carey Inc ^‡		1,791		147

				7,305
Utilities — 2.8%
CenterPoint Energy Inc		15,578		435
DTE Energy Co		1,879		225



Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Entergy Corp		4,293	$	484
Evergy Inc		6,284		431
FirstEnergy Corp		5,373		223
IDACORP Inc, Cl A		1,502		170
NiSource Inc		9,155		253
Spire Inc		2,337		152
UGI Corp		3,123		143

				2,516
Total Common Stock
(Cost $75,674) ($ Thousands)				86,716



CASH EQUIVALENT — 1.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		1,556,839		1,557

Total Cash Equivalent
(Cost $1,557) ($ Thousands)				1,557


Total Investments in Securities — 99.8%
(Cost $77,231) ($ Thousands)			$	88,273

	Percentages are based on Net Assets of $88,489 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Security is a Master Limited Partnership. At December 31, 2021, such securities amounted to $243 ($ Thousands), or 0.3% of the Net Assets of the Fund.

Cl — Class

Ltd. — Limited

MSCI — Morgan Stanley Capital International

NASDAQ – National Association of Securities Dealers and Automated Quotations

PLC — Public Limited Company

As of December 31, 2021, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.3%

Communication Services — 7.8%
Advantage Solutions *		28,560	$	229
Alphabet Inc, Cl A *		767		2,222
Alphabet Inc, Cl C *		907		2,625
AT&T Inc		297,600		7,321
Comcast Corp, Cl A		206,105		10,373
Electronic Arts Inc		11,629		1,534
Entravision Communications Corp, Cl A		5,988		41
Fox Corp, Cl A		148,272		5,471
Fox Corp, Cl B		48,505		1,662
IMAX Corp *		8,674		155
Interpublic Group of Cos Inc/The		12,482		468
Netflix Inc *		1,436		865
Omnicom Group Inc		189,266		13,867
Scholastic Corp, Cl B		8,643		345
Shenandoah Telecommunications Co		1,194		30
SK Telecom ADR		84,214		2,246
Verizon Communications		444,316		23,087
World Wrestling Entertainment Inc, Cl A		42,107		2,078
Ziff Davis Inc *		18,550		2,056

				76,675
Consumer Discretionary — 8.1%
AMMO *		7,997		44
AutoZone Inc *		3,300		6,918
Canadian Tire Corp Ltd, Cl A		23,000		3,304
Choice Hotels International Inc		5,535		863
Dorman Products Inc *		4,230		478
DR Horton Inc		26,000		2,820
eBay Inc		100,200		6,663
Frontdoor Inc *		9,811		359
Gentex Corp		37,601		1,310
Graham Holdings Co, Cl B		330		208
H&R Block Inc		129,070		3,041
Hilton Worldwide Holdings Inc *		3,011		470
Honda Motor Co Ltd ADR		145,242		4,132
Marriott International Inc/MD, Cl A *		11,778		1,946
Murphy USA Inc		23,400		4,662
ONE Group Hospitality *		12,755		161
Service Corp International/US		13,181		936
Standard Motor Products Inc		5,274		276
Sturm Ruger & Co Inc		61,800		4,204
Target Corp, Cl A		95,669		22,142
Terminix Global Holdings Inc *		11,465		518
Toyota Motor Corp ADR		47,464		8,795
Vail Resorts Inc		8,774		2,877
Winmark Corp		467		116
Yum China Holdings Inc		40,244		2,006

				79,249
Consumer Staples — 16.2%
Albertsons Cos Inc, Cl A		18,782		567


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Altria Group Inc		92,900	$	4,403
Archer-Daniels-Midland Co		64,900		4,387
Bunge Ltd		13,302		1,242
Calavo Growers Inc		1,459		62
Cal-Maine Foods Inc *		12,817		474
Campbell Soup Co		24,481		1,064
Church & Dwight Co Inc		38,549		3,951
Clorox Co/The		16,644		2,902
Coca-Cola Co/The		88,401		5,234
Coca-Cola Consolidated Inc		1,169		724
Colgate-Palmolive Co		73,531		6,275
Conagra Brands Inc		216,827		7,405
Costco Wholesale Corp		5,965		3,386
Estee Lauder Cos Inc/The, Cl A		2,889		1,069
Flowers Foods Inc		131,007		3,599
General Mills Inc		179,539		12,097
Hain Celestial Group Inc/The *		12,759		544
Hershey Co/The		32,517		6,291
Hormel Foods Corp		70,275		3,430
Hostess Brands Inc, Cl A *		23,876		488
Ingles Markets Inc, Cl A		280		24
J & J Snack Foods Corp		3,860		610
J M Smucker Co/The		126,041		17,119
John B Sanfilippo & Son		7,832		706
Kellogg Co		172,755		11,129
Kraft Heinz Co/The		219,400		7,876
Kroger Co/The		391,483		17,719
MGP Ingredients Inc		2,413		205
Mondelez International Inc, Cl A		56,044		3,716
PepsiCo Inc		7,808		1,356
PriceSmart Inc		4,433		324
Procter & Gamble Co/The		30,718		5,025
Reynolds Consumer Products Inc		48,275		1,516
Seaboard Corp		63		248
Simply Good Foods Co/The *		13,110		545
Tattooed Chef *(A)		2,800		44
Tootsie Roll Industries Inc		13,130		476
Tyson Foods Inc, Cl A		148,996		12,986
Universal Corp/VA		9,292		510
USANA Health Sciences Inc *		5,528		559
Utz Brands Inc		22,832		364
Vector Group Ltd		30,558		351
Walmart Inc		21,439		3,102
WD-40 Co		1,230		301
Weis Markets Inc		41,790		2,753
Whole Earth Brands *		38,072		409

				159,567
Energy — 1.4%
Cheniere Energy Inc		17,344		1,759
Chevron Corp		22,740		2,669
DT Midstream Inc		23,349		1,120


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
EOG Resources Inc		21,435	$	1,904
Exxon Mobil Corp		14,154		866
Kinder Morgan Inc		317,300		5,032
SFL Corp Ltd		13,683		112

				13,462
Financials — 12.1%
Aflac Inc		221,967		12,961
AGNC Investment Corp ^‡		13,127		197
Alerus Financial Corp		5,515		161
Allstate Corp/The		115,300		13,565
American Financial Group Inc/OH		23,700		3,254
Annaly Capital Management Inc ^‡		253,100		1,979
Arbor Realty Trust Inc ^‡		16,086		295
Argo Group International Holdings Ltd		10,976		638
Bank of New York Mellon Corp/The		198,000		11,500
Berkshire Hathaway Inc, Cl B *		63,401		18,957
Business First Bancshares Inc		4,180		118
Byline Bancorp Inc		6,403		175
Canadian Imperial Bank of Commerce		29,300		3,420
Cboe Global Markets Inc		23,543		3,070
Chimera Investment Corp ^‡		27,775		419
Columbia Financial Inc *		10,941		228
Community Bank System Inc		2,751		205
Credit Acceptance Corp, Cl A *		3,981		2,738
Dynex Capital Inc ^‡		25,751		430
Eastern Bankshares		22,422		452
Employers Holdings Inc		8,827		365
Everest Re Group Ltd		12,673		3,472
GCM Grosvenor		45,901		482
Hanover Insurance Group Inc/The, Cl A		30,323		3,974
Hartford Financial Services Group Inc/The		69,100		4,771
HCI Group Inc		2,058		172
HomeTrust Bancshares Inc		2,001		62
Houlihan Lokey Inc, Cl A		5,099		528
Invesco Mortgage Capital Inc ^‡		58,900		164
JPMorgan Chase & Co		3,051		483
Kearny Financial Corp/MD		30,515		404
Loblaw Cos Ltd		70,000		5,744
Marsh & McLennan Cos Inc		33,246		5,779
Mercury General Corp		13,128		697
MFA Financial Inc ^‡		62,176		283
Morningstar Inc, Cl A		7,981		2,729
National Bank Holdings Corp, Cl A		10,374		456
NI Holdings Inc *		1,671		32
PCSB Financial Corp		10,432		199
Ready Capital Corp ^‡		17,707		277
Redwood Trust Inc ^‡		18,468		244
Safety Insurance Group Inc		7,739		658
StepStone Group Inc, Cl A		10,160		422
Stewart Information Services Corp		5,639		450
Two Harbors Investment Corp ^‡		45,233		261


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
US Bancorp		96,900	$	5,443
Value Line		581		27
Virtu Financial Inc, Cl A		89,868		2,591
Waterstone Financial Inc		17,721		387
White Mountains Insurance Group Ltd		732		742
Zions Bancorp NA		33,882		2,140

				119,200
Health Care — 17.2%
AbbVie Inc		108,326		14,667
AdaptHealth Corp, Cl A *		4,881		119
Alkermes PLC *		8,330		194
Amgen Inc, Cl A		42,500		9,561
AMN Healthcare Services Inc *		2,600		318
Amphastar Pharmaceuticals Inc *		17,028		397
Bristol-Myers Squibb Co		225,203		14,041
Cerner Corp		38,118		3,540
Citius Pharmaceuticals *(A)		62,211		96
CONMED Corp		377		53
CVS Health Corp		97,753		10,084
Danaher Corp, Cl A		8,625		2,838
DENTSPLY SIRONA Inc		50,716		2,829
Eagle Pharmaceuticals Inc/DE *		3,345		170
Gilead Sciences Inc		199,438		14,481
Harvard Bioscience *		5,515		39
HealthStream Inc *		8,805		232
Henry Schein Inc *		28,808		2,234
Horizon Therapeutics Plc *		3,532		380
Ironwood Pharmaceuticals Inc, Cl A *		26,124		305
iTeos Therapeutics Inc *		7,266		338
Johnson & Johnson		133,224		22,791
McKesson Corp		29,000		7,208
Merck & Co Inc		307,973		23,603
Mesa Laboratories Inc		921		302
Natus Medical Inc *		5,192		123
Omnicell Inc *		2,571		464
Organogenesis Holdings Inc, Cl A *		2,871		27
Organon & Co		24,839		756
Orthofix Medical Inc *		8,068		251
Pacira BioSciences Inc *		4,325		260
Patterson Cos Inc		10,337		303
Pfizer Inc		382,587		22,592
Premier Inc, Cl A		102,317		4,212
Prestige Consumer Healthcare Inc, Cl A *		11,080		672
QIAGEN NV *		1,966		109
Quest Diagnostics Inc		27,500		4,758
Regeneron Pharmaceuticals Inc *		910		575
Sharps Compliance Corp *		6,133		44
SIGA Technologies Inc *		30,800		232
Stereotaxis Inc *		2,681		17
United Therapeutics Corp *		8,311		1,796
Vanda Pharmaceuticals Inc *		1,883		30


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Viemed Healthcare Inc *		27,213	$	142
Vocera Communications Inc *		2,666		173
West Pharmaceutical Services Inc		1,650		774
XBiotech Inc		3,047		34

				169,164
Industrials — 9.4%
3M Co		76,869		13,654
Allison Transmission Holdings Inc		133,047		4,836
AMERCO *		930		676
AZZ Inc		2,186		121
CBIZ Inc *		13,668		535
CH Robinson Worldwide Inc		43,818		4,716
Cummins Inc		31,600		6,893
Encore Wire Corp		1,030		147
Expeditors International of Washington Inc		35,915		4,823
Exponent Inc		2,492		291
FTI Consulting Inc *		20,573		3,156
General Dynamics Corp		21,957		4,577
Huntington Ingalls Industries Inc, Cl A		27,814		5,194
Korn Ferry		1,553		118
L3Harris Technologies Inc		24,000		5,118
Landstar System Inc		6,994		1,252
Lockheed Martin Corp		13,700		4,869
Northrop Grumman Corp		35,208		13,628
Old Dominion Freight Line Inc, Cl A		1,460		523
Otis Worldwide Corp		12,518		1,090
Red Violet Inc *		–		—
Republic Services Inc		22,100		3,082
Robert Half International Inc		37,989		4,237
Snap-on Inc		20,400		4,394
Toro Co/The		12,110		1,210
Waste Management Inc		18,300		3,054
Werner Enterprises Inc		4,132		197

				92,391
Information Technology — 16.3%
A10 Networks Inc		5,873		97
Amdocs Ltd		280,874		21,021
Arrow Electronics Inc, Cl A *		26,900		3,612
Avnet Inc		61,200		2,523
Broadridge Financial Solutions Inc		11,566		2,115
CACI International Inc, Cl A *		17,162		4,620
Canon Inc ADR (A)		130,800		3,196
CDK Global Inc		61,444		2,565
Cisco Systems Inc/Delaware		269,500		17,078
Consensus Cloud Solutions *		11,533		667
CSG Systems International Inc		9,781		564
Datto Holding Corp *		52,574		1,385
F5 Inc, Cl A *		14,500		3,548
Hewlett Packard Enterprise Co		220,700		3,480
Intel Corp		339,000		17,459
International Business Machines Corp		102,708		13,728


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Jack Henry & Associates Inc		1,684	$	281
Jamf Holding Corp *		43,912		1,669
Juniper Networks Inc		284,966		10,176
Kyndryl Holdings Inc *		20,541		372
MAXIMUS Inc		3,180		253
Microsoft Corp		5,524		1,858
Open Text Corp		57,000		2,709
Oracle Corp, Cl B		264,900		23,102
OSI Systems Inc *		6,061		565
Progress Software Corp		9,839		475
Rackspace Technology Inc *		13,827		186
Sapiens International Corp NV		13,611		469
Seagate Technology Holdings PLC		116,500		13,162
SPS Commerce Inc *		1,582		225
Tucows Inc, Cl A *		208		18
Western Union Co/The		424,181		7,567

				160,745
Materials — 3.2%
Balchem Corp		3,589		605
Berry Global Group Inc *		80,975		5,974
International Paper Co		65,600		3,082
NewMarket Corp		12,791		4,384
Newmont Corp		115,789		7,181
Novagold Resources Inc *		25,069		172
Sealed Air Corp		80,978		5,464
Silgan Holdings Inc		93,288		3,997
Valvoline Inc		17,887		667

				31,526
Real Estate — 3.2%
Agree Realty Corp ^‡		2,596		185
Brandywine Realty Trust ^‡		248,750		3,338
Broadstone Net Lease Inc, Cl A ^‡		19,663		488
City Office Inc ^‡		11,523		227
CubeSmart ^‡		13,204		751
Douglas Elliman *^‡		15,279		176
Easterly Government Properties Inc, Cl A ^‡		8,107		186
Extra Space Storage Inc ^‡		11,621		2,635
Healthcare Realty Trust Inc ^‡		4,418		140
Iron Mountain Inc ^‡		146,700		7,677
Jones Lang LaSalle Inc *^‡		1,951		525
National Storage Affiliates Trust ^‡		4,382		303
Orion Office Inc *^‡		8,717		163
Plymouth Industrial Inc ^‡		7,539		241
Postal Realty Trust, Cl A ^‡		27,753		549
PS Business Parks Inc ^‡		2,324		428
Public Storage ^‡		15,952		5,975
Realty Income Corp ^‡		87,171		6,241
Retail Opportunity Investments Corp ^‡		11,272		221
RMR Group Inc/The, Cl A ^‡		4,694		163
RPT Realty ^‡		8,047		108
SITE Centers Corp ^‡		7,573		120


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Terreno Realty Corp ^‡		3,154	$	269
Urban Edge Properties ^‡		11,719		223

				31,332
Utilities — 4.4%
American States Water Co		6,154		637
Artesian Resources Corp, Cl A		2,706		125
Avista Corp		4,976		211
California Water Service Group, Cl A		4,859		349
Chesapeake Utilities Corp		4,743		692
DTE Energy Co		29,400		3,515
Entergy Corp		29,700		3,346
Evergy Inc		204,537		14,033
Exelon Corp		61,000		3,523
Hawaiian Electric Industries Inc		33,192		1,377
National Fuel Gas Co		78,800		5,039
Northwest Natural Holding Co		1,339		65
Portland General Electric Co		196,692		10,409
Pure Cycle Corp *		13,291		194
Via Renewables Inc, Cl A		10,674		122

				43,637
Total Common Stock
(Cost $728,000) ($ Thousands)				976,948



AFFILIATED PARTNERSHIP — 0.3%
SEI Liquidity Fund, L.P.
0.020% **^†(B)		3,413,885		3,414


Total Affiliated Partnership
(Cost $3,414) ($ Thousands)				3,414



CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		7,387,752		7,388

Total Cash Equivalent
(Cost $7,388) ($ Thousands)				7,388


Total Investments in Securities — 100.4%
(Cost $738,802) ($ Thousands)			$	987,750

	Percentages are based on Net Assets of $984,257 ($ Thousands).
*	Non-income producing security.
**	Rate shown is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $579 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $3,414 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a list of the level of inputs used as of December 31, 2021 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

976,948

–

976,948

Affiliated Partnership

–

3,414

–

3,414

Cash Equivalent

7,388

–

7,388

Total Investments in Securities

984,336

3,414

–

987,750

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.6%
Australia — 0.2%
Aristocrat Leisure Ltd		12,068	$	383
Coles Group Ltd		174		2
Medibank Pvt		15,714		38
Sonic Healthcare Ltd		44,461		1,509
Telstra Corp Ltd, Cl B		43,654		133
				2,065

Austria — 0.0%
Oberbank AG		81		8
Telekom Austria AG, Cl A		44,848		388
				396

Belgium — 0.7%
Ackermans & van Haaren		429		82
Etablissements Franz Colruyt		203		9
KBC Group NV		38,015		3,262
Proximus SADP		213,545		4,162
Warehouses De Pauw CVA ^‡		2,387		115
				7,630

Canada — 3.9%
Alimentation Couche-Tard		85,300		3,579
BCE Inc		147,478		7,675
Empire Co Ltd, Cl A		98,812		3,015
George Weston Ltd		104,821		12,171
Loblaw Cos Ltd		160,926		13,204
Metro Inc/CN, Cl A		24,700		1,316
North West Co Inc/The		751		20
				40,980

Denmark — 2.6%
AP Moller - Maersk A/S, Cl B		1,628		5,833
Carlsberg A/S, Cl B		33,312		5,751
Coloplast A/S, Cl B		17,854		3,135
Danske Bank A/S		75,885		1,308
Demant A/S *		3		–
DSV A/S		3,861		901
Novo Nordisk A/S, Cl B		87,239		9,810
Novozymes A/S, Cl B		11,863		973
Schouw & Co A/S		497		43
Spar Nord Bank		6,812		87
				27,841

Finland — 0.7%
Aktia Bank		5,982		84
Elisa Oyj		66,230		4,072
Kesko Oyj, Cl B		16,264		542
Orion Oyj, Cl B		68,418		2,841
				7,539

France — 1.0%
ABC arbitrage		4,265		35
Carrefour SA		237,961		4,358
La Francaise des Jeux SAEM		11,997		531


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sanofi		45,657	$	4,599
Technip Energies *		33,670		491
Wavestone		1,230		76
Wendel SA		3,741		449
				10,539

Germany — 0.8%
Beiersdorf AG		1,744		179
Commerzbank AG *		28,234		215
Deutsche Telekom AG		10,580		196
Henkel AG & Co KGaA		19,851		1,551
LEG Immobilien ^‡		1,134		158
McKesson Europe AG		874		24
Merck KGaA		24,404		6,300
QIAGEN NV *		2		–
Scout24		1		–
Uniper SE		6,085		289
				8,912

Hong Kong — 3.6%
Bank of East Asia		103,685		149
BOC Hong Kong Holdings Ltd		1,053,500		3,453
Cafe de Coral Holdings		28,000		50
CITIC Telecom International Holdings		1,597,000		539
CK Hutchison Holdings Ltd		1,500		10
CK Infrastructure Holdings Ltd		15,500		99
CLP Holdings Ltd, Cl B		991,656		10,017
Dah Sing Banking Group Ltd		70,498		60
Far East Consortium International ^‡		334,000		122
Hang Seng Bank Ltd		79,300		1,451
HK Electric Investments & HK Electric Investments Ltd		2,155,000		2,115
HKT Trust & HKT Ltd		3,234,000		4,347
Hong Kong & China Gas Co Ltd		2,835,000		4,414
Kerry Logistics Network		174,054		425
Langham Hospitality Investments and Langham Hospitality Investments Ltd *^‡		425,500		46
Link REIT ^‡		192,100		1,692
Miramar Hotel & Investment		49,000		80
MTR Corp Ltd		285,500		1,533
PCCW Ltd		4,732,000		2,397
Power Assets Holdings Ltd		541,000		3,372
Prosperity ^‡		203,000		80
Regal Hotels International Holdings Ltd *		174,000		68
SmarTone Telecommunications Holdings		163,760		87
Sun Hung Kai Properties Ltd ^‡		109,500		1,329
VTech Holdings Ltd		58,569		459
				38,394

Ireland — 1.2%
Accenture PLC, Cl A		21,504		8,914
Kerry Group PLC, Cl A		28,815		3,711
				12,625


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Israel — 1.3%
Bank Hapoalim BM		487,732	$	5,016
Bank Leumi Le-Israel BM		317,218		3,409
Bezeq The Israeli Telecommunication Corp Ltd *		885,649		1,462
First International Bank of Israel		24,926		1,035
Isracard Ltd		5		–
Israel Discount Bank Ltd, Cl A		18,910		127
Mizrahi Tefahot Bank Ltd		42,655		1,645
Neto Malinda Trading *		3,781		134
Neto ME Holdings		982		57
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		3,823		287
Shufersal Ltd		82,536		687
				13,859

Italy — 1.6%
A2A SpA		351,046		685
ACEA		28,012		598
Credito Emiliano		29,015		191
Eni SpA		529,978		7,351
Ferrari NV		9,421		2,441
Hera SpA		359,103		1,493
Iren SpA		1,054,947		3,184
Orsero SpA		2,595		35
Recordati SpA		10,314		661
				16,639

Japan — 8.2%
Aeon Hokkaido Corp		31,500		347
Ahjikan Co Ltd		2,176		16
Aichi Electric		600		15
Akita Bank		2,000		28
Alinco		2,700		23
Araya Industrial Co Ltd		2,600		38
Arcs Co Ltd		38,300		709
Atsugi Co Ltd *		5,850		29
Axial Retailing		3,600		105
Belc Co Ltd		4,300		210
Calbee Inc		39,600		918
Canon Marketing Japan (A)		7,100		141
Cawachi Ltd		27,300		522
C'BON COSMETICS Co Ltd *		1,100		17
Computer Engineering & Consulting		7,800		74
CONEXIO		3,300		42
Cosmos Pharmaceutical Corp		3,100		455
Create Medic Co Ltd		5,677		48
DyDo Group Holdings Inc		10,390		428
Earth Chemical		21,200		1,129
Eizo		6,000		210
FAN Communications		8,000		27
Fujicco		16,200		265
Fujiya Co Ltd		8,200		161


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Global One Real Estate Investment ^‡		141	$	148
Hagihara Industries		9,300		103
Heiwado		10,000		168
Hitachi Ltd		569		31
Hokkaido Gas Co Ltd		2,400		32
Hokuto Corp		34,900		579
Hyakujushi Bank		6,900		90
IT Holdings		2,900		86
Itochu-Shokuhin Co Ltd		2,003		87
Itoham Yonekyu Holdings		20,500		117
Japan Oil Transportation Co Ltd		2,100		48
Japan Post Insurance		51,100		820
Japan Tobacco Inc (A)		397,100		8,011
Kaken Pharmaceutical Co Ltd		23,200		848
Kakiyasu Honten Co Ltd		1,131		28
Kamigumi Co Ltd		100		2
Kato Sangyo Co Ltd		27,200		791
KDDI Corp		339,000		9,884
KFC Holdings Japan Ltd		4,000		101
Kyokuyo Co Ltd		5,100		136
KYORIN Holdings Inc		104,700		1,678
Lawson Inc		29,100		1,381
LIFULL *		19,900		42
Lion Corp		100		1
Maezawa Kasei Industries		2,400		27
Marimo Regional Revitalization REIT Inc ^‡		75		86
Marubeni Corp		–		–
Marvelous		5,300		34
McDonald's Holdings Co Japan Ltd		85,800		3,794
MEIJI Holdings Co Ltd		7,000		417
Ministop Co Ltd		16,500		201
Miroku Jyoho Service		6,500		78
Mitsubishi Shokuhin Co Ltd		18,900		454
Miyoshi Oil & Fat Co Ltd		16,300		179
Mochida Pharmaceutical Co Ltd		6,100		184
Morozoff Ltd		600		31
MOS Food Services Inc		4,700		126
MS&AD Insurance Group Holdings Inc		18,600		572
Musashi Co Ltd		2,400		37
Nakanishi		8,500		156
Natori Co Ltd		500		9
Nihon Chouzai Co Ltd		25,200		301
Nippn		111,234		1,600
Nippon BS Broadcasting Corp		1,700		17
Nippon Kanzai Co Ltd		6,700		168
Nippon Telegraph & Telephone Corp		370,300		10,133
Nisshin Oillio Group Ltd/The		14,852		374
Nissin Electric		6,600		90
Nissin Foods Holdings Co Ltd		5,500		401
Nittoc Construction		10,000		57
Ohsho Food Service Corp		2,000		106
Okinawa Cellular Telephone Co		3,500		155


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ooedo Onsen Reit Investment Corp ^‡		67	$	42
Oracle Corp Japan		12,400		938
Osaki Electric		13,700		56
Otsuka Holdings Co Ltd (A)		19,400		702
OUG Holdings Inc		2,236		53
Plenus Co Ltd		14,200		249
Rock Field Co Ltd		6,100		80
Rohm Co Ltd		4,800		435
Sakata Seed		2,600		74
San Holdings Inc		3,800		50
San ju San Financial Group		6,900		88
San-A Co Ltd, Cl A		13,200		479
Sankyo Co Ltd		24,400		632
Shinmaywa Industries		8,000		61
Showa Sangyo Co Ltd		18,600		430
SKY Perfect JSAT Holdings Inc		51,700		189
Softbank Corp		1,024,000		12,953
Sompo Holdings		5,000		211
SOSiLA Logistics REIT ^‡		33		50
SRA Holdings		3,200		80
ST Corp		2,300		31
Sugi Holdings Co Ltd		30,300		1,831
Sundrug Co Ltd		55,400		1,445
Suzuden		2,100		33
Takasago International		2,300		58
Tekken		2,500		39
Toho Holdings Co Ltd		3,311		50
TOKAI Holdings		24,600		186
Tosoh Corp		35,800		532
Towa Bank		7,100		33
Toyo Kanetsu		1,900		41
Toyo Suisan Kaisha Ltd		5,900		250
Trend Micro Inc/Japan		98,000		5,435
Tsuruha Holdings Inc		12,700		1,218
Unicafe Inc *(A)		6,400		57
Unicharm Corp		53,200		2,313
United Super Markets Holdings Inc		101,800		934
Valor Holdings Co Ltd		6,500		121
Vital KSK Holdings Inc		48,900		343
Wowow Inc (A)		7,424		113
XYMAX REIT Investment Corp ^‡		105		107
Yakult Honsha Co Ltd		16,800		876
Yamada Denki Co Ltd *		9,100		31
Yaoko Co Ltd		6,100		370
Yokohama Reito		–		–
ZERIA Pharmaceutical		4,300		73
ZIGExN		16,300		44
ZOZO Inc		35,500		1,107
				86,479

Netherlands — 1.5%
ABN AMRO Bank NV		4,578		67


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Aegon NV		86,173	$	431
Heineken Holding NV		1,881		174
ING Groep NV		105,961		1,475
JDE Peet's		15,328		472
Koninklijke Ahold Delhaize NV		122,549		4,200
Koninklijke KPN NV		633,337		1,966
NN Group NV		3		–
Randstad NV		13,939		952
Royal Dutch Shell PLC, Cl A		132,404		2,908
Wolters Kluwer NV		26,902		3,169
				15,814

New Zealand — 0.3%
Freightways Ltd		26,211		231
Heartland Group Holdings		81,990		141
Mainfreight Ltd		8,347		537
Spark New Zealand Ltd		468,014		1,448
Trustpower Ltd		8,293		42
Vector Ltd		34,384		94
Warehouse Group Ltd/The		38,887		107
				2,600

Norway — 0.7%
AF Gruppen ASA		449		10
Aker BP ASA		11,260		346
Bouvet		2,334		20
DNB Bank		78,749		1,800
Gjensidige Forsikring ASA		55,455		1,345
Kongsberg Gruppen		19,082		618
Odfjell Drilling *		13,187		30
Orkla ASA		3,563		36
SpareBank 1 SR-Bank		13,495		204
Telenor ASA		140,456		2,207
Veidekke		21,684		325
				6,941

Portugal — 0.4%
Jeronimo Martins SGPS SA		107,398		2,455
REN - Redes Energeticas Nacionais SGPS SA		426,813		1,235
				3,690

Singapore — 0.4%
Bukit Sembawang Estates ^‡		11,700		43
Fraser and Neave Ltd		20,400		21
Jardine Cycle & Carriage Ltd		60,000		917
Kimly		90,400		28
Oversea-Chinese Banking Corp Ltd		41,100		347
Raffles Medical Group		19,700		20
Sheng Siong Group Ltd		1,367,374		1,481
Singapore Technologies Engineering Ltd		532,000		1,484
				4,341

Spain — 0.2%
Banco Bilbao Vizcaya Argentaria SA		1,782		11
Enagas SA		8,418		195


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Financiera Alba		1,963	$	115
Red Electrica Corp SA		103,016		2,231
				2,552

Sweden — 0.8%
Axfood AB		235,292		6,766
Essity AB, Cl B		47,942		1,562
Telefonaktiebolaget LM Ericsson, Cl B		330		4
				8,332

Switzerland — 6.3%
AEVIS VICTORIA SA *		1,870		30
Alcon Inc		40,684		3,589
Allreal Holding AG, Cl A ^‡		8,266		1,833
Berner Kantonalbank AG		37		8
BKW AG		7,977		1,041
Chocoladefabriken Lindt & Spruengli AG		235		3,253
Emmi		1,122		1,326
Georg Fischer		55		83
LEM Holding		29		81
Luzerner Kantonalbank		151		69
Mobimo Holding AG *^‡		1,240		415
Nestle SA		14,084		1,971
Novartis AG		96,432		8,470
Orior AG		1,082		107
Plazza AG ^‡		133		49
PSP Swiss Property AG ^‡		19,524		2,438
Roche Holding		1,460		654
Roche Holding AG		26,408		10,976
SGS SA, Cl B		1,586		5,292
SKAN Group		1,091		106
Sonova Holding AG		19,796		7,744
St Galler Kantonalbank AG		275		131
Straumann Holding AG		400		850
Swiss Life Holding AG		2,412		1,475
Swiss Prime Site AG ^‡		2,580		254
Swisscom AG		24,899		14,046
TX Group AG *		491		84
Valiant Holding AG		826		83
Varia US Properties AG ^‡		560		31
				66,489

United Kingdom — 3.4%
Alliance Pharma		7,738		11
Aon PLC, Cl A		7,297		2,193
Big Yellow Group ^‡		9,108		211
British Land (United Kingdom) ^‡		94,402		679
Bunzl PLC		16,031		626
Ferguson PLC		44,670		7,929
Genus		5,958		398
GlaxoSmithKline PLC		408,444		8,888
Greggs PLC		937		42
Howden Joinery Group		41,252		504


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Imperial Brands PLC		43,098	$	944
J Sainsbury PLC		996,991		3,724
Kingfisher PLC		4,054		19
Liberty Global PLC, Cl A *		28,939		803
Liberty Global PLC, Cl C *		57,650		1,619
M&G		424,707		1,148
Medtronic PLC		23,554		2,437
Rightmove PLC		36,023		388
Tate & Lyle PLC		134,987		1,209
Tesco		105,519		414
Unilever PLC		23,783		1,271
				35,457

United States — 57.8%
Communication Services — 5.8%
Activision Blizzard Inc		2		–
Alphabet Inc, Cl A *		4,511		13,069
Alphabet Inc, Cl C *		1,052		3,044
AT&T Inc		417,522		10,271
Comcast Corp, Cl A		8,307		418
Electronic Arts Inc		11,838		1,561
Fox Corp, Cl A		54,494		2,011
Fox Corp, Cl B		54,591		1,871
Interpublic Group of Cos Inc/The		19,903		745
John Wiley & Sons Inc, Cl A		21,320		1,221
Liberty Media Corp-Liberty SiriusXM *		5,335		271
Meta Platforms Inc, Cl A *		11,590		3,898
News Corp, Cl A		34		1
Omnicom Group Inc		80,838		5,923
Scholastic Corp, Cl B		28,230		1,128
Verizon Communications Inc		296,610		15,412
Yelp Inc, Cl A *		21,438		777
				61,621
Consumer Discretionary — 2.0%
AutoZone Inc *		988		2,071
Choice Hotels International Inc		1,557		243
Domino's Pizza Inc		1,074		606
General Motors Co *		3,466		203
Genuine Parts Co		4,022		564
Home Depot Inc/The		18,870		7,831
O'Reilly Automotive Inc *		773		546
Target Corp, Cl A		36,921		8,545
				20,609
Consumer Staples — 13.3%
Bunge Ltd		1		–
Casey's General Stores Inc		31,854		6,286
Central Garden & Pet Co, Cl A *		1,731		83
Church & Dwight Co Inc		63,392		6,498
Clorox Co/The		3,604		628
Colgate-Palmolive Co		151,468		12,926
Conagra Brands Inc		2,371		81
Costco Wholesale Corp		27,859		15,816


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Flowers Foods Inc		132,239	$	3,633
General Mills Inc		130,077		8,765
Hershey Co/The		58,421		11,303
Hormel Foods Corp		48,314		2,358
Inter Parfums Inc		2,369		253
J M Smucker Co/The		30,046		4,081
John B Sanfilippo & Son Inc		7,496		676
Kellogg Co		108,918		7,016
Kimberly-Clark Corp		36,795		5,259
Kroger Co/The		104,511		4,730
Lancaster Colony Corp		809		134
McCormick & Co Inc/MD		15,300		1,478
Mondelez International Inc, Cl A		119,899		7,951
Nomad Foods *		41,177		1,045
PepsiCo Inc		34,575		6,006
Philip Morris International Inc		62,997		5,985
Procter & Gamble Co/The		61,937		10,132
Tyson Foods Inc, Cl A		13,129		1,144
USANA Health Sciences Inc *		14,391		1,456
Walmart Inc		97,994		14,179
				139,902
Financials — 3.8%
American Business Bank *		1,369		54
Arthur J Gallagher & Co		9,479		1,608
Berkshire Hathaway, Cl A *		11		4,957
Berkshire Hathaway Inc, Cl B *		31,500		9,419
Brown & Brown Inc		2,692		189
Cboe Global Markets Inc		23,313		3,040
CME Group Inc		18,243		4,168
First American Financial Corp		4,426		346
Intercontinental Exchange Inc		54,363		7,435
KKR Real Estate Finance Trust Inc ^‡		18,917		394
Marsh & McLennan Cos Inc		43,922		7,635
MFA Financial Inc ^‡		50,737		231
Nelnet Inc, Cl A		3,366		329
Sixth Street Specialty Lending Inc		51		1
Waterstone Financial Inc		21,532		471
				40,277
Health Care — 11.9%
AbbVie Inc		37,359		5,058
Agilent Technologies Inc		34,240		5,466
Becton Dickinson and Co		10,447		2,627
Bio-Rad Laboratories Inc, Cl A *		10,079		7,615
Bristol-Myers Squibb Co		6,365		397
Cerner Corp		158,922		14,759
Chemed Corp		11,106		5,876
CVS Health Corp		26,200		2,703
Gilead Sciences Inc		71,332		5,180
HCA Healthcare Inc		4,380		1,125
Henry Schein Inc *		26,827		2,080
IDEXX Laboratories Inc *		5,239		3,450
Johnson & Johnson		81,733		13,982


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Laboratory Corp of America Holdings *		24,911	$	7,827
Merck & Co Inc		98,210		7,527
Mettler-Toledo International Inc *		5,036		8,547
Molina Healthcare Inc *		2,507		797
National HealthCare Corp		10,063		684
Pfizer Inc		238,086		14,059
Prestige Consumer Healthcare Inc, Cl A *		31,741		1,925
Quest Diagnostics Inc		11,585		2,004
Regeneron Pharmaceuticals Inc *		3,423		2,162
Stryker Corp		3,881		1,038
Vertex Pharmaceuticals Inc *		7,748		1,701
Waters Corp *		18,324		6,828
West Pharmaceutical Services Inc		882		414
				125,831
Industrials — 3.8%
3M Co		9,794		1,740
A O Smith Corp		13,272		1,139
AMERCO		4,696		3,410
CH Robinson Worldwide Inc		42,994		4,628
Expeditors International of Washington Inc		97,942		13,153
General Dynamics Corp		25,860		5,391
Graco Inc		17,242		1,390
Insperity Inc, Cl A		1,258		149
Lockheed Martin Corp		724		257
Northrop Grumman Corp		449		174
Robert Half International Inc		67,217		7,496
Waste Management Inc		2,314		386
Watsco Inc		1,091		341
ZIM Integrated Shipping Services		3,653		215
				39,869
Information Technology — 12.1%
Amdocs Ltd		6,120		458
Arista Networks Inc *		57,800		8,309
Avnet Inc		16,532		682
Broadcom Inc		12,575		8,368
Cadence Design Systems Inc *		7,616		1,419
Check Point Software Technologies Ltd *		75,250		8,771
Ciena Corp *		69,355		5,338
Cisco Systems Inc/Delaware		199,110		12,618
CommVault Systems Inc *		50,741		3,497
Dell Technologies Inc, Cl C *		10,610		596
F5 Inc, Cl A *		35,982		8,805
Fair Isaac Corp *		6,422		2,785
Fortinet Inc *		18,119		6,512
Gartner Inc *		9,755		3,261
HP Inc		39,179		1,476
Intuit Inc		1,869		1,202
Jack Henry & Associates Inc		5,917		988
Juniper Networks Inc		315,642		11,272
Keysight Technologies Inc *		6,277		1,296
Microsoft Corp		22,025		7,407
Motorola Solutions Inc		40,773		11,078


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
National Instruments Corp		30,794	$	1,345
NetScout Systems Inc *		31,539		1,043
Oracle Corp, Cl B		131,464		11,465
Progress Software Corp		17,398		840
Radware Ltd *		43,297		1,803
SS&C Technologies Holdings Inc		39,592		3,246
Synopsys Inc *		612		225
VMware Inc, Cl A		11,189		1,297
				127,402
Materials — 3.2%
AptarGroup Inc		12,155		1,489
Ecolab Inc		26,486		6,213
Materion Corp		18,892		1,737
Nucor Corp		14,545		1,660
Packaging Corp of America		30,590		4,165
Reliance Steel & Aluminum Co		57,596		9,343
Royal Gold Inc, Cl A		24,448		2,572
Sherwin-Williams Co/The, Cl A		7,601		2,677
Silgan Holdings Inc		79,424		3,403
				33,259
Real Estate — 1.0%
CubeSmart ^‡		7,992		455
Equity LifeStyle Properties Inc ^‡		17,076		1,497
Extra Space Storage Inc ^‡		11,284		2,558
Public Storage ^‡		16,579		6,210
				10,720
Utilities — 0.9%
American Electric Power Co Inc		9,451		841
Consolidated Edison Inc		23,418		1,998
Hawaiian Electric Industries Inc		34,368		1,426
PPL Corp		74,291		2,233
UGI Corp		62,114		2,852
				9,350
				608,840

Total Common Stock
(Cost $857,220) ($ Thousands)				1,028,954



PREFERRED STOCK — 0.2%
Germany — 0.2%
Fuchs Petrolub (B)		4,331		196
Henkel AG & Co KGaA(B)		18,613		1,506

Total Preferred Stock
(Cost $1,843) ($ Thousands)				1,702


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.9%
SEI Liquidity Fund, L.P.
0.020% **^†(C)		9,445,960	$	9,447


Total Affiliated Partnership
(Cost $9,448) ($ Thousands)				9,447



CASH EQUIVALENT — 1.6%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		17,068,221		17,068

Total Cash Equivalent
(Cost $17,068) ($ Thousands)				17,068


Total Investments in Securities — 100.3%
(Cost $885,579) ($ Thousands)			$	1,057,171

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

A list of the open forward foreign currency contracts held by the Fund at December 31, 2021 is as follows:

	Percentages are based on Net Assets of $1,054,028 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $8,978 ($ Thousands).
(B)	No interest rate available.
(C)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $9,447 ($ Thousands).

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DKK — Danish Krone

EUR — Euro

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

JPY — Japanese Yen

L.P. — Limited Partnership

Ltd. — Limited

NOK — Norwegian Krone

NZD — New Zealand Dollar

PLC — Public Limited Company

REIT — Real Estate investment Trust

S&P— Standard & Poor's

SGD — Singapore Dollar

SEK — Swedish Krona

SPI — Share Price Index

TOPIX- Tokyo Price Index

USD — U.S. Dollar

The following is a list of the level of inputs used as of December 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		1,028,954		–		–		1,028,954
Preferred Stock		1,506		196		–		1,702
Affiliated Partnership		–		9,447		–		9,447
Cash Equivalent		17,068		–		–		17,068
Total Investments in Securities		1,047,528		9,643		–		1,057,171

Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		215		–			–		215
Forwards Contracts*
Unrealized Appreciation		–		240			–		240
Unrealized Depreciation		–		(1,055	)		–		(1,055	)
Total Other Financial Instruments		215		(815	)		–		(600	)

*	Futures contracts and forwards contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.3%

Communication Services — 2.4%
Activision Blizzard Inc		7,842	$	522
Alphabet Inc, Cl A *		1,342		3,888
Alphabet Inc, Cl C *		590		1,707
Fox Corp, Cl A		83,711		3,089
Fox Corp, Cl B		11,835		405
John Wiley & Sons Inc, Cl A		55,857		3,199
Madison Square Garden Entertainment Corp *		12,894		907
Madison Square Garden Sports Corp *		8,586		1,491
Netflix Inc *		949		572
New York Times Co/The, Cl A		86,350		4,171
Quebecor Inc, Cl B		40,500		915
SK Telecom ADR (A)		78,836		2,102
Take-Two Interactive Software Inc, Cl A *		15,922		2,830
Zynga Inc, Cl A *		28,433		182

				25,980
Consumer Discretionary — 7.2%
Amazon.com Inc, Cl A *		263		877
AutoZone Inc *		10,000		20,964
Darden Restaurants Inc		15,105		2,275
Dick's Sporting Goods Inc		32,489		3,736
Dollar General Corp		8,848		2,087
Domino's Pizza Inc		3,844		2,169
eBay Inc		140,400		9,337
Frontdoor Inc *		25,115		920
Graham Holdings Co, Cl B		4,037		2,543
McDonald's Corp		25,821		6,922
Target Corp, Cl A		80,455		18,620
Toyota Motor Corp ADR		38,500		7,134

				77,584
Consumer Staples — 15.6%
Altria Group Inc		93,946		4,452
Bunge Ltd		11,344		1,059
Campbell Soup Co		38,780		1,685
Church & Dwight Co Inc		66,413		6,807
Clorox Co/The		32,002		5,580
Coca-Cola Co/The		63,107		3,737
Coca-Cola Europacific Partners PLC		49,400		2,763
Colgate-Palmolive Co		101,399		8,653
Costco Wholesale Corp		13,236		7,514
General Mills Inc		51,227		3,452
Hershey Co/The		35,196		6,809
Hormel Foods Corp		125,879		6,144
J M Smucker Co/The		26,111		3,546
Kellogg Co		78,461		5,054
Kimberly-Clark Corp		2,775		397
Kraft Heinz Co/The		63,800		2,291
Kroger Co/The		385,643		17,454
Lamb Weston Holdings Inc		28,333		1,796


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
McCormick & Co Inc/MD		79,237	$	7,655
Metro Inc/CN, Cl A		58,400		3,113
PepsiCo Inc		56,305		9,781
Procter & Gamble Co/The		43,671		7,144
Sanderson Farms Inc		20,200		3,860
Tyson Foods Inc, Cl A		183,000		15,950
Walmart Inc		220,879		31,959

				168,655
Energy — 0.3%
DT Midstream Inc		19,049		914
Williams Cos Inc/The		106,785		2,781

				3,695
Financials — 11.0%
Aflac Inc		112,800		6,586
Allstate Corp/The		65,446		7,700
American Financial Group Inc/OH		41,500		5,699
Assurant Inc		10,566		1,647
Bank of America Corp		7,089		315
Bank of Hawaii Corp		15,469		1,296
Bank of New York Mellon Corp/The		72,600		4,217
Berkshire Hathaway Inc, Cl B *		64,800		19,375
Cboe Global Markets Inc		46,588		6,075
Chubb Ltd		12,399		2,397
Cullen/Frost Bankers Inc		10,482		1,321
Everest Re Group Ltd		39,096		10,709
Hanover Insurance Group Inc/The, Cl A		30,304		3,972
MGIC Investment Corp		141,647		2,043
Morningstar Inc, Cl A		21,864		7,477
National Bank of Canada		54,700		4,176
Progressive Corp/The		115,800		11,887
RenaissanceRe Holdings Ltd		31,431		5,322
TFS Financial Corp		125,478		2,242
Travelers Cos Inc/The		83,472		13,057
White Mountains Insurance Group Ltd		2,847		2,887

				120,400
Health Care — 20.3%
2seventy bio Inc *		18,880		484
AbbVie Inc		53,300		7,217
ABIOMED Inc *		6,106		2,193
AmerisourceBergen Corp, Cl A		14,727		1,957
Amgen Inc, Cl A		16,800		3,780
Anthem Inc		44,047		20,417
AstraZeneca PLC ADR		93,200		5,429
Baxter International Inc		37,184		3,192
Bio-Rad Laboratories Inc, Cl A *		4,035		3,049
Bristol-Myers Squibb Co		126,385		7,880
Chemed Corp		1,680		889
CVS Health Corp		31,417		3,241
Danaher Corp, Cl A		5,182		1,705
Eli Lilly & Co		95,629		26,415


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Gilead Sciences Inc		39,268	$	2,851
Humana Inc		29,662		13,759
Johnson & Johnson		176,016		30,111
McKesson Corp		8,957		2,226
Merck & Co Inc		249,354		19,110
Mettler-Toledo International Inc *		3,168		5,377
Organon & Co		24,129		735
Pfizer Inc		367,569		21,705
Premier Inc, Cl A		67,410		2,775
Quest Diagnostics Inc		50,752		8,781
Thermo Fisher Scientific Inc		4,536		3,027
UnitedHealth Group Inc		35,650		17,901
Zoetis Inc, Cl A		18,364		4,481

				220,687
Industrials — 9.7%
3M Co		16,547		2,939
Carrier Global Corp		50,700		2,750
CH Robinson Worldwide Inc		34,716		3,736
Cummins Inc		13,400		2,923
EMCOR Group Inc		13,365		1,703
General Dynamics Corp		30,100		6,275
L3Harris Technologies Inc		26,704		5,694
Landstar System Inc		11,414		2,043
Lockheed Martin Corp		5,885		2,092
Northrop Grumman Corp		40,245		15,578
Quanta Services Inc		37,697		4,322
Raytheon Technologies Corp		135,100		11,627
Republic Services Inc		146,100		20,374
Schneider National Inc, Cl B		108,955		2,932
Waste Management Inc		124,467		20,773

				105,761
Information Technology — 21.9%
Amdocs Ltd		227,100		16,996
Apple Inc		303,048		53,812
Atlassian Corp PLC, Cl A *		9,066		3,457
Automatic Data Processing Inc		12,312		3,036
Ciena Corp *		36,645		2,821
Cisco Systems Inc/Delaware		330,136		20,921
CSG Systems International Inc		37,600		2,166
DocuSign Inc, Cl A *		11,775		1,793
F5 Inc, Cl A *		24,793		6,067
Intel Corp		307,300		15,826
Jack Henry & Associates Inc		10,939		1,827
Marvell Technology Inc		24,484		2,142
Microsoft Corp		92,297		31,041
Motorola Solutions Inc		87,963		23,900
NetApp Inc		46,295		4,259
Oracle Corp, Cl B		234,871		20,483
Qorvo Inc *		29,520		4,617
Seagate Technology Holdings PLC		63,600		7,185


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Synopsys Inc *		41,600	$	15,330

				237,679
Materials — 2.5%
AptarGroup Inc		6,262		767
Avery Dennison Corp		31,600		6,844
Corteva Inc		84,619		4,001
Royal Gold Inc, Cl A		15,384		1,618
Sealed Air Corp		136,300		9,196
Silgan Holdings Inc		110,800		4,747

				27,173
Real Estate — 0.4%
Equity LifeStyle Properties Inc ^‡		29,390		2,576
SBA Communications Corp, Cl A ^‡		4,204		1,636

				4,212
Utilities — 7.0%
Ameren Corp		74,283		6,612
American Electric Power Co Inc		74,900		6,664
DTE Energy Co		38,099		4,555
Duke Energy Corp		41,536		4,357
Entergy Corp		41,800		4,709
Eversource Energy		82,362		7,493
National Fuel Gas Co		34,340		2,196
NextEra Energy Inc		108,154		10,097
Portland General Electric Co		73,374		3,883
Public Service Enterprise Group Inc		183,544		12,248
Southern Co/The		83,686		5,739
WEC Energy Group Inc		75,896		7,367

				75,920
Total Common Stock
(Cost $466,742) ($ Thousands)				1,067,746



AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.020% **^†(B)		233,019		232


Total Affiliated Partnership
(Cost $233) ($ Thousands)				232

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $1,086,429 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $219 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $232 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor's

The following is a list of the level of inputs used as of December 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

1,067,746

–

1,067,746

Affiliated Partnership

–

232

–

232

Cash Equivalent

17,675

–

17,675

Total Investments in Securities

1,085,421

232

–

1,085,653

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

–

Total Other Financial Instruments

–

*	Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.0%
Australia — 5.4%
Abacus Property Group ^‡		117,177	$	323
AGL Energy Ltd		212,782		951
Ansell		50,216		1,151
ASX Ltd		5,643		381
Aurizon Holdings Ltd		566,069		1,439
AusNet Services		198,571		371
Bendigo & Adelaide Bank		74,373		492
BlueScope Steel Ltd		6,598		100
Charter Hall Long Wale ^‡		89,728		330
Coles Group Ltd		78,882		1,028
CSL Ltd		3,824		809
Deterra Royalties		101,448		318
Elders Ltd		57,879		517
Endeavour Group		21,286		104
Harvey Norman Holdings Ltd		469,181		1,685
Inghams Group Ltd		330,641		844
JB Hi-Fi		41,355		1,452
Medibank Pvt		47,280		115
Metcash, Cl A		361,737		1,185
Newcrest Mining Ltd		13,198		235
Orora		269,202		686
REA Group Ltd		3,994		486
Rio Tinto Ltd		14,158		1,033
Sonic Healthcare Ltd		53,941		1,831
Telstra Corp Ltd, Cl B		502,620		1,526
TPG Telecom		25,359		108
Treasury Wine Estates Ltd		37,848		340
Wesfarmers Ltd		36,388		1,567
Woolworths Group Ltd		21,286		588
				21,995
Austria — 1.2%
ANDRITZ AG		11,056		570
CA Immobilien Anlagen AG		4,737		178
Erste Group Bank AG		6,526		307
EVN AG		6,728		203
Mayr Melnhof Karton		4,405		886
Oesterreichische Post AG		37,629		1,615
S IMMO AG ^‡		9,548		236
Telekom Austria AG, Cl A		81,520		706
voestalpine AG		2,463		90
				4,791
Belgium — 1.1%
Ageas		29,613		1,534
Etablissements Franz Colruyt		26,582		1,126
Proximus SADP		49,034		956
UCB SA, Cl A		5,816		664
				4,280
Canada — 2.4%
Bank of Nova Scotia, Cl C		13,689		971
Canadian Imperial Bank of Commerce		15,826		1,847
Canadian Tire Corp Ltd, Cl A		18,075		2,596


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cogeco Communications		18,559	$	1,480
Empire Co Ltd, Cl A		34,652		1,057
Loblaw Cos Ltd		24,108		1,978
				9,929
Denmark — 3.2%
AP Moller - Maersk A/S, Cl B		311		1,114
Carlsberg A/S, Cl B		10,243		1,768
Coloplast A/S, Cl B		10,603		1,862
Danske Bank A/S		60,283		1,039
DSV A/S		3,400		793
Genmab A/S *		1,478		590
Jyske Bank A/S		16,645		856
Novo Nordisk A/S, Cl B		15,879		1,786
Novozymes A/S, Cl B		2,754		226
Royal Unibrew A/S		2,426		273
Scandinavian Tobacco Group A/S		73,722		1,549
Solar, Cl B		3,143		383
Sydbank A/S		22,507		710
UIE		564		160
				13,109
Finland — 1.8%
Aspo		3,559		46
Elisa Oyj		6,082		374
Kemira		53,724		813
Kesko Oyj, Cl B		61,076		2,035
Kone Oyj, Cl B		1,458		105
Orion Oyj, Cl B		26,784		1,112
TietoEVRY		41,758		1,304
Tokmanni Group		30,857		690
Valmet		16,417		703
				7,182
France — 9.2%
Arkema SA		8,090		1,139
AXA SA		35,915		1,070
BNP Paribas SA		3,209		222
Caisse Regionale de Credit Agricole Mutuel Brie Picardie		4,916		118
Caisse Regionale de Credit Agricole Mutuel Nord de France		4,065		94
Carrefour SA		209,341		3,834
Cie de L'Odet		80		121
Cie Generale des Etablissements Michelin SCA		20,163		3,305
Covivio ^‡		1,293		106
Credit Agricole		22,471		321
Danone SA		3,206		199
Dassault Systemes		8,698		518
Engie SA		50,101		742
Eurofins Scientific		10,084		1,248
Eutelsat Communications SA		80,872		987
Hermes International		1,456		2,543
Ipsen SA		3,763		345


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lagardere SCA		3,725	$	103
Legrand SA		6,656		779
L'Oreal SA		3,384		1,605
Metropole Television SA		56,336		1,099
Orange SA		253,102		2,709
Pernod Ricard SA		6,112		1,470
Prodware		6,476		64
Publicis Groupe SA		3,995		269
Sanofi		66,653		6,714
Sartorius Stedim Biotech		869		477
SEB SA		1,787		278
Societe BIC SA		25,897		1,394
Societe Generale SA		34,187		1,174
Societe LDC		865		95
Stellantis		9,533		181
Technip Energies *		7,749		113
Thales SA, Cl A		6,701		570
TOTAL SA		4,439		225
Virbac		506		244
Vivendi SA		39,336		532
Wendel SA		1,943		233
				37,240
Germany — 6.1%
adidas AG		674		194
Bayerische Motoren Werke AG		11,655		1,173
Deutsche Post AG		43,140		2,774
Deutsche Telekom AG		184,690		3,423
E.ON SE		187,301		2,597
Freenet AG		64,676		1,711
Hannover Rueck SE		1,509		287
Henkel AG & Co KGaA		12,280		959
Hornbach Holding AG & Co KGaA		12,407		1,869
Knorr-Bremse AG		9,277		917
Merck KGaA		11,676		3,014
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		5,603		1,660
QIAGEN NV *		2,128		119
SAP SE		1,064		151
Scout24		8,275		578
Siemens Healthineers AG		6,608		495
Sirius Real Estate Ltd ^‡		87,389		167
Talanx		3,767		182
Uniper SE		52,457		2,494
Vonovia SE ^‡		3,062		169
				24,933
Hong Kong — 3.6%
BOC Hong Kong Holdings Ltd		255,500		837
China Motor Bus Co Ltd ^‡		9,200		113
CK Hutchison Holdings Ltd		154,500		997
CK Infrastructure Holdings Ltd		94,000		599
CLP Holdings Ltd, Cl B		226,000		2,283
Dah Sing Banking Group Ltd		585,600		500


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HK Electric Investments & HK Electric Investments Ltd		1,490,000	$	1,462
HKT Trust & HKT Ltd		1,380,000		1,855
Hutchison Telecommunications Hong Kong Holdings		1,162,000		186
Kerry Properties Ltd ^‡		283,000		737
Lee & Man Paper Manufacturing Ltd		697,000		484
Pacific Textiles Holdings		788,000		372
PCCW Ltd		1,257,704		637
Power Assets Holdings Ltd		186,500		1,163
SmarTone Telecommunications Holdings		328,500		175
VTech Holdings Ltd		286,300		2,242
				14,642
Ireland — 0.5%
Dole		11,373		151
ICON PLC *		3,702		1,147
Kerry Group PLC, Cl A		4,704		606
				1,904
Israel — 0.9%
Albaad Massuot Yitzhak *		8,411		85
Bank Hapoalim BM		61,461		632
Bank Leumi Le-Israel BM		115,413		1,240
Elbit Systems Ltd		2,298		399
Isracard Ltd		–		–
Kerur Holdings Ltd		4,093		131
Mizrahi Tefahot Bank Ltd		12,013		463
Nice Ltd *		1,413		429
Shufersal Ltd		26,493		221
				3,600
Italy — 2.1%
A2A SpA		821,655		1,602
ACEA		54,526		1,164
Assicurazioni Generali SpA		16,518		349
Enel SpA		99,794		798
Eni SpA		28,956		401
Ferrari NV		388		101
Hera SpA		309,958		1,289
Intesa Sanpaolo SpA		58,793		152
Iren SpA		38,535		116
Terna - Rete Elettrica Nazionale		41,284		333
UnipolSai Assicurazioni		764,986		2,151
				8,456
Japan — 22.3%
AEON Investment ^‡		755		1,057
Aozora Bank Ltd (A)		37,600		822
Arcs Co Ltd		55,100		1,021
Bandai Namco Holdings Inc		2,300		179
Bridgestone (A)		32,900		1,414
Calbee Inc		19,500		452
Canon Inc (A)		104,200		2,533
Choushimaru Co Ltd		10,500		101
COMSYS Holdings Corp		6,300		140


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Daicel Corp		98,700	$	682
Daiichi Kensetsu		8,500		148
Daiichi Sankyo Co Ltd		7,500		191
Daiki Aluminium Industry Co Ltd		26,000		361
Dairei		6,300		105
Daito Trust Construction Co Ltd		9,900		1,133
DCM Holdings Co Ltd		162,700		1,506
Earth		12,500		666
EDION Corp		55,000		513
EXEO Group		8,300		175
FUJIFILM Holdings Corp		9,400		695
Fujitsu Ltd		1,500		256
Heiwado		10,900		183
Hokkaido Gas Co Ltd		9,800		130
Honda Motor Co Ltd		26,900		761
Hoya Corp		1,500		222
Inaba Denki Sangyo Co Ltd		50,800		1,192
ITOCHU Corp		124,300		3,800
Itochu Enex Co Ltd		119,800		1,037
Iwatani		13,300		670
Japan Post Bank Co Ltd		113,600		1,040
Japan Post Holdings Co Ltd		199,700		1,556
Japan Tobacco Inc (A)		119,500		2,411
JXTG Holdings Inc		276,800		1,037
Kadoya Sesame Mills Inc		2,600		89
Kaken Pharmaceutical Co Ltd		25,000		914
Kamigumi Co Ltd		87,400		1,655
Kaneka Corp		20,500		672
Kato Sangyo Co Ltd		8,700		253
KDDI Corp		165,700		4,831
Keihanshin Building Co Ltd ^‡		14,200		192
Keiyo Co Ltd		32,400		238
Kinden Corp		89,000		1,336
Kurimoto Ltd		6,800		93
Kyokuyo Co Ltd		3,800		102
KYORIN Holdings Inc		12,100		194
Lawson Inc		35,900		1,704
Lintec		31,100		712
Maruichi Steel Tube Ltd		23,100		511
MatsukiyoCocokara		2,900		107
McDonald's Holdings Co Japan Ltd		31,700		1,402
Medipal Holdings Corp		57,500		1,077
MEIJI Holdings Co Ltd		21,900		1,305
Mirait Holdings		24,700		407
Mitsubishi Electric		24,200		307
Mitsubishi Shokuhin Co Ltd		33,300		800
Miyoshi Oil & Fat Co Ltd		10,200		112
Mizuho Financial Group Inc		280,180		3,559
Mizuno		6,300		123
MS&AD Insurance Group Holdings Inc		27,000		831
Nintendo Co Ltd		1,400		652
Nippn		57,000		820


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nippo Corp		24,300	$	842
Nippon Kanzai Co Ltd		5,500		138
Nippon Telegraph & Telephone Corp		231,300		6,329
Nippon Television Holdings		69,200		703
Nisshin Oillio Group Ltd/The		20,000		504
Nissin Foods Holdings Co Ltd		2,500		182
Nitto Fuji Flour Milling Co Ltd		8,000		265
Nomura Holdings		237,900		1,035
Okinawa Cellular Telephone Co		3,100		138
Ono Pharmaceutical Co Ltd		14,600		362
ORIX		60,100		1,222
Otsuka Corp		9,100		433
Otsuka Holdings Co Ltd (A)		9,800		355
OUG Holdings Inc		4,800		113
Proto Corp		12,200		145
Rengo		107,600		813
Ricoh Co Ltd		10,000		93
Sankyo Co Ltd		38,600		1,000
Sankyu		25,000		1,036
Sawai Group Holdings		2,700		103
Seino Holdings		65,700		666
Sekisui House		47,800		1,024
Seven & i Holdings Co Ltd		10,200		448
Shimamura Co Ltd		2,700		227
Shionogi & Co Ltd		6,600		466
Softbank Corp		155,100		1,962
Sompo Holdings		8,200		345
Subaru Corp		16,900		302
Sugi Holdings Co Ltd		7,900		477
Sumitomo Mitsui Financial Group Inc		46,500		1,589
Sumitomo Osaka Cement Co Ltd		32,100		986
Suzuken Co Ltd/Aichi Japan		8,900		257
Taisho Pharmaceutical Holdings Co Ltd		1,950		89
Teijin Ltd		96,800		1,190
Toho Holdings Co Ltd		13,800		210
Tokio Marine Holdings Inc		7,200		400
Tokyo Gas Co Ltd		21,900		392
Towa Pharmaceutical		15,400		383
Toyo Suisan Kaisha Ltd		35,300		1,495
Toyota Motor Corp		112,300		2,059
Trend Micro Inc/Japan		32,700		1,814
Tsuruha Holdings Inc		4,400		422
Unicharm Corp		12,500		543
Valor Holdings Co Ltd		32,500		606
Yamada Denki Co Ltd		551,200		1,882
Yamaguchi Financial Group		169,800		993
Yamaha Motor		5,000		120
Yaoko Co Ltd		1,700		103
Yellow Hat Ltd		11,200		161
Zaoh		8,700		151
ZERIA Pharmaceutical		6,300		107
				90,867


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Netherlands — 3.6%
ABN AMRO Bank NV		11,695	$	172
ASML Holding NV		751		603
Heineken NV		6,605		743
JDE Peet's		8,450		260
Koninklijke Ahold Delhaize NV		207,688		7,117
Koninklijke KPN NV		75,711		235
NN Group NV		62,608		3,390
Randstad NV		3,774		258
Signify NV		18,561		861
Universal Music Group		16,699		471
Wolters Kluwer NV		5,179		610
				14,720
New Zealand — 0.9%
EBOS Group Ltd		5,627		159
Fisher & Paykel Healthcare Corp Ltd		34,373		771
Freightways Ltd		64,774		570
Mainfreight Ltd		17,090		1,098
Mercury NZ Ltd		109,078		457
Meridian Energy		35,190		117
Spark New Zealand Ltd		98,605		305
				3,477
Norway — 1.1%
Austevoll Seafood ASA		41,885		505
DNB Bank		22,448		513
Norsk Hydro ASA		104,457		824
Orkla ASA		172,578		1,729
Sparebank 1 Oestlandet		6,917		114
SpareBank 1 SMN		6,562		111
SpareBank 1 SR-Bank		17,208		260
Telenor ASA		32,325		508
				4,564
Portugal — 0.7%
Jeronimo Martins SGPS SA		86,576		1,979
NOS SGPS SA		37,349		145
Sonae SGPS		467,890		533
				2,657
Singapore — 2.7%
DBS Group Holdings Ltd		125,500		3,040
Great Eastern Holdings		6,700		100
Jardine Cycle & Carriage Ltd		123,600		1,889
Mapletree Industrial Trust ^‡		59,850		120
Mapletree Logistics Trust ^‡		154,270		218
Olam International Ltd		140,500		182
Oversea-Chinese Banking Corp Ltd		241,700		2,044
Sheng Siong Group Ltd		553,500		600
Straits Trading		74,500		183
United Overseas Bank Ltd		104,800		2,091
Venture Corp Ltd		17,400		236
Wilmar International Ltd		124,500		382
				11,085


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Spain — 2.3%
CaixaBank SA		37,980	$	104
Cia de Distribucion Integral Logista Holdings		81,284		1,626
Ebro Foods SA		45,648		878
Endesa SA		109,975		2,524
Faes Farma		146,861		584
Iberdrola SA		149,089		1,762
Red Electrica Corp SA		85,948		1,861
Repsol SA, Cl A		8,805		105
				9,444
Sweden — 2.1%
Axfood AB		54,195		1,558
Epiroc, Cl B		14,793		314
Industrivarden, Cl A		127		4
KNOW IT AB		7,589		314
Nordea Bank Abp, Cl A		110,952		1,353
Nyfosa ^‡		18,745		322
Samhallsbyggnadsbolaget i Norden ^‡		93,792		688
Skandinaviska Enskilda Banken AB, Cl A		35,084		487
Svenska Cellulosa AB SCA, Cl B		11,438		203
Svenska Handelsbanken AB, Cl A		17,680		191
Swedbank AB, Cl A		41,164		826
Swedish Match		202,565		1,609
Telefonaktiebolaget LM Ericsson, Cl B		69,843		765
				8,634
Switzerland — 10.0%
Alcon Inc		6,004		530
ALSO Holding AG		606		200
Baloise Holding AG		11,303		1,846
Banque Cantonale de Geneve		570		100
Banque Cantonale Vaudoise		2,566		199
Barry Callebaut AG		491		1,193
Basellandschaftliche Kantonalbank		408		407
Berner Kantonalbank AG		473		105
BKW AG		18,318		2,390
Chocoladefabriken Lindt & Spruengli AG		155		2,749
dormakaba Holding		596		394
Emmi		905		1,070
EMS-Chemie Holding AG		1,134		1,269
Helvetia Holding		6,900		812
Intershop Holding AG ^‡		203		137
Kuehne + Nagel International AG		410		132
Logitech International SA		834		70
Nestle SA		10,269		1,437
Novartis AG		32,351		2,842
PSP Swiss Property AG ^‡		3,835		479
Roche Holding		262		117
Roche Holding AG		22,417		9,317
Romande Energie Holding SA		76		114
Schindler Holding AG		2,723		732
SGS SA, Cl B		219		731


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sika AG		2,182	$	910
Sonova Holding AG		3,097		1,212
Swiss Life Holding AG		4,709		2,880
Swiss Prime Site AG ^‡		8,965		881
Swisscom AG		6,786		3,828
Thurgauer Kantonalbank		927		108
TX Group AG		1,296		222
Valiant Holding AG		10,429		1,045
Vifor Pharma AG		566		100
				40,558
United Kingdom — 11.9%
3i Group		26,140		513
Anglo American PLC		16,607		678
Atalaya Mining		70,542		393
Auto Trader Group PLC		82,006		822
B&M European Value Retail		124,549		1,070
BAE Systems PLC		456,107		3,397
Bank of Georgia Group		4,845		110
BHP Group		30,922		921
Big Yellow Group ^‡		5,853		135
BP PLC ADR		10,889		290
British American Tobacco PLC		49,933		1,849
Britvic PLC		17,747		221
BT Group PLC, Cl A		789,651		1,813
Bunzl PLC		40,782		1,594
CareTech Holdings		22,562		176
Computacenter PLC		25,496		1,005
Craneware PLC		4,479		147
Dechra Pharmaceuticals PLC		2,959		213
Diageo PLC		12,148		664
Direct Line Insurance Group		452,990		1,712
Duke Royalty		381,565		221
Ferguson PLC		4,522		803
Finsbury Food Group PLC		134,390		182
Genus		2,516		168
GlaxoSmithKline PLC		304,859		6,634
Hikma Pharmaceuticals PLC		6,241		188
Howden Joinery Group		14,262		174
HSBC Holdings PLC		182,427		1,109
Imperial Brands PLC		149,376		3,271
Inchcape PLC		59,646		735
Intertek Group PLC		13,836		1,055
J Sainsbury PLC		624,800		2,334
Kingfisher PLC		631,696		2,895
National Grid PLC		140,036		2,010
Premier Foods		365,451		553
QinetiQ Group PLC		414,692		1,494
Rio Tinto PLC		6,903		457
Sage Group PLC/The		10,819		125
ScS Group		48,694		150
Tate & Lyle PLC		332,021		2,974
Tesco		616,580		2,421


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Thungela Resources *		1,394	$	7
Vodafone Group PLC		355,015		540
YouGov		14,322		310
				48,533
United States — 0.9%
Check Point Software Technologies Ltd *		12,871		1,500
Nomad Foods *		36,922		937
QIAGEN NV *		7,592		422
Radware Ltd *		22,054		919
				3,778
Total Common Stock
(Cost $313,418) ($ Thousands)				390,378



PREFERRED STOCK — 0.7%
Germany — 0.7%
Fuchs Petrolub (B)		25,512		1,158
Henkel AG & Co KGaA(B)		18,889		1,528
				2,686
Total Preferred Stock
(Cost $2,795) ($ Thousands)				2,686


		Number of Rights
RIGHTS — 0.0%
Spain — 0.0%
Faes Farma *^‡^‡		146,861		31
Total Rights
(Cost $—) ($ Thousands)				31


	Shares
AFFILIATED PARTNERSHIP — 1.9%
SEI Liquidity Fund, L.P.
0.020% **^†(C)		7,911,606		7,913


Total Affiliated Partnership
(Cost $7,913) ($ Thousands)				7,913



CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		8,169,337		8,169

Total Cash Equivalent
(Cost $8,169) ($ Thousands)				8,169


Total Investments in Securities — 100.6%
(Cost $332,295) ($ Thousands)			$	409,177

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $406,540 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
^‡^‡	Expiration date not available.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $7,520 ($ Thousands).
(B)	There is no interest rate available.
(C)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $7,913 ($ Thousands).

The following is a list of the level of inputs used as of December 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Common Stock		390,378		–		–		390,378
Preferred Stock		1,528		1,158		–		2,686
Rights		31		–		–		31
Affiliated Partnership		–		7,913		–		7,913
Cash Equivalent		8,169		–		–		8,169
Total Investments in Securities		400,106		9,071		–		409,177

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

–

Total Other Financial Instruments

–

*	Futures contracts are valued at the unrealized appreciation on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.8%

Real Estate — 98.8%
Acadia Realty Trust ^‡		61,330	$	1,339
Alexandria Real Estate Equities Inc ^‡		6,630		1,478
American Campus Communities Inc ^‡		43,986		2,520
American Homes 4 Rent, Cl A ^‡		26,777		1,168
American Tower Corp, Cl A ^‡		15,975		4,673
Americold Realty Trust ^‡		23,210		761
Apple Hospitality Inc ^‡		23,309		376
AvalonBay Communities Inc ^‡		23,474		5,929
Brixmor Property Group Inc ^‡		133,331		3,388
Cousins Properties Inc ^‡		38,350		1,545
Digital Realty Trust Inc, Cl A ^‡		22,120		3,912
Diversified Healthcare Trust ^‡		82,084		254
Duke Realty Corp ^‡		63,720		4,183
Empire State Realty Trust Inc, Cl A ^‡		62,400		555
Equinix Inc ^‡		11,642		9,847
Equity Residential ^‡		47,088		4,262
Essex Property Trust Inc ^‡		3,267		1,151
Extra Space Storage Inc ^‡		8,510		1,930
First Industrial Realty Trust Inc ^‡		28,596		1,893
Healthpeak Properties Inc ^‡		60,272		2,175
Host Hotels & Resorts Inc *^‡		108,664		1,890
Hudson Pacific Properties Inc ^‡		65,640		1,622
Independence Realty Trust Inc ^‡		33,806		873
Invitation Homes Inc ^‡		118,917		5,392
JBG SMITH Properties ^‡		51,000		1,464
Kilroy Realty Corp ^‡		31,400		2,087
Kite Realty Group Trust ^‡		34,300		747
Life Storage Inc ^‡		24,690		3,782
Medical Properties Trust Inc ^‡		53,285		1,259
Mid-America Apartment Communities Inc ^‡		12,500		2,868
Omega Healthcare Investors Inc ^‡		29,370		869
Park Hotels & Resorts Inc *^‡		44,240		835
Phillips Edison & Co Inc ^‡		11,802		390
Prologis Inc ^‡		73,090		12,305
Public Storage ^‡		18,520		6,937
Rexford Industrial Realty Inc ^‡		38,330		3,109
RPT Realty ^‡		48,750		652
Sabra Health Care Inc ^‡		92,296		1,250
SBA Communications Corp, Cl A ^‡		1,570		611
Simon Property Group Inc ^‡		26,430		4,223
SL Green Realty Corp ^‡		11,790		845
Sun Communities Inc ^‡		20,095		4,219
UDR Inc ^‡		68,735		4,123
Ventas Inc ^‡		88,350		4,516
Veris Residential Inc *^‡		58,515		1,076
Welltower Inc ^‡		37,950		3,255
WeWork Inc, Cl A *(A)		19,454		167
WP Carey Inc ^‡		16,880		1,385
Xenia Hotels & Resorts Inc *^‡		66,710		1,208

				127,298


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Total Common Stock
(Cost $83,247) ($ Thousands)			$	127,298



AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
0.020% **^†(B)		63,905		63


Total Affiliated Partnership
(Cost $64) ($ Thousands)				63



CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		1,189,516		1,190

Total Cash Equivalent
(Cost $1,190) ($ Thousands)				1,190


Total Investments in Securities — 99.8%
(Cost $84,501) ($ Thousands)			$	128,551

	Percentages are based on Net Assets of $128,793 ($ Thousands).
*	Non-income producing security.
^‡	Real Estate Investment Trust.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
(A)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $42 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $63 ($ Thousands).
^†	Investment in Affiliated Security.

Cl — Class

L.P. — Limited Partnership

REIT — Real Estate investment Trust

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

127,298

–

127,298

Affiliated Partnership

–

Cash Equivalent

1,190

–

1,190

Total Investments in Securities

128,488

–

128,551

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 34.7%
U.S. Treasury Bills (A)
0.180%, 06/23/2022	$	9,975	$	9,967
0.121%, 06/16/2022		6,085		6,081
0.120%, 06/09/2022		35,270		35,253
0.110%, 04/26/2022		11,040		11,037
0.045%, 01/27/2022		64,475		64,474
0.045%, 02/03/2022		4,010		4,010
U.S. Treasury Bonds
2.500%, 02/15/2045		2,479		2,726
2.395%, 05/15/2049 (A)		5,380		3,187
2.375%, 05/15/2051		8,520		9,411
2.250%, 05/15/2041		20,983		22,039
2.000%, 11/15/2041		31,822		32,185
2.000%, 02/15/2050		4,840		4,916
2.000%, 08/15/2051		32,892		33,529
1.875%, 02/15/2041		9,413		9,317
1.875%, 02/15/2051		13,100		12,961
1.875%, 11/15/2051		89,271		88,560
1.750%, 08/15/2041		80,382		77,933
1.625%, 11/15/2050		13,877		12,929
1.375%, 11/15/2040		15,365		14,003
1.375%, 08/15/2050		49,146		43,051
1.250%, 05/15/2050		28,650		24,329
1.125%, 05/15/2040		13,102		11,484
1.125%, 08/15/2040		16,784		14,654
U.S. Treasury Inflation Protected Securities
0.125%, 02/15/2051		3,107		3,678
U.S. Treasury Notes
2.125%, 05/15/2025		7,842		8,117
2.000%, 02/15/2022		8,164		8,183
1.875%, 02/28/2022		11,021		11,052
1.750%, 02/28/2022		662		664
1.625%, 05/15/2031		6,420		6,501
1.500%, 09/30/2024		3,330		3,383
1.500%, 11/30/2028		9,339		9,375
1.375%, 10/31/2028		20,810		20,725
1.375%, 12/31/2028		82,700		82,325
1.375%, 11/15/2031		71,780		70,871
1.250%, 11/30/2026		95,290		95,230
1.250%, 12/31/2026		84,988		84,895
1.250%, 03/31/2028		260		258
1.250%, 04/30/2028		22,020		21,820
1.250%, 05/31/2028		9,290		9,198
1.250%, 06/30/2028		4,310		4,266
1.250%, 09/30/2028		17,325		17,121
1.250%, 08/15/2031		6,310		6,169
1.125%, 10/31/2026		73,500		73,012
1.125%, 08/31/2028		8,290		8,129
1.000%, 12/15/2024		17,873		17,892
1.000%, 07/31/2028		8,090		7,876
0.875%, 06/30/2026		10,802		10,631
0.875%, 09/30/2026		19,821		19,467


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.750%, 12/31/2023	$	76,903	$	76,918
0.750%, 11/15/2024		2,520		2,506
0.750%, 04/30/2026		11,680		11,449
0.750%, 05/31/2026		15,770		15,446
0.750%, 01/31/2028		25,600		24,652
0.625%, 12/31/2027		2,090		2,000
0.500%, 11/30/2023		110,230		109,808
0.500%, 02/28/2026		13,031		12,661
0.500%, 08/31/2027		7,641		7,291
0.375%, 10/31/2023		65,726		65,338
0.375%, 04/15/2024		7,023		6,952
0.375%, 11/30/2025		12,794		12,408
0.375%, 12/31/2025		13,587		13,170
0.375%, 01/31/2026		9,331		9,027
0.250%, 09/30/2023		8,450		8,391
0.250%, 11/15/2023		120		119
0.250%, 05/15/2024		9,650		9,518
0.250%, 06/15/2024		7,905		7,789
0.250%, 05/31/2025		2,280		2,218
0.250%, 06/30/2025		360		350
0.250%, 08/31/2025		5,837		5,654
0.250%, 09/30/2025		70		68
0.250%, 10/31/2025		11,195		10,820
0.125%, 05/31/2022		3,212		3,211
0.125%, 07/31/2022		40		40
0.125%, 09/30/2022		4,853		4,847
0.125%, 12/31/2022		12,843		12,803
0.125%, 03/31/2023		14,403		14,337
0.125%, 08/31/2023		341		338
0.125%, 01/15/2024		6,204		6,126

Total U.S. Treasury Obligations
(Cost $1,615,274) ($ Thousands)				1,605,129



CORPORATE OBLIGATIONS — 30.8%
Communication Services — 3.3%
Alphabet
2.050%, 08/15/2050		400		357
1.100%, 08/15/2030		240		227
0.800%, 08/15/2027		220		213
0.450%, 08/15/2025		110		108
AT&T
6.500%, 09/01/2037		1,335		1,791
5.550%, 08/15/2041		130		170
5.350%, 09/01/2040		130		165
5.250%, 03/01/2037		2,420		2,993
5.150%, 03/15/2042		25		31
4.850%, 03/01/2039		750		896
4.750%, 05/15/2046		1,600		1,932
4.500%, 05/15/2035		445		514
4.350%, 03/01/2029		240		270


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.350%, 06/15/2045	$	350	$	395
3.800%, 02/15/2027		318		345
3.800%, 12/01/2057		5,781		6,018
3.650%, 06/01/2051		260		269
3.650%, 09/15/2059		820		828
3.550%, 09/15/2055		489		491
3.500%, 06/01/2041		346		356
3.500%, 09/15/2053		6,208		6,263
3.300%, 02/01/2052		120		118
3.100%, 02/01/2043		824		801
3.000%, 06/30/2022		180		181
2.550%, 12/01/2033		1,595		1,560
2.300%, 06/01/2027		750		763
2.250%, 02/01/2032		266		257
1.700%, 03/25/2026		1,500		1,492
1.650%, 02/01/2028		2,005		1,963
CCO Holdings
4.500%, 08/15/2030 (B)		50		51
4.500%, 05/01/2032		1,220		1,255
Charter Communications Operating
6.834%, 10/23/2055		70		100
6.484%, 10/23/2045		110		150
6.384%, 10/23/2035		10		13
5.750%, 04/01/2048		777		969
5.375%, 04/01/2038		663		791
5.375%, 05/01/2047		141		168
4.908%, 07/23/2025		2,534		2,790
4.800%, 03/01/2050		1,840		2,060
4.464%, 07/23/2022		308		313
4.400%, 12/01/2061		472		488
4.200%, 03/15/2028		1,263		1,383
3.900%, 06/01/2052		517		518
3.750%, 02/15/2028		85		91
3.700%, 04/01/2051		170		164
3.500%, 06/01/2041		427		416
3.500%, 03/01/2042		963		934
2.250%, 01/15/2029		1,446		1,411
Comcast
7.050%, 03/15/2033		90		130
6.500%, 11/15/2035		97		139
4.400%, 08/15/2035		1,770		2,121
4.250%, 10/15/2030		560		646
4.200%, 08/15/2034		220		259
4.150%, 10/15/2028		2,220		2,520
4.000%, 03/01/2048		70		81
3.999%, 11/01/2049		199		231
3.969%, 11/01/2047		78		90
3.950%, 10/15/2025		90		98
3.750%, 04/01/2040		445		498
3.700%, 04/15/2024		580		616
3.400%, 04/01/2030		1,260		1,375
3.400%, 07/15/2046		60		64


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.300%, 04/01/2027	$	190	$	204
3.250%, 11/01/2039		60		63
3.150%, 03/01/2026		390		416
2.937%, 11/01/2056 (B)		533		508
2.887%, 11/01/2051 (B)		1,175		1,137
2.800%, 01/15/2051		170		164
1.500%, 02/15/2031		2,045		1,930
Comcast Cable Communications Holdings
9.455%, 11/15/2022		180		194
Comcast Cable Holdings
10.125%, 04/15/2022		45		46
Corning
5.450%, 11/15/2079		725		957
Discovery Communications
4.000%, 09/15/2055		142		150
DISH DBS
7.750%, 07/01/2026		120		127
5.875%, 11/15/2024		410		421
5.250%, 12/01/2026 (B)		170		173
5.125%, 06/01/2029		280		255
Fox
5.476%, 01/25/2039		520		671
3.500%, 04/08/2030		310		334
Level 3 Financing
3.875%, 11/15/2029 (B)		1,760		1,791
3.400%, 03/01/2027 (B)		1,455		1,502
Netflix
5.875%, 11/15/2028		619		744
3.625%, 06/15/2025 (B)		577		608
NTT Finance
1.162%, 04/03/2026 (B)		2,250		2,207
SES Global Americas Holdings GP
5.300%, 03/25/2044 (B)		1,200		1,370
Sky
3.750%, 09/16/2024 (B)		1,090		1,161
Sprint Spectrum
5.152%, 03/20/2028 (B)		3,552		3,916
4.738%, 03/20/2025 (B)		5,107		5,343
Telefonica Emisiones
5.213%, 03/08/2047		150		186
T-Mobile USA
4.375%, 04/15/2040		1,730		1,978
3.875%, 04/15/2030		4,230		4,627
3.750%, 04/15/2027		2,195		2,377
3.500%, 04/15/2025		1,910		2,024
3.500%, 04/15/2031 (B)		1,902		1,979
3.400%, 10/15/2052 (B)		1,935		1,926
3.375%, 04/15/2029 (B)		3,001		3,058
2.875%, 02/15/2031		460		454
2.700%, 03/15/2032 (B)		70		70
2.625%, 02/15/2029		330		325
2.550%, 02/15/2031		1,159		1,153


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.250%, 02/15/2026 (B)	$	3,945	$	3,955
2.050%, 02/15/2028		100		99
Verizon Communications
5.500%, 03/16/2047		60		84
5.250%, 03/16/2037		805		1,046
4.862%, 08/21/2046		470		605
4.500%, 08/10/2033		620		729
4.400%, 11/01/2034		2,887		3,363
4.329%, 09/21/2028		1,330		1,511
4.272%, 01/15/2036		78		91
4.125%, 08/15/2046		320		371
4.016%, 12/03/2029		714		800
4.000%, 03/22/2050		170		195
3.875%, 02/08/2029		210		233
3.850%, 11/01/2042		610		681
3.700%, 03/22/2061		985		1,068
3.550%, 03/22/2051		960		1,034
3.400%, 03/22/2041		652		683
3.150%, 03/22/2030		360		381
3.000%, 03/22/2027		140		148
2.875%, 11/20/2050		1,681		1,595
2.650%, 11/20/2040		2,307		2,192
2.625%, 08/15/2026		1,000		1,042
2.550%, 03/21/2031		3,059		3,086
2.355%, 03/15/2032 (B)		5,121		5,046
2.100%, 03/22/2028		400		401
1.750%, 01/20/2031		410		388
1.680%, 10/30/2030		650		618
ViacomCBS
6.875%, 04/30/2036		620		887
5.900%, 10/15/2040		455		605
4.950%, 01/15/2031		180		214
4.950%, 05/19/2050		313		399
4.750%, 05/15/2025		1,035		1,135
4.200%, 05/19/2032		970		1,094
3.875%, 04/01/2024		130		137
3.700%, 08/15/2024		810		858
Vodafone Group
5.250%, 05/30/2048		1,810		2,358
4.875%, 06/19/2049		1,544		1,947
4.375%, 05/30/2028		670		754
Walt Disney
6.650%, 11/15/2037		235		348
6.200%, 12/15/2034		65		91
4.700%, 03/23/2050		355		468
4.625%, 03/23/2040		765		951
3.600%, 01/13/2051		1,095		1,238

				146,178

Consumer Discretionary — 1.6%
Advance Auto Parts
3.900%, 04/15/2030		1,294		1,411


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Amazon.com
4.950%, 12/05/2044	$	500	$	682
4.250%, 08/22/2057		110		141
4.050%, 08/22/2047		380		461
3.875%, 08/22/2037		910		1,070
3.250%, 05/12/2061		336		362
3.150%, 08/22/2027		680		734
3.100%, 05/12/2051		1,074		1,147
2.875%, 05/12/2041		1,355		1,407
2.800%, 08/22/2024		245		256
2.700%, 06/03/2060		151		146
2.500%, 06/03/2050		550		524
2.100%, 05/12/2031		1,852		1,877
1.650%, 05/12/2028		1,209		1,211
1.500%, 06/03/2030		350		339
1.200%, 06/03/2027		672		663
1.000%, 05/12/2026		2,206		2,185
0.800%, 06/03/2025		560		554
American Honda Finance MTN
1.000%, 09/10/2025		1,250		1,230
AutoNation
4.750%, 06/01/2030		326		372
BMW US Capital
3.800%, 04/06/2023 (B)		700		726
Cox Communications
4.800%, 02/01/2035 (B)		890		1,047
2.600%, 06/15/2031 (B)		675		674
CSC Holdings
4.500%, 11/15/2031 (B)		570		563
Daimler Finance North America
2.700%, 06/14/2024 (B)		595		615
0.750%, 03/01/2024 (B)		980		971
Dollar General
3.250%, 04/15/2023		50		51
Ford Motor
5.291%, 12/08/2046		99		116
4.750%, 01/15/2043		264		291
3.250%, 02/12/2032		470		481
Ford Motor Credit
5.125%, 06/16/2025		400		435
5.113%, 05/03/2029		200		227
4.271%, 01/09/2027		1,040		1,118
4.250%, 09/20/2022		1,000		1,018
4.125%, 08/17/2027		200		216
4.063%, 11/01/2024		259		273
4.000%, 11/13/2030		950		1,022
3.815%, 11/02/2027		261		276
3.810%, 01/09/2024		300		311
3.625%, 06/17/2031		1,491		1,570
3.339%, 03/28/2022		1,730		1,733
2.900%, 02/16/2028		200		200
2.700%, 08/10/2026		1,476		1,489


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.490%, VAR ICE LIBOR USD 3 Month + 1.270%, 03/28/2022	$	1,100	$	1,099
General Motors
6.250%, 10/02/2043		260		356
6.125%, 10/01/2025		320		368
5.950%, 04/01/2049		80		110
5.400%, 10/02/2023		190		203
5.150%, 04/01/2038		240		289
4.875%, 10/02/2023		315		335
General Motors Financial
4.350%, 01/17/2027		110		121
4.250%, 05/15/2023		110		114
4.150%, 06/19/2023		83		86
3.450%, 04/10/2022		415		416
3.150%, 06/30/2022		870		880
Hanesbrands
4.875%, 05/15/2026 (B)		210		224
4.625%, 05/15/2024 (B)		30		31
Hilton Domestic Operating
5.750%, 05/01/2028 (B)		150		160
5.375%, 05/01/2025 (B)		460		479
Home Depot
4.250%, 04/01/2046		48		60
3.900%, 12/06/2028		40		45
3.900%, 06/15/2047		60		70
3.750%, 02/15/2024		66		70
3.350%, 04/15/2050		710		774
3.300%, 04/15/2040		484		525
3.125%, 12/15/2049		627		661
2.700%, 04/15/2030		320		336
2.500%, 04/15/2027		280		292
2.375%, 03/15/2051		517		475
Hyundai Capital America
1.800%, 10/15/2025 (B)		807		803
1.250%, 09/18/2023 (B)		505		505
Hyundai Capital America MTN
2.000%, 06/15/2028 (B)		490		478
1.300%, 01/08/2026 (B)		1,006		977
0.800%, 01/08/2024 (B)		860		848
Las Vegas Sands
3.200%, 08/08/2024		1,370		1,395
2.900%, 06/25/2025		210		209
Lennar
4.750%, 11/29/2027		410		464
4.500%, 04/30/2024		1,155		1,227
Lowe's
5.000%, 04/15/2040		965		1,212
4.500%, 04/15/2030		200		232
Marriott International
5.750%, 05/01/2025		198		223
4.625%, 06/15/2030		1,151		1,295
3.500%, 10/15/2032		488		511


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.850%, 04/15/2031	$	797	$	795
McDonald's MTN
4.875%, 12/09/2045		260		334
4.450%, 03/01/2047		240		293
4.450%, 09/01/2048		72		89
4.200%, 04/01/2050		530		641
3.800%, 04/01/2028		665		731
3.700%, 01/30/2026		220		237
3.625%, 09/01/2049		180		199
3.600%, 07/01/2030		290		320
3.500%, 03/01/2027		510		551
3.500%, 07/01/2027		200		217
3.300%, 07/01/2025		320		339
1.450%, 09/01/2025		80		81
MDC Holdings
6.000%, 01/15/2043		30		38
Newell Brands
4.700%, 04/01/2026		110		120
4.350%, 04/01/2023		278		286
NIKE
3.375%, 03/27/2050		520		588
3.250%, 03/27/2040		210		228
2.850%, 03/27/2030		150		159
2.750%, 03/27/2027		410		434
2.400%, 03/27/2025		260		269
Nissan Motor
4.345%, 09/17/2027 (B)		1,100		1,188
3.522%, 09/17/2025 (B)		1,190		1,247
3.043%, 09/15/2023 (B)		580		595
QVC
4.850%, 04/01/2024		370		395
Sands China
5.400%, 08/08/2028		320		344
5.125%, 08/08/2025		380		399
3.800%, 01/08/2026		420		422
2.850%, 03/08/2029 (B)		690		649
2.300%, 03/08/2027 (B)		460		433
Starbucks
3.500%, 11/15/2050		1,705		1,836
3.350%, 03/12/2050		120		125
1.300%, 05/07/2022		410		411
Tapestry
3.050%, 03/15/2032		898		903
Target
2.250%, 04/15/2025		450		464
Time Warner Cable
7.300%, 07/01/2038		530		750
6.750%, 06/15/2039		10		14
6.550%, 05/01/2037		138		181
5.875%, 11/15/2040		1,405		1,753
5.500%, 09/01/2041		1,599		1,939


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Time Warner Entertainment
8.375%, 07/15/2033	$	270	$	393
Toll Brothers Finance
4.375%, 04/15/2023		120		124
VOC Escrow
5.000%, 02/15/2028 (B)		380		376
Volkswagen Group of America Finance
2.900%, 05/13/2022 (B)		1,455		1,467
1.250%, 11/24/2025 (B)		1,345		1,316
0.875%, 11/22/2023 (B)		1,055		1,048
Wynn Macau
5.625%, 08/26/2028 (B)		500		463
5.125%, 12/15/2029 (B)		200		182
Yale University
1.482%, 04/15/2030		495		483
0.873%, 04/15/2025		158		156

				78,158

Consumer Staples — 1.7%
Alimentation Couche-Tard
3.550%, 07/26/2027 (B)		650		696
Altria Group
6.200%, 02/14/2059		76		99
5.950%, 02/14/2049		960		1,198
5.800%, 02/14/2039		1,190		1,430
4.800%, 02/14/2029		28		32
4.400%, 02/14/2026		514		566
3.875%, 09/16/2046		240		232
3.400%, 02/04/2041		1,364		1,258
2.450%, 02/04/2032		2,975		2,824
2.350%, 05/06/2025		270		276
Anheuser-Busch
4.900%, 02/01/2046		5,511		6,966
4.700%, 02/01/2036		915		1,104
3.650%, 02/01/2026		1,135		1,219
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		525		726
5.450%, 01/23/2039		1,035		1,355
4.750%, 01/23/2029		120		140
4.600%, 04/15/2048		1,620		1,981
4.500%, 06/01/2050		670		826
4.375%, 04/15/2038		961		1,125
4.350%, 06/01/2040		560		658
4.000%, 04/13/2028		160		178
3.750%, 07/15/2042		525		572
3.500%, 06/01/2030		523		573
Bacardi
5.300%, 05/15/2048 (B)		655		854
4.700%, 05/15/2028 (B)		341		386
4.450%, 05/15/2025 (B)		1,840		1,994
BAT Capital
5.282%, 04/02/2050		1,260		1,425


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.540%, 08/15/2047	$	2,583	$	2,701
4.390%, 08/15/2037		232		244
3.984%, 09/25/2050		460		442
3.734%, 09/25/2040		10		10
3.557%, 08/15/2027		2,420		2,538
3.222%, 08/15/2024		167		174
3.215%, 09/06/2026		580		604
2.726%, 03/25/2031		1,514		1,469
2.259%, 03/25/2028		489		476
Bunge Finance
3.750%, 09/25/2027		1,636		1,775
2.750%, 05/14/2031		1,205		1,223
1.630%, 08/17/2025		564		562
Cargill
1.375%, 07/23/2023 (B)		440		443
Coca-Cola
3.375%, 03/25/2027		380		410
2.600%, 06/01/2050		190		185
2.500%, 06/01/2040		20		20
2.500%, 03/15/2051		385		369
1.450%, 06/01/2027		490		487
Constellation Brands
4.400%, 11/15/2025		415		455
Consumers Energy
2.500%, 05/01/2060		275		242
Costco Wholesale
3.000%, 05/18/2027		284		305
2.750%, 05/18/2024		183		190
1.600%, 04/20/2030		450		436
1.375%, 06/20/2027		780		774
Danone
2.947%, 11/02/2026 (B)		470		494
2.589%, 11/02/2023 (B)		1,370		1,405
Diageo Investment
2.875%, 05/11/2022		370		373
Estee Lauder
1.950%, 03/15/2031		193		190
Hershey
0.900%, 06/01/2025		130		128
Imperial Brands Finance
3.500%, 07/26/2026 (B)		635		667
3.125%, 07/26/2024 (B)		2,250		2,325
JBS USA LUX
3.000%, 05/15/2032 (B)		1,520		1,520
Keurig Dr Pepper
4.417%, 05/25/2025		280		305
Kraft Heinz Foods
7.125%, 08/01/2039 (B)		10		15
6.875%, 01/26/2039		40		59
6.750%, 03/15/2032		10		14
5.500%, 06/01/2050		220		298
5.200%, 07/15/2045		360		458


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.000%, 06/04/2042	$	1,250	$	1,555
4.875%, 10/01/2049		2,370		2,977
4.625%, 10/01/2039		10		12
4.375%, 06/01/2046		160		187
4.250%, 03/01/2031		110		125
3.000%, 06/01/2026		380		397
Kroger
4.450%, 02/01/2047		130		158
Lamb Weston Holdings
4.875%, 05/15/2028 (B)		90		97
Land O' Lakes
6.000%, 11/15/2022 (B)		1,020		1,051
Mars
3.200%, 04/01/2030 (B)		210		226
2.700%, 04/01/2025 (B)		370		385
2.375%, 07/16/2040 (B)		300		286
Molson Coors Beverage
4.200%, 07/15/2046		1,123		1,245
3.500%, 05/01/2022		100		101
Mondelez International
1.500%, 05/04/2025		660		661
Mondelez International Holdings Netherlands BV
2.125%, 09/19/2022 (B)		290		293
PepsiCo
3.100%, 07/17/2022		59		60
2.875%, 10/15/2049		60		63
2.625%, 03/19/2027		50		52
2.250%, 03/19/2025		50		52
1.625%, 05/01/2030		440		427
0.750%, 05/01/2023		530		531
Philip Morris International
4.500%, 03/20/2042		130		150
2.500%, 08/22/2022		590		597
2.500%, 11/02/2022		680		690
2.100%, 05/01/2030		290		284
1.125%, 05/01/2023		280		281
Procter & Gamble
3.000%, 03/25/2030		240		261
2.800%, 03/25/2027		80		85
Reckitt Benckiser Treasury Services
2.750%, 06/26/2024 (B)		1,860		1,922
Reynolds American
8.125%, 05/01/2040		570		827
7.250%, 06/15/2037		390		519
5.850%, 08/15/2045		3,140		3,815
Sysco
3.150%, 12/14/2051		328		323
Walmart
3.300%, 04/22/2024		60		63
2.500%, 09/22/2041		260		262
1.800%, 09/22/2031		110		109


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.500%, 09/22/2028	$	865	$	860

				77,467

Energy — 3.2%
Aker BP
4.000%, 01/15/2031 (B)		456		493
Apache
5.350%, 07/01/2049		230		263
5.250%, 02/01/2042		90		104
5.100%, 09/01/2040		205		232
4.750%, 04/15/2043		390		428
4.375%, 10/15/2028		200		218
4.250%, 01/15/2044		890		901
3.250%, 04/15/2022		86		86
BP Capital Markets
3.535%, 11/04/2024		100		106
3.506%, 03/17/2025		520		554
BP Capital Markets America
3.790%, 02/06/2024		100		105
3.633%, 04/06/2030		320		353
3.410%, 02/11/2026		1,110		1,184
3.379%, 02/08/2061		756		777
3.194%, 04/06/2025		835		881
3.119%, 05/04/2026		230		243
3.000%, 02/24/2050		940		925
2.772%, 11/10/2050		487		459
Cameron LNG
3.302%, 01/15/2035 (B)		660		689
2.902%, 07/15/2031 (B)		140		146
Canadian Natural Resources
6.450%, 06/30/2033		50		64
Cheniere Corpus Christi Holdings
3.700%, 11/15/2029		938		1,005
Cheniere Energy
4.625%, 10/15/2028		260		277
Cheniere Energy Partners
4.000%, 03/01/2031		100		105
3.250%, 01/31/2032 (B)		530		535
Chevron
3.191%, 06/24/2023		22		23
2.895%, 03/03/2024		560		582
2.355%, 12/05/2022		15		15
1.995%, 05/11/2027		635		645
1.554%, 05/11/2025		520		524
Chevron USA
3.850%, 01/15/2028		200		221
3.250%, 10/15/2029		50		54
1.018%, 08/12/2027		425		409
Conoco Funding
7.250%, 10/15/2031		180		254
ConocoPhillips
5.900%, 10/15/2032		10		13


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.900%, 05/15/2038	$	420	$	578
4.300%, 08/15/2028 (B)		850		958
4.150%, 11/15/2034		280		317
3.750%, 10/01/2027 (B)		620		680
Continental Resources
5.750%, 01/15/2031 (B)		370		436
4.900%, 06/01/2044		80		89
4.500%, 04/15/2023		250		258
4.375%, 01/15/2028		520		562
3.800%, 06/01/2024		200		209
2.268%, 11/15/2026 (B)		2,070		2,054
Coterra Energy
4.375%, 06/01/2024 (B)		210		222
4.375%, 03/15/2029 (B)		780		872
3.900%, 05/15/2027 (B)		970		1,042
DCP Midstream Operating
6.450%, 11/03/2036 (B)		110		144
Devon Energy
8.250%, 08/01/2023 (B)		50		55
7.875%, 09/30/2031		660		934
5.875%, 06/15/2028 (B)		40		43
5.600%, 07/15/2041		490		615
5.250%, 10/15/2027 (B)		46		49
5.000%, 06/15/2045		1,828		2,210
4.750%, 05/15/2042		357		413
4.500%, 01/15/2030 (B)		304		326
Diamondback Energy
4.400%, 03/24/2051		275		315
3.500%, 12/01/2029		270		286
3.250%, 12/01/2026		30		32
Ecopetrol
5.875%, 05/28/2045		1,276		1,220
4.625%, 11/02/2031		160		155
4.125%, 01/16/2025		203		206
Energy Transfer
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.134%(C)		450		450
6.500%, 02/01/2042		45		58
6.250%, 04/15/2049		130		170
6.125%, 12/15/2045		290		361
6.100%, 02/15/2042		169		206
6.050%, 06/01/2041		151		185
6.000%, 06/15/2048		132		164
5.500%, 06/01/2027		118		135
5.400%, 10/01/2047		1,888		2,216
5.350%, 05/15/2045		712		818
5.300%, 04/01/2044		640		733
5.300%, 04/15/2047		852		987
5.250%, 04/15/2029		1,165		1,334
5.150%, 03/15/2045		740		836
5.000%, 05/15/2044		144		155


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.000%, 05/15/2050	$	1,285	$	1,479
4.950%, 05/15/2028		1,086		1,204
4.950%, 06/15/2028		180		202
4.500%, 11/01/2023		690		723
4.400%, 03/15/2027		642		693
4.150%, 09/15/2029		379		405
4.000%, 10/01/2027		1,280		1,374
3.750%, 05/15/2030		1,250		1,325
Eni
4.000%, 09/12/2023 (B)		1,940		2,029
Enterprise Products Operating
7.550%, 04/15/2038		40		60
5.700%, 02/15/2042		40		52
4.850%, 03/15/2044		430		518
4.800%, 02/01/2049		60		73
4.200%, 01/31/2050		1,530		1,715
4.150%, 10/16/2028		1,605		1,802
3.950%, 01/31/2060		220		238
3.700%, 01/31/2051		270		283
3.125%, 07/31/2029		170		181
2.800%, 01/31/2030		540		563
EOG Resources
4.950%, 04/15/2050		450		611
4.375%, 04/15/2030		120		139
4.150%, 01/15/2026		340		371
3.900%, 04/01/2035		390		442
EQT
6.625%, 02/01/2025		30		34
5.000%, 01/15/2029		150		166
3.900%, 10/01/2027		650		697
3.625%, 05/15/2031 (B)		320		332
3.125%, 05/15/2026 (B)		10		10
3.000%, 10/01/2022		430		434
Equinor
3.000%, 04/06/2027		1,100		1,160
2.875%, 04/06/2025		2,225		2,322
Exxon Mobil
4.327%, 03/19/2050		550		675
4.227%, 03/19/2040		800		944
4.114%, 03/01/2046		533		622
3.482%, 03/19/2030		460		504
3.452%, 04/15/2051		1,025		1,110
3.043%, 03/01/2026		660		698
2.992%, 03/19/2025		3,680		3,867
2.397%, 03/06/2022		100		100
1.571%, 04/15/2023		50		51
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (B)		261		260
2.625%, 03/31/2036 (B)		458		447
2.160%, 03/31/2034 (B)		720		706
1.750%, 09/30/2027 (B)		1,827		1,829


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Halliburton
5.000%, 11/15/2045	$	80	$	96
4.850%, 11/15/2035		60		71
3.800%, 11/15/2025		45		48
3.500%, 08/01/2023		3		3
Hess
6.000%, 01/15/2040		880		1,118
5.600%, 02/15/2041		860		1,062
HollyFrontier
5.875%, 04/01/2026		620		695
KazMunayGas National JSC
5.750%, 04/19/2047 (B)		340		415
Kinder Morgan
5.550%, 06/01/2045		300		379
5.200%, 03/01/2048		455		562
5.050%, 02/15/2046		170		204
4.300%, 06/01/2025		510		551
4.300%, 03/01/2028		200		222
3.150%, 01/15/2023		193		197
Kinder Morgan Energy Partners
5.500%, 03/01/2044		415		509
5.400%, 09/01/2044		20		24
Lukoil Capital DAC
3.600%, 10/26/2031 (B)		720		700
2.800%, 04/26/2027 (B)		705		694
Lundin Energy Finance BV
3.100%, 07/15/2031 (B)		2,172		2,187
2.000%, 07/15/2026 (B)		1,160		1,152
Marathon Oil
5.200%, 06/01/2045		208		249
MEG Energy
5.875%, 02/01/2029 (B)		80		84
MPLX
5.500%, 02/15/2049		390		498
4.875%, 12/01/2024		320		347
4.800%, 02/15/2029		330		377
4.700%, 04/15/2048		430		496
4.500%, 04/15/2038		520		582
Northwest Pipeline
4.000%, 04/01/2027		219		238
Occidental Petroleum
7.875%, 09/15/2031		610		814
7.500%, 05/01/2031		870		1,145
6.950%, 07/01/2024		288		320
6.600%, 03/15/2046		360		467
6.450%, 09/15/2036		280		357
5.550%, 03/15/2026		110		122
4.625%, 06/15/2045		280		291
4.500%, 07/15/2044		525		541
4.400%, 04/15/2046		120		123
4.200%, 03/15/2048		170		170
4.100%, 02/15/2047		600		588


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.400%, 04/15/2026	$	270	$	277
3.000%, 02/15/2027		300		305
Oleoducto Central
4.000%, 07/14/2027 (B)		247		246
Parsley Energy
4.125%, 02/15/2028 (B)		60		60
Pertamina Persero
6.000%, 05/03/2042 (B)		300		367
Petrobras Global Finance BV
7.375%, 01/17/2027		310		361
6.900%, 03/19/2049		1,870		1,992
6.850%, 06/05/2115		820		814
6.250%, 03/17/2024		1,394		1,505
5.750%, 02/01/2029		300		323
5.299%, 01/27/2025		1,278		1,374
Petroleos del Peru
5.625%, 06/19/2047 (B)		454		450
Petroleos Mexicanos
7.690%, 01/23/2050		150		145
6.950%, 01/28/2060		780		696
6.625%, 06/15/2035		767		737
6.375%, 01/23/2045		1,105		960
5.625%, 01/23/2046		480		395
4.875%, 01/18/2024		32		33
2.460%, 12/15/2025		738		758
2.378%, 04/15/2025		355		363
Petroleos Mexicanos MTN
6.875%, 08/04/2026		120		132
6.750%, 09/21/2047		2,970		2,636
Phillips 66
1.300%, 02/15/2026		405		396
Pioneer Natural Resources
2.150%, 01/15/2031		450		434
1.900%, 08/15/2030		867		823
1.125%, 01/15/2026		110		107
Plains All American Pipeline
4.500%, 12/15/2026		495		543
2.850%, 01/31/2023		250		253
Qatar Energy
3.300%, 07/12/2051 (B)		670		690
3.125%, 07/12/2041 (B)		670		677
Qatar Petroleum
2.250%, 07/12/2031 (B)		1,040		1,030
Range Resources
5.875%, 07/01/2022		4		4
5.000%, 03/15/2023		322		329
4.875%, 05/15/2025		120		124
Rockies Express Pipeline
6.875%, 04/15/2040 (B)		830		938
4.950%, 07/15/2029 (B)		2,235		2,380
Ruby Pipeline
8.000%, 04/01/2022 (B)(D)		1,008		942


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sabine Pass Liquefaction
5.750%, 05/15/2024	$	1,370	$	1,490
5.000%, 03/15/2027		1,265		1,421
Saudi Arabian Oil
1.625%, 11/24/2025 (B)		540		537
1.250%, 11/24/2023 (B)		450		450
Schlumberger Finance Canada
2.650%, 11/20/2022 (B)		329		334
Schlumberger Holdings
3.900%, 05/17/2028 (B)		475		513
Schlumberger Investment
3.650%, 12/01/2023		61		64
Shell International Finance BV
4.550%, 08/12/2043		1,330		1,658
4.375%, 05/11/2045		470		571
4.125%, 05/11/2035		1,566		1,827
3.250%, 04/06/2050		840		894
2.875%, 05/10/2026		900		955
2.750%, 04/06/2030		440		460
Sinopec Group Overseas Development
4.375%, 04/10/2024 (B)		1,240		1,324
Southern Natural Gas
8.000%, 03/01/2032		170		236
Southwestern Energy
5.375%, 02/01/2029		20		21
5.375%, 03/15/2030		60		64
4.750%, 02/01/2032		150		158
Targa Resources Partners
5.500%, 03/01/2030		130		142
5.000%, 01/15/2028		100		105
4.875%, 02/01/2031		330		358
4.000%, 01/15/2032 (B)		40		42
Tennessee Gas Pipeline
8.375%, 06/15/2032		1,140		1,632
2.900%, 03/01/2030 (B)		1,510		1,534
TransCanada PipeLines
4.625%, 03/01/2034		860		1,010
Transcontinental Gas Pipe Line
7.850%, 02/01/2026		60		73
Western Midstream Operating
6.500%, 02/01/2050		210		248
5.500%, 08/15/2048		244		291
5.300%, 02/01/2030		1,200		1,319
5.300%, 03/01/2048		162		195
4.650%, 07/01/2026		40		44
4.500%, 03/01/2028		60		65
4.350%, 02/01/2025		390		408
4.000%, 07/01/2022		35		35
1.972%, VAR ICE LIBOR USD 3 Month + 1.850%, 01/13/2023		130		130
Williams
7.750%, 06/15/2031		841		1,138


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.500%, 01/15/2031	$	100	$	135
5.750%, 06/24/2044		51		66
5.400%, 03/04/2044		84		104
3.750%, 06/15/2027		1,044		1,127

				137,886

Financials — 9.9%
ABN AMRO Bank
4.750%, 07/28/2025 (B)		360		392
Alleghany
3.250%, 08/15/2051		490		483
Ally Financial
1.450%, 10/02/2023		670		673
Ambac Assurance
5.100%(B)(C)		8		11
American International Group
4.750%, 04/01/2048		130		166
4.375%, 06/30/2050		173		216
4.200%, 04/01/2028		128		143
4.125%, 02/15/2024		107		114
3.900%, 04/01/2026		530		574
3.875%, 01/15/2035		30		33
3.400%, 06/30/2030		317		343
2.500%, 06/30/2025		260		268
Aon
6.250%, 09/30/2040		19		27
2.600%, 12/02/2031		2,080		2,116
Apollo Management Holdings
5.000%, 03/15/2048 (B)		780		1,026
4.400%, 05/27/2026 (B)		530		585
Ares Capital
3.200%, 11/15/2031		1,006		989
Arthur J Gallagher
3.050%, 03/09/2052		1,370		1,325
ASB Bank
2.375%, 10/22/2031 (B)		812		807
Athene Global Funding
3.000%, 07/01/2022 (B)		211		213
2.950%, 11/12/2026 (B)		2,090		2,185
2.500%, 03/24/2028 (B)		1,133		1,139
1.985%, 08/19/2028 (B)		839		815
1.730%, 10/02/2026 (B)		971		953
1.608%, 06/29/2026 (B)		1,365		1,340
0.750%, VAR United States Secured Overnight Financing Rate + 0.700%, 05/24/2024 (B)		2,025		2,031
Athene Global Funding MTN
2.646%, 10/04/2031 (B)		1,068		1,054
Athene Holding
4.125%, 01/12/2028		605		662
Avolon Holdings Funding
3.950%, 07/01/2024 (B)		715		749


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.875%, 02/15/2025 (B)	$	975	$	996
2.528%, 11/18/2027 (B)		659		640
AXA Equitable Holdings
3.900%, 04/20/2023		500		517
Bain Capital Specialty Finance
2.550%, 10/13/2026		661		642
Banco de Chile
2.990%, 12/09/2031 (B)		502		495
Banco Santander
3.848%, 04/12/2023		600		621
3.225%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 11/22/2032		800		801
2.749%, 12/03/2030		1,000		979
2.746%, 05/28/2025		1,400		1,447
1.722%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 09/14/2027		1,190		1,168
1.241%, VAR ICE LIBOR USD 3 Month + 1.120%, 04/12/2023		400		404
Bank of America
3.483%, VAR United States Secured Overnight Financing Rate + 1.650%, 03/13/2052		320		353
3.419%, VAR ICE LIBOR USD 3 Month + 1.040%, 12/20/2028		1,010		1,078
3.311%, VAR United States Secured Overnight Financing Rate + 1.580%, 04/22/2042		1,210		1,272
3.004%, VAR ICE LIBOR USD 3 Month + 0.790%, 12/20/2023		3,731		3,808
2.687%, VAR United States Secured Overnight Financing Rate + 1.320%, 04/22/2032		2,478		2,515
2.592%, VAR United States Secured Overnight Financing Rate + 2.150%, 04/29/2031		1,575		1,591
2.572%, VAR United States Secured Overnight Financing Rate + 1.210%, 10/20/2032		2,215		2,226
1.734%, VAR United States Secured Overnight Financing Rate + 0.960%, 07/22/2027		6,453		6,406
1.658%, VAR United States Secured Overnight Financing Rate + 0.910%, 03/11/2027		8,288		8,230
Bank of America MTN
5.000%, 01/21/2044		830		1,090
4.450%, 03/03/2026		847		933
4.330%, VAR ICE LIBOR USD 3 Month + 1.520%, 03/15/2050		805		996
4.271%, VAR ICE LIBOR USD 3 Month + 1.310%, 07/23/2029		65		72


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 10/22/2026	$	80	$	88
4.244%, VAR ICE LIBOR USD 3 Month + 1.814%, 04/24/2038		179		210
4.200%, 08/26/2024		1,530		1,640
4.125%, 01/22/2024		290		308
4.100%, 07/24/2023		340		357
4.083%, VAR ICE LIBOR USD 3 Month + 3.150%, 03/20/2051		1,630		1,961
4.000%, 04/01/2024		1,309		1,392
4.000%, 01/22/2025		2,033		2,171
3.974%, VAR ICE LIBOR USD 3 Month + 1.210%, 02/07/2030		1,900		2,093
3.970%, VAR ICE LIBOR USD 3 Month + 1.070%, 03/05/2029		625		684
3.864%, VAR ICE LIBOR USD 3 Month + 0.940%, 07/23/2024		600		625
3.824%, VAR ICE LIBOR USD 3 Month + 1.575%, 01/20/2028		524		567
3.593%, VAR ICE LIBOR USD 3 Month + 1.370%, 07/21/2028		1,364		1,468
3.559%, VAR ICE LIBOR USD 3 Month + 1.060%, 04/23/2027		799		854
3.550%, VAR ICE LIBOR USD 3 Month + 0.780%, 03/05/2024		860		886
3.500%, 04/19/2026		944		1,017
3.458%, VAR ICE LIBOR USD 3 Month + 0.970%, 03/15/2025		631		660
3.300%, 01/11/2023		1,200		1,233
3.194%, VAR ICE LIBOR USD 3 Month + 1.180%, 07/23/2030		240		253
3.093%, VAR ICE LIBOR USD 3 Month + 1.090%, 10/01/2025		1,250		1,301
2.884%, VAR ICE LIBOR USD 3 Month + 1.190%, 10/22/2030		265		274
2.496%, VAR ICE LIBOR USD 3 Month + 0.990%, 02/13/2031		910		912
2.087%, VAR United States Secured Overnight Financing Rate + 1.060%, 06/14/2029		6,025		5,983
1.922%, VAR United States Secured Overnight Financing Rate + 1.370%, 10/24/2031		543		520
1.898%, VAR United States Secured Overnight Financing Rate + 1.530%, 07/23/2031		642		614
1.530%, VAR United States Secured Overnight Financing Rate + 0.650%, 12/06/2025		2,300		2,304
1.319%, VAR United States Secured Overnight Financing Rate + 1.150%, 06/19/2026		433		428


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.197%, VAR United States Secured Overnight Financing Rate + 1.010%, 10/24/2026	$	1,448	$	1,419
0.523%, VAR United States Secured Overnight Financing Rate + 0.410%, 06/14/2024		884		878
Bank of Montreal MTN
1.850%, 05/01/2025		880		893
Bank of New York Mellon
3.400%, 05/15/2024		530		558
Bank of New York Mellon MTN
3.250%, 09/11/2024		100		105
1.600%, 04/24/2025		260		262
Bank of Nova Scotia
4.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(C)		510		546
1.300%, 06/11/2025		480		477
Barclays
5.088%, VAR ICE LIBOR USD 3 Month + 3.054%, 06/20/2030		1,940		2,201
4.375%, 01/12/2026		2,270		2,482
3.330%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 11/24/2042		361		367
2.894%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 11/24/2032		496		500
2.279%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.050%, 11/24/2027		1,593		1,596
Barclays MTN
4.972%, VAR ICE LIBOR USD 3 Month + 1.902%, 05/16/2029		520		593
Barclays Bank
1.700%, 05/12/2022		360		361
Berkshire Hathaway Finance
4.250%, 01/15/2049		870		1,068
BlackRock
2.100%, 02/25/2032		643		638
Blackstone Holdings Finance
2.850%, 08/05/2051 (B)		96		93
Blackstone Private Credit Fund
3.250%, 03/15/2027 (B)		1,161		1,173
2.625%, 12/15/2026 (B)		2,786		2,716
2.350%, 11/22/2024 (B)		829		828
Blackstone Secured Lending Fund
3.625%, 01/15/2026		670		699
2.850%, 09/30/2028 (B)		838		817
Blue Owl Finance LLC
4.125%, 10/07/2051 (B)		138		138


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BNP Paribas
4.705%, VAR ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (B)	$	930	$	990
4.625%, 03/13/2027 (B)		200		222
4.400%, 08/14/2028 (B)		1,447		1,622
3.375%, 01/09/2025 (B)		290		304
2.219%, VAR United States Secured Overnight Financing Rate + 2.074%, 06/09/2026 (B)		600		606
BNP Paribas MTN
4.375%, VAR USD Swap Semi 30/360 5 Yr Curr + 1.483%, 03/01/2033 (B)		400		434
3.500%, 03/01/2023 (B)		464		478
3.052%, VAR United States Secured Overnight Financing Rate + 1.507%, 01/13/2031 (B)		200		206
BPCE
5.150%, 07/21/2024 (B)		410		444
Brighthouse Financial
3.850%, 12/22/2051		320		316
Brighthouse Financial Global Funding MTN
1.200%, 12/15/2023 (B)		1,286		1,288
1.000%, 04/12/2024 (B)		1,505		1,492
Canadian Imperial Bank of Commerce
0.950%, 06/23/2023		480		481
Chubb INA Holdings
3.350%, 05/03/2026		200		214
3.150%, 03/15/2025		74		78
2.875%, 11/03/2022		39		40
CI Financial
4.100%, 06/15/2051		1,020		1,105
3.200%, 12/17/2030		1,255		1,288
Citadel
4.875%, 01/15/2027 (B)		660		703
Citigroup
8.125%, 07/15/2039		1,064		1,799
6.675%, 09/13/2043		70		105
6.625%, 06/15/2032		100		133
6.300%, VAR ICE LIBOR USD 3 Month + 3.423%(C)		300		314
5.950%, VAR ICE LIBOR USD 3 Month + 3.905%(C)		700		749
5.950%, VAR ICE LIBOR USD 3 Month + 4.068%(C)		360		371
5.500%, 09/13/2025		950		1,074
5.300%, 05/06/2044		225		294
4.750%, 05/18/2046		100		123
4.650%, 07/30/2045		903		1,139
4.650%, 07/23/2048		490		629
4.500%, 01/14/2022		380		380
4.450%, 09/29/2027		1,295		1,444


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.412%, VAR United States Secured Overnight Financing Rate + 3.914%, 03/31/2031	$	2,750	$	3,141
4.400%, 06/10/2025		1,080		1,176
4.300%, 11/20/2026		240		266
4.125%, 07/25/2028		210		230
4.075%, VAR ICE LIBOR USD 3 Month + 1.192%, 04/23/2029		81		89
4.050%, 07/30/2022		70		71
3.980%, VAR ICE LIBOR USD 3 Month + 1.338%, 03/20/2030		1,860		2,053
3.878%, VAR ICE LIBOR USD 3 Month + 1.168%, 01/24/2039		59		67
3.700%, 01/12/2026		485		524
3.500%, 05/15/2023		630		651
3.400%, 05/01/2026		260		279
3.352%, VAR ICE LIBOR USD 3 Month + 0.897%, 04/24/2025		990		1,034
3.300%, 04/27/2025		120		127
3.106%, VAR United States Secured Overnight Financing Rate + 2.842%, 04/08/2026		350		367
2.572%, VAR United States Secured Overnight Financing Rate + 2.107%, 06/03/2031		310		313
2.520%, VAR United States Secured Overnight Financing Rate + 1.177%, 11/03/2032		360		360
1.678%, VAR United States Secured Overnight Financing Rate + 1.667%, 05/15/2024		500		506
1.462%, VAR United States Secured Overnight Financing Rate + 0.770%, 06/09/2027		1,010		993
1.281%, VAR United States Secured Overnight Financing Rate + 0.528%, 11/03/2025		1,285		1,282
CME Group
3.000%, 03/15/2025		51		54
CNO Global Funding
1.750%, 10/07/2026 (B)		1,005		993
Cooperatieve Rabobank UA
4.375%, 08/04/2025		2,150		2,329
1.980%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.730%, 12/15/2027 (B)		1,292		1,292
Cooperatieve Rabobank UA MTN
3.875%, 02/08/2022		30		30
Credit Agricole MTN
4.000%, VAR USD Swap Semi 30/360 5 Yr Curr + 1.644%, 01/10/2033 (B)		250		266


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.907%, VAR United States Secured Overnight Financing Rate + 1.676%, 06/16/2026 (B)	$	400	$	401
Credit Suisse Group
4.282%, 01/09/2028 (B)		825		896
4.207%, VAR ICE LIBOR USD 3 Month + 1.240%, 06/12/2024 (B)		300		312
4.194%, VAR United States Secured Overnight Financing Rate + 3.730%, 04/01/2031 (B)		730		805
3.750%, 03/26/2025		250		265
3.091%, VAR United States Secured Overnight Financing Rate + 1.730%, 05/14/2032 (B)		2,585		2,630
2.593%, VAR United States Secured Overnight Financing Rate + 1.560%, 09/11/2025 (B)		895		914
2.193%, VAR United States Secured Overnight Financing Rate + 2.044%, 06/05/2026 (B)		3,508		3,528
1.305%, VAR United States Secured Overnight Financing Rate + 0.980%, 02/02/2027 (B)		2,000		1,932
Credit Suisse NY
2.950%, 04/09/2025		520		544
1.250%, 08/07/2026		1,466		1,429
Danske Bank
5.375%, 01/12/2024 (B)		650		700
5.000%, 01/12/2022 (B)		990		991
3.875%, 09/12/2023 (B)		200		208
3.244%, VAR ICE LIBOR USD 3 Month + 1.591%, 12/20/2025 (B)		220		228
1.226%, 06/22/2024 (B)		200		200
Danske Bank MTN
4.375%, 06/12/2028 (B)		200		223
DNB Bank
1.605%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.680%, 03/30/2028 (B)		2,065		2,015
1.127%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 09/16/2026 (B)		5		5
Enstar Group
3.100%, 09/01/2031		814		798
F&G Global Funding
2.000%, 09/20/2028 (B)		1,290		1,254
1.750%, 06/30/2026 (B)		810		805
Farmers Exchange Capital
7.200%, 07/15/2048 (B)		1,021		1,480
7.050%, 07/15/2028 (B)		1,000		1,228
Farmers Exchange Capital II
6.151%, VAR ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (B)		1,650		2,090


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Federal Realty Investment Trust
3.950%, 01/15/2024	$	447	$	468
GA Global Funding Trust
1.950%, 09/15/2028 (B)		1,515		1,472
0.800%, 09/13/2024 (B)		1,125		1,103
Goldman Sachs Capital II
4.000%, VAR ICE LIBOR USD 3 Month + 0.768%(C)		10		10
Goldman Sachs Group
6.750%, 10/01/2037		30		43
6.250%, 02/01/2041		1,050		1,526
5.750%, 01/24/2022		110		110
5.150%, 05/22/2045		820		1,066
4.750%, 10/21/2045		370		476
4.250%, 10/21/2025		1,120		1,221
4.223%, VAR ICE LIBOR USD 3 Month + 1.301%, 05/01/2029		1,300		1,444
3.814%, VAR ICE LIBOR USD 3 Month + 1.158%, 04/23/2029		480		522
3.800%, 03/15/2030		2,745		3,022
3.750%, 02/25/2026		560		603
3.691%, VAR ICE LIBOR USD 3 Month + 1.510%, 06/05/2028		380		409
3.500%, 04/01/2025		540		571
3.500%, 11/16/2026		2,520		2,686
3.272%, VAR ICE LIBOR USD 3 Month + 1.201%, 09/29/2025		2,700		2,833
3.210%, VAR United States Secured Overnight Financing Rate + 1.513%, 04/22/2042		120		124
3.200%, 02/23/2023		1,815		1,861
2.908%, VAR United States Secured Overnight Financing Rate + 1.472%, 07/21/2042		260		259
2.650%, VAR United States Secured Overnight Financing Rate + 1.264%, 10/21/2032		2,135		2,148
2.383%, VAR United States Secured Overnight Financing Rate + 1.248%, 07/21/2032		1,535		1,511
1.948%, VAR United States Secured Overnight Financing Rate + 0.913%, 10/21/2027		802		798
1.542%, VAR United States Secured Overnight Financing Rate + 0.818%, 09/10/2027		5,835		5,717
1.431%, VAR United States Secured Overnight Financing Rate + 0.798%, 03/09/2027		1,150		1,127
1.217%, 12/06/2023		3,465		3,474
0.925%, VAR United States Secured Overnight Financing Rate + 0.486%, 10/21/2024		4,614		4,594


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.657%, VAR United States Secured Overnight Financing Rate + 0.505%, 09/10/2024	$	1,621	$	1,607
Goldman Sachs Group MTN
4.800%, 07/08/2044		120		153
4.000%, 03/03/2024		690		732
3.850%, 07/08/2024		330		349
Golub Capital BDC
2.500%, 08/24/2026		336		330
Guardian Life Global Funding
1.100%, 06/23/2025 (B)		190		188
Healthpeak Properties
4.000%, 06/01/2025		1,515		1,630
HSBC Bank
7.650%, 05/01/2025		500		588
HSBC Bank USA
7.000%, 01/15/2039		275		427
HSBC Holdings
4.583%, VAR ICE LIBOR USD 3 Month + 1.535%, 06/19/2029		945		1,059
4.375%, 11/23/2026		345		379
4.300%, 03/08/2026		1,710		1,874
4.250%, 03/14/2024		510		539
4.250%, 08/18/2025		560		602
3.973%, VAR ICE LIBOR USD 3 Month + 1.610%, 05/22/2030		860		933
2.633%, VAR United States Secured Overnight Financing Rate + 1.402%, 11/07/2025		415		426
2.206%, VAR United States Secured Overnight Financing Rate + 1.285%, 08/17/2029		1,930		1,893
2.099%, VAR United States Secured Overnight Financing Rate + 1.929%, 06/04/2026		2,640		2,657
2.013%, VAR United States Secured Overnight Financing Rate + 1.732%, 09/22/2028		3,230		3,162
1.645%, VAR United States Secured Overnight Financing Rate + 1.538%, 04/18/2026		330		327
1.589%, VAR United States Secured Overnight Financing Rate + 1.290%, 05/24/2027		1,035		1,012
ILFC E-Capital Trust II
3.670%, 12/21/2065 (B)		400		341
ING Groep
2.727%, VAR United States Secured Overnight Financing Rate + 1.316%, 04/01/2032		450		459
Intesa Sanpaolo
3.375%, 01/12/2023 (B)		440		449
3.125%, 07/14/2022 (B)		600		607


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (B)	$	2,320	$	2,486
Jackson Financial
4.000%, 11/23/2051 (B)		417		420
3.125%, 11/23/2031 (B)		2,227		2,239
JPMorgan Chase
8.750%, 09/01/2030		970		1,464
4.950%, 06/01/2045		430		560
4.452%, VAR ICE LIBOR USD 3 Month + 1.330%, 12/05/2029		300		340
4.260%, VAR ICE LIBOR USD 3 Month + 1.580%, 02/22/2048		84		103
4.250%, 10/01/2027		720		808
4.203%, VAR ICE LIBOR USD 3 Month + 1.260%, 07/23/2029		800		895
4.032%, VAR ICE LIBOR USD 3 Month + 1.460%, 07/24/2048		645		761
4.023%, VAR ICE LIBOR USD 3 Month + 1.000%, 12/05/2024		1,480		1,560
3.897%, VAR ICE LIBOR USD 3 Month + 1.220%, 01/23/2049		115		133
3.882%, VAR ICE LIBOR USD 3 Month + 1.360%, 07/24/2038		325		369
3.875%, 09/10/2024		1,140		1,209
3.625%, 05/13/2024		230		243
3.625%, 12/01/2027		230		248
3.200%, 01/25/2023		100		103
3.200%, 06/15/2026		400		424
3.157%, VAR United States Secured Overnight Financing Rate + 1.460%, 04/22/2042		450		470
3.109%, VAR United States Secured Overnight Financing Rate + 2.440%, 04/22/2051		130		134
2.956%, VAR United States Secured Overnight Financing Rate + 2.515%, 05/13/2031		620		642
2.950%, 10/01/2026		377		398
2.739%, VAR United States Secured Overnight Financing Rate + 1.510%, 10/15/2030		165		170
2.545%, VAR United States Secured Overnight Financing Rate + 1.180%, 11/08/2032		1,380		1,388
2.522%, VAR United States Secured Overnight Financing Rate + 2.040%, 04/22/2031		450		455
2.301%, VAR United States Secured Overnight Financing Rate + 1.160%, 10/15/2025		1,392		1,424
2.182%, VAR United States Secured Overnight Financing Rate + 1.890%, 06/01/2028		992		1,000


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.083%, VAR United States Secured Overnight Financing Rate + 1.850%, 04/22/2026	$	2,862	$	2,905
2.069%, VAR United States Secured Overnight Financing Rate + 1.015%, 06/01/2029		2,900		2,876
2.005%, VAR United States Secured Overnight Financing Rate + 1.585%, 03/13/2026		2,045		2,069
1.578%, VAR United States Secured Overnight Financing Rate + 0.885%, 04/22/2027		4,945		4,887
1.561%, VAR United States Secured Overnight Financing Rate + 0.605%, 12/10/2025		7,445		7,453
1.514%, VAR United States Secured Overnight Financing Rate + 1.455%, 06/01/2024		1,340		1,350
1.470%, VAR United States Secured Overnight Financing Rate + 0.765%, 09/22/2027		3,351		3,285
1.045%, VAR United States Secured Overnight Financing Rate + 0.800%, 11/19/2026		1,806		1,759
1.040%, VAR United States Secured Overnight Financing Rate + 0.695%, 02/04/2027		3,240		3,136
0.969%, VAR United States Secured Overnight Financing Rate + 0.580%, 06/23/2025		4,070		4,030
0.680%, VAR ICE LIBOR USD 3 Month + 0.550%, 02/01/2027		1,590		1,535
KKR Group Finance II
5.500%, 02/01/2043 (B)		80		107
KKR Group Finance III
5.125%, 06/01/2044 (B)		535		690
KKR Group Finance X
3.250%, 12/15/2051 (B)		434		433
Lloyds Banking Group
4.375%, 03/22/2028		925		1,038
4.344%, 01/09/2048		200		233
4.050%, 08/16/2023		200		210
3.870%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025		1,190		1,257
2.907%, VAR ICE LIBOR USD 3 Month + 0.810%, 11/07/2023		1,815		1,844
2.858%, VAR ICE LIBOR USD 3 Month + 1.249%, 03/17/2023		855		858
1.627%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027		2,000		1,969


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Macquarie Bank
3.624%, 06/03/2030 (B)	$	425	$	444
Macquarie Group
1.340%, VAR United States Secured Overnight Financing Rate + 1.069%, 01/12/2027 (B)		2,045		1,990
Macquarie Group MTN
2.871%, VAR United States Secured Overnight Financing Rate + 1.532%, 01/14/2033 (B)		2,354		2,347
1.935%, VAR United States Secured Overnight Financing Rate + 0.995%, 04/14/2028 (B)		1,240		1,220
1.201%, VAR United States Secured Overnight Financing Rate + 0.694%, 10/14/2025 (B)		1,463		1,450
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (B)		88		97
Mercury General
4.400%, 03/15/2027		935		1,031
MetLife
6.400%, 12/15/2036		420		516
5.700%, 06/15/2035		15		20
MetLife Capital Trust IV
7.875%, 12/15/2037 (B)		800		1,092
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (B)		1,955		2,108
Mitsubishi UFJ Financial Group
2.998%, 02/22/2022		230		231
2.494%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.970%, 10/13/2032		662		663
2.309%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.950%, 07/20/2032		1,042		1,027
1.640%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.670%, 10/13/2027		1,621		1,600
1.538%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.750%, 07/20/2027		1,896		1,862
0.953%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.550%, 07/19/2025		1,919		1,896
Morgan Stanley
1.593%, VAR United States Secured Overnight Financing Rate + 0.879%, 05/04/2027		2,535		2,510
0.985%, VAR United States Secured Overnight Financing Rate + 0.720%, 12/10/2026		1,648		1,598


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.790%, VAR United States Secured Overnight Financing Rate + 0.525%, 05/30/2025	$	3,377	$	3,333
Morgan Stanley MTN
4.431%, VAR ICE LIBOR USD 3 Month + 1.628%, 01/23/2030		340		387
3.971%, VAR ICE LIBOR USD 3 Month + 1.455%, 07/22/2038		119		136
3.772%, VAR ICE LIBOR USD 3 Month + 1.140%, 01/24/2029		1,080		1,175
3.622%, VAR United States Secured Overnight Financing Rate + 3.120%, 04/01/2031		2,920		3,182
3.125%, 07/27/2026		190		201
2.750%, 05/19/2022		1		1
2.720%, VAR United States Secured Overnight Financing Rate + 1.152%, 07/22/2025		980		1,010
2.699%, VAR United States Secured Overnight Financing Rate + 1.143%, 01/22/2031		520		532
2.511%, VAR United States Secured Overnight Financing Rate + 1.200%, 10/20/2032		1,905		1,903
2.239%, VAR United States Secured Overnight Financing Rate + 1.178%, 07/21/2032		961		940
2.188%, VAR United States Secured Overnight Financing Rate + 1.990%, 04/28/2026		1,300		1,326
1.512%, VAR United States Secured Overnight Financing Rate + 0.858%, 07/20/2027		1,260		1,240
1.164%, VAR United States Secured Overnight Financing Rate + 0.560%, 10/21/2025		7,294		7,236
0.864%, VAR United States Secured Overnight Financing Rate + 0.745%, 10/21/2025		644		635
0.791%, VAR United States Secured Overnight Financing Rate + 0.509%, 01/22/2025		4,523		4,477
MUFG Bank
4.100%, 09/09/2023 (B)		200		211
National Securities Clearing
1.500%, 04/23/2025 (B)		3,035		3,053
1.200%, 04/23/2023 (B)		410		413
Nationwide Building Society
4.363%, VAR ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (B)		800		838
3.766%, VAR ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (B)		1,840		1,895


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nationwide Building Society MTN
3.622%, VAR ICE LIBOR USD 3 Month + 1.181%, 04/26/2023 (B)	$	830	$	837
Nationwide Mutual Insurance
2.493%, VAR ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (B)		3,735		3,740
Natwest Group
4.519%, VAR ICE LIBOR USD 3 Month + 1.550%, 06/25/2024		830		868
4.269%, VAR ICE LIBOR USD 3 Month + 1.762%, 03/22/2025		1,500		1,587
1.642%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027		920		907
NatWest Group
4.892%, VAR ICE LIBOR USD 3 Month + 1.754%, 05/18/2029		200		229
New York Life Global Funding
0.950%, 06/24/2025 (B)		340		335
New York Life Insurance
6.750%, 11/15/2039 (B)		345		521
Nomura Holdings
2.648%, 01/16/2025		550		566
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (B)		1,212		1,335
Ohio National Financial Services
5.550%, 01/24/2030 (B)		625		708
Owl Rock Capital
3.400%, 07/15/2026		1,387		1,409
2.875%, 06/11/2028		337		331
Owl Rock Capital III
3.125%, 04/13/2027 (B)		1,103		1,078
Park Aerospace Holdings
5.500%, 02/15/2024 (B)		212		227
5.250%, 08/15/2022 (B)		25		26
4.500%, 03/15/2023 (B)		2,070		2,136
PNC Bank
3.875%, 04/10/2025		430		462
Pricoa Global Funding I MTN
1.200%, 09/01/2026 (B)		144		141
Principal Life Global Funding II
1.250%, 06/23/2025 (B)		160		158
Private Export Funding
0.550%, 07/30/2024 (B)		845		834
Prospect Capital
3.706%, 01/22/2026		500		509
Protective Life Global Funding
1.618%, 04/15/2026 (B)		2,170		2,160
Prudential Financial MTN
5.625%, 05/12/2041		10		13
Raymond James Financial
4.950%, 07/15/2046		180		229


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Royal Bank of Canada MTN
1.600%, 04/17/2023	$	760	$	768
1.150%, 06/10/2025		460		456
Santander Holdings USA
4.500%, 07/17/2025		80		87
3.450%, 06/02/2025		640		671
Santander UK Group Holdings
4.796%, VAR ICE LIBOR USD 3 Month + 1.570%, 11/15/2024		3,050		3,237
3.823%, VAR ICE LIBOR USD 3 Month + 1.400%, 11/03/2028		610		655
1.673%, VAR United States Secured Overnight Financing Rate + 0.989%, 06/14/2027		445		436
1.532%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.250%, 08/21/2026		235		231
1.089%, VAR United States Secured Overnight Financing Rate + 0.787%, 03/15/2025		2,475		2,452
SBL Holdings
5.000%, 02/18/2031 (B)		1,121		1,184
Scentre Group Trust 1
4.375%, 05/28/2030 (B)(D)		635		725
3.625%, 01/28/2026 (B)		1,146		1,223
Societe Generale
3.625%, 03/01/2041 (B)		645		656
Societe Generale MTN
2.625%, 01/22/2025 (B)		735		753
State Street
3.300%, 12/16/2024		70		75
Stewart Information Services
3.600%, 11/15/2031		437		443
Sumitomo Mitsui Financial Group
1.902%, 09/17/2028		2,001		1,962
1.402%, 09/17/2026		1,284		1,253
Swedbank
1.300%, 06/02/2023 (B)		580		583
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (B)		124		185
4.900%, 09/15/2044 (B)		240		308
3.300%, 05/15/2050 (B)		2,455		2,560
The Vanguard Group
3.050%, 08/22/2050		670		655
Toronto-Dominion Bank MTN
1.250%, 09/10/2026		814		800
1.150%, 06/12/2025		460		456
0.750%, 06/12/2023		910		910
Trust Fibra Uno
6.390%, 01/15/2050 (B)		344		402
5.250%, 01/30/2026 (B)		490		537


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
UBS
1.750%, 04/21/2022 (B)	$	850	$	853
0.700%, 08/09/2024 (B)		2,075		2,051
UBS MTN
4.500%, 06/26/2048 (B)		440		574
UBS Group
7.000%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.344%(B)(C)		1,640		1,768
4.253%, 03/23/2028 (B)		350		388
4.125%, 09/24/2025 (B)		200		216
3.491%, 05/23/2023 (B)		1,650		1,667
2.859%, VAR ICE LIBOR USD 3 Month + 0.954%, 08/15/2023 (B)		200		202
2.650%, 02/01/2022 (B)		385		386
UniCredit MTN
6.572%, 01/14/2022 (B)		1,350		1,352
US Bancorp
1.450%, 05/12/2025		1,020		1,024
US Bancorp MTN
2.950%, 07/15/2022		25		25
Validus Holdings
8.875%, 01/26/2040		905		1,496
WEA Finance
4.750%, 09/17/2044 (B)		230		248
3.750%, 09/17/2024 (B)		990		1,038
Wells Fargo
7.950%, 11/15/2029		495		680
5.375%, 11/02/2043		400		529
3.000%, 10/23/2026		1,030		1,082
2.188%, VAR United States Secured Overnight Financing Rate + 2.000%, 04/30/2026		5,025		5,114
Wells Fargo MTN
5.013%, VAR United States Secured Overnight Financing Rate + 4.502%, 04/04/2051		4,010		5,476
4.900%, 11/17/2045		909		1,143
4.750%, 12/07/2046		700		874
4.650%, 11/04/2044		261		316
4.478%, VAR United States Secured Overnight Financing Rate + 4.032%, 04/04/2031		2,630		3,055
4.400%, 06/14/2046		1,370		1,624
4.150%, 01/24/2029		1,010		1,131
4.125%, 08/15/2023		900		944
3.750%, 01/24/2024		250		262
3.500%, 03/08/2022		72		72
3.450%, 02/13/2023		660		679
3.196%, VAR ICE LIBOR USD 3 Month + 1.170%, 06/17/2027		1,550		1,634
2.879%, VAR United States Secured Overnight Financing Rate + 1.432%, 10/30/2030		20		21


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.406%, VAR United States Secured Overnight Financing Rate + 1.087%, 10/30/2025	$	1,005	$	1,030
2.393%, VAR United States Secured Overnight Financing Rate + 2.100%, 06/02/2028		900		915
2.164%, VAR ICE LIBOR USD 3 Month + 0.750%, 02/11/2026		4,415		4,481
Westpac Banking
3.133%, 11/18/2041		162		161
3.020%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.530%, 11/18/2036		162		160
2.668%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035		450		438
1.953%, 11/20/2028		1,299		1,294

				456,691

Health Care — 3.2%
Abbott Laboratories
4.900%, 11/30/2046		470		643
4.750%, 11/30/2036		260		332
3.750%, 11/30/2026		463		512
AbbVie
4.625%, 10/01/2042		38		46
4.550%, 03/15/2035		1,700		2,044
4.500%, 05/14/2035		510		610
4.450%, 05/14/2046		238		288
4.400%, 11/06/2042		1,000		1,193
4.300%, 05/14/2036		235		277
4.250%, 11/14/2028		335		379
4.250%, 11/21/2049		2,210		2,657
4.050%, 11/21/2039		961		1,103
3.800%, 03/15/2025		460		490
3.750%, 11/14/2023		100		105
3.600%, 05/14/2025		770		819
3.450%, 03/15/2022		370		370
3.200%, 11/06/2022		44		45
3.200%, 11/21/2029		2,178		2,329
2.950%, 11/21/2026		380		400
2.900%, 11/06/2022		10		10
2.600%, 11/21/2024		1,820		1,888
2.300%, 11/21/2022		2,939		2,980
Advocate Health & Hospitals
2.211%, 06/15/2030		1,615		1,617
Aetna
3.875%, 08/15/2047		90		100
2.800%, 06/15/2023		2,650		2,715
Amgen
6.375%, 06/01/2037		910		1,289
5.150%, 11/15/2041		332		422


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.663%, 06/15/2051	$	269	$	344
4.400%, 05/01/2045		375		447
3.625%, 05/22/2024		130		137
3.150%, 02/21/2040		190		195
3.000%, 01/15/2052		1,313		1,274
2.770%, 09/01/2053		263		246
2.000%, 01/15/2032		1,515		1,467
1.650%, 08/15/2028		1,301		1,275
Anthem
4.625%, 05/15/2042		41		51
3.650%, 12/01/2027		220		241
3.500%, 08/15/2024		90		95
3.350%, 12/01/2024		1,425		1,505
3.125%, 05/15/2022		468		472
2.950%, 12/01/2022		661		674
AstraZeneca
3.000%, 05/28/2051		74		78
2.125%, 08/06/2050		162		144
Astrazeneca Finance
1.750%, 05/28/2028		1,141		1,134
Bausch Health
7.250%, 05/30/2029 (B)		170		168
6.250%, 02/15/2029 (B)		500		475
5.500%, 11/01/2025 (B)		20		20
Baxalta
3.600%, 06/23/2022		546		551
Baxter International
3.950%, 04/01/2030		425		473
BayCare Health System
3.831%, 11/15/2050		1,595		1,890
Bayer US Finance
3.375%, 10/08/2024 (B)		800		836
Bayer US Finance II
4.875%, 06/25/2048 (B)		1,795		2,206
4.700%, 07/15/2064 (B)		210		244
4.625%, 06/25/2038 (B)		420		490
4.375%, 12/15/2028 (B)		3,535		3,948
4.250%, 12/15/2025 (B)		2,345		2,536
Becton Dickinson
4.685%, 12/15/2044		301		379
3.734%, 12/15/2024		287		305
3.700%, 06/06/2027		121		132
3.363%, 06/06/2024		758		794
Biogen
3.625%, 09/15/2022		430		439
3.250%, 02/15/2051 (B)		134		131
Bon Secours Mercy Health
3.464%, 06/01/2030		855		929
Bristol-Myers Squibb
5.000%, 08/15/2045		175		232
4.550%, 02/20/2048		166		212
4.350%, 11/15/2047		51		63


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 08/15/2025	$	217	$	235
3.550%, 08/15/2022		360		367
3.400%, 07/26/2029		400		438
3.200%, 06/15/2026		770		828
2.900%, 07/26/2024		785		821
2.750%, 02/15/2023		300		307
2.600%, 05/16/2022		550		555
2.550%, 11/13/2050		522		494
Centene
4.625%, 12/15/2029		230		248
3.375%, 02/15/2030		230		234
3.000%, 10/15/2030		3,398		3,454
2.500%, 03/01/2031		107		104
2.450%, 07/15/2028		1,760		1,734
Cigna
4.900%, 12/15/2048		750		969
4.800%, 08/15/2038		1,144		1,407
4.375%, 10/15/2028		730		830
4.125%, 11/15/2025		290		317
3.875%, 10/15/2047		570		636
3.750%, 07/15/2023		462		480
3.400%, 03/01/2027		380		408
3.400%, 03/15/2050		120		125
3.400%, 03/15/2051		588		615
CommonSpirit Health
4.350%, 11/01/2042		480		551
4.187%, 10/01/2049		635		739
2.782%, 10/01/2030		1,970		2,016
CVS Health
5.125%, 07/20/2045		670		871
5.050%, 03/25/2048		4,005		5,236
4.780%, 03/25/2038		1,075		1,309
4.300%, 03/25/2028		1,336		1,499
4.250%, 04/01/2050		30		36
4.125%, 04/01/2040		160		184
3.875%, 07/20/2025		515		553
3.750%, 04/01/2030		400		439
3.625%, 04/01/2027		690		749
3.000%, 08/15/2026		347		366
2.750%, 12/01/2022		510		517
2.700%, 08/21/2040		500		482
2.125%, 09/15/2031		370		362
CVS Pass-Through Trust
5.926%, 01/10/2034 (B)		68		81
Danaher
2.800%, 12/10/2051		257		253
2.600%, 10/01/2050		386		368
DH Europe Finance II Sarl
2.200%, 11/15/2024		888		907
2.050%, 11/15/2022		516		523
Fresenius Medical Care US Finance II
5.875%, 01/31/2022 (B)		170		171


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fresenius Medical Care US Finance III
1.875%, 12/01/2026 (B)	$	1,345	$	1,330
Gilead Sciences
5.650%, 12/01/2041		35		48
4.750%, 03/01/2046		380		482
4.600%, 09/01/2035		500		605
4.500%, 02/01/2045		10		12
4.000%, 09/01/2036		288		331
3.700%, 04/01/2024		410		431
3.650%, 03/01/2026		460		496
3.250%, 09/01/2022		185		188
2.800%, 10/01/2050		371		360
2.600%, 10/01/2040		561		540
GlaxoSmithKline Capital
2.850%, 05/08/2022		30		30
HCA
5.875%, 02/01/2029		702		836
5.625%, 09/01/2028		60		70
5.500%, 06/15/2047		60		79
5.375%, 02/01/2025		2,491		2,738
5.250%, 04/15/2025		820		907
5.250%, 06/15/2026		650		731
5.250%, 06/15/2049		2,150		2,761
5.000%, 03/15/2024		1,390		1,495
4.500%, 02/15/2027		20		22
4.125%, 06/15/2029		1,500		1,651
3.500%, 09/01/2030		1,331		1,407
2.375%, 07/15/2031		945		930
Health Care Service A Mutual Legal Reserve
2.200%, 06/01/2030 (B)		855		837
Humana
4.950%, 10/01/2044		60		77
4.800%, 03/15/2047		30		38
4.625%, 12/01/2042		170		209
4.500%, 04/01/2025		80		87
3.950%, 03/15/2027		70		77
3.850%, 10/01/2024		1,470		1,560
3.150%, 12/01/2022		560		569
1.350%, 02/03/2027		594		578
Johnson & Johnson
3.700%, 03/01/2046		170		200
3.625%, 03/03/2037		260		298
3.500%, 01/15/2048		92		105
3.400%, 01/15/2038		173		195
2.625%, 01/15/2025		86		90
2.450%, 09/01/2060		935		883
0.950%, 09/01/2027		610		597
0.550%, 09/01/2025		300		294
Mass General Brigham
3.192%, 07/01/2049		115		122
Medtronic
4.625%, 03/15/2045		9		12


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 03/15/2025	$	241	$	257
Merck
2.400%, 09/15/2022		29		29
1.450%, 06/24/2030		300		287
0.750%, 02/24/2026		530		520
New York and Presbyterian Hospital
3.563%, 08/01/2036		730		808
Pfizer
4.000%, 12/15/2036		815		969
2.800%, 03/11/2022		309		310
2.625%, 04/01/2030		440		464
2.550%, 05/28/2040		1,124		1,121
1.700%, 05/28/2030		420		411
0.800%, 05/28/2025		670		662
Roche Holdings
2.607%, 12/13/2051 (B)		425		417
2.076%, 12/13/2031 (B)		1,051		1,048
Royalty Pharma
1.200%, 09/02/2025		535		524
0.750%, 09/02/2023		925		919
RWJ Barnabas Health
3.949%, 07/01/2046		1,030		1,205
Shire Acquisitions Investments Ireland DAC
2.875%, 09/23/2023		2,413		2,482
Smith & Nephew
2.032%, 10/14/2030		670		647
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		1,447		1,583
Takeda Pharmaceutical
5.000%, 11/26/2028		460		540
4.400%, 11/26/2023		2,174		2,300
3.175%, 07/09/2050		936		944
3.025%, 07/09/2040		362		368
2.050%, 03/31/2030		1,236		1,210
Teva Pharmaceutical Finance BV
2.950%, 12/18/2022		190		190
Teva Pharmaceutical Finance Netherlands III BV
7.125%, 01/31/2025		390		417
6.000%, 04/15/2024		200		210
5.125%, 05/09/2029		1,570		1,539
3.150%, 10/01/2026		1,540		1,448
2.800%, 07/21/2023		630		632
Thermo Fisher Scientific
2.800%, 10/15/2041		260		263
2.000%, 10/15/2031		548		540
1.750%, 10/15/2028		615		611
1.215%, 10/18/2024		1,298		1,297
UnitedHealth Group
5.800%, 03/15/2036		280		388
4.625%, 07/15/2035		523		654
4.450%, 12/15/2048		90		115


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 04/15/2047	$	450	$	551
4.250%, 06/15/2048		110		136
3.875%, 12/15/2028		170		191
3.875%, 08/15/2059		360		431
3.750%, 07/15/2025		270		293
3.700%, 08/15/2049		150		173
3.500%, 06/15/2023		150		156
3.350%, 07/15/2022		28		28
3.250%, 05/15/2051		544		589
3.125%, 05/15/2060		50		52
3.050%, 05/15/2041		169		177
2.900%, 05/15/2050		576		587
2.875%, 03/15/2023		50		51
2.750%, 05/15/2040		248		252
2.375%, 10/15/2022		70		71
2.300%, 05/15/2031		1,169		1,189
2.000%, 05/15/2030		140		139
1.250%, 01/15/2026		170		169
Universal Health Services
1.650%, 09/01/2026 (B)		685		672
Utah Acquisition Sub
3.950%, 06/15/2026		1,645		1,774
Viatris
4.000%, 06/22/2050		675		719
2.700%, 06/22/2030		140		141
Wyeth
5.950%, 04/01/2037		470		662

				149,553

Industrials — 2.4%
3M
3.700%, 04/15/2050		660		774
3.050%, 04/15/2030		90		97
2.375%, 08/26/2029		390		400
Adani International Container Terminal Pvt
3.000%, 02/16/2031 (B)(D)		273		264
Adani Ports & Special Economic Zone
4.200%, 08/04/2027 (B)		594		616
AerCap Ireland Capital DAC
4.875%, 01/16/2024		1,500		1,595
3.875%, 01/23/2028		345		366
3.500%, 01/15/2025		232		242
3.300%, 01/30/2032		3,775		3,846
3.150%, 02/15/2024		560		578
3.000%, 10/29/2028		2,375		2,409
2.450%, 10/29/2026		4,180		4,214
1.750%, 10/29/2024		2,110		2,105
1.650%, 10/29/2024		3,088		3,082
1.150%, 10/29/2023		2,597		2,586
Air Lease
3.625%, 04/01/2027		221		232
3.625%, 12/01/2027		216		227


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 01/15/2022	$	1,110	$	1,111
3.375%, 07/01/2025		310		323
3.250%, 03/01/2025		1,645		1,707
Air Lease MTN
2.300%, 02/01/2025		355		360
Avolon Holdings Funding
5.250%, 05/15/2024 (B)		120		129
Boeing
5.930%, 05/01/2060		20		28
5.805%, 05/01/2050		1,607		2,176
5.705%, 05/01/2040		796		1,022
5.150%, 05/01/2030		1,262		1,470
5.040%, 05/01/2027		160		180
4.875%, 05/01/2025		2,075		2,270
4.508%, 05/01/2023		1,050		1,097
3.750%, 02/01/2050		1,058		1,100
3.625%, 02/01/2031		698		744
3.625%, 03/01/2048		23		23
3.550%, 03/01/2038		196		199
3.250%, 02/01/2028		693		722
3.250%, 02/01/2035		1,607		1,619
3.200%, 03/01/2029		490		504
3.100%, 05/01/2026		160		167
2.800%, 03/01/2027		190		194
2.700%, 02/01/2027		540		549
2.196%, 02/04/2026		2,160		2,159
1.433%, 02/04/2024		2,065		2,062
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		135
5.400%, 06/01/2041		50		67
4.150%, 12/15/2048		150		185
4.050%, 06/15/2048		124		149
2.875%, 06/15/2052		120		120
Canadian Pacific Railway
6.125%, 09/15/2115		44		65
3.100%, 12/02/2051		416		428
3.000%, 12/02/2041		305		312
2.450%, 12/02/2031		640		653
1.750%, 12/02/2026		800		803
1.350%, 12/02/2024		2,404		2,407
Carrier Global
3.577%, 04/05/2050		30		32
Cintas No. 2
3.700%, 04/01/2027		400		438
2.900%, 04/01/2022		400		402
Continental Airlines Pass-Through Trust, Ser 2007-1, Cl A
5.983%, 04/19/2022		379		383
CoStar Group
2.800%, 07/15/2030 (B)		830		830
Crowley Conro
4.181%, 08/15/2043		435		505


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Deere
3.750%, 04/15/2050	$	530	$	626
3.100%, 04/15/2030		100		108
Delta Air Lines
7.375%, 01/15/2026		580		683
7.000%, 05/01/2025 (B)		2,410		2,756
4.750%, 10/20/2028 (B)		2,345		2,561
4.500%, 10/20/2025 (B)		1,803		1,895
4.375%, 04/19/2028		153		163
3.800%, 04/19/2023		381		390
3.625%, 03/15/2022		330		330
2.900%, 10/28/2024		60		61
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		3,641		3,560
DP World MTN
5.625%, 09/25/2048 (B)		990		1,215
Eaton
7.625%, 04/01/2024		75		85
4.150%, 11/02/2042		140		164
2.750%, 11/02/2022		900		917
Emerson Electric
2.800%, 12/21/2051		280		274
Equifax
3.950%, 06/15/2023		1,612		1,675
2.600%, 12/15/2025		255		264
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035		1,718		2,050
General Dynamics
4.250%, 04/01/2040		880		1,075
4.250%, 04/01/2050		230		293
3.500%, 05/15/2025		60		64
3.250%, 04/01/2025		160		169
General Electric MTN
6.750%, 03/15/2032		720		982
0.636%, VAR ICE LIBOR USD 3 Month + 0.480%, 08/15/2036		2,400		2,080
GFL Environmental
4.250%, 06/01/2025 (B)		250		257
Honeywell International
1.350%, 06/01/2025		310		311
Howmet Aerospace
3.000%, 01/15/2029		956		957
IHS Markit
5.000%, 11/01/2022 (B)		750		771
4.750%, 02/15/2025 (B)		665		724
4.750%, 08/01/2028		1,215		1,408
3.625%, 05/01/2024		1,000		1,049
John Deere Capital MTN
1.200%, 04/06/2023		763		769
0.550%, 07/05/2022		991		992


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
L3Harris Technologies
5.054%, 04/27/2045	$	180	$	236
4.854%, 04/27/2035		80		98
Lockheed Martin
4.500%, 05/15/2036		90		110
4.070%, 12/15/2042		91		107
3.550%, 01/15/2026		1,190		1,288
3.100%, 01/15/2023		50		51
Mileage Plus Holdings
6.500%, 06/20/2027 (B)		510		544
Northrop Grumman
5.250%, 05/01/2050		350		490
4.030%, 10/15/2047		622		733
3.250%, 08/01/2023		1,660		1,717
3.250%, 01/15/2028		1,658		1,774
2.930%, 01/15/2025		810		844
Otis Worldwide
3.112%, 02/15/2040		555		569
2.056%, 04/05/2025		220		224
Parker-Hannifin
2.700%, 06/14/2024		400		413
Prime Security Services Borrower
5.750%, 04/15/2026 (B)		320		344
Quanta Services
0.950%, 10/01/2024		784		775
Raytheon Technologies
4.625%, 11/16/2048		51		65
4.500%, 06/01/2042		430		532
4.450%, 11/16/2038		63		76
4.150%, 05/15/2045		59		69
4.125%, 11/16/2028		280		313
3.950%, 08/16/2025		510		553
3.150%, 12/15/2024		200		210
2.250%, 07/01/2030		420		419
Republic Services
3.950%, 05/15/2028		335		371
2.500%, 08/15/2024		635		653
1.450%, 02/15/2031		1,650		1,534
Roper Technologies
1.000%, 09/15/2025		420		410
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (B)		1,120		1,102
Sodexo
1.634%, 04/16/2026 (B)		871		863
Southwest Airlines
5.125%, 06/15/2027		965		1,103
Spirit Loyalty Cayman
8.000%, 09/20/2025 (B)		375		414
Teck Resources
6.125%, 10/01/2035		330		428
Triton Container International
2.050%, 04/15/2026 (B)		755		749


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Union Pacific
3.839%, 03/20/2060	$	1,030	$	1,213
3.750%, 07/15/2025		340		367
3.750%, 02/05/2070		230		261
3.250%, 02/05/2050		1,055		1,131
2.891%, 04/06/2036		1,595		1,671
2.400%, 02/05/2030		634		646
2.150%, 02/05/2027		512		525
United Airlines
4.625%, 04/15/2029 (B)		420		433
4.375%, 04/15/2026 (B)		20		21
United Parcel Service
5.300%, 04/01/2050		190		281
5.200%, 04/01/2040		240		323
United Rentals North America
4.875%, 01/15/2028		150		158
3.875%, 11/15/2027		100		104
3.875%, 02/15/2031		820		832
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		474		471

				113,758

Information Technology — 2.2%
Analog Devices
2.100%, 10/01/2031		647		648
1.700%, 10/01/2028		486		485
Apple
4.375%, 05/13/2045		360		454
4.250%, 02/09/2047		162		202
3.850%, 05/04/2043		220		259
3.200%, 05/13/2025		64		68
3.200%, 05/11/2027		232		250
2.850%, 08/05/2061		647		648
2.650%, 05/11/2050		797		784
2.650%, 02/08/2051		809		795
2.550%, 08/20/2060		759		713
2.450%, 08/04/2026		1,410		1,472
2.375%, 02/08/2041		262		254
2.150%, 02/09/2022		82		82
1.700%, 08/05/2031		969		946
1.400%, 08/05/2028		2,743		2,686
1.125%, 05/11/2025		1,110		1,107
Broadcom
4.300%, 11/15/2032		610		686
4.150%, 11/15/2030		1,446		1,604
3.875%, 01/15/2027		244		265
3.469%, 04/15/2034 (B)		834		873
3.419%, 04/15/2033 (B)		1,881		1,972
3.187%, 11/15/2036 (B)		10		10
3.150%, 11/15/2025		424		444
3.137%, 11/15/2035 (B)		1,960		1,972


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.450%, 02/15/2031 (B)	$	566	$	555
Dell International
8.350%, 07/15/2046		86		143
6.100%, 07/15/2027		327		390
6.020%, 06/15/2026		39		45
4.900%, 10/01/2026		164		185
3.450%, 12/15/2051 (B)		964		926
3.375%, 12/15/2041 (B)		803		794
Global Payments
2.900%, 11/15/2031		640		649
2.150%, 01/15/2027		960		964
1.500%, 11/15/2024		2,529		2,529
HP
2.200%, 06/17/2025		1,040		1,062
Intel
4.750%, 03/25/2050		785		1,045
3.700%, 07/29/2025		223		241
3.250%, 11/15/2049		380		401
3.200%, 08/12/2061		263		269
3.100%, 07/29/2022		35		36
3.050%, 08/12/2051		2,320		2,373
2.800%, 08/12/2041		521		520
2.000%, 08/12/2031		954		948
1.600%, 08/12/2028		1,354		1,338
International Business Machines
3.000%, 05/15/2024		1,510		1,577
KLA
3.300%, 03/01/2050		377		403
Kyndryl Holdings
2.050%, 10/15/2026 (B)		1,350		1,314
Marvell Technology
1.650%, 04/15/2026		1,030		1,018
Mastercard
3.850%, 03/26/2050		80		96
3.375%, 04/01/2024		80		84
Microsoft
4.100%, 02/06/2037		251		304
3.625%, 12/15/2023		89		94
3.500%, 02/12/2035		156		178
3.450%, 08/08/2036		565		650
3.300%, 02/06/2027		1,550		1,689
3.041%, 03/17/2062		199		213
2.921%, 03/17/2052		365		388
2.875%, 02/06/2024		1,010		1,051
2.700%, 02/12/2025		250		262
2.675%, 06/01/2060		156		155
2.525%, 06/01/2050		546		532
2.400%, 02/06/2022		600		600
2.400%, 08/08/2026		1,700		1,779
2.375%, 02/12/2022		20		20
2.375%, 05/01/2023		20		20


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NVIDIA
3.700%, 04/01/2060	$	310	$	370
3.500%, 04/01/2040		430		483
3.500%, 04/01/2050		1,200		1,368
2.850%, 04/01/2030		1,560		1,657
NXP BV
3.875%, 06/18/2026 (B)		1,382		1,492
3.250%, 05/11/2041 (B)		354		366
3.150%, 05/01/2027 (B)		321		338
2.700%, 05/01/2025 (B)		280		289
Oracle
4.375%, 05/15/2055		420		460
3.950%, 03/25/2051		3,702		3,843
3.900%, 05/15/2035		1,720		1,842
3.800%, 11/15/2037		2,255		2,354
3.650%, 03/25/2041		336		340
3.600%, 04/01/2040		1,265		1,269
3.600%, 04/01/2050		310		304
2.950%, 11/15/2024		315		328
2.950%, 04/01/2030		790		799
2.875%, 03/25/2031		1,320		1,328
2.800%, 04/01/2027		562		579
1.650%, 03/25/2026		1,100		1,092
PayPal Holdings
2.300%, 06/01/2030		2,845		2,890
1.650%, 06/01/2025		400		405
1.350%, 06/01/2023		390		393
Prosus
3.832%, 02/08/2051 (B)		320		298
Prosus MTN
4.027%, 08/03/2050 (B)		730		701
3.061%, 07/13/2031 (B)		2,100		2,047
salesforce.com
3.700%, 04/11/2028		670		743
3.250%, 04/11/2023		480		495
Sprint
7.875%, 09/15/2023		110		121
Sprint Capital
8.750%, 03/15/2032		490		735
Tencent Holdings MTN
3.975%, 04/11/2029 (B)		600		653
3.840%, 04/22/2051 (B)		2,035		2,137
3.680%, 04/22/2041 (B)		1,300		1,349
3.595%, 01/19/2028 (B)		570		605
Texas Instruments
4.150%, 05/15/2048		300		374
1.750%, 05/04/2030		290		284
1.125%, 09/15/2026		322		319
TSMC Arizona
3.250%, 10/25/2051		290		305
1.750%, 10/25/2026		1,300		1,301


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TSMC Global
1.375%, 09/28/2030 (B)	$	1,925	$	1,786
Visa
4.300%, 12/14/2045		690		868
3.650%, 09/15/2047		235		273
3.150%, 12/14/2025		1,410		1,504
VMware
4.700%, 05/15/2030		650		757
3.900%, 08/21/2027		128		139
1.800%, 08/15/2028		706		687
1.400%, 08/15/2026		1,283		1,261
1.000%, 08/15/2024		1,123		1,112
0.600%, 08/15/2023		1,603		1,592
Vontier
2.950%, 04/01/2031 (B)		425		421
1.800%, 04/01/2026 (B)		495		487

				95,462

Materials — 0.6%
Amcor Finance USA
3.625%, 04/28/2026		2,425		2,583
Anglo American Capital
4.750%, 04/10/2027 (B)		720		801
4.000%, 09/11/2027 (B)		200		215
3.625%, 09/11/2024 (B)		710		745
ArcelorMittal
7.000%, 10/15/2039		120		165
Ball
3.125%, 09/15/2031		310		306
Barrick
5.250%, 04/01/2042		80		104
Barrick North America Finance
5.750%, 05/01/2043		290		394
5.700%, 05/30/2041		509		692
Berry Global
1.570%, 01/15/2026		2,985		2,921
BHP Billiton Finance USA
5.000%, 09/30/2043		410		542
4.125%, 02/24/2042		40		47
2.875%, 02/24/2022		50		50
Dow Chemical
5.250%, 11/15/2041		25		32
4.800%, 05/15/2049		360		458
3.600%, 11/15/2050		647		701
DuPont de Nemours
4.493%, 11/15/2025		1,775		1,961
Ecolab
2.700%, 12/15/2051		354		348
2.125%, 02/01/2032		964		956
Equate Petrochemical BV MTN
4.250%, 11/03/2026 (B)		480		521


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Freeport-McMoRan
5.450%, 03/15/2043	$	645	$	811
4.625%, 08/01/2030		180		193
4.550%, 11/14/2024		40		43
3.875%, 03/15/2023		20		21
Glencore Funding
4.125%, 05/30/2023 (B)		200		208
4.125%, 03/12/2024 (B)		1,340		1,409
4.000%, 03/27/2027 (B)		1,200		1,295
3.875%, 10/27/2027 (B)		220		236
3.000%, 10/27/2022 (B)		30		31
Industrias Penoles
4.150%, 09/12/2029 (B)		1,005		1,084
International Flavors & Fragrances
5.000%, 09/26/2048		1,505		1,934
1.230%, 10/01/2025 (B)		1,835		1,794
LYB International Finance III
3.625%, 04/01/2051		959		1,015
3.375%, 10/01/2040		968		1,008
Nacional del Cobre de Chile
4.250%, 07/17/2042 (B)		970		1,070
Newcrest Finance Pty
3.250%, 05/13/2030 (B)		630		660
OCP
5.125%, 06/23/2051 (B)		360		339
4.500%, 10/22/2025 (B)		400		422
3.750%, 06/23/2031 (B)		410		398
Orbia Advance
2.875%, 05/11/2031 (B)		780		767
1.875%, 05/11/2026 (B)		820		808
Sealed Air
1.573%, 10/15/2026 (B)		795		771
Southern Copper
5.250%, 11/08/2042		2,220		2,794
Suzano Austria GmbH
3.750%, 01/15/2031		1,400		1,423
3.125%, 01/15/2032		70		68
Teck Resources
6.250%, 07/15/2041		376		499
6.000%, 08/15/2040		30		38
5.200%, 03/01/2042		382		449
Vale Overseas
6.875%, 11/21/2036		874		1,161
6.250%, 08/10/2026		32		37
Westlake Chemical
3.600%, 08/15/2026		352		378
3.125%, 08/15/2051		1,157		1,114
WestRock RKT
4.000%, 03/01/2023		70		72

				38,892


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Real Estate — 0.9%
Agree
2.600%, 06/15/2033	$	160	$	157
2.000%, 06/15/2028		706		692
American Campus Communities Operating Partnership
3.750%, 04/15/2023		1,350		1,386
3.625%, 11/15/2027		745		796
3.300%, 07/15/2026		1,495		1,575
2.250%, 01/15/2029		486		481
American Tower
1.875%, 10/15/2030		1,430		1,351
AvalonBay Communities MTN
4.350%, 04/15/2048		110		141
2.450%, 01/15/2031		1,155		1,184
Boston Properties
3.800%, 02/01/2024		1,250		1,307
3.400%, 06/21/2029		720		764
Brandywine Operating Partnership
3.950%, 11/15/2027		17		18
Brixmor Operating Partnership
2.500%, 08/16/2031		390		382
2.250%, 04/01/2028		226		225
Camden Property Trust
2.800%, 05/15/2030		435		452
Crown Castle International
4.000%, 03/01/2027		162		176
2.900%, 04/01/2041		453		440
2.500%, 07/15/2031		708		703
2.100%, 04/01/2031		1,791		1,714
1.050%, 07/15/2026		969		936
CyrusOne
3.450%, 11/15/2029		760		824
2.900%, 11/15/2024		1,250		1,290
2.150%, 11/01/2030		155		153
Equinix
2.950%, 09/15/2051		590		557
Essential Properties
2.950%, 07/15/2031		1,290		1,271
Essex Portfolio
2.550%, 06/15/2031		333		334
1.700%, 03/01/2028		847		825
Extra Space Storage
2.350%, 03/15/2032		291		283
GLP Capital
5.375%, 04/15/2026		2,615		2,912
5.300%, 01/15/2029		1,521		1,727
5.250%, 06/01/2025		775		849
4.000%, 01/15/2030		150		159
3.350%, 09/01/2024		125		129
3.250%, 01/15/2032		443		445


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Healthcare Realty Trust
3.875%, 05/01/2025	$	200	$	212
Healthpeak Properties
2.125%, 12/01/2028		320		320
Hudson Pacific Properties
4.650%, 04/01/2029		580		655
3.950%, 11/01/2027		1,246		1,335
Kilroy Realty
2.650%, 11/15/2033		2,497		2,427
Life Storage
3.875%, 12/15/2027		915		1,004
Mid-America Apartments
4.300%, 10/15/2023		331		346
4.000%, 11/15/2025		395		427
3.950%, 03/15/2029		324		362
Realty Income
3.400%, 01/15/2028		344		371
2.850%, 12/15/2032		470		488
2.200%, 06/15/2028		346		349
Regency Centers
2.950%, 09/15/2029		703		729
Rexford Industrial Realty
2.150%, 09/01/2031		359		339
Sabra Health Care
3.900%, 10/15/2029		715		749
Simon Property Group
2.450%, 09/13/2029		1,020		1,027
Spirit Realty
3.400%, 01/15/2030		389		409
2.700%, 02/15/2032		194		192
2.100%, 03/15/2028		645		628
STORE Capital
4.625%, 03/15/2029		412		461
4.500%, 03/15/2028		1,222		1,350
2.750%, 11/18/2030		574		569
2.700%, 12/01/2031		224		219
Sun Communities Operating
2.300%, 11/01/2028		322		322
Ventas Realty
2.500%, 09/01/2031		275		272
Welltower
4.500%, 01/15/2024		102		108

				42,308

Utilities — 1.8%
AEP Texas
6.650%, 02/15/2033		500		665
AES
1.375%, 01/15/2026		698		677
Alabama Power
3.700%, 12/01/2047		1,600		1,767


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
American Transmission Systems
2.650%, 01/15/2032 (B)	$	1,285	$	1,297
Baltimore Gas and Electric
2.250%, 06/15/2031		483		483
Berkshire Hathaway Energy
2.850%, 05/15/2051		1,060		1,020
Black Hills
3.875%, 10/15/2049		291		318
Boston Gas
4.487%, 02/15/2042 (B)		35		40
Cleco Power
6.000%, 12/01/2040		700		953
Comision Federal de Electricidad
3.875%, 07/26/2033 (B)		656		643
Consolidated Edison of New York
4.650%, 12/01/2048		1,500		1,856
4.450%, 03/15/2044		1,120		1,312
3.950%, 04/01/2050		130		149
3.350%, 04/01/2030		180		194
Consumers Energy
2.650%, 08/15/2052		356		346
Dominion Energy
3.071%, 08/15/2024		980		1,014
1.450%, 04/15/2026		408		403
DTE Electric
2.950%, 03/01/2050		564		568
DTE Energy
2.950%, 03/01/2030		433		444
2.529%, 10/01/2024		830		854
1.050%, 06/01/2025		1,833		1,796
Duke Energy
3.500%, 06/15/2051		193		199
3.150%, 08/15/2027		280		295
2.550%, 06/15/2031		3,711		3,715
2.400%, 08/15/2022		340		343
0.900%, 09/15/2025		705		685
Duke Energy Carolinas
4.250%, 12/15/2041		628		740
4.000%, 09/30/2042		1,000		1,148
2.550%, 04/15/2031		328		337
Duke Energy Florida
3.850%, 11/15/2042		380		426
3.200%, 01/15/2027		1,080		1,149
2.400%, 12/15/2031		480		486
Duke Energy Indiana
4.200%, 03/15/2042		30		34
2.750%, 04/01/2050		280		272
Duke Energy Progress
4.100%, 05/15/2042		425		496
2.800%, 05/15/2022		25		25
2.500%, 08/15/2050		486		449


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Entergy Arkansas
2.650%, 06/15/2051	$	1,228	$	1,141
Evergy Metro
5.300%, 10/01/2041		100		130
Eversource Energy
2.900%, 10/01/2024		1,610		1,668
1.400%, 08/15/2026		490		480
Exelon
5.625%, 06/15/2035		760		966
FirstEnergy
7.375%, 11/15/2031		3,685		4,973
4.750%, 03/15/2023		340		354
4.400%, 07/15/2027		940		1,012
1.600%, 01/15/2026		180		174
FirstEnergy Transmission
5.450%, 07/15/2044 (B)		35		44
Florida Power & Light
2.875%, 12/04/2051		160		162
Indiana Michigan Power
4.550%, 03/15/2046		325		397
Interstate Power & Light
3.500%, 09/30/2049		198		212
Interstate Power and Light
3.100%, 11/30/2051		40		40
ITC Holdings
4.050%, 07/01/2023		1,152		1,193
2.700%, 11/15/2022		655		665
Jersey Central Power & Light
4.700%, 04/01/2024 (B)		700		744
2.750%, 03/01/2032 (B)		1,604		1,626
KeySpan Gas East
2.742%, 08/15/2026 (B)		1,025		1,046
Metropolitan Edison
4.300%, 01/15/2029 (B)		723		804
3.500%, 03/15/2023 (B)		2,775		2,825
MidAmerican Energy
4.800%, 09/15/2043		830		1,058
2.700%, 08/01/2052		419		407
Mid-Atlantic Interstate Transmission
4.100%, 05/15/2028 (B)		162		178
Mississippi Power
4.250%, 03/15/2042		221		253
3.950%, 03/30/2028		797		873
3.100%, 07/30/2051		579		571
NextEra Energy Capital Holdings
0.650%, 03/01/2023		2,435		2,430
NiSource
5.800%, 02/01/2042		149		196
Northern States Power
3.200%, 04/01/2052		325		344
NSTAR Electric
3.100%, 06/01/2051		298		312


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Oncor Electric Delivery
2.750%, 05/15/2030	$	1,065	$	1,106
2.700%, 11/15/2051 (B)		308		296
Pacific Gas and Electric
4.950%, 07/01/2050		651		709
4.750%, 02/15/2044		162		168
4.500%, 07/01/2040		165		172
4.200%, 06/01/2041		280		282
3.950%, 12/01/2047		733		706
3.500%, 08/01/2050		130		121
3.300%, 08/01/2040		60		56
2.500%, 02/01/2031		1,595		1,519
2.100%, 08/01/2027		1,920		1,854
1.750%, 06/16/2022		690		690
1.700%, 11/15/2023		1,560		1,564
PacifiCorp
2.900%, 06/15/2052		1,747		1,714
PECO Energy
4.150%, 10/01/2044		900		1,069
2.850%, 09/15/2051		582		576
Pennsylvania Electric
3.250%, 03/15/2028 (B)		469		491
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (B)		500		617
Piedmont Natural Gas
2.500%, 03/15/2031		486		486
Progress Energy
3.150%, 04/01/2022		280		281
Public Service Electric and Gas MTN
3.700%, 05/01/2028		1,545		1,704
2.700%, 05/01/2050		324		313
2.050%, 08/01/2050		134		113
1.900%, 08/15/2031		647		630
Public Service Enterprise Group
2.450%, 11/15/2031		752		743
1.600%, 08/15/2030		370		343
Public Service of Colorado
1.875%, 06/15/2031		741		720
Public Service of Oklahoma
3.150%, 08/15/2051		325		328
2.200%, 08/15/2031		490		481
Southern California Edison
4.125%, 03/01/2048		788		884
4.050%, 03/15/2042		5		5
3.700%, 08/01/2025		99		106
Southern California Gas
2.550%, 02/01/2030		900		923
Southern Gas Capital
4.400%, 05/30/2047		500		581
1.750%, 01/15/2031		510		478


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Southwestern Electric Power
3.250%, 11/01/2051	$	253	$	251
1.650%, 03/15/2026		1,575		1,562
Southwestern Public Service
3.750%, 06/15/2049		845		962
Trans-Allegheny Interstate Line
3.850%, 06/01/2025 (B)		228		242
Virginia Electric & Power
4.650%, 08/15/2043		585		733
2.450%, 12/15/2050		187		172
Vistra Operations
4.300%, 07/15/2029 (B)		1,590		1,700
WEC Energy Group
1.375%, 10/15/2027		469		452
0.800%, 03/15/2024		1,412		1,398
Wisconsin Electric Power
1.700%, 06/15/2028		255		250

				85,427

Total Corporate Obligations
(Cost $1,363,480) ($ Thousands)				1,421,780



MORTGAGE-BACKED SECURITIES — 28.0%
Agency Mortgage-Backed Obligations — 18.6%
FHLMC
7.500%, 05/01/2031 to 02/01/2038		247		273
7.000%, 05/01/2024 to 03/01/2039		78		91
6.500%, 10/01/2031 to 09/01/2039		140		156
6.000%, 09/01/2022 to 09/01/2038		190		218
5.500%, 01/01/2024 to 08/01/2037		114		128
5.000%, 05/01/2033 to 03/01/2049		5,319		5,912
4.500%, 04/01/2035 to 01/01/2050		4,879		5,303
4.000%, 01/01/2035 to 10/01/2051		20,070		21,814
3.500%, 12/01/2033 to 01/01/2052		56,787		60,752
3.000%, 03/01/2031 to 01/01/2052		49,880		52,239
2.500%, 10/01/2031 to 12/01/2051		14,222		14,650
2.000%, 03/01/2036 to 12/01/2051		13,921		13,986
1.471%, 07/15/2031		265		223
FHLMC ARM
3.090%, VAR ICE LIBOR USD 12 Month + 1.623%, 02/01/2050		341		353
3.016%, VAR ICE LIBOR USD 12 Month + 1.628%, 11/01/2048		1,831		1,890
2.875%, VAR ICE LIBOR USD 12 Month + 1.620%, 11/01/2047		633		654
2.817%, VAR ICE LIBOR USD 12 Month + 1.641%, 05/01/2049		430		445
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/2023		67		70


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031	$	19	$	23
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		210		238
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		571		656
FHLMC CMO, Ser 2007-3281, Cl AI, IO
6.320%, 02/15/2037(E)		44		8
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037		116		132
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037		1		1
FHLMC CMO, Ser 2008-3451, Cl SB, IO
5.920%, 05/15/2038(E)		10		1
FHLMC CMO, Ser 2010-3621, Cl SB, IO
6.120%, 01/15/2040(E)		30		5
FHLMC CMO, Ser 2011-3947, Cl SG, IO
5.840%, 10/15/2041(E)		279		42
FHLMC CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		1,189		1,227
FHLMC CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		311		326
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027(E)		215		12
FHLMC CMO, Ser 2012-4054, Cl SA, IO
5.940%, 08/15/2039(E)		459		71
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031(E)		355		19
FHLMC CMO, Ser 2013-4174, Cl SA, IO
6.090%, 05/15/2039(E)		7		–
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043(E)		62		7
FHLMC CMO, Ser 2013-4203, Cl PS, IO
6.140%, 09/15/2042(E)		228		28
FHLMC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		360		364
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		73		75
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027(E)		155		7
FHLMC CMO, Ser 2014-328, Cl S4, IO
1.726%, 02/15/2038(E)		15		1
FHLMC CMO, Ser 2014-4335, Cl SW, IO
5.890%, 05/15/2044(E)		52		8
FHLMC CMO, Ser 2014-4415, Cl IO, IO
1.578%, 04/15/2041(E)		171		9
FHLMC CMO, Ser 2015-4426, Cl QC
1.750%, 07/15/2037		626		632
FHLMC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039		341		346
FHLMC CMO, Ser 2016-353, Cl S1, IO
5.890%, 12/15/2046(E)		344		56


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2016-4639, Cl HZ
3.250%, 04/15/2053	$	1,774	$	1,926
FHLMC CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		1,646		1,738
FHLMC CMO, Ser 2017-4705, Cl A
4.500%, 09/15/2042		96		97
FHLMC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		1,371		1,401
FHLMC CMO, Ser 2018-4763, Cl CA
3.000%, 09/15/2038		217		227
FHLMC CMO, Ser 2018-4767, Cl KA
3.000%, 03/15/2048		592		620
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		255		263
FHLMC CMO, Ser 2018-4818, Cl CA
3.000%, 04/15/2048		576		593
FHLMC CMO, Ser 2018-4846, Cl PA
4.000%, 06/15/2047		106		109
FHLMC CMO, Ser 2018-4846, Cl PF
0.460%, VAR ICE LIBOR USD 1 Month + 0.350%, 12/15/2048		103		102
FHLMC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		807		845
FHLMC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050(E)		994		155
FHLMC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050(E)		300		39
FHLMC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050(E)		801		116
FHLMC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050(E)		3,735		502
FHLMC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050(E)		373		55
FHLMC CMO, Ser 2020-5018, Cl IH, IO
3.500%, 10/25/2050(E)		1,252		206
FHLMC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050(E)		554		70
FHLMC CMO, Ser 2020-5018, Cl IO, IO
3.500%, 10/25/2050(E)		2,248		370
FHLMC CMO, Ser 2020-5038, Cl IJ, IO
4.000%, 11/25/2050(E)		3,134		499
FHLMC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050(E)		170		20
FHLMC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051(E)		755		118
FHLMC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051(E)		3,032		464
FHLMC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051		1,444		1,420
FHLMC CMO, Ser 2021-5119, Cl AB
1.500%, 08/25/2049		596		590


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2021-5140, Cl NI, IO
2.500%, 05/25/2049(E)	$	1,082	$	146
FHLMC Multiclass Certificates, Ser P009, Cl A2
1.878%, 01/25/2031		500		507
FHLMC Multifamily Structured Pass-Through Certificates, Ser K032, Cl X1, IO
0.072%, 05/25/2023(E)		30,716		40
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025(E)		280		298
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO
0.604%, 03/25/2027(E)		4,696		133
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO
1.147%, 06/25/2029(E)		4,850		390
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO
0.880%, 06/25/2029(E)		1,995		117
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO
1.238%, 06/25/2029(E)		700		60
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO
1.697%, 04/25/2030(E)		1,297		155
FHLMC Multifamily Structured Pass-Through Certificates, Ser K136, Cl A2
2.127%, 11/25/2031		814		836
FHLMC Multifamily Structured Pass-Through Certificates, Ser K723, Cl X1, IO
0.913%, 08/25/2023(E)		6,516		81
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO
1.311%, 07/25/2026(E)		1,038		50
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO
0.572%, 12/25/2027(E)		2,999		93
FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO
0.926%, 05/25/2028(E)		4,000		216
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO
1.202%, 06/25/2027(E)		1,562		69
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		600		642
FHLMC Multifamily Structured Pass-Through Certificates, Ser KSG2, Cl A2
2.091%, 11/25/2031(E)		710		725
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2
3.291%, 03/25/2027		320		341


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027	$	580	$	610
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1
2.403%, VAR ICE LIBOR USD 1 Month + 2.300%, 01/25/2050(B)		590		590
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2016-DNA2, Cl M3
4.753%, VAR ICE LIBOR USD 1 Month + 4.650%, 10/25/2028		193		200
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A
1.569%, 10/25/2037(E)		76		78
FNMA
7.500%, 10/01/2037 to 04/01/2039		91		111
7.000%, 09/01/2026 to 02/01/2039		356		405
6.500%, 05/01/2027 to 05/01/2040		126		141
6.000%, 02/01/2023 to 07/01/2041		1,322		1,509
5.500%, 02/01/2035 to 09/01/2056		4,011		4,556
5.000%, 07/01/2033 to 03/01/2050		14,619		16,381
4.500%, 04/01/2025 to 08/01/2058		25,404		27,771
4.200%, 01/01/2029		775		863
4.000%, 09/01/2033 to 08/01/2059		44,742		48,474
3.820%, 07/01/2027		113		121
3.790%, 12/01/2025		1,465		1,537
3.734%, 02/01/2048(E)		240		276
3.500%, 05/01/2033 to 01/01/2052		43,889		46,823
3.160%, 05/01/2029		184		201
3.020%, 06/01/2024 to 05/01/2026		1,540		1,564
3.000%, 12/01/2031 to 07/01/2060		66,258		69,534
2.900%, 11/01/2029		500		537
2.820%, 07/01/2027		567		598
2.790%, 08/01/2029		1,200		1,285
2.500%, 03/01/2035 to 10/01/2051		36,169		37,517
2.455%, 04/01/2040		1,920		2,002
2.260%, 04/01/2030		677		705
2.000%, 09/01/2030 to 12/01/2051		34,943		35,190
1.850%, 09/01/2035		597		601
1.500%, 12/01/2035 to 03/01/2036		273		274
FNMA ACES, Ser 2012-M14, Cl X2, IO
0.407%, 09/25/2022(E)		5,539		2
FNMA ACES, Ser 2014-M2, Cl A2
3.513%, 12/25/2023(E)		823		856
FNMA ACES, Ser 2014-M8, Cl X2, IO
0.289%, 06/25/2024(E)		5,278		53
FNMA ACES, Ser 2017-M7, Cl A2
2.961%, 02/25/2027(E)		320		339
FNMA ACES, Ser M15, Cl 1A2
3.700%, 01/25/2036		100		114
FNMA ACES, Ser M36, Cl X1, IO
1.465%, 09/25/2034(E)		595		59


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA ARM
2.695%, VAR ICE LIBOR USD 12 Month + 1.585%, 01/01/2046	$	1,113	$	1,154
2.292%, VAR ICE LIBOR USD 12 Month + 1.579%, 06/01/2045		354		367
2.012%, VAR 12 Month Treas Avg + 1.924%, 11/01/2035		226		236
1.922%, VAR 12 Month Treas Avg + 1.852%, 10/01/2035		48		50
1.911%, VAR 12 Month Treas Avg + 1.846%, 10/01/2035		244		255
1.877%, VAR 12 Month Treas Avg + 1.790%, 11/01/2035		50		52
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		117		123
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/2035		113		116
FNMA CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		144		163
FNMA CMO, Ser 2006-112, Cl ST, IO
6.598%, 11/25/2036(E)		296		36
FNMA CMO, Ser 2009-103, Cl MB
1.997%, 12/25/2039(E)		23		24
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037		539		498
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		1,084		1,232
FNMA CMO, Ser 2011-87, Cl SG, IO
6.448%, 04/25/2040(E)		90		5
FNMA CMO, Ser 2011-96, Cl SA, IO
6.448%, 10/25/2041(E)		627		98
FNMA CMO, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027(E)		27		1
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027(E)		140		5
FNMA CMO, Ser 2012-133, Cl CS, IO
6.048%, 12/25/2042(E)		166		29
FNMA CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		408		404
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		11		11
FNMA CMO, Ser 2012-35, Cl SC, IO
6.398%, 04/25/2042(E)		103		20
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		140		161
FNMA CMO, Ser 2012-70, Cl YS, IO
6.548%, 02/25/2041(E)		5		–
FNMA CMO, Ser 2012-74, Cl SA, IO
6.548%, 03/25/2042(E)		184		25
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042		14		13


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042	$	28	$	26
FNMA CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		1,441		1,435
FNMA CMO, Ser 2013-111, Cl PL
2.000%, 12/25/2042		359		364
FNMA CMO, Ser 2013-124, Cl SB, IO
5.848%, 12/25/2043(E)		275		48
FNMA CMO, Ser 2013-126, Cl CS, IO
6.048%, 09/25/2041(E)		194		21
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		7,175
FNMA CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		475		480
FNMA CMO, Ser 2013-54, Cl BS, IO
6.048%, 06/25/2043(E)		108		19
FNMA CMO, Ser 2013-73, Cl IB, IO
3.500%, 07/25/2028(E)		45		3
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032(E)		260		16
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		166		195
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		1,253		1,410
FNMA CMO, Ser 2013-9, Cl SA, IO
6.048%, 03/25/2042(E)		226		29
FNMA CMO, Ser 2014-47, Cl AI, IO
1.611%, 08/25/2044(E)		112		6
FNMA CMO, Ser 2014-73, Cl MA
2.500%, 11/25/2044		273		278
FNMA CMO, Ser 2015-55, Cl IO, IO
1.394%, 08/25/2055(E)		317		13
FNMA CMO, Ser 2015-56, Cl AS, IO
6.048%, 08/25/2045(E)		38		8
FNMA CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		1,713		1,740
FNMA CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		131		134
FNMA CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		1,703		1,741
FNMA CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		3,227		3,211
FNMA CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		650		671
FNMA CMO, Ser 2017-76, Cl SB, IO
5.998%, 10/25/2057(E)		1,061		194
FNMA CMO, Ser 2017-85, Cl SC, IO
6.098%, 11/25/2047(E)		335		58
FNMA CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		1,166		1,220
FNMA CMO, Ser 2018-15, Cl AB
3.000%, 03/25/2048		270		283


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048	$	961	$	988
FNMA CMO, Ser 2018-54, Cl KA
3.500%, 01/25/2047		506		519
FNMA CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		307		314
FNMA CMO, Ser 2019-15, Cl AB
3.500%, 05/25/2053		1,380		1,476
FNMA CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		1,120		1,170
FNMA CMO, Ser 2019-35, Cl A
3.000%, 07/25/2049		427		439
FNMA CMO, Ser 2019-79, Cl FA
0.602%, VAR ICE LIBOR USD 1 Month + 0.500%, 01/25/2050		1,661		1,675
FNMA CMO, Ser 2020-101, Cl IA, IO
3.500%, 01/25/2051(E)		3,875		562
FNMA CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047(E)		805		113
FNMA CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		412		380
FNMA CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		604		611
FNMA CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050		1,856		1,855
FNMA CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050(E)		608		89
FNMA CMO, Ser 2020-57, Cl NI, IO
2.500%, 08/25/2050(E)		360		51
FNMA CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050(E)		1,204		200
FNMA CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050(E)		2,440		397
FNMA CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050(E)		2,014		335
FNMA CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050(E)		1,386		223
FNMA CMO, Ser 2020-84, Cl ID, IO
3.500%, 12/25/2050(E)		1,173		181
FNMA CMO, Ser 2020-99, Cl IA, IO
3.500%, 09/25/2049(E)		725		122
FNMA CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051(E)		189		27
FNMA CMO, Ser 2021-27, Cl EC
1.500%, 05/25/2051		2,370		2,340
FNMA CMO, Ser 2021-78, Cl ND
1.500%, 11/25/2051		1,383		1,380
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M2
2.703%, VAR ICE LIBOR USD 1 Month + 2.600%, 05/25/2024		456		465


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
3.103%, VAR ICE LIBOR USD 1 Month + 3.000%, 07/25/2024	$	1,700	$	1,726
FNMA Connecticut Avenue Securities, Ser 2018-C05, Cl 1B1
4.353%, VAR ICE LIBOR USD 1 Month + 4.250%, 01/25/2031		540		566
FNMA Interest CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/25/2035(E)		656		112
FNMA Interest CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041(E)		163		16
FNMA Interest CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027(E)		213		10
FNMA Interest CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039(E)		269		37
FNMA Interest CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		826		855
FNMA Interest CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		1,207		1,292
FNMA Interest CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048(E)		1,600		263
FNMA TBA
5.000%, 01/01/2038		2,970		3,236
4.500%, 01/15/2051		1,888		2,022
4.000%, 01/15/2052		1,021		1,086
3.500%, 02/15/2051 to 01/15/2052		3,028		3,186
3.000%, 01/15/2043 to 03/15/2045		37,493		38,790
2.500%, 01/01/2026 to 01/15/2051		39,738		40,577
2.000%, 01/15/2036 to 02/15/2051		104,855		104,449
FREMF Mortgage Trust, Ser 2012-K20, Cl X2A, IO
0.200%, 05/25/2045(B)(E)		10,429		3
FREMF Mortgage Trust, Ser 2019-KF58, Cl B
2.244%, VAR ICE LIBOR USD 1 Month + 2.150%, 01/25/2026(B)		861		857
GNMA
8.000%, 11/15/2029 to 09/15/2030		32		34
7.500%, 03/15/2029 to 10/15/2037		45		51
7.000%, 09/15/2031		17		20
6.500%, 07/15/2028 to 12/15/2035		918		1,039
6.000%, 12/15/2028 to 10/20/2040		1,599		1,804
5.511%, 07/20/2060(E)		1		1
5.000%, 12/20/2039 to 03/20/2049		7,359		7,949
4.700%, 09/20/2061(E)		100		106
4.500%, 04/20/2041 to 12/20/2050		8,619		9,226
4.475%, 01/20/2069(E)		15		15
4.000%, 06/20/2047 to 11/20/2050		13,116		13,956
3.630%, 04/20/2063(E)		34		35
3.500%, 01/20/2046 to 10/20/2050		13,846		14,573


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.000%, 09/15/2042 to 01/20/2050	$	9,082	$	9,482
2.500%, 12/20/2050 to 07/20/2051		3,705		3,828
2.000%, 02/20/2034 to 12/20/2050		115		120
GNMA CMO, Ser 2007-17, Cl IB, IO
6.146%, 04/20/2037(E)		321		44
GNMA CMO, Ser 2007-51, Cl SG, IO
6.476%, 08/20/2037(E)		40		5
GNMA CMO, Ser 2007-78, Cl SA, IO
6.423%, 12/16/2037(E)		398		48
GNMA CMO, Ser 2009-66, Cl XS, IO
6.693%, 07/16/2039(E)		235		26
GNMA CMO, Ser 2010-4, Cl NS, IO
6.283%, 01/16/2040(E)		2,657		471
GNMA CMO, Ser 2010-85, Cl HS, IO
6.546%, 01/20/2040(E)		11		–
GNMA CMO, Ser 2010-H11, Cl FA
1.092%, VAR ICE LIBOR USD 1 Month + 1.000%, 06/20/2060		345		350
GNMA CMO, Ser 2010-H27, Cl FA
0.461%, VAR ICE LIBOR USD 1 Month + 0.380%, 12/20/2060		937		937
GNMA CMO, Ser 2010-H28, Cl FE
0.481%, VAR ICE LIBOR USD 1 Month + 0.400%, 12/20/2060		351		351
GNMA CMO, Ser 2011-H08, Cl FG
0.561%, VAR ICE LIBOR USD 1 Month + 0.480%, 03/20/2061		335		336
GNMA CMO, Ser 2011-H08, Cl FD
0.581%, VAR ICE LIBOR USD 1 Month + 0.500%, 02/20/2061		169		169
GNMA CMO, Ser 2011-H09, Cl AF
0.581%, VAR ICE LIBOR USD 1 Month + 0.500%, 03/20/2061		255		256
GNMA CMO, Ser 2012-141, Cl WA
4.534%, 11/16/2041(E)		204		223
GNMA CMO, Ser 2012-34, Cl SA, IO
5.946%, 03/20/2042(E)		303		58
GNMA CMO, Ser 2012-43, Cl SN, IO
6.493%, 04/16/2042(E)		54		12
GNMA CMO, Ser 2012-66, Cl CI, IO
3.500%, 02/20/2038(E)		13		–
GNMA CMO, Ser 2012-98, Cl SA, IO
5.993%, 08/16/2042(E)		125		23
GNMA CMO, Ser 2012-H25, Cl FA
0.781%, VAR ICE LIBOR USD 1 Month + 0.700%, 12/20/2061		6		6
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.764%, 10/20/2062(E)		786		34
GNMA CMO, Ser 2013-53, Cl OI, IO
3.500%, 04/20/2043(E)		120		11
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043(E)		328		45


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2014-5, Cl SP, IO
6.043%, 06/16/2043(E)	$	115	$	10
GNMA CMO, Ser 2014-H10, Cl TA
0.681%, VAR ICE LIBOR USD 1 Month + 0.600%, 04/20/2064		462		465
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045(E)		86		14
GNMA CMO, Ser 2015-H10, Cl FC
0.561%, VAR ICE LIBOR USD 1 Month + 0.480%, 04/20/2065		302		303
GNMA CMO, Ser 2015-H18, Cl FA
0.531%, VAR ICE LIBOR USD 1 Month + 0.450%, 06/20/2065		155		156
GNMA CMO, Ser 2015-H20, Cl FA
0.551%, VAR ICE LIBOR USD 1 Month + 0.470%, 08/20/2065		216		216
GNMA CMO, Ser 2016-135, Cl SB, IO
5.993%, 10/16/2046(E)		224		57
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		677		691
GNMA CMO, Ser 2017-H15, Cl KI, IO
2.199%, 07/20/2067(E)		598		60
GNMA CMO, Ser 2017-H18, Cl BI, IO
1.614%, 09/20/2067(E)		3,860		223
GNMA CMO, Ser 2017-H20, Cl IB, IO
2.034%, 10/20/2067(E)		281		23
GNMA CMO, Ser 2017-H22, Cl IC, IO
2.361%, 11/20/2067(E)		126		10
GNMA CMO, Ser 2018-11, Cl PC
2.750%, 12/20/2047		675		685
GNMA CMO, Ser 2018-H06, Cl PF
0.381%, VAR ICE LIBOR USD 1 Month + 0.300%, 02/20/2068		366		365
GNMA CMO, Ser 2018-H07, Cl FD
0.381%, VAR ICE LIBOR USD 1 Month + 0.300%, 05/20/2068		677		676
GNMA CMO, Ser 2019-132, Cl NA
3.500%, 09/20/2049		589		616
GNMA CMO, Ser 2019-31, Cl JC
3.500%, 03/20/2049		374		395
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		410		426
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050(E)		726		93
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050(E)		278		36
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050(E)		362		48
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050(E)		278		38
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050(E)		277		36


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050(E)	$	188	$	25
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050(E)		1,018		135
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050(E)		2,369		242
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050(E)		676		89
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050(E)		261		39
GNMA CMO, Ser 2020-H09, Cl NF
1.354%, VAR ICE LIBOR USD 1 Month + 1.250%, 04/20/2070		295		303
GNMA CMO, Ser 2020-H09, Cl FL
1.254%, VAR ICE LIBOR USD 1 Month + 1.150%, 05/20/2070		745		778
GNMA CMO, Ser 2020-H12, Cl F
0.604%, VAR ICE LIBOR USD 1 Month + 0.500%, 07/20/2070		69		70
GNMA CMO, Ser 2020-H13, Cl FA
0.554%, VAR ICE LIBOR USD 1 Month + 0.450%, 07/20/2070		653		657
GNMA CMO, Ser 2021-23, Cl MG
1.500%, 02/20/2051		1,572		1,548
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051(E)		489		91
GNMA REMIC CMO, Ser 2014-117, Cl SJ, IO
5.496%, 08/20/2044(E)		2		–
GNMA TBA
3.000%, 01/15/2043		200		207
2.500%, 01/15/2051 to 02/15/2052		24,050		24,610
2.000%, 02/15/2051		13,525		13,622
GNMA, Ser 107, Cl AD
2.768%, 11/16/2047(E)		309		316
GNMA, Ser 110, Cl IO, IO
0.879%, 11/16/2063(E)		2,464		203
GNMA, Ser 145, Cl XI, IO
0.001%, 09/16/2044(E)		38		–
GNMA, Ser 2012-112, Cl IO, IO
0.132%, 02/16/2053(E)		492		2
GNMA, Ser 2012-152, Cl IO, IO
0.566%, 01/16/2054(E)		2,714		54
GNMA, Ser 2012-27, Cl IO, IO
0.718%, 04/16/2053(E)		958		10
GNMA, Ser 2013-96, Cl IO, IO
0.120%, 10/16/2054(E)		803		3
GNMA, Ser 2014-47, Cl IA, IO
0.143%, 02/16/2048(E)		58		1
GNMA, Ser 2014-50, Cl IO, IO
0.599%, 09/16/2055(E)		314		10
GNMA, Ser 2014-92, Cl IX, IO
0.181%, 05/16/2054(E)		3,185		28


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2015-5, Cl IK, IO
0.413%, 11/16/2054(E)	$	2,847	$	43
GNMA, Ser 2019-71, Cl PT
3.000%, 06/20/2049		281		289
GNMA, Ser 28, Cl AB
3.150%, 06/16/2060		66		66
GNMA, Ser 41, Cl IO, IO
0.617%, 07/16/2058(E)		967		38
GNMA, Ser 60, Cl IO, IO
0.835%, 05/16/2063(E)		2,466		185


				858,573
Non-Agency Mortgage-Backed Obligations — 9.4%
Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 3A1
2.649%, 02/25/2035(E)		17		17
Adjustable Rate Mortgage Trust, Ser 2007-1, Cl 5A31
0.382%, VAR ICE LIBOR USD 1 Month + 0.280%, 03/25/2037		890		891
Alen Mortgage Trust, Ser ACEN, Cl A
1.260%, VAR ICE LIBOR USD 1 Month + 1.150%, 04/15/2034(B)		885		884
Alternative Loan Trust, Ser 2006-18CB, Cl A6
28.193%, VAR ICE LIBOR USD 1 Month + 28.600%, 07/25/2036		159		231
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
2.246%, VAR ICE LIBOR USD 6 Month + 2.000%, 02/25/2045		41		41
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
2.252%, VAR ICE LIBOR USD 6 Month + 2.000%, 06/25/2045		772		790
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
1.996%, VAR ICE LIBOR USD 6 Month + 1.750%, 11/25/2045		817		477
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1
0.502%, VAR ICE LIBOR USD 1 Month + 0.400%, 03/25/2046		2,500		2,433
Angel Oak Mortgage Trust I, Ser 2019-2, Cl A1
3.628%, 03/25/2049(B)(E)		81		81
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(B)(E)		483		484
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065(B)(E)		176		176


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1
1.458%, 09/25/2066(B)(E)	$	653	$	647
Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B
2.560%, 06/15/2054(B)(E)		615		607
AREIT Trust, Ser CRE3, Cl A
1.185%, VAR SOFR30A + 1.134%, 09/14/2036(B)		1,996		1,994
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.091%, 08/10/2038(B)(E)		1,790		1,995
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA
5.830%, 08/10/2045(B)(E)		1,625		589
BANK, Ser BN38, Cl A5
2.521%, 12/15/2064		1,125		1,156
Barclays Commercial Mortgage Trust, Ser C3, Cl A3
3.319%, 05/15/2052		110		117
BBCMS Mortgage Trust, Ser C12, Cl A5
2.689%, 11/15/2054		642		665
BBCMS Mortgage Trust, Ser C2, Cl ASB
4.236%, 12/15/2051		221		243
BBCMS Mortgage Trust, Ser C6, Cl A2
2.690%, 02/15/2053		660		676
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035(B)		493		514
BCAP LLC Trust, Ser 2015-RR2, Cl 21A1
0.492%, 03/28/2037(B)(E)		536		532
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
2.867%, 05/25/2034(E)		5		5
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A
2.622%, 10/25/2033(E)		307		312
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
7.548%, 11/25/2035(E)		2,521		764
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035(E)		699		707
Bear Stearns Commercial Mortgage Securities, Ser 2005-PWR8, Cl X1, IO
0.716%, 06/11/2041(B)(E)		1		–
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1
0.242%, VAR ICE LIBOR USD 1 Month + 0.140%, 03/25/2037		2,942		2,828
Benchmark Mortgage Trust, Ser B31, Cl A5
2.669%, 12/15/2054		1,449		1,502
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049(B)		574		577


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059(B)	$	403	$	406
BWAY Mortgage Trust, Ser 1740, Cl A
2.917%, 01/10/2035(B)		1,540		1,537
BX Commercial Mortgage Trust, Ser 2019-XL, Cl F
2.110%, VAR ICE LIBOR USD 1 Month + 2.000%, 10/15/2036(B)		2,303		2,291
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
1.030%, VAR ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(B)		4,067		4,068
BX Commercial Mortgage Trust, Ser IND, Cl H
3.110%, VAR ICE LIBOR USD 1 Month + 3.000%, 11/15/2035(B)		4,102		4,087
BX Commercial Mortgage Trust, Ser XL2, Cl A
0.799%, VAR ICE LIBOR USD 1 Month + 0.689%, 10/15/2038(B)		1,034		1,028
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041(B)		610		642
BX Trust, Ser MMP, Cl A
1.110%, VAR ICE LIBOR USD 1 Month + 1.000%, 08/15/2036(B)		483		482
BX, Ser MFM1, Cl A
0.810%, VAR ICE LIBOR USD 1 Month + 0.700%, 01/15/2034(B)		735		730
Cali Mortgage Trust, Ser 101C, Cl A
3.957%, 03/10/2039(B)		1,280		1,418
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A
1.180%, VAR ICE LIBOR USD 1 Month + 1.070%, 12/15/2037(B)		940		941
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO
0.023%, 01/15/2046(B)(E)		53		–
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4
3.631%, 02/10/2050		310		334
CD Commercial Mortgage Trust, Ser 2017-CD5, Cl XA, IO
0.868%, 08/15/2050(E)		8,431		291
CD Mortgage Trust, Ser CD8, Cl A4
2.912%, 08/15/2057		406		426
Century Plaza Towers, Ser 2019-CPT, Cl A
2.865%, 11/13/2039(B)		1,160		1,207
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		306		321


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4
3.572%, 06/15/2050	$	371	$	398
CFK Trust, Ser 2020-MF2, Cl E
3.458%, 03/15/2039(B)(E)		2,840		2,749
CFK Trust, Ser MF2, Cl F
3.458%, 03/15/2039(B)(E)		2,960		2,760
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
2.771%, 02/25/2037(E)		4		4
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
2.439%, 02/25/2037(E)		7		8
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
2.295%, 06/25/2035(E)		8		8
CHT Mortgage Trust, Ser 2017-CSMO, Cl A
1.040%, VAR ICE LIBOR USD 1 Month + 0.930%, 11/15/2036(B)		490		490
CIM Trust, Ser 2018-INV1, Cl A4
4.000%, 08/25/2048(B)(E)		91		92
CIM Trust, Ser 2021-R6, Cl A1
1.425%, 07/25/2061(B)(E)		1,605		1,580
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035(B)		240		245
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		2,680		2,811
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
2.240%, 09/25/2033(E)		5		5
Citigroup Mortgage Loan Trust, Ser 2021-INV1, Cl A3A
2.500%, 05/25/2051(B)(E)		1,882		1,885
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(B)(E)		864		855
COMM Mortgage Trust, Ser 2012-LC4, Cl A4
3.288%, 12/10/2044		9		9
COMM Mortgage Trust, Ser 2013-CR10, Cl A4
4.210%, 08/10/2046(E)		15		16
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.072%, 10/10/2046(E)		70		69
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046(E)		120		124
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		130		134
COMM Mortgage Trust, Ser 2013-CR6, Cl B
3.397%, 03/10/2046(B)		299		303


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047	$	236	$	247
COMM Mortgage Trust, Ser 2014-UBS2, Cl XA, IO
1.117%, 03/10/2047(E)		1,509		29
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		285		300
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO
1.113%, 02/10/2048(E)		5,629		157
COMM Mortgage Trust, Ser 2017-PANW, Cl A
3.244%, 10/10/2029(B)		410		418
COMM Mortgage Trust, Ser CBM, Cl A2
2.896%, 02/10/2037(B)		1,230		1,243
COMM Mortgage Trust, Ser CR11, Cl A4
4.258%, 08/10/2050		1,822		1,908
COMM Mortgage Trust, Ser CR14, Cl B
4.605%, 02/10/2047(E)		850		890
COMM Mortgage Trust, Ser CR26, Cl C
4.478%, 10/10/2048(E)		870		915
COMM Mortgage Trust, Ser CR6, Cl A4
3.101%, 03/10/2046		1,420		1,434
COMM Mortgage Trust, Ser CR8, Cl A5
3.612%, 06/10/2046(E)		320		329
COMM Mortgage Trust, Ser LC21, Cl A4
3.708%, 07/10/2048		311		331
COMM Mortgage Trust, Ser LC23, Cl ASB
3.598%, 10/10/2048		616		640
COMM Mortgage Trust, Ser LC23, Cl A3
3.521%, 10/10/2048		368		386
COMM Mortgage Trust, Ser LC6, Cl AM
3.282%, 01/10/2046		1,560		1,588
COMM Mortgage Trust, Ser UBS4, Cl A4
3.420%, 08/10/2047		729		751
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A3
2.822%, 10/15/2045		471		474
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR4, Cl AM
3.251%, 10/15/2045		590		594
Commercial Mortgage Trust, Ser PF1, Cl A5
2.522%, 11/15/2054		480		487
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.403%, VAR ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(B)		458		460
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
2.203%, VAR ICE LIBOR USD 1 Month + 2.100%, 10/25/2039(B)		612		613


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2020-R01, Cl 1M2
2.153%, VAR ICE LIBOR USD 1 Month + 2.050%, 01/25/2040(B)	$	339	$	340
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		16		17
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
2.519%, 10/25/2033(E)		502		498
Credit Suisse Mortgage Trust, Ser NXSR, Cl A4
3.795%, 12/15/2049(E)		730		787
Credit Suisse Mortgage Trust, Ser RIO, Cl A
4.024%, VAR ICE LIBOR USD 1 Month + 3.024%, 12/15/2022(B)		3,790		3,792
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%, 06/15/2057		414		436
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		499		519
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3
2.805%, 03/15/2054		1,049		1,090
CSAIL Commercial Mortgage Trust, Ser C3, Cl ASB
3.448%, 08/15/2048		1,207		1,244
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(B)		290		258
CSMC Trust, Ser 2017-CHOP, Cl G
5.710%, VAR ICE LIBOR USD 1 Month + 5.600%, 07/15/2032(B)		1,000		916
CSMC Trust, Ser 2017-PFHP, Cl A
1.060%, VAR ICE LIBOR USD 1 Month + 0.950%, 12/15/2030(B)		1,190		1,190
CSMC Trust, Ser 2017-RPL1, Cl M2
2.988%, 07/25/2057(B)(E)		1,760		1,758
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(B)(E)		2,738		2,780
CSMC Trust, Ser 2020-RPL4, Cl A1
2.000%, 01/25/2060(B)(E)		748		752
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060(B)(E)		2,025		2,035
CSMC Trust, Ser 2021-RPL4, Cl A1
1.796%, 12/27/2060(B)(E)		530		530
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(B)(E)		1,875		1,873
CSMC, Ser 2014-11R, Cl 9A2
0.372%, VAR ICE LIBOR USD 1 Month + 0.140%, 10/27/2036(B)		2,120		1,837
CSMC, Ser 2014-7R, Cl 8A1
2.972%, 07/27/2037(B)(E)		20		20


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC, Ser 2014-USA, Cl A2
3.953%, 09/15/2037(B)	$	2,135	$	2,246
CSMC, Ser 2015-5R, Cl 1A1
1.004%, 09/27/2046(B)(E)		99		100
CSMC, Ser 2021-2R, Cl 1A1
1.844%, VAR ICE LIBOR USD 1 Month + 1.750%, 07/25/2047(B)		1,042		1,039
CSMC, Ser 2021-NQM8, Cl A1
1.841%, 10/25/2066(B)(E)		1,675		1,671
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034(B)		1,175		1,222
DBCCRE Mortgage Trust, Ser 2018-ARCP, Cl C
4.935%, 01/10/2034(B)(E)		315		324
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045(B)		1,240		1,292
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
0.904%, VAR ICE LIBOR USD 1 Month + 0.800%, 11/19/2044		322		311
EQUS Mortgage Trust, Ser EQAZ, Cl A
0.865%, VAR ICE LIBOR USD 1 Month + 0.755%, 10/15/2038(B)		816		812
EQUS Mortgage Trust, Ser EQAZ, Cl B
1.210%, VAR ICE LIBOR USD 1 Month + 1.100%, 10/15/2038(B)		790		786
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048(B)(E)		173		175
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048(B)(E)		233		233
Flagstar Mortgage Trust, Ser 2021-13IN, Cl A2
3.000%, 12/30/2051(B)(E)		1,890		1,923
FNMA TBA
2.500%, 03/01/2043 to 02/15/2051		148,375		150,931
2.000%, 02/15/2036 to 01/15/2051		49,572		49,841
1.500%, 02/15/2036		10,225		10,234
FWDSecuritization Trust, Ser 2019-INV1, Cl A1
2.810%, 06/25/2049(B)(E)		555		558
GNMA
3.000%, 09/20/2051 to 10/20/2051		8,172		8,478
GPMT, Ser FL3, Cl A
1.354%, VAR ICE LIBOR USD 1 Month + 1.250%, 07/16/2035(B)		959		959
GS Mortgage Securities II, Ser 2010-C1, Cl A2
4.592%, 08/10/2043(B)		214		214
GS Mortgage Securities II, Ser 2017-SLP, Cl C
3.924%, 10/10/2032(B)		1,310		1,323


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities II, Ser GC30, Cl B
4.029%, 05/10/2050(E)	$	480	$	505
GS Mortgage Securities II, Ser SRP5, Cl A
1.660%, VAR ICE LIBOR USD 1 Month + 1.550%, 09/15/2031(B)		2,781		2,528
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B
5.161%, 11/10/2046(E)		270		281
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4
4.074%, 01/10/2047		977		1,020
GS Mortgage Securities Trust, Ser 2014-GC26, Cl B
4.215%, 11/10/2047(E)		680		678
GS Mortgage Securities Trust, Ser GC14, Cl A5
4.243%, 08/10/2046		415		432
GS Mortgage Securities Trust, Ser GC47, Cl A5
2.377%, 05/12/2053		728		738
GS Mortgage Securities Trust, Ser GSA2, Cl A4
1.721%, 12/12/2053		807		778
GS Mortgage Securities Trust, Ser GSA3, Cl A5
2.618%, 12/15/2054		809		826
GS Mortgage Securities Trust, Ser ROSS, Cl A
1.260%, VAR ICE LIBOR USD 1 Month + 1.150%, 05/15/2026(B)		2,170		2,158
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(B)		2,678		2,756
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027(B)(E)		12		12
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
2.622%, 10/25/2033(E)		117		124
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		10		11
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		3		3
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
2.700%, 05/19/2034(E)		480		486
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A
3.228%, 07/10/2039(B)		1,225		1,306


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A
2.943%, 12/10/2041(B)(E)	$	1,240	$	1,297
Impact Funding, Ser 2010-1, Cl A1
5.314%, 01/25/2051(B)		883		919
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
4.886%, 01/15/2047(E)		130		137
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.553%, 09/15/2047(E)		120		117
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		339		353
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		1,792		1,818
JPMBB Commercial Mortgage Securities Trust, Ser C12, Cl A5
3.664%, 07/15/2045		605		622
JPMBB Commercial Mortgage Securities Trust, Ser C15, Cl AS
4.420%, 11/15/2045		925		970
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS
3.997%, 08/15/2047		415		435
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
0.210%, 06/12/2043(E)		331		–
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AJ
6.502%, 02/15/2051(E)		2		2
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C
4.576%, 07/15/2047(E)		380		379
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B
3.756%, 01/05/2031(B)(E)		1,305		1,328
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039(B)		1,500		1,617
JPMorgan Chase Commercial Mortgage Securities Trust, Ser C16, Cl A4
4.166%, 12/15/2046		908		949
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
2.268%, 11/25/2033(E)		13		14
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
2.225%, 08/25/2034(E)		31		32


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
2.339%, 05/25/2045(B)(E)	$	55	$	55
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048(B)(E)		135		136
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(B)(E)		420		423
JPMorgan Mortgage Trust, Ser 2019-8, Cl A3A
3.000%, 03/25/2050(B)(E)		214		216
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A
3.000%, 06/25/2050(B)(E)		200		202
Lehman XS Trust, Ser 2007-16N, Cl 2A2
0.952%, VAR ICE LIBOR USD 1 Month + 0.850%, 09/25/2047		4,635		4,764
Master Resecuritization Trust, Ser 2005, Cl 3, PO
0.000%, 05/28/2035(B)		3		2
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034(B)		1,190		955
Med Trust, Ser MDLN, Cl A
1.060%, VAR ICE LIBOR USD 1 Month + 0.950%, 11/15/2038(B)		1,314		1,312
Mello Warehouse Securitization Trust, Ser 2020-1, Cl A
1.002%, VAR ICE LIBOR USD 1 Month + 0.900%, 10/25/2053(B)		895		895
Mello Warehouse Securitization Trust, Ser 2020-2, Cl A
0.902%, VAR ICE LIBOR USD 1 Month + 0.800%, 11/25/2053(B)		971		967
Mello Warehouse Securitization Trust, Ser 2021-1, Cl A
0.802%, VAR ICE LIBOR USD 1 Month + 0.700%, 02/25/2055(B)		280		278
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
0.852%, VAR ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(B)		780		777
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
2.405%, 07/25/2033(E)		9		8
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 4A
2.375%, 02/25/2034(E)		36		37
MFA Trust, Ser 2021-RPL1, Cl A1
1.131%, 07/25/2060(B)(E)		711		699
MHC Trust, Ser MHC2, Cl A
0.960%, VAR ICE LIBOR USD 1 Month + 0.850%, 05/15/2023(B)		1,250		1,243


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(B)(E)	$	933	$	926
MKT Mortgage Trust, Ser 525M, Cl A
2.694%, 02/12/2040(B)		1,750		1,793
ML-CFC Commercial Mortgage Trust, Ser 2006-4, Cl XC, IO
1.156%, 12/12/2049(B)(E)		1		–
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJFL
5.450%, 08/12/2048(B)(E)		11		5
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ
5.450%, 08/12/2048(E)		84		40
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl AJ
6.193%, 09/12/2049(E)		22		21
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030(B)		760		755
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl B
3.930%, 11/15/2045		390		395
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		80		82
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl A4
3.249%, 02/15/2048		138		144
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		250		266
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B
4.111%, 11/15/2052(E)		1,030		1,112
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C5, Cl A4
3.176%, 08/15/2045		195		196
Morgan Stanley Capital I Trust, Ser 2007-IQ16, Cl AJ
6.261%, 12/12/2049(E)		54		29
Morgan Stanley Capital I Trust, Ser 2007-T27, Cl AJ
6.014%, 06/11/2042(E)		1,320		1,328
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
0.969%, 11/15/2049(E)		2,946		115
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A
0.960%, VAR ICE LIBOR USD 1 Month + 0.850%, 11/15/2034(B)		38		37


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
1.510%, VAR ICE LIBOR USD 1 Month + 1.400%, 05/15/2036(B)	$	1,720	$	1,699
Morgan Stanley Capital I Trust, Ser HR8, Cl A3
1.790%, 07/15/2053		576		557
Morgan Stanley Capital I, Ser L6, Cl A4
2.444%, 06/15/2054		203		205
MSCG Trust, Ser 2015-ALDR, Cl A2
3.462%, 06/07/2035(B)(E)		490		508
MSG III Securitization Trust, Ser 2021-1, Cl A
0.842%, VAR ICE LIBOR USD 1 Month + 0.750%, 06/25/2054(B)		490		490
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1
4.000%, 02/25/2057(B)(E)		730		769
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(B)(E)		222		223
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A
0.852%, VAR ICE LIBOR USD 1 Month + 0.750%, 05/25/2055(B)		1,957		1,952
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059(B)(E)		113		114
OBX Trust, Ser 2020-EXP1, Cl 2A1A
0.852%, VAR ICE LIBOR USD 1 Month + 0.750%, 02/25/2060(B)		194		195
OBX Trust, Ser 2020-EXP3, Cl 2A1A
1.002%, VAR ICE LIBOR USD 1 Month + 0.900%, 01/25/2060(B)		244		244
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054(B)		1,570		1,589
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(B)(E)		689		683
PHH Alternative Mortgage Trust, Ser 2007-3, Cl A3
0.702%, VAR ICE LIBOR USD 1 Month + 0.600%, 07/25/2037		4,249		4,236
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034		3		3
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		10		11
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/2035(B)		771		740
Radnor RE, Ser 2018-1, Cl M2
2.802%, VAR ICE LIBOR USD 1 Month + 2.700%, 03/25/2028(B)		7,270		7,270
RATE Mortgage Trust, Ser 2021-HB1, Cl A1
2.500%, 12/25/2051(B)(E)		2,215		2,207


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
RBSCF Trust, Ser 2013-GSP, Cl A
3.834%, 01/15/2032(B)(E)	$	445	$	461
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.818%, 12/25/2034(E)		206		204
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1
2.633%, 09/25/2059(B)(E)		757		757
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2
3.750%, 09/25/2055(B)(E)		2,810		2,863
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M
4.750%, 07/25/2058(B)(E)		2,840		2,904
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B
5.037%, 10/25/2048(B)(E)		1,201		1,222
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043(B)(E)		75		81
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1
3.872%, 01/05/2043(B)(E)		390		410
Silverstone Master Issuer, Ser 2018-1A, Cl 1A
0.520%, VAR ICE LIBOR USD 3 Month + 0.390%, 01/21/2070(B)		179		179
STACR Trust, Ser 2018-DNA3, Cl M2A
2.203%, VAR ICE LIBOR USD 1 Month + 2.100%, 09/25/2048(B)		670		672
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(B)(E)		424		422
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(B)(E)		400		402
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(B)(E)		349		349
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055(B)(E)		367		364
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1
0.292%, VAR ICE LIBOR USD 1 Month + 0.190%, 09/25/2047		3,642		3,503
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2
2.203%, 07/25/2033(E)		32		33
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A
2.040%, 12/25/2033(E)		14		14


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2021-1, Cl A1
2.250%, 11/25/2061(B)(E)	$	661	$	669
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl D
4.461%, 12/10/2045(B)(E)		670		603
Verus Securitization Trust, Ser 2019-3, Cl A1
2.784%, 07/25/2059(B)		340		341
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059(B)		497		501
Verus Securitization Trust, Ser 2019-INV2, Cl A1
2.913%, 07/25/2059(B)(E)		263		264
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059(B)(E)		384		389
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060(B)(E)		467		467
Verus Securitization Trust, Ser 2020-5, Cl A1
1.218%, 05/25/2065(B)		162		161
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(B)(E)		528		523
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(B)(E)		1,026		1,015
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066(B)(E)		694		686
Verus Securitization Trust, Ser 2021-7, Cl A1
1.829%, 10/25/2066(B)(E)		1,116		1,113
Verus Securitization Trust, Ser 2021-8, Cl A1
1.824%, 11/25/2066(B)(E)		815		815
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(B)(E)		560		558
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(B)(E)		578		576
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055(B)		421		419
VNDO Mortgage Trust, Ser 2012-6AVE, Cl C
3.337%, 11/15/2030(B)(E)		987		1,001
VNO Mortgage Trust, Ser 2012-6AVE, Cl A
2.996%, 11/15/2030(B)		110		112
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.493%, 10/25/2033(E)		23		23
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
2.368%, 08/25/2033(E)		14		14
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
2.515%, 09/25/2033(E)		25		25


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
17.182%, VAR ICE LIBOR USD 1 Month + 17.463%, 06/25/2033	$	3	$	4
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		60		62
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
2.596%, 06/25/2034(E)		14		14
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		70		74
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
1.662%, VAR ICE LIBOR USD 1 Month + 1.560%, 10/25/2045		196		204
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
0.622%, VAR ICE LIBOR USD 1 Month + 0.520%, 11/25/2045		4,072		4,023
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A
0.782%, VAR 12 Month Treas Avg + 0.700%, 02/25/2047		1,153		1,106
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A
0.782%, VAR 12 Month Treas Avg + 0.700%, 01/25/2047		775		690
Waterfall Commercial Mortgage Trust, Ser 2015-SBC5, Cl A
4.104%, 09/14/2022(B)(E)		176		179
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl C
4.693%, 10/15/2045(E)		780		793
Wells Fargo Commercial Mortgage Trust, Ser 2013-LC12, Cl B
4.306%, 07/15/2046(E)		20		20
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5
3.405%, 12/15/2047		570		599
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO
1.234%, 11/15/2059(E)		5,034		230
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1
2.827%, 05/25/2035(E)		1,578		1,432
WFRBS Commercial Mortgage Trust, Ser 2012-C7, Cl XA, IO
1.281%, 06/15/2045(B)(E)		421		–
WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl XA, IO
1.175%, 05/15/2045(B)(E)		789		9


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047(E)	$	110	$	114
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047(E)		300		308
WFRBS Commercial Mortgage Trust, Ser C25, Cl ASB
3.369%, 11/15/2047		318		327


				434,069
Total Mortgage-Backed Securities
(Cost $1,302,922) ($ Thousands)				1,292,642



ASSET-BACKED SECURITIES — 7.7%
Automotive — 0.7%

Ally Auto Receivables Trust, Ser 2019-4, Cl A3
1.840%, 06/17/2024		101		102
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl A2A
0.600%, 12/18/2023		174		174
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A2
0.420%, 03/18/2024		282		282
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (B)		665		680
Avis Budget Rental Car Funding AESOP, Ser 2020-1A, Cl A
2.330%, 08/20/2026 (B)		1,862		1,906
Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (B)		2,800		2,830
Avis Budget Rental Car Funding AESOP, Ser 2021-2A, Cl A
1.660%, 02/20/2028 (B)		1,460		1,447
Chesapeake Funding II, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (B)		427		430
Chesapeake Funding II, Ser 2020-1A, Cl A1
0.870%, 08/16/2032 (B)		1,725		1,727
Chesapeake Funding II, Ser 2020-1A, Cl B
1.240%, 08/16/2032 (B)		1,455		1,458
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (B)		1,410		1,402
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl B
0.980%, 12/11/2034 (B)		575		569


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl C
1.200%, 12/11/2034 (B)	$	1,010	$	994
Enterprise Fleet Financing, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (B)		70		70
Enterprise Fleet Funding, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (B)		425		419
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl A2
0.270%, 01/16/2024		277		277
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A
3.190%, 07/15/2031 (B)		588		620
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A
0.420%, 01/15/2025 (B)		859		858
Hertz Vehicle Financing III, Ser 2021-2A, Cl A
1.680%, 12/27/2027 (B)		1,271		1,252
Hyundai Auto Receivables Trust, Ser 2020-B, Cl A2
0.380%, 03/15/2023		67		67
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4
1.030%, 12/15/2027		566		561
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B
0.991%, 01/25/2028 (B)		372		372
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B
0.840%, 02/25/2028 (B)		659		658
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B
0.889%, 12/26/2028 (B)		744		741
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B
0.760%, 02/26/2029 (B)		1,505		1,495
Mercedes-Benz Auto Receivables Trust, Ser 2021-1, Cl A3
0.460%, 06/15/2026		854		844
Santander Drive Auto Receivables Trust, Ser 2020-1, Cl A3
2.030%, 02/15/2024		8		8
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A3
0.520%, 07/15/2024		372		372
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl A3
0.480%, 07/15/2024		1,852		1,852
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl A2
0.280%, 04/15/2024		367		367


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025	$	1,930	$	1,926
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2
1.390%, 08/15/2024 (B)		58		58
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A
1.070%, 02/27/2034 (B)		1,491		1,463
Toyota Auto Receivables Owner Trust, Ser 2021-D, Cl A4
1.020%, 03/15/2027		608		602
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl C
2.490%, 10/15/2024 (B)		1,105		1,112
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A
0.390%, 10/15/2024 (B)		739		738
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A
0.320%, 04/15/2025 (B)		455		453
Wheels SPV 2, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (B)		1,321		1,319
				32,505

Credit Cards — 0.1%

American Express Credit Account Master Trust, Ser 2021-1, Cl A
0.900%, 11/15/2026		3,305		3,278
Capital One Multi-Asset Execution Trust, Ser 2021-A2, Cl A2
1.390%, 07/15/2030		1,036		1,019
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6
0.879%, VAR ICE LIBOR USD 1 Month + 0.770%, 05/14/2029		2,340		2,377
				6,674

Financials — 0.0%

Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A
1.524%, VAR ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (B)		892		891


Mortgage Related Securities — 0.3%

Aegis Asset-Backed Securities Trust, Ser 2003-3, Cl M1
1.152%, VAR ICE LIBOR USD 1 Month + 1.050%, 01/25/2034		505		503


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Bayview Financial Mortgage Pass-Through Trust, Ser 2006-A, Cl M3
1.077%, VAR ICE LIBOR USD 1 Month + 0.975%, 02/28/2041	$	535	$	535
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE10, Cl M1
1.067%, VAR ICE LIBOR USD 1 Month + 0.975%, 12/25/2034		271		269
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE6, Cl M1
0.947%, VAR ICE LIBOR USD 1 Month + 0.855%, 08/25/2034		2,599		2,593
Citigroup Mortgage LoanTrust, Ser 2006-HE2, Cl M1
0.538%, VAR ICE LIBOR USD 1 Month + 0.290%, 08/25/2036		2,337		2,330
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
0.382%, VAR ICE LIBOR USD 1 Month + 0.280%, 05/25/2037		5,500		5,072
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1
0.777%, VAR ICE LIBOR USD 1 Month + 0.675%, 12/25/2034		315		314
Option One Mortgage Loan Trust, Ser 2006-1, Cl 1A1
0.542%, VAR ICE LIBOR USD 1 Month + 0.440%, 01/25/2036		279		279
				11,895

Other Asset-Backed Securities — 6.6%

Academic Loan Funding Trust, Ser 2012-1A, Cl A2
1.203%, VAR ICE LIBOR USD 1 Month + 1.100%, 12/27/2044 (B)		1,242		1,245
ACRES Commercial Realty, Ser 2021-FL1, Cl A
1.310%, VAR ICE LIBOR USD 1 Month + 1.200%, 06/15/2036 (B)		1,760		1,755
AIG CLO, Ser 2021-1A, Cl A1R
1.252%, VAR ICE LIBOR USD 3 Month + 1.120%, 04/20/2032 (B)		3,400		3,404
AMMC CLO XIII, Ser 2021-13A, Cl A1R2
1.175%, VAR ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (B)		3,350		3,349
Antares CLO, Ser 2021-1A, Cl A1R
1.588%, 10/23/2033 (B)(E)		1,400		1,397
Apidos CLO XXI, Ser 2018-21A, Cl A1R
1.052%, VAR ICE LIBOR USD 3 Month + 0.930%, 07/18/2027 (B)		255		255
Applebee's Funding, Ser 2019-1A, Cl A2I
4.194%, 06/05/2049 (B)		1,851		1,872


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (B)	$	1,390	$	1,378
Barings CLO, Ser 2017-IA, Cl AR
0.932%, VAR ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (B)		938		938
Bayview MSR Opportunity Master Fund Trust, Ser 2021-2, Cl A2
2.500%, 06/25/2051 (B)(E)		894		900
BPR Trust, Ser TY, Cl A
1.160%, VAR ICE LIBOR USD 1 Month + 1.050%, 09/15/2038 (B)		1,160		1,158
Brazos Education Loan Authority, Ser 2021-2, Cl A1A
2.060%, 01/25/2072		575		575
Brazos Higher Education Authority, Ser 2010-1, Cl A2
1.378%, VAR ICE LIBOR USD 3 Month + 1.200%, 02/25/2035		3,050		3,085
Brazos Higher Education Authority, Ser 2011-2, Cl A3
1.124%, VAR ICE LIBOR USD 3 Month + 1.000%, 10/27/2036		2,150		2,161
BX Commercial Mortgage Trust, Ser VOLT, Cl A
0.810%, VAR ICE LIBOR USD 1 Month + 0.700%, 09/15/2036 (B)		2,867		2,857
CARLYLE US CLO, Ser 2021-1A, Cl A1
1.264%, VAR ICE LIBOR USD 3 Month + 1.140%, 04/15/2034 (B)		1,150		1,150
CARLYLE US CLO, Ser 2021-1A, Cl A2R
1.782%, VAR ICE LIBOR USD 3 Month + 1.650%, 07/20/2034 (B)		1,560		1,559
Cedar Funding XI CLO, Ser 2021-11A, Cl B2R
1.776%, VAR ICE LIBOR USD 3 Month + 1.600%, 05/29/2032 (B)		1,690		1,690
Cedar Funding XII CLO, Ser 2021-12A, Cl BR
1.733%, VAR ICE LIBOR USD 3 Month + 1.600%, 10/25/2034 (B)		3,000		2,988
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5
4.924%, 11/25/2034		29		30
CIFC Funding, Ser 2021-7A, Cl A1
1.258%, VAR ICE LIBOR USD 3 Month + 1.130%, 01/23/2035 (B)		3,500		3,499
CIT Education Loan Trust, Ser 2007-1, Cl A
0.310%, VAR ICE LIBOR USD 3 Month + 0.090%, 03/25/2042 (B)		1,014		984
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
5.066%, 03/25/2037		1,033		1,046
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl M1
5.066%, 03/25/2037		1,430		1,485


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Citigroup Mortgage LoanTrust, Ser 2021-INV2, Cl A3A
2.500%, 05/25/2051 (B)(E)	$	2,169	$	2,168
College Ave Student Loans, Ser 2021-C, Cl A2
2.320%, 07/26/2055 (B)		890		890
College Avenue Student Loans, Ser 2017-A, Cl A1
1.753%, VAR ICE LIBOR USD 1 Month + 1.650%, 11/26/2046 (B)		435		440
College Avenue Student Loans, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (B)		277		287
College Avenue Student Loans, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (B)		510		525
College Avenue Student Loans, Ser 2021-A, Cl A2
1.600%, 07/25/2051 (B)		715		700
College Avenue Student Loans, Ser 2021-B, Cl A2
1.760%, 06/25/2052 (B)		438		431
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066 (B)(E)		801		790
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
0.602%, VAR ICE LIBOR USD 1 Month + 0.500%, 10/25/2034		338		330
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
0.642%, VAR ICE LIBOR USD 1 Month + 0.540%, 12/25/2034		232		227
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
0.902%, VAR ICE LIBOR USD 1 Month + 0.800%, 10/25/2047		1,394		1,389
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
0.250%, VAR ICE LIBOR USD 1 Month + 0.140%, 07/15/2036		250		234
CSEMC, Ser 2020-1, Cl A
7.252%, 08/09/2024		1,290		1,226
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (B)		1,346		1,403
Dryden 64 CLO, Ser 2018-64A, Cl A
1.092%, VAR ICE LIBOR USD 3 Month + 0.970%, 04/18/2031 (B)		2,340		2,339
Dryden 77 CLO, Ser 2021-77A, Cl BR
1.810%, VAR ICE LIBOR USD 3 Month + 1.650%, 05/20/2034 (B)		1,475		1,474


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR
1.024%, VAR ICE LIBOR USD 3 Month + 0.900%, 04/15/2029 (B)	$	1,115	$	1,115
Educational Funding of the South, Ser 2011-1, Cl A2
0.774%, VAR ICE LIBOR USD 3 Month + 0.650%, 04/25/2035		914		916
Educational Funding, Ser 2006-1A, Cl A3
0.474%, VAR ICE LIBOR USD 3 Month + 0.350%, 04/25/2033 (B)		1,832		1,469
Elmwood CLO II, Ser 2021-2A, Cl AR
1.282%, VAR ICE LIBOR USD 3 Month + 1.150%, 04/20/2034 (B)		1,800		1,800
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2004-FF5, Cl A3C
1.102%, VAR ICE LIBOR USD 1 Month + 1.000%, 08/25/2034		305		309
FirstKey Homes Trust, Ser 2020-SFR1, Cl A
1.339%, 08/17/2037 (B)		679		666
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (B)		3,410		3,324
FirstKey Homes Trust, Ser 2021-SFR1, Cl A
1.538%, 08/17/2038 (B)		1,004		980
FirstKey Homes Trust, Ser 2021-SFR2, Cl A
1.376%, 09/17/2038 (B)		969		938
FirstKey Homes Trust, Ser 2021-SFR3, Cl A
2.135%, 12/17/2038 (B)		1,785		1,783
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		199		210
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		1,860		2,083
Galaxy XV CLO, Ser 2021-15A, Cl ARR
1.094%, VAR ICE LIBOR USD 3 Month + 0.970%, 10/15/2030 (B)		1,700		1,698
Global SC Finance, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (B)		437		438
GoldenTree Loan Opportunities IX, Ser 2018-9A, Cl AR2
1.239%, VAR ICE LIBOR USD 3 Month + 1.110%, 10/29/2029 (B)		3,000		3,000
GoodLeap Sustainable Home Solutions Trust, Ser 2021-4GS, Cl A
1.930%, 07/20/2048 (B)		1,058		1,035
GSAMP Trust, Ser 2003-SEA, Cl A1
0.902%, VAR ICE LIBOR USD 1 Month + 0.800%, 02/25/2033		506		492
GSAMP Trust, Ser 2006-HE3, Cl A2D
0.602%, VAR ICE LIBOR USD 1 Month + 0.500%, 05/25/2046		3,300		3,249


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GSAMP Trust, Ser 2006-NC1, Cl A3
0.682%, VAR ICE LIBOR USD 1 Month + 0.580%, 02/25/2036	$	513	$	513
Higher Education Funding, Ser 2014-1, Cl A
1.230%, VAR ICE LIBOR USD 3 Month + 1.050%, 05/25/2034 (B)		972		975
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR
2.600%, 11/01/2035 (B)		1,240		1,231
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (B)		605		622
Home Partners of America Trust, Ser 2019-2, Cl A
2.703%, 10/19/2039 (B)		1,568		1,603
Home Partners of America Trust, Ser 2021-2, Cl A
1.901%, 12/17/2026 (B)		1,221		1,208
Home Partners of America Trust, Ser 2021-3, Cl A
2.200%, 01/17/2041 (B)		1,605		1,600
Hotwire Funding, Ser 2021-1, Cl A2
2.311%, 11/20/2051 (B)		820		816
HSI Asset Securitization Trust, Ser 2006-OPT3, Cl 3A3
0.462%, VAR ICE LIBOR USD 1 Month + 0.360%, 02/25/2036		32		32
Invitation Homes Trust, Ser 2018-SFR2, Cl A
1.010%, VAR ICE LIBOR USD 1 Month + 0.900%, 06/17/2037 (B)		3,260		3,260
JGWPT XXX, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (B)		787		872
JGWPT XXXII, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (B)		1,079		1,164
JP Morgan Mortgage Trust, Ser 2021-INV2, Cl A2
2.500%, 12/25/2051 (B)(E)		2,137		2,135
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3
3.393%, 12/15/2049		206		216
LCM 32, Ser 2021-32A, Cl B
1.832%, VAR ICE LIBOR USD 3 Month + 1.700%, 07/20/2034 (B)		1,450		1,454
LCM XXI, Ser 2018-21A, Cl AR
1.012%, VAR ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (B)		606		605
LCM XXIV, Ser 2021-24A, Cl AR
1.112%, VAR ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (B)		950		950
LoanCore Issuer, Ser 2019-CRE2, Cl A
1.240%, VAR ICE LIBOR USD 1 Month + 1.130%, 05/15/2036 (B)		1,318		1,318


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Lunar Structured Aircraft Portfolio Notes, Ser 2021-1, Cl A
2.636%, 10/15/2046 (B)	$	1,138	$	1,131
Magnetite VII, Ser 2018-7A, Cl A1R2
0.924%, VAR ICE LIBOR USD 3 Month + 0.800%, 01/15/2028 (B)		981		982
Magnetite XXVIII, Ser 2021-28A, Cl AR
1.360%, 01/20/2035 (B)(E)		1,800		1,799
MF1, Ser 2020-FL4, Cl A
1.865%, VAR SOFR30A + 1.814%, 11/15/2035 (B)		980		984
MF1, Ser 2021-FL7, Cl A
1.188%, VAR ICE LIBOR USD 1 Month + 1.080%, 10/16/2036 (B)		875		872
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064 (B)(E)		453		449
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/2038		1,375		1,423
Morgan Stanley Capital I Trust, Ser L7, Cl A5
2.574%, 10/15/2054		798		815
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA
7.246%, 02/26/2029 (B)(E)		930		928
MVW, Ser 2021-1WA, Cl A
1.140%, 01/22/2041 (B)		805		789
MVW, Ser 2021-1WA, Cl B
1.440%, 01/22/2041 (B)		400		394
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
1.710%, VAR ICE LIBOR USD 1 Month + 1.600%, 10/15/2031 (B)		457		464
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
2.260%, VAR ICE LIBOR USD 1 Month + 2.150%, 12/15/2045 (B)		327		336
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (B)		370		381
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1A
1.330%, 04/15/2069 (B)		2,052		2,022
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2
3.190%, 02/18/2042 (B)		107		108
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (B)		85		86
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (B)		1,086		1,127
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (B)		942		961


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (B)	$	1,367	$	1,393
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (B)		1,447		1,489
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (B)		2,459		2,491
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (B)		448		455
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2
2.120%, 01/15/2069 (B)		561		567
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (B)		603		603
Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A
1.220%, 07/15/2069 (B)		1,022		1,019
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (B)		1,679		1,671
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (B)		1,093		1,088
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (B)		136		134
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (B)		1,023		1,012
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A
1.060%, 10/15/2069 (B)		1,717		1,692
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A
0.970%, 12/16/2069 (B)		2,849		2,801
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A
1.110%, 02/18/2070 (B)		2,572		2,528
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A
1.580%, 04/15/2070 (B)		2,273		2,265
Navient Student Loan Trust, Ser 2014-1, Cl A3
0.613%, VAR ICE LIBOR USD 1 Month + 0.510%, 06/25/2031		2,531		2,474
Navient Student Loan Trust, Ser 2014-3, Cl A
0.722%, VAR ICE LIBOR USD 1 Month + 0.620%, 03/25/2083		2,217		2,220


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Student Loan Trust, Ser 2014-4, Cl A
0.723%, VAR ICE LIBOR USD 1 Month + 0.620%, 03/25/2083	$	1,486	$	1,488
Navient Student Loan Trust, Ser 2016-2A, Cl A3
1.603%, VAR ICE LIBOR USD 1 Month + 1.500%, 06/25/2065 (B)		1,270		1,314
Navient Student Loan Trust, Ser 2017-1A, Cl A3
1.253%, VAR ICE LIBOR USD 1 Month + 1.150%, 07/26/2066 (B)		1,000		1,013
Navient Student Loan Trust, Ser 2017-3A, Cl A3
1.153%, VAR ICE LIBOR USD 1 Month + 1.050%, 07/26/2066 (B)		2,900		2,907
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (B)		1,563		1,611
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (B)		526		511
Navient Student Loan Trust, Ser 2021-3A, Cl A1A
1.770%, 08/25/2070 (B)		1,274		1,260
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
0.304%, VAR ICE LIBOR USD 3 Month + 0.180%, 10/27/2036		538		531
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
0.284%, VAR ICE LIBOR USD 3 Month + 0.160%, 01/25/2037		897		887
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
0.234%, VAR ICE LIBOR USD 3 Month + 0.110%, 10/25/2033		3,080		3,042
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
0.314%, VAR ICE LIBOR USD 3 Month + 0.100%, 03/23/2037		2,553		2,512
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
0.334%, VAR ICE LIBOR USD 3 Month + 0.120%, 12/24/2035		2,525		2,499
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
0.394%, VAR ICE LIBOR USD 3 Month + 0.180%, 03/22/2032		404		393
Nelnet Student Loan Trust, Ser 2014-2A, Cl A3
0.953%, VAR ICE LIBOR USD 1 Month + 0.850%, 07/27/2037 (B)		950		958


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
1.053%, VAR ICE LIBOR USD 1 Month + 0.950%, 11/25/2048 (B)	$	2,155	$	2,202
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX
1.320%, 04/20/2062 (B)		1,661		1,635
Neuberger Berman CLO XVII, Ser 2020-17A, Cl AR2
1.158%, VAR ICE LIBOR USD 3 Month + 1.030%, 04/22/2029 (B)		350		350
Neuberger Berman Loan Advisers CLO 40, Ser 2021-40A, Cl A
1.182%, VAR ICE LIBOR USD 3 Month + 1.060%, 04/16/2033 (B)		2,075		2,078
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3
1.516%, 11/27/2056 (B)(E)		600		593
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1
1.850%, 11/20/2050 (B)		1,100		1,090
OBX Trust, Ser 2021-NQM3, Cl A3
1.362%, 07/25/2061 (B)(E)		574		567
Octagon Investment Partners 50, Ser 2021-4A, Cl AR
1.273%, VAR ICE LIBOR USD 3 Month + 1.150%, 01/15/2035 (B)		1,725		1,725
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR
1.074%, VAR ICE LIBOR USD 3 Month + 0.950%, 07/15/2029 (B)		3,200		3,201
Orange Lake Timeshare Trust, Ser 2019-A, Cl A
3.060%, 04/09/2038 (B)		605		616
Origen Manufactured Housing, Ser 2006-A, Cl A2
1.616%, 10/15/2037 (E)		751		723
Pawneee Equipment Receivables, Ser 2021-1, Cl A2
1.100%, 07/15/2027 (B)		1,040		1,034
PFCA Home Equity Investment Trust, Ser 2004-GP2, Cl A
3.326%, 08/25/2035 (B)(E)		1,137		1,116
Progress Residential Trust, Ser 2019-SFR2, Cl A
3.147%, 05/17/2036 (B)		99		100
Progress Residential Trust, Ser 2019-SFR3, Cl A
2.271%, 09/17/2036 (B)		1,064		1,072
Progress Residential Trust, Ser 2019-SFR4, Cl A
2.687%, 10/17/2036 (B)		880		891


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Progress Residential Trust, Ser 2021-SFR11, Cl A
2.283%, 01/17/2039 (B)	$	700	$	698
Progress Residential Trust, Ser 2021-SFR3, Cl A
1.637%, 05/17/2026 (B)		2,384		2,353
Progress Residential Trust, Ser 2021-SFR8, Cl A
1.510%, 10/17/2038 (B)		2,185		2,135
RAMP Trust, Ser 2006-RZ3, Cl M1
0.452%, VAR ICE LIBOR USD 1 Month + 0.350%, 08/25/2036		4,887		4,839
Rockford Tower CLO, Ser 2021-2A, Cl AR
1.260%, VAR ICE LIBOR USD 3 Month + 1.100%, 08/20/2032 (B)		3,150		3,149
SBA Small Business Investment, Ser 2018-10B, Cl 1
3.548%, 09/10/2028		1,036		1,097
SBA Small Business Investment, Ser 2019-10A, Cl 1
3.113%, 03/10/2029		641		671
Sierra Timeshare Receivables Funding, Ser 2018-3A, Cl B
3.870%, 09/20/2035 (B)		784		803
SLM Private Credit Student Loan Trust, Ser 2004-B, Cl A3
0.533%, VAR ICE LIBOR USD 3 Month + 0.330%, 03/15/2024		272		271
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4
0.513%, VAR ICE LIBOR USD 3 Month + 0.310%, 12/15/2038		1,206		1,186
SLM Student Loan Trust, Ser 2003-1, Cl A5C
0.953%, VAR ICE LIBOR USD 3 Month + 0.750%, 12/15/2032 (B)		619		613
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
1.403%, VAR ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (B)		1,966		1,969
SLM Student Loan Trust, Ser 2005-4, Cl A4
0.294%, VAR ICE LIBOR USD 3 Month + 0.170%, 07/25/2040		3,000		2,913
SLM Student Loan Trust, Ser 2006-8, Cl A6
0.284%, VAR ICE LIBOR USD 3 Month + 0.160%, 01/25/2041		2,374		2,317
SLM Student Loan Trust, Ser 2007-2, Cl A4
0.184%, VAR ICE LIBOR USD 3 Month + 0.060%, 07/25/2022		2,671		2,597
SLM Student Loan Trust, Ser 2007-7, Cl B
0.874%, VAR ICE LIBOR USD 3 Month + 0.750%, 10/27/2070		1,050		968


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-2, Cl A3
0.874%, VAR ICE LIBOR USD 3 Month + 0.750%, 04/25/2023	$	748	$	737
SLM Student Loan Trust, Ser 2008-2, Cl B
1.324%, VAR ICE LIBOR USD 3 Month + 1.200%, 01/25/2083		685		617
SLM Student Loan Trust, Ser 2008-3, Cl B
1.324%, VAR ICE LIBOR USD 3 Month + 1.200%, 04/26/2083		685		651
SLM Student Loan Trust, Ser 2008-4, Cl A4
1.774%, VAR ICE LIBOR USD 3 Month + 1.650%, 07/25/2022		581		588
SLM Student Loan Trust, Ser 2008-4, Cl B
1.974%, VAR ICE LIBOR USD 3 Month + 1.850%, 04/25/2073		685		681
SLM Student Loan Trust, Ser 2008-5, Cl A4
1.824%, VAR ICE LIBOR USD 3 Month + 1.700%, 07/25/2023		98		98
SLM Student Loan Trust, Ser 2008-5, Cl B
1.974%, VAR ICE LIBOR USD 3 Month + 1.850%, 07/25/2073		685		678
SLM Student Loan Trust, Ser 2008-6, Cl A4
1.224%, VAR ICE LIBOR USD 3 Month + 1.100%, 07/25/2023		2,923		2,920
SLM Student Loan Trust, Ser 2008-6, Cl B
1.974%, VAR ICE LIBOR USD 3 Month + 1.850%, 07/26/2083		685		687
SLM Student Loan Trust, Ser 2008-7, Cl B
1.974%, VAR ICE LIBOR USD 3 Month + 1.850%, 07/26/2083		685		688
SLM Student Loan Trust, Ser 2008-8, Cl B
2.374%, VAR ICE LIBOR USD 3 Month + 2.250%, 10/25/2075		685		698
SLM Student Loan Trust, Ser 2008-9, Cl A
1.624%, VAR ICE LIBOR USD 3 Month + 1.500%, 04/25/2023		1,217		1,226
SLM Student Loan Trust, Ser 2008-9, Cl B
2.374%, VAR ICE LIBOR USD 3 Month + 2.250%, 10/25/2083		685		694
SLM Student Loan Trust, Ser 2009-3, Cl A
0.852%, VAR ICE LIBOR USD 1 Month + 0.750%, 01/25/2045 (B)		508		508
SLM Student Loan Trust, Ser 2010-1, Cl A
0.503%, VAR ICE LIBOR USD 1 Month + 0.400%, 03/25/2025		326		321
SLM Student Loan Trust, Ser 2012-1, Cl A3
1.052%, VAR ICE LIBOR USD 1 Month + 0.950%, 09/25/2028		1,714		1,699
SLM Student Loan Trust, Ser 2012-2, Cl A
0.803%, VAR ICE LIBOR USD 1 Month + 0.700%, 01/25/2029		1,463		1,428


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2012-6, Cl A3
0.853%, VAR ICE LIBOR USD 1 Month + 0.750%, 05/26/2026	$	313	$	307
SLM Student Loan Trust, Ser 2021-10A, Cl A4
0.873%, VAR ICE LIBOR USD 3 Month + 0.670%, 12/17/2068 (B)		2,657		2,664
SMB Private Education Loan Trust, Ser 2016-A, Cl A2A
2.700%, 05/15/2031 (B)		729		738
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (B)		370		375
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B
1.560%, VAR ICE LIBOR USD 1 Month + 1.450%, 02/17/2032 (B)		320		324
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
1.210%, VAR ICE LIBOR USD 1 Month + 1.100%, 09/15/2034 (B)		343		346
SMB Private Education Loan Trust, Ser 2018-C, Cl A2A
3.630%, 11/15/2035 (B)		458		476
SMB Private Education Loan Trust, Ser 2019-A, Cl A2A
3.440%, 07/15/2036 (B)		1,813		1,872
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A
1.290%, 07/15/2053 (B)		1,198		1,185
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (B)		1,140		1,131
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A
1.600%, 09/15/2054 (B)		3,500		3,449
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (B)		2,777		2,703
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (B)		2,376		2,356
SMB Private Education Loan Trust, Ser 2021-C, Cl A2
0.890%, VAR ICE LIBOR USD 1 Month + 0.800%, 01/15/2053 (B)		1,274		1,272
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A
1.340%, 03/17/2053 (B)		3,269		3,217
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051 (B)		1,628		1,614


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SoFi Consumer Loan Program Trust, Ser 2019-4, Cl A
2.450%, 08/25/2028 (B)	$	76	$	76
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (B)		485		488
SoFi Professional Loan Program Trust, Ser 2021-A, Cl AFX
1.030%, 08/17/2043 (B)		953		940
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX
1.140%, 02/15/2047 (B)		935		918
SoFi Professional Loan Program, Ser 2016-D, Cl A1
1.053%, VAR ICE LIBOR USD 1 Month + 0.950%, 01/25/2039 (B)		32		32
SoFi Professional Loan Program, Ser 2016-E, Cl A1
0.953%, VAR ICE LIBOR USD 1 Month + 0.850%, 07/25/2039 (B)		34		34
SoFi Professional Loan Program, Ser 2017-A, Cl A1
0.803%, VAR ICE LIBOR USD 1 Month + 0.700%, 03/26/2040 (B)		39		39
SoFi Professional Loan Program, Ser 2017-E, Cl A1
0.603%, VAR ICE LIBOR USD 1 Month + 0.500%, 11/26/2040 (B)		14		14
SoFi Professional Loan Program, Ser 2018-A, Cl A2B
2.950%, 02/25/2042 (B)		227		230
South Carolina Student Loan, Ser 2015-A, Cl A
1.602%, VAR ICE LIBOR USD 1 Month + 1.500%, 01/25/2036		1,205		1,213
Southwick Park CLO, Ser 2021-4A, Cl A1R
1.186%, 07/20/2032 (B)(E)		2,610		2,614
Stack Infrastructure Issuer, Ser 2020-1A, Cl A2
1.893%, 08/25/2045 (B)		1,355		1,331
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1
1.162%, 08/25/2056 (B)(E)		953		945
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
0.652%, VAR ICE LIBOR USD 1 Month + 0.550%, 09/25/2034		400		392
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1
0.522%, VAR ICE LIBOR USD 1 Month + 0.420%, 02/25/2037		3,318		3,277


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032	$	7	$	7
STWD, Ser 2019-FL1, Cl A
1.245%, VAR SOFR30A + 1.194%, 07/15/2038 (B)		445		445
Sunrun Vulcan Issuer, Ser 2021-1A, Cl A
2.460%, 01/30/2052 (B)		712		704
Symphony CLO XXVI, Ser 2021-26A, Cl AR
1.212%, VAR ICE LIBOR USD 3 Month + 1.080%, 04/20/2033 (B)		1,140		1,140
TCI-Flatiron CLO, Ser 2021-1A, Cl AR2
1.272%, VAR ICE LIBOR USD 3 Month + 1.150%, 01/17/2032 (B)		1,500		1,500
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (B)(E)		950		966
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
0.692%, VAR ICE LIBOR USD 1 Month + 0.600%, 02/25/2057 (B)		520		519
Towd Point Mortgage Trust, Ser 2017-6, Cl M1
3.250%, 10/25/2057 (B)(E)		1,050		1,084
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059 (B)(E)		992		1,011
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1
1.102%, VAR ICE LIBOR USD 1 Month + 1.000%, 05/25/2058 (B)		807		810
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1
3.000%, 11/25/2058 (B)(E)		1,010		1,022
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063 (B)(E)		1,276		1,303
TPG Real Estate Finance Issuer, Ser 2018-FL2, Cl A
1.239%, VAR ICE LIBOR USD 1 Month + 1.130%, 11/15/2037 (B)		2,455		2,455
Trestles CLO IV, Ser 2021-4A, Cl B1
1.824%, VAR ICE LIBOR USD 3 Month + 1.700%, 07/21/2034 (B)		3,445		3,443
Trinity Rail Leasing, Ser 2020-2A, Cl A2
2.560%, 11/19/2050 (B)		955		968
Triton Container Finance VIII, Ser 2020-1A, Cl A
2.110%, 09/20/2045 (B)		374		370
TRTX Issuer, Ser 2019-FL3, Cl A
1.315%, VAR SOFR30A + 1.264%, 10/15/2034 (B)		2,495		2,495


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
United States Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039	$	188	$	200
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		351		367
Vantage Data Centers Issuer, Ser 2018-2A, Cl A2
4.196%, 11/16/2043 (B)		3,382		3,466
Verizon Master Trust, Ser 2021-1, Cl A
0.500%, 05/20/2027		1,602		1,581
Verizon Master Trust, Ser 2021-2, Cl A
0.990%, 04/20/2028		2,611		2,598
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066 (B)(E)		766		751
Verus Securitization Trust, Ser 2021-5, Cl A1
1.013%, 09/25/2066 (B)(E)		2,762		2,712
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
0.392%, VAR ICE LIBOR USD 1 Month + 0.290%, 07/25/2036		6,442		6,351
Z Capital Credit Partners CLO, Ser 2021-1A, Cl A1R
1.632%, VAR ICE LIBOR USD 3 Month + 1.510%, 07/16/2031 (B)		1,000		1,000
ZH Trust, Ser 2021-2, Cl A
2.349%, 10/17/2027 (B)		600		595
				303,497

Total Asset-Backed Securities
(Cost $353,266) ($ Thousands)				355,462


SOVEREIGN DEBT — 2.3%

Abu Dhabi Government International Bond
3.875%, 04/16/2050(B)		2,170		2,528
3.000%, 09/15/2051(B)		223		223
2.500%, 10/11/2022(B)		1,010		1,025
Argentine Republic Government International Bond
2.500%, 3.500%, 07/09/2022, 07/09/2041 (F)		1,460		515
1.125%, 1.500%, 07/09/2022, 07/09/2035 (F)		2,557		818
1.000%, 07/09/2029		203		73
0.500%, 0.750%, 07/09/2023, 07/09/2030 (F)		1,216		426
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2023	BRL	3,994		706
10.000%, 01/01/2025		20,585		3,636
10.000%, 01/01/2027		7,601		1,332
10.000%, 01/01/2031		28,484		4,893


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Brazilian Government International Bond
5.625%, 01/07/2041	$	1,120	$	1,142
5.000%, 01/27/2045		3,400		3,186
4.625%, 01/13/2028(D)		2,890		3,016
2.625%, 01/05/2023		200		204
Buenos Aires Government International Bond MTN
3.900%, 09/01/2037(B)		859		365
China Government Bond
3.390%, 05/21/2025	CNY	2,000		321
3.310%, 11/30/2025		11,500		1,847
Colombia Government International Bond
5.625%, 02/26/2044	$	660		639
5.200%, 05/15/2049		941		863
5.000%, 06/15/2045		830		749
4.125%, 02/22/2042		680		568
3.250%, 04/22/2032		870		782
Egypt Government International Bond
5.577%, 02/21/2023(B)		410		424
Export-Import Bank of India
3.375%, 08/05/2026(B)		350		367
Indonesia Government International Bond
5.875%, 01/15/2024(B)		840		920
5.250%, 01/08/2047(B)		400		513
5.125%, 01/15/2045(B)		400		497
4.350%, 01/11/2048		460		526
3.850%, 07/18/2027(B)		800		875
3.750%, 04/25/2022(B)		740		747
3.700%, 10/30/2049		1,550		1,639
3.500%, 01/11/2028		400		431
Indonesia Treasury Bond
6.500%, 02/15/2031	IDR	100,717,000		7,131
6.375%, 04/15/2032		58,803,000		4,155
Israel Government International Bond
3.375%, 01/15/2050	$	280		302
2.750%, 07/03/2030		470		500
Japan Bank for International Cooperation
1.750%, 10/17/2024		950		967
Kenya Government International Bond
7.250%, 02/28/2028(B)		200		215
6.875%, 06/24/2024		200		211
6.300%, 01/23/2034(B)		960		941
Kuwait International Government Bond
3.500%, 03/20/2027(B)		930		1,013
Mexico Government International Bond
6.050%, 01/11/2040		1,210		1,503
4.750%, 03/08/2044		10,476		11,406
4.500%, 04/22/2029		1,116		1,242
4.280%, 08/14/2041		1,349		1,398
3.750%, 01/11/2028		390		419
2.659%, 05/24/2031		4,870		4,748


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Nigeria Government International Bond
7.143%, 02/23/2030(B)	$	240	$	236
6.500%, 11/28/2027(B)		220		219
Panama Government International Bond
4.500%, 04/01/2056		540		595
2.252%, 09/29/2032		620		588
Paraguay Government International Bond
5.400%, 03/30/2050(B)		664		758
4.950%, 04/28/2031(B)		234		262
Peruvian Government International Bond
5.625%, 11/18/2050		600		843
3.600%, 01/15/2072		715		697
3.000%, 01/15/2034		1,136		1,131
2.783%, 01/23/2031		2,078		2,068
2.392%, 01/23/2026		675		685
Province of Quebec Canada
2.625%, 02/13/2023		620		634
Qatar Government International Bond
4.817%, 03/14/2049(B)		1,640		2,150
4.000%, 03/14/2029(B)		880		991
3.875%, 04/23/2023		430		447
3.250%, 06/02/2026		200		213
Republic of Italy Government International Bond
3.875%, 05/06/2051		1,020		1,089
Republic of Poland Government International Bond
5.000%, 03/23/2022		100		101
4.000%, 01/22/2024		1,327		1,403
Russian Federal Bond - OFZ
8.150%, 02/03/2027	RUB	315,940		4,192
7.700%, 03/16/2039		162,070		2,055
7.650%, 04/10/2030		63,630		819
7.250%, 05/10/2034		24,200		299
7.000%, 01/25/2023		34,160		450
7.000%, 08/16/2023		231,430		3,030
6.900%, 05/23/2029		452,100		5,577
Russian Foreign Bond - Eurobond
7.500%, 03/31/2030	$	388		438
5.625%, 04/04/2042		2,000		2,604
4.875%, 09/16/2023		200		211
Saudi Government International Bond MTN
2.875%, 03/04/2023(B)		360		369

Total Sovereign Debt
(Cost $109,398) ($ Thousands)				108,101



LOAN PARTICIPATIONS — 1.5%
Air Canada, Term Loan, 1st Lien
4.250%, 08/11/2028		420		418
Ali Group
0.000%, 10/13/2028 (G)		930		924


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.750%, 05/12/2028	$	1,261	$	1,256
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
4.000%, 08/17/2028		565		564
AMWINS Group Inc.
3.000%, 02/19/2028		447		443
APi Group DE, Inc., Initial Term Loan, 1st Lien
2.601%, VAR LIBOR + 2.500%, 10/01/2026		858		857
Aramark Intermediate HoldCo Corp., Term Loan B, 1st Lien
1.851%, VAR LIBOR + 1.750%, 03/11/2025		274		270
AsplundhTree Expert, LLC
1.854%, 09/07/2027		416		414
Asurion, LLC, New B-7 Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 11/03/2024		565		562
Asurion, LLC, New B-8 Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 12/23/2026		331		328
Asurion, LLC, New B-9 Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 07/31/2027		378		376
athenahealth, Inc., Term B-1 Loan, 1st Lien
4.333%, VAR LIBOR + 4.250%, 02/11/2026		4		4
Athenahealth, Inc., Term B-1 Loan, 1st Liena
4.400%, VAR LIBOR + 4.250%, 02/11/2026		1,702		1,700
Avolon TLB Borrower 1 LLC
2.750%, 12/01/2027		278		278
B.C. ULC
1.854%, VAR LIBOR + 1.750%, 11/19/2026		1,447		1,425
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 06/02/2025 (G)		200		199
Berry Global, Inc.
1.864%, 07/01/2026		678		673
Brightview Landscapes LLC, Initial Term Loan, 1st Lien
2.625%, 08/15/2025		155		154
Brookfeild WEC Holdings
3.250%, 08/01/2025 (E)		228		226


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
3.000%, VAR LIBOR + 2.750%, 06/07/2028 (G)	$	580	$	579
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
2.854%, VAR LIBOR + 2.750%, 12/23/2024		930		924
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
3.604%, 07/21/2025		614		613
Castlelake Avia
3.250%, 10/08/2026		1,217		1,210
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
3.500%, VAR ICE LIBOR USD 1 Month + 2.500%, 03/01/2024		1,314		1,313
Charter Communications Operating Llc Lien1
1.860%, 04/30/2025		1,052		1,049
Charter Communications Operating, LLC, Term B-2 Loan, 1st Lien
1.860%, VAR LIBOR + 1.750%, 02/01/2027		158		157
Citadel Securities LP, 2021 Term Loan, 1st Lien
2.604%, VAR LIBOR + 2.500%, 02/02/2028		688		683
Clarios Global, Term Loan 1st Lien
3.354%, VAR LIBOR + 3.250%, 04/30/2026		923		917
CSC Holdings LLC, Term Loan B, 1st Lien
2.360%, 01/15/2026		199		196
CSC Holdings, LLC
2.610%, VAR LIBOR + 2.500%, 04/15/2027		216		213
DCert Buyer, Inc., Initial Term Loan, 1st Lien
4.104%, VAR LIBOR + 4.000%, 10/16/2026		1,341		1,337
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
4.750%, VAR LIBOR + 3.750%, 04/09/2027		968		968
Delta Topco, Inc., Initial Term Loan, 1st Lien
4.501%, VAR LIBOR + 3.750%, 12/01/2027		249		249
Energizer Holdings
2.750%, 12/22/2027		208		208
Entain PLC
3.000%, 03/29/2027		259		258


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Entercom Media Corp., Term B-2 Loan, 1st Lien
2.602%, VAR LIBOR + 2.500%, 11/18/2024	$	23	$	23
EyeCare Partners, LLC, Term Loan, 1st Lien
3.974%, VAR LIBOR + 3.750%, 02/18/2027		306		304
First Eagle Holdings, Term Loan
2.724%, 02/01/2027		255		252
Fleetcor Technologies Operating Company
1.854%, 04/28/2028		449		443
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
2.104%, VAR LIBOR + 2.000%, 07/03/2024		596		591
Formula One Management Limited, Facility B3 (USD), 1st Lien
3.500%, VAR LIBOR + 2.500%, 02/01/2024		50		50
Four Seasons Holdings Inc., Term Loan 2013, 1st Lien
2.104%, 11/30/2023		596		593
Froneri International Limited, Facility B2, 1st Lien
2.354%, VAR LIBOR + 2.250%, 01/29/2027		435		428
Gainwell Acquisition Corp., Term B Loan, 1st Lien
4.750%, VAR LIBOR + 4.000%, 10/01/2027		1,353		1,355
Garda World Security Corp
4.360%, VAR LIBOR + 4.250%, 10/30/2026		268		267
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien
2.224%, VAR LIBOR + 2.000%, 12/30/2026		1,382		1,372
GFL Environmental, 2020 Refinancing Term Loan, 1st Lien
3.500%, 05/30/2025 (E)		57		57
Global Medical Response, Inc., 2020 Refinancing Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.750%, 10/02/2025		718		714
Go Daddy Operating Company LLC, Term Loan B, 1st Lien
1.854%, 02/15/2024 (E)		316		314
Golden Nugget, Inc., Initial B Term Loan, 1st Lien
3.250%, VAR LIBOR + 2.750%, 10/04/2023		140		139


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Great Outdoors Group, LLC, Term B-2 Loan, 1st Lien
4.500%, 03/05/2028	$	308	$	308
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
2.104%, VAR LIBOR + 2.000%, 11/15/2027		1,279		1,259
Harbor Freight Tools USA, Inc
3.250%, 10/19/2027		792		790
Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien
1.852%, VAR LIBOR + 1.750%, 06/22/2026		1,348		1,336
Horizon Therapeudics
2.250%, 03/15/2028		1,035		1,030
Hudson River Trading LLC, Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 03/20/2028		448		444
Icon Public Limited Company, Lux Term Loan, 1st Lien
2.750%, 07/03/2028		862		862
Icon Public Limited Company, U.S. Term Loan, 1st Lien
2.750%, 07/03/2028		215		215
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 05/01/2026		802		796
II-VI Incorporated
0.000%, 12/15/2029 (G)		760		758
INEOS Styrolution Group GmbH, 2026 Tranche B Dollar Term Loan, 1st Lien
3.250%, VAR LIBOR + 2.750%, 01/29/2026		489		487
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
2.854%, VAR LIBOR + 2.750%, 01/26/2028		526		522
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 05/05/2028		1,157		1,161
Level 3 Financing, Inc., Tranche B 2027 Term Loan, 1st Lien
1.854%, VAR LIBOR + 1.750%, 03/01/2027		1,162		1,146
Magenta Buyer LLC, Initial Term Loan, 1st Lien
5.750%, VAR LIBOR + 5.000%, 07/27/2028		1,520		1,515


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Michaels Companies, Inc. The, Term B Loan, 1st Lien
5.000%, VAR LIBOR + 4.250%, 04/15/2028	$	617	$	610
Micro Focus, MA FinanceCo
2.854%, 06/21/2024 (E)		11		11
Mozart Debt Merger, Term Loan, 1st Lien
3.750%, 09/30/2028 (H)		1,010		1,010
Nexstar Broadcasting, Inc., Term B-4 Loan, 1st Lien
2.599%, 09/18/2026		1,454		1,450
Numericable U.S. LLC, Term Loan B, 1st Lien
3.814%, 01/31/2026		213		211
Parexel International, Term Loan, 1st Lien
4.000%, 08/11/2028		470		470
PCI Gaming Authority, Term B Facility Loan
2.604%, 05/29/2026		453		451
Peraton Corp., Term B Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 02/01/2028		1,164		1,164
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.250%, 03/03/2028 (G)		607		605
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 03/05/2026		1,298		1,289
Pilot Travel Centers, LLC, Initial Tranche B Term Loan
2.104%, 08/04/2028		1,840		1,827
Prime Security Services Borrower, LLC, 2021 Refinancing Term B-1 Loan, 1st Lien
3.500%, VAR LIBOR + 2.750%, 09/23/2026		965		964
Project Sky, Term Loan, 1st Lien
4.250%, 10/08/2028		340		339
Quikrete Holding, Term Loan B1, 1st Lien
0.000%, 02/21/2028 (G)		460		459
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
3.500%, 02/15/2028		642		637
Realpage Inc.
3.750%, 04/24/2028		1,050		1,046
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
3.852%, VAR LIBOR + 3.750%, 11/16/2025		688		687
Reynolds Consumer Products LLC, Initial Term Loan, 1st Lien
1.854%, VAR LIBOR + 1.750%, 02/04/2027		1,205		1,197


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Scientific Games International, Inc., Initial Term B-5 Loan, 1st Lien
2.854%, VAR LIBOR + 2.750%, 08/14/2024	$	1,423	$	1,417
Seattle SpinCo, Inc., Initial Term Loan, 1st Lien
2.854%, VAR LIBOR + 2.500%, 06/21/2024		77		77
Setanta Aircraft
2.140%, 11/02/2028		1,060		1,059
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026 (E)		1,380		1,374
Station Casinos LLC, Term B-1 Facility Term Loan, 1st Lien
2.500%, 02/08/2027		676		670
Terrier Media Buyer, Inc., 2021 Term B Loan, 1st Lien
3.604%, VAR LIBOR + 3.500%, 12/17/2026		678		674
TransDigm Inc., Tranche F Refinancing Term Loan, 1st Lien
2.354%, 12/09/2025		60		59
Triton Water Holdings, Inc., Initial Term Loan
0.069%, 03/31/2028		73		72
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 03/31/2028		745		736
UFC Holdings, Term Loan, 1st Lien
3.500%, 04/29/2026		906		901
United AirLines, Inc., Class B Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 04/21/2028		826		827
Univision Communications, Inc., Replacement Converted Term Loan, 1st Lien
4.000%, 03/15/2026		1,042		1,043
US Foods, Inc., Term Loan
2.104%, 09/13/2026 (E)		87		86
Verscend Holding Corp., Term B-1 Loan, 1st Lien
4.104%, VAR LIBOR + 4.000%, 08/27/2025		736		736
VFH Parent LLC, Initial Term Loan, 1st Lien
3.102%, VAR LIBOR + 3.000%, 03/01/2026		117		116
Virgin Media Bristol LLC, N Facility, 1st Lien
2.610%, VAR LIBOR + 2.500%, 01/31/2028		1,377		1,363


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Whatabrands LLC, Initial Term B Loan, 1st Lien
3.750%, 08/03/2028	$	10	$	10
XPO Logistics, Inc., Term Loan B, 1st Lien
1.853%, 02/24/2025 (E)		550		547
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 03/09/2027		630		621
Zebra Buyer LLC
3.750%, 04/21/2028		451		452


Total Loan Participations
(Cost $68,919) ($ Thousands)				68,743



U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.6%
FHLB
1.040%, 06/14/2024		13,660		13,664
FHLMC
1.736%, 09/15/2029(A)		1,934		1,712
FHLMC MTN
1.733%, 12/14/2029(A)		1,213		1,063
FNMA
1.823%, 11/15/2030(A)		3,564		3,053
0.500%, 06/17/2025		4,215		4,131
Resolution Funding Interest
1.345%, 01/15/2030(A)		905		789
Resolution Funding Principal
1.326%, 04/15/2030(A)		1,165		1,007
Tennessee Valley Authority
0.750%, 05/15/2025		1,055		1,040



Total U.S. Government Agency Obligations
(Cost $26,561) ($ Thousands)				26,459



MUNICIPAL BONDS — 0.3%
California — 0.0%
California State University, Ser B, RB
Callable 11/01/2031 @ 100
2.374%, 11/01/2035		685		663
University of California, Ser N, RB
Callable 11/15/2059 @ 100
3.256%, 05/15/2060		790		850

				1,513


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Georgia — 0.1%
Georgia State, Municipal Electric Authority, RB
7.055%, 04/01/2057	$	1,064	$	1,579


Nevada — 0.1%
Clark County, Department of Aviation, Ser C, RB
6.820%, 07/01/2045		728		1,143


New York — 0.1%
Metropolitan New York, Transportation Authority, Ser C2, RB
5.175%, 11/15/2049 (D)		260		356
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062		505		669
New York City, Ser D, GO
2.223%, 08/01/2035		1,350		1,279
1.823%, 08/01/2030		610		598
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser B-3, RB
Callable 08/01/2030 @ 100
2.000%, 08/01/2035		1,000		935
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-3, RB
Callable 11/01/2030 @ 100
2.400%, 11/01/2032		610		609
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB
5.508%, 08/01/2037		275		361
New York State, Dormitory Authority, RB
5.289%, 03/15/2033		850		1,022

				5,829

Ohio — 0.0%
Ohio State University, Ser A, RB
4.800%, 06/01/2111		433		655


Texas — 0.0%
North Texas, Tollway Authority, Ser B, RB
6.718%, 01/01/2049		632		1,068
University of Texas, Ser B, RB
Callable 02/15/2049 @ 100
2.439%, 08/15/2049		295		292

				1,360


Description	Face Amount (Thousands)			Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Virginia — 0.0%
University of Virginia, RB
Callable 03/01/2050 @ 100
2.256%, 09/01/2050	$	480		$	454



Total Municipal Bonds
(Cost $11,114) ($ Thousands)					12,533


	Shares
AFFILIATED PARTNERSHIP — 2.3%
SEI Liquidity Fund, L.P.
0.020% **^†(I)		105,049,231			105,073


Total Affiliated Partnership
(Cost $105,059) ($ Thousands)					105,073



CASH EQUIVALENT — 3.3%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		151,230,663			151,231

Total Cash Equivalent
(Cost $151,231) ($ Thousands)					151,231


Total Investments in Securities — 111.5%
(Cost $5,107,224) ($ Thousands)				$	5,147,153



	Contracts
*PURCHASED OPTIONS — 0.0%**
Total Purchased Options (J)
(Cost $933) ($ Thousands)		2,907		$	728



*PURCHASED SWAPTION — 0.0%**
Total Purchased Swaption (K)
(Cost $154) ($ Thousands)		5,220,000		$	129



*WRITTEN OPTIONS — (0.0)%**
Total Written Options (J)
(Premiums Received $1,921) ($ Thousands)		(4,837	)	$	(1,573	)

A list of the exchange traded option contracts held by the Fund at December 31, 2021, is as follows:

A list of open OTC swaptions held by the Fund at December 31, 2021, is as follows:

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

A list of the open forward foreign currency contracts held by the Fund at December 31, 2021 is as follows:

A list of open centrally cleared swap agreements held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $4,616,428 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
(A)	Zero coupon security. The rate shown on the Schedule of Investments is the security's effective yield at the time of purchase.
(B)	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 December 31, 2021, the value of these securities amounted to $695,952 ($ Thousands), representing 15.1% of the Net Assets of the Fund.
(C)	Perpetual security with no stated maturity date.
(D)	Certain securities or partial positions of certain securities are on loan at December 31, 2021. The total market value of securities on loan at December 31, 2021 was $3,649 ($ Thousands).
(E)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.
(F)	Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.
(G)	Unsettled bank loan. Interest rate may not be available.
(H)	Level 3 security in accordance with fair value hierarchy.
(I)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $105,073 ($ Thousands).
(J)	Refer to table below for details on Options Contracts.
(K)	Refer to table below for details on Swaption Contracts.

ACES — Alternative Credit Enhancement Structure

ARM — Adjustable Rate Mortgage

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNH — Chinese Offshore Yuan

CNY — Chinese Yuan

COP — Colombian Peso

DAC — Designated Activity Company

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF — Freddie Mac Multi-Family

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

ICE — Intercontinental Exchange

IDR — Indonesian Rupiah

IO — Interest Only

JPY — Japanese Yen

JSC — Joint-Stock Company

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

MTN — Medium Term Note

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

Ser — Series

STRIPS — Separately Traded Registered Interest and Principal Securities

TA — Tax Allocation

TBA — To Be Announced

ULC — Unlimited Liability Company

USD — United States Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of December 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)⁽¹⁾		Total ($)
U.S. Treasury Obligations		–		1,605,129		–		1,605,129
Corporate Obligations		–		1,421,780		–		1,421,780
Mortgage-Backed Securities		–		1,292,642		–		1,292,642
Asset-Backed Securities		–		355,462		–		355,462
Sovereign Debt		–		108,101		–		108,101
Loan Participations		–		67,733		1,010		68,743
U.S. Government Agency Obligations		–		26,459		–		26,459
Municipal Bonds		–		12,533		–		12,533
Affiliated Partnership		–		105,073		–		105,073
Cash Equivalent		151,231		–		–		151,231
Total Investments in Securities		151,231		4,994,912		1,010		5,147,153

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		728			–			–		728
Written Options		(1,572	)		–			–		(1,572	)
Purchased Swaptions		–			129			–		129
Futures Contracts*
Unrealized Appreciation		3,604			–			–		3,604
Unrealized Depreciation		(4,345	)		–			–		(4,345	)
Forwards Contracts*
Unrealized Appreciation		–			1,016			–		1,016
Unrealized Depreciation		–			(1,132	)		–		(1,132	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			5,337			–		5,337
Unrealized Depreciation		–			(1,959	)		–		(1,959	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			254			–		254
Total Other Financial Instruments		(1,585	)		3,645			–		2,060

*	Futures contracts, forwards contracts and swaps contracts are valued at the unrealized appreciation (depreciation) on the instrument.

(1) A reconciliation of Level 3 investments and disclosures of significant unobservable inputs are presented when the Fund has a significant amount of Level 3 investments at the beginning and/or end of the year in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 73.6%
Communication Services — 9.1%
Altice France
10.500%, 05/15/2027 (A)	$	1,140	$	1,226
8.125%, 02/01/2027 (A)		800		855
5.500%, 10/15/2029 (A)		1,357		1,337
5.125%, 07/15/2029 (A)		1,002		977
Altice France Holding
6.000%, 02/15/2028 (A)		1,756		1,677
AMC Entertainment Holdings
12.000%cash/12.000% PIK, 06/15/2026 (A)		1,402		1,386
10.500%, 04/24/2026 (A)		38		40
6.125%, 05/15/2027		420		298
5.750%, 06/15/2025		85		67
AMC Networks
4.250%, 02/15/2029		1,533		1,523
ANGI Group
3.875%, 08/15/2028 (A)		1,281		1,252
Audacy Capital
6.750%, 03/31/2029 (A)		3,319		3,243
6.500%, 05/01/2027 (A)		237		234
Belo
7.250%, 09/15/2027		250		288
CCO Holdings
5.500%, 05/01/2026 (A)		276		284
5.375%, 06/01/2029 (A)		1,050		1,133
5.125%, 05/01/2027 (A)		3,807		3,921
5.000%, 02/01/2028 (A)		765		796
4.750%, 03/01/2030 (A)		975		1,014
4.500%, 08/15/2030 (A)		5,613		5,743
4.250%, 02/01/2031 (A)		3,609		3,641
4.250%, 01/15/2034 (A)		325		320
Cinemark USA
8.750%, 05/01/2025 (A)		115		122
5.250%, 07/15/2028 (A)		135		132
Clear Channel International BV
6.625%, 08/01/2025 (A)		564		585
Clear Channel Outdoor Holdings
7.750%, 04/15/2028 (A)		3,234		3,460
7.500%, 06/01/2029 (A)		459		490
Clear Channel Worldwide Holdings
5.125%, 08/15/2027 (A)		1,820		1,883
Consolidated Communications
6.500%, 10/01/2028 (A)		3,823		4,052
5.000%, 10/01/2028 (A)		310		313
DISH DBS
7.750%, 07/01/2026		2,353		2,482
7.375%, 07/01/2028		4,350		4,404
5.875%, 07/15/2022		45		46
5.875%, 11/15/2024		3,112		3,197
5.750%, 12/01/2028 (A)		1,868		1,887


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 12/01/2026 (A)	$	2,761	$	2,805
5.125%, 06/01/2029		2,116		1,926
5.000%, 03/15/2023		1,072		1,099
DKT Finance ApS
9.375%, 06/17/2023 (A)		1,845		1,864
Front Range BidCo
6.125%, 03/01/2028 (A)		571		562
Frontier Communications Holdings
6.750%, 05/01/2029 (A)		269		280
6.000%, 01/15/2030 (A)		968		973
5.875%, 10/15/2027 (A)		206		218
5.875%, 11/01/2029		1,177		1,177
5.000%, 05/01/2028 (A)		1,205		1,241
Gannett Holdings
6.000%, 11/01/2026 (A)		1,056		1,078
Gray Escrow II
5.375%, 11/15/2031 (A)		2,171		2,233
Gray Television
4.750%, 10/15/2030 (A)		1,527		1,517
iHeartCommunications
8.375%, 05/01/2027		300		316
6.375%, 05/01/2026		94		97
5.250%, 08/15/2027 (A)		1,088		1,132
4.750%, 01/15/2028 (A)		842		854
Iliad Holding SASU
7.000%, 10/15/2028 (A)		180		189
6.500%, 10/15/2026 (A)		1,280		1,345
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)(B)		2,202		1,011
8.500%, 10/15/2024 (A)(B)		1,695		777
5.500%, 08/01/2023 (B)		268		121
Intelsat Luxembourg
8.125%, 06/01/2023 (B)		635		5
Level 3 Financing
5.375%, 05/01/2025		760		777
4.625%, 09/15/2027 (A)		764		779
3.750%, 07/15/2029 (A)		320		304
3.625%, 01/15/2029 (A)		2,124		2,018
Live Nation Entertainment
6.500%, 05/15/2027 (A)		701		767
5.625%, 03/15/2026 (A)		264		273
4.875%, 11/01/2024 (A)		370		374
4.750%, 10/15/2027 (A)		500		514
3.750%, 01/15/2028 (A)		55		55
Lumen Technologies
7.500%, 04/01/2024		464		508
5.625%, 04/01/2025		206		218
5.375%, 06/15/2029 (A)		771		771
5.125%, 12/15/2026 (A)		3,165		3,294
4.500%, 01/15/2029 (A)		110		106
4.000%, 02/15/2027 (A)		1,108		1,124


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Midas OpCo Holdings
5.625%, 08/15/2029 (A)	$	173	$	177
Netflix
5.875%, 11/15/2028		470		565
5.375%, 11/15/2029 (A)		205		243
4.875%, 04/15/2028		1,273		1,451
4.875%, 06/15/2030 (A)		666		777
News
3.875%, 05/15/2029 (A)		174		176
Nexstar Media
5.625%, 07/15/2027 (A)		3,343		3,524
4.750%, 11/01/2028 (A)		1,232		1,255
Outfront Media Capital
5.000%, 08/15/2027 (A)		465		476
ROBLOX
3.875%, 05/01/2030 (A)		1,333		1,352
Sable International Finance
5.750%, 09/07/2027 (A)		854		874
Salem Media Group
6.750%, 06/01/2024 (A)		1,841		1,841
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		115		121
Scripps II (Escrow Security)
5.375%, 01/15/2031 (A)		81		82
3.875%, 01/15/2029 (A)		1,544		1,542
Sinclair Television Group
5.125%, 02/15/2027 (A)		215		209
4.125%, 12/01/2030 (A)		3,860		3,657
Sirius XM Radio
5.500%, 07/01/2029 (A)		994		1,071
5.000%, 08/01/2027 (A)		925		961
4.125%, 07/01/2030 (A)		1,353		1,353
4.000%, 07/15/2028 (A)		1,952		1,963
SoftBank Group
6.000%, VAR USD ICE Swap 11:00 NY 5 Yr + 4.226%(C)		605		600
5.125%, 09/19/2027		527		529
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		2,486		2,558
Sprint
7.625%, 03/01/2026		1,490		1,789
TEGNA
4.625%, 03/15/2028		2,259		2,283
Telecom Italia Capital
6.000%, 09/30/2034		285		302
Telesat Canada
6.500%, 10/15/2027 (A)		5,973		4,635
5.625%, 12/06/2026 (A)		994		933
4.875%, 06/01/2027 (A)		1,120		989
T-Mobile USA
4.750%, 02/01/2028		964		1,015
3.500%, 04/15/2031		930		968


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.375%, 04/15/2029	$	905	$	922
Trilogy International South Pacific
8.875%, 05/15/2023 (A)		1,016		1,006
Trilogy Private Notes
10.000%, 05/15/2023 (D)(E)		33		33
United States Cellular
6.700%, 12/15/2033		1,289		1,558
Urban One
7.375%, 02/01/2028 (A)		5,935		6,113
Windstream Escrow
7.750%, 08/15/2028 (A)		1,355		1,437
WMG Acquisition
3.750%, 12/01/2029 (A)		309		308
3.000%, 02/15/2031 (A)		231		221

				140,879

Consumer Discretionary — 14.1%
1011778 BC ULC / New Red Finance Inc
4.375%, 01/15/2028 (A)		1,608		1,640
4.000%, 10/15/2030 (A)		2,194		2,156
3.875%, 01/15/2028 (A)		128		130
3.500%, 02/15/2029 (A)		93		92
Academy
6.000%, 11/15/2027 (A)		1,028		1,096
Adient Global Holdings
4.875%, 08/15/2026 (A)		525		536
Adient US
9.000%, 04/15/2025 (A)		144		153
Adtalem Global Education
5.500%, 03/01/2028 (A)		1,710		1,672
Altice Financing
5.750%, 08/15/2029 (A)		1,629		1,613
5.000%, 01/15/2028 (A)		4,050		3,952
American Axle & Manufacturing
6.875%, 07/01/2028		223		240
6.500%, 04/01/2027		310		322
6.250%, 03/15/2026		600		613
5.000%, 10/01/2029		212		208
American Greetings
8.750%, 04/15/2025 (A)		3,210		3,290
Aramark Services
5.000%, 02/01/2028 (A)		277		286
Asbury Automotive Group
4.625%, 11/15/2029 (A)		536		546
4.500%, 03/01/2028		1,916		1,954
Ashton Woods USA
6.625%, 01/15/2028 (A)		3,069		3,238
4.625%, 08/01/2029 (A)		715		706
Aston Martin Capital Holdings
10.500%, 11/30/2025 (A)		3,177		3,495
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(D)(E)(F)		2,750		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bath & Body Works
9.375%, 07/01/2025 (A)	$	19	$	23
7.500%, 06/15/2029		271		309
6.875%, 11/01/2035		37		46
6.750%, 07/01/2036		2,225		2,748
6.694%, 01/15/2027		81		93
6.625%, 10/01/2030 (A)		1,099		1,245
BCPE Ulysses Intermediate
7.750%cash/8.500% PIK, 04/01/2027 (A)		1,091		1,077
Block Communications
4.875%, 03/01/2028 (A)		198		198
Boyne USA
4.750%, 05/15/2029 (A)		168		173
Brookfield Residential Properties
4.875%, 02/15/2030 (A)		712		728
Cablevision Systems
5.875%, 09/15/2022		92		94
Caesars Entertainment
8.125%, 07/01/2027 (A)		245		271
6.250%, 07/01/2025 (A)		2,119		2,224
4.625%, 10/15/2029 (A)		1,434		1,434
Carnival
10.500%, 02/01/2026 (A)		836		954
9.875%, 08/01/2027 (A)		1,495		1,708
6.000%, 05/01/2029 (A)		5,598		5,570
5.750%, 03/01/2027 (A)		3,855		3,855
4.000%, 08/01/2028 (A)		203		201
Carrols Restaurant Group
5.875%, 07/01/2029 (A)		550		495
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		354		372
Cedar Fair
5.500%, 05/01/2025 (A)		180		186
5.375%, 04/15/2027		12		12
5.250%, 07/15/2029		865		887
Cengage Learning
9.500%, 06/15/2024 (A)		2,710		2,727
Century Communities
6.750%, 06/01/2027		444		468
3.875%, 08/15/2029 (A)		1,015		1,023
Clarios Global
6.750%, 05/15/2025 (A)		576		603
Constellation
8.500%, 09/15/2025 (A)		250		238
Cooper-Standard Automotive
13.000%, 06/01/2024 (A)		320		346
5.625%, 11/15/2026 (A)		885		730
CSC Holdings
7.500%, 04/01/2028 (A)		1,220		1,308
6.500%, 02/01/2029 (A)		2,470		2,643
5.750%, 01/15/2030 (A)		3,220		3,208


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 12/01/2030 (A)	$	2,093	$	1,981
4.500%, 11/15/2031 (A)		299		295
4.125%, 12/01/2030 (A)		1,040		1,015
3.375%, 02/15/2031 (A)		677		634
Cumulus Media New Holdings
6.750%, 07/01/2026 (A)		2,332		2,419
Dana
5.625%, 06/15/2028		1,196		1,271
5.375%, 11/15/2027		539		565
4.250%, 09/01/2030		391		396
Diamond Sports Group
6.625%, 08/15/2027 (A)		3,243		908
5.375%, 08/15/2026 (A)		4,930		2,465
DIRECTV Holdings
5.875%, 08/15/2027 (A)		3,666		3,753
Dornoch Debt Merger Sub
6.625%, 10/15/2029 (A)		2,415		2,385
eG Global Finance
8.500%, 10/30/2025 (A)		520		539
6.750%, 02/07/2025 (A)		2,825		2,860
Empire Resorts
7.750%, 11/01/2026 (A)		2,180		2,191
Fontainebleau Las Vegas Holdings
11.000%, 06/15/2015 (A)(B)(D)		3,108		–
Ford Motor
9.000%, 04/22/2025		385		471
Ford Motor Credit
5.584%, 03/18/2024		65		70
5.125%, 06/16/2025		130		141
5.113%, 05/03/2029		1,650		1,875
4.687%, 06/09/2025		655		704
4.542%, 08/01/2026		730		793
4.271%, 01/09/2027		310		333
4.134%, 08/04/2025		250		265
4.125%, 08/17/2027		1,013		1,093
4.063%, 11/01/2024		984		1,035
4.000%, 11/13/2030		767		825
3.815%, 11/02/2027		525		555
3.810%, 01/09/2024		123		128
3.625%, 06/17/2031		4,386		4,617
3.370%, 11/17/2023		325		335
3.096%, 05/04/2023		271		276
2.700%, 08/10/2026		200		202
Ford Motor Credit MTN
4.389%, 01/08/2026		415		447
Gap
3.875%, 10/01/2031 (A)		63		62
3.625%, 10/01/2029 (A)		78		77
GCI
4.750%, 10/15/2028 (A)		314		322
Getty Images
9.750%, 03/01/2027 (A)		1,020		1,080


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Goodyear Tire & Rubber
5.250%, 04/30/2031	$	285	$	310
5.250%, 07/15/2031 (A)		81		88
5.000%, 07/15/2029 (A)		127		136
GPS Hospitality Holding
7.000%, 08/15/2028 (A)		830		753
Hanesbrands
4.625%, 05/15/2024 (A)		2,293		2,401
Hertz (Escrow Security)
7.125%, 08/01/2026		465		15
6.000%, 01/15/2028		450		15
5.500%, 10/15/2024		559		2
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		246		263
5.375%, 05/01/2025 (A)		74		77
3.750%, 05/01/2029 (A)		97		98
Hilton Worldwide Finance
4.875%, 04/01/2027		110		113
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (A)		2,050		2,142
International Game Technology
6.250%, 01/15/2027 (A)		1,858		2,081
4.125%, 04/15/2026 (A)		200		206
IRB Holding
7.000%, 06/15/2025 (A)		125		132
Jaguar Land Rover Automotive
5.500%, 07/15/2029 (A)		2,150		2,152
KB Home
4.000%, 06/15/2031		508		527
Ken Garff Automotive
4.875%, 09/15/2028 (A)		278		278
LBM Acquisition
6.250%, 01/15/2029 (A)		1,856		1,835
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		1,945		1,999
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		1,797		1,887
Liberty Interactive
8.250%, 02/01/2030		3,457		3,785
Lions Gate Capital Holdings
5.500%, 04/15/2029 (A)		1,018		1,036
Lithia Motors
4.375%, 01/15/2031 (A)		1,356		1,448
3.875%, 06/01/2029 (A)		838		856
Macy's Retail Holdings
5.875%, 04/01/2029 (A)		1,064		1,135
5.125%, 01/15/2042		2,068		1,975
MajorDrive Holdings IV
6.375%, 06/01/2029 (A)		3,386		3,276
Marriott Ownership Resorts
6.125%, 09/15/2025 (A)		114		119
4.500%, 06/15/2029 (A)		41		41


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mattamy Group
4.625%, 03/01/2030 (A)	$	1,388	$	1,414
Mattel
5.875%, 12/15/2027 (A)		190		204
3.750%, 04/01/2029 (A)		98		102
3.375%, 04/01/2026 (A)		78		80
Mav Acquisition
5.750%, 08/01/2028 (A)		2,680		2,653
Meritage Homes
3.875%, 04/15/2029 (A)		997		1,047
MGM Resorts International
6.750%, 05/01/2025		850		888
6.000%, 03/15/2023		1,285		1,343
5.750%, 06/15/2025		367		395
Michaels
7.875%, 05/01/2029 (A)		2,240		2,206
5.250%, 05/01/2028 (A)		1,335		1,336
Midcontinent Communications
5.375%, 08/15/2027 (A)		552		569
Midwest Gaming Borrower
4.875%, 05/01/2029 (A)		1,227		1,233
Millennium Escrow
6.625%, 08/01/2026 (A)		1,420		1,424
National CineMedia
5.875%, 04/15/2028 (A)		150		135
5.750%, 08/15/2026		763		593
NCL
12.250%, 05/15/2024 (A)		651		771
Neiman Marcus Group (Escrow Security)
28.828%, 10/15/2022 (D)(E)		820		281
11.946%, 10/15/2022 (D)(E)		762		261
NESCO Holdings II
5.500%, 04/15/2029 (A)		271		280
Newell Brands
5.875%, 04/01/2036		873		1,076
4.700%, 04/01/2026		240		261
Panther BF Aggregator 2
8.500%, 05/15/2027 (A)		961		1,019
6.250%, 05/15/2026 (A)		1,300		1,360
PECF USS Intermediate Holding III
8.000%, 11/15/2029 (A)		1,780		1,843
Peninsula Pacific Entertainment
8.500%, 11/15/2027 (A)		4,897		5,289
PetSmart
7.750%, 02/15/2029 (A)		673		731
4.750%, 02/15/2028 (A)		611		627
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		575		598
PM General Purchaser
9.500%, 10/01/2028 (A)		383		388
Radiate Holdco
6.500%, 09/15/2028 (A)		550		553


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 09/15/2026 (A)	$	550	$	556
Remington Outdoor Company
0.000%, 12/31/2049 (D)(F)		1,245		–
Royal Caribbean Cruises
11.500%, 06/01/2025 (A)		272		305
10.875%, 06/01/2023 (A)		458		500
9.125%, 06/15/2023 (A)		581		614
5.500%, 08/31/2026 (A)		1,703		1,732
5.500%, 04/01/2028 (A)		1,305		1,320
Service International
7.500%, 04/01/2027		640		768
4.000%, 05/15/2031		75		76
Shea Homes
4.750%, 02/15/2028 (A)		711		727
4.750%, 04/01/2029 (A)		825		841
Six Flags Entertainment
5.500%, 04/15/2027 (A)		80		83
4.875%, 07/31/2024 (A)		2,476		2,501
Six Flags Theme Parks
7.000%, 07/01/2025 (A)		668		713
Sonic Automotive
4.875%, 11/15/2031 (A)		929		938
4.625%, 11/15/2029 (A)		852		860
Sotheby's
5.875%, 06/01/2029 (A)		460		469
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		1,800		1,887
Speedway Motorsports
4.875%, 11/01/2027 (A)		846		863
SRS Distribution
6.125%, 07/01/2029 (A)		1,461		1,489
6.000%, 12/01/2029 (A)		962		967
4.625%, 07/01/2028 (A)		847		850
Staples
10.750%, 04/15/2027 (A)		2,860		2,696
7.500%, 04/15/2026 (A)		1,753		1,801
Station Casinos
4.500%, 02/15/2028 (A)		510		513
StoneMor
8.500%, 05/15/2029 (A)		1,410		1,456
Studio City Finance
5.000%, 01/15/2029 (A)		2,405		2,153
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (A)		1,945		1,935
Superior Plus
4.500%, 03/15/2029 (A)		202		208
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		2,400		2,472
Tempur Sealy International
4.000%, 04/15/2029 (A)		385		392
3.875%, 10/15/2031 (A)		121		121


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tenneco
7.875%, 01/15/2029 (A)	$	138	$	149
5.375%, 12/15/2024		110		109
5.125%, 04/15/2029 (A)		2,379		2,325
5.000%, 07/15/2026		2,610		2,509
Terrier Media Buyer
8.875%, 12/15/2027 (A)		3,964		4,284
Thor Industries
4.000%, 10/15/2029 (A)		1,311		1,298
Univision Communications
6.625%, 06/01/2027 (A)		784		845
4.500%, 05/01/2029 (A)		383		387
Vail Resorts
6.250%, 05/15/2025 (A)		437		455
Virgin Media Finance
5.000%, 07/15/2030 (A)		493		491
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)		1,191		1,258
4.500%, 08/15/2030 (A)		480		483
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		1,934		1,949
Vista Outdoor
4.500%, 03/15/2029 (A)		1,180		1,187
VOC Escrow
5.000%, 02/15/2028 (A)		1,020		1,010
Wheel Pros
6.500%, 05/15/2029 (A)		2,150		2,064
White Capital Buyer
6.875%, 10/15/2028 (A)		105		109
White Capital Parent
8.250%cash/9.000% PIK, 03/15/2026 (A)		2,505		2,561
Wynn Las Vegas
5.500%, 03/01/2025 (A)		1,135		1,169
5.250%, 05/15/2027 (A)		190		194
Wynn Resorts Finance
7.750%, 04/15/2025 (A)		1,610		1,689
5.125%, 10/01/2029 (A)		379		385
Yum! Brands
7.750%, 04/01/2025 (A)		110		116
6.875%, 11/15/2037		1,065		1,350
5.350%, 11/01/2043		130		144
4.625%, 01/31/2032		217		231
3.625%, 03/15/2031		239		238

				229,454

Consumer Staples — 3.4%
Albertsons
5.875%, 02/15/2028 (A)		125		132
4.875%, 02/15/2030 (A)		185		200
4.625%, 01/15/2027 (A)		2,072		2,174
3.500%, 02/15/2023 (A)		130		132


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 03/15/2029 (A)	$	408	$	409
3.250%, 03/15/2026 (A)		221		225
Central Garden & Pet
5.125%, 02/01/2028		265		277
4.125%, 10/15/2030		187		189
Chobani
7.500%, 04/15/2025 (A)		780		803
4.625%, 11/15/2028 (A)		1,807		1,857
Coty
6.500%, 04/15/2026 (A)		3,175		3,274
5.000%, 04/15/2026 (A)		168		173
4.750%, 01/15/2029 (A)		2,020		2,053
Edgewell Personal Care
5.500%, 06/01/2028 (A)		305		324
4.125%, 04/01/2029 (A)		117		118
Energizer Holdings
4.750%, 06/15/2028 (A)		469		479
4.375%, 03/31/2029 (A)		1,138		1,111
High Ridge Brands Co. (Escrow Security)
10.494%, 03/15/2025		760		–
JBS USA LUX
5.500%, 01/15/2030 (A)		1,215		1,321
Kraft Heinz Foods
5.000%, 06/04/2042		2,604		3,239
Kronos Acquisition Holdings
7.000%, 12/31/2027 (A)		1,928		1,817
Lamb Weston Holdings
4.875%, 05/15/2028 (A)		135		146
4.375%, 01/31/2032 (A)		103		106
4.125%, 01/31/2030 (A)		1,553		1,594
LSF9 Atlantis Holdings
7.750%, 02/15/2026 (A)		3,220		3,256
New Albertsons
8.700%, 05/01/2030		955		1,197
8.000%, 05/01/2031		795		970
Performance Food Group
6.875%, 05/01/2025 (A)		50		52
5.500%, 10/15/2027 (A)		355		371
4.250%, 08/01/2029 (A)		260		258
Post Holdings
5.750%, 03/01/2027 (A)		365		377
5.625%, 01/15/2028 (A)		565		599
5.500%, 12/15/2029 (A)		727		764
4.625%, 04/15/2030 (A)		858		874
Rite Aid
8.000%, 11/15/2026 (A)		1,733		1,768
7.700%, 02/15/2027		925		845
7.500%, 07/01/2025 (A)		4,315		4,436
Sigma Holdco BV
7.875%, 05/15/2026 (A)		4,392		4,233
Simmons Foods
4.625%, 03/01/2029 (A)		1,941		1,912


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Spectrum Brands
5.750%, 07/15/2025	$	54	$	55
5.500%, 07/15/2030 (A)		267		286
5.000%, 10/01/2029 (A)		100		105
3.875%, 03/15/2031 (A)		1,404		1,386
Triton Water Holdings
6.250%, 04/01/2029 (A)		2,579		2,473
Turning Point Brands
5.625%, 02/15/2026 (A)		1,140		1,143
US Foods
4.625%, 06/01/2030 (A)		135		136
Vector Group
10.500%, 11/01/2026 (A)		2,890		2,995
5.750%, 02/01/2029 (A)		970		944

				53,588

Energy — 10.8%
Aethon United BR
8.250%, 02/15/2026 (A)		990		1,063
Antero Midstream Partners
7.875%, 05/15/2026 (A)		433		477
5.750%, 03/01/2027 (A)		1,457		1,510
5.750%, 01/15/2028 (A)		290		304
5.375%, 06/15/2029 (A)		201		212
Antero Resources
8.375%, 07/15/2026 (A)		949		1,081
7.625%, 02/01/2029 (A)		1,921		2,132
5.375%, 03/01/2030 (A)		89		95
Apache
5.100%, 09/01/2040		2,849		3,219
4.875%, 11/15/2027		608		663
4.625%, 11/15/2025		46		49
4.375%, 10/15/2028		278		302
Archrock Partners
6.250%, 04/01/2028 (A)		1,928		2,010
Ascent Resources Utica Holdings
9.000%, 11/01/2027 (A)		678		905
8.250%, 12/31/2028 (A)		2,416		2,519
7.000%, 11/01/2026 (A)		756		766
5.875%, 06/30/2029 (A)		1,535		1,477
Baytex Energy
8.750%, 04/01/2027 (A)		325		340
Blue Racer Midstream
7.625%, 12/15/2025 (A)		2,250		2,385
Buckeye Partners
4.500%, 03/01/2028 (A)		400		403
4.125%, 03/01/2025 (A)		230		237
4.125%, 12/01/2027		135		139
California Resources
7.125%, 02/01/2026 (A)		284		295
Cheniere Energy
4.625%, 10/15/2028		1,045		1,112


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cheniere Energy Partners
4.500%, 10/01/2029	$	3,065	$	3,249
4.000%, 03/01/2031		389		408
3.250%, 01/31/2032 (A)		567		573
Chesapeake Energy
5.500%, 02/01/2026 (A)		82		86
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (D)(F)		3,650		35
Citgo Holding
9.250%, 08/01/2024 (A)		5,656		5,684
CNX Midstream Partners
4.750%, 04/15/2030 (A)		519		517
CNX Resources
7.250%, 03/14/2027 (A)		2,075		2,201
6.000%, 01/15/2029 (A)		866		901
Colgate Energy Partners III
5.875%, 07/01/2029 (A)		1,490		1,535
Comstock Resources
7.500%, 05/15/2025 (A)		190		196
6.750%, 03/01/2029 (A)		2,344		2,542
5.875%, 01/15/2030 (A)		140		143
Continental Resources
5.750%, 01/15/2031 (A)		1,325		1,560
CQP Holdco
5.500%, 06/15/2031 (A)		1,906		1,989
CrownRock
5.625%, 10/15/2025 (A)		1,520		1,554
DCP Midstream Operating
8.125%, 08/16/2030		1,125		1,529
5.625%, 07/15/2027		638		721
5.125%, 05/15/2029		538		608
3.250%, 02/15/2032		215		217
Delek Logistics Partners
6.750%, 05/15/2025		811		829
Devon Energy
7.950%, 04/15/2032		834		1,169
DT Midstream
4.375%, 06/15/2031 (A)		1,352		1,406
4.125%, 06/15/2029 (A)		2,391		2,448
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (A)		2,834		2,944
Endeavor Energy Resources
6.625%, 07/15/2025 (A)		248		262
Energy Transfer
5.500%, 06/01/2027		1,564		1,783
EnLink Midstream
5.375%, 06/01/2029		2,741		2,803
EnLink Midstream Partners
4.850%, 07/15/2026		190		200
Enviva Partners
6.500%, 01/15/2026 (A)		1,833		1,893


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
EQM Midstream Partners
6.500%, 07/01/2027 (A)	$	712	$	797
6.500%, 07/15/2048		1,679		2,040
6.000%, 07/01/2025 (A)		747		812
4.750%, 01/15/2031 (A)		204		216
4.500%, 01/15/2029 (A)		424		441
EQT
7.500%, 02/01/2030		540		694
6.625%, 02/01/2025		1,460		1,646
5.000%, 01/15/2029		92		102
3.900%, 10/01/2027		10		11
3.625%, 05/15/2031 (A)		883		916
3.125%, 05/15/2026 (A)		110		113
Exterran Energy Solutions
8.125%, 05/01/2025		2,054		1,910
Genesis Energy
8.000%, 01/15/2027		977		1,007
7.750%, 02/01/2028		1,168		1,177
6.500%, 10/01/2025		20		20
Great Western Petroleum
12.000%, 09/01/2025 (A)		1,158		1,216
Gulfport Energy Operating
8.000%, 05/17/2026 (A)		2,293		2,502
Gulfport Energy Operating (Escrow Security)
6.375%, 05/15/2025 (D)		183		7
6.375%, 01/15/2026		585		23
6.000%, 10/15/2024		215		9
Harvest Midstream I
7.500%, 09/01/2028 (A)		1,990		2,129
Hess Midstream Operations
5.625%, 02/15/2026 (A)		325		335
4.250%, 02/15/2030 (A)		182		181
Howard Midstream Energy Partners
6.750%, 01/15/2027 (A)		2,775		2,844
ITT Holdings
6.500%, 08/01/2029 (A)		2,442		2,418
Laredo Petroleum
10.125%, 01/15/2028		929		974
9.500%, 01/15/2025		2,139		2,182
7.750%, 07/31/2029 (A)		783		763
Marathon Oil
6.600%, 10/01/2037		1,527		1,995
MEG Energy
7.125%, 02/01/2027 (A)		335		357
6.500%, 01/15/2025 (A)		410		417
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		1,820		1,836
7.500%, 01/15/2026 (A)		2,022		1,891
Motiva Enterprises
6.850%, 01/15/2040 (A)		967		1,190
Nabors Industries
7.250%, 01/15/2026 (A)		93		86


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.750%, 02/01/2025	$	285	$	264
New Fortress Energy
6.750%, 09/15/2025 (A)		618		624
6.500%, 09/30/2026 (A)		2,142		2,126
NGL Energy Operating
7.500%, 02/01/2026 (A)		3,477		3,586
NGL Energy Partners
7.500%, 11/01/2023		2,661		2,621
7.500%, 04/15/2026		455		390
6.125%, 03/01/2025		3,113		2,662
Northern Oil and Gas
8.125%, 03/01/2028 (A)		2,176		2,296
NuStar Logistics
6.375%, 10/01/2030		685		760
6.000%, 06/01/2026		255		277
5.750%, 10/01/2025		129		139
5.625%, 04/28/2027		50		53
Oasis Midstream Partners
8.000%, 04/01/2029 (A)		328		358
Oasis Petroleum
6.375%, 06/01/2026 (A)		104		109
Occidental Petroleum
8.875%, 07/15/2030		2,063		2,782
8.500%, 07/15/2027		1,188		1,482
8.000%, 07/15/2025		696		813
6.625%, 09/01/2030		968		1,198
6.450%, 09/15/2036		430		548
6.375%, 09/01/2028		1,771		2,103
6.125%, 01/01/2031		3,012		3,660
5.875%, 09/01/2025		165		182
5.500%, 12/01/2025		2,079		2,306
4.625%, 06/15/2045		1,165		1,209
4.500%, 07/15/2044		95		98
PBF Holding
9.250%, 05/15/2025 (A)		1,415		1,346
7.250%, 06/15/2025		965		688
6.000%, 02/15/2028		78		50
Peabody Energy
6.375%, 03/31/2025 (A)		769		731
Precision Drilling
7.125%, 01/15/2026 (A)		240		244
6.875%, 01/15/2029 (A)		31		32
Range Resources
8.250%, 01/15/2029		107		119
4.875%, 05/15/2025		430		444
Rockcliff Energy II
5.500%, 10/15/2029 (A)		903		930
Seventy Seven Operating (Escrow Security)
6.625%, 11/15/2019 (B)(D)		1,869		–
Shelf Drilling Holdings
8.875%, 11/15/2024 (A)		335		343
8.250%, 02/15/2025 (A)		1,685		1,230


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SM Energy
6.625%, 01/15/2027	$	1,118	$	1,152
6.500%, 07/15/2028		63		65
5.625%, 06/01/2025		1,395		1,405
Southwestern Energy
7.750%, 10/01/2027		774		835
5.375%, 03/15/2030		284		304
4.750%, 02/01/2032		1,208		1,272
Strathcona Resources
6.875%, 08/01/2026 (A)		1,435		1,410
Summit Midstream Holdings
8.500%, 10/15/2026 (A)		287		299
5.750%, 04/15/2025		1,620		1,458
Sunoco
5.875%, 03/15/2028		1,585		1,676
4.500%, 05/15/2029		243		247
4.500%, 04/30/2030 (A)		317		325
Tallgrass Energy Partners
7.500%, 10/01/2025 (A)		381		412
6.000%, 03/01/2027 (A)		2,065		2,148
6.000%, 12/31/2030 (A)		2,579		2,579
6.000%, 09/01/2031 (A)		807		799
5.500%, 01/15/2028 (A)		70		69
Targa Resources Partners
6.875%, 01/15/2029		192		215
6.500%, 07/15/2027		333		357
5.875%, 04/15/2026		525		548
5.375%, 02/01/2027		35		36
5.000%, 01/15/2028		1,056		1,113
4.875%, 02/01/2031		250		271
4.000%, 01/15/2032 (A)		167		175
TerraForm Power Operating
4.750%, 01/15/2030 (A)		375		393
Transocean
11.500%, 01/30/2027 (A)		1,005		985
8.000%, 02/01/2027 (A)		1,670		1,202
7.500%, 04/15/2031		990		585
Transocean Guardian
5.875%, 01/15/2024 (A)		1,251		1,185
Transocean Pontus
6.125%, 08/01/2025 (A)		1,472		1,439
Transocean Proteus
6.250%, 12/01/2024 (A)		973		958
USA Compression Partners
6.875%, 09/01/2027		2,105		2,223
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		255		270
3.875%, 08/15/2029 (A)		255		265
3.875%, 11/01/2033 (A)		560		588
Vine Energy Holdings
6.750%, 04/15/2029 (A)		537		583


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Weatherford International
6.500%, 09/15/2028 (A)	$	2,165	$	2,291
Western Midstream Operating
6.500%, 02/01/2050		1,700		2,010
4.650%, 07/01/2026		140		152
4.500%, 03/01/2028		40		43

				174,082

Financials — 7.0%
Acrisure
7.000%, 11/15/2025 (A)		1,543		1,542
4.250%, 02/15/2029 (A)		1,759		1,711
AG Issuer
6.250%, 03/01/2028 (A)		856		888
Alliant Holdings Intermediate
5.875%, 11/01/2029 (A)		1,245		1,267
Apollo Commercial Real Estate Finance
4.625%, 06/15/2029 (A)		798		772
AssuredPartners
5.625%, 01/15/2029 (A)		1,029		1,001
Asteroid Private Merger Sub
8.500%, 11/15/2029 (A)		900		941
Avianca Midco 2
9.000%, 12/01/2028 (A)		1,763		1,781
Bank of America
5.875%, VAR ICE LIBOR USD 3 Month + 2.931%(C)		855		951
Barclays
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.842%(C)		1,630		1,749
6.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.867%(C)		590		638
BroadStreet Partners
5.875%, 04/15/2029 (A)		2,205		2,166
Brookfield Property REIT
4.500%, 04/01/2027 (A)		3,862		3,789
Citigroup
5.000%, VAR United States Secured Overnight Financing Rate + 3.813%(C)		2,339		2,409
Coinbase Global
3.625%, 10/01/2031 (A)		3,215		2,958
3.375%, 10/01/2028 (A)		1,835		1,713
CPI CG
8.625%, 03/15/2026 (A)		800		846
Finance of America Funding
7.875%, 11/15/2025 (A)		4,244		4,175
FirstCash
5.625%, 01/01/2030 (A)		1,590		1,621
Freedom Mortgage
8.250%, 04/15/2025 (A)		2,617		2,679


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
8.125%, 11/15/2024 (A)	$	1,555	$	1,574
7.625%, 05/01/2026 (A)		1,235		1,261
6.625%, 01/15/2027 (A)		1,195		1,168
HAT Holdings I
6.000%, 04/15/2025 (A)		1,489		1,549
3.750%, 09/15/2030 (A)		1,603		1,599
Home Point Capital
5.000%, 02/01/2026 (A)		845		784
HSBC Holdings
4.600%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.649%(C)		783		782
HUB International
5.625%, 12/01/2029 (A)		985		1,015
Hunt
5.250%, 04/15/2029 (A)		1,555		1,532
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		945		1,045
Jane Street Group
4.500%, 11/15/2029 (A)		1,024		1,034
JPMorgan Chase
5.000%, VAR United States Secured Overnight Financing Rate + 3.380%(C)		856		880
4.000%, VAR United States Secured Overnight Financing Rate + 2.745%(C)		1,691		1,700
Ladder Capital Finance Holdings LLLP
5.250%, 10/01/2025 (A)		944		953
4.750%, 06/15/2029 (A)		1,750		1,794
4.250%, 02/01/2027 (A)		984		990
LD Holdings Group
6.500%, 11/01/2025 (A)		485		479
6.125%, 04/01/2028 (A)		2,514		2,369
Lloyds Banking Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.760%(C)		1,965		2,173
LPL Holdings
4.625%, 11/15/2027 (A)		2,231		2,309
4.375%, 05/15/2031 (A)		325		332
Merger Sub II
10.750%, 08/01/2027 (A)		1,901		2,110
MGIC Investment
5.250%, 08/15/2028		340		357
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		2,546		2,654
5.625%, 01/15/2030 (A)		1,666		1,670
Morgan Stanley
5.300%, VAR ICE LIBOR USD 3 Month + 3.160%(C)		535		555
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)		1,592		1,514


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nationstar Mortgage Holdings
6.000%, 01/15/2027 (A)	$	1,464	$	1,525
5.750%, 11/15/2031 (A)		270		269
5.500%, 08/15/2028 (A)		2,935		2,994
5.125%, 12/15/2030 (A)		443		438
Navient
5.500%, 03/15/2029		1,380		1,377
New Residential Investment
6.250%, 10/15/2025 (A)		3,329		3,344
NFP
6.875%, 08/15/2028 (A)		676		678
4.875%, 08/15/2028 (A)		973		983
OneMain Finance
7.125%, 03/15/2026		2,105		2,400
6.625%, 01/15/2028		342		383
5.375%, 11/15/2029		1,172		1,274
4.000%, 09/15/2030		2,317		2,279
3.875%, 09/15/2028		253		248
3.500%, 01/15/2027		78		77
PennyMac Financial Services
5.750%, 09/15/2031 (A)		445		449
4.250%, 02/15/2029 (A)		975		937
Rocket Mortgage
4.000%, 10/15/2033 (A)		60		61
3.875%, 03/01/2031 (A)		642		652
3.625%, 03/01/2029 (A)		86		86
2.875%, 10/15/2026 (A)		180		179
Sabre GLBL
9.250%, 04/15/2025 (A)		98		111
Saracen Development
14.000%cash/3.000% PIK, 10/15/2025 (A)		2,331		2,578
Sitka Holdings
5.250%, VAR ICE LIBOR USD 3 Month + 4.500%, 07/06/2026 (A)		2,862		2,929
Starwood Property Trust
5.500%, 11/01/2023 (A)		1,240		1,283
3.750%, 12/31/2024 (A)		385		389
3.625%, 07/15/2026 (A)		150		149
United Wholesale Mortgage
5.750%, 06/15/2027 (A)		1,280		1,283
VistaJet Malta Finance
10.500%, 06/01/2024 (A)		4,396		4,704
Voya Financial
4.700%, VAR ICE LIBOR USD 3 Month + 2.084%, 01/23/2048		778		781
WeWork
7.875%, 05/01/2025 (A)		3,015		2,882

				109,501


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Health Care — 7.0%
180 Medical
3.875%, 10/15/2029 (A)	$	200	$	202
Acadia Healthcare
5.500%, 07/01/2028 (A)		763		802
AHP Health Partners
5.750%, 07/15/2029 (A)		156		154
Air Methods
8.000%, 05/15/2025 (A)		6,091		5,215
Akumin
7.000%, 11/01/2025 (A)		1,600		1,523
Akumin Escrow
7.500%, 08/01/2028 (A)		1,875		1,758
Avantor Funding
4.625%, 07/15/2028 (A)		321		335
3.875%, 11/01/2029 (A)		2,166		2,190
Bausch Health
9.000%, 12/15/2025 (A)		1,695		1,785
7.250%, 05/30/2029 (A)		195		193
7.000%, 01/15/2028 (A)		1,195		1,189
6.250%, 02/15/2029 (A)		3,958		3,761
6.125%, 04/15/2025 (A)		1,583		1,612
5.500%, 11/01/2025 (A)		780		793
5.250%, 01/30/2030 (A)		4,045		3,560
5.250%, 02/15/2031 (A)		848		745
5.000%, 01/30/2028 (A)		330		304
5.000%, 02/15/2029 (A)		445		393
4.875%, 06/01/2028 (A)		1,255		1,280
Bausch Health Americas
9.250%, 04/01/2026 (A)		385		407
8.500%, 01/31/2027 (A)		444		466
Catalent Pharma Solutions
3.125%, 02/15/2029 (A)		1,479		1,459
Centene
4.625%, 12/15/2029		917		989
4.250%, 12/15/2027		1,637		1,707
3.375%, 02/15/2030		320		326
2.500%, 03/01/2031		1,566		1,524
CHS
8.000%, 03/15/2026 (A)		165		173
6.875%, 04/01/2028 (A)		2,245		2,200
6.875%, 04/15/2029 (A)		1,419		1,446
6.125%, 04/01/2030 (A)		709		701
6.000%, 01/15/2029 (A)		250		267
5.625%, 03/15/2027 (A)		240		254
4.750%, 02/15/2031 (A)		1,110		1,120
DaVita
4.625%, 06/01/2030 (A)		25		26
3.750%, 02/15/2031 (A)		2,996		2,919
Emergent BioSolutions
3.875%, 08/15/2028 (A)		981		941


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Encompass Health
5.750%, 09/15/2025	$	915	$	936
4.750%, 02/01/2030		1,521		1,567
4.500%, 02/01/2028		375		386
Endo DAC
9.500%, 07/31/2027 (A)		1,406		1,431
6.000%, 06/30/2028 (A)		1,177		877
Endo Luxembourg Finance I S.A.R.L.
6.125%, 04/01/2029 (A)		1,035		1,014
Envision Healthcare
8.750%, 10/15/2026 (A)		2,601		1,496
Global Medical Response
6.500%, 10/01/2025 (A)		3,155		3,186
Grifols Escrow Issuer
4.750%, 10/15/2028 (A)		200		204
HCA
5.875%, 02/15/2026		4,455		5,025
5.875%, 02/01/2029		465		554
5.625%, 09/01/2028		130		152
5.375%, 02/01/2025		1,510		1,659
3.500%, 09/01/2030		1,480		1,564
HealthEquity
4.500%, 10/01/2029 (A)		62		61
Hill-Rom Holdings
4.375%, 09/15/2027 (A)		200		209
Hologic
3.250%, 02/15/2029 (A)		508		508
IQVIA
5.000%, 10/15/2026 (A)		805		826
Jazz Securities DAC
4.375%, 01/15/2029 (A)		200		207
Lannett
7.750%, 04/15/2026 (A)		2,325		1,790
Legacy LifePoint Health
6.750%, 04/15/2025 (A)		374		390
LifePoint Health
5.375%, 01/15/2029 (A)		1,591		1,583
4.375%, 02/15/2027 (A)		5,081		5,119
Mallinckrodt International Finance
5.625%, 10/15/2023 (A)(B)		315		172
5.500%, 04/15/2025 (A)(B)		630		343
MEDNAX
6.250%, 01/15/2027 (A)		992		1,038
ModivCare Escrow Issuer
5.000%, 10/01/2029 (A)		760		776
Mozart Debt Merger Sub
5.250%, 10/01/2029 (A)		2,433		2,466
3.875%, 04/01/2029 (A)		3,670		3,657
Option Care Health
4.375%, 10/31/2029 (A)		666		668
Organon
5.125%, 04/30/2031 (A)		613		640


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.125%, 04/30/2028 (A)	$	1,206	$	1,226
Owens & Minor
4.500%, 03/31/2029 (A)		312		320
Par Pharmaceutical
7.500%, 04/01/2027 (A)		2,816		2,878
Prestige Brands
5.125%, 01/15/2028 (A)		315		328
Prime Security Services Borrower
3.375%, 08/31/2027 (A)		679		655
Radiology Partners
9.250%, 02/01/2028 (A)		974		1,023
RP Escrow Issuer
5.250%, 12/15/2025 (A)		791		798
Syneos Health
3.625%, 01/15/2029 (A)		1,836		1,813
Tenet Healthcare
7.500%, 04/01/2025 (A)		164		173
6.875%, 11/15/2031		595		680
6.250%, 02/01/2027 (A)		1,433		1,483
6.125%, 10/01/2028 (A)		3,215		3,396
5.125%, 11/01/2027 (A)		663		690
4.875%, 01/01/2026 (A)		1,729		1,776
4.625%, 07/15/2024		201		203
4.625%, 06/15/2028 (A)		2,470		2,538
4.375%, 01/15/2030 (A)		1,150		1,165
4.250%, 06/01/2029 (A)		1,476		1,499
US Acute Care Solutions
6.375%, 03/01/2026 (A)		594		622
US Renal Care
10.625%, 07/15/2027 (A)		2,010		2,040
Varex Imaging
7.875%, 10/15/2027 (A)		1,201		1,334

				111,863

Industrials — 7.3%
ACCO Brands
4.250%, 03/15/2029 (A)		310		308
ADT Security
4.875%, 07/15/2032 (A)		1,508		1,540
4.125%, 08/01/2029 (A)		271		267
Allied Universal Holdco
6.625%, 07/15/2026 (A)		185		194
4.625%, 06/01/2028 (A)		400		396
Allison Transmission
5.875%, 06/01/2029 (A)		210		228
4.750%, 10/01/2027 (A)		2,432		2,533
3.750%, 01/30/2031 (A)		190		185
American Airlines
11.750%, 07/15/2025 (A)		1,184		1,461
5.750%, 04/20/2029 (A)		3,144		3,360
5.500%, 04/20/2026 (A)		2,213		2,301


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
American Airlines Group
3.750%, 03/01/2025 (A)	$	1,306	$	1,221
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		2,400		2,456
3.875%, 11/15/2029 (A)		262		261
APi Escrow
4.750%, 10/15/2029 (A)		135		138
APi Group DE
4.125%, 07/15/2029 (A)		159		160
Artera Services
9.033%, 12/04/2025 (A)		3,258		3,447
ATS Automation Tooling Systems
4.125%, 12/15/2028 (A)		270		272
Avis Budget Car Rental
5.750%, 07/15/2027 (A)		205		213
5.375%, 03/01/2029 (A)		518		546
Boeing
5.150%, 05/01/2030		225		262
Bombardier
7.875%, 04/15/2027 (A)		725		752
7.500%, 12/01/2024 (A)		1,324		1,379
7.500%, 03/15/2025 (A)		765		779
7.125%, 06/15/2026 (A)		781		810
Brand Industrial Services
8.500%, 07/15/2025 (A)		1,464		1,463
Builders FirstSource
5.000%, 03/01/2030 (A)		853		915
4.250%, 02/01/2032 (A)		203		210
BWX Technologies
4.125%, 06/30/2028 (A)		712		723
4.125%, 04/15/2029 (A)		2,413		2,443
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		2,148		2,186
CDW
4.250%, 04/01/2028		370		382
3.250%, 02/15/2029		171		173
Clark Equipment
5.875%, 06/01/2025 (A)		696		723
Clean Harbors
4.875%, 07/15/2027 (A)		1,571		1,618
CoreCivic
8.250%, 04/15/2026		267		279
CP Atlas Buyer
7.000%, 12/01/2028 (A)		2,847		2,833
Delta Air Lines
7.375%, 01/15/2026		283		333
7.000%, 05/01/2025 (A)		1,073		1,227
4.750%, 10/20/2028 (A)		1,627		1,777
Deluxe
8.000%, 06/01/2029 (A)		2,030		2,121
Dun & Bradstreet
5.000%, 12/15/2029 (A)		83		85


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
EnerSys
4.375%, 12/15/2027 (A)	$	559	$	580
EnPro Industries
5.750%, 10/15/2026		328		343
Fortress Transportation and Infrastructure Investors
9.750%, 08/01/2027 (A)		495		554
6.500%, 10/01/2025 (A)		1,170		1,209
5.500%, 05/01/2028 (A)		980		999
Garda World Security
9.500%, 11/01/2027 (A)		310		334
6.000%, 06/01/2029 (A)		242		231
GFL Environmental
5.125%, 12/15/2026 (A)		1,140		1,186
4.750%, 06/15/2029 (A)		177		179
4.375%, 08/15/2029 (A)		771		764
4.000%, 08/01/2028 (A)		204		200
3.750%, 08/01/2025 (A)		333		336
3.500%, 09/01/2028 (A)		1,415		1,394
Global Infrastructure Solutions
5.625%, 06/01/2029 (A)		232		238
GrafTech Finance
4.625%, 12/15/2028 (A)		1,985		2,015
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)		1,895		2,061
Griffon
5.750%, 03/01/2028		450		467
H&E Equipment Services
3.875%, 12/15/2028 (A)		1,592		1,580
Harsco
5.750%, 07/31/2027 (A)		465		474
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		1,130		1,182
Herc Holdings
5.500%, 07/15/2027 (A)		525		546
Hertz
5.000%, 12/01/2029 (A)		1,128		1,129
4.625%, 12/01/2026 (A)		425		428
Howmet Aerospace
6.875%, 05/01/2025		5		6
5.900%, 02/01/2027		535		611
Icahn Enterprises
4.750%, 09/15/2024		660		685
4.375%, 02/01/2029		560		546
IEA Energy Services
6.625%, 08/15/2029 (A)		1,225		1,210
JELD-WEN
6.250%, 05/15/2025 (A)		235		246
4.875%, 12/15/2027 (A)		15		15
4.625%, 12/15/2025 (A)		355		358
Korn Ferry
4.625%, 12/15/2027 (A)		1,444		1,487


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Madison IAQ
5.875%, 06/30/2029 (A)	$	288	$	288
4.125%, 06/30/2028 (A)		50		50
Masonite International
5.375%, 02/01/2028 (A)		298		313
MasTec
4.500%, 08/15/2028 (A)		433		450
Mileage Plus Holdings
6.500%, 06/20/2027 (A)		1,306		1,394
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (B)(D)		5,936		–
Nielsen Finance
5.875%, 10/01/2030 (A)		412		435
5.625%, 10/01/2028 (A)		647		668
PGT Innovations
4.375%, 10/01/2029 (A)		133		134
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		640		667
5.750%, 04/15/2026 (A)		1,179		1,266
Ritchie Bros Holdings
4.750%, 12/15/2031 (A)		766		799
Roller Bearing of America
4.375%, 10/15/2029 (A)		54		55
Rolls-Royce
5.750%, 10/15/2027 (A)		1,255		1,388
Sensata Technologies
4.375%, 02/15/2030 (A)		1,779		1,868
4.000%, 04/15/2029 (A)		416		425
3.750%, 02/15/2031 (A)		1,764		1,758
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		1,133		1,125
Spirit AeroSystems
7.500%, 04/15/2025 (A)		268		281
4.600%, 06/15/2028		2,210		2,215
Standard Industries
5.000%, 02/15/2027 (A)		30		31
4.750%, 01/15/2028 (A)		725		749
3.375%, 01/15/2031 (A)		132		127
Stericycle
3.875%, 01/15/2029 (A)		229		226
Stevens Holding
6.125%, 10/01/2026 (A)		245		261
Team Health Holdings
6.375%, 02/01/2025 (A)		3,541		3,333
Terex
5.000%, 05/15/2029 (A)		120		123
Tervita
11.000%, 12/01/2025 (A)		820		944
TransDigm
8.000%, 12/15/2025 (A)		500		527
6.250%, 03/15/2026 (A)		3,537		3,676
5.500%, 11/15/2027		1,982		2,041


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 01/15/2029	$	488	$	486
Triumph Group
8.875%, 06/01/2024 (A)		276		301
7.750%, 08/15/2025		1,630		1,618
6.250%, 09/15/2024 (A)		250		252
Tutor Perini
6.875%, 05/01/2025 (A)		5,808		5,853
Uber Technologies
4.500%, 08/15/2029 (A)		244		248
United Airlines
4.625%, 04/15/2029 (A)		1,117		1,152
4.375%, 04/15/2026 (A)		2,488		2,594
United Rentals North America
5.500%, 05/15/2027		378		393
4.875%, 01/15/2028		875		919
Wabash National
4.500%, 10/15/2028 (A)		185		187
Welbilt
9.500%, 02/15/2024		190		192
WESCO Distribution
7.250%, 06/15/2028 (A)		411		451
7.125%, 06/15/2025 (A)		356		377
Western Global Airlines
10.375%, 08/15/2025 (A)		1,135		1,263
Wolverine Escrow
13.125%, 11/15/2027 (A)		100		64
9.000%, 11/15/2026 (A)		614		583

				113,103

Information Technology — 4.4%
ACI Worldwide
5.750%, 08/15/2026 (A)		394		411
Ahead DB Holdings
6.625%, 05/01/2028 (A)		1,862		1,848
Alliance Data Systems
4.750%, 12/15/2024 (A)		840		857
AMS
7.000%, 07/31/2025 (A)		1,617		1,715
Arches Buyer
6.125%, 12/01/2028 (A)		1,686		1,697
4.250%, 06/01/2028 (A)		213		213
Austin BidCo
7.125%, 12/15/2028 (A)		1,327		1,370
Avaya
6.125%, 09/15/2028 (A)		3,077		3,262
Black Knight InfoServ
3.625%, 09/01/2028 (A)		236		236
Castle US Holding
9.500%, 02/15/2028 (A)		1,205		1,256
CDK Global
5.250%, 05/15/2029 (A)		190		201


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Clarivate Science Holdings
4.875%, 07/01/2029 (A)	$	184	$	187
3.875%, 07/01/2028 (A)		680		683
CommScope
8.250%, 03/01/2027 (A)		5,368		5,517
7.125%, 07/01/2028 (A)		1,290		1,267
6.000%, 03/01/2026 (A)		600		618
4.750%, 09/01/2029 (A)		304		302
CommScope Technologies
6.000%, 06/15/2025 (A)		1,981		1,981
5.000%, 03/15/2027 (A)		195		182
Conduent Business Services
6.000%, 11/01/2029 (A)		310		306
Consensus Cloud Solutions
6.500%, 10/15/2028 (A)		570		596
Diebold Nixdorf
9.375%, 07/15/2025 (A)		694		747
Elastic
4.125%, 07/15/2029 (A)		1,147		1,135
Entegris
4.375%, 04/15/2028 (A)		867		891
3.625%, 05/01/2029 (A)		146		146
Gartner
4.500%, 07/01/2028 (A)		70		73
3.750%, 10/01/2030 (A)		47		48
3.625%, 06/15/2029 (A)		129		130
Go Daddy Operating
5.250%, 12/01/2027 (A)		1,868		1,931
3.500%, 03/01/2029 (A)		1,837		1,823
II-VI
5.000%, 12/15/2029 (A)		1,714		1,750
Imola Merger
4.750%, 05/15/2029 (A)		691		709
ION Trading Technologies S.A.R.L.
5.750%, 05/15/2028 (A)		1,745		1,797
NCR
6.125%, 09/01/2029 (A)		450		481
5.750%, 09/01/2027 (A)		455		475
5.125%, 04/15/2029 (A)		203		210
5.000%, 10/01/2028 (A)		147		151
Northwest Fiber
4.750%, 04/30/2027 (A)		2,100		2,079
Nuance Communications
5.625%, 12/15/2026		113		117
ON Semiconductor
3.875%, 09/01/2028 (A)		471		483
Open Text Holdings
4.125%, 02/15/2030 (A)		1,885		1,942
Paysafe Finance
4.000%, 06/15/2029 (A)		2,502		2,321
Plantronics
4.750%, 03/01/2029 (A)		164		156


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Presidio Holdings
4.875%, 02/01/2027 (A)	$	260	$	268
PTC
4.000%, 02/15/2028 (A)		1,438		1,463
Science Applications International
4.875%, 04/01/2028 (A)		2,087		2,139
Seagate HDD Cayman
5.750%, 12/01/2034		1,648		1,899
3.375%, 07/15/2031		1,556		1,514
Sprint
7.875%, 09/15/2023		1,196		1,317
7.625%, 02/15/2025		4,366		5,021
Sprint Capital
8.750%, 03/15/2032		1,403		2,105
SS&C Technologies
5.500%, 09/30/2027 (A)		498		520
Switch
4.125%, 06/15/2029 (A)		88		90
3.750%, 09/15/2028 (A)		58		58
Synaptics
4.000%, 06/15/2029 (A)		1,503		1,526
Twilio
3.875%, 03/15/2031		385		389
3.625%, 03/15/2029		385		388
Veritas US
7.500%, 09/01/2025 (A)		3,280		3,395
Viasat
6.500%, 07/15/2028 (A)		3,050		3,058
5.625%, 09/15/2025 (A)		1,548		1,556
Xerox Holdings
5.500%, 08/15/2028 (A)		278		293
5.000%, 08/15/2025 (A)		278		295

				71,594

Materials — 7.2%
Alcoa Nederland Holding BV
5.500%, 12/15/2027 (A)		200		214
Allegheny Technologies
5.875%, 12/01/2027		999		1,041
5.125%, 10/01/2031		80		81
4.875%, 10/01/2029		105		105
Arconic
6.125%, 02/15/2028 (A)		729		776
6.000%, 05/15/2025 (A)		228		238
ARD Finance
6.500%, 06/30/2027 (A)		1,750		1,802
Ardagh Packaging Finance
5.250%, 04/30/2025 (A)		1,280		1,322
5.250%, 08/15/2027 (A)		655		659
4.125%, 08/15/2026 (A)		993		1,015
Ashland
6.875%, 05/15/2043		851		1,098


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Axalta Coating Systems
4.750%, 06/15/2027 (A)	$	394	$	411
3.375%, 02/15/2029 (A)		205		198
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		4,170		4,337
Big River Steel
6.625%, 01/31/2029 (A)		208		225
BWAY Holding
7.250%, 04/15/2025 (A)		4,490		4,501
Carpenter Technology
6.375%, 07/15/2028		184		196
CEMEX Materials
7.700%, 07/21/2025 (A)		1,630		1,826
Chemours
5.750%, 11/15/2028 (A)		1,475		1,543
4.625%, 11/15/2029 (A)		2,120		2,104
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		139		144
4.625%, 03/01/2029 (A)		193		197
Constellium
5.875%, 02/15/2026 (A)		809		820
5.625%, 06/15/2028 (A)		495		521
3.750%, 04/15/2029 (A)		1,259		1,239
Cornerstone Chemical
6.750%, 08/15/2024 (A)		6,730		6,023
Crown Americas
4.750%, 02/01/2026		835		856
4.250%, 09/30/2026		1,827		1,950
CVR Partners
6.125%, 06/15/2028 (A)		2,509		2,647
Domtar
6.750%, 10/01/2028 (A)		2,165		2,222
Eldorado
6.250%, 09/01/2029 (A)		793		806
Element Solutions
3.875%, 09/01/2028 (A)		287		288
EverArc Escrow Sarl
5.000%, 10/30/2029 (A)		861		862
First Quantum Minerals
7.500%, 04/01/2025 (A)		1,350		1,389
6.875%, 03/01/2026 (A)		1,941		2,016
6.500%, 03/01/2024 (A)		1,189		1,204
Forterra Finance
6.500%, 07/15/2025 (A)		185		196
Freeport-McMoRan
5.450%, 03/15/2043		2,690		3,382
5.400%, 11/14/2034		851		1,036
4.625%, 08/01/2030		911		977
4.375%, 08/01/2028		696		730
4.125%, 03/01/2028		334		347
GCP Applied Technologies
5.500%, 04/15/2026 (A)		575		589


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Glatfelter
4.750%, 11/15/2029 (A)	$	154	$	159
Graham Packaging
7.125%, 08/15/2028 (A)		185		192
Greif
6.500%, 03/01/2027 (A)		345		358
Hecla Mining
7.250%, 02/15/2028		620		664
Hexion
7.875%, 07/15/2027 (A)		305		322
IAMGOLD
5.750%, 10/15/2028 (A)		1,860		1,827
Innophos Holdings
9.375%, 02/15/2028 (A)		1,790		1,942
LABL Escrow Issuer
10.500%, 07/15/2027 (A)		290		304
6.750%, 07/15/2026 (A)		390		402
LSB Industries
6.250%, 10/15/2028 (A)		1,440		1,498
Mineral Resources
8.125%, 05/01/2027 (A)		2,205		2,377
Mountain Province Diamonds
8.000%, 12/15/2022 (A)(E)		2,470		2,279
New Enterprise Stone & Lime
5.250%, 07/15/2028 (A)		385		390
New Gold
7.500%, 07/15/2027 (A)		615		653
6.375%, 05/15/2025 (A)		199		204
NMG Holding
7.125%, 04/01/2026 (A)(E)		4,305		4,569
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(D)(E)		2,115		–
NOVA Chemicals
5.250%, 06/01/2027 (A)		590		628
5.000%, 05/01/2025 (A)		889		932
4.875%, 06/01/2024 (A)		300		310
4.250%, 05/15/2029 (A)		213		214
Novelis
4.750%, 01/30/2030 (A)		270		284
3.875%, 08/15/2031 (A)		84		84
3.250%, 11/15/2026 (A)		166		167
OCI
4.625%, 10/15/2025 (A)		478		496
OI European Group BV
4.750%, 02/15/2030 (A)		1,265		1,282
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		367		387
6.375%, 08/15/2025 (A)		600		647
5.875%, 08/15/2023 (A)		679		711
Pactiv Evergreen Group Issuer
4.375%, 10/15/2028 (A)		1,215		1,206
4.000%, 10/15/2027 (A)		2,260		2,198


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Polar US Borrower
6.750%, 05/15/2026 (A)	$	2,966	$	2,914
Rain CII Carbon
7.250%, 04/01/2025 (A)		4,200		4,294
Reichhold Industries
9.000%cash/11.000% PIK, 05/08/2017 (A)(B)(D)		859		–
SCIH Salt Holdings
6.625%, 05/01/2029 (A)		6,256		5,849
4.875%, 05/01/2028 (A)		1,347		1,293
Scotts Miracle-Gro
4.500%, 10/15/2029		84		88
4.375%, 02/01/2032 (A)		212		212
4.000%, 04/01/2031 (A)		165		163
Summit Materials
5.250%, 01/15/2029 (A)		219		229
Tacora Resources
8.250%, 05/15/2026 (A)		980		978
Taseko Mines
7.000%, 02/15/2026 (A)		2,379		2,474
Trident TPI Holdings
9.250%, 08/01/2024 (A)		1,410		1,473
TriMas
4.125%, 04/15/2029 (A)		239		240
Trinseo Materials Operating
5.375%, 09/01/2025 (A)		460		468
5.125%, 04/01/2029 (A)		156		159
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		200		211
5.500%, 08/15/2026 (A)		599		623
Tronox
6.500%, 05/01/2025 (A)		507		536
4.625%, 03/15/2029 (A)		2,085		2,082
Unifrax Escrow Issuer
7.500%, 09/30/2029 (A)		846		854
5.250%, 09/30/2028 (A)		2,396		2,422
United States Steel
6.875%, 03/01/2029		808		870
Venator Finance Sarl
9.500%, 07/01/2025 (A)		871		949
5.750%, 07/15/2025 (A)		4,068		3,905
WR Grace Holdings
5.625%, 08/15/2029 (A)		103		105
4.875%, 06/15/2027 (A)		190		195

				115,405

Real Estate — 1.6%
Brookfield Property
5.750%, 05/15/2026 (A)		3,246		3,360
Diversified Healthcare Trust
9.750%, 06/15/2025		2,080		2,250
4.375%, 03/01/2031		645		619


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Iron Mountain
5.250%, 03/15/2028 (A)	$	756	$	786
5.250%, 07/15/2030 (A)		765		806
5.000%, 07/15/2028 (A)		255		262
4.875%, 09/15/2027 (A)		1,667		1,729
4.875%, 09/15/2029 (A)		1,500		1,552
4.500%, 02/15/2031 (A)		268		271
Kennedy-Wilson
5.000%, 03/01/2031		94		97
4.750%, 03/01/2029		95		97
Lamar Media
4.000%, 02/15/2030		565		573
MGM Growth Properties Operating Partnership
5.750%, 02/01/2027		204		231
5.625%, 05/01/2024		185		198
4.625%, 06/15/2025 (A)		261		278
4.500%, 09/01/2026		125		134
4.500%, 01/15/2028		95		103
3.875%, 02/15/2029 (A)		227		238
Outfront Media Capital
4.250%, 01/15/2029 (A)		1,980		1,984
RHP Hotel Properties
4.750%, 10/15/2027		618		630
4.500%, 02/15/2029 (A)		214		214
SBA Communications
3.125%, 02/01/2029 (A)		1,320		1,267
Service Properties Trust
4.950%, 02/15/2027		2,845		2,760
3.950%, 01/15/2028		1,961		1,795
Uniti Group
7.875%, 02/15/2025 (A)		813		849
VICI Properties
4.625%, 12/01/2029 (A)		448		477
4.250%, 12/01/2026 (A)		429		447
4.125%, 08/15/2030 (A)		711		752
3.750%, 02/15/2027 (A)		580		599

				25,358

Utilities — 1.7%
Calpine
5.000%, 02/01/2031 (A)		175		175
4.625%, 02/01/2029 (A)		140		138
4.500%, 02/15/2028 (A)		2,881		2,989
3.750%, 03/01/2031 (A)		2,022		1,949
FirstEnergy
4.400%, 07/15/2027		1,538		1,657
NRG Energy
6.625%, 01/15/2027		339		352
5.250%, 06/15/2029 (A)		335		359
3.875%, 02/15/2032 (A)		1,011		991
3.625%, 02/15/2031 (A)		3,164		3,085


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.375%, 02/15/2029 (A)	$	115	$	113
Pattern Energy Operations
4.500%, 08/15/2028 (A)		1,659		1,721
PG&E
5.250%, 07/01/2030		1,974		2,070
5.000%, 07/01/2028		284		299
Pike
5.500%, 09/01/2028 (A)		192		192
Rockpoint Gas Storage Canada
7.000%, 03/31/2023 (A)		1,995		1,990
Talen Energy Supply
10.500%, 01/15/2026 (A)		735		316
7.625%, 06/01/2028 (A)		5		4
7.250%, 05/15/2027 (A)		385		341
6.625%, 01/15/2028 (A)		1,090		956
6.500%, 06/01/2025		600		239
Vistra
7.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(A)(C)		2,209		2,237
Vistra Operations
5.625%, 02/15/2027 (A)		457		471
5.000%, 07/31/2027 (A)		2,526		2,622
4.375%, 05/01/2029 (A)		1,461		1,463
4.300%, 07/15/2029 (A)		808		864

				27,593

Total Corporate Obligations
(Cost $1,164,111) ($ Thousands)				1,172,420



LOAN PARTICIPATIONS — 10.6%
1236904 B.C. Ltd., Initial Term Loan, 1st Lien
5.604%, VAR LIBOR + 5.500%, 03/04/2027		176		173
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien
5.500%, VAR LIBOR + 4.750%, 04/20/2028		3,059		3,164
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
4.750%, VAR LIBOR + 4.250%, 05/17/2028		334		329
Adient US LLC, Term B-1 Loan, 1st Lien
3.604%, VAR LIBOR + 3.500%, 04/10/2028		282		282
Agrofresh Inc., Initial Term Loan, 1st Lien
7.250%, 12/31/2024 (G)		1,406		1,412


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
AI Convoy (Luxembourg) S.a r.l., Facility B (USD), 1st Lien
4.500%, 01/18/2027	$	2	$	2
4.500%, 01/18/2027		2		2
AI Convoy (Luxembourg) S.a r.l., Facility B1 (USD), 1st Lien
4.500%, VAR LIBOR + 3.500%, 01/18/2027		845		845
Alchemy US Holdco 1 LLC, Initial Term Loan, 1st Lien
5.604%, 10/10/2025		248		247
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien
5.604%, 10/10/2025		248		247
5.604%, VAR LIBOR + 5.500%, 10/10/2025		488		487
Alvogen Pharma US, Inc., January 2020 Loan, 1st Lien
6.250%, VAR LIBOR + 5.250%, 12/31/2023		1,896		1,806
American Gaming, Term Loan, 1st Lien
14.000%, 02/15/2024 (D)(G)		854		867
American Trailer World Corp., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 03/03/2028		384		382
AOC/Aliancys, Inc., Term Loan, 1st Lien
4.250%, 09/30/2028		981		979
AP Core Holdings II LLC, Term B1 Loan, 1st Lien
6.250%, 09/01/2027 (H)		1,098		1,097
AP Core Holdings II LLC, Term B2 Loan, 1st Lien
6.250%, 09/01/2027 (H)		1,098		1,099
AP Gaming I, LLC, Incremental Term B Loan, 1st Lien
4.500%, VAR LIBOR + 3.500%, 02/15/2024		718		713
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 03/11/2028 (D)		754		748
Arctic Canadian Diamond Company Ltd., Term Loan A-2, 1st Lien
6.000%, 12/31/2024 (D)		161		160
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (D)		1,058		1,059
Aruba Investments Holdings, LLC, Initial Term Loan, 2nd Lien
8.500%, 11/24/2028 (G)		1,060		1,062


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
ASP Unifrax Holdings, Inc., Term Loan B, 1st Lien
3.974%, 12/12/2025 (H)	$	640	$	630
Autokiniton, Term Loan B, 1st Lien
5.000%, 04/06/2028 (G)		1,058		1,059
Bausch Health Companies Inc., Initial Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 06/02/2025		378		376
Blackhawk Network Cov-Lite, Term Loan, 2nd Lien
7.125%, 06/15/2026		1,412		1,400
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
9.000%, 10/23/2023 (E)		391		383
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
9.000%, 04/23/2024 (E)		1,626		1,594
Bright Bidco, Term Loan B, 1st Lien
4.500%, 06/30/2024		1,127		866
BWay Holding Company , Initial Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 04/03/2024		1,234		1,216
Byju's Cov-Lite, Term Loan, 1st Lien
6.250%, 11/05/2026 (H)		3,592		3,627
Carecentrix 4/18 Cov-Lite, Term Loan, 1st Lien
4.724%, 04/03/2025 (G)		753		748
Carestream Health Inc., 2023 Extended Term Loan, 1st Lien
7.750%, 05/08/2023 (G)		1,366		1,368
Carestream Health Inc., 2023 Extended Term Loan, 2nd Lien
13.500%, 08/08/2023 (G)		2,477		2,403
CBAC Borrower, LLC, Term Loan B, 1st Lien
4.104%, 07/08/2024 (G)		1,486		1,464
CCI Buyer, Inc., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR + 4.000%, 12/17/2027		167		167
Cenveo Corporation, Exit Term Loan, 1st Lien
8.500%, 06/23/2026		2,230		2,188
Cincinnati Bell Inc., Term B-2 Loan, 1st Lien
3.750%, 11/17/2028		105		105
Claire's Stores, Inc., Initial Term Loan, 1st Lien
6.604%, VAR LIBOR + 6.500%, 12/18/2026		1,122		1,114
Clarios Global, Term Loan 1st Lien
3.354%, VAR LIBOR + 3.250%, 04/30/2026		592		588


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
CNT Holdings I Corp, Initial Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.750%, 11/08/2027	$	767	$	767
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
5.104%, VAR LIBOR + 5.000%, 01/04/2026		2,760		2,698
Delta Topco, Inc., Initial Term Loan, 2nd Lien
8.002%, VAR LIBOR + 7.250%, 12/01/2028		891		895
DexKo Global Inc., Term B Loan, 1st Lien
4.250%, 09/22/2028		325		324
DirectTV Financing LLC, Closing Date Term Loan, 1st Lien
5.750%, 08/02/2027		4,251		4,252
DMT Solutions Global Corporation, Initial Term Loan, 1st Lien
8.500%, 07/02/2024 (D)		605		590
DMT Solutions Global Corporation, Term Loan
8.500%, 07/02/2024		593		579
E.W. Scripps Company, The, Tranche B-3 Term Loan, 1st Lien
3.750%, VAR LIBOR + 3.000%, 01/07/2028		518		517
East Valley Tourist Development Authority , Term Loan, 1st Lien
8.500%, VAR LIBOR + 8.000%, 03/07/2022 (D)		2,823		2,815
Emerald Expositions Holding Inc., Initial Term Loan, 1st Lien
2.604%, 05/22/2024		978		936
Endo Luxembourg Finance Company S.a.r.l, Term Loan, 1st Lien
5.750%, 03/27/2028 (G)		754		732
Enterprise Development Authority, Term Loan B, 1st Lien
5.000%, 02/28/2028 (D)(G)		2,748		2,742
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.854%, VAR LIBOR + 3.750%, 10/10/2025 (H)		7,572		6,071
Epic Crude Services, LP, Term Loan, 1st Lien
5.180%, VAR LIBOR + 5.000%, 03/02/2026		1,699		1,317
Epic Y-Grade Services LP, Term Loan, 1st Lien
7.000%, 06/30/2027 (H)		5,494		4,623


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
eResearchTechnology, Inc., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR + 4.500%, 02/04/2027	$	2,370	$	2,376
First Student Bidco Inc, Initial Term B Loan, 1st Lien
3.500%, 07/21/2028 (H)		245		244
First Student Bidco Inc, Initial Term C Loan, 1st Lien
3.500%, 07/21/2028 (H)		90		90
Foresight Energy Operating, LLC, Tranche A Term Loan, 1st Lien
9.500%, VAR LIBOR + 8.000%, 06/30/2027 (D)		226		226
Freeport LNG investments, LLLP, Initial Term B Loan, 1st Lien
4.000%, 11/17/2028		1,560		1,544
Gates Global LLC, Initial B-3 Dollar Term Loan, 1st Lien
3.250%, 03/31/2027 (G)		409		408
Geon Performance Solutions LLC, Initial Term Loan, 1st Lien
5.500%, 08/18/2028		464		467
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.250%, 03/14/2025 (H)		446		444
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR + 4.500%, 01/29/2026		3,430		3,435
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien
3.750%, VAR LIBOR + 3.000%, 08/04/2027		347		346
Greeneden U.S. Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
4.750%, VAR LIBOR + 4.000%, 12/01/2027		283		283
Gulf Finance, LLC, Term Loan, 1st Lien
7.750%, VAR LIBOR + 6.750%, 08/25/2026 (H)		2,017		1,879
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Initial Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.500%, 12/16/2024		306		299
Hoffmaster Group, Term Loan B, 1st Lien
5.000%, 11/21/2023 (G)		501		465


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 05/01/2026	$	426	$	422
IRB Holding Corp., Fourth Amendment Incremental Term Loan, 1st Lien
4.250%, 12/15/2027		228		228
Ivanti Software, Inc., 2021 Specified Refinancing Term Loan, 1st Lien
5.000%, VAR LIBOR + 4.250%, 12/01/2027		1,517		1,518
Ivanti Software, Inc., First Amendment Term Loan, 1st Lien
4.750%, VAR LIBOR + 4.000%, 12/01/2027		300		298
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.250%, 06/23/2023 (B)(D)		2,253		2
Journey Personal Care Corp., Initial Term Loan, 1st Lien
5.000%, 03/01/2028 (G)		2,025		2,022
Jump Financial LLC, Term Loan, 1st Lien
4.000%, 08/07/2028		2,460		2,441
Knight Energy Services, Exit Facility Loan
8.500%, 02/09/2024 (D)(G)		66		—
KNS Acquisition Corp., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR + 6.250%, 04/21/2027		2,175		2,126
LABL, Inc., Initial Dollar Term Loan, 1st Lien
5.500%, 10/20/2028 (H)		287		286
Lifescan Global Corporation, Initial Term Loan, 1st Lien
6.130%, 10/01/2024 (G)		5,659		5,520
Madison IAQ, LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR + 3.250%, 06/21/2028		250		250
Magnite Inc., Initial Term Loan, 1st Lien
5.750%, 04/28/2028 (G)		636		632
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
8.375%, VAR LIBOR + 8.125%, 02/16/2022		5,207		5,031
Mavenir Systems Inc., Initial Term Loan, 1st Lien
5.250%, 08/18/2028		1,095		1,092
MED ParentCo LP, Initial Term Loan, 1st Lien
4.354%, 08/31/2026		642		640


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
MH Sub I, LLC (Micro Holding Corp.), 2020 June New Term Loan, 1st Lien
4.750%, 09/13/2024	$	632	$	633
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
6.250%, VAR LIBOR + 5.250%, 06/21/2027		937		987
Misys Limited, Dollar Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.500%, 06/13/2024		380		378
MLN US HoldCo, LLC, Term B Loan, 1st Lien
4.603%, VAR LIBOR + 4.500%, 11/30/2025		651		627
Monitronics International Inc, Term Loan, 1st Lien
7.750%, VAR LIBOR + 6.500%, 03/29/2024		217		202
Mountaineer Merger Corporation, Initial Term Loan, 1st Lien
7.750%, 10/22/2028		1,485		1,440
Mozart Debt Merger, Term Loan, 1st Lien
3.750%, 09/30/2028 (D)(H)		1,157		1,157
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
4.750%, 09/01/2028		801		781
Navitas Midstream Midland Basin, LLC, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR + 4.500%, 12/13/2024		1,109		1,105
Nexus Buyer LLC, Initial Term Loan, 2nd Lien
6.750%, VAR LIBOR + 6.250%, 11/01/2029		667		666
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien
3.102%, VAR LIBOR + 2.750%, 10/01/2025		424		422
OLA Netherlands B.V., Initial Term Loan
7.000%, 12/03/2026		2,274		2,285
Optiv Inc., Initial Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.250%, 02/01/2024		1,538		1,520
Osmosis Buyer Limited, Initial Term B Loan, 1st Lien
4.500%, 07/31/2028		1,905		1,907
Pactiv Evergreen Inc., Tranche B-3 U.S. Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 09/24/2028		29		29


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Pactiv Evergreen Inc., Tranche B3 US Term Loan, 1st Lien
4.000%, 09/17/2028	$	83	$	83
Padagis LLC, Term B Loan, 1st Lien
5.250%, 07/06/2028		728		724
Parexel International, Term Loan, 1st Lien
4.000%, 08/11/2028		256		256
Park River Holdings Inc., Initial Term Loan, 1st Lien
4.000%, 12/28/2027 (G)		127		126
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.250%, 03/03/2028		348		347
Plantronics Inc., Initial Term Loan B, 1st Lien
2.604%, 07/02/2025 (G)		205		200
Polymer Additives Inc., Closing Date Term Loan, 1st Lien
6.129%, 07/31/2025 (G)		4,428		4,291
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien
8.224%, 03/19/2024 (G)		400		315
8.214%, 03/19/2024 (H)		709		558
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.500%, 09/07/2023 (B)(D)(H)		4,939		2,865
S&S Holdings, LLC, Initial Term Loan, 1st Lien
5.500%, 03/11/2028 (G)		901		900
Sabre GLBL Inc., 2021 Other Term B2 Loan, 1st Lien
4.000%, 12/17/2027		190		187
Serta Simmons Bedding, LLC, Initial Exchange Term Loan, 1st Lien
8.500%, 08/10/2023 (G)		382		356
Shutterfly, Term Loan, 1st Lien
5.750%, 09/25/2026		190		188
SIJ, LLC, Term Loan, 1st Lien
10.139%, 07/15/2026 (D)(G)		1,288		1,272
Skillsoft Finance II Inc., Initial Term Loan, 1st Lien
5.500%, 07/14/2028		187		187
Solenis Holdings LLC, Term B Loan, 1st Lien
4.250%, 09/21/2028		157		156
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026 (G)		1,651		1,644


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
SP PF Buyer, LLC, Closing Date Term Loan, 1st Lien
4.604%, VAR LIBOR + 4.500%, 12/22/2025	$	1,502	$	1,454
Springs Window Fashions LLC, Tranche B Term Loan, 1st Lien
4.750%, 09/17/2028		1,505		1,490
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien
5.132%, VAR LIBOR + 5.000%, 04/16/2026		3,744		3,612
Summer (BC) Bidco B LLC, Additional Facility Term B2 Loan, 1st Lien
5.250%, 12/04/2026		90		90
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
4.500%, VAR LIBOR + 3.750%, 10/01/2026		784		786
Syniverse Holdings, Inc., Initial Term Loan, 2nd Lien
10.000%, VAR LIBOR + 9.000%, 03/11/2024		1,125		1,112
Syniverse Holdings, Inc., Tranche C Term Loan , 1st Lien
6.000%, VAR LIBOR + 5.000%, 03/09/2023		6,322		6,277
Team Health Holdings, Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR + 2.750%, 02/06/2024		3,463		3,301
Tecta America Corp., Term Loan, 1st Lien
5.000%, VAR LIBOR + 4.250%, 04/10/2028		903		902
Thryv Inc., Initial Term Loan, 1st Lien
9.500%, 03/01/2026 (G)		1,027		1,041
Titan Acquisition Limited, Initial Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.000%, 03/28/2025		1,061		1,043
TK Elevator Midco GmbH, Facility Term B1 Loan, 1st Lien
4.000%, 07/30/2027		275		275
Tortoise Borrower, LLC, Initial Term Loan, 1st Lien
4.500%, 01/31/2025 (G)		1,021		752
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
2.500%, 02/28/2025 (H)		443		455
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan, 1st Lien
5.132%, VAR LIBOR + 5.000%, 05/29/2026 (H)		966		802


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Traverse Midstream Partners, LLC, Advance, 1st Lien
5.250%, VAR LIBOR + 4.250%, 09/27/2024	$	506	$	502
Triton Water Holdings, Inc., Initial Term Loan
0.069%, 03/31/2028		18		18
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 03/31/2028		1,286		1,271
Tutor Perini Corporation, Term Loan, 1st Lien
5.750%, 08/18/2027 (G)		1,921		1,921
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
5.104%, VAR LIBOR + 5.000%, 06/26/2026		481		466
UKG Inc., 2021 Incremental Term Loan, 2nd Lien
5.750%, VAR LIBOR + 5.250%, 05/03/2027 (H)		532		533
VeriFone Systems, Inc., Initial Term Loan, 1st Lien
4.178%, VAR LIBOR + 4.000%, 08/20/2025		1,519		1,491
Vertiv Group Corporation, Term Loan, 1st Lien
2.844%, 03/02/2027 (G)		148		147
Whatabrands LLC, Initial Term B Loan, 1st Lien
3.750%, 08/03/2028 (H)		1,039		1,035
White Cap Buyer, LLC, Initial Closing Date Term Loan, 1st Lien
4.500%, VAR LIBOR + 4.000%, 10/19/2027		440		439
Wilsonart, LLC, Tranche E Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.500%, 12/31/2026		2,145		2,142
Wok Holdings Inc., Initial Term Loan, 1st Lien
6.354%, 03/01/2026 (G)		646		639
Woodford Express, LLC, Initial Term Loan, 1st Lien
6.000%, 01/27/2025		2,205		2,181


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 03/09/2027 (H)	$	227	$	224


Total Loan Participations
(Cost $168,636) ($ Thousands)				168,525



ASSET-BACKED SECURITIES — 9.9%
Other Asset-Backed Securities — 9.9%

Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9(I)
0.735%, VAR ICE LIBOR USD 1 Month + 0.550%, 03/15/2019 (A)(B)(D)		587		21
Ares CLO XXXIV, Ser 2020-2A, Cl FR
8.722%, VAR ICE LIBOR USD 3 Month + 8.600%, 04/17/2033 (A)(D)		1,446		1,330
B&M CLO, Ser 2014-1A, Cl E
5.872%, VAR ICE LIBOR USD 3 Month + 5.750%, 04/16/2026 (A)(D)		2,546		1,839
Battalion CLO VII, Ser 2014-7A, Cl SUB
0.000%, 07/17/2028(A)(D)(F)		4,490		718
Battalion CLO VIII, Ser 2015-8A, Cl SUB
0.000%, 07/18/2030(A)(D)(F)		3,390		2,170
Battalion CLO X, Ser 2016-10A, Cl SUB
0.000%, 01/25/2035(A)(D)(F)		4,450		4,066
Battalion CLO XI, Ser 2017-11A, Cl SUB
0.000%, 04/24/2034(A)(D)(F)		5,857		4,803
Battalion CLO XII, Ser 2018-12A, Cl SUB
0.000%, 05/17/2031(A)(D)(F)		4,663		3,375
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032(D)(F)		3,427		2,605
Battalion CLO XVI, Ser 2019-16A, Cl SUB
0.000%, 12/19/2032(A)(D)(F)		2,128		1,947
Battalion CLO XX, Ser 2021-20A
0.000%, 07/15/2034(D)(F)		4,839		4,422
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB
0.000%, 07/20/2029(A)(D)(F)		2,531		683
Benefit Street Partners CLO IV
0.000%, 07/20/2026*(A)(D)(F)		7		3,195
Benefit Street Partners CLO IX
0.000%, 07/20/2025(A)(D)(F)		2,293		1,476
Benefit Street Partners CLO V
0.000%, 10/20/2026(A)(D)(F)		6,387		–
Benefit Street Partners CLO V-B
0.000%, 04/20/2031(D)(F)		10,259		5,365
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB
0.000%, 10/18/2029(A)(D)(F)		7,502		4,218


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB
0.000%, 07/18/2027(D)(F)	$	6,715	$	101
Benefit Street Partners CLO VIII
0.000%, 01/20/2028(A)(D)(F)		6,720		3,427
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB
0.000%, 04/20/2034(A)(D)(F)		7,631		4,350
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB
0.000%, 04/20/2031(A)(D)(F)		3,809		2,626
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB
0.000%, 10/15/2034(A)(D)(F)		3,486		2,783
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB
0.000%, 07/15/2034(A)(D)(F)		2,261		2,214
Benefit Street Partners CLO XXIII, Ser 2021-23A
0.000%, 04/25/2034(D)(F)		5,130		4,135
Blue Ridge CLO II, Ser 2014-2A, Cl D
4.922%, VAR ICE LIBOR USD 3 Month + 4.800%, 07/18/2026 (A)(B)(D)		2,309		1,928
Blue Ridge CLO II, Ser 2014-2A, Cl E
5.922%, VAR ICE LIBOR USD 3 Month + 5.800%, 07/18/2026 (A)(B)(D)		2,761		307
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB
0.000%, 01/15/2026(A)(D)(F)		2,725		1,253
Cathedral Lake V, Ser 2018-5A, Cl SUB
0.000%, 10/21/2030(A)(D)(F)		3,139		1,507
First Eagle Clarendon Fund CLO, Ser 2015-1A, Cl E
6.174%, VAR ICE LIBOR USD 3 Month + 6.050%, 01/25/2027 (A)(D)		2,352		2,315
Great Lakes CLO, Ser 2015-1A, Cl ER
7.482%, VAR ICE LIBOR USD 3 Month + 7.360%, 01/16/2030 (A)(D)		3,253		3,100
Great Lakes CLO, Ser 2015-1A, Cl FR
10.122%, VAR ICE LIBOR USD 3 Month + 10.000%, 01/16/2030 (A)(D)		1,198		1,082
Great Lakes CLO, Ser 2015-1A, Cl SUB
0.000%, 01/16/2030(A)(D)(F)		4,519		2,734
Great Lakes CLO, Ser 2017-1A, Cl ER
7.624%, VAR ICE LIBOR USD 3 Month + 7.500%, 10/15/2029 (A)(D)		3,321		3,227
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A, Cl SUB
0.000%, 10/20/2029(A)(D)(F)		2,484		1,664
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB
0.000%, 07/20/2029(A)(D)(F)		651		613


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
7.192%, VAR ICE LIBOR USD 3 Month + 7.070%, 04/18/2030 (A)(D)	$	1,559	$	1,503
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB
0.000%, 04/18/2030(A)(D)(F)		1,169		715
LCM CLO, Ser 31A
0.000%, 01/20/2032(D)(F)		1,115		926
Lockwood Grove CLO, Ser 2014-1A, Cl SUB
0.000%, 01/25/2030(A)(D)(F)		3,797		2,696
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
5.974%, VAR ICE LIBOR USD 3 Month + 5.850%, 01/25/2030 (A)(D)		2,499		2,437
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB
0.000%, 10/17/2027(A)(D)(F)		3,640		2,040
Neuberger Berman Loan Advisers CLO XLI, Ser 2021-41
0.000%, 04/15/2034(D)(F)		2,534		2,164
Neuberger Berman Loan Advisers CLO XXXIX, Ser 2020-39
0.000%, 01/20/2032(D)(F)		3,294		2,825
Neuberger Berman Loan Advisers CLO XXXVI, Ser 2020-36A, Cl INC
0.000%, 04/20/2033(A)(D)(F)		1,095		855
Neuberger Berman Loan Advisers CLO XXXVIII
0.000%, 10/20/2032(D)(F)		3,438		2,953
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN
0.114%, 04/20/2033 (A)(D)(G)		14		11
NewStar Exeter Fund CLO, Ser 2015-1A, Cl E
7.332%, VAR ICE LIBOR USD 3 Month + 7.200%, 01/20/2027 (A)(D)		3,890		3,694
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB
0.000%, 04/20/2030(A)(D)(F)		7,983		4,269
OCP CLO, Ser 2017-14A, Cl SUB
0.000%, 11/20/2030(A)(D)(F)		1,655		1,010
OCP CLO, Ser 2020-19A, Cl SUB
0.000%, 10/20/2034(A)(D)(F)		1,224		1,297
OCP CLO, Ser 2021-21A
0.000%, 07/20/2034(D)(F)		4,413		3,807
Shackleton CLO, Ser 2014-6RA
0.000%, 07/17/2028(D)(F)		6,388		2,811
Shackleton CLO, Ser 2019-14A, Cl SUB
0.000%, 07/20/2034(A)(D)(F)		1,999		1,459
TCP Whitney CLO, Ser 2017-1I, Cl SUB
0.000%, 08/20/2029(D)(F)		9,085		7,449
TCW CLO, Ser 2017-1A, Cl SUB
0.000%, 10/29/2034(A)(D)(F)		4,194		2,978


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
TCW CLO, Ser 2018-1A, Cl SUB
0.000%, 04/25/2031(A)(D)(F)	$	2,978	$	2,057
TCW CLO, Ser 2019-2A, Cl SUB
0.000%, 10/20/2032(A)(D)(F)		3,528		2,611
TCW CLO, Ser 2020-1
0.000%, 04/20/2028(D)(F)		5,352		3,853
Venture CDO, Ser 2016-25A, Cl SUB
0.000%, 04/20/2029(A)(D)(F)		2,030		903
Venture CLO XXVI, Ser 2017-26A, Cl SUB
0.000%, 01/20/2029(A)(D)(F)		1,609		660
Venture CLO XXVIII, Ser 2017-28A, Cl SUB
0.000%, 07/20/2030(A)(D)(F)		3,228		1,775
Venture CLO XXXV, Ser 2018-35A, Cl SUB
0.000%, 10/22/2031(A)(D)(F)		11,892		5,708
Voya CLO, Ser 2020-2
0.000%, 07/19/2034(D)(F)		4,915		4,835
Wind River CLO, Ser 2021-3
0.000%, 07/20/2033(D)(F)		6,577		5,533

Total Asset-Backed Securities
(Cost $101,966) ($ Thousands)				157,433

	Shares
COMMON STOCK — 2.0%
21st Century Oncology Private Company *(D)		15,311		154
Aquity Holdings Inc *(D)		85,745		965
Arctic Canadian Diamond Company Ltd. *(D)		1,054		—
Aspect Software, Cl CR1 *(D)		27,500		—
Aspect Software, Cl CR2 *(D)		11,134		—
Battalion Oil Corp *		418		4
Berry Corp		331,646		2,793
Cenveo Corporation *(D)		84,157		603
CHC Group *		399		—
Chesapeake Energy Corp		934		60
Civitas Resources		33,962		1,663
Clear Channel Outdoor Holdings Inc, Cl A *		202,317		670
Copper Property Pass-Through Certificates *(D)(E)		147,922		3,402
EP Energy Corp *		15,235		1,325
Frontier Communications Parent Inc *		14,809		437
Guitar Center *(D)		13,905		2,416
Gulfport Energy Operating Corp *		8,256		595
Gymboree Holding Corp *(D)(E)		40,312		—
Hexion Holdings Corp, Cl B *(E)		100,575		2,857
iHeartMedia Inc *		37,193		782
Knight Energy Services *(D)(J)		1,764		—
Magnachip Semiconductor Corp *		22,871		479
Medical Card Systems *(D)		284,758		136
Monitronics International Inc *(D)(K)		211,006		2,278
MYT Holding LLC *(D)		274,755		1,133


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Neiman Marcus Group *(D)		5,934	$	872
Neiman Marcus Group *(D)(E)		620		91
Nine West FKA Premier Brands *(D)		92,548		67
Noble Corp *		15,164		372
Oasis Petroleum Inc		8,448		1,064
Parker Drilling Co *(D)(E)(K)		79,089		356
Penney Borrower LLC *		19,723		242
Quad/Graphics Inc *		54		—
Reichhold Industries *(D)		1,427		2,757
Rue 21 *		1,835		771
SandRidge Energy Inc *		8,295		87
Titan Energy LLC *(D)		22,243		—
Valaris Ltd *		22,905		825
VICI Properties Inc ^‡		52,784		1,590
Whiting Petroleum Corp *		4,453		288
Windstream Services *		10,897		182

Total Common Stock
(Cost $26,524) ($ Thousands)				32,316



PREFERRED STOCK — 0.4%
Boardriders Inc., 0.000% *(D)(E)(F)		215,931		264
Bowlero, 0.000% *(D)(F)		1,110		1,110
Claire's Stores, 0.000% *(D)(E)(F)		777		944
Crestwood Equity Partners, 9.250% (C)(L)		113,214		1,114
FHLMC, 0.000% *(C)(F)		16,903		62
FNMA, 0.000% *(C)(F)		24,650		90
Foresight, 0.000% *(D)(E)(F)		32,601		424
Guitar Center, 0.000% *(D)(F)		365		36
Gulfport Energy, 0.000% *(D)(F)		26		134
Ladenburg Thalmann Financial Services, 6.500% *		64,888		1,113
MPLX, 8.462% *(C)(D)(K)		23,039		806
MYT Holding LLC, 10.000%		325,766		350
ViacomCBS, 5.750% *		11,480		577

Total Preferred Stock
(Cost $6,879) ($ Thousands)				7,024


	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.4%
Air Canada CV to 65.134
4.000% , 07/01/2025	$	260		343
Chesapeake Energy CV to 116.7134
5.500% , 12/31/2049		100		1
DISH Network CV to 15.343
3.375% , 08/15/2026		465		440
Golar LNG CV to 26.9925
2.750% , 02/15/2022		556		555


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Liberty Latin America CV to 48.4315
2.000% , 07/15/2024	$	1,145	$	1,125
Liberty Media CV to 16.776
3.750% , 02/15/2030		2,640		2,007
Liberty Media CV to 22.947
4.000% , 11/15/2029		488		366
Pebblebrook Hotel Trust CV to 39.2549
1.750% , 12/15/2026		715		787
Twitter CV to 7.6905
0.897% , 03/15/2026(A)(M)		765		685

Total Convertible Bonds
(Cost $5,854) ($ Thousands)				6,309


		Number of Warrants
WARRANTS — 0.1%
Carestream Health Inc.
Strike Price $– *^‡^‡(D)		47		–
Chesapeake Energy Corp, Expires 02/12/2026
Strike Price $27.63 *		1,516		61
Chesapeake Energy Corp, Expires 02/12/2026
Strike Price $32.13 *		1,684		60
Chesapeake Energy Corp, Expires 02/12/2026
Strike Price $36.18 *		1,763		57
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(D)		3,680		292
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(D)		3,681		180
Neiman Marcus Group
Strike Price *^‡^‡(D)		3,938		77
Noble Corp, Expires 02/05/2028
Strike Price $0.01 *		22,660		240
SandRidge Energy Inc, Expires 10/07/2022
Strike Price $41.34 *		7,165		–
SandRidge Energy Inc, Expires 10/07/2022
Strike Price $42.03 *		3,017		–
Windstream
Strike Price $– *^‡^‡(D)		104		2
Windstream Services
Strike Price $– *^‡^‡		12,184		232


Total Warrants
(Cost $578) ($ Thousands)				1,201


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
0.020% **^†(N)		1,141	$	1


Total Affiliated Partnership
(Cost $1) ($ Thousands)				1



CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		27,158,850		27,159

Total Cash Equivalent
(Cost $27,159) ($ Thousands)				27,159


Total Investments in Securities — 98.7%
(Cost $1,501,708) ($ Thousands)			$	1,572,388

	Percentages are based on Net Assets of $1,592,544 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
^‡^‡	Expiration date not available.
(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 December 31, 2021, the value of these securities amounted to $1,033,640 ($ Thousands), representing 64.9% of the Net Assets of the Fund.
(B)	Security is in default on interest payment.
(C)	Perpetual security with no stated maturity date.
(D)	Level 3 security in accordance with fair value hierarchy.
(E)	Securities considered restricted. The total market value of such securities as of December 31, 2021 was $17,740 ($ Thousands) and represented 1.1% of the Net Assets of the Fund.
(F)	No interest rate available.
(G)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.
(H)	Unsettled bank loan. Interest rate may not be available.
(I)	Security, or a portion thereof, is owned through a holding entity, 717 AEP Leasing, LLC.
(J)	Security, or a portion thereof, is owned through a holding entity, Knights Energy Topco, LLC.
(K)	Securities considered illiquid. The total value of such securities as of December 31, 2021 was $3,427 ($ Thousands) and represented 0.2% of the Net Assets of the Fund.
(L)	Security is a Master Limited Partnership. At December 31, 2021, such securities amounted to $1,114 ($ Thousands), or 0.1% of the Net Assets of the Fund.
(M)	Zero coupon security. The rate shown on the Schedule of Investments is the security's effective yield at the time of purchase.
(N)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of December 31, 2021 was $1 ($ Thousands).

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

CV — Convertible Security

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

PIK — Payment-in-Kind

REIT — Real Estate investment Trust

Ser — Series

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

The following is a list of the level of inputs used as of December 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)⁽¹⁾		Total ($)
Corporate Obligations		–		1,171,804		616		1,172,420
Loan Participations		–		154,022		14,503		168,525
Asset-Backed Securities		–		–		157,433		157,433
Common Stock		12,662		4,424		15,230		32,316
Preferred Stock		2,131		1,175		3,718		7,024
Convertible Bonds		–		6,309		–		6,309
Warrants		57		593		551		1,201
Affiliated Partnership		–		1		–		1
Cash Equivalent		27,159		–		–		27,159
Total Investments in Securities		42,009		1,338,328		192,051		1,572,388

The following is a reconciliation of the investments in which unobservable inputs (Level 3) were used in determining fair value ($ Thousands):

(1) Of the $192,051 ($ Thousands) in Level 3 securities as of December 31, 2021, $14,547 ($ Thousands) or 0.9% are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes.

For the period ended December 31, 2021, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 61.7%
Banks — 2.1%
HSBC Bank
0.310%, 01/07/2022 (A)	$	2,000	$	2,000
0.270%, 02/02/2022 (A)		1,500		1,500
UBS
0.251%, 07/12/2022 (A)		1,000		998
0.228%, 06/17/2022		1,500		1,500
				5,998
Communications — 1.8%
AT&T
0.230%, 01/10/2022 (A)		2,600		2,600
Bell Canada
0.280%, 01/19/2022 (A)		2,600		2,600
				5,200
Consumer Discretionary — 1.2%
American Honda Finance
0.220%, 01/11/2022 (A)		1,000		1,000
Hyundai Capital America
0.250%, 01/13/2022 (A)		2,500		2,500
				3,500
Consumer Staples — 0.9%
Clorox
0.200%, 01/11/2022 (A)		2,600		2,600

Financials — 48.2%
Antalis
0.250%, 03/08/2022 (A)		3,000		2,999
0.190%, 02/15/2022 (A)		3,000		2,999
0.180%, 02/10/2022 (A)		2,000		1,999
Aon
0.180%, 01/14/2022 (A)		2,500		2,500
ASB Finance
0.185%, 06/21/2022 (A)		2,000		1,997
0.180%, 04/06/2022 (A)		5,000		4,997
0.178%, 03/07/2022 (A)		2,000		1,999
0.164%, 04/20/2022 (A)		2,000		1,999
Atlantic Asset Securitization
0.060%, 01/06/2022 (A)		8,000		8,000
AZN New Zealand Int'l
0.249%, 05/05/2022 (A)		2,000		1,999
Bank of Montreal
0.080%, 01/03/2022 (A)		4,000		4,000
Bayerische Landesbank
0.050%, 01/07/2022 (A)		2,000		2,000
Bedford Row Funding
0.070%, 01/05/2022 (A)		8,000		8,000
Bennington Stark Capital
0.200%, 02/17/2022		1,500		1,500
0.160%, 01/04/2022 (A)		3,000		3,000
BNZ International Funding
0.210%, 01/21/2022 (A)		2,000		2,000


Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Brighthouse Financial
0.211%, 04/25/2022 (A)	$	500	$	499
0.110%, 01/04/2022 (A)		4,000		4,000
Britannia Funding
0.200%, 01/20/2022 (A)		2,000		2,000
0.170%, 02/16/2022 (A)		4,000		3,999
0.150%, 01/06/2022 (A)		5,000		5,000
Caisse d'Amortissement de la Dette Sociale
0.164%, 04/14/2022 (A)		3,000		2,998
Cancara Asset Securitisation
0.158%, 02/01/2022 (A)		5,000		4,999
Chesham Finance VII
0.220%, 01/21/2022 (A)		2,000		2,000
Citigroup Global Markets
0.190%, 06/03/2022 (A)		2,000		1,998
Collateralized Commercial Paper FLEX
0.241%, 08/10/2022 (A)		2,500		2,494
Crown Point Capital
0.340%, 04/25/2022		1,000		1,000
0.320%, 10/07/2022		1,000		1,000
0.301%, 06/01/2022 (A)		1,500		1,497
0.300%, 10/04/2022		2,500		2,496
DBS Bank
0.190%, 02/07/2022 (A)		2,072		2,072
Erste Abwicklungsanstalt
0.140%, 02/15/2022 (A)		2,000		2,000
Goldman Sachs International
0.250%, 09/23/2022 (A)		1,000		997
ING US Funding
0.250%, 04/05/2022 (A)		2,000		1,999
Ionic Capital II Trust
0.178%, 01/20/2022 (A)		1,000		1,000
0.145%, 01/28/2022 (A)		2,500		2,500
LMA Americas
0.200%, 02/01/2022 (A)		2,000		2,000
0.160%, 02/24/2022 (A)		2,000		1,999
Macquarie Bank
0.392%, 01/04/2023		1,500		1,500
National Bank of Canada
0.100%, 01/05/2022 (A)		6,000		6,000
National Securities Clearing
0.110%, 01/03/2022 (A)		3,000		3,000
Nieuw Amsterdam Receivables BV
0.155%, 01/20/2022 (A)		3,000		3,000
Nordea Bank Abp
0.306%, 10/21/2022 (A)		1,000		997
Ridgefield Funding
0.230%, 02/04/2022 (A)		2,000		2,000
0.230%, 02/08/2022 (A)		3,000		2,999
0.200%, 05/02/2022 (A)		2,500		2,498
Skandinaviska Enskilda Banken
0.180%, 05/02/2022 (A)		3,000		2,998


Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Starbird Funding
0.298%, 05/04/2022 (A)	$	2,000	$	1,998
Swedbank NY
0.180%, 02/07/2022 (A)		4,000		4,000
0.175%, 04/20/2022 (A)		2,000		1,999
Washington Morgan Capital
0.500%, 09/01/2022		2,000		1,999
Westpac Banking
0.271%, 10/14/2022 (A)		1,000		997
				138,520
Government — 1.4%
Province of British Columbia Canada
0.150%, 03/08/2022 (A)		4,000		3,999

Materials — 2.8%
Amcor Finance USA
0.280%, 01/14/2022 (A)		2,600		2,600
Great Bear Funding
0.160%, 01/12/2022 (A)		3,000		3,000
Nutrien
0.280%, 01/18/2022 (A)		2,600		2,599
				8,199
Technology — 2.4%
Lime Funding
0.230%, 02/10/2022 (A)		2,000		1,999
0.210%, 01/12/2022 (A)		5,000		5,000
				6,999
Utilities — 0.9%
National Grid North America
0.280%, 01/20/2022 (A)		2,600		2,600

Total Commercial Paper
(Cost $177,626) ($ Thousands)				177,615



CORPORATE OBLIGATIONS — 4.0%
Consumer Discretionary — 2.2%
Jets Stadium Development
0.170%, 04/01/2047 (B)(C)		4,000		4,000
Toyota Motor Credit MTN
0.330%, VAR United States Secured Overnight Financing Rate + 0.280%, 12/14/2022		643		644
0.200%, VAR United States Secured Overnight Financing Rate + 0.150%, 08/15/2022		1,752		1,750

				6,394

Financials — 1.8%
Bank of Montreal
0.200%, VAR United States Secured Overnight Financing Rate + 0.150%, 09/21/2022		2,000		1,999


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Goldman Sachs Bank USA NY
0.220%, VAR United States Secured Overnight Financing Rate + 0.170%, 07/26/2022	$	1,000	$	999
Sumitomo Mitsui Banking
0.220%, VAR United States Secured Overnight Financing Rate + 0.170%, 09/14/2022		2,000		1,999

				4,997

Total Corporate Obligations
(Cost $11,395) ($ Thousands)				11,391



U.S. TREASURY OBLIGATION — 1.4%
U.S. Treasury Bill
0.110%, 04/26/2022 (A)		4,043		4,042

Total U.S. Treasury Obligation
(Cost $4,041) ($ Thousands)				4,042



MUNICIPAL BONDS — 0.7%
California — 0.3%
Tender Option Bond Trust Receipts, Ser 2021-XMT0950, RB
Callable 11/01/2031 @ 100
0.120%, 11/01/2035 (B)(C)		1,000		1,000


New York — 0.4%
Metropolitan Transportation Authority, Ser A, RB
Callable 04/15/2022 @ 100
0.777%, 11/15/2022		1,145		1,146



Total Municipal Bonds
(Cost $2,145) ($ Thousands)				2,146



CERTIFICATES OF DEPOSIT — 27.8%
Australia & New Zealand Banking Group
0.228%, 03/09/2022 (B)		1,500		1,500
0.203%, 03/02/2022 (B)		1,000		1,000
Bank of Montreal
0.230%, 06/06/2022		1,500		1,500
0.214%, 02/23/2022		1,000		1,000
0.205%, 05/16/2022		1,500		1,500
0.196%, 08/15/2022		2,000		2,000
Bank of Nova Scotia
0.250%, 06/17/2022		2,000		2,000
0.210%, 06/03/2022		2,000		2,000


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
Canadian Imperial Bank of Commerce NY
0.350%, 01/06/2023	$	1,000	$	1,000
0.238%, 06/07/2022		2,000		2,000
0.234%, 01/14/2022		1,000		1,000
0.180%, 06/08/2022		2,000		2,000
Credit Industriel et Commercial
0.194%, 05/06/2022		2,000		2,000
Credit Suisse NY
0.300%, 06/01/2022		1,500		1,500
0.270%, 04/08/2022		1,500		1,500
Kookmin Bank
0.334%, 02/07/2022		1,000		1,000
Landesbank Baden-Wuerttemberg NY
0.070%, 01/07/2022		9,500		9,500
0.070%, 01/07/2022		3,000		3,000
Lloyds Bank Corporate Markets NY
0.230%, 08/17/2022		1,200		1,200
Mitsubishi UFJ Trust and Banking NY
0.300%, 04/22/2022		3,000		3,000
MUFG Bank NY
0.330%, 11/01/2022		1,500		1,498
0.300%, 10/31/2022		1,000		999
0.230%, 01/28/2022		2,000		2,000
National Australia Bank
0.260%, 03/29/2022 (B)		1,500		1,501
0.170%, 06/16/2022 (B)		1,500		1,500
Natixis NY
0.220%, 08/05/2022		1,750		1,750
Norinchukin Bank
0.210%, 03/14/2022		5,000		5,000
Standard Chartered Bank NY
0.274%, 03/18/2022		4,000		4,001
0.240%, 09/02/2022		1,500		1,500
Sumitomo Mitsui Banking
0.220%, 06/22/2022		1,500		1,500
0.172%, 01/20/2022		1,750		1,750
0.050%, 01/04/2022		3,000		3,000
Toronto-Dominion Bank
0.300%, 10/25/2022		1,500		1,498
UBS
0.350%, 12/08/2022		1,500		1,500
0.290%, 04/05/2022		1,000		1,000
0.250%, 02/08/2022		2,500		2,500
0.217%, 09/22/2022		2,000		1,998
Westpac Banking
0.178%, 02/17/2022 (B)		2,800		2,800
0.155%, 02/04/2022 (B)		1,500		1,500
Total Certificates of Deposit
(Cost $80,000) ($ Thousands)				79,995


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.0%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		1,290	$	1

Total Cash Equivalent
(Cost $1) ($ Thousands)				1


	Face Amount (Thousands)
REPURCHASE AGREEMENTS (D)— 4.9%
Bank of America Securities
0.050%, dated 12/31/2021, to be repurchased on 1/3/2022, repurchase price $6,000,008 (collateralized by U.S. Treasury obligations, par value $5,608,900, 2.625%, 2/15/2029; with total market value $6,120,021)	$	6,000		6,000
Goldman Sachs & Co
0.050%, dated 12/31/2021, to be repurchased on 1/3/2022, repurchase price $2,000,003 (collateralized by GNMA obligations, ranging in par value $25,000 - $814,348, 2.500% - 4.500%, 12/20/2032 - 7/20/2051; with total market value $2,040,000)		2,000		2,000
TD Securities
0.050%, dated 12/31/2021, to be repurchased on 1/3/2022, repurchase price $6,000,008 (collateralized by U.S. Treasury obligations, par value $5,935,500, 2.500%, 3/31/2023; with total market value $6,120,027)		6,000		6,000

Total Repurchase Agreements
(Cost $14,000) ($ Thousands)				14,000


Total Investments in Securities — 100.5%
(Cost $289,208) ($ Thousands)			$	289,190

	Percentages are based on Net Assets of $287,691 ($ Thousands).
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.
(A)	Zero coupon security. The rate shown on the Schedule of Investments is the security's effective yield at the time of purchase.
(B)	Variable or floating rate security, the interest rate of which adjusts periodically based on prevailing interest rates.
(C)	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 December 31, 2021, the value of these securities amounted to $155,920 ($ Thousands), representing 54.2% of the Net Assets of the Fund.
(D)	Tri-Party Repurchase Agreement.

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities	Level 1		Level 2		Level 3		Total
Commercial Paper	$	–	$	177,615	$	–	$	177,615
Corporate Obligations		–		11,391		–		11,391
U.S. Treasury Obligation		–		4,042		–		4,042
Municipal Bonds		–		2,146		–		2,146
Certificates of Deposit		–		79,995		–		79,995
Cash Equivalent		1		–		–		1
Repurchase Agreements		–		14,000		–		14,000
Total Investments in Securities	$	1	$	289,189	$	–	$	289,190

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

For information on the Fund's policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund's most recent financial statements.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 70.5%
Arizona — 1.2%
Arizona State University, Board of Regents, Ser A, RB
Callable 01/07/2022 @ 100
0.050%, 07/01/2034 (A)	$	500	$	500
Avondale, RB
3.000%, 07/01/2022		270		274
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB
Callable 01/07/2022 @ 100
0.100%, 09/01/2035 (A)(B)		1,500		1,500

				2,274

Connecticut — 1.7%
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser C-3, RB
Callable 01/07/2022 @ 100
0.050%, 11/15/2045 (A)		375		375
Connecticut State, Ser C, GO
Callable 01/07/2022 @ 100
0.090%, 05/15/2034 (A)		2,870		2,870

				3,245

District of Columbia — 2.4%
RBC Municipal Products Trust, Ser 2018-G63, GO
0.090%, 12/01/2023 (A)(B)(C)		2,000		2,000
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB
Callable 10/01/2029 @ 100
0.150%, 10/01/2053 (A)(B)(C)		2,650		2,650

				4,650

Florida — 3.5%
Escambia County, Solid Waste Disposal, Florida Power & Light, RB
Callable 01/07/2022 @ 100
0.030%, 04/01/2039 (A)		3,800		3,800
Miami-Dade County, Industrial Development Authority, Dave and Mary Alper Jewish Community Center Project, RB
Callable 01/07/2022 @ 100
0.050%, 04/01/2032 (A)(B)		2,895		2,895

				6,695


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Georgia — 1.0%
Georgia State, Municipal Electric Authority, Project One, Sub-Ser B, RB
Callable 01/07/2022 @ 100
0.060%, 01/01/2048 (A)(B)	$	2,000	$	2,000


Illinois — 6.5%
Aurora, Fox Valley Counseling Center, RB
Callable 01/07/2022 @ 100
0.060%, 05/01/2028 (A)(B)		1,710		1,710
Illinois State, Development Finance Authority, Glenwood School For Boys, RB
Callable 01/07/2022 @ 100
0.080%, 02/01/2033 (A)(B)		2,000		2,000
Illinois State, Development Finance Authority, YMCA Metropolitan Chicago Project, RB
Callable 01/07/2022 @ 100
0.040%, 06/01/2029 (A)(B)		3,500		3,500
Tender Option Bond Trust Receipts, Ser 2015-XF1043, GO
0.100%, 03/01/2033 (A)(B)(C)		4,250		4,250
University of Illinois, Hospital & Health Sciences System, Ser B, RB
Callable 01/07/2022 @ 100
0.050%, 10/01/2026 (A)(B)		1,100		1,100

				12,560

Indiana — 3.8%
Indiana State, Finance Authority, Stadium Project, Ser 2005, RB
Callable 01/07/2022 @ 100
0.070%, 02/01/2035 (A)		2,000		2,000
Indiana State, Housing & Community Development Authority, Ser B-3, RB
Callable 01/07/2022 @ 100
0.010%, 07/01/2047 (A)		1,000		1,000
Indiana State, Housing & Community Development Authority, Ser C-3, RB
Callable 01/07/2022 @ 100
0.010%, 07/01/2047 (A)		4,400		4,400

				7,400

Iowa — 3.6%
Iowa State, Finance Authority, Bio America Project, RB
Callable 01/07/2022 @ 100
0.110%, 12/01/2041 (A)(B)(C)		2,000		2,000
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB
Callable 02/01/2022 @ 100
0.080%, 09/01/2036 (A)		1,500		1,500


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, Ser B, RB
Callable 01/07/2022 @ 100
0.080%, 05/01/2023 (A)	$	3,000	$	3,000
Iowa State, Finance Authority, UnityPoint Health Project, RB
Callable 01/07/2022 @ 100
0.010%, 02/15/2039 (A)(B)		600		600

				7,100

Louisiana — 1.0%
Louisiana State, Offshore Terminal Authority, RB
Callable 02/01/2022 @ 100
0.050%, 09/01/2033 (A)(B)		1,850		1,850


Maryland — 0.6%
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB
Callable 02/01/2022 @ 100
0.100%, 02/01/2041 (A)		1,070		1,070


Massachusetts — 2.9%
Massachusetts State, Water Resources Authority, Sub-Ser A-3, RB
Callable 01/07/2022 @ 100
0.060%, 08/01/2037 (A)		5,605		5,605


Michigan — 1.6%
Central Michigan University, Ser A, RB
Callable 01/07/2022 @ 100
0.050%, 10/01/2032 (A)(B)		1,400		1,400
Michigan State University, Ser A, RB
Callable 01/07/2022 @ 100
0.060%, 02/15/2033 (A)		1,700		1,700

				3,100

Minnesota — 0.3%
Minneapolis, University Gateway Project, RB
0.100%, 12/01/2040 (A)		500		500


Mississippi — 4.1%
Mississippi State, Business Finance, Chevron USA Project, Ser B, RB
Callable 02/01/2022 @ 100
0.010%, 11/01/2035 (A)		860		860


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Mississippi State, Business Finance, Chevron USA Project, Ser F, RB
Callable 02/01/2022 @ 100
0.010%, 12/01/2030 (A)	$	3,900	$	3,900
Mississippi State, Business Finance, Chevron USA Project, Ser G, RB
Callable 02/01/2022 @ 100
0.010%, 11/01/2035 (A)		3,000		3,000
Mississippi State, Business Finance, Chevron USA Project, Ser I, RB
Callable 02/01/2022 @ 100
0.010%, 11/01/2035 (A)		400		400

				8,160

Missouri — 2.3%
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB
Callable 01/07/2022 @ 100
0.060%, 04/15/2034 (A)(B)		920		920
RBC Municipal Products Trust, Ser C-16, RB
0.120%, 09/01/2039 (A)(B)(C)		3,500		3,500

				4,420

Nevada — 0.4%
Tender Option Bond Trust Receipts, Ser 2020-XF2858, RB
Callable 07/01/2029 @ 100
0.090%, 07/01/2050 (A)(C)		700		700


New Jersey — 6.8%
Deptford, Ser A, GO
1.000%, 07/13/2022		6,100		6,125
Evesham, GO
1.000%, 06/14/2022		4,000		4,014
Park Ridge, GO
1.000%, 04/29/2022		3,257		3,264

				13,403

New York — 7.1%
Kings Point, GO
1.000%, 07/22/2022		2,115		2,124
New York City, Housing Development Corporation, Multi-Family Housing, Ser H, RB
Callable 01/24/2022 @ 100
0.120%, 11/01/2051 (A)		950		950
New York City, Housing Development Corporation, Multi-Family Housing, Ser I, RB
Callable 01/07/2022 @ 100
0.050%, 11/01/2060 (A)		200		200


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
Callable 01/07/2022 @ 100
0.010%, 11/01/2029 (A)	$	1,100	$	1,100
New York State, Housing Finance Agency, Ser A, RB
0.040%, 11/01/2050 (A)(B)		1,000		1,000
Newburgh, GO
1.000%, 05/18/2022		3,370		3,379
Oneida County, Industrial Development Agency, Mohawk Valley Community College Dormitory Project, Ser A, RB
Callable 01/07/2022 @ 100
0.160%, 08/01/2036 (A)(B)		1,100		1,100
RBC Municipal Products Trust, Ser 2018-G5, GO
0.090%, 10/01/2025 (A)(B)(C)		1,900		1,900
Tender Option Bond Trust Receipts, Ser 2017-XF0550, RB
Callable 02/15/2027 @ 100
0.100%, 02/15/2042 (A)(C)		2,000		2,000

				13,753

North Carolina — 1.9%
Charlotte, Governmental Facilities Project, RB
Callable 01/07/2022 @ 100
0.050%, 06/01/2033 (A)		1,990		1,990
Charlotte-Mecklenburg, Hospital Authority, Ser E, RB
Callable 01/07/2022 @ 100
0.010%, 01/15/2044 (A)(B)		1,025		1,025
North Carolina, Medical Care Commission, Ser A, RB
Callable 01/07/2022 @ 100
0.050%, 10/01/2035 (A)		800		800

				3,815

Ohio — 0.5%
Franklin County, Hospital Facilities Revenue, Sub-Ser R, RB
Callable 01/07/2022 @ 100
0.050%, 12/01/2028 (A)(B)		945		945


Pennsylvania — 3.0%
Butler County, Industrial Development Authority, Ser A-R, RB
Callable 01/07/2022 @ 100
0.140%, 05/01/2034 (A)(B)		1,430		1,430
Emmaus, General Authority Revenue, RB
0.090%, 12/01/2028 (A)		200		200


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC
Callable 02/01/2022 @ 100
0.110%, 11/15/2029 (A)	$	175	$	175
Pennsylvania State, Economic Development Financing Authority, PPL Energy Supply Project, RB
Callable 01/07/2022 @ 100
0.140%, 12/01/2037 (A)(B)		3,000		3,000
Philadelphia Gas Works, Ser D, RB
Callable 02/01/2022 @ 100
0.050%, 08/01/2031 (A)(B)		600		600
South Central, General Authority, Wellspan Health Highland Groups, RB
Callable 01/07/2022 @ 100
0.090%, 06/01/2037 (A)		500		500

				5,905

South Dakota — 1.5%
South Dakota State, Housing Development Authority, Ser A, RB
Callable 01/07/2022 @ 100
0.060%, 11/01/2062 (A)		2,960		2,960


Tennessee — 0.8%
Clarksville, Public Building Authority, Pooled Financing, RB
Callable 02/01/2022 @ 100
0.080%, 06/01/2029 (A)(B)		1,500		1,500


Texas — 8.7%
Houston, Combined Utility System Revenue, RB
Callable 01/07/2022 @ 100
0.050%, 05/15/2034 (A)(B)		1,125		1,125
North Fort Bend, Water Authority, Ser 2019-XF0816, RB
0.120%, 06/15/2027 (A)(C)		1,500		1,500
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB
Callable 03/01/2022 @ 100
0.100%, 03/01/2039 (A)		5,300		5,300
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, Ser A, RB
Callable 02/01/2022 @ 100
0.100%, 12/01/2040 (A)		1,000		1,000
Tarrant County, Cultural Education Facilities Finance, Christus Health, RB
Callable 01/07/2022 @ 100
0.050%, 07/01/2047 (A)(B)		1,525		1,525


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Texas State, Veterans Bonds, GO
Callable 02/01/2022 @ 100
0.110%, 12/01/2047 (A)	$	1,930	$	1,930
0.070%, 12/01/2046 (A)		1,000		1,000
0.060%, 12/01/2040 (A)		600		600
Texas State, Veterans Bonds, Ser A, GO
0.060%, 06/01/2041 (A)		300		300
Texas State, Veterans Bonds, Ser B, GO
0.060%, 12/01/2042 (A)		2,500		2,500

				16,780

Virginia — 0.9%
Fairfax County, Industrial Development Authority, Inova Health System Project, RB
Callable 01/07/2022 @ 100
0.060%, 05/15/2042 (A)		1,835		1,835


Washington — 0.2%
Port Tacoma, Sub-Ser B, RB
Callable 01/07/2022 @ 100
0.050%, 12/01/2044 (A)(B)		300		300


West Virginia — 0.2%
West Virginia, Hospital Finance Authority, West Virginia University, RB
Callable 01/07/2022 @ 100
0.050%, 06/01/2034 (A)(B)		375		375


Wisconsin — 2.0%
Wisconsin State, Housing & Economic Development Authority, Ser B, RB
Callable 01/07/2022 @ 100
0.060%, 03/01/2041 (A)		1,845		1,845
Wisconsin State, Housing & Economic Development Authority, Ser C, RB
Callable 01/07/2022 @ 100
0.060%, 05/01/2046 (A)		2,000		2,000

				3,845


Total Municipal Bonds
(Cost $136,746) ($ Thousands)				136,745



TAX-EXEMPT COMMERCIAL PAPER — 29.4%
Brownsville, Utility System
0.160%, 04/14/2022		1,500		1,500
Garland, Water & Sewer
0.160%, 02/16/2022		6,000		6,000
Harris County, Cultural Education Facilities
0.080%, 01/04/2022		2,000		2,000


Description	Face Amount (Thousands)		Market Value ($ Thousands)
TAX-EXEMPT COMMERCIAL PAPER (continued)
King County
0.120%, 02/03/2022	$	1,000	$	1,000
0.110%, 03/08/2022		6,500		6,500
0.090%, 01/11/2022		1,000		1,000
Louisville/Jefferson County
0.110%, 01/20/2022		1,500		1,500
Massachusetts Bay Transportation Authority
0.090%, 02/15/2022		1,500		1,500
Memphis
0.080%, 01/04/2022		1,500		1,500
Michigan State University
0.120%, 02/03/2022		1,260		1,260
0.110%, 01/11/2022		5,500		5,500
Nashville & Davidson County
0.120%, 01/19/2022		1,000		1,000
New York State, Power Authority
0.150%, 04/13/2022		3,885		3,885
0.100%, 01/06/2022		2,000		2,000
North East, Independent School District
0.160%, 03/16/2022		7,500		7,500
Omaha, Public Power District
0.130%, 03/01/2022		1,750		1,750
Port Authority of New York & New Jersey
0.160%, 04/13/2022		2,700		2,699
San Diego, Public Facilities Financing Authority
0.140%, 03/16/2022		1,000		1,000
Texas A&M University
0.120%, 03/02/2022		2,000		2,000
University of Minnesota
0.090%, 01/18/2022		1,500		1,500
University of Texas
0.110%, 02/09/2022		1,500		1,500
University of Washington
0.120%, 02/08/2022		3,000		3,000
Total Tax-Exempt Commercial Paper
(Cost $57,095) ($ Thousands)				57,094


Total Investments in Securities — 99.9%
(Cost $193,841) ($ Thousands)			$	193,839

	Percentages are based on Net Assets of $193,970 ($ Thousands).
(A)	Variable or floating rate security, the interest rate of which adjusts periodically based on prevailing interest rates.
(B)	Securities are held in connection with a letter of credit issued by a major bank.
(C)	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 December 31, 2021, the value of these securities amounted to $20,500 ($ Thousands), representing 10.6% of the Net Assets of the Fund.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.4%
U.S. Treasury Inflation Protected Securities
2.375%, 01/15/2025	$	9,728	$	11,078
2.000%, 01/15/2026		6,421		7,430
0.625%, 04/15/2023		15,516		16,220
0.625%, 01/15/2024		16,794		17,871
0.625%, 01/15/2026		12,949		14,220
0.500%, 04/15/2024		9,333		9,948
0.375%, 07/15/2023		17,489		18,388
0.375%, 07/15/2025		15,325		16,643
0.250%, 01/15/2025		13,864		14,852
0.125%, 01/15/2023		18,196		18,791
0.125%, 07/15/2024		15,222		16,226
0.125%, 10/15/2024		13,442		14,357
0.125%, 04/15/2025		11,050		11,819
0.125%, 10/15/2025		13,352		14,394
0.125%, 10/15/2025		54		59
0.125%, 04/15/2026		10,640		11,481
0.125%, 07/15/2026		12,990		14,103
0.125%, 10/15/2026		14,556		15,829

Total U.S. Treasury Obligations
(Cost $235,080) ($ Thousands)				243,709


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.2%
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		445,295	$	445

Total Cash Equivalent
(Cost $445) ($ Thousands)				445


Total Investments in Securities — 99.6%
(Cost $235,525) ($ Thousands)			$	244,154

	Percentages are based on Net Assets of $245,243 ($ Thousands).
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^†	Investment in Affiliated Security.

Cl — Class

The following is a list of the level of inputs used as of December 31, 2021, in valuing the Fund’s investments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

U.S. Treasury Obligations

–

243,709

–

243,709

Cash Equivalent

445

–

445

Total Investments in Securities

445

243,709

–

244,154

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 87.4%

Communication Services — 9.1%
Activision Blizzard Inc		15,500	$	1,031
Alphabet Inc, Cl A *		5,963		17,275
Alphabet Inc, Cl C *		5,480		15,857
AT&T Inc		141,340		3,477
Charter Communications Inc, Cl A *		2,400		1,565
Comcast Corp, Cl A		90,027		4,531
Discovery Inc, Cl A *		3,529		83
Discovery Inc, Cl C *		6,485		149
DISH Network Corp, Cl A *		5,273		171
Electronic Arts Inc		5,628		742
Fox Corp		9,553		345
Interpublic Group of Cos Inc/The		7,597		285
Live Nation Entertainment Inc *		2,700		323
Lumen Technologies Inc		17,614		221
Match Group Inc *		5,500		727
Meta Platforms Inc, Cl A *		46,784		15,736
Netflix Inc *		8,733		5,261
News Corp, Cl A		7,630		170
News Corp, Cl B		2,600		58
Omnicom Group Inc		4,369		320
Take-Two Interactive Software Inc, Cl A *		2,300		409
T-Mobile US Inc *		11,700		1,357
Twitter Inc *		15,900		687
Verizon Communications Inc		81,941		4,258
ViacomCBS Inc, Cl B		12,387		374
Walt Disney Co/The *		35,930		5,565

				80,977
Consumer Discretionary — 11.2%
Advance Auto Parts Inc		1,294		310
Amazon.com Inc, Cl A *		8,626		28,762
AutoZone Inc *		429		899
Bath & Body Works Inc		5,206		363
Best Buy Co Inc		4,478		455
Booking Holdings Inc *		819		1,965
BorgWarner Inc		4,701		212
Caesars Entertainment Inc *		4,200		393
CarMax Inc *		3,256		424
Carnival Corp *		16,280		328
Chipotle Mexican Grill Inc, Cl A *		560		979
Darden Restaurants Inc		2,634		397
Dollar General Corp		4,673		1,102
Dollar Tree Inc *		4,385		616
Domino's Pizza Inc		695		392
DR Horton Inc		6,486		703
eBay Inc		12,247		814
Etsy Inc *		2,500		547
Expedia Group Inc *		2,815		509
Ford Motor Co		77,676		1,613
Gap Inc/The		4,298		76
Garmin Ltd		3,004		409


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
General Motors Co *		28,677	$	1,681
Genuine Parts Co		2,904		407
Hasbro Inc		2,498		254
Hilton Worldwide Holdings Inc *		5,500		858
Home Depot Inc/The		20,844		8,650
Las Vegas Sands Corp *		6,800		256
Lennar Corp, Cl A		5,374		624
LKQ Corp		5,300		318
Lowe's Cos Inc		13,681		3,536
Marriott International Inc/MD, Cl A *		5,451		901
McDonald's Corp		14,807		3,969
MGM Resorts International		7,900		355
Mohawk Industries Inc *		1,158		211
Newell Brands Inc, Cl B		7,413		162
NIKE Inc, Cl B		25,333		4,222
Norwegian Cruise Line Holdings Ltd *		7,800		162
NVR Inc *		61		360
O'Reilly Automotive Inc *		1,350		953
Penn National Gaming Inc *		3,100		161
Pool Corp		743		421
PulteGroup Inc		5,243		300
PVH Corp		1,420		152
Ralph Lauren Corp, Cl A		960		114
Ross Stores Inc		7,149		817
Royal Caribbean Cruises Ltd *		4,410		339
Starbucks Corp		23,357		2,732
Tapestry Inc		5,434		221
Target Corp, Cl A		9,675		2,239
Tesla Inc *		16,061		16,973
TJX Cos Inc/The		23,876		1,813
Tractor Supply Co		2,278		544
Ulta Beauty Inc *		1,051		433
Under Armour Inc, Cl A *		3,646		77
Under Armour Inc, Cl C *		4,081		74
VF Corp		6,440		472
Whirlpool Corp		1,209		284
Wynn Resorts Ltd *		2,217		189
Yum! Brands Inc		5,897		819

				99,321
Consumer Staples — 5.3%
Altria Group Inc		36,469		1,728
Archer-Daniels-Midland Co		11,141		753
Brown-Forman Corp, Cl B		3,685		268
Campbell Soup Co		4,272		186
Church & Dwight Co Inc		4,800		492
Clorox Co/The		2,422		422
Coca-Cola Co/The		76,923		4,555
Colgate-Palmolive Co		16,648		1,421
Conagra Brands Inc		9,392		321
Constellation Brands Inc, Cl A		3,270		821
Costco Wholesale Corp		8,690		4,933


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Estee Lauder Cos Inc/The, Cl A		4,544	$	1,682
General Mills Inc		12,041		811
Hershey Co/The		2,886		558
Hormel Foods Corp		5,816		284
J M Smucker Co/The		2,104		286
Kellogg Co		5,194		335
Kimberly-Clark Corp		6,677		954
Kraft Heinz Co/The		14,200		510
Kroger Co/The		13,448		609
Lamb Weston Holdings Inc		2,900		184
McCormick & Co Inc/MD		4,964		479
Molson Coors Beverage Co, Cl B		3,724		173
Mondelez International Inc, Cl A		27,653		1,834
Monster Beverage Corp *		7,465		717
PepsiCo Inc		27,340		4,749
Philip Morris International Inc		30,837		2,930
Procter & Gamble Co/The		47,819		7,822
Sysco Corp, Cl A		10,143		797
Tyson Foods Inc, Cl A		5,775		503
Walgreens Boots Alliance Inc		14,207		741
Walmart Inc		28,088		4,064

				46,922
Energy — 2.4%
APA Corp		6,901		186
Baker Hughes Co, Cl A		16,315		392
Chevron Corp		38,092		4,470
ConocoPhillips		26,056		1,881
Coterra Energy Inc		16,598		315
Devon Energy Corp		12,406		546
Diamondback Energy Inc, Cl A		3,400		367
EOG Resources Inc		11,627		1,033
Exxon Mobil Corp		83,781		5,127
Halliburton Co		17,542		401
Hess Corp		5,374		398
Kinder Morgan Inc		38,614		612
Marathon Oil Corp		15,992		263
Marathon Petroleum Corp		12,050		771
Occidental Petroleum Corp		17,528		508
ONEOK Inc		8,854		520
Phillips 66		8,699		630
Pioneer Natural Resources Co		4,523		823
Schlumberger NV, Cl A		27,837		834
Valero Energy Corp		8,097		608
Williams Cos Inc/The		24,146		629

				21,314
Financials — 9.3%
Aflac Inc		12,218		713
Allstate Corp/The		5,812		684
American Express Co		12,418		2,032
American International Group Inc		16,305		927
Ameriprise Financial Inc		2,266		684


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Arthur J Gallagher & Co		4,137	$	702
Assurant Inc		1,182		184
Bank of America Corp		142,868		6,356
Bank of New York Mellon Corp/The		14,943		868
Berkshire Hathaway Inc, Cl B *		36,224		10,831
BlackRock Inc		2,815		2,577
Brown & Brown Inc		4,700		330
Capital One Financial Corp		8,415		1,221
Cboe Global Markets Inc		2,100		274
Charles Schwab Corp/The		29,735		2,501
Chubb Ltd		8,466		1,637
Cincinnati Financial Corp		2,993		341
Citigroup Inc		39,234		2,369
Citizens Financial Group Inc		8,400		397
CME Group Inc		7,148		1,633
Comerica Inc		2,773		241
Discover Financial Services		5,946		687
FactSet Research Systems Inc		700		340
Fifth Third Bancorp		13,651		595
First Republic Bank/CA		3,500		723
Franklin Resources Inc		5,536		185
Globe Life Inc		1,864		175
Goldman Sachs Group Inc/The		6,701		2,564
Hartford Financial Services Group Inc/The		6,861		474
Huntington Bancshares Inc/OH		29,147		449
Intercontinental Exchange Inc		11,180		1,529
Invesco Ltd		6,912		159
JPMorgan Chase & Co		58,426		9,252
KeyCorp		18,752		434
Lincoln National Corp		3,609		246
Loews Corp		4,189		242
M&T Bank Corp		2,508		385
MarketAxess Holdings Inc		779		320
Marsh & McLennan Cos Inc		10,017		1,741
MetLife Inc		14,012		876
Moody's Corp		3,204		1,251
Morgan Stanley		28,375		2,785
MSCI Inc, Cl A		1,633		1,001
Nasdaq Inc, Cl A		2,287		480
Northern Trust Corp		4,071		487
People's United Financial Inc		8,489		151
PNC Financial Services Group Inc/The		8,397		1,684
Principal Financial Group Inc, Cl A		4,833		350
Progressive Corp/The		11,621		1,193
Prudential Financial Inc		7,377		798
Raymond James Financial Inc		3,600		361
Regions Financial Corp		18,860		411
S&P Global Inc		4,707		2,221
Signature Bank/New York NY, Cl B		1,200		388
SVB Financial Group, Cl B *		1,133		768
Synchrony Financial		11,201		520
T Rowe Price Group Inc		4,440		873


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Travelers Cos Inc/The		4,952	$	775
Truist Financial Corp		26,382		1,545
US Bancorp		26,702		1,500
W R Berkley Corp		2,800		231
Wells Fargo & Co		79,077		3,794
Zions Bancorp NA		3,337		211

				82,656
Health Care — 11.6%
Abbott Laboratories		34,924		4,915
AbbVie Inc		34,993		4,738
ABIOMED Inc *		866		311
Agilent Technologies Inc		6,085		971
Align Technology Inc *		1,445		950
AmerisourceBergen Corp, Cl A		2,954		392
Amgen Inc, Cl A		11,063		2,489
Anthem Inc		4,838		2,243
Baxter International Inc		9,892		849
Becton Dickinson and Co		5,667		1,425
Biogen Inc *		2,950		708
Bio-Rad Laboratories Inc, Cl A *		448		339
Bio-Techne Corp		800		414
Boston Scientific Corp *		28,392		1,206
Bristol-Myers Squibb Co		44,032		2,745
Cardinal Health Inc		5,903		304
Catalent Inc *		3,400		435
Centene Corp *		11,632		958
Cerner Corp		5,812		540
Charles River Laboratories International Inc *		1,000		377
Cigna Corp		6,520		1,497
Cooper Cos Inc/The, Cl A		1,000		419
CVS Health Corp		26,160		2,699
Danaher Corp, Cl A		12,591		4,143
DaVita Inc *		1,357		154
DENTSPLY SIRONA Inc		4,371		244
Dexcom Inc *		1,934		1,038
Edwards Lifesciences Corp, Cl A *		12,416		1,609
Eli Lilly & Co		15,666		4,327
Gilead Sciences Inc		24,813		1,802
HCA Healthcare Inc		4,743		1,219
Henry Schein Inc *		2,644		205
Hologic Inc *		5,000		383
Humana Inc		2,545		1,181
IDEXX Laboratories Inc *		1,694		1,115
Illumina Inc *		3,084		1,173
Incyte Corp *		3,800		279
Intuitive Surgical Inc *		7,010		2,519
IQVIA Holdings Inc *		3,800		1,072
Johnson & Johnson		52,127		8,917
Laboratory Corp of America Holdings *		1,917		602
McKesson Corp		3,075		764


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Merck & Co Inc		50,066	$	3,837
Mettler-Toledo International Inc *		460		781
Moderna Inc *		6,900		1,752
Organon & Co		4,966		151
PerkinElmer Inc		2,269		456
Pfizer Inc		110,969		6,553
Quest Diagnostics Inc		2,378		411
Regeneron Pharmaceuticals Inc *		2,110		1,333
ResMed Inc		2,900		755
Stryker Corp		6,676		1,785
Teleflex Inc		932		306
Thermo Fisher Scientific Inc		7,810		5,211
UnitedHealth Group Inc		18,582		9,331
Universal Health Services Inc, Cl B		1,542		200
Vertex Pharmaceuticals Inc *		4,958		1,089
Viatris Inc, Cl W *		23,811		322
Waters Corp *		1,220		455
West Pharmaceutical Services Inc		1,500		704
Zimmer Biomet Holdings Inc		4,153		528
Zoetis Inc, Cl A		9,373		2,287

				102,917
Industrials — 6.5%
3M Co		11,426		2,030
A O Smith Corp		2,600		223
Alaska Air Group Inc *		2,600		135
American Airlines Group Inc *		12,725		229
AMETEK Inc		4,564		671
Boeing Co/The *		10,909		2,196
Carrier Global Corp		17,307		939
Caterpillar Inc, Cl A		10,645		2,201
CH Robinson Worldwide Inc		2,687		289
Cintas Corp		1,685		747
Copart Inc *		4,200		637
CSX Corp		43,664		1,642
Cummins Inc		2,863		625
Deere & Co		5,568		1,909
Delta Air Lines Inc, Cl A *		12,622		493
Dover Corp		2,846		517
Emerson Electric Co		11,926		1,109
Equifax Inc		2,376		696
Expeditors International of Washington Inc		3,408		458
Fastenal Co, Cl A		11,444		733
FedEx Corp		4,869		1,259
Fortive Corp		7,054		538
Fortune Brands Home & Security Inc		2,800		299
Generac Holdings Inc *		1,226		431
General Dynamics Corp		4,565		952
General Electric Co		21,724		2,052
Honeywell International Inc		13,652		2,847
Howmet Aerospace Inc		7,492		238
Huntington Ingalls Industries Inc, Cl A		800		149


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
IDEX Corp		1,500	$	354
IHS Markit Ltd		7,900		1,050
Illinois Tool Works Inc		5,631		1,390
Ingersoll Rand Inc		8,014		496
Jacobs Engineering Group Inc		2,621		365
JB Hunt Transport Services Inc		1,645		336
L3Harris Technologies Inc		3,871		825
Leidos Holdings Inc		2,900		258
Lockheed Martin Corp		4,893		1,739
Masco Corp		4,823		339
Norfolk Southern Corp		4,802		1,430
Northrop Grumman Corp		2,964		1,147
Old Dominion Freight Line Inc, Cl A		1,850		663
Otis Worldwide Corp		8,453		736
PACCAR Inc		6,919		611
Parker-Hannifin Corp, Cl A		2,552		812
Quanta Services Inc		2,782		319
Raytheon Technologies Corp		29,548		2,543
Republic Services Inc		4,162		580
Robert Half International Inc		2,259		252
Rockwell Automation Inc		2,335		815
Rollins Inc		4,675		160
Roper Technologies Inc		2,117		1,041
Snap-on Inc		1,055		227
Southwest Airlines Co, Cl A *		11,733		503
Stanley Black & Decker Inc		3,211		606
Textron Inc		4,437		342
TransDigm Group Inc *		1,009		642
Union Pacific Corp		12,742		3,210
United Airlines Holdings Inc *		6,300		276
United Parcel Service Inc, Cl B		14,411		3,089
United Rentals Inc *		1,399		465
Verisk Analytics Inc, Cl A		3,200		732
Waste Management Inc		7,682		1,282
Westinghouse Air Brake Technologies Corp		3,690		340
WW Grainger Inc		847		439
Xylem Inc/NY		3,548		425

				58,083
Information Technology — 25.4%
Adobe Inc *		9,356		5,305
Advanced Micro Devices Inc *		22,000		3,166
Akamai Technologies Inc *		3,174		371
Amphenol Corp, Cl A		11,940		1,044
Analog Devices Inc		10,660		1,874
ANSYS Inc *		1,700		682
Apple Inc		308,309		54,746
Applied Materials Inc		17,871		2,812
Arista Networks Inc *		4,500		647
Autodesk Inc, Cl A *		4,305		1,211
Automatic Data Processing Inc		8,342		2,057
Broadcom Inc		8,091		5,384


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Broadridge Financial Solutions Inc		2,314	$	423
Cadence Design Systems Inc *		5,500		1,025
CDW Corp/DE		2,700		553
Ceridian HCM Holding Inc *		2,700		282
Cisco Systems Inc/Delaware		83,397		5,285
Citrix Systems Inc		2,526		239
Cognizant Technology Solutions Corp, Cl A		10,477		929
Corning Inc, Cl B		15,171		565
DXC Technology Co *		4,976		160
Enphase Energy Inc *		2,700		494
EPAM Systems Inc *		1,100		735
F5 Inc, Cl A *		1,191		291
Fidelity National Information Services Inc, Cl B		11,953		1,305
Fiserv Inc, Cl A *		11,864		1,231
FleetCor Technologies Inc *		1,600		358
Fortinet Inc *		2,700		970
Gartner Inc *		1,669		558
Global Payments Inc		5,789		783
Hewlett Packard Enterprise Co		25,610		404
HP Inc		22,610		852
Intel Corp		80,326		4,137
International Business Machines Corp		17,768		2,375
Intuit Inc		5,545		3,567
IPG Photonics Corp *		700		120
Jack Henry & Associates Inc		1,400		234
Juniper Networks Inc		6,477		231
Keysight Technologies Inc *		3,600		743
KLA Corp		2,949		1,268
Lam Research Corp		2,796		2,011
Mastercard Inc, Cl A		17,127		6,154
Microchip Technology Inc		10,874		947
Micron Technology Inc		22,271		2,075
Microsoft Corp		148,493		49,941
Monolithic Power Systems Inc		800		395
Motorola Solutions Inc		3,302		897
NetApp Inc		4,428		407
NortonLifeLock Inc		11,808		307
NVIDIA Corp		49,341		14,512
NXP Semiconductors NV		5,300		1,207
Oracle Corp, Cl B		31,933		2,785
Paychex Inc		6,400		874
Paycom Software Inc *		920		382
PayPal Holdings Inc *		23,279		4,390
PTC Inc *		2,100		254
Qorvo Inc *		2,205		345
QUALCOMM Inc		22,168		4,054
salesforce.com Inc *		19,278		4,899
ServiceNow Inc *		3,900		2,532
Skyworks Solutions Inc		3,207		497
SolarEdge Technologies Inc *		1,000		281
Synopsys Inc *		3,000		1,105


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Teledyne Technologies Inc *		922	$	403
Teradyne Inc		3,300		540
Texas Instruments Inc		18,252		3,440
Trimble Inc *		5,000		436
Tyler Technologies Inc *		837		450
VeriSign Inc *		1,878		477
Visa Inc, Cl A		33,165		7,187
Western Digital Corp *		6,038		394
Xilinx Inc		6,287		1,333
Zebra Technologies Corp, Cl A *		1,013		603

				225,930
Materials — 1.9%
Air Products and Chemicals Inc		4,409		1,342
Albemarle Corp		2,320		542
Avery Dennison Corp		1,676		363
Ball Corp		6,512		627
Celanese Corp, Cl A		2,200		370
CF Industries Holdings Inc		4,437		314
Corteva Inc		14,591		690
Dow Inc		14,825		841
DuPont de Nemours Inc		10,407		841
Eastman Chemical Co		2,598		314
Ecolab Inc		4,946		1,160
FMC Corp		2,449		269
Freeport-McMoRan Inc, Cl B		29,262		1,221
International Flavors & Fragrances Inc		4,962		748
International Paper Co		7,673		360
LyondellBasell Industries NV, Cl A		5,213		481
Martin Marietta Materials Inc, Cl A		1,265		557
Mosaic Co/The		7,110		279
Newmont Corp		15,904		986
Nucor Corp		5,548		633
Packaging Corp of America		1,900		259
PPG Industries Inc		4,670		805
Sealed Air Corp		2,958		200
Sherwin-Williams Co/The, Cl A		4,814		1,695
Vulcan Materials Co		2,630		546
Westrock Co		5,292		235

				16,678
Real Estate — 2.5%
Alexandria Real Estate Equities Inc ^‡		2,712		605
American Tower Corp, Cl A ^‡		8,992		2,630
AvalonBay Communities Inc ^‡		2,722		687
Boston Properties Inc ^‡		2,908		335
CBRE Group Inc, Cl A *		6,625		719
Crown Castle International Corp ^‡		8,528		1,780
Digital Realty Trust Inc, Cl A ^‡		5,600		990
Duke Realty Corp ^‡		7,500		492
Equinix Inc ^‡		1,780		1,506
Equity Residential ^‡		6,733		609
Essex Property Trust Inc ^‡		1,260		444


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Extra Space Storage Inc ^‡		2,600	$	589
Federal Realty Investment Trust ^‡		1,400		191
Healthpeak Properties Inc ^‡		10,630		384
Host Hotels & Resorts Inc *^‡		14,012		244
Iron Mountain Inc ^‡		5,576		292
Kimco Realty Corp ^‡		12,496		308
Mid-America Apartment Communities Inc ^‡		2,300		528
Prologis Inc ^‡		14,669		2,470
Public Storage ^‡		3,000		1,124
Realty Income Corp ^‡		10,918		782
Regency Centers Corp ^‡		3,100		233
SBA Communications Corp, Cl A ^‡		2,163		841
Simon Property Group Inc ^‡		6,558		1,048
UDR Inc ^‡		5,500		330
Ventas Inc ^‡		7,710		394
Vornado Realty Trust ^‡		3,131		131
Welltower Inc ^‡		8,307		712
Weyerhaeuser Co ^‡		14,760		608

				22,006
Utilities — 2.2%
AES Corp/The		13,012		316
Alliant Energy Corp		4,900		301
Ameren Corp		5,044		449
American Electric Power Co Inc		9,929		883
American Water Works Co Inc		3,600		680
Atmos Energy Corp		2,700		283
CenterPoint Energy Inc		12,117		338
CMS Energy Corp		5,913		385
Consolidated Edison Inc		6,978		595
Dominion Energy Inc		15,968		1,254
DTE Energy Co		3,841		459
Duke Energy Corp		15,198		1,594
Edison International		7,564		516
Entergy Corp		3,977		448
Evergy Inc		4,500		309
Eversource Energy		6,844		623
Exelon Corp		19,490		1,126
FirstEnergy Corp		10,840		451
NextEra Energy Inc		38,792		3,622
NiSource Inc		8,213		227
NRG Energy Inc		4,664		201
Pinnacle West Capital Corp		2,394		169
PPL Corp		15,139		455
Public Service Enterprise Group Inc		9,957		664
Sempra Energy		6,347		840
Southern Co/The		20,982		1,439
WEC Energy Group Inc		6,237		605
Xcel Energy Inc		10,646		721

				19,953


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Total Common Stock
(Cost $323,947) ($ Thousands)			$	776,757



FOREIGN COMMON STOCK — 2.4%

Bermuda — 0.0%
Everest Re Group Ltd		800		219



Ireland — 0.8%
Accenture PLC, Cl A		12,528		5,194
Eaton Corp PLC		7,939		1,372

				6,566

Switzerland — 0.1%
TE Connectivity Ltd		6,503		1,049



United Kingdom — 1.5%
Allegion plc		1,794		238
Amcor PLC		30,309		364
Aon PLC, Cl A		4,309		1,295


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Aptiv PLC *		5,341	$	881
Johnson Controls International plc		14,238		1,158
Linde PLC		10,182		3,527
Medtronic PLC		26,641		2,756
Nielsen Holdings PLC		7,080		145
Pentair PLC		3,177		232
Seagate Technology Holdings PLC		4,143		468
STERIS PLC		1,943		473
Trane Technologies PLC		4,703		950
Willis Towers Watson PLC		2,447		581

				13,068

Total Foreign Common Stock
(Cost $8,817) ($ Thousands)				20,902


Total Investments in Securities — 89.8%
(Cost $332,764) ($ Thousands)			$	797,659



	Contracts
*PURCHASED SWAPTIONS — 1.0%**
Total Purchased Swaptions (A)
(Cost $7,544) ($ Thousands)		126,633,735	$	8,613

A list of open OTC swaption contracts held by the Fund at December 31, 2021 is as follows:

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

A list of the open forward foreign currency contracts held by the Fund at December 31, 2021 is as follows:

A list of open OTC swap agreements held by the Fund at December 31, 2021 is as follows:

A list of open centrally cleared swap agreements held by the Fund at December 31, 2021 is as follows:

	Percentages are based on Net Assets of $888,227 ($ Thousands).
*	Non-income producing security.
^	Security is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of December 31, 2021.
^‡	Real Estate Investment Trust.

BPs— Basis Points

Cl — Class

EAFE — Europe, Australasia and Far East

Ltd. — Limited

MSCI — Morgan Stanley Capital International

OTC — Over The Counter

PLC — Public Limited Company

S&P— Standard & Poor's

SAR— Saudi Riyal

SOFR — Secured Overnight Financing Rate

USD — U.S. Dollar

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

776,757

–

776,757

Foreign Common Stock

20,902

–

20,902

Total Investments in Securities

797,659

–

797,659

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Purchased Swaptions

–

8,613

–

8,613

Futures Contracts*

Unrealized Appreciation

1,271

–

1,271

Forwards Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

–

(26

)

–

(26

)

OTC Swaps

Total Return Swaps*

Unrealized Appreciation

–

1,622

–

1,622

Centrally Cleared Swaps

Interest Rate Swaps*

Unrealized Appreciation

–

3,653

–

3,653

Unrealized Depreciation

–

(573

)

–

(573

)

Total Other Financial Instruments

1,271

13,291

–

14,562

*	Futures contracts, forwards contracts, and swap contracts are valued at the unrealized appreciation/ (depreciation) on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

Amounts designated as “—” are $0 or have been rounded to $0.


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 32.4%

Communication Services — 2.9%
Alphabet Inc, Cl A *		380	$	1,101
Altice USA Inc, Cl A *		4,841		78
AMC Networks Inc, Cl A *		1,258		43
Clear Channel Outdoor Holdings Inc, Cl A *		7,401		25
Consolidated Communications Holdings Inc *		206,147		1,542
DISH Network Corp, Cl A *		101,478		3,292
Hemisphere Media Group Inc, Cl A *		4,761		35
Loyalty Ventures Inc *		–		—
News Corp, Cl A		58,557		1,306
Spanish Broadcasting System, Cl A		1,428		7
Take-Two Interactive Software Inc, Cl A *		7,401		1,315
Twitter Inc *		22,633		978
United States Cellular Corp *		2,408		76
Urban One		4,577		16
Urban One, Cl A		5,478		26
ViacomCBS Inc, Cl B		22,537		680
Windstream Services *		5,206		87
ZoomInfo Technologies, Cl A *		19,536		1,254
Zynga Inc, Cl A *		206,527		1,322

				13,183
Consumer Discretionary — 2.7%
Accel Entertainment, Cl A *		4,386		57
Amazon.com Inc, Cl A *		482		1,607
American Axle & Manufacturing Holdings Inc *		73,357		684
AMMO *		109,840		599
Bloomin' Brands Inc *		63,761		1,338
Brinker International Inc *		35,647		1,304
Casper Sleep *		13,170		88
Cenveo Corporation *(A)		6,082		44
Everi Holdings Inc *		2,456		52
Full House Resorts *		74,008		896
General Motors Co *		2,315		136
Guitar Center *(A)(B)		2,167		376
JD.com ADR *		14,821		1,039
Macy's Inc		1,934		51
Penn National Gaming Inc *		6,222		323
Tapestry Inc		16,142		655
Terminix Global Holdings Inc *		23,903		1,081
Texas Roadhouse Inc, Cl A		15,016		1,341
Veoneer Inc *		4,281		152
Wynn Resorts Ltd *		7,774		661

				12,484
Consumer Staples — 0.2%
Coty Inc, Cl A *		22,201		233
Sanderson Farms Inc		3,668		701

				934


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Energy — 0.9%
APA Corp		45,108	$	1,213
Chesapeake Energy Corp		3,227		208
Civitas Resources		3,031		149
NexGen Energy *		131,430		574
Parker Drilling Co *(A)(C)(D)		4,414		20
Valaris Ltd *		2,471		89
Viper Energy Partners LP (E)		78,153		1,665

				3,918
Financials — 3.5%
26 Capital Acquisition, Cl A *		6,509		64
Advanced Merger Partners *		255		3
AF Acquisition		2,804		28
Agile Growth		8,265		82
Angel Pond Holdings		5,090		50
Arctos NorthStar Acquisition		10,081		101
Astrea Acquisition, Cl A		8,100		80
Atlantic Coastal Acquisition, Cl A		18,200		178
Beard Energy Transition Acquisition		714		7
Berenson Acquisition I *		4,308		43
BioPlus Acquisition		47,083		471
Black Spade Acquisition *		41,200		412
Blue Ocean Acquisition		47,213		472
BOA Acquisition		12,709		127
Build Acquisition *(C)		1,560		15
Bullpen Parlay Acquisition *		20,733		210
Clarim Acquisition, Cl A *		2,252		22
Colicity		4,654		46
Colonnade Acquisition II		9,247		91
Comerica Inc		18,423		1,603
Crescera Capital Acquisition		7,137		72
Crown PropTech Acquisitions, Cl A		25,344		251
Crypto 1 Acquisition *		21,784		220
DHB Capital *		14,847		147
DHC Acquisition *		1,425		14
DiamondHead Holdings, Cl A		10,133		100
Digital Transformation Opportunities		8,908		88
ECP Environmental Growth Opportunities, Cl A *		4,597		45
EQ Health Acquisition (C)		17,180		173
Evo Acquisition (C)		22,645		225
Fintech Evolution Acquisition Group, Cl A *		17,133		167
Flagstar Bancorp Inc		1,000		48
Fortress Value Acquisition IV *		638		6
G&P Acquisition, Cl A *		28,975		284
Gaming & Hospitality Acquisition		10,124		100
Global Partner Acquisition II *		11,688		115
Golden Arrow Merger		8,680		85
Golden Falcon Acquisition, Cl A *		447		4
Gores Technology Partners II, Cl A *		5,161		51
GX Acquisition II (C)		10,918		108


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Healthcare Capital, Cl A		2,552	$	25
Howard Bancorp Inc *		1,386		30
Inflection Point Acquisition		5,700		57
InterPrivate II Acquisition		7,668		76
InterPrivate IV InfraTech Partners		7,186		71
Investors Bancorp Inc		53,300		808
Kismet Acquisition Three		15,810		153
LAMF Global Ventures I		26		—
Leo Holdings II		1,439		14
LF Capital Acquisition II		714		7
Marblegate Acquisition		4,304		43
MDH Acquisition, Cl A *		4,499		44
Mission Advancement, Cl A		57,657		561
Nabors Energy Transition		1,427		14
NightDragon Acquisition		1,439		14
Noble Corp *		1,654		41
Noble Rock Acquisition, Cl A *		17,735		172
Northern Star Investment IV		5,047		50
OneMain Holdings Inc, Cl A		1,522		76
Orion Acquisition		2,436		24
Pearl Holdings Acquisition *		20,000		200
Penney Borrower LLC *		3,070		38
People's United Financial Inc		20,976		374
Peridot Acquisition II *		10,922		108
Phoenix Biotech Acquisition		7,126		72
Pine Technology Acquisition (C)		18,129		183
Plum Acquisition I		5,674		55
Priveterra Acquisition *		14,584		145
PROG Holdings Inc		22,196		1,001
Ribbit LEAP *(C)		56,719		564
Rosecliff Acquisition I, Cl A		23,980		235
RXR Acquisition *		3,781		37
Science Strategic Acquisition Alpha		11,414		113
SCP & CO Healthcare Acquisition *		2,840		29
ShoulderUp Technology Acquisition *		1,427		14
Silvergate Capital, Cl A *		6,477		960
Skydeck Acquisition		37,555		372
Social Leverage Acquisition I		66		1
Tailwind International Acquisition *(C)		15,880		157
TB Acquisition (C)		21,719		215
TCV Acquisition, Cl A		50,160		495
Thunder Bridge Capital Partners III, Cl A *		755		8
TLG Acquisition One *		11,077		110
TPB Acquisition I		86		1
Twelve Seas Investment II, Cl A		18,340		178
TZP Strategies Acquisition		9,979		99
VPC Impact Acquisition Holdings II, Cl A *		2,246		22
Worldwide Webb Acquisition		161		2
XPAC Acquisition		207		2
Zions Bancorp NA		23,843		1,506


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Z-Work Acquisition *		7,794	$	77

				16,061
Health Care — 2.5%
Arena Pharmaceuticals Inc *		16,949		1,575
Bausch Health *		140,066		3,867
Definitive Healthcare Corp, Cl A *(C)		29,145		797
Intersect ENT Inc *		29,508		806
Jazz Pharmaceuticals PLC *		2,592		330
Monitronics International Inc *(A)(B)(C)		18,437		199
Ortho Clinical Diagnostics Holdings *		3,055		65
Quidel Corp *		354		48
Viatris Inc, Cl W *		245,035		3,315

				11,002
Industrials — 2.9%
Air Transport Services Group Inc *		84,290		2,476
AutoStore Holdings		78,629		310
Canadian Pacific Railway		1		—
IHS Markit Ltd		14,646		1,947
Kirby Corp *		40,876		2,429
RR Donnelley & Sons Co *		2,357		27
Spirit AeroSystems Holdings Inc, Cl A		56,767		2,446
Thomson Reuters		7,016		839
Timken Co/The		20,037		1,388
Uber Technologies Inc *		32,393		1,358

				13,220
Information Technology — 9.4%
Advanced Micro Devices Inc *		4,635		667
Alliance Data Systems Corp		12,598		839
Aquity Holdings Inc *(A)		3,945		44
Bill.com Holdings Inc *		4,250		1,059
CDW Corp/DE		2,372		486
Cirrus Logic Inc *		7,249		667
CommScope Holding Co Inc *		61,521		679
Dlocal Ltd/Uruguay, Cl A *		31,874		1,138
Dynatrace Inc *		28,680		1,731
EPAM Systems Inc *		1,021		682
Fidelity National Information Services Inc, Cl B		12,503		1,365
Flex *		52,037		954
Gitlab, Cl A		119		10
HubSpot Inc *		1,287		848
Intuit Inc		2,982		1,918
Mandiant Inc *		187,780		3,294
Mastercard Inc, Cl A		2,818		1,013
McAfee Corp, Cl A		1,634		42
MicroStrategy Inc, Cl A *		1,198		652
Momentive Global *		15,110		320
NeoPhotonics Corp *		23,558		362
Nuance Communications Inc *		87,660		4,849
NVIDIA Corp		3,256		958


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sailpoint Technologies Holdings Inc *		27,850	$	1,346
salesforce.com Inc *		3,555		903
Semtech Corp *		7,110		632
Shift4 Payments Inc, Cl A *		17,185		996
SS&C Technologies Holdings Inc		16,450		1,349
StoneCo Ltd, Cl A *		39,197		661
Stratim Cloud Acquisition *(A)		949		9
Vishay Intertechnology Inc		111,284		2,434
Vonage Holdings Corp *		63,026		1,310
Vontier Corp		53,233		1,636
Western Digital Corp *		19,986		1,303
Xilinx Inc		25,625		5,433

				42,589
Materials — 5.0%
Allegheny Technologies Inc *		157,039		2,502
Arctic Canadian Diamond Company Ltd. *(A)(B)		228		—
Ardagh Metal Packaging SA *		274,257		2,477
Century Aluminum Co *		148,567		2,460
CF Industries Holdings Inc		34,879		2,469
Constellium, Cl A *		128,053		2,294
Eagle Materials Inc		15,327		2,551
Ferro *		8,736		191
FMC Corp		12,325		1,354
Gatos Silver *		35,659		370
Hexion Holdings Corp, Cl B *(D)		9,735		277
Interfor		85,950		2,757
Libbey Glass Inc. *(A)		1,227		12
O-I Glass Inc, Cl I *		35,771		430
Olin Corp		41,779		2,403
Tronox Holdings		1,384		33

				22,580
Real Estate — 2.4%
Copper Property Pass-Through Certificates *(A)(D)		23,020		530
CyrusOne Inc ^‡		19,668		1,765
Kimco Realty Corp ^‡		110,848		2,732
Opendoor Technologies Inc *^‡		71,611		1,046
Park Hotels & Resorts Inc *^‡		174,633		3,297
Zillow Group Inc, Cl C *^‡		21,202		1,354

				10,724
Utilities — 0.0%
Vistra Corp		4,131		94


Total Common Stock
(Cost $145,010) ($ Thousands)				146,789


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 15.9%
Communication Services — 1.5%
Altice France
10.500%, 05/15/2027 (F)	$	1,179	$	1,268
5.500%, 01/15/2028 (F)		99		98
5.500%, 10/15/2029 (F)		757		746
AMC Entertainment Holdings
6.125%, 05/15/2027		55		39
5.750%, 06/15/2025		5		4
AMC Networks
4.250%, 02/15/2029		110		109
CCO Holdings
5.375%, 06/01/2029 (F)		50		54
4.500%, 08/15/2030 (F)		200		205
4.250%, 01/15/2034 (F)		247		243
DISH DBS
7.750%, 07/01/2026		225		237
7.375%, 07/01/2028		40		41
5.750%, 12/01/2028 (F)		135		136
5.250%, 12/01/2026 (F)		25		25
5.125%, 06/01/2029		145		132
Frontier Communications Holdings
6.000%, 01/15/2030 (F)		141		142
Gray Television
7.000%, 05/15/2027 (F)		268		286
iHeartCommunications
8.375%, 05/01/2027		301		317
Intelsat Luxembourg
8.125%, 06/01/2023 (G)		45		–
Midas OpCo Holdings
5.625%, 08/15/2029 (F)		289		296
Salem Media Group
6.750%, 06/01/2024 (F)		221		221
Scripps (Escrow Security)
5.875%, 07/15/2027 (F)		160		168
Scripps II (Escrow Security)
5.375%, 01/15/2031 (F)		114		116
Spanish Broadcasting System
9.750%, 03/01/2026 (F)		158		163
T-Mobile USA
3.500%, 04/15/2031		65		68
3.375%, 04/15/2029		65		66
Trilogy International South Pacific
8.875%, 05/15/2023 (F)		316		313
Urban One
7.375%, 02/01/2028 (F)		605		623
Windstream Escrow
7.750%, 08/15/2028 (F)		514		545

Wp
5.500%, 01/15/2030	EUR	145		168
				6,829


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Discretionary — 2.8%
1011778 BC ULC / New Red Finance Inc
4.375%, 01/15/2028 (F)	$	70	$	71
Abercrombie & Fitch Management
8.750%, 07/15/2025 (F)		202		218
Allen Media
10.500%, 02/15/2028 (F)		363		379
Altice Financing
5.750%, 08/15/2029 (F)		215		213
American Greetings
8.750%, 04/15/2025 (F)		265		272
Bath & Body Works
7.600%, 07/15/2037		5		6
6.750%, 07/01/2036		175		216
6.625%, 10/01/2030 (F)		60		68
Caesars Entertainment
8.125%, 07/01/2027 (F)		514		569
Carnival
10.500%, 02/01/2026 (F)		95		108
9.875%, 08/01/2027 (F)		270		309
5.750%, 03/01/2027 (F)		15		15
Cengage Learning
9.500%, 06/15/2024 (F)		390		392
Chukchansi Economic Development Authority
8.000%, 04/15/2028 (F)		20		20
Clarios Global/Clarios US Finance
4.375%, 05/15/2026	EUR	100		117
Constellation
8.500%, 09/15/2025 (F)	$	137		130
CSC Holdings
5.750%, 01/15/2030 (F)		530		528
4.625%, 12/01/2030 (F)		388		367
Cumulus Media New Holdings
6.750%, 07/01/2026 (F)		199		206
Dave & Buster's
7.625%, 11/01/2025 (F)		144		154
Diamond Sports Group
6.625%, 08/15/2027 (F)		312		87
5.375%, 08/15/2026 (F)		385		192
DIRECTV Holdings
5.875%, 08/15/2027 (F)		80		82
Dornoch Debt Merger Sub
6.625%, 10/15/2029 (F)		185		183
EC Finance
3.000%, 10/15/2026	EUR	427		497
Empire Communities
7.000%, 12/15/2025 (F)	$	175		181
Empire Resorts
7.750%, 11/01/2026 (F)		460		462
Everi Holdings
5.000%, 07/15/2029 (F)		138		139


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ferrellgas
5.875%, 04/01/2029 (F)	$	49	$	47
5.375%, 04/01/2026 (F)		123		119
Getty Images
9.750%, 03/01/2027 (F)		170		180
Golden Entertainment
7.625%, 04/15/2026 (F)		442		462
Goodyear Tire & Rubber
9.500%, 05/31/2025		110		119
Houghton Mifflin Harcourt Publishers
9.000%, 02/15/2025 (F)		515		538
Liberty Interactive
8.250%, 02/01/2030		325		356
Mohegan Gaming & Entertainment
8.000%, 02/01/2026 (F)		634		666
NCL
12.250%, 05/15/2024 (F)		328		389
10.250%, 02/01/2026 (F)		50		58
5.875%, 03/15/2026 (F)		100		100
3.625%, 12/15/2024 (F)		70		66
Panther BF Aggregator 2
8.500%, 05/15/2027 (F)		273		289
Papa John's International
3.875%, 09/15/2029 (F)		114		113
Party City Holdings
5.750%, VAR ICE LIBOR USD 6 Month + 5.000%, 07/15/2025 (F)		176		166
Penn National Gaming
4.125%, 07/01/2029 (F)		285		276
PetSmart
4.750%, 02/15/2028 (F)		91		93
Radiate Holdco
6.500%, 09/15/2028 (F)		95		95
Royal Caribbean Cruises
11.500%, 06/01/2025 (F)		167		187
10.875%, 06/01/2023 (F)		120		131
9.125%, 06/15/2023 (F)		65		69
5.500%, 08/31/2026 (F)		90		92
4.250%, 07/01/2026 (F)		70		68
Scientific Games International
8.250%, 03/15/2026 (F)		41		43
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (F)		310		308
SWF Escrow Issuer
6.500%, 10/01/2029 (F)		107		103
Tenneco
5.125%, 04/15/2029 (F)		200		195
Terrier Media Buyer
8.875%, 12/15/2027 (F)		295		319
Travel + Leisure
4.500%, 12/01/2029 (F)		191		193


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
VOC Escrow
5.000%, 02/15/2028 (F)	$	135	$	134
White Capital Parent
8.250%cash/9.000% PIK, 03/15/2026 (F)		125		128
William Hill MTN
4.750%, 05/01/2026	GBP	200		279
Wynn Las Vegas
5.500%, 03/01/2025 (F)	$	50		52
5.250%, 05/15/2027 (F)		60		61
4.250%, 05/30/2023 (F)		15		15
Wynn Resorts Finance
7.750%, 04/15/2025 (F)		120		126
5.125%, 10/01/2029 (F)		263		267

				13,083

Consumer Staples — 0.7%
Albertsons
7.500%, 03/15/2026 (F)		1,452		1,550
New Albertsons
8.700%, 05/01/2030		235		295
Post Holdings
5.500%, 12/15/2029 (F)		5		5
4.625%, 04/15/2030 (F)		95		97
4.500%, 09/15/2031 (F)		171		170
Rite Aid
8.000%, 11/15/2026 (F)		76		78
7.700%, 02/15/2027		345		315
US Foods
6.250%, 04/15/2025 (F)		157		163
Vector Group
10.500%, 11/01/2026 (F)		225		233
5.750%, 02/01/2029 (F)		305		297

				3,203

Energy — 3.0%
Aethon United BR
8.250%, 02/15/2026 (F)		160		172
Antero Midstream Partners
7.875%, 05/15/2026 (F)		15		16
5.750%, 03/01/2027 (F)		125		130
Antero Resources
7.625%, 02/01/2029 (F)		102		113
Ascent Resources Utica Holdings
8.250%, 12/31/2028 (F)		43		45
5.875%, 06/30/2029 (F)		351		338
Blue Racer Midstream
6.625%, 07/15/2026 (F)		155		160
Carrizo Oil & Gas
8.250%, 07/15/2025		200		197
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (A)(B)		225		2


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CNX Midstream Partners
4.750%, 04/15/2030 (F)	$	25	$	25
CNX Resources
7.250%, 03/14/2027 (F)		95		101
Comstock Resources
7.500%, 05/15/2025 (F)		199		205
CQP Holdco
5.500%, 06/15/2031 (F)		598		624
CrownRock
5.625%, 10/15/2025 (F)		271		277
DCP Midstream Operating
3.250%, 02/15/2032		125		126
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (F)		122		127
Energy Transfer
6.625%, VAR ICE LIBOR USD 3 Month + 4.155%(H)		83		79
EnLink Midstream
5.625%, 01/15/2028 (F)		80		83
5.375%, 06/01/2029		60		61
EQT
7.500%, 02/01/2030		115		148
6.625%, 02/01/2025		50		56
GAC Holdco
12.000%, 08/15/2025 (F)		272		294
Genesis Energy
8.000%, 01/15/2027		150		155
7.750%, 02/01/2028		110		111
Harvest Midstream I
7.500%, 09/01/2028 (F)		467		500
Howard Midstream Energy Partners
6.750%, 01/15/2027 (F)		315		323
ITT Holdings
6.500%, 08/01/2029 (F)		115		114
Laredo Petroleum
10.125%, 01/15/2028		40		42
9.500%, 01/15/2025		125		127
MC Brazil Downstream Trading SARL
7.250%, 06/30/2031 (F)		840		836
New Fortress Energy
6.750%, 09/15/2025 (F)		70		71
6.500%, 09/30/2026 (F)		81		80
NGL Energy Operating
7.500%, 02/01/2026 (F)		120		124
NGL Energy Partners
7.500%, 11/01/2023		290		286
7.500%, 04/15/2026		65		56
6.125%, 03/01/2025		145		124
Northern Oil and Gas
8.125%, 03/01/2028 (F)		245		258
Oasis Midstream Partners
8.000%, 04/01/2029 (F)		392		427


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Occidental Petroleum
6.125%, 01/01/2031	$	40	$	49
5.500%, 12/01/2025		70		78
4.625%, 06/15/2045		120		124
4.500%, 07/15/2044		10		10
4.400%, 04/15/2046		10		10
OQ SAOC MTN
5.125%, 05/06/2028 (F)		200		203
PBF Holding
9.250%, 05/15/2025 (F)		263		250
7.250%, 06/15/2025		195		139
Petrofac
9.750%, 11/15/2026 (F)		505		515
Petroleos Mexicanos
6.950%, 01/28/2060 (F)		351		313
6.875%, 10/16/2025 (F)		223		244
6.700%, 02/16/2032 (F)		156		158
5.950%, 01/28/2031 (F)		305		296
4.500%, 01/23/2026		211		213
3.500%, 01/30/2023		604		610
Petroleos Mexicanos MTN
6.750%, 09/21/2047		403		358
Range Resources
9.250%, 02/01/2026		706		761
Rockcliff Energy II
5.500%, 10/15/2029 (F)		512		527
Secure Energy Services
7.250%, 12/30/2026 (F)	CAD	221		176
Shelf Drilling Holdings
8.875%, 11/15/2024 (F)	$	60		62
8.250%, 02/15/2025 (F)		270		197
Strathcona Resources
6.875%, 08/01/2026 (F)		320		315
Summit Midstream Holdings
8.500%, 10/15/2026 (F)		69		72
Tallgrass Energy Partners
6.000%, 09/01/2031 (F)		272		269
Targa Resources Partners
4.000%, 01/15/2032 (F)		145		151
Transocean
11.500%, 01/30/2027 (F)		185		181
6.800%, 03/15/2038		290		157
Tullow Oil
10.250%, 05/15/2026 (F)		662		669
Vine Energy Holdings
6.750%, 04/15/2029 (F)		184		200

				14,320

Financials — 2.4%
AG Issuer
6.250%, 03/01/2028 (F)		180		187


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Avianca Midco 2
9.000%, 12/01/2028 (F)	$	368	$	371
Barclays
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.842%(H)		195		209
Citigroup Global Markets Holdings
12.575%, 03/31/2022 (F)(I)	EGP	13,128		814
Enact Holdings
6.500%, 08/15/2025 (F)	$	140		153
Finance of America Funding
7.875%, 11/15/2025 (F)		435		428
Freedom Mortgage
8.250%, 04/15/2025 (F)		398		407
6.625%, 01/15/2027 (F)		360		352
Goldman Sachs International MTN
13.111%, 01/13/2022 (F)(I)	EGP	11,900		756
Home Point Capital
5.000%, 02/01/2026 (F)	$	130		121
HSBC Bank
0.000%, 02/10/2022 (F)(I)	EGP	6,825		430
Jane Street Group
4.500%, 11/15/2029 (F)	$	220		222
JPMorgan Chase Bank MTN
12.396%, 03/17/2022 (F)(I)	EGP	9,141		570
LD Holdings Group
6.500%, 11/01/2025 (F)	$	165		163
6.125%, 04/01/2028 (F)		130		122
MDGH - GMTN BV MTN
4.500%, 11/07/2028		200		230
New Residential Investment
6.250%, 10/15/2025 (F)		280		281
Novo Banco MTN
3.500%, 01/02/2043	EUR	20		22
3.500%, 01/23/2043		280		312
OneMain Finance
7.125%, 03/15/2026	$	105		120
6.875%, 03/15/2025		100		111
PennyMac Financial Services
5.750%, 09/15/2031 (F)		15		15
4.250%, 02/15/2029 (F)		160		154
Sabre GLBL
9.250%, 04/15/2025 (F)		259		293
7.375%, 09/01/2025 (F)		70		73
Saracen Development
14.000%cash/3.000% PIK, 10/15/2025 (F)		390		432
Shimao Group Holdings
6.125%, 02/21/2024		1,003		643
United Wholesale Mortgage
5.750%, 06/15/2027 (F)		200		200
VistaJet Malta Finance
10.500%, 06/01/2024 (F)		789		844


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
VTB Bank Via VTB Capital
6.950%, 10/17/2022	$	653	$	669
WeWork
7.875%, 05/01/2025 (F)		570		545
5.000%, 07/10/2025 (F)		97		84

				10,333

Government — 0.4%
CBB International Sukuk Programme WLL
3.875%, 05/18/2029 (F)		1,894		1,847



Health Care — 1.3%
Akumin
7.000%, 11/01/2025 (F)		400		381
Akumin Escrow
7.500%, 08/01/2028 (F)		125		117
Bausch Health
9.000%, 12/15/2025 (F)		109		115
7.250%, 05/30/2029 (F)		160		158
7.000%, 01/15/2028 (F)		70		70
6.250%, 02/15/2029 (F)		315		299
5.250%, 01/30/2030 (F)		155		136
5.000%, 02/15/2029 (F)		218		192
4.875%, 06/01/2028 (F)		35		36
Bausch Health Americas
9.250%, 04/01/2026 (F)		68		72
Cano Health
6.250%, 10/01/2028 (F)		415		415
Centene
4.625%, 12/15/2029		198		214
3.375%, 02/15/2030		239		243
CHS
6.875%, 04/15/2029 (F)		67		68
6.125%, 04/01/2030 (F)		267		264
4.750%, 02/15/2031 (F)		135		136
DaVita
3.750%, 02/15/2031 (F)		212		207
Endo DAC
9.500%, 07/31/2027 (F)		194		198
6.000%, 06/30/2028 (F)		128		95
Endo Finance
5.750%, 01/15/2022 (F)		130		120
Endo Luxembourg Finance I S.A.R.L.
6.125%, 04/01/2029 (F)		25		25
Envision Healthcare
8.750%, 10/15/2026 (F)		125		72
FXI Holdings
12.250%, 11/15/2026 (F)		200		225
7.875%, 11/01/2024 (F)		123		125
Grifols Escrow Issuer
3.875%, 10/15/2028	EUR	216		246


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lannett
7.750%, 04/15/2026 (F)	$	385	$	296
RegionalCare Hospital Partners Holdings
9.750%, 12/01/2026 (F)		429		453
Tenet Healthcare
4.375%, 01/15/2030 (F)		170		172
Trulieve Cannabis Corp
8.000%, 10/06/2026		309		315
Varex Imaging
7.875%, 10/15/2027 (F)		203		226
Verisure Midholding
5.250%, 02/15/2029	EUR	131		151

				5,842

Industrials — 1.0%
American Airlines
5.750%, 04/20/2029 (F)	$	135		144
5.500%, 04/20/2026 (F)		90		94
Bombardier
7.875%, 04/15/2027 (F)		65		67
7.500%, 12/01/2024 (F)		25		26
7.500%, 03/15/2025 (F)		105		107
Builders FirstSource
6.750%, 06/01/2027 (F)		323		341
CoreLogic
4.500%, 05/01/2028 (F)		257		256
Delta Air Lines
7.000%, 05/01/2025 (F)		79		90
Fortress Transportation and Infrastructure Investors
9.750%, 08/01/2027 (F)		240		269
6.500%, 10/01/2025 (F)		50		52
Garda World Security
9.500%, 11/01/2027 (F)		194		209
GFL Environmental
4.750%, 06/15/2029 (F)		280		282
4.375%, 08/15/2029 (F)		105		104
Icahn Enterprises
4.375%, 02/01/2029		165		161
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (A)(G)		495		–
OHL Operaciones
6.600%, cash/6.600% PIK, 03/31/2026	EUR	146		155
OT Merger
7.875%, 10/15/2029 (F)	$	165		162
PGT Innovations
4.375%, 10/01/2029 (F)		87		87
Team Health Holdings
6.375%, 02/01/2025 (F)		120		113
Tervita
11.000%, 12/01/2025 (F)		98		113


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TransDigm
8.000%, 12/15/2025 (F)	$	324	$	342
6.250%, 03/15/2026 (F)		437		454
Triumph Group
8.875%, 06/01/2024 (F)		43		47
7.750%, 08/15/2025		220		218
6.250%, 09/15/2024 (F)		20		20
Tutor Perini
6.875%, 05/01/2025 (F)		370		373
Western Global Airlines
10.375%, 08/15/2025 (F)		160		178

				4,464

Information Technology — 0.6%
Arches Buyer
4.250%, 06/01/2028 (F)		366		366
Boxer Parent
9.125%, 03/01/2026 (F)		158		165
Castle US Holding
9.500%, 02/15/2028 (F)		170		177
CommScope
8.250%, 03/01/2027 (F)		185		190
7.125%, 07/01/2028 (F)		409		402
6.000%, 03/01/2026 (F)		150		154
CommScope Technologies
6.000%, 06/15/2025 (F)		188		188
5.000%, 03/15/2027 (F)		35		33
Magnum Holdings
5.375%, 10/31/2026 (F)		138		143
Presidio Holdings
8.250%, 02/01/2028 (F)		618		658
Twilio
3.875%, 03/15/2031		65		66
3.625%, 03/15/2029		65		65
Veritas US
7.500%, 09/01/2025 (F)		260		269

				2,876

Materials — 1.5%
Ardagh Packaging Finance
5.250%, 08/15/2027 (F)		297		299
Braskem Idesa SAPI
6.990%, 02/20/2032 (F)		368		369
CEMEX Materials
7.700%, 07/21/2025 (F)		265		297
Cleveland-Cliffs
9.875%, 10/17/2025 (F)		88		100
Cornerstone Chemical
6.750%, 08/15/2024 (F)		1,145		1,025
Domtar
6.750%, 10/01/2028 (F)		345		354


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
First Quantum Minerals
7.500%, 04/01/2025 (F)	$	650	$	669
6.500%, 03/01/2024 (F)		208		210
Freeport-McMoRan
5.450%, 03/15/2043		195		245
LSB Industries
6.250%, 10/15/2028 (F)		230		239
Mineral Resources
8.125%, 05/01/2027 (F)		265		286
Mountain Province Diamonds
8.000%, 12/15/2022 (D)(F)		390		360
NMG Holding
7.125%, 04/01/2026 (D)(F)		265		281
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(D)(F)(G)		460		–
Novelis
3.875%, 08/15/2031 (F)		80		80
Rain CII Carbon
7.250%, 04/01/2025 (F)		335		343
Rayonier AM Products
7.625%, 01/15/2026 (F)		152		161
Tacora Resources
8.250%, 05/15/2026 (F)		165		165
Trident Merger Sub
6.625%, 11/01/2025 (F)		79		79
Trident TPI Holdings
9.250%, 08/01/2024 (F)		114		119
Tronox
4.625%, 03/15/2029 (F)		593		592

				6,273

Real Estate — 0.2%
Diversified Healthcare Trust
9.750%, 06/15/2025		210		227
4.375%, 03/01/2031		85		82
Realogy Group
9.375%, 04/01/2027 (F)		187		202
5.750%, 01/15/2029 (F)		280		287

				798



Utilities — 0.5%
Eskom Holdings SOC MTN
8.450%, 08/10/2028		1,158		1,245
NRG Energy
3.875%, 02/15/2032 (F)		277		272
Oryx Funding
5.800%, 02/03/2031 (F)		212		224
Talen Energy Supply
10.500%, 01/15/2026 (F)		110		47
7.625%, 06/01/2028 (F)		5		4
7.250%, 05/15/2027 (F)		120		106


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.625%, 01/15/2028 (F)	$	75	$	66
6.500%, 06/01/2025		95		38
Vistra
7.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(F)(H)		69		70
Vistra Operations
5.500%, 09/01/2026 (F)		55		57

				2,129

Total Corporate Obligations
(Cost $71,614) ($ Thousands)				71,997


	Shares
REGISTERED INVESTMENT COMPANIES — 11.1%
Merger Fund , Cl L		2,877,796		49,843
Sprott Physical Uranium Trust		19,864		219

Total Registered Investment Companies
(Cost $46,437) ($ Thousands)				50,062


	Face Amount (Thousands)
SOVEREIGN DEBT — 4.2%

Angolan Government International Bond
9.375%, 05/08/2048	$	636		621
8.000%, 11/26/2029		1,176		1,158
Argentine Republic Government International Bond
3.875% , 07/09/2022		495		187
3.500%, 07/09/2022		75		26
1.500%, 07/09/2022		1,933		619
Bahrain Government International Bond
7.000%, 01/26/2026		400		439
Ecuador Government International Bond
2.500% , 07/31/2022		484		318
Egypt Government International Bond MTN
7.600%, 03/01/2029		663		657
7.500%, 01/31/2027		877		912
5.875%, 02/16/2031(F)		365		323
Ghana Government International Bond
7.750%, 04/07/2029		534		446
6.399%, 04/07/2025(F)(I)		200		140
Jordan Government International Bond
5.850%, 07/07/2030(F)		289		292
4.950%, 07/07/2025(F)		433		446
Nigeria Government International Bond
7.625%, 11/21/2025		1,688		1,797
7.375%, 09/28/2033(F)		329		313


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Oman Government International Bond
7.000%, 01/25/2051(F)	$	214	$	224
6.750%, 01/17/2048		495		503
6.250%, 01/25/2031		596		651
Oman Sovereign Sukuk
4.875%, 06/15/2030(F)		200		212
Paraguay Government International Bond
4.625%, 01/25/2023		1,810		1,869
Saudi Government International Bond MTN
3.750%, 01/21/2055(F)		300		322
2.750%, 02/03/2032(F)		972		1,000
South Africa Government Bond
10.500%, 12/21/2026	ZAR	21,618		1,498
8.875%, 02/28/2035		3,107		175
8.250%, 03/31/2032		1,346		76
South Africa Government International Bond
8.000%, 01/31/2030		9,470		547
Turkey Government International Bond
6.375%, 10/14/2025	$	506		493
Ukraine Government International Bond
7.375%, 09/25/2032		1,100		979
6.876%, 05/21/2029		1,269		1,121
0.026%, 05/31/2040		890		809

Total Sovereign Debt
(Cost $19,577) ($ Thousands)				19,173



LOAN PARTICIPATIONS — 4.2%
1236904 B.C. Ltd., Initial Term Loan, 1st Lien
5.604%, 03/04/2027 (J)		260		255
Advisors Group, 1st Lien
4.604%, 07/31/2026		60		60
Aegion, 1st Lien
5.500%, 05/17/2028		140		140
Agrofresh Inc., Initial Term Loan, 1st Lien
7.250%, 12/31/2024 (J)		201		202
American Gaming, Term Loan, 1st Lien
14.000%, 02/15/2024 (A)(J)		128		130
American Greetings, Term Loan, 1st Lien
5.500%, 04/06/2024 (J)		171		171
American Tire, 1st Lien
7.000%, 10/08/2028 (K)		285		286
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 03/11/2028 (A)		199		198
Aquity Solutions, 1st Lien
6.750%, 09/13/2026 (A)(B)		440		440


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Arctic Canadian Diamond Company Ltd., Term Loan A-2, 1st Lien
6.000%, 12/31/2024 (A)(B)	$	35	$	35
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (A)(B)		229		229
Aveanna Healthcare LLC, 2021 Extended Term Loan, 1st Lien
4.250%, 07/17/2028		39		39
Aveanna Healthcare LLC, Extended Term Loan, 1st Lien
4.250%, 07/17/2028		166		165
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
9.000%, 10/23/2023 (D)		46		45
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
9.000%, 04/23/2024 (D)		272		267
Boxer Parent Inc., Replacement Dollar Term Loan, 1st Lien
3.974%, 10/02/2025		273		271
Bright Bidco, Term Loan B, 1st Lien
4.500%, 06/30/2024		208		160
Carestream Health Inc., 2023 Extended Term Loan, 1st Lien
7.750%, 05/08/2023 (J)		486		487
Carestream Health Inc., 2023 Extended Term Loan, 2nd Lien
13.500%, 08/08/2023 (J)		208		202
CBAC Borrower, LLC, Term Loan B, 1st Lien
4.104%, 07/08/2024 (J)		242		239
Century Casinos, Inc., Term Loan, 1st Lien
6.500%, 12/07/2026 (A)		184		183
Cenveo Corporation, Exit Term Loan, 1st Lien
8.500%, 06/23/2026		576		565
Cogeco Communications Finance, Initial Term B Loan, 1st Lien
3.000%, 09/01/2028		56		56
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
5.104%, VAR LIBOR + 5.000%, 01/04/2026		458		448
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien
6.604%, 10/31/2026 (A)(K)		238		231
DEI Sales Inc., Initial Term Loan, 1st Lien
5.604%, 04/28/2028 (A)		291		290
DirectTV Financing LLC, Closing Date Term Loan, 1st Lien
5.750%, 08/02/2027		265		265


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
DMT Solutions Global Corporation, Initial Term Loan, 1st Lien
8.500%, 07/02/2024 (A)	$	44	$	43
DMT Solutions Global Corporation, Term B-2 Loan, 1st Lien
8.000%, 07/02/2024		103		100
DMT Solutions Global Corporation, Term Loan
8.500%, 07/02/2024		42		41
8.000%, 07/02/2024		99		97
East Valley Tourist Development Authority , Term Loan, 1st Lien
8.500%, VAR LIBOR + 8.000%, 03/07/2022 (A)		176		175
Eastman Tire, Term Loan B, 1st Lien
6.000%, 08/12/2028 (A)		175		175
ELO Touch Solutions, Term Loan B, 1st Lien
6.604%, 12/14/2025		165		165
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
3.854%, VAR LIBOR + 3.750%, 10/10/2025 (K)		973		780
Epic Y-Grade Services LP, Term Loan, 1st Lien
7.000%, 06/30/2027 (K)		939		790
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
4.625%, VAR LIBOR + 4.500%, 02/19/2026		145		145
Glass Mountain Holdings Pipeline, 1st Lien
5.500%, 10/28/2027		17		15
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.250%, 03/14/2025		285		284
Hurtigruten Group, 1st Lien
8.000%, 06/11/2023 (D)		138		156
J.C. Penney Borrower LLC, Term Loan
9.250%, 12/07/2025 (J)		368		368
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.250%, 06/23/2023 (A)		378		—
Jadex Inc., Refinancing Term Loan, 1st Lien
5.500%, 02/18/2028		154		153
KNS Acquisition Corp., Initial Term Loan, 1st Lien
7.000%, VAR LIBOR + 6.250%, 04/21/2027		302		295
Libbey, 1st Lien
11.000%, 11/13/2025 (J)		143		148


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Lifescan Global Corporation, Initial Term Loan, 1st Lien
6.130%, 10/01/2024 (J)	$	877	$	855
LifeScan, 2nd Lien
9.630%, 10/01/2025		85		80
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
8.375%, VAR LIBOR + 8.125%, 02/16/2022		723		698
Mavenir Systems Inc., Initial Term Loan, 1st Lien
5.250%, 08/18/2028		195		195
Mcgraw-Hill Education Inc., Initial Term Loan, 1st Lien
5.250%, 07/28/2028		285		283
Mozart Debt Merger, Term Loan, 1st Lien
3.750%, 09/30/2028 (A)		235		235
MSG National, 1st Lien
7.000%, 12/31/2049 (A)		308		314
Newport Parent, Inc., Initial Term Loan, 1st Lien
7.500%, 12/10/2027 (J)		232		232
Onex TSG Intermediate Corp., Initial Term Loan, 1st Lien
5.500%, 02/28/2028		195		194
Peraton Corp., Term B Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 02/01/2028		204		204
PLNTF Holdings Inc., 1st Lien
9.000%, 03/22/2026 (A)(J)		204		204
Polymer Additives Inc., Closing Date Term Loan, 1st Lien
6.129%, 07/31/2025 (J)		655		634
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien
8.224%, 03/19/2024 (J)		43		34
8.214%, 03/19/2024 (K)		151		119
Quantum Health, Inc., Amendment No. 1 Refinancing Term Loan, 1st Lien
5.250%, 12/22/2027 (A)		195		194
R.R. Donnelley & Sons Company, Term B Loan
5.104%, 01/15/2024		64		64
Radar Bidco SARL, Initial Term Loan, 1st Lien
10.000%, 12/16/2024 (K)		307		352
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.500%, 09/07/2023 (A)(G)		897		520


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
RXB Holdings Inc., Initial Term Loan, 1st Lien
5.250%, 12/20/2027 (A)	$	212	$	212
S&S Holdings, LLC, Cov-Lite, 1st Lien
5.500%, 03/11/2028		8		8
S&S Holdings, LLC, Initial Term Loan, 1st Lien
5.500%, 03/11/2028 (J)		281		281
SIJ, LLC, Term Loan, 1st Lien
10.139%, 07/15/2026 (A)(J)		149		147
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
6.104%, 06/19/2026 (J)		214		213
Springs Window Fashions LLC, Tranche B Term Loan, 1st Lien
4.750%, 09/17/2028		320		317
Syniverse Holdings, Inc., Initial Term Loan, 2nd Lien
10.000%, VAR LIBOR + 9.000%, 03/11/2024		140		138
Syniverse Holdings, Inc., Tranche C Term Loan , 1st Lien
6.000%, VAR LIBOR + 5.000%, 03/09/2023		1,202		1,194
Team Health Holdings, Inc., Initial Term Loan, 1st Lien
3.750%, VAR LIBOR + 2.750%, 02/06/2024		566		539
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
2.500%, 02/28/2025		71		73
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan, 1st Lien
5.132%, VAR LIBOR + 5.000%, 05/29/2026 (K)		162		135
VC GB Holdings Corp, Initial Term Loan, 1st Lien
4.000%, 07/21/2028		285		282
Vida Capital, Term Loan
6.104%, 10/01/2026 (A)(J)		185		169


Total Loan Participations
(Cost $19,013) ($ Thousands)				19,108


	Shares
FOREIGN COMMON STOCK — 1.6%

Australia — 0.5%
Western Areas		866,988		2,162


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Canada — 0.2%
Lightspeed Commerce *		18,605	$	752



France — 0.1%
X-Fab Silicon Foundries *(F)		45,423		472



Hong Kong — 0.1%
Alibaba Group Holding *		35,282		538



Italy — 0.2%
Nexi *		50,438		802



Luxembourg — 0.0%
SES SA, Cl A		4,231		34



Netherlands — 0.2%
Adyen NV *		328		862



Norway — 0.1%
Nordic Semiconductor *		14,593		493



Spain — 0.0%
Obrascon Huarte Lain		35,004		41



United Kingdom — 0.2%
Clarivate PLC *		33,327		784
John Menzies PLC		7,166		30
Micro Focus International ADR		8,205		46
Venator Materials PLC *		6,906		17

				877

Total Foreign Common Stock
(Cost $7,908) ($ Thousands)				7,033


	Face Amount (Thousands)
MUNICIPAL BONDS — 1.4%
Puerto Rico — 1.4%
Commonwealth of Puerto Rico, Ser A, GO
8.000%, 07/01/2035 (G)	$	4		4
Commonwealth of Puerto Rico, Ser A-PSA, GO
8.000%, 07/01/2035 (G)		6,255		5,551
Commonwealth of Puerto Rico, Ser A-PSA, GO
5.500%, 07/01/2039 (G)		325		306


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
5.000%, 07/01/2041 (G)	$	660	$	593



Total Municipal Bonds
(Cost $6,358) ($ Thousands)				6,454


		Number of Warrants
WARRANTS — 0.5%
Accretion Acquisition, Expires 02/22/2023
Strike Price $11.50 *		22,925		9
Achari Ventures Holdings I, Expires 02/08/2023
Strike Price $11.50 *		46,839		15
Aequi Acquisition, Expires 12/03/2027
Strike Price $11.50 *		16,618		9
Aesther Healthcare Acquisition, Expires 01/22/2023
Strike Price $11.50 *		9,269		4
AF Acquisition, Expires 04/03/2028
Strike Price $11.50 *		12,153		7
AfterNext HealthTech Acquisition, Expires 07/12/2023
Strike Price $11.50 *		6,212		4
Agrico Acquisition, Expires 01/03/2029
Strike Price $11.50 *		18,387		8
Alberton Acquisition, Expires 11/24/2023
Strike Price $11.50 *		2,253		–
Alpha Partners Technology Merger, Expires 04/03/2028
Strike Price $11.50 *		7,178		4
Altimar Acquisition III, Expires 01/03/2029
Strike Price $11.50 *		2,861		3
AMERICAS TECHNOLOGY ACQUISITION CORP, Expires 01/03/2028
Strike Price $11.50 *		1,139		–
Arctos NorthStar Acquisition, Expires 01/03/2029
Strike Price $11.50 *		9,421		7
Armada Acquisition I, Expires 01/05/2023
Strike Price $11.50 *		1,732		1
Arrowroot Acquisition, Expires 03/05/2026
Strike Price $11.50 *		17,880		9
Artemis Strategic Investment, Expires 02/15/2023
Strike Price $11.50 *		5,458		3
Astrea Acquisition, Expires 01/16/2026
Strike Price $11.50 *		19,270		10
Athlon Acquisition, Expires 03/08/2026
Strike Price $11.50 *		58,512		35
Atlantic Avenue Acquisition, Expires 10/09/2027
Strike Price $11.50 *		54,602		27


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Austerlitz Acquisition I, Expires 02/22/2026
Strike Price $11.50 *	3,154	$	3
Austerlitz Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	62,991		62
Authentic Equity Acquisition, Expires 01/03/2028
Strike Price $11.50 *	46,461		25
Avalon Acquisition, Expires 03/01/2023
Strike Price $11.50 *	51,839		20
Avanti Acquisition, Expires 01/03/2026
Strike Price $11.50 *	3,808		2
Bannix Acquisition, Expires 02/22/2023
Strike Price $11.50 *	50,477		24
Belong Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,180		1
Big Sky Growth Partners, Expires 03/01/2023
Strike Price $11.50 *	938		1
Biotech Acquisition, Expires 12/03/2027
Strike Price $11.50 *	48,844		32
Bite Acquisition, Expires 01/03/2028
Strike Price $11.50 *	30,877		16
BlueRiver Acquisition, Expires 01/07/2026
Strike Price $11.50 *	5,848		4
BOA Acquisition, Expires 02/25/2028
Strike Price $11.50 *	27,634		15
Build Acquisition, Expires 05/02/2023
Strike Price $11.50 *	16,286		11
BYTE Acquisition, Expires 01/03/2029
Strike Price $11.50 *	5,061		3
Carney Technology Acquisition II, Expires 12/03/2027
Strike Price $11.50 *	7,126		5
Cascade Acquisition, Expires 12/03/2027
Strike Price $11.50 *	400		–
Catcha Investment, Expires 01/03/2028
Strike Price $11.50 *	10,952		6
CENAQ Energy, Expires 01/03/2028
Strike Price $11.50 *	124,898		54
Chardan NexTech Acquisition 2, Expires 04/04/2027
Strike Price $11.50 *	14,739		9
Chesapeake Energy Corp, Expires 02/12/2026
Strike Price $36.18 *	212		7
Churchill Capital V, Expires 11/01/2027
Strike Price $11.50 *	13,781		14
Churchill Capital VII, Expires 03/03/2028
Strike Price $11.50 *	32,921		33
CHW Acquisition, Expires 03/04/2028
Strike Price $11.50 *	42,644		21


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
CIIG Capital Partners II, Expires 03/02/2028
Strike Price $11.50 *	25,907	$	21
Clarim Acquisition, Expires 01/03/2028
Strike Price $11.50 *	28,544		18
Class Acceleration, Expires 04/03/2028
Strike Price $11.50 *	12,814		7
CleanTech Acquisition, Expires 08/02/2026
Strike Price $11.50 *	26,623		16
Cohn Robbins Holdings, Expires 08/31/2025
Strike Price $11.50 *	10,885		9
Colombier Acquisition, Expires 01/03/2029
Strike Price $11.50 *	376		–
Constellation Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	24,013		15
COVA Acquisition, Expires 01/03/2028
Strike Price $11.50 *	52,771		26
Crystal Peak Acquisition, Expires 06/25/2026
Strike Price $11.50 *	6,877		3
D & Z Media Acquisition, Expires 01/03/2028
Strike Price $11.50 *	10,349		6
Data Knights Acquisition, Expires 01/03/2029
Strike Price $11.50 *	20,404		8
Decarbonization Plus Acquisition IV, Expires 01/03/2029
Strike Price $11.50 *	323		–
Deep Lake Capital Acquisition, Expires 01/03/2028
Strike Price $11.50 *	5,584		3
Delwinds Insurance Acquisition, Expires 08/04/2027
Strike Price $11.50 *	31,075		15
DHB Capital, Expires 03/18/2028
Strike Price $11.50 *	4,078		2
DHC Acquisition, Expires 01/03/2028
Strike Price $11.50 *	19,442		10
DiamondHead Holdings, Expires 01/31/2028
Strike Price $11.50 *	7,440		4
Digital Transformation Opportunities, Expires 04/03/2028
Strike Price $11.50 *	22,067		15
Disruptive Acquisition I, Expires 03/09/2026
Strike Price $11.50 *	82		–
Disruptive Capital Acquisition, Expires 10/10/2026
Strike Price $11.50 *	1,635		1
DPCM Capital, Expires 10/17/2027
Strike Price $11.50 *	400		–
DTRT Health Acquisition, Expires 11/15/2022
Strike Price $11.50 *	7,641		4


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Dune Acquisition, Expires 11/01/2027
Strike Price $11.50 *	9,044	$	4
E.Merge Technology Acquisition, Expires 08/02/2025
Strike Price $11.50 *	27,582		15
East Resources Acquisition, Expires 07/04/2027
Strike Price $11.50 *	47,713		25
Edify Acquisition, Expires 01/03/2028
Strike Price $11.50 *	22,125		11
Empowerment & Inclusion Capital I, Expires 01/03/2028
Strike Price $11.50 *	22,282		11
EQ Health Acquisition, Expires 02/05/2028
Strike Price $11.50 *	11,911		6
Evo Acquisition, Expires 01/03/2028
Strike Price $11.50 *	1,533		1
Executive Network Partnering, Expires 09/28/2028
Strike Price $11.50 *	7,711		5
Finnovate Acquisition, Expires 04/18/2023
Strike Price $11.50 *	7,422		3
Fintech Evolution Acquisition Group, Expires 04/03/2028
Strike Price $11.50 *	5,892		4
Forest Road Acquisition II, Expires 01/18/2026
Strike Price $11.50 *	1,525		1
Fortistar Sustainable Solutions, Expires 01/03/2028
Strike Price $11.50 *	28,967		18
Fortress Capital Acquisition, Expires 01/03/2028
Strike Price $11.50 *	746		1
Fortress Value Acquisition IV, Expires 03/21/2028
Strike Price $11.50 *	277		–
Freedom Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	14,213		8
Fusion Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	29,344		18
G Squared Ascend II, Expires 01/03/2027
Strike Price $11.50 *	3,633		2
G&P Acquisition, Expires 03/08/2027
Strike Price $11.50 *	24,238		13
GAC Holdco, Expires 08/15/2026
Strike Price $– *(A)(B)	272		41
Galata Acquisition, Expires 01/03/2029
Strike Price $11.50 *	1,286		1
Gaming & Hospitality Acquisition, Expires 02/07/2028
Strike Price $11.50 *	3,738		2


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
GigCapital5, Expires 01/03/2029
Strike Price $11.50 *	53,115	$	28
Gladstone Acquisition, Expires 01/03/2028
Strike Price $11.50 *	10,821		6
Global Consumer Acquisition, Expires 01/03/2028
Strike Price $11.50 *	49,117		29
Global SPAC Partners, Expires 12/03/2027
Strike Price $11.50 *	24,026		12
Global Synergy Acquisition, Expires 01/03/2028
Strike Price $11.50 *	19,802		10
GO Acquisition, Expires 09/03/2027
Strike Price $11.50 *	17,821		12
Goal Acquisitions, Expires 02/03/2022
Strike Price $11.50 *	99,008		54
GoGreen Investments, Expires 06/07/2023
Strike Price $11.50 *	1,048		–
Golden Arrow Merger, Expires 08/03/2026
Strike Price $11.50 *	4,618		2
Golden Falcon Acquisition, Expires 11/07/2026
Strike Price $11.50 *	10,745		7
Growth Capital Acquisition, Expires 06/04/2027
Strike Price $11.50 *	3,942		3
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(A)(B)	574		28
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(A)(B)	574		45
GX Acquisition II, Expires 01/03/2029
Strike Price $11.50 *	21,247		11
Hamilton Lane Alliance Holdings I, Expires 01/11/2026
Strike Price $11.50 *	74		–
Healthcare Services Acquisition, Expires 01/03/2028
Strike Price $11.50 *	15,656		8
Healthwell Acquisition I, Expires 08/08/2028
Strike Price $11.50 *	5,502		3
HH&L Acquisition, Expires 02/07/2026
Strike Price $11.50 *	27,521		16
HPX, Expires 07/17/2025
Strike Price $11.50 *	31,444		17
HumanCo Acquisition, Expires 01/03/2028
Strike Price $11.50 *	5,242		4
Industrial Human Capital, Expires 01/03/2029
Strike Price $11.50 *	14,727		6


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
International Media Acquisition, Expires 01/03/2029
Strike Price $11.50 *	49,991	$	16
Isleworth Healthcare Acquisition, Expires 08/02/2027
Strike Price $11.50 *	33,525		17
ITHAX Acquisition, Expires 01/03/2028
Strike Price $11.50 *	55,027		30
Itiquira Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,337		1
Jack Creek Investment, Expires 01/03/2028
Strike Price $11.50 *	39,144		21
Jaws Mustang Acquisition, Expires 02/02/2026
Strike Price $11.50 *	1,048		1
JOFF Fintech Acquisition, Expires 01/03/2028
Strike Price $11.50 *	1,782		1
Jupiter Acquisition, Expires 08/28/2022
Strike Price $11.50 *	19		–
Kadem Sustainable Impact, Expires 03/19/2026
Strike Price $11.50 *	11,709		6
Kairos Acquisition, Expires 01/03/2028
Strike Price $11.50 *	51,544		25
Kernel Group Holdings, Expires 02/03/2027
Strike Price $11.50 *	24,684		12
KINS Technology Group, Expires 01/03/2026
Strike Price $11.50 *	7,292		3
Kismet Acquisition Three, Expires 01/03/2028
Strike Price $11.50 *	10,888		5
Kismet Acquisition Two, Expires 01/03/2028
Strike Price $11.50 *	15,271		8
KKR Acquisition Holdings I, Expires 01/03/2028
Strike Price $11.50 *	22,681		23
KL Acquisition, Expires 01/15/2028
Strike Price $11.50 *	1,218		1
L Catterton Asia Acquisition, Expires 03/18/2026
Strike Price $11.50 *	17,531		14
L&F Acquisition, Expires 05/26/2027
Strike Price $11.50 *	2,787		2
LDH Growth I, Expires 01/03/2029
Strike Price $11.50 *	5,140		4
Lead Edge Growth Opportunities, Expires 01/03/2029
Strike Price $11.50 *	1,105		1
Leo Holdings II, Expires 01/10/2028
Strike Price $11.50 *	37,517		22


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
LMF Acquisition Opportunities, Expires 02/03/2027
Strike Price $11.50 *	4,850	$	2
Macondray Capital Acquisition I, Expires 05/20/2026
Strike Price $11.50 *	7,733		4
Maquia Capital Acquisition, Expires 01/03/2028
Strike Price $11.50 *	3,383		2
Mason Industrial Technology, Expires 01/03/2028
Strike Price $11.50 *	10,089		7
Maxpro Capital Acquisition, Expires 01/25/2023
Strike Price $11.50 *	45,043		17
MDH Acquisition, Expires 02/05/2028
Strike Price $11.50 *	1,216		1
Mercury Ecommerce Acquisition, Expires 03/28/2023
Strike Price $11.50 *	21,457		11
Minority Equality Opportunities Acquisition, Expires 05/02/2023
Strike Price $11.50 *	76,823		32
Mission Advancement, Expires 01/03/2029
Strike Price $11.50 *	144,810		74
Monterey Bio Acquisition, Expires 06/10/2023
Strike Price $11.50 *	30,029		12
Monument Circle Acquisition, Expires 01/03/2028
Strike Price $11.50 *	59,096		30
Mudrick Capital Acquisition II, Expires 09/13/2027
Strike Price $11.50 *	15,585		12
Music Acquisition, Expires 02/08/2028
Strike Price $11.50 *	17,039		10
Newbury Street Acquisition, Expires 01/03/2028
Strike Price $11.50 *	836		1
NightDragon Acquisition, Expires 01/03/2028
Strike Price $11.50 *	7,853		7
Noble Corp, Expires 02/05/2028
Strike Price $0.01 *	2,470		26
Noble Rock Acquisition, Expires 01/03/2028
Strike Price $11.50 *	12,133		6
Northern Lights Acquisition, Expires 12/05/2022
Strike Price $11.50 *	2,183		1
Northern Star Investment II, Expires 02/03/2028
Strike Price $11.50 *	4,726		3


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Northern Star Investment IV, Expires 01/03/2028
Strike Price $11.50 *	909	$	1
Nova Vision Acquisition, Expires 01/03/2029
Strike Price $11.50 *	18,235		7
OCA Acquisition, Expires 01/03/2028
Strike Price $11.50 *	21,124		10
OceanTech Acquisitions I, Expires 05/13/2026
Strike Price $11.50 *	10,875		5
One Equity Partners Open Water I, Expires 01/03/2028
Strike Price $11.50 *	39,740		24
Orion Acquisition, Expires 02/22/2026
Strike Price $11.50 *	6,754		4
Osiris Acquisition, Expires 05/04/2028
Strike Price $11.50 *	11,293		6
Oxbridge Acquisition, Expires 01/22/2023
Strike Price $11.50 *	46,667		20
Oyster Enterprises Acquisition, Expires 01/03/2028
Strike Price $11.50 *	64,976		30
Parabellum Acquisition, Expires 03/29/2023
Strike Price $11.50 *	51,156		23
Parsec Capital Acquisitions, Expires 01/08/2023
Strike Price $11.50 *	39,333		16
PepperLime Health Acquisition, Expires 03/31/2023
Strike Price $11.50 *	3,250		1
Perception Capital II, Expires 01/03/2029
Strike Price $11.50 *	4,804		2
Phoenix Biotech Acquisition, Expires 09/04/2026
Strike Price $11.50 *	1,048		–
Pine Technology Acquisition, Expires 04/03/2028
Strike Price $11.50 *	4,088		2
PMV Consumer Acquisition, Expires 09/03/2027
Strike Price $11.50 *	2,509		2
Pono Capital, Expires 12/19/2022
Strike Price $11.50 *	43,750		21
Powered Brands, Expires 01/03/2028
Strike Price $11.50 *	4,783		3
Primavera Capital Acquisition, Expires 01/22/2026
Strike Price $11.50 *	373		–
Prime Impact Acquisition I, Expires 10/04/2030
Strike Price $11.50 *	38,651		21


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Priveterra Acquisition, Expires 01/03/2028
Strike Price $11.50 *	7,218	$	4
Progress Acquisition, Expires 01/03/2028
Strike Price $11.50 *	33,151		16
Property Solutions Acquisition II, Expires 03/04/2026
Strike Price $11.50 *	4,807		3
Prospector Capital, Expires 01/04/2025
Strike Price $11.50 *	8,397		5
Provident Acquisition, Expires 01/15/2026
Strike Price $11.50 *	17,168		9
Recharge Acquisition, Expires 10/08/2027
Strike Price $11.50 *	49,703		24
Riverview Acquisition, Expires 04/11/2023
Strike Price $11.50 *	6,893		4
RMG Acquisition III, Expires 01/03/2028
Strike Price $11.50 *	1,008		1
RXR Acquisition, Expires 03/11/2026
Strike Price $11.50 *	207		–
Sanaby Health Acquisition I, Expires 08/02/2028
Strike Price $11.50 *	5,458		3
Sandbridge X2, Expires 01/03/2028
Strike Price $11.50 *	18,360		10
Science Strategic Acquisition Alpha, Expires 01/03/2028
Strike Price $11.50 *	8,054		4
ScION Tech Growth I, Expires 11/04/2025
Strike Price $11.50 *	15,575		9
ScION Tech Growth II, Expires 01/31/2026
Strike Price $11.50 *	9,805		6
SCP & CO Healthcare Acquisition, Expires 01/30/2028
Strike Price $11.50 *	20,988		12
SCVX, Expires 01/27/2025
Strike Price $11.50 *	88		–
Seaport Global Acquisition II, Expires 11/04/2023
Strike Price $11.50 *	29,322		15
Senior Connect Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	13,932		7
Shelter Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	6,990		4
Sierra Lake Acquisition, Expires 04/03/2028
Strike Price $11.50 *	17		–
Silver Crest Acquisition, Expires 04/03/2028
Strike Price $11.50 *	20,488		12
Slam, Expires 01/03/2028
Strike Price $11.50 *	13,622		8


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Software Acquisition Group III, Expires 01/03/2028
Strike Price $11.50 *	13,613	$	8
Sports Ventures Acquisition, Expires 01/03/2028
Strike Price $11.50 *	12,401		8
SportsTek Acquisition, Expires 01/03/2028
Strike Price $11.50 *	29,252		17
Springwater Special Situations, Expires 04/15/2026
Strike Price $11.50 *	3,030		2
StoneBridge Acquisition, Expires 03/01/2023
Strike Price $11.50 *	8,747		4
Stratim Cloud Acquisition, Expires 03/08/2026
Strike Price $11.50 *	9,690		6
Sustainable Development Acquisition I, Expires 01/03/2029
Strike Price $11.50 *	625		–
Tailwind Acquisition, Expires 09/10/2027
Strike Price $11.50 *	29,784		15
Tailwind International Acquisition, Expires 03/04/2028
Strike Price $11.50 *	53,436		30
Tastemaker Acquisition, Expires 01/03/2026
Strike Price $11.50 *	3,311		2
TB Acquisition, Expires 03/28/2028
Strike Price $11.50 *	1,944		1
TCW Special Purpose Acquisition
Strike Price $11.50 *^‡^‡	5,058		3
Tech and Energy Transition, Expires 01/03/2028
Strike Price $11.50 *	27,648		19
TG Venture Acquisition, Expires 08/16/2023
Strike Price $11.50 *	10,865		5
Thrive Acquisition, Expires 03/12/2023
Strike Price $11.50 *	3,143		2
Tiga Acquisition, Expires 11/30/2026
Strike Price $11.50 *	629		–
TLG Acquisition One, Expires 01/28/2028
Strike Price $11.50 *	36,511		19
TPG Pace Beneficial Finance, Expires 10/12/2027
Strike Price $11.50 *	677		1
Trepont Acquisition I, Expires 11/27/2025
Strike Price $11.50 *	33,472		19
Tuatara Capital Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,210		1


Description		Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Twelve Seas Investment II, Expires 03/05/2028
Strike Price $11.50 *		24,081	$	12
TZP Strategies Acquisition, Expires 01/03/2028
Strike Price $11.50 *		40,244		20
Ventoux CCM Acquisition, Expires 10/03/2025
Strike Price $11.50 *		19,301		9
Virgin Group Acquisition II, Expires 03/16/2026
Strike Price $11.50 *		115		–
Warrior Technologies Acquisition, Expires 04/03/2028
Strike Price $11.50 *		37,805		19
WeWork, Expires 10/23/2026
Strike Price $11.50 *		689		1
Williams Rowland Acquisition, Expires 12/28/2022
Strike Price $11.50 *		63,737		33
Windstream Services
Strike Price $– *^‡^‡		5,809		110
WinVest Acquisition, Expires 02/22/2023
Strike Price $11.50 *		45,182		9
World Quantum Growth Acquisition, Expires 01/03/2029
Strike Price $11.50 *		2,724		2
XPAC Acquisition, Expires 05/16/2027
Strike Price $11.50 *		9,400		5
Z-Work Acquisition, Expires 01/07/2026
Strike Price $11.50 *		29,570		18


Total Warrants
(Cost $2,450) ($ Thousands)				2,422


	Face Amount (Thousands)
ASSET-BACKED SECURITIES — 0.5%
Other Asset-Backed Securities — 0.5%

CFIP CLO, Ser 2021-1A, Cl D
3.654%, VAR ICE LIBOR USD 3 Month + 3.540%, 01/20/2035(F)	$	250		248
Marathon CLO, Ser 2021-17A, Cl C
4.323%, VAR ICE LIBOR USD 3 Month + 4.110%, 01/20/2035(F)		250		248
Octagon Investment Partners 43, Ser 2019-1A, Cl D
4.024%, VAR ICE LIBOR USD 3 Month + 3.900%, 10/25/2032(F)		250		250
Sound Point CLO XXIX, Ser 2021-1A, Cl D
3.624%, VAR ICE LIBOR USD 3 Month + 3.500%, 04/25/2034(F)		250		250


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
STWD, Ser 2021-FL2, Cl D
2.909%, VAR ICE LIBOR USD 1 Month + 2.800%, 04/18/2038(F)	$	100	$	100
STWD, Ser 2021-FL2, Cl E
3.659%, VAR ICE LIBOR USD 1 Month + 3.550%, 04/18/2038(F)		100		100
THL Credit Wind River CLO, Ser 2017-2A, Cl DR
2.724%, VAR ICE LIBOR USD 3 Month + 2.600%, 10/15/2027(F)		250		250
TPG Real Estate Finance Issuer, Ser 2021-FL4, Cl D
3.709%, VAR ICE LIBOR USD 1 Month + 3.600%, 03/15/2038(F)		100		100
TPG Real Estate Finance Issuer, Ser 2021-FL4, Cl E
4.459%, VAR ICE LIBOR USD 1 Month + 4.350%, 03/15/2038(F)		100		100
Tryon Park CLO, Ser 2018-1A, Cl CR
2.824%, VAR ICE LIBOR USD 3 Month + 2.700%, 04/15/2029(F)		250		248
Venture XVII CLO, Ser 2018-17A, Cl DRR
2.944%, VAR ICE LIBOR USD 3 Month + 2.820%, 04/15/2027(F)		200		192

Total Asset-Backed Securities
(Cost $2,094) ($ Thousands)				2,086


U.S. TREASURY OBLIGATIONS — 0.2%
U.S. Treasury Bill
0.064%, 05/19/2022 (I)		483		483
U.S. Treasury Notes
1.375%, 11/15/2031		326		322
1.250%, 11/30/2026		233		233

Total U.S. Treasury Obligations
(Cost $1,042) ($ Thousands)				1,038



CONVERTIBLE BONDS — 0.2%
Air Canada CV to 65.134
4.000% , 07/01/2025		60		79
Canopy Growth CV to 20.758
4.250% , 07/15/2023(F)	CAD	152		111
Granite Point Mortgage Trust CV to 50.089
6.375% , 10/01/2023	$	15		15
Granite Point Mortgage Trust CV to 51.994
5.625% , 12/01/2022(F)		55		55
Liberty Latin America CV to 48.432
2.000% , 07/15/2024		265		261


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Liberty Media CV to 16.776
3.750% , 02/15/2030	$	230	$	174
Liberty Media CV to 22.947
4.000% , 11/15/2029		216		162
Pebblebrook Hotel Trust CV to 39.2549
1.750% , 12/15/2026		115		127

Total Convertible Bonds
(Cost $922) ($ Thousands)				984


	Shares
PREFERRED STOCK — 0.1%


Consumer Discretionary — 0.1%
Boardriders Inc. *(A)(B)(D)(L)		25,646		31
Bowlero (A)(B)(L)		290		290
Guitar Center *(A)(B)(L)		39		4

				325
Materials — 0.0%
Libbey Glass Inc. (A)(L)		766		90


Total Preferred Stock
(Cost $370) ($ Thousands)				415


	Face Amount (Thousands)
MORTGAGE-BACKED SECURITY — 0.0%
Non-Agency Mortgage-Backed Obligations — 0.0%
CHT Mortgage Trust, Ser 2017-CSMO, Cl F
3.851%, VAR ICE LIBOR USD 1 Month + 3.741%, 11/15/2036(F)		175		175

Total Mortgage-Backed Security

(Cost $175) ($ Thousands)				175


	Shares
CASH EQUIVALENTS — 25.3%
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Cl I
0.004%**		64,744		65
SEI Daily Income Trust, Government Fund, Cl F
0.010%**^†		114,445,452		114,445


Total Cash Equivalents
(Cost $114,510) ($ Thousands)				114,510


Total Investments in Securities — 97.6%
(Cost $437,480) ($ Thousands)			$	442,246


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT— (11.7)%
Communication Services — (1.2)%
Alphabet Inc, Cl A *		(228	)	$	(661	)
AT&T Inc		(20,292	)		(499	)
Charter Communications Inc, Cl A *		(764	)		(498	)
Cogent Communications Holdings Inc		(8,452	)		(619	)
Electronic Arts Inc		(3,755	)		(495	)
Frontier Communications Parent Inc *		(5,900	)		(174	)
Live Nation Entertainment Inc *		(8,358	)		(1,000	)
Lumen Technologies Inc		(14,615	)		(183	)
New York Times Co/The, Cl A		(4,622	)		(223	)
Nexstar Media Group Inc, Cl A		(2,199	)		(332	)
Sinclair Broadcast Group Inc, Cl A		(6,376	)		(169	)
Verizon Communications Inc		(9,613	)		(500	)


					(5,353	)

Consumer Discretionary — (1.9)%
Airbnb Inc, Cl A *		(2,632	)		(438	)
Brunswick Corp/DE		(10,848	)		(1,093	)
Carvana Co, Cl A *		(3,868	)		(897	)
Cheesecake Factory Inc/The *		(13,011	)		(509	)
Darden Restaurants Inc		(4,420	)		(666	)
Domino's Pizza Inc		(1,188	)		(670	)
DR Horton Inc		(6,237	)		(676	)
Etsy Inc *		(2,120	)		(464	)
Expedia Group Inc *		(1,834	)		(332	)
Grand Canyon Education Inc *		(3,902	)		(334	)
RH *		(600	)		(322	)
Sonos Inc *		(14,669	)		(437	)
Tesla Inc *		(469	)		(496	)
Tri Pointe Homes Inc *		(11,971	)		(334	)
Ulta Beauty Inc *		(2,433	)		(1,003	)


					(8,671	)

Consumer Staples — (1.5)%
Campbell Soup Co		(33,319	)		(1,448	)
Estee Lauder Cos Inc/The, Cl A		(2,691	)		(996	)
J M Smucker Co/The		(10,736	)		(1,458	)
Kellogg Co		(21,614	)		(1,392	)
SpartanNash Co		(58,023	)		(1,495	)


					(6,789	)

Energy — (0.2)%
Dorian LPG Ltd		(79,572	)		(1,010	)




Financials — (0.9)%
Charles Schwab Corp/The		(7,793	)		(655	)
FactSet Research Systems Inc		(1,026	)		(499	)
Futu Holdings ADR *		(2,335	)		(101	)
Goldman Sachs Group Inc/The		(2,591	)		(991	)
Janus Henderson Group PLC		(5,094	)		(214	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
MSCI Inc, Cl A		(730	)	$	(447	)
S&P Global Inc		(1,639	)		(774	)
Upstart Holdings Inc *		(2,273	)		(344	)


					(4,025	)

Health Care — (0.1)%
Bruker Corp		(5,923	)		(497	)
Joint Corp/The *		(849	)		(56	)


					(553	)

Industrials — (0.8)%
Matson Inc		(15,103	)		(1,360	)
Nordson Corp		(2,499	)		(638	)
TPI Composites *		(85,614	)		(1,281	)
ZTO Express Cayman Inc ADR		(10,724	)		(302	)


					(3,581	)

Information Technology — (4.3)%
Advanced Micro Devices Inc *		(44,195	)		(6,360	)
Apple Inc		(7,559	)		(1,342	)
Block Inc, Cl A *		(2,040	)		(329	)
Cloudflare Inc, Cl A *		(1,676	)		(220	)
Corsair Gaming *		(45,417	)		(954	)
Diodes Inc *		(3,023	)		(332	)
DXC Technology Co *		(10,189	)		(328	)
GoDaddy Inc, Cl A *		(4,099	)		(348	)
HashiCorp, Cl A		(2,488	)		(226	)
II-VI Inc *		(4,881	)		(333	)
Intel Corp		(9,779	)		(504	)
International Business Machines Corp		(5,646	)		(755	)
Lumentum Holdings Inc *		(3,125	)		(331	)
Microchip Technology Inc		(11,484	)		(1,000	)
Microsoft Corp		(1,956	)		(658	)
NortonLifeLock Inc		(73	)		(2	)
Okta Inc, Cl A *		(4,194	)		(940	)
ON Semiconductor Corp *		(14,662	)		(996	)
Paylocity Holding Corp *		(2,176	)		(514	)
Procore Technologies Inc *		(5,028	)		(402	)
PTC Inc *		(4,629	)		(561	)
Qorvo Inc *		(2,138	)		(334	)
Rackspace Technology Inc *		(17,667	)		(238	)
Radware Ltd *		(4,177	)		(174	)
Skyworks Solutions Inc		(3,015	)		(468	)
Western Union Co/The		(27,602	)		(492	)
Zeta Global Holdings, Cl A		(14,731	)		(124	)
Zscaler Inc *		(1,469	)		(472	)


					(19,737	)

Real Estate — (0.8)%
Equinix Inc		(573	)		(485	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Federal Realty Investment Trust		(4,947	)	$	(674	)
Hudson Pacific Properties Inc		(27,192	)		(672	)
Jones Lang LaSalle Inc *		(2,473	)		(666	)
Redfin Corp *		(8,728	)		(335	)
Regency Centers Corp		(9,089	)		(685	)


					(3,517	)

Total Common Stock Sold Short
(Proceeds $52,951) ($ Thousands)					(53,236	)


	Face Amount (Thousands)
CORPORATE OBLIGATIONS SOLD SHORT — (2.1)%
Communication Services — (0.1)%
Front Range BidCo
6.125%, 03/01/2028 (F)	$	(559	)		(551	)

Consumer Discretionary — (0.7)%
American Axle & Manufacturing
5.000%, 10/01/2029		(151	)		(148	)
Cooper-Standard Automotive
5.625%, 11/15/2026 (F)		(65	)		(54	)
Douglas GmbH
6.000%, 04/08/2026	EUR	(321	)		(364	)
Las Vegas Sands
3.900%, 08/08/2029	$	(223	)		(224	)
MGM Resorts International
5.500%, 04/15/2027		(95	)		(101	)
4.625%, 09/01/2026		(471	)		(490	)
Sands China
5.400%, 08/08/2028		(176	)		(190	)
3.250%, 08/08/2031 (F)		(65	)		(61	)
Signal Parent
6.125%, 04/01/2029 (F)		(53	)		(47	)
WW International
4.500%, 04/15/2029 (F)		(325	)		(311	)
Wynn Las Vegas
5.250%, 05/15/2027 (F)		(701	)		(717	)
					(2,707	)
Consumer Staples — (0.1)%
B&G Foods
5.250%, 09/15/2027		(65	)		(67	)
Bellis Finco
4.000%, 02/16/2027	GBP	(59	)		(75	)
Kronos Acquisition Holdings
7.000%, 12/31/2027 (F)	$	(173	)		(163	)
Ontex Group
3.500%, 07/15/2026	EUR	(195	)		(211	)
Oriflame Investment Holding
5.125%, 05/04/2026 (F)	$	(32	)		(30	)
					(546	)


Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Energy — (0.3)%
Bristow Group
6.875%, 03/01/2028 (F)	$	(31	)	$	(32	)
Callon Petroleum
8.000%, 08/01/2028 (F)		(334	)		(337	)
Comstock Resources
6.750%, 03/01/2029 (F)		(295	)		(320	)
5.875%, 01/15/2030 (F)		(43	)		(44	)
Laredo Petroleum
9.500%, 01/15/2025		(88	)		(90	)
7.750%, 07/31/2029 (F)		(80	)		(78	)
Precision Drilling
6.875%, 01/15/2029 (F)		(43	)		(44	)
SM Energy
6.750%, 09/15/2026		(199	)		(204	)
Western Midstream Operating
5.300%, 02/01/2030		(308	)		(339	)
					(1,488	)
Health Care — (0.3)%
Bausch Health
5.250%, 02/15/2031 (F)		(130	)		(114	)
Cardinal Health
3.410%, 06/15/2027		(218	)		(234	)
Emergent BioSolutions
3.875%, 08/15/2028 (F)		(151	)		(145	)
Global Medical Response
6.500%, 10/01/2025 (F)		(117	)		(118	)
Lannett
7.750%, 04/15/2026 (F)		(70	)		(54	)
LifePoint Health
5.375%, 01/15/2029 (F)		(195	)		(194	)
Mozart Debt Merger Sub
5.250%, 10/01/2029 (F)		(151	)		(153	)
Option Care Health
4.375%, 10/31/2029 (F)		(198	)		(199	)
					(1,211	)
Industrials — (0.2)%
Allied Universal Holdco
6.000%, 06/01/2029 (F)		(211	)		(205	)
American Airlines Group
5.000%, 06/01/2022 (F)		(281	)		(282	)
Bombardier
6.000%, 02/15/2028 (F)		(142	)		(142	)
Garda World Security
6.000%, 06/01/2029 (F)		(108	)		(103	)
Park-Ohio Industries
6.625%, 04/15/2027		(61	)		(59	)
Wolverine Escrow
9.000%, 11/15/2026 (F)		(121	)		(115	)
					(906	)


Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Information Technology — (0.3)%
CommScope Technologies
5.000%, 03/15/2027 (F)	$	(263	)	$	(246	)
Endure Digital
6.000%, 02/15/2029 (F)		(337	)		(313	)
Northwest Fiber
6.000%, 02/15/2028 (F)		(264	)		(259	)
Rocket Software
6.500%, 02/15/2029 (F)		(173	)		(169	)
TTM Technologies
4.000%, 03/01/2029 (F)		(234	)		(232	)
					(1,219	)
Materials — (0.1)%
BWAY Holding
7.250%, 04/15/2025 (F)		(121	)		(121	)
LABL
8.250%, 11/01/2029 (F)		(110	)		(111	)
5.875%, 11/01/2028 (F)		(55	)		(57	)
SCIH Salt Holdings
6.625%, 05/01/2029 (F)		(88	)		(82	)
4.875%, 05/01/2028 (F)		(19	)		(18	)
WEPA Hygieneprodukte GmbH
2.875%, 12/15/2027	EUR	(185	)		(199	)
					(588	)
Real Estate — 0.0%
Diversified Healthcare Trust
4.750%, 02/15/2028	$	(150	)		(147	)

Utilities — 0.0%
Sunnova Energy
5.875%, 09/01/2026 (F)		(95	)		(97	)

Total Corporate Obligations Sold Short
(Proceeds $9,517) ($ Thousands)					(9,460	)


	Shares
FOREIGN COMMON STOCK SOLD SHORT— (1.3)%
China — (0.1)%
JinkoSolar Holding ADR *		(9,957	)		(458	)




Denmark — (0.3)%
Demant A/S *		(27,205	)		(1,394	)




Germany — (0.1)%
HelloFresh *		(4,962	)		(381	)




India — (0.1)%
Infosys ADR		(25,816	)		(653	)


Description	Shares			Market Value ($ Thousands)
FOREIGN COMMON STOCK SOLD SHORT (continued)
Japan — (0.2)%
Nintendo Co Ltd		(1,500	)	$	(699	)




Switzerland — (0.4)%
Logitech International		(22,689	)		(1,871	)




United Kingdom — (0.1)%
Micro Focus International PLC		(95,598	)		(541	)




Total Foreign Common Stock Sold Short
(Proceeds $5,700) ($ Thousands)					(5,997	)



REGISTERED INVESTMENT COMPANIES — (0.8)%
Direxion Daily 20-Year Plus Treasury Bull 3x Shares		(17,606	)		(495	)
SPDR S&P 500 ETF Trust		(6,750	)		(3,206	)

Total Registered Investment Companies
(Proceeds $ 3,707) ($ Thousands)					(3,701	)


	Face Amount (Thousands)
U.S. TREASURY OBLIGATIONS SOLD SHORT — (0.4)%
U.S. Treasury Notes
1.375%, 11/15/31	$	(702	)		(693	)
1.250%, 11/30/26		(908	)		(908	)
Total U.S. Treasury Obligations
(Proceeds $1,612) ($ Thousands)					(1,601	)


Total Investments Sold Short — (16.3)%
(Proceeds $73,487) ($ Thousands)				$	(73,995	)


	Contracts
*PURCHASED OPTIONS — 0.0%**
Total Purchased Options (M)
(Cost $230) ($ Thousands)		1,208		$	102

A list of the open option contracts held by the Fund at December 31, 2021 is as follows:

A list of the open future contracts held by the Fund at December 31, 2021 is as follows:

A list of the open forward foreign currency contracts held by the Fund at December 31, 2021 is as follows:

A list of open OTC swap agreements held by the Fund at December 31, 2021, is as follows:

A list of open centrally cleared swap agreements held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $453,335 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of December 31, 2021.
^‡	Real Estate Investment Trust.
^‡^‡	Expiration date not available.
^†	Investment in Affiliated Security.
(A)	Level 3 security in accordance with fair value hierarchy.
(B)	Security fair valued using methods determined in good faith by the Valuation Committee of the Board of Trustees. The total market value of such securities as of December 31, 2021 was $1,720 ($ Thousands) and represented 0.4% of the Net Assets of the Fund.
(C)	Securities considered illiquid. The total value of such securities as of December 31, 2021 was $2,656 ($ Thousands) and represented 0.6% of the Net Assets of the Fund.
(D)	Securities considered restricted. The total market value of such securities as of December 31, 2021 was $1,967 ($ Thousands) and represented 0.4% of the Net Assets of the Fund.
(E)	Security is a Master Limited Partnership. At December 31, 2021, such securities amounted to $1,665 ($ Thousands), or 0.4% of the Net Assets of the Fund.
(F)	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 December 31, 2021, the value of these securities amounted to $58,864 ($ Thousands), representing 13.0% of the Net Assets of the Fund.
(G)	Security is in default on interest payment.
(H)	Perpetual security with no stated maturity date.
(I)	Zero coupon security. The rate shown on the Schedule of Investments is the security's effective yield at the time of purchase.
(J)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.
(K)	Unsettled bank loan. Interest rate may not be available.
(L)	There is currently no rate available.
(M)	Refer to table below for details on Options Contracts.

ADR — American Depositary Receipt

BPs— Basis Points

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLO — Collateralized Loan Obligation

CNH — Chinese Yuan Offshore

CV — Conversion Ratio

CZK — Czech Koruna

DAC — Designated Activity Company

EGP — Egyptian Pound

ETF — Exchange-Traded Fund

EUR — Euro

GBP — British Pound Sterling

GO — General Obligation

HKD — Hong Kong Dollar

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

ILS — Israeli New Sheckels

JPY — Japanese Yen

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

NOK — Norwegian Krone

OTC — Over The Counter

PIK — Payment-in-Kind

PLC — Public Limited Company

PLN — Polish Zloty

RUB — Russian Ruble

S&P— Standard & Poor's

SGD — Singapore Dollar

Ser — Series

SPDR — Standard & Poor's Depository Receipt

TWD — Taiwan Dollar

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

ZAR — South African Rand

The following is a list of the levels of inputs used as of December 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)			Level 3 ($)⁽¹⁾		Total ($)
Common Stock		145,114			442			1,233		146,789
Corporate Obligations		–			71,995			2		71,997
Registered Investment Companies		50,062			–			–		50,062
Sovereign Debt		–			19,173			–		19,173
Loan Participations		–			14,984			4,124		19,108
Foreign Common Stock		7,033			–			–		7,033
Municipal Bonds		–			6,454			–		6,454
Warrants		26			2,281			115		2,422
Asset-Backed Securities		–			2,086			–		2,086
U.S. Treasury Obligations		–			1,038			–		1,038
Convertible Bonds		–			984			–		984
Preferred Stock		–			–			415		415
Mortgage-Backed Security		–			175			–		175
Cash Equivalents		114,510			–			–		114,510
Total Investments in Securities		316,745			119,612			5,889		442,246
Securities Sold Short
Common Stock		(53,236	)		–			–		(53,236	)
Corporate Obligations		–			(9,460	)		–		(9,460	)
Foreign Common Stock		(5,997	)		–			–		(5,997	)
Registered Investment Companies		(3,701	)		–			–		(3,701	)
U.S. Treasury Obligations		–			(1,601	)		–		(1,601	)
Total Securities Sold Short		(62,934	)		(11,061	)		–		(73,995	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		102			–			–		102
Futures Contracts*
Unrealized Depreciation		(61	)		–			–		(61	)
Forwards Contracts*
Unrealized Appreciation		–			301			–		301
Unrealized Depreciation		–			(344	)		–		(344	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			1,127			–		1,127
Unrealized Depreciation		–			(288	)		–		(288	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			131			–		131
Credit Default Swaps*
Unrealized Appreciation		–			17			–		17
Unrealized Depreciation		–			(172	)		–		(172	)
Total Other Financial Instruments		41			772			–		813

*	Futures contracts, forwards contracts and swap contracts are valued at the unrealized appreciation/(depreciation) on the instrument.

The following is a reconciliation of the investments in which significant unobservable inputs (Level 3) were used in determining value ($ Thousands):

(1) Of the $5,889 ($ Thousands) in Level 3 securities as of December 31, 2021, $5,491 ($ Thousands) or 1.2% of the Net Assets of the Fund are not valued via third party pricing vendors and broker quotes. If significant, the disclosure of the unobservable inputs and the interrelationships and sensitivity between these inputs are required for those Level 3 securities that are not valued by third party pricing vendors or broker quotes. The value of these securities is immaterial and no further disclosure is required.

For the period ended December 31, 2021, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

The following is a summary of the transactions with affiliates for the period ended December 31, 2021 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 43.7%
U.S. Treasury Bills
0.160%, 06/23/2022 (A)	$	873	$	872
0.129%, 06/16/2022 (A)		4,257		4,254
0.070%, 05/26/2022 (A)		101,855		101,817
0.064%, 05/19/2022 (A)(B)		45,651		45,634
0.060%, 04/21/2022 (A)(B)		53,432		53,420
0.060%, 04/28/2022 (A)(B)		423		423
0.055%, 04/07/2022 (A)(B)		200,467		200,429
0.055%, 04/14/2022 (A)(B)		30,000		29,994
0.054%, 03/03/2022 (A)(B)		30,000		29,998
0.050%, 01/20/2022 (A)(B)		68,250		68,250
0.050%, 02/24/2022 (A)(B)		30,000		29,999
0.050%, 03/17/2022 (A)(B)		117,432		117,419
0.050%, 03/31/2022 (A)		41,480		41,475
0.042%, 01/06/2022 (A)		23,000		23,000
0.039%, 03/24/2022 (A)		34,640		34,636
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		3,365		4,686
3.625%, 04/15/2028		1,710		2,272
3.375%, 04/15/2032		4,675		6,952
2.500%, 01/15/2029		2,448		3,129
2.375%, 01/15/2025		1,174		1,337
2.375%, 01/15/2027		1,372		1,656
2.125%, 02/15/2040		2,559		3,916
2.125%, 02/15/2041		2,526		3,908
2.000%, 01/15/2026		1,394		1,612
1.750%, 01/15/2028		626		751
1.375%, 02/15/2044		1,187		1,693
1.000%, 02/15/2046		1,518		2,073
1.000%, 02/15/2049		3,847		5,458
0.875%, 01/15/2029		1,035		1,197
0.750%, 07/15/2028		20,286		23,229
0.750%, 02/15/2042		4,162		5,257
0.750%, 02/15/2045		881		1,133
0.625%, 01/15/2024		1,185		1,261
0.625%, 01/15/2026		5,820		6,392
0.625%, 02/15/2043		1,805		2,242
0.500%, 01/15/2028		26,990		30,198
0.375%, 07/15/2023		1,189		1,250
0.375%, 07/15/2025		12,830		13,934
0.375%, 01/15/2027		2,290		2,519
0.250%, 01/15/2025		584		625
0.250%, 07/15/2029		36,764		41,191
0.250%, 02/15/2050		323		390
0.125%, 01/15/2022		611		612
0.125%, 04/15/2022		7,961		8,077
0.125%, 07/15/2022		601		616
0.125%, 01/15/2023		5,991		6,187
0.125%, 07/15/2024		8,154		8,692
0.125%, 10/15/2024		8,085		8,635
0.125%, 10/15/2025		426		460
0.125%, 10/15/2025		20,893		22,522


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.125%, 04/15/2026	$	5,115	$	5,520
0.125%, 07/15/2026		9,231		10,022
0.125%, 10/15/2026		202		220
0.125%, 01/15/2030		36,229		40,208
0.125%, 07/15/2030		32,363		36,206
0.125%, 01/15/2031		43,563		48,771
0.125%, 07/15/2031		36,429		40,945

Total U.S. Treasury Obligations
(Cost $1,170,299) ($ Thousands)				1,189,574



SOVEREIGN DEBT — 18.4%

Andina de Fomento
4.375%, 06/15/2022(B)		125		127
Asian Development Bank
2.625%, 01/30/2024(B)		375		389
2.625%, 01/12/2027(B)		1,750		1,856
2.375%, 08/10/2027(B)		500		525
2.000%, 04/24/2026(B)		500		515
1.750%, 08/14/2026(B)		500		510
Asian Infrastructure Investment Bank
2.250%, 05/16/2024(B)		375		387
Canada Government International Bond
2.000%, 11/15/2022(B)		375		380
Council of Europe Development Bank
2.625%, 02/13/2023(B)		500		511
2.500%, 02/27/2024(B)		750		776
1.750%, 09/26/2022(B)		250		253
Deutsche Bundesrepublik Inflation Linked Bond
0.500%, 04/15/2030	EUR	42,337		59,567
0.100%, 04/15/2023		7,916		9,319
0.100%, 04/15/2026		13,031		16,402
0.100%, 04/15/2033		4,277		6,137
0.100%, 04/15/2046		5,562		10,366
European Bank for Reconstruction & Development MTN
2.750%, 03/07/2023(B)	$	750		769
1.875%, 02/23/2022(B)		375		376
European Investment Bank
4.875%, 02/15/2036(B)		250		344
3.250%, 01/29/2024(B)		1,500		1,575
3.125%, 12/14/2023(B)		250		261
2.625%, 03/15/2024(B)		1,000		1,039
2.500%, 03/15/2023(B)		375		384
2.500%, 10/15/2024(B)		1,000		1,041
2.375%, 05/24/2027(B)		250		262
2.125%, 04/13/2026(B)		500		518
1.875%, 02/10/2025(B)		500		513


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Export Development Canada
2.750%, 03/15/2023(B)	$	750	$	769
2.625%, 02/21/2024(B)		1,375		1,427
2.500%, 01/24/2023(B)		750		766
French Republic Government Bond OAT
3.400%, 07/25/2029	EUR	1,342		2,178
3.150%, 07/25/2032		2,693		4,766
2.100%, 07/25/2023(C)		2,237		2,727
1.850%, 07/25/2027		14,319		20,131
1.800%, 07/25/2040(C)		1,871		3,540
1.100%, 07/25/2022		1,181		1,386
0.700%, 07/25/2030(C)		16,244		22,772
0.250%, 07/25/2024		4,646		5,683
0.100%, 03/01/2025		4,615		5,616
0.100%, 03/01/2026(C)		4,588		5,730
0.100%, 03/01/2028		9,965		12,761
0.100%, 03/01/2029		11,451		14,955
0.100%, 07/25/2031(C)		5,948		7,993
0.100%, 03/01/2032		1,738		2,322
0.100%, 03/01/2036(C)		2,549		3,555
0.100%, 07/25/2036(C)		4,333		6,099
0.100%, 07/25/2047(C)		1,272		2,022
Inter-American Development Bank
7.000%, 06/15/2025(B)	$	500		599
3.125%, 09/18/2028(B)		375		414
3.000%, 10/04/2023(B)		250		260
3.000%, 02/21/2024(B)		250		262
2.625%, 01/16/2024(B)		375		389
2.500%, 01/18/2023(B)		750		765
2.000%, 06/02/2026(B)		1,000		1,031
2.000%, 07/23/2026(B)		375		387
1.750%, 09/14/2022(B)		1,000		1,009
International Bank for Reconstruction & Development
7.625%, 01/19/2023(B)		750		806
4.750%, 02/15/2035(B)		250		334
3.000%, 09/27/2023(B)		750		779
2.500%, 03/19/2024(B)		750		777
2.500%, 11/25/2024(B)		500		521
2.500%, 07/29/2025(B)		375		393
2.500%, 11/22/2027(B)		750		792
2.125%, 07/01/2022(B)		375		378
1.875%, 10/07/2022(B)		875		884
1.875%, 10/27/2026(B)		375		384
1.750%, 04/19/2023(B)		1,000		1,015
1.500%, 08/28/2024(B)		375		380
International Finance MTN
2.875%, 07/31/2023(B)		375		388
2.125%, 04/07/2026(B)		1,000		1,037
2.000%, 10/24/2022(B)		750		760


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Italy Buoni Poliennali Del Tesoro
3.100%, 09/15/2026(C)	EUR	3,696	$	5,117
2.600%, 09/15/2023(C)		1,243		1,537
2.550%, 09/15/2041(C)		1,869		3,328
2.350%, 09/15/2024(C)		1,970		2,500
2.350%, 09/15/2035(C)		3,254		5,110
1.300%, 05/15/2028(C)		5,258		6,847
1.250%, 09/15/2032(C)		6,418		8,708
0.650%, 05/15/2026		819		1,008
0.400%, 05/15/2030(C)		4,472		5,525
0.150%, 05/15/2051(C)		522		596
0.100%, 05/15/2022(C)		2,164		2,500
0.100%, 05/15/2023		952		1,117
Korea International Bond
2.750%, 01/19/2027(B)	$	1,000		1,054
North American Development Bank
2.400%, 10/26/2022(B)		200		203
Province of Alberta Canada
3.350%, 11/01/2023(B)		250		261
3.300%, 03/15/2028(B)		500		548
2.950%, 01/23/2024(B)		250		260
2.200%, 07/26/2022(B)		1,000		1,010
Province of British Columbia Canada
6.500%, 01/15/2026(B)		250		298
2.000%, 10/23/2022(B)		750		759
Province of Manitoba Canada
3.050%, 05/14/2024(B)		250		262
2.600%, 04/16/2024(B)		500		518
2.125%, 05/04/2022(B)		250		251
Province of Ontario Canada
3.200%, 05/16/2024(B)		250		263
2.500%, 04/27/2026(B)		1,000		1,046
2.450%, 06/29/2022(B)		250		253
2.400%, 02/08/2022(B)		750		751
2.250%, 05/18/2022(B)		500		504
2.200%, 10/03/2022(B)		500		507
2.000%, 10/02/2029(B)		500		508
Province of Quebec Canada
7.500%, 09/15/2029(B)		450		628
2.875%, 10/16/2024(B)		500		525
2.625%, 02/13/2023(B)		500		511
2.500%, 04/09/2024(B)		1,000		1,035
2.500%, 04/20/2026(B)		750		786


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
United Kingdom Gilt Inflation Linked
4.125%, 07/22/2030	GBP	500	$	2,606
2.500%, 07/17/2024		340		1,685
2.000%, 01/26/2035		932		3,895
1.875%, 11/22/2022		759		1,095
1.250%, 11/22/2027		6,752		11,822
1.250%, 11/22/2032		16,381		34,087
1.250%, 11/22/2055		1,299		4,888
1.125%, 11/22/2037		2,931		6,997
0.750%, 03/22/2034		2,821		5,789
0.750%, 11/22/2047		1,352		3,872
0.625%, 03/22/2040		2,161		5,103
0.625%, 11/22/2042		3,524		8,871
0.500%, 03/22/2050		731		2,108
0.375%, 03/22/2062		1,455		5,203
0.250%, 03/22/2052		1,547		4,406
0.125%, 03/22/2024		3,089		4,578
0.125%, 03/22/2026		3,625		5,689
0.125%, 08/10/2028		10,447		17,598
0.125%, 03/22/2029		9,330		15,920
0.125%, 08/10/2031		2,338		4,257
0.125%, 03/22/2044		3,990		9,441
0.125%, 08/10/2048		2,611		6,775
0.125%, 03/22/2058		1,463		4,551
0.125%, 11/22/2065		1,318		4,846
0.125%, 03/22/2068		2,499		9,897

Total Sovereign Debt
(Cost $461,959) ($ Thousands)				499,657


	Shares
FOREIGN COMMON STOCK — 2.9%

Australia — 0.1%
Afterpay *		911		55
Ampol		2,048		44
APA Group		14,676		107
Aristocrat Leisure Ltd		3,212		102
ASX Ltd		1,383		93
Aurizon Holdings Ltd		21,309		54
AusNet Services		121,425		227
Brambles Ltd		4,589		36
Cochlear Ltd		834		131
Coles Group Ltd		10,674		139
Commonwealth Bank of Australia		792		58
Computershare Ltd		8,847		129
Crown Resorts Ltd		10,576		92
CSL Ltd		892		189
Dexus ^‡		7,723		62
Endeavour Group		6,248		31
Evolution Mining Ltd		51,564		152
Goodman Group ^‡		3,333		64
Insurance Australia Group Ltd		20,132		62


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Lendlease Group ^‡		5,588	$	43
Medibank Pvt		28,257		69
Newcrest Mining Ltd		3,749		67
Northern Star Resources Ltd		20,330		139
Orica Ltd		4,582		46
Origin Energy Ltd		9,571		36
REA Group Ltd		484		59
Santos Ltd		10,191		47
SEEK Ltd		2,052		49
Sonic Healthcare Ltd		4,379		148
Suncorp Group		7,008		56
Tabcorp Holdings Ltd		30,312		111
Telstra Corp Ltd, Cl B		53,641		163
Treasury Wine Estates Ltd		15,968		144
Washington H Soul Pattinson & Co Ltd		3,573		77
Wesfarmers Ltd		2,749		119
WiseTech Global		4,748		202
Woodside Petroleum Ltd		5,284		84
Woolworths Group Ltd		6,248		173
Xero *		1,105		114

				3,773

Austria — 0.0%
Erste Group Bank AG		2,047		96
OMV AG		775		44
Verbund AG		519		59

				199

Belgium — 0.1%
Ageas		1,537		79
Anheuser-Busch InBev SA/NV		1,152		70
Argenx *		613		220
Elia System Operator SA/NV		1,419		187
Etablissements Franz Colruyt		9,528		404
Groupe Bruxelles Lambert SA		357		40
KBC Group NV		780		67
Proximus SADP		11,315		220
UCB SA, Cl A		2,051		234
Umicore SA		1,214		49

				1,570

Canada — 0.2%
Agnico Eagle Mines Ltd		2,376		126
Algonquin Power & Utilities Corp		5,110		74
Alimentation Couche-Tard		1,594		67
Ballard Power Systems *		2,282		29
Bank of Nova Scotia/The, Cl C		1,590		113
Barrick Gold Corp		6,818		130
Bausch Health Cos Inc *		1,753		49
BCE Inc		920		48
BlackBerry Ltd *		8,664		81
Brookfield Renewable, Cl A		2,401		89


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Cameco Corp		2,521	$	55
Canadian Pacific Railway Ltd		1,355		98
Canadian Tire Corp Ltd, Cl A		894		128
Canadian Utilities Ltd, Cl A		2,438		71
Canopy Growth Corp *		3,668		32
CCL Industries Inc, Cl B		2,082		112
CGI Inc, Cl A *		1,997		177
Constellation Software Inc/Canada		100		186
Dollarama Inc		3,557		178
Emera Inc		1,092		55
Empire Co Ltd, Cl A		7,348		224
First Quantum Minerals Ltd (Canada)		2,143		51
FirstService ^‡		408		80
Fortis Inc/Canada		2,017		97
Franco-Nevada Corp		892		124
George Weston Ltd		1,417		165
GFL Environmental		1,398		53
Gildan Activewear Inc		3,722		158
Hydro One Ltd		2,869		75
iA Financial Corp Inc		1,071		61
Imperial Oil Ltd		822		30
Keyera		1,776		40
Kinross Gold Corp		13,832		80
Kirkland Lake Gold Ltd		2,875		121
Loblaw Cos Ltd		7,305		599
Magna International Inc, Cl A		1,415		115
Metro Inc/CN, Cl A		10,610		566
Northland Power		1,799		54
Nutrien Ltd		1,332		100
Onex Corp		1,036		81
Open Text Corp		2,952		140
Pan American Silver		2,322		58
Parkland		1,300		36
Quebecor Inc, Cl B		3,150		71
Restaurant Brands International Inc		2,731		166
Ritchie Bros Auctioneers, Cl B		913		56
Royal Bank of Canada		1,066		113
Saputo Inc		4,704		106
Shopify Inc, Cl A *		63		87
Teck Resources Ltd, Cl B		2,736		79
TELUS Corp		4,854		115
Thomson Reuters		1,656		198
Toronto-Dominion Bank/The		1,857		142
Wheaton Precious Metals Corp		3,501		150
WSP Global Inc		1,000		145

				6,434

China — 0.0%
Sands China Ltd		18,800		44


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Denmark — 0.1%
Ambu A/S, Cl B		4,155	$	110
Carlsberg A/S, Cl B		1,017		176
Chr Hansen Holding A/S		1,282		101
Coloplast A/S, Cl B		1,741		306
Danske Bank A/S		4,552		79
Demant A/S *		2,583		132
DSV A/S		468		109
Genmab A/S *		435		175
GN Store Nord A/S		1,712		108
Novo Nordisk A/S, Cl B		3,164		355
Novozymes A/S, Cl B		2,193		180
Orsted A/S		1,151		147
Pandora A/S		660		82
Tryg A/S		3,506		87

				2,147

Finland — 0.0%
Elisa Oyj		1,739		107
Fortum Oyj		5,767		177
Kesko Oyj, Cl B		4,597		154
Nokia Oyj		20,694		131
Orion Oyj, Cl B		2,179		90
UPM-Kymmene Oyj, Cl V		1,682		64

				723

France — 0.2%
Aeroports de Paris, Cl A		373		48
Air Liquide SA		839		146
Arkema SA		736		104
AXA SA		1,342		40
BioMerieux		1,592		226
Bollore SA		19,190		107
Bouygues SA		892		32
Capgemini SE		433		106
Carrefour SA		6,251		114
Covivio ^‡		434		36
Dassault Systemes		1,640		98
Edenred		1,794		83
Electricite de France SA		16,450		193
Engie SA		7,170		106
Eurazeo		468		41
Eurofins Scientific		990		122
Getlink SE		4,624		77
Ipsen SA		736		67
Kering		119		96
Legrand SA		1,748		205
L'Oreal SA		545		258
LVMH Moet Hennessy Louis Vuitton SE		84		69
Orange SA		24,112		258
Orpea		727		73
Pernod Ricard SA		684		165


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Publicis Groupe SA		2,651	$	179
Remy Cointreau SA		674		164
Sanofi		904		91
Sartorius Stedim Biotech		446		245
Sodexo SA		747		65
STMicroelectronics NV		1,562		77
Suez		8,227		185
Teleperformance		98		44
Thales SA, Cl A		220		19
TOTAL SA		10,035		509
Ubisoft Entertainment SA *		2,538		124
Valeo SA		1,298		39
Veolia Environnement SA		5,206		191
Vinci SA		720		76
Vivendi SA		5,328		72
Wendel SA		480		58
Worldline SA/France *		865		48

				5,056

Germany — 0.2%
adidas AG		308		89
Allianz SE		347		82
Beiersdorf AG		1,765		181
Brenntag AG		810		73
Carl Zeiss Meditec AG		1,160		244
Commerzbank AG		2,444		19
Continental AG		286		30
Covestro AG		1,507		93
Delivery Hero SE *		473		53
Deutsche Boerse AG		198		33
Deutsche Telekom AG		6,455		120
E.ON SE		43,325		601
GEA Group AG		1,568		86
Hannover Rueck SE		313		59
HeidelbergCement AG		879		60
HelloFresh *		1,032		79
Henkel AG & Co KGaA		1,543		121
Infineon Technologies AG		2,515		116
Knorr-Bremse AG		603		60
Merck KGaA		757		195
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		274		81
QIAGEN NV *		5,142		286
Rational		61		62
RWE AG		9,223		375
Scout24		1,602		112
Siemens Healthineers AG		2,595		194
Symrise AG, Cl A		1,058		157
Telefonica Deutschland Holding AG		49,295		137
Uniper SE		9,383		446
United Internet AG		3,471		138
Vonovia SE ^‡		1,105		61


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Zalando SE *		783	$	63

				4,506

Hong Kong — 0.2%
AIA Group Ltd		6,600		67
Budweiser Brewing APAC		30,700		81
CK Asset Holdings Ltd ^‡		5,931		37
CK Hutchison Holdings Ltd		18,208		117
CK Infrastructure Holdings Ltd		80,500		513
CLP Holdings Ltd, Cl B		134,838		1,362
Galaxy Entertainment Group Ltd		10,000		52
HK Electric Investments & HK Electric Investments Ltd		881,000		864
HKT Trust & HKT Ltd		208,010		280
Hong Kong & China Gas Co Ltd		713,999		1,112
Melco Resorts & Entertainment Ltd ADR *		3,036		31
Power Assets Holdings Ltd		133,974		835
Sino Land ^‡		28,000		35
Swire Properties Ltd ^‡		18,400		46
Techtronic Industries Co Ltd		6,501		129
WH Group Ltd		85,329		53
Xinyi Glass Holdings		30,000		75

				5,689

Ireland — 0.0%
Accenture PLC, Cl A		286		119
CRH PLC		2,389		126
Eaton Corp PLC		402		70
Flutter Entertainment PLC *		365		58
James Hardie Industries PLC		2,747		110
Kerry Group PLC, Cl A		3,791		488

				971

Israel — 0.0%
Azrieli Group Ltd ^‡		1,204		115
Bank Leumi Le-Israel BM		11,928		128
Elbit Systems Ltd		527		91
Nice Ltd *		1,264		387
Teva Pharmaceutical Industries Ltd ADR *		14,485		116
Wix.com Ltd *		719		113

				950

Italy — 0.1%
Amplifon		2,640		143
Assicurazioni Generali SpA		5,334		113
Atlantia SpA		3,095		62
Davide Campari-Milano		7,301		107
DiaSorin SpA		1,772		337
Ferrari NV		347		90
Infrastrutture Wireless Italiane		8,712		106
Intesa Sanpaolo SpA		22,601		59
Moncler SpA		1,664		121


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Nexi *		6,804	$	108
Poste Italiane SpA		8,102		106
Prysmian SpA		1,571		59
Recordati SpA		3,108		200
Snam SpA		15,257		92
Stellantis		4,810		91
Telecom Italia SpA/Milano		79,865		39
Tenaris SA		1,325		14
Terna - Rete Elettrica Nazionale		16,471		133

				1,980

Japan — 0.9%
Advantest Corp		500		47
Aeon Co Ltd, Cl H		2,600		61
Aisin Seiki Co Ltd		1,500		57
Ajinomoto Co Inc		23,200		704
ANA Holdings Inc		3,500		73
Asahi Group Holdings Ltd		2,100		82
Asahi Intecc Co Ltd		2,400		51
Asahi Kasei Corp		4,200		39
Astellas Pharma Inc		6,600		107
Bandai Namco Holdings Inc		1,500		117
Canon Inc		5,200		126
Capcom		5,100		120
Central Japan Railway Co		600		80
Chiba Bank Ltd/The, Cl B		7,300		42
Chubu Electric Power Co Inc		39,300		414
Chugai Pharmaceutical Co Ltd		2,500		81
Concordia Financial Group Ltd		15,100		55
Cosmos Pharmaceutical Corp		700		103
CyberAgent Inc		9,100		151
Dai Nippon Printing Co Ltd		3,300		83
Daifuku Co Ltd		700		57
Dai-ichi Life Holdings		2,300		46
Daiichi Sankyo Co Ltd		2,400		61
Daito Trust Construction Co Ltd		900		103
Daiwa House Industry Co Ltd ^‡		1,300		37
Daiwa House Investment Corp ^‡		42		127
Dentsu Group Inc		3,500		125
Disco		200		61
East Japan Railway Co		1,200		74
Eisai Co Ltd		1,400		79
FUJIFILM Holdings Corp		3,500		259
Fujitsu Ltd		400		68
GLP J-Reit ^‡		44		76
GMO Payment Gateway Inc		600		75
Hakuhodo DY Holdings Inc		3,400		57
Hamamatsu Photonics		1,500		96
Hankyu Hanshin Holdings Inc		3,600		102
Hino Motors Ltd		6,700		55
Hirose Electric Co Ltd		682		114
Hitachi Construction Machinery Co Ltd		1,600		46


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Hitachi Metals Ltd		3,300	$	61
Hoya Corp		800		119
Ibiden		1,500		89
Idemitsu Kosan Co Ltd		50,898		1,298
Iida Group Holdings		3,000		70
Inpex Corp		82,300		716
IT Holdings		3,300		98
Ito En		1,700		89
ITOCHU Corp		3,700		113
Itochu Techno-Solutions Corp		2,800		90
Japan Metropolitan Fund Invest, Cl A ^‡		64		55
Japan Post Bank Co Ltd		14,500		133
Japan Post Holdings Co Ltd		13,200		103
Japan Real Estate Investment Corp ^‡		12		68
Japan Tobacco Inc		6,700		135
JFE Holdings		4,500		57
JSR Corp		1,900		72
JXTG Holdings Inc		333,100		1,245
Kakaku.com Inc		4,300		115
Kansai Electric Power Co Inc/The		67,100		626
Kao Corp		1,800		94
KDDI Corp		8,800		257
Keio Corp		2,500		110
Keyence		200		125
Kikkoman Corp		900		76
Kintetsu Group Holdings Co Ltd		4,000		112
Kirin Holdings Co Ltd		4,100		66
Kobayashi Pharmaceutical		900		71
Kobe Bussan		2,600		101
Komatsu Ltd		2,500		58
Konami Holdings Corp		1,600		77
Kose		500		57
Kubota		2,600		58
Kyocera Corp		1,500		94
Kyowa Hakko Kirin Co Ltd		4,100		112
Lasertec Corp		300		92
Lawson Inc		12,000		568
Lion Corp		19,700		263
LIXIL Group Corp		2,000		53
M3 Inc		800		40
Marubeni Corp		7,100		69
Matsushita Electric Industrial		20,400		224
McDonald's Holdings Co Japan Ltd		5,223		231
Medipal Holdings Corp		6,800		127
MEIJI Holdings Co Ltd		2,400		143
Mercari *		1,100		56
Mitsubishi Chemical Holdings Corp, Cl B		8,100		60
Mitsui Fudosan Co Ltd ^‡		2,500		49
MonotaRO		4,700		85
Murata Manufacturing Co Ltd		700		56
NEC Corp		1,400		64
Nexon Co Ltd		5,800		112


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Nintendo Co Ltd		204	$	95
Nippon Building Fund Inc ^‡		13		76
Nippon Paint Holdings		5,400		59
Nippon Prologis Inc ^‡		40		141
Nippon Shinyaku		1,500		104
Nippon Telegraph & Telephone Corp		7,400		202
Nippon Yusen		4,400		335
Nissan Chemical		1,800		104
Nisshin Seifun Group Inc		4,815		69
Nissin Foods Holdings Co Ltd		2,000		146
Nitori Holdings		600		90
Nomura Holdings		12,000		52
Nomura Real Estate Master Fund ^‡		44		62
Nomura Research Institute Ltd		2,934		126
NTT Data Corp		5,700		122
Obic Co Ltd		400		75
Odakyu Electric Railway Co Ltd		2,700		50
Oji Holdings Corp		14,000		68
Olympus		3,600		83
Ono Pharmaceutical Co Ltd		10,800		268
Oracle Corp Japan		1,200		91
Oriental Land		1,200		202
ORIX		3,400		69
Orix JREIT Inc ^‡		51		80
Osaka Gas Co Ltd		22,700		375
Otsuka Corp		2,000		95
Otsuka Holdings Co Ltd		2,600		94
Pan Pacific International Holdings Corp		19,200		265
Pola Orbis Holdings Inc		3,200		53
Rakuten Group Inc		7,600		76
Ricoh Co Ltd		5,000		46
Rohm Co Ltd		700		64
Ryohin Keikaku Co Ltd		5,000		76
Santen Pharmaceutical Co Ltd		8,000		98
SBI Holdings		4,300		117
SCSK		3,600		72
Secom Co Ltd		1,700		118
Seven & i Holdings Co Ltd		3,600		158
Sharp		3,900		45
Shimano		400		106
Shionogi & Co Ltd		1,600		113
Shiseido Co Ltd		1,400		78
Shizuoka Bank Ltd/The		12,000		86
Softbank Corp		10,500		133
SoftBank Group Corp		900		42
Sohgo Security Services		4,600		182
Sompo Holdings		2,100		89
Sony Group		800		101
Square Enix Holdings Co Ltd		1,700		87
Subaru Corp		3,700		66
SUMCO Corp		1,800		37
Sumitomo Chemical		39,700		187


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Sumitomo Corp		6,500	$	96
Sumitomo Dainippon Pharma Co Ltd		4,600		53
Sumitomo Metal Mining		1,000		38
Suntory Beverage & Food Ltd		3,500		126
Sysmex Corp		1,700		230
T&D Holdings		4,600		59
Taisei Corp		1,900		58
Taisho Pharmaceutical Holdings Co Ltd		1,900		87
Taiyo Nippon Sanso Corp		2,600		57
Takeda Pharmaceutical Co Ltd		4,318		118
TDK Corp		1,200		47
Tecmo Koei Holdings		2,480		97
Terumo Corp		2,800		118
Tobu Railway Co Ltd		5,000		114
Toho Co Ltd/Tokyo		3,600		154
Tokio Marine Holdings Inc		2,300		128
Tokyo Electric Power Co Holdings Inc *		82,700		213
Tokyo Electron		100		58
Tokyo Gas Co Ltd		42,300		757
Tokyu Corp		7,000		93
Toray Industries Inc		10,000		59
Toyo Suisan Kaisha Ltd		10,800		457
Toyota Industries Corp		700		56
Toyota Motor Corp		12,000		219
Trend Micro Inc/Japan		2,400		133
Tsuruha Holdings Inc		900		86
Unicharm Corp		7,900		343
Welcia Holdings Co Ltd		4,000		125
Yakult Honsha Co Ltd		2,100		109
Yamaha		1,100		54
Yamato Holdings Co Ltd		2,500		59
Yokogawa Electric		3,700		67
Z Holdings Corp		17,700		103
ZOZO Inc		1,800		56

				23,878

Netherlands — 0.1%
ABN AMRO Bank NV		6,628		98
Adyen NV *		65		171
Aegon NV		17,146		85
Akzo Nobel NV		447		49
ArcelorMittal SA		2,187		70
ASM International		322		142
ASML Holding NV		209		168
Just Eat Takeaway.com *		928		51
Koninklijke Ahold Delhaize NV		6,728		231
Koninklijke DSM NV		490		110
Koninklijke KPN NV		54,612		170
Koninklijke Philips NV		3,809		142
Prosus NV		898		75
Universal Music Group		5,328		150


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Wolters Kluwer NV		2,040	$	240

				1,952

New Zealand — 0.0%
Auckland International Airport Ltd *		16,947		89
Fisher & Paykel Healthcare Corp Ltd		3,887		87
Mercury NZ Ltd		15,400		65
Spark New Zealand Ltd		24,430		76

				317

Norway — 0.0%
Adevinta, Cl B *		1,318		18
Equinor ASA		1,664		44
Gjensidige Forsikring ASA		6,791		165
Norsk Hydro ASA		22,961		181
Schibsted, Cl A		707		27
Telenor ASA		4,761		75
Yara International ASA		1,133		57

				567

Portugal — 0.0%
Banco Espirito Santo SA *		50,830		—
EDP - Energias de Portugal SA		8,940		49
Galp Energia SGPS SA		3,363		32
Jeronimo Martins SGPS SA		3,401		78

				159

Singapore — 0.1%
Capitaland Investment *^‡		53,100		134
CapitaLand Mall Trust ^‡		81,953		124
City Developments Ltd ^‡		7,600		38
Genting Singapore Ltd		60,700		35
Jardine Matheson Holdings Ltd		1,864		102
Oversea-Chinese Banking Corp Ltd		2,700		23
Sea Ltd ADR *		1,265		283
Singapore Airlines Ltd		31,000		115
Singapore Technologies Engineering Ltd		25,400		71
Singapore Telecommunications		570,500		982
Venture Corp Ltd		6,400		87
Wilmar International Ltd		29,500		91

				2,085

Spain — 0.0%
Aena SME SA *		513		81
Cellnex Telecom SA		1,317		77
Enagas SA		3,003		70
Endesa SA		5,109		117
Ferrovial SA		2,453		77
Grifols SA		5,142		99
Iberdrola SA		8,302		98
Industria de Diseno Textil SA		3,329		108
Naturgy Energy Group SA		5,272		172


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Red Electrica Corp SA		3,414	$	74
Repsol SA, Cl A		6,896		82
Siemens Gamesa Renewable Energy SA		1,571		37

				1,092

Sweden — 0.1%
Atlas Copco AB, Cl A		345		24
Boliden		2,335		90
Electrolux, Cl B		3,309		80
Epiroc, Cl A		416		11
Equities		570		31
Essity AB, Cl B		1,340		44
H & M Hennes & Mauritz, Cl B		2,264		45
Industrivarden, Cl A		109		3
Kinnevik, Cl B *		1,565		56
Lundin Petroleum AB		19,374		694
Nordea Bank Abp, Cl A		6,982		85
Skandinaviska Enskilda Banken AB, Cl A		7,936		110
Svenska Cellulosa AB SCA, Cl B		4,559		81
Svenska Handelsbanken AB, Cl A		7,194		78
Swedbank AB, Cl A		4,910		99
Swedish Match		11,190		89
Tele2 AB, Cl B		14,343		204
Telefonaktiebolaget LM Ericsson, Cl B		10,512		116
Telia Co AB		50,331		197

				2,137

Switzerland — 0.2%
Adecco Group AG		1,187		61
Alcon Inc		2,354		209
Baloise Holding AG		496		81
Barry Callebaut AG		104		253
Chocoladefabriken Lindt & Spruengli AG		1		134
Cie Financiere Richemont SA, Cl A		936		141
Geberit AG		215		176
Givaudan SA		26		137
LafargeHolcim Ltd		1,540		79
Logitech International SA		1,488		126
Lonza Group AG		296		247
Nestle SA		1,850		259
Novartis AG		1,048		92
Partners Group Holding AG		76		126
Roche Holding		484		217
Schindler Holding AG		179		48
SGS SA, Cl B		41		137
Sika AG		195		81
Sonova Holding AG		526		206
Straumann Holding AG		96		204
Swatch Group AG/The, Cl B		251		77
Swiss Life Holding AG		180		110
Swiss Prime Site AG ^‡		588		58
Swisscom AG		2,529		1,428


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Temenos AG		715	$	99
UBS Group AG		5,937		107
Vifor Pharma AG		505		90
Zurich Insurance Group AG		87		38

				5,021

United Kingdom — 0.3%
Admiral Group PLC		1,718		73
Allegion plc		654		87
Amcor PLC		16,032		193
Anglo American PLC		1,722		70
Antofagasta PLC		4,517		82
Aon PLC, Cl A		234		70
Aptiv PLC *		615		101
Associated British Foods PLC		2,191		60
AstraZeneca PLC		1,317		155
Auto Trader Group PLC		16,934		170
AVEVA Group		1,393		64
Barratt Developments PLC		2,222		22
Berkeley Group Holdings		1,223		79
BHP Group		3,324		99
BP PLC		106,527		477
British American Tobacco PLC		1,681		62
BT Group PLC, Cl A		64,702		149
Bunzl PLC		3,000		117
Burberry Group PLC		2,013		50
Coca-Cola Europacific Partners PLC		2,530		141
Coca-Cola HBC AG		2,429		84
Compass Group PLC		3,169		71
DCC PLC		732		60
Diageo PLC		2,888		158
Experian PLC		2,610		128
GlaxoSmithKline PLC		6,114		133
Halma PLC		5,482		238
Hikma Pharmaceuticals PLC		4,056		122
HSBC Holdings PLC		22,379		136
Imperial Brands PLC		3,182		70
Informa PLC *		13,266		93
InterContinental Hotels Group PLC *		743		48
J Sainsbury PLC		33,428		125
Johnson Controls International plc		3,007		244
Johnson Matthey PLC		1,866		52
Kingfisher PLC		8,953		41
Kingspan Group PLC		608		73
Linde PLC		660		229
London Stock Exchange Group		368		35
Medtronic PLC		1,787		185
National Grid PLC		26,031		374
NMC Health PLC *(D)		12,179		—
Ocado Group PLC *		1,150		26
Pearson PLC		15,495		129
Pentair PLC		1,382		101


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Persimmon PLC		1,027	$	40
Reckitt Benckiser Group PLC		405		35
RELX PLC		3,034		99
Rentokil Initial		12,011		95
Rio Tinto PLC		815		54
Rolls-Royce Holdings PLC *		19,553		33
Royal Dutch Shell PLC, Cl B		25,464		560
Sage Group PLC/The		12,410		143
Severn Trent PLC		6,494		259
Smith & Nephew PLC		7,784		136
Smiths Group PLC		3,056		65
Smurfit Kappa Group PLC		3,031		167
Spirax-Sarco Engineering		249		54
SSE PLC		8,543		191
Tesco		17,126		67
Trane Technologies PLC		641		129
United Utilities Group PLC, Cl B		16,150		238
Vodafone Group PLC		67,936		103
Whitbread PLC *		1,095		44
WPP PLC		8,141		123

				7,911

Total Foreign Common Stock
(Cost $65,594) ($ Thousands)				79,161



COMMON STOCK — 2.4%

Communication Services — 0.2%
Activision Blizzard Inc		2,968		197
Alphabet Inc, Cl A *		115		333
AT&T Inc		16,055		395
Charter Communications Inc, Cl A *		355		231
Comcast Corp, Cl A		4,650		234
Discovery Inc, Cl A *		5,410		127
DISH Network Corp, Cl A *		4,240		138
Electronic Arts Inc		1,763		233
Fox Corp		6,025		207
Interpublic Group of Cos Inc/The		10,256		384
Live Nation Entertainment Inc *		2,226		266
Lumen Technologies Inc		27,586		346
Meta Platforms Inc, Cl A *		839		282
Netflix Inc *		350		211
News Corp, Cl B		11,316		255
Omnicom Group Inc		4,808		352
Take-Two Interactive Software Inc, Cl A *		1,489		265
T-Mobile US Inc *		2,385		277
Twitter Inc *		3,286		142
Verizon Communications Inc		10,486		545
ViacomCBS Inc, Cl B		2,918		88


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Walt Disney Co/The *		1,361	$	211

				5,719
Consumer Discretionary — 0.2%
Advance Auto Parts Inc		554		133
Amazon.com Inc, Cl A *		29		97
AutoZone Inc *		63		132
Bath & Body Works Inc		1,468		102
Best Buy Co Inc		879		89
Booking Holdings Inc *		33		79
BorgWarner Inc		1,798		81
CarMax Inc *		607		79
Chipotle Mexican Grill Inc, Cl A *		60		105
Darden Restaurants Inc		642		97
Dollar General Corp		398		94
Dollar Tree Inc *		910		128
Domino's Pizza Inc		229		129
DR Horton Inc		1,517		165
eBay Inc		1,485		99
Etsy Inc *		261		57
Expedia Group Inc *		886		160
Ford Motor Co		6,979		145
Gap Inc/The		2,713		48
General Motors Co *		1,328		78
Hanesbrands Inc		5,402		90
Hasbro Inc		959		98
Hilton Worldwide Holdings Inc *		1,035		161
Home Depot Inc/The		344		143
Leggett & Platt Inc		1,806		74
Lennar Corp, Cl A		714		83
LKQ Corp		2,394		144
Lowe's Cos Inc		368		95
Marriott International Inc/MD, Cl A *		453		75
McDonald's Corp		344		92
MGM Resorts International		1,069		48
Mohawk Industries Inc *		714		130
Newell Brands Inc, Cl B		3,837		84
NIKE Inc, Cl B		427		71
O'Reilly Automotive Inc *		186		131
PulteGroup Inc		1,206		69
PVH Corp		953		102
Ralph Lauren Corp, Cl A		665		79
Ross Stores Inc		854		98
Starbucks Corp		1,082		127
Tapestry Inc		2,823		115
Target Corp, Cl A		521		120
Tesla Inc *		79		84
TJX Cos Inc/The		1,474		112
Tractor Supply Co		712		170
Ulta Beauty Inc *		141		58
Under Armour Inc, Cl A *		2,909		62
VF Corp		958		70


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Whirlpool Corp		398	$	93
Wynn Resorts Ltd *		546		46
Yum! Brands Inc		758		105

				5,126
Consumer Staples — 0.3%
Altria Group Inc		4,096		194
Archer-Daniels-Midland Co		2,936		199
Brown-Forman Corp, Cl B		2,289		167
Campbell Soup Co		7,410		322
Church & Dwight Co Inc		2,519		258
Clorox Co/The		1,065		186
Coca-Cola Co/The		3,032		180
Colgate-Palmolive Co		3,689		315
Conagra Brands Inc		7,947		271
Constellation Brands Inc, Cl A		1,139		286
Costco Wholesale Corp		479		272
Estee Lauder Cos Inc/The, Cl A		852		315
General Mills Inc		5,970		402
Hershey Co/The		1,347		261
Hormel Foods Corp		9,195		449
J M Smucker Co/The		2,772		377
Kellogg Co		4,858		313
Kimberly-Clark Corp		2,081		297
Kraft Heinz Co/The		4,956		178
Kroger Co/The		6,207		281
Lamb Weston Holdings Inc		2,378		151
McCormick & Co Inc/MD		3,138		303
Molson Coors Beverage Co, Cl B		3,119		145
Mondelez International Inc, Cl A		3,684		244
Monster Beverage Corp *		3,145		302
PepsiCo Inc		1,095		190
Philip Morris International Inc		2,561		243
Procter & Gamble Co/The		2,075		339
Sysco Corp, Cl A		2,272		178
Tyson Foods Inc, Cl A		2,695		235
Walgreens Boots Alliance Inc		4,466		233
Walmart Inc		1,137		164

				8,250
Energy — 0.1%
APA Corp		4,561		123
Baker Hughes Co, Cl A		6,778		163
Chevron Corp		1,364		160
ConocoPhillips		8,119		586
Coterra Energy Inc		9,055		172
Devon Energy Corp		6,537		288
Diamondback Energy Inc, Cl A		2,478		267
EOG Resources Inc		2,533		225
Exxon Mobil Corp		6,272		384
Hess Corp		3,016		223
Kinder Morgan Inc		8,358		133
Marathon Oil Corp		17,930		294


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Marathon Petroleum Corp		842	$	54
ONEOK Inc		2,048		120
Phillips 66		2,119		153
Pioneer Natural Resources Co		950		173
Schlumberger NV, Cl A		6,517		195
Valero Energy Corp		2,323		175
Williams Cos Inc/The		6,562		171

				4,059
Financials — 0.2%
Allstate Corp/The		963		113
American International Group Inc		273		16
Ameriprise Financial Inc		518		156
Arthur J Gallagher & Co		347		59
Assurant Inc		976		152
Bank of America Corp		1,088		48
Bank of New York Mellon Corp/The		1,593		92
BlackRock Inc		75		69
Capital One Financial Corp		280		41
Cboe Global Markets Inc		436		57
Charles Schwab Corp/The		1,358		114
Chubb Ltd		198		38
Cincinnati Financial Corp		315		36
Citizens Financial Group Inc		2,888		136
Discover Financial Services		794		92
Fifth Third Bancorp		3,964		173
Franklin Resources Inc		2,773		93
Globe Life Inc		870		82
Goldman Sachs Group Inc/The		156		60
Hartford Financial Services Group Inc/The		671		46
Huntington Bancshares Inc/OH		2,954		46
Intercontinental Exchange Inc		482		66
Invesco Ltd		3,850		89
JPMorgan Chase & Co		293		46
KeyCorp		2,956		68
Loews Corp		1,583		91
M&T Bank Corp		598		92
MarketAxess Holdings Inc		80		33
Marsh & McLennan Cos Inc		634		110
MetLife Inc		351		22
Morgan Stanley		1,357		133
MSCI Inc, Cl A		231		142
Nasdaq Inc, Cl A		368		77
Northern Trust Corp		370		44
People's United Financial Inc		7,837		140
PNC Financial Services Group Inc/The		607		122
Principal Financial Group Inc, Cl A		1,498		108
Progressive Corp/The		529		54
Prudential Financial Inc		736		80
Raymond James Financial Inc		1,773		178
Regions Financial Corp		3,285		72
State Street Corp		770		72


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SVB Financial Group, Cl B *		177	$	120
Synchrony Financial		2,695		125
T Rowe Price Group Inc		327		64
Travelers Cos Inc/The		101		16
US Bancorp		2,336		131
Wells Fargo & Co		1,682		81
Willis Towers Watson PLC		490		116

				4,211
Health Care — 0.2%
Abbott Laboratories		798		112
AbbVie Inc		968		131
ABIOMED Inc *		280		101
Agilent Technologies Inc		1,033		165
Align Technology Inc *		126		83
AmerisourceBergen Corp, Cl A		593		79
Amgen Inc, Cl A		646		145
Anthem Inc		269		125
Baxter International Inc		1,597		137
Becton Dickinson and Co		396		100
Biogen Inc *		427		103
Bio-Rad Laboratories Inc, Cl A *		142		107
Boston Scientific Corp *		2,255		96
Bristol-Myers Squibb Co		1,520		95
Cardinal Health Inc		1,236		64
Centene Corp *		1,160		96
Cerner Corp		2,555		237
Cigna Corp		365		84
Cooper Cos Inc/The, Cl A		327		137
CVS Health Corp		1,342		138
Danaher Corp, Cl A		606		199
DaVita Inc *		510		58
DENTSPLY SIRONA Inc		1,707		95
Dexcom Inc *		215		115
Edwards Lifesciences Corp, Cl A *		1,150		149
Eli Lilly & Co		431		119
Gilead Sciences Inc		1,887		137
HCA Healthcare Inc		406		104
Henry Schein Inc *		950		74
Hologic Inc *		1,195		91
Humana Inc		212		98
IDEXX Laboratories Inc *		187		123
Illumina Inc *		236		90
Incyte Corp *		1,159		85
Intuitive Surgical Inc *		390		140
Johnson & Johnson		1,720		294
Laboratory Corp of America Holdings *		675		212
McKesson Corp		787		196
Merck & Co Inc		1,941		149
Mettler-Toledo International Inc *		80		136
Organon & Co		2,369		72
PerkinElmer Inc		728		146


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Pfizer Inc		2,320	$	137
Quest Diagnostics Inc		658		114
Regeneron Pharmaceuticals Inc *		259		164
ResMed Inc		487		127
Stryker Corp		346		93
Thermo Fisher Scientific Inc		120		80
UnitedHealth Group Inc		200		100
Universal Health Services Inc, Cl B		971		126
Vertex Pharmaceuticals Inc *		617		135
Viatris Inc, Cl W *		5,825		79
Waters Corp *		259		97
West Pharmaceutical Services Inc		276		129
Zimmer Biomet Holdings Inc		639		81
Zoetis Inc, Cl A		653		159

				6,838
Industrials — 0.2%
3M Co		411		73
A O Smith Corp		980		84
Alaska Air Group Inc *		840		44
AMETEK Inc		926		136
Canadian Pacific Railway		1,375		99
Carrier Global Corp		916		50
CH Robinson Worldwide Inc		978		105
Cintas Corp		146		65
Copart Inc *		726		110
CSX Corp		2,961		111
Cummins Inc		289		63
Delta Air Lines Inc, Cl A *		1,126		44
Dover Corp		565		103
Emerson Electric Co		986		92
Equifax Inc		349		102
Expeditors International of Washington Inc		870		117
Fastenal Co, Cl A		1,178		75
Fortive Corp		1,754		134
Fortune Brands Home & Security Inc		492		53
General Dynamics Corp		849		177
General Electric Co		646		61
Honeywell International Inc		394		82
Howmet Aerospace Inc		2,374		76
Huntington Ingalls Industries Inc, Cl A		251		47
IHS Markit Ltd		978		130
Illinois Tool Works Inc		606		150
Ingersoll Rand Inc		1,458		90
Jacobs Engineering Group Inc		539		75
JB Hunt Transport Services Inc		390		80
L3Harris Technologies Inc		320		68
Lockheed Martin Corp		186		66
Masco Corp		1,288		90
Nielsen Holdings PLC		2,219		46
Norfolk Southern Corp		347		103
Northrop Grumman Corp		381		147


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Otis Worldwide Corp		879	$	77
PACCAR Inc		956		84
Parker-Hannifin Corp, Cl A		549		175
Quanta Services Inc		797		91
Raytheon Technologies Corp		905		78
Robert Half International Inc		845		94
Rockwell Automation Inc		289		101
Rollins Inc		4,270		146
Snap-on Inc		986		213
Southwest Airlines Co, Cl A *		1,959		84
Textron Inc		2,178		168
TransDigm Group Inc *		128		81
Union Pacific Corp		311		78
United Parcel Service Inc, Cl B		363		78
United Rentals Inc *		170		56
Verisk Analytics Inc, Cl A		884		202
Waste Management Inc		830		139
Xylem Inc/NY		691		83

				5,176
Information Technology — 0.3%
Adobe Inc *		192		109
Advanced Micro Devices Inc *		498		72
Akamai Technologies Inc *		831		97
Analog Devices Inc		376		66
ANSYS Inc *		288		116
Applied Materials Inc		1,164		183
Arista Networks Inc *		1,288		185
Autodesk Inc, Cl A *		232		65
Automatic Data Processing Inc		354		87
Broadcom Inc		192		128
Cadence Design Systems Inc *		1,227		229
Check Point Software Technologies Ltd *		1,215		142
Cisco Systems Inc/Delaware		2,109		134
Citrix Systems Inc		584		55
Cognizant Technology Solutions Corp, Cl A		1,546		137
Corning Inc, Cl B		2,864		107
CyberArk Software Ltd *		1,251		217
DXC Technology Co *		1,512		49
F5 Inc, Cl A *		420		103
Fidelity National Information Services Inc, Cl B		799		87
Fiserv Inc, Cl A *		790		82
FleetCor Technologies Inc *		390		87
Fortinet Inc *		468		168
Gartner Inc *		1,003		335
Global Payments Inc		436		59
Hewlett Packard Enterprise Co		8,829		139
HP Inc		2,363		89
Intel Corp		1,628		84
International Business Machines Corp		341		46
Intuit Inc		357		230


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
IPG Photonics Corp *		338	$	58
Jack Henry & Associates Inc		575		96
Juniper Networks Inc		2,925		104
Keysight Technologies Inc *		736		152
KLA Corp		464		200
Microchip Technology Inc		1,142		99
Micron Technology Inc		831		77
Microsoft Corp		768		258
Motorola Solutions Inc		235		64
NetApp Inc		725		67
NortonLifeLock Inc		4,139		107
NVIDIA Corp		456		134
Oracle Corp, Cl B		2,724		238
Paychex Inc		656		90
Paycom Software Inc *		198		82
Qorvo Inc *		628		98
QUALCOMM Inc		570		104
salesforce.com Inc *		252		64
Seagate Technology Holdings PLC		1,509		170
ServiceNow Inc *		159		103
Skyworks Solutions Inc		656		102
Synopsys Inc *		211		78
Teledyne Technologies Inc *		176		77
Texas Instruments Inc		282		53
Tyler Technologies Inc *		247		133
VeriSign Inc *		681		173
Western Digital Corp *		1,138		74
Western Union Co/The		3,204		57
Xilinx Inc		654		139
Zebra Technologies Corp, Cl A *		113		67

				7,005
Materials — 0.2%
Air Products and Chemicals Inc		580		176
Albemarle Corp		1,075		251
Avery Dennison Corp		1,153		250
Ball Corp		1,736		167
Celanese Corp, Cl A		628		106
CF Industries Holdings Inc		3,811		270
Corteva Inc		5,121		242
Dow Inc		2,337		133
DuPont de Nemours Inc		1,117		90
Eastman Chemical Co		1,987		240
Ecolab Inc		731		171
FMC Corp		1,834		202
Freeport-McMoRan Inc, Cl B		3,462		144
International Flavors & Fragrances Inc		1,993		300
International Paper Co		1,705		80
LyondellBasell Industries NV, Cl A		1,153		106
Martin Marietta Materials Inc, Cl A		696		307
Mosaic Co/The		5,396		212
Newmont Corp		4,763		295


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nucor Corp		2,612	$	298
Packaging Corp of America		1,034		141
PPG Industries Inc		1,382		238
Sealed Air Corp		3,350		226
Sherwin-Williams Co/The, Cl A		828		292
Vulcan Materials Co		1,039		216
Westrock Co		3,440		153

				5,306
Real Estate — 0.1%
Alexandria Real Estate Equities Inc ^‡		628		140
American Tower Corp, Cl A ^‡		353		103
Boston Properties Inc ^‡		379		44
Crown Castle International Corp ^‡		437		91
Digital Realty Trust Inc, Cl A ^‡		526		93
Duke Realty Corp ^‡		2,124		139
Equinix Inc ^‡		66		56
Equity Residential ^‡		1,670		151
Essex Property Trust Inc ^‡		198		70
Extra Space Storage Inc ^‡		738		167
Federal Realty Investment Trust ^‡		1,348		184
Healthpeak Properties Inc ^‡		1,687		61
Host Hotels & Resorts Inc *^‡		2,919		51
Iron Mountain Inc ^‡		1,556		81
Mid-America Apartment Communities Inc ^‡		1,107		254
Prologis Inc ^‡		549		92
Public Storage ^‡		325		122
Realty Income Corp ^‡		2,310		165
Regency Centers Corp ^‡		515		39
SBA Communications Corp, Cl A ^‡		152		59
Simon Property Group Inc ^‡		848		136
UDR Inc ^‡		2,549		153
Vornado Realty Trust ^‡		747		31
Welltower Inc ^‡		476		41
Weyerhaeuser Co ^‡		1,020		42

				2,565
Utilities — 0.4%
AES Corp/The		8,922		217
Alliant Energy Corp		7,767		477
Ameren Corp		5,646		503
American Electric Power Co Inc		5,935		528
American Water Works Co Inc		1,287		243
Atmos Energy Corp		1,688		177
CenterPoint Energy Inc		10,623		296
CMS Energy Corp		7,099		462
Consolidated Edison Inc		7,733		660
Dominion Energy Inc		7,520		591
DTE Energy Co		2,191		262
Duke Energy Corp		3,471		364
Edison International		5,332		364
Entergy Corp		2,469		278
Evergy Inc		5,347		367


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Eversource Energy		5,556	$	505
Exelon Corp		5,763		333
FirstEnergy Corp		5,862		244
NextEra Energy Inc		3,133		292
NiSource Inc		15,120		417
NRG Energy Inc		6,095		263
Pinnacle West Capital Corp		3,525		249
PPL Corp		9,644		290
Public Service Enterprise Group Inc		5,156		344
Sempra Energy		2,197		291
Southern Co/The		5,517		378
WEC Energy Group Inc		5,563		540
Xcel Energy Inc		7,537		510

				10,445
Total Common Stock
(Cost $36,107) ($ Thousands)				64,700


	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 1.3%
Consumer Discretionary — 0.0%
Toyota Motor
3.419%, 07/20/2023 (B)	$	500		521
Toyota Motor Credit MTN
3.200%, 01/11/2027 (B)		750		804
2.625%, 01/10/2023 (B)		375		383
University of Southern California
5.250%, 10/01/2111 (B)		100		160

				1,868

Consumer Staples — 0.1%
Colgate-Palmolive MTN
2.250%, 11/15/2022 (B)		1,250		1,268
Procter & Gamble Co/The
2.150%, 08/11/2022 (B)		250		253

				1,521

Energy — 0.1%
Chevron
2.954%, 05/16/2026 (B)		1,000		1,059
CNOOC Petroleum North America ULC
5.875%, 03/10/2035 (B)		100		123
Equinor ASA
2.450%, 01/17/2023 (B)		1,250		1,272
Shell International Finance BV
3.250%, 05/11/2025 (B)		250		266
XTO Energy
6.750%, 08/01/2037 (B)		300		425

				3,145


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Financials — 0.7%
Bank of Montreal MTN
2.550%, 11/06/2022 (B)	$	250	$	254
Bank of Nova Scotia
2.700%, 03/07/2022 (B)		500		502
Berkshire Hathaway
3.400%, 01/31/2022 (B)		150		150
2.750%, 03/15/2023 (B)		1,000		1,021
BlackRock
3.375%, 06/01/2022 (B)		500		506
Canadian Imperial Bank of Commerce
2.550%, 06/16/2022 (B)		500		505
CME Group
3.000%, 09/15/2022 (B)		100		102
3.000%, 03/15/2025 (B)		1,000		1,050
FMS Wertmanagement
2.750%, 03/06/2023 (B)		375		384
2.750%, 01/30/2024 (B)		375		390
2.000%, 08/01/2022 (B)		875		884
Kreditanstalt fuer Wiederaufbau
2.875%, 04/03/2028 (B)		375		406
2.625%, 02/28/2024 (B)		1,000		1,039
2.500%, 11/20/2024 (B)		1,000		1,042
2.125%, 03/07/2022 (B)		500		501
2.125%, 06/15/2022 (B)		500		504
2.125%, 01/17/2023 (B)		1,250		1,271
2.000%, 09/29/2022 (B)		750		759
Landwirtschaftliche Rentenbank
2.500%, 11/15/2027 (B)		125		132
2.375%, 06/10/2025 (B)		625		651
2.000%, 01/13/2025 (B)		250		257
Landwirtschaftliche Rentenbank MTN
1.750%, 07/27/2026 (B)		1,125		1,144
National Australia Bank Ltd
3.000%, 01/20/2023 (B)		200		205
Oesterreichische Kontrollbank
3.125%, 11/07/2023 (B)		250		261
2.625%, 01/31/2022 (B)		250		251
1.625%, 09/17/2022 (B)		250		252
Oesterreichische Kontrollbank AG MTN
2.875%, 03/13/2023 (B)		500		513
Svensk Exportkredit MTN
2.000%, 08/30/2022 (B)		250		252
1.625%, 11/14/2022 (B)		125		126
Svensk Exportkredit AB MTN
2.875%, 03/14/2023 (B)		1,000		1,027
Toronto-Dominion Bank MTN
3.500%, 07/19/2023 (B)		250		260
3.250%, 03/11/2024 (B)		125		131

				16,732


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Health Care — 0.1%
Johnson & Johnson
5.950%, 08/15/2037 (B)	$	300	$	434
3.375%, 12/05/2023 (B)		500		525
2.450%, 03/01/2026 (B)		1,000		1,043
Novartis Capital
4.400%, 05/06/2044 (B)		250		320

				2,322

Industrials — 0.0%
3M Co MTN
5.700%, 03/15/2037 (B)		150		208
GE Capital International Funding Unlimited Co
4.418%, 11/15/2035 (B)		406		485

				693

Information Technology — 0.2%
Apple
3.000%, 02/09/2024 (B)		375		391
2.850%, 02/23/2023 (B)		1,000		1,021
2.850%, 05/11/2024 (B)		250		260
2.500%, 02/09/2022 (B)		500		500
2.450%, 08/04/2026 (B)		375		392
2.400%, 05/03/2023 (B)		250		256
Microsoft
3.700%, 08/08/2046 (B)		500		596
3.300%, 02/06/2027 (B)		1,000		1,090
2.125%, 11/15/2022 (B)		500		508
Visa
4.150%, 12/14/2035 (B)		125		150
3.150%, 12/14/2025 (B)		500		534
2.800%, 12/14/2022 (B)		125		127
2.150%, 09/15/2022 (B)		125		126

				5,951

Utilities — 0.1%
Duke Energy Carolinas LLC
2.950%, 12/01/2026 (B)		1,000		1,055
Florida Power & Light Co
3.125%, 12/01/2025 (B)		1,000		1,057
Southern California Gas
5.125%, 11/15/2040 (B)		150		194
3.750%, 09/15/2042 (B)		250		276

				2,582

Total Corporate Obligations
(Cost $33,700) ($ Thousands)				34,814


Description	Shares		Market Value ($ Thousands)
EXCHANGE TRADED FUND — 0.6%

iShares iBoxx $ Investment Grade Corporate Bond ETF		130,327	$	17,271



Total Exchange Traded Fund
(Cost $14,921) ($ Thousands)				17,271



PREFERRED STOCK — 0.0%

Health Care — 0.0%
Sartorius AG (E)		306		207


Materials — 0.0%
Fuchs Petrolub (E)		1,520		69


Total Preferred Stock
(Cost $201) ($ Thousands)				276


Total Investments in Securities — 69.3%
(Cost $1,782,781) ($ Thousands)			$	1,885,453

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

A list of the open forward foreign currency contracts held by the Fund at December 31, 2021 is as follows:

A list of open OTC swap agreements held by the Fund at December 31, 2021, is as follows:

A list of open centrally cleared swap agreements held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $2,719,665 ($ Thousands).
*	Non-income producing security.
^‡	Real Estate Investment Trust.
(A)	Zero coupon security. The rate shown on the Schedule of Investments is the security's effective yield at the time of purchase.
(B)	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 December 31, 2021, the value of these securities amounted to $96,206 ($ Thousands), representing 3.5% of the Net Assets of the Fund.
(C)	Securities considered illiquid. The total value of such securities as of December 31, 2021 was $0 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.
(D)	No interest rate available.

ADR — American Depositary Receipt

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CZK — Czech Koruna

DAX — German Stock Index

ETF — Exchange-Traded Fund

EUR — Euro

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

HRW— Hard Red Winter

HUF — Hungarian Forint

IBEX — Spanish Stock Exchange Index

INR — Indian Rupee

JPY — Japanese Yen

JSE — Johannesburg Stock Exchange

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LME — London Metal Exchange

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN — Mexican Peso

NYMEX — New York Mercantile Exchange

OMX — Offset Market Exchange

OTC — Over The Counter

PLC — Public Limited Company

PLN — Polish Zloty

REIT — Real Estate investment Trust

RUB — Russian Ruble

S&P— Standard & Poor's

SOFR30A — Secured Overnight Financing Rate 30-day Average

SPI — Share Price Index

TOPIX- Tokyo Price Index

TSX — Toronto Stock Exchange

TWD— Taiwan Dollar

ULC — Unlimited Liability Company

ULSD — Ultra-Low Sulfur Diesel

USD — U.S. Dollar

WTI — West Texas Intermediate

ZAR — South African Rand

The following is a list of the level of inputs used as of December 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–		1,189,574		–		1,189,574
Sovereign Debt		–		499,657		–		499,657
Foreign Common Stock		79,064		97		–		79,161
Common Stock		64,700		–		–		64,700
Corporate Obligations		–		34,814		–		34,814
Exchange Traded Fund		17,271		–		–		17,271
Preferred Stock		207		69		–		276
Total Investments in Securities		161,242		1,724,211		–		1,885,453

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		42,295			–			–		42,295
Unrealized Depreciation		(16,758	)		–			–		(16,758	)
Forwards Contracts*
Unrealized Appreciation		–			4,421			–		4,421
Unrealized Depreciation		–			(9,234	)		–		(9,234	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			3,472			–		3,472
Unrealized Depreciation		–			(166	)		–		(166	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			263			–		263
Unrealized Depreciation		–			(983	)		–		(983	)
Total Other Financial Instruments		25,537			(2,227	)		–		23,310

*	Futures contracts, forward contracts and swaps contracts are valued at the unrealized appreciation (depreciation) on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

Amounts designated as “—” are $0 or have been rounded to $0.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 46.1%
Communication Services — 3.7%
Altice France
10.500%, 05/15/2027 (A)	$	650	$	699
5.500%, 10/15/2029 (A)		1,866		1,838
5.125%, 07/15/2029 (A)		370		361
AMC Entertainment Holdings
12.000%cash/10.000% PIK, 06/15/2026 (A)		110		109
AT&T
4.350%, 03/01/2029		700		786
3.500%, 06/01/2041		350		360
2.750%, 06/01/2031		375		383
2.550%, 12/01/2033		1,428		1,397
2.300%, 06/01/2027		1,050		1,068
1.650%, 02/01/2028		875		856
Bharti Airtel
3.250%, 06/03/2031 (A)		1,360		1,375
CCO Holdings
4.500%, 05/01/2032		790		813
Charter Communications Operating
5.125%, 07/01/2049		200		232
4.908%, 07/23/2025		3,200		3,524
3.750%, 02/15/2028		650		696
Clear Channel Outdoor Holdings
7.500%, 06/01/2029 (A)		800		854
Digicel Group
8.000%cash/8.000% PIK, 04/01/2025 (A)		91		84
Digicel International Finance
8.750%, 05/25/2024 (A)		61		62
DISH DBS
7.750%, 07/01/2026		100		105
5.750%, 12/01/2028 (A)		480		485
5.250%, 12/01/2026 (A)		580		589
5.125%, 06/01/2029		2,125		1,934
Frontier Communications Holdings
5.000%, 05/01/2028 (A)		395		407
Gannett Holdings
6.000%, 11/01/2026 (A)		490		500
Intelsat Jackson Holdings
9.750%, 07/15/2025 (A)(B)		650		298
5.500%, 08/01/2023 (B)		1,747		791
Mauritius Investments
6.500%, 10/13/2026		2,470		2,755
Millicom International Cellular
6.250%, 03/25/2029 (A)		477		519
4.500%, 04/27/2031 (A)		219		221
Playtika Holding
4.250%, 03/15/2029 (A)		868		851
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		450		473


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Scripps II (Escrow Security)
5.375%, 01/15/2031 (A)	$	580	$	589
Telecom Argentina
8.500%, 08/06/2025 (A)		28		27
T-Mobile USA
4.500%, 04/15/2050		1,516		1,774
Townsquare Media
6.875%, 02/01/2026 (A)		902		957
Turk Telekomunikasyon
6.875%, 02/28/2025 (A)		730		739
Urban One
7.375%, 02/01/2028 (A)		740		762
Verizon Communications
3.700%, 03/22/2061		310		336
3.550%, 03/22/2051		140		151
3.400%, 03/22/2041		430		450
2.100%, 03/22/2028		515		516
Vmed O2 UK Financing I
4.750%, 07/15/2031 (A)		490		496
VTR Comunicaciones
5.125%, 01/15/2028 (A)		676		689

				32,911

Consumer Discretionary — 6.5%
Allen Media
10.500%, 02/15/2028 (A)		1,060		1,106
Altice Financing
5.000%, 01/15/2028 (A)		735		717
American Axle & Manufacturing
5.000%, 10/01/2029		190		186
APX Group
5.750%, 07/15/2029 (A)		1,620		1,596
Asbury Automotive Group
5.000%, 02/15/2032 (A)		280		291
4.625%, 11/15/2029 (A)		505		514
At Home Group
4.875%, 07/15/2028 (A)		625		616
Banijay Entertainment SASU
5.375%, 03/01/2025 (A)		650		663
Bath & Body Works
6.625%, 10/01/2030 (A)		420		476
5.250%, 02/01/2028		710		785
Bed Bath & Beyond
5.165%, 08/01/2044		1,060		880
BorgWarner
5.000%, 10/01/2025 (A)		560		626
Boyne USA
4.750%, 05/15/2029 (A)		830		855
CalAtlantic Group
5.250%, 06/01/2026		330		356
Carnival
9.875%, 08/01/2027 (A)		1,090		1,246


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.875%, 06/01/2027	$	1,270	$	1,472
Carriage Services
4.250%, 05/15/2029 (A)		440		438
Carrols Restaurant Group
5.875%, 07/01/2029 (A)		280		252
Carvana
5.500%, 04/15/2027 (A)		360		356
4.875%, 09/01/2029 (A)		1,535		1,462
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		441		463
CSC Holdings
5.750%, 01/15/2030 (A)		643		641
5.000%, 11/15/2031 (A)		709		683
4.500%, 11/15/2031 (A)		350		346
Dealer Tire
8.000%, 02/01/2028 (A)		1,734		1,805
Diamond Sports Group
6.625%, 08/15/2027 (A)		500		140
5.375%, 08/15/2026 (A)		330		165
DIRECTV Holdings
5.875%, 08/15/2027 (A)		2,950		3,020
eG Global Finance
6.750%, 02/07/2025 (A)		488		494
Expedia Group
4.625%, 08/01/2027		647		720
Ford Motor
3.250%, 02/12/2032		1,391		1,424
Ford Motor Credit
4.000%, 11/13/2030		560		602
3.625%, 06/17/2031		700		737
2.900%, 02/16/2028		290		291
Foundation Building Materials
6.000%, 03/01/2029 (A)		355		349
Gap
3.625%, 10/01/2029 (A)		455		450
General Motors
5.950%, 04/01/2049		50		68
4.000%, 04/01/2025		250		267
General Motors Financial
5.650%, 01/17/2029		175		207
Getty Images
9.750%, 03/01/2027 (A)		720		763
GrubHub Holdings
5.500%, 07/01/2027 (A)		300		298
Hilton Grand Vacations Borrower Escrow
5.000%, 06/01/2029 (A)		1,010		1,035
Installed Building Products
5.750%, 02/01/2028 (A)		450		468
IRB Holding
6.750%, 02/15/2026 (A)		435		443
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		1,205		1,238


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Liberty Interactive
8.500%, 07/15/2029	$	330	$	360
8.250%, 02/01/2030		130		142
Marriott Ownership Resorts
4.500%, 06/15/2029 (A)		280		282
Match Group Holdings II
3.625%, 10/01/2031 (A)		385		374
Mclaren Finance
7.500%, 08/01/2026 (A)		740		746
MDC Holdings
6.000%, 01/15/2043		180		228
Melco Resorts Finance
5.375%, 12/04/2029 (A)		920		893
MercadoLibre
3.125%, 01/14/2031		840		794
Metis Merger Sub
6.500%, 05/15/2029 (A)		287		282
Michaels
7.875%, 05/01/2029 (A)		580		571
5.250%, 05/01/2028 (A)		240		240
NCL
12.250%, 05/15/2024 (A)		576		683
10.250%, 02/01/2026 (A)		298		347
3.625%, 12/15/2024 (A)		1,600		1,510
NESCO Holdings II
5.500%, 04/15/2029 (A)		284		293
Newell Brands
6.000%, 04/01/2046		536		688
Penn National Gaming
4.125%, 07/01/2029 (A)		1,219		1,182
Penske Automotive Group
3.750%, 06/15/2029		848		841
PetSmart
7.750%, 02/15/2029 (A)		290		315
4.750%, 02/15/2028 (A)		250		257
PM General Purchaser
9.500%, 10/01/2028 (A)		930		942
Rent-A-Center
6.375%, 02/15/2029 (A)		370		386
Royal Caribbean Cruises
11.500%, 06/01/2025 (A)		318		356
Sally Holdings
5.625%, 12/01/2025		380		389
Sands China
5.125%, 08/08/2025		200		210
3.250%, 08/08/2031 (A)		200		188
2.300%, 03/08/2027 (A)		470		442
SeaWorld Parks & Entertainment
5.250%, 08/15/2029 (A)		1,765		1,797
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		1,592		1,668


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SRS Distribution
6.125%, 07/01/2029 (A)	$	1,360	$	1,386
StoneMor
8.500%, 05/15/2029 (A)		850		878
SWF Escrow Issuer
6.500%, 10/01/2029 (A)		1,165		1,120
Terrier Media Buyer
8.875%, 12/15/2027 (A)		850		919
TKC Holdings
10.500%, 05/15/2029 (A)		310		335
TUI Cruises GmbH
6.500%, 05/15/2026 (A)	EUR	375		423
Univision Communications
9.500%, 05/01/2025 (A)	$	300		321
Viking Cruises
7.000%, 02/15/2029 (A)		130		130
VOC Escrow
5.000%, 02/15/2028 (A)		830		822
Wendy's International
7.000%, 12/15/2025		570		640
Wheel Bidco
6.750%, 07/15/2026 (A)	GBP	610		810
Wheel Pros
6.500%, 05/15/2029 (A)	$	575		552
Wynn Macau
5.625%, 08/26/2028 (A)		390		361
5.500%, 01/15/2026 (A)		200		188
5.125%, 12/15/2029 (A)		470		427
4.875%, 10/01/2024 (A)		220		207
Wynn Resorts Finance
7.750%, 04/15/2025 (A)		600		629
Yum! Brands
4.750%, 01/15/2030 (A)		454		491

				60,055

Consumer Staples — 1.6%
Altria Group
2.350%, 05/06/2025		425		435
Anheuser-Busch InBev Worldwide
4.750%, 01/23/2029		1,650		1,921
Bellis Acquisition
3.250%, 02/16/2026 (A)	GBP	200		260
BRF
4.875%, 01/24/2030	$	1,440		1,458
Constellation Brands
3.150%, 08/01/2029		600		633
H-Food Holdings
8.500%, 06/01/2026 (A)		1,090		1,090
HLF Financing Sarl
4.875%, 06/01/2029 (A)		1,639		1,608
Keurig Dr Pepper
4.597%, 05/25/2028		1,000		1,137


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kraft Heinz Foods
4.375%, 06/01/2046	$	1,671	$	1,957
Lindley
4.625%, 04/12/2023		143		145
Performance Food Group
5.500%, 10/15/2027 (A)		450		470
Post Holdings
4.625%, 04/15/2030 (A)		429		437
Prosperous Ray
4.625%, 11/12/2023		300		316
Triton Water Holdings
6.250%, 04/01/2029 (A)		470		451
US Foods
4.750%, 02/15/2029 (A)		1,171		1,190
4.625%, 06/01/2030 (A)		580		586
Vector Group
10.500%, 11/01/2026 (A)		310		321

				14,415

Energy — 6.7%
Antero Midstream Partners
5.750%, 03/01/2027 (A)		950		984
Berry Petroleum
7.000%, 02/15/2026 (A)		1,200		1,188
Blue Racer Midstream
7.625%, 12/15/2025 (A)		570		604
Cenovus Energy
5.375%, 07/15/2025		456		503
Cheniere Corpus Christi Holdings
7.000%, 06/30/2024		250		277
5.125%, 06/30/2027		850		959
Civitas Resources
5.000%, 10/15/2026 (A)		475		480
CNX Midstream Partners
4.750%, 04/15/2030 (A)		430		428
Colgate Energy Partners III
5.875%, 07/01/2029 (A)		700		721
Continental Resources
5.750%, 01/15/2031 (A)		400		471
CQP Holdco
5.500%, 06/15/2031 (A)		1,605		1,675
DCP Midstream
7.375%, VAR ICE LIBOR USD 3 Month + 5.148%(C)		300		296
DCP Midstream Operating
6.750%, 09/15/2037 (A)		302		404
Devon Energy
5.850%, 12/15/2025		1,021		1,167
5.000%, 06/15/2045		200		242


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Energy Transfer
7.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.306%(C)	$	220	$	223
6.250%, VAR ICE LIBOR USD 3 Month + 4.028%(C)		230		200
Energy Transfer Operating
4.200%, 09/15/2023		3,225		3,368
EQT
7.500%, 02/01/2030		360		463
Gazprom PJSC Via Gaz Capital
4.950%, 03/23/2027 (A)		500		541
Gazprom PJSC Via Gaz Capital MTN
7.288%, 08/16/2037		300		398
Global Partners
6.875%, 01/15/2029		545		571
GNL Quintero
4.634%, 07/31/2029		376		400
Howard Midstream Energy Partners
6.750%, 01/15/2027 (A)		1,000		1,025
ITT Holdings
6.500%, 08/01/2029 (A)		485		480
KazMunayGas National JSC
4.750%, 04/19/2027 (A)		800		883
KazTransGas JSC
4.375%, 09/26/2027 (A)		300		326
Marathon Petroleum
3.800%, 04/01/2028		325		348
3.625%, 09/15/2024		350		368
MEG Energy
7.125%, 02/01/2027 (A)		1,190		1,267
5.875%, 02/01/2029 (A)		500		523
MPLX
4.800%, 02/15/2029		250		285
4.000%, 03/15/2028		950		1,029
Nabors Industries
9.000%, 02/01/2025 (A)		1,597		1,645
7.375%, 05/15/2027 (A)		1,390		1,439
NGL Energy Operating
7.500%, 02/01/2026 (A)		1,025		1,057
NGL Energy Partners
7.500%, 11/01/2023		1,150		1,133
Noble Holdings International
15.000%, 02/15/2028		180		198
Northern Oil and Gas
8.125%, 03/01/2028 (A)		600		633
NuStar Logistics
6.375%, 10/01/2030		670		744
6.000%, 06/01/2026		915		993
Oasis Petroleum
6.375%, 06/01/2026 (A)		700		733


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Occidental Petroleum
6.625%, 09/01/2030	$	700	$	866
6.450%, 09/15/2036		30		38
ONEOK
6.350%, 01/15/2031		325		408
Parsley Energy
5.625%, 10/15/2027 (A)		480		490
Penn Virginia Escrow
9.250%, 08/15/2026 (A)		570		591
Petrobras Global Finance BV
5.299%, 01/27/2025		500		538
Petroleos de Venezuela
6.000%, 10/28/2022 (B)		8,860		277
6.000%, 05/16/2024 (B)		3,790		147
6.000%, 11/15/2026 (B)		1,110		43
5.500%, 04/12/2037 (B)		130		5
5.375%, 04/12/2027 (B)		2,570		100
Petroleos Mexicanos
7.690%, 01/23/2050		406		392
6.950%, 01/28/2060		207		185
6.500%, 03/13/2027		430		459
6.490%, 01/23/2027		160		170
5.350%, 02/12/2028		180		179
4.500%, 01/23/2026		40		40
Petroleos Mexicanos MTN
6.750%, 09/21/2047		16		14
Phillips 66
3.900%, 03/15/2028		525		569
Plains All American Pipeline
6.125%, VAR ICE LIBOR USD 3 Month + 4.110%(C)		250		212
3.650%, 06/01/2022		1,700		1,708
3.600%, 11/01/2024		175		183
Range Resources
9.250%, 02/01/2026		1,000		1,078
8.250%, 01/15/2029		500		558
5.000%, 03/15/2023		110		112
ReNew Power Synthetic
6.670%, 03/12/2024		200		207
Sabine Pass Liquefaction
5.625%, 03/01/2025		800		888
Southwestern Energy
4.750%, 02/01/2032		930		979
Summit Midstream Holdings
8.500%, 10/15/2026 (A)		1,534		1,598
5.750%, 04/15/2025		925		833
Summit Midstream Partners
9.500%, VAR ICE LIBOR USD 3 Month + 7.430%(C)		1,258		925
Suncor Energy
3.100%, 05/15/2025		400		418


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tallgrass Energy Partners
6.000%, 12/31/2030 (A)	$	230	$	230
TechnipFMC
6.500%, 02/01/2026 (A)		846		906
Total Capital International
2.829%, 01/10/2030		1,350		1,414
Transocean
11.500%, 01/30/2027 (A)		3,565		3,494
7.500%, 01/15/2026 (A)		500		373
Transocean Poseidon
6.875%, 02/01/2027 (A)		470		454
Transportadora de Gas del Sur
6.750%, 05/02/2025 (A)		1,250		1,147
USA Compression Partners
6.875%, 04/01/2026		1,175		1,222
Valero Energy
2.850%, 04/15/2025		350		363
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		390		413
3.875%, 11/01/2033 (A)		430		452
Viper Energy Partners
5.375%, 11/01/2027 (A)		500		516
Western Midstream Operating
5.450%, 04/01/2044		1,100		1,315
5.300%, 03/01/2048		530		639
YPF
9.000%, 9.000%, 02/12/2023, 02/12/2023 (A)(D)		825		658
8.500%, 07/28/2025 (A)		410		306

				60,784

Financials — 10.6%
ABN AMRO Bank
4.375%(C)(E)	EUR	400		487
Acrisure
6.000%, 08/01/2029 (A)	$	915		904
4.250%, 02/15/2029 (A)		975		948
ADLER Real Estate
3.000%, 04/27/2026	EUR	1,100		1,148
AFC Gamma
5.750%, 05/01/2027 (A)	$	370		366
AIA Group
3.900%, 04/06/2028 (A)		475		524
AIA Group MTN
3.200%, 03/11/2025 (A)		425		444
AIB Group MTN
4.750%, 10/12/2023 (A)		550		582
Akbank T.A.S.
6.797%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.029%, 04/27/2028		200		192
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		760		788


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ally Financial
4.700%, VAR H15T7Y + 3.481%(C)	$	1,325	$	1,366
American International Group
4.200%, 04/01/2028		275		307
3.900%, 04/01/2026		325		352
3.400%, 06/30/2030		225		243
Apollo Commercial Real Estate Finance
4.625%, 06/15/2029 (A)		510		493
Aviation Capital Group
5.500%, 12/15/2024 (A)		390		427
1.950%, 01/30/2026 (A)		350		341
Avolon Holdings Funding
5.125%, 10/01/2023 (A)		140		147
4.250%, 04/15/2026 (A)		430		456
2.875%, 02/15/2025 (A)		1,250		1,277
B3 - Brasil Bolsa Balcao
4.125%, 09/20/2031 (A)		700		675
Banco Bilbao Vizcaya Argentaria
5.875%, VAR EUR Swap Annual 5 Yr + 5.660%(C)	EUR	800		965
Banco de Bogota
6.250%, 05/12/2026 (A)	$	980		1,058
Banco do Brasil
9.000%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr + 6.362%(C)		200		213
6.250%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.398%(C)		1,920		1,907
Banco Mercantil del Norte
7.625%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.353%(A)(C)		200		215
7.500%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.470%(A)(C)		970		1,032
6.750%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.967%(A)(C)		420		435
5.875%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.643%(A)(C)		1,340		1,335
Banco Santander
4.250%, 04/11/2027		400		440
3.306%, 06/27/2029		400		423
2.749%, 12/03/2030		200		196
2.746%, 05/28/2025		600		620
Bank of America
6.250%, VAR ICE LIBOR USD 3 Month + 3.705%(C)		150		161
3.419%, VAR ICE LIBOR USD 3 Month + 1.040%, 12/20/2028		2,115		2,258


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of America MTN
4.200%, 08/26/2024	$	225	$	241
4.000%, 01/22/2025		1,350		1,442
3.824%, VAR ICE LIBOR USD 3 Month + 1.575%, 01/20/2028		1,525		1,651
Banque Centrale de Tunisie International Bond
6.750%, 10/31/2023 (A)	EUR	440		416
Banque Ouest Africaine de Developpement
2.750%, 01/22/2033 (A)		1,870		2,233
Barclays
8.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.672%(C)	$	970		1,072
7.125%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield + 6.579%(C)	GBP	700		1,043
2.852%, VAR United States Secured Overnight Financing Rate + 2.714%, 05/07/2026	$	725		748
BBVA Bancomer
5.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.650%, 01/18/2033 (A)		410		420
BNP Paribas
3.375%, 01/09/2025 (A)		1,000		1,050
1.323%, VAR United States Secured Overnight Financing Rate + 1.004%, 01/13/2027 (A)		675		657
BPCE
4.625%, 09/12/2028 (A)		500		569
2.277%, VAR United States Secured Overnight Financing Rate + 1.312%, 01/20/2032 (A)		375		361
BroadStreet Partners
5.875%, 04/15/2029 (A)		1,195		1,174
Citigroup
6.300%, VAR ICE LIBOR USD 3 Month + 3.423%(C)		1,250		1,310
5.900%, VAR ICE LIBOR USD 3 Month + 4.230%(C)		675		695
4.125%, 07/25/2028		1,450		1,591
3.400%, 05/01/2026		1,675		1,796
Coinbase Global
3.625%, 10/01/2031 (A)		400		368
3.375%, 10/01/2028 (A)		710		663
Commerzbank
6.125% (C)	EUR	400		495
Cooperatieve Rabobank UA
4.625%, VAR EUR Swap Annual 5 Yr + 4.098%(C)		1,400		1,741


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Credit Bank of Moscow Via CBOM Finance
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr + 5.416%, 10/05/2027	$	470	$	467
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.600%(A)(C)		410		433
7.250%, VAR USD ICE Swap 11:00 NY 5 Yr + 4.332%(A)(C)		200		220
4.550%, 04/17/2026		802		884
3.869%, VAR ICE LIBOR USD 3 Month + 1.410%, 01/12/2029 (A)		600		642
Deutsche Bank
6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.524%(C)		400		415
DP World MTN
5.625%, 09/25/2048		200		245
Eastern & Southern African Trade & Development Bank MTN
5.375%, 03/14/2022		210		211
First Horizon National
4.000%, 05/26/2025		625		668
FirstCash
5.625%, 01/01/2030 (A)		340		347
First-Citizens Bank & Trust
5.250%, 03/07/2025		185		204
Freedom Mortgage
7.625%, 05/01/2026 (A)		1,450		1,481
6.625%, 01/15/2027 (A)		1,015		992
Global Aircraft Leasing
7.250%cash/6.500% PIK, 09/15/2024 (A)		3,078		2,970
HSBC Holdings
5.250%, VAR EUR Swap Annual 5 Yr + 4.383%(C)	EUR	700		820
4.950%, 03/31/2030	$	226		265
3.803%, VAR ICE LIBOR USD 3 Month + 1.211%, 03/11/2025		700		735
1.645%, VAR United States Secured Overnight Financing Rate + 1.538%, 04/18/2026		1,000		992
Huarong Finance 2017
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr 7.773%(C)		200		200
Huarong Finance 2017 MTN
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr 6.983%(C)		310		308
Huarong Finance 2019 MTN
3.375%, 02/24/2030		200		192
2.500%, 02/24/2023		550		546


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Huarong Finance II MTN
5.000%, 11/19/2025	$	210	$	218
4.625%, 06/03/2026		1,190		1,226
Intercontinental Exchange
2.100%, 06/15/2030		800		795
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		1,080		1,195
Itau Unibanco Holding
4.625%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.222%(A)(C)		1,120		1,049
Jane Street Group
4.500%, 11/15/2029 (A)		160		162
JPMorgan Chase
4.125%, 12/15/2026		3,400		3,750
2.956%, VAR United States Secured Overnight Financing Rate + 2.515%, 05/13/2031		250		259
LD Holdings Group
6.500%, 11/01/2025 (A)		860		848
6.125%, 04/01/2028 (A)		755		712
Lloyds Banking Group
4.947% (C)	EUR	290		359
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)	$	1,532		1,597
5.625%, 01/15/2030 (A)		535		536
Morgan Stanley
3.625%, 01/20/2027		750		813
Morgan Stanley MTN
3.950%, 04/23/2027		1,100		1,211
1.794%, VAR United States Secured Overnight Financing Rate + 1.034%, 02/13/2032		625		592
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)		30		29
5.500%, 09/01/2028 (A)		510		517
National Bank of Uzbekistan
4.850%, 10/21/2025		200		199
Nationstar Mortgage Holdings
5.500%, 08/15/2028 (A)		1,754		1,789
Nationwide Building Society
3.960%, VAR ICE LIBOR USD 3 Month + 1.855%, 07/18/2030 (A)		450		494
NatWest Group
8.000%, VAR USD Swap Semi 30/360 5 Yr Curr + 5.720%(C)		750		871
4.500%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield + 3.992%(C)	GBP	1,160		1,563
3.754%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.100%, 11/01/2029	$	225		235


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.544%, VAR ICE LIBOR USD 3 Month + 2.320%(C)	$	1,000	$	995
Navient
5.500%, 03/15/2029		1,519		1,515
5.000%, 03/15/2027		1,100		1,122
Navient MTN
5.625%, 08/01/2033		180		171
NFP
6.875%, 08/15/2028 (A)		893		895
NMI Holdings
7.375%, 06/01/2025 (A)		410		466
Noble Holdings International
15.000%, 02/15/2028 (A)		68		75
Park Aerospace Holdings
4.500%, 03/15/2023 (A)		170		175
Raymond James Financial
4.650%, 04/01/2030		400		464
Rocket Mortgage
4.000%, 10/15/2033 (A)		160		162
Turkiye Vakiflar Bankasi TAO
8.125%, 03/28/2024		760		761
6.500%, 01/08/2026 (A)		680		635
UBS Group
7.000%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.344%(A)(C)		510		550
UniCredit MTN
7.296%, VAR USD ICE Swap 11:00 NY 5 Yr + 4.914%, 04/02/2034 (A)		260		312
5.459%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.750%, 06/30/2035 (A)		440		479
United Wholesale Mortgage
5.500%, 04/15/2029 (A)		1,360		1,334
VistaJet Malta Finance
10.500%, 06/01/2024 (A)		320		342
Wells Fargo
5.875%, VAR ICE LIBOR USD 3 Month + 3.990%(C)		525		574
Wells Fargo MTN
4.100%, 06/03/2026		1,575		1,717
Yapi ve Kredi Bankasi
7.875%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 7.415%, 01/22/2031 (A)		1,050		1,009
Yapi ve Kredi Bankasi MTN
13.875%, VAR USD Swap Semi 30/360 5 Yr Curr + 11.245%(C)		480		521
8.250%, 10/15/2024 (A)		500		507
6.100%, 03/16/2023		510		507

				96,005


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Health Care — 2.8%
AbbVie
3.200%, 11/21/2029	$	1,375	$	1,470
AdaptHealth
6.125%, 08/01/2028 (A)		670		710
5.125%, 03/01/2030 (A)		560		570
4.625%, 08/01/2029 (A)		605		605
Akumin
7.000%, 11/01/2025 (A)		500		476
Bausch Health
5.000%, 01/30/2028 (A)		325		299
5.000%, 02/15/2029 (A)		390		344
Bausch Health Americas
8.500%, 01/31/2027 (A)		500		525
Bayer US Finance II
4.375%, 12/15/2028 (A)		300		335
4.250%, 12/15/2025 (A)		500		541
Becton Dickinson
3.700%, 06/06/2027		690		752
2.823%, 05/20/2030		625		647
CAB SELAS
3.375%, 02/01/2028 (A)	EUR	475		539
Catalent Pharma Solutions
3.125%, 02/15/2029 (A)	$	440		434
Cheplapharm Arzneimittel GmbH
5.500%, 01/15/2028 (A)		578		585
Chrome Holdco SASU
5.000%, 05/31/2029 (A)	EUR	375		426
CHS
6.125%, 04/01/2030 (A)	$	1,270		1,256
Cidron Aida Finco Sarl
6.250%, 04/01/2028 (A)	GBP	440		589
CVS Health
3.750%, 04/01/2030	$	590		647
DaVita
3.750%, 02/15/2031 (A)		1,760		1,715
Dentsply Sirona
3.250%, 06/01/2030		325		343
DH Europe Finance II S.A.R.L.
2.600%, 11/15/2029		175		181
Endo DAC
9.500%, 07/31/2027 (A)		200		204
Endo Luxembourg Finance I S.A.R.L.
6.125%, 04/01/2029 (A)		540		529
HealthEquity
4.500%, 10/01/2029 (A)		376		372
Laboratoire Eimer Selas
5.000%, 02/01/2029 (A)	EUR	225		259
LifePoint Health
5.375%, 01/15/2029 (A)	$	1,185		1,179
Mozart Debt Merger Sub
5.250%, 10/01/2029 (A)		1,310		1,328


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 04/01/2029 (A)	$	1,160	$	1,156
Option Care Health
4.375%, 10/31/2029 (A)		590		592
Prestige Brands
3.750%, 04/01/2031 (A)		810		786
Radiology Partners
9.250%, 02/01/2028 (A)		400		420
Stryker
1.950%, 06/15/2030		825		807
Tenet Healthcare
6.250%, 02/01/2027 (A)		200		207
Teva Pharmaceutical Finance LLC
6.150%, 02/01/2036		950		996
Teva Pharmaceutical Finance Netherlands III BV
4.750%, 05/09/2027		300		297
US Renal Care
10.625%, 07/15/2027 (A)		430		436
Verisure Holding
3.250%, 02/15/2027 (A)	EUR	475		538
Verisure Midholding
5.250%, 02/15/2029 (A)		500		576
Zoetis
2.000%, 05/15/2030	$	1,100		1,084

				25,755

Industrials — 7.0%
AerCap Ireland Capital DAC
6.500%, 07/15/2025		285		326
4.875%, 01/16/2024		400		425
4.625%, 07/01/2022		2,300		2,345
3.300%, 01/30/2032		260		265
Aeropuerto Internacional de Tocumen
5.125%, 08/11/2061 (A)		520		544
4.000%, 08/11/2041 (A)		640		652
Aeropuertos Dominicanos Siglo XXI
6.750%, 03/30/2029 (A)		350		360
Air Canada
3.875%, 08/15/2026 (A)		965		984
Air Lease
3.250%, 03/01/2025		850		882
Air Lease MTN
3.750%, 06/01/2026		600		639
Allied Universal Holdco
9.750%, 07/15/2027		649		693
6.000%, 06/01/2029 (A)		1,000		973
4.625%, 06/01/2028 (A)		340		334
American Airlines
11.750%, 07/15/2025 (A)		160		197
5.750%, 04/20/2029 (A)		1,071		1,145
5.500%, 04/20/2026 (A)		582		605


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
American Airlines Pass-Through Trust
4.950%, 02/15/2025	$	351	$	350
American Builders & Contractors Supply
3.875%, 11/15/2029 (A)		1,115		1,112
American News
10.000%cash/8.500% PIK, 09/01/2026 (A)		1,641		1,871
APi Escrow
4.750%, 10/15/2029 (A)		143		146
APi Group DE
4.125%, 07/15/2029 (A)		1,460		1,467
Arcosa
4.375%, 04/15/2029 (A)		500		507
Avis Budget Car Rental
5.375%, 03/01/2029 (A)		705		744
BCPE Empire Holdings
7.625%, 05/01/2027 (A)		990		1,011
Boeing
5.930%, 05/01/2060		410		569
5.805%, 05/01/2050		350		474
5.150%, 05/01/2030		150		175
3.450%, 11/01/2028		375		392
3.250%, 03/01/2028		425		440
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		320		326
Carriage Purchaser
7.875%, 10/15/2029 (A)		240		230
Carrier Global
2.493%, 02/15/2027		1,100		1,130
2.242%, 02/15/2025		1,000		1,024
CoreCivic
8.250%, 04/15/2026		1,060		1,108
Cornerstone Building Brands
6.125%, 01/15/2029 (A)		567		606
CoStar Group
2.800%, 07/15/2030 (A)		625		625
CP Atlas Buyer
7.000%, 12/01/2028 (A)		955		950
Delta Air Lines
7.000%, 05/01/2025 (A)		700		800
DP World MTN
6.850%, 07/02/2037 (A)		100		132
5.625%, 09/25/2048 (A)		750		920
GFL Environmental
4.000%, 08/01/2028 (A)		1,188		1,164
Global Infrastructure Solutions
5.625%, 06/01/2029 (A)		1,095		1,122
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)		820		892
GYP Holdings III
4.625%, 05/01/2029 (A)		470		471


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
H&E Equipment Services
3.875%, 12/15/2028 (A)	$	340	$	337
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		430		450
Hillenbrand
3.750%, 03/01/2031		589		590
Husky III Holding
13.750%cash/13.000% PIK, 02/15/2025 (A)		600		630
IHS Holding
6.250%, 11/29/2028 (A)		350		354
5.625%, 11/29/2026 (A)		440		444
KOC Holding
6.500%, 03/11/2025		2,170		2,191
5.250%, 03/15/2023		1,330		1,331
Legends Hospitality Holding
5.000%, 02/01/2026 (A)		510		513
Madison IAQ
5.875%, 06/30/2029 (A)		879		879
4.125%, 06/30/2028 (A)		179		179
Mexico City Airport Trust
5.500%, 10/31/2046 (A)		400		400
5.500%, 07/31/2047		892		894
4.250%, 10/31/2026 (A)		210		222
3.875%, 04/30/2028 (A)		1,190		1,233
MHP Lux
6.950%, 04/03/2026		1,870		1,859
MV24 Capital BV
6.748%, 06/01/2034		3,070		3,166
Northrop Grumman
3.250%, 01/15/2028		1,950		2,087
Otis Worldwide
2.565%, 02/15/2030		1,425		1,446
Park-Ohio Industries
6.625%, 04/15/2027		2,070		2,009
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		330		344
Ritchie Bros Holdings
4.750%, 12/15/2031 (A)		470		491
Spirit AeroSystems
4.600%, 06/15/2028		1,680		1,684
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		503		555
Standard Industries
4.375%, 07/15/2030 (A)		645		658
Stanley Black & Decker
4.250%, 11/15/2028		650		738
Swire Pacific Financing MTN
4.500%, 10/09/2023		200		211
Titan Acquisition
7.750%, 04/15/2026 (A)		1,465		1,487


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TransDigm
8.000%, 12/15/2025 (A)	$	170	$	179
7.500%, 03/15/2027		260		272
5.500%, 11/15/2027		1,330		1,370
4.875%, 05/01/2029		359		361
4.625%, 01/15/2029		135		135
Triumph Group
7.750%, 08/15/2025		1,161		1,152
United Airlines
4.375%, 04/15/2026 (A)		665		693
United Airlines Pass-Through Trust, Ser 2020-1, Cl B
4.875%, 01/15/2026		72		75
Vertiv Group
4.125%, 11/15/2028 (A)		500		505
Wolverine Escrow
9.000%, 11/15/2026 (A)		105		100
8.500%, 11/15/2024 (A)		1,370		1,271
XPO CNW
6.700%, 05/01/2034		590		725

				66,347

Information Technology — 2.8%
Arches Buyer
6.125%, 12/01/2028 (A)		364		366
Austin BidCo
7.125%, 12/15/2028 (A)		275		284
Blast Motion
7.000%, 01/15/2024 (A)(F)		520		521
Broadcom
3.500%, 02/15/2041 (A)		525		539
3.469%, 04/15/2034 (A)		175		183
3.419%, 04/15/2033 (A)		1,150		1,205
3.187%, 11/15/2036 (A)		53		53
Brunello Bidco
3.500%, 02/15/2028 (A)	EUR	550		619
Castle US Holding
9.500%, 02/15/2028 (A)	$	839		875
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		1,206		1,223
3.875%, 07/01/2028 (A)		1,037		1,042
CommScope
8.250%, 03/01/2027 (A)		710		730
Dell International
6.020%, 06/15/2026		1,600		1,849
5.450%, 06/15/2023		141		149
Elastic
4.125%, 07/15/2029 (A)		695		687
Endure Digital
6.000%, 02/15/2029 (A)		2,285		2,125
Global Payments
2.650%, 02/15/2025		400		411


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hewlett Packard Enterprise
4.900%, 10/15/2025	$	1,865	$	2,069
II-VI
5.000%, 12/15/2029 (A)		420		429
ION Trading Technologies S.A.R.L.
5.750%, 05/15/2028 (A)		687		708
Lam Research
1.900%, 06/15/2030		300		295
LogMeIn
5.500%, 09/01/2027 (A)		450		455
Magnum Holdings
5.375%, 10/31/2026 (A)		210		217
MEGlobal Canada ULC MTN
5.875%, 05/18/2030 (A)		660		799
NXP BV
3.400%, 05/01/2030 (A)		225		240
Open Text Holdings
4.125%, 02/15/2030 (A)		3		3
Paysafe Finance
4.000%, 06/15/2029 (A)		720		668
Prosus
3.680%, 01/21/2030 (A)		250		257
Prosus MTN
4.027%, 08/03/2050 (A)		560		538
3.061%, 07/13/2031 (A)		740		721
Rocket Software
6.500%, 02/15/2029 (A)		530		517
Saga
5.500%, 07/15/2026	GBP	610		797
Sprint Capital
8.750%, 03/15/2032	$	510		765
6.875%, 11/15/2028		520		658
Sunny Express Enterprises
3.350%, VAR US Treas Yield Curve Rate T Note Const Mat 3 Yr 4.762%(C)		200		202
Switch
4.125%, 06/15/2029 (A)		300		307
Uniquify
6.000%, 06/15/2024 (A)		180		181
United Group BV
4.625%, 08/15/2028 (A)	EUR	450		511
Vericast
13.000%, 10/15/2027 (A)	$	180		222
11.000%, 09/15/2026 (A)		240		254

				24,674

Materials — 2.4%
Anglo American Capital
5.625%, 04/01/2030 (A)		500		593
Ardagh Metal Packaging Finance USA
4.000%, 09/01/2029 (A)		360		357


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Axalta Coating Systems
3.375%, 02/15/2029 (A)	$	1,405	$	1,359
Berry Global
1.570%, 01/15/2026		325		318
Braskem Netherlands Finance BV
4.500%, 01/10/2028 (A)		970		1,028
Chemours
4.625%, 11/15/2029 (A)		1,645		1,632
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		715		743
First Quantum Minerals
6.875%, 10/15/2027 (A)		1,300		1,399
Freeport-McMoRan
5.450%, 03/15/2043		750		943
Glencore Funding
4.125%, 03/12/2024 (A)		400		421
Huntsman International
4.500%, 05/01/2029		375		415
INEOS Quattro Finance II
3.375%, 01/15/2026 (A)		205		206
Ingevity
3.875%, 11/01/2028 (A)		735		716
Kleopatra Finco Sarl
4.250%, 03/01/2026 (A)	EUR	425		466
Kleopatra Holdings 2 SCA
6.500%, 09/01/2026 (A)		375		389
LABL Escrow Issuer
6.750%, 07/15/2026 (A)	$	950		979
LSF11 A5 HoldCo
6.625%, 10/15/2029 (A)		840		827
Metinvest BV
7.750%, 04/23/2023 (A)		375		380
Newcrest Finance Pty
3.250%, 05/13/2030 (A)		150		157
NMG Holding
7.125%, 04/01/2026 (A)(G)		430		456
OCP
3.750%, 06/23/2031 (A)		200		194
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		267		282
Pactiv
8.375%, 04/15/2027		1,515		1,685
Rayonier AM Products
7.625%, 01/15/2026 (A)		125		132
Samarco Mineracao
5.750%, 10/24/2023 (B)		200		129
4.125%, 11/01/2022 (B)		200		118
Sasol Financing USA
5.500%, 03/18/2031		440		444
4.375%, 09/18/2026		1,800		1,811
Sealed Air
6.875%, 07/15/2033 (A)		411		522


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SRM Escrow Issuer
6.000%, 11/01/2028 (A)	$	710	$	758
Suzano Austria GmbH
6.000%, 01/15/2029		530		614
5.750%, 07/14/2026		400		456
3.125%, 01/15/2032		590		571
Syngenta Finance MTN
1.250%, 09/10/2027	EUR	200		228
Teck Resources
3.900%, 07/15/2030	$	250		269
Unifrax Escrow Issuer
5.250%, 09/30/2028 (A)		365		369
Vale Overseas
6.250%, 08/10/2026		880		1,018
WR Grace Holdings
5.625%, 08/15/2029 (A)		670		686

				24,070

Real Estate — 0.9%
Agree
2.900%, 10/01/2030		175		178
Alexandria Real Estate Equities
3.375%, 08/15/2031		375		404
Diversified Healthcare Trust
9.750%, 06/15/2025		470		509
Duke Realty
1.750%, 07/01/2030		300		285
Essex Portfolio
3.000%, 01/15/2030		400		419
GEO Group
5.875%, 10/15/2024		990		871
IIP Operating Partnership
5.500%, 05/25/2026		320		339
Iron Mountain Information Management Services
5.000%, 07/15/2032 (A)		820		839
MPT Operating Partnership
3.692%, 06/05/2028	GBP	544		769
Realty Income
4.875%, 06/01/2026	$	1,000		1,125
2.850%, 12/15/2032		375		389
Service Properties Trust
5.500%, 12/15/2027		600		616
Spirit Realty
3.200%, 01/15/2027		600		627
WP Carey
4.250%, 10/01/2026		700		766

				8,136

Utilities — 1.1%
AES
2.450%, 01/15/2031		340		331


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Alliant Energy Finance
4.250%, 06/15/2028 (A)	$	125	$	138
American Electric Power
2.300%, 03/01/2030		300		293
Berkshire Hathaway Energy
4.250%, 10/15/2050		175		214
Calpine
3.750%, 03/01/2031 (A)		1,875		1,807
Eskom Holdings SOC MTN
6.750%, 08/06/2023		230		236
6.350%, 08/10/2028		500		539
Greenko Investment
4.875%, 08/16/2023 (A)		410		414
NiSource
3.600%, 05/01/2030		50		54
Pike
5.500%, 09/01/2028 (A)		668		670
Sempra Energy
3.400%, 02/01/2028		1,075		1,144
Southern California Edison
4.200%, 03/01/2029		450		502
Sunnova Energy
5.875%, 09/01/2026 (A)		410		418
Talen Energy Supply
7.625%, 06/01/2028 (A)		70		62
7.250%, 05/15/2027 (A)		510		451
6.625%, 01/15/2028 (A)		390		342
TransAlta
6.500%, 03/15/2040		1,020		1,183
Vistra Operations
3.550%, 07/15/2024 (A)		1,200		1,236

				10,034

Total Corporate Obligations
(Cost $418,368) ($ Thousands)				423,186



LOAN PARTICIPATIONS — 16.5%
ABG, Term Loan, 1st Lien
0.000%, 12/08/2028 (H)		84		83
Academy, LTD., Initial Term Loan (2021), 1st Lien
4.500%, VAR LIBOR + 3.750%, 11/05/2027		670		671
4.500%, 11/05/2027		2		2
Acrisure, LLC, 2020 Term Loan, 1st Lien
3.724%, VAR LIBOR + 3.500%, 02/15/2027 (H)		364		360
Acrisure, LLC, 2021-2 Additional Term Loan, 1st Lien
4.750%, 02/15/2027 (H)		840		839


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
ADS Tactical Inc, Term Loan, 1st Lien
6.750%, 03/19/2026 (E)	$	1,170	$	1,158
Adtalem Global, Term Loan, 1st Lien
5.250%, 08/12/2028		870		871
Air Canada, Term Loan, 1st Lien
4.250%, 08/11/2028		600		598
Allen Media LLC, Initial Term Loan, 1st Lien
5.724%, 02/10/2027		976		974
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.750%, 05/12/2028		2,076		2,067
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
4.000%, 08/17/2028		1,105		1,102
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
3.103%, VAR LIBOR + 3.000%, 04/22/2026 (H)		370		332
Amentum Government Services Holdings LLC, Initial Term Loan, 1st Lien
3.604%, VAR LIBOR + 3.500%, 01/29/2027		361		355
Amentum Government Services Holdings LLC, Tranche 1 Term Loan, 1st Lien
3.604%, VAR LIBOR + 3.500%, 01/29/2027		182		179
Amentum/Aecom Maverick, Term Loan, 2nd Lien
0.000%, 01/31/2028		151		152
American Axle & Manufacturing, Inc., Tranche B Term Loan, 1st Lien
3.000%, VAR LIBOR + 2.250%, 04/06/2024		298		297
AmeriLife Holdings LLC, Initial Term Loan, 1st Lien
4.104%, VAR LIBOR + 4.000%, 03/18/2027		158		157
Ani Technologies, Term Loan, 1st Lien
7.000%, 12/03/2026		275		276
APi Group DE, Inc., Initial Term Loan, 1st Lien
2.601%, VAR LIBOR + 2.500%, 10/01/2026		404		403
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 03/11/2028 (F)		1,075		1,066
Apollo Commercial Real Estate Finance, Inc., Term Loan, 1st Lien
2.854%, 05/15/2026 (E)		20		19


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
AppLovin Corporation, Amendment No. 6 New Term Loan, 1st Lien
3.500%, 10/21/2028	$	470	$	469
Applovin Corporation, Initial Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 08/15/2025		521		520
Arcis Golf LLC, Initial Term Loan, 1st Lien
4.750%, 11/19/2028		700		702
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (F)		760		760
Aristocrat Leisure Limited, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR + 3.750%, 10/19/2024		375		376
Asurion, LLC, New B-4 Term Loan, 2nd Lien
5.354%, 01/20/2029		950		945
Asurion, LLC, New B-7 Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 11/03/2024		721		718
Asurion, LLC, New B-8 Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 12/23/2026		804		798
Asurion, LLC, New B-9 Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 07/31/2027		507		504
athenahealth, Inc., Term B-1 Loan, 1st Lien
4.333%, VAR LIBOR + 4.250%, 02/11/2026		1		1
Athenahealth, Inc., Term B-1 Loan, 1st Liena
4.400%, VAR LIBOR + 4.250%, 02/11/2026		465		464
Atlantic Aviation, Term Loan, 2nd Lien
6.250%, 07/13/2029 (H)		125		126
Authentic Brands, Delayed Draw Term Loan, 1st Lien
0.000%, 12/08/2028 (H)		616		613
Autokiniton, Term Loan B, 1st Lien
5.000%, 04/06/2028 (E)		219		220
Boyd Gaming Corporation, Refinancing Term B Loan, 1st Lien
2.354%, VAR LIBOR + 2.250%, 09/15/2023		757		756
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
3.000%, VAR LIBOR + 2.750%, 06/07/2028		1,065		1,062
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
2.854%, VAR LIBOR + 2.750%, 12/23/2024		707		702


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
3.604%, 07/21/2025	$	305	$	305
Cardinal Parent, Inc., Initial Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.500%, 11/12/2027		621		619
Carnival Corporation, 2021 Incremental Term B Advance, 1st Lien
4.000%, 10/06/2028		760		752
Carnival Corporation, Initial Term Loan, 1st Lien
3.750%, 06/30/2025		536		531
Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien
3.974%, VAR LIBOR + 3.750%, 01/29/2027		365		362
ChampionX Holding Inc., Term Loan, 1st Lien
6.000%, VAR LIBOR + 5.000%, 06/03/2027		1,538		1,557
Chariot Buyer LLC, Initial Term Loan, 1st Lien
4.000%, 10/22/2028		575		574
Cinemark USA, Term Loan, 1st Lien
1.860%, 03/31/2025 (E)		158		151
Citadel Securities LP, 2021 Term Loan, 1st Lien
2.604%, VAR LIBOR + 2.500%, 02/02/2028		1,002		995
City Brewing Company, LLC, Closing Date Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.500%, 04/05/2028		380		359
Clarios Global, Term Loan 1st Lien
3.354%, VAR LIBOR + 3.250%, 04/30/2026		666		661
Clark Equipment, Term Loan, 1st Lien
2.474%, VAR LIBOR + 2.250%, 05/18/2024		597		596
ClubCorp Holdings, Inc., Term B Loan, 1st Lien
2.970%, VAR LIBOR + 2.750%, 09/18/2024		863		830
CNT Holdings I Corp, Initial Term Loan, 1st Lien
4.250%, VAR LIBOR + 3.750%, 11/08/2027		746		746
Commscope, Inc., Initial Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 04/06/2026		941		928


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
ConnextWise, LLC, Term Loan B, 1st Lien
4.000%, 09/24/2028 (H)	$	725	$	723
Conservice Midco, LLC, Initial Term Loan, 1st Lien
4.474%, VAR LIBOR + 4.250%, 05/13/2027		1,658		1,654
CoreCivic, Inc., Term Loan, 1st Lien
5.500%, VAR LIBOR + 4.500%, 12/18/2024		203		201
CP Atlas Buyer, Inc., Term B Loan, 1st Lien
4.250%, VAR LIBOR + 3.750%, 11/23/2027		408		406
CPP, Term Loan, 2nd Lien
8.750%, 04/30/2026		370		360
Crosby US Acquisition Corp., Initial Term Loan, 1st Lien
4.854%, VAR LIBOR + 4.750%, 06/26/2026		1,002		998
CWGS Group, LLC, Initial Term Loan, 1st Lien
3.250%, 06/03/2028		596		591
DCert Buyer, Inc., First Amendment Refinancing Loan, 2nd Lien
7.104%, VAR LIBOR + 7.000%, 02/19/2029		2,190		2,190
DCert Buyer, Inc., Initial Term Loan, 1st Lien
4.104%, VAR LIBOR + 4.000%, 10/16/2026		883		880
Deerfield Dakota Holding, Llc 4/7/2028 2021 Replacement Term Loan, 2nd Lien
7.500%, 04/07/2028 (E)(F)		300		305
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
4.750%, VAR LIBOR + 3.750%, 04/09/2027		247		247
Delta Topco, Inc., Initial Term Loan, 1st Lien
4.501%, VAR LIBOR + 3.750%, 12/01/2027 (H)		1,327		1,328
DirectTV Financing LLC, Closing Date Term Loan, 1st Lien
5.750%, 08/02/2027		950		950
DivesiTech Holdings, Inc., Term Loan, 1st Lien
0.000%, 12/15/2028 (H)		133		133
Edelman Financial Engines Center, LLC, The, Initial Term Loan (2021), 1st Lien
4.250%, VAR LIBOR + 3.500%, 04/07/2028		1,521		1,519
Empire Today, Term Loan, 1st Lien
5.750%, 04/03/2028 (E)		658		647
Energize Holdco LLC, Initial Term Loan, 1st Lien
4.250%, 11/17/2028		800		795


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Energize Holdco LLC, Initial Term Loan, 2nd Lien
7.250%, 11/19/2029	$	425	$	421
Engineered Machinery Holdings, Inc., Incremental Amendment No. 4 Term Loan, 1st Lien
3.750%, VAR Euribor + 3.750%, 05/21/2028		325		368
Engineered Machinery Holdings, Inc., Incremental Amendment No. 5 Term Loan, 1st Lien
4.500%, 05/19/2028		723		721
Entercom Media Corp., Term B-2 Loan, 1st Lien
2.602%, VAR LIBOR + 2.500%, 11/18/2024		325		321
Equinox Holdings Inc., Incremental Term B-2 Loan, 1st Lien
10.000%, 03/08/2024 (E)		247		251
EyeCare Partners, LLC, Term Loan, 1st Lien
3.974%, VAR LIBOR + 3.750%, 02/18/2027		760		755
EyeCare Partners, Term Loan, 1st Lien
4.250%, 10/14/2028		370		368
EyeCare Partners, Term Loan, 2nd Lien
7.250%, 10/14/2029		430		430
Fanatics Commercial, Term Loan, 1st Lien
3.750%, 11/17/2028 (H)		720		715
First Brand Group, Term Loan, 2nd Lien
9.500%, 03/30/2028		1,410		1,414
First Brands Group, LLC, 2021 Term Loan, 1st Lien
6.000%, VAR LIBOR + 5.000%, 03/30/2027		787		789
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
2.104%, VAR LIBOR + 2.000%, 07/03/2024		1,802		1,785
Focus Financial, Term Loan, 1st Lien
3.000%, 06/30/2028		438		435
Four Seasons Holdings Inc., Term Loan 2013, 1st Lien
2.104%, 11/30/2023		80		80
Freedom Acquirer, 1st Lien
5.602%, 03/30/2028		828		824
Freeport LNG investments, LLLP, Initial Term B Loan, 1st Lien
4.000%, 11/17/2028 (H)		600		594
Froneri International Limited, Facility B1, 1st Lien
2.375%, VAR Euribor + 2.375%, 01/29/2027		330		367


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Froneri International Limited, Facility B2, 1st Lien
2.354%, VAR LIBOR + 2.250%, 01/29/2027	$	138	$	137
Gainwell Acquisition Corp., Term B Loan, 1st Lien
4.750%, VAR LIBOR + 4.000%, 10/01/2027		1,985		1,988
Garda World Security Corp
4.360%, VAR LIBOR + 4.250%, 10/30/2026		679		676
Garrett Motion Sarl, Dollar Term Loan, 1st Lien
3.750%, VAR LIBOR + 3.250%, 04/30/2028		1,200		1,195
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
4.625%, VAR LIBOR + 4.500%, 02/19/2026		553		553
Global Medical Response, Inc., 2020 Refinancing Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.750%, 10/02/2025 (H)		1,183		1,177
Global Tel*Link Corporation, Term Loan, 1st Lien
8.354%, VAR LIBOR + 4.250%, 11/29/2026		110		102
4.354%, VAR LIBOR + 0.040%, 11/29/2025		573		556
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, VAR LIBOR + 4.500%, 01/29/2026		1,318		1,320
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien
3.750%, VAR LIBOR + 3.000%, 08/04/2027		575		573
Gray Television, Inc., Term D Loan, 1st Lien
3.099%, 10/27/2028 (H)		700		696
Great Outdoors Group, LLC, Term B-2 Loan, 1st Lien
4.500%, 03/05/2028		803		803
Greystone Select, Term Loan, 1st Lien
5.302%, 06/16/2028 (E)		288		288
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
2.104%, VAR LIBOR + 2.000%, 11/15/2027		435		428
Grinding Media, Inc., Term Loan B, 1st Lien
4.750%, 09/21/2028 (H)		950		948
Hayward Industries, Term Loan, 1st Lien
3.000%, VAR LIBOR + 2.500%, 05/28/2028		718		714


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Hertz Corporation, The, Initial Term B Loan, 1st Lien
3.750%, 06/30/2028 (H)	$	1,049	$	1,049
Hertz Corporation, The, Initial Term C Loan, 1st Lien
3.750%, 06/30/2028 (H)		198		198
Hillman Group, Term Loan, 1st Lien
3.250%, 07/14/2028 (H)		47		47
Holley Inc., Delayed Draw Term Loan, 1st Lien
4.500%, 11/10/2028 (H)		164		164
Holley Inc., Initial Term Loan, 1st Lien
4.500%, 11/10/2028 (H)		986		982
Hornblower, Term Loan, 1st Lien
5.500%, 04/27/2025 (H)		660		620
Hoya Midco, LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.500%, 06/30/2024		700		700
Hudson River Trading LLC, Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 03/20/2028		905		898
Hunter Fan Company 5/8/2028Term Loan, 1st Lien
5.750%, VAR LIBOR + 5.000%, 05/08/2028		1,147		1,147
Icebox Holdco III, Inc., Initial Term Loan, 1st Lien
4.250%, 12/15/2028 (H)		642		641
Icebox Holdco III, Inc., Initial Term Loan, 2nd Lien
7.250%, 12/14/2029 (H)		225		225
Icon Public Limited Company, Lux Term Loan, 1st Lien
2.750%, 07/03/2028		1,024		1,023
Icon Public Limited Company, U.S. Term Loan, 1st Lien
2.750%, 07/03/2028		253		252
Idera, Inc., Term B-1 Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 03/02/2028		1,070		1,069
Idera, Term Loan, 2nd Lien
7.500%, 03/02/2029 (E)		175		175
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
3.104%, VAR LIBOR + 3.000%, 05/01/2026 (H)		81		81
INEOS Styrolution Group GmbH, 2026 Tranche B Dollar Term Loan, 1st Lien
3.250%, VAR LIBOR + 2.750%, 01/29/2026		349		348


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Ingram Micro Inc., Initial Term Loan, 1st Lien
4.000%, 06/30/2028 (H)	$	2,122	$	2,121
Insulet Corporation, Term Loan, 1st Lien
3.750%, VAR LIBOR + 3.250%, 05/04/2028		599		598
IRB Holding Corp., 2020 Replacement Term B Loan, 1st Lien
3.750%, VAR LIBOR + 2.750%, 02/05/2025		118		118
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
2.854%, VAR LIBOR + 2.750%, 01/26/2028		1,180		1,170
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 05/05/2028		2,270		2,277
Jump Financial LLC, Term Loan, 1st Lien
4.000%, 08/07/2028		1,650		1,638
KKR Apple Bidco, LLC, Term Loan, 1st Lien
3.500%, 07/14/2028 (H)		1,450		1,444
Knight Health Holdings, Term Loan, 1st Lien
0.000%, 12/15/2028 (H)		650		608
LABL, Inc., Initial Dollar Term Loan, 1st Lien
5.500%, 10/20/2028 (H)		650		648
Lakeshore Learning Materials, Term Loan, 1st Lien
4.000%, 09/29/2028 (H)		1,350		1,344
LaserShip, Inc., Initial Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.500%, 05/07/2028		975		975
Lids Holdings, Term Loan
6.500%, 12/14/2026		1,080		1,058
Loyalty Ventures Inc., Term B Loan, 1st Lien
5.000%, 10/08/2027		950		944
LRS Holdings, LLC, Intial Term Loan, 1st Lien
4.750%, 08/31/2028		670		668
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.250%, 11/02/2027		357		356
Madison IAQ, LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR + 3.250%, 06/21/2028 (H)		279		279
Magenta Buyer LLC, Initial Term Loan, 1st Lien
5.750%, VAR LIBOR + 5.000%, 07/27/2028		810		807


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Maravai Intermediate Holdings, LLC, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR + 3.750%, 10/19/2027	$	136	$	137
Maverick Purchase, Term Loan, 1st Lien
10.000%, 01/31/2028 (H)		289		290
Mercury Borrower, Inc., Initial Term Loan, 1st Lien
4.000%, 08/02/2028 (H)		740		736
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
6.250%, VAR LIBOR + 5.250%, 06/21/2027		740		779
Mister Car Wash Holdings, Inc., Initial Term Loan, 1st Lien
3.102%, VAR LIBOR + 3.000%, 05/14/2026		266		264
Monitronics International Inc, Term Loan, 1st Lien
7.750%, VAR LIBOR + 6.500%, 03/29/2024		647		602
Mozart Debt Merger, Term Loan, 1st Lien
3.750%, 09/30/2028 (F)(H)		950		950
New Era Cap, Term Loan, 1st Lien
0.000%, 06/08/2027 (H)		700		689
Newport Parent, Inc., Initial Term Loan, 1st Lien
7.500%, 12/10/2027 (E)		908		907
One Call Corporation, Term B Loan, 1st Lien
6.250%, VAR LIBOR + 5.500%, 04/22/2027		968		967
Option Care Health, Inc., 2021 Refinancing Term Loan, 1st Lien
3.250%, 10/22/2028		590		589
Orbcomm Inc., Closing Date Term Loan, 1st Lien
5.000%, 09/01/2028		180		180
Orbcomm, Term Loan, 1st Lien
5.001%, 09/01/2028		180		180
Pacific Bells, LLC, Initial Term Loan, 1st Lien
5.000%, 10/14/2028		257		256
Packers Holdings, LLC, Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.250%, 03/09/2028		1,020		1,013
PAE Incorporated, Initial Term Loan, 1st Lien
5.250%, 10/19/2027 (E)		417		417
Parexel International, Term Loan, 1st Lien
4.000%, 08/11/2028		1,050		1,050


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Particle Investment S.A.R.L. (WebPros), Term Loan, 1st Lien
5.750%, 02/18/2027 (E)	$	371	$	370
PDS HoldCo Inc., Delayed Draw Term Loan, 1st Lien
5.250%, 08/18/2028		440		440
5.200%, 08/18/2028		11		11
PDS Holdco Inc., Term Loan
0.000%, 08/18/2028		6		6
PECF USS Intermediate Holding III Corporation, Initial Term Loan, 1st Lien
4.750%, 11/04/2028 (H)		570		570
Peraton Corp., Term B Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 02/01/2028		1,385		1,385
Peraton Corp., Term B-1 Loan, 2nd Lien
8.500%, VAR LIBOR + 7.750%, 02/01/2029		600		607
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.250%, 03/03/2028		517		516
PetSmart, LLC, Initial Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 02/11/2028		658		659
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 03/05/2026		704		698
Pilot Travel Centers, LLC, Initial Tranche B Term Loan
2.104%, 08/04/2028 (H)		950		944
Planview Parent, Inc., Closing Date Term Loan, 1st Lien
4.750%, VAR LIBOR + 4.000%, 12/17/2027		318		317
Playa Resorts Holding, Term Loan B (2017)
3.750%, 04/29/2024 (E)		786		764
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien
3.750%, VAR LIBOR + 3.000%, 11/18/2027		667		664
Pretium Packaging, Term Loan, 1st Lien
4.500%, 09/22/2028		425		424
Project Sky, Term Loan, 1st Lien
6.500%, 10/08/2029 (H)		390		389
4.250%, 10/08/2028 (H)		2,095		2,087
Proofpoint, Term Loan, 1st Lien
3.750%, 08/31/2028		610		607
Quikrete Holding, Term Loan B1, 1st Lien
0.000%, 02/21/2028 (H)		670		668


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
3.500%, 02/15/2028	$	965	$	957
Radiology Partners, Inc., Term B Loan, 1st Lien
4.360%, 07/09/2025		295		291
4.354%, 07/09/2025		345		339
RC Buyer, Inc., Initial Term Loan, 2nd Lien
7.250%, 07/30/2029		300		299
Redstone HoldCo 2 LP, Initial Loan, 2nd Lien
8.500%, VAR LIBOR + 7.750%, 04/27/2029		910		836
Redstone Holdco, Term Loan, 1st Lien
5.500%, VAR LIBOR + 4.750%, 04/27/2028		840		800
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
3.852%, VAR LIBOR + 3.750%, 11/16/2025		190		190
Resolute Investment Managers, Inc., Tranche C Term Loan, 1st Lien
5.250%, 04/30/2024		307		307
Rough Country LLC, Term Loan, 1st Lien
4.250%, 07/26/2028		700		698
Royal Caribbean Cruises, Term Loan, 1st Lien
9.000%, 07/27/2029		900		892
Royal Carribbean Cruises, Term Loan, 1st Lien
0.000%, 04/05/2022 (H)		360		338
RVR Dealership Holdings, LLC, Term Loan, 1st Lien
4.751%, 02/08/2028		500		498
Ryan Specialty Group, LLC, Initial Term Loan, 1st Lien
3.750%, VAR LIBOR + 3.000%, 09/01/2027		266		265
Scientific Games International, Inc., Initial Term B-5 Loan, 1st Lien
2.854%, VAR LIBOR + 2.750%, 08/14/2024		741		739
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), 2020 Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.250%, 09/03/2026		172		172
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), Initial Term Loan, 1st Lien
3.354%, VAR LIBOR + 3.250%, 12/31/2025		852		845


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien
4.750%, VAR LIBOR + 3.750%, 10/20/2027	$	780	$	824
Sorenson, Term Loan, 1st Lien
6.250%, 03/17/2026 (E)		322		322
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
3.250%, 12/11/2026 (E)		440		438
Sovos Brands Intermediate, Inc., Initial Term Loan, 1st Lien
4.500%, VAR LIBOR + 4.250%, 06/08/2028		216		215
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
6.104%, 06/19/2026 (E)(H)		608		605
Surf Holdings S.a r.l., Dollar Tranche Term Loan, 1st Lien
3.690%, VAR LIBOR + 3.500%, 03/05/2027		464		460
Symplr Software, Inc., Initial Term Loan, 1st Lien
5.250%, VAR LIBOR + 4.500%, 12/22/2027		478		478
Taboola, Inc., Tranche B Term Loan, 1sr Lien
4.500%, 09/01/2028		1,425		1,411
Tekni-Plex, Inc., Term Loan, 1st Lien
4.500%, 09/15/2028		39		39
Terrier Media Buyer, Inc., 2021 Term B Loan, 1st Lien
3.604%, VAR LIBOR + 3.500%, 12/17/2026		924		919
Thermostat Purchaser III, Inc., Initial Term Loan, 1st Lien
5.250%, 08/31/2028		263		262
Tibco Software, Term Loan B, 1st Lien
0.000%, 06/30/2026 (H)		1,050		1,039
TKC Holdings, Inc., Closing Date Initial Term Loan, 1st Lien
6.500%, VAR LIBOR + 5.500%, 05/15/2028		1,035		1,035
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
2.500%, 02/28/2025 (H)		486		499
Trident TPI Holdings, Inc., Tranche B-3 Initial Term Loan, 1st Lien
4.500%, 07/29/2028		679		678
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.000%, VAR LIBOR + 3.500%, 03/31/2028		788		779


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
TruGreen Limited Partnership, Initial Term Loan, 2nd Lien
9.250%, VAR LIBOR + 8.500%, 11/02/2028	$	200	$	202
Tutor Perini Corporation, Term Loan, 1st Lien
5.750%, 08/18/2027 (E)		416		416
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
5.104%, VAR LIBOR + 5.000%, 06/26/2026		1,106		1,073
U.S. Renal Care, Term Loan, 1st Lien
6.500%, 06/26/2026		750		733
UFC Holdings, Term Loan, 1st Lien
3.500%, 04/29/2026		350		348
Ultimus Group Midco LLC, The, Initial Term Loan, 1st Lien
3.854%, VAR LIBOR + 3.750%, 05/04/2026		245		244
United AirLines, Inc., Class B Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 04/21/2028		736		737
US Foods, Inc. (aka U.S. Foodservice, Inc.), Incremental B-2021 Term Loan, 1st Lien
2.854%, 11/17/2028 (H)		660		659
US Foods, Inc., Term Loan
2.104%, 09/13/2026 (E)		671		663
UST Holdings, Term Loan, 1st Lien
4.250%, 11/02/2028		490		488
Verscend Holding Corp., Term B-1 Loan, 1st Lien
4.104%, VAR LIBOR + 4.000%, 08/27/2025		1,066		1,065
Vertex Aerospace Services Corp., Initial Term Loan, 1st Lien
4.750%, 11/10/2028 (H)		1,110		1,107
VFH Parent LLC, Initial Term Loan, 1st Lien
3.102%, VAR LIBOR + 3.000%, 03/01/2026		253		252
Virgin Media Bristol LLC, N Facility, 1st Lien
2.610%, VAR LIBOR + 2.500%, 01/31/2028		935		926
Virgin Media Bristol LLC, N Facility, Term Loan, 1st Lien
3.360%, VAR LIBOR + 3.250%, 01/31/2029		590		589
Virgin Pulse, Inc., Initial Term Loan, 1st Lien
4.750%, 04/06/2028 (E)		950		937
Virgin Pulse, Inc., Initial Term Loan, 2nd Lien
8.000%, 04/06/2029		320		316


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Virtusa, Term Loan
4.500%, 02/11/2028	$	1,677	$	1,681
VT Topco, Inc., Term Loan, 1st Lien
4.500%, 08/01/2025		380		379
VT Topco, Inc., Term Loan, 2nd Lien
7.500%, 07/31/2026		320		320
W.R. Grace Holdings LLC, Initial Term Loan, 1st Lien
4.250%, 08/11/2028 (H)		200		200
Whatabrands LLC, Initial Term B Loan, 1st Lien
3.750%, 08/03/2028		180		179
WP CityMD Bidco LLC, First Amendment Refinancing Term Loan, 1st Lien
4.500%, VAR LIBOR + 3.750%, 08/13/2026		756		755
WP CPP Holdings, LLC, Initial Term Loan, 1st Lien
4.750%, VAR LIBOR + 3.750%, 04/30/2025		1		1
WP CPP Holdings, Term B Loan
4.750%, VAR LIBOR + 3.750%, 04/30/2025		510		488
Wwex Uni TopCo Holdings LLC, Initial Term Loan, 1st Lien
5.000%, 07/26/2028		780		782


Total Loan Participations
(Cost $150,798) ($ Thousands)				151,194



SOVEREIGN DEBT — 12.1%

Abu Dhabi Government International Bond
4.125%, 10/11/2047(A)		380		455
3.875%, 04/16/2050(A)		1,630		1,898
Angolan Government International Bond
9.375%, 05/08/2048		200		195
9.125%, 11/26/2049(A)		1,170		1,121
8.000%, 11/26/2029(A)		420		413
Ardagh Metal Packaging Finance USA
3.000%, 09/01/2029	EUR	350		390
Argentine Republic Government International Bond
3.500%, 07/09/2022	$	1,310		462
1.500%, 07/09/2022		1,686		540
1.000%, 07/09/2029		262		95
0.750%, 07/09/2023		3,760		1,316
0.500%, 07/09/2029	EUR	6		2
0.125%, 07/09/2030		165		59


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Armenia Government International Bond
3.950%, 09/26/2029(A)	$	290	$	281
3.600%, 02/02/2031(A)		1,300		1,211
Azerbaijan Government International Bond
3.500%, 09/01/2032		1,360		1,376
Bahrain Government International Bond
7.375%, 05/14/2030(A)		1,610		1,785
5.625%, 05/18/2034(A)		940		891
Belarus Government International Bond
6.875%, 02/28/2023		260		257
6.200%, 02/28/2030		200		158
Benin Government International Bond
4.875%, 01/19/2032	EUR	1,480		1,644
Brazil Government International Bond
5.333%, 02/15/2028	$	140		146
Brazil Notas do Tesouro Nacional
10.000%, 01/01/2029	BRL	1,400		242
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2027		2,791		489
Buenos Aires Government International Bond MTN
5.250%, 09/01/2022(A)	$	7,102		3,018
Bundesrepublik Deutschland Bundesanleihe
-0.561%, 08/15/2026(I)	EUR	360		419
CBB International Sukuk Programme SPC
6.250%, 11/14/2024(A)	$	300		322
Cellnex Finance MTN
1.250%, 01/15/2029	EUR	400		434
Ciudad Autonoma De Buenos Aires
7.500%, 06/01/2027	$	480		428
Colombia Government International Bond
4.125%, 05/15/2051		630		511
3.125%, 04/15/2031		730		655
Cordoba Government International Bond
5.000%, 06/01/2027(A)		526		331
Country Garden Holdings
8.000%, 01/27/2024		200		201
Dominican Republic International Bond
7.450%, 04/30/2044		600		709
6.850%, 01/27/2045		660		728
6.500%, 02/15/2048(A)		1,270		1,346
6.400%, 06/05/2049(A)		660		693
6.000%, 07/19/2028(A)		1,300		1,451
4.500%, 01/30/2030		550		559
Ecuador Government International Bond
5.500%, 07/31/2022(A)		352		291
1.500%, 07/31/2022(A)		1,128		660
0.000%, 07/31/2030(A)(J)		329		185


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Egypt Government International Bond
8.875%, 05/29/2050(A)	$	710	$	644
8.700%, 03/01/2049(A)		520		461
8.500%, 01/31/2047		650		575
7.903%, 02/21/2048(A)		360		301
7.625%, 05/29/2032(A)		480		454
7.600%, 03/01/2029(A)		510		505
6.375%, 04/11/2031(A)	EUR	330		347
5.625%, 04/16/2030		1,560		1,600
4.750%, 04/11/2025		100		113
4.750%, 04/16/2026		680		747
Gabon Government International Bond
7.000%, 11/24/2031(A)	$	1,120		1,095
Ghana Government International Bond
8.125%, 01/18/2026		500		461
8.125%, 03/26/2032(A)		950		776
Guatemala Government Bond
6.125%, 06/01/2050(A)		530		607
5.750%, 06/06/2022		500		508
4.900%, 06/01/2030(A)		280		301
4.875%, 02/13/2028		790		848
4.500%, 05/03/2026(A)		770		811
4.375%, 06/05/2027(A)		790		828
Hazine Mustesarligi Varlik Kiralama
5.004%, 04/06/2023(A)		860		857
Honduras Government International Bond
7.500%, 03/15/2024		660		698
Indonesia Government International Bond
7.000%, 05/15/2027	IDR	96,424,000		7,252
5.250%, 01/17/2042	$	1,000		1,252
3.850%, 10/15/2030		200		225
3.500%, 01/11/2028		880		949
2.850%, 02/14/2030		900		938
1.100%, 03/12/2033	EUR	400		439
0.900%, 02/14/2027		180		205
Iraq Government International Bond
5.800%, 01/15/2028	$	228		217
Israel Government International Bond
3.375%, 01/15/2050		310		335
2.750%, 07/03/2030		460		489
Ivory Coast Government International Bond
6.625%, 03/22/2048	EUR	420		474
6.125%, 06/15/2033	$	650		684
5.750%, 12/31/2032		211		212
5.250%, 03/22/2030	EUR	390		452
4.875%, 01/30/2032(A)		1,660		1,814
Jamaica Government International Bond
7.875%, 07/28/2045	$	740		1,024
Kazakhstan Government International Bond MTN
5.125%, 07/21/2025		720		811


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Kenya Government International Bond
8.250%, 02/28/2048(A)	$	260	$	264
8.000%, 05/22/2032(A)		910		992
7.000%, 05/22/2027(A)		250		264
Lebanon Government International Bond
8.250%, 05/17/2034(B)		30		3
8.200%, 05/17/2033(B)		40		4
7.150%, 11/20/2031(B)		40		4
7.050%, 11/02/2035(B)		100		11
7.000%, 03/20/2028(B)		40		4
6.850%, 03/23/2027(B)		100		10
6.850%, 05/25/2029(B)		721		76
6.750%, 11/29/2027(B)		410		43
6.650%, 04/22/2024(B)		170		18
6.650%, 11/03/2028(B)		80		8
6.650%, 02/26/2030(B)		832		85
6.600%, 11/27/2026(B)		30		3
6.200%, 02/26/2025(B)		860		88
Mexican Bonos
8.500%, 05/31/2029	MXN	9,520		492
6.500%, 06/09/2022		5,740		281
Mexico Government International Bond
4.750%, 03/08/2044	$	440		479
3.771%, 05/24/2061		520		479
3.600%, 01/30/2025		323		342
2.659%, 05/24/2031		1,120		1,092
Mongolia Government International Bond
5.625%, 05/01/2023		200		206
Morocco Government International Bond
3.000%, 12/15/2032(A)		730		696
1.500%, 11/27/2031(A)	EUR	290		302
Mozambique International Bond
9.000%, 09/15/2023	$	220		186
Nigeria Government International Bond
8.747%, 01/21/2031		1,720		1,802
7.696%, 02/23/2038(A)		690		637
Oman Government International Bond
6.750%, 01/17/2048		200		203
6.250%, 01/25/2031(A)		1,600		1,748
Pakistan Government International Bond
8.250%, 09/30/2025		370		400
6.875%, 12/05/2027		200		201
6.000%, 04/08/2026(A)		540		539
Pakistan Water & Power Development Authority
7.500%, 06/04/2031		620		600
Panama Government International Bond
4.500%, 04/01/2056		300		330
Papua New Guinea Government International Bond
8.375%, 10/04/2028(A)		290		292


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Paraguay Government International Bond
6.100%, 08/11/2044	$	700	$	860
5.600%, 03/13/2048(A)		560		647
5.400%, 03/30/2050(A)		320		365
Perusahaan Penerbit SBSN Indonesia III
4.550%, 03/29/2026(A)		530		594
4.450%, 02/20/2029(A)		330		376
Peruvian Government International Bond
2.783%, 01/23/2031		480		478
Qatar Government International Bond
5.103%, 04/23/2048(A)		1,690		2,287
4.817%, 03/14/2049(A)		1,130		1,481
4.625%, 06/02/2046		280		354
4.400%, 04/16/2050(A)		450		559
3.750%, 04/16/2030(A)		200		224
Romanian Government International Bond
5.125%, 06/15/2048(A)		200		236
3.375%, 01/28/2050	EUR	230		246
2.875%, 05/26/2028		650		795
2.875%, 03/11/2029		1,490		1,801
2.124%, 07/16/2031(A)		250		271
2.000%, 12/08/2026(A)		590		702
2.000%, 01/28/2032(A)		110		116
2.000%, 04/14/2033(A)		900		932
Russian Government International Bond
7.050%, 01/19/2028	RUB	444,542		5,572
5.250%, 06/23/2047	$	200		253
5.100%, 03/28/2035(A)		200		235
4.375%, 03/21/2029(A)		800		881
Saudi Government International Bond MTN
4.500%, 04/22/2060(A)	$	1,070		1,316
3.750%, 01/21/2055(A)		220		236
3.250%, 10/22/2030(A)		430		461
Senegal Government International Bond
5.375%, 06/08/2037(A)	EUR	930		1,001
4.750%, 03/13/2028(A)		740		853
Serbia Government International Bond
1.500%, 06/26/2029(A)		500		548
South Africa Government International Bond
5.650%, 09/27/2047	$	950		910
4.850%, 09/27/2027		890		937
4.300%, 10/12/2028		200		203
Sri Lanka Government International Bond
7.550%, 03/28/2030(A)		910		451
6.850%, 03/14/2024(A)		200		104
6.850%, 11/03/2025		570		292
6.825%, 07/18/2026(A)		250		127
6.750%, 04/18/2028(A)		660		331
6.200%, 05/11/2027(A)		380		191
Third Pakistan International SUKUK
5.625%, 12/05/2022		630		641


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Turkey Government International Bond
7.625%, 04/26/2029	$	560	$	559
6.875%, 03/17/2036		60		56
6.500%, 09/20/2033		900		816
6.000%, 01/14/2041		1,980		1,644
5.200%, 02/16/2026	EUR	260		293
4.250%, 04/14/2026	$	530		474
Ukraine Government International Bond
9.750%, 11/01/2028(A)		640		646
8.994%, 02/01/2024		670		668
7.750%, 09/01/2022		450		445
7.750%, 09/01/2023		910		889
7.750%, 09/01/2024		230		223
7.750%, 09/01/2027		250		236
7.375%, 09/25/2032(A)		200		178
7.253%, 03/15/2033(A)		420		369
Uzbekistan Government International Bond MTN
4.750%, 02/20/2024(A)		340		353
3.700%, 11/25/2030(A)		660		633
Virgin Money UK
9.250%, VAR UK Govt Bonds 5 Year Note Generic Bid Yield + 8.307%, 06/08/2170(C)	GBP	300		452
Zambia Government International Bond
5.375%, 09/20/2022(B)	$	760		567

Total Sovereign Debt
(Cost $114,731) ($ Thousands)				111,228


	Shares
COMMON STOCK — 8.9%

Communication Services — 0.9%
Activision Blizzard Inc		1,547		103
Alphabet Inc, Cl A *		608		1,761
Alphabet Inc, Cl C *		565		1,635
AT&T Inc		14,470		356
Charter Communications Inc, Cl A *		248		162
Comcast Corp, Cl A		9,256		466
Discovery Inc, Cl A *		459		11
Discovery Inc, Cl C *		586		14
DISH Network Corp, Cl A *		574		19
Electronic Arts Inc		556		73
Fox Corp		1,195		43
Interpublic Group of Cos Inc/The		934		35
Live Nation Entertainment Inc *		279		33
Lumen Technologies Inc		2,009		25
Match Group Inc *		557		74
Meta Platforms Inc, Cl A *		4,781		1,608
Netflix Inc *		900		542
News Corp, Cl A		784		18
News Corp, Cl B		145		3


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Omnicom Group Inc		375	$	27
Take-Two Interactive Software Inc, Cl A *		244		43
T-Mobile US Inc *		1,175		136
Twitter Inc *		1,568		68
Verizon Communications Inc		8,402		437
ViacomCBS Inc, Cl B		1,335		40
Walt Disney Co/The *		3,693		572

				8,304
Consumer Discretionary — 1.1%
Advance Auto Parts Inc		131		31
Amazon.com Inc, Cl A *		882		2,941
Aptiv PLC *		535		88
AutoZone Inc *		45		94
Bath & Body Works Inc		578		40
Best Buy Co Inc		491		50
Booking Holdings Inc *		83		199
BorgWarner Inc		394		18
Caesars Entertainment Inc *		471		44
CarMax Inc *		360		47
Carnival Corp *		1,863		38
Chipotle Mexican Grill Inc, Cl A *		56		98
Darden Restaurants Inc		246		37
Dollar General Corp		464		109
Dollar Tree Inc *		438		62
Domino's Pizza Inc		79		45
DR Horton Inc		705		76
eBay Inc		1,235		82
Etsy Inc *		275		60
Expedia Group Inc *		321		58
Ford Motor Co		7,879		164
Gap Inc/The		525		9
Garmin Ltd		321		44
General Motors Co *		2,915		171
Genuine Parts Co		270		38
Hasbro Inc		263		27
Hilton Worldwide Holdings Inc *		551		86
Home Depot Inc/The		2,149		892
Las Vegas Sands Corp *		806		30
Lennar Corp, Cl A		515		60
LKQ Corp		622		37
Lowe's Cos Inc		1,403		363
Marriott International Inc/MD, Cl A *		541		89
McDonald's Corp		1,516		406
MGM Resorts International		813		37
Mohawk Industries Inc *		127		23
Newell Brands Inc, Cl B		839		18
NIKE Inc, Cl B		2,593		432
Norwegian Cruise Line Holdings Ltd *		900		19
NVR Inc *		7		41
O'Reilly Automotive Inc *		133		94
Penn National Gaming Inc *		253		13
Pool Corp		88		50


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PulteGroup Inc		603	$	35
PVH Corp		104		11
Ralph Lauren Corp, Cl A		119		14
Ross Stores Inc		700		80
Royal Caribbean Cruises Ltd *		465		36
Starbucks Corp		2,385		279
Tapestry Inc		639		26
Target Corp, Cl A		984		228
Tesla Inc *		1,644		1,737
TJX Cos Inc/The		2,417		184
Tractor Supply Co		243		58
Ulta Beauty Inc *		117		48
Under Armour Inc, Cl A *		407		9
Under Armour Inc, Cl C *		448		8
VF Corp		702		51
Whirlpool Corp		130		31
Wynn Resorts Ltd *		213		18
Yum! Brands Inc		578		80

				10,293
Consumer Staples — 0.5%
Altria Group Inc		3,691		175
Archer-Daniels-Midland Co		1,099		74
Brown-Forman Corp, Cl B		384		28
Campbell Soup Co		389		17
Church & Dwight Co Inc		540		55
Clorox Co/The		269		47
Coca-Cola Co/The		7,892		467
Colgate-Palmolive Co		1,687		144
Conagra Brands Inc		1,030		35
Constellation Brands Inc, Cl A		324		81
Costco Wholesale Corp		897		509
Estee Lauder Cos Inc/The, Cl A		465		172
General Mills Inc		1,193		80
Hershey Co/The		314		61
Hormel Foods Corp		580		28
J M Smucker Co/The		254		35
Kellogg Co		549		35
Kimberly-Clark Corp		667		95
Kraft Heinz Co/The		1,491		53
Kroger Co/The		1,278		58
Lamb Weston Holdings Inc		325		21
McCormick & Co Inc/MD		545		53
Molson Coors Beverage Co, Cl B		401		19
Mondelez International Inc, Cl A		2,805		186
Monster Beverage Corp *		737		71
PepsiCo Inc		2,808		488
Philip Morris International Inc		3,149		299
Procter & Gamble Co/The		4,925		806
Sysco Corp, Cl A		1,010		79
Tyson Foods Inc, Cl A		569		50
Walgreens Boots Alliance Inc		1,410		74


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Walmart Inc		2,884	$	417

				4,812
Energy — 0.2%
APA Corp		773		21
Baker Hughes Co, Cl A		1,668		40
Chevron Corp		3,913		459
ConocoPhillips		2,655		192
Coterra Energy Inc		1,761		33
Devon Energy Corp		1,183		52
Diamondback Energy Inc, Cl A		322		35
EOG Resources Inc		1,163		103
Exxon Mobil Corp		8,601		526
Halliburton Co		1,703		39
Hess Corp		607		45
Kinder Morgan Inc		3,691		58
Marathon Oil Corp		1,785		30
Marathon Petroleum Corp		1,183		76
Noble Corp *		2,884		72
Occidental Petroleum Corp		1,658		48
ONEOK Inc		980		58
Phillips 66		855		62
Pioneer Natural Resources Co		448		81
Schlumberger NV, Cl A		2,768		83
Titan Energy LLC *(F)(K)		12,743		—
Valero Energy Corp		773		58
Williams Cos Inc/The		2,372		62

				2,233
Financials — 0.9%
Aflac Inc		1,193		70
Allstate Corp/The		561		66
American Express Co		1,264		207
American International Group Inc		1,645		94
Ameriprise Financial Inc		219		66
Aon PLC, Cl A		440		132
Arthur J Gallagher & Co		406		69
Aspect *(F)		57		—
Assurant Inc		133		21
Bank of America Corp		14,647		652
Bank of New York Mellon Corp/The		1,502		87
Berkshire Hathaway Inc, Cl B *		3,695		1,105
BlackRock Inc		289		265
Brown & Brown Inc		485		34
Capital One Financial Corp		850		123
Cboe Global Markets Inc		221		29
Charles Schwab Corp/The		3,037		255
Chubb Ltd		865		167
Cincinnati Financial Corp		268		31
Citigroup Inc		4,006		242
Citizens Financial Group Inc		898		42
CME Group Inc		722		165
Comerica Inc		279		24


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Discover Financial Services		574	$	66
Everest Re Group Ltd		91		25
FactSet Research Systems Inc		83		40
Fifth Third Bancorp		1,291		56
First Republic Bank/CA		352		73
Franklin Resources Inc		576		19
Globe Life Inc		222		21
Goldman Sachs Group Inc/The		686		262
Hartford Financial Services Group Inc/The		746		52
Huntington Bancshares Inc/OH		3,167		49
Intercontinental Exchange Inc		1,130		154
Invesco Ltd		758		17
JPMorgan Chase & Co		5,960		944
KeyCorp		2,108		49
Lincoln National Corp		360		25
Loews Corp		335		19
M&T Bank Corp		282		43
MarketAxess Holdings Inc		67		28
Marsh & McLennan Cos Inc		1,015		176
MetLife Inc		1,414		88
Moody's Corp		323		126
Morgan Stanley		2,904		285
MSCI Inc, Cl A		164		100
Nasdaq Inc, Cl A		251		53
Noble Corp *		5,098		125
Northern Trust Corp		440		53
People's United Financial Inc		638		11
PNC Financial Services Group Inc/The		849		170
Principal Financial Group Inc, Cl A		539		39
Progressive Corp/The		1,167		120
Prudential Financial Inc		746		81
Raymond James Financial Inc		403		40
Regions Financial Corp		1,995		43
S&P Global Inc		486		229
Signature Bank/New York NY, Cl B		134		43
State Street Corp		716		67
SVB Financial Group, Cl B *		116		79
Synchrony Financial		1,055		49
T Rowe Price Group Inc		445		88
Travelers Cos Inc/The		484		76
Truist Financial Corp		2,677		157
US Bancorp		2,705		152
W R Berkley Corp		323		27
Wells Fargo & Co		8,085		388
Willis Towers Watson PLC		242		57
Zions Bancorp NA		332		21

				8,831
Health Care — 1.2%
Abbott Laboratories		3,592		506
AbbVie Inc		3,590		486
ABIOMED Inc *		96		34
Agilent Technologies Inc		600		96


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Align Technology Inc *		145	$	95
AmerisourceBergen Corp, Cl A		284		38
Amgen Inc, Cl A		1,138		256
Anthem Inc		489		227
Baxter International Inc		989		85
Becton Dickinson and Co		575		145
Biogen Inc *		288		69
Bio-Rad Laboratories Inc, Cl A *		46		35
Bio-Techne Corp		84		43
Boston Scientific Corp *		2,844		121
Bristol-Myers Squibb Co		4,488		280
Cardinal Health Inc		491		25
Catalent Inc *		363		46
Centene Corp *		1,158		95
Cerner Corp		632		59
Charles River Laboratories International Inc *		110		41
Cigna Corp		664		152
Cooper Cos Inc/The, Cl A		104		44
CVS Health Corp		2,668		275
Danaher Corp, Cl A		1,290		424
DaVita Inc *		156		18
DENTSPLY SIRONA Inc		439		25
Dexcom Inc *		193		104
Edwards Lifesciences Corp, Cl A *		1,253		162
Eli Lilly & Co		1,611		445
Gilead Sciences Inc		2,523		183
HCA Healthcare Inc		478		123
Henry Schein Inc *		227		18
Hologic Inc *		480		37
Humana Inc		256		119
IDEXX Laboratories Inc *		169		111
Illumina Inc *		312		119
Incyte Corp *		384		28
Intuitive Surgical Inc *		721		259
IQVIA Holdings Inc *		380		107
Johnson & Johnson		5,361		917
Laboratory Corp of America Holdings *		207		65
McKesson Corp		293		73
Medtronic PLC		2,721		281
Merck & Co Inc		5,122		393
Mettler-Toledo International Inc *		45		76
Moderna Inc *		709		180
Organon & Co		550		17
PerkinElmer Inc		280		56
Pfizer Inc		11,417		674
Quest Diagnostics Inc		224		39
Regeneron Pharmaceuticals Inc *		211		133
ResMed Inc		287		75
STERIS PLC		213		52
Stryker Corp		675		181
Teleflex Inc		98		32


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Thermo Fisher Scientific Inc		801	$	534
UnitedHealth Group Inc		1,918		963
Universal Health Services Inc, Cl B		188		24
Vertex Pharmaceuticals Inc *		506		111
Viatris Inc, Cl W *		2,801		38
Waters Corp *		131		49
West Pharmaceutical Services Inc		161		76
Zimmer Biomet Holdings Inc		459		58
Zoetis Inc, Cl A		955		233

				10,865
Industrials — 0.7%
3M Co		1,161		206
A O Smith Corp		291		25
Alaska Air Group Inc *		341		18
Allegion plc		208		28
American Airlines Group Inc *		1,366		25
AMETEK Inc		440		65
Boeing Co/The *		1,114		224
Carrier Global Corp		1,716		93
Caterpillar Inc, Cl A		1,091		226
CH Robinson Worldwide Inc		225		24
Cintas Corp		173		77
Copart Inc *		464		70
CSX Corp		4,453		167
Cummins Inc		313		68
Deere & Co		568		195
Delta Air Lines Inc, Cl A *		1,378		54
Dover Corp		310		56
Eaton Corp PLC		797		137
Emerson Electric Co		1,190		111
Equifax Inc		233		68
Expeditors International of Washington Inc		356		48
Fastenal Co, Cl A		1,101		71
FedEx Corp		488		126
Fortive Corp		672		51
Fortune Brands Home & Security Inc		286		31
Generac Holdings Inc *		136		48
General Dynamics Corp		459		96
General Electric Co		2,213		209
Honeywell International Inc		1,392		290
Howmet Aerospace Inc		802		26
Huntington Ingalls Industries Inc, Cl A		79		15
IDEX Corp		137		32
IHS Markit Ltd		793		105
Illinois Tool Works Inc		572		141
Ingersoll Rand Inc		870		54
Jacobs Engineering Group Inc		245		34
JB Hunt Transport Services Inc		173		35
Johnson Controls International plc		1,411		115
L3Harris Technologies Inc		387		83
Leidos Holdings Inc		291		26
Lockheed Martin Corp		493		175


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Masco Corp		523	$	37
Nielsen Holdings PLC		682		14
Norfolk Southern Corp		487		145
Northrop Grumman Corp		297		115
Old Dominion Freight Line Inc, Cl A		177		63
Otis Worldwide Corp		834		73
PACCAR Inc		656		58
Parker-Hannifin Corp, Cl A		255		81
Pentair PLC		385		28
Quanta Services Inc		253		29
Raytheon Technologies Corp		3,024		260
Republic Services Inc		456		64
Robert Half International Inc		262		29
Rockwell Automation Inc		229		80
Rollins Inc		442		15
Roper Technologies Inc		210		103
Snap-on Inc		107		23
Southwest Airlines Co, Cl A *		1,321		57
Stanley Black & Decker Inc		308		58
Textron Inc		477		37
Trane Technologies PLC		471		95
TransDigm Group Inc *		114		73
Union Pacific Corp		1,302		328
United Airlines Holdings Inc *		565		25
United Parcel Service Inc, Cl B		1,476		316
United Rentals Inc *		156		52
Verisk Analytics Inc, Cl A		308		70
Waste Management Inc		768		128
Westinghouse Air Brake Technologies Corp		385		35
WW Grainger Inc		91		47
Xylem Inc/NY		386		46

				6,332
Information Technology — 2.6%
Accenture PLC, Cl A		1,283		532
Adobe Inc *		967		548
Advanced Micro Devices Inc *		2,448		352
Akamai Technologies Inc *		307		36
Amphenol Corp, Cl A		1,188		104
Analog Devices Inc		1,081		190
ANSYS Inc *		171		69
Apple Inc		31,544		5,601
Applied Materials Inc		1,827		288
Arista Networks Inc *		480		69
Autodesk Inc, Cl A *		439		123
Automatic Data Processing Inc		849		209
Broadcom Inc		837		557
Broadridge Financial Solutions Inc		222		41
Cadence Design Systems Inc *		551		103
CDW Corp/DE		255		52
Ceridian HCM Holding Inc *		251		26
Cisco Systems Inc/Delaware		8,570		543
Citrix Systems Inc		251		24


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cognizant Technology Solutions Corp, Cl A		1,040	$	92
Corning Inc, Cl B		1,646		61
DXC Technology Co *		491		16
Enphase Energy Inc *		298		55
EPAM Systems Inc *		112		75
F5 Inc, Cl A *		125		31
Fidelity National Information Services Inc, Cl B		1,217		133
Fiserv Inc, Cl A *		1,186		123
FleetCor Technologies Inc *		170		38
Fortinet Inc *		269		97
Gartner Inc *		154		51
Global Payments Inc		571		77
Hewlett Packard Enterprise Co		2,490		39
HP Inc		2,226		84
Intel Corp		8,252		425
International Business Machines Corp		1,810		242
Intuit Inc		574		369
IPG Photonics Corp *		66		11
Jack Henry & Associates Inc		154		26
Juniper Networks Inc		729		26
Keysight Technologies Inc *		362		75
KLA Corp		303		130
Lam Research Corp		284		204
Mastercard Inc, Cl A		1,764		634
Microchip Technology Inc		1,101		96
Micron Technology Inc		2,254		210
Microsoft Corp		15,194		5,110
Monolithic Power Systems Inc		95		47
Motorola Solutions Inc		334		91
NetApp Inc		490		45
NortonLifeLock Inc		1,376		36
NVIDIA Corp		5,050		1,485
NXP Semiconductors NV		531		121
Oracle Corp, Cl B		3,262		285
Paychex Inc		634		87
Paycom Software Inc *		102		42
PayPal Holdings Inc *		2,385		450
PTC Inc *		223		27
Qlik *(F)		3,600		—
Qlik, Cl A *(F)		56		57
Qlik, Cl B *(F)		13,812		—
Qorvo Inc *		243		38
QUALCOMM Inc		2,272		416
salesforce.com Inc *		1,989		505
Seagate Technology Holdings PLC		454		51
ServiceNow Inc *		402		261
Skyworks Solutions Inc		363		56
SolarEdge Technologies Inc *		115		32
Synopsys Inc *		304		112
TE Connectivity Ltd		649		105
Teledyne Technologies Inc *		102		45


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Teradyne Inc		356	$	58
Texas Instruments Inc		1,871		353
Trimble Inc *		554		48
Tyler Technologies Inc *		90		48
VeriSign Inc *		206		52
Visa Inc, Cl A		3,412		739
Western Digital Corp *		566		37
Xilinx Inc		493		105
Zebra Technologies Corp, Cl A *		116		69

				23,900
Materials — 0.3%
Air Products and Chemicals Inc		443		135
Albemarle Corp		254		59
Amcor PLC		2,886		35
Arctic Canadian Diamond Company Ltd. *(F)		824		—
Avery Dennison Corp		149		32
Ball Corp		702		68
Celanese Corp, Cl A		238		40
CF Industries Holdings Inc		504		36
Corteva Inc		1,390		66
Dow Inc		1,459		83
DuPont de Nemours Inc		1,022		83
Eastman Chemical Co		290		35
Ecolab Inc		497		117
FMC Corp		272		30
Freeport-McMoRan Inc, Cl B		2,931		122
International Flavors & Fragrances Inc		488		73
International Paper Co		852		40
Linde PLC		1,039		360
LyondellBasell Industries NV, Cl A		585		54
Martin Marietta Materials Inc, Cl A		133		59
Mosaic Co/The		856		34
Newmont Corp		1,581		98
Nucor Corp		559		64
Packaging Corp of America		195		26
PPG Industries Inc		468		81
Sealed Air Corp		334		22
Sherwin-Williams Co/The, Cl A		484		170
Vulcan Materials Co		282		58
Westrock Co		546		24

				2,104
Real Estate — 0.3%
Alexandria Real Estate Equities Inc ^‡		305		68
American Tower Corp, Cl A ^‡		920		269
AvalonBay Communities Inc ^‡		267		68
Boston Properties Inc ^‡		252		29
CBRE Group Inc, Cl A *		657		71
Crown Castle International Corp ^‡		869		181
Digital Realty Trust Inc, Cl A ^‡		563		100
Duke Realty Corp ^‡		733		48


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Equinix Inc ^‡		180	$	152
Equity Residential ^‡		730		66
Essex Property Trust Inc ^‡		143		50
Extra Space Storage Inc ^‡		290		66
Federal Realty Investment Trust ^‡		140		19
Healthpeak Properties Inc ^‡		977		35
Host Hotels & Resorts Inc *^‡		1,656		29
Iron Mountain Inc ^‡		599		31
Kimco Realty Corp ^‡		1,243		31
Mid-America Apartment Communities Inc ^‡		250		57
Prologis Inc ^‡		1,493		251
Public Storage ^‡		304		114
Realty Income Corp ^‡		1,088		78
Regency Centers Corp ^‡		350		26
SBA Communications Corp, Cl A ^‡		215		84
Simon Property Group Inc ^‡		653		104
UDR Inc ^‡		644		39
Ventas Inc ^‡		864		44
Vornado Realty Trust ^‡		297		13
Welltower Inc ^‡		833		72
Weyerhaeuser Co ^‡		1,627		67

				2,262
Utilities — 0.2%
AES Corp/The		1,399		34
Alliant Energy Corp		531		33
Ameren Corp		551		49
American Electric Power Co Inc		996		89
American Water Works Co Inc		346		65
Atmos Energy Corp		303		32
CenterPoint Energy Inc		1,408		39
CMS Energy Corp		546		36
Consolidated Edison Inc		668		57
Dominion Energy Inc		1,617		127
DTE Energy Co		426		51
Duke Energy Corp		1,543		162
Edison International		820		56
Entergy Corp		440		50
Evergy Inc		488		33
Eversource Energy		747		68
Exelon Corp		1,946		112
FirstEnergy Corp		1,194		50
NextEra Energy Inc		3,976		371
NiSource Inc		886		24
NRG Energy Inc		400		17
Pinnacle West Capital Corp		217		15
PPL Corp		1,695		51
Public Service Enterprise Group Inc		988		66
Sempra Energy		630		83
Southern Co/The		2,122		146
WEC Energy Group Inc		685		66


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Xcel Energy Inc		1,057	$	72

				2,054
Total Common Stock
(Cost $32,017) ($ Thousands)				81,990


	Face Amount (Thousands)
MORTGAGE-BACKED SECURITIES — 6.4%
Agency Mortgage-Backed Obligations — 1.0%
FHLMC REMIC CMO, Ser 2019-4905, Cl SA, IO
5.998%, 08/25/2049(E)	$	559		95
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO
4.500%, 06/25/2050(E)		2,469		366
FHLMC REMIC CMO, Ser 2020-4991, Cl IE, IO
5.000%, 07/25/2050(E)		1,907		321
FHLMC REMIC CMO, Ser 2020-5009, Cl DI, IO
2.000%, 09/25/2050(E)		1,491		174
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO
4.000%, 09/25/2050(E)		737		119
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO
3.000%, 08/25/2050(E)		594		92
FHLMC STACR REMIC Trust, Ser 2017-HRP1, Cl B1
4.703%, VAR ICE LIBOR USD 1 Month + 4.600%, 12/25/2042		330		345
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1
2.403%, VAR ICE LIBOR USD 1 Month + 2.300%, 01/25/2050(A)		660		660
FHLMC STACR REMIC Trust, Ser 2020-DNA3, Cl B1
5.203%, VAR ICE LIBOR USD 1 Month + 5.100%, 06/25/2050(A)		1,620		1,671
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl B1
3.550%, VAR SOFR30A + 3.500%, 10/25/2033(A)		390		404
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl B1
3.100%, VAR SOFR30A + 3.050%, 01/25/2034(A)		250		251
FNMA
2.790%, 01/01/2035(E)		347		374
2.680%, 01/01/2035		100		106


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2018-C01, Cl 1B1
3.653%, VAR ICE LIBOR USD 1 Month + 3.550%, 07/25/2030	$	570	$	588
FNMA REMIC CMO, Ser 2012-115, Cl DS, IO
5.998%, 10/25/2042(E)		309		51
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO
5.498%, 05/25/2045(E)		433		68
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO
6.048%, 01/25/2048(E)		1,309		211
FNMA REMIC CMO, Ser 2017-86, Cl SB, IO
6.048%, 11/25/2047(E)		1,175		213
FNMA REMIC CMO, Ser 2019-81, Cl SD, IO
5.898%, 01/25/2050(E)		272		39
FNMA REMIC CMO, Ser 2020-60, Cl NI, IO
4.000%, 09/25/2050(E)		684		104
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO
4.000%, 06/25/2048(E)		1,268		229
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO
6.493%, 01/16/2040(E)		1,347		213
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO
5.946%, 08/20/2043(E)		139		23
GNMA REMIC CMO, Ser 2014-117, Cl SJ, IO
5.496%, 08/20/2044(E)		389		59
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO
4.000%, 08/20/2045(E)		1,714		166
GNMA REMIC CMO, Ser 2015-168, Cl IP, IO
4.000%, 11/20/2045(E)		618		40
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO
4.000%, 10/20/2045(E)		978		99
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO
4.000%, 06/20/2045(E)		427		32
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO
5.556%, 07/20/2047(E)		945		141
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO
6.096%, 09/20/2048(E)		418		74
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO
6.096%, 09/20/2048(E)		570		99
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO
6.096%, 09/20/2048(E)		1,831		331
GNMA REMIC CMO, Ser 2018-137, Cl SN, IO
6.046%, 10/20/2048(E)		570		91
GNMA REMIC CMO, Ser 2018-139, Cl SQ, IO
6.046%, 10/20/2048(E)		365		49
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO
6.096%, 05/20/2048(E)		1,883		267
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO
5.596%, 01/20/2048(E)		1,147		202
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO
5.946%, 01/20/2049(E)		303		41
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO
5.996%, 09/20/2049(E)		847		124


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO
5.996%, 09/20/2049(E)	$	836	$	110
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO
3.500%, 10/20/2049(E)		2,837		237
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO
5.946%, 01/20/2049(E)		240		36
GNMA REMIC CMO, Ser 2019-69, Cl S, IO
3.166%, 06/20/2049(E)		271		22
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO
5.996%, 06/20/2049(E)		198		27
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO
4.000%, 06/20/2050(E)		1,009		104


				9,068
Non-Agency Mortgage-Backed Obligations — 5.4%
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1
1.032%, VAR ICE LIBOR USD 1 Month + 0.930%, 11/25/2034		460		460
Alternative Loan Trust, Ser 2005-81, Cl A1
0.662%, VAR ICE LIBOR USD 1 Month + 0.560%, 02/25/2037		542		473
Barclays Commercial Mortgage Trust, Ser 2019-C5, Cl A4
3.063%, 11/15/2052		870		924
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO
1.043%, 05/15/2052(E)		10,879		662
BX Commercial Mortgage Trust, Ser 2018-BIOA, Cl D
1.431%, VAR ICE LIBOR USD 1 Month + 1.321%, 03/15/2037(A)		629		627
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
2.260%, VAR ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(A)		1,970		1,943
BX Commercial Mortgage Trust, Ser XL2, Cl J
4.000%, VAR ICE LIBOR USD 1 Month + 3.890%, 10/15/2038(A)		500		497
BX Trust, Ser 2018-GWMZ, Cl MC
5.598%, VAR ICE LIBOR USD 1 Month + 5.488%, 05/15/2037(A)		1,100		1,017
Capmark Military Housing Trust, Ser 2007-AET2, Cl A
6.063%, 10/10/2052(A)		931		942
CFK Trust, Ser 2020-MF2, Cl E
3.458%, 03/15/2039(A)(E)		500		484
CGMS Commercial Mortgage Trust, Ser 2017-MDRA, Cl C
3.752%, 07/10/2030(A)(E)		1,620		1,609


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1B1
4.452%, VAR ICE LIBOR USD 1 Month + 4.350%, 04/25/2031(A)	$	460	$	474
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1
4.203%, VAR ICE LIBOR USD 1 Month + 4.100%, 07/25/2039(A)		640		651
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1B1
3.150%, VAR SOFR30A + 3.100%, 10/25/2041(A)		670		677
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1
2.800%, VAR SOFR30A + 2.750%, 12/25/2041(A)		680		680
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A
3.032%, VAR ICE LIBOR USD 3 Month + 2.900%, 08/09/2024(A)		960		931
Credit Suisse Mortgage Trust, Ser 2019-RIO, Cl B
8.000%, VAR ICE LIBOR USD 1 Month + 7.000%, 12/15/2022(A)		1,440		1,395
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(A)		320		285
CSMC Trust, Ser 2017-RPL1, Cl M2
2.988%, 07/25/2057(A)(E)		1,190		1,188
CSMC Trust, Ser 2019-UVIL, Cl A
3.160%, 12/15/2041(A)		950		994
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5
0.262%, VAR ICE LIBOR USD 1 Month + 0.160%, 11/25/2036		859		850
GS Mortgage Securities II, Ser 2018-SRP5, Cl C
4.110%, VAR ICE LIBOR USD 1 Month + 4.000%, 09/15/2031(A)		1,889		608
GS Mortgage Securities Trust, Ser 2017-STAY, Cl E
2.760%, VAR ICE LIBOR USD 1 Month + 2.650%, 07/15/2032(A)		1,000		997
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl F
3.360%, VAR ICE LIBOR USD 1 Month + 3.250%, 12/15/2036(A)		595		579
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl A
1.210%, VAR ICE LIBOR USD 1 Month + 1.100%, 12/15/2036(A)		1,830		1,828


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser LUAU, Cl G
4.560%, VAR ICE LIBOR USD 1 Month + 4.450%, 11/15/2032(A)	$	500	$	499
HarborView Mortgage Loan Trust, Ser 2006-10, Cl 2A1B
0.344%, VAR ICE LIBOR USD 1 Month + 0.240%, 11/19/2036		1,841		1,847
Impac CMB Trust, Ser 2005-4, Cl 1M1
0.747%, VAR ICE LIBOR USD 1 Month + 0.430%, 05/25/2035		863		852
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL
3.251%, VAR ICE LIBOR USD 1 Month + 3.150%, 07/05/2033(A)		1,790		1,773
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-BKWD, Cl E
2.710%, VAR ICE LIBOR USD 1 Month + 2.600%, 09/15/2029(A)		1,730		1,676
JPMorgan Chase Commercial Mortgage Securities Trust, Ser HTL5, Cl F
4.375%, VAR ICE LIBOR USD 1 Month + 4.265%, 11/15/2038(A)		710		703
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2
3.844%, 10/25/2066(A)		660		663
Morgan Stanley Re-REMIC Trust, Ser 2010-R5, Cl 4B
2.422%, 06/26/2036(A)		258		240
Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10
3.352%, VAR ICE LIBOR USD 1 Month + 3.250%, 10/15/2049(A)		530		523
Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10
3.852%, VAR ICE LIBOR USD 1 Month + 3.750%, 03/25/2050(A)		480		487
Natixis Commercial Mortgage Securities Trust, Ser 2019-TRUE, Cl A
3.511%, VAR ICE LIBOR USD 1 Month + 2.011%, 04/18/2024(A)		870		861
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl F
5.352%, VAR ICE LIBOR USD 1 Month + 5.250%, 05/25/2055(A)		430		429
Nomura Asset Acceptance Alternative Loan Trust, Ser 2003-A1, Cl M
6.663%, 05/25/2033(E)		680		478
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1
2.197%, VAR ICE LIBOR USD 1 Month + 0.430%, 03/26/2036(A)		386		382


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
2.802%, VAR ICE LIBOR USD 1 Month + 2.700%, 10/27/2022(A)	$	290	$	290
Radnor, Ser 2020-1, Cl M1C
1.852%, VAR ICE LIBOR USD 1 Month + 1.750%, 01/25/2030(A)		1,830		1,810
RALI Series Trust, Ser 2006-QO2, Cl A2
0.642%, VAR ICE LIBOR USD 1 Month + 0.540%, 02/25/2046		1,320		366
RALI Series Trust, Ser 2007-QO2, Cl A1
0.252%, VAR ICE LIBOR USD 1 Month + 0.150%, 02/25/2047		859		415
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl M
4.750%, 05/25/2057(E)		1,720		1,765
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M
4.750%, 08/25/2057(A)(E)		1,125		1,159
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M
4.500%, 02/25/2059(A)(E)		1,720		1,753
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M
4.250%, 08/25/2059(A)(E)		2,230		2,278
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M
4.250%, 11/25/2059(A)(E)		830		848
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M
4.250%, 05/25/2060(A)(E)		640		659
Shops at Crystals Trust, Ser 2106-CSTL, Cl D
3.731%, 07/05/2036(A)(E)		885		819
Soho Trust, Ser 2021-SOHO, Cl D
2.697%, 08/10/2038(A)(E)		440		389
Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl E
3.584%, VAR ICE LIBOR USD 1 Month + 3.480%, 11/11/2034(A)		1,742		1,698
Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl F
4.357%, VAR ICE LIBOR USD 1 Month + 4.252%, 11/11/2034(A)		583		563
Towd Point Mortgage Trust, Ser 2019-4, Cl B1B
3.500%, 10/25/2059(A)(E)		640		646
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2
2.381%, 12/25/2036(E)		626		597


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1
2.639%, 04/25/2036(E)	$	470	$	467


				49,710
Total Mortgage-Backed Securities
(Cost $59,228) ($ Thousands)				58,778



ASSET-BACKED SECURITIES — 3.5%
Automotive — 0.1%

Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl C
3.150%, 03/20/2026(A)		820		837


Other Asset-Backed Securities — 3.4%

Apidos CLO XXII, Ser 2020-22A, Cl DR
6.882%, VAR ICE LIBOR USD 3 Month + 6.750%, 04/20/2031(A)		1,380		1,363
Assurant CLO, Ser 2019-5A, Cl E
7.464%, VAR ICE LIBOR USD 3 Month + 7.340%, 01/15/2033(A)		250		248
Avery Point VI CLO, Ser 2018-6A, Cl DR
3.090%, VAR ICE LIBOR USD 3 Month + 2.950%, 08/05/2027(A)		610		609
Bain Capital Credit CLO, Ser 2021-1A, Cl D
3.032%, VAR ICE LIBOR USD 3 Month + 2.910%, 04/18/2034(A)		450		445
Benefit Street Partners CLO IV, Ser 2021-IVA, Cl CRRR
3.732%, VAR ICE LIBOR USD 3 Month + 3.600%, 01/20/2032(A)		340		340
BlueMountain CLO XXIX, Ser 2021-29A, Cl ER
6.984%, VAR ICE LIBOR USD 3 Month + 6.860%, 07/25/2034(A)		890		875
BlueMountain CLO, Ser 2018-2A, Cl ER
5.322%, VAR ICE LIBOR USD 3 Month + 5.200%, 07/18/2027(A)		1,000		978
Bristol Park CLO, Ser 2020-1A, Cl ER
7.124%, VAR ICE LIBOR USD 3 Month + 7.000%, 04/15/2029(A)		500		498
Canyon Capital CLO, Ser 2021-1A, Cl E
6.534%, VAR ICE LIBOR USD 3 Month + 6.410%, 04/15/2034(A)		280		277
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1
1.206%, VAR ICE LIBOR USD 3 Month + 1.050%, 05/15/2031(A)		1,045		1,044


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CARLYLE US CLO, Ser 2021-2A, Cl DR
6.599%, VAR ICE LIBOR USD 3 Month + 6.500%, 07/15/2032(A)	$	850	$	850
Cathedral Lake VI, Ser 2021-6A, Cl E
7.334%, VAR ICE LIBOR USD 3 Month + 7.210%, 04/25/2034(A)		300		291
Cathedral Lake VII, Ser 2021-7RA, Cl D
4.404%, VAR ICE LIBOR USD 3 Month + 4.280%, 01/15/2032(A)		700		703
Catskill Park CLO, Ser 2017-1A, Cl D
6.132%, VAR ICE LIBOR USD 3 Month + 6.000%, 04/20/2029(A)		900		889
CIFC Funding, Ser 2017-3A, Cl C
3.782%, VAR ICE LIBOR USD 3 Month + 3.650%, 07/20/2030(A)		690		689
CIFC Funding, Ser 2021-4A, Cl D
3.024%, VAR ICE LIBOR USD 3 Month + 2.900%, 07/15/2033(A)		490		489
Copper River CLO, Ser 2006-1A
0.000%, 01/20/2021(A)(L)		3,000		200
Countrywide Asset-Backed Certificates, Ser 2006-12, Cl 1A
0.362%, VAR ICE LIBOR USD 1 Month + 0.260%, 12/25/2036		1,136		1,133
CQS US CLO, Ser 2021-1A, Cl D1
3.797%, VAR ICE LIBOR USD 3 Month + 3.550%, 01/20/2035(A)		1,850		1,850
Cumberland Park CLO, Ser 2018-2A, Cl DR
2.832%, VAR ICE LIBOR USD 3 Month + 2.700%, 07/20/2028(A)		500		500
Cumberland Park CLO, Ser 2018-2A, Cl ER
5.782%, VAR ICE LIBOR USD 3 Month + 5.650%, 07/20/2028(A)		600		600
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039(A)		425		443
Dryden LXXV CLO, Ser 2021-75A, Cl ER2
6.724%, VAR ICE LIBOR USD 3 Month + 6.600%, 04/15/2034(A)		770		763
Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER3
6.532%, VAR ICE LIBOR USD 3 Month + 6.400%, 04/20/2034(A)		330		327
Eaton Vance CLO, Ser 2021-2A, Cl ER
6.610%, VAR ICE LIBOR USD 3 Month + 6.500%, 01/15/2035(A)		500		500
Educational Funding, Ser 2006-1A, Cl A3
0.474%, VAR ICE LIBOR USD 3 Month + 0.350%, 04/25/2033(A)		777		623
Fortress Credit BSL XII, Ser 2021-4A, Cl E
7.266%, VAR ICE LIBOR USD 3 Month + 7.130%, 10/15/2034(A)		250		240


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Goldentree Loan Management US CLO VI, Ser 2019-6A, Cl E
5.352%, VAR ICE LIBOR USD 3 Month + 5.220%, 01/20/2033(A)	$	250	$	240
Golub Capital Partners CLO LIII, Ser 2021-53A, Cl E
6.830%, VAR ICE LIBOR USD 3 Month + 6.700%, 07/20/2034(A)		410		407
GoodLeap Sustainable Home Solutions Trust, Ser 2021-4GS, Cl A
1.930%, 07/20/2048(A)		161		157
Halsey Point CLO I, Ser 2019-1A, Cl F
8.332%, VAR ICE LIBOR USD 3 Month + 8.200%, 01/20/2033(A)		290		272
Hardee's Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/2051(A)		160		157
HGI CRE CLO, Ser 2021-FL1, Cl C
1.808%, VAR ICE LIBOR USD 1 Month + 1.700%, 06/16/2036(A)		330		327
LCM XXII, Ser 2018-22A, Cl DR
5.632%, VAR ICE LIBOR USD 3 Month + 5.500%, 10/20/2028(A)		350		333
Marathon CLO II, Ser 2005-2A
0.000%, 12/20/2019(A)(F)(L)		750		–
Marathon CLO, Ser 2019-2A, Cl BA
3.432%, VAR ICE LIBOR USD 3 Month + 3.300%, 01/20/2033(A)		330		330
Neuberger Berman Loan Advisers CLO, Ser 2021-44A, Cl E
6.080%, VAR ICE LIBOR USD 3 Month + 6.000%, 10/16/2034(A)		490		488
Oaktree CLO, Ser 2019-1A, Cl D
3.928%, VAR ICE LIBOR USD 3 Month + 3.800%, 04/22/2030(A)		250		244
Ocean Trails CLO VI, Ser 2021-6A, Cl DRR
3.724%, VAR ICE LIBOR USD 3 Month + 3.600%, 07/15/2028(A)		340		339
Ocean Trails CLO X, Ser 2021-10A, Cl ER
0.000%, 10/15/2034(A)(E)(L)		590		565
OZLM VII, Ser 2018-7RA, Cl CR
3.122%, VAR ICE LIBOR USD 3 Month + 3.000%, 07/17/2029(A)		650		644
OZLM XI, Ser 2017-11A, Cl BR
2.432%, VAR ICE LIBOR USD 3 Month + 2.300%, 10/30/2030(A)		600		601
Parallel, Ser 2020-1A, Cl CR
2.132%, VAR ICE LIBOR USD 3 Month + 2.000%, 07/20/2029(A)		750		741
Peace Park CLO, Ser 2021-1A, Cl E
6.138%, VAR ICE LIBOR USD 3 Month + 6.000%, 10/20/2034(A)		400		396


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Popular ABS Mortgage Pass-Through Trust, Ser 2005-6, Cl A4
3.423%, 01/25/2036	$	101	$	101
RR, Ser 2021-18A, Cl D
6.334%, VAR ICE LIBOR USD 3 Month + 6.250%, 10/15/2034(A)		750		746
Sculptor CLO XXVI, Ser 2021-26A, Cl E
0.133%, VAR ICE LIBOR USD 3 Month 0.000%, 07/20/2034(A)		450		446
SMB Private Education Loan Trust, Ser 2021-A, Cl D1
3.860%, 01/15/2053(A)		690		679
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL4, Cl M1
0.672%, VAR ICE LIBOR USD 1 Month + 0.570%, 10/25/2036(A)		1,348		1,341
Sunnova Helios II, Ser 2019-AA, Cl C
5.320%, 06/20/2046(A)		485		505
Sunrun Atlas Issuer, Ser 2019-2, Cl A
3.610%, 02/01/2055(A)		408		427
Symphony CLO XIX, Ser 2018-19A, Cl E
5.322%, VAR ICE LIBOR USD 3 Month + 5.200%, 04/16/2031(A)		250		238
TCI-Symphony CLO, Ser 2021-1A, Cl ER2
6.868%, VAR ICE LIBOR USD 3 Month + 6.750%, 10/13/2032(A)		730		728
Tikehau US CLO I, Ser 2021-1A, Cl E
7.126%, VAR ICE LIBOR USD 3 Month + 6.910%, 01/18/2035(A)		1,200		1,164
Voya CLO, Ser 2018-3A, Cl A1A
1.274%, VAR ICE LIBOR USD 3 Month + 1.150%, 10/15/2031(A)		250		250
Voya CLO, Ser 2021-3A, Cl DR
7.082%, VAR ICE LIBOR USD 3 Month + 6.950%, 04/20/2034(A)		260		258
Wachovia Asset Securitization Issuance II, Ser 2007-HE1, Cl A
0.242%, VAR ICE LIBOR USD 1 Month + 0.140%, 07/25/2037(A)		239		229
Whitehorse XII, Ser 2018-12A, Cl D
3.774%, VAR ICE LIBOR USD 3 Month + 3.650%, 10/15/2031(A)		250		243
Z Capital Credit Partners CLO, Ser 2021-1A, Cl D
4.350%, VAR ICE LIBOR USD 3 Month + 4.200%, 07/15/2033(A)		450		436
				31,799

Total Asset-Backed Securities
(Cost $36,504) ($ Thousands)				32,636


Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK — 0.5%

Energy — 0.5%
MPLX, 8.462% *(C)(F)(K)		70,655	$	2,473
Targa Resources, 9.500% *(C)		1,570		1,690

				4,163
Financials — 0.0%
B Riley Financial, 5.500%		15,750		398

Total Preferred Stock
(Cost $4,339) ($ Thousands)				4,561


	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.5%
Alarm.com CV to 6.7939
0.000% , 01/15/2026(A)(J)		57		51
Cheesecake Factory CV to 12.755
0.375% , 06/15/2026		138		124
Chegg CV to 9.2978
0.000% , 09/01/2026(J)		80		66
DISH Network CV to 15.343
3.375% , 08/15/2026		610		577
DraftKings CV to 10.543
1.660% , 03/15/2028(A)(J)		640		482
Gannett CV to 200
6.000% , 12/01/2027		240		304
Granite Point Mortgage Trust CV to 51.994
5.625% , 12/01/2022(A)		580		577
Halozyme Therapeutics CV to 12.958
0.250% , 03/01/2027(A)		390		347
Liberty Latin America CV to 48.432
2.000% , 07/15/2024		140		138
NIO CV to 10.7458
0.500% , 02/01/2027(A)		1,350		1,141
Spirit Airlines CV to 20.3791
1.000% , 05/15/2026		560		483

Total Convertible Bonds
(Cost $4,392) ($ Thousands)				4,290


Description	Face Amount (Thousands)			Market Value ($ Thousands)
MUNICIPAL BOND — 0.0%
Illinois — 0.0%
Illinois State, Build America Bonds, GO
7.350%, 07/01/2035	$	225		$	283


Total Municipal Bond

(Cost $249) ($ Thousands)					283



U.S. TREASURY OBLIGATION — 0.0%
U.S. Treasury Bond
2.000%, 11/15/2041		80			81

Total U.S. Treasury Obligation
(Cost $81) ($ Thousands)					81


		Number of Warrants
WARRANTS — 0.0%
Noble Corp, Expires 02/05/2028
Strike Price $0.01 *		5,574			59


Total Warrants
(Cost $13) ($ Thousands)					59


Total Investments in Securities — 94.5%
(Cost $820,720) ($ Thousands)				$	868,286



	Contracts
*PURCHASED OPTIONS — 0.0%**
Total Purchased Options (M)
(Cost $573) ($ Thousands)		2,090,173		$	196



PURCHASED SWAPTION — 0.0%**
Total Purchased Swaption (N)
(Cost $15) ($ Thousands)		3,400,000		$	13



*WRITTEN OPTIONS — (0.4)%**
Total Written Options (M)
(Premiums Received $2,663) ($ Thousands)		(4,460,352	)	$	(3,521	)



*WRITTEN SWAPTION — 0.0%**
Total Written Swaption (N)
(Premiums Received $20) ($ Thousands)		(3,400,000	)	$	(3	)

A list of the open exchange traded options contracts held by the Fund at December 31, 2021 is as follows:

A list of the open OTC swaption contracts held by the Fund at December 31, 2021 is as follows:

A list of the open futures contracts held by the Fund at December 31, 2021 is as follows:

A list of the open forward foreign currency contracts held by the Fund at December 31, 2021 is as follows:

A list of the open centrally cleared swap agreements held by the Fund at December 31, 2021 is as follows:

A list of open OTC swap agreements held by the Fund at December 31, 2021 is as follows:

ABS — Asset-Backed Security

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CETIP— Central of Custody and Financial Settlement of Securities

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNY — Chinese Yuan Onshore

DAC — Designated Activity Company

EUR — Euro

EURIBOR — Euro InterBank Offered Rate

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

H15T7Y — Harmonised index of consumer prices

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

IO — Interest Only — face amount represents notional amount.

JPY — Japanese Yen

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

MXN — Mexican Peso

NOK — Norwegian Krone

NZD — New Zealand Dollar

OTC — Over-the-Counter

PIK — Payment-in-Kind

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

PLN — Polish Zloty

Pty — Proprietary

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

S&P— Standard & Poor's

SAR — Saudi Riyal

Ser — Series

SOFR30A — Secured Overnight Financing Rate 30-day Average

TIIE — Interbank Equilibrium Interest Rate

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

ZAR — South African Rand

The following is a list of the level of inputs used as of December 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)⁽¹⁾		Total ($)
Corporate Obligations		–		422,665		521		423,186
Loan Participations		–		148,113		3,081		151,194
Sovereign Debt		–		111,228		–		111,228
Common Stock		81,933		–		57		81,990
Mortgage-Backed Securities		–		58,778		–		58,778
Asset-Backed Securities		–		32,636		–		32,636
Preferred Stock		–		2,088		2,473		4,561
Convertible Bonds		–		4,290		–		4,290
Municipal Bond		–		283		–		283
U.S. Treasury Obligation		–		81		–		81
Warrants		–		59		–		59
Total Investments in Securities		81,933		780,221		6,132		868,286

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		196			–			–		196
Purchased Swaptions		–			13			–		13
Written Options		(3,521	)		–			–		(3,521	)
Written Swaptions		–			(3	)		–		(3	)
Futures Contracts*
Unrealized Appreciation		1,326			–			–		1,326
Unrealized Depreciation		(562	)		–			–		(562	)
Forwards Contracts*
Unrealized Appreciation		–			1,040			–		1,040
Unrealized Depreciation		–			(863	)		–		(863	)
OTC Swaps
Credit Default Swaps*
Unrealized Appreciation		–			4			–		4
Interest Rate Swaps*
Unrealized Depreciation		–			(336	)		–		(336	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			738			–		738
Unrealized Depreciation		–			(230	)		–		(230	)
Credit Default Swaps*
Unrealized Appreciation		–			1,410			–		1,410
Unrealized Depreciation		–			(44	)		–		(44	)
Total Other Financial Instruments		(2,561	)		1,729			–		(832	)

*	Futures contracts, forward contracts and swap contracts are valued at the unrealized appreciation (depreciation) on the instrument.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 59.6%
U.S. Treasury Bills
0.047%, 04/21/2022 (A)(B)	$	400	$	400
0.046%, 01/11/2022 (A)(B)		14,000		14,000
0.037%, 01/25/2022 (A)(B)		8,000		8,000
0.036%, 03/24/2022 (A)(B)		400		400
0.033%, 01/27/2022 (A)(B)		18,250		18,249
0.032%, 02/01/2022 (A)(B)		13,000		13,000
0.031%, 02/17/2022 (A)(B)		500		500
0.025%, 01/20/2022 (A)(B)		11,000		11,000
0.024%, 01/18/2022 (A)(B)		7,500		7,500
U.S. Treasury Inflation Protected Securities
2.000%, 01/15/2026		2,111		2,442
0.625%, 04/15/2023		10,533		11,011
0.625%, 01/15/2024		38,053		40,494
0.625%, 01/15/2026		18,081		19,857
0.375%, 07/15/2023		25,837		27,165
0.375%, 07/15/2025		52,877		57,428
0.375%, 01/15/2027		41,395		45,528
0.250%, 01/15/2025		41,747		44,724
0.125%, 01/15/2023		21,197		21,890
0.125%, 07/15/2024		11,904		12,689
0.125%, 10/15/2024		46,663		49,838
0.125%, 10/15/2025		31,889		34,375
0.125%, 07/15/2026		18,675		20,274
0.125%, 01/15/2031		1,175		1,315
0.125%, 07/15/2031		3,517		3,953
U.S. Treasury Notes
0.139%, VAR US Treasury 3 Month Bill Money Market Yield + 0.049%, 01/31/2023 (A)		1,800		1,800
0.125%, 04/30/2023 (A)		400		398
0.125%, VAR US Treasury 3 Month Bill Money Market Yield + 0.035%, 10/31/2023 (A)		5,000		5,001
0.124%, VAR US Treasury 3 Month Bill Money Market Yield + 0.034%, 04/30/2023 (A)		9,600		9,600
0.119%, VAR US Treasury 3 Month Bill Money Market Yield + 0.029%, 07/31/2023 (A)		19,400		19,403

Total U.S. Treasury Obligations
(Cost $489,389) ($ Thousands)				502,234


	Shares
COMMON STOCK — 30.2%

Communication Services — 2.3%
Activision Blizzard Inc		5,147		342
Alphabet Inc, Cl A *		835		2,419
Alphabet Inc, Cl C *		791		2,289
AMC Entertainment Holdings, Cl A *		3,400		92


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AT&T Inc		111,647	$	2,747
Bandwidth Inc, Cl A *		400		29
Cogent Communications Holdings Inc		800		58
Electronic Arts Inc		1,776		234
Iridium Communications Inc *		1,321		54
Liberty Media Corp-Liberty Formula One, Cl C *		1,100		70
Live Nation Entertainment Inc *		700		84
Lumen Technologies Inc		16,071		202
Madison Square Garden Entertainment Corp *		378		27
Madison Square Garden Sports Corp *		173		30
Match Group Inc *		647		86
Meta Platforms Inc, Cl A *		6,942		2,335
Netflix Inc *		2,742		1,652
Pinterest Inc, Cl A *		1,721		63
Roku Inc, Cl A *		651		149
Spotify Technology SA *		817		191
Take-Two Interactive Software Inc, Cl A *		700		124
T-Mobile US Inc *		9,335		1,083
Twitter Inc *		2,187		94
Verizon Communications Inc		63,514		3,300
Walt Disney Co/The *		11,467		1,776
Zynga Inc, Cl A *		3,891		25

				19,555
Consumer Staples — 7.9%
22nd Century Group *		10,700		33
Albertsons Cos Inc, Cl A		4,400		133
Altria Group Inc		48,131		2,281
Andersons Inc/The		1,700		66
Archer-Daniels-Midland Co		13,900		940
B&G Foods Inc, Cl A		1,029		32
Beauty Health *		2,900		70
Beyond Meat Inc *		1,400		91
BJ's Wholesale Club Holdings Inc *		3,900		261
Boston Beer Co Inc/The, Cl A *		250		126
Brown-Forman Corp, Cl A		1,128		76
Brown-Forman Corp, Cl B		4,717		344
Bunge Ltd		3,536		330
Cal-Maine Foods Inc		1,150		43
Campbell Soup Co		5,896		256
Casey's General Stores Inc		897		177
Celsius Holdings Inc *		1,500		112
Central Garden & Pet Co, Cl A *		1,700		81
Church & Dwight Co Inc		6,379		654
Clorox Co/The		3,114		543
Coca-Cola Co/The		99,978		5,920
Coca-Cola Consolidated Inc		160		99
Colgate-Palmolive Co		21,523		1,837
Conagra Brands Inc		13,086		447
Constellation Brands Inc, Cl A		4,021		1,009


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Costco Wholesale Corp		11,228	$	6,374
Coty Inc, Cl A *		10,465		110
Darling Ingredients Inc *		4,236		294
Edgewell Personal Care Co		634		29
elf Beauty Inc *		2,200		73
Energizer Holdings Inc		2,113		85
Estee Lauder Cos Inc/The, Cl A		6,003		2,222
Flowers Foods Inc		5,007		138
Freshpet Inc *		1,200		114
General Mills Inc		15,595		1,051
Grocery Outlet Holding Corp *		2,000		57
Hain Celestial Group Inc/The *		2,234		95
Herbalife Nutrition Ltd *		2,408		99
Hershey Co/The		3,694		715
Hormel Foods Corp		7,739		378
Hostess Brands Inc, Cl A *		3,770		77
Ingredion Inc		1,882		182
Inter Parfums Inc		400		43
J & J Snack Foods Corp		227		36
J M Smucker Co/The		2,814		382
John B Sanfilippo & Son Inc		500		45
Kellogg Co		6,912		445
Keurig Dr Pepper Inc		17,946		662
Kimberly-Clark Corp		8,758		1,252
Kraft Heinz Co/The		16,918		607
Kroger Co/The		18,936		857
Lamb Weston Holdings Inc		4,105		260
Lancaster Colony Corp		550		91
McCormick & Co Inc/MD		6,446		623
Medifast Inc		354		74
Molson Coors Beverage Co, Cl B		4,474		207
Mondelez International Inc, Cl A		35,504		2,354
Monster Beverage Corp *		9,321		895
National Beverage Corp, Cl A		600		27
Nu Skin Enterprises Inc, Cl A		1,143		58
PepsiCo Inc		34,892		6,061
Performance Food Group Co *		4,595		211
Philip Morris International Inc		40,289		3,827
Pilgrim's Pride Corp *		1,078		30
Post Holdings Inc *		1,772		200
PriceSmart Inc		600		44
Primo Water Corp (C)		4,125		73
Procter & Gamble Co/The		61,714		10,095
Reynolds Consumer Products Inc		1,500		47
Sanderson Farms Inc		601		115
Seaboard Corp		7		28
Simply Good Foods Co/The *		1,900		79
Spectrum Brands Holdings Inc		1,066		108
Sprouts Farmers Market Inc *		3,028		90
Sysco Corp, Cl A		12,329		968
TreeHouse Foods Inc *		1,231		50
Tyson Foods Inc, Cl A		7,658		667


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
United Natural Foods Inc *		1,600	$	79
US Foods Holding Corp *		5,956		207
USANA Health Sciences Inc *		500		51
Vector Group Ltd		1,429		16
Walgreens Boots Alliance Inc		18,215		950
Walmart Inc		36,328		5,256
WD-40 Co		361		88

				66,312
Energy — 7.3%
Antero Midstream Corp		15,600		151
Antero Resources Corp *		14,847		260
APA Corp		18,448		496
Arch Resources Inc		700		64
Archrock Inc		9,200		69
Aspen Aerogels Inc *		1,400		70
Baker Hughes Co, Cl A		34,710		835
Brigham Minerals Inc, Cl A		1,483		31
Bristow Group Inc *		1,600		51
Cactus Inc, Cl A		2,400		91
California Resources		4,500		192
Callon Petroleum *		1,900		90
Centennial Resource Development Inc/DE, Cl A *		9,000		54
Centrus Energy Corp, Cl A *		900		45
ChampionX Corp *		9,838		199
Cheniere Energy Inc		11,232		1,139
Chesapeake Energy Corp		5,000		323
Chevron Corp		92,709		10,880
Civitas Resources		2,807		137
Clean Energy Fuels Corp *		7,200		44
CNX Resources Corp *		11,260		155
Comstock Resources *		3,200		26
ConocoPhillips		65,402		4,721
CONSOL Energy Inc *		1,900		43
Continental Resources Inc/OK, Cl A		2,993		134
Coterra Energy Inc		39,458		750
Crescent Energy, Cl A		2,300		29
Delek US Holdings Inc *		3,533		53
Denbury *		2,700		207
Devon Energy Corp		33,448		1,473
DHT Holdings Inc		8,700		45
Diamondback Energy Inc, Cl A		8,578		925
DMC Global Inc *		1,200		47
Dorian LPG Ltd		3,800		48
Dril-Quip Inc *		2,488		49
DT Midstream Inc		5,216		250
Energy Fuels Inc/Canada *		7,500		57
EOG Resources Inc		28,098		2,496
EQT Corp		15,698		342
Equitrans Midstream Corp		21,222		219
Expro Group Holdings *		2,200		32


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Exxon Mobil Corp		205,769	$	12,591
Frontline Ltd		7,686		54
Gevo *		11,600		50
Golar LNG Ltd *		5,677		70
Green Plains Inc *		1,900		66
Halliburton Co		42,569		974
Helix Energy Solutions Group Inc *		6,412		20
Helmerich & Payne Inc		6,538		155
Hess Corp		13,120		971
HollyFrontier Corp		6,831		224
International Seaways Inc		2,700		40
Kinder Morgan Inc		95,687		1,518
Kosmos Energy Ltd *		17,700		61
Laredo Petroleum *		600		36
Liberty Oilfield Services Inc, Cl A *		4,870		47
Magnolia Oil & Gas Corp, Cl A		7,409		140
Marathon Oil Corp		36,262		596
Marathon Petroleum Corp		30,704		1,965
Matador Resources Co		5,600		207
Murphy Oil Corp		7,823		204
Nabors Industries Ltd *		500		40
New Fortress Energy Inc, Cl A		1,700		41
NexTier Oilfield Solutions Inc *		9,300		33
Northern Oil and Gas		2,400		49
NOV Inc		22,223		301
Oasis Petroleum Inc		900		113
Occidental Petroleum Corp		39,809		1,154
Oceaneering International Inc, Cl A *		7,177		81
ONEOK Inc		21,254		1,249
Ovintiv Inc		12,370		417
Par Pacific Holdings Inc *		3,495		58
Patterson-UTI Energy Inc		11,759		99
PBF Energy Inc, Cl A *		5,520		72
PDC Energy Inc, Cl A		4,514		220
Peabody Energy Corp *		4,200		42
Phillips 66		21,174		1,534
Pioneer Natural Resources Co		10,572		1,923
ProPetro Holding Corp *		2,694		22
Range Resources Corp *		12,957		231
Renewable Energy Group Inc *		1,700		72
REX American Resources Corp *		307		29
Schlumberger NV, Cl A		67,198		2,013
Scorpio Tankers Inc		3,188		41
SFL Corp Ltd		5,683		46
SM Energy Co		6,400		189
Southwestern Energy Co *		38,222		178
Targa Resources Corp		10,559		552
Tellurian *		17,300		53
Texas Pacific Land Corp		300		375
Uranium Energy *		16,300		55
US Silica Holdings Inc *		4,400		41
Valero Energy Corp		19,147		1,438


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Whiting Petroleum Corp *		2,300	$	149
Williams Cos Inc/The		60,544		1,577
World Fuel Services Corp		3,440		91

				61,889
Health Care — 5.9%
10X Genomics Inc, Cl A *		922		137
Abbott Laboratories		14,102		1,985
AbbVie Inc		14,191		1,922
ABIOMED Inc *		324		116
Acadia Healthcare Co Inc, Cl A *		1,266		77
ACADIA Pharmaceuticals Inc *		3,200		75
Adaptive Biotechnologies Corp *		1,146		32
Agilent Technologies Inc		2,398		383
Agios Pharmaceuticals Inc *		800		26
Align Technology Inc *		681		448
Allakos Inc *		300		3
Alnylam Pharmaceuticals Inc *		1,073		182
Amedisys Inc *		200		32
AmerisourceBergen Corp, Cl A		1,333		177
Amgen Inc, Cl A		4,680		1,053
Amicus Therapeutics Inc *		3,023		35
AMN Healthcare Services Inc *		600		73
Amphastar Pharmaceuticals Inc *		1,493		35
Anthem Inc		1,963		910
Apellis Pharmaceuticals *		1,200		57
Apollo Medical Holdings Inc *		500		37
Arena Pharmaceuticals Inc *		1,141		106
Arrowhead Pharmaceuticals Inc *		926		61
Arvinas Inc *		600		49
Avanos Medical Inc *		858		30
Avantor Inc *		5,306		224
Baxter International Inc		4,157		357
Beam Therapeutics *		400		32
Becton Dickinson and Co		2,535		638
Biogen Inc *		1,192		286
Biohaven Pharmaceutical Holding Co Ltd *		500		69
BioMarin Pharmaceutical Inc *		1,543		136
Bio-Rad Laboratories Inc, Cl A *		142		107
Bio-Techne Corp		328		170
Bioxcel Therapeutics Inc *		1,100		22
Blueprint Medicines Corp *		540		58
Boston Scientific Corp *		12,493		531
Bridgebio Pharma Inc *		1,050		18
Bristol-Myers Squibb Co		18,057		1,126
Bruker Corp		1,024		86
Cardinal Health Inc		2,475		127
CareDx Inc *		600		27
Cassava Sciences Inc *		600		26
Catalent Inc *		1,429		183
Centene Corp *		4,650		383
Cerner Corp		2,781		258


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Change Healthcare Inc *		1,100	$	24
Charles River Laboratories International Inc *		453		171
Chemed Corp		150		79
Cigna Corp		2,821		648
CONMED Corp		400		57
Cooper Cos Inc/The, Cl A		372		156
CorVel Corp *		300		62
Covetrus Inc *		1,935		39
CVS Health Corp		10,478		1,081
Cytokinetics Inc *		1,200		55
Danaher Corp, Cl A		5,137		1,690
DaVita Inc *		658		75
Denali Therapeutics Inc *		800		36
DENTSPLY SIRONA Inc		1,904		106
Dexcom Inc *		807		433
Editas Medicine Inc, Cl A *		800		21
Edwards Lifesciences Corp, Cl A *		6,241		809
Elanco Animal Health Inc *		4,300		122
Eli Lilly & Co		6,922		1,912
Emergent BioSolutions Inc *		700		30
Enanta Pharmaceuticals Inc *		500		37
Encompass Health Corp		978		64
Ensign Group Inc/The		379		32
Envista Holdings Corp *		1,700		77
Exact Sciences Corp *		1,839		143
Exelixis Inc *		2,304		42
Fate Therapeutics Inc *		800		47
Gilead Sciences Inc		10,594		769
Globus Medical Inc, Cl A *		900		65
Guardant Health Inc *		534		53
Haemonetics Corp *		628		33
Halozyme Therapeutics Inc *		1,268		51
HCA Healthcare Inc		2,059		529
Health Catalyst Inc *		1,000		40
HealthEquity Inc *		600		27
HealthStream Inc *		1,500		40
Henry Schein Inc *		1,103		86
Hologic Inc *		1,817		139
Humana Inc		1,056		490
iBio *		39,000		21
ICU Medical Inc *		224		53
IDEXX Laboratories Inc *		676		445
Illumina Inc *		1,193		454
Inari Medical Inc *		600		55
Incyte Corp *		1,843		135
Insmed Inc *		855		23
Inspire Medical Systems Inc *		300		69
Insulet Corp *		510		136
Integer Holdings Corp *		500		43
Integra LifeSciences Holdings Corp *		728		49
Intellia Therapeutics Inc *		400		47


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Intra-Cellular Therapies Inc, Cl A *		1,200	$	63
Intuitive Surgical Inc *		2,799		1,006
Invitae Corp *		648		10
Ionis Pharmaceuticals Inc *		1,376		42
Iovance Biotherapeutics Inc *		1,500		29
IQVIA Holdings Inc *		1,482		418
iRhythm Technologies Inc *		500		59
Ironwood Pharmaceuticals Inc, Cl A *		2,400		28
Johnson & Johnson		21,669		3,707
Karuna Therapeutics Inc *		100		13
Kodiak Sciences Inc *		400		34
Laboratory Corp of America Holdings *		833		262
LHC Group Inc *		400		55
Ligand Pharmaceuticals Inc *		278		43
Maravai LifeSciences Holdings Inc, Cl A *		600		25
Masimo Corp *		492		144
McKesson Corp		1,139		283
Medpace Holdings Inc *		300		65
Merck & Co Inc		19,793		1,517
Merit Medical Systems Inc *		600		37
Mesa Laboratories Inc		102		33
Mettler-Toledo International Inc *		198		336
Mirati Therapeutics Inc *		366		54
Moderna Inc *		2,909		739
ModivCare Inc *		205		30
Molina Healthcare Inc *		438		139
Natera Inc *		641		60
Nektar Therapeutics, Cl A *		2,584		35
Neogen Corp, Cl B *		938		43
NeoGenomics Inc *		1,022		35
Neurocrine Biosciences Inc *		928		79
Nevro Corp *		200		16
NextGen Healthcare Inc *		3,016		54
Novavax Inc *		538		77
Novocure Ltd *		900		68
NuVasive Inc *		600		31
Oak Street Health Inc *		800		27
Omnicell Inc *		350		63
Option Care Health Inc *		2,300		65
Organon & Co		2,239		68
Owens & Minor Inc		1,200		52
Pacific Biosciences of California Inc *		1,400		29
Pacira BioSciences Inc *		800		48
Patterson Cos Inc		777		23
Penumbra Inc *		250		72
PerkinElmer Inc		1,022		205
Pfizer Inc		44,235		2,612
Phreesia *		800		33
Premier Inc, Cl A		600		25
Progyny Inc *		1,000		50
PTC Therapeutics *		800		32
QIAGEN NV *		2,604		145


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Quest Diagnostics Inc		933	$	161
Quidel Corp *		200		27
Reata Pharmaceuticals Inc, Cl A *		300		8
Regeneron Pharmaceuticals Inc *		823		520
Repligen Corp *		488		129
ResMed Inc		1,014		264
Sage Therapeutics Inc *		897		38
Sarepta Therapeutics Inc *		609		55
Scholar Rock Holding Corp *		1,000		25
Seagen Inc *		1,352		209
Select Medical Holdings Corp		1,400		41
Shockwave Medical Inc *		300		53
STAAR Surgical Co *		180		16
Stryker Corp		2,831		757
Syneos Health Inc, Cl A *		1,173		120
Tandem Diabetes Care Inc *		400		60
Teladoc Health Inc *		1,461		134
Teleflex Inc		392		129
Tenet Healthcare Corp *		1,100		90
TG Therapeutics Inc *		1,500		29
Thermo Fisher Scientific Inc		3,227		2,153
Twist Bioscience Corp *		400		31
Ultragenyx Pharmaceutical Inc *		476		40
United Therapeutics Corp *		461		100
UnitedHealth Group Inc		7,640		3,836
Universal Health Services Inc, Cl B		498		65
Veeva Systems Inc, Cl A *		1,070		273
Veracyte Inc *		1,100		45
Vertex Pharmaceuticals Inc *		2,228		489
Viatris Inc, Cl W *		8,940		121
Vir Biotechnology *		800		33
Waters Corp *		501		187
West Pharmaceutical Services Inc		570		267
Xencor Inc *		1,609		65
Zentalis Pharmaceuticals *		600		50
Zimmer Biomet Holdings Inc		1,746		222
Zoetis Inc, Cl A		3,743		913

				49,778
Information Technology — 2.0%
Adobe Inc *		1,201		681
Akamai Technologies Inc *		600		70
Amdocs Ltd		953		71
ANSYS Inc *		154		62
Aspen Technology Inc *		476		72
Autodesk Inc, Cl A *		463		130
Automatic Data Processing Inc		1,240		306
Avalara Inc *		300		39
Bill.com Holdings Inc *		200		50
Black Knight Inc *		400		33
Block Inc, Cl A *		970		157
Bottomline Technologies DE Inc *		717		40


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Broadridge Financial Solutions Inc		400	$	73
Cadence Design Systems Inc *		682		127
Cass Information Systems Inc		800		31
CDK Global Inc		1,165		49
Ceridian HCM Holding Inc *		600		63
Citrix Systems Inc		300		28
Cloudflare Inc, Cl A *		600		79
Cognizant Technology Solutions Corp, Cl A		1,545		137
CommVault Systems Inc *		400		28
Coupa Software Inc *		200		32
Crowdstrike Holdings Inc, Cl A *		500		102
Datadog Inc, Cl A *		675		120
DocuSign Inc, Cl A *		500		76
Dynatrace Inc *		900		54
Elastic NV *		300		37
EPAM Systems Inc *		102		68
Fidelity National Information Services Inc, Cl B		1,518		166
Fiserv Inc, Cl A *		1,600		166
Five9 Inc *		300		41
FleetCor Technologies Inc *		205		46
Fortinet Inc *		350		126
Gartner Inc *		300		100
Genpact Ltd		700		37
Global Payments Inc		862		117
Globant SA *		110		35
Guidewire Software Inc, Cl Z *		500		57
HubSpot Inc *		100		66
International Business Machines Corp		2,250		301
Intuit Inc		613		394
Jack Henry & Associates Inc		351		59
Manhattan Associates Inc *		314		49
Mastercard Inc, Cl A		2,202		791
Microsoft Corp		18,234		6,132
MicroStrategy Inc, Cl A *		55		30
MongoDB Inc, Cl A *		160		85
NortonLifeLock Inc		1,406		37
Nuance Communications Inc *		1,126		62
Okta Inc, Cl A *		300		67
Oracle Corp, Cl B		4,396		383
PagerDuty Inc *		1,465		51
Palantir Technologies Inc, Cl A *		3,800		69
Palo Alto Networks Inc *		296		165
Paychex Inc		1,075		147
Paycom Software Inc *		101		42
Paylocity Holding Corp *		200		47
PayPal Holdings Inc *		2,877		543
PTC Inc *		600		73
RingCentral Inc, Cl A *		200		37
salesforce.com Inc *		2,403		611
ServiceNow Inc *		482		313
Snowflake Inc, Cl A *		500		169


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Splunk Inc *		458	$	53
SS&C Technologies Holdings Inc		560		46
Synopsys Inc *		361		133
Trade Desk Inc/The, Cl A *		1,000		92
Twilio Inc, Cl A *		400		105
Tyler Technologies Inc *		110		59
Unity Software Inc *		500		72
Verint Systems Inc *		600		32
VeriSign Inc *		300		76
Visa Inc, Cl A		4,187		907
VMware Inc, Cl A		573		66
Vonage Holdings Corp *		1,700		35
WEX Inc *		200		28
Workday Inc, Cl A *		451		123
Zendesk Inc *		700		73
Zoom Video Communications Inc, Cl A *		552		102
Zscaler Inc *		160		51

				16,482
Real Estate — 3.2%
Agree Realty Corp ^‡		900		64
Alexandria Real Estate Equities Inc ^‡		2,314		516
American Campus Communities Inc ^‡		2,670		153
American Homes 4 Rent, Cl A ^‡		5,294		231
American Tower Corp, Cl A ^‡		6,827		1,997
Americold Realty Trust ^‡		5,700		187
Apartment Income REIT Corp ^‡		2,522		138
Apartment Investment and Management Co, Cl A ^‡		3,422		26
Apple Hospitality Inc ^‡		2,514		41
AvalonBay Communities Inc ^‡		1,953		493
Boston Properties Inc ^‡		2,432		280
Brandywine Realty Trust ^‡		1,921		26
Brixmor Property Group Inc ^‡		5,385		137
Broadstone Net Lease Inc, Cl A ^‡		3,600		89
Camden Property Trust ^‡		1,403		251
CareTrust REIT Inc ^‡		2,600		59
CBRE Group Inc, Cl A *		5,176		562
Corporate Office Properties Trust ^‡		1,815		51
Cousins Properties Inc ^‡		2,828		114
Crown Castle International Corp ^‡		6,504		1,358
CubeSmart ^‡		3,181		181
CyrusOne Inc ^‡		1,936		174
DiamondRock Hospitality Co *^‡		6,600		63
Digital Realty Trust Inc, Cl A ^‡		4,357		771
DigitalBridge Group *^‡		8,366		70
Douglas Elliman ^‡		715		8
Douglas Emmett Inc ^‡		2,869		96
Duke Realty Corp ^‡		6,165		405
EastGroup Properties Inc ^‡		817		186
Empire State Realty Trust Inc, Cl A ^‡		5,128		46
EPR Properties, Cl A ^‡		1,053		50


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Equinix Inc ^‡		1,388	$	1,174
Equity LifeStyle Properties Inc ^‡		2,700		237
Equity Residential ^‡		5,884		532
Essential Properties Realty Trust Inc ^‡		1,802		52
Essex Property Trust Inc ^‡		931		328
eXp World Holdings Inc ^‡		500		17
Extra Space Storage Inc ^‡		1,981		449
Federal Realty Investment Trust ^‡		1,319		180
First Industrial Realty Trust Inc ^‡		2,630		174
Forestar Group Inc *^‡		2,200		48
Four Corners Property Trust Inc ^‡		2,300		68
Franklin Street Properties Corp ^‡		8,100		48
Gaming and Leisure Properties Inc ^‡		3,901		190
Getty Realty Corp ^‡		1,500		48
Global Net Lease Inc ^‡		1,447		22
Healthcare Realty Trust Inc ^‡		2,804		89
Healthcare Trust of America Inc, Cl A ^‡		4,341		145
Healthpeak Properties Inc ^‡		9,721		351
Highwoods Properties Inc ^‡		2,151		96
Host Hotels & Resorts Inc *^‡		10,788		188
Howard Hughes Corp/The *^‡		1,009		103
Hudson Pacific Properties Inc ^‡		2,482		61
Independence Realty Trust ^‡		2,400		62
Industrial Logistics Properties Trust ^‡		1,400		35
Innovative Industrial Properties Inc, Cl A ^‡		300		79
Invitation Homes Inc ^‡		9,712		440
Iron Mountain Inc ^‡		4,836		253
JBG SMITH Properties ^‡		2,100		60
Jones Lang LaSalle Inc *^‡		824		222
Kennedy-Wilson Holdings Inc ^‡		1,545		37
Kilroy Realty Corp ^‡		1,928		128
Kimco Realty Corp ^‡		8,281		204
Kite Realty Group Trust ^‡		1,364		30
Lamar Advertising Co, Cl A ^‡		1,184		144
Life Storage Inc ^‡		1,450		222
LXP Industrial Trust, Cl B ^‡		5,988		93
Macerich Co/The ^‡		4,197		72
Marcus & Millichap Inc *^‡		600		31
Medical Properties Trust Inc ^‡		10,558		249
Mid-America Apartment Communities Inc ^‡		1,719		394
Monmouth Real Estate Investment Corp, Cl A ^‡		2,406		50
National Health Investors Inc ^‡		941		54
National Retail Properties Inc ^‡		3,300		159
National Storage Affiliates Trust ^‡		1,843		127
Newmark Group Inc, Cl A ^‡		3,459		65
Omega Healthcare Investors Inc ^‡		3,974		117
Opendoor Technologies Inc *^‡		8,400		123
Outfront Media Inc ^‡		2,922		78
Park Hotels & Resorts Inc *^‡		4,754		90
Pebblebrook Hotel Trust ^‡		2,977		67
Physicians Realty Trust ^‡		3,578		67


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PotlatchDeltic Corp ^‡		1,163	$	70
Prologis Inc ^‡		11,495		1,935
PS Business Parks Inc ^‡		302		56
Public Storage ^‡		2,215		830
Rayonier Inc ^‡		3,008		121
Realty Income Corp ^‡		6,805		487
Redfin Corp *^‡		1,609		62
Regency Centers Corp ^‡		2,649		200
Retail Opportunity Investments Corp ^‡		1,900		37
Rexford Industrial Realty Inc ^‡		2,128		173
RLJ Lodging Trust ^‡		4,599		64
Ryman Hospitality Properties Inc *^‡		972		89
Sabra Health Care Inc ^‡		3,595		49
Saul Centers Inc ^‡		834		44
SBA Communications Corp, Cl A ^‡		1,715		667
Service Properties Trust ^‡		2,918		26
Simon Property Group Inc ^‡		4,931		788
SITE Centers Corp ^‡		3,200		51
SL Green Realty Corp ^‡		953		68
Spirit Realty Capital Inc ^‡		2,141		103
St Joe Co/The ^‡		1,367		71
STAG Industrial Inc ^‡		3,378		162
STORE Capital Corp ^‡		5,355		184
Sun Communities Inc ^‡		1,752		368
Sunstone Hotel Investors Inc *^‡		6,306		74
Terreno Realty Corp ^‡		1,178		100
UDR Inc ^‡		4,288		257
Uniti Group Inc ^‡		4,762		67
Universal Health Realty Income Trust ^‡		400		24
Urban Edge Properties ^‡		3,148		60
Ventas Inc ^‡		6,283		321
Veris Residential ^‡		3,324		61
VICI Properties Inc ^‡		10,400		313
Vornado Realty Trust ^‡		3,078		129
Welltower Inc ^‡		7,156		614
Weyerhaeuser Co ^‡		12,592		518
WP Carey Inc ^‡		2,979		244
Xenia Hotels & Resorts Inc *^‡		2,300		42
Zillow Group Inc, Cl A *^‡		1,200		75
Zillow Group Inc, Cl C *^‡		2,900		185

				26,964
Utilities — 1.6%
AES Corp/The		7,642		186
Alliant Energy Corp		2,728		168
Ameren Corp		2,854		254
American Electric Power Co Inc		5,679		505
American States Water Co		600		62
American Water Works Co Inc		2,159		408
Atmos Energy Corp		1,173		123
Black Hills Corp, Cl A		1,000		71
Brookfield Infrastructure, Cl A		655		45


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Brookfield Renewable Corp, Cl A		1,400	$	51
California Water Service Group, Cl A		400		29
CenterPoint Energy Inc		6,808		190
Clearway Energy Inc, Cl C		1,319		47
CMS Energy Corp		3,304		215
Consolidated Edison Inc		4,444		379
Dominion Energy Inc		9,407		739
DTE Energy Co		2,133		255
Duke Energy Corp		8,523		894
Edison International		3,980		272
Entergy Corp		2,193		247
Essential Utilities Inc		2,403		129
Evergy Inc		2,501		172
Eversource Energy		3,982		362
Exelon Corp		10,962		633
FirstEnergy Corp		7,022		292
Hawaiian Electric Industries Inc		1,328		55
IDACORP Inc, Cl A		700		79
MDU Resources Group Inc		3,045		94
MGE Energy Inc		600		49
Middlesex Water Co		300		36
National Fuel Gas Co		1,000		64
New Jersey Resources Corp		1,400		57
NextEra Energy Inc		21,744		2,030
NiSource Inc		4,246		117
NRG Energy Inc		3,305		142
OGE Energy Corp		1,715		66
ONE Gas Inc		494		38
Ormat Technologies Inc		400		32
PG&E Corp *		15,661		190
Pinnacle West Capital Corp		1,650		116
PNM Resources Inc		752		34
Portland General Electric Co		1,076		57
PPL Corp		9,216		277
Public Service Enterprise Group Inc		6,237		416
Sempra Energy		3,384		448
SJW Group		900		66
Southern Co/The		12,024		825
Sunnova Energy International Inc *		1,100		31
UGI Corp		1,847		85
Unitil Corp		600		28
Via Renewables Inc, Cl A		3,500		40
Vistra Corp		7,078		161
WEC Energy Group Inc		3,615		351
Xcel Energy Inc		5,774		391

				13,103
Total Common Stock
(Cost $152,594) ($ Thousands)				254,083


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 11.5%
Communication Services — 0.8%
AT&T
4.300%, 12/15/2042	$	231	$	261
3.500%, 09/15/2053		214		216
Baidu
3.425%, 04/07/2030		201		211
1.625%, 02/23/2027		385		374
Cable One
4.000%, 11/15/2030 (D)		387		379
CCO Holdings
4.500%, 08/15/2030 (D)		63		65
4.500%, 06/01/2033 (D)		219		224
DISH DBS
5.250%, 12/01/2026 (D)		1,007		1,023
Lorca Telecom Bondco SAU
4.000%, 09/18/2027	EUR	237		274
Lumen Technologies
4.500%, 01/15/2029 (D)	$	596		577
Netflix
5.875%, 11/15/2028		812		976
Sirius XM Radio
4.000%, 07/15/2028 (D)		565		568
T-Mobile USA
3.400%, 10/15/2052 (D)		605		602
3.375%, 04/15/2029 (D)		73		74
2.875%, 02/15/2031		374		369
2.625%, 02/15/2029		123		121
Weibo
3.375%, 07/08/2030		1,395		1,381

				7,695

Consumer Discretionary — 1.6%
1011778 BC ULC / New Red Finance Inc
3.500%, 02/15/2029 (D)		813		804
Adient Global Holdings
3.500%, 08/15/2024	EUR	122		140
Advance Auto Parts
3.900%, 04/15/2030	$	922		1,006
Alibaba Group Holding
2.125%, 02/09/2031		1,209		1,167
Altice Financing
3.000%, 01/15/2028	EUR	237		255
Booking Holdings
4.625%, 04/13/2030	$	1,080		1,262
Carnival
4.000%, 08/01/2028 (D)		605		600
Clarios Global
4.375%, 05/15/2026 (D)	EUR	155		181
Expedia Group
6.250%, 05/01/2025 (D)	$	24		27
4.625%, 08/01/2027		251		279


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
General Motors
6.800%, 10/01/2027	$	201	$	247
6.125%, 10/01/2025		145		167
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (D)		413		401
Harley-Davidson Financial Services
3.350%, 06/08/2025 (D)		1,308		1,370
Kimberly-Clark de Mexico
2.431%, 07/01/2031 (D)		300		296
Las Vegas Sands
3.900%, 08/08/2029		722		727
Levi Strauss
3.500%, 03/01/2031 (D)		401		409
Marriott International
5.750%, 05/01/2025		68		77
Mattel
3.750%, 04/01/2029 (D)		226		234
MDC Holdings
6.000%, 01/15/2043		389		492
MercadoLibre
2.375%, 01/14/2026		200		194
Newell Brands
4.700%, 04/01/2026		236		257
Nissan Motor
4.345%, 09/17/2027 (D)		1,086		1,172
Nobel Bidco BV
3.125%, 06/15/2028	EUR	106		118
Ross Stores
4.700%, 04/15/2027	$	842		951
Royal Caribbean Cruises
11.500%, 06/01/2025 (D)		343		384
Summer BC Holdco B SARL
5.750%, 10/31/2026	EUR	237		280
Time Warner Cable
4.500%, 09/15/2042	$	330		360
Wynn Macau
5.625%, 08/26/2028 (D)		348		322

				14,179

Consumer Staples — 0.9%
Albertsons
3.500%, 03/15/2029 (D)		408		409
Altria Group
4.800%, 02/14/2029		167		188
3.400%, 05/06/2030		745		771
BAT Capital
4.700%, 04/02/2027		475		522
2.726%, 03/25/2031		521		506
2.259%, 03/25/2028		1,337		1,303
BRF GmbH
4.350%, 09/29/2026		299		302


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cencosud
5.150%, 02/12/2025	$	724	$	782
InRetail Consumer
3.250%, 03/22/2028 (D)		321		318
Natura Cosmeticos
4.125%, 05/03/2028 (D)		322		316
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (D)(E)		660		5

				5,422

Energy — 1.2%
BP Capital Markets America
2.939%, 06/04/2051		1,261		1,210
Cenovus Energy
4.400%, 04/15/2029		1,334		1,476
4.250%, 04/15/2027		52		57
Continental Resources
2.268%, 11/15/2026 (D)		1,050		1,042
Enbridge Energy Partners
7.375%, 10/15/2045		688		1,073
Energy Transfer
6.250%, 04/15/2049		413		540
Eni
4.250%, 05/09/2029 (D)		900		1,012
Marathon Petroleum
6.500%, 03/01/2041		175		241
5.125%, 12/15/2026		227		258
Oleoducto Central
4.000%, 07/14/2027 (D)		438		436
ONEOK
6.350%, 01/15/2031		128		161
ONEOK Partners
6.125%, 02/01/2041		63		79
Petroleos Mexicanos MTN
6.750%, 09/21/2047		302		268
Tengizchevroil Finance International
3.250%, 08/15/2030 (D)		262		262
TransCanada PipeLines
6.100%, 06/01/2040		915		1,268
Transocean Poseidon
6.875%, 02/01/2027 (D)		294		284

				9,667

Financials — 3.8%
ABN AMRO Bank
4.750%, 07/28/2025 (D)		269		293
Aircastle
5.250%, 08/11/2025 (D)		456		501
4.250%, 06/15/2026		62		66
4.125%, 05/01/2024		181		189
2.850%, 01/26/2028 (D)		904		909


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Alleghany
3.625%, 05/15/2030	$	931	$	1,009
Aviation Capital Group
5.500%, 12/15/2024 (D)		455		498
4.875%, 10/01/2025 (D)		182		197
4.375%, 01/30/2024 (D)		161		169
4.125%, 08/01/2025 (D)		6		6
3.500%, 11/01/2027 (D)		165		169
1.950%, 01/30/2026 (D)		480		468
1.950%, 09/20/2026 (D)		153		149
Banco de Credito del Peru MTN
3.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.000%, 07/01/2030 (D)		755		745
Banco Santander
7.500%, VAR USD ICE Swap 11:00 NY 5 Yr + 4.989%(F)		600		645
Bank of America
6.500%, VAR ICE LIBOR USD 3 Month + 4.174%(F)		362		396
6.300%, VAR ICE LIBOR USD 3 Month + 4.553%(F)		233		262
1.734%, VAR United States Secured Overnight Financing Rate + 0.960%, 07/22/2027		1,198		1,189
Bank of New York Mellon
4.700%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.358%(F)		203		217
BNP Paribas
2.871%, VAR United States Secured Overnight Financing Rate + 1.387%, 04/19/2032 (D)		806		817
CDBL Funding 1 MTN
3.500%, 10/24/2027		620		647
Charles Schwab
5.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.971%(F)		409		446
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.168%(F)		756		771
Citigroup
5.950%, VAR ICE LIBOR USD 3 Month + 4.068%(F)		311		320
4.075%, VAR ICE LIBOR USD 3 Month + 1.192%, 04/23/2029		334		368
4.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597%(F)		359		362
3.980%, VAR ICE LIBOR USD 3 Month + 1.338%, 03/20/2030		227		251


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Credit Suisse Group
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.598%(D)(F)	$	200	$	216
7.500%, VAR USD Swap Semi 30/360 5 Yr Curr + 4.600%(F)		645		682
6.375%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.822%(D)(F)		365		394
4.194%, VAR United States Secured Overnight Financing Rate + 3.730%, 04/01/2031 (D)		427		471
3.091%, VAR United States Secured Overnight Financing Rate + 1.730%, 05/14/2032 (D)		798		812
Deutsche Bank NY
3.961%, VAR United States Secured Overnight Financing Rate + 2.581%, 11/26/2025		315		333
2.129%, VAR United States Secured Overnight Financing Rate + 1.870%, 11/24/2026		347		346
Discover Bank
4.682%, VAR USD Swap Semi 30/360 5 Yr Curr + 1.730%, 08/09/2028		475		497
Discover Financial Services
6.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.783%(F)		1,308		1,442
Fifth Third Bancorp
4.500%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.215%(F)		247		262
Goldman Sachs Group
4.125%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.949%(F)		328		333
2.615%, VAR United States Secured Overnight Financing Rate + 1.281%, 04/22/2032		805		811
2.383%, VAR United States Secured Overnight Financing Rate + 1.248%, 07/21/2032		238		234
Guardian Life Insurance of America
4.850%, 01/24/2077 (D)		145		189
HSBC Holdings
4.583%, VAR ICE LIBOR USD 3 Month + 1.535%, 06/19/2029		555		622
4.292%, VAR ICE LIBOR USD 3 Month + 1.348%, 09/12/2026		261		282
ING Groep
1.726%, VAR United States Secured Overnight Financing Rate + 1.005%, 04/01/2027		1,191		1,183


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
JPMorgan Chase
3.599%, VAR ICE LIBOR USD 3 Month + 3.470%(F)	$	349	$	351
2.580%, VAR United States Secured Overnight Financing Rate + 1.250%, 04/22/2032		805		815
JPMorgan Chase & Co
3.932%, VAR ICE LIBOR USD 3 Month + 3.800%(F)		289		289
3.534%, VAR ICE LIBOR USD 3 Month + 3.320%(F)		171		172
Lincoln National
4.200%, 03/15/2022		355		358
Metropolitan Life Global Funding I
3.875%, 04/11/2022 (D)		275		278
Morgan Stanley
3.734%, VAR ICE LIBOR USD 3 Month + 3.610%(F)		84		84
NatWest Group
2.544%, VAR ICE LIBOR USD 3 Month + 2.320%(F)		600		597
OEC Finance
7.125%cash/0% PIK, 12/26/2046 (D)		251		10
Santander Holdings USA
4.400%, 07/13/2027		405		444
SLM
4.200%, 10/29/2025		699		731
Standard Chartered
7.750%, VAR USD Swap Semi 30/360 5 Yr Curr + 5.723%(D)(F)		200		212
6.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.661%(D)(F)		552		589
1.639%, VAR ICE LIBOR USD 3 Month + 1.510%(D)(F)		400		386
Swiss Re Finance Luxembourg
5.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049		600		671
Synchrony Financial
4.500%, 07/23/2025		548		592
2.875%, 10/28/2031		328		327
Truist Financial
5.100%, VAR US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.349%(F)		829		926
UniCredit
3.127%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 06/03/2032 (D)		201		199


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.569%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 09/22/2026 (D)	$	517	$	516
US Bancorp
5.300%, VAR ICE LIBOR USD 3 Month + 2.914%(F)		474		512
Voya Financial
5.650%, VAR ICE LIBOR USD 3 Month + 3.580%, 05/15/2053		258		267
Wells Fargo
3.900%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453%(F)		327		336
2.188%, VAR United States Secured Overnight Financing Rate + 2.000%, 04/30/2026		433		441

				31,271

Health Care — 0.3%
Centene
2.625%, 08/01/2031		338		331
Cigna
4.375%, 10/15/2028		382		434
IQVIA
2.250%, 03/15/2029	EUR	200		227
Jazz Securities DAC
4.375%, 01/15/2029 (D)	$	200		207
Mozart Debt Merger Sub
3.875%, 04/01/2029 (D)		610		608
Organon
2.875%, 04/30/2028	EUR	200		229
Takeda Pharmaceutical
4.400%, 11/26/2023	$	820		868
Teva Pharmaceutical Finance Netherlands II BV
3.750%, 05/09/2027	EUR	200		226

				3,130

Industrials — 0.6%
AerCap Ireland Capital DAC
6.500%, 07/15/2025	$	190		217
4.450%, 04/03/2026		173		188
2.450%, 10/29/2026		671		677
Air Lease
3.625%, 04/01/2027		40		42
2.100%, 09/01/2028		178		171
Air Lease MTN
2.875%, 01/15/2026		85		88
Alfa
5.250%, 03/25/2024 (D)		660		699
CITIC MTN
2.850%, 02/25/2030		343		349


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Delta Air Lines
4.750%, 10/20/2028 (D)	$	475	$	519
4.500%, 10/20/2025 (D)		409		430
Deutsche Lufthansa MTN
3.000%, 05/29/2026	EUR	100		113
Embraer Netherlands Finance BV
6.950%, 01/17/2028 (D)	$	236		260
5.400%, 02/01/2027		670		698
ENA Master Trust
4.000%, 05/19/2048 (D)		272		273
Flowserve
2.800%, 01/15/2032		246		239
GFL Environmental
3.500%, 09/01/2028 (D)		375		369
IHS Markit
4.750%, 08/01/2028		35		40
4.250%, 05/01/2029		166		189
Lima Metro Line 2 Finance
5.875%, 07/05/2034		225		259
4.350%, 04/05/2036 (D)		220		232
Odebrecht Holdco Finance
3.478%, 09/10/2058 (B)(D)		294		2
TK Elevator Midco GmbH
4.375%, 07/15/2027	EUR	125		147
TransDigm
6.250%, 03/15/2026 (D)	$	405		421
Westinghouse Air Brake Technologies
3.200%, 06/15/2025		141		147

				6,769

Information Technology — 0.9%
Broadcom
4.150%, 11/15/2030		811		900
4.110%, 09/15/2028		534		585
3.187%, 11/15/2036 (D)		448		447
3.137%, 11/15/2035 (D)		154		155
Infor
1.750%, 07/15/2025 (D)		340		338
Kyndryl Holdings
2.050%, 10/15/2026 (D)		631		614
Micron Technology
4.185%, 02/15/2027		624		683
NXP BV
5.550%, 12/01/2028 (D)		317		380
Playtech
4.250%, 03/07/2026	EUR	200		232
Prosus
3.680%, 01/21/2030 (D)	$	569		586
SK Hynix
2.375%, 01/19/2031 (D)		290		279
Tencent Holdings MTN
3.240%, 06/03/2050 (D)		439		414


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.390%, 06/03/2030	$	320	$	313
1.810%, 01/26/2026 (D)		649		648
Western Digital
2.850%, 02/01/2029		132		133

				6,707

Materials — 0.8%
Alpek
4.250%, 09/18/2029 (D)		203		216
3.250%, 02/25/2031 (D)		483		482
Ardagh Metal Packaging Finance USA
3.250%, 09/01/2028 (D)		538		532
Axalta Coating Systems
3.375%, 02/15/2029 (D)		648		627
Cemex
3.875%, 07/11/2031 (D)		610		608
CSN Resources
4.625%, 06/10/2031 (D)		291		277
GUSAP III
4.250%, 01/21/2030 (D)		675		716
Indonesia Asahan Aluminium Persero
4.750%, 05/15/2025 (D)		342		364
Industrias Penoles
4.750%, 08/06/2050 (D)		295		323
INEOS Quattro Finance 2
2.500%, 01/15/2026 (D)	EUR	333		376
Ingevity
3.875%, 11/01/2028 (D)	$	537		523
Inversiones CMPC
4.375%, 05/15/2023		389		401
Suzano Austria GmbH
3.750%, 01/15/2031		173		176
2.500%, 09/15/2028		923		891
Volcan Cia Minera SAA
4.375%, 02/11/2026 (D)		170		164
Yamana
2.630%, 08/15/2031 (D)		697		669

				7,345

Real Estate — 0.1%
Host Hotels & Resorts
4.000%, 06/15/2025		434		460
3.500%, 09/15/2030		142		146
2.900%, 12/15/2031		236		227
Vornado Realty
2.150%, 06/01/2026		403		403

				1,236

Telecommunication Services — 0.0%
Altice France
3.375%, 01/15/2028	EUR	117		129


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Utilities — 0.5%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (D)	$	304	$	316
Chile Electricity PEC
3.011%, 01/25/2028 (B)(D)		523		426
Comision Federal de Electricidad
3.348%, 02/09/2031 (D)		687		672
Duke Energy Carolinas NC Storm Funding
2.617%, 07/01/2041		403		407
Engie Energia Chile
3.400%, 01/28/2030		390		395
Terraform Global Operating
6.125%, 03/01/2026 (D)		74		75
Vistra
7.000%, VAR US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(D)(F)		286		290
Vistra Operations
4.375%, 05/01/2029 (D)		605		606

				3,187

Total Corporate Obligations
(Cost $95,780) ($ Thousands)				96,737



MORTGAGE-BACKED SECURITIES — 8.2%
Agency Mortgage-Backed Obligations — 2.6%
FHLMC CMO, Ser 2017-4693, Cl SL, IO
6.040%, 06/15/2047(G)		1,361		252
FHLMC CMO, Ser 2020-4981, Cl HS, IO
5.998%, 06/25/2050(G)		2,984		475
FHLMC CMO, Ser 2020-5015, Cl BI, IO
4.000%, 09/25/2050(G)		1,911		325
FHLMC Multifamily Structured Credit Risk, Ser MN1, Cl M1
2.050%, VAR SOFR30A + 2.000%, 01/25/2051(D)		144		143
FHLMC STACR Debt Notes, Ser 2017-DNA3, Cl M2
2.603%, VAR ICE LIBOR USD 1 Month + 2.500%, 03/25/2030		447		456
FHLMC STACR Debt Notes, Ser 2017-HQA2, Cl M2B
2.753%, VAR ICE LIBOR USD 1 Month + 2.650%, 12/25/2029		649		665
FHLMC STACR Debt Notes, Ser 2017-HQA2, Cl M2
2.753%, VAR ICE LIBOR USD 1 Month + 2.650%, 12/25/2029		223		229


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR Remic Trust, Ser 2020-DNA1, Cl M2
1.803%, VAR ICE LIBOR USD 1 Month + 1.700%, 01/25/2050(D)	$	271	$	271
FHLMC STACR Remic Trust, Ser 2020-DNA5, Cl M2
2.850%, VAR SOFR30A + 2.800%, 10/25/2050(D)		524		528
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
1.700%, VAR SOFR30A + 1.650%, 01/25/2034(D)		298		299
FHLMC STACR Trust, Ser 2018-DNA3, Cl M2
2.203%, VAR ICE LIBOR USD 1 Month + 2.100%, 09/25/2048(D)		295		298
FHLMC STACR Trust, Ser 2019-DNA3, Cl M2
2.153%, VAR ICE LIBOR USD 1 Month + 2.050%, 07/25/2049(D)		52		52
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2
2.053%, VAR ICE LIBOR USD 1 Month + 1.950%, 10/25/2049(D)		162		163
FHLMC STACR Trust, Ser 2019-FTR2, Cl M2
2.252%, VAR ICE LIBOR USD 1 Month + 2.150%, 11/25/2048(D)		363		361
FHLMC STACR Trust, Ser 2019-HQA3, Cl M2
1.953%, VAR ICE LIBOR USD 1 Month + 1.850%, 09/25/2049(D)		319		320
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
1.550%, VAR SOFR30A + 1.500%, 10/25/2041(D)		1,079		1,079
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2
2.400%, VAR SOFR30A + 2.350%, 12/25/2041(D)		668		670
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA7, Cl M2
1.850%, VAR SOFR30A + 1.800%, 11/25/2041(D)		1,042		1,045
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2
2.050%, VAR SOFR30A + 2.000%, 11/25/2041(D)		469		470
FNMA CMO, Ser 2011-131, Cl ST, IO
6.438%, 12/25/2041(G)		695		130
FNMA CMO, Ser 2014-17, Cl SA, IO
5.948%, 04/25/2044(G)		1,815		389
FNMA CMO, Ser 2014-78, Cl SE, IO
5.998%, 12/25/2044(G)		1,078		203
FNMA CMO, Ser 2016-77, Cl DS, IO
5.898%, 10/25/2046(G)		1,038		179


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2017-62, Cl AS, IO
6.048%, 08/25/2047(G)	$	1,249	$	216
FNMA CMO, Ser 2017-81, Cl SA, IO
6.098%, 10/25/2047(G)		1,392		264
FNMA CMO, Ser 2017-97, Cl LS, IO
6.098%, 12/25/2047(G)		1,610		315
FNMA CMO, Ser 2020-89, Cl KI, IO
4.000%, 12/25/2050(G)		4,035		602
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 2M2
4.103%, VAR ICE LIBOR USD 1 Month + 4.000%, 05/25/2025		14		14
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2
4.103%, VAR ICE LIBOR USD 1 Month + 4.000%, 05/25/2025		211		215
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 2M2
5.103%, VAR ICE LIBOR USD 1 Month + 5.000%, 07/25/2025		33		33
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2
5.103%, VAR ICE LIBOR USD 1 Month + 5.000%, 07/25/2025		208		214
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
5.803%, VAR ICE LIBOR USD 1 Month + 5.700%, 04/25/2028		139		146
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M2
4.553%, VAR ICE LIBOR USD 1 Month + 4.450%, 01/25/2029		455		471
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M2
4.353%, VAR ICE LIBOR USD 1 Month + 4.250%, 04/25/2029		164		170
FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2
4.453%, VAR ICE LIBOR USD 1 Month + 4.350%, 05/25/2029		153		159
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1M2
3.653%, VAR ICE LIBOR USD 1 Month + 3.550%, 07/25/2029		464		476
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2
2.953%, VAR ICE LIBOR USD 1 Month + 2.850%, 11/25/2029		580		594
FNMA TBA
2.500%, 01/15/2051		11,616		11,851
GNMA CMO, Ser 2017-122, Cl SA, IO
6.096%, 08/20/2047(G)		871		183


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2017-134, Cl SE, IO
6.096%, 09/20/2047(G)	$	748	$	119


				25,044
Non-Agency Mortgage-Backed Obligations — 5.6%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		52		45
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/25/2036		268		202
Alternative Loan Trust, Ser 2006-28CB, Cl A14
6.250%, 10/25/2036		197		140
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		118		106
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
1.110%, VAR ICE LIBOR USD 1 Month + 1.000%, 06/15/2035(D)		526		526
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.534%, 03/10/2037(D)(G)		365		332
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
1.110%, VAR ICE LIBOR USD 1 Month + 1.000%, 11/15/2033(D)		1,610		1,605
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
2.250%, VAR ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(D)		779		781
BCP Trust, Ser 330N, Cl A
0.909%, VAR ICE LIBOR USD 1 Month + 0.799%, 06/15/2038(D)		152		150
Bellemeade Re, Ser 2018-3A, Cl M1B
1.953%, VAR ICE LIBOR USD 1 Month + 1.850%, 10/25/2028(D)		311		311
Bellemeade Re, Ser 2019-1A, Cl M1B
1.852%, VAR ICE LIBOR USD 1 Month + 1.750%, 03/25/2029(D)		592		592
Bellemeade Re, Ser 2019-2A, Cl M1C
2.102%, VAR ICE LIBOR USD 1 Month + 2.000%, 04/25/2029(D)		481		481
Bellemeade Re, Ser 2019-3A, Cl M1C
2.052%, VAR ICE LIBOR USD 1 Month + 1.950%, 07/25/2029(D)		340		340
Bellemeade Re, Ser 2019-3A, Cl M1B
1.702%, VAR ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(D)		441		441
Bellemeade Re, Ser 2019-4A, Cl M1B
2.102%, VAR ICE LIBOR USD 1 Month + 2.000%, 10/25/2029(D)		675		675


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bellemeade Re, Ser 2020-2A, Cl M1B
3.292%, VAR ICE LIBOR USD 1 Month + 3.200%, 08/26/2030(D)	$	55	$	55
Bellemeade Re, Ser 2020-4A, Cl M2A
2.702%, VAR ICE LIBOR USD 1 Month + 2.600%, 06/25/2030(D)		55		55
Bellemeade Re, Ser 2021-1A, Cl M1C
3.000%, VAR SOFR30A + 2.950%, 03/25/2031(D)		437		448
Bellemeade Re, Ser 2021-2A, Cl M1B
1.550%, VAR SOFR30A + 1.500%, 06/25/2031(D)		704		703
BFLD Trust, Ser FPM, Cl A
1.710%, VAR ICE LIBOR USD 1 Month + 1.600%, 06/15/2038(D)		1,189		1,188
BHMS, Ser 2018-ATLS, Cl A
1.360%, VAR ICE LIBOR USD 1 Month + 1.250%, 07/15/2035(D)		774		774
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
2.260%, VAR ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(D)		656		647
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D
2.010%, VAR ICE LIBOR USD 1 Month + 1.900%, 04/15/2034(D)		162		160
BX Trust, Ser 2018-EXCL, Cl A
1.198%, VAR ICE LIBOR USD 1 Month + 1.088%, 09/15/2037(D)		787		783
CFCRE Commercial Mortgage Trust, Ser 2016-C4, Cl A4
3.283%, 05/10/2058		670		704
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.369%, 03/13/2035(D)		915		933
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17
6.000%, 07/25/2037		97		64
Chase Mortgage Finance, Ser 2019-CL1, Cl M3
2.202%, VAR ICE LIBOR USD 1 Month + 2.100%, 04/25/2047(D)		127		127
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036		128		83
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		63		40
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D
4.418%, 04/10/2046(D)(G)		343		348


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Commercial Mortgage Trust, Ser 2015-GC27, Cl A5
3.137%, 02/10/2048	$	980	$	1,021
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl A4
3.818%, 11/10/2048		435		466
Citigroup Commercial Mortgage Trust, Ser 2016-GC36, Cl A5
3.616%, 02/10/2049		540		576
Citigroup Commercial Mortgage Trust, Ser 2017-P8, Cl AS
3.789%, 09/15/2050(G)		411		445
CLNY Trust, Ser 2019-IKPR, Cl D
2.135%, VAR ICE LIBOR USD 1 Month + 2.025%, 11/15/2038(D)		680		675
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.987%, 07/10/2046(D)(G)		740		749
COMM Mortgage Trust, Ser 2013-CR12, Cl A4
4.046%, 10/10/2046		870		909
COMM Mortgage Trust, Ser 2015-CR24, Cl A5
3.696%, 08/10/2048		545		579
COMM Mortgage Trust, Ser 2015-DC1, Cl A5
3.350%, 02/10/2048		250		262
Commercial Mortgage Pass-Through Certificates, Ser 2013-SFS, Cl A1
1.873%, 04/12/2035(D)		73		73
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
2.502%, VAR ICE LIBOR USD 1 Month + 2.400%, 04/25/2031(D)		97		97
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
2.403%, VAR ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(D)		53		54
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2
2.253%, VAR ICE LIBOR USD 1 Month + 2.150%, 09/25/2031(D)		29		29
Connecticut Avenue Securities Trust, Ser 2019-R04, Cl 2M2
2.202%, VAR ICE LIBOR USD 1 Month + 2.100%, 06/25/2039(D)		36		36
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1M2
2.103%, VAR ICE LIBOR USD 1 Month + 2.000%, 07/25/2039(D)		21		21
Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2
2.202%, VAR ICE LIBOR USD 1 Month + 2.100%, 09/25/2039(D)		90		90


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
2.203%, VAR ICE LIBOR USD 1 Month + 2.100%, 10/25/2039(D)	$	203	$	204
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
2.103%, VAR ICE LIBOR USD 1 Month + 2.000%, 01/25/2040(D)		240		241
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2
1.700%, VAR SOFR30A + 1.650%, 12/25/2041(D)		319		320
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl A4
3.504%, 06/15/2057		436		459
CSAIL Commercial Mortgage Trust, Ser 2015-C4, Cl A4
3.808%, 11/15/2048		1,090		1,166
DBWF Mortgage Trust, Ser 2018-GLKS, Cl A
1.134%, VAR ICE LIBOR USD 1 Month + 1.030%, 12/19/2030(D)		761		759
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
0.482%, VAR ICE LIBOR USD 1 Month + 0.380%, 12/25/2036		360		166
Eagle RE, Ser 2020-1, Cl M1A
1.002%, VAR ICE LIBOR USD 1 Month + 0.900%, 01/25/2030(D)		790		786
First Horizon Alternative Mortgage Securities Trust, Ser 2006-FA3, Cl A9
6.000%, 07/25/2036		132		84
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D
5.158%, 08/10/2044(D)(G)		13		6
GS Mortgage Securities Trust, Ser 2014-GC18, Cl D
4.975%, 01/10/2047(D)(G)		679		112
GS Mortgage Securities Trust, Ser 2014-GC22, Cl A5
3.862%, 06/10/2047		789		830
GS Mortgage Securities Trust, Ser 2019-BOCA, Cl A
1.310%, VAR ICE LIBOR USD 1 Month + 1.200%, 06/15/2038(D)		331		331
GS Mortgage Securities Trust, Ser 2019-SMP, Cl A
1.260%, VAR ICE LIBOR USD 1 Month + 1.150%, 08/15/2032(D)		450		449
GS Mortgage Securities Trust, Ser 2021-1, Cl A-1
2.638%, 08/17/2026		26		26
2.435%, 08/17/2026		420		425


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
1.433%, 08/17/2026	$	210	$	207
Home RE, Ser 2020-1, Cl M1B
3.352%, VAR ICE LIBOR USD 1 Month + 3.250%, 10/25/2030(D)		520		522
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
0.602%, VAR ICE LIBOR USD 1 Month + 0.500%, 03/25/2035		80		71
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl A5
3.775%, 08/15/2047		925		974
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.823%, 09/15/2047(G)		17,268		308
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%, 07/15/2048		540		579
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl A3
3.801%, 08/15/2048		1,087		1,154
JPMCC Commercial Mortgage Securities Trust, Ser 2017-JP7, Cl XA, IO
1.036%, 09/15/2050(G)		6		–
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl A5
3.805%, 07/15/2047		900		941
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039(G)		125		56
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(D)		829		838
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C16, Cl A5
3.892%, 06/15/2047		920		965
Morgan Stanley Capital I Trust, Ser 2015-XLF2, Cl SNMA
2.060%, VAR ICE LIBOR USD 1 Month + 1.950%, 11/15/2026(D)		166		153
Morgan Stanley Capital I Trust, Ser 2016-UB12, Cl A4
3.596%, 12/15/2049		835		896
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
1.610%, VAR ICE LIBOR USD 1 Month + 1.500%, 07/15/2036(D)		313		313
PMT Credit Risk Transfer Trust, Ser 2019-1R, Cl A
2.102%, VAR ICE LIBOR USD 1 Month + 2.000%, 03/27/2024(D)		102		102


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A
2.852%, VAR ICE LIBOR USD 1 Month + 2.750%, 05/27/2023(D)	$	409	$	405
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
2.802%, VAR ICE LIBOR USD 1 Month + 2.700%, 10/27/2022(D)		52		52
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A
2.452%, VAR ICE LIBOR USD 1 Month + 2.350%, 02/27/2023(D)		173		173
Radnor RE, Ser 2019-1, Cl M1B
2.053%, VAR ICE LIBOR USD 1 Month + 1.950%, 02/25/2029(D)		423		423
Radnor RE, Ser 2019-2, Cl M1B
1.852%, VAR ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(D)		456		456
Radnor RE, Ser 2020-1, Cl M1A
1.052%, VAR ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(D)		289		287
Radnor RE, Ser 2020-2, Cl M1C
4.702%, VAR ICE LIBOR USD 1 Month + 4.600%, 10/25/2030(D)		195		195
Traingle Re, Ser 2020-1, Cl M1B
4.002%, VAR ICE LIBOR USD 1 Month + 3.900%, 10/25/2030(D)		1,254		1,254
Traingle Re, Ser 2021-1, Cl M1B
3.102%, VAR ICE LIBOR USD 1 Month + 3.000%, 08/25/2033(D)		346		346
UBS Commercial Mortgage Trust, Ser 2018-C10, Cl A4
4.313%, 05/15/2051		1,155		1,294
UBS Commercial Mortgage Trust, Ser 2018-C8, Cl A4
3.983%, 02/15/2051		900		996
UBS Commercial Mortgage Trust, Ser 2018-C9, Cl A4
4.117%, 03/15/2051(G)		1,410		1,557
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl A5
2.850%, 12/10/2045		596		600
Wells Fargo Commercial Mortgage Trust, Ser 2015-SG1, Cl A4
3.789%, 09/15/2048		479		504
Wells Fargo Commercial Mortgage Trust, Ser 2016-C35, Cl XA, IO
1.888%, 07/15/2048(G)		3,466		240
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.392%, 11/15/2049(G)		925		968


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser 2018-C48, Cl A5
4.302%, 01/15/2052	$	106	$	120
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
5.353%, VAR ICE LIBOR USD 1 Month + 5.250%, 11/25/2025(D)		191		152
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
5.603%, VAR ICE LIBOR USD 1 Month + 5.500%, 11/25/2025(D)		47		38


				44,424
Total Mortgage-Backed Securities
(Cost $68,955) ($ Thousands)				69,468



U.S. GOVERNMENT AGENCY OBLIGATIONS — 5.4%
FFCB
0.510%, VAR US Treasury 3 Month Bill Money Market Yield + 0.420%, 11/07/2022		1,200		1,204
0.430%, VAR United States Secured Overnight Financing Rate + 0.380%, 05/08/2023		7,900		7,936
0.360%, VAR United States Secured Overnight Financing Rate + 0.310%, 11/07/2022		2,500		2,506
0.360%, VAR US Treasury 3 Month Bill Money Market Yield + 0.270%, 05/16/2022		3,000		3,003
0.300%, 09/01/2023		300		299
0.185%, VAR United States Secured Overnight Financing Rate + 0.135%, 11/06/2023		2,000		2,003
0.140%, VAR United States Secured Overnight Financing Rate + 0.090%, 09/23/2022		500		500
0.110%, VAR United States Secured Overnight Financing Rate + 0.060%, 01/13/2023		1,400		1,400
FHLB(A)
0.620%, 02/26/2026		200		196
FHLMC
0.400%, 05/24/2024		400		397
0.375%, 05/05/2023		1,000		998
0.375%, 07/21/2025		1,400		1,364


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
FHLMC MTN
0.240%, VAR United States Secured Overnight Financing Rate + 0.190%, 06/02/2022	$	1,000	$	1,001
0.200%, VAR United States Secured Overnight Financing Rate + 0.150%, 03/04/2022		2,000		2,000
0.180%, VAR United States Secured Overnight Financing Rate + 0.130%, 08/05/2022		2,600		2,602
FNMA
0.625%, 04/22/2025		1,300		1,282
0.500%, 06/17/2025		1,500		1,470
0.440%, VAR United States Secured Overnight Financing Rate + 0.390%, 04/15/2022		2,100		2,102
0.410%, VAR United States Secured Overnight Financing Rate + 0.360%, 01/20/2022		2,300		2,301
0.400%, VAR United States Secured Overnight Financing Rate + 0.350%, 04/07/2022		3,800		3,804
0.375%, 06/14/2024		700		691
0.350%, VAR United States Secured Overnight Financing Rate + 0.300%, 01/27/2022		1,700		1,700
0.250%, 05/22/2023		1,500		1,494
0.250%, 07/10/2023		1,100		1,094
0.250%, 11/27/2023		100		99
0.160%, VAR United States Secured Overnight Financing Rate + 0.110%, 03/04/2022		1,000		1,000



Total U.S. Government Agency Obligations
(Cost $45,568) ($ Thousands)				44,446



ASSET-BACKED SECURITIES — 3.5%
Automotive — 0.7%

Avis Budget Rental Car Funding AESOP, Ser 2018-1A, Cl A
3.700%, 09/20/2024(D)		930		965
Avis Budget Rental Car Funding AESOP, Ser 2018-2A, Cl A
4.000%, 03/20/2025(D)		1,080		1,139
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C
1.020%, 06/12/2028		358		353


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D
2.300%, 09/11/2028	$	347	$	347
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D
2.610%, 09/11/2028		441		441
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026(D)		347		345
First Investors Auto Owner Trust, Ser 2020-1A, Cl A
1.490%, 01/15/2025(D)		62		62
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D
2.310%, 10/17/2033(D)		605		597
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026(D)		743		742
Santander Consumer Auto Receivables Trust, Ser 2021-CA, Cl B
1.440%, 04/17/2028(D)		391		391
				5,382

Credit Cards — 0.2%

Brex Commercial Charge Card Master Trust, Ser 2021-1, Cl A
2.090%, 07/15/2024(D)		437		438
Mission Lane Credit Card Master Trust, Ser 2021-A, Cl B
2.240%, 09/15/2026(D)		175		174
World Financial Network Credit Card Master Trust, Ser 2019-B, Cl M
3.040%, 04/15/2026		770		779
				1,391


Other Asset-Backed Securities — 2.6%

Affirm Asset Securitization Trust, Ser 2020-A, Cl A
2.100%, 02/18/2025(D)		552		553
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025(D)		284		284
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026(D)		330		329
AGL CLO 12, Ser 2021-12A, Cl A1
1.290%, VAR ICE LIBOR USD 3 Month + 1.160%, 07/20/2034(D)		970		970
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A1
0.326%, 11/15/2022(D)		469		469


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B
2.080%, 02/15/2027(D)	$	185	$	185
Balboa Bay Loan Funding, Ser 2021-1A, Cl A
1.000%, 07/20/2034(D)(G)		589		589
Ballyrock CLO 15, Ser 2021-1A, Cl C
3.224%, VAR ICE LIBOR USD 3 Month + 3.100%, 04/15/2034(D)		600		599
Ballyrock CLO 16, Ser 2021-16A, Cl A1
1.265%, VAR ICE LIBOR USD 3 Month + 1.130%, 07/20/2034(D)		1,222		1,223
Cajun Global, Ser 2021-1, Cl A2
3.931%, 11/20/2051(D)		185		184
College Ave Student Loans, Ser 2021-C, Cl B
2.720%, 07/26/2055(D)		232		232
Conn's Receivables Funding, Ser 2021-A, Cl A
1.050%, 05/15/2026(D)		1,374		1,373
Diamond Issuer, Ser 2021-1A, Cl A
2.305%, 11/20/2051(D)		839		833
Domino's Pizza Master Issuer, Ser 2021-1A, Cl A2I
2.662%, 04/25/2051(D)		462		464
Dryden 78 CLO, Ser 2020-78A, Cl C
2.072%, VAR ICE LIBOR USD 3 Month + 1.950%, 04/17/2033(D)		620		624
Dryden 78 CLO, Ser 2020-78A, Cl D
3.122%, VAR ICE LIBOR USD 3 Month + 3.000%, 04/17/2033(D)		320		321
Elevation CLO, Ser 2020-11A, Cl C
2.324%, VAR ICE LIBOR USD 3 Month + 2.200%, 04/15/2033(D)		550		550
Elmwood CLO IX, Ser 2021-2A, Cl D
3.089%, VAR ICE LIBOR USD 3 Month + 2.950%, 07/20/2034(D)		583		582
Flatiron CLO 21, Ser 2021-1A, Cl D
3.051%, VAR ICE LIBOR USD 3 Month + 2.900%, 07/19/2034(D)		620		619
GCI Funding I, Ser 2021-1, Cl A
2.380%, 06/18/2046(D)		314		311
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
1.202%, VAR ICE LIBOR USD 3 Month + 1.070%, 04/20/2034(D)		651		651
Hardee's Funding, Ser 2018-1A, Cl A23
5.710%, 06/20/2048(D)		387		426
Hardee's Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(D)		270		283
HFX, Ser 2017-1A
3.647%, 03/15/2035		830		850


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Invitation Homes Trust, Ser 2018-SFR2, Cl C
1.390%, VAR ICE LIBOR USD 1 Month + 1.280%, 06/17/2037(D)	$	228	$	228
Invitation Homes Trust, Ser 2018-SFR3, Cl C
1.409%, VAR ICE LIBOR USD 1 Month + 1.300%, 07/17/2037(D)		100		100
Issuer, Ser 2021-1, Cl A2
3.734%, 07/30/2051(D)		838		839
Magnetite XXVI, Ser 2021-26A, Cl A1R
1.210%, VAR ICE LIBOR USD 3 Month + 1.120%, 07/25/2034(D)		1,127		1,132
MVW, Ser 2021-2A, Cl B
1.830%, 05/20/2039(D)		482		479
Neighborly Issuer, Ser 2021-1A, Cl A2
3.584%, 04/30/2051(D)		327		328
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX
1.630%, 04/20/2062(D)		309		307
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A
1.222%, VAR ICE LIBOR USD 3 Month + 1.100%, 07/16/2035(D)		1,141		1,140
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A
1.242%, VAR ICE LIBOR USD 3 Month + 1.130%, 07/17/2035(D)		690		690
OCP CLO, Ser 2021-18A, Cl AR
1.222%, VAR ICE LIBOR USD 3 Month + 1.090%, 07/20/2032(D)		849		849
Octane Receivables Trust, Ser 2021-2A, Cl B
2.020%, 09/20/2028(D)		636		634
Rad CLO 7, Ser 2020-7A, Cl C
2.122%, VAR ICE LIBOR USD 3 Month + 2.000%, 04/17/2033(D)		280		281
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051(D)		704		698
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030(D)		181		181
Upstart Securitization Trust, Ser 2021-3, Cl B
1.660%, 07/20/2031(D)		530		524
Voya CLO, Ser 2020-1A, Cl DR
2.974%, VAR ICE LIBOR USD 3 Month + 2.850%, 04/15/2031(D)		250		249
				22,163

Total Asset-Backed Securities
(Cost $29,207) ($ Thousands)				28,936


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT — 0.7%

Canadian Government Real Return Bond
0.500%, 12/01/2050	CAD	1,796	$	1,687
Colombia Government International Bond
3.125%, 04/15/2031	$	225		202
Dominican Republic International Bond
4.875%, 09/23/2032(D)		923		938
Egypt Government International Bond MTN
5.875%, 02/16/2031(D)		805		712
Financiera de Desarrollo
2.400%, 09/28/2027(D)		1,068		1,038
Malaysia Government International Bond
3.882%, 03/10/2022	MYR	4,695		1,131
Oman Government International Bond
6.250%, 01/25/2031(D)	$	253		276
4.875%, 02/01/2025		200		208
Qatar Government International Bond
3.400%, 04/16/2025(D)		298		316
Saudi Government International Bond MTN
2.900%, 10/22/2025(D)		544		570

Total Sovereign Debt
(Cost $6,003) ($ Thousands)				7,078


	Shares
FOREIGN COMMON STOCK — 0.3%

Ireland — 0.1%
Accenture PLC, Cl A		1,556		645



United Kingdom — 0.2%
Alkermes PLC *		2,600		61
Atlassian Corp PLC, Cl A *		300		114
Cushman & Wakefield PLC *^‡		1,838		41
Horizon Therapeutics Plc *		1,828		197
Jazz Pharmaceuticals PLC *		529		67
LivaNova PLC *		557		49
Medtronic PLC		10,849		1,122
Perrigo Co PLC		430		17
Royalty Pharma PLC, Cl A		2,500		100
STERIS PLC		753		183

				1,951

Total Foreign Common Stock
(Cost $1,656) ($ Thousands)				2,596


	Face Amount (Thousands)
MUNICIPAL BONDS — 0.2%
New York — 0.2%
City of New York, Ser D, GO
1.923%, 08/01/2031		535		524


Description	Face Amount (Thousands)			Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Port Authority of New York & New Jersey, Ser AAA, RB
1.086%, 07/01/2023	$	515		$	518

					1,042

West Virginia — 0.0%
Tobacco Settlement Finance Authority, RB
3.000%, 06/01/2035		497			509



Total Municipal Bonds
(Cost $1,550) ($ Thousands)					1,551


Total Investments in Securities — 119.6%
(Cost $890,702) ($ Thousands)				$	1,007,129




	Shares
COMMON STOCK SOLD SHORT— (13.0)%
Communication Services — (0.6)%
Altice USA Inc, Cl A *		(2,400	)		(39	)
Cable One Inc		(100	)		(176	)
Charter Communications Inc, Cl A *		(1,334	)		(870	)
Comcast Corp, Cl A		(43,789	)		(2,204	)
Discovery Inc, Cl A *		(2,000	)		(47	)
Discovery Inc, Cl C *		(3,000	)		(69	)
DISH Network Corp, Cl A *		(2,248	)		(73	)
Fox Corp		(1,500	)		(55	)
Interpublic Group of Cos Inc/The		(2,965	)		(111	)
Liberty Broadband Corp, Cl A *		(458	)		(74	)
Liberty Broadband Corp, Cl C *		(1,175	)		(189	)
Liberty Media Corp-Liberty SiriusXM *		(1,100	)		(56	)
Magnite Inc *		(500	)		(9	)
New York Times Co/The, Cl A		(2,500	)		(121	)
News Corp, Cl A		(5,900	)		(132	)
Nexstar Media Group Inc, Cl A		(154	)		(23	)
Omnicom Group Inc		(2,241	)		(164	)
Sirius XM Holdings Inc		(16,000	)		(101	)
TEGNA Inc		(2,800	)		(52	)
ViacomCBS Inc, Cl B		(5,020	)		(151	)


					(4,716	)

Consumer Discretionary — (8.5)%
2U Inc *		(1,500	)		(30	)
Acushnet Holdings Corp		(600	)		(32	)
Advance Auto Parts Inc		(429	)		(103	)
Amazon.com Inc, Cl A *		(1,714	)		(5,715	)
American Axle & Manufacturing Holdings Inc *		(2,857	)		(27	)
American Eagle Outfitters Inc		(1,500	)		(38	)
Aramark		(4,648	)		(171	)
Asbury Automotive Group Inc *		(300	)		(52	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
AutoNation Inc *		(500	)	$	(58	)
AutoZone Inc *		(162	)		(340	)
Bally's Corp *		(1,000	)		(38	)
Bath & Body Works Inc		(1,981	)		(138	)
Best Buy Co Inc		(2,199	)		(223	)
Bloomin' Brands Inc *		(2,200	)		(46	)
Booking Holdings Inc *		(802	)		(1,924	)
BorgWarner Inc		(10,263	)		(463	)
Boyd Gaming Corp		(1,781	)		(117	)
Bright Horizons Family Solutions Inc *		(1,290	)		(162	)
Brinker International Inc *		(1,041	)		(38	)
Brunswick Corp/DE		(2,477	)		(250	)
Burlington Stores Inc *		(663	)		(193	)
Caesars Entertainment Inc *		(3,999	)		(374	)
Callaway Golf Co *		(3,233	)		(89	)
Capri Holdings Ltd *		(3,856	)		(250	)
CarMax Inc *		(1,117	)		(145	)
Carnival Corp *		(17,371	)		(349	)
Carter's Inc		(1,151	)		(116	)
Carvana Co, Cl A *		(612	)		(142	)
Cavco Industries Inc *		(256	)		(81	)
Century Communities Inc		(1,241	)		(101	)
Cheesecake Factory Inc/The *		(800	)		(31	)
Chegg Inc *		(2,800	)		(86	)
Chipotle Mexican Grill Inc, Cl A *		(541	)		(946	)
Choice Hotels International Inc		(998	)		(156	)
Churchill Downs Inc		(900	)		(217	)
Columbia Sportswear Co		(800	)		(78	)
Coursera *		(1,600	)		(39	)
Cracker Barrel Old Country Store Inc		(300	)		(39	)
Crocs Inc *		(1,714	)		(220	)
Dana Inc		(5,823	)		(133	)
Darden Restaurants Inc		(2,360	)		(356	)
Dave & Buster's Entertainment Inc *		(1,100	)		(42	)
Deckers Outdoor Corp *		(754	)		(276	)
Dick's Sporting Goods Inc		(600	)		(69	)
Dollar General Corp		(1,888	)		(445	)
Dollar Tree Inc *		(2,064	)		(290	)
Domino's Pizza Inc		(729	)		(411	)
DoorDash Inc, Cl A *		(1,000	)		(149	)
Dorman Products Inc *		(1,352	)		(153	)
DR Horton Inc		(9,059	)		(982	)
DraftKings Inc, Cl A *		(5,400	)		(148	)
eBay Inc		(5,045	)		(335	)
Etsy Inc *		(1,000	)		(219	)
Everi Holdings Inc *		(2,000	)		(43	)
Expedia Group Inc *		(2,667	)		(482	)
Fisker Inc *		(5,600	)		(88	)
Five Below Inc *		(500	)		(103	)
Floor & Decor Holdings Inc, Cl A *		(600	)		(78	)
Foot Locker Inc, Cl A		(1,300	)		(57	)
Ford Motor Co		(160,692	)		(3,338	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Fox Factory Holding Corp *		(1,722	)	$	(293	)
Frontdoor Inc *		(1,400	)		(51	)
GameStop Corp, Cl A *		(400	)		(59	)
Gap Inc/The		(2,100	)		(37	)
Garmin Ltd		(4,499	)		(613	)
General Motors Co *		(57,274	)		(3,358	)
Gentex Corp		(10,188	)		(355	)
Gentherm Inc *		(1,500	)		(130	)
Genuine Parts Co		(1,535	)		(215	)
G-III Apparel Group Ltd *		(900	)		(25	)
Goodyear Tire & Rubber Co/The *		(13,104	)		(279	)
Grand Canyon Education Inc *		(455	)		(39	)
Group 1 Automotive Inc		(300	)		(59	)
H&R Block Inc		(3,400	)		(80	)
Hanesbrands Inc		(9,891	)		(165	)
Harley-Davidson Inc, Cl A		(6,277	)		(237	)
Hasbro Inc		(4,010	)		(408	)
Helen of Troy Ltd *		(864	)		(211	)
Hilton Grand Vacations Inc *		(1,900	)		(99	)
Hilton Worldwide Holdings Inc *		(5,311	)		(828	)
Home Depot Inc/The		(8,179	)		(3,394	)
Houghton Mifflin Harcourt Co *		(3,700	)		(60	)
Hyatt Hotels Corp, Cl A *		(900	)		(86	)
Installed Building Products Inc		(478	)		(67	)
International Game Technology PLC		(1,900	)		(55	)
iRobot *		(647	)		(43	)
Jack in the Box Inc		(613	)		(54	)
KB Home		(3,035	)		(136	)
Kohl's Corp		(1,500	)		(74	)
Kontoor Brands Inc		(1,300	)		(67	)
Las Vegas Sands Corp *		(6,459	)		(243	)
La-Z-Boy Inc, Cl Z		(377	)		(14	)
LCI Industries		(1,212	)		(189	)
Lear Corp		(2,564	)		(469	)
Leggett & Platt Inc		(4,576	)		(188	)
Lennar Corp, Cl A		(7,401	)		(860	)
Lennar Corp, Cl B		(600	)		(57	)
LGI Homes Inc *		(672	)		(104	)
Lithia Motors Inc, Cl A		(200	)		(59	)
LKQ Corp		(2,705	)		(162	)
Lowe's Cos Inc		(5,396	)		(1,395	)
Lululemon Athletica Inc *		(2,882	)		(1,128	)
M/I Homes Inc *		(738	)		(46	)
Macy's Inc		(2,700	)		(71	)
Malibu Boats Inc, Cl A *		(400	)		(27	)
Marriott International Inc/MD, Cl A *		(4,941	)		(816	)
Marriott Vacations Worldwide Corp		(770	)		(130	)
Mattel Inc *		(10,069	)		(217	)
McDonald's Corp		(14,594	)		(3,912	)
MDC Holdings Inc		(2,585	)		(144	)
Meritage Homes Corp *		(1,203	)		(147	)
MGM Resorts International		(7,287	)		(327	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Mohawk Industries Inc *		(1,666	)	$	(304	)
National Vision Holdings *		(900	)		(43	)
Newell Brands Inc, Cl B		(10,737	)		(234	)
NIKE Inc, Cl B		(32,711	)		(5,452	)
Nordstrom Inc *		(1,500	)		(34	)
Norwegian Cruise Line Holdings Ltd *		(7,738	)		(160	)
NVR Inc *		(90	)		(532	)
Ollie's Bargain Outlet Holdings Inc *		(522	)		(27	)
O'Reilly Automotive Inc *		(532	)		(376	)
Overstock.com *		(100	)		(6	)
Oxford Industries Inc, Cl A		(500	)		(51	)
Papa John's International Inc, Cl A		(538	)		(72	)
Patrick Industries Inc		(1,000	)		(81	)
Peloton Interactive Inc, Cl A *		(7,861	)		(281	)
Penn National Gaming Inc *		(3,039	)		(158	)
Penske Automotive Group Inc, Cl A		(600	)		(64	)
Planet Fitness Inc, Cl A *		(1,799	)		(163	)
Polaris Inc		(1,713	)		(188	)
Pool Corp		(390	)		(221	)
PulteGroup Inc		(7,936	)		(454	)
Purple Innovation Inc, Cl A *		(2,400	)		(32	)
PVH Corp		(2,163	)		(231	)
QuantumScape Corp, Cl A *		(8,400	)		(186	)
Qurate Retail Inc		(1,700	)		(13	)
Ralph Lauren Corp, Cl A		(1,250	)		(149	)
Red Rock Resorts Inc, Cl A		(1,200	)		(66	)
Rent-A-Center Inc/TX		(900	)		(43	)
RH *		(160	)		(86	)
Ross Stores Inc		(2,867	)		(328	)
Royal Caribbean Cruises Ltd *		(4,053	)		(312	)
Scientific Games Corp, Cl A *		(1,862	)		(124	)
SeaWorld Entertainment Inc *		(900	)		(58	)
Service Corp International/US		(3,326	)		(236	)
Shake Shack Inc, Cl A *		(500	)		(36	)
Signet Jewelers Ltd		(600	)		(52	)
Six Flags Entertainment Corp *		(1,806	)		(77	)
Skechers USA Inc, Cl A *		(3,608	)		(157	)
Skyline Champion Corp *		(1,650	)		(130	)
Smith & Wesson Brands Inc		(2,099	)		(37	)
Sonos Inc *		(2,896	)		(86	)
Standard Motor Products Inc		(1,195	)		(63	)
Starbucks Corp		(22,405	)		(2,621	)
Steven Madden Ltd		(2,500	)		(116	)
Stoneridge Inc *		(1,630	)		(32	)
Strategic Education Inc		(360	)		(21	)
Stride *		(400	)		(13	)
Sturm Ruger & Co Inc		(399	)		(27	)
Tapestry Inc		(7,326	)		(297	)
Target Corp, Cl A		(3,823	)		(885	)
Taylor Morrison Home Corp, Cl A *		(3,441	)		(120	)
Tempur Sealy International Inc		(5,044	)		(237	)
Tenneco Inc, Cl A *		(2,537	)		(29	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Terminix Global Holdings Inc *		(2,643	)	$	(120	)
Tesla Inc *		(5,251	)		(5,549	)
Texas Roadhouse Inc, Cl A		(1,228	)		(110	)
Thor Industries Inc		(2,425	)		(252	)
TJX Cos Inc/The		(9,775	)		(742	)
Toll Brothers Inc		(3,549	)		(257	)
TopBuild Corp *		(982	)		(271	)
Tractor Supply Co		(817	)		(195	)
Travel + Leisure Co		(2,439	)		(135	)
Tri Pointe Homes Inc *		(4,220	)		(118	)
Tupperware Brands Corp *		(1,800	)		(28	)
Ulta Beauty Inc *		(388	)		(160	)
Under Armour Inc, Cl A *		(4,425	)		(94	)
Under Armour Inc, Cl C *		(6,679	)		(120	)
Vail Resorts Inc		(847	)		(278	)
VF Corp		(9,242	)		(677	)
Victoria's Secret & Co *		(660	)		(37	)
Vista Outdoor Inc *		(2,340	)		(108	)
Visteon Corp *		(1,022	)		(114	)
Wayfair Inc, Cl A *		(576	)		(109	)
Wendy's Co/The		(4,028	)		(96	)
Whirlpool Corp		(1,865	)		(438	)
Williams-Sonoma Inc		(629	)		(106	)
Wingstop Inc, Cl A		(600	)		(104	)
Winnebago Industries		(1,503	)		(113	)
Wolverine World Wide Inc		(2,146	)		(62	)
Workhorse Group Inc *		(4,100	)		(18	)
WW International Inc *		(1,400	)		(23	)
Wyndham Hotels & Resorts Inc		(2,096	)		(188	)
Wynn Resorts Ltd *		(1,949	)		(166	)
XPEL Inc *		(600	)		(41	)
YETI Holdings Inc *		(2,069	)		(171	)
Yum China Holdings Inc		(7,782	)		(388	)
Yum! Brands Inc		(5,598	)		(777	)


					(72,062	)

Information Technology — (2.4)%
Advanced Micro Devices Inc *		(4,322	)		(622	)
Amphenol Corp, Cl A		(2,784	)		(243	)
Analog Devices Inc		(2,010	)		(353	)
Apple Inc		(36,364	)		(6,457	)
Applied Materials Inc		(3,532	)		(556	)
Arista Networks Inc *		(1,136	)		(163	)
Arrow Electronics Inc, Cl A *		(602	)		(81	)
Azenta Inc		(500	)		(52	)
Broadcom Inc		(1,542	)		(1,026	)
CDW Corp/DE		(805	)		(165	)
Ciena Corp *		(1,100	)		(85	)
Cisco Systems Inc/Delaware		(17,247	)		(1,093	)
Cognex Corp		(1,068	)		(83	)
Corning Inc, Cl B		(3,802	)		(142	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Dell Technologies Inc, Cl C *		(1,424	)	$	(80	)
Enphase Energy Inc *		(429	)		(78	)
Entegris Inc		(600	)		(83	)
F5 Inc, Cl A *		(397	)		(97	)
Fabrinet *		(190	)		(23	)
First Solar Inc *		(500	)		(44	)
Hewlett Packard Enterprise Co		(6,754	)		(107	)
HP Inc		(5,155	)		(194	)
II-VI Inc *		(482	)		(33	)
Intel Corp		(14,853	)		(765	)
Jabil Inc		(722	)		(51	)
Keysight Technologies Inc *		(853	)		(176	)
KLA Corp		(622	)		(268	)
Lam Research Corp		(538	)		(387	)
Marvell Technology Inc		(3,395	)		(297	)
Microchip Technology Inc		(2,286	)		(199	)
Micron Technology Inc		(4,149	)		(386	)
MKS Instruments Inc		(476	)		(83	)
Monolithic Power Systems Inc		(212	)		(105	)
Motorola Solutions Inc		(657	)		(179	)
NetApp Inc		(954	)		(88	)
Novanta Inc *		(200	)		(35	)
NVIDIA Corp		(8,692	)		(2,556	)
NXP Semiconductors NV		(1,000	)		(228	)
ON Semiconductor Corp *		(1,723	)		(117	)
Pure Storage Inc, Cl A *		(1,188	)		(39	)
Qorvo Inc *		(461	)		(72	)
QUALCOMM Inc		(4,120	)		(753	)
Skyworks Solutions Inc		(700	)		(109	)
Super Micro Computer Inc *		(1,052	)		(46	)
TD SYNNEX Corp		(500	)		(57	)
Teledyne Technologies Inc *		(200	)		(87	)
Teradyne Inc		(729	)		(119	)
Texas Instruments Inc		(3,507	)		(661	)
Trimble Inc *		(1,124	)		(98	)
Universal Display Corp		(154	)		(25	)
Western Digital Corp *		(1,686	)		(110	)
Wolfspeed Inc *		(600	)		(67	)
Xilinx Inc		(896	)		(190	)
Zebra Technologies Corp, Cl A *		(231	)		(137	)


					(20,350	)

Materials — (1.5)%
Air Products and Chemicals Inc		(2,614	)		(795	)
Albemarle Corp		(1,362	)		(318	)
Alcoa Corp		(1,900	)		(113	)
Amyris Inc *		(300	)		(2	)
AptarGroup Inc		(900	)		(110	)
Arconic Corp *		(1,800	)		(59	)
Avery Dennison Corp		(1,028	)		(223	)
Avient Corp		(1,300	)		(73	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Axalta Coating Systems Ltd *		(2,527	)	$	(84	)
Ball Corp		(3,904	)		(376	)
Berry Global Group Inc *		(2,102	)		(155	)
Celanese Corp, Cl A		(1,272	)		(214	)
CF Industries Holdings Inc		(3,041	)		(215	)
Chemours Co/The		(2,300	)		(77	)
Cleveland-Cliffs Inc *		(5,000	)		(109	)
Commercial Metals Co, Cl A		(1,331	)		(48	)
Corteva Inc		(8,128	)		(384	)
Crown Holdings Inc		(1,663	)		(184	)
Dow Inc		(8,384	)		(476	)
DuPont de Nemours Inc		(5,693	)		(460	)
Eagle Materials Inc		(500	)		(83	)
Eastman Chemical Co		(1,391	)		(168	)
Ecolab Inc		(2,921	)		(685	)
Element Solutions Inc		(4,200	)		(102	)
FMC Corp		(1,933	)		(212	)
Freeport-McMoRan Inc, Cl B		(15,997	)		(668	)
Graphic Packaging Holding Co		(2,560	)		(50	)
Huntsman Corp		(1,331	)		(46	)
Innospec Inc		(1,200	)		(108	)
International Flavors & Fragrances Inc		(2,707	)		(408	)
International Paper Co		(4,993	)		(235	)
Livent Corp *		(2,100	)		(51	)
Louisiana-Pacific Corp		(1,326	)		(104	)
LyondellBasell Industries NV, Cl A		(3,115	)		(287	)
Martin Marietta Materials Inc, Cl A		(873	)		(385	)
Mosaic Co/The		(3,639	)		(143	)
MP Materials Corp *		(400	)		(18	)
Newmont Corp		(9,315	)		(578	)
Nucor Corp		(3,365	)		(384	)
Olin Corp		(2,100	)		(121	)
Packaging Corp of America		(1,302	)		(177	)
PPG Industries Inc		(2,762	)		(476	)
Reliance Steel & Aluminum Co		(1,019	)		(165	)
Royal Gold Inc, Cl A		(900	)		(95	)
RPM International Inc		(2,128	)		(215	)
Scotts Miracle-Gro Co/The, Cl A		(600	)		(97	)
Sealed Air Corp		(1,752	)		(118	)
Sherwin-Williams Co/The, Cl A		(2,612	)		(920	)
Sonoco Products Co		(512	)		(30	)
Southern Copper Corp		(1,175	)		(73	)
Steel Dynamics Inc		(2,654	)		(165	)
Summit Materials Inc, Cl A *		(1,600	)		(64	)
Tronox Holdings		(2,500	)		(60	)
United States Steel Corp		(3,100	)		(74	)
Valvoline Inc		(3,600	)		(134	)
Vulcan Materials Co		(1,221	)		(253	)
Westrock Co		(3,554	)		(158	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)

					(12,585	)

Total Common Stock Sold Short
(Proceeds $77,710) ($ Thousands)				$	(109,713	)



FOREIGN COMMON STOCK SOLD SHORT— (0.3)%
United Kingdom — (0.3)%
Adient PLC *		(3,618	)		(173	)
Amcor PLC		(22,368	)		(269	)
Aptiv PLC *		(11,262	)		(1,858	)



Total Foreign Common Stock Sold Short
(Proceeds $1,730) ($ Thousands)					(2,300	)


Total Investments Sold Short — (13.3)%
(Proceeds $79,440) ($ Thousands)				$	(112,013	)


	Contracts
*PURCHASED OPTIONS — 0.0%**
Total Purchased Options (H)
(Cost $282) ($ Thousands)		128		$	212



*WRITTEN OPTIONS — 0.0%**
Total Written Options (H)
(Premiums Received $142) ($ Thousands)		(121	)	$	(42	)

A list of the open exchange traded options contracts held by the Fund at December 31, 2021, is as follows:

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

A list of the open forward foreign currency contracts held by the Fund at December 31, 2021 is as follows:

A list of open OTC swap agreements held by the Fund at December 31, 2021, are as follows:

A list of open centrally cleared swap agreements held by the Fund at December 31, 2021, are as follows:

A list of the reverse repurchase agreements outstanding as of December 31, 2021 was as follows:

Multi-Asset Real Return Fund
Principal Amount ($ Thousands)	Counterparty			Value ($ Thousands)
$(5,492)		0.11	%	$	(5,492	)
(5,813)		0.11	%		(5,813	)
(9,496)		0.11	%		(9,496	)
(11,475)		0.11	%		(11,475	)
(21,229)		0.11	%		(21,229	)
(31,250)		0.11	%		(31,250	)
(50,929)		0.11	%		(50,929	)
(40,366)		0.13	%		(40,366	)
				$	(176,050	)

	Percentages are based on Net Assets of $842,200 ($ Thousands).
*	Non-income producing security.
^‡	Real Estate Investment Trust.
(A)	Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of December 31, 2021.
(B)	Zero coupon security. The rate shown on the Schedule of Investments is the security's effective yield at the time of purchase.
(C)	Securities considered illiquid. The total value of such securities as of December 31, 2021 was $73 ($ Thousands) and represented 0.0% of the Net Assets of the Fund.
(D)	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 December 31, 2021, the value of these securities amounted to $98,043 ($ Thousands), representing 11.6% of the Net Assets of the Fund.
(E)	Security is in default on interest payment.
(F)	Perpetual security with no stated maturity date.
(G)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.
(H)	Refer to table below for details on Options Contracts.

AUD — Australian Dollar

CAD — Canadian Dollar

CDOR — Canadian Dollar Offered Rate

Cl — Class

CLO — Collateralized Loan Obligation

CMBX — Commercial Mortgage-Backed Index

CMO — Collateralized Mortgage Obligation

CPI — Consumer Price Index

DAC — Designated Activity Company

EAFE — Europe, Australasia and Far East

EUR — Euro

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

HRW— Hard Red Winter

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount

LIBOR— London Interbank Offered Rate

LME — London Metal Exchange

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MYR — Malaysian Ringgit

OTC — Over The Counter

PIK — Payment-in-Kind

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

RUB — Russian Ruble

S&P— Standard & Poor's

SEK — Swedish Krona

The following is a list of the level of inputs used as of December 31, 2021, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
U.S. Treasury Obligations		–			502,234		–		502,234
Common Stock		254,083			–		–		254,083
Corporate Obligations		–			96,737		–		96,737
Mortgage-Backed Securities		–			69,468		–		69,468
U.S. Government Agency Obligations		–			44,446		–		44,446
Asset-Backed Securities		–			28,936		–		28,936
Sovereign Debt		–			7,078		–		7,078
Foreign Common Stock		2,596			–		–		2,596
Municipal Bonds		–			1,551		–		1,551
Total Investments in Securities		256,679			750,450		–		1,007,129
Securities Sold Short
Common Stock		(109,713	)		–		–		(109,713	)
Foreign Common Stock		(2,300	)		–		–		(2,300	)
Total Securities Sold Short		(112,013	)		–		–		(112,013	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Purchased Options		212			–			–		212
Written Options		(42	)		–			–		(42	)
Futures Contracts*
Unrealized Appreciation		3,365			–			–		3,365
Unrealized Depreciation		(2,237	)		–			–		(2,237	)
Forwards Contracts*
Unrealized Appreciation		–			546			–		546
Unrealized Depreciation		–			(127	)		–		(127	)
OTC Swaps
Credit Default Swaps*
Unrealized Appreciation		–			97			–		97
Unrealized Depreciation		–			(1,856	)		–		(1,856	)
Total Return Swaps*
Unrealized Appreciation		–			1,852			–		1,852
Unrealized Depreciation		–			(197	)		–		(197	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			147			–		147
Unrealized Depreciation		–			(192	)		–		(192	)
Interest Rate Swaps*
Unrealized Appreciation		–			1,373			–		1,373
Unrealized Depreciation		–			(1,929	)		–		(1,929	)
Reverse Repurchase Agreements		–			(176,050	)		–		(176,050	)
Total Other Financial Instruments		1,298			(176,336	)		–		(175,038	)

*	Futures contracts, forwards contracts and swap contracts are valued at the unrealized appreciation/(depreciation) on the instrument.

For the period ended December 31, 2021 there were no transfers in or out of Level 3.

Amounts designated as “—” are $0 or have been rounded to $0.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (A) — 24.6%
Aviation Capital Group
0.450%, 01/11/2022	$	10,750	$	10,749
Brookfield Infrastructure Holdings Canada
0.300%, 01/05/2022		5,500		5,500
0.300%, 01/11/2022		7,500		7,499
Centennial Energy Holdings
0.373%, 01/18/2022		13,100		13,098
CNPC Finance HK
0.314%, 01/04/2022		13,100		13,100
General Motors Financial
0.340%, 01/13/2022		10,000		9,999
Harley-Davidson Financial Services
0.619%, 01/05/2022		13,000		12,999
Humana
0.320%, 01/04/2022		13,200		13,200
Jabil
0.450%, 01/06/2022		13,100		13,099
Parker-Hannifin
0.275%, 01/04/2022		13,050		13,050
Rogers Communications
0.380%, 01/07/2022		13,100		13,100
Southern California Edison
0.350%, 01/03/2022		13,200		13,200
Viatris
0.500%, 02/11/2022		13,000		12,993
WGL Holdings
0.370%, 01/14/2022		8,750		8,749
0.330%, 01/10/2022		2,350		2,350
White Plains Capital
0.400%, 01/25/2022		13,050		13,047
Total Commercial Paper
(Cost $175,729) ($ Thousands)				175,732


	Shares
EXCHANGE TRADED FUNDS — 9.2%
Italy — 0.0%
Lyxor FTSE MIB UCITS ETF		4,800		145
United States — 9.2%
Energy Select Sector SPDR Fund		12,731		707
Financial Select Sector SPDR Fund		6,381		249
Industrial Select Sector SPDR Fund		2,532		268
Invesco QQQ Trust Series, Ser 1		5,200		2,069
iShares China Large-Cap ETF		5,614		205
iShares Core S&P 500 ETF		69,955		33,368
iShares MSCI Hong Kong ETF		6,107		142
Materials Select Sector SPDR Fund		9,217		835
SPDR S&P Homebuilders ETF		2,335		200
Vanguard Health Care ETF		1,013		270
Vanguard Intermediate-Term Corporate Bond ETF		11,976		1,111
Vanguard Long-Term Corporate Bond ETF		36,730		3,887
Vanguard S&P 500 ETF		48,768		21,291


Description	Shares		Market Value ($ Thousands)
EXCHANGE TRADED FUNDS (continued)
Vanguard Small-Capital ETF		4,449	$	1,005
WisdomTree Japan Hedged Equity Fund		3,982		249
Xtrackers Harvest CSI 300 China A-Shares ETF		6,905		270
				66,126
Total Exchange Traded Funds
(Cost $42,491) ($ Thousands)				66,271


	Face Amount (Thousands)
SOVEREIGN DEBT — 8.6%

Italy Buoni Ordinari del Tesoro BOT
0.000%, 01/14/2022 (A)	EUR	23,187		26,374
Japan Treasury Discount Bill
0.000%, 01/06/2022 (A)	JPY	1,512,600		13,135
Japanese Government CPI Linked Bond
0.100%, 03/10/2026		1,355,611		12,102
0.100%, 03/10/2027		1,083,769		9,877

Total Sovereign Debt
(Cost $62,969) ($ Thousands)				61,488



U.S. TREASURY OBLIGATIONS — 5.2%
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029	$	651		907
3.625%, 04/15/2028		376		499
3.375%, 04/15/2032		75		111
2.500%, 01/15/2029		404		516
2.375%, 01/15/2025		736		839
2.375%, 01/15/2027		385		465
2.125%, 02/15/2040		254		389
2.125%, 02/15/2041		277		428
2.000%, 01/15/2026		157		182
1.750%, 01/15/2028		522		627
1.375%, 02/15/2044		689		983
1.000%, 02/15/2046		331		452
1.000%, 02/15/2048		312		438
1.000%, 02/15/2049		254		360
0.875%, 01/15/2029		675		780
0.875%, 02/15/2047		399		538
0.750%, 07/15/2028		818		937
0.750%, 02/15/2042		409		516
0.750%, 02/15/2045		637		819
0.625%, 04/15/2023		181		189
0.625%, 01/15/2024		1,813		1,929
0.625%, 01/15/2026		798		876
0.625%, 02/15/2043		435		540
0.500%, 04/15/2024		673		718
0.500%, 01/15/2028		1,047		1,171
0.375%, 07/15/2023		1,922		2,021


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.375%, 07/15/2025	$	1,065	$	1,157
0.375%, 01/15/2027		1,202		1,322
0.375%, 07/15/2027		1,006		1,116
0.250%, 01/15/2025		1,260		1,350
0.250%, 07/15/2029		899		1,007
0.250%, 02/15/2050		427		516
0.125%, 07/15/2024		1,129		1,204
0.125%, 10/15/2024		1,379		1,473
0.125%, 04/15/2025		1,117		1,194
0.125%, 10/15/2025		233		251
0.125%, 10/15/2025		729		786
0.125%, 04/15/2026		442		477
0.125%, 07/15/2026		994		1,079
0.125%, 10/15/2026		559		608
0.125%, 01/15/2030		1,130		1,254
0.125%, 07/15/2030		1,052		1,177
0.125%, 01/15/2031		1,151		1,288
0.125%, 07/15/2031		1,071		1,204
0.125%, 02/15/2051		381		452

Total U.S. Treasury Obligations
(Cost $34,701) ($ Thousands)				37,145



U.S. GOVERNMENT AGENCY OBLIGATION — 2.7%
FHLB
1.375%, 02/17/2023		18,990		19,193

Total U.S. Government Agency Obligation
(Cost $19,238) ($ Thousands)				19,193


	Shares
COMMON STOCK — 1.4%
Canada — 0.1%
Bank of Montreal		1,023		110
Bank of Nova Scotia		840		60
Barrick Gold		6,184		118
Kinross Gold		19,236		112
				400
India — 0.0%
ICICI Bank ADR		2,993		59
United Kingdom — 0.0%
Aon PLC, Cl A		188		56
AstraZeneca PLC ADR		1,031		60
Horizon Therapeutics Plc *		1,088		117
Medtronic PLC		519		54
Royalty Pharma PLC, Cl A		1,426		57
				344
United States — 1.3%
Communication Services — 0.2%
Alphabet Inc, Cl A *		39		113
Fox Corp, Cl A		1,551		57


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Interpublic Group of Cos Inc/The		1,595	$	60
Meta Platforms Inc, Cl A *		1,215		409
Netflix Inc *		137		82
Verizon Communications Inc		1,092		57
Walt Disney Co/The *		3,411		528
World Wrestling Entertainment Inc, Cl A		6,681		330
				1,636
Consumer Discretionary — 0.3%
Amazon.com Inc, Cl A *		81		270
Caesars Entertainment Inc *		1,744		163
Carnival Corp *		10,860		218
General Motors Co *		6,817		400
Genuine Parts Co		427		60
MGM Resorts International		9,936		446
Norwegian Cruise Line Holdings Ltd *		18,661		387
Service Corp International/US		1,649		117
				2,061
Consumer Staples — 0.1%
Coca-Cola Co/The		1,042		62
J M Smucker Co/The		429		58
Kellogg Co		1,772		114
Mondelez International Inc, Cl A		928		61
PepsiCo Inc		343		60
Unilever PLC ADR		1,080		58
Walmart Inc		407		59
				472
Energy — 0.0%
Williams Cos Inc/The		4,084		106
Financials — 0.2%
AGNC Investment Corp ^‡		3,607		54
American International Group Inc		1,027		58
Arthur J Gallagher & Co		671		114
Berkshire Hathaway Inc, Cl B *		199		60
Canadian Imperial Bank of Commerce		510		59
Credit Suisse Group ADR		11,562		112
Fidelity National Financial Inc		1,103		58
Goldman Sachs Group Inc/The		288		110
HSBC Holdings PLC ADR		3,883		117
JPMorgan Chase & Co		346		55
KeyCorp		2,430		56
Northern Trust Corp		469		56
S&P Global Inc		120		57
UBS Group		3,152		56
US Bancorp		986		55
Wells Fargo & Co		8,121		390
				1,467
Health Care — 0.1%
Amgen Inc, Cl A		552		124
BioNTech ADR *		380		98
Bristol-Myers Squibb Co		988		62
Merck & Co Inc		760		58


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Pfizer Inc		1,042	$	61
United Therapeutics Corp *		295		64
Vertex Pharmaceuticals Inc *		272		60
Viatris Inc, Cl W *		316		4
				531
Industrials — 0.1%
Delta Air Lines Inc, Cl A *		4,974		195
Huntington Ingalls Industries Inc, Cl A		309		58
Lockheed Martin Corp		167		59
Northrop Grumman Corp		156		60
Old Dominion Freight Line Inc, Cl A		156		56
Oshkosh Corp		509		57
Raytheon Technologies Corp		680		59
Southwest Airlines Co, Cl A *		2,146		92
				636
Information Technology — 0.2%
Apple Inc		3,282		583
Dropbox Inc, Cl A *		4,596		113
Fidelity National Information Services Inc, Cl B		537		59
Hewlett Packard Enterprise Co		3,605		57
Intel Corp		1,123		58
International Business Machines Corp		469		63
Taiwan Semiconductor Manufacturing Co Ltd ADR		464		56
United Microelectronics ADR		4,560		53
Visa Inc, Cl A		283		61
Zebra Technologies Corp, Cl A *		187		111
				1,214
Materials — 0.0%
Martin Marietta Materials Inc, Cl A		267		117
Newmont Corp		2,090		130
Nutrien		1,619		122
				369
Real Estate — 0.0%
CBRE Group Inc, Cl A *		555		60
STAG Industrial Inc ^‡		2,564		123
				183
Utilities — 0.1%
American Water Works Co Inc		659		124
National Grid ADR		1,678		121
Pinnacle West Capital Corp		849		60
WEC Energy Group Inc		623		61
Xcel Energy Inc		1,725		117
				483
				9,158

A list of the open futures contracts held by the Fund at December 31, 2021, is as follows:

A list of the open forward foreign currency contracts held by the Fund at December 31, 2021 is as follows:

A list of the open OTC swap agreements held by the Fund at December 31, 2021, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at December 31, 2021, is as follows:

	Percentages are based on Net Assets of $714,815 ($ Thousands).
*	Non-income producing security.
(A)	Zero coupon security. The rate shown on the Schedule of Investments is the security's effective yield at the time of purchase.

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

COP — Colombian Peso

CZK — Czech Koruna

DAX — German Stock Index

EAFE — Europe, Australasia and Far East

ETF — Exchange-Traded Fund

EUR — Euro

FHLB — Federal Home Loan Bank

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

HUF — Hungarian Forint

IBEX — International Business Exchange

IDR — Indonesian Rupiah

INR — Indian Rupee

JPY — Japanese Yen

KRW — Korean Won

Ltd. — Limited

MIB — Milano Indice di Borsa

MSCI — Morgan Stanley Capital International

MXN — Mexican Peso

MYR — Malaysian Ringgit

NASDAQ – National Association of Securities Dealers and Automated Quotations

NOK — Norwegian Krone

NZD — New Zealand Dollar

OMX — Option Market Index

PEN — Peruvian Sol

PHP — Philippine Peso

PLC — Public Limited Company

PLN — Polish zloty

RUB — Russian Ruble

S&P— Standard & Poor's

Ser — Series

SGD — Singapore Dollar

SPDR — Standard & Poor's Depository Receipt

SPI — Share Price Index

The following is a list of the level of inputs used as of December 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)⁽¹⁾

Total
($)

Commercial Paper

–

175,732

–

175,732

Exchange Traded Funds

66,271

–

66,271

Sovereign Debt

–

61,488

–

61,488

U.S. Treasury Obligations

–

37,145

–

37,145

U.S. Government Agency Obligation

–

19,193

–

19,193

Common Stock

9,961

–

9,961

Total Investments in Securities

76,232

293,558

–

369,790

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		1,451			–			–		1,451
Unrealized Depreciation		(391	)		–			–		(391	)
Forwards Contracts*
Unrealized Appreciation		–			1,935			–		1,935
Unrealized Depreciation		–			(811	)		–		(811	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			31			–		31
Variance Swaps*
Unrealized Depreciation		–			(147	)		–		(147	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			54			–		54
Unrealized Depreciation		–			(392	)		–		(392	)
Credit Default Swaps*
Unrealized Appreciation		–			22			–		22
Total Other Financial Instruments		1,060			692			–		1,752

*	Futures contracts, forwards contracts and swap contracts are valued at the unrealized appreciation/(depreciation) on the instrument.

For the period ended December 31, 2021, there were no transfers in or out of Level 3.

Amounts designated as “—” are $0 or have been rounded to $0.

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Long Contracts
S&P 500 Index E-MINI		100		Mar-2022	$	23,283	$	23,792	$	509
S&P Mid Cap 400 Index E-MINI		9		Mar-2022		2,480		2,554		74
					$	25,763	$	26,346	$	583

Security Description	9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/(Depreciation)		Value 12/31/2021		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	16,145	$	25,252	$	(39,020	)	$	—	$	—	$	2,377		2,372,700	$	6	$	—
SEI Daily Income Trust, Government Fund, Cl F		19,853		120,292		(112,301	)		1		—		27,845		27,845,422		1		—
Totals	$	35,998	$	145,544	$	(151,321	)	$	1	$	—	$	30,222			$	7	$	—

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Long Contracts
S&P 500 Index E-MINI		32		Mar-2022	$	7,455	$	7,614	$	159
S&P Mid Cap 400 Index E-MINI		14		Mar-2022		3,853		3,973		120
					$	11,308	$	11,587	$	279

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/(Depreciation)		Value 12/31/2021		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	6,431	$	31,823	$	(25,014	)	$	—	$	—	$	13,240		13,237,586	$	5	$	—
SEI Daily Income Trust, Government Fund, Cl F		20,275		38,039		(42,618	)		—		—		15,696		15,695,778		—		—
Totals	$	26,706	$	69,862	$	(67,632	)	$	—	$	—	$	28,936			$	5	$	—

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Long Contracts
S&P 500 Index E-MINI		51		Mar-2022	$	11,916	$	12,134	$	218

SecurityValue Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/(Depreciation)		Value 12/31/2021		Shares		Income		Capital Gains
SEI Investment Co	$	172	$	—	$	(6	)	$	(1	)	$	6	$	171		2,800	$	1	$	—
SEI Liquidity Fund, L.P.		545		830		(1,082	)		—			—		293		292,945		3	$	—
SEI Daily Income Trust, Government Fund, Cl F		12,691		41,123		(31,889	)		—			—		21,925		21,924,840		—		—
Totals	$	13,408	$	41,953	$	(32,977	)	$	(1	)	$	6	$	22,389			$	4	$	—

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/(Depreciation)			Value 12/31/2021		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	21,437	$	76,930	$	(92,227	)	$	—	$	(1	)	$	6,139		6,138,327	$	10	$	—
SEI Daily Income Trust, Government Fund, Cl F		28,361		168,019		(180,145	)		—		—			16,235		16,235,286		1		—
Totals	$	49,798	$	244,949	$	(272,372	)	$	—	$	(1	)	$	22,374			$	11	$	—

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Add Broker WESTCAP		01/11/22		CHF	5,449,801		USD	127,930	$	(206	)
Barclays PLC		01/10/22		CAD	24,971		USD	19,763		(7	)
Barclays PLC		01/10/22		NOK	26,335		USD	2,940		(47	)
Brown Brothers Harriman		01/10/22		USD	225		NZD	331		1
Brown Brothers Harriman		01/10/22		USD	309		SGD	422		3
Brown Brothers Harriman		01/10/22		NZD	25		USD	17		—
Brown Brothers Harriman		01/10/22		NZD	356		USD	240		(3	)
Brown Brothers Harriman		01/10/22		USD	425		NOK	3,816		8
Brown Brothers Harriman		01/10/22		USD	34		NOK	296		—
Brown Brothers Harriman		01/10/22		SGD	20		USD	15		—
Brown Brothers Harriman		01/10/22		SGD	456		USD	334		(4	)
Brown Brothers Harriman		01/10/22		USD	49		SEK	450		—
Brown Brothers Harriman		01/10/22		USD	662		SEK	5,981		(1	)
Brown Brothers Harriman		01/10/22		USD	1,213		AUD	1,687		14
Brown Brothers Harriman		01/10/22		GBP	1,526		USD	2,027		(39	)
Brown Brothers Harriman		01/10/22		AUD	131		USD	95		—
Brown Brothers Harriman		01/10/22		AUD	1,680		USD	1,202		(20	)
Brown Brothers Harriman		01/10/22		USD	1,793		HKD	13,994		1
Brown Brothers Harriman		01/10/22		USD	25		HKD	198		—
Brown Brothers Harriman		01/10/22		USD	1,867		DKK	12,259		8
Brown Brothers Harriman		01/10/22		USD	1,915		GBP	1,436		31
Brown Brothers Harriman		01/10/22		USD	2,631		CAD	3,361		30
Brown Brothers Harriman		01/10/22		USD	3,882		CHF	3,567		34
Brown Brothers Harriman		01/10/22		CHF	214		USD	235		—
Brown Brothers Harriman		01/10/22		CHF	3,802		USD	4,127		(47	)
Brown Brothers Harriman		01/10/22		CAD	7		USD	5		—
Brown Brothers Harriman		01/10/22		CAD	4,167		USD	3,252		(47	)
Brown Brothers Harriman		01/10/22		NOK	333		USD	38		—
Brown Brothers Harriman		01/10/22		NOK	3,963		USD	440		(9	)
Brown Brothers Harriman		01/10/22		USD	5,242		EUR	4,628		22
Brown Brothers Harriman		01/10/22		EUR	214		USD	243		—
Brown Brothers Harriman		01/10/22		EUR	5,156		USD	5,820		(44	)
Brown Brothers Harriman		01/10/22		SEK	775		USD	86		—
Brown Brothers Harriman		01/10/22		SEK	6,856		USD	754		(3	)
Brown Brothers Harriman		01/10/22		DKK	568		USD	87		—
Brown Brothers Harriman		01/10/22		DKK	13,642		USD	2,070		(16	)
Brown Brothers Harriman		01/10/22		HKD	1,053		USD	135		—
Brown Brothers Harriman		01/10/22		HKD	16,533		USD	2,119		(1	)
Brown Brothers Harriman		01/11/22		USD	369		JPY	42,479		—
Brown Brothers Harriman		01/11/22		USD	5,638		JPY	640,323		(77	)
Brown Brothers Harriman		01/11/22		JPY	921,357		USD	8,089		88
Standard Chartered		01/10/22		NZD	2,263		USD	1,532		(17	)
Standard Chartered		01/10/22		GBP	10,039		USD	13,251		(346	)
Standard Chartered		01/10/22		SEK	48,456		USD	5,339		(13	)
Standard Chartered		01/10/22		DKK	94,964		USD	14,416		(106	)

Description	Number of Contracts			Notional Amount (Thousands)^†^†			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
June 2022, IMM Eurodollar Future Option*		323		$	73		$	99.50		6/18/2022	$	137
March 2022, IMM Eurodollar Future Option*		415			38			99.63		3/19/2022		49
January 2022, U.S. 10 Year Future Option*		155			70			130.50		1/22/2022		61
December 2021, U.S. 10 Year Future Option*		377			95			130.25		1/22/2022		–
December 2021, U.S. 10 Year Future Option*		207			46			131.00		1/22/2022		110

					322							357


Call Options
September 2022, Eurodollar Mid-Curve Option*		820			515			98.75		9/17/2022		369
March 2022, IMM Eurodollar Future Option*		145			2			99.88		3/19/2022		2
December 2021, U.S. 10 Year Future Option*		465			94			132.00		1/22/2022		–

					611							371


Total Purchased Options				$	933						$	728
WRITTEN OPTIONS — (0.0)%
Put Options
September 2022, Eurodollar Mid-Curve Option*		(820	)	$	(207	)		97.88		09/17/22	$	(210	)
September 2022, Eurodollar Mid-Curve Option*		(390	)		(335	)		98.25		09/17/22		(266	)
June 2022, IMM Eurodollar Future Option*		(323	)		(20	)		99.00		06/18/22		(20	)
June 2023, IMM Eurodollar Future Option*		(310	)		(61	)		97.00		06/17/23		(48	)
March 2022, IMM Eurodollar Future Option*		(342	)		(18	)		99.38		03/19/22		(4	)
March 2022, IMM Eurodollar Future Option*		(145	)		(29	)		99.75		03/19/22		(43	)
February 2022, U.S. 10 Year Future Option*		(155	)		(123	)		131.50		01/22/22		(189	)
March 2022, U.S. 10 Year Future Option*		(257	)		(127	)		129.00		02/19/22		(104	)

					(920	)						(884	)


Call Options
September 2022, Eurodollar Mid-Curve Option*		(820	)		(271	)		99.00		09/17/22		(205	)
September 2022, Eurodollar Mid-Curve Option*		(390	)		(316	)		98.25		09/17/22		(339	)
March 2022, IMM Eurodollar Future Option*		(145	)		(25	)		99.75		03/19/22		(8	)
February 2022, U.S. 10 Year Future Option*		(155	)		(98	)		131.50		01/22/22		(29	)
March 2022, U.S. 10 Year Future Option*		(140	)		(40	)		133.50		02/19/22		(13	)
February 2022, U.S. 5 Year Future Option*		(121	)		(35	)		121.25		01/22/22		(28	)
February 2022, U.S. 5 Year Future Option*		(124	)		(31	)		121.50		01/22/22		(19	)
March 2022, U.S. Bond Future Option*		(200	)		(184	)		169.00		02/19/22		(47	)

					(1,000	)						(688	)


Total Written Options				$	(1,920	)					$	(1,572	)

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
0.19%		USD LIBOR BBA		Semi-Annual		06/15/2022		USD		40,784	$	(17	)	$	–		$	(17	)
1.225%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		1,086		117			1			116
1.72875% FIXED		CMENA IR 2/15/47		Annual		02/15/2047		USD		3,250		(186	)		–			(186	)
1.52% FIXED		USD-SOFR-COMPOUND 2/15/47		Annual		02/15/2047		USD		5,559		(71	)		(66	)		(5	)
1.63 % FIXED		CMENA IR LIBOR 2/15/47		Quarterly		02/15/2047		USD		6,257		139			38			101
USD-LIBOR-BBA		1.6%		Quarterly		02/15/2047		USD		2,748		79			15			64
1.00%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		7,073		1,097			71			1,026
1.2%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		2,162		244			11			233
2.00%		USD-LIBOR-BBA		Quarterly		02/15/2047		USD		115		(6	)		2			(8	)
2.00%		USD-LIBOR-BBA		Quarterly		06/03/2051		USD		494		(33	)		5			(38	)
2.05%		USD-LIBOR-BBA		Quarterly		06/07/2051		USD		1,480		(118	)		–			(118	)
1.67125% FIXED		CMENA IR 7/9/2051 LIBOR		Quarterly		07/09/2051		USD		4,528		50			(20	)		70
1.8075%		3 MONTH USD - LIBOR		Quarterly		07/24/2053		USD		1,300		(13	)		–			(13	)
3M USD LIBOR		1.7725%		Quarterly		07/24/2053		USD		2,600		(5	)		–			(5	)
3 MONTH USD - LIBOR		1.785%		Quarterly		07/24/2053		USD		1,920		(10	)		–			(10	)
1.2%		US LIBOR BBA		Quarterly		10/07/2050		USD		946		116			6			110
USD-SOFRRATE		0.74%		Annual		08/19/2045		USD		5,670		834			–			834
0.56%		USD-SOFRRATE		Annual		07/20/2045		USD		8,660		1,585			105			1,480
USD CPI INDEX		2.77%		Annual		10/20/2031		USD		10,870		(162	)		9			(171	)
.97%		USA-CPI-U		Annual		11/18/2023		USD		12,250		(2	)		(65	)		63
3 MONTH USD - LIBOR		.0725%		Quarterly		07/24/2025		USD		15,555		(165	)		–			(165	)
3 MONTH USD - LIBOR		.0255%		Semi-Annual		07/24/2025		USD		31,110		(359	)		–			(359	)
3 MONTH USD - LIBOR		.0355%		Semi-Annual		07/24/2025		USD		23,015		(262	)		–			(262	)
3M LIBOR		1.39% FIXED		Semi-Annual		09/28/2025		USD		35,750		(172	)		–			(172	)
3M LIBOR		.6875% FIXED		Semi-Annual		12/07/2025		USD		39,405		30			–			30
2.95%		USD CPI INDEX		Annual		10/20/2026		USD		10,870		180			(5	)		185
.37%		SA-CPI-U		Annual		11/18/2026		USD		12,250		100			189			(89	)
.52%		USD-SOFR-OIS-COMPOUND		Annual		11/20/2026		USD		13,910		(60	)		(32	)		(28	)
0.71 % FIXED		USD-SOFR-COMPOUND 5/15/2027		Annual		05/15/2027		USD		37,002		824			–			824
1.35%		USD-LIBOR-BBA		Quarterly		02/15/2028		USD		26,862		111			(73	)		184
1.113%		SOFR- COMPOUNDING		Annual		08/15/2028		USD		21,686		86			153			(67	)
.22% FIXED		SD-SOFR-OIS-COMPOUND		Annual		08/15/2028		USD		9,318		(17	)		(1	)		(16	)
1.2%		SOFR- COMPOUNDING		Annual		11/01/2028		USD		7,156		–			–			0
1.7334%		USD LIBOR BBA		Annual		10/20/2031		USD		10,870		(112	)		42			(154	)
3M LIBOR		.87%		Quarterly		09/28/2053		USD		3,050		(76	)		–			(76	)
3M LIBOR		.6875% FIXED		Quarterly		12/07/2053		USD		3,295		17			–			17
											$	3,763		$	385		$	3,378

Credit Default Swaps
Reference Entity/ Obligation	Buy/Sell Protection		(Pays)/Receives Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.HY.37		Sell		5.00%		Quarterly		12/20/2026		(19,560	)	$	1,799	$	1,771	$	28
CDS-CDX.NA.IG.37		Sell		1.00%		Quarterly		12/20/2026		(126,786	)		3,098		2,872		226
												$	4,897	$	4,643	$	254

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Asset-Backed Securities			Investments in Common Stock			Investments in Preferred Stock			Investments in Warrants
Balance as of October 1, 2021	$	3,147		$	18,534		$	163,469		$	16,305		$	2,647		$	548
Accrued discounts/premiums		(144	)		3			11			—			—			—
Realized gain/(loss)		—			3			1,792			2,214			60			—
Change in unrealized appreciation/(depreciation)		182			(202	)		3,001			(895	)		(65	)		47
Purchases		—			329			92			—			1,156			—
Sales		—			(4,164	)		(10,932	)		(2,394	)		(80	)		(44	)
Net transfer into Level 3		—			—			—			—			—			—
Net transfer out of Level 3		(2,569	)		—			—			—			—			—
Ending Balance as of December 31, 2021⁽¹⁾	$	616		$	14,503		$	157,433		$	15,230		$	3,718		$	551
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	182		$	(202	)	$	3,001		$	(895	)	$	(65	)	$	47

Description	Counterparty		Number of Contracts/ Notional Amount		Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTIONS — 1.0%
Call Swaptions
SWAPTION 3Y30Y 1.985% PAY*		Bank of America Merrill Lynch		45,991,254	$	1.99		08/17/2024	$	3,637
SWAPTION 3Y30Y 2.000% PAY*		Bank of America Merrill Lynch		80,642,481	$	2.00		08/19/2023		4,976
Total Purchased Swaptions				126,633,735					$	8,613

(H)	Unsettled bank loan. Interest rate may not be available.
(I)	Rate is negative due to the decrease in value of the foreign currency against the U.S. Dollar.
(J)	Zero coupon security. The rate shown on the Schedule of Investments is the security's effective yield at the time of purchase.
(K)	Securities considered illiquid. The total value of such securities as of December 31, 2021 was $2,473 ($ Thousands) and represented 0.3% of the Net Assets of the Fund.
(L)	No rate available.
(M)	Refer to table below for details on Options Contracts.
(N)	Refer to table below for details on Swaption Contracts.

Variance Swaps
Counterparty	Reference Entity/ Obligation		Volatility Strike Price		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
Bank of America Merrill Lynch		USDJPY VARSWAP Long		6.85%		Quarterly		4/16/2022		USD		35	$	(33	)	$	–	$	(33	)
Bank of America Merrill Lynch		USDJPY VARSWAP Long		6.85%		Quarterly		4/16/2022		USD		120		(114	)		–		(114	)
													$	(147	)	$	–	$	(147	)