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

Communication Services — 5.8%
Alphabet Inc, Cl A *		4,152	$	9,048
Alphabet Inc, Cl C *		11,462		25,073
AT&T Inc		71,500		1,499
Comcast Corp, Cl A		142,077		5,575
Fox Corp, Cl A		48,678		1,566
Live Nation Entertainment Inc *		56,883		4,697
Meta Platforms Inc, Cl A *		76,652		12,360
Nexstar Media Group Inc, Cl A		4,242		691
Paramount Global, Cl B		22,664		559
TEGNA Inc		150,197		3,150
T-Mobile US Inc *		52,721		7,093
Verizon Communications Inc		280,734		14,247
Walt Disney Co/The *		136,568		12,892
Warner Bros Discovery Inc *		56,488		758

				99,208
Consumer Discretionary — 10.0%
Advance Auto Parts Inc		16,799		2,908
Alibaba Group Holding ADR *		27,851		3,166
Amazon.com Inc, Cl A *		285,500		30,323
AutoZone Inc *		1,922		4,131
Best Buy Co Inc		38,681		2,522
Booking Holdings Inc *		2,518		4,404
BorgWarner Inc		204,343		6,819
Capri Holdings Ltd *		66,333		2,720
Carnival Corp *		59,440		514
Dick's Sporting Goods Inc (A)		36,476		2,749
Dillard's Inc, Cl A (A)		6,433		1,419
Dollar General Corp		41,094		10,086
Domino's Pizza Inc		3,373		1,314
DR Horton Inc		43,190		2,859
eBay Inc		56,727		2,364
Foot Locker Inc, Cl A		23,394		591
Ford Motor Co		105,794		1,177
General Motors Co *		209,815		6,664
Goodyear Tire & Rubber Co/The *		38,367		411
Harley-Davidson Inc, Cl A		49,267		1,560
Kohl's Corp		31,690		1,131
Lear Corp		26,627		3,352
Lennar Corp, Cl A		6,546		462
Lithia Motors Inc, Cl A		3,372		927
Lowe's Cos Inc		60,506		10,569
Magna International Inc, Cl A		49,219		2,702
MercadoLibre Inc *		1,300		828
MGM Resorts International		188,891		5,468
NIKE Inc, Cl B		89,182		9,114
O'Reilly Automotive Inc *		4,128		2,608
PulteGroup Inc		217,624		8,624
Ralph Lauren Corp, Cl A		8,071		724
Ross Stores Inc		122,122		8,577
Royal Caribbean Cruises Ltd *		5,535		193


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Starbucks Corp		76,846	$	5,870
Target Corp, Cl A		35,789		5,054
Tesla Inc *		9,964		6,710
Thor Industries Inc		33,250		2,485
Toll Brothers Inc		10,842		483
Vail Resorts Inc		3,358		732
Whirlpool Corp		27,260		4,222

				169,536
Consumer Staples — 6.9%
Altria Group Inc		43,653		1,824
Archer-Daniels-Midland Co		5,437		422
Coca-Cola Co/The		146,094		9,191
Coca-Cola Europacific Partners PLC		141,549		7,305
Colgate-Palmolive Co		71,119		5,700
Conagra Brands Inc		265,977		9,107
Herbalife Nutrition Ltd *		15,238		312
Ingredion Inc		89,406		7,882
J M Smucker Co/The		74,121		9,488
Kraft Heinz Co/The		12,498		477
Kroger Co/The		317,607		15,032
Molson Coors Beverage Co, Cl B		30,456		1,660
Mondelez International Inc, Cl A		24,251		1,506
PepsiCo Inc		66,095		11,015
Philip Morris International Inc		121,483		11,995
Procter & Gamble Co/The		15,906		2,287
Sysco Corp, Cl A		116,826		9,896
Tyson Foods Inc, Cl A		108,441		9,332
Walgreens Boots Alliance Inc		38,917		1,475

				115,906
Energy — 4.0%
Baker Hughes Co, Cl A		10,888		314
BP PLC ADR		127,849		3,625
Canadian Natural Resources Ltd		102,799		5,518
Chevron Corp		84,335		12,210
ConocoPhillips		97,668		8,772
Devon Energy Corp		133,932		7,381
EOG Resources Inc		3,611		399
Exxon Mobil Corp		7,057		605
HF Sinclair Corp		91,334		4,125
Marathon Petroleum Corp		88,680		7,290
Phillips 66		45,420		3,724
Pioneer Natural Resources Co		29,381		6,554
Shell PLC ADR		30,942		1,618
Valero Energy Corp		52,768		5,608

				67,743
Financials — 13.9%
Aflac Inc		94,072		5,205
American Financial Group Inc/OH		4,314		599
Ameriprise Financial Inc		25,172		5,983
Bank of America Corp		306,396		9,538


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bank of New York Mellon Corp/The		19,244	$	803
Berkshire Hathaway Inc, Cl B *		67,802		18,511
Capital One Financial Corp		55,084		5,739
Charles Schwab Corp/The		142,100		8,978
Citigroup Inc		188,271		8,659
Citizens Financial Group Inc		9,142		326
Discover Financial Services		32,032		3,030
Everest Re Group Ltd		1,843		517
FactSet Research Systems Inc		863		332
Fifth Third Bancorp		146,251		4,914
First American Financial Corp		21,368		1,131
First Republic Bank/CA		85,489		12,328
Goldman Sachs Group Inc/The		3,354		996
Hartford Financial Services Group Inc/The		89,538		5,858
JPMorgan Chase & Co		80,157		9,026
KeyCorp		113,094		1,949
KKR & Co Inc		55,247		2,557
Markel Corp *		11,289		14,599
Marsh & McLennan Cos Inc		67,492		10,478
Moody's Corp		38,887		10,576
Morgan Stanley		65,872		5,010
Popular Inc		60,934		4,688
Progressive Corp/The		60,532		7,038
Radian Group Inc		16,498		324
Regions Financial Corp		212,723		3,989
Reinsurance Group of America Inc, Cl A		3,004		352
S&P Global Inc		32,748		11,038
Signature Bank/New York NY, Cl B		17,706		3,173
SLM Corp		302,734		4,826
Starwood Property Trust Inc ^‡		32,387		677
State Street Corp		117,863		7,266
Synchrony Financial		217,031		5,994
US Bancorp		323,806		14,902
Voya Financial Inc		62,675		3,731
Wells Fargo & Co		112,295		4,399
Willis Towers Watson PLC		63,313		12,497
Zions Bancorp NA		71,519		3,640

				236,176
Health Care — 15.8%
AbbVie Inc		59,751		9,151
Acadia Healthcare Co Inc, Cl A *		5,449		369
Agilent Technologies Inc		55,798		6,627
AmerisourceBergen Corp, Cl A		85,799		12,139
Amgen Inc, Cl A		57,858		14,077
AstraZeneca PLC ADR		84,193		5,563
Baxter International Inc		113,683		7,302
Biogen Inc *		2,286		466
Bristol-Myers Squibb Co		155,447		11,969
Cardinal Health Inc		7,743		405
Catalent Inc *		40,549		4,350
Cigna Corp		1,877		495


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CVS Health Corp		180,353	$	16,711
Danaher Corp, Cl A		43,061		10,917
DaVita Inc *		4,103		328
Edwards Lifesciences Corp, Cl A *		34,783		3,308
Gilead Sciences Inc		8,671		536
GSK PLC ADR		30,148		1,312
HCA Healthcare Inc		17,171		2,886
Humana Inc		25,531		11,950
Jazz Pharmaceuticals PLC *		28,183		4,397
Johnson & Johnson		209,632		37,212
McKesson Corp		29,908		9,756
Medtronic PLC		92,217		8,276
Merck & Co Inc		91,347		8,328
Mettler-Toledo International Inc *		11,204		12,871
Natera Inc *		57,996		2,055
Organon & Co		15,833		534
Perrigo Co PLC		46,264		1,877
Pfizer Inc		239,035		12,533
Teleflex Inc		15,319		3,766
Thermo Fisher Scientific Inc		11,874		6,451
UnitedHealth Group Inc		48,118		24,715
Vertex Pharmaceuticals Inc *		19,783		5,575
Zimmer Biomet Holdings Inc		86,871		9,127

				268,334
Industrials — 9.8%
AerCap Holdings NV *		62,810		2,571
AGCO Corp		28,514		2,814
Alaska Air Group Inc *		58,156		2,329
Allison Transmission Holdings Inc		37,699		1,449
American Airlines Group Inc *		147,592		1,871
AMETEK Inc		38,760		4,259
Cummins Inc		30,186		5,842
Delta Air Lines Inc, Cl A *		46,513		1,347
Dover Corp		39,611		4,806
Eaton Corp PLC		36,869		4,645
Emerson Electric Co		43,388		3,451
FedEx Corp		33,861		7,677
Fortive Corp		171,178		9,309
General Electric Co		70,202		4,470
GXO Logistics Inc *		153,950		6,661
Honeywell International Inc		113,389		19,708
Huntington Ingalls Industries Inc, Cl A		10,975		2,391
IDEX Corp		18,824		3,419
L3Harris Technologies Inc		15,407		3,724
Lockheed Martin Corp		7,508		3,228
ManpowerGroup Inc		29,203		2,231
Northrop Grumman Corp		2,095		1,003
Owens Corning		34,317		2,550
Parker-Hannifin Corp, Cl A		25,904		6,374
Rockwell Automation Inc		9,451		1,884
Ryder System Inc		14,973		1,064


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Snap-on Inc		8,649	$	1,704
Stanley Black & Decker Inc		65,678		6,887
Textron Inc		56,360		3,442
Timken Co/The		72,653		3,854
TransDigm Group Inc *		23,745		12,743
Uber Technologies Inc *		99,982		2,046
United Airlines Holdings Inc *		23,047		816
United Parcel Service Inc, Cl B		61,103		11,154
WW Grainger Inc		27,733		12,603

				166,326
Information Technology — 22.7%
Adobe Inc *		45,772		16,755
Advanced Micro Devices Inc *		92,604		7,081
Amdocs Ltd		39,822		3,318
Amkor Technology Inc		51,908		880
Amphenol Corp, Cl A		107,406		6,915
Apple Inc		376,334		51,452
Applied Materials Inc		73,076		6,648
Arrow Electronics Inc, Cl A *		5,863		657
Automatic Data Processing Inc		26,457		5,557
Bill.com Holdings Inc *		13,507		1,485
Block, Cl A *		17,306		1,064
Cadence Design Systems Inc *		18,802		2,821
Cisco Systems Inc		151,519		6,461
Crowdstrike Holdings Inc, Cl A *		15,771		2,658
Datadog Inc, Cl A *		13,691		1,304
Dell Technologies Inc, Cl C		4,018		186
DXC Technology Co *		70,284		2,130
Fortinet Inc *		14,010		793
Global Payments Inc		148,513		16,431
Hewlett Packard Enterprise Co		249,894		3,314
HP Inc		173,068		5,673
Intel Corp		118,591		4,437
International Business Machines Corp		24,273		3,427
Intuit Inc		55,738		21,484
Jabil Inc		68,671		3,517
Juniper Networks Inc		88,541		2,523
KLA Corp		28,023		8,942
Marqeta Inc, Cl A *		157,775		1,280
Microchip Technology Inc		299,789		17,412
Micron Technology Inc		45,152		2,496
Microsoft Corp		227,275		58,371
Motorola Solutions Inc		54,849		11,496
NetApp Inc		13,851		904
NVIDIA Corp		42,585		6,455
NXP Semiconductors NV		54,086		8,006
ON Semiconductor Corp *		5,569		280
Oracle Corp, Cl B		90,918		6,352
Paychex Inc		24,626		2,804
PayPal Holdings Inc *		41,194		2,877
Qorvo Inc *		3,170		299


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
QUALCOMM Inc		46,464	$	5,935
Roper Technologies Inc		21,548		8,504
salesforce.com *		60,259		9,945
SAP SE ADR		74,822		6,788
Seagate Technology Holdings PLC		44,700		3,193
Snowflake, Cl A *		9,827		1,367
SolarEdge Technologies Inc *		3,670		1,004
Teradyne Inc		32,165		2,880
Unity Software Inc *		27,102		998
VeriSign Inc *		2,120		355
Visa Inc, Cl A		110,461		21,749
Vishay Intertechnology Inc		115,899		2,065
VMware Inc, Cl A *		11,631		1,326
Vontier Corp		467,725		10,753
Xerox Holdings Corp		58,641		871

				384,678
Materials — 4.7%
Air Products and Chemicals Inc		58,182		13,992
Avery Dennison Corp		29,900		4,840
Berry Global Group Inc *		13,761		752
Celanese Corp, Cl A		37,618		4,424
Crown Holdings Inc		65,796		6,065
DuPont de Nemours Inc		38,689		2,150
Eastman Chemical Co		73,135		6,565
Ecolab Inc		66,558		10,234
Huntsman Corp		180,232		5,110
International Flavors & Fragrances Inc		13,914		1,658
International Paper Co		39,192		1,639
Linde PLC		12,795		3,679
Louisiana-Pacific Corp		5,250		275
LyondellBasell Industries NV, Cl A		3,410		298
Newmont Corp		48,882		2,917
PPG Industries Inc		58,040		6,636
Reliance Steel & Aluminum Co		7,377		1,253
Steel Dynamics Inc		6,666		441
Sylvamo Corp		11,192		366
Vulcan Materials Co		40,048		5,691
Westrock Co		8,670		345

				79,330
Real Estate — 2.7%
American Homes 4 Rent, Cl A ^‡		145,960		5,173
American Tower Corp, Cl A ^‡		55,725		14,243
Crown Castle International Corp ^‡		70,972		11,950
Extra Space Storage Inc ^‡		33,488		5,697
Gaming and Leisure Properties Inc ^‡		87,103		3,994
Iron Mountain Inc ^‡		24,500		1,193
Omega Healthcare Investors Inc ^‡		57,992		1,635
Sabra Health Care Inc ^‡		73,150		1,022
Service Properties Trust ^‡		167,852		878

				45,785


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Utilities — 2.3%
CenterPoint Energy Inc		237,187	$	7,016
Edison International		34,470		2,180
FirstEnergy Corp		182,591		7,010
NiSource Inc		272,948		8,049
NRG Energy Inc		60,226		2,299
PPL Corp		210,324		5,706
UGI Corp		103,502		3,996
Vistra Corp		114,510		2,616

				38,872
Total Common Stock
(Cost $1,216,978) ($ Thousands)				1,671,894


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		2,836,550	$	2,841


Total Affiliated Partnership
(Cost $2,834) ($ Thousands)				2,841



CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		22,519,096		22,519

Total Cash Equivalent
(Cost $22,519) ($ Thousands)				22,519


Total Investments in Securities — 100.1%
(Cost $1,242,331) ($ Thousands)			$	1,697,254

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $1,695,880 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $4,029 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $2,841 ($ 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 summary of the level of inputs used as of June 30, 2022, 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

1,671,894

–

1,671,894

Affiliated Partnership

–

2,841

–

2,841

Cash Equivalent

22,519

–

22,519

Total Investments in Securities

1,694,413

2,841

–

1,697,254

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		16			–		–		16
Unrealized Depreciation		(103	)		–		–		(103	)
Total Other Financial Instruments		(87	)		–		–		(87	)

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

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 June 30, 2022 ($ Thousands):


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

Communication Services — 6.2%
AT&T Inc		1,031,235	$	21,615
BCE Inc (A)		272,263		13,390
Comcast Corp, Cl A		299,590		11,756
Fox Corp, Cl A		114,572		3,685
Meta Platforms Inc, Cl A *		29,219		4,712
Nexstar Media Group Inc, Cl A		7,601		1,238
Omnicom Group Inc		3,811		242
Paramount Global, Cl B		47,731		1,178
TEGNA Inc		131,658		2,761
T-Mobile US Inc *		49,749		6,693
Verizon Communications Inc		174,796		8,871
Walt Disney Co/The *		48,850		4,611
Warner Bros Discovery *		235,617		3,162

				83,914
Consumer Discretionary — 7.1%
Autoliv Inc		22,443		1,606
Best Buy Co Inc		62,685		4,087
Booking Holdings Inc *		1,165		2,038
BorgWarner		19,597		654
Carnival Corp *		89,490		774
Dick's Sporting Goods Inc (A)		21,511		1,621
Dillard's Inc, Cl A (A)		12,276		2,708
DR Horton Inc		28,399		1,880
eBay Inc		41,518		1,730
Foot Locker Inc, Cl A		38,308		967
Ford Motor Co		192,027		2,137
General Motors Co *		252,138		8,008
Genuine Parts Co		132,329		17,600
Goodyear Tire & Rubber Co/The *		132,487		1,419
Harley-Davidson Inc, Cl A		28,479		902
Kohl's Corp		22,338		797
Lear Corp		12,142		1,528
Lennar Corp, Cl A		8,202		579
Lithia Motors Inc, Cl A		9,263		2,546
Lowe's Cos Inc		51,644		9,021
Magna International Inc, Cl A		24,663		1,354
PulteGroup Inc		215,305		8,532
Royal Caribbean Cruises Ltd *		6,489		226
Target Corp, Cl A		98,887		13,966
Thor Industries Inc (A)		63,503		4,746
Whirlpool Corp		24,849		3,848

				95,274
Consumer Staples — 8.4%
Altria Group Inc		207,317		8,660
Archer-Daniels-Midland Co		6,119		475
Conagra Brands Inc		146,906		5,030
Diageo PLC ADR		37,752		6,573
Ingredion Inc		83,947		7,401
J M Smucker Co/The		17,549		2,246


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kimberly-Clark Corp		77,089	$	10,418
Kraft Heinz Co/The		56,221		2,144
Kroger Co/The		285,342		13,505
Molson Coors Beverage Co, Cl B		104,071		5,673
Philip Morris International Inc		181,374		17,909
Procter & Gamble Co/The		21,425		3,081
Tyson Foods Inc, Cl A		147,143		12,663
Unilever PLC ADR		172,247		7,894
Walgreens Boots Alliance Inc		218,411		8,278
Walmart Inc		9,909		1,205

				113,155
Energy — 6.8%
BP PLC ADR		152,424		4,321
Canadian Natural Resources Ltd		55,860		2,999
Chevron Corp		168,059		24,331
ConocoPhillips		231,272		20,770
Devon Energy Corp		74,775		4,121
Exxon Mobil Corp		258,487		22,137
HF Sinclair Corp		39,940		1,804
Marathon Petroleum Corp		47,244		3,884
Phillips 66		20,097		1,648
Shell PLC ADR		21,424		1,120
Valero Energy Corp		42,991		4,569

				91,704
Financials — 18.3%
Aflac Inc		88,114		4,875
Allstate Corp/The		34,766		4,406
American Financial Group Inc/OH		21,126		2,932
Ameriprise Financial Inc		26,001		6,180
Annaly Capital Management Inc ^‡		292,976		1,732
Bank of America Corp		623,733		19,417
Bank of New York Mellon Corp/The		191,211		7,976
Berkshire Hathaway Inc, Cl B *		40,463		11,047
Capital One Financial Corp		28,002		2,918
Chubb Ltd		89,857		17,664
Citigroup Inc		538,848		24,782
Citizens Financial Group Inc		104,794		3,740
Discover Financial Services		37,526		3,549
Fifth Third Bancorp		113,014		3,797
First American Financial Corp		19,225		1,017
Goldman Sachs Group Inc/The		7,938		2,358
Hartford Financial Services Group Inc/The		40,505		2,650
JPMorgan Chase & Co		171,797		19,346
KeyCorp		125,944		2,170
KKR & Co Inc		30,397		1,407
Lincoln National Corp		29,914		1,399
MetLife Inc		85,353		5,359
Morgan Stanley		234,676		17,849
New York Community Bancorp Inc		262,592		2,398
Popular Inc		58,412		4,493
Principal Financial Group Inc, Cl A		3,953		264


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Prudential Financial Inc		60,510	$	5,790
Radian Group Inc		35,327		694
Regions Financial Corp		201,984		3,787
Reinsurance Group of America Inc, Cl A		17,488		2,051
SLM Corp		266,253		4,244
State Street Corp		47,517		2,930
Synchrony Financial		153,808		4,248
T Rowe Price Group Inc		8,283		941
Travelers Cos Inc/The		50,275		8,503
Truist Financial Corp		211,571		10,035
Unum Group		55,915		1,902
Voya Financial Inc		103,747		6,176
Wells Fargo & Co		345,185		13,521
Willis Towers Watson PLC		16,379		3,233
Zions Bancorp NA		79,407		4,042

				247,822
Health Care — 17.6%
AbbVie Inc		26,369		4,039
Amgen Inc, Cl A		23,430		5,700
AstraZeneca PLC ADR		54,158		3,578
Biogen Inc *		10,497		2,141
Bristol-Myers Squibb Co		183,512		14,130
Cardinal Health Inc		108,372		5,665
Cigna Corp		22,581		5,951
CVS Health Corp		185,795		17,216
DaVita Inc *		25,118		2,008
Eli Lilly & Co		28,835		9,349
Gilead Sciences Inc		112,567		6,958
GSK PLC ADR		91,555		3,985
HCA Healthcare Inc		16,836		2,829
Hologic Inc *		12,724		882
Jazz Pharmaceuticals PLC *		41,808		6,523
Johnson & Johnson		161,111		28,599
McKesson Corp		39,209		12,790
Medtronic PLC		177,966		15,973
Merck & Co Inc		318,066		28,998
Novartis AG ADR		143,434		12,124
Organon & Co		16,136		545
Pfizer Inc		733,938		38,480
Viatris Inc, Cl W *		291,220		3,049
Zimmer Biomet Holdings Inc		45,934		4,826

				236,338
Industrials — 10.8%
3M Co		61,376		7,943
AerCap Holdings NV *		77,499		3,173
AGCO Corp		31,476		3,107
Alaska Air Group Inc *		72,619		2,908
Allison Transmission Holdings Inc		68,559		2,636
Cummins Inc		46,257		8,952
Delta Air Lines Inc, Cl A *		130,072		3,768
FedEx Corp		36,932		8,373


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
General Dynamics Corp		63,868	$	14,131
Huntington Ingalls Industries Inc, Cl A		16,362		3,564
Johnson Controls International PLC		313,634		15,017
L3Harris Technologies Inc		7,044		1,703
Lockheed Martin Corp		13,601		5,848
ManpowerGroup Inc		42,383		3,239
Northrop Grumman Corp		9,987		4,779
Owens Corning		23,991		1,783
PACCAR Inc		13,110		1,079
Raytheon Technologies Corp		209,293		20,115
Ryder System Inc		28,822		2,048
Siemens AG ADR		165,998		8,479
Snap-on Inc		18,548		3,654
Textron Inc		56,910		3,476
Timken Co/The		50,058		2,656
United Airlines Holdings Inc *		50,687		1,795
United Parcel Service Inc, Cl B		68,760		12,551

				146,777
Information Technology — 10.0%
Amdocs Ltd		68,616		5,716
Amkor Technology Inc		108,102		1,832
Applied Materials Inc		46,847		4,262
Arrow Electronics Inc, Cl A *		43,920		4,923
Broadcom Inc		21,761		10,572
Cisco Systems Inc/Delaware		349,960		14,922
Cognizant Technology Solutions Corp, Cl A		28,611		1,931
Dell Technologies Inc, Cl C		14,748		682
DXC Technology Co *		52,976		1,606
Global Payments Inc		29,748		3,291
Hewlett Packard Enterprise Co		260,289		3,451
HP Inc		333,017		10,916
Intel Corp		576,838		21,580
International Business Machines Corp		35,900		5,069
Jabil Inc		72,955		3,736
Juniper Networks Inc		180,394		5,141
Micron Technology Inc		69,408		3,837
Microsoft Corp		39,275		10,087
Oracle Corp, Cl B		76,101		5,317
QUALCOMM Inc		2,792		357
Seagate Technology Holdings PLC		48,818		3,488
Teradyne Inc		63,936		5,726
Vontier Corp		190,609		4,382
Xerox Holdings Corp		94,367		1,401

				134,225
Materials — 4.6%
Berry Global Group Inc *		26,280		1,436
Celanese Corp, Cl A		36,390		4,280
Crown Holdings Inc		50,076		4,616
Dow Inc		221,468		11,430
DuPont de Nemours Inc		48,652		2,704
Eastman Chemical Co		74,402		6,679


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Huntsman Corp		173,256	$	4,912
International Paper Co		111,708		4,673
Louisiana-Pacific Corp		27,750		1,454
LyondellBasell Industries NV, Cl A		37,839		3,309
Newmont Corp		65,956		3,936
O-I Glass Inc, Cl I *		82,301		1,152
Reliance Steel & Aluminum Co		30,103		5,113
Steel Dynamics Inc		44,467		2,941
Sylvamo Corp		10,155		332
Westrock Co		60,481		2,410

				61,377
Real Estate — 3.3%
Boston Properties Inc ^‡		87,252		7,764
Gaming and Leisure Properties Inc ^‡		70,961		3,254
Healthpeak Properties Inc ^‡		430,340		11,150
Iron Mountain Inc ^‡		44,969		2,190
Omega Healthcare Investors Inc ^‡		84,133		2,372
Sabra Health Care Inc ^‡		182,928		2,555
Service Properties Trust ^‡		252,553		1,321
Simon Property Group Inc ^‡		27,995		2,657
VICI Properties Inc ^‡		372,874		11,108

				44,371
Utilities — 5.2%
Duke Energy Corp		113,298		12,147
Edison International		110,674		6,999
Exelon Corp		33,433		1,515
FirstEnergy Corp		116,210		4,461
NextEra Energy Inc		235,543		18,245


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NiSource Inc		228,443	$	6,737
NRG Energy Inc		100,694		3,843
PPL Corp		247,181		6,706
UGI Corp		159,854		6,172
Vistra Corp		118,676		2,712

				69,537
Total Common Stock
(Cost $1,007,286) ($ Thousands)				1,324,494



AFFILIATED PARTNERSHIP — 1.4%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		18,669,735		18,670


Total Affiliated Partnership
(Cost $18,672) ($ Thousands)				18,670



CASH EQUIVALENT — 1.5%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		20,529,103		20,529

Total Cash Equivalent
(Cost $20,529) ($ Thousands)				20,529


Total Investments in Securities — 101.2%
(Cost $1,046,487) ($ Thousands)			$	1,363,693

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $1,347,901 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $17,942 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $18,670 ($ 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 summary of the level of inputs used as of June 30, 2022, 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

1,324,494

–

1,324,494

Affiliated Partnership

–

18,670

–

18,670

Cash Equivalent

20,529

–

20,529

Total Investments in Securities

1,345,023

18,670

–

1,363,693

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(226	)		–		–		(226	)
Total Other Financial Instruments		(226	)		–		–		(226	)

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.6%

Communication Services — 8.2%
Alphabet Inc, Cl A *		16,348	$	35,626
Alphabet Inc, Cl C *		21,303		46,599
Interpublic Group of Cos Inc/The		10,780		297
Live Nation Entertainment Inc *		200,904		16,591
Meta Platforms Inc, Cl A *		66,066		10,653
Sirius XM Holdings Inc (A)		47,179		289
Take-Two Interactive Software Inc, Cl A *		25,635		3,141

				113,196
Consumer Discretionary — 15.1%
Airbnb, Cl A *		36,612		3,261
Alibaba Group Holding ADR *		65,419		7,437
Amazon.com Inc, Cl A *		560,888		59,572
AutoZone Inc *		11,552		24,827
Capri Holdings Ltd *		125,545		5,149
Domino's Pizza Inc		4,265		1,662
General Motors Co *		81,927		2,602
Home Depot Inc/The		33,965		9,316
Lennar Corp, Cl A		77,674		5,481
Lithia Motors Inc, Cl A		23,529		6,466
Lowe's Cos Inc		70,462		12,308
Lululemon Athletica Inc *		791		216
Marriott International Inc/MD, Cl A		43,875		5,967
MercadoLibre Inc *		1,962		1,249
MGM Resorts International		412,298		11,936
NIKE Inc, Cl B		99,792		10,199
O'Reilly Automotive Inc *		2,938		1,856
Starbucks Corp		7,913		604
Tesla Inc *		38,883		26,185
TJX Cos Inc/The		179,607		10,031
Vail Resorts Inc		6,360		1,387
Williams-Sonoma Inc		1,706		189

				207,900
Consumer Staples — 5.4%
Altria Group Inc		5,653		236
Bunge Ltd		58,436		5,300
Coca-Cola Co/The		5,062		318
Colgate-Palmolive Co		86,277		6,914
Costco Wholesale Corp		32,511		15,582
Estee Lauder Cos Inc/The, Cl A		1,080		275
Hershey Co/The		35,619		7,664
Kroger Co/The		154,608		7,318
PepsiCo Inc		137,410		22,901
Procter & Gamble Co/The		55,173		7,933

				74,441
Energy — 1.3%
ConocoPhillips		81,813		7,347
EOG Resources Inc		11,816		1,305


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Pioneer Natural Resources Co		37,815	$	8,436

				17,088
Financials — 5.7%
Apollo Global Management		5,039		244
Blackstone Inc, Cl A		69,509		6,341
CME Group Inc		42,935		8,789
FactSet Research Systems Inc		24,114		9,273
Moody's Corp		62,183		16,912
MSCI Inc, Cl A		27,553		11,356
PacWest Bancorp		155,142		4,136
Raymond James Financial Inc		3,042		272
S&P Global Inc		35,657		12,019
Signature Bank/New York NY, Cl B		30,817		5,523
SVB Financial Group, Cl B *		6,511		2,572
W R Berkley Corp		3,870		264

				77,701
Health Care — 11.5%
Abbott Laboratories		56,782		6,169
AbbVie Inc		63,258		9,689
Acadia Healthcare Co Inc, Cl A *		53,509		3,619
AstraZeneca PLC ADR		123,441		8,156
Becton Dickinson and Co		31,954		7,878
Bristol-Myers Squibb Co		3,457		266
Catalent Inc *		12,531		1,344
Danaher Corp, Cl A		72,532		18,388
Edwards Lifesciences Corp, Cl A *		39,079		3,716
Johnson & Johnson		83,132		14,757
McKesson Corp		38,960		12,709
Merck & Co Inc		30,758		2,804
Mettler-Toledo International Inc *		5,061		5,814
Natera Inc *		35,175		1,247
Stryker Corp		7,064		1,405
Thermo Fisher Scientific Inc		516		280
UnitedHealth Group Inc		103,695		53,261
Veeva Systems Inc, Cl A *		1,386		275
Vertex Pharmaceuticals Inc *		24,684		6,956

				158,733
Industrials — 6.2%
AMETEK Inc		62,886		6,911
Builders FirstSource Inc *		4,249		228
Carrier Global Corp		234,476		8,361
Eaton Corp PLC		109,427		13,787
General Dynamics Corp		28,775		6,366
Graco Inc		149,146		8,861
Middleby Corp/The *		51,098		6,406
Otis Worldwide Corp		108,620		7,676
Robert Half International Inc		3,613		271
Tetra Tech Inc		44,285		6,047
TransDigm Group Inc *		19,818		10,636
Uber Technologies Inc *		40,640		831


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Union Pacific Corp		41,577	$	8,868
WW Grainger Inc		604		274

				85,523
Information Technology — 40.2%
Accenture PLC, Cl A		955		265
Adobe Inc *		46,253		16,931
Advanced Micro Devices Inc *		215,303		16,464
Analog Devices Inc		71,774		10,485
Apple Inc		761,400		104,099
Applied Materials Inc		160,917		14,640
Arista Networks Inc *		56,869		5,331
Arrow Electronics Inc, Cl A *		8,275		928
Bill.com Holdings Inc *		34,851		3,832
Block, Cl A *		26,927		1,655
Broadcom Inc		30,360		14,749
Cadence Design Systems Inc *		23,173		3,477
Cisco Systems Inc/Delaware		61,985		2,643
Concentrix Corp		1,580		214
Crowdstrike Holdings Inc, Cl A *		48,933		8,248
Datadog Inc, Cl A *		92,067		8,768
Dolby Laboratories Inc, Cl A		44,037		3,151
Dropbox Inc, Cl A *		17,988		378
F5 Inc, Cl A *		8,433		1,291
Fair Isaac Corp *		633		254
Fortinet Inc *		81,850		4,631
Gartner Inc *		1,120		271
Globant SA *		1,653		288
HP Inc		140,408		4,602
Intel Corp		6,398		239
Intuit Inc		81,517		31,420
Jabil Inc		11,984		614
Keysight Technologies Inc *		1,770		244
Manhattan Associates Inc *		2,228		255
Marqeta Inc, Cl A *		212,837		1,726
Mastercard Inc, Cl A		73,622		23,226
Microchip Technology Inc		4,124		240
Microsoft Corp		580,646		149,127
Monolithic Power Systems Inc		878		337
NetApp Inc		60,335		3,936
NortonLifeLock Inc		82,816		1,819
NVIDIA Corp		166,480		25,237
ON Semiconductor Corp *		30,515		1,535
Oracle Corp, Cl B		145,117		10,139
Palo Alto Networks Inc *		12,971		6,407
Paychex Inc		30,560		3,480
Paylocity Holding Corp *		1,544		269
PayPal Holdings Inc *		59,536		4,158
Pure Storage Inc, Cl A *		112,644		2,896
QUALCOMM Inc		45,936		5,868
Salesforce *		25,774		4,254
ServiceNow Inc *		14,167		6,737


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Snowflake, Cl A *		16,041	$	2,231
SolarEdge Technologies Inc *		28,908		7,912
Teradyne Inc		2,714		243
Texas Instruments Inc		1,709		263
Trade Desk Inc/The, Cl A *		38,296		1,604
Ubiquiti Inc		1,325		329
Unity Software Inc *		56,531		2,081
VeriSign Inc *		2,535		424
Visa Inc, Cl A		138,723		27,313

				554,158
Materials — 2.7%
Freeport-McMoRan Inc, Cl B		125,092		3,660
Linde PLC		28,757		8,268
Louisiana-Pacific Corp		70,562		3,698
Mosaic Co/The		106,263		5,019
Sherwin-Williams Co/The, Cl A		48,131		10,777
Steel Dynamics Inc		88,641		5,864
Westlake		2,107		206

				37,492
Real Estate — 1.2%
CBRE Group Inc, Cl A *		13,493		993
Crown Castle International Corp ^‡		83,042		13,983
Jones Lang LaSalle Inc *^‡		1,312		229
Public Storage ^‡		5,282		1,652

				16,857
Utilities — 0.1%
National Fuel Gas Co		23,301		1,539


Total Common Stock
(Cost $834,903) ($ Thousands)				1,344,628



AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		294,760		295


Total Affiliated Partnership
(Cost $295) ($ Thousands)				295

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $1,377,292 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $289 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $295 ($ 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 summary of the level of inputs used as of June 30, 2022, 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

1,344,628

–

1,344,628

Affiliated Partnership

–

295

–

295

Cash Equivalent

31,049

–

31,049

Total Investments in Securities

1,375,677

295

–

1,375,972

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 June 30, 2022, there were no transfers in or out of Level 3.

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


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

Communication Services — 8.4%
Activision Blizzard Inc		20,781	$	1,618
Alphabet Inc, Cl A *		8,058		17,561
Alphabet Inc, Cl C *		7,370		16,122
Altice USA Inc, Cl A *		5,800		54
AMC Entertainment Holdings, Cl A *(A)		13,800		187
AT&T Inc		191,491		4,014
Cable One Inc		138		178
Charter Communications Inc, Cl A *		3,074		1,440
Comcast Corp, Cl A		119,129		4,675
DISH Network Corp, Cl A *		6,511		117
Electronic Arts Inc		7,506		913
Fox Corp, Cl A		8,331		268
Fox Corp, Cl B		4,000		119
Frontier Communications Parent *		6,600		155
IAC/InterActiveCorp *		1,998		152
Interpublic Group of Cos Inc/The		10,400		286
Liberty Broadband Corp, Cl A *		600		68
Liberty Broadband Corp, Cl C *		3,458		400
Liberty Media Corp-Liberty Formula One, Cl A *		700		41
Liberty Media Corp-Liberty Formula One, Cl C *		5,300		336
Liberty Media Corp-Liberty SiriusXM *		6,698		241
Live Nation Entertainment Inc *		4,190		346
Lumen Technologies Inc		27,095		296
Madison Square Garden Sports Corp *		496		75
Match Group Inc *		7,499		523
Meta Platforms Inc, Cl A *		61,378		9,897
Netflix Inc *		11,677		2,042
New York Times Co/The, Cl A		4,312		120
News Corp, Cl A		10,300		160
News Corp, Cl B		3,200		51
Nexstar Media Group Inc, Cl A		1,100		179
Omnicom Group Inc		5,526		351
Paramount Global, Cl A		219		6
Paramount Global, Cl B		15,453		381
Pinterest Inc, Cl A *		15,076		274
Playtika Holding Corp *		2,800		37
ROBLOX, Cl A *		11,800		388
Roku Inc, Cl A *		3,145		258
Sirius XM Holdings Inc (A)		18,618		114
Spotify Technology SA *		3,660		343
Take-Two Interactive Software Inc, Cl A *		4,204		515
T-Mobile US Inc *		16,017		2,155
TripAdvisor Inc *		2,600		46
Twitter Inc *		19,880		743
Verizon Communications Inc		112,573		5,713
Walt Disney Co/The *		48,740		4,601
Warner Bros Discovery Inc *		63,320		850
World Wrestling Entertainment Inc, Cl A		1,200		75


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ZoomInfo Technologies, Cl A *		7,400	$	246

				79,730
Consumer Discretionary — 10.5%
ADT Inc		4,000		25
Advance Auto Parts Inc		1,717		297
Airbnb, Cl A *		10,000		891
Amazon.com Inc, Cl A *		238,220		25,301
Aptiv PLC *		7,253		646
Aramark		6,191		190
AutoNation Inc *		1,094		122
AutoZone Inc *		543		1,167
Bath & Body Works Inc		6,200		167
Best Buy Co Inc		5,380		351
Booking Holdings Inc *		1,081		1,891
BorgWarner Inc		6,400		214
Boyd Gaming Corp		2,200		109
Bright Horizons Family Solutions Inc *		1,600		135
Brunswick Corp/DE		2,000		131
Burlington Stores Inc *		1,753		239
Caesars Entertainment Inc *		5,400		207
Capri Holdings Ltd *		3,800		156
CarMax Inc *		4,300		389
Carnival Corp *		22,827		197
Carter's Inc		1,100		77
Carvana Co, Cl A *		2,268		51
Chipotle Mexican Grill Inc, Cl A *		739		966
Choice Hotels International Inc		928		104
Churchill Downs Inc		961		184
Columbia Sportswear Co		1,000		72
Darden Restaurants Inc		3,399		384
Deckers Outdoor Corp *		701		179
Dick's Sporting Goods Inc		1,592		120
Dollar General Corp		6,145		1,508
Dollar Tree Inc *		5,656		881
Domino's Pizza Inc		960		374
DoorDash Inc, Cl A *		6,664		428
DR Horton Inc		8,738		578
DraftKings, Cl A *		10,300		120
eBay Inc		14,906		621
Etsy Inc *		3,404		249
Expedia Group Inc *		4,024		382
Five Below Inc *		1,483		168
Floor & Decor Holdings Inc, Cl A *		2,700		170
Ford Motor Co		106,885		1,190
GameStop Corp, Cl A *(A)		1,700		208
Gap Inc/The		5,300		44
Garmin Ltd		4,057		399
General Motors Co *		38,849		1,234
Gentex Corp		6,235		174
Genuine Parts Co		3,676		489
Grand Canyon Education Inc *		800		75


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
H&R Block Inc		4,400	$	155
Hanesbrands Inc		9,000		93
Harley-Davidson Inc, Cl A		4,100		130
Hasbro Inc		3,402		279
Hilton Worldwide Holdings Inc		7,484		834
Home Depot Inc/The		27,707		7,599
Hyatt Hotels Corp, Cl A *		1,294		96
Kohl's Corp		3,625		129
Las Vegas Sands Corp *		8,846		297
Lear Corp		1,594		201
Leggett & Platt Inc		3,600		124
Lennar Corp, Cl A		7,089		500
Lennar Corp, Cl B		450		26
Leslie's Inc *		4,400		67
Lithia Motors Inc, Cl A		767		211
LKQ Corp		7,188		353
Lowe's Cos Inc		17,726		3,096
Lucid Group *(A)		14,200		244
Lululemon Athletica Inc *		2,984		813
Macy's Inc		7,600		139
Marriott International Inc/MD, Cl A		7,455		1,014
Marriott Vacations Worldwide Corp		1,100		128
Mattel Inc *		9,300		208
McDonald's Corp		19,798		4,888
MGM Resorts International		10,053		291
Mister Car Wash Inc *		2,100		23
Mohawk Industries Inc *		1,432		178
Newell Brands Inc, Cl B		10,070		192
NIKE Inc, Cl B		32,844		3,357
Nordstrom Inc		3,000		63
Norwegian Cruise Line Holdings Ltd *		11,363		126
NVR Inc *		82		328
Ollie's Bargain Outlet Holdings Inc *		1,661		98
O'Reilly Automotive Inc *		1,750		1,106
Peloton Interactive Inc, Cl A *		7,927		73
Penn National Gaming Inc *		4,400		134
Penske Automotive Group Inc, Cl A		800		84
Petco Health & Wellness Co Inc, Cl A *		1,300		19
Planet Fitness Inc, Cl A *		2,200		150
Polaris Inc		1,531		152
Pool Corp		1,021		359
PulteGroup Inc		6,500		258
PVH Corp		1,849		105
QuantumScape, Cl A *(A)		6,600		57
Ralph Lauren Corp, Cl A		1,184		106
RH *		453		96
Rivian Automotive, Cl A *		4,800		123
Ross Stores Inc		9,344		656
Royal Caribbean Cruises Ltd *		5,823		203
Service Corp International/US		4,300		297
Six Flags Entertainment Corp *		2,100		46
Skechers USA Inc, Cl A *		3,453		123


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Starbucks Corp (A)		30,701	$	2,345
Tapestry Inc		6,908		211
Target Corp, Cl A		12,402		1,752
Tempur Sealy International Inc		4,700		100
Terminix Global Holdings Inc *		3,200		130
Tesla Inc *		22,729		15,306
Thor Industries Inc		1,400		105
TJX Cos Inc/The		31,459		1,757
Toll Brothers Inc		2,900		129
TopBuild Corp *		858		143
Tractor Supply Co		3,001		582
Travel + Leisure Co		2,263		88
Ulta Beauty Inc *		1,378		531
Under Armour Inc, Cl A *		4,815		40
Under Armour Inc, Cl C *		5,600		42
Vail Resorts Inc		1,070		233
VF Corp		9,364		414
Victoria's Secret & Co *		1,966		55
Wayfair Inc, Cl A *		2,023		88
Wendy's Co/The		4,600		87
Whirlpool Corp		1,538		238
Williams-Sonoma Inc		1,900		211
Wyndham Hotels & Resorts Inc		2,463		162
Wynn Resorts Ltd *		2,815		160
YETI Holdings Inc *		2,300		99
Yum! Brands Inc		7,609		864

				100,553
Consumer Staples — 6.5%
Albertsons Cos Inc, Cl A		4,300		115
Altria Group Inc		48,450		2,024
Archer-Daniels-Midland Co		15,188		1,178
BJ's Wholesale Club Holdings Inc *		3,600		224
Boston Beer Co Inc/The, Cl A *		240		73
Brown-Forman Corp, Cl A		1,240		84
Brown-Forman Corp, Cl B		4,822		338
Bunge Ltd		3,700		336
Campbell Soup Co		5,200		250
Casey's General Stores Inc		996		184
Church & Dwight Co Inc		6,710		622
Clorox Co/The		3,271		461
Coca-Cola Co/The		104,724		6,588
Colgate-Palmolive Co		22,079		1,769
Conagra Brands Inc		12,349		423
Constellation Brands Inc, Cl A		4,186		976
Costco Wholesale Corp		11,848		5,678
Coty Inc, Cl A *		9,339		75
Darling Ingredients Inc *		4,323		258
Estee Lauder Cos Inc/The, Cl A		6,124		1,560
Flowers Foods Inc		4,900		129
Freshpet Inc *		1,200		62
General Mills Inc		16,061		1,212


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Grocery Outlet Holding Corp *		2,300	$	98
Hershey Co/The		3,942		848
Hormel Foods Corp		7,437		352
Ingredion Inc		1,810		160
J M Smucker Co/The		2,754		352
Kellogg Co		6,685		477
Keurig Dr Pepper Inc		22,885		810
Kimberly-Clark Corp		8,990		1,215
Kraft Heinz Co/The		19,049		727
Kroger Co/The		17,488		828
Lamb Weston Holdings Inc		3,900		279
McCormick & Co Inc/MD		6,682		556
Molson Coors Beverage Co, Cl B		4,695		256
Mondelez International Inc, Cl A		37,146		2,306
Monster Beverage Corp *		10,139		940
Olaplex Holdings Inc *		3,500		49
PepsiCo Inc		36,978		6,163
Performance Food Group Co *		4,100		189
Philip Morris International Inc		41,463		4,094
Pilgrim's Pride Corp *		1,300		41
Post Holdings Inc *		1,507		124
Procter & Gamble Co/The		64,020		9,205
Reynolds Consumer Products Inc		1,500		41
Seaboard Corp		6		23
Spectrum Brands Holdings Inc		1,057		87
Sysco Corp, Cl A		13,563		1,149
Tyson Foods Inc, Cl A		7,608		655
US Foods Holding Corp *		5,897		181
Walgreens Boots Alliance Inc		19,641		744
Walmart Inc		38,561		4,688

				62,256
Energy — 4.3%
Antero Midstream Corp		8,900		81
Antero Resources Corp *		7,900		242
APA Corp		9,600		335
Baker Hughes Co, Cl A		24,702		713
Cheniere Energy Inc		6,773		901
Chesapeake Energy Corp		3,400		276
Chevron Corp		52,648		7,622
ConocoPhillips		34,651		3,112
Continental Resources Inc/OK, Cl A		900		59
Coterra Energy Inc		21,214		547
Devon Energy Corp		17,561		968
Diamondback Energy Inc, Cl A		4,829		585
DT Midstream Inc		2,506		123
Enviva		800		46
EOG Resources Inc		15,582		1,721
EQT Corp		9,767		336
Exxon Mobil Corp		112,943		9,672
Halliburton Co		24,245		760
Hess Corp		7,649		810


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HF Sinclair Corp		4,000	$	181
Kinder Morgan Inc		53,334		894
Marathon Oil Corp		18,792		423
Marathon Petroleum Corp		14,412		1,185
New Fortress Energy Inc, Cl A		1,300		51
NOV Inc		10,400		176
Occidental Petroleum Corp		21,923		1,291
ONEOK Inc		12,161		675
Ovintiv Inc		6,900		305
PDC Energy Inc, Cl A		2,500		154
Phillips 66		12,762		1,046
Pioneer Natural Resources Co		6,474		1,444
Range Resources Corp *		7,000		173
Schlumberger NV, Cl A		38,175		1,365
Southwestern Energy Co *		29,800		186
Targa Resources Corp		6,000		358
Texas Pacific Land Corp		149		222
Valero Energy Corp		10,874		1,156
Williams Cos Inc/The		33,273		1,038

				41,232
Financials — 11.1%
Affiliated Managers Group Inc		1,071		125
Aflac Inc		17,046		943
AGNC Investment Corp ^‡		13,728		152
Alleghany Corp *		354		295
Allstate Corp/The		7,280		923
Ally Financial Inc		8,958		300
American Express Co		16,114		2,234
American Financial Group Inc/OH		1,843		256
American International Group Inc		21,203		1,084
Ameriprise Financial Inc		2,936		698
Annaly Capital Management Inc ^‡		40,074		237
Aon PLC, Cl A		5,647		1,523
Apollo Global Management		12,247		594
Arch Capital Group Ltd *		9,889		450
Ares Management Corp, Cl A		4,100		233
Arthur J Gallagher & Co		5,605		914
Assurant Inc		1,500		259
Assured Guaranty Ltd		1,814		101
Axis Capital Holdings Ltd		2,023		116
Bank of America Corp		188,066		5,855
Bank of Hawaii Corp		1,048		78
Bank of New York Mellon Corp/The		19,585		817
Bank OZK		3,200		120
Berkshire Hathaway Inc, Cl B *		48,315		13,191
BlackRock Inc		4,069		2,478
Blackstone Inc, Cl A		18,699		1,706
Blue Owl Capital, Cl A		10,800		108
BOK Financial Corp		800		60
Brighthouse Financial Inc *		2,100		86
Brown & Brown Inc		6,200		362


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Capital One Financial Corp		10,563	$	1,101
Carlyle Group Inc/The		5,600		177
CBOE Global Markets Inc		2,800		317
Charles Schwab Corp/The		40,616		2,566
Chubb Ltd		11,310		2,223
Cincinnati Financial Corp		4,200		500
Citigroup Inc		52,780		2,427
Citizens Financial Group Inc		13,159		470
CME Group Inc, Cl A		9,633		1,972
CNA Financial Corp		752		34
Coinbase Global, Cl A *(A)		4,100		193
Comerica Inc		3,453		253
Commerce Bancshares Inc/MO		2,880		189
Credit Acceptance Corp, Cl A *		217		103
Cullen/Frost Bankers Inc		1,514		176
Discover Financial Services		7,471		707
East West Bancorp Inc		3,700		240
Equitable Holdings Inc		10,300		269
Erie Indemnity Co, Cl A		656		126
Evercore Inc, Cl A		983		92
Everest Re Group Ltd		1,016		285
FactSet Research Systems Inc		985		379
Fidelity National Financial Inc		7,210		266
Fifth Third Bancorp		18,700		628
First American Financial Corp		2,800		148
First Citizens BancShares Inc/NC, Cl A		319		209
First Hawaiian Inc		3,500		79
First Horizon Corp		13,900		304
First Republic Bank/CA		4,773		688
FNB Corp/PA		9,200		100
Franklin Resources Inc		7,700		179
Globe Life Inc		2,401		234
Goldman Sachs Group Inc/The		8,939		2,655
Hanover Insurance Group Inc/The, Cl A		926		135
Hartford Financial Services Group Inc/The		8,759		573
Huntington Bancshares Inc/OH		39,638		477
Interactive Brokers Group Inc, Cl A		2,521		139
Intercontinental Exchange Inc		14,712		1,384
Invesco Ltd		10,062		162
Janus Henderson Group PLC		4,500		106
Jefferies Financial Group Inc		5,600		155
JPMorgan Chase & Co		78,082		8,793
Kemper Corp, Cl A		1,555		74
KeyCorp		24,588		424
KKR & Co Inc		15,300		708
Lazard Ltd, Cl A		2,700		87
Lincoln National Corp		4,777		223
Loews Corp		5,589		331
LPL Financial Holdings Inc		2,192		404
M&T Bank Corp		4,777		761
Markel Corp *		360		466
MarketAxess Holdings Inc		975		250


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Marsh & McLennan Cos Inc		13,395	$	2,080
MetLife Inc		18,315		1,150
MGIC Investment Corp		8,200		103
Moody's Corp		4,279		1,164
Morgan Stanley		34,162		2,598
Morningstar Inc, Cl A		700		169
MSCI Inc, Cl A		2,087		860
Nasdaq Inc, Cl A		3,100		473
New Residential Investment Corp ^‡		11,640		108
New York Community Bancorp Inc		12,000		110
Northern Trust Corp		5,450		526
Old Republic International Corp		7,500		168
OneMain Holdings Inc, Cl A		2,881		108
PacWest Bancorp		3,000		80
Pinnacle Financial Partners Inc		2,000		145
PNC Financial Services Group Inc/The		11,056		1,744
Popular Inc		2,100		161
Primerica Inc		1,081		129
Principal Financial Group Inc, Cl A		6,834		456
Progressive Corp/The		15,607		1,815
Prosperity Bancshares Inc		2,400		164
Prudential Financial Inc		10,062		963
Raymond James Financial Inc		5,105		456
Regions Financial Corp		24,912		467
Reinsurance Group of America Inc, Cl A		1,824		214
RenaissanceRe Holdings Ltd		1,175		184
Robinhood Markets, Cl A *		14,900		122
Rocket Cos Inc, Cl A *(A)		3,700		27
Ryan Specialty Holdings, Cl A *		2,200		86
S&P Global Inc		9,138		3,080
SEI Investments Co ^†		2,800		151
Signature Bank/New York NY, Cl B		1,606		288
SLM Corp		7,440		119
SoFi Technologies *		21,300		112
Starwood Property Trust Inc ^‡		7,600		159
State Street Corp		10,009		617
Stifel Financial Corp		2,700		151
SVB Financial Group, Cl B *		1,591		628
Synchrony Financial		13,768		380
Synovus Financial Corp		3,900		141
T Rowe Price Group Inc		6,071		690
TFS Financial Corp		1,417		19
Tradeweb Markets Inc, Cl A		2,800		191
Travelers Cos Inc/The		6,370		1,077
Truist Financial Corp		35,527		1,685
Umpqua Holdings Corp		5,819		98
Unum Group		5,475		186
Upstart Holdings Inc *(A)		2,000		63
US Bancorp		35,880		1,651
UWM Holdings Corp		2,800		10
Virtu Financial Inc, Cl A		2,200		52
Voya Financial Inc		2,900		173


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
W R Berkley Corp		5,450	$	372
Webster Financial Corp		4,768		201
Wells Fargo & Co		101,604		3,980
Western Alliance Bancorp		2,800		198
WeWork, Cl A *^‡(A)		3,500		18
White Mountains Insurance Group Ltd		79		98
Willis Towers Watson PLC		2,950		582
Wintrust Financial Corp		1,600		128
Zions Bancorp NA		4,000		204

				106,571
Health Care — 14.7%
10X Genomics Inc, Cl A *		2,198		99
Abbott Laboratories		45,908		4,988
AbbVie Inc		47,323		7,248
ABIOMED Inc *		1,158		287
Acadia Healthcare Co Inc, Cl A *		2,300		156
Agilent Technologies Inc		8,054		957
agilon health Inc *		4,370		95
Align Technology Inc *		2,151		509
Alnylam Pharmaceuticals Inc *		3,227		471
Amedisys Inc *		900		95
AmerisourceBergen Corp, Cl A		3,995		565
Amgen Inc, Cl A		14,279		3,474
Avantor Inc *		16,620		517
Azenta Inc		1,900		137
Baxter International Inc		13,765		884
Becton Dickinson and Co		7,609		1,876
Biogen Inc *		3,959		807
BioMarin Pharmaceutical Inc *		4,867		403
Bio-Rad Laboratories Inc, Cl A *		556		275
Bio-Techne Corp		1,024		355
Boston Scientific Corp *		38,738		1,444
Bristol-Myers Squibb Co		57,054		4,393
Bruker Corp		2,700		169
Cardinal Health Inc		7,300		382
Catalent Inc *		4,523		485
Centene Corp *		15,781		1,335
Certara Inc *		3,100		67
Change Healthcare Inc *		6,535		151
Charles River Laboratories International Inc *		1,303		279
Chemed Corp		392		184
Cigna Corp		8,366		2,205
Cooper Cos Inc/The, Cl A		1,268		397
CVS Health Corp		35,108		3,253
Danaher Corp, Cl A		17,295		4,385
DaVita Inc *		1,700		136
Definitive Healthcare Corp, Cl A *		600		14
DENTSPLY SIRONA Inc		5,800		207
Dexcom Inc *		10,572		788
Doximity Inc, Cl A *		2,600		91


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Edwards Lifesciences Corp, Cl A *		16,547	$	1,573
Elanco Animal Health Inc *		11,877		233
Elevance Health Inc		6,463		3,119
Eli Lilly & Co		22,600		7,328
Encompass Health Corp		2,600		146
Enovis *		1,266		70
Envista Holdings Corp *		4,300		166
Exact Sciences Corp *		4,600		181
Exelixis Inc *		8,200		171
Gilead Sciences Inc		33,644		2,080
Globus Medical Inc, Cl A *		2,100		118
Guardant Health Inc *		2,409		97
HCA Healthcare Inc		6,049		1,017
Henry Schein Inc *		3,647		280
Hologic Inc *		6,600		457
Horizon Therapeutics PLC *		6,000		479
Humana Inc		3,399		1,591
ICU Medical Inc *		519		85
IDEXX Laboratories Inc *		2,229		782
Illumina Inc *		4,228		779
Incyte Corp *		4,943		376
Insulet Corp *		1,819		396
Integra LifeSciences Holdings Corp *		1,900		103
Intuitive Surgical Inc *		9,607		1,928
Ionis Pharmaceuticals Inc *		3,700		137
IQVIA Holdings Inc *		5,005		1,086
Jazz Pharmaceuticals PLC *		1,580		246
Johnson & Johnson		70,480		12,511
Laboratory Corp of America Holdings		2,537		595
Maravai LifeSciences Holdings Inc, Cl A *		3,000		85
Masimo Corp *		1,300		170
McKesson Corp		3,942		1,286
Medtronic PLC		35,803		3,213
Merck & Co Inc		67,802		6,181
Mettler-Toledo International Inc *		593		681
Mirati Therapeutics Inc *		1,100		74
Moderna Inc *		9,181		1,312
Molina Healthcare Inc *		1,595		446
Natera Inc *		2,200		78
Neurocrine Biosciences Inc *		2,484		242
Novavax Inc *		2,000		103
Novocure Ltd *		2,675		186
Oak Street Health Inc *		2,500		41
Organon & Co		6,770		228
Penumbra Inc *		900		112
PerkinElmer Inc		3,341		475
Perrigo Co PLC		3,493		142
Pfizer Inc		151,527		7,945
Premier Inc, Cl A		3,200		114
QIAGEN NV *		6,000		283
Quest Diagnostics Inc		3,100		412
QuidelOrtho Corp *		1,300		126


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Regeneron Pharmaceuticals Inc *		2,788	$	1,648
Repligen Corp *		1,450		235
ResMed Inc		3,853		808
Royalty Pharma PLC, Cl A		9,800		412
Sarepta Therapeutics Inc *		2,200		165
Seagen Inc *		3,607		638
Signify Health Inc, Cl A *		1,800		25
Sotera Health Co *		2,700		53
STERIS PLC		2,340		482
Stryker Corp		9,466		1,883
Syneos Health Inc, Cl A *		2,659		191
Tandem Diabetes Care Inc *		1,662		98
Teladoc Health Inc *		3,910		130
Teleflex Inc		1,239		305
Tenet Healthcare Corp *		2,800		147
Thermo Fisher Scientific Inc		10,447		5,676
Ultragenyx Pharmaceutical Inc *		1,700		101
United Therapeutics Corp *		1,172		276
UnitedHealth Group Inc		25,065		12,874
Universal Health Services Inc, Cl B		1,875		189
Veeva Systems Inc, Cl A *		3,768		746
Vertex Pharmaceuticals Inc *		6,911		1,947
Viatris Inc, Cl W *		32,030		335
Waters Corp *		1,599		529
West Pharmaceutical Services Inc		2,028		613
Zimmer Biomet Holdings Inc		5,722		601
Zoetis Inc, Cl A		12,625		2,170

				139,905
Industrials — 8.5%
3M Co		15,224		1,970
A O Smith Corp		3,400		186
Acuity Brands Inc		919		142
Advanced Drainage Systems Inc		1,600		144
AECOM		3,500		228
AGCO Corp		1,700		168
Air Lease Corp, Cl A		2,800		94
Alaska Air Group Inc *		3,200		128
Allegion plc		2,350		230
Allison Transmission Holdings Inc		2,800		108
AMERCO *		237		113
American Airlines Group Inc *		17,072		216
AMETEK Inc		6,183		679
Armstrong World Industries Inc		1,300		97
Avis Budget Group Inc *		800		118
Axon Enterprise Inc *		1,743		162
AZEK Co Inc/The, Cl A *		3,000		50
Boeing Co/The *		14,738		2,015
Booz Allen Hamilton Holding Corp, Cl A		3,540		320
Builders FirstSource Inc *		5,000		269
BWX Technologies Inc, Cl W		2,500		138
Carlisle Cos Inc		1,424		340


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Carrier Global Corp		22,652	$	808
Caterpillar Inc, Cl A		14,245		2,546
CH Robinson Worldwide Inc		3,455		350
ChargePoint Holdings Inc *(A)		5,900		81
Cintas Corp		2,301		860
Clarivate PLC *		12,400		172
Clean Harbors Inc *		1,400		123
Copa Holdings SA, Cl A *		833		53
Copart Inc *		5,614		610
Core & Main Inc, Cl A *		1,600		36
CoStar Group Inc *		10,800		652
Crane Holdings		1,300		114
CSX Corp		58,076		1,688
Cummins Inc		3,867		748
Curtiss-Wright Corp		1,100		145
Deere & Co		7,541		2,258
Delta Air Lines Inc, Cl A *		17,021		493
Donaldson Co Inc, Cl A		3,300		159
Dover Corp		3,851		467
Driven Brands Holdings Inc *		1,500		41
Dun & Bradstreet Holdings Inc *		6,900		104
Eaton Corp PLC		10,711		1,349
Emerson Electric Co		15,746		1,252
Equifax Inc		3,279		599
Esab		1,166		51
Expeditors International of Washington Inc		4,500		439
Fastenal Co, Cl A		15,687		783
FedEx Corp		6,460		1,465
Flowserve Corp		3,400		97
Fortive Corp		9,559		520
Fortune Brands Home & Security Inc		3,561		213
FTI Consulting Inc *		852		154
Gates Industrial Corp PLC *		2,600		28
Generac Holdings Inc *		1,700		358
General Dynamics Corp		6,555		1,450
General Electric Co		29,266		1,863
Graco Inc		4,400		261
GXO Logistics Inc *		2,633		114
Hayward Holdings Inc *		2,000		29
HEICO Corp		1,250		164
HEICO Corp, Cl A		2,100		221
Hertz Global Holdings *		6,200		98
Hexcel Corp, Cl A		2,200		115
Honeywell International Inc		18,251		3,172
Howmet Aerospace Inc		10,000		315
Hubbell Inc, Cl B		1,405		251
Huntington Ingalls Industries Inc, Cl A		1,027		224
IAA Inc *		3,600		118
IDEX Corp		2,003		364
Illinois Tool Works Inc		8,289		1,511
Ingersoll Rand Inc		10,949		461
ITT Inc		2,248		151


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Jacobs Engineering Group Inc		3,495	$	444
JB Hunt Transport Services Inc		2,210		348
JetBlue Airways Corp *		8,197		69
Johnson Controls International plc		18,626		892
KBR Inc		3,700		179
Kirby Corp *		1,600		97
Knight-Swift Transportation Holdings Inc, Cl A		4,227		196
L3Harris Technologies Inc		5,143		1,243
Landstar System Inc		992		144
Leidos Holdings Inc		3,800		383
Lennox International Inc		878		181
Lincoln Electric Holdings Inc		1,542		190
Lockheed Martin Corp		6,388		2,747
Lyft Inc, Cl A *		7,700		102
ManpowerGroup Inc		1,488		114
Masco Corp		6,300		319
MasTec Inc *		1,500		108
MDU Resources Group Inc		5,300		143
Mercury Systems Inc *		1,500		97
Middleby Corp/The *		1,439		180
MSA Safety Inc		958		116
MSC Industrial Direct Co Inc, Cl A		1,179		89
Nielsen Holdings PLC		9,500		221
Nordson Corp		1,543		312
Norfolk Southern Corp		6,315		1,435
Northrop Grumman Corp		3,951		1,891
nVent Electric PLC		4,400		138
Old Dominion Freight Line Inc, Cl A		2,770		710
Oshkosh Corp		1,800		148
Otis Worldwide Corp		11,326		800
Owens Corning		2,660		198
PACCAR Inc		9,355		770
Parker-Hannifin Corp, Cl A		3,456		850
Pentair PLC		4,400		201
Plug Power Inc *		13,600		225
Quanta Services Inc		3,800		476
Raytheon Technologies Corp		39,840		3,829
Regal Rexnord Corp		1,800		204
Republic Services Inc		5,546		726
Robert Half International Inc		2,900		217
Rockwell Automation Inc		3,149		628
Rollins Inc		6,000		210
Ryder System Inc		1,400		99
Schneider National Inc, Cl B		1,500		34
Science Applications International Corp		1,500		140
Sensata Technologies Holding PLC		4,100		169
SiteOne Landscape Supply Inc *		1,152		137
Snap-on Inc		1,379		272
Southwest Airlines Co, Cl A *		16,244		587
Spirit AeroSystems Holdings Inc, Cl A		2,700		79
Stanley Black & Decker Inc		4,057		425


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Stericycle Inc, Cl A *		2,400	$	105
Sunrun Inc *		5,409		126
Tetra Tech Inc		1,400		191
Textron Inc		5,838		357
Timken Co/The		1,700		90
Toro Co/The		2,800		212
Trane Technologies PLC		6,220		808
TransDigm Group Inc *		1,375		738
TransUnion		5,100		408
Trex Co Inc *		3,100		169
Uber Technologies Inc *		50,529		1,034
Union Pacific Corp		16,836		3,591
United Airlines Holdings Inc *		8,573		304
United Parcel Service Inc, Cl B		19,696		3,595
United Rentals Inc *		1,994		484
Univar Solutions Inc *		4,500		112
Valmont Industries Inc		559		126
Verisk Analytics Inc, Cl A		4,249		735
Vertiv Holdings Co, Cl A		8,500		70
Waste Management Inc		11,150		1,706
Watsco Inc		876		209
WESCO International Inc *		1,200		129
Westinghouse Air Brake Technologies Corp		4,766		391
WillScot Mobile Mini Holdings, Cl A *		5,800		188
Woodward Inc		1,642		152
WW Grainger Inc		1,211		550
XPO Logistics Inc *		2,533		122
Xylem Inc/NY		4,738		370

				80,197
Information Technology — 26.1%
Accenture PLC, Cl A		16,947		4,705
Adobe Inc *		12,703		4,650
Advanced Micro Devices Inc *		43,232		3,306
Affirm Holdings, Cl A *		4,700		85
Akamai Technologies Inc *		4,300		393
Allegro MicroSystems Inc *		1,000		21
Alteryx Inc, Cl A *		1,536		74
Amdocs Ltd		3,300		275
Amphenol Corp, Cl A		15,932		1,026
Analog Devices Inc		13,937		2,036
ANSYS Inc *		2,375		568
Apple Inc		409,812		56,030
Applied Materials Inc		23,597		2,147
AppLovin, Cl A *		6,000		207
Arista Networks Inc *		6,652		624
Arrow Electronics Inc, Cl A *		1,831		205
Aspen Technology *		730		134
Atlassian Corp PLC, Cl A *		3,743		701
Autodesk Inc, Cl A *		5,782		994
Automatic Data Processing Inc		11,174		2,347
Avalara Inc *		2,243		158


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Avnet Inc		2,700	$	116
Bentley Systems Inc, Cl B		4,600		153
Bill.com Holdings Inc *		2,541		279
Black Knight Inc *		4,000		262
Block, Cl A *		13,853		851
Broadcom Inc		10,731		5,213
Broadridge Financial Solutions Inc		3,125		445
CACI International Inc, Cl A *		592		167
Cadence Design Systems Inc *		7,302		1,096
CCC Intelligent Solutions Holdings *		4,500		41
CDK Global Inc		3,076		168
CDW Corp/DE		3,645		574
Ceridian HCM Holding Inc *		3,455		163
Ciena Corp *		4,100		187
Cirrus Logic Inc *		1,500		109
Cisco Systems Inc		111,375		4,749
Citrix Systems Inc *		3,302		321
Cloudflare Inc, Cl A *		7,500		328
Cognex Corp		4,500		191
Cognizant Technology Solutions Corp, Cl A		13,861		935
Coherent Inc *		643		171
Concentrix Corp		1,100		149
Confluent, Cl A *		3,300		77
Corning Inc, Cl B		20,114		634
Coupa Software Inc *		2,012		115
Crowdstrike Holdings Inc, Cl A *		5,641		951
Datadog Inc, Cl A *		6,800		648
Dell Technologies Inc, Cl C		7,187		332
DocuSign Inc, Cl A *		5,120		294
Dolby Laboratories Inc, Cl A		1,753		125
DoubleVerify Holdings Inc *		1,400		32
Dropbox Inc, Cl A *		7,800		164
DXC Technology Co *		6,481		196
Dynatrace Inc *		5,300		209
Elastic NV *		2,000		135
Enphase Energy Inc *		3,540		691
Entegris Inc		3,600		332
EPAM Systems Inc *		1,510		445
Euronet Worldwide Inc *		1,400		141
F5 Inc, Cl A *		1,581		242
Fair Isaac Corp *		662		265
Fidelity National Information Services Inc, Cl B		16,319		1,496
First Solar Inc *		2,800		191
Fiserv Inc, Cl A *		15,928		1,417
Five9 Inc *		1,800		164
FleetCor Technologies Inc *		2,011		423
Fortinet Inc *		17,535		992
Gartner Inc *		2,125		514
Genpact Ltd		4,900		208
Global Payments Inc		7,577		838
GLOBALFOUNDRIES Inc *		1,400		56


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Globant SA *		1,053	$	183
GoDaddy Inc, Cl A *		4,425		308
Guidewire Software Inc, Cl Z *		2,182		155
Hewlett Packard Enterprise Co		35,907		476
HP Inc		28,201		924
HubSpot Inc *		1,271		382
II-VI Inc *		2,800		143
Informatica Inc, Cl A *		900		19
Intel Corp		109,776		4,107
International Business Machines Corp		24,137		3,408
Intuit Inc		7,399		2,852
IPG Photonics Corp *		972		92
Jabil Inc		3,700		189
Jack Henry & Associates Inc		1,994		359
Jamf Holding Corp *		1,290		32
Juniper Networks Inc		8,500		242
Keysight Technologies Inc *		4,832		666
KLA Corp		3,989		1,273
Kyndryl Holdings Inc *		6,077		59
Lam Research Corp		3,707		1,580
Lattice Semiconductor Corp *		3,600		175
Littelfuse Inc		700		178
Lumentum Holdings Inc *		1,900		151
Mandiant Inc *		6,124		134
Manhattan Associates Inc *		1,705		195
Marvell Technology Inc		23,059		1,004
Mastercard Inc, Cl A		23,037		7,268
Microchip Technology Inc		14,350		833
Micron Technology Inc		29,873		1,651
Microsoft Corp		200,523		51,500
MKS Instruments Inc		1,500		154
MongoDB Inc, Cl A *		1,664		432
Monolithic Power Systems Inc		1,184		455
Motorola Solutions Inc		4,464		936
National Instruments Corp		3,527		110
nCino *		1,500		46
NCR Corp *		3,423		106
NetApp Inc		5,900		385
New Relic Inc *		1,400		70
NortonLifeLock Inc		14,601		321
Nutanix Inc, Cl A *		5,559		81
NVIDIA Corp		64,554		9,786
Okta Inc, Cl A *		3,316		300
ON Semiconductor Corp *		11,657		586
Oracle Corp, Cl B		40,493		2,829
Palantir Technologies Inc, Cl A *		48,220		437
Palo Alto Networks Inc *		2,641		1,305
Paychex Inc		8,790		1,001
Paycom Software Inc *		1,366		383
Paycor HCM Inc *		1,400		36
Paylocity Holding Corp *		1,035		181
PayPal Holdings Inc *		31,020		2,166


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Pegasystems Inc		1,100	$	53
Procore Technologies Inc *		1,600		73
PTC Inc *		2,765		294
Pure Storage Inc, Cl A *		7,300		188
Qorvo Inc *		2,924		276
QUALCOMM Inc		30,043		3,838
RingCentral Inc, Cl A *		2,155		113
Roper Technologies Inc		2,840		1,121
Salesforce Inc *		25,754		4,250
SentinelOne, Cl A *		4,600		107
ServiceNow Inc *		5,355		2,546
Shift4 Payments Inc, Cl A *		1,100		36
Skyworks Solutions Inc		4,426		410
Smartsheet Inc, Cl A *		3,300		104
Snowflake, Cl A *		5,200		723
Splunk Inc *		4,182		370
SS&C Technologies Holdings Inc		5,900		343
Switch Inc, Cl A		3,900		131
Synopsys Inc *		4,092		1,243
TD SYNNEX Corp		1,100		100
Teledyne Technologies Inc *		1,294		485
Teradata Corp *		2,897		107
Teradyne Inc		4,354		390
Texas Instruments Inc		24,738		3,801
Thoughtworks Holding Inc *		2,400		34
Toast, Cl A *		6,000		78
Trade Desk Inc/The, Cl A *		11,551		484
Trimble Inc *		6,600		384
Twilio Inc, Cl A *		4,458		374
Tyler Technologies Inc *		1,060		352
Ubiquiti Inc		169		42
UiPath, Cl A *		10,000		182
Unity Software Inc *		5,553		204
Universal Display Corp		1,142		116
VeriSign Inc *		2,648		443
Viasat Inc *		1,900		58
Visa Inc, Cl A		44,104		8,684
VMware Inc, Cl A *		5,575		635
Vontier Corp		4,463		103
Western Digital Corp *		8,292		372
Western Union Co/The		10,600		175
WEX Inc *		1,195		186
Wix.com Ltd *		1,400		92
Wolfspeed *		3,030		192
Workday Inc, Cl A *		5,139		717
Zebra Technologies Corp, Cl A *		1,384		407
Zendesk Inc *		3,152		233
Zoom Video Communications Inc, Cl A *		6,700		723
Zscaler Inc *		2,264		339

				249,036


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Materials — 2.8%
Air Products and Chemicals Inc		5,910	$	1,421
Albemarle Corp		3,156		660
Alcoa Corp		4,900		223
Amcor PLC		41,800		520
AptarGroup Inc		1,800		186
Ardagh Metal Packaging		3,850		24
Ashland Global Holdings Inc		1,400		144
Avery Dennison Corp		2,266		367
Axalta Coating Systems Ltd *		5,400		119
Ball Corp		8,435		580
Berry Global Group Inc *		3,577		195
Celanese Corp, Cl A		2,938		346
CF Industries Holdings Inc		5,737		492
Chemours Co/The		4,200		134
Cleveland-Cliffs Inc *		14,000		215
Corteva Inc		19,334		1,047
Crown Holdings Inc		3,300		304
Dow Inc		19,475		1,005
DuPont de Nemours Inc		13,538		752
Eagle Materials Inc		1,059		116
Eastman Chemical Co		3,532		317
Ecolab Inc		6,588		1,013
Element Solutions Inc		6,100		109
FMC Corp		3,410		365
Freeport-McMoRan Inc, Cl B		38,602		1,130
Ginkgo Bioworks Holdings *		22,000		52
Graphic Packaging Holding Co		8,300		170
Huntsman Corp		5,505		156
International Flavors & Fragrances Inc		6,969		830
International Paper Co		10,291		430
Linde PLC		13,500		3,882
Louisiana-Pacific Corp		2,300		121
LyondellBasell Industries NV, Cl A		6,961		609
Martin Marietta Materials Inc, Cl A		1,716		514
Mosaic Co/The		9,600		453
MP Materials *		2,400		77
NewMarket Corp		182		55
Newmont Corp		21,255		1,268
Nucor Corp		7,141		746
Olin Corp		3,700		171
Packaging Corp of America		2,464		339
PPG Industries Inc		6,288		719
Reliance Steel & Aluminum Co		1,629		277
Royal Gold Inc, Cl A		1,747		187
RPM International Inc		3,400		268
Scotts Miracle-Gro Co/The, Cl A		1,077		85
Sealed Air Corp		3,900		225
Sherwin-Williams Co/The, Cl A		6,442		1,442
Silgan Holdings Inc		2,230		92
Sonoco Products Co		2,600		148
Southern Copper Corp		2,200		110


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SSR Mining		5,700	$	95
Steel Dynamics Inc		5,049		334
United States Steel Corp		6,900		124
Valvoline Inc		4,800		138
Vulcan Materials Co		3,539		503
Westlake		932		91
Westrock Co		6,900		275

				26,770
Real Estate — 3.4%
Alexandria Real Estate Equities Inc ^‡		4,448		645
American Campus Communities Inc *^‡		3,600		232
American Homes 4 Rent, Cl A ^‡		7,800		276
American Tower Corp, Cl A ^‡		12,384		3,165
Americold Realty Trust ^‡		7,100		213
Apartment Income Corp ^‡		4,165		173
AvalonBay Communities Inc ^‡		3,759		730
Boston Properties Inc ^‡		4,162		370
Brixmor Property Group Inc ^‡		7,900		160
Camden Property Trust ^‡		2,769		372
CBRE Group Inc, Cl A *		8,900		655
Cousins Properties Inc ^‡		4,000		117
Crown Castle International Corp ^‡		11,536		1,942
CubeSmart ^‡		5,800		248
Digital Realty Trust Inc, Cl A ^‡		7,673		996
Douglas Emmett Inc ^‡		4,500		101
Duke Realty Corp ^‡		10,100		555
EastGroup Properties Inc ^‡		1,100		170
EPR Properties, Cl A ^‡		1,900		89
Equinix Inc ^‡		2,412		1,585
Equity LifeStyle Properties Inc ^‡		4,700		331
Equity Residential ^‡		10,083		728
Essex Property Trust Inc ^‡		1,717		449
Extra Space Storage Inc ^‡		3,540		602
Federal Realty OP LP ^‡		2,046		196
First Industrial Realty Trust Inc ^‡		3,400		161
Gaming and Leisure Properties Inc ^‡		6,210		285
Healthcare Trust of America Inc, Cl A ^‡		5,700		159
Healthpeak Properties Inc ^‡		14,270		370
Highwoods Properties Inc ^‡		2,778		95
Host Hotels & Resorts Inc ^‡		18,702		293
Howard Hughes Corp/The *^‡		1,063		72
Hudson Pacific Properties Inc ^‡		3,800		56
Invitation Homes Inc ^‡		16,400		584
Iron Mountain Inc ^‡		7,600		370
JBG SMITH Properties ^‡		3,300		78
Jones Lang LaSalle Inc *^‡		1,303		228
Kilroy Realty Corp ^‡		3,100		162
Kimco Realty Corp ^‡		16,305		322
Lamar Advertising Co, Cl A ^‡		2,300		202
Life Storage Inc ^‡		2,151		240
Medical Properties Trust Inc ^‡		15,735		240


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mid-America Apartment Communities Inc ^‡		3,100	$	542
National Retail Properties Inc ^‡		4,600		198
National Storage Affiliates Trust ^‡		2,300		115
Omega Healthcare Investors Inc ^‡		6,245		176
Opendoor Technologies *^‡		12,400		58
Park Hotels & Resorts Inc ^‡		6,400		87
Prologis Inc ^‡		19,720		2,320
Public Storage ^‡		4,156		1,300
Rayonier Inc ^‡		3,700		138
Realty Income Corp ^‡		16,039		1,095
Regency Centers Corp ^‡		4,500		267
Rexford Industrial Realty Inc ^‡		4,300		248
SBA Communications Corp, Cl A ^‡		2,837		908
Simon Property Group Inc ^‡		8,935		848
SL Green Realty Corp ^‡		1,830		85
Spirit Realty Capital Inc ^‡		3,378		128
STORE Capital Corp ^‡		6,400		167
Sun Communities Inc ^‡		3,183		507
UDR Inc ^‡		8,400		387
Ventas Inc ^‡		10,590		545
VICI Properties Inc ^‡		25,694		765
Vornado Realty Trust ^‡		4,600		132
Welltower Inc ^‡		12,200		1,005
Weyerhaeuser Co ^‡		19,797		656
WP Carey Inc ^‡		4,990		414
Zillow Group Inc, Cl A *^‡		1,600		51
Zillow Group Inc, Cl C *^‡		4,400		140

				32,299
Utilities — 3.0%
AES Corp/The		17,500		368
Alliant Energy Corp		6,621		388
Ameren Corp		7,025		635
American Electric Power Co Inc		13,829		1,327
American Water Works Co Inc		4,865		724
Atmos Energy Corp		3,666		411
Avangrid Inc		1,600		74
Brookfield Renewable Corp, Cl A		3,400		121
CenterPoint Energy Inc		16,955		502
CMS Energy Corp		7,710		520
Consolidated Edison Inc		9,679		920
Constellation Energy Corp		9,013		516
Dominion Energy Inc		21,702		1,732
DTE Energy Co		5,313		673
Duke Energy Corp		20,612		2,210
Edison International		10,249		648
Entergy Corp		5,389		607
Essential Utilities Inc		6,100		280
Evergy Inc		6,017		393
Eversource Energy		9,398		794
Exelon Corp		26,639		1,207
FirstEnergy Corp		15,000		576


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hawaiian Electric Industries Inc		2,800	$	115
IDACORP Inc, Cl A		1,400		148
National Fuel Gas Co		2,300		152
NextEra Energy Inc		52,532		4,069
NiSource Inc		10,400		307
NRG Energy Inc		6,500		248
OGE Energy Corp		5,300		204
PG&E Corp *		41,306		412
Pinnacle West Capital Corp		3,000		219
PPL Corp		20,003		543
Public Service Enterprise Group Inc		13,304		842
Sempra Energy		8,431		1,267
Southern Co/The		28,562		2,037
UGI Corp		5,530		213
Vistra Corp		11,369		260
WEC Energy Group Inc		8,384		844
Xcel Energy Inc		14,690		1,039

				28,545
Total Common Stock
(Cost $762,669) ($ Thousands)				947,094



AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		769,770		770


Total Affiliated Partnership
(Cost $770) ($ Thousands)				770



CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		7,979,751		7,980

Total Cash Equivalent
(Cost $7,980) ($ Thousands)				7,980


Total Investments in Securities — 100.2%
(Cost $771,419) ($ Thousands)			$	955,844

A list of the open futures contracts held by the Fund at June 30, 2022 is as follows:

	Percentages are based on Net Assets of $954,207 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $1,103 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $770 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor's

The following is a summary of the level of inputs used as of June 30, 2022, 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

947,094

–

947,094

Affiliated Partnership

–

770

–

770

Cash Equivalent

7,980

–

7,980

Total Investments in Securities

955,074

770

–

955,844

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

(33

)

–

(33

)

Total Other Financial Instruments

–

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


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

Communication Services — 5.4%
Alphabet Inc, Cl A *		26,214	$	57,127
Alphabet Inc, Cl C *		22,848		49,979
AT&T Inc		209,514		4,392
BCE Inc (A)		433,577		21,323
Charter Communications Inc, Cl A *		12,696		5,948
Comcast Corp, Cl A		183,263		7,191
Electronic Arts Inc		44,812		5,451
Meta Platforms Inc, Cl A *		135,757		21,891
Omnicom Group Inc		87,409		5,560
Paramount Global, Cl B		245,524		6,060
TEGNA Inc		153,973		3,229
Verizon Communications Inc		97,068		4,926
Walt Disney Co/The *		143,099		13,509
Warner Bros Discovery *		50,684		680

				207,266
Consumer Discretionary — 10.0%
Amazon.com Inc, Cl A *		368,960		39,187
AutoZone Inc *		16,513		35,489
Best Buy Co Inc		185,088		12,066
Booking Holdings Inc *		2,537		4,437
BorgWarner		89,239		2,978
Brinker International Inc *		141,821		3,124
Carnival Corp *(A)		357,842		3,095
Darden Restaurants Inc		3,127		354
Dick's Sporting Goods Inc (A)		94,331		7,110
Dollar General Corp		222,711		54,662
Domino's Pizza Inc		16,892		6,583
DR Horton Inc		16,198		1,072
eBay Inc		127,055		5,294
Foot Locker Inc, Cl A		65,687		1,659
Genuine Parts Co		79,642		10,593
Goodyear Tire & Rubber Co/The *		406,438		4,353
Harley-Davidson Inc, Cl A		88,020		2,787
Home Depot Inc/The		28,380		7,784
Lear Corp		89,362		11,250
Lowe's Cos Inc		328,236		57,333
Magna International Inc, Cl A		19,822		1,088
NIKE Inc, Cl B		357,743		36,561
O'Reilly Automotive Inc *		1,906		1,204
PulteGroup Inc		251,522		9,968
Ross Stores Inc		102,513		7,200
Royal Caribbean Cruises Ltd *		71,822		2,507
Starbucks Corp		68,046		5,198
Target Corp, Cl A		131,874		18,624
TJX Cos Inc/The		374,562		20,919
TopBuild Corp *		32,528		5,437
Victoria's Secret & Co *		5,411		151
Whirlpool Corp		59,551		9,223

				389,290


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Consumer Staples — 8.3%
Altria Group Inc		439,996	$	18,379
Archer-Daniels-Midland Co		50,878		3,948
Coca-Cola Co/The		123,765		7,786
Conagra Brands Inc		261,734		8,962
Constellation Brands Inc, Cl A		10,975		2,558
Costco Wholesale Corp		18,347		8,793
Diageo PLC ADR		73,341		12,770
Estee Lauder Cos Inc/The, Cl A		35,000		8,913
Hershey Co/The		26,426		5,686
Ingredion Inc		67,564		5,956
J M Smucker Co/The		115,422		14,775
Kimberly-Clark Corp		41,873		5,659
Kraft Heinz Co/The		115,076		4,389
Kroger Co/The		805,536		38,126
Lamb Weston Holdings Inc		16,377		1,170
Molson Coors Beverage Co, Cl B		246,452		13,434
Mondelez International Inc, Cl A		24,475		1,520
Monster Beverage Corp *		13,727		1,273
PepsiCo Inc		208,587		34,763
Philip Morris International Inc		372,863		36,817
Procter & Gamble Co/The		233,806		33,619
Sysco Corp, Cl A		51,231		4,340
Tyson Foods Inc, Cl A		253,116		21,783
Unilever PLC ADR		162,720		7,458
Walgreens Boots Alliance Inc		303,967		11,520
Walmart Inc		47,502		5,775

				320,172
Energy — 3.8%
BP PLC ADR		26,694		757
Canadian Natural Resources Ltd		293,668		15,764
Chevron Corp		212,408		30,752
ConocoPhillips		216,556		19,449
Devon Energy Corp		507,321		27,959
Exxon Mobil Corp		129,439		11,085
HF Sinclair Corp		40,846		1,845
Marathon Petroleum Corp		154,884		12,733
Phillips 66		109,951		9,015
Valero Energy Corp		173,346		18,423

				147,782
Financials — 15.2%
Aflac Inc		136,144		7,533
Allstate Corp/The		59,438		7,533
American Financial Group Inc/OH		11,100		1,541
Ameriprise Financial Inc		82,444		19,595
Assurant Inc		33,412		5,775
Assured Guaranty Ltd		31,872		1,778
Bank of America Corp		1,487,091		46,293
Berkshire Hathaway Inc, Cl B *		93,247		25,458
Capital One Financial Corp		43,778		4,561
Charles Schwab Corp/The		172,552		10,902


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Citigroup Inc		130,464	$	6,000
Citizens Financial Group Inc		262,482		9,368
CME Group Inc, Cl A		77,815		15,929
Comerica Inc		75,804		5,562
Discover Financial Services		126,480		11,962
Everest Re Group Ltd		38,172		10,699
FactSet Research Systems Inc		11,209		4,311
Fifth Third Bancorp		589,594		19,810
First Republic Bank/CA		40,000		5,768
Goldman Sachs Group Inc/The		21,644		6,429
Hartford Financial Services Group Inc/The		66,936		4,380
Intercontinental Exchange Inc		58,438		5,495
JPMorgan Chase & Co		444,568		50,063
KeyCorp		778,006		13,405
KKR & Co Inc		144,796		6,703
Lincoln National Corp		232,070		10,854
Markel Corp *		8,773		11,346
Marsh & McLennan Cos Inc		138,328		21,475
Moody's Corp		263,689		71,715
Morgan Stanley		311,935		23,726
MSCI Inc, Cl A		66,312		27,330
Navient Corp		263,511		3,687
PNC Financial Services Group Inc/The		36,433		5,748
Popular Inc		125,661		9,667
Progressive Corp/The		44,272		5,148
Prudential Financial Inc		17,700		1,694
Regions Financial Corp		599,114		11,233
S&P Global Inc		18,482		6,230
SLM Corp		230,135		3,668
Travelers Cos Inc/The		119,703		20,245
Truist Financial Corp		141,038		6,689
US Bancorp		423,749		19,501
Voya Financial Inc		156,840		9,337
Wells Fargo & Co		92,870		3,638
Zions Bancorp NA		244,984		12,470

				592,254
Health Care — 16.6%
Abbott Laboratories		84,496		9,181
AbbVie Inc		92,048		14,098
AmerisourceBergen Corp, Cl A		137,635		19,473
Amgen Inc, Cl A		145,948		35,509
AstraZeneca PLC ADR		121,510		8,028
Becton Dickinson and Co		113,758		28,045
Biogen Inc *		23,794		4,852
Bristol-Myers Squibb Co		192,866		14,851
Cardinal Health Inc		36,074		1,886
Centene Corp *		30,902		2,615
Cigna Corp		27,340		7,205
CVS Health Corp		379,134		35,130
Edwards Lifesciences Corp, Cl A *		61,914		5,887
Elevance Health		10,844		5,233


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Eli Lilly & Co		110,545	$	35,842
Gilead Sciences Inc		120,443		7,445
HCA Healthcare Inc		109,165		18,346
Horizon Therapeutics PLC *		70,709		5,640
Humana Inc		12,593		5,894
IDEXX Laboratories Inc *		41,683		14,619
Intuitive Surgical Inc *		23,007		4,618
Johnson & Johnson		605,763		107,529
McKesson Corp		12,923		4,216
Medtronic PLC		60,976		5,473
Merck & Co Inc		569,485		51,920
Mettler-Toledo International Inc *		28,371		32,592
Novo Nordisk A/S ADR		53,634		5,976
Organon & Co		26,217		885
Perrigo Co PLC		68,828		2,792
Pfizer Inc		815,680		42,766
United Therapeutics Corp *		24,871		5,861
UnitedHealth Group Inc		167,008		85,780
Veeva Systems Inc, Cl A *		13,636		2,700
Vertex Pharmaceuticals Inc *		2,503		705
Zoetis Inc, Cl A		63,768		10,961

				644,553
Industrials — 8.7%
AGCO Corp		52,600		5,192
Alaska Air Group Inc *		27,440		1,099
Carlisle Cos Inc		6,137		1,464
Carrier Global Corp		357,041		12,732
Caterpillar Inc, Cl A		27,891		4,986
Chart Industries Inc *		35,340		5,915
Cummins Inc		8,214		1,590
Deere & Co		27,326		8,183
Delta Air Lines Inc, Cl A *		128,832		3,732
Eaton Corp PLC		43,431		5,472
Expeditors International of Washington Inc		89,807		8,753
FedEx Corp		44,644		10,121
Fortive Corp		32,526		1,769
Graco Inc		542,313		32,219
GXO Logistics Inc *		217,799		9,424
Honeywell International Inc		61,532		10,695
Huntington Ingalls Industries Inc, Cl A		42,408		9,237
Illinois Tool Works Inc		47,481		8,653
Johnson Controls International PLC		494,338		23,669
L3Harris Technologies Inc		25,220		6,096
Lockheed Martin Corp		19,019		8,177
ManpowerGroup Inc		18,167		1,388
Middleby Corp/The *		100,000		12,536
Northrop Grumman Corp		16,563		7,927
Oshkosh Corp		61,954		5,089
Otis Worldwide Corp		66,354		4,689
PACCAR Inc		43,000		3,541
Raytheon Technologies Corp		247,761		23,812


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Robert Half International Inc		25,692	$	1,924
Siemens AG ADR		311,780		15,926
Southwest Airlines Co, Cl A *		86,460		3,123
SPX Corp *		108,321		5,724
Stanley Black & Decker Inc		20,000		2,097
Textron Inc		190,528		11,636
Timken Co/The		112,333		5,959
TransDigm Group Inc *		12,491		6,704
United Parcel Service Inc, Cl B		80,434		14,682
Waste Management Inc		18,232		2,789
WW Grainger Inc		64,211		29,179

				337,903
Information Technology — 21.5%
Adobe Inc *		132,912		48,654
Amphenol Corp, Cl A		235,544		15,164
Analog Devices Inc		103,383		15,103
Apple Inc		867,090		118,548
Applied Materials Inc		148,944		13,551
Arista Networks Inc *		90,886		8,520
ASML Holding NV, Cl G		11,551		5,497
Broadcom Inc		18,718		9,093
Cadence Design Systems Inc *		15,000		2,251
Cisco Systems Inc/Delaware		498,298		21,247
Citrix Systems Inc *		44,716		4,345
Cognizant Technology Solutions Corp, Cl A		8,912		602
Corning Inc, Cl B		177,573		5,595
Dropbox Inc, Cl A *		316,687		6,647
F5 Inc, Cl A *		53,596		8,202
Hewlett Packard Enterprise Co		307,307		4,075
HP Inc		480,394		15,747
Intel Corp		571,741		21,389
International Business Machines Corp		6,932		979
Intuit Inc		155,816		60,058
Jabil Inc		65,470		3,353
Juniper Networks Inc		27,511		784
Keysight Technologies Inc *		96,705		13,331
Lam Research Corp		10,701		4,560
Marvell Technology Inc		74,923		3,261
Mastercard Inc, Cl A		168,189		53,060
Microchip Technology Inc		589,638		34,246
Micron Technology Inc		156,515		8,652
Microsoft Corp		486,353		124,910
Motorola Solutions Inc		22,111		4,635
NetApp Inc		45,929		2,996
NortonLifeLock Inc		34,608		760
Oracle Corp, Cl B		512,747		35,826
QUALCOMM Inc		67,431		8,614
Roper Technologies Inc		63,187		24,937
Salesforce *		18,205		3,005
SAP SE ADR		86,635		7,860
Seagate Technology Holdings PLC		112,151		8,012


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ServiceNow Inc *		12,293	$	5,846
Texas Instruments Inc		44,297		6,806
VeriSign Inc *		91,384		15,291
Visa Inc, Cl A		275,684		54,279
Vishay Intertechnology Inc		240,771		4,290
VMware Inc, Cl A *		22,135		2,523
Vontier Corp		522,351		12,009
Western Digital Corp *		33,750		1,513
Xerox Holdings Corp		253,986		3,772
Zendesk Inc *		29,165		2,160

				836,558
Materials — 5.2%
Air Products and Chemicals Inc		54,098		13,010
Cabot Corp		83,951		5,355
Celanese Corp, Cl A		28,298		3,328
Corteva Inc		64,004		3,465
Dow Inc		162,912		8,408
DuPont de Nemours Inc		43,599		2,423
Eastman Chemical Co		165,233		14,833
Ecolab Inc		52,198		8,026
Huntsman Corp		531,983		15,082
Ingevity Corp *		14,131		892
International Paper Co		135,045		5,649
Linde PLC		123,959		35,642
LyondellBasell Industries NV, Cl A		74,826		6,544
Newmont Corp		61,509		3,670
O-I Glass Inc, Cl I *		451,358		6,319
Reliance Steel & Aluminum Co		11,055		1,878
Sherwin-Williams Co/The, Cl A		199,665		44,707
Steel Dynamics Inc		320,489		21,201
Sylvamo Corp		12,276		401
Westrock Co		27,405		1,092

				201,925
Real Estate — 2.0%
American Tower Corp, Cl A ^‡		101,757		26,008
Boston Properties Inc ^‡		50,460		4,490
Brandywine Realty Trust ^‡		24,300		234
CBRE Group Inc, Cl A *		41,173		3,031
Crown Castle International Corp ^‡		34,157		5,751
Equinix Inc ^‡		1,986		1,305
Gaming and Leisure Properties Inc ^‡		39,687		1,820
Healthpeak Properties Inc ^‡		502,660		13,024
Invitation Homes Inc ^‡		28,203		1,003
Public Storage ^‡		4,106		1,284
Sabra Health Care Inc ^‡		317,033		4,429
SBA Communications Corp, Cl A ^‡		18,373		5,880
Service Properties Trust ^‡		494,043		2,584
Welltower Inc ^‡		70,223		5,783

				76,626


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Utilities — 2.2%
Ameren Corp		64,109	$	5,793
American Electric Power Co Inc		57,553		5,522
Constellation Energy		59,660		3,416
Duke Energy Corp		94,914		10,176
Edison International		79,466		5,025
Exelon Corp		132,096		5,987
FirstEnergy Corp		73,115		2,807
National Fuel Gas Co		20,594		1,360
NextEra Energy Inc		192,725		14,928
NiSource Inc		700,009		20,643
NRG Energy Inc		55,000		2,099
PPL Corp		241,001		6,538
UGI Corp		50,939		1,967
Vistra Corp		40,284		921

				87,182
Total Common Stock
(Cost $1,515,123) ($ Thousands)				3,841,511


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.8%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		29,748,807	$	29,750


Total Affiliated Partnership
(Cost $29,751) ($ Thousands)				29,750



CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		39,638,136		39,638

Total Cash Equivalent
(Cost $39,638) ($ Thousands)				39,638


Total Investments in Securities — 100.7%
(Cost $1,584,512) ($ Thousands)			$	3,910,899

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $3,884,001 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $28,820 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $29,750 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

PLC — Public Limited Company

S&P— Standard & Poor's

SPX — Standard & Poor's 500 Index

The following is a summary of the level of inputs used as of June 30, 2022, 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

3,841,511

–

3,841,511

Affiliated Partnership

–

29,750

–

29,750

Cash Equivalent

39,638

–

39,638

Total Investments in Securities

3,881,149

29,750

–

3,910,899

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

)

–

)

Total Other Financial Instruments

–

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 99.6%

Communication Services — 8.8%
Activision Blizzard Inc		19,590	$	1,525
Alphabet Inc, Cl A *		7,586		16,532
Alphabet Inc, Cl C *		6,936		15,172
AT&T Inc		178,917		3,750
Charter Communications Inc, Cl A *		2,873		1,346
Comcast Corp, Cl A		112,276		4,406
DISH Network Corp, Cl A *		6,238		112
Electronic Arts Inc		7,078		861
Fox Corp, Cl A		7,886		254
Fox Corp, Cl B		3,681		109
Interpublic Group of Cos Inc/The		9,901		272
Live Nation Entertainment Inc *		3,400		281
Lumen Technologies		23,170		253
Match Group Inc *		7,100		495
Meta Platforms Inc, Cl A *		57,709		9,306
Netflix Inc *		11,159		1,951
News Corp, Cl A		9,775		152
News Corp, Cl B		3,000		48
Omnicom Group Inc		5,304		337
Paramount Global, Cl B		15,317		378
Take-Two Interactive Software Inc, Cl A *		4,000		490
T-Mobile US Inc *		14,700		1,978
Twitter Inc *		19,240		719
Verizon Communications Inc		105,213		5,340
Walt Disney Co/The *		45,624		4,307
Warner Bros Discovery *		55,674		747

				71,121
Consumer Discretionary — 10.6%
Advance Auto Parts Inc		1,600		277
Amazon.com Inc, Cl A *		219,960		23,362
Aptiv PLC *		6,770		603
AutoZone Inc *		512		1,100
Bath & Body Works Inc		5,927		160
Best Buy Co Inc		5,054		329
Booking Holdings Inc *		1,036		1,812
BorgWarner		6,053		202
Caesars Entertainment Inc *		5,400		207
CarMax Inc *		4,100		371
Carnival Corp *		20,384		176
Chipotle Mexican Grill Inc, Cl A *		704		920
Darden Restaurants Inc		3,218		364
Dollar General Corp		5,781		1,419
Dollar Tree Inc *		5,654		881
Domino's Pizza Inc		895		349
DR Horton Inc		8,158		540
eBay Inc		14,149		590
Etsy Inc *		3,200		234
Expedia Group Inc *		3,755		356
Ford Motor Co		98,770		1,099
Garmin Ltd		3,771		371


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
General Motors Co *		36,613	$	1,163
Genuine Parts Co		3,596		478
Hasbro Inc		3,296		270
Hilton Worldwide Holdings Inc		7,000		780
Home Depot Inc/The		25,965		7,121
Las Vegas Sands Corp *		8,700		292
Lennar Corp, Cl A		6,616		467
LKQ Corp		6,800		334
Lowe's Cos Inc		16,606		2,901
Marriott International Inc/MD, Cl A		6,824		928
McDonald's Corp		18,555		4,581
MGM Resorts International		8,800		255
Mohawk Industries Inc *		1,400		174
Newell Brands Inc, Cl B		9,455		180
NIKE Inc, Cl B		31,823		3,252
Norwegian Cruise Line Holdings Ltd *		10,700		119
NVR Inc *		78		312
O'Reilly Automotive Inc *		1,677		1,059
Penn National Gaming Inc *		4,100		125
Pool Corp		1,008		354
PulteGroup Inc		6,299		250
PVH Corp		1,759		100
Ralph Lauren Corp, Cl A		1,105		99
Ross Stores Inc		8,836		620
Royal Caribbean Cruises Ltd *		5,700		199
Starbucks Corp		28,941		2,211
Tapestry Inc		6,719		205
Target Corp, Cl A		11,628		1,642
Tesla Inc *		21,135		14,233
TJX Cos Inc/The		29,486		1,647
Tractor Supply Co		2,880		558
Ulta Beauty Inc *		1,347		519
VF Corp		8,165		361
Whirlpool Corp		1,412		219
Wynn Resorts Ltd *		2,700		154
Yum! Brands Inc		7,270		825

				84,709
Consumer Staples — 7.0%
Altria Group Inc		45,473		1,899
Archer-Daniels-Midland Co		14,075		1,092
Brown-Forman Corp, Cl B		4,565		320
Campbell Soup Co		5,084		244
Church & Dwight Co Inc		6,100		565
Clorox Co/The		3,042		429
Coca-Cola Co/The		97,449		6,131
Colgate-Palmolive Co		21,195		1,699
Conagra Brands Inc		12,065		413
Constellation Brands Inc, Cl A		4,107		957
Costco Wholesale Corp		11,108		5,324
Estee Lauder Cos Inc/The, Cl A		5,850		1,490
General Mills Inc		15,186		1,146


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hershey Co/The		3,612	$	777
Hormel Foods Corp		7,108		337
J M Smucker Co/The		2,753		353
Kellogg Co		6,467		461
Keurig Dr Pepper Inc		18,600		658
Kimberly-Clark Corp		8,503		1,149
Kraft Heinz Co/The		17,908		683
Kroger Co/The		16,436		778
Lamb Weston Holdings Inc		3,700		264
McCormick & Co Inc/MD		6,232		519
Molson Coors Beverage Co, Cl B		4,751		259
Mondelez International Inc, Cl A		34,920		2,168
Monster Beverage Corp *		9,454		876
PepsiCo Inc		34,679		5,780
Philip Morris International Inc		38,927		3,844
Procter & Gamble Co/The		60,097		8,641
Sysco Corp, Cl A		12,720		1,078
Tyson Foods Inc, Cl A		7,303		628
Walgreens Boots Alliance Inc		18,057		684
Walmart Inc		35,315		4,294

				55,940
Energy — 4.3%
APA		8,531		298
Baker Hughes Co, Cl A		22,749		657
Chevron Corp		49,378		7,149
ConocoPhillips		32,490		2,918
Coterra Energy Inc		20,513		529
Devon Energy Corp		15,413		850
Diamondback Energy Inc, Cl A		4,251		515
EOG Resources Inc		14,707		1,624
Exxon Mobil Corp		105,841		9,064
Halliburton Co		22,642		710
Hess Corp		6,875		728
Kinder Morgan Inc		49,082		823
Marathon Oil Corp		17,856		402
Marathon Petroleum Corp		13,658		1,123
Occidental Petroleum Corp		22,262		1,311
ONEOK Inc		11,209		622
Phillips 66		11,787		966
Pioneer Natural Resources Co		5,666		1,264
Schlumberger NV, Cl A		35,300		1,262
Valero Energy Corp		10,221		1,086
Williams Cos Inc/The		30,569		954

				34,855
Financials — 10.8%
Aflac Inc		15,134		837
Allstate Corp/The		6,859		869
American Express Co		15,410		2,136
American International Group Inc		19,935		1,019
Ameriprise Financial Inc		2,735		650
Aon PLC, Cl A		5,349		1,442


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Arthur J Gallagher & Co		5,249	$	856
Assurant Inc		1,405		243
Bank of America Corp		178,177		5,547
Bank of New York Mellon Corp/The		18,599		776
Berkshire Hathaway Inc, Cl B *		45,425		12,402
BlackRock Inc		3,562		2,169
Brown & Brown Inc		5,900		344
Capital One Financial Corp		9,949		1,037
Cboe Global Markets Inc		2,700		306
Charles Schwab Corp/The		37,755		2,385
Chubb Ltd		10,687		2,101
Cincinnati Financial Corp		3,783		450
Citigroup Inc		48,998		2,253
Citizens Financial Group Inc		12,400		442
CME Group Inc		9,012		1,845
Comerica Inc		3,292		242
Discover Financial Services		7,030		665
Everest Re Group Ltd		937		263
FactSet Research Systems Inc		950		365
Fifth Third Bancorp		17,211		578
First Republic Bank/CA		4,459		643
Franklin Resources Inc		7,038		164
Globe Life Inc		2,339		228
Goldman Sachs Group Inc/The		8,499		2,524
Hartford Financial Services Group Inc/The		8,386		549
Huntington Bancshares Inc/OH		36,214		436
Intercontinental Exchange Inc		14,105		1,326
Invesco Ltd		8,616		139
JPMorgan Chase & Co		73,783		8,309
KeyCorp		23,383		403
Lincoln National Corp		4,198		196
Loews Corp		4,962		294
M&T Bank Corp		4,534		723
MarketAxess Holdings Inc		956		245
Marsh & McLennan Cos Inc		12,659		1,965
MetLife Inc		17,339		1,089
Moody's Corp		4,023		1,094
Morgan Stanley		35,204		2,678
MSCI Inc, Cl A		2,023		834
Nasdaq Inc, Cl A		2,959		451
Northern Trust Corp		5,209		503
PNC Financial Services Group Inc/The		10,404		1,641
Principal Financial Group Inc, Cl A		5,857		391
Progressive Corp/The		14,685		1,707
Prudential Financial Inc		9,466		906
Raymond James Financial Inc		4,658		416
Regions Financial Corp		23,763		446
S&P Global Inc		8,755		2,951
Signature Bank/New York NY, Cl B		1,600		287
State Street Corp		9,245		570
SVB Financial Group, Cl B *		1,445		571
Synchrony Financial		12,563		347


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
T Rowe Price Group Inc		5,793	$	658
Travelers Cos Inc/The		6,056		1,024
Truist Financial Corp		33,596		1,593
US Bancorp		33,893		1,560
W R Berkley Corp		5,300		362
Wells Fargo & Co		95,267		3,732
Willis Towers Watson PLC		2,769		547
Zions Bancorp NA		3,860		196

				86,920
Health Care — 15.1%
Abbott Laboratories		44,044		4,785
AbbVie Inc		44,313		6,787
ABIOMED Inc *		1,100		272
Agilent Technologies Inc		7,515		893
Align Technology Inc *		1,833		434
AmerisourceBergen Corp, Cl A		3,796		537
Amgen Inc, Cl A		13,422		3,266
Baxter International Inc		12,535		805
Becton Dickinson and Co		7,121		1,755
Biogen Inc *		3,706		756
Bio-Rad Laboratories Inc, Cl A *		531		263
Bio-Techne Corp		1,000		347
Boston Scientific Corp *		35,776		1,333
Bristol-Myers Squibb Co		53,532		4,122
Cardinal Health Inc		6,959		364
Catalent Inc *		4,500		483
Centene Corp *		14,631		1,238
Charles River Laboratories International Inc *		1,260		270
Cigna Corp		7,943		2,093
Cooper Cos Inc/The, Cl A		1,204		377
CVS Health Corp		32,976		3,056
Danaher Corp, Cl A		16,295		4,131
DaVita Inc *		1,556		124
Dentsply Sirona Inc		5,509		197
Dexcom Inc *		9,792		730
Edwards Lifesciences Corp, Cl A *		15,649		1,488
Elevance Health		6,075		2,932
Eli Lilly & Co		19,803		6,421
Gilead Sciences Inc		31,404		1,941
HCA Healthcare Inc		5,739		964
Henry Schein Inc *		3,500		269
Hologic Inc *		6,300		437
Humana Inc		3,131		1,465
IDEXX Laboratories Inc *		2,123		745
Illumina Inc *		3,896		718
Incyte Corp *		4,700		357
Intuitive Surgical Inc *		8,927		1,792
IQVIA Holdings Inc *		4,808		1,043
Johnson & Johnson		66,003		11,716
Laboratory Corp of America Holdings		2,310		541


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
McKesson Corp		3,643	$	1,188
Medtronic PLC		33,772		3,031
Merck & Co Inc		63,316		5,773
Mettler-Toledo International Inc *		570		655
Moderna Inc *		8,700		1,243
Molina Healthcare Inc *		1,460		408
Organon & Co		6,317		213
PerkinElmer Inc		3,198		455
Pfizer Inc		140,703		7,377
Quest Diagnostics Inc		3,024		402
Regeneron Pharmaceuticals Inc *		2,664		1,575
ResMed Inc		3,609		756
STERIS PLC		2,545		525
Stryker Corp		8,377		1,666
Teleflex Inc		1,129		278
Thermo Fisher Scientific Inc		9,874		5,364
UnitedHealth Group Inc		23,605		12,124
Universal Health Services Inc, Cl B		1,800		181
Vertex Pharmaceuticals Inc *		6,381		1,798
Viatris Inc, Cl W *		30,457		319
Waters Corp *		1,522		504
West Pharmaceutical Services Inc		1,859		562
Zimmer Biomet Holdings Inc		5,274		554
Zoetis Inc, Cl A		11,845		2,036

				121,234
Industrials — 7.8%
3M Co		14,296		1,850
A O Smith Corp		3,300		180
Alaska Air Group Inc *		3,200		128
Allegion PLC		2,270		222
American Airlines Group Inc *		16,309		207
AMETEK Inc		5,800		637
Boeing Co/The *		13,735		1,878
Carrier Global Corp		21,544		768
Caterpillar Inc, Cl A		13,434		2,401
CH Robinson Worldwide Inc		3,205		325
Cintas Corp		2,182		815
Copart Inc *		5,400		587
CSX Corp		54,596		1,587
Cummins Inc		3,598		696
Deere & Co		6,988		2,093
Delta Air Lines Inc, Cl A *		16,113		467
Dover Corp		3,637		441
Eaton Corp PLC		10,019		1,262
Emerson Electric Co		14,915		1,186
Equifax Inc		3,089		565
Expeditors International of Washington Inc		4,277		417
Fastenal Co, Cl A		14,518		725
FedEx Corp		6,011		1,363
Fortive Corp		8,987		489
Fortune Brands Home & Security Inc		3,427		205


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Generac Holdings Inc *		1,554	$	327
General Dynamics Corp		5,759		1,274
General Electric Co		27,588		1,756
Honeywell International Inc		17,177		2,986
Howmet Aerospace Inc		9,478		298
Huntington Ingalls Industries Inc, Cl A		947		206
IDEX Corp		1,900		345
Illinois Tool Works Inc		7,165		1,306
Ingersoll Rand Inc		10,233		431
Jacobs Engineering Group Inc		3,262		415
JB Hunt Transport Services Inc		2,151		339
Johnson Controls International PLC		17,699		848
L3Harris Technologies Inc		4,909		1,186
Leidos Holdings Inc		3,543		357
Lockheed Martin Corp		5,980		2,571
Masco Corp		5,984		303
Nielsen Holdings PLC		9,000		209
Nordson Corp		1,300		263
Norfolk Southern Corp		5,986		1,361
Northrop Grumman Corp		3,680		1,761
Old Dominion Freight Line Inc, Cl A		2,344		601
Otis Worldwide Corp		10,722		758
PACCAR Inc		8,767		722
Parker-Hannifin Corp, Cl A		3,171		780
Pentair PLC		4,166		191
Quanta Services Inc		3,600		451
Raytheon Technologies Corp		37,476		3,602
Republic Services Inc		5,283		691
Robert Half International Inc		2,732		205
Rockwell Automation Inc		2,930		584
Rollins Inc		5,700		199
Snap-on Inc		1,353		267
Southwest Airlines Co, Cl A *		14,962		540
Stanley Black & Decker Inc		3,808		399
Textron Inc		5,507		336
Trane Technologies PLC		5,870		762
TransDigm Group Inc *		1,320		708
Union Pacific Corp		15,841		3,379
United Airlines Holdings Inc *		8,200		290
United Parcel Service Inc, Cl B		18,268		3,335
United Rentals Inc *		1,814		441
Verisk Analytics Inc, Cl A		4,029		697
Waste Management Inc		9,628		1,473
Westinghouse Air Brake Technologies Corp		4,690		385
WW Grainger Inc		1,048		476
Xylem Inc/NY		4,500		352

				62,660
Information Technology — 26.7%
Accenture PLC, Cl A		15,848		4,400
Adobe Inc *		11,812		4,324
Advanced Micro Devices Inc *		40,761		3,117


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Akamai Technologies Inc *		4,104	$	375
Amphenol Corp, Cl A		15,018		967
Analog Devices Inc		13,172		1,924
ANSYS Inc *		2,207		528
Apple Inc		386,485		52,840
Applied Materials Inc		22,341		2,033
Arista Networks Inc *		5,664		531
Autodesk Inc, Cl A *		5,504		946
Automatic Data Processing Inc		10,515		2,209
Broadcom Inc		10,251		4,980
Broadridge Financial Solutions Inc		2,944		420
Cadence Design Systems Inc *		6,920		1,038
CDW Corp/DE		3,447		543
Ceridian HCM Holding Inc *		3,500		165
Cisco Systems Inc/Delaware		104,401		4,452
Citrix Systems Inc *		3,142		305
Cognizant Technology Solutions Corp, Cl A		13,205		891
Corning Inc, Cl B		18,708		589
DXC Technology Co *		6,230		189
Enphase Energy Inc *		3,400		664
EPAM Systems Inc *		1,400		413
F5 Inc, Cl A *		1,528		234
Fidelity National Information Services Inc, Cl B		15,265		1,399
Fiserv Inc, Cl A *		14,620		1,301
FleetCor Technologies Inc *		1,929		405
Fortinet Inc *		16,790		950
Gartner Inc *		2,056		497
Global Payments Inc		7,183		795
Hewlett Packard Enterprise Co		32,591		432
HP Inc		26,472		868
Intel Corp		102,037		3,817
International Business Machines Corp		22,468		3,172
Intuit Inc		7,103		2,738
Jack Henry & Associates Inc		1,800		324
Juniper Networks Inc		8,200		234
Keysight Technologies Inc *		4,600		634
KLA Corp		3,777		1,205
Lam Research Corp		3,474		1,481
Mastercard Inc, Cl A		21,527		6,791
Microchip Technology Inc		14,008		814
Micron Technology Inc		28,169		1,557
Microsoft Corp		187,939		48,268
Monolithic Power Systems Inc		1,100		422
Motorola Solutions Inc		4,230		887
NetApp Inc		5,585		364
NortonLifeLock Inc		14,647		322
NVIDIA Corp		62,911		9,537
NXP Semiconductors NV		6,676		988
ON Semiconductor Corp *		11,000		553
Oracle Corp, Cl B		39,604		2,767
Paychex Inc		8,069		919


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Paycom Software Inc *		1,159	$	325
PayPal Holdings Inc *		29,249		2,043
PTC Inc *		2,657		283
Qorvo Inc *		2,700		255
QUALCOMM Inc		28,232		3,606
Roper Technologies Inc		2,645		1,044
Salesforce *		24,967		4,121
Seagate Technology Holdings PLC		5,100		364
ServiceNow Inc *		5,007		2,381
Skyworks Solutions Inc		4,116		381
SolarEdge Technologies Inc *		1,300		356
Synopsys Inc *		3,807		1,156
TE Connectivity Ltd		8,209		929
Teledyne Technologies Inc *		1,171		439
Teradyne Inc		4,115		368
Texas Instruments Inc		23,203		3,565
Trimble Inc *		6,300		367
Tyler Technologies Inc *		1,020		339
VeriSign Inc *		2,455		411
Visa Inc, Cl A		41,406		8,152
Western Digital Corp *		7,874		353
Zebra Technologies Corp, Cl A *		1,319		388

				215,144
Materials — 2.5%
Air Products and Chemicals Inc		5,566		1,338
Albemarle Corp		2,957		618
Amcor PLC		38,132		474
Avery Dennison Corp		2,064		334
Ball Corp		8,172		562
Celanese Corp, Cl A		2,752		324
CF Industries Holdings Inc		5,350		459
Corteva Inc		18,273		989
Dow Inc		18,506		955
DuPont de Nemours Inc		12,899		717
Eastman Chemical Co		3,220		289
Ecolab Inc		6,216		956
FMC Corp		3,200		342
Freeport-McMoRan Inc, Cl B		36,863		1,079
International Flavors & Fragrances Inc		6,426		765
International Paper Co		9,252		387
Linde PLC		12,636		3,633
LyondellBasell Industries NV, Cl A		6,574		575
Martin Marietta Materials Inc, Cl A		1,519		455
Mosaic Co/The		9,309		440
Newmont Corp		20,025		1,195
Nucor Corp		6,627		692
Packaging Corp of America		2,400		330
PPG Industries Inc		5,905		675
Sealed Air Corp		3,728		215
Sherwin-Williams Co/The, Cl A		6,045		1,354
Vulcan Materials Co		3,349		476


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Westrock Co		6,684	$	266

				20,894
Real Estate — 2.9%
Alexandria Real Estate Equities Inc ^‡		3,660		531
American Tower Corp, Cl A ^‡		11,697		2,990
AvalonBay Communities Inc ^‡		3,528		685
Boston Properties Inc ^‡		3,600		320
Camden Property Trust ^‡		2,600		350
CBRE Group Inc, Cl A *		8,409		619
Crown Castle International Corp ^‡		10,864		1,829
Digital Realty Trust Inc, Cl A ^‡		7,169		931
Duke Realty Corp ^‡		9,600		527
Equinix Inc ^‡		2,261		1,485
Equity Residential ^‡		8,544		617
Essex Property Trust Inc ^‡		1,621		424
Extra Space Storage Inc ^‡		3,399		578
Federal Realty OP ^‡		1,800		172
Healthpeak Properties Inc ^‡		13,600		352
Host Hotels & Resorts Inc ^‡		17,974		282
Iron Mountain Inc ^‡		7,238		352
Kimco Realty Corp ^‡		15,513		307
Mid-America Apartment Communities Inc ^‡		2,900		507
Prologis Inc ^‡		18,620		2,191
Public Storage ^‡		3,787		1,184
Realty Income Corp ^‡		15,200		1,038
Regency Centers Corp ^‡		3,899		231
SBA Communications Corp, Cl A ^‡		2,749		880
Simon Property Group Inc ^‡		8,206		779
UDR Inc ^‡		7,500		345
Ventas Inc ^‡		10,032		516
VICI Properties Inc ^‡		24,300		724
Vornado Realty Trust ^‡		4,077		117
Welltower Inc ^‡		11,400		939
Weyerhaeuser Co ^‡		18,861		625

				23,427
Utilities — 3.1%
AES Corp/The		16,790		353
Alliant Energy Corp		6,300		369
Ameren Corp		6,453		583
American Electric Power Co Inc		12,615		1,210
American Water Works Co Inc		4,545		676
Atmos Energy Corp		3,400		381
CenterPoint Energy Inc		15,885		470
CMS Energy Corp		7,301		493
Consolidated Edison Inc		8,833		840
Constellation Energy		8,251		473
Dominion Energy Inc		20,368		1,626
DTE Energy Co		4,845		614
Duke Energy Corp		19,316		2,071
Edison International		9,557		604
Entergy Corp		5,026		566


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Evergy Inc		5,799	$	378
Eversource Energy		8,635		729
Exelon Corp		24,655		1,117
FirstEnergy Corp		14,423		554
NextEra Energy Inc		49,280		3,817
NiSource Inc		9,844		290
NRG Energy Inc		6,181		236
Pinnacle West Capital Corp		2,849		208
PPL Corp		18,871		512
Public Service Enterprise Group Inc		12,730		806
Sempra Energy		7,845		1,179
Southern Co/The		26,656		1,901
WEC Energy Group Inc		7,964		802
Xcel Energy Inc		13,536		958

				24,816

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $804,909 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security).
^‡	Real Estate Investment Trust.

Cl — Class

Ltd — Limited

PLC — Public Limited Company

S&P — Standard & Poor's

The following is a summary of the level of inputs used as of June 30, 2022, 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

801,720

–

801,720

Cash Equivalent

2,663

–

2,663

Total Investments in Securities

804,383

–

804,383

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 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 June 30, 2022 ($ Thousands):


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

Communication Services — 3.4%
Audacy Inc, Cl A *		129,610	$	122
Cable One Inc		1,225		1,579
Cars.com Inc *		31,710		299
Cinemark Holdings Inc *		252,807		3,797
Cogent Communications Holdings Inc		21,254		1,291
Gannett Co Inc *		105,267		305
Gogo Inc *		24,846		402
Hemisphere Media Group Inc, Cl A *		9,233		71
IDT Corp, Cl B *		13,680		344
Integral Ad Science Holding *		81,872		813
Iridium Communications Inc *		18,478		694
Liberty Latin America Ltd, Cl A *		34,460		269
Liberty TripAdvisor Holdings Inc, Cl A *		5,945		5
Lions Gate Entertainment Corp, Cl A *(A)		425,113		3,958
Marcus Corp/The *		14,672		217
MediaAlpha Inc, Cl A *		19,482		192
Nexstar Media Group Inc, Cl A		12,412		2,022
TEGNA Inc		45,417		952
World Wrestling Entertainment Inc, Cl A		7,800		487
Ziff Davis Inc *		8,840		659

				18,478
Consumer Discretionary — 11.5%
Aaron's Co Inc/The		127,668		1,858
Academy Sports & Outdoors Inc		14,790		526
Advance Auto Parts Inc		7,670		1,328
American Eagle Outfitters Inc		287,065		3,209
American Public Education Inc *		18,438		298
Arko Corp		18,400		150
Beazer Homes USA Inc, Cl A *		81,511		984
Biglari Holdings Inc, Cl B *		2,576		316
Bloomin' Brands Inc		146,561		2,436
Bluegreen Vacations Holding, Cl A		28,841		720
Boot Barn Holdings Inc *		8,074		556
Brinker International Inc *		75,875		1,672
Brunswick Corp/DE		20,805		1,360
Buckle Inc/The		5,800		161
Caleres Inc		38,070		999
Callaway Golf Co *		38,045		776
Carriage Services Inc		7,576		300
Carter's Inc		17,800		1,255
Cato Corp/The, Cl A		19,981		232
Cavco Industries Inc *		2,872		563
Century Casinos *		30,119		217
Churchill Downs Inc		8,324		1,594
Chuy's Holdings Inc *		14,373		286
Citi Trends Inc *		4,860		115
Container Store Group Inc/The *		75,720		472
Domino's Pizza Inc		3,242		1,263
Dorman Products Inc *		15,194		1,667
Duolingo, Cl A *		4,300		376


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
El Pollo Loco Holdings Inc *		14,140	$	139
Ethan Allen Interiors Inc		45,650		923
Funko Inc, Cl A *		73,230		1,635
Genesco Inc *		3,040		152
Goodyear Tire & Rubber Co/The *		55,372		593
H&R Block Inc		16,500		583
Hamilton Beach Brands Holding Co, Cl A		13,484		167
Haverty Furniture Cos Inc		34,149		792
Hibbett Inc		12,303		538
Hilton Grand Vacations Inc *		16,138		577
Hooker Furnishings		18,948		295
JAKKS Pacific *		46,148		584
Johnson Outdoors Inc, Cl A		4,481		274
Kohl's Corp		29,600		1,056
Latham Group *		17,970		125
Lazydays Holdings Inc *		32,153		379
Lifetime Brands Inc		15,275		169
Light & Wonder, Cl A *		9,390		441
LL Flooring Holdings *		30,982		290
Lovesac Co/The *		34,390		946
Macy's Inc		23,490		430
Marine Products Corp		13,624		130
MarineMax Inc *		6,130		221
MasterCraft Boat Holdings Inc *		30,100		634
Mattel Inc *		21,202		473
Modine Manufacturing Co *		264,811		2,788
Monarch Casino & Resort Inc *		7,865		461
Monro Inc		26,336		1,129
Motorcar Parts of America *		10,530		138
Movado Group Inc		13,226		409
Murphy USA Inc		16,062		3,740
Noodles & Co, Cl A *		25,815		121
Ollie's Bargain Outlet Holdings Inc *		9,700		570
OneWater Marine Inc, Cl A *		17,764		587
Oxford Industries Inc, Cl A		7,032		624
Penske Automotive Group Inc, Cl A		4,350		455
Pool Corp		3,101		1,089
Porch Group *		65,270		167
Shoe Carnival Inc		23,518		508
Shutterstock Inc		20,042		1,149
Skyline Champion Corp *		11,961		567
Steven Madden Ltd		36,968		1,191
Stride Inc *		13,540		552
Superior Group of Cos Inc		10,229		182
Target Hospitality *		19,450		111
Travel + Leisure Co		29,400		1,141
Udemy *		38,301		391
Unifi Inc *		54,080		760
Urban Outfitters Inc *		61,964		1,156
Vista Outdoor Inc *		15,160		423
Vivint Smart Home *		180,165		627
Wingstop Inc, Cl A		12,345		923


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Winmark Corp		2,718	$	532
WW International Inc *		80,010		511
YETI Holdings Inc *		10,830		469

				61,706
Consumer Staples — 3.6%
Casey's General Stores Inc		7,173		1,327
Central Garden & Pet Co, Cl A *		7,265		308
Chefs' Warehouse Inc/The *		11,500		447
Coca-Cola Consolidated Inc		1,070		604
Grocery Outlet Holding Corp *		13,242		565
Hain Celestial Group Inc/The *		18,676		443
Hostess Brands Inc, Cl A *		128,197		2,719
Ingles Markets Inc, Cl A		6,530		567
Ingredion Inc		17,510		1,544
Inter Parfums Inc		16,811		1,228
Lancaster Colony Corp		5,211		671
MGP Ingredients Inc		15,917		1,593
Natural Grocers by Vitamin Cottage Inc		68,725		1,096
Performance Food Group Co *		11,771		541
Post Holdings Inc *		6,400		527
Sanderson Farms Inc		2,700		582
Seneca Foods Corp, Cl A *		18,152		1,008
Simply Good Foods Co/The *		13,080		494
TreeHouse Foods Inc *		35,940		1,503
Veru Inc *(A)		35,247		398
Village Super Market Inc, Cl A		18,788		429
Weis Markets Inc		7,650		570

				19,164
Energy — 8.6%
Alto Ingredients *		142,485		529
Antero Resources Corp *		12,038		369
Arch Resources Inc		4,027		576
Berry Corp		29,385		224
Brigham Minerals, Cl A		20,500		505
Cactus Inc, Cl A		17,680		712
Centrus Energy, Cl A *		24,654		610
ChampionX Corp		66,611		1,322
Chesapeake Energy Corp		5,984		485
Chord Energy		16,479		2,005
Civitas Resources		3,400		178
Comstock Resources *		21,085		255
Coterra Energy Inc		44,817		1,156
Crescent Point Energy		70,000		498
Delek US Holdings Inc *		193,536		5,001
Diamondback Energy Inc, Cl A		10,913		1,322
Dorian LPG Ltd		13,650		208
Earthstone Energy Inc, Cl A *		87,265		1,191
Expro Group Holdings *		36,669		422
Golar LNG Ltd *		33,387		759
Helmerich & Payne Inc		36,258		1,561
HF Sinclair Corp		50,294		2,271


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
International Seaways Inc		37,710	$	799
Magnolia Oil & Gas Corp, Cl A		23,305		489
Matador Resources Co		9,798		457
Murphy Oil Corp		9,770		295
Nabors Industries Ltd *		3,673		492
National Energy Services Reunited Corp *		20,114		136
New Fortress Energy Inc, Cl A		12,781		506
NexTier Oilfield Solutions Inc *		93,975		894
Northern Oil and Gas		76,933		1,943
Oil States International Inc *		33,050		179
Ovintiv Inc		21,740		961
Par Pacific Holdings *		55,656		868
Patterson-UTI Energy Inc		29,376		463
PBF Energy Inc, Cl A *		35,098		1,019
PDC Energy Inc, Cl A		37,805		2,329
Range Resources Corp *		23,617		584
Ranger Oil, Cl A *		11,500		378
REX American Resources Corp *		8,268		701
Scorpio Tankers Inc		30,687		1,059
Select Energy Services Inc, Cl A *		29,224		199
SFL Corp Ltd		126,625		1,202
Sitio Royalties		36,015		835
SM Energy Co		15,800		540
Solaris Oilfield Infrastructure Inc, Cl A		82,896		902
Southwestern Energy Co *		465,938		2,912
Talos Energy Inc *		51,400		795
Teekay Tankers Ltd, Cl A *		23,600		416
TETRA Technologies Inc *		86,000		349
Vertex Energy *(A)		44,849		472
W&T Offshore Inc *		199,250		861
Whiting Petroleum		5,274		359

				46,553
Financials — 17.0%
AFC Gamma ^‡		12,310		189
Allegiance Bancshares		4,107		155
Amalgamated Financial Corp		52,783		1,044
A-Mark Precious Metals *		13,822		446
Amerant Bancorp Inc, Cl A		19,320		543
American Equity Investment Life Holding Co		116,399		4,257
Arrow Financial Corp		5,378		171
AssetMark Financial Holdings *		30,418		571
Assurant Inc		3,150		544
Atlanticus Holdings *		21,406		753
B Riley Financial Inc		5,941		251
BancFirst Corp		4,800		459
Bank of Marin Bancorp		9,639		306
Bank of NT Butterfield & Son Ltd/The		43,395		1,354
Bank OZK		40,967		1,538
BankUnited Inc		149,814		5,329
Bankwell Financial Group Inc		19,822		615
BayCom Corp		29,669		614


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bridgewater Bancshares Inc *		12,880	$	208
Byline Bancorp Inc		35,187		837
Cambridge Bancorp		984		81
Capital Bancorp Inc		9,996		217
Capstar Financial Holdings Inc		9,866		194
Carter Bankshares Inc *		15,208		201
Cathay General Bancorp		18,927		741
CBTX Inc		11,970		318
Central Pacific Financial Corp		19,330		415
Chimera Investment Corp ^‡		126,762		1,118
Civista Bancshares Inc		4,521		96
CNO Financial Group Inc		181,995		3,292
Coastal Financial Corp/WA *		3,527		134
Cohen & Steers Inc		18,443		1,173
Community Trust Bancorp Inc		3,380		137
Crawford & Co, Cl A		18,410		144
CrossFirst Bankshares *		24,550		324
Curo Group Holdings Corp		31,388		174
CVB Financial Corp		18,700		464
Dynex Capital Inc ^‡		32,290		514
Enova International Inc *		8,640		249
Equity Bancshares Inc, Cl A		5,280		154
Essent Group Ltd		13,722		534
Evercore Inc, Cl A		6,221		582
EZCORP Inc, Cl A *		43,712		328
FactSet Research Systems Inc		3,268		1,257
Farmers & Merchants Bancorp		18,995		630
Farmers National Banc Corp		25,824		387
Financial Institutions Inc		15,449		402
First Bancshares Inc/The		5,003		143
First Bank		1,533		21
First Commonwealth Financial Corp		158,244		2,124
First Community Bankshares Inc		17,640		519
First Financial Corp/IN		19,776		880
First Internet Bancorp		11,329		417
First Interstate BancSystem Inc, Cl A (A)		53,818		2,051
First Northwest Bancorp		4,952		77
First of Long Island Corp/The		12,271		215
FNB Corp/PA		287,315		3,120
Focus Financial Partners Inc, Cl A *		13,547		461
Globe Life Inc		11,621		1,133
Green Dot Corp, Cl A *		47,488		1,192
Greenhill & Co Inc		2,284		21
Hamilton Lane Inc, Cl A		18,005		1,210
Hanmi Financial Corp		23,660		531
Hanover Insurance Group Inc/The, Cl A		5,384		787
HarborOne Bancorp Inc		16,352		226
HBT Financial Inc		19,240		344
HCI Group Inc		6,907		468
Hercules Capital Inc, Cl A (A)		48,384		653
Heritage Commerce Corp		16,811		180
Home BancShares Inc/AR		73,001		1,516


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HomeTrust Bancshares Inc		12,200	$	305
Hope Bancorp Inc		34,174		473
Independent Bank Corp/MI		25,550		493
Investar Holding Corp		935		20
Lakeland Bancorp Inc		31,590		462
LendingClub *		30,861		361
LendingTree Inc *		8,021		352
Macatawa Bank Corp		18,306		162
Mercantile Bank Corp		7,270		232
Merchants Bancorp/IN		16,680		378
Metrocity Bankshares Inc		9,866		200
Metropolitan Bank Holding Corp *		6,430		446
MGIC Investment Corp		70,089		883
Morningstar Inc, Cl A		4,857		1,175
National Western Life Group Inc, Cl A		750		152
Nicolet Bankshares Inc *		7,009		507
NMI Holdings Inc, Cl A *		38,050		634
Northfield Bancorp Inc		10,934		142
Northrim BanCorp Inc		688		28
OFG Bancorp		96,497		2,451
OFS Capital Corp		52,531		521
Old National Bancorp/IN, Cl A		182,444		2,698
OP Bancorp		56,166		589
Oportun Financial Corp *		16,613		137
Oppenheimer Holdings Inc, Cl A		24,720		817
Origin Bancorp Inc		4,080		158
Orrstown Financial Services Inc		3,462		84
PacWest Bancorp		32,871		876
PCSB Financial Corp		17,970		343
Peapack-Gladstone Financial Corp		9,550		284
Peoples Bancorp Inc/OH		6,720		179
Peoples Financial Services Corp		4,204		235
Pinnacle Financial Partners Inc		20,071		1,451
Popular Inc		12,325		948
Preferred Bank/Los Angeles CA		9,435		642
Prosperity Bancshares Inc		19,286		1,317
Provident Bancorp Inc		18,986		298
Provident Financial Services Inc		19,724		439
Pzena Investment Management Inc, Cl A		57,535		379
QCR Holdings Inc		5,497		297
RBB Bancorp		20,540		425
Regional Management Corp		22,229		831
Republic First Bancorp Inc *		55,140		210
ServisFirst Bancshares Inc		7,158		565
Silvercrest Asset Management Group Inc, Cl A		23,645		388
South State Corp		5,585		431
Southern Missouri Bancorp Inc		4,691		212
StepStone Group Inc, Cl A		14,875		387
StoneX Group Inc *		7,177		560
Towne Bank/Portsmouth VA		16,286		442
Trean Insurance Group Inc *		22,563		141


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TrustCo Bank NY		8,480	$	262
Umpqua Holdings Corp		215,233		3,609
Universal Insurance Holdings Inc		78,315		1,020
Univest Financial Corp		55,277		1,406
Unum Group		14,409		490
Washington Federal Inc		21,117		634
Webster Financial Corp		8,895		375
Western Alliance Bancorp		25,655		1,811
Wintrust Financial Corp		22,704		1,820

				91,300
Health Care — 11.9%
2seventy bio Inc *		14,580		192
Acadia Healthcare Co Inc, Cl A *		8,300		561
Aerie Pharmaceuticals Inc *		20,460		153
Agenus Inc *		322,754		626
Alkermes PLC *		24,824		740
ALX Oncology Holdings *		21,042		170
Amedisys Inc *		6,300		662
American Well Corp, Cl A *(A)		101,698		439
Amicus Therapeutics Inc *		49,000		526
AMN Healthcare Services Inc *		27,060		2,969
Amneal Pharmaceuticals Inc *		42,350		135
Amphastar Pharmaceuticals Inc *		35,994		1,252
Anika Therapeutics Inc *		5,580		125
Arcellx *		27,848		504
Arcturus Therapeutics Holdings Inc *		10,257		161
Atea Pharmaceuticals Inc *		82,770		588
Avanos Medical Inc *		12,027		329
Aveanna Healthcare Holdings *		60,370		136
Avidity Biosciences Inc *		9,470		138
Axsome Therapeutics Inc *		10,000		383
BioLife Solutions *		15,540		215
Cara Therapeutics Inc *		30,374		277
Castle Biosciences Inc *		10,150		223
Catalyst Pharmaceuticals Inc *		237,366		1,664
Chemed Corp		3,582		1,681
Chinook Therapeutics *		24,509		429
Codexis Inc *		26,300		275
Co-Diagnostics Inc *(A)		168,926		948
Cogent Biosciences *		47,702		430
Collegium Pharmaceutical Inc *		68,889		1,221
Computer Programs and Systems Inc *		28,240		903
Concert Pharmaceuticals Inc *		114,529		482
Cross Country Healthcare Inc *		78,993		1,645
CTI BioPharma *(A)		111,265		664
Cutera Inc *		11,200		420
Cytokinetics *		14,385		565
Eagle Pharmaceuticals Inc/DE *		18,334		815
Encompass Health Corp		34,521		1,935
Ensign Group Inc/The		23,171		1,702
Envista Holdings Corp *		31,555		1,216


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Evolent Health Inc, Cl A *		12,577	$	386
Evolus Inc *		41,457		481
Generation Bio Co *		35,081		230
Halozyme Therapeutics Inc *		16,300		717
Innoviva Inc *		32,903		486
Inspire Medical Systems Inc *		2,470		451
Integra LifeSciences Holdings Corp *		19,522		1,055
Intra-Cellular Therapies Inc, Cl A *		24,016		1,371
iRadimed Corp *		3,811		129
iRhythm Technologies Inc *		3,443		372
iTeos Therapeutics Inc *		68,974		1,421
Kiniksa Pharmaceuticals Ltd, Cl A *		16,451		159
Kodiak Sciences Inc *		31,360		240
Krystal Biotech Inc *		6,300		414
Lantheus Holdings Inc *		24,761		1,635
LeMaitre Vascular Inc		33,030		1,505
Lexicon Pharmaceuticals Inc *		67,765		126
Meridian Bioscience Inc *		14,800		450
Merit Medical Systems Inc *		11,114		603
Mirum Pharmaceuticals Inc *		38,935		758
Neurocrine Biosciences Inc *		4,400		429
NextGen Healthcare Inc *		38,804		677
Nkarta *(A)		27,454		338
NuVasive Inc *		16,992		835
Ocular Therapeutix *		128,116		515
OptimizeRx Corp *		27,015		740
Option Care Health Inc *		47,819		1,329
Organogenesis Holdings Inc, Cl A *		213,555		1,042
ORIC Pharmaceuticals Inc *		19,018		85
PMV Pharmaceuticals Inc *		14,500		207
Praxis Precision Medicines Inc *		55,370		136
Precigen *		256,330		344
Prestige Consumer Healthcare Inc, Cl A *		52,219		3,071
Privia Health Group *		24,626		717
PROCEPT BioRobotics *(A)		11,200		366
Protagonist Therapeutics Inc *		37,730		298
Quest Diagnostics Inc		10,177		1,353
Radius Health Inc *		32,810		340
Rigel Pharmaceuticals Inc *		131,166		148
Sana Biotechnology Inc *		90,250		580
Seer Inc, Cl A *		13,980		125
Sensus Healthcare Inc *		77,251		593
Seres Therapeutics Inc *		45,590		156
Sharps Compliance Corp *		25,979		76
Shockwave Medical Inc *		4,023		769
SIGA Technologies Inc *		19,482		226
Singular Genomics Systems *		45,680		175
STERIS PLC		8,343		1,720
Stoke Therapeutics Inc *		10,924		144
Surface Oncology Inc *		49,177		81
Sutro Biopharma Inc *		32,507		169
Tactile Systems Technology Inc *		23,732		173


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tenet Healthcare Corp *		10,579	$	556
TG Therapeutics Inc *		58,690		249
TransMedics Group Inc *		15,600		491
United Therapeutics Corp *		2,360		556
US Physical Therapy Inc		9,540		1,042
Utah Medical Products Inc		2,416		208
Vanda Pharmaceuticals Inc *		17,800		194
Viemed Healthcare Inc *		81,168		437
Zimvie *		47,200		756

				63,934
Industrials — 18.6%
AAON Inc		10,796		591
AAR Corp *		12,004		502
ABM Industries Inc		104,827		4,552
Acacia Research Corp *		137,170		691
ACCO Brands Corp		596,069		3,892
Air Lease Corp, Cl A		34,467		1,152
Air Transport Services Group Inc *		16,916		486
Allison Transmission Holdings Inc		40,399		1,553
Alta Equipment Group *		44,588		400
Altra Industrial Motion Corp		31,892		1,124
API Group *		28,339		424
Applied Industrial Technologies Inc, Cl A		7,933		763
Argan Inc		16,477		615
ASGN Inc *		5,520		498
Atkore Inc *		10,645		884
Atlas Air Worldwide Holdings Inc *		9,110		562
Barrett Business Services Inc		5,833		425
Booz Allen Hamilton Holding Corp, Cl A		14,127		1,277
BWX Technologies Inc, Cl W		45,742		2,520
CACI International Inc, Cl A *		6,176		1,740
Carlisle Cos Inc		5,582		1,332
Casella Waste Systems Inc, Cl A *		8,696		632
CIRCOR International Inc *		27,792		455
Clean Harbors Inc *		18,725		1,642
CoreCivic Inc *^‡		44,107		490
Costamare Inc		39,644		480
CRA International Inc		12,466		1,113
Daseke Inc *		89,214		570
Ducommun Inc *		7,899		340
DXP Enterprises Inc/TX *		9,341		286
Eagle Bulk Shipping Inc		6,171		320
EMCOR Group Inc		14,872		1,531
Enerpac Tool Group Corp, Cl A		26,624		506
Ennis Inc		12,009		243
EnPro Industries Inc		13,874		1,137
First Advantage *		31,890		404
Fluor Corp *		20,343		495
Forrester Research Inc *		23,622		1,130
Forward Air Corp		8,339		767
Franklin Covey Co *		35,266		1,629


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
FTI Consulting Inc *		3,135	$	567
Gates Industrial Corp PLC *		59,251		640
GATX		6,581		620
Genco Shipping & Trading Ltd		15,519		300
GFL Environmental		50,044		1,291
Global Industrial		24,258		819
GMS Inc *		16,315		726
Griffon Corp		43,000		1,205
H&E Equipment Services Inc		17,456		506
Harsco Corp *		41,457		295
Heidrick & Struggles International Inc		15,156		490
Helios Technologies Inc		9,683		641
Heritage-Crystal Clean Inc *		37,912		1,022
Hexcel Corp, Cl A		16,359		856
Hillenbrand Inc		20,734		849
Hub Group Inc, Cl A *		9,315		661
Hudson Technologies Inc *		64,000		481
Huntington Ingalls Industries Inc, Cl A		5,622		1,225
Huron Consulting Group Inc *		42,538		2,765
Infrastructure and Energy Alternatives Inc *		82,776		665
Insperity Inc, Cl A		21,519		2,148
Insteel Industries Inc		21,521		725
Interface Inc, Cl A		8,227		103
ITT Inc		18,871		1,269
JetBlue Airways Corp *		146,038		1,222
Kadant Inc		4,143		755
KBR Inc		12,700		615
Kelly Services Inc, Cl A		33,024		655
Kennametal Inc		19,500		453
Kforce Inc		11,361		697
Kimball International Inc, Cl B		38,904		298
Korn Ferry		29,087		1,688
Landstar System Inc		8,813		1,282
Manitowoc Co Inc/The *		11,250		118
ManTech International Corp/VA, Cl A		4,987		476
Marten Transport Ltd		39,329		661
Masonite International Corp *		12,242		941
Matson Inc		7,978		581
Matthews International Corp, Cl A		30,926		887
McGrath RentCorp		8,402		639
Miller Industries Inc/TN		4,949		112
MRC Global Inc *		60,595		604
Mueller Industries Inc		14,121		752
Nordson Corp		5,466		1,107
Park Aerospace Corp		39,470		504
Quanex Building Products Corp		25,863		588
Radiant Logistics Inc *		130,025		965
RCM Technologies *		26,722		541
Regal Rexnord Corp		17,818		2,023
Resources Connection Inc		81,445		1,659
Rush Enterprises Inc, Cl A		14,126		681
Safe Bulkers Inc		226,689		866


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Simpson Manufacturing Co Inc		6,408	$	645
Snap-on Inc		6,299		1,241
SP Plus Corp *		33,025		1,015
Standex International Corp		24,984		2,118
Sterling Construction Co Inc *		21,990		482
Sun Country Airlines Holdings *		7,920		145
Terex Corp		29,672		812
Tetra Tech Inc		10,350		1,413
Titan International Inc *		27,500		415
Titan Machinery Inc *		12,184		273
TPI Composites *		16,540		207
TriNet Group Inc *		6,925		538
TrueBlue Inc *		9,475		170
UFP Industries Inc		30,778		2,097
UniFirst Corp/MA		6,148		1,059
Universal Logistics Holdings Inc		8,740		239
Valmont Industries Inc		3,820		858
Vectrus Inc *		13,330		446
Veritiv Corp *		5,366		582
WESCO International Inc *		13,868		1,485
WillScot Mobile Mini Holdings, Cl A *		3,788		123
Yellow Corp *		62,595		183

				99,938
Information Technology — 13.2%
A10 Networks Inc		39,689		571
ACI Worldwide Inc *		24,845		643
Agilysys Inc *		15,469		731
Alkami Technology *		58,811		817
Amdocs Ltd		6,480		540
AudioCodes Ltd		44,882		989
Aviat Networks Inc *		15,520		389
Avid Technology Inc *		18,102		470
AvidXchange Holdings *		18,800		115
Avnet Inc		12,368		530
Axcelis Technologies Inc *		18,570		1,018
AXT Inc *		64,362		377
Bel Fuse Inc, Cl B		41,922		652
Belden Inc		28,616		1,524
Benefitfocus Inc *		29,442		229
Box Inc, Cl A *		42,244		1,062
Broadridge Financial Solutions Inc		7,912		1,128
Cantaloupe *		38,240		214
Casa Systems Inc *		49,606		195
Cass Information Systems Inc		11,720		396
ChannelAdvisor Corp *		14,400		210
Clearfield *		16,444		1,019
CMC Materials Inc		2,330		407
Cognex Corp		11,688		497
CSG Systems International Inc		17,447		1,041
CTS Corp		12,000		409
Cyxtera Technologies *(A)		35,073		398


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Digi International Inc *		44,892	$	1,087
Diodes Inc *		8,979		580
eGain Corp *		55,318		539
EMCORE Corp *		9,065		28
EngageSmart *		27,205		437
ePlus Inc *		12,609		670
ExlService Holdings Inc *		17,937		2,643
Fabrinet *		7,916		642
Gitlab, Cl A *		8,300		441
Grid Dynamics Holdings *		32,470		546
Hackett Group Inc/The		49,277		935
Harmonic Inc, Cl A *		103,408		897
I3 Verticals Inc, Cl A *		8,772		219
International Money Express Inc *		84,037		1,720
Jack Henry & Associates Inc		7,563		1,362
Kimball Electronics Inc *		3,160		64
Kulicke & Soffa Industries Inc		30,242		1,295
Lattice Semiconductor Corp *		13,346		647
Limelight Networks Inc *		73,180		169
Littelfuse Inc		5,629		1,430
Lumentum Holdings Inc *		22,592		1,794
MACOM Technology Solutions Holdings Inc *		21,999		1,014
MaxLinear, Cl A *		13,856		471
Mitek Systems Inc *		15,216		141
NetScout Systems Inc *		14,767		500
NVE Corp		16,422		766
Onto Innovation Inc *		8,848		617
PC Connection Inc *		1,750		77
PDF Solutions Inc *		28,040		603
Photronics Inc *		273,236		5,323
Power Integrations Inc		25,113		1,884
Progress Software Corp		9,800		444
Qualys Inc *		10,876		1,372
Rackspace Technology Inc *(A)		119,969		860
Rambus Inc *		27,710		595
Rimini Street Inc *		94,083		565
Rogers Corp *		2,730		716
Sanmina Corp *		11,410		465
ScanSource Inc *		17,197		536
Semtech Corp *		10,097		555
Silicon Motion Technology Corp ADR		29,663		2,483
SiTime Corp *		3,339		544
SMART Global Holdings Inc *		21,962		360
Sprout Social Inc, Cl A *		7,137		414
SPS Commerce Inc *		6,254		707
StarTek Inc *		15,048		43
Super Micro Computer Inc *		115,150		4,646
Switch Inc, Cl A		32,177		1,078
Synaptics Inc *		3,693		436
Tenable Holdings Inc *		19,405		881
TTEC Holdings Inc		18,564		1,260


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Universal Display Corp		10,345	$	1,046
Veeco Instruments Inc *		16,224		315
Viant Technology, Cl A *		30,650		156
Viavi Solutions Inc *		105,068		1,390
Vishay Intertechnology Inc		67,667		1,206
Vishay Precision Group Inc *		32,870		958
Zuora Inc, Cl A *		40,390		361

				70,504
Materials — 5.3%
Alamos Gold Inc, Cl A		70,604		496
Allegheny Technologies Inc *		17,686		402
Alpha Metallurgical Resources		4,854		627
American Vanguard Corp, Cl B		13,290		297
Axalta Coating Systems Ltd *		32,876		727
Balchem Corp		5,572		723
Cabot Corp		28,939		1,846
Century Aluminum Co *		48,547		358
Chase		4,704		366
Clearwater Paper Corp *		7,690		259
Commercial Metals Co, Cl A		108,000		3,575
Element Solutions Inc		61,120		1,088
Graphic Packaging Holding Co		20,449		419
Hawkins Inc		5,214		188
Haynes International		3,620		119
Ingevity Corp *		11,751		742
Innospec Inc		13,932		1,334
Koppers Holdings Inc		6,652		151
Kronos Worldwide Inc		54,972		1,011
Livent Corp *		76,958		1,746
LSB Industries Inc *		34,439		477
Materion Corp		9,534		703
MP Materials *		9,987		320
O-I Glass Inc, Cl I *		80,734		1,130
Olympic Steel		3,098		80
Quaker Chemical Corp		5,770		863
Ramaco Resources Inc		47,323		622
Rayonier Advanced Materials Inc *		66,490		174
Reliance Steel & Aluminum Co		11,620		1,974
Ryerson Holding Corp		33,590		715
Silgan Holdings Inc		23,792		984
SunCoke Energy Inc		156,130		1,063
Sylvamo Corp		10,500		343
TimkenSteel Corp *		22,156		414
Tredegar Corp		20,970		210
Valvoline Inc		34,551		996
Warrior Met Coal Inc		30,209		925

				28,467
Real Estate — 2.9%
Acadia Realty Trust ^‡		28,636		447
American Campus Communities Inc *^‡		14,631		943
Armada Hoffler Properties Inc ^‡		52,234		671


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ashford Hospitality Trust *^‡		25,110	$	150
BRT Apartments Corp ^‡		27,900		600
Corporate Office Properties Trust ^‡		23,188		607
Douglas Elliman Inc ^‡		136,069		652
EastGroup Properties Inc ^‡		1,227		189
eXp World Holdings Inc ^‡(A)		69,809		822
Farmland Partners ^‡		36,476		503
Forestar Group Inc *^‡		65,399		895
Independence Realty Trust ^‡		31,873		661
Innovative Industrial Properties Inc, Cl A ^‡		8,925		981
Kennedy-Wilson Holdings Inc ^‡		97,397		1,845
LXP Industrial Trust, Cl B ^‡		53,636		576
Marcus & Millichap Inc ^‡		11,928		441
Newmark Group Inc, Cl A ^‡		119,994		1,160
NexPoint Residential Trust Inc ^‡		27,102		1,694
Outfront Media Inc ^‡		31,587		535
RMR Group Inc/The, Cl A ^‡		9,710		275
RPT Realty ^‡		44,817		441
Ryman Hospitality Properties Inc *^‡		6,625		504
Urstadt Biddle Properties Inc, Cl A ^‡		11,050		179

				15,771
Telecommunication Services — 0.1%
8x8 Inc *		102,897		530


Utilities — 1.6%
Algonquin Power & Utilities Corp (A)		113,687		1,527
Artesian Resources Corp, Cl A		4,422		217
Black Hills Corp, Cl A		14,315		1,042
IDACORP Inc, Cl A		11,518		1,220
Otter Tail Corp		11,661		783
Portland General Electric Co		40,348		1,950
Pure Cycle Corp *		21,905		231
Spire Inc		10,215		760
Unitil Corp		10,040		589
Via Renewables Inc, Cl A		39,118		300

				8,619
Total Common Stock
(Cost $492,383) ($ Thousands)				524,964



AFFILIATED PARTNERSHIP — 2.3%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		12,214,350		12,214


Total Affiliated Partnership
(Cost $12,214) ($ Thousands)				12,214


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		12,677,692	$	12,678

Total Cash Equivalent
(Cost $12,678) ($ Thousands)				12,678


Total Investments in Securities — 102.4%
(Cost $517,275) ($ Thousands)			$	549,856

	Percentages are based on Net Assets of $537,048 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $11,827 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $12,214 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a summary of the level of inputs used as of June 30, 2022, 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

524,964

–

524,964

Affiliated Partnership

–

12,214

–

12,214

Cash Equivalent

12,678

–

12,678

Total Investments in Securities

537,642

12,214

–

549,856

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 June 30, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.3%

Communication Services — 5.9%
AMC Networks Inc, Cl A *		20,653	$	602
Audacy Inc, Cl A *		82,881		78
Cars.com Inc *		42,095		397
Cinemark Holdings Inc *		174,458		2,620
EchoStar Corp, Cl A *		11,616		224
Entravision Communications Corp, Cl A		19,817		90
Eros Media World *(A)		5,399		13
Gray Television Inc		43,992		743
IDT Corp, Cl B *		1,416		36
John Wiley & Sons Inc, Cl A		57,040		2,724
Liberty TripAdvisor Holdings Inc, Cl A *		27,691		21
Lions Gate Entertainment Corp, Cl A *(A)		299,161		2,785
Nexstar Media Group Inc, Cl A		40,345		6,572
Scholastic Corp, Cl B		8,400		302
Telephone and Data Systems Inc		28,539		451
Yelp Inc, Cl A *		5,085		141
Ziff Davis Inc *		54,943		4,095

				21,894
Consumer Discretionary — 10.2%
Aaron's Co Inc/The		33,374		486
American Axle & Manufacturing Holdings Inc *		76,442		576
American Eagle Outfitters Inc		162,000		1,811
Bassett Furniture Industries Inc		3,083		56
Big 5 Sporting Goods Corp (A)		6,921		78
Big Lots Inc		19,750		414
Biglari Holdings Inc, Cl B *		332		41
Bloomin' Brands Inc		104,116		1,730
Brinker International Inc *		53,480		1,178
Carriage Services Inc		14,700		583
Carter's Inc		8,684		612
Cato Corp/The, Cl A		6,012		70
Dana Inc		58,292		820
Dick's Sporting Goods Inc		8,464		638
Duluth Holdings, Cl B *		3,586		34
Ethan Allen Interiors Inc		18,068		365
Fossil Group Inc *		13,698		71
Genesco Inc *		14,034		700
G-III Apparel Group Ltd *		30,209		611
Goodyear Tire & Rubber Co/The *		85,228		913
Group 1 Automotive Inc		8,660		1,471
H&R Block Inc		44,429		1,569
Haverty Furniture Cos Inc		28,191		653
Helen of Troy Ltd *		9,450		1,535
Hibbett Inc		8,744		382
KB Home		23,651		673
Kohl's Corp		20,400		728
Laureate Education Inc, Cl A *		2,968		34
La-Z-Boy Inc, Cl Z		31,844		755
Leslie's Inc *		102,000		1,548


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lithia Motors Inc, Cl A		13,279	$	3,649
Macy's Inc		25,693		471
MarineMax Inc *		6,515		235
MDC Holdings Inc		26,537		857
Meritage Homes Corp *		13,163		954
Modine Manufacturing Co *		191,391		2,015
Movado Group Inc		2,199		68
Murphy USA Inc		4,040		941
ODP Corp/The *		19,261		582
Perdoceo Education Corp *		21,965		259
Rent-A-Center Inc/TX		13,868		270
Sally Beauty Holdings Inc *		58,486		697
Shoe Carnival Inc		1,654		36
Signet Jewelers Ltd		3,178		170
Sleep Number Corp *		5,573		173
Smith & Wesson Brands Inc		15,629		205
Sonic Automotive Inc, Cl A		24,588		901
Tri Pointe Homes Inc *		88,021		1,485
Tupperware Brands Corp *		32,959		209
Urban Outfitters Inc *		24,246		452
Vera Bradley Inc *		4,520		20
Victoria's Secret & Co *		56,483		1,580
Vista Outdoor Inc *		2,670		75
Zumiez Inc *		5,915		154

				37,593
Consumer Staples — 4.0%
Coca-Cola Consolidated Inc		2,127		1,199
Edgewell Personal Care Co		27,803		960
Energizer Holdings Inc		25,335		718
Herbalife Nutrition Ltd *		22,700		464
Ingles Markets Inc, Cl A		17,491		1,517
Ingredion Inc		9,972		879
Nature's Sunshine Products Inc *		3,728		40
Nu Skin Enterprises Inc, Cl A		14,772		640
Oil-Dri Corp of America		767		23
Seneca Foods Corp, Cl A *		2,096		116
SpartanNash Co		33,933		1,024
Spectrum Brands Holdings Inc		41,948		3,441
Sprouts Farmers Market Inc *		52,044		1,318
TreeHouse Foods Inc *		9,400		393
Universal Corp/VA		19,732		1,194
Village Super Market Inc, Cl A		15,813		361
Weis Markets Inc		4,645		346

				14,633
Energy — 7.5%
Arch Resources Inc		1,465		210
Berry Corp		16,564		126
Bristow Group *		8,507		199
California Resources		11,200		431
Centrus Energy, Cl A *		1,232		30
Chesapeake Energy Corp		13,939		1,130


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Chord Energy		6,033	$	734
CNX Resources Corp *		7,097		117
Comstock Resources *		67,019		810
CONSOL Energy Inc *		8,578		424
Crescent Point Energy		49,000		349
Delek US Holdings Inc *		105,809		2,734
DHT Holdings Inc		43,347		266
Dorian LPG Ltd		9,244		140
DT Midstream Inc		50,858		2,493
Helix Energy Solutions Group Inc *		31,169		97
HF Sinclair Corp		83,636		3,777
Magnolia Oil & Gas Corp, Cl A		121,970		2,560
Murphy Oil Corp		23,500		710
National Energy Services Reunited Corp *		60,681		411
PDC Energy Inc, Cl A		29,046		1,790
Peabody Energy Corp *		6,750		144
Rattler Midstream LP		85,158		1,162
REX American Resources Corp *		1,548		131
SFL Corp Ltd		73,295		696
Southwestern Energy Co *		259,988		1,625
Viper Energy Partners LP		85,183		2,273
W&T Offshore Inc *		188,365		814
Whiting Petroleum		7,552		514
World Fuel Services Corp		40,783		834

				27,731
Financials — 23.0%
Amalgamated Financial Corp		4,740		94
A-Mark Precious Metals *		5,672		183
American Equity Investment Life Holding Co		84,076		3,075
Apollo Commercial Real Estate Finance Inc ^‡		30,011		313
Arbor Realty Trust Inc ^‡		71,229		934
Associated Banc-Corp		77,871		1,422
Assured Guaranty Ltd		10,362		578
Axis Capital Holdings Ltd		15,973		912
B Riley Financial Inc		12,461		526
Banco Latinoamericano de Comercio Exterior SA, Cl E		42,011		557
Bank OZK		22,700		852
BankUnited Inc		69,476		2,471
Banner Corp		10,200		573
Bar Harbor Bankshares		4,295		111
BGC Partners Inc, Cl A		555,676		1,873
Blue Ridge Bankshares		5,854		90
Business First Bancshares Inc		6,100		130
Camden National Corp		21,898		965
Capital Bancorp Inc		2,753		60
Capstar Financial Holdings Inc		4,690		92
Carter Bankshares Inc *		7,203		95
Cathay General Bancorp		27,496		1,076
Central Pacific Financial Corp		18,301		393


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Citizens Financial Group Inc		30,163	$	1,077
Civista Bancshares Inc		4,598		98
CNB Financial Corp/PA		5,249		127
CNO Financial Group Inc		240,617		4,353
Columbia Banking System Inc		78,278		2,243
Community Trust Bancorp Inc		11,246		455
Cowen Inc, Cl A		8,497		201
Crawford & Co, Cl A		5,820		45
Customers Bancorp Inc *		11,772		399
Donegal Group Inc, Cl A		1,187		20
Donnelley Financial Solutions Inc *		9,066		266
Enact Holdings		4,921		106
Enova International Inc *		11,068		319
EZCORP Inc, Cl A *		15,967		120
Federal Agricultural Mortgage Corp, Cl C		8,128		794
Federated Hermes Inc, Cl B		28,072		892
Financial Institutions Inc		5,000		130
First American Financial Corp		11,200		593
First BanCorp/Puerto Rico		52,172		674
First Bank		5,328		74
First Busey Corp		14,310		327
First Commonwealth Financial Corp		177,939		2,388
First Financial Corp/IN		3,662		163
First Horizon Corp		32,525		711
First Internet Bancorp		3,094		114
First Merchants Corp		51,859		1,847
Flagstar Bancorp Inc		21,990		780
Flushing Financial Corp		50,091		1,065
FNB Corp/PA		273,568		2,971
FS Bancorp Inc		2,368		68
FS KKR Capital Corp		32,212		626
Fulton Financial Corp		66,028		954
GAMCO Investors Inc, Cl A		2,021		42
Genworth Financial Inc, Cl A *		261,158		922
Great Southern Bancorp Inc		7,642		447
Green Dot Corp, Cl A *		33,963		853
Greenlight Capital Re Ltd, Cl A *		9,501		73
Hancock Whitney Corp, Cl A		33,222		1,473
Hanmi Financial Corp		32,533		730
HarborOne Bancorp Inc		49,254		679
HBT Financial Inc		2,321		41
Hercules Capital Inc, Cl A (A)		53,213		718
Heritage Insurance Holdings Inc		8,487		22
Hilltop Holdings Inc		18,244		486
Home Bancorp Inc		2,407		82
HomeStreet Inc		27,704		960
Hope Bancorp Inc		103,526		1,433
Independent Bank Corp/MI		6,527		126
Invesco Mortgage Capital ^‡(A)		21,409		314
Kearny Financial Corp/MD		55,694		619
LendingClub *		33,843		396
Luther Burbank Corp		5,628		73


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Merchants Bancorp/IN		7,109	$	161
MFA Financial ^‡		39,542		425
MGIC Investment Corp		69,400		874
Mid Penn Bancorp Inc		4,546		123
Midland States Bancorp Inc		6,748		162
MidWestOne Financial Group Inc		4,386		130
Navient Corp		62,902		880
New Mountain Finance Corp		39,866		475
New Residential Investment Corp ^‡		126,001		1,174
Northrim BanCorp Inc		2,043		82
OceanFirst Financial Corp		17,718		339
OFG Bancorp		124,274		3,157
Old National Bancorp/IN, Cl A		170,892		2,527
Oppenheimer Holdings Inc, Cl A		4,859		161
Orrstown Financial Services Inc		3,706		90
Pacific Premier Bancorp Inc		51,538		1,507
PacWest Bancorp		146,092		3,895
Peapack-Gladstone Financial Corp		5,631		167
PennantPark Investment Corp		64,464		398
PennyMac Financial Services Inc		18,493		808
Peoples Bancorp Inc/OH		17,717		471
Peoples Financial Services Corp		2,329		130
Popular Inc		19,646		1,511
QCR Holdings Inc		4,275		231
Radian Group Inc		93,020		1,828
RBB Bancorp		4,906		101
Redwood Trust Inc ^‡		47,809		369
Republic Bancorp Inc/KY, Cl A		10,785		520
Republic First Bancorp Inc *		13,454		51
Sculptor Capital Management Inc, Cl A		8,025		67
Sierra Bancorp		4,596		100
Simmons First National Corp, Cl A		41,560		884
SiriusPoint Ltd *		22,552		122
SmartFinancial Inc		2,299		56
South Plains Financial Inc		3,554		86
Starwood Property Trust Inc ^‡		154,894		3,236
Stewart Information Services Corp		1,532		76
Summit Financial Group Inc		3,790		105
Synovus Financial Corp		22,131		798
Tiptree Inc		8,692		92
Two Harbors Investment Corp ^‡		49,203		245
Umpqua Holdings Corp		154,529		2,591
United Insurance Holdings Corp *		8,099		13
Universal Insurance Holdings Inc		25,705		335
Western Asset Mortgage Capital Corp ^‡		23,559		28
Zions Bancorp NA		12,392		631

				85,076
Health Care — 5.5%
AMN Healthcare Services Inc *		14,400		1,580
Amneal Pharmaceuticals Inc *		104,939		334
Catalyst Pharmaceuticals Inc *		28,480		200


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Co-Diagnostics Inc *(A)		116,824	$	655
Collegium Pharmaceutical Inc *		44,481		788
Computer Programs and Systems Inc *		24,763		792
Eagle Pharmaceuticals Inc/DE *		3,458		154
Emergent BioSolutions *		25,189		782
Endo International PLC *(A)		104,583		49
Enovis *		39,481		2,171
Exelixis Inc *		37,000		770
Fulgent Genetics Inc *		6,173		337
Innoviva Inc *		96,504		1,424
Ironwood Pharmaceuticals Inc, Cl A *		166,049		1,915
iTeos Therapeutics Inc *		5,704		117
National HealthCare Corp		3,566		249
NextGen Healthcare Inc *		8,905		155
Pediatrix Medical Group *		16,321		343
Prestige Consumer Healthcare Inc, Cl A *		22,939		1,349
Retractable Technologies Inc *(A)		6,968		27
Select Medical Holdings Corp		65,750		1,553
Syneos Health Inc, Cl A *		51,682		3,705
Utah Medical Products Inc		551		47
Vanda Pharmaceuticals Inc *		14,938		163
Zimvie *		32,500		520

				20,179
Industrials — 14.0%
ABM Industries Inc		73,148		3,176
ACCO Brands Corp		524,863		3,427
AerSale *		7,381		107
Allison Transmission Holdings Inc		26,098		1,003
American Woodmark Corp *		7,405		333
Apogee Enterprises Inc		15,666		614
ArcBest Corp		18,717		1,317
Argan Inc		5,171		193
Atkore Inc *		15,732		1,306
Atlas Air Worldwide Holdings Inc *		29,328		1,810
Boise Cascade Co		11,842		705
BWX Technologies Inc, Cl W		54,650		3,011
CoreCivic Inc *^‡		21,375		238
Covenant Logistics Group Inc, Cl A		3,762		94
Crane Holdings		11,232		983
Deluxe Corp		14,236		308
Eagle Bulk Shipping Inc		2,647		137
EMCOR Group Inc		11,015		1,134
Encore Wire Corp		6,007		624
Ennis Inc		24,415		494
Esab		38,600		1,689
Fluor Corp *		15,405		375
Genco Shipping & Trading Ltd		6,414		124
GXO Logistics Inc *		45,081		1,951
Hawaiian Holdings Inc *		26,019		372
Heidrick & Struggles International Inc		6,004		194
Hillenbrand Inc		48,054		1,968


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hub Group Inc, Cl A *		1,102	$	78
IAA Inc *		32,208		1,055
Interface Inc, Cl A		42,614		534
JetBlue Airways Corp *		102,503		858
Kaman Corp, Cl A		34,434		1,076
KAR Auction Services Inc *		175,395		2,591
Kelly Services Inc, Cl A		42,427		841
Kennametal Inc		13,700		318
ManpowerGroup Inc		7,477		571
Matson Inc		9,842		717
Matthews International Corp, Cl A		21,107		605
MDU Resources Group Inc		40,473		1,092
Mesa Air Group Inc *		10,833		24
Moog Inc, Cl A		13,198		1,048
Mueller Industries Inc		18,343		978
Park-Ohio Holdings Corp		11,948		190
Primoris Services Corp		29,025		632
Quanex Building Products Corp		7,497		171
Resources Connection Inc		5,627		115
Rush Enterprises Inc, Cl A		18,352		885
Rush Enterprises Inc, Cl B		1,739		86
Ryder System Inc		10,840		770
Safe Bulkers Inc		16,916		65
SkyWest Inc *		11,100		236
Terex Corp		20,900		572
Timken Co/The		15,950		846
Titan Machinery Inc *		5,890		132
Triton International Ltd		26,225		1,381
TrueBlue Inc *		13,677		245
Tutor Perini Corp *		11,956		105
UFP Industries Inc		3,443		235
Vectrus Inc *		5,634		189
Veritiv Corp *		629		68
Wabash National Corp		47,333		643
Werner Enterprises Inc		25,271		974
WESCO International Inc *		14,212		1,522
XPO Logistics Inc *		27,712		1,335

				51,470
Information Technology — 10.4%
ACI Worldwide Inc *		111,792		2,894
Amkor Technology Inc		118,121		2,002
Avaya Holdings Corp *		29,245		66
Avnet Inc		22,559		967
Benchmark Electronics Inc		30,075		678
Cirrus Logic Inc *		6,577		477
Cognyte Software Ltd *		45,491		193
Conduent Inc *		52,230		226
CSG Systems International Inc		16,740		999
Diodes Inc *		9,484		612
Ebix Inc		9,807		166
Euronet Worldwide Inc *		17,602		1,771


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Insight Enterprises Inc *		11,709	$	1,010
Jabil Inc		33,529		1,717
Lumentum Holdings Inc *		7,867		625
Methode Electronics Inc		24,727		916
NCR Corp *		22,835		710
NetScout Systems Inc *		6,016		204
Photronics Inc *		147,234		2,868
Rimini Street Inc *		7,649		46
Sanmina Corp *		54,641		2,226
ScanSource Inc *		16,177		504
Silicon Motion Technology Corp ADR		72,279		6,050
SMART Global Holdings Inc *		3,166		52
StarTek Inc *		8,352		24
Super Micro Computer Inc *		61,602		2,486
TD SYNNEX Corp		9,621		876
Teledyne Technologies Inc *		3,538		1,327
TTM Technologies Inc *		68,736		859
Unisys Corp *		5,249		63
Verint Systems Inc *		66,448		2,814
Vishay Intertechnology Inc		88,768		1,582
Xperi Holding Corp		29,641		428

				38,438
Materials — 8.0%
AdvanSix Inc		24,897		833
Alamos Gold Inc, Cl A		47,103		331
Ashland Global Holdings Inc		33,343		3,436
Axalta Coating Systems Ltd *		117,695		2,602
Cabot Corp		11,719		748
Century Aluminum Co *		33,953		250
Chemours Co/The		21,938		702
Clearwater Paper Corp *		4,709		158
Commercial Metals Co, Cl A		103,735		3,434
FMC Corp		19,779		2,117
FutureFuel Corp		8,285		60
Greif Inc, Cl A		28,983		1,808
Huntsman Corp		30,192		856
Ingevity Corp *		10,362		654
Koppers Holdings Inc		25,164		570
Kronos Worldwide Inc		1,434		26
Louisiana-Pacific Corp		12,754		668
Minerals Technologies Inc		1,214		74
O-I Glass Inc, Cl I *		51,089		715
Rayonier Advanced Materials Inc *		20,369		53
Resolute Forest Products Inc *		86,752		1,107
Schnitzer Steel Industries Inc, Cl A		13,943		458
Schweitzer-Mauduit International Inc		15,151		381
Silgan Holdings Inc		129,424		5,352
SunCoke Energy Inc		24,702		168
TimkenSteel Corp *		8,192		153
Tredegar Corp		8,765		88
Trinseo PLC		14,911		574


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Valhi Inc		1,055	$	48
Warrior Met Coal Inc		13,035		399
Worthington Industries Inc		12,294		542

				29,365
Real Estate — 7.0%
Acadia Realty Trust ^‡		1,711		27
Alexander & Baldwin Inc ^‡		11,983		215
American Assets Trust Inc ^‡		22,364		664
Anywhere Real Estate *		35,243		346
Apple Hospitality Inc ^‡		53,500		785
Brandywine Realty Trust ^‡		64,071		618
Brixmor Property Group Inc ^‡		23,666		478
CareTrust Inc ^‡		24,788		457
Chatham Lodging Trust *^‡		49,254		515
City Office Inc ^‡		43,116		558
Corporate Office Properties Trust ^‡		24,979		654
CTO Realty Growth Inc ^‡		1,705		104
DiamondRock Hospitality Co ^‡		6,801		56
Diversified Healthcare Trust ^‡		48,583		88
Douglas Elliman Inc ^‡		21,198		102
Franklin Street Properties Corp ^‡		99,335		414
Gaming and Leisure Properties Inc ^‡		91,652		4,203
Global Net Lease Inc ^‡		34,674		491
Hersha Hospitality Trust, Cl A *^‡		34,997		343
Howard Hughes Corp/The *^‡		19,756		1,344
Industrial Logistics Properties Trust ^‡		40,027		564
Kite Realty Group Trust ^‡		34,398		595
LXP Industrial Trust, Cl B ^‡		3,503		38
Medical Properties Trust Inc ^‡		200,507		3,062
National Health Investors Inc ^‡		13,600		824
Newmark Group Inc, Cl A ^‡		172,946		1,672
Office Properties Income Trust ^‡		21,409		427
Paramount Group Inc ^‡		2,496		18
Pebblebrook Hotel Trust ^‡		4,494		74
Piedmont Office Realty Trust Inc, Cl A ^‡		69,633		914
PotlatchDeltic Corp ^‡		16,782		742
Retail Value Inc *^‡		4,979		6
RLJ Lodging Trust ^‡		16,338		180
Sabra Health Care Inc ^‡		121,600		1,699
Service Properties Trust ^‡		30,253		158
SITE Centers Corp ^‡		4,500		61
Summit Hotel Properties Inc *^‡		4,100		30
Sunstone Hotel Investors Inc *^‡		18,735		186
Tanger Factory Outlet Centers Inc ^‡		65,177		927
Uniti Group Inc ^‡		99,353		936
Urstadt Biddle Properties Inc, Cl A ^‡		8,782		142
Xenia Hotels & Resorts Inc *^‡		5,988		87

				25,804
Utilities — 0.8%
National Fuel Gas Co		28,560		1,886
Northwest Natural Holding Co		7,079		376


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Portland General Electric Co		10,282	$	497
Unitil Corp		4,606		271
Via Renewables Inc, Cl A		4,287		33

				3,063
Total Common Stock
(Cost $313,942) ($ Thousands)				355,246



AFFILIATED PARTNERSHIP — 1.0%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		3,555,314		3,558


Total Affiliated Partnership
(Cost $3,555) ($ Thousands)				3,558



CASH EQUIVALENT — 3.6%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		13,256,669		13,257

Total Cash Equivalent
(Cost $13,257) ($ Thousands)				13,257


Total Investments in Securities — 100.9%
(Cost $330,754) ($ Thousands)			$	372,061

	Percentages are based on Net Assets of $368,791 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $3,480 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $3,558 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a summary of the level of inputs used as of June 30, 2022, 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

355,246

–

355,246

Affiliated Partnership

–

3,558

–

3,558

Cash Equivalent

13,257

–

13,257

Total Investments in Securities

368,503

3,558

–

372,061

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.

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.5%

Communication Services — 1.7%
Gogo Inc *		82,043	$	1,328
Nexstar Media Group Inc, Cl A		3,048		496
Reservoir Media *(A)		83,219		542
Sinclair Broadcast Group Inc, Cl A		26,180		534
Starry Group Holdings, Cl A *		30,783		127
TechTarget Inc *		3,042		200
WideOpenWest Inc *		5,875		107
World Wrestling Entertainment Inc, Cl A		6,770		423
Yelp Inc, Cl A *		13,028		362
Ziff Davis Inc *		2,050		153
ZipRecruiter, Cl A *		69,006		1,023

				5,295
Consumer Discretionary — 10.4%
2U Inc *		30,611		321
Academy Sports & Outdoors Inc		2,724		97
Asbury Automotive Group Inc *		6,354		1,076
Bluegreen Vacations Holding, Cl A		3,060		76
Boyd Gaming Corp		2,419		120
Caleres Inc		15,153		398
Canada Goose Holdings Inc *		12,417		224
Carriage Services Inc		11,081		439
Carter's Inc		7,500		529
Century Communities Inc		3,671		165
Clarus Corp		34,901		663
Crocs Inc *		2,634		128
Dave & Buster's Entertainment Inc *		1,470		48
Duolingo, Cl A *		4,891		428
Everi Holdings Inc *		50,983		832
Frontdoor Inc *		95,638		2,303
Funko Inc, Cl A *		73,870		1,649
G-III Apparel Group Ltd *		17,773		360
Golden Entertainment Inc *		12,947		512
Grand Canyon Education Inc *		9,040		851
Gray Television Inc		29,539		499
H&R Block Inc		14,712		520
Hanesbrands Inc		111,290		1,145
Lovesac Co/The *		11,972		329
Malibu Boats Inc, Cl A *		8,714		459
MarineMax Inc *		10,740		388
Mattel Inc *		20,861		466
Movado Group Inc		8,598		266
Murphy USA Inc		3,686		858
Ollie's Bargain Outlet Holdings Inc *		11,402		670
Oxford Industries Inc, Cl A		8,781		779
Patrick Industries Inc		13,191		684
Penske Automotive Group Inc, Cl A		3,810		399
PlayAGS Inc *		186,766		964
Red Rock Resorts Inc, Cl A		23,798		794
Sally Beauty Holdings Inc *		153,235		1,826
SeaWorld Entertainment Inc *		7,223		319


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Shoe Carnival Inc		14,964	$	323
Shutterstock Inc		8,362		479
Signet Jewelers Ltd		11,276		603
Skechers USA Inc, Cl A *		68,510		2,438
Skyline Champion Corp *		11,221		532
Sonic Automotive Inc, Cl A		8,437		309
Standard Motor Products Inc		11,476		516
Stoneridge Inc *		34,068		584
Stride Inc *		41,141		1,678
Taylor Morrison Home Corp, Cl A *		45,937		1,073
TravelCenters of America *		13,508		466
Udemy *		46,626		476
Vista Outdoor Inc *		40,169		1,121

				33,182
Consumer Staples — 3.3%
Andersons Inc/The		13,080		431
Chefs' Warehouse Inc/The *		25,687		999
Coca-Cola Consolidated Inc		1,077		607
Grocery Outlet Holding Corp *		16,838		718
Hostess Brands Inc, Cl A *		76,495		1,622
MGP Ingredients Inc		12,400		1,241
Performance Food Group Co *		9,746		448
Post Holdings Inc *		5,996		494
Sanderson Farms Inc		2,355		507
Simply Good Foods Co/The *		32,636		1,233
SpartanNash Co		13,651		412
Turning Point Brands Inc		27,449		745
United Natural Foods Inc *		19,079		752
Veru Inc *(A)		36,423		412

				10,621
Energy — 9.2%
Antero Resources Corp *		20,975		643
Arch Resources Inc		602		86
Cactus Inc, Cl A		12,127		488
California Resources		23,199		893
Centennial Resource Development Inc/DE, Cl A *		104,022		622
Chesapeake Energy Corp		27,628		2,241
Chord Energy		7,285		886
Civitas Resources		6,849		358
Comstock Resources *		29,247		353
CVR Energy Inc		16,819		564
Delek US Holdings Inc *		14,915		385
Denbury *		6,517		391
Earthstone Energy Inc, Cl A *(A)		94,503		1,290
HF Sinclair Corp		9,845		445
International Seaways Inc		21,722		461
Magnolia Oil & Gas Corp, Cl A		74,697		1,568
Matador Resources Co		42,077		1,960
Murphy Oil Corp		15,507		468
New Fortress Energy Inc, Cl A		14,405		570


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NexTier Oilfield Solutions Inc *		86,565	$	823
Northern Oil and Gas		40,184		1,015
Ovintiv Inc		29,525		1,305
Patterson-UTI Energy Inc		66,243		1,044
PBF Energy Inc, Cl A *		57,078		1,656
PDC Energy Inc, Cl A		24,941		1,537
Range Resources Corp *		15,151		375
Ranger Oil, Cl A *		32,583		1,071
RPC Inc *		48,465		335
Scorpio Tankers Inc		23,962		827
SM Energy Co		20,658		706
Southwestern Energy Co *		107,580		672
Talos Energy Inc *		17,998		279
Teekay Tankers Ltd, Cl A *		20,141		355
TETRA Technologies Inc *		70,421		286
Vertex Energy *(A)		69,762		734
Whiting Petroleum		25,086		1,707

				29,399
Financials — 8.0%
Amalgamated Financial Corp		15,047		298
A-Mark Precious Metals *		15,650		505
Amerant Bancorp Inc, Cl A		5,820		164
Ameris Bancorp		9,594		385
Arbor Realty Trust Inc ^‡		15,257		200
Associated Banc-Corp		53,333		974
Assurant Inc		2,713		469
Axos Financial Inc *		2,965		106
BancFirst Corp		3,370		323
Banner Corp		14,101		793
Cathay General Bancorp		15,691		614
Customers Bancorp Inc *		5,019		170
CVB Financial Corp		13,303		330
Encore Capital Group Inc *		8,051		465
Enova International Inc *		13,151		379
Enterprise Financial Services Corp		10,772		447
First Bancorp/Southern Pines NC		13,153		459
First Bank		11,277		158
First Financial Bankshares Inc, Cl A		9,805		385
Fulton Financial Corp		50,504		730
Hanmi Financial Corp		30,135		676
Hannon Armstrong Sustainable Infrastructure Capital Inc ^‡		17,927		679
HBT Financial Inc		21,927		392
Home Bancorp Inc		5,751		196
HomeStreet Inc		13,213		458
Hope Bancorp Inc		48,253		668
Houlihan Lokey Inc, Cl A		11,296		892
Kinsale Capital Group Inc		2,287		525
LendingClub *		45,691		534
Mercantile Bank Corp		22,352		714
Metropolitan Bank Holding Corp *		1,758		122


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mr Cooper Group Inc *		28,034	$	1,030
MVB Financial Corp		5,912		184
Navient Corp		33,989		476
OceanFirst Financial Corp		29,723		569
Orrstown Financial Services Inc		5,121		124
Palomar Holdings Inc, Cl A *		11,188		721
Provident Financial Services Inc		37,075		825
Radian Group Inc		16,584		326
RBB Bancorp		16,941		350
Regional Management Corp		3,650		136
RLI Corp		5,625		656
S&T Bancorp		17,015		467
ServisFirst Bancshares Inc		5,681		448
South Plains Financial Inc		8,114		196
Stewart Information Services Corp		15,199		756
Stifel Financial Corp		6,391		358
StoneX Group Inc *		8,833		690
Towne Bank/Portsmouth VA		15,623		424
UMB Financial Corp		5,428		467
Unum Group		12,917		439
Value Creation *(B)(C)		145,600		59
Washington Federal Inc		24,533		736
West BanCorp Inc		10,168		247
WisdomTree Investments Inc		168,312		853

				25,747
Health Care — 21.3%
4D Molecular Therapeutics *		48,870		341
Acadia Healthcare Co Inc, Cl A *		10,224		691
ACADIA Pharmaceuticals Inc *		4,638		65
Aeglea BioTherapeutics *		78,313		40
Albireo Pharma Inc *		26,109		519
Alkermes PLC *		33,668		1,003
American Well Corp, Cl A *		83,620		361
Amicus Therapeutics Inc *		49,003		526
AMN Healthcare Services Inc *		18,039		1,979
Amphastar Pharmaceuticals Inc *		72,004		2,505
ANI Pharmaceuticals Inc *		28,127		835
Arbutus Biopharma Corp *		73,832		200
Arcellx *		20,217		366
Artivion *		46,721		882
Arvinas Inc *		10,477		441
Avanos Medical Inc *		40,829		1,116
Avid Bioservices Inc *		19,092		291
Axogen Inc *		84,925		696
Axsome Therapeutics Inc *		7,565		290
C4 Therapeutics *		77,945		588
Cardiovascular Systems Inc *		34,077		489
CareDx Inc *		45,421		976
Catalyst Pharmaceuticals Inc *		213,248		1,495
Certara Inc *		43,482		933
Chinook Therapeutics *		14,462		253


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cogent Biosciences *		36,715	$	331
Collegium Pharmaceutical Inc *		9,396		166
Concert Pharmaceuticals Inc *		113,000		476
CorVel Corp *		1,759		259
Cross Country Healthcare Inc *		51,844		1,080
CTI BioPharma *(A)		171,851		1,026
Cutera Inc *		13,982		524
Cytokinetics *		23,411		920
DICE Therapeutics *(A)		24,651		383
Dynavax Technologies Corp *		72,828		917
Ensign Group Inc/The		16,577		1,218
Erasca *(A)		85,761		478
Evelo Biosciences *(A)		55,533		117
Evolent Health Inc, Cl A *		34,952		1,073
Evolus Inc *		62,621		726
Halozyme Therapeutics Inc *		27,057		1,191
HealthEquity Inc *		29,625		1,819
Heron Therapeutics Inc *		106,638		298
ImmunoGen Inc *		15,787		71
Inhibrx Inc *		33,656		382
Instil Bio *		74,741		345
Intercept Pharmaceuticals *(A)		65,618		906
Intra-Cellular Therapies Inc, Cl A *		28,062		1,602
iRadimed Corp *		5,981		203
iRhythm Technologies Inc *		6,271		677
Ironwood Pharmaceuticals Inc, Cl A *		60,902		702
iTeos Therapeutics Inc *		15,248		314
Kiniksa Pharmaceuticals Ltd, Cl A *		115,417		1,118
Krystal Biotech Inc *		5,471		359
Lantheus Holdings Inc *		36,454		2,407
MaxCyte *		122,752		581
Medpace Holdings Inc *		12,198		1,826
Meridian Bioscience Inc *		13,384		407
Merit Medical Systems Inc *		50,535		2,743
Mirum Pharmaceuticals Inc *		60,243		1,172
Neurocrine Biosciences Inc *		2,950		288
Nevro Corp *		11,988		525
NextGen Healthcare Inc *		65,119		1,136
Nkarta *(A)		34,334		423
Omnicell Inc *		11,774		1,339
Option Care Health Inc *		60,600		1,684
Owens & Minor Inc		27,666		870
Paragon 28 *(A)		40,001		635
Pediatrix Medical Group *		34,376		722
PMV Pharmaceuticals Inc *		40,469		577
Precision BioSciences Inc, Cl Savings Shares *		23,830		38
Prestige Consumer Healthcare Inc, Cl A *		32,249		1,896
Privia Health Group *		13,805		402
PROCEPT BioRobotics *(A)		14,080		460
QuidelOrtho Corp *		21,778		2,116
Relay Therapeutics Inc *		28,142		471


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sight Sciences *(A)		67,158	$	604
Silk Road Medical Inc *		11,225		408
Sonendo *(A)		139,610		240
SpringWorks Therapeutics Inc *		18,950		467
Syneos Health Inc, Cl A *		19,755		1,416
Talis Biomedical *		81,687		66
Tenet Healthcare Corp *		15,432		811
TransMedics Group Inc *		19,763		622
Twist Bioscience Corp *		23,566		824
United Therapeutics Corp *		3,292		776
Veracyte Inc *		43,259		861
Xencor Inc *		19,450		532
Zentalis Pharmaceuticals *		5,583		157

				68,064
Industrials — 17.7%
AAR Corp *		10,692		447
ACV Auctions, Cl A *		129,042		844
Air Transport Services Group Inc *		15,357		441
Alight *		187,192		1,263
Applied Industrial Technologies Inc, Cl A		8,255		794
ArcBest Corp		12,330		868
Atkore Inc *		15,801		1,312
Atlas Air Worldwide Holdings Inc *		16,728		1,032
Avis Budget Group Inc *		1,439		212
Beacon Roofing Supply Inc *		19,314		992
BlueLinx Holdings *		9,017		602
Boise Cascade Co		15,268		908
Byrna Technologies *(A)		78,281		672
CACI International Inc, Cl A *		1,615		455
Cimpress PLC *		12,495		486
Clean Harbors Inc *		16,977		1,488
CoreCivic Inc *^‡		38,814		431
Costamare Inc		15,492		187
Eagle Bulk Shipping Inc		12,176		632
EMCOR Group Inc		10,684		1,100
Encore Wire Corp		1,538		160
Evoqua Water Technologies Corp *		15,408		501
First Advantage *		92,344		1,170
Fluor Corp *		21,888		533
Forrester Research Inc *		24,284		1,162
Forward Air Corp		16,530		1,520
FTI Consulting Inc *		3,083		558
GATX		13,331		1,255
Genco Shipping & Trading Ltd		71,020		1,372
GMS Inc *		15,701		699
Griffon Corp		27,174		762
H&E Equipment Services Inc		14,454		419
Heartland Express Inc		24,463		340
Herc Holdings Inc		7,580		683
Heritage-Crystal Clean Inc *		98,808		2,664
Hillenbrand Inc		20,710		848


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hub Group Inc, Cl A *		6,341	$	450
Hudson Technologies Inc *		256,431		1,926
Huron Consulting Group Inc *		11,490		747
Interface Inc, Cl A		32,366		406
John Bean Technologies Corp, Cl A		4,526		500
Kadant Inc		1,632		298
KBR Inc		15,719		761
Kforce Inc		11,289		692
Kirby Corp *		18,824		1,145
Korn Ferry		28,299		1,642
Legalzoom.com Inc *(A)		50,198		552
Marten Transport Ltd		29,289		493
Matson Inc		25,604		1,866
NOW Inc *		66,301		648
RCM Technologies *		26,084		528
Resources Connection Inc		7,736		158
Ritchie Bros Auctioneers Inc		40,451		2,632
Rocket Lab USA *		74,172		281
Rush Enterprises Inc, Cl A		15,765		760
Saia Inc *		2,296		432
Simpson Manufacturing Co Inc		4,474		450
SP Plus Corp *		30,060		923
Standex International Corp		4,981		422
Tennant Co		22,508		1,334
Textainer Group Holdings Ltd		16,086		441
Titan International Inc *		36,553		552
Titan Machinery Inc *		18,757		420
Transcat *		3,120		177
TriNet Group Inc *		17,086		1,326
TrueBlue Inc *		76,729		1,373
UFP Industries Inc		6,012		410
WESCO International Inc *		6,769		725
WillScot Mobile Mini Holdings, Cl A *		38,430		1,246

				56,528
Information Technology — 17.6%
8x8 Inc *		130,088		670
A10 Networks Inc		87,391		1,257
Actua Corp *(B)		105,055		1
Alkami Technology *		81,488		1,132
Allegro MicroSystems Inc *		40,109		830
Alpha & Omega Semiconductor Ltd *		16,789		560
Altair Engineering Inc, Cl A *		6,765		355
Amdocs Ltd		7,425		619
Arlo Technologies *		59,684		374
Asure Software Inc *(A)		79,004		450
Avid Technology Inc *		8,835		229
Avnet Inc		16,101		690
Axcelis Technologies Inc *		14,638		803
Belden Inc		27,656		1,473
Benchmark Electronics Inc		55,953		1,262
Box Inc, Cl A *		62,871		1,581


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ChannelAdvisor Corp *		48,520	$	707
Cirrus Logic Inc *		5,365		389
Clearfield *		7,667		475
Consensus Cloud Solutions Inc *		20,692		904
CSG Systems International Inc		22,681		1,354
CTS Corp		69,699		2,373
Cyxtera Technologies *(A)		38,397		435
Digi International Inc *		19,088		462
Diodes Inc *		18,275		1,180
EVERTEC Inc		16,332		602
Evo Payments Inc, Cl A *		19,987		470
ExlService Holdings Inc *		21,830		3,216
Extreme Networks Inc *		96,838		864
ForgeRock, Cl A *		36,543		783
Gitlab, Cl A *		5,578		296
Hackett Group Inc/The		6,806		129
I3 Verticals Inc, Cl A *		24,136		604
International Money Express Inc *		70,182		1,437
KnowBe4, Cl A *		39,024		610
Kulicke & Soffa Industries Inc		15,488		663
Lattice Semiconductor Corp *		6,651		323
MACOM Technology Solutions Holdings Inc *		8,460		390
MaxLinear, Cl A *		17,522		595
Mirion Technologies *(A)		53,406		308
Model N Inc *		33,091		846
Momentive Global *		125,516		1,105
Monday.com *(A)		10,699		1,104
NetScout Systems Inc *		47,803		1,618
Onto Innovation Inc *		17,490		1,220
Perficient Inc *		10,106		927
Photronics Inc *		67,275		1,310
Ping Identity Holding Corp *		61,614		1,118
Power Integrations Inc		9,006		675
Progress Software Corp		31,224		1,414
Qualys Inc *		7,392		932
Sanmina Corp *		17,381		708
ScanSource Inc *		19,760		615
SiTime Corp *		1,246		203
SMART Global Holdings Inc *		46,026		753
SPS Commerce Inc *		5,305		600
Sumo Logic *		34,530		259
Super Micro Computer Inc *		40,684		1,642
Synaptics Inc *		1,562		185
Tenable Holdings Inc *		18,125		823
Upland Software Inc *		57,827		840
Verint Systems Inc *		32,383		1,371
Verra Mobility Corp, Cl A *		68,297		1,073
Vertex, Cl A *		40,925		464
Viavi Solutions Inc *		82,976		1,098


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vishay Intertechnology Inc		77,081	$	1,374

				56,132
Materials — 3.5%
AdvanSix Inc		34,360		1,149
Allegheny Technologies Inc *		31,068		705
Cabot Corp		10,005		638
Commercial Metals Co, Cl A		42,804		1,417
Graphic Packaging Holding Co		21,936		450
Kronos Worldwide Inc		5,334		98
Livent Corp *		45,407		1,030
Materion Corp		7,087		522
Mercer International Inc		31,641		416
MP Materials *		8,093		260
Ranpak Holdings Corp, Cl A *		76,523		536
Reliance Steel & Aluminum Co		2,908		494
Silgan Holdings Inc		10,875		450
Sylvamo Corp		9,083		297
TimkenSteel Corp *		88,625		1,658
Tronox Holdings		22,239		374
Warrior Met Coal Inc		24,802		759

				11,253
Real Estate — 3.8%
Armada Hoffler Properties Inc ^‡		36,966		475
Cushman & Wakefield PLC *^‡		29,415		448
DiamondRock Hospitality Co *^‡		52,142		428
Easterly Government Properties Inc, Cl A ^‡		24,774		472
EastGroup Properties Inc ^‡		7,820		1,207
Farmland Partners ^‡		32,810		453
Independence Realty Trust ^‡		82,976		1,720
National Storage Affiliates Trust ^‡		29,522		1,478
Newmark Group Inc, Cl A ^‡		53,569		518
NexPoint Residential Trust Inc ^‡		12,740		796
Pebblebrook Hotel Trust ^‡		15,809		262
Phillips Edison & Co Inc ^‡		16,155		540
PotlatchDeltic Corp ^‡		9,581		423
SITE Centers Corp ^‡		64,434		868


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
St Joe Co/The ^‡		13,239	$	524
STAG Industrial Inc ^‡		15,339		474
Tanger Factory Outlet Centers Inc ^‡		48,917		696
Xenia Hotels & Resorts Inc *^‡		26,943		391

				12,173
Utilities — 1.0%
Black Hills Corp, Cl A		6,677		486
Chesapeake Utilities Corp		5,006		648
Middlesex Water Co		5,703		500
Otter Tail Corp		17,790		1,194
Spire Inc		6,679		497

				3,325
Total Common Stock
(Cost $324,054) ($ Thousands)				311,719



AFFILIATED PARTNERSHIP — 3.2%
SEI Liquidity Fund, L.P.
1.330% **^†(D)		10,124,160		10,120


Total Affiliated Partnership
(Cost $10,124) ($ Thousands)				10,120



CASH EQUIVALENT — 2.5%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		7,952,333		7,952

Total Cash Equivalent
(Cost $7,952) ($ Thousands)				7,952


Total Investments in Securities — 103.2%
(Cost $342,130) ($ Thousands)			$	329,791

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a summary of the level of inputs used as of June 30, 2022, 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		311,659		–		60		311,719
Affiliated Partnership		–		10,120		–		10,120
Cash Equivalent		7,952		–		–		7,952
Total Investments in Securities		319,611		10,120		60		329,791

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

–

Total Other Financial Instruments

–

(1) A reconciliation of Level 3 investments is presented when the Fund has a significant amount of Level 3 investments at the 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.

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):

A list of the restricted securities held by the Fund at June 30, 2022, is as follows:


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.2%

Communication Services — 5.9%
ATN International Inc		23,526	$	1,104
Cable One Inc		1,150		1,483
Cinemark Holdings Inc *		386,217		5,801
Cogent Communications Holdings Inc		18,392		1,117
EchoStar Corp, Cl A *		11,285		218
Electronic Arts Inc		2,290		279
IAC/InterActiveCorp *		3,105		236
Interpublic Group of Cos Inc/The		24,754		681
Iridium Communications Inc *		9,732		366
John Wiley & Sons Inc, Cl A		99,419		4,748
Lions Gate Entertainment Corp, Cl A *		704,327		6,557
Match Group Inc *		1,449		101
Nexstar Media Group Inc, Cl A		68,960		11,232
Ooma Inc *		12,922		153
Scholastic Corp, Cl B		18,006		648
Take-Two Interactive Software Inc, Cl A *		3,431		420
World Wrestling Entertainment Inc, Cl A (A)		43,520		2,720
Ziff Davis Inc *		154,251		11,496

				49,360
Consumer Discretionary — 8.3%
Advance Auto Parts Inc		10,274		1,778
American Eagle Outfitters Inc		177,310		1,982
Arko Corp		54,778		447
Asbury Automotive Group Inc *		3,907		662
AutoNation Inc *		4,391		491
Bloomin' Brands Inc		164,957		2,742
Boot Barn Holdings Inc *		24,465		1,686
Bright Horizons Family Solutions Inc *		1,538		130
Brinker International Inc *		48,921		1,078
Carriage Services Inc		26,433		1,048
Dave & Buster's Entertainment Inc *		43,840		1,437
Deckers Outdoor Corp *		3,400		868
Dillard's Inc, Cl A		1,100		243
Dorman Products Inc *		15,090		1,655
Etsy Inc *		15,649		1,146
Group 1 Automotive Inc		4,472		759
Haverty Furniture Cos Inc		17,831		413
Helen of Troy Ltd *		11,676		1,896
Hibbett Inc		17,681		773
Hilton Grand Vacations Inc *		28,146		1,006
Kohl's Corp		36,887		1,317
LCI Industries		24,809		2,776
Leslie's Inc *		174,939		2,655
Light & Wonder, Cl A *		1,175		55
Lithia Motors Inc, Cl A		24,454		6,720
LKQ Corp		84,641		4,155
Modine Manufacturing Co *		553,070		5,824
Murphy USA Inc		11,043		2,571
Ollie's Bargain Outlet Holdings Inc *		3,893		229
Overstock.com *		4,618		115


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Penske Automotive Group Inc, Cl A		2,500	$	262
PetMed Express Inc		6,866		137
Pool Corp		15,000		5,268
Service Corp International/US		13,553		937
Skechers USA Inc, Cl A *		37,863		1,347
Skyline Champion Corp *		7,016		333
Standard Motor Products Inc		10,345		465
Steven Madden Ltd		16,598		535
Strategic Education Inc		19,509		1,377
Stride Inc *		41,300		1,685
Sturm Ruger & Co Inc		8,739		556
Taylor Morrison Home Corp, Cl A *		60,000		1,402
Urban Outfitters Inc *		50,950		951
Vail Resorts Inc		9,517		2,075
Victoria's Secret & Co *		61,676		1,725
Whirlpool Corp		3,320		514
Williams-Sonoma Inc		7,799		865
Winmark Corp		10		2

				69,093
Consumer Staples — 4.1%
Albertsons Cos Inc, Cl A		11,524		308
BellRing Brands *		9,532		237
BJ's Wholesale Club Holdings Inc *		24,382		1,519
Casey's General Stores Inc		6,437		1,191
Central Garden & Pet Co, Cl A *		27,121		1,085
Coca-Cola Consolidated Inc		2,500		1,410
Darling Ingredients Inc *		16,819		1,006
Flowers Foods Inc		23,770		626
Fresh Del Monte Produce Inc		14,071		416
Freshpet Inc *		8,866		460
Hain Celestial Group Inc/The *		18,258		433
Hostess Brands Inc, Cl A *		87,053		1,846
Ingles Markets Inc, Cl A		6,621		574
Ingredion Inc		14,851		1,309
J & J Snack Foods Corp		7,030		982
John B Sanfilippo & Son Inc		13,714		994
Kroger Co/The		6,156		291
Medifast Inc		25,737		4,646
Natural Grocers by Vitamin Cottage Inc		60,747		969
Performance Food Group Co *		6,364		293
PriceSmart Inc		12,923		926
Primo Water Corp		30,856		413
Sanderson Farms Inc		680		147
Seaboard Corp		144		559
Seneca Foods Corp, Cl A *		315		17
SpartanNash Co		7,827		236
Spectrum Brands Holdings Inc		49,468		4,057
Sprouts Farmers Market Inc *		27,834		705
Tootsie Roll Industries Inc		5,885		208
Universal Corp/VA		27,163		1,643
US Foods Holding Corp *		10,313		316


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
USANA Health Sciences Inc *		7,864	$	569
Vector Group Ltd		24,741		260
Village Super Market Inc, Cl A		35,823		817
WD-40 Co		2,556		515
Weis Markets Inc		27,069		2,018

				34,001
Energy — 5.6%
Arch Resources Inc		5,629		806
Brigham Minerals, Cl A		9,573		236
ChampionX Corp		42,026		834
Coterra Energy Inc		69,602		1,795
Crescent Point Energy		112,000		798
Delek US Holdings Inc *		374,934		9,688
DT Midstream Inc		55,000		2,696
Golar LNG Ltd *		78,177		1,779
HF Sinclair Corp		50,756		2,292
International Seaways Inc		9,285		197
Magnolia Oil & Gas Corp, Cl A		178,597		3,749
Marathon Petroleum Corp		7,296		600
NexTier Oilfield Solutions Inc *		104,671		995
Ovintiv Inc		27,987		1,237
PBF Energy Inc, Cl A *		48,500		1,408
PDC Energy Inc, Cl A		5,973		368
Pioneer Natural Resources Co		8,761		1,954
Range Resources Corp *		18,948		469
Rattler Midstream LP		197,239		2,692
SFL Corp Ltd		157,044		1,490
SilverBow Resources Inc *		40,942		1,161
SM Energy Co		30,466		1,042
Southwestern Energy Co *		564,541		3,528
Teekay Tankers Ltd, Cl A *		5,352		94
Viper Energy Partners LP		185,573		4,951

				46,859
Financials — 16.3%
1st Source Corp		15,424		700
Alleghany Corp *		1,001		834
Allstate Corp/The		1,408		178
Amalgamated Financial Corp		43,074		852
A-Mark Precious Metals *		15,834		511
Amerant Bancorp Inc, Cl A		44,309		1,246
American Equity Investment Life Holding Co		167,757		6,135
American Financial Group Inc/OH		13,674		1,898
Ameriprise Financial Inc		4,701		1,117
Arch Capital Group Ltd *		10,008		455
Argo Group International Holdings Ltd		6,242		230
Arrow Financial Corp		20,564		654
Assurant Inc		5,558		961
Axos Financial Inc *		48,113		1,725
Bank OZK		55,988		2,101
BankUnited Inc		127,615		4,539
Bankwell Financial Group Inc		37,151		1,154


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BayCom Corp		47,822	$	989
BGC Partners Inc, Cl A		1,099,126		3,704
Byline Bancorp Inc		36,618		872
Camden National Corp		18,864		831
Canadian Imperial Bank of Commerce		6,642		322
Capital City Bank Group Inc		9,652		269
City Holding Co		10,410		832
CNB Financial Corp/PA		44,272		1,071
CNO Financial Group Inc		289,034		5,229
Columbia Banking System Inc		113,504		3,252
Columbia Financial Inc *		91,296		1,991
Community Trust Bancorp Inc		27,038		1,093
Consumer Portfolio Services Inc *		21,424		220
Diamond Hill Investment Group Inc		2,001		347
Donnelley Financial Solutions Inc *		39,415		1,154
Eagle Bancorp Inc		29,167		1,383
Employers Holdings Inc		17,888		749
Equity Bancshares Inc, Cl A		1,815		53
Everest Re Group Ltd		6,060		1,698
FactSet Research Systems Inc		1,300		500
Farmers & Merchants Bancorp		39,077		1,297
Farmers National Banc Corp		24,544		368
Financial Institutions Inc		51,330		1,336
First American Financial Corp		3,200		169
First Citizens BancShares Inc/NC, Cl A		775		507
First Commonwealth Financial Corp		316,920		4,253
First Community Bankshares Inc		66,479		1,955
First Financial Corp/IN		22,861		1,017
First Interstate BancSystem Inc, Cl A		65,075		2,480
First Merchants Corp		77,646		2,766
First Northwest Bancorp		6,046		94
First of Long Island Corp/The		12,524		220
FNB Corp/PA		494,669		5,372
Focus Financial Partners Inc, Cl A *		7,301		249
Glacier Bancorp Inc, Cl A		18,951		899
Goldman Sachs Group Inc/The		3,195		949
Great Southern Bancorp Inc		13,042		764
Green Dot Corp, Cl A *		61,738		1,550
Hanover Insurance Group Inc/The, Cl A		25,705		3,759
HomeStreet Inc		10,400		361
HomeTrust Bancshares Inc		4,975		124
Horace Mann Educators Corp, Cl A		21,962		843
Houlihan Lokey Inc, Cl A		8,726		689
Independent Bank Corp/MI		12,857		248
LendingClub *		23,862		279
MarketAxess Holdings Inc		350		90
Merchants Bancorp/IN		59,391		1,346
Morgan Stanley		7,661		583
Morningstar Inc, Cl A		2,169		525
NBT Bancorp Inc		27,152		1,021
OFG Bancorp		133,441		3,389
OFS Capital Corp		62,160		617


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Old National Bancorp/IN, Cl A		134,301	$	1,986
Origin Bancorp Inc		10,420		404
Pacific Premier Bancorp Inc		84,780		2,479
PacWest Bancorp		274,931		7,330
PCSB Financial Corp		35,655		681
Piper Sandler Cos		823		93
PJT Partners Inc		14,364		1,009
Popular Inc		11,261		866
Preferred Bank/Los Angeles CA		9,178		624
Provident Financial Services Inc		24,819		552
Reinsurance Group of America Inc, Cl A		7,938		931
RenaissanceRe Holdings Ltd		7,345		1,148
Republic Bancorp Inc/KY, Cl A		10,585		511
Safety Insurance Group Inc		7,585		736
Selective Insurance Group Inc		19,688		1,712
ServisFirst Bancshares Inc		26,000		2,052
Sierra Bancorp		20,970		456
Silvercrest Asset Management Group Inc, Cl A		1,512		25
Starwood Property Trust Inc ^‡		310,592		6,488
Stewart Information Services Corp		17,692		880
Stifel Financial Corp		5,705		320
SVB Financial Group, Cl B *		3,699		1,461
Towne Bank/Portsmouth VA		17,345		471
TPG RE Finance Trust Inc ^‡		58,414		526
TriCo Bancshares		22,196		1,013
TrustCo Bank NY		9,472		292
UMH Properties Inc ^‡		42,338		748
Umpqua Holdings Corp		229,225		3,844
United Fire Group Inc		57,059		1,953
Univest Financial Corp		50,690		1,290
W R Berkley Corp		10,500		717
Washington Federal Inc		37,676		1,131

				136,697
Health Care — 10.9%
ABIOMED Inc *		967		239
ACADIA Pharmaceuticals Inc *		52,938		746
Aerie Pharmaceuticals Inc *		40,405		303
Akero Therapeutics Inc *		15,000		142
Albireo Pharma Inc *		6,216		123
Alkermes PLC *		71,706		2,136
AmerisourceBergen Corp, Cl A		4,713		667
Amicus Therapeutics Inc *		25,000		269
AMN Healthcare Services Inc *		40,431		4,436
Amphastar Pharmaceuticals Inc *		11,243		391
AnaptysBio Inc *		11,409		232
Ascendis Pharma ADR *		9,780		909
AtriCure Inc *		14,000		572
Atrion Corp		234		147
Biohaven Pharmaceutical Holding Co Ltd *		15,397		2,244
Bio-Techne Corp		3,600		1,248


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Catalent Inc *		16,500	$	1,770
Catalyst Pharmaceuticals Inc *		32,000		224
Charles River Laboratories International Inc *		7,525		1,610
Chemed Corp		5,665		2,659
Chinook Therapeutics *		21,466		375
Co-Diagnostics Inc *		178,347		1,001
Collegium Pharmaceutical Inc *		13,756		244
Computer Programs and Systems Inc *		55,594		1,777
Corcept Therapeutics Inc *		24,000		571
CorVel Corp *		3,132		461
Cross Country Healthcare Inc *		61,947		1,290
Eagle Pharmaceuticals Inc/DE *		5,937		264
Emergent BioSolutions Inc *		14,100		438
Encompass Health Corp		19,928		1,117
Enovis *		67,490		3,712
Ensign Group Inc/The		4,885		359
Global Blood Therapeutics Inc *		26,955		861
Globus Medical Inc, Cl A *		14,804		831
Gossamer Bio *		29,124		244
HealthStream Inc *		31,642		687
Henry Schein Inc *		12,500		959
ICON PLC ADR *		7,886		1,709
ICU Medical Inc *		5,669		932
IDEXX Laboratories Inc *		458		161
Incyte Corp *		3,300		251
Innoviva Inc *		13,039		192
Insmed Inc *		31,452		620
Intra-Cellular Therapies Inc, Cl A *		17,297		987
Ironwood Pharmaceuticals Inc, Cl A *		57,752		666
Jazz Pharmaceuticals PLC *		8,669		1,352
Kiniksa Pharmaceuticals Ltd, Cl A *		31,021		301
Lantheus Holdings Inc *		18,701		1,235
LeMaitre Vascular Inc		3,528		161
LHC Group Inc *		6,905		1,075
Ligand Pharmaceuticals Inc *		15,446		1,378
Masimo Corp *		3,863		505
Medpace Holdings Inc *		16,437		2,460
Meridian Bioscience Inc *		15,000		456
Merit Medical Systems Inc *		3,000		163
Mettler-Toledo International Inc *		411		472
ModivCare Inc *		4,264		360
National HealthCare Corp		12,608		881
Natus Medical Inc *		37,120		1,216
Neurocrine Biosciences Inc *		15,038		1,466
NextGen Healthcare Inc *		28,641		500
Novocure Ltd *		2,480		172
Omnicell Inc *		5,763		656
Option Care Health Inc *		42,714		1,187
Orthofix Medical Inc *		19,801		466
Pacira BioSciences Inc *		44,489		2,594
Penumbra Inc *		1,427		178


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PerkinElmer Inc		12,707	$	1,807
Perrigo Co PLC		39,724		1,612
Phibro Animal Health Corp, Cl A		35,360		676
Premier Inc, Cl A		95,195		3,397
Prestige Consumer Healthcare Inc, Cl A *		72,216		4,246
Puma Biotechnology Inc *		146,101		416
Repligen Corp *		1,304		212
Revance Therapeutics Inc *		61,071		844
Sensus Healthcare Inc *		148,553		1,141
Shockwave Medical Inc *		2,667		510
SIGA Technologies Inc *		45,213		524
Simulations Plus Inc		5,000		247
Supernus Pharmaceuticals Inc *		50,405		1,458
Surmodics Inc *		5,000		186
Syneos Health Inc, Cl A *		96,849		6,942
Teleflex Inc		8,291		2,038
Tenet Healthcare Corp *		7,415		390
United Therapeutics Corp *		7,055		1,663
Utah Medical Products Inc		6,164		529
Zimvie *		67,234		1,076

				90,924
Industrials — 14.9%
A O Smith Corp		4,400		241
AAON Inc		16,416		899
ABM Industries Inc		114,461		4,970
ACCO Brands Corp		1,005,961		6,569
Advanced Drainage Systems Inc		16,174		1,457
AECOM		13,579		886
Apogee Enterprises Inc		8,561		336
Applied Industrial Technologies Inc, Cl A		12,000		1,154
Argan Inc		1,663		62
Armstrong World Industries Inc		25,821		1,936
Atkore Inc *		20,431		1,696
Atlas Air Worldwide Holdings Inc *		53,933		3,328
Barrett Business Services Inc		2,700		197
Boise Cascade Co		4,228		251
Builders FirstSource Inc *		23,370		1,255
BWX Technologies Inc, Cl W		92,285		5,084
Casella Waste Systems Inc, Cl A *		5,000		363
CBIZ Inc *		2,449		98
Cintas Corp		3,186		1,190
Clean Harbors Inc *		7,022		616
CoStar Group Inc *		39,969		2,414
CRA International Inc		11,678		1,043
CSW Industrials Inc		1,824		188
Curtiss-Wright Corp		15,306		2,021
EMCOR Group Inc		19,007		1,957
Ennis Inc		34,657		701
Esab		55,808		2,442
Evoqua Water Technologies Corp *		9,047		294
Exponent Inc		30,000		2,744


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Forrester Research Inc *		9,468	$	453
Franklin Covey Co *		12,085		558
FTI Consulting Inc *		10,890		1,969
Griffon Corp		40,000		1,121
GXO Logistics Inc *		86,744		3,753
Heartland Express Inc		53,253		741
Helios Technologies Inc		10,244		679
Heritage-Crystal Clean Inc *		29,302		790
Hillenbrand Inc		8,146		334
Hub Group Inc, Cl A *		12,964		920
IAA Inc *		94,008		3,081
ICF International Inc, Cl A		4,655		442
IDEX Corp		4,000		726
Insperity Inc, Cl A		5,000		499
JetBlue Airways Corp *		242,486		2,030
Kadant Inc		16,160		2,947
Kaman Corp, Cl A		60,130		1,879
KAR Auction Services Inc *		338,767		5,004
Kennametal Inc		42,705		992
Kforce Inc		10,057		617
L3Harris Technologies Inc		2,036		492
Landstar System Inc		8,600		1,251
ManTech International Corp/VA, Cl A		12,947		1,236
Marten Transport Ltd		78,638		1,323
Masonite International Corp *		28,376		2,180
Matson Inc		26,632		1,941
Matthews International Corp, Cl A		90,929		2,607
McGrath RentCorp		6,000		456
Meritor Inc *		39,622		1,439
MRC Global Inc *		124,759		1,243
MSA Safety Inc		10,698		1,295
MSC Industrial Direct Co Inc, Cl A		3,679		276
Mueller Industries Inc		8,000		426
MYR Group Inc *		22,025		1,941
National Presto Industries Inc		6,277		412
Old Dominion Freight Line Inc, Cl A		8,801		2,255
Park Aerospace Corp		4,626		59
Radiant Logistics Inc *		49,017		364
RBC Bearings Inc *		4,000		740
RCM Technologies *		5,639		114
Resources Connection Inc		97,278		1,982
Rush Enterprises Inc, Cl A		38,922		1,876
Saia Inc *		4,740		891
Schneider National Inc, Cl B		13,231		296
Science Applications International Corp		13,698		1,275
Shyft Group Inc/The		28,592		531
Simpson Manufacturing Co Inc		8,867		892
Standex International Corp		5,842		495
Tennant Co		12,618		748
Tetra Tech Inc		27,739		3,788
Textainer Group Holdings Ltd		56,064		1,537
Toro Co/The		2,800		212


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Trinity Industries Inc		25,657	$	621
UFP Industries Inc		9,396		640
United Rentals Inc *		4,375		1,063
Veritiv Corp *		5,286		574
Werner Enterprises Inc		19,446		749
WESCO International Inc *		48,500		5,194
Westinghouse Air Brake Technologies Corp		3,600		295
XPO Logistics Inc *		65,979		3,178
Zurn Water Solutions		21,000		572

				125,386
Information Technology — 17.3%
A10 Networks Inc		136,224		1,959
ACI Worldwide Inc *		400,749		10,375
Agilysys Inc *		13,470		637
Alpha & Omega Semiconductor Ltd *		39,527		1,318
Amdocs Ltd		14,000		1,166
American Software Inc/GA, Cl A		30,440		492
Amkor Technology Inc		50,512		856
ANSYS Inc *		2,600		622
Arista Networks Inc *		9,952		933
Arlo Technologies *		41,329		259
Aspen Technology *		10,699		1,965
Avid Technology Inc *		20,509		532
Axcelis Technologies Inc *		22,971		1,260
Bel Fuse Inc, Cl B		69,642		1,084
Box Inc, Cl A *		1,778		45
Broadridge Financial Solutions Inc		1,700		242
Cadence Design Systems Inc *		12,100		1,815
Calix Inc *		43,771		1,494
Cass Information Systems Inc		9,000		304
CDK Global Inc		7,509		411
ChannelAdvisor Corp *		51,607		753
Cognyte Software Ltd *		152,964		650
CommVault Systems Inc *		26,733		1,682
Consensus Cloud Solutions Inc *		40,554		1,771
CSG Systems International Inc		37,468		2,236
CTS Corp		7,000		238
Digital Turbine Inc *		14,404		252
Diodes Inc *		15,000		969
Entegris Inc		17,353		1,599
EPAM Systems Inc *		4,414		1,301
ePlus Inc *		19,472		1,034
Euronet Worldwide Inc *		49,026		4,932
EVERTEC Inc		63,730		2,350
ExlService Holdings Inc *		24,383		3,592
F5 Inc, Cl A *		3,000		459
Fabrinet *		2,627		213
Fair Isaac Corp *		2,500		1,002
Gartner Inc *		1,518		367
Genpact Ltd		30,604		1,296
Global Payments Inc		1,009		112


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
GoDaddy Inc, Cl A *		19,000	$	1,322
Hackett Group Inc/The		37,239		706
Ichor Holdings Ltd *		16,589		431
II-VI Inc *		15,210		775
Insight Enterprises Inc *		21,641		1,867
International Money Express Inc *		1,250		26
Jack Henry & Associates Inc		6,394		1,151
Lattice Semiconductor Corp *		37,782		1,832
Littelfuse Inc		2,000		508
Lumentum Holdings Inc *		18,556		1,474
MACOM Technology Solutions Holdings Inc *		12,485		576
Manhattan Associates Inc *		10,280		1,178
MAXIMUS Inc		34,717		2,170
MicroStrategy Inc, Cl A *		726		119
Monolithic Power Systems Inc		6,335		2,433
NCR Corp *		26,596		828
NetScout Systems Inc *		55,459		1,877
NVE Corp		4,783		223
ON Semiconductor Corp *		106,610		5,364
OSI Systems Inc *		1,909		163
Palo Alto Networks Inc *		786		388
PDF Solutions Inc *		26,638		573
Perficient Inc *		12,505		1,147
Photronics Inc *		364,796		7,106
Power Integrations Inc		20,000		1,500
Progress Software Corp		5,788		262
PTC Inc *		19,109		2,032
Qualys Inc *		12,997		1,640
Radware Ltd *		15,000		325
Rambus Inc *		12,784		275
RingCentral Inc, Cl A *		773		40
ScanSource Inc *		7,085		221
Semtech Corp *		69,289		3,809
Shutterstock Inc		15,164		869
Silicon Motion Technology Corp ADR		167,131		13,989
SPS Commerce Inc *		16,563		1,873
Super Micro Computer Inc *		191,900		7,743
Synopsys Inc *		5,999		1,822
Teledyne Technologies Inc *		14,500		5,439
Tenable Holdings Inc *		29,500		1,340
Teradyne Inc		11,312		1,013
Trade Desk Inc/The, Cl A *		18,960		794
TTEC Holdings Inc		20,845		1,415
Tyler Technologies Inc *		4,508		1,499
Unisys Corp *		22,186		267
Verint Systems Inc *		112,718		4,774
Vishay Precision Group Inc *		10,000		291
Wix.com Ltd *		11,682		766
WNS Holdings Ltd ADR *		26,370		1,968


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zuora Inc, Cl A *		50,314	$	450

				145,230
Materials — 6.4%
Alamos Gold Inc, Cl A		41,157		289
Albemarle Corp		4,500		940
Alpha Metallurgical Resources		10,083		1,302
Ashland Global Holdings Inc		55,852		5,756
Avery Dennison Corp		2,472		400
Axalta Coating Systems Ltd *		212,370		4,696
Balchem Corp		14,444		1,874
Century Aluminum Co *		164,270		1,211
Chase		3,821		297
Commercial Metals Co, Cl A		248,063		8,211
Crown Holdings Inc		4,800		442
FMC Corp		63,800		6,827
Fortitude Gold Corp		40,846		245
Hawkins Inc		12,136		437
Ingevity Corp *		36,000		2,273
Louisiana-Pacific Corp		10,000		524
LSB Industries Inc *		32,891		456
Materion Corp		13,906		1,025
NewMarket Corp		1,208		364
Novagold Resources Inc *		94,000		452
Packaging Corp of America		2,600		358
Ramaco Resources Inc		93,658		1,232
Royal Gold Inc, Cl A		8,757		935
Ryerson Holding Corp		5,031		107
Silgan Holdings Inc		257,609		10,652
Stepan Co		9,000		912
TriMas Corp		23,190		642
UFP Technologies *		4,600		366
Warrior Met Coal Inc		23,781		728

				53,953
Real Estate — 6.2%
Alexander & Baldwin Inc ^‡		77,608		1,393
Alexander's Inc ^‡		2,361		525
American Assets Trust Inc ^‡		18,494		549
Armada Hoffler Properties Inc ^‡		126,524		1,625
BRT Apartments Corp ^‡		46,507		999
Camden Property Trust ^‡		13,101		1,762
CatchMark Timber Trust Inc, Cl A ^‡		57,034		574
Centerspace ^‡		15,417		1,257
City Office Inc ^‡		17,779		230
Community Healthcare Trust Inc ^‡		384		14
EastGroup Properties Inc ^‡		14,800		2,284
Equity Commonwealth *^‡		36,970		1,018
Equity LifeStyle Properties Inc ^‡		20,564		1,449
FRP Holdings Inc *		4,575		276
Gaming and Leisure Properties Inc ^‡		167,435		7,679
Getty Realty Corp ^‡		28,351		751
Gladstone Commercial Corp ^‡		33,797		637


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Howard Hughes Corp/The *^‡		51,451	$	3,501
Independence Realty Trust ^‡		113,415		2,351
Invitation Homes Inc ^‡		32,569		1,159
Kennedy-Wilson Holdings Inc ^‡		19,070		361
Kite Realty Group Trust ^‡		34,895		603
Life Storage Inc ^‡		4,650		519
Marcus & Millichap Inc ^‡		36,000		1,332
Medical Properties Trust Inc ^‡		398,546		6,086
National Storage Affiliates Trust ^‡		10,689		535
Newmark Group Inc, Cl A ^‡		450,766		4,359
NexPoint Residential Trust Inc ^‡		14,199		888
Outfront Media Inc ^‡		79,456		1,347
PS Business Parks Inc ^‡		6,125		1,146
RMR Group Inc/The, Cl A ^‡		23,159		657
Ryman Hospitality Properties Inc *^‡		13,228		1,006
Saul Centers Inc ^‡		11,295		532
Sun Communities Inc ^‡		1,653		263
Terreno Realty Corp ^‡		15,348		855
Universal Health Realty Income Trust ^‡		12,222		650
Ventas Inc ^‡		7,436		382

				51,554
Utilities — 2.3%
ALLETE Inc		14,700		864
Artesian Resources Corp, Cl A		30,081		1,479
Brookfield Infrastructure, Cl A		12,000		510
Chesapeake Utilities Corp		6,037		782
Hawaiian Electric Industries Inc		21,153		865
IDACORP Inc, Cl A		10,909		1,156
MGE Energy Inc		21,134		1,645
Middlesex Water Co		22,660		1,987
NiSource Inc		15,000		442
Northwest Natural Holding Co		36,396		1,933
NorthWestern Corp		5,270		311
Otter Tail Corp		29,000		1,947
Portland General Electric Co		43,378		2,096
Spire Inc		16,000		1,190
UGI Corp		6,450		249
Unitil Corp		20,406		1,198
York Water Co/The		9,081		367

				19,021
Total Common Stock
(Cost $543,970) ($ Thousands)				822,078


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		566,905	$	574


Total Affiliated Partnership
(Cost $566) ($ Thousands)				574



CASH EQUIVALENT — 1.8%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		14,767,940		14,768

Total Cash Equivalent
(Cost $14,768) ($ Thousands)				14,768


Total Investments in Securities — 100.1%
(Cost $559,304) ($ Thousands)			$	837,420

	Percentages are based on Net Assets of $836,864 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.

^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $200 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $574 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a summary of the level of inputs used as of June 30, 2022, 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

822,078

–

822,078

Affiliated Partnership

–

574

–

574

Cash Equivalent

14,768

–

14,768

Total Investments in Securities

836,846

574

–

837,420

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.6%

Communication Services — 1.8%
Fox Corp, Cl A		2,180	$	70
Liberty Media Corp-Liberty SiriusXM *		4,521		163
News Corp, Cl A		7,561		118
News Corp, Cl B		7,090		113
Nexstar Media Group Inc, Cl A		2,010		327
Pinterest Inc, Cl A *		5,895		107
Roku Inc, Cl A *		1,013		83
Take-Two Interactive Software Inc, Cl A *		469		58
Twitter Inc *		4,359		163

				1,202
Consumer Discretionary — 9.4%
Advance Auto Parts Inc		754		130
AutoNation Inc *		3,049		341
AutoZone Inc *		234		503
BorgWarner Inc		5,866		196
Boyd Gaming Corp		3,304		164
Caesars Entertainment Inc *		2,030		78
Capri Holdings Ltd *		2,270		93
Carter's Inc		3,650		257
Chipotle Mexican Grill Inc, Cl A *		114		149
Columbia Sportswear Co		4,493		321
Dollar Tree Inc *		1,848		288
DoorDash Inc, Cl A *		1,370		88
DR Horton Inc		1,356		90
eBay Inc		2,350		98
Expedia Group Inc *		1,170		111
Harley-Davidson Inc, Cl A		7,606		241
Hasbro Inc		2,567		210
Lennar Corp, Cl A		3,420		241
Lennar Corp, Cl B		1,585		93
LKQ Corp		5,866		288
Lululemon Athletica Inc *		491		134
Macy's Inc		3,680		68
Mattel Inc *		4,780		107
NVR Inc *		99		396
Pool Corp		277		97
Six Flags Entertainment Corp *		3,120		68
Tapestry Inc		6,897		210
Toll Brothers Inc		11,640		519
Tractor Supply Co		844		164
Travel + Leisure Co		2,800		109
Ulta Beauty Inc *		217		84
Wendy's Co/The		3,940		74
Williams-Sonoma Inc		881		98
Yum! Brands Inc		2,825		321

				6,429
Consumer Staples — 4.7%
Archer-Daniels-Midland Co		1,290		100
Brown-Forman Corp, Cl A		1,040		70


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Brown-Forman Corp, Cl B		2,060	$	145
Casey's General Stores Inc		938		174
Constellation Brands Inc, Cl A		1,018		237
Coty Inc, Cl A *		23,710		190
Darling Ingredients Inc *		4,417		264
Hain Celestial Group Inc/The *		3,367		80
Hershey Co/The		1,341		289
Ingredion Inc		3,973		350
Kellogg Co		2,033		145
Kroger Co/The		4,100		194
Lamb Weston Holdings Inc		3,167		226
Olaplex Holdings Inc *		8,690		123
Performance Food Group Co *		1,290		59
TreeHouse Foods Inc *		6,915		289
Tyson Foods Inc, Cl A		3,242		279

				3,214
Energy — 7.3%
Antero Midstream Corp		24,150		218
Baker Hughes Co, Cl A		2,452		71
ChampionX Corp		7,990		159
Coterra Energy Inc		12,712		328
Diamondback Energy Inc, Cl A		1,651		200
DT Midstream Inc		9,195		451
Halliburton Co		4,907		154
Hess Corp		1,782		189
HF Sinclair Corp		8,815		398
Marathon Petroleum Corp		2,865		235
ONEOK Inc		4,375		243
PDC Energy Inc, Cl A		2,630		162
Phillips 66		4,385		359
Pioneer Natural Resources Co		2,881		643
Targa Resources Corp		7,616		454
Valero Energy Corp		3,902		415
Williams Cos Inc/The		8,812		275

				4,954
Financials — 14.6%
Affiliated Managers Group Inc		2,938		343
Allstate Corp/The		560		71
American International Group Inc		4,847		248
Ameriprise Financial Inc		1,344		320
Arch Capital Group Ltd *		16,868		767
Assurant Inc		450		78
Axis Capital Holdings Ltd		1,750		100
Bank OZK		2,020		76
CBOE Global Markets Inc		2,474		280
Chimera Investment Corp ^‡		18,240		161
CNA Financial Corp		1,490		67
Comerica Inc		1,084		80
Cullen/Frost Bankers Inc		1,350		157
Everest Re Group Ltd		2,185		612
Fidelity National Financial Inc		10,832		400


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
First American Financial Corp		2,817	$	149
First Republic Bank/CA		1,145		165
Globe Life Inc		787		77
Hartford Financial Services Group Inc/The		1,899		124
Interactive Brokers Group Inc, Cl A		4,624		254
Janus Henderson Group PLC		7,122		167
Lazard Ltd, Cl A		3,572		116
Lincoln National Corp		2,034		95
Loews Corp		1,340		79
MGIC Investment Corp		12,590		159
Nasdaq Inc, Cl A		462		71
New York Community Bancorp Inc		11,935		109
Old Republic International Corp		7,038		157
OneMain Holdings Inc, Cl A		4,835		181
PacWest Bancorp		11,953		319
Pinnacle Financial Partners Inc		2,160		156
Popular Inc		2,256		174
Primerica Inc		977		117
Progressive Corp/The		3,005		349
Prosperity Bancshares Inc		2,904		198
Raymond James Financial Inc		952		85
Regions Financial Corp		3,604		68
Reinsurance Group of America Inc, Cl A		3,541		415
RenaissanceRe Holdings Ltd		905		141
Rocket Cos Inc, Cl A (A)		10,040		74
Signature Bank/New York NY, Cl B		1,736		311
SLM Corp		21,515		343
Stifel Financial Corp		8,358		468
Synchrony Financial		2,000		55
T Rowe Price Group Inc		986		112
Umpqua Holdings Corp		4,080		68
Virtu Financial Inc, Cl A		11,575		271
W R Berkley Corp		2,062		141
Webster Financial Corp		1,505		63
Western Alliance Bancorp		4,584		324

				9,915
Health Care — 10.2%
Agilent Technologies Inc		4,116		489
agilon health Inc *		6,400		140
AmerisourceBergen Corp, Cl A		2,085		295
Avantor Inc *		2,186		68
Azenta Inc		1,110		80
Biogen Inc *		270		55
Bio-Techne Corp		292		101
Centene Corp *		5,923		501
Charles River Laboratories International Inc *		636		136
Chemed Corp		765		359
Encompass Health Corp		5,858		328
Envista Holdings Corp *		5,310		205
Hologic Inc *		6,065		420


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
IDEXX Laboratories Inc *		890	$	312
IQVIA Holdings Inc *		1,778		386
Jazz Pharmaceuticals PLC *		504		79
Laboratory Corp of America Holdings		2,080		487
McKesson Corp		708		231
Mettler-Toledo International Inc *		241		277
Organon & Co		4,650		157
Premier Inc, Cl A		3,020		108
Quest Diagnostics Inc		1,165		155
QuidelOrtho Corp *		770		75
Repligen Corp *		1,335		217
Royalty Pharma PLC, Cl A		7,173		301
Signify Health Inc, Cl A *		7,810		108
Teladoc Health Inc *		1,765		59
Veeva Systems Inc, Cl A *		1,429		283
Waters Corp *		1,013		335
Zimmer Biomet Holdings Inc		1,699		178

				6,925
Industrials — 11.6%
A O Smith Corp		4,320		236
AerCap Holdings NV *		3,592		147
Allegion plc		2,188		214
AMETEK Inc		967		106
Booz Allen Hamilton Holding Corp, Cl A		2,692		243
Carlisle Cos Inc		882		211
Clean Harbors Inc *		5,651		496
Copa Holdings SA, Cl A *		1,280		81
Delta Air Lines Inc, Cl A *		2,600		75
Dover Corp		3,233		392
Expeditors International of Washington Inc		1,220		119
Fastenal Co, Cl A		3,047		152
Fortune Brands Home & Security Inc		2,451		147
GXO Logistics Inc *		1,140		49
HEICO Corp, Cl A		1,150		121
Hexcel Corp, Cl A		3,561		186
Huntington Ingalls Industries Inc, Cl A		518		113
Knight-Swift Transportation Holdings Inc, Cl A		2,826		131
Landstar System Inc		1,408		205
Leidos Holdings Inc		1,698		171
ManpowerGroup Inc		2,459		188
Masco Corp		1,242		63
Old Dominion Freight Line Inc, Cl A		1,480		379
Otis Worldwide Corp		8,435		596
Owens Corning		879		65
Parker-Hannifin Corp, Cl A		1,737		427
Regal Rexnord Corp		3,186		362
Republic Services Inc		1,024		134
Robert Half International Inc		3,713		278
Rockwell Automation Inc		615		123
Ryder System Inc		3,630		258


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Schneider National Inc, Cl B		5,190	$	116
Snap-on Inc		1,067		210
Sunrun Inc *		2,740		64
Tetra Tech Inc		1,350		184
Textron Inc		1,270		78
Trane Technologies PLC		853		111
Univar Solutions Inc *		4,440		111
Watsco Inc		523		125
Westinghouse Air Brake Technologies Corp		2,574		211
WW Grainger Inc		470		214

				7,892
Information Technology — 16.1%
Akamai Technologies Inc *		2,730		249
Amdocs Ltd		3,196		266
Amphenol Corp, Cl A		935		60
Arrow Electronics Inc, Cl A *		2,505		281
Avalara Inc *		1,000		71
Avnet Inc		9,915		425
Bill.com Holdings Inc *		1,824		201
Cadence Design Systems Inc *		2,175		326
CDW Corp/DE		2,098		331
Cirrus Logic Inc *		1,400		102
Cloudflare Inc, Cl A *		3,537		155
Corning Inc, Cl B		2,320		73
Crowdstrike Holdings Inc, Cl A *		3,170		534
Datadog Inc, Cl A *		2,505		239
DocuSign Inc, Cl A *		1,917		110
Dynatrace Inc *		4,923		194
Enphase Energy Inc *		1,232		241
Euronet Worldwide Inc *		532		54
F5 Inc, Cl A *		1,262		193
Fair Isaac Corp *		213		85
FleetCor Technologies Inc *		817		172
Fortinet Inc *		950		54
Global Payments Inc		2,207		244
HP Inc		7,301		239
HubSpot Inc *		487		146
Jabil Inc		11,573		593
Keysight Technologies Inc *		913		126
Lattice Semiconductor Corp *		4,640		225
Mandiant Inc *		3,680		80
Manhattan Associates Inc *		2,295		263
Marvell Technology Inc		2,675		116
Microchip Technology Inc		1,916		111
MongoDB Inc, Cl A *		259		67
Monolithic Power Systems Inc		420		161
Motorola Solutions Inc		3,023		634
Okta Inc, Cl A *		1,897		171
ON Semiconductor Corp *		1,537		77
Palantir Technologies Inc, Cl A *		13,227		120
Palo Alto Networks Inc *		516		255


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Paychex Inc		2,950	$	336
Paycom Software Inc *		400		112
PTC Inc *		1,605		171
Qorvo Inc *		2,760		260
Rackspace Technology Inc *		15,348		110
Skyworks Solutions Inc		3,509		325
Smartsheet Inc, Cl A *		2,286		72
Splunk Inc *		650		58
SS&C Technologies Holdings Inc		4,110		239
StoneCo Ltd, Cl A *		8,750		67
Synopsys Inc *		744		226
TD SYNNEX Corp		1,490		136
Trade Desk Inc/The, Cl A *		3,140		132
Twilio Inc, Cl A *		780		65
Unity Software Inc *		2,036		75
Universal Display Corp		1,569		159
VeriSign Inc *		462		77
Vontier Corp		7,219		166
Western Digital Corp *		1,126		50
Zebra Technologies Corp, Cl A *		248		73

				10,953
Materials — 6.3%
Amcor PLC		12,451		155
Ashland Global Holdings Inc		2,340		241
Axalta Coating Systems Ltd *		8,917		197
Berry Global Group Inc *		4,410		241
Chemours Co/The		4,209		135
Cleveland-Cliffs Inc *		3,710		57
Eagle Materials Inc		2,380		262
FMC Corp		2,898		310
Huntsman Corp		7,116		202
International Paper Co		6,230		261
Livent Corp *		11,003		250
LyondellBasell Industries NV, Cl A		2,397		210
NewMarket Corp		423		127
Nucor Corp		1,030		108
Olin Corp		3,164		146
Packaging Corp of America		1,420		195
PPG Industries Inc		650		74
Reliance Steel & Aluminum Co		1,936		329
Scotts Miracle-Gro Co/The, Cl A		1,143		90
Silgan Holdings Inc		6,778		280
Steel Dynamics Inc		775		51
Valvoline Inc		4,985		144
Westrock Co		6,160		245

				4,310
Real Estate — 8.0%
Alexandria Real Estate Equities Inc ^‡		1,668		242
Apartment Income Corp ^‡		4,460		185
AvalonBay Communities Inc ^‡		294		57
Boston Properties Inc ^‡		1,468		130


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CBRE Group Inc, Cl A *		5,280	$	389
Cousins Properties Inc ^‡		2,120		62
Digital Realty Trust Inc, Cl A ^‡		1,062		138
Douglas Emmett Inc ^‡		3,500		78
EPR Properties, Cl A ^‡		4,380		205
Essex Property Trust Inc ^‡		1,071		280
Extra Space Storage Inc ^‡		856		146
First Industrial Realty Trust Inc ^‡		1,980		94
Gaming and Leisure Properties Inc ^‡		6,450		296
Healthpeak Properties Inc ^‡		3,829		99
Highwoods Properties Inc ^‡		2,949		101
Host Hotels & Resorts Inc ^‡		7,758		122
Invitation Homes Inc ^‡		2,405		85
Jones Lang LaSalle Inc *^‡		1,550		271
Kilroy Realty Corp ^‡		1,180		62
Lamar Advertising Co, Cl A ^‡		760		67
Mid-America Apartment Communities Inc ^‡		536		94
National Retail Properties Inc ^‡		10,541		453
Omega Healthcare Investors Inc ^‡		4,425		125
SBA Communications Corp, Cl A ^‡		800		256
Simon Property Group Inc ^‡		1,993		189
SL Green Realty Corp ^‡		1,060		49
Spirit Realty Capital Inc ^‡		2,825		107
STORE Capital Corp ^‡		11,990		313
Ventas Inc ^‡		4,763		245
VICI Properties Inc ^‡		6,145		183
Welltower Inc ^‡		2,687		221
Weyerhaeuser Co ^‡		2,540		84

				5,428
Utilities — 6.6%
Brookfield Renewable Corp, Cl A		5,480		195
CenterPoint Energy Inc		11,783		348
CMS Energy Corp		850		57
Consolidated Edison Inc		810		77
DTE Energy Co		1,949		247
Entergy Corp		3,983		449
Evergy Inc		5,853		382
Eversource Energy		1,820		154
FirstEnergy Corp		5,373		206
Hawaiian Electric Industries Inc		4,330		177
IDACORP Inc, Cl A		1,502		159
National Fuel Gas Co		4,615		305
NiSource Inc		14,219		419
NRG Energy Inc		7,930		303
PPL Corp		10,580		287
UGI Corp		4,683		181
WEC Energy Group Inc		3,555		358
Xcel Energy Inc		2,510		178

				4,482


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Total Common Stock
(Cost $71,676) ($ Thousands)			$	65,704



EXCHANGE TRADED FUND — 0.2%

iShares Russell Mid-Cap Value ETF		1,573		160



Total Exchange Traded Fund
(Cost $168) ($ Thousands)				160



AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		75,461		76


Total Affiliated Partnership
(Cost $76) ($ Thousands)				76



CASH EQUIVALENT — 3.2%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		2,177,294		2,177

Total Cash Equivalent
(Cost $2,177) ($ Thousands)				2,177


Total Investments in Securities — 100.1%
(Cost $74,097) ($ Thousands)			$	68,117

A list of open futures contracts held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $68,030 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^‡	Real Estate Investment Trust.
^†	Investment in Affiliated Security.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $74 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $76 ($ Thousands).

Cl — Class

ETF — Exchange-Traded Fund

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

The following is a summary of the level of inputs used as of June 30, 2022, 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

65,704

–

65,704

Exchange Traded Fund

160

–

160

Affiliated Partnership

–

Cash Equivalent

2,177

–

2,177

Total Investments in Securities

68,041

–

68,117

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(24	)		–		–		(24	)
Total Other Financial Instruments		(24	)		–		–		(24	)

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


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

Communication Services — 7.0%
Alphabet Inc, Cl A *		752	$	1,639
Alphabet Inc, Cl C *		863		1,888
AT&T Inc		297,600		6,238
Comcast Corp, Cl A		153,928		6,040
EchoStar Corp, Cl A *		9,048		175
Electronic Arts Inc		11,567		1,407
Fox Corp, Cl A		146,812		4,721
Fox Corp, Cl B		48,246		1,433
IMAX Corp *		9,477		160
Interpublic Group of Cos Inc/The		12,705		350
Omnicom Group Inc		145,506		9,255
Scholastic Corp, Cl B		7,232		260
SK Telecom Co Ltd ADR		84,213		1,880
United States Cellular Corp *		630		18
Verizon Communications Inc		440,474		22,354
Warner Bros Discovery *		71,994		966
World Wrestling Entertainment Inc, Cl A		41,882		2,617

				61,401
Consumer Discretionary — 7.0%
Arko Corp		11,545		94
AutoZone Inc *		3,356		7,212
Canadian Tire Corp Ltd, Cl A		23,000		2,896
DR Horton Inc		26,000		1,721
eBay Inc		89,599		3,734
Gentex Corp		37,401		1,046
Grand Canyon Education Inc *		10,924		1,029
H&R Block Inc		150,165		5,304
Honda Motor Co Ltd ADR		145,242		3,508
Marriott International Inc/MD, Cl A		10,160		1,382
Mattel Inc *		1,245		28
Murphy USA Inc		23,400		5,449
ONE Group Hospitality *		9,833		72
Service Corp International/US		101,445		7,012
Standard Motor Products Inc		1,702		77
Sturm Ruger & Co Inc		61,800		3,933
Target Corp, Cl A		66,700		9,420
Toyota Motor Corp ADR (A)		33,700		5,195
Vail Resorts Inc		8,727		1,903

				61,015
Consumer Staples — 16.8%
Altria Group Inc		157,170		6,565
Andersons Inc/The		8,466		279
Archer-Daniels-Midland Co		64,900		5,036
Bunge Ltd		13,231		1,200
Calavo Growers Inc		1,459		61
Cal-Maine Foods Inc		8,037		397
Campbell Soup Co		51,175		2,459
Church & Dwight Co Inc		38,343		3,553
Clorox Co/The		18,273		2,576


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Coca-Cola Co/The		67,603	$	4,253
Coca-Cola Consolidated Inc		546		308
Colgate-Palmolive Co		64,470		5,167
Conagra Brands Inc		264,317		9,050
Costco Wholesale Corp		5,933		2,844
Duckhorn Portfolio *		9,557		201
Energizer Holdings Inc		1,730		49
Flowers Foods Inc		130,308		3,430
Fresh Del Monte Produce Inc		11,311		334
General Mills Inc		179,186		13,520
Hershey Co/The		3,472		747
Hormel Foods Corp		69,899		3,310
Hostess Brands Inc, Cl A *		20,093		426
Ingles Markets Inc, Cl A		1,106		96
Inter Parfums Inc		192		14
J & J Snack Foods Corp		2,905		406
J M Smucker Co/The		89,816		11,497
John B Sanfilippo & Son		6,116		443
Kellogg Co		111,011		7,920
Keurig Dr Pepper Inc		55,225		1,954
Kimberly-Clark Corp		7,760		1,049
Kraft Heinz Co/The		219,400		8,368
Kroger Co/The		361,927		17,130
MGP Ingredients Inc		212		21
Mondelez International Inc, Cl A		36,356		2,257
Natural Grocers by Vitamin Cottage Inc		4,622		74
Nu Skin Enterprises Inc, Cl A		7,977		345
PepsiCo Inc		7,766		1,294
Pilgrim's Pride Corp *		58,131		1,816
PriceSmart Inc		5,384		386
Procter & Gamble Co/The		30,554		4,393
Reynolds Consumer Products Inc		14,706		401
Seaboard Corp		64		249
Simply Good Foods Co/The *		9,161		346
SpartanNash Co		10,003		302
Tootsie Roll Industries Inc		8,692		307
Turning Point Brands Inc		10,972		298
Tyson Foods Inc, Cl A		149,761		12,889
Universal Corp/VA		7,525		455
USANA Health Sciences Inc *		5,780		418
Utz Brands Inc		21,335		295
Vector Group Ltd		29,933		314
Village Super Market Inc, Cl A		10,265		234
WD-40 Co		1,798		362
Weis Markets Inc		62,800		4,681
Whole Earth Brands Inc *		39,627		246

				147,025
Energy — 2.8%
Arch Resources Inc		162		23
California Resources		3,981		153
Cheniere Energy Inc		6,974		928


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Chevron Corp		49,000	$	7,094
DT Midstream Inc		23,349		1,145
EOG Resources Inc		10,276		1,135
Exxon Mobil Corp		95,432		8,173
Frontline Ltd *(A)		19,392		172
HighPeak Energy (A)		7,093		182
Kinder Morgan Inc		317,300		5,318
Marathon Oil Corp		18,872		424
SFL Corp Ltd		8,928		84

				24,831
Financials — 10.5%
Aflac Inc		221,967		12,282
Alerus Financial Corp		3,428		82
Allstate Corp/The		115,300		14,612
Amalgamated Financial Corp		7,140		141
Amerant Bancorp Inc, Cl A		2,854		80
American Financial Group Inc/OH		14,800		2,054
Annaly Capital Management Inc ^‡		253,100		1,496
Argo Group International Holdings Ltd		6,087		224
Axis Capital Holdings Ltd		22,074		1,260
BancFirst Corp		2,417		231
Bank of New York Mellon Corp/The		198,000		8,259
Berkshire Hathaway Inc, Cl B *		34,709		9,476
Blue Ridge Bankshares		15,967		245
Business First Bancshares Inc		657		14
Byline Bancorp Inc		6,272		149
Canadian Imperial Bank of Commerce		58,600		2,840
Cboe Global Markets Inc		23,418		2,651
Chimera Investment Corp ^‡		17,342		153
City Holding Co		189		15
Columbia Financial Inc *		24,102		526
Community Bank System Inc		5,489		347
CVB Financial Corp		9,968		247
Donegal Group Inc, Cl A		12,750		217
Eastern Bankshares Inc		18,921		349
Employers Holdings Inc		9,056		379
Equity Bancshares Inc, Cl A		5,115		149
Everest Re Group Ltd		12,673		3,552
Farmers National Banc Corp		8,060		121
First Bancshares Inc/The		5,563		159
First Financial Bankshares Inc, Cl A		3,640		143
First Financial Corp/IN		6,284		280
Greenlight Capital Re Ltd, Cl A *		22,757		176
Hanover Insurance Group Inc/The, Cl A		37,244		5,447
HarborOne Bancorp Inc		7,453		103
Hartford Financial Services Group Inc/The		69,100		4,521
Independent Bank Corp/MI		1,017		20
Intercontinental Exchange Inc		21,332		2,006
Invesco Mortgage Capital ^‡		3,763		55
Loblaw Cos Ltd		61,600		5,544
Marsh & McLennan Cos Inc		20,801		3,229


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Midland States Bancorp Inc		5,574	$	134
Morningstar Inc, Cl A		7,938		1,920
National Bank Holdings Corp, Cl A		6,100		234
NI Holdings Inc *		1,671		28
OceanFirst Financial Corp		2,130		41
PCSB Financial Corp		10,218		195
Ready Capital Corp ^‡		7,755		93
Redwood Trust Inc ^‡		4,784		37
Safety Insurance Group Inc		3,396		330
Stewart Information Services Corp		3,874		193
TPG RE Finance Trust Inc ^‡		3,486		31
Univest Financial Corp		7,325		186
Virtu Financial Inc, Cl A		133,075		3,115
Zions Bancorp NA		27,787		1,414

				91,785
Health Care — 19.0%
Abbott Laboratories		6,401		696
AbbVie Inc		96,087		14,717
AdaptHealth Corp, Cl A *		4,881		88
Agilent Technologies Inc		2,829		336
Alkermes PLC *		9,117		272
Alpine Immune Sciences *		18,254		155
Amgen Inc, Cl A		42,500		10,340
Anika Therapeutics Inc *		7,152		160
Becton Dickinson and Co		2,810		693
Biogen Inc *		6,089		1,242
Bio-Rad Laboratories Inc, Cl A *		283		140
Bio-Techne Corp		1,894		657
Bristol-Myers Squibb Co		175,120		13,484
Catalyst Pharmaceuticals Inc *		27,992		196
Cigna Corp		138		36
Computer Programs and Systems Inc *		1,830		59
CONMED Corp		377		36
CVS Health Corp		112,526		10,426
Danaher Corp, Cl A		8,579		2,175
Eagle Pharmaceuticals Inc/DE *		7,233		321
Exelixis Inc *		50,754		1,057
Gilead Sciences Inc		242,628		14,997
HealthStream Inc *		8,625		187
Henry Schein Inc *		2,487		191
Horizon Therapeutics PLC *		12,239		976
iRadimed Corp *		8,227		279
Ironwood Pharmaceuticals Inc, Cl A *		22,391		258
iTeos Therapeutics Inc *		8,549		176
Johnson & Johnson		98,799		17,538
Masimo Corp *		6,331		827
McKesson Corp		29,000		9,460
Merck & Co Inc		287,345		26,197
Mesa Laboratories Inc		902		184
Mettler-Toledo International Inc *		759		872
Organon & Co		24,839		838


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Orthofix Medical Inc *		1,216	$	29
Pacira BioSciences Inc *		4,236		247
Patterson Cos Inc		8,521		258
PerkinElmer Inc		1,810		257
Pfizer Inc		355,081		18,617
Premier Inc, Cl A		108,939		3,887
Prestige Consumer Healthcare Inc, Cl A *		2,817		166
QIAGEN NV *		2,001		95
Quest Diagnostics Inc		27,500		3,657
SIGA Technologies Inc		15,731		182
Thermo Fisher Scientific Inc		2,189		1,189
United Therapeutics Corp *		8,267		1,948
Viatris Inc, Cl W *		288,975		3,026
West Pharmaceutical Services Inc		6,361		1,923

				165,747
Industrials — 9.7%
3M Co		26,093		3,377
Allison Transmission Holdings Inc		141,695		5,448
AMERCO		3,441		1,646
Barrett Business Services Inc		480		35
Booz Allen Hamilton Holding Corp, Cl A		12,611		1,139
Brink's Co/The		2,465		150
BWX Technologies Inc, Cl W		11,091		611
CBIZ Inc *		10,710		428
CH Robinson Worldwide Inc		35,240		3,572
Cummins Inc		31,600		6,115
Ennis Inc		15,604		316
Expeditors International of Washington Inc		35,723		3,482
Exponent Inc		525		48
Franklin Covey Co *		2,173		100
FTI Consulting Inc *		20,463		3,701
General Dynamics Corp		19,155		4,238
Heidrick & Struggles International Inc		7,375		239
Huntington Ingalls Industries Inc, Cl A		7,736		1,685
Kforce Inc		3,627		222
L3Harris Technologies Inc		16,800		4,061
Landstar System Inc		6,957		1,012
Lockheed Martin Corp		16,197		6,964
ManpowerGroup Inc		15,472		1,182
National Presto Industries		5,194		341
Northrop Grumman Corp		29,664		14,196
Otis Worldwide Corp		12,518		885
Republic Services Inc		13,900		1,819
Resources Connection Inc		12,486		254
Robert Half International Inc		26,373		1,975
Schneider National Inc, Cl B		152,118		3,404
Snap-on Inc		20,400		4,019
Steelcase Inc, Cl A		12,706		136
Toro Co/The		11,834		897
Vectrus Inc *		5,831		195
Waste Management Inc		18,300		2,800


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Werner Enterprises Inc		101,288	$	3,904

				84,596
Information Technology — 15.5%
A10 Networks Inc		19,606		282
Adobe Inc *		140		51
Amdocs Ltd		249,212		20,762
Arrow Electronics Inc, Cl A *		26,900		3,015
Autodesk Inc, Cl A *		2,918		502
Automatic Data Processing Inc		9,291		1,952
Aviat Networks Inc *		5,439		136
Avnet Inc		84,000		3,602
Box Inc, Cl A *		2,482		62
Broadridge Financial Solutions Inc		11,505		1,640
Cadence Design Systems Inc *		11,240		1,686
Canon Inc ADR (A)		130,800		2,970
Cisco Systems Inc/Delaware		256,100		10,920
CommVault Systems Inc *		1,657		104
Consensus Cloud Solutions Inc *		11,533		504
CSG Systems International Inc		3,958		236
GoDaddy Inc, Cl A *		15,666		1,090
Guidewire Software Inc, Cl Z *		6,158		437
Hackett Group Inc/The		9,794		186
Hewlett Packard Enterprise Co		418,100		5,544
Intel Corp		341,162		12,763
InterDigital Inc		6,798		413
International Business Machines Corp		102,708		14,502
Intuit Inc		3,151		1,215
Jack Henry & Associates Inc		1,684		303
Knowles Corp *		146,500		2,539
Microsoft Corp		6,927		1,779
NetApp Inc		6,942		453
Open Text Corp		57,000		2,151
Oracle Corp, Cl B		289,628		20,236
OSI Systems Inc *		5,696		487
Progress Software Corp		8,096		367
QUALCOMM Inc		5,591		714
Seagate Technology Holdings PLC		106,500		7,608
SPS Commerce Inc *		1,105		125
SS&C Technologies Holdings Inc		52,727		3,062
Synopsys Inc *		6,460		1,962
Western Union Co/The		497,500		8,194
Xperi Holding Corp		1,825		26

				134,580
Materials — 2.9%
Balchem Corp		1,406		182
Berry Global Group Inc *		56,453		3,085
International Paper Co		65,600		2,744
NewMarket Corp		17,959		5,405
Packaging Corp of America		32,800		4,510
Sealed Air Corp		43,200		2,494
Silgan Holdings Inc		155,186		6,417


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
UFP Technologies *		4,351	$	346
Valvoline Inc		1,162		33

				25,216
Real Estate — 2.0%
Acadia Realty Trust ^‡		7,013		110
Agree Realty Corp ^‡		3,126		225
Alexander & Baldwin Inc ^‡		1,724		31
Brandywine Realty Trust ^‡		248,750		2,398
Broadstone Net Lease, Cl A ^‡		15,122		310
BRT Apartments Corp ^‡		12,197		262
City Office Inc ^‡		11,287		146
Easterly Government Properties Inc, Cl A ^‡		5,111		97
Extra Space Storage Inc ^‡		2,448		416
Iron Mountain Inc ^‡		146,700		7,143
Jones Lang LaSalle Inc *^‡		8,062		1,410
National Storage Affiliates Trust ^‡		4,292		215
Orion Office Inc ^‡		8,717		96
Postal Realty Trust, Cl A ^‡		29,590		441
Public Storage ^‡		12,462		3,897
Retail Opportunity Investments Corp ^‡		8,322		131
RMR Group Inc/The, Cl A ^‡		9,071		257
RPT Realty ^‡		8,047		79
SITE Centers Corp ^‡		7,573		102

				17,766
Utilities — 5.1%
American States Water Co		6,028		491
Artesian Resources Corp, Cl A		5,040		248
Avista Corp		4,419		192
Black Hills Corp, Cl A		4,881		355
Chesapeake Utilities Corp		3,721		482
Consolidated Edison Inc		9,926		944
Constellation Energy		20,333		1,164
DTE Energy Co		29,400		3,727
Entergy Corp		29,700		3,345
Evergy Inc		188,200		12,280


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Exelon Corp		61,000	$	2,765
Hawaiian Electric Industries Inc		33,015		1,350
MGE Energy Inc		1,980		154
National Fuel Gas Co		116,469		7,693
New Jersey Resources Corp		336		15
Northwest Natural Holding Co		4,426		235
NorthWestern Corp		2,224		131
Portland General Electric Co		163,200		7,888
Pure Cycle Corp *		7,590		80
SJW Group		3,675		229
Spire		4,893		364
Unitil Corp		5,006		294

				44,426
Total Common Stock
(Cost $696,474) ($ Thousands)				858,388



AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		3,606,560		3,606


Total Affiliated Partnership
(Cost $3,607) ($ Thousands)				3,606



CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		12,464,023		12,464

Total Cash Equivalent
(Cost $12,464) ($ Thousands)				12,464


Total Investments in Securities — 100.1%
(Cost $712,545) ($ Thousands)			$	874,458

A list of open futures contracts held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $873,276 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $3,395 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $3,606 ($ Thousands).

The following is a summary of the level of inputs used as of June 30, 2022, 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

858,388

–

858,388

Affiliated Partnership

–

3,606

–

3,606

Cash Equivalent

12,464

–

12,464

Total Investments in Securities

870,852

3,606

–

874,458

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(80	)		–		–		(80	)
Total Other Financial Instruments		(80	)		–		–		(80	)

* Futures Contracts are valued at the unrealized depreciation on the instrument.

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.7%
Australia — 0.4%
Chorus Ltd		74,665	$	330
Coles Group Ltd		31,635		388
CSL Ltd		956		177
Medibank Pvt Ltd		15,714		35
Orica Ltd		3,514		38
Rio Tinto Ltd		26,791		1,892
South32 Ltd		266,954		723
				3,583

Austria — 0.0%
Oberbank AG		81		8
Telekom Austria AG, Cl A		44,848		298
				306

Belgium — 0.3%
Etablissements Franz Colruyt NV		24,942		677
KBC Group NV		5,721		320
Solvay SA		20,355		1,645
				2,642

Brazil — 0.2%
Yara International ASA		52,707		2,196
Canada — 4.2%
Atco Ltd/Canada, Cl I		2,500		85
BCE Inc (A)		147,478		7,253
Canadian Utilities Ltd, Cl A		78,800		2,345
Emera Inc		117,000		5,469
Empire Co Ltd, Cl A		52,400		1,611
Fortis Inc/Canada		44,300		2,090
George Weston Ltd		68,121		7,941
Loblaw Cos Ltd		100,726		9,065
Metro Inc/CN, Cl A		25,900		1,387
TMX Group Ltd		3,700		376
				37,622

China — 0.7%
BOC Hong Kong Holdings Ltd		1,053,500		4,162
CITIC Telecom International Holdings Ltd		1,597,000		529
Kerry Logistics Network Ltd		135,554		292
Wilmar International Ltd		433,000		1,257
				6,240

Denmark — 1.2%
AP Moller - Maersk A/S, Cl B		648		1,508
Carlsberg AS, Cl B		22,777		2,894
Coloplast A/S, Cl B		12,901		1,466
Danske Bank A/S		75,885		1,070
Novo Nordisk A/S, Cl B		35,981		3,982
Sparekassen Sjaelland-Fyn A/S		997		21
				10,941

Finland — 0.7%
Elisa Oyj		50,660		2,840


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Orion Oyj, Cl B		68,418	$	3,047
				5,887

France — 1.4%
ABC arbitrage		4,265		31
Air Liquide SA		4,582		614
Bureau Veritas SA		9,397		240
Carrefour SA		185,952		3,282
Euroapi *		1		–
Ipsen SA		10,956		1,031
Orange SA		70,215		824
Pernod Ricard SA		1,407		258
Publicis Groupe SA		612		30
Sanofi		57,923		5,834
Wendel SE		3,741		312
				12,456

Germany — 0.5%
Beiersdorf AG		1,744		178
Commerzbank AG *		28,234		198
Henkel AG & Co KGaA		38,068		2,324
McKesson Europe AG		874		20
Merck KGaA		11,597		1,952
				4,672

Hong Kong — 3.1%
CK Infrastructure Holdings Ltd		316,000		1,937
CLP Holdings Ltd, Cl B		887,156		7,360
Dah Sing Banking Group Ltd		70,498		57
Far East Consortium International ^‡		95,000		30
HK Electric Investments & HK Electric Investments Ltd		2,631,315		2,414
HKT Trust & HKT Ltd		2,767,000		3,717
Langham Hospitality Investments and Langham Hospitality Investments Ltd ^‡		425,500		52
Link REIT ^‡		166,300		1,356
Miramar Hotel & Investment		49,000		88
MTR Corp Ltd		118,500		619
New World Development ^‡		345,000		1,238
PCCW Ltd		4,732,000		2,503
Power Assets Holdings Ltd		964,000		6,063
Prosperity REIT ^‡		126,000		39
Regal Hotels International Holdings Ltd *		174,000		72
SmarTone Telecommunications Holdings Ltd		163,760		86
VTech Holdings Ltd		58,569		460
WH Group Ltd		358,500		277
				28,368

Ireland — 0.3%
Kerry Group PLC, Cl A		25,073		2,394
Israel — 2.3%
Bank Hapoalim BM		317,857		2,646
Bank Leumi Le-Israel BM		419,890		3,723


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bezeq The Israeli Telecommunication Corp Ltd		762,886	$	1,181
Check Point Software Technologies Ltd *		69,675		8,485
First International Bank of Israel		24,926		926
ICL Group Ltd		123,946		1,122
Isracard Ltd		5		–
Mizrahi Tefahot Bank Ltd *		42,655		1,407
Neto Malinda Trading Ltd *		853		34
Radware Ltd *		29,598		641
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		2,332		166
				20,331

Italy — 1.1%
ACEA SpA		28,012		413
Eni SpA		529,978		6,276
Hera SpA		309,659		893
Iren SpA		1,004,960		2,190
Orsero SpA		2,595		34
Recordati Industria Chimica e Farmaceutica SpA		10,314		448
TXT e-solutions *		5,101		57
				10,311

Japan — 8.0%
Ahjikan Co Ltd		1,976		12
Aichi Electric Co Ltd		600		12
Akita Bank Ltd		2,000		24
Alinco Inc		2,700		17
Araya Industrial Co Ltd		2,600		28
Arcs Co Ltd		38,300		564
Asante Inc		5,100		56
Atsugi Co Ltd *		5,850		22
Autobacs Seven Co Ltd		5,500		57
Axial Retailing Inc		3,600		83
Belc Co Ltd		4,300		164
Calbee Inc		27,400		552
Canon Marketing Japan Inc		7,100		147
Cawachi Ltd		27,300		431
C'BON COSMETICS Co Ltd		1,100		14
CI Takiron Corp		8,400		33
Computer Engineering & Consulting Ltd		18,100		152
CONEXIO Corp		3,300		32
Create Medic Co Ltd		5,677		42
Dai Nippon Toryo Co Ltd		7,800		41
DyDo Group Holdings Inc		1,190		44
Earth Corp		21,200		811
Eizo Corp		8,600		239
FAN Communications Inc		8,000		23
FJ Next Co Ltd		6,400		50
Fujicco Co Ltd		22,500		330
Fujiya Co Ltd		8,200		145
Fukuda Denshi Co Ltd		100		5


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Gakken Holdings Co Ltd		5,300	$	37
Gakkyusha Co Ltd		5,600		65
Global One Real Estate Investment Corp ^‡		386		301
Hagihara Industries Inc		9,300		74
Heiwado Co Ltd		10,000		147
Hitachi Ltd		569		27
Hitachi Metals Ltd *		144,600		2,185
Hokkaido Gas Co Ltd *		2,400		30
Hokuto Corp		57,900		824
Hyakujushi Bank Ltd/The		6,900		86
Itochu-Shokuhin Co Ltd		2,003		72
Japan Oil Transportation Co Ltd		2,100		39
Japan Post Insurance Co Ltd		59,700		954
Japan Tobacco Inc (A)		384,100		6,633
JSP Corp		4,900		50
Kaken Pharmaceutical Co Ltd		23,200		651
Kakiyasu Honten Co Ltd		1,131		20
Kato Sangyo Co Ltd		27,200		652
KDDI Corp		287,600		9,080
Kenedix Retail REIT Corp ^‡		45		91
KFC Holdings Japan Ltd		7,500		157
Komeri Co Ltd		2,800		54
Kyokuyo Co Ltd		5,100		130
KYORIN Holdings Inc		104,700		1,367
Lawson Inc		43,600		1,451
Maezawa Kasei Industries Co Ltd		2,400		23
Marimo Regional Revitalization REIT Inc ^‡		75		74
Marubeni Corp		69,200		624
Marvelous Inc *		5,300		26
MEIJI Holdings Co Ltd		4,300		211
Ministop Co Ltd		7,000		75
Miroku Jyoho Service Co Ltd		6,500		57
Mitsubishi Shokuhin Co Ltd		18,900		529
Mixi Inc		10,900		181
Miyoshi Oil & Fat Co Ltd		16,300		123
Mochida Pharmaceutical Co Ltd		6,100		147
Mori Hills REIT Investment Corp, Cl A ^‡		165		185
Morozoff Ltd		1,200		32
Musashi Co Ltd		2,400		28
Natori Co Ltd		500		7
NEC Capital Solutions Ltd		1,600		24
Nichirin Co Ltd		2,600		29
Nihon Chouzai Co Ltd		25,200		244
Nikko		5,600		26
Nippn Corp		111,234		1,336
Nippon BS Broadcasting Corp		1,700		13
Nippon Express Holdings Inc		38,900		2,110
Nippon Kanzai Co Ltd		6,700		128
NIPPON REIT Investment Corp ^‡		23		62
Nippon Signal Co Ltd		3,700		27
Nippon Telegraph & Telephone Corp		307,800		8,827
Nisshin Oillio Group Ltd/The		14,852		343


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nissin Foods Holdings Co Ltd		5,500	$	379
Nittoc Construction Co Ltd		10,000		60
Ohsho Food Service Corp		2,000		103
Okinawa Cellular Telephone Co		3,500		139
Okinawa Electric Power Co Inc/The *		35,000		338
Ooedo Onsen Reit Investment Corp ^‡		67		35
Osaki Electric Co Ltd		13,700		49
Otsuka Holdings Co Ltd (A)		19,400		688
OUG Holdings Inc		2,236		46
Plenus Co Ltd		14,200		209
San Holdings Inc		3,800		51
San ju San Financial Group		6,900		71
San-A Co Ltd, Cl A		13,200		398
Sankei Real Estate ^‡		212		152
Sankyo Co Ltd		33,700		1,018
Shinmaywa Industries		22,800		181
Showa Sangyo Co Ltd *		18,600		348
SKY Perfect JSAT Holdings Inc		171,300		681
SoftBank Corp		866,900		9,613
Sompo Holdings Inc		11,600		511
SRA Holdings Inc		5,000		102
ST Corp		5,400		60
Sugi Holdings Co Ltd		10,800		473
Sumitomo Corp		22,100		302
Sundrug Co Ltd		51,800		1,155
Suzuden Corp		2,100		29
T&D Holdings Inc		3,900		47
Takamatsu Construction Group		6,300		96
Takasago International Corp		2,300		41
Tekken Corp		6,000		79
TIS Inc		2,900		76
Toho Holdings Co Ltd		3,311		51
TOKAI Holdings Corp		35,200		230
Tokyo Gas Co Ltd		28,700		593
Tosoh Corp		35,800		444
Toyo Suisan Kaisha Ltd		5,900		230
Trend Micro Inc/Japan *		114,200		5,565
Unicafe Inc *(A)		6,400		44
Unicharm Corp (A)		19,700		658
United Super Markets Holdings Inc		101,800		800
Valor Holdings Co Ltd		6,500		87
Vital KSK Holdings Inc		46,400		236
Wowow Inc		19,124		212
XYMAX REIT Investment Corp ^‡		105		98
Yakult Honsha Co Ltd		8,500		490
Yaoko Co Ltd		6,100		273
Yokorei Co Ltd		4,100		27
ZOZO Inc		12,200		220
				72,586

Netherlands — 1.6%
Heineken Holding NV		1,881		137


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
JDE Peet's NV		15,328	$	435
Koninklijke Ahold Delhaize NV		151,653		3,941
Koninklijke KPN NV		633,337		2,252
Randstad NV		13,938		673
Shell PLC		95,963		2,493
Wolters Kluwer NV		45,110		4,365
				14,296

New Zealand — 0.7%
Auckland International Airport Ltd *		87,157		389
Freightways Ltd		70,897		403
Mercury NZ Ltd		104,999		369
Meridian Energy Ltd		153,441		447
Spark New Zealand Ltd		1,405,678		4,195
Trustpower Ltd		8,293		31
Vector Ltd		18,240		47
				5,881

Norway — 1.6%
AF Gruppen ASA		449		7
Bouvet ASA		2,334		14
Equinor ASA		216,657		7,512
Gjensidige Forsikring ASA		54,494		1,100
Kongsberg Gruppen ASA		25,271		903
Orkla ASA		58,197		464
SpareBank 1 BV		3,479		18
Sparebank 1 Oestlandet		3,854		46
SpareBank 1 SR-Bank		26,137		282
Sparebanken Vest		8,999		79
Telenor ASA		296,020		3,925
Veidekke ASA		21,684		197
				14,547

Portugal — 0.7%
Corticeira Amorim SGPS SA		2,886		32
Jeronimo Martins SGPS SA		170,713		3,701
Navigator Co SA/The		192,891		774
NOS SGPS SA		63,602		255
REN - Redes Energeticas Nacionais SGPS SA		471,024		1,416
				6,178

Singapore — 0.7%
Bukit Sembawang Estates Ltd ^‡		18,700		66
Fraser and Neave Ltd		20,400		19
Jardine Cycle & Carriage Ltd		60,000		1,220
Jardine Matheson Holdings Ltd		32,300		1,698
Kimly Ltd		90,400		25
Sheng Siong Group Ltd		1,367,374		1,493
Singapore Exchange Ltd		76,100		517
Singapore Technologies Engineering Ltd		373,000		1,094
Singapore Telecommunications Ltd		137,900		251
				6,383

Spain — 0.3%
Banco Bilbao Vizcaya Argentaria SA		95,851		434


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Banco Santander SA		23,026	$	65
Cia de Distribucion Integral Logista Holdings SA		10,094		197
Corp Financiera Alba SA		1,963		107
Enagas SA		88,871		1,957
Endesa SA		12,583		237
				2,997

Sweden — 0.9%
Axfood AB		211,095		6,062
Essity AB, Cl B		47,942		1,250
Swedish Orphan Biovitrum AB *		24,820		536
				7,848

Switzerland — 4.9%
AEVIS VICTORIA SA		1,506		28
Allreal Holding AG ^‡		8,266		1,363
Berner Kantonalbank AG		248		56
BKW AG		7,977		831
Chocoladefabriken Lindt & Spruengli AG		16		162
Emmi AG		839		815
Intershop Holding AG ^‡		64		41
Luzerner Kantonalbank AG		221		96
Mobimo Holding AG ^‡		524		127
Novartis AG		95,835		8,094
Plazza AG ^‡		133		45
PSP Swiss Property AG ^‡		48,538		5,384
Roche Holding AG		1,942		747
Roche Holding AG-Genusschein		25,222		8,392
Sonova Holding AG		16,169		5,134
St Galler Kantonalbank AG		562		258
Swiss Prime Site AG ^‡		2,580		226
Swisscom AG		22,936		12,635
TX Group AG		316		38
Valiant Holding AG		826		73
Zug Estates Holding AG, Cl B ^‡		3		6
				44,551

United Kingdom — 2.2%
Alliance Pharma PLC		7,738		11
Big Yellow Group PLC ^‡		9,108		145
British Land Co PLC ^‡		94,402		513
Bunzl PLC		16,031		529
Genus PLC		5,958		181
Howden Joinery Group PLC		41,252		302
Impact Healthcare Reit PLC ^‡		5,406		8
Imperial Brands PLC		89,700		2,000
Liberty Global PLC, Cl A *		28,939		609
Liberty Global PLC, Cl C *		53,863		1,190
Linde PLC		2,291		659
M&G PLC		258,455		611
National Grid PLC		14,786		189
Reckitt Benckiser Group PLC		21,185		1,587
RELX PLC		230,133		6,221


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sage Group PLC/The		115,119	$	887
Savannah Energy PLC *(B)		6,543		3
Supermarket Income Reit PLC ^‡		14,831		22
Tesco PLC		920,270		2,855
Unilever PLC		23,783		1,075
				19,597

United States — 58.7%
Communication Services — 4.1%
Alphabet Inc, Cl A *		4,401		9,591
Alphabet Inc, Cl C *		867		1,897
AT&T Inc		124,585		2,611
Comcast Corp, Cl A		8,307		326
Fox Corp, Cl A		54,494		1,753
Fox Corp, Cl B		51,090		1,517
Liberty Media Corp-Liberty SiriusXM *		2,391		86
Lumen Technologies Inc		144,405		1,575
Omnicom Group Inc		35,641		2,267
Scholastic Corp, Cl B		19,672		708
Verizon Communications Inc		276,514		14,033
Yelp Inc, Cl A *		12,897		358
				36,722
Consumer Discretionary — 1.2%
AutoZone Inc *		2,635		5,663
Domino's Pizza Inc		10,167		3,962
O'Reilly Automotive Inc *		257		162
Service Corp International/US		17,864		1,235
				11,022
Consumer Staples — 16.3%
Altria Group Inc		89,542		3,740
Archer-Daniels-Midland Co		4,821		374
Campbell Soup Co		14,371		691
Casey's General Stores Inc		18,728		3,464
Church & Dwight Co Inc		75,068		6,956
Clorox Co/The		25,296		3,566
Coca-Cola Co/The		98,439		6,193
Colgate-Palmolive Co		101,625		8,144
Conagra Brands Inc		2,371		81
Costco Wholesale Corp		23,078		11,061
Flowers Foods Inc		175,867		4,629
General Mills Inc		135,191		10,200
Hershey Co/The		50,684		10,905
Hormel Foods Corp		25,051		1,186
J M Smucker Co/The		30,046		3,846
John B Sanfilippo & Son Inc		7,496		543
Kellogg Co		108,918		7,770
Kimberly-Clark Corp		58,555		7,914
Kroger Co/The		77,550		3,670
McCormick & Co Inc/MD		15,300		1,274
Mondelez International Inc, Cl A		119,899		7,445
Nestle SA		52,811		6,148
PepsiCo Inc		41,651		6,942


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Philip Morris International Inc		74,471	$	7,353
Procter & Gamble Co/The		70,137		10,085
Tyson Foods Inc, Cl A		51,136		4,401
USANA Health Sciences Inc *		14,391		1,041
Walgreens Boots Alliance Inc		75,431		2,859
Walmart Inc		34,476		4,192
				146,673
Energy — 0.6%
EOG Resources Inc		2,004		221
Exxon Mobil Corp		7,131		611
HF Sinclair Corp		98,327		4,441
				5,273
Financials — 4.6%
American Business Bank *		1,369		55
Aon PLC, Cl A		7,297		1,968
Arthur J Gallagher & Co		9,479		1,545
Berkshire Hathaway Inc, Cl A *		11		4,498
Berkshire Hathaway Inc, Cl B *		22,116		6,038
Brown & Brown Inc		60,046		3,503
Cboe Global Markets Inc		23,313		2,639
CME Group Inc, Cl A		19,966		4,087
Everest Re Group Ltd		2,635		739
Franklin BSP Realty Trust ^‡		7,504		101
Intercontinental Exchange Inc		64,065		6,025
Marsh & McLennan Cos Inc		46,568		7,230
Sixth Street Specialty Lending Inc		51		1
Travelers Cos Inc/The		16,301		2,757
Waterstone Financial Inc		21,532		367
				41,553
Health Care — 10.3%
Abbott Laboratories		3,723		405
AbbVie Inc		64,175		9,829
Amgen Inc, Cl A		12,566		3,057
Bio-Rad Laboratories Inc, Cl A *		8,090		4,005
Chemed Corp		11,106		5,213
CVS Health Corp		26,200		2,428
Gilead Sciences Inc		186,653		11,537
GSK PLC		408,444		8,758
HCA Healthcare Inc		3,113		523
Henry Schein Inc *		26,827		2,059
Hologic Inc *		4,389		304
Incyte Corp *		4,691		356
Johnson & Johnson		68,222		12,110
Masimo Corp *		3,706		484
McKesson Corp		22,786		7,433
Merck & Co Inc		23,440		2,137
Mettler-Toledo International Inc *		4,038		4,639
Molina Healthcare Inc *		4,335		1,212
National HealthCare Corp		7,159		501
Pfizer Inc		92,092		4,828
Prestige Consumer Healthcare Inc, Cl A *		31,741		1,866
QIAGEN NV *		2,823		133


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Quest Diagnostics Inc		979	$	130
Regeneron Pharmaceuticals Inc *		3,867		2,286
Royalty Pharma PLC, Cl A		35,690		1,500
Vertex Pharmaceuticals Inc *		6,162		1,736
Waters Corp *		10,818		3,581
West Pharmaceutical Services Inc		882		267
				93,317
Industrials — 3.9%
3M Co		13,373		1,731
A O Smith Corp		13,271		726
AMERCO *		3,942		1,885
CH Robinson Worldwide Inc		40,023		4,057
Crane Holdings Co		15,534		1,360
Expeditors International of Washington Inc		74,120		7,224
Ferguson PLC		20,698		2,310
General Dynamics Corp		32,191		7,122
Graco Inc		17,242		1,024
Knight-Swift Transportation Holdings Inc, Cl A		635		29
Lockheed Martin Corp		7,163		3,080
Northrop Grumman Corp		2,162		1,035
Robert Half International Inc		42,442		3,178
Waste Management Inc		2,314		354
				35,115
Information Technology — 8.7%
Accenture PLC, Cl A		370		103
Amdocs Ltd		75,235		6,268
Apple Inc		45,559		6,229
Arista Networks Inc *		11,149		1,045
Arrow Electronics Inc, Cl A *		4,726		530
Avnet Inc		16,532		709
Broadcom Inc		2,245		1,090
Cadence Design Systems Inc *		8,407		1,261
Ciena Corp *		68,243		3,119
Cisco Systems Inc		197,494		8,421
CommVault Systems Inc *		55,357		3,482
Dell Technologies Inc, Cl C		10,610		490
Dolby Laboratories Inc, Cl A		1,700		122
Fair Isaac Corp *		5,805		2,327
Fortinet Inc *		66,245		3,748
Hackett Group Inc/The		4,399		83
Jack Henry & Associates Inc		7,815		1,407
Juniper Networks Inc		279,235		7,958
Keysight Technologies Inc *		17,847		2,460
Microsoft Corp		28,838		7,407
Motorola Solutions Inc		16,463		3,451
National Instruments Corp		30,794		962
NetApp Inc		14,925		974
NetScout Systems Inc *		29,340		993
Oracle Corp, Cl B		131,464		9,185
Paychex Inc		4,933		562
SS&C Technologies Holdings Inc		38,419		2,231


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Synopsys Inc *		612	$	186
Verint Systems Inc *		14,070		596
VMware Inc, Cl A *		8,188		933
				78,332
Materials — 5.7%
Amcor PLC		323,882		4,026
AptarGroup Inc		15,356		1,585
CF Industries Holdings Inc		11,816		1,013
Ecolab Inc		33,173		5,101
FMC Corp		6,773		725
Huntsman Corp		7,340		208
Materion Corp		13,143		969
Myers Industries Inc		4,772		108
Newmont Corp		29,934		1,786
Packaging Corp of America		69,838		9,603
Reliance Steel & Aluminum Co		47,490		8,067
Royal Gold Inc, Cl A		40,596		4,335
RPM International Inc		20,644		1,625
Sealed Air Corp		10,578		610
Sherwin-Williams Co/The, Cl A		22,829		5,112
Silgan Holdings Inc		119,090		4,924
Sonoco Products Co		27,270		1,555
Valvoline Inc		9,738		281
				51,633
Real Estate — 0.6%
Extra Space Storage Inc ^‡		11,284		1,920
Public Storage ^‡		11,664		3,647
Varia US Properties AG ^‡		560		26
				5,593
Utilities — 2.7%
American Electric Power Co Inc		24,246		2,326
American Water Works Co Inc		8,307		1,236
Consolidated Edison Inc		23,418		2,227
DTE Energy Co		51,056		6,471
Duke Energy Corp		50,289		5,392
Hawaiian Electric Industries Inc		21,254		869
Macquarie Infrastructure Holdings LLC *		54,496		213
NiSource Inc		9,494		280
OGE Energy Corp		8,050		310
Portland General Electric Co		2,202		106
PPL Corp		74,291		2,016
UGI Corp		44,437		1,716
WEC Energy Group Inc		13,217		1,330
				24,492
				529,725

Total Common Stock
(Cost $837,918) ($ Thousands)				872,538


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 1.2%
SEI Liquidity Fund, L.P.
1.330% **^†(C)		11,009,987	$	11,009


Total Affiliated Partnership
(Cost $11,011) ($ Thousands)				11,009



CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		15,448,442		15,448

Total Cash Equivalent
(Cost $15,448) ($ Thousands)				15,448


Total Investments in Securities — 99.6%
(Cost $864,377) ($ Thousands)			$	898,995

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

A list of the open forward foreign currency contracts held by the Fund at June 30, 2022 is as follows:

	Percentages are based on Net Assets of $902,361 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $10,586 ($ Thousands).
(B)	Level 3 security in accordance with fair value hierarchy.
(C)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $11,009 ($ 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

LLC — Limited Liability Company

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

SEK — Swedish Krona

SGD — Singapore Dollar

SPI — Share Price Index

TOPIX — Tokyo Price Index

USD — U.S. Dollar

The following is a summary of the level of inputs used as of June 30, 2022, 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		872,498		37		3		872,538
Affiliated Partnership		–		11,009		–		11,009
Cash Equivalent		15,448		–		–		15,448
Total Investments in Securities		887,946		11,046		3		898,995

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		9			–			–		9
Unrealized Depreciation		(169	)		–			–		(169	)
Forwards Contracts*
Unrealized Appreciation		–			532			–		532
Unrealized Depreciation		–			(446	)		–		(446	)
Total Other Financial Instruments		(160	)		86			–		(74	)

*	Futures contracts and forwards 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 end of the period in relation to Net Assets. Management has concluded that Level 3 investments are not material in relation to Net Assets.

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


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

Communication Services — 1.1%
Alphabet Inc, Cl A *		1,342	$	2,925
Alphabet Inc, Cl C *		301		658
Fox Corp, Cl A		83,711		2,692
Fox Corp, Cl B		11,835		351
Madison Square Garden Sports Corp *		8,586		1,296
Netflix Inc *		2,262		396
New York Times Co/The, Cl A		77,475		2,162

				10,480
Consumer Discretionary — 5.1%
Amazon.com Inc, Cl A *		3,556		377
AutoZone Inc *		10,000		21,491
Darden Restaurants Inc		9,348		1,057
Dick's Sporting Goods Inc (A)		32,489		2,449
Dollar General Corp		8,848		2,172
eBay Inc		45,100		1,879
Frontdoor Inc *		39,911		961
McDonald's Corp		25,821		6,375
Target Corp, Cl A		60,396		8,530
Toyota Motor Corp ADR		16,500		2,544

				47,835
Consumer Staples — 16.1%
Altria Group Inc		51,246		2,141
Archer-Daniels-Midland Co		2,731		212
Bunge Ltd		11,344		1,029
Campbell Soup Co		38,780		1,863
Church & Dwight Co Inc		65,117		6,034
Clorox Co/The		10,350		1,459
Coca-Cola Co/The		63,107		3,970
Coca-Cola Europacific Partners PLC		49,400		2,549
Colgate-Palmolive Co		76,057		6,095
Costco Wholesale Corp		10,898		5,223
General Mills Inc		67,404		5,086
Hershey Co/The		33,058		7,113
Hormel Foods Corp		125,879		5,962
J M Smucker Co/The		29,297		3,750
Kellogg Co		91,886		6,555
Kimberly-Clark Corp		2,775		375
Kroger Co/The		385,532		18,247
Lamb Weston Holdings Inc		28,333		2,025
McCormick & Co Inc/MD		75,751		6,306
Metro Inc/CN, Cl A		58,400		3,128
PepsiCo Inc		56,305		9,384
Procter & Gamble Co/The		43,164		6,206
Sanderson Farms Inc		20,200		4,354
Tyson Foods Inc, Cl A		202,530		17,430
Walmart Inc		220,879		26,854

				153,350
Energy — 0.4%
DT Midstream Inc		19,049		934


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Williams Cos Inc/The		96,414	$	3,009

				3,943
Financials — 13.8%
Aflac Inc		112,800		6,241
Allstate Corp/The		65,446		8,294
American Financial Group Inc/OH		41,500		5,761
Assurant Inc		10,566		1,826
Bank of America Corp		25,493		793
Bank of Hawaii Corp		30,612		2,278
Bank of New York Mellon Corp/The		47,300		1,973
Bank OZK		120,055		4,506
Berkshire Hathaway Inc, Cl B *		64,800		17,692
Cboe Global Markets Inc		46,588		5,273
Chubb Ltd		12,399		2,437
Cullen/Frost Bankers Inc		17,061		1,987
Everest Re Group Ltd		39,096		10,958
First Hawaiian Inc		91,228		2,072
Hanover Insurance Group Inc/The, Cl A		30,338		4,437
M&T Bank Corp		11,588		1,847
MGIC Investment Corp		141,647		1,785
Morningstar Inc, Cl A		21,864		5,287
National Bank of Canada		54,700		3,582
Progressive Corp/The		115,800		13,464
RenaissanceRe Holdings Ltd		31,431		4,915
TFS Financial Corp		125,478		1,723
Travelers Cos Inc/The		112,171		18,971
White Mountains Insurance Group Ltd		2,847		3,548

				131,650
Health Care — 21.8%
AbbVie Inc		53,300		8,163
ABIOMED Inc *		6,106		1,511
AmerisourceBergen Corp, Cl A		14,727		2,084
Amgen Inc, Cl A		16,800		4,088
AstraZeneca PLC ADR		93,200		6,158
Baxter International Inc		21,262		1,366
Bio-Rad Laboratories Inc, Cl A *		3,640		1,802
Bristol-Myers Squibb Co		118,423		9,119
Chemed Corp		1,680		789
CVS Health Corp		31,417		2,911
Danaher Corp, Cl A		4,565		1,157
Elevance Health		44,047		21,256
Eli Lilly & Co		86,800		28,143
Gilead Sciences Inc		48,639		3,006
Humana Inc		27,994		13,103
Johnson & Johnson		160,318		28,458
McKesson Corp		8,957		2,922
Merck & Co Inc		217,606		19,839
Mettler-Toledo International Inc *		3,296		3,786
Organon & Co		24,129		815
Pfizer Inc		311,373		16,325
Premier Inc, Cl A		67,410		2,405


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Quest Diagnostics Inc		50,752	$	6,749
Thermo Fisher Scientific Inc		3,358		1,824
UnitedHealth Group Inc		35,650		18,311
Zoetis Inc, Cl A		11,800		2,028

				208,118
Industrials — 11.1%
3M Co		15,474		2,003
Carrier Global Corp		50,700		1,808
CH Robinson Worldwide Inc		34,716		3,519
Cummins Inc		10,600		2,051
EMCOR Group Inc		13,365		1,376
General Dynamics Corp		30,100		6,660
L3Harris Technologies Inc		26,704		6,454
Landstar System Inc		11,414		1,660
Lockheed Martin Corp		5,885		2,530
Northrop Grumman Corp		40,245		19,260
Quanta Services Inc		37,697		4,725
Raytheon Technologies Corp		135,100		12,984
Republic Services Inc		146,100		19,120
Schneider National Inc, Cl B		127,778		2,860
Waste Management Inc		124,467		19,041

				106,051
Information Technology — 18.2%
Amdocs Ltd		227,100		18,920
Apple Inc		284,300		38,870
Atlassian Corp PLC, Cl A *		9,066		1,699
Automatic Data Processing Inc		12,312		2,586
Ciena Corp *		29,458		1,346
Cisco Systems Inc/Delaware		268,938		11,468
CSG Systems International Inc		37,600		2,244
F5 Inc, Cl A *		24,109		3,690
Intel Corp		275,900		10,321
Jack Henry & Associates Inc		10,939		1,969
Marvell Technology Inc		24,484		1,066
Microsoft Corp		93,739		24,075
Motorola Solutions Inc		87,963		18,437
NetApp Inc		46,295		3,020
Oracle Corp, Cl B		220,065		15,376
Qorvo Inc *		29,520		2,784
Seagate Technology Holdings PLC		41,700		2,979
Synopsys Inc *		41,600		12,634

				173,484
Materials — 2.5%
AptarGroup Inc		6,262		646
Avery Dennison Corp		31,600		5,115
Corteva Inc		84,619		4,581
Royal Gold Inc, Cl A		15,384		1,643
Sealed Air Corp		136,300		7,867
Silgan Holdings Inc		81,300		3,362


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sylvamo Corp		19,876	$	650

				23,864
Real Estate — 0.4%
Equity LifeStyle Properties Inc ^‡		29,390		2,071
SBA Communications Corp, Cl A ^‡		4,204		1,346

				3,417
Utilities — 7.4%
Ameren Corp		74,283		6,712
American Electric Power Co Inc		78,341		7,516
DTE Energy Co		38,099		4,829
Duke Energy Corp		41,536		4,453
Entergy Corp		17,400		1,960
Eversource Energy		77,645		6,559
National Fuel Gas Co		34,340		2,268
NextEra Energy Inc		101,249		7,843
Portland General Electric Co		73,374		3,546
Public Service Enterprise Group Inc		183,544		11,615
Southern Co/The		83,686		5,968
WEC Energy Group Inc		73,650		7,412

				70,681
Total Common Stock
(Cost $434,084) ($ Thousands)				932,873



AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		2,200,501		2,200


Total Affiliated Partnership
(Cost $2,201) ($ Thousands)				2,200



CASH EQUIVALENT — 2.0%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		19,147,286		19,147

Total Cash Equivalent
(Cost $19,147) ($ Thousands)				19,147


Total Investments in Securities — 100.1%
(Cost $455,432) ($ Thousands)			$	954,220

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $953,198 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $2,095 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $2,200 ($ 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 summary of the level of inputs used as of June 30, 2022, 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

932,873

–

932,873

Affiliated Partnership

–

2,200

–

2,200

Cash Equivalent

19,147

–

19,147

Total Investments in Securities

952,020

2,200

–

954,220

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(247	)		–		–		(247	)
Total Other Financial Instruments		(247	)		–		–		(247	)

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 95.7%
Australia — 5.7%
Abacus Property Group ^‡		158,019	$	279
AGL Energy Ltd		212,782		1,207
Ansell Ltd		43,502		665
ASX Ltd		5,643		317
Aurizon Holdings Ltd		606,674		1,585
Bendigo & Adelaide Bank		74,373		464
BHP Group Ltd		27,722		773
Charter Hall Long Wale ^‡		89,728		263
Coles Group Ltd		70,257		860
CSL Ltd		3,288		608
Deterra Royalties		101,448		296
Dexus *^‡		42,121		257
EBOS Group Ltd		5,627		137
Elders Ltd		43,426		376
Endeavour Group Ltd/Australia		21,286		111
Glencore PLC		101,795		550
Harvey Norman Holdings Ltd		425,072		1,084
JB Hi-Fi Ltd		41,355		1,094
Medibank Pvt Ltd		47,280		106
Metcash Ltd, Cl A		327,149		954
Newcrest Mining Ltd		13,198		190
Orora Ltd		507,408		1,274
Rio Tinto Ltd		14,158		1,000
Rio Tinto PLC		6,903		412
Rio Tinto PLC ADR		2,248		137
Sonic Healthcare Ltd		50,819		1,154
Telstra Corp Ltd, Cl B		502,620		1,331
Treasury Wine Estates Ltd		37,848		295
Vicinity Centres ^‡		266,726		337
Wesfarmers Ltd		30,590		882
Woolworths Group Ltd		17,215		421
				19,419

Austria — 0.7%
CA Immobilien Anlagen AG ^‡		4,737		150
Mayr Melnhof Karton AG		3,798		643
Oesterreichische Post AG (A)		28,842		820
S IMMO AG ^‡		9,548		227
Telekom Austria AG, Cl A		81,520		541
				2,381

Belgium — 0.8%
Ageas SA/NV		27,240		1,196
Etablissements Franz Colruyt NV		41,000		1,112
Proximus SADP		14,649		215
UCB SA, Cl A		3,619		305
				2,828

Brazil — 0.1%
Yara International ASA		11,854		494
Canada — 2.7%
Bank of Nova Scotia/The, Cl C		13,689		808


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Canadian Imperial Bank of Commerce (A)		31,652	$	1,534
Canadian Tire Corp Ltd, Cl A		17,338		2,183
Cogeco Communications Inc		18,559		1,253
Empire Co Ltd, Cl A		34,652		1,065
Loblaw Cos Ltd		24,108		2,169
				9,012

China — 0.4%
BOC Hong Kong Holdings Ltd		182,500		721
Lee & Man Paper Manufacturing Ltd		697,000		299
Wilmar International Ltd		124,500		362
				1,382

Denmark — 2.5%
AP Moller - Maersk A/S, Cl B		384		894
Carlsberg AS, Cl B		7,040		895
Coloplast A/S, Cl B		8,141		925
Danske Bank A/S		54,050		762
Genmab A/S *		1,478		477
Jyske Bank A/S *		2,041		99
Novo Nordisk A/S, Cl B		16,930		1,874
Royal Unibrew A/S		1,168		103
Scandinavian Tobacco Group A/S		73,722		1,439
Solar A/S, Cl B		2,119		180
Sydbank A/S		22,507		687
UIE		564		167
				8,502

Finland — 1.8%
Elisa Oyj		10,673		598
Fortum Oyj		5,932		89
Kemira Oyj		45,914		560
Kesko Oyj, Cl B		61,076		1,437
Metsa Board, Cl B		66,799		555
Orion Oyj, Cl B		31,149		1,387
TietoEVRY Oyj		44,315		1,091
Tokmanni Group Corp		9,927		117
Valmet Oyj		8,818		216
				6,050

France — 8.8%
Air Liquide SA		7,224		968
Arkema SA		11,562		1,026
AXA SA		58,735		1,330
BNP Paribas SA		3,209		152
Caisse Regionale de Credit Agricole Mutuel Brie Picardie		1,901		36
Caisse Regionale de Credit Agricole Mutuel de Paris et d'Ile-de-France		1,336		102
Caisse Regionale de Credit Agricole Mutuel Sud Rhone Alpes		754		95
Caisse Regionale De Credit Agricole Mutuel Toulouse 31		1,278		92
Carrefour SA (A)		175,877		3,105


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cie Generale des Etablissements Michelin SCA		71,836	$	1,951
Credit Agricole SA (A)		22,471		205
Danone SA		14,006		780
Dassault Systemes SE		5,184		190
Engie SA		41,332		474
Euroapi *		3,000		47
Ipsen SA		7,243		682
Legrand SA		5,699		420
L'Oreal SA		3,101		1,068
Metropole Television SA		61,738		909
Orange SA		364,454		4,275
Pernod Ricard SA		6,112		1,120
Publicis Groupe SA		1,746		85
Sanofi		68,990		6,949
SEB SA		1,787		171
Societe BIC SA		25,897		1,413
Thales SA, Cl A		5,065		620
TotalEnergies SE		19,480		1,026
Virbac SA		506		196
Vivendi SE		39,336		399
				29,886

Germany — 5.0%
BASF SE		9,111		396
Bayerische Motoren Werke AG		3,506		269
Beiersdorf AG		12,795		1,304
Deutsche Post AG		37,481		1,400
Deutsche Telekom AG		179,327		3,552
E.ON SE		208,502		1,746
Freenet AG		58,729		1,453
Hannover Rueck SE		1,509		218
Henkel AG & Co KGaA		5,568		340
Hornbach Holding AG & Co KGaA		12,407		1,017
Knorr-Bremse AG		6,186		352
Mercedes-Benz Group AG		3,730		215
Merck KGaA		8,903		1,499
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		6,021		1,411
QIAGEN NV *		22,722		1,062
Siemens Healthineers AG		6,608		335
Sirius Real Estate Ltd ^‡		87,389		95
Talanx AG		3,767		143
Vonovia SE ^‡		3,062		94
				16,901

Hong Kong — 4.1%
Chevalier International Holdings		86,000		102
China Motor Bus Co Ltd ^‡		9,200		104
CK Asset Holdings Ltd ^‡		252,000		1,782
CK Hutchison Holdings Ltd		154,500		1,045
CK Infrastructure Holdings Ltd		94,000		576
CLP Holdings Ltd, Cl B		105,500		875


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dah Sing Banking Group Ltd		340,000	$	275
HK Electric Investments & HK Electric Investments Ltd		1,490,000		1,367
HKT Trust & HKT Ltd		830,000		1,115
Hutchison Telecommunications Hong Kong Holdings		1,162,000		222
Kerry Properties Ltd ^‡		395,000		1,098
Link ^‡		58,800		480
Pacific Textiles Holdings		576,000		231
PCCW Ltd		1,246,704		659
Power Assets Holdings Ltd		205,500		1,292
SmarTone Telecommunications Holdings Ltd		328,500		173
VTech Holdings Ltd		286,300		2,251
WH Group Ltd		179,000		138
				13,785

Indonesia — 0.1%
First Resources Ltd		314,800		369
Ireland — 0.2%
Dole PLC		11,373		96
ICON PLC ADR *		406		88
Kerry Group PLC, Cl A		3,719		355
				539

Israel — 1.4%
Albaad Massuot Yitzhak Ltd *		8,411		45
Bank Hapoalim BM		61,461		512
Bank Leumi Le-Israel BM		115,572		1,025
Check Point Software Technologies Ltd *		10,876		1,325
Elbit Systems Ltd		2,917		664
Kerur Holdings Ltd		4,093		98
Mizrahi Tefahot Bank Ltd		12,013		396
Nice Ltd *		370		71
Radware Ltd *		18,970		411
Shufersal Ltd		26,493		173
				4,720

Italy — 2.0%
A2A SpA		695,413		881
ACEA SpA		24,830		366
Assicurazioni Generali SpA		22,202		354
Enel SpA		61,229		334
Eni SpA		175,272		2,076
Hera SpA		309,958		894
Terna - Rete Elettrica Nazionale		41,284		323
UnipolSai Assicurazioni SpA		724,945		1,731
				6,959

Japan — 24.2%
AEON Investment Corp ^‡		918		1,035
Aozora Bank Ltd (A)		37,600		730
Arcs Co Ltd		43,600		642
Bandai Namco Holdings Inc		2,300		162


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bridgestone Corp (A)		32,900	$	1,199
Brother Industries Ltd		33,600		590
Canon Inc (A)		104,200		2,366
Choushimaru Co Ltd		10,500		86
Chubu Electric Power Co Inc		10,000		101
COMSYS Holdings Corp		6,300		120
Daicel Corp		83,800		517
Daiichi Sankyo Co Ltd		7,500		190
Daiki Aluminium Industry Co Ltd		9,800		86
Dairei Co Ltd		6,300		87
Daito Trust Construction Co Ltd		6,300		543
DCM Holdings Co Ltd		151,200		1,155
Earth Corp		13,200		505
EDION Corp		75,700		709
ENEOS Holdings Inc		302,500		1,144
EXEO Group Inc		8,300		130
Ezaki Glico Co Ltd		4,900		142
FUJIFILM Holdings Corp		7,600		407
Fujitsu Ltd		1,500		187
Hokkaido Gas Co Ltd		9,800		121
Honda Motor Co Ltd		32,300		783
Hoya Corp		1,500		128
Idemitsu Kosan Co Ltd		11,000		265
Inaba Denki Sangyo Co Ltd		38,600		757
Inpex Corp (A)		129,300		1,399
ITOCHU Corp		124,300		3,355
Itochu Enex Co Ltd		119,800		929
Itoham Yonekyu Holdings		86,600		440
Iwatani Corp		11,200		431
Japan Post Bank Co Ltd		126,400		981
Japan Post Holdings Co Ltd		212,600		1,517
Japan Post Insurance Co Ltd		11,800		189
Japan Tobacco Inc (A)		125,300		2,164
Kadoya Sesame Mills Inc		2,600		67
Kajima Corp		62,700		719
Kaken Pharmaceutical Co Ltd		39,900		1,120
Kamigumi Co Ltd		38,700		748
Kaneka Corp		20,500		504
Kato Sangyo Co Ltd		8,700		208
KDDI Corp		155,300		4,903
Keihanshin Building Co Ltd ^‡		14,200		137
Keiyo Co Ltd		32,400		216
Kinden Corp		69,800		805
K's Holdings Corp		58,600		570
Kurimoto Ltd		18,400		223
KYORIN Holdings Inc		12,100		158
Kyushu Electric Power Co Inc		62,500		401
Lawson Inc		35,300		1,174
Lintec Corp		41,400		701
Lion Corp		26,600		293
Maruichi Steel Tube Ltd		33,300		703
McDonald's Holdings Co Japan Ltd		27,500		1,000


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Medipal Holdings Corp		51,300	$	723
MEIJI Holdings Co Ltd		25,900		1,270
Mirait Holdings Corp		41,400		487
Mitsubishi Electric Corp		9,100		97
Mitsubishi Shokuhin Co Ltd		33,300		933
Miyoshi Oil & Fat Co Ltd		10,200		77
Mizuho Financial Group Inc		238,380		2,707
Morishita Jintan Co Ltd		800		11
MS&AD Insurance Group Holdings Inc		28,700		878
Nintendo Co Ltd		700		302
Nippn Corp		57,000		685
Nippon Electric Glass (A)		20,800		398
Nippon Express Holdings Inc		10,600		575
Nippon Kanzai Co Ltd		5,500		105
Nippon Telegraph & Telephone Corp		200,600		5,753
Nippon Television Holdings		69,200		615
Nissin Foods Holdings Co Ltd		2,500		172
Nitto Fuji Flour Milling Co Ltd		5,000		173
Nomura Holdings Inc		262,100		957
Okinawa Cellular Telephone Co		3,100		123
Ono Pharmaceutical Co Ltd		14,600		374
Oracle Corp Japan		1,500		87
ORIX Corp		60,100		1,007
Otsuka Corp		9,100		270
Otsuka Holdings Co Ltd (A)		14,300		507
OUG Holdings Inc		4,800		98
Pola Orbis Holdings Inc (A)		7,400		91
Rengo Co Ltd		107,600		583
Resona Holdings Inc		24,700		92
S&B Foods		2,100		57
Sankyo Co Ltd		38,600		1,166
Sankyu Inc		16,800		482
Sawai Group Holdings		2,100		64
Secom Co Ltd		11,200		691
Seino Holdings Co Ltd		64,200		513
Sekisui House Ltd		47,800		836
Seven & i Holdings Co Ltd		8,100		314
Shin-Keisei Electric Railway Co Ltd		5,700		127
Shionogi & Co Ltd		3,400		172
SoftBank Corp		163,500		1,813
Sompo Holdings Inc		16,900		744
Sugi Holdings Co Ltd		2,500		110
Sumitomo Corp		24,000		328
Sumitomo Mitsui Financial Group Inc		57,900		1,718
Sumitomo Mitsui Trust Holdings		15,900		489
Sumitomo Osaka Cement Co Ltd		32,100		795
Sundrug Co Ltd		3,600		80
Suntory Beverage & Food Ltd		4,500		170
Teijin Ltd		86,200		897
Toho Holdings Co Ltd		13,800		213
Tohoku Electric Power Co Inc		136,600		731
Tokio Marine Holdings Inc		21,300		1,239


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tokyo Gas Co Ltd		41,800	$	864
Tosoh Corp		7,100		88
Towa Pharmaceutical Co Ltd		15,400		279
Toyo Suisan Kaisha Ltd		25,500		993
Toyota Motor Corp		20,500		317
Trend Micro Inc/Japan		29,100		1,418
Tsuruha Holdings Inc		5,200		282
Unicharm Corp		2,000		67
Valor Holdings Co Ltd		26,800		360
Yamada Denki Co Ltd		498,200		1,790
Yamaguchi Financial Group		139,700		765
Yellow Hat Ltd		11,200		142
Zaoh Co Ltd		8,700		117
				82,323

Jordan — 0.2%
Hikma Pharmaceuticals PLC		31,242		614
Luxembourg — 0.1%
Eurofins Scientific SE		6,430		505
Netherlands — 3.0%
ABN AMRO Bank NV		11,695		131
Heineken Holding NV		1,435		104
Heineken NV		6,402		582
JDE Peet's NV		18,070		513
Koninklijke Ahold Delhaize NV		203,347		5,285
Koninklijke KPN NV		75,711		269
NN Group NV		44,665		2,024
Signify NV		18,561		614
Wolters Kluwer NV		7,765		752
				10,274

New Zealand — 0.7%
Arvida Group Ltd		92,473		85
Fisher & Paykel Healthcare Corp Ltd		19,131		238
Freightways Ltd		34,916		199
Mainfreight Ltd		13,312		579
Mercury NZ Ltd		109,078		383
Meridian Energy Ltd		35,190		102
Spark New Zealand Ltd		246,405		735
				2,321

Norway — 1.3%
American Shipping Co		28,476		118
Austevoll Seafood ASA		41,885		489
DNB Bank ASA		22,448		401
Equinor ASA		19,479		675
Norsk Hydro ASA		43,426		242
Orkla ASA		265,871		2,119
Sparebank 1 Oestlandet		6,917		82
SpareBank 1 SMN		6,562		77
SpareBank 1 SR-Bank		17,208		186
Telenor ASA		9,519		126
				4,515


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Portugal — 0.7%
Galp Energia SGPS SA		7,614	$	89
Jeronimo Martins SGPS SA		75,328		1,633
NOS SGPS SA		37,349		150
Sonae SGPS		383,487		470
				2,342

Singapore — 3.2%
DBS Group Holdings Ltd		117,000		2,495
Great Eastern Holdings Ltd		6,700		94
Jardine Cycle & Carriage Ltd		129,200		2,626
Mapletree Logistics Trust ^‡		154,270		186
Olam Group Ltd		102,300		112
Oversea-Chinese Banking Corp Ltd		266,300		2,180
Sheng Siong Group Ltd		383,000		418
Singapore Post Ltd		217,600		102
Straits Trading Co Ltd		74,500		153
United Overseas Bank Ltd		113,700		2,145
Venture Corp Ltd		17,400		208
				10,719

South Africa — 0.2%
Anglo American PLC		16,607		592
Thungela Resources Ltd		1,394		20
				612

Spain — 2.6%
Aena SME SA *		727		92
CaixaBank SA		37,980		132
Cia de Distribucion Integral Logista Holdings SA		75,134		1,466
Ebro Foods SA		40,375		679
Enagas SA		11,935		263
Endesa SA (A)		105,051		1,977
Faes Farma SA		125,662		510
Iberdrola SA		151,573		1,568
Red Electrica Corp SA (A)		44,724		843
Repsol SA, Cl A		81,741		1,200
				8,730

Sweden — 1.3%
Axfood AB		43,987		1,263
Epiroc AB, Cl B		14,793		199
Essity AB, Cl B		14,592		380
KNOW IT AB		7,589		212
Nordea Bank Abp, Cl A		56,350		495
Nyfosa AB ^‡		18,745		140
Svenska Cellulosa AB SCA, Cl B		11,438		171
Swedbank AB, Cl A		21,551		272
Swedish Match AB		27,086		275
Telefonaktiebolaget LM Ericsson, Cl B		53,607		399
Telia Co AB		167,104		639
				4,445


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Switzerland — 9.6%
Adecco Group AG		7,959	$	270
Alcon Inc		4,687		327
ALSO Holding AG		606		119
Baloise Holding AG		11,303		1,841
Banque Cantonale Vaudoise		2,566		201
Barry Callebaut AG		401		892
Basellandschaftliche Kantonalbank		303		284
Berner Kantonalbank AG		473		107
BKW AG		12,115		1,262
Chocoladefabriken Lindt & Spruengli AG		126		1,750
Emmi AG		905		879
EMS-Chemie Holding AG		709		526
Geberit AG		318		152
Helvetia Holding AG		6,900		805
Intershop Holding AG ^‡		203		131
Kuehne + Nagel International AG		410		97
Nestle SA		10,269		1,195
Novartis AG		49,726		4,200
PSP Swiss Property AG ^‡		3,835		425
Roche Holding AG		262		101
Roche Holding AG-Genusschein		20,935		6,966
Romande Energie Holding SA		76		93
Schindler Holding AG		2,225		405
Sika AG		1,337		307
Sonova Holding AG		3,097		983
Swiss Life Holding AG		4,709		2,287
Swiss Prime Site AG ^‡		10,011		876
Swisscom AG		6,786		3,738
Thurgauer Kantonalbank		927		109
TX Group AG		559		67
Valiant Holding AG		11,491		1,007
Vifor Pharma AG		566		101
				32,503

United Kingdom — 12.2%
3i Group PLC		26,140		352
Atalaya Mining PLC		70,542		276
Auto Trader Group PLC		31,774		214
B&M European Value Retail SA		112,675		502
BAE Systems PLC		480,992		4,849
Big Yellow Group PLC ^‡		5,610		89
BP PLC		20,073		95
BP PLC ADR		18,564		526
British American Tobacco PLC		49,933		2,134
British Land Co PLC ^‡		118,272		642
Britvic PLC		17,747		175
BT Group PLC, Cl A		789,651		1,787
Bunzl PLC		40,782		1,347
CareTech Holdings PLC		22,562		203
Computacenter PLC		10,457		299
Diageo PLC		12,148		521


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Direct Line Insurance Group		325,141	$	994
Ferguson PLC		2,584		288
Finsbury Food Group PLC		134,390		111
GSK PLC		304,859		6,537
Howden Joinery Group PLC		9,726		71
HSBC Holdings PLC		182,427		1,187
Imperial Brands PLC		148,116		3,303
Inchcape PLC		35,965		304
J Sainsbury PLC		575,075		1,425
Kingfisher PLC		308,194		914
Land Securities Group PLC		44,500		359
National Grid PLC		113,695		1,453
Premier Foods PLC		509,318		698
QinetiQ Group PLC		414,692		1,851
Reckitt Benckiser Group PLC		14,620		1,095
RELX PLC		22,918		620
Sage Group PLC/The		90,246		696
Tate & Lyle		284,589		2,590
Tesco PLC		616,580		1,913
Unilever PLC		6,651		300
Vodafone Group PLC		422,923		650
Woodside Energy Group *		5,009		106
YouGov PLC		8,551		89
				41,565

United States — 0.1%
QIAGEN NV *		7,592		358
Taro Pharmaceutical Industries Ltd *		2,122		77
				435

Total Common Stock
(Cost $304,839) ($ Thousands)				325,130



PREFERRED STOCK — 0.1%
Germany — 0.1%
Draegerwerk AG & Co KGaA(B)		8,845		459
Total Preferred Stock
(Cost $491) ($ Thousands)				459



AFFILIATED PARTNERSHIP — 5.3%
SEI Liquidity Fund, L.P.
1.330% **^†(C)		17,801,948		17,803


Total Affiliated Partnership
(Cost $17,803) ($ Thousands)				17,803

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $339,907 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $16,305 ($ 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 June 30, 2022 was $17,803.

The following is a list of the level of inputs used as of June 30, 2022, 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

325,130

–

325,130

Preferred Stock

459

–

459

Affiliated Partnership

–

17,803

–

17,803

Cash Equivalent

5,943

–

5,943

Total Investments in Securities

331,532

17,803

–

349,335

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(60	)		–		–		(60	)
Total Other Financial Instruments		(60	)		–		–		(60	)

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† — 97.1%

Real Estate — 97.1%
Acadia Realty Trust ^‡		54,632	$	853
Alexandria Real Estate Equities Inc ^‡		9,890		1,434
American Homes 4 Rent, Cl A ^‡		69,669		2,469
American Tower Corp, Cl A ^‡		12,753		3,259
Americold Realty Trust ^‡		23,720		712
Apartment Investment and Management, Cl A *^‡		22,330		143
Apple Hospitality Inc ^‡		36,440		534
AvalonBay Communities Inc ^‡		19,500		3,788
Brixmor Property Group Inc ^‡		102,418		2,070
CareTrust Inc ^‡		17,770		328
Cousins Properties Inc ^‡		39,371		1,151
Digital Realty Trust Inc, Cl A ^‡		27,750		3,603
Diversified Healthcare Trust ^‡		29,503		54
Duke Realty Corp ^‡		46,920		2,578
EastGroup Properties Inc ^‡		4,220		651
Empire State Realty Trust Inc, Cl A ^‡		48,590		342
Equinix Inc ^‡		8,992		5,908
Equity Residential ^‡		47,380		3,422
Extra Space Storage Inc ^‡		8,524		1,450
Federal Realty OP ^‡		6,020		576
First Industrial Realty Trust Inc ^‡		34,998		1,662
Hudson Pacific Properties Inc ^‡		20,820		309
Invitation Homes Inc ^‡		98,080		3,490
JBG SMITH Properties ^‡		39,311		929
Kilroy Realty Corp ^‡		28,980		1,516
Life Storage Inc ^‡		23,770		2,654
Medical Properties Trust Inc ^‡		40,600		620
Mid-America Apartment Communities Inc ^‡		15,813		2,762
Omega Healthcare Investors Inc ^‡		12,625		356
Park Hotels & Resorts Inc ^‡		34,680		471
Prologis Inc ^‡		58,240		6,852
Public Storage ^‡		15,930		4,981
Rexford Industrial Realty Inc ^‡		29,638		1,707
RPT Realty ^‡		67,000		659
Ryman Hospitality Properties Inc *^‡		7,393		562
Sabra Health Care Inc ^‡		56,665		792
SBA Communications Corp, Cl A ^‡		4,710		1,507
Simon Property Group Inc ^‡		25,840		2,453
Sun Communities Inc ^‡		19,400		3,092
Sunstone Hotel Investors Inc *^‡		44,580		442
UDR Inc ^‡		56,214		2,588
Urban Edge Properties ^‡		22,980		349
Ventas Inc ^‡		77,030		3,962
Veris Residential Inc *^‡		52,125		690
Welltower Inc ^‡		32,190		2,651
WeWork Inc, Cl A *^‡(A)		22,724		114
Xenia Hotels & Resorts Inc *^‡		62,470		908

				84,403


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Total Common Stock
(Cost $68,650) ($ Thousands)			$	84,403



AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, L.P.
1.330% **^†(B)		132,341		132


Total Affiliated Partnership
(Cost $132) ($ Thousands)				132



CASH EQUIVALENT — 2.7%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		2,371,170		2,371

Total Cash Equivalent
(Cost $2,371) ($ Thousands)				2,371


Total Investments in Securities — 100.0%
(Cost $71,153) ($ Thousands)			$	86,906

	Percentages are based on Net Assets of $86,920 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
^†^†	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $114 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $132 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

The following is a summary of the level of inputs used as of June 30, 2022, 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

84,403

–

84,403

Affiliated Partnership

–

132

–

132

Cash Equivalent

2,371

–

2,371

Total Investments in Securities

86,774

132

–

86,906

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 34.0%
Agency Mortgage-Backed Obligations — 28.4%
FHLMC
7.500%, 05/01/2031 to 02/01/2038	$	227	$	240
7.000%, 05/01/2024 to 03/01/2039		63		69
6.500%, 10/01/2031 to 09/01/2039		125		133
6.000%, 09/01/2022 to 09/01/2038		162		176
5.500%, 01/01/2024 to 06/01/2052		721		752
5.000%, 05/01/2033 to 07/01/2052		5,393		5,598
4.500%, 04/01/2035 to 05/01/2052		8,233		8,359
4.000%, 01/01/2035 to 06/01/2052		22,477		22,479
3.500%, 12/01/2033 to 05/01/2052		48,419		47,394
3.000%, 03/01/2031 to 06/01/2052		34,250		32,332
2.823%, 04/01/2052		1,490		1,514
2.617%, 04/01/2052		698		707
2.500%, 10/01/2031 to 04/01/2052		45,753		41,681
2.000%, 04/01/2041 to 02/01/2052		46,633		40,941
1.500%, 10/01/2041 to 12/01/2050		10,439		8,690
0.000%, 07/15/2031(A)		265		199
FHLMC ARM
4.303%, SOFR30A + 2.130%, 07/01/2052(B)		532		536
3.912%, SOFR30A + 2.130%, 07/01/2052(B)		432		432
3.431%, ICE LIBOR USD 12 Month + 1.637%, 03/01/2049(B)		605		609
3.083%, ICE LIBOR USD 12 Month + 1.621%, 02/01/2050(B)		275		273
3.007%, ICE LIBOR USD 12 Month + 1.628%, 11/01/2048(B)		1,526		1,503
2.874%, ICE LIBOR USD 12 Month + 1.619%, 11/01/2047(B)		515		509
2.804%, ICE LIBOR USD 12 Month + 1.641%, 05/01/2049(B)		345		344
2.425%, ICE LIBOR USD 12 Month + 1.638%, 09/01/2045(B)		1,335		1,341
FHLMC CMO, Ser 1997-1983, Cl Z
6.500%, 12/15/2023		43		44
FHLMC CMO, Ser 2001-2277, Cl B
7.500%, 01/15/2031		18		20
FHLMC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		189		202
FHLMC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		497		535
FHLMC CMO, Ser 2007-3281, Cl AI, IO
5.106%, 02/15/2037(B)		39		5
FHLMC CMO, Ser 2007-3294, Cl CB
5.500%, 03/15/2037		113		121
FHLMC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037(A)		1		1
FHLMC CMO, Ser 2008-3451, Cl SB, IO
4.706%, 05/15/2038(B)		6		1


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2010-3621, Cl SB, IO
4.906%, 01/15/2040(B)	$	26	$	3
FHLMC CMO, Ser 2011-3947, Cl SG, IO
4.626%, 10/15/2041(B)		221		27
FHLMC CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		1,049		997
FHLMC CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		281		270
FHLMC CMO, Ser 2012-283, Cl IO, IO
3.500%, 10/15/2027		179		9
FHLMC CMO, Ser 2012-4054, Cl SA, IO
4.726%, 08/15/2039(B)		406		43
FHLMC CMO, Ser 2012-4146, Cl DI, IO
3.000%, 12/15/2031		305		18
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		56		9
FHLMC CMO, Ser 2013-4203, Cl PS, IO
4.926%, 09/15/2042(B)		194		21
FHLMC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		322		296
FHLMC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		70		61
FHLMC CMO, Ser 2013-4239, Cl IO, IO
3.500%, 06/15/2027		121		6
FHLMC CMO, Ser 2014-328, Cl S4, IO
1.135%, 02/15/2038(B)		14		1
FHLMC CMO, Ser 2014-4335, Cl SW, IO
4.676%, 05/15/2044(B)		43		6
FHLMC CMO, Ser 2014-4415, Cl IO, IO
0.999%, 04/15/2041(B)		151		6
FHLMC CMO, Ser 2015-4426, Cl QC
1.750%, 07/15/2037		522		495
FHLMC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039		212		213
FHLMC CMO, Ser 2016-353, Cl S1, IO
4.676%, 12/15/2046(B)		310		40
FHLMC CMO, Ser 2016-4639, Cl HZ
3.250%, 04/15/2053		1,803		1,610
FHLMC CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		1,431		1,382
FHLMC CMO, Ser 2017-4705, Cl A
4.500%, 09/15/2042		10		10
FHLMC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		1,024		986
FHLMC CMO, Ser 2018-4763, Cl CA
3.000%, 09/15/2038		192		186
FHLMC CMO, Ser 2018-4767, Cl KA
3.000%, 03/15/2048		521		504
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		203		193
FHLMC CMO, Ser 2018-4818, Cl CA
3.000%, 04/15/2048		476		456


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2018-4846, Cl PA
4.000%, 06/15/2047	$	60	$	60
FHLMC CMO, Ser 2018-4846, Cl PF
1.674%, ICE LIBOR USD 1 Month + 0.350%, 12/15/2048(B)		80		79
FHLMC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		683		660
FHLMC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050		851		142
FHLMC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		764		120
FHLMC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		289		41
FHLMC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050		3,136		554
FHLMC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		358		57
FHLMC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		535		75
FHLMC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050		156		23
FHLMC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051		731		118
FHLMC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051		2,605		468
FHLMC CMO, Ser 2021-5071, Cl IH, IO
2.500%, 02/25/2051		549		73
FHLMC CMO, Ser 2021-5085, Cl NI, IO
2.000%, 03/25/2051		1,102		145
FHLMC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051		1,161		1,008
FHLMC CMO, Ser 2021-5119, Cl AB
1.500%, 08/25/2049		468		407
FHLMC CMO, Ser 2021-5140, Cl NI, IO
2.500%, 05/25/2049		1,049		149
FHLMC CMO, Ser 2021-5182, Cl M
2.500%, 05/25/2049		572		531
FHLMC CMO, Ser 2022-5201, Cl CA
2.500%, 07/25/2048		862		808
FHLMC CMO, Ser 2022-5217, Cl CD
2.500%, 07/25/2049		759		731
FHLMC CMO, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		2,100		2,050
FHLMC Multiclass Certificates, Ser P009, Cl A2
1.878%, 01/25/2031		500		445
FHLMC Multifamily Structured Pass Through Certificates, Ser K141, Cl A2
2.250%, 02/25/2032		1,035		920
FHLMC Multifamily Structured Pass-Through Certificates, Ser K032, Cl X1, IO
0.181%, 05/25/2023(B)		30,294		25


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025(B)	$	280	$	279
FHLMC Multifamily Structured Pass-Through Certificates, Ser K064, Cl X1, IO
0.740%, 03/25/2027(B)		4,651		113
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl XAM, IO
1.283%, 06/25/2029(B)		4,850		341
FHLMC Multifamily Structured Pass-Through Certificates, Ser K094, Cl X1, IO
1.015%, 06/25/2029(B)		1,993		101
FHLMC Multifamily Structured Pass-Through Certificates, Ser K095, Cl XAM, IO
1.373%, 06/25/2029(B)		700		53
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO
1.814%, 04/25/2030(B)		1,296		133
FHLMC Multifamily Structured Pass-Through Certificates, Ser K723, Cl X1, IO
1.035%, 08/25/2023(B)		6,353		51
FHLMC Multifamily Structured Pass-Through Certificates, Ser K736, Cl X1, IO
1.432%, 07/25/2026(B)		1,023		42
FHLMC Multifamily Structured Pass-Through Certificates, Ser K741, Cl X1, IO
0.657%, 12/25/2027(B)		2,997		80
FHLMC Multifamily Structured Pass-Through Certificates, Ser K743, Cl X1, IO
1.028%, 05/25/2028(B)		4,000		187
FHLMC Multifamily Structured Pass-Through Certificates, Ser KC05, Cl X1, IO
1.343%, 06/25/2027(B)		1,557		56
FHLMC Multifamily Structured Pass-Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		600		570
FHLMC Multifamily Structured Pass-Through Certificates, Ser KSG2, Cl A2
2.091%, 11/25/2031(B)		710		622
FHLMC Multifamily Structured Pass-Through Certificates, Ser S8FX, Cl A2
3.291%, 03/25/2027		320		316
FHLMC Multifamily Structured Pass-Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		580		562
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1
3.924%, ICE LIBOR USD 1 Month + 2.300%, 01/25/2050(B)(C)		590		527
FHLMC Structured Pass-Through Certificates, Ser 2007-76, Cl 2A
1.497%, 10/25/2037(B)		66		63


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA
7.500%, 10/01/2037 to 04/01/2039	$	77	$	86
7.000%, 09/01/2026 to 02/01/2039		307		330
6.500%, 05/01/2027 to 05/01/2040		106		112
6.000%, 02/01/2023 to 07/01/2041		1,144		1,233
5.500%, 02/01/2035 to 09/01/2056		3,375		3,585
5.000%, 07/01/2033 to 07/01/2052		11,390		11,861
4.500%, 04/01/2025 to 08/01/2058		21,795		22,248
4.206%, 07/01/2052		1,019		1,017
4.200%, 01/01/2029		775		799
4.000%, 09/01/2033 to 08/01/2059		42,951		42,989
3.820%, 07/01/2027		112		111
3.790%, 12/01/2025		1,465		1,466
3.500%, 05/01/2033 to 05/01/2052		47,040		45,894
3.468%, 03/01/2030		98		97
3.450%, 03/01/2029		58		58
3.250%, 05/01/2029		59		58
3.160%, 05/01/2029		182		178
3.020%, 06/01/2024 to 05/01/2026		1,540		1,535
3.000%, 12/01/2031 to 07/01/2060		93,272		88,346
2.930%, 06/01/2030		77		73
2.900%, 11/01/2029		500		478
2.820%, 07/01/2027		562		547
2.500%, 03/01/2035 to 07/01/2061		86,414		78,913
2.455%, 04/01/2040		1,920		1,513
2.149%, 02/01/2032(B)		239		212
2.000%, 05/01/2036 to 03/01/2052		101,913		89,493
1.850%, 09/01/2035		582		518
1.500%, 12/01/2035 to 03/01/2051		22,442		18,883
FNMA ACES, Ser 2012-M14, Cl X2, IO
0.521%, 09/25/2022(B)		1,394		–
FNMA ARM
2.478%, ICE LIBOR USD 12 Month + 1.584%, 01/01/2046(B)		876		891
2.240%, 12 Month Treas Avg + 1.929%, 11/01/2035(B)		176		183
2.178%, 12 Month Treas Avg + 1.848%, 10/01/2035(B)		42		44
2.167%, 12 Month Treas Avg + 1.854%, 10/01/2035(B)		197		204
2.159%, 12 Month Treas Avg + 1.859%, 11/01/2035(B)		37		38
2.072%, ICE LIBOR USD 12 Month + 1.579%, 06/01/2045(B)		289		294
1.611%, 12/01/2051(B)		299		277
FNMA CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		107		107
FNMA CMO, Ser 2005-117, Cl LC
5.500%, 11/25/2035		52		52
FNMA CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		134		143


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2006-112, Cl ST, IO
5.076%, 11/25/2036(B)	$	233	$	18
FNMA CMO, Ser 2009-103, Cl MB
2.813%, 12/25/2039(B)		21		22
FNMA CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037(A)		473		413
FNMA CMO, Ser 2011-59, Cl NZ
5.500%, 07/25/2041		947		1,013
FNMA CMO, Ser 2011-87, Cl SG, IO
4.926%, 04/25/2040(B)		65		3
FNMA CMO, Ser 2011-96, Cl SA, IO
4.926%, 10/25/2041(B)		535		55
FNMA CMO, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		20		1
FNMA CMO, Ser 2012-101, Cl AI, IO
3.000%, 06/25/2027		108		3
FNMA CMO, Ser 2012-133, Cl CS, IO
4.526%, 12/25/2042(B)		137		20
FNMA CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		363		331
FNMA CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		8		8
FNMA CMO, Ser 2012-35, Cl SC, IO
4.876%, 04/25/2042(B)		116		17
FNMA CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		120		130
FNMA CMO, Ser 2012-74, Cl SA, IO
5.026%, 03/25/2042(B)		155		14
FNMA CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042(A)		12		11
FNMA CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042(A)		24		21
FNMA CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		1,298		1,203
FNMA CMO, Ser 2013-111, Cl PL
2.000%, 12/25/2042		312		290
FNMA CMO, Ser 2013-124, Cl SB, IO
4.326%, 12/25/2043(B)		227		29
FNMA CMO, Ser 2013-126, Cl CS, IO
4.526%, 09/25/2041(B)		185		16
FNMA CMO, Ser 2013-35, Cl CL
3.000%, 02/25/2043		6,875		6,689
FNMA CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		413		380
FNMA CMO, Ser 2013-54, Cl BS, IO
4.526%, 06/25/2043(B)		87		13
FNMA CMO, Ser 2013-73, Cl IB, IO
3.500%, 07/25/2028		36		2
FNMA CMO, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		227		15
FNMA CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		145		158


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2013-9, Cl SA, IO
4.526%, 03/25/2042(B)	$	191	$	15
FNMA CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		1,109		1,174
FNMA CMO, Ser 2014-47, Cl AI, IO
1.146%, 08/25/2044(B)		98		4
FNMA CMO, Ser 2014-73, Cl MA
2.500%, 11/25/2044		233		220
FNMA CMO, Ser 2015-55, Cl IO, IO
0.947%, 08/25/2055(B)		263		9
FNMA CMO, Ser 2015-56, Cl AS, IO
4.526%, 08/25/2045(B)		34		5
FNMA CMO, Ser 2015-65, Cl CZ
3.500%, 09/25/2045		254		241
FNMA CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		1,507		1,429
FNMA CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		82		82
FNMA CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		1,496		1,411
FNMA CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		2,861		2,563
FNMA CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		571		555
FNMA CMO, Ser 2017-76, Cl SB, IO
4.476%, 10/25/2057(B)		865		120
FNMA CMO, Ser 2017-85, Cl SC, IO
4.576%, 11/25/2047(B)		277		28
FNMA CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		1,040		1,006
FNMA CMO, Ser 2018-15, Cl AB
3.000%, 03/25/2048		239		233
FNMA CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		781		747
FNMA CMO, Ser 2018-54, Cl KA
3.500%, 01/25/2047		324		321
FNMA CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		279		260
FNMA CMO, Ser 2019-15, Cl AB
3.500%, 05/25/2053		1,233		1,233
FNMA CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		975		951
FNMA CMO, Ser 2019-35, Cl A
3.000%, 07/25/2049		376		360
FNMA CMO, Ser 2019-79, Cl FA
2.124%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(B)		1,417		1,415
FNMA CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047		696		110
FNMA CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		416		289


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050	$	1,434	$	1,287
FNMA CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		479		438
FNMA CMO, Ser 2020-56, Cl AQ
2.000%, 08/25/2050		900		755
FNMA CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		585		93
FNMA CMO, Ser 2020-57, Cl NI, IO
2.500%, 08/25/2050		348		56
FNMA CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050		1,009		198
FNMA CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050		1,771		369
FNMA CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050		1,182		215
FNMA CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050		2,132		388
FNMA CMO, Ser 2020-96, Cl IN, IO
3.000%, 01/25/2051		776		131
FNMA CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		178		29
FNMA CMO, Ser 2021-27, Cl EC
1.500%, 05/25/2051		2,028		1,765
FNMA CMO, Ser 2021-78, Cl ND
1.500%, 11/25/2051		1,173		1,057
FNMA CMO, Ser 2022-11, Cl A
2.500%, 07/25/2047		1,757		1,665
FNMA Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
3.924%, ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(B)(C)		241		241
FNMA Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
3.724%, ICE LIBOR USD 1 Month + 2.100%, 10/25/2039(B)(C)		327		324
FNMA Connecticut Avenue Securities, Ser 2014-C02, Cl 1M2
4.224%, ICE LIBOR USD 1 Month + 2.600%, 05/25/2024(B)		401		399
FNMA Connecticut Avenue Securities, Ser 2014-C03, Cl 1M2
4.624%, ICE LIBOR USD 1 Month + 3.000%, 07/25/2024(B)		1,488		1,483
FNMA Connecticut Avenue Securities, Ser 2018-C05, Cl 1B1
5.874%, ICE LIBOR USD 1 Month + 4.250%, 01/25/2031(B)		540		531
FNMA Interest CMO, Ser 2005-360, Cl 2, IO
5.000%, 08/25/2035		656		145
FNMA Interest CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		142		22


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Interest CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039	$	185	$	33
FNMA Interest CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		183		9
FNMA Interest CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		770		728
FNMA Interest CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		1,122		1,114
FNMA Interest CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048		1,600		305
FNMA TBA
5.500%, 09/01/2037		9,550		9,851
5.000%, 09/01/2037 to 08/15/2052		45,490		46,228
4.500%, 10/15/2033 to 08/15/2052		15,913		15,951
4.000%, 07/13/2039 to 08/13/2039		19,246		18,977
3.500%, 08/01/2040 to 06/15/2052		15,855		15,243
3.000%, 07/15/2052		48,884		45,519
2.500%, 07/15/2037 to 08/15/2051		95,610		86,048
FNMA, Ser 2014-M8, Cl X2, IO
0.400%, 06/25/2024(B)		4,000		17
FNMA, Ser 2017-M7, Cl A2
2.961%, 02/25/2027(B)		308		301
FNMA, Ser M15, Cl 1A2
3.700%, 01/25/2036		100		100
FNMA, Ser M36, Cl X1, IO
1.553%, 09/25/2034(B)		588		51
FREMF Mortgage Trust, Ser 2019-KF58, Cl B
3.270%, ICE LIBOR USD 1 Month + 2.150%, 01/25/2026(B)(C)		709		704
GNMA
8.000%, 11/15/2029 to 09/15/2030		30		31
7.500%, 03/15/2029 to 10/15/2037		37		40
7.000%, 09/15/2031		15		16
6.500%, 07/15/2028 to 12/15/2035		832		888
6.000%, 12/15/2028 to 10/20/2040		1,448		1,555
5.510%, 07/20/2060(B)		1		1
5.000%, 12/20/2039 to 03/20/2049		5,719		5,932
4.700%, 09/20/2061(B)		92		93
4.533%, 01/20/2069(B)		11		11
4.500%, 04/20/2041 to 12/20/2050		6,761		6,946
4.000%, 06/20/2047 to 11/20/2050		10,432		10,501
3.630%, 04/20/2063(B)		11		11
3.500%, 01/20/2046 to 10/20/2050		11,454		11,279
3.000%, 09/15/2042 to 02/20/2052		11,762		11,184
2.500%, 03/20/2051 to 04/20/2051		1,325		1,207
2.000%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 02/20/2034(B)		95		95
2.000%, 09/16/2061		2,200		1,586


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2007-17, Cl IB, IO
4.655%, 04/20/2037(B)	$	287	$	24
GNMA CMO, Ser 2007-51, Cl SG, IO
4.985%, 08/20/2037(B)		36		3
GNMA CMO, Ser 2007-78, Cl SA, IO
5.021%, 12/16/2037(B)		367		24
GNMA CMO, Ser 2009-66, Cl XS, IO
5.291%, 07/16/2039(B)		207		14
GNMA CMO, Ser 2010-4, Cl NS, IO
4.881%, 01/16/2040(B)		2,347		305
GNMA CMO, Ser 2010-85, Cl HS, IO
5.055%, 01/20/2040(B)		7		–
GNMA CMO, Ser 2010-H11, Cl FA
2.023%, ICE LIBOR USD 1 Month + 1.000%, 06/20/2060(B)		314		314
GNMA CMO, Ser 2010-H27, Cl FA
1.183%, ICE LIBOR USD 1 Month + 0.380%, 12/20/2060(B)		881		872
GNMA CMO, Ser 2010-H28, Cl FE
1.203%, ICE LIBOR USD 1 Month + 0.400%, 12/20/2060(B)		301		298
GNMA CMO, Ser 2011-H08, Cl FG
1.283%, ICE LIBOR USD 1 Month + 0.480%, 03/20/2061(B)		301		298
GNMA CMO, Ser 2011-H08, Cl FD
1.303%, ICE LIBOR USD 1 Month + 0.500%, 02/20/2061(B)		146		145
GNMA CMO, Ser 2011-H09, Cl AF
1.303%, ICE LIBOR USD 1 Month + 0.500%, 03/20/2061(B)		219		217
GNMA CMO, Ser 2012-141, Cl WA
4.526%, 11/16/2041(B)		191		196
GNMA CMO, Ser 2012-34, Cl SA, IO
4.455%, 03/20/2042(B)		274		38
GNMA CMO, Ser 2012-43, Cl SN, IO
5.091%, 04/16/2042(B)		47		7
GNMA CMO, Ser 2012-98, Cl SA, IO
4.591%, 08/16/2042(B)		115		16
GNMA CMO, Ser 2012-H25, Cl FA
1.503%, ICE LIBOR USD 1 Month + 0.700%, 12/20/2061(B)		6		6
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.769%, 10/20/2062(B)		684		20
GNMA CMO, Ser 2013-53, Cl OI, IO
3.500%, 04/20/2043		99		10
GNMA CMO, Ser 2013-69, Cl AI, IO
3.500%, 05/20/2043		287		45
GNMA CMO, Ser 2014-5, Cl SP, IO
4.641%, 06/16/2043(B)		89		5
GNMA CMO, Ser 2014-H10, Cl TA
1.403%, ICE LIBOR USD 1 Month + 0.600%, 04/20/2064(B)		441		437


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045	$	77	$	13
GNMA CMO, Ser 2015-H10, Cl FC
1.283%, ICE LIBOR USD 1 Month + 0.480%, 04/20/2065(B)		273		270
GNMA CMO, Ser 2015-H18, Cl FA
1.253%, ICE LIBOR USD 1 Month + 0.450%, 06/20/2065(B)		136		134
GNMA CMO, Ser 2015-H20, Cl FA
1.273%, ICE LIBOR USD 1 Month + 0.470%, 08/20/2065(B)		194		192
GNMA CMO, Ser 2016-135, Cl SB, IO
4.591%, 10/16/2046(B)		214		39
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		565		545
GNMA CMO, Ser 2017-H15, Cl KI, IO
2.220%, 07/20/2067(B)		494		30
GNMA CMO, Ser 2017-H18, Cl BI, IO
1.617%, 09/20/2067(B)		3,337		94
GNMA CMO, Ser 2017-H20, Cl IB, IO
2.040%, 10/20/2067(B)		242		15
GNMA CMO, Ser 2017-H22, Cl IC, IO
2.587%, 11/20/2067(B)		109		5
GNMA CMO, Ser 2018-11, Cl PC
2.750%, 12/20/2047		532		508
GNMA CMO, Ser 2018-H06, Cl PF
1.103%, ICE LIBOR USD 1 Month + 0.300%, 02/20/2068(B)		319		316
GNMA CMO, Ser 2018-H07, Cl FD
1.103%, ICE LIBOR USD 1 Month + 0.300%, 05/20/2068(B)		576		569
GNMA CMO, Ser 2019-132, Cl NA
3.500%, 09/20/2049		410		408
GNMA CMO, Ser 2019-31, Cl JC
3.500%, 03/20/2049		293		291
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		340		329
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		675		95
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050		261		36
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		338		47
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		262		37
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050		259		37
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		973		140
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050		178		25


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2020-175, Cl GI, IO
2.000%, 11/20/2050	$	339	$	40
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		2,198		251
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		596		93
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		237		40
GNMA CMO, Ser 2020-H09, Cl NF
2.053%, ICE LIBOR USD 1 Month + 1.250%, 04/20/2070(B)		268		271
GNMA CMO, Ser 2020-H09, Cl FL
1.953%, ICE LIBOR USD 1 Month + 1.150%, 05/20/2070(B)		613		616
GNMA CMO, Ser 2020-H12, Cl F
1.303%, ICE LIBOR USD 1 Month + 0.500%, 07/20/2070(B)		56		55
GNMA CMO, Ser 2020-H13, Cl FA
1.253%, ICE LIBOR USD 1 Month + 0.450%, 07/20/2070(B)		627		612
GNMA CMO, Ser 2021-115, Cl MI, IO
2.500%, 05/20/2051		462		53
GNMA CMO, Ser 2021-176, Cl IN, IO
2.500%, 10/20/2051		1,152		155
GNMA CMO, Ser 2021-23, Cl MG
1.500%, 02/20/2051		1,363		1,218
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051		480		89
GNMA CMO, Ser 2021-57, Cl BI, IO
3.000%, 03/20/2051		1,546		230
GNMA CMO, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		953		143
GNMA CMO, Ser 2022-107, Cl C
2.500%, 06/20/2051		2,375		2,162
GNMA CMO, Ser 2022-31, Cl GH
2.500%, 12/20/2049		1,676		1,582
GNMA CMO, Ser 2022-84, Cl A
2.500%, 01/20/2052		4,456		3,918
GNMA TBA
4.500%, 07/15/2039 to 08/15/2039		11,500		11,635
4.000%, 07/01/2039 to 08/01/2039		3,400		3,383
3.500%, 07/15/2052 to 07/15/2052		2,188		2,124
3.000%, 07/15/2052		1,321		1,245
2.500%, 07/01/2045		17,350		15,875
GNMA, Ser 103, Cl AD
1.450%, 01/16/2063		811		680
GNMA, Ser 107, Cl AD
2.851%, 11/16/2047(B)		239		227
GNMA, Ser 110, Cl IO, IO
0.879%, 11/16/2063(B)		2,443		185
GNMA, Ser 2012-112, Cl IO, IO
0.132%, 02/16/2053(B)		458		2


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2012-152, Cl IO, IO
0.605%, 01/16/2054(B)	$	2,664	$	48
GNMA, Ser 2012-27, Cl IO, IO
0.456%, 04/16/2053(B)		704		4
GNMA, Ser 2013-96, Cl IO, IO
0.111%, 10/16/2054(B)		649		2
GNMA, Ser 2014-47, Cl IA, IO
0.145%, 02/16/2048(B)		56		–
GNMA, Ser 2014-50, Cl IO, IO
0.651%, 09/16/2055(B)		266		8
GNMA, Ser 2014-92, Cl IX, IO
0.111%, 05/16/2054(B)		2,980		20
GNMA, Ser 2015-5, Cl IK, IO
0.330%, 11/16/2054(B)		2,755		34
GNMA, Ser 2019-71, Cl PT
3.000%, 06/20/2049		179		173
GNMA, Ser 3, Cl IO, IO
0.641%, 02/16/2061(B)		695		42
GNMA, Ser 3, Cl B
1.850%, 02/16/2061		300		210
GNMA, Ser 41, Cl IO, IO
0.652%, 07/16/2058(B)		730		25
GNMA, Ser 59, Cl IO, IO
0.572%, 02/16/2062(B)		3,485		201
GNMA, Ser 60, Cl IO, IO
0.816%, 05/16/2063(B)		2,320		158
UMBS TBA
2.000%, 07/15/2037 to 07/15/2052		71,063		61,827


				1,101,146
Non-Agency Mortgage-Backed Obligations — 5.6%
Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 3A1
2.579%, 02/25/2035(B)		14		14
Adjustable Rate Mortgage Trust, Ser 2007-1, Cl 5A31
1.904%, ICE LIBOR USD 1 Month + 0.280%, 03/25/2037(B)		1		1
Alen Mortgage Trust, Ser ACEN, Cl A
2.474%, ICE LIBOR USD 1 Month + 1.150%, 04/15/2034(B)(C)		885		850
Alternative Loan Trust, Ser 2006-18CB, Cl A6
22.106%, 07/25/2036(B)		153		167
American Home Mortgage Investment Trust, Ser 2004-4, Cl 4A
4.086%, ICE LIBOR USD 6 Month + 2.000%, 02/25/2045(B)		10		10
American Home Mortgage Investment Trust, Ser 2005-1, Cl 6A
4.062%, ICE LIBOR USD 6 Month + 2.000%, 06/25/2045(B)		603		602


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
American Home Mortgage Investment Trust, Ser 2005-4, Cl 5A
3.836%, ICE LIBOR USD 6 Month + 1.750%, 11/25/2045(B)	$	733	$	386
American Home Mortgage Investment Trust, Ser 2006-1, Cl 12A1
2.024%, ICE LIBOR USD 1 Month + 0.400%, 03/25/2046(B)		2,247		2,058
Angel Oak Mortgage Trust I, Ser 2019-2, Cl A1
3.628%, 03/25/2049(B)(C)		31		31
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(B)(C)		337		324
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065(B)(C)		128		123
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1
1.458%, 09/25/2066(B)(C)		554		473
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1
3.353%, 01/25/2067(B)(C)		5,315		5,097
Arbor Multifamily Mortgage Securities Trust, Ser MF2, Cl B
2.560%, 06/15/2054(B)(C)		615		502
AREIT Trust, Ser CRE3, Cl A
2.718%, TSFR1M + 1.384%, 09/14/2036(B)(C)		1,010		1,000
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.227%, 08/10/2038(B)(C)		1,790		1,731
BAMLL Re-REMIC Trust, Ser 2016-GG10, Cl AJA
6.025%, 08/10/2045(B)(C)		1,546		495
BANK 2022, Ser BNK40, Cl A4
3.507%, 03/15/2064(B)		605		564
Barclays Commercial Mortgage Trust, Ser C3, Cl A3
3.319%, 05/15/2052		110		103
Bayview MSR Opportunity Master Fund Trust, Ser 2022-2, Cl A1
3.000%, 12/25/2051(B)(C)		1,933		1,716
BBCMS Mortgage Trust, Ser C2, Cl ASB
4.236%, 12/15/2051		221		222
BBCMS Mortgage Trust, Ser C6, Cl A2
2.690%, 02/15/2053		660		637
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035(C)		532		511
BCAP LLC Trust, Ser 2015-RR2, Cl 21A1
1.406%, 03/28/2037(B)(C)		7		6


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
3.078%, 05/25/2034(B)	$	4	$	4
Bear Stearns ARM Trust, Ser 2003-7, Cl 9A
2.668%, 10/25/2033(B)		272		258
Bear Stearns Asset Backed Securities I Trust, Ser 2005-AC8, Cl A3, IO
6.026%, 11/25/2035(B)		2,415		544
Bear Stearns Asset-Backed Securities I Trust, Ser 2005-AC6, Cl 1A3
5.500%, 09/25/2035(B)		645		578
Bear Stearns Mortgage Funding Trust, Ser 2007-AR3, Cl 1A1
1.764%, ICE LIBOR USD 1 Month + 0.140%, 03/25/2037(B)		2,613		2,266
Benchmark Mortgage Trust, Ser B31, Cl A5
2.669%, 12/15/2054		1,274		1,113
Benchmark Mortgage Trust, Ser B33, Cl A5
3.458%, 03/15/2055		935		875
BMO Mortgage Trust, Ser C1, Cl A1
2.198%, 02/15/2055		770		735
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049(C)		413		407
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059(C)		286		278
BWAY Mortgage Trust, Ser 1740, Cl A
2.917%, 01/10/2035(C)		1,540		1,415
BX Commercial Mortgage Trust, Ser 2019-XL, Cl F
3.324%, ICE LIBOR USD 1 Month + 2.000%, 10/15/2036(B)(C)		2,303		2,211
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
2.244%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(B)(C)		4,653		4,571
BX Commercial Mortgage Trust, Ser XL2, Cl A
2.013%, ICE LIBOR USD 1 Month + 0.689%, 10/15/2038(B)(C)		965		919
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041(C)		1,200		1,072
BX Trust, Ser MMP, Cl A
2.324%, ICE LIBOR USD 1 Month + 1.000%, 08/15/2036(B)(C)		483		469
BX, Ser MFM1, Cl A
2.024%, ICE LIBOR USD 1 Month + 0.700%, 01/15/2034(B)(C)		735		706
Cali Mortgage Trust, Ser 101C, Cl A
3.957%, 03/10/2039(C)		1,280		1,214


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO
0.023%, 01/15/2046(B)(C)	$	52	$	–
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4
3.631%, 02/10/2050		310		302
CD Commercial Mortgage Trust, Ser 2017-CD5, Cl XA, IO
0.931%, 08/15/2050(B)		7,535		242
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl A4
3.572%, 06/15/2050		371		357
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		296		291
CFK Trust, Ser 2020-MF2, Cl E
3.573%, 03/15/2039(B)(C)		2,840		2,418
CFK Trust, Ser MF2, Cl F
3.573%, 03/15/2039(B)(C)		2,960		2,433
Chase Mortgage Finance, Ser 2007-A1, Cl 9A1
3.124%, 02/25/2037(B)		4		4
Chase Mortgage Finance, Ser 2007-A1, Cl 2A1
3.515%, 02/25/2037(B)		6		6
Chase Mortgage Finance, Ser 2007-A2, Cl 1A1
3.211%, 06/25/2035(B)		6		6
CIM Trust, Ser 2018-INV1, Cl A4
4.000%, 08/25/2048(B)(C)		62		61
CIM Trust, Ser 2021-R6, Cl A1
1.425%, 07/25/2061(B)(C)		1,341		1,220
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035(C)		240		235
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		2,680		2,438
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
2.240%, 09/25/2033(B)		5		5
Citigroup Mortgage Loan Trust, Ser 2021-INV1, Cl A3A
2.500%, 05/25/2051(B)(C)		1,807		1,544
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(B)(C)		787		681
COMM Mortgage Trust, Ser 2013-CR10, Cl A4
4.210%, 08/10/2046(B)		15		15
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		130		129


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.237%, 10/10/2046(B)	$	70	$	57
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046(B)		120		116
COMM Mortgage Trust, Ser 2013-CR6, Cl B
3.397%, 03/10/2046(C)		299		295
COMM Mortgage Trust, Ser 2014-UBS2, Cl A5
3.961%, 03/10/2047		236		235
COMM Mortgage Trust, Ser 2014-UBS2, Cl XA, IO
1.238%, 03/10/2047(B)		1,388		18
COMM Mortgage Trust, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		285		281
COMM Mortgage Trust, Ser 2015-LC19, Cl XA, IO
1.242%, 02/10/2048(B)		5,448		119
COMM Mortgage Trust, Ser 2017-PANW, Cl A
3.244%, 10/10/2029(C)		410		395
COMM Mortgage Trust, Ser CBM, Cl A2
2.896%, 02/10/2037(C)		1,230		1,164
COMM Mortgage Trust, Ser CR11, Cl A4
4.258%, 08/10/2050		1,833		1,837
COMM Mortgage Trust, Ser CR14, Cl B
4.742%, 02/10/2047(B)		850		848
COMM Mortgage Trust, Ser CR26, Cl C
4.621%, 10/10/2048(B)		870		830
COMM Mortgage Trust, Ser CR6, Cl A4
3.101%, 03/10/2046		1,420		1,413
COMM Mortgage Trust, Ser CR8, Cl A5
3.612%, 06/10/2046(B)		590		588
COMM Mortgage Trust, Ser LC19, Cl A3
2.922%, 02/10/2048		943		914
COMM Mortgage Trust, Ser LC23, Cl A3
3.521%, 10/10/2048		368		359
COMM Mortgage Trust, Ser LC23, Cl ASB
3.598%, 10/10/2048		536		532
COMM Mortgage Trust, Ser LC6, Cl AM
3.282%, 01/10/2046		1,560		1,553
COMM Mortgage Trust, Ser UBS4, Cl A4
3.420%, 08/10/2047		729		717
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A3
2.822%, 10/15/2045		250		249
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR4, Cl AM
3.251%, 10/15/2045		590		584
Commercial Mortgage Trust, Ser PF1, Cl A5
2.522%, 11/15/2054		480		416


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2020-R01, Cl 1M2
3.674%, ICE LIBOR USD 1 Month + 2.050%, 01/25/2040(B)(C)	$	251	$	246
Credit Suisse First Boston Mortgage Securities, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		14		14
Credit Suisse First Boston Mortgage Securities, Ser 2003-AR24, Cl 2A4
2.672%, 10/25/2033(B)		466		449
Credit Suisse Mortgage Trust, Ser NXSR, Cl A4
3.795%, 12/15/2049(B)		730		710
Credit Suisse Mortgage Trust, Ser RIO, Cl A
4.348%, ICE LIBOR USD 1 Month + 3.024%, 12/15/2022(B)(C)		3,782		3,765
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		499		488
CSAIL Commercial Mortgage Trust, Ser C20, Cl A3
2.805%, 03/15/2054		1,049		925
CSAIL Commercial Mortgage Trust, Ser C3, Cl ASB
3.448%, 08/15/2048		1,013		1,004
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(C)		290		227
CSMC Trust, Ser 2017-CHOP, Cl G
6.674%, ICE LIBOR USD 1 Month + 5.350%, 07/15/2032(B)(C)		1,000		882
CSMC Trust, Ser 2017-PFHP, Cl A
2.274%, ICE LIBOR USD 1 Month + 0.950%, 12/15/2030(B)(C)		1,190		1,180
CSMC Trust, Ser 2017-RPL1, Cl M2
2.963%, 07/25/2057(B)(C)		1,760		1,499
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(B)(C)		2,189		2,025
CSMC Trust, Ser 2020-RPL4, Cl A1
2.000%, 01/25/2060(B)(C)		710		664
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060(B)(C)		1,851		1,736
CSMC Trust, Ser 2021-RPL4, Cl A1
1.796%, 12/27/2060(B)(C)		519		488
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(B)(C)		1,787		1,635
CSMC, Ser 2014-11R, Cl 9A2
1.286%, ICE LIBOR USD 1 Month + 0.140%, 10/27/2036(B)(C)		1,954		1,565
CSMC, Ser 2014-USA, Cl A2
3.953%, 09/15/2037(C)		2,135		2,018
CSMC, Ser 2015-5R, Cl 1A1
1.244%, 09/27/2046(B)(C)		52		52


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC, Ser 2021-2R, Cl 1A1
2.870%, ICE LIBOR USD 1 Month + 1.750%, 07/25/2047(B)(C)	$	909	$	880
CSMC, Ser 2021-NQM8, Cl A1
1.841%, 10/25/2066(B)(C)		1,571		1,408
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034(C)		1,175		1,158
DBCCRE Mortgage Trust, Ser 2018-ARCP, Cl C
5.099%, 01/10/2034(B)(C)		315		307
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045(C)		1,240		1,091
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
2.412%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2044(B)		271		253
EQUS Mortgage Trust, Ser EQAZ, Cl A
2.079%, ICE LIBOR USD 1 Month + 0.755%, 10/15/2038(B)(C)		816		779
EQUS Mortgage Trust, Ser EQAZ, Cl B
2.424%, ICE LIBOR USD 1 Month + 1.100%, 10/15/2038(B)(C)		790		752
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048(B)(C)		148		136
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048(B)(C)		95		94
Flagstar Mortgage Trust, Ser 2021-13IN, Cl A2
3.000%, 12/30/2051(B)(C)		1,796		1,599
FWDSecuritization Trust, Ser 2019-INV1, Cl A1
2.810%, 06/25/2049(B)(C)		371		362
GCAT Trust, Ser 2022-INV1, Cl A1
3.000%, 12/25/2051(B)(C)		1,116		993
GNMA
3.500%, 02/20/2052 to 06/20/2052		1,584		1,539
3.000%, 10/20/2046 to 04/20/2052		10,333		9,736
2.500%, 11/20/2051 to 12/20/2051		8,712		8,001
GPMT, Ser FL3, Cl A
2.862%, ICE LIBOR USD 1 Month + 1.250%, 07/16/2035(B)(C)		946		929
GS Mortgage Securities II, Ser 2017-SLP, Cl C
3.924%, 10/10/2032(C)		1,310		1,301
GS Mortgage Securities II, Ser GC30, Cl B
4.161%, 05/10/2050(B)		480		463
GS Mortgage Securities II, Ser SRP5, Cl A
3.124%, ICE LIBOR USD 1 Month + 1.550%, 09/15/2031(B)(C)		2,688		2,370


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B
5.161%, 11/10/2046(B)	$	270	$	267
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4
4.074%, 01/10/2047		977		973
GS Mortgage Securities Trust, Ser 2014-GC26, Cl B
4.215%, 11/10/2047(B)		680		654
GS Mortgage Securities Trust, Ser GC14, Cl A5
4.243%, 08/10/2046		415		414
GS Mortgage Securities Trust, Ser GC47, Cl A5
2.377%, 05/12/2053		299		260
GS Mortgage Securities Trust, Ser GSA2, Cl A4
1.721%, 12/12/2053		1,055		865
GS Mortgage Securities Trust, Ser ROSS, Cl A
2.475%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2026(B)(C)		2,170		2,093
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(C)		2,322		2,286
GS Mortgage-Backed Securities Trust, Ser 2022-PJ2, Cl A24
3.000%, 06/25/2052(B)(C)		883		832
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027(B)(C)		11		10
GSR Mortgage Loan Trust, Ser 2003-13, Cl 1A1
2.633%, 10/25/2033(B)		106		107
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		9		9
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		2		3
HarborView Mortgage Loan, Ser 2004-3, Cl 1A
2.718%, 05/19/2034(B)		424		409
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A
3.228%, 07/10/2039(C)		1,225		1,105
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A
3.041%, 12/10/2041(B)(C)		1,240		1,103
Impact Funding, Ser 2010-1, Cl A1
5.314%, 01/25/2051(C)		779		762


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JP Morgan Mortgage Trust, Ser 2021-11, Cl A3
2.500%, 01/25/2052(B)(C)	$	756	$	643
JP Morgan Mortgage Trust, Ser 2021-3, Cl A3
2.500%, 07/25/2051(B)(C)		518		442
JP Morgan Mortgage Trust, Ser 2022-3, Cl A2
3.000%, 08/25/2052(B)(C)		1,875		1,669
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
5.049%, 01/15/2047(B)		130		129
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.702%, 09/15/2047(B)		120		110
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		339		335
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		1,749		1,692
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%, 07/15/2048		568		561
JPMBB Commercial Mortgage Securities Trust, Ser C12, Cl A5
3.664%, 07/15/2045		605		602
JPMBB Commercial Mortgage Securities Trust, Ser C15, Cl AS
4.420%, 11/15/2045		925		923
JPMBB Commercial Mortgage Securities Trust, Ser C17, Cl A4
4.199%, 01/15/2047		210		210
JPMBB Commercial Mortgage Securities Trust, Ser C21, Cl AS
3.997%, 08/15/2047		415		410
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
0.450%, 06/12/2043(B)		231		–
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2007-LD12, Cl AJ
6.722%, 02/15/2051(B)		2		2
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl C
4.719%, 07/15/2047(B)		380		355
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B
3.881%, 01/05/2031(B)(C)		1,305		1,294
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039(C)		1,500		1,375


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser C16, Cl A4
4.166%, 12/15/2046	$	908	$	904
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
3.091%, 08/25/2034(B)		27		27
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
2.284%, 11/25/2033(B)		11		11
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
2.352%, 05/25/2045(B)(C)		44		44
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048(B)(C)		106		100
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(B)(C)		331		311
JPMorgan Mortgage Trust, Ser 2019-8, Cl A3A
3.000%, 03/25/2050(B)(C)		14		13
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A
3.000%, 06/25/2050(B)(C)		175		163
Legacy Mortgage Asset Trust, Ser 2021-GS2, Cl A1
1.750%, 04/25/2061(C)		570		534
Lehman XS Trust, Ser 2007-16N, Cl 2A2
3.324%, ICE LIBOR USD 1 Month + 1.700%, 09/25/2047(B)		4,082		3,705
Master Resecuritization Trust, Ser 2005, Cl 3, PO
0.000%, 05/28/2035(A)(C)		2		2
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034(C)		1,097		774
Med Trust, Ser MDLN, Cl A
2.275%, ICE LIBOR USD 1 Month + 0.950%, 11/15/2038(B)(C)		1,314		1,256
Mello Warehouse Securitization Trust, Ser 2020-2, Cl A
2.424%, ICE LIBOR USD 1 Month + 0.800%, 11/25/2053(B)(C)		158		157
Mello Warehouse Securitization Trust, Ser 2021-1, Cl A
1.368%, ICE LIBOR USD 1 Month + 0.700%, 02/25/2055(B)(C)		280		275
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
2.374%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(B)(C)		780		769
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
3.005%, 07/25/2033(B)		8		8


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MFA Trust, Ser 2021-RPL1, Cl A1
1.131%, 07/25/2060(B)(C)	$	610	$	562
MHC Trust, Ser MHC2, Cl A
2.174%, ICE LIBOR USD 1 Month + 0.850%, 05/15/2023(B)(C)		1,250		1,200
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(B)(C)		791		744
MKT Mortgage Trust, Ser 525M, Cl A
2.694%, 02/12/2040(C)		965		830
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJFL
5.450%, 08/12/2048(B)(C)		11		5
ML-CFC Commercial Mortgage Trust, Ser 2007-5, Cl AJ
5.450%, 08/12/2048(B)		83		40
ML-CFC Commercial Mortgage Trust, Ser 2007-9, Cl AJ
6.193%, 09/12/2049(B)		18		17
Morgan Stanley BAML Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030(C)		760		753
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2012-C6, Cl B
3.930%, 11/15/2045		390		389
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl AS
3.456%, 05/15/2046		80		79
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		250		246
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C34, Cl B
4.111%, 11/15/2052(B)		1,030		975
Morgan Stanley Capital I Trust, Ser 2007-IQ16, Cl AJ
6.282%, 12/12/2049(B)		54		24
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
1.096%, 11/15/2049(B)		2,913		94
Morgan Stanley Capital I Trust, Ser 2017-ASHF, Cl A
2.174%, ICE LIBOR USD 1 Month + 0.850%, 11/15/2034(B)(C)		36		35
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
2.974%, ICE LIBOR USD 1 Month + 1.650%, 05/15/2036(B)(C)		1,508		1,454
Morgan Stanley Capital I Trust, Ser HR8, Cl A3
1.790%, 07/15/2053		576		480
Morgan Stanley Capital I, Ser L8, Cl A5
3.922%, 04/15/2055(B)		312		299


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I, Ser L8, Cl AS
3.922%, 04/15/2055(B)	$	580	$	535
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3
2.500%, 05/25/2051(B)(C)		6,073		5,189
MSCG Trust, Ser 2015-ALDR, Cl A2
3.577%, 06/07/2035(B)(C)		620		582
New Residential Mortgage Loan Trust, Ser 2017-1A, Cl A1
4.000%, 02/25/2057(B)(C)		609		601
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(B)(C)		178		172
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A
2.374%, ICE LIBOR USD 1 Month + 0.750%, 05/25/2055(B)(C)		1,957		1,936
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059(B)(C)		59		57
OBX Trust, Ser 2020-EXP1, Cl 2A1A
2.374%, ICE LIBOR USD 1 Month + 0.750%, 02/25/2060(B)(C)		24		24
OBX Trust, Ser 2020-EXP3, Cl 2A1A
2.524%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2060(B)(C)		105		105
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(B)(C)		558		484
OBX Trust, Ser 2022-NQM1, Cl A1
2.305%, 11/25/2061(B)(C)		1,657		1,445
Oceanview Mortgage Trust, Ser 2021-1, Cl A1
3.000%, 12/25/2051(B)(C)		817		725
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054(C)		1,570		1,357
PHH Alternative Mortgage Trust, Ser 2007-3, Cl A3
2.224%, ICE LIBOR USD 1 Month + 0.600%, 07/25/2037(B)		3,508		3,405
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		8		8
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034(A)		2		2
Prime Mortgage Trust, Ser 2006-DR1, Cl 2A1
5.500%, 05/25/2035(C)		713		627
Radnor RE, Ser 2018-1, Cl M2
4.324%, ICE LIBOR USD 1 Month + 2.700%, 03/25/2028(B)(C)		7,270		7,212
RATE Mortgage Trust, Ser 2021-HB1, Cl A1
2.500%, 12/25/2051(B)(C)		2,150		1,837
Rate Mortgage Trust, Ser 2021-J1, Cl A1
2.500%, 07/25/2051(B)(C)		412		352


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Rate Mortgage Trust, Ser 2021-J1, Cl A7
2.500%, 07/25/2051(B)(C)	$	302	$	274
Rate Mortgage Trust, Ser 2022-J1, Cl A7
3.000%, 01/25/2052(B)(C)		928		826
RBSCF Trust, Ser 2013-GSP, Cl A
3.961%, 01/15/2032(B)(C)		445		438
RCKT Mortgage Trust, Ser 2021-3, Cl A1
2.500%, 07/25/2051(B)(C)		515		440
RCKT Mortgage Trust, Ser 2022-2, Cl A2
2.500%, 02/25/2052(B)(C)		655		557
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.842%, 12/25/2034(B)		203		183
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1
2.633%, 09/25/2059(B)(C)		402		394
Seasoned Credit Risk Transfer Trust, Ser 2016-1, Cl M2
3.750%, 09/25/2055(B)(C)		2,470		2,220
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl M
4.750%, 07/25/2058(B)(C)		2,840		2,592
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B
5.014%, 10/25/2048(B)(C)		1,190		1,117
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1
3.872%, 01/05/2043(B)(C)		390		316
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043(B)(C)		75		61
Stack Infrastructure Issuer, Ser 2019-1A, Cl A2
4.540%, 02/25/2044(C)		291		289
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(B)(C)		323		304
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(B)(C)		139		138
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(B)(C)		227		221
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055(B)(C)		271		263
Structured Asset Mortgage Investments II Trust, Ser 2007-AR3, Cl 2A1
1.814%, ICE LIBOR USD 1 Month + 0.190%, 09/25/2047(B)		3,368		3,108
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-24A, Cl 3A2
2.363%, 07/25/2033(B)		31		30


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2003-37A, Cl 2A
2.314%, 12/25/2033(B)	$	13	$	13
Towd Point Mortgage Trust, Ser 2021-1, Cl A1
2.250%, 11/25/2061(B)(C)		630		591
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C4, Cl D
4.606%, 12/10/2045(B)(C)		670		631
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059(C)		365		363
Verus Securitization Trust, Ser 2019-INV2, Cl A1
2.913%, 07/25/2059(B)(C)		219		219
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059(B)(C)		322		314
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060(B)(C)		344		338
Verus Securitization Trust, Ser 2020-5, Cl A1
1.218%, 05/25/2065(C)		137		130
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(B)(C)		434		396
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(B)(C)		844		763
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066(B)(C)		601		531
Verus Securitization Trust, Ser 2021-7, Cl A1
1.829%, 10/25/2066(B)(C)		1,046		939
Verus Securitization Trust, Ser 2021-8, Cl A1
1.824%, 11/25/2066(B)(C)		774		697
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(B)(C)		467		455
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(B)(C)		455		433
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055(C)		274		264
VNDO Mortgage Trust, Ser 2012-6AVE, Cl C
3.448%, 11/15/2030(B)(C)		987		986
VNO Mortgage Trust, Ser 2012-6AVE, Cl A
2.996%, 11/15/2030(C)		110		110
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.499%, 10/25/2033(B)		22		21
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
2.467%, 08/25/2033(B)		13		12
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
2.529%, 09/25/2033(B)		23		22


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
12.998%, 06/25/2033(B)	$	3	$	3
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		56		53
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
3.081%, 06/25/2034(B)		12		12
WaMu Mortgage Pass-Through Certificates, Ser 2004-RA4, Cl 3A
7.500%, 07/25/2034		66		65
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR13, Cl A1A3
3.184%, ICE LIBOR USD 1 Month + 1.560%, 10/25/2045(B)		187		182
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
2.144%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(B)		3,771		3,466
WaMu Mortgage Pass-Through Certificates, Ser 2007-OA1, Cl A1A
1.176%, 12 Month Treas Avg + 0.700%, 02/25/2047(B)		1,076		948
Washington Mutual Mortgage Pass-Through Certificates Trust, Ser 2007-OA2, Cl 2A
1.176%, 12 Month Treas Avg + 0.700%, 01/25/2047(B)		677		559
Waterfall Commercial Mortgage Trust, Ser 2015-SBC5, Cl A
4.104%, 09/14/2022(B)(C)		144		140
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl C
4.693%, 10/15/2045(B)		780		779
Wells Fargo Commercial Mortgage Trust, Ser 2013-LC12, Cl B
4.434%, 07/15/2046(B)		20		19
Wells Fargo Commercial Mortgage Trust, Ser 2014-LC18, Cl A5
3.405%, 12/15/2047		570		557
Wells Fargo Commercial Mortgage Trust, Ser 2016-C36, Cl XA, IO
1.364%, 11/15/2059(B)		4,661		182
Wells Fargo Mortgage Backed Securities Trust, Ser 2005-AR7, Cl B1
3.070%, 05/25/2035(B)		1,400		1,218
WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl XA, IO
1.309%, 05/15/2045(B)(C)		767		4
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047(B)		110		108


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047(B)	$	300	$	289
WFRBS Commercial Mortgage Trust, Ser C25, Cl ASB
3.369%, 11/15/2047		260		258


				216,567
Total Mortgage-Backed Securities
(Cost $1,393,402) ($ Thousands)				1,317,713



CORPORATE OBLIGATIONS — 32.2%
Communication Services — 3.3%
Alphabet
2.050%, 08/15/2050		150		101
1.900%, 08/15/2040		250		179
1.100%, 08/15/2030		240		197
0.800%, 08/15/2027 (D)		220		191
0.450%, 08/15/2025 (D)		110		101
Altice France
5.500%, 10/15/2029 (C)(D)		210		160
AT&T
5.550%, 08/15/2041 (D)		130		134
5.350%, 09/01/2040		130		128
5.250%, 03/01/2037 (D)		2,420		2,494
5.150%, 03/15/2042		25		24
4.850%, 03/01/2039		750		718
4.750%, 05/15/2046		1,600		1,481
4.500%, 05/15/2035		445		423
4.350%, 03/01/2029		300		295
4.350%, 06/15/2045		350		306
3.800%, 02/15/2027 (D)		318		312
3.800%, 12/01/2057		5,741		4,434
3.650%, 06/01/2051		243		190
3.650%, 09/15/2059		778		583
3.550%, 09/15/2055 (D)		469		351
3.500%, 06/01/2041		323		258
3.500%, 09/15/2053		4,823		3,656
3.500%, 02/01/2061		316		230
3.300%, 02/01/2052 (D)		565		415
3.100%, 02/01/2043		476		354
2.550%, 12/01/2033		1,745		1,416
2.300%, 06/01/2027		750		685
2.250%, 02/01/2032		60		49
1.700%, 03/25/2026 (D)		2,647		2,419
1.650%, 02/01/2028		2,005		1,735
CCO Holdings
4.750%, 02/01/2032 (C)(D)		250		205
4.500%, 08/15/2030 (C)		50		42
4.500%, 05/01/2032		1,240		1,004


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Charter Communications Operating
6.834%, 10/23/2055 (D)	$	70	$	70
6.484%, 10/23/2045		110		107
6.384%, 10/23/2035		10		10
5.750%, 04/01/2048		1,097		983
5.500%, 04/01/2063 (D)		320		272
5.375%, 04/01/2038		663		589
5.375%, 05/01/2047		191		163
5.250%, 04/01/2053 (D)		1,650		1,394
5.125%, 07/01/2049		160		132
4.908%, 07/23/2025		2,534		2,540
4.800%, 03/01/2050		2,410		1,910
4.400%, 04/01/2033 (D)		800		714
4.200%, 03/15/2028 (D)		1,263		1,180
3.900%, 06/01/2052		836		580
3.750%, 02/15/2028 (D)		85		78
3.500%, 06/01/2041		401		281
3.500%, 03/01/2042		917		636
Comcast
7.050%, 03/15/2033		90		108
6.500%, 11/15/2035		97		113
4.950%, 10/15/2058 (D)		60		60
4.400%, 08/15/2035		1,770		1,715
4.250%, 10/15/2030 (D)		730		720
4.200%, 08/15/2034		220		212
4.150%, 10/15/2028 (D)		2,220		2,214
4.000%, 08/15/2047		90		78
4.000%, 03/01/2048		70		61
3.999%, 11/01/2049		259		226
3.969%, 11/01/2047		418		361
3.950%, 10/15/2025		90		90
3.750%, 04/01/2040 (D)		200		175
3.450%, 02/01/2050 (D)		140		111
3.400%, 04/01/2030 (D)		755		708
3.400%, 07/15/2046		60		48
3.300%, 04/01/2027 (D)		190		184
3.250%, 11/01/2039		60		49
3.150%, 03/01/2026 (D)		390		380
2.937%, 11/01/2056		533		370
2.887%, 11/01/2051		560		400
2.800%, 01/15/2051		280		198
2.650%, 08/15/2062 (D)		756		488
1.500%, 02/15/2031 (D)		2,045		1,644
Comcast Cable Communications Holdings
9.455%, 11/15/2022		180		184
DISH DBS
7.750%, 07/01/2026		120		94
5.875%, 11/15/2024 (D)		410		345
5.750%, 12/01/2028 (C)		30		22
5.250%, 12/01/2026 (C)		170		133
5.125%, 06/01/2029		280		170


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fox
5.476%, 01/25/2039	$	520	$	505
3.500%, 04/08/2030 (D)		310		281
Level 3 Financing
3.875%, 11/15/2029 (C)		2,165		1,788
3.400%, 03/01/2027 (C)		1,455		1,253
Magallanes
5.391%, 03/15/2062 (C)		758		634
5.141%, 03/15/2052 (C)		9,401		7,891
5.050%, 03/15/2042 (C)		3,367		2,865
4.279%, 03/15/2032 (C)(D)		2,540		2,270
4.054%, 03/15/2029 (C)(D)		1,229		1,126
3.755%, 03/15/2027 (C)		1,123		1,053
3.638%, 03/15/2025 (C)(D)		607		588
Netflix
5.875%, 11/15/2028 (D)		580		567
5.375%, 11/15/2029 (C)		422		399
3.625%, 06/15/2025 (C)		36		34
NTT Finance
1.162%, 04/03/2026 (C)(D)		2,250		2,021
Paramount Global
6.875%, 04/30/2036 (D)		620		647
5.900%, 10/15/2040		455		427
4.750%, 05/15/2025 (D)		457		461
4.200%, 05/19/2032 (D)		970		856
Rogers Communications
4.550%, 03/15/2052 (C)		376		330
SES GLOBAL Americas Holdings
5.300%, 03/25/2044 (C)		1,200		1,022
Sprint Spectrum
5.152%, 03/20/2028 (C)		3,552		3,578
4.738%, 03/20/2025 (C)(D)		4,760		4,761
Take-Two Interactive Software
4.000%, 04/14/2032		1,265		1,187
Telefonica Emisiones
5.213%, 03/08/2047		150		133
T-Mobile USA
4.375%, 04/15/2040		1,730		1,544
3.875%, 04/15/2030		4,800		4,480
3.750%, 04/15/2027		2,195		2,114
3.500%, 04/15/2025 (D)		1,910		1,868
3.500%, 04/15/2031 (C)		1,453		1,255
3.400%, 10/15/2052 (C)		1,230		908
3.375%, 04/15/2029 (C)		3,012		2,635
2.875%, 02/15/2031		446		370
2.700%, 03/15/2032 (C)		70		59
2.625%, 02/15/2029 (D)		330		278
2.550%, 02/15/2031		1,159		975
2.250%, 02/15/2026 (C)(D)		2,920		2,627
Verizon Communications
5.500%, 03/16/2047 (D)		60		65
5.250%, 03/16/2037		805		834


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.862%, 08/21/2046 (D)	$	470	$	463
4.500%, 08/10/2033		740		721
4.400%, 11/01/2034		2,062		1,976
4.329%, 09/21/2028		1,106		1,100
4.272%, 01/15/2036		78		73
4.125%, 08/15/2046		320		284
4.016%, 12/03/2029 (D)		714		692
4.000%, 03/22/2050		170		147
3.875%, 02/08/2029 (D)		210		203
3.850%, 11/01/2042		610		520
3.700%, 03/22/2061 (D)		954		749
3.550%, 03/22/2051		960		770
3.400%, 03/22/2041		130		106
3.150%, 03/22/2030		360		327
3.000%, 03/22/2027		140		133
2.875%, 11/20/2050		1,420		1,008
2.650%, 11/20/2040		2,223		1,631
2.625%, 08/15/2026 (D)		1,000		945
2.550%, 03/21/2031		2,777		2,374
2.355%, 03/15/2032		2,639		2,188
2.100%, 03/22/2028		400		355
1.750%, 01/20/2031 (D)		718		577
Vmed O2 UK Financing I
4.750%, 07/15/2031 (C)		630		509
Vodafone Group
5.250%, 05/30/2048		1,810		1,722
5.000%, 05/30/2038		152		146
4.875%, 06/19/2049		1,544		1,414
4.375%, 05/30/2028 (D)		670		667
4.250%, 09/17/2050 (D)		121		101
Walt Disney
6.650%, 11/15/2037		235		280
6.200%, 12/15/2034 (D)		65		74
4.700%, 03/23/2050 (D)		355		350
4.625%, 03/23/2040 (D)		765		747
3.600%, 01/13/2051 (D)		1,095		914
2.750%, 09/01/2049		152		108

				129,633

Consumer Discretionary — 1.5%
Amazon.com
4.950%, 12/05/2044		500		523
4.250%, 08/22/2057		110		103
4.050%, 08/22/2047 (D)		380		356
3.950%, 04/13/2052		455		420
3.875%, 08/22/2037		1,290		1,223
3.600%, 04/13/2032		1,836		1,768
3.450%, 04/13/2029 (D)		765		744
3.300%, 04/13/2027 (D)		150		147
3.150%, 08/22/2027 (D)		680		661
3.100%, 05/12/2051 (D)		133		105
2.875%, 05/12/2041		212		170


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.800%, 08/22/2024	$	245	$	243
2.700%, 06/03/2060		299		203
2.500%, 06/03/2050 (D)		1,157		815
2.100%, 05/12/2031		1,461		1,252
1.650%, 05/12/2028		932		826
1.500%, 06/03/2030		350		291
1.200%, 06/03/2027 (D)		672		598
1.000%, 05/12/2026 (D)		2,069		1,882
0.800%, 06/03/2025		560		521
AutoNation
4.750%, 06/01/2030		523		492
BMW US Capital
3.800%, 04/06/2023 (C)		700		703
Cox Communications
4.800%, 02/01/2035 (C)		890		845
2.600%, 06/15/2031 (C)		915		765
CSC Holdings
4.500%, 11/15/2031 (C)		1,000		771
3.375%, 02/15/2031 (C)		200		148
Daimler Finance North America
2.700%, 06/14/2024 (C)(D)		595		582
0.750%, 03/01/2024 (C)(D)		980		931
Dollar General
3.250%, 04/15/2023		50		50
Ford Motor
5.291%, 12/08/2046 (D)		99		76
4.750%, 01/15/2043		248		177
3.250%, 02/12/2032		480		359
Ford Motor Credit
5.125%, 06/16/2025		400		382
5.113%, 05/03/2029 (D)		420		377
4.950%, 05/28/2027 (D)		850		789
4.250%, 09/20/2022		1,000		998
4.125%, 08/17/2027		200		176
4.000%, 11/13/2030		470		381
3.815%, 11/02/2027		261		222
3.810%, 01/09/2024		300		291
3.625%, 06/17/2031		1,102		854
2.900%, 02/16/2028		200		161
2.900%, 02/10/2029		572		449
2.700%, 08/10/2026 (D)		1,232		1,050
General Motors
6.600%, 04/01/2036		40		40
6.250%, 10/02/2043 (D)		260		248
6.125%, 10/01/2025		320		331
5.950%, 04/01/2049 (D)		80		74
5.400%, 10/02/2023		190		193
5.150%, 04/01/2038		240		209
4.875%, 10/02/2023 (D)		315		318
General Motors Financial
5.000%, 04/09/2027 (D)		969		951
4.350%, 01/17/2027		110		106


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 05/15/2023	$	110	$	110
4.150%, 06/19/2023		83		83
3.100%, 01/12/2032 (D)		476		383
Hanesbrands
4.875%, 05/15/2026 (C)		210		194
4.625%, 05/15/2024 (C)		30		29
Hilton Domestic Operating
5.750%, 05/01/2028 (C)		150		143
5.375%, 05/01/2025 (C)(D)		460		451
Home Depot
4.250%, 04/01/2046		48		45
3.900%, 12/06/2028		40		40
3.900%, 06/15/2047		60		54
3.750%, 02/15/2024 (D)		66		67
3.625%, 04/15/2052		302		259
3.350%, 04/15/2050		710		576
3.300%, 04/15/2040		475		403
3.250%, 04/15/2032		759		707
3.125%, 12/15/2049		588		457
2.700%, 04/15/2030		320		290
2.500%, 04/15/2027 (D)		280		264
2.375%, 03/15/2051 (D)		484		327
Hyundai Capital America MTN
2.000%, 06/15/2028 (C)		302		254
1.300%, 01/08/2026 (C)		639		567
0.800%, 01/08/2024 (C)		584		555
Las Vegas Sands
3.200%, 08/08/2024		1,980		1,870
2.900%, 06/25/2025		210		187
Lennar
4.750%, 11/29/2027 (D)		410		398
4.500%, 04/30/2024		1,583		1,579
Lowe's
5.000%, 04/15/2040 (D)		725		704
4.500%, 04/15/2030 (D)		200		198
Marriott International
4.625%, 06/15/2030		1,262		1,210
3.500%, 10/15/2032		457		394
2.850%, 04/15/2031		404		335
McDonald's MTN
4.875%, 12/09/2045		260		255
4.450%, 03/01/2047		240		222
4.450%, 09/01/2048		72		67
4.200%, 04/01/2050 (D)		1,259		1,124
3.800%, 04/01/2028		170		167
3.700%, 01/30/2026 (D)		220		219
3.625%, 09/01/2049 (D)		667		551
3.600%, 07/01/2030 (D)		290		276
3.500%, 03/01/2027		510		500
3.500%, 07/01/2027		200		196
3.300%, 07/01/2025 (D)		320		318
1.450%, 09/01/2025		80		74


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MDC Holdings
6.000%, 01/15/2043 (D)	$	30	$	24
Newell Brands
4.450%, 04/01/2026		110		105
4.100%, 04/01/2023		278		275
NIKE
3.375%, 03/27/2050 (D)		520		442
3.250%, 03/27/2040		210		180
2.850%, 03/27/2030 (D)		150		138
2.750%, 03/27/2027 (D)		410		395
2.400%, 03/27/2025		260		253
Nissan Motor
4.345%, 09/17/2027 (C)		1,100		1,010
3.522%, 09/17/2025 (C)		1,190		1,126
3.043%, 09/15/2023 (C)(D)		580		570
QVC
4.850%, 04/01/2024 (D)		370		346
Sands China
5.400%, 08/08/2028		320		246
5.125%, 08/08/2025 (D)		1,580		1,325
3.800%, 01/08/2026 (D)		420		337
3.100%, 03/08/2029 (C)(D)		690		488
2.550%, 03/08/2027 (C)(D)		460		335
Starbucks
3.500%, 11/15/2050 (D)		625		489
3.350%, 03/12/2050		120		91
3.000%, 02/14/2032 (D)		1,325		1,152
Tapestry
3.050%, 03/15/2032		519		423
Target
2.950%, 01/15/2052		833		631
2.250%, 04/15/2025 (D)		450		434
Time Warner Cable
7.300%, 07/01/2038		530		553
6.750%, 06/15/2039		10		10
6.550%, 05/01/2037 (D)		268		268
5.875%, 11/15/2040		1,405		1,288
5.500%, 09/01/2041		1,599		1,396
Time Warner Entertainment
8.375%, 07/15/2033		270		312
Toll Brothers Finance
4.375%, 04/15/2023		120		120
Toyota Motor Credit
4.450%, 06/29/2029		772		781
Toyota Motor Credit MTN
3.950%, 06/30/2025		927		930
Virgin Media Secured Finance
5.500%, 05/15/2029 (C)		250		223
VOC Escrow
5.000%, 02/15/2028 (C)		380		305
Volkswagen Group of America Finance
1.250%, 11/24/2025 (C)(D)		1,345		1,204


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.875%, 11/22/2023 (C)	$	1,055	$	1,011
Wynn Macau
5.625%, 08/26/2028 (C)		500		308
5.125%, 12/15/2029 (C)(D)		200		124

				64,100

Consumer Staples — 1.8%
Alimentation Couche-Tard
3.550%, 07/26/2027 (C)		650		606
Altria Group
6.200%, 02/14/2059		76		69
5.950%, 02/14/2049		960		841
5.800%, 02/14/2039 (D)		1,190		1,081
4.800%, 02/14/2029		28		27
4.400%, 02/14/2026		514		505
3.875%, 09/16/2046 (D)		240		161
3.400%, 02/04/2041		600		397
2.450%, 02/04/2032 (D)		2,595		1,954
2.350%, 05/06/2025		197		186
Anheuser-Busch
4.900%, 02/01/2046		6,411		6,026
4.700%, 02/01/2036		857		821
3.650%, 02/01/2026 (D)		1,135		1,117
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		645		659
5.450%, 01/23/2039		645		656
4.750%, 01/23/2029		120		122
4.600%, 04/15/2048		1,700		1,526
4.500%, 06/01/2050		670		602
4.375%, 04/15/2038		901		826
4.350%, 06/01/2040		560		501
4.000%, 04/13/2028 (D)		160		158
3.750%, 07/15/2042 (D)		507		411
3.500%, 06/01/2030		200		187
Bacardi
4.450%, 05/15/2025 (C)(D)		1,840		1,822
BAT Capital
5.650%, 03/16/2052 (D)		850		733
5.282%, 04/02/2050		1,260		1,028
4.540%, 08/15/2047		2,583		1,894
4.390%, 08/15/2037		222		176
3.984%, 09/25/2050 (D)		460		317
3.734%, 09/25/2040 (D)		10		7
3.557%, 08/15/2027		3,000		2,744
3.222%, 08/15/2024		167		162
2.259%, 03/25/2028		315		264
Bunge Finance
1.630%, 08/17/2025		528		486
Cargill
1.375%, 07/23/2023 (C)		440		431
Clorox
4.600%, 05/01/2032		1,230		1,236


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Coca-Cola
3.375%, 03/25/2027 (D)	$	380	$	377
2.600%, 06/01/2050		190		142
2.500%, 06/01/2040		20		16
1.650%, 06/01/2030		154		131
1.450%, 06/01/2027		490		443
1.375%, 03/15/2031		154		125
Constellation Brands
4.750%, 05/09/2032		700		696
4.400%, 11/15/2025		415		417
4.350%, 05/09/2027 (D)		320		317
3.600%, 05/09/2024		230		229
2.250%, 08/01/2031		80		65
Costco Wholesale
3.000%, 05/18/2027 (D)		284		276
2.750%, 05/18/2024 (D)		183		182
1.600%, 04/20/2030		450		380
1.375%, 06/20/2027		780		700
Danone
2.589%, 11/02/2023 (C)		1,370		1,354
GSK Consumer Healthcare Capital US
4.000%, 03/24/2052 (C)		509		436
3.625%, 03/24/2032 (C)		1,617		1,494
3.375%, 03/24/2027 (C)(D)		1,081		1,035
3.375%, 03/24/2029 (C)(D)		943		882
Hershey
0.900%, 06/01/2025		130		120
Imperial Brands Finance
3.500%, 07/26/2026 (C)		635		595
3.125%, 07/26/2024 (C)		2,250		2,179
JBS USA LUX
6.500%, 12/01/2052 (C)		1,010		956
3.750%, 12/01/2031 (C)		350		287
3.000%, 02/02/2029 (C)		1,205		1,018
3.000%, 05/15/2032 (C)(D)		1,520		1,167
Keurig Dr Pepper
4.050%, 04/15/2032		153		143
Kraft Heinz Foods
7.125%, 08/01/2039 (C)		10		11
6.875%, 01/26/2039		40		44
6.750%, 03/15/2032 (D)		10		11
5.500%, 06/01/2050		220		211
5.200%, 07/15/2045		360		333
5.000%, 06/04/2042		1,250		1,142
4.875%, 10/01/2049 (D)		2,370		2,093
4.625%, 10/01/2039		10		9
4.375%, 06/01/2046		160		133
4.250%, 03/01/2031 (D)		110		105
3.000%, 06/01/2026		380		358
Land O' Lakes
6.000%, 11/15/2022 (C)		1,020		1,023


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mars
3.200%, 04/01/2030 (C)(D)	$	210	$	195
2.700%, 04/01/2025 (C)(D)		370		361
2.375%, 07/16/2040 (C)(D)		300		218
Mondelez International
1.500%, 05/04/2025 (D)		660		616
Mondelez International Holdings Netherlands BV
2.125%, 09/19/2022 (C)		290		289
PepsiCo
2.875%, 10/15/2049 (D)		60		48
2.625%, 03/19/2027 (D)		50		48
2.250%, 03/19/2025 (D)		50		49
1.625%, 05/01/2030		440		373
0.750%, 05/01/2023		530		521
Philip Morris International
4.500%, 03/20/2042 (D)		130		113
2.500%, 08/22/2022		590		590
2.500%, 11/02/2022		680		680
2.100%, 05/01/2030		290		238
1.125%, 05/01/2023		280		275
Procter & Gamble
3.000%, 03/25/2030		240		226
2.800%, 03/25/2027		80		77
Reckitt Benckiser Treasury Services
2.750%, 06/26/2024 (C)(D)		1,505		1,473
Reynolds American
8.125%, 05/01/2040		570		638
7.250%, 06/15/2037		390		406
5.850%, 08/15/2045		3,140		2,635
Viterra Finance BV
5.250%, 04/21/2032 (C)		1,051		977
4.900%, 04/21/2027 (C)(D)		808		785
Walmart
3.300%, 04/22/2024 (D)		60		60
1.800%, 09/22/2031 (D)		110		93
1.500%, 09/22/2028		230		202

				64,560

Energy — 2.8%
Aker BP
4.000%, 01/15/2031 (C)		369		331
3.750%, 01/15/2030 (C)		219		196
Apache
7.750%, 12/15/2029		140		148
5.350%, 07/01/2049 (D)		230		182
5.250%, 02/01/2042		90		75
5.100%, 09/01/2040 (D)		205		173
4.750%, 04/15/2043 (D)		390		304
4.250%, 01/15/2044		890		649
BP Capital Markets America
3.790%, 02/06/2024 (D)		100		100


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.633%, 04/06/2030 (D)	$	320	$	303
3.410%, 02/11/2026 (D)		1,110		1,090
3.119%, 05/04/2026		230		223
3.000%, 02/24/2050 (D)		940		682
2.939%, 06/04/2051 (D)		302		216
Cameron LNG
3.302%, 01/15/2035 (C)		660		565
2.902%, 07/15/2031 (C)		140		123
Canadian Natural Resources
6.450%, 06/30/2033		50		53
Cheniere Corpus Christi Holdings
3.700%, 11/15/2029		938		858
Cheniere Energy
4.625%, 10/15/2028		260		234
Cheniere Energy Partners
4.000%, 03/01/2031		100		85
3.250%, 01/31/2032 (C)		530		417
Chevron
2.895%, 03/03/2024 (D)		560		559
2.355%, 12/05/2022		15		15
1.995%, 05/11/2027		425		391
1.554%, 05/11/2025 (D)		520		493
Chevron USA
3.850%, 01/15/2028		200		199
3.250%, 10/15/2029		50		47
Conoco Funding
7.250%, 10/15/2031		180		214
ConocoPhillips
5.900%, 10/15/2032 (D)		10		11
5.900%, 05/15/2038		420		466
4.150%, 11/15/2034		280		259
Continental Resources
5.750%, 01/15/2031 (C)(D)		370		358
4.900%, 06/01/2044		80		63
4.500%, 04/15/2023		250		251
4.375%, 01/15/2028		520		489
3.800%, 06/01/2024		200		197
2.268%, 11/15/2026 (C)		2,070		1,836
Coterra Energy
4.375%, 06/01/2024 (C)		210		210
4.375%, 03/15/2029 (C)(D)		780		765
3.900%, 05/15/2027 (C)(D)		970		930
DCP Midstream Operating
6.450%, 11/03/2036 (C)		110		108
Devon Energy
8.250%, 08/01/2023		50		52
7.875%, 09/30/2031		660		773
5.875%, 06/15/2028		40		41
5.850%, 12/15/2025		50		52
5.600%, 07/15/2041 (D)		490		487
5.250%, 10/15/2027 (D)		46		47
5.000%, 06/15/2045 (D)		1,232		1,142


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 05/15/2042 (D)	$	187	$	170
4.500%, 01/15/2030		304		287
Diamondback Energy
4.400%, 03/24/2051 (D)		307		261
3.500%, 12/01/2029 (D)		500		458
3.250%, 12/01/2026		30		29
Ecopetrol
5.875%, 05/28/2045 (D)		1,276		867
4.625%, 11/02/2031 (D)		160		121
4.125%, 01/16/2025		203		188
Energy Transfer
7.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.306%(B)(E)		580		498
6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.134%(B)(D)(E)		500		417
6.500%, 02/01/2042		45		45
6.500%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.694%(B)(E)		200		177
6.250%, 04/15/2049 (D)		130		126
6.250%, ICE LIBOR USD 3 Month + 4.028%(B)(E)		90		67
6.125%, 12/15/2045		270		258
6.100%, 02/15/2042		158		147
5.500%, 06/01/2027		118		120
5.400%, 10/01/2047		1,888		1,656
5.350%, 05/15/2045		465		405
5.300%, 04/01/2044 (D)		640		555
5.300%, 04/15/2047		551		477
5.250%, 04/15/2029		1,165		1,154
5.150%, 03/15/2045		414		354
5.000%, 05/15/2050 (D)		1,285		1,093
4.950%, 05/15/2028		1,118		1,093
4.950%, 06/15/2028		180		177
4.500%, 11/01/2023		690		693
4.400%, 03/15/2027 (D)		150		145
4.000%, 10/01/2027		1,280		1,211
3.750%, 05/15/2030 (D)		1,250		1,127
Eni
4.000%, 09/12/2023 (C)		1,940		1,930
Enterprise Products Operating
7.550%, 04/15/2038		40		47
5.700%, 02/15/2042		40		40
5.375%, ICE LIBOR USD 3 Month + 2.570%, 02/15/2078 (B)		150		118
5.100%, 02/15/2045		395		372
4.850%, 03/15/2044		430		392
4.800%, 02/01/2049		60		54
4.200%, 01/31/2050 (D)		120		100
4.150%, 10/16/2028 (D)		1,605		1,568
3.950%, 01/31/2060		220		174


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.700%, 01/31/2051 (D)	$	270	$	211
3.125%, 07/31/2029		170		153
2.800%, 01/31/2030 (D)		540		473
EOG Resources
4.950%, 04/15/2050 (D)		450		465
4.375%, 04/15/2030 (D)		120		120
4.150%, 01/15/2026 (D)		340		343
3.900%, 04/01/2035		390		360
EQM Midstream Partners
5.500%, 07/15/2028		30		26
EQT
6.625%, 02/01/2025		30		31
5.000%, 01/15/2029		150		145
3.900%, 10/01/2027 (D)		1,020		949
3.625%, 05/15/2031 (C)		320		277
3.125%, 05/15/2026 (C)		10		9
Equinor
3.000%, 04/06/2027 (D)		555		534
2.875%, 04/06/2025 (D)		2,225		2,184
Exxon Mobil
4.327%, 03/19/2050		155		146
4.114%, 03/01/2046		533		486
3.482%, 03/19/2030		460		441
3.452%, 04/15/2051		1,050		858
3.043%, 03/01/2026 (D)		660		647
2.992%, 03/19/2025 (D)		2,535		2,496
1.571%, 04/15/2023		50		50
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (C)		261		213
2.625%, 03/31/2036 (C)		458		371
2.160%, 03/31/2034 (C)		720		612
1.750%, 09/30/2027 (C)		1,827		1,697
Halliburton
5.000%, 11/15/2045		80		73
4.850%, 11/15/2035		60		58
3.800%, 11/15/2025		17		17
Hess
6.000%, 01/15/2040		880		899
5.600%, 02/15/2041 (D)		860		838
HollyFrontier
5.875%, 04/01/2026		620		625
KazMunayGas National JSC
5.750%, 04/19/2047 (C)		340		260
Kinder Morgan
5.550%, 06/01/2045		300		283
5.200%, 03/01/2048		455		416
5.050%, 02/15/2046		170		152
4.300%, 06/01/2025		510		507
4.300%, 03/01/2028		150		146
3.600%, 02/15/2051		364		268
3.250%, 08/01/2050 (D)		438		305
3.150%, 01/15/2023		193		193


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kinder Morgan Energy Partners
5.500%, 03/01/2044	$	415	$	389
5.400%, 09/01/2044		20		18
Lundin Energy Finance BV
3.100%, 07/15/2031 (C)		934		773
2.000%, 07/15/2026 (C)(D)		2,152		1,922
MEG Energy
5.875%, 02/01/2029 (C)		80		73
MPLX
5.500%, 02/15/2049		390		362
4.950%, 03/14/2052		1,644		1,421
4.875%, 12/01/2024 (D)		320		322
4.800%, 02/15/2029 (D)		330		325
4.700%, 04/15/2048		430		361
4.500%, 04/15/2038		520		456
Northwest Pipeline
4.000%, 04/01/2027		219		213
Occidental Petroleum
7.875%, 09/15/2031		610		669
7.500%, 05/01/2031		870		935
6.950%, 07/01/2024		288		297
6.600%, 03/15/2046		360		382
6.450%, 09/15/2036		280		287
5.550%, 03/15/2026		110		109
4.625%, 06/15/2045		280		229
4.500%, 07/15/2044		525		416
4.400%, 04/15/2046		120		97
4.200%, 03/15/2048 (D)		170		132
4.100%, 02/15/2047 (D)		600		461
3.400%, 04/15/2026 (D)		270		246
3.000%, 02/15/2027 (D)		300		270
Ovintiv
7.375%, 11/01/2031		214		235
Parsley Energy
4.125%, 02/15/2028 (C)		60		55
Pertamina Persero
6.000%, 05/03/2042 (C)		300		288
Petrobras Global Finance BV
7.375%, 01/17/2027		310		328
6.900%, 03/19/2049 (D)		1,870		1,671
6.850%, 06/05/2115		820		673
6.250%, 03/17/2024		1,394		1,425
5.750%, 02/01/2029		300		291
5.299%, 01/27/2025		1,278		1,297
Petroleos Mexicanos
7.690%, 01/23/2050		150		102
6.950%, 01/28/2060		780		480
6.625%, 06/15/2035		767		523
6.375%, 01/23/2045		1,105		668
5.625%, 01/23/2046		480		272
4.875%, 01/18/2024		32		31
2.460%, 12/15/2025		738		724


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.378%, 04/15/2025	$	355	$	350
Petroleos Mexicanos MTN
6.875%, 08/04/2026		120		108
6.750%, 09/21/2047		2,970		1,834
Phillips 66
1.300%, 02/15/2026 (D)		405		364
Pioneer Natural Resources
2.150%, 01/15/2031		1,274		1,049
1.900%, 08/15/2030 (D)		754		616
1.125%, 01/15/2026		110		98
Plains All American Pipeline
3.550%, 12/15/2029		495		436
2.850%, 01/31/2023		250		249
Range Resources
5.000%, 03/15/2023		322		320
4.875%, 05/15/2025		120		117
Reliance Industries
3.625%, 01/12/2052 (C)(D)		2,840		2,059
2.875%, 01/12/2032 (C)(D)		320		265
Rockies Express Pipeline
6.875%, 04/15/2040 (C)		830		687
4.950%, 07/15/2029 (C)		2,235		1,911
Ruby Pipeline
8.000%, 04/01/2022 (C)(D)(F)		1,008		856
Sabine Pass Liquefaction
5.750%, 05/15/2024 (D)		1,370		1,397
5.000%, 03/15/2027 (D)		1,265		1,268
Saudi Arabian Oil
1.625%, 11/24/2025 (C)		540		498
1.250%, 11/24/2023 (C)		450		435
Schlumberger Finance Canada
2.650%, 11/20/2022 (C)		329		329
Schlumberger Holdings
3.900%, 05/17/2028 (C)		475		449
Schlumberger Investment
3.650%, 12/01/2023 (D)		61		61
Shell International Finance BV
4.550%, 08/12/2043		1,265		1,200
4.375%, 05/11/2045		470		437
4.125%, 05/11/2035		1,566		1,491
3.250%, 04/06/2050		840		662
2.875%, 05/10/2026		900		869
2.750%, 04/06/2030		440		397
Sinopec Group Overseas Development
4.375%, 04/10/2024 (C)(D)		1,240		1,260
Southern Natural Gas
8.000%, 03/01/2032		170		199
Southwestern Energy
5.375%, 02/01/2029		20		19
5.375%, 03/15/2030 (D)		80		74
4.750%, 02/01/2032		190		162


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tallgrass Energy Partners
6.000%, 12/31/2030 (C)	$	20	$	17
Targa Resources
6.250%, 07/01/2052		463		464
5.200%, 07/01/2027		540		542
4.200%, 02/01/2033		250		226
Targa Resources Partners
5.500%, 03/01/2030		308		294
5.000%, 01/15/2028		100		95
4.875%, 02/01/2031		1,082		986
4.000%, 01/15/2032		245		210
Tennessee Gas Pipeline
8.375%, 06/15/2032		1,140		1,339
2.900%, 03/01/2030 (C)		1,560		1,348
TransCanada PipeLines
4.625%, 03/01/2034		860		825
Transcontinental Gas Pipe Line
7.850%, 02/01/2026		60		66
Venture Global Calcasieu Pass
3.875%, 11/01/2033 (C)		290		239
Western Midstream Operating
5.750%, 02/01/2050 (D)		210		169
5.500%, 08/15/2048		244		199
5.300%, 03/01/2048 (D)		162		131
4.650%, 07/01/2026		40		38
4.550%, 02/01/2030		1,200		1,038
4.500%, 03/01/2028		60		54
3.600%, 02/01/2025		390		359
2.621%, ICE LIBOR USD 3 Month + 1.850%, 01/13/2023 (B)		130		129
Williams
7.750%, 06/15/2031		841		985
7.500%, 01/15/2031 (D)		100		115
5.750%, 06/24/2044 (D)		51		51
5.400%, 03/04/2044		84		80
3.750%, 06/15/2027		1,044		997

				109,720

Financials — 11.4%
ABN AMRO Bank
4.750%, 07/28/2025 (C)		360		358
Ally Financial
1.450%, 10/02/2023 (D)		670		648
Ambac Assurance
5.100%(C)(E)		8		8
American Express
4.050%, 05/03/2029 (D)		770		755
3.375%, 05/03/2024 (D)		2,050		2,035
2.550%, 03/04/2027 (D)		1,325		1,235
American International Group
3.900%, 04/01/2026		530		519
3.875%, 01/15/2035		210		190


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.500%, 06/30/2025	$	260	$	248
Antares Holdings
3.750%, 07/15/2027 (C)		899		756
Aon
6.250%, 09/30/2040		19		21
2.600%, 12/02/2031		2,080		1,744
Apollo Management Holdings
5.000%, 03/15/2048 (C)		160		156
4.400%, 05/27/2026 (C)		530		526
Ares Capital
3.200%, 11/15/2031		354		257
Arthur J Gallagher
3.050%, 03/09/2052		1,370		950
Athene Global Funding
3.205%, 03/08/2027 (C)		2,149		1,954
3.000%, 07/01/2022 (C)		211		211
2.950%, 11/12/2026 (C)(D)		2,090		1,921
2.514%, 03/08/2024 (C)		1,242		1,201
2.500%, 03/24/2028 (C)(D)		1,062		912
1.985%, 08/19/2028 (C)(D)		789		655
1.730%, 10/02/2026 (C)(D)		1,372		1,191
1.608%, 06/29/2026 (C)		1,365		1,191
1.481%, SOFRINDX + 0.700%, 05/24/2024 (B)(C)		2,025		1,966
Athene Global Funding MTN
2.646%, 10/04/2031 (C)		1,002		799
Athene Holding
4.125%, 01/12/2028		605		569
Avolon Holdings Funding
3.950%, 07/01/2024 (C)		715		685
2.875%, 02/15/2025 (C)		975		897
2.528%, 11/18/2027 (C)		779		635
AXA Equitable Holdings
3.900%, 04/20/2023		500		502
Bain Capital Specialty Finance
2.550%, 10/13/2026 (D)		201		172
Banco Santander
4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (B)		200		191
3.848%, 04/12/2023 (D)		600		599
3.225%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 11/22/2032 (B)		400		316
2.749%, 12/03/2030		1,000		794
2.746%, 05/28/2025 (D)		1,400		1,326
2.131%, ICE LIBOR USD 3 Month + 1.120%, 04/12/2023 (B)		400		400
1.722%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 09/14/2027 (B)		1,190		1,033


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of America
4.571%, U.S. SOFR + 1.830%, 04/27/2033 (B)(D)	$	2,350	$	2,287
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (B)		2,828		2,634
3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (B)		3,651		3,639
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (B)		933		795
2.687%, U.S. SOFR + 1.320%, 04/22/2032 (B)		3,809		3,198
2.651%, U.S. SOFR + 1.220%, 03/11/2032 (B)		1,305		1,097
2.592%, U.S. SOFR + 2.150%, 04/29/2031 (B)(D)		2,364		2,005
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (B)		3,710		3,060
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (B)		5,164		4,590
1.658%, U.S. SOFR + 0.910%, 03/11/2027 (B)		7,434		6,663
Bank of America MTN
5.000%, 01/21/2044		830		815
4.450%, 03/03/2026 (D)		1,157		1,151
4.376%, U.S. SOFR + 1.580%, 04/27/2028 (B)		1,140		1,122
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (B)(D)		260		233
4.271%, ICE LIBOR USD 3 Month + 1.310%, 07/23/2029 (B)		65		62
4.250%, 10/22/2026		80		79
4.244%, ICE LIBOR USD 3 Month + 1.814%, 04/24/2038 (B)		179		164
4.200%, 08/26/2024		1,530		1,533
4.125%, 01/22/2024 (D)		290		293
4.100%, 07/24/2023		340		343
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (B)		1,630		1,405
4.000%, 04/01/2024 (D)		1,309		1,318
4.000%, 01/22/2025		1,610		1,603
3.974%, ICE LIBOR USD 3 Month + 1.210%, 02/07/2030 (B)		1,900		1,795
3.970%, ICE LIBOR USD 3 Month + 1.070%, 03/05/2029 (B)		625		596
3.864%, ICE LIBOR USD 3 Month + 0.940%, 07/23/2024 (B)		600		597
3.824%, ICE LIBOR USD 3 Month + 1.575%, 01/20/2028 (B)		524		502
3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (B)		1,364		1,286
3.550%, ICE LIBOR USD 3 Month + 0.780%, 03/05/2024 (B)(D)		860		857
3.500%, 04/19/2026 (D)		935		911


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.458%, ICE LIBOR USD 3 Month + 0.970%, 03/15/2025 (B)	$	631	$	622
3.384%, U.S. SOFR + 1.330%, 04/02/2026 (B)		2,784		2,699
3.300%, 01/11/2023		1,200		1,202
3.194%, ICE LIBOR USD 3 Month + 1.180%, 07/23/2030 (B)		240		215
3.093%, ICE LIBOR USD 3 Month + 1.090%, 10/01/2025 (B)		960		929
2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (B)		265		231
2.496%, ICE LIBOR USD 3 Month + 0.990%, 02/13/2031 (B)		853		721
2.087%, U.S. SOFR + 1.060%, 06/14/2029 (B)(D)		6,025		5,160
1.922%, U.S. SOFR + 1.370%, 10/24/2031 (B)		508		406
1.530%, U.S. SOFR + 0.650%, 12/06/2025 (B)		2,157		2,007
1.197%, U.S. SOFR + 1.010%, 10/24/2026 (B)		720		644
Bank of Montreal MTN
1.850%, 05/01/2025 (D)		880		833
Bank of New York Mellon
3.400%, 05/15/2024 (D)		530		529
Bank of New York Mellon MTN
4.289%, U.S. SOFR + 1.418%, 06/13/2033 (B)		1,535		1,502
3.250%, 09/11/2024		100		99
1.600%, 04/24/2025		260		245
Bank of Nova Scotia
4.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(B)(E)		510		473
4.588%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.050%, 05/04/2037 (B)		390		359
1.300%, 06/11/2025		480		445
Barclays
5.088%, ICE LIBOR USD 3 Month + 3.054%, 06/20/2030 (B)		1,940		1,831
4.375%, 01/12/2026		2,270		2,247
Barclays MTN
4.972%, ICE LIBOR USD 3 Month + 1.902%, 05/16/2029 (B)		520		511
Berkshire Hathaway Finance
4.250%, 01/15/2049 (D)		870		801
3.850%, 03/15/2052		2,630		2,251
Blackstone Private Credit Fund
4.000%, 01/15/2029 (C)		966		792
3.250%, 03/15/2027 (C)		624		529
2.625%, 12/15/2026 (C)		432		362
2.350%, 11/22/2024 (C)		563		518


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Blackstone Secured Lending Fund
3.625%, 01/15/2026 (D)	$	670	$	611
BNP Paribas
4.705%, ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (B)(C)		930		929
4.625%, 03/13/2027 (C)		200		196
4.400%, 08/14/2028 (C)		1,447		1,384
3.375%, 01/09/2025 (C)(D)		290		283
2.219%, U.S. SOFR + 2.074%, 06/09/2026 (B)(C)(D)		600		554
BNP Paribas MTN
4.375%, USD Swap Semi 30/360 5 Yr Curr + 1.483%, 03/01/2033 (B)(C)		400		371
3.500%, 03/01/2023 (C)(D)		464		463
3.052%, U.S. SOFR + 1.507%, 01/13/2031 (B)(C)		200		173
BPCE
5.150%, 07/21/2024 (C)		410		410
Brighthouse Financial
3.850%, 12/22/2051		300		204
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (C)		1,505		1,421
Canadian Imperial Bank of Commerce
0.950%, 06/23/2023		480		466
Cantor Fitzgerald
4.500%, 04/14/2027 (C)(D)		1,135		1,091
Capital One Financial
3.273%, U.S. SOFR + 1.790%, 03/01/2030 (B)		1,850		1,637
Cboe Global Markets
3.000%, 03/16/2032		1,330		1,191
Charles Schwab
2.900%, 03/03/2032 (D)		1,985		1,747
Chubb INA Holdings
3.350%, 05/03/2026 (D)		200		196
3.150%, 03/15/2025		74		73
2.875%, 11/03/2022		39		39
CI Financial
4.100%, 06/15/2051		1,020		661
3.200%, 12/17/2030		1,255		981
Citadel
4.875%, 01/15/2027 (C)(D)		660		639
Citigroup
8.125%, 07/15/2039		1,064		1,384
6.675%, 09/13/2043		70		79
6.625%, 06/15/2032 (D)		100		109
6.300%, ICE LIBOR USD 3 Month + 3.423%(B)(E)		300		280
5.950%, ICE LIBOR USD 3 Month + 3.905%(B)(E)		590		548
5.950%, ICE LIBOR USD 3 Month + 4.068%(B)(D)(E)		360		353
5.500%, 09/13/2025 (D)		950		976


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.300%, 05/06/2044 (D)	$	225	$	215
4.910%, U.S. SOFR + 2.086%, 05/24/2033 (B)(D)		2,454		2,421
4.750%, 05/18/2046		100		89
4.658%, U.S. SOFR + 1.887%, 05/24/2028 (B)(D)		1,108		1,099
4.650%, 07/30/2045 (D)		903		826
4.450%, 09/29/2027		1,295		1,268
4.412%, U.S. SOFR + 3.914%, 03/31/2031 (B)		2,750		2,626
4.400%, 06/10/2025		1,080		1,078
4.300%, 11/20/2026		240		237
4.125%, 07/25/2028 (D)		210		201
4.075%, ICE LIBOR USD 3 Month + 1.192%, 04/23/2029 (B)		81		77
4.050%, 07/30/2022		70		70
3.980%, ICE LIBOR USD 3 Month + 1.338%, 03/20/2030 (B)		1,860		1,740
3.878%, ICE LIBOR USD 3 Month + 1.168%, 01/24/2039 (B)(D)		59		51
3.785%, U.S. SOFR + 1.939%, 03/17/2033 (B)		2,400		2,162
3.500%, 05/15/2023 (D)		630		630
3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (B)		1,240		1,215
3.300%, 04/27/2025 (D)		120		118
3.200%, 10/21/2026		440		419
3.106%, U.S. SOFR + 2.842%, 04/08/2026 (B)(D)		350		336
3.070%, U.S. SOFR + 1.280%, 02/24/2028 (B)(D)		655		608
3.057%, U.S. SOFR + 1.351%, 01/25/2033 (B)		2,405		2,039
2.572%, U.S. SOFR + 2.107%, 06/03/2031 (B)		2,500		2,101
2.561%, U.S. SOFR + 1.167%, 05/01/2032 (B)		685		564
2.520%, U.S. SOFR + 1.177%, 11/03/2032 (B)		360		292
2.014%, U.S. SOFR + 0.694%, 01/25/2026 (B)		645		604
1.678%, U.S. SOFR + 1.667%, 05/15/2024 (B)		500		490
1.462%, U.S. SOFR + 0.770%, 06/09/2027 (B)		1,010		893
1.281%, U.S. SOFR + 0.528%, 11/03/2025 (B)		420		390
CME Group
3.000%, 03/15/2025 (D)		51		50
Cooperatieve Rabobank UA
4.375%, 08/04/2025		2,150		2,132


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.758%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.420%, 04/06/2033 (B)(C)	$	2,927	$	2,641
3.649%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.220%, 04/06/2028 (B)(C)(D)		2,818		2,677
Credit Agricole MTN
4.000%, USD Swap Semi 30/360 5 Yr Curr + 1.644%, 01/10/2033 (B)(C)		250		228
1.907%, U.S. SOFR + 1.676%, 06/16/2026 (B)(C)		400		368
Credit Suisse Group
9.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 6.383%(B)(C)(E)		2,030		2,073
4.282%, 01/09/2028 (C)		825		770
4.207%, ICE LIBOR USD 3 Month + 1.240%, 06/12/2024 (B)(C)		300		297
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (B)(C)		730		646
3.750%, 03/26/2025		250		242
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (B)(C)		1,960		1,560
2.593%, U.S. SOFR + 1.560%, 09/11/2025 (B)(C)		895		842
2.193%, U.S. SOFR + 2.044%, 06/05/2026 (B)(C)(D)		3,508		3,179
1.305%, U.S. SOFR + 0.980%, 02/02/2027 (B)(C)		2,000		1,719
Credit Suisse NY
2.950%, 04/09/2025 (D)		520		498
CTR Partnership
3.875%, 06/30/2028 (C)		90		77
Danske Bank
5.375%, 01/12/2024 (C)		650		656
3.875%, 09/12/2023 (C)		200		199
3.244%, ICE LIBOR USD 3 Month + 1.591%, 12/20/2025 (B)(C)		220		210
1.226%, 06/22/2024 (C)		200		188
Danske Bank MTN
4.375%, 06/12/2028 (C)		200		189
Deutsche Bank NY
3.742%, U.S. SOFR + 2.257%, 01/07/2033 (B)		1,674		1,219
DNB Bank
1.605%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.680%, 03/30/2028 (B)(C)		2,065		1,792
1.127%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 09/16/2026 (B)(C)		5		5
Enstar Group
3.100%, 09/01/2031		763		608


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
F&G Global Funding
2.000%, 09/20/2028 (C)	$	640	$	538
1.750%, 06/30/2026 (C)		810		717
Farmers Exchange Capital
7.200%, 07/15/2048 (C)		1,021		1,210
7.050%, 07/15/2028 (C)		1,000		1,098
Farmers Exchange Capital II
6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (B)(C)		1,650		1,744
Federal Realty OP
3.950%, 01/15/2024 (D)		419		418
FS KKR Capital
3.250%, 07/15/2027		65		55
GA Global Funding Trust
0.800%, 09/13/2024 (C)		1,125		1,031
Goldman Sachs Capital II
4.000%, ICE LIBOR USD 3 Month + 0.768%(B)(D)(E)		10		7
Goldman Sachs Group
6.750%, 10/01/2037		30		33
6.250%, 02/01/2041		1,050		1,163
5.150%, 05/22/2045 (D)		820		779
4.750%, 10/21/2045		370		344
4.250%, 10/21/2025		1,120		1,111
4.223%, ICE LIBOR USD 3 Month + 1.301%, 05/01/2029 (B)		1,300		1,250
3.814%, ICE LIBOR USD 3 Month + 1.158%, 04/23/2029 (B)		480		453
3.750%, 02/25/2026		345		338
3.691%, ICE LIBOR USD 3 Month + 1.510%, 06/05/2028 (B)		380		360
3.615%, U.S. SOFR + 1.846%, 03/15/2028 (B)		170		161
3.500%, 04/01/2025 (D)		540		529
3.500%, 11/16/2026 (D)		2,520		2,418
3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (B)		2,700		2,623
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (B)		120		92
3.200%, 02/23/2023 (D)		1,815		1,816
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (B)(D)		1,316		1,124
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (B)(D)		260		190
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (B)		3,475		2,864
2.600%, 02/07/2030		518		442
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (B)		3,845		3,109
1.948%, U.S. SOFR + 0.913%, 10/21/2027 (B)		753		666
1.757%, U.S. SOFR + 0.730%, 01/24/2025 (B)		1,652		1,588


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.542%, U.S. SOFR + 0.818%, 09/10/2027 (B)(D)	$	5,835	$	5,122
1.431%, U.S. SOFR + 0.798%, 03/09/2027 (B)		1,150		1,019
1.217%, 12/06/2023 (D)		3,465		3,338
0.925%, U.S. SOFR + 0.486%, 10/21/2024 (B)		4,412		4,219
0.657%, U.S. SOFR + 0.505%, 09/10/2024 (B)		1,520		1,454
Goldman Sachs Group MTN
4.000%, 03/03/2024		690		692
3.850%, 07/08/2024 (D)		330		331
Guardian Life Global Funding
1.100%, 06/23/2025 (C)		190		175
HSBC Bank
7.650%, 05/01/2025		500		535
HSBC Bank USA
7.000%, 01/15/2039		275		322
HSBC Holdings
4.762%, U.S. SOFR + 2.530%, 03/29/2033 (B)(D)		670		618
4.755%, U.S. SOFR + 2.110%, 06/09/2028 (B)		220		214
4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (B)		945		911
4.375%, 11/23/2026		345		337
4.300%, 03/08/2026 (D)		1,710		1,692
4.250%, 03/14/2024		510		508
4.250%, 08/18/2025		560		552
3.973%, ICE LIBOR USD 3 Month + 1.610%, 05/22/2030 (B)		860		790
2.999%, U.S. SOFR + 1.430%, 03/10/2026 (B)		370		352
2.871%, U.S. SOFR + 1.410%, 11/22/2032 (B)(D)		700		573
2.804%, U.S. SOFR + 1.187%, 05/24/2032 (B)		370		304
2.206%, U.S. SOFR + 1.285%, 08/17/2029 (B)(D)		1,930		1,621
2.099%, U.S. SOFR + 1.929%, 06/04/2026 (B)(D)		2,640		2,438
2.013%, U.S. SOFR + 1.732%, 09/22/2028 (B)		3,230		2,763
1.645%, U.S. SOFR + 1.538%, 04/18/2026 (B)		330		302
1.589%, U.S. SOFR + 1.290%, 05/24/2027 (B)		815		716
ILFC E-Capital Trust II
5.100%, 12/21/2065 (B)(C)		400		301
Intercontinental Exchange
4.950%, 06/15/2052		150		148
4.600%, 03/15/2033		1,560		1,554
1.850%, 09/15/2032		1,470		1,147


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Intesa Sanpaolo
3.375%, 01/12/2023 (C)	$	440	$	438
3.125%, 07/14/2022 (C)		600		600
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (C)(D)		2,320		2,214
Jackson Financial
5.670%, 06/08/2032		614		593
5.170%, 06/08/2027		447		443
3.125%, 11/23/2031 (C)(D)		1,405		1,119
JPMorgan Chase
8.750%, 09/01/2030		970		1,185
4.950%, 06/01/2045 (D)		430		410
4.565%, U.S. SOFR + 1.750%, 06/14/2030 (B)		769		755
4.452%, ICE LIBOR USD 3 Month + 1.330%, 12/05/2029 (B)		300		292
4.323%, U.S. SOFR + 1.560%, 04/26/2028 (B)		1,527		1,502
4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (B)		84		75
4.250%, 10/01/2027 (D)		720		713
4.203%, ICE LIBOR USD 3 Month + 1.260%, 07/23/2029 (B)		800		772
4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (B)		1,480		1,475
3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (B)		325		286
3.875%, 09/10/2024 (D)		1,140		1,138
3.625%, 05/13/2024 (D)		230		230
3.625%, 12/01/2027 (D)		230		221
3.200%, 01/25/2023 (D)		100		100
3.200%, 06/15/2026 (D)		400		386
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (B)		130		95
2.956%, U.S. SOFR + 2.515%, 05/13/2031 (B)		620		535
2.950%, 10/01/2026 (D)		377		359
2.947%, U.S. SOFR + 1.170%, 02/24/2028 (B)(D)		650		602
2.580%, U.S. SOFR + 1.250%, 04/22/2032 (B)		1,125		947
2.545%, U.S. SOFR + 1.180%, 11/08/2032 (B)		4,350		3,614
2.522%, U.S. SOFR + 2.040%, 04/22/2031 (B)(D)		450		383
2.301%, U.S. SOFR + 1.160%, 10/15/2025 (B)		1,380		1,314
2.182%, U.S. SOFR + 1.890%, 06/01/2028 (B)		930		827
2.083%, U.S. SOFR + 1.850%, 04/22/2026 (B)		1,827		1,708
2.069%, U.S. SOFR + 1.015%, 06/01/2029 (B)		1,285		1,105


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.005%, TSFR3M + 1.585%, 03/13/2026 (B)	$	2,045	$	1,915
1.953%, U.S. SOFR + 1.065%, 02/04/2032 (B)		3,020		2,414
1.840%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (B)		1,590		1,477
1.578%, U.S. SOFR + 0.885%, 04/22/2027 (B)		4,945		4,401
1.561%, U.S. SOFR + 0.605%, 12/10/2025 (B)		6,818		6,370
1.514%, U.S. SOFR + 1.455%, 06/01/2024 (B)		1,340		1,306
1.470%, U.S. SOFR + 0.765%, 09/22/2027 (B)		756		663
1.045%, U.S. SOFR + 0.800%, 11/19/2026 (B)(D)		1,693		1,505
1.040%, TSFR3M + 0.695%, 02/04/2027 (B)		3,038		2,687
0.969%, TSFR3M + 0.580%, 06/23/2025 (B)		4,070		3,805
KKR Group Finance II
5.500%, 02/01/2043 (C)		80		80
KKR Group Finance III
5.125%, 06/01/2044 (C)		535		511
KKR Group Finance XII
4.850%, 05/17/2032 (C)(D)		1,132		1,118
Liberty Mutual Group
5.500%, 06/15/2052 (C)		460		436
Lloyds Banking Group
4.375%, 03/22/2028 (D)		925		899
4.344%, 01/09/2048		200		163
4.050%, 08/16/2023		200		200
3.870%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025 (B)		1,190		1,175
3.750%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.800%, 03/18/2028 (B)(D)		910		866
2.907%, ICE LIBOR USD 3 Month + 0.810%, 11/07/2023 (B)		1,815		1,809
1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (B)(D)		2,000		1,777
Macquarie Bank
3.624%, 06/03/2030 (C)		425		371
Macquarie Group
4.442%, U.S. SOFR + 2.405%, 06/21/2033 (B)(C)		830		768
1.340%, U.S. SOFR + 1.069%, 01/12/2027 (B)(C)(D)		2,045		1,797
Macquarie Group MTN
2.871%, U.S. SOFR + 1.532%, 01/14/2033 (B)(C)		1,400		1,142


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (C)	$	88	$	64
Mercury General
4.400%, 03/15/2027		935		913
MetLife
6.400%, 12/15/2036		420		422
5.700%, 06/15/2035 (D)		15		16
MetLife Capital Trust IV
7.875%, 12/15/2037 (C)		800		862
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (C)(D)		1,955		1,887
Mitsubishi UFJ Financial Group
4.080%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 04/19/2028 (B)(D)		400		390
3.837%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 04/17/2026 (B)		380		375
2.494%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.970%, 10/13/2032 (B)		276		227
2.341%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 01/19/2028 (B)		474		427
2.309%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.950%, 07/20/2032 (B)		1,042		848
1.640%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.670%, 10/13/2027 (B)		831		733
1.538%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.750%, 07/20/2027 (B)		541		478
0.953%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.550%, 07/19/2025 (B)		1,613		1,505
Morgan Stanley
5.297%, U.S. SOFR + 2.620%, 04/20/2037 (B)		810		784
4.210%, U.S. SOFR + 1.610%, 04/20/2028 (B)		449		439
1.593%, U.S. SOFR + 0.879%, 05/04/2027 (B)		2,535		2,250
0.985%, U.S. SOFR + 0.720%, 12/10/2026 (B)		1,479		1,310
0.790%, U.S. SOFR + 0.525%, 05/30/2025 (B)		1,957		1,822
Morgan Stanley MTN
4.431%, ICE LIBOR USD 3 Month + 1.628%, 01/23/2030 (B)(D)		340		330
3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (B)		119		106


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.772%, ICE LIBOR USD 3 Month + 1.140%, 01/24/2029 (B)	$	1,080	$	1,025
3.622%, U.S. SOFR + 3.120%, 04/01/2031 (B)		2,920		2,682
2.720%, U.S. SOFR + 1.152%, 07/22/2025 (B)		360		347
2.699%, U.S. SOFR + 1.143%, 01/22/2031 (B)(D)		520		450
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (B)		2,625		2,169
2.475%, U.S. SOFR + 1.000%, 01/21/2028 (B)(D)		302		275
2.239%, U.S. SOFR + 1.178%, 07/21/2032 (B)		1,361		1,103
2.188%, U.S. SOFR + 1.990%, 04/28/2026 (B)		1,300		1,217
1.794%, U.S. SOFR + 1.034%, 02/13/2032 (B)		2,400		1,888
1.512%, U.S. SOFR + 0.858%, 07/20/2027 (B)		1,736		1,523
1.164%, U.S. SOFR + 0.560%, 10/21/2025 (B)		4,860		4,503
0.864%, U.S. SOFR + 0.745%, 10/21/2025 (B)		579		534
0.791%, U.S. SOFR + 0.509%, 01/22/2025 (B)		2,246		2,123
Morgan Stanley Direct Lending Fund
4.500%, 02/11/2027 (C)		417		379
MUFG Bank
4.100%, 09/09/2023 (C)		200		201
Nasdaq
3.950%, 03/07/2052		555		451
National Securities Clearing
1.500%, 04/23/2025 (C)		330		311
1.200%, 04/23/2023 (C)		410		404
Nationwide Building Society
4.363%, ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (B)(C)		800		801
3.766%, ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (B)(C)		1,840		1,835
Nationwide Building Society MTN
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (B)(C)(D)		1,375		1,255
Nationwide Mutual Insurance
4.119%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (B)(C)		3,735		3,736
NatWest Group
5.516%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.270%, 09/30/2028 (B)		1,200		1,209
4.892%, ICE LIBOR USD 3 Month + 1.754%, 05/18/2029 (B)		200		194


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.519%, ICE LIBOR USD 3 Month + 1.550%, 06/25/2024 (B)	$	830	$	828
4.269%, ICE LIBOR USD 3 Month + 1.762%, 03/22/2025 (B)		1,500		1,485
1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027 (B)		920		807
New York Life Global Funding
0.950%, 06/24/2025 (C)		340		313
Nomura Holdings
5.605%, 07/06/2029		1,247		1,248
5.386%, 07/06/2027		1,089		1,089
5.099%, 07/03/2025		1,247		1,252
2.648%, 01/16/2025 (D)		550		525
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (C)		1,112		827
Ohio National Financial Services
5.800%, 01/24/2030 (C)		625		602
Owl Rock Capital
3.400%, 07/15/2026		865		760
Owl Rock Capital III
3.125%, 04/13/2027 (C)		715		611
OWL Rock Core Income
4.700%, 02/08/2027 (C)		254		232
Park Aerospace Holdings
5.500%, 02/15/2024 (C)(D)		212		210
5.250%, 08/15/2022 (C)		25		25
4.500%, 03/15/2023 (C)		2,070		2,062
PNC Bank
3.875%, 04/10/2025		430		426
Principal Life Global Funding II
2.250%, 11/21/2024 (C)		1,465		1,402
1.250%, 06/23/2025 (C)		160		147
Prospect Capital
3.706%, 01/22/2026		500		443
Prudential Financial MTN
5.625%, 05/12/2041		10		10
Raymond James Financial
4.950%, 07/15/2046 (D)		180		175
Royal Bank of Canada MTN
1.600%, 04/17/2023		760		752
1.150%, 06/10/2025 (D)		460		426
S&P Global
4.750%, 08/01/2028 (C)		1,215		1,234
Santander Holdings USA
4.500%, 07/17/2025		80		79
3.450%, 06/02/2025		640		615
Santander UK Group Holdings
4.796%, ICE LIBOR USD 3 Month + 1.570%, 11/15/2024 (B)(D)		3,050		3,050
3.823%, ICE LIBOR USD 3 Month + 1.400%, 11/03/2028 (B)(D)		610		566


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.469%, U.S. SOFR + 1.220%, 01/11/2028 (B)(D)	$	510	$	451
1.673%, U.S. SOFR + 0.989%, 06/14/2027 (B)(D)		445		388
1.532%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.250%, 08/21/2026 (B)		235		210
1.089%, U.S. SOFR + 0.787%, 03/15/2025 (B)		2,475		2,311
SBL Holdings
5.000%, 02/18/2031 (C)		1,052		876
Scentre Group Trust 1
4.375%, 05/28/2030 (C)(D)		635		609
3.625%, 01/28/2026 (C)		635		612
Societe Generale
3.625%, 03/01/2041 (C)(D)		645		440
Societe Generale MTN
2.625%, 01/22/2025 (C)		735		699
State Street
3.300%, 12/16/2024 (D)		70		70
Stewart Information Services
3.600%, 11/15/2031		409		339
Sumitomo Mitsui Financial Group
1.902%, 09/17/2028		2,001		1,696
1.402%, 09/17/2026 (D)		799		705
Swedbank
1.300%, 06/02/2023 (C)		580		568
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (C)		124		146
4.900%, 09/15/2044 (C)		240		230
3.300%, 05/15/2050 (C)(D)		2,455		1,873
The Vanguard Group
3.050%, 08/22/2050		670		487
Toronto-Dominion Bank MTN
4.456%, 06/08/2032		3,111		3,076
2.800%, 03/10/2027 (D)		1,300		1,216
1.150%, 06/12/2025		460		424
0.750%, 06/12/2023		910		885
Truist Financial MTN
4.123%, U.S. SOFR + 1.368%, 06/06/2028 (B)		1,082		1,066
Trust Fibra Uno
6.390%, 01/15/2050 (C)		344		274
UBS MTN
4.500%, 06/26/2048 (C)(D)		440		417
UBS Group
7.000%, USD Swap Semi 30/360 5 Yr Curr + 4.344%(B)(C)(E)		1,640		1,598
4.751%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 05/12/2028 (B)(C)		1,025		1,014


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.488%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 05/12/2026 (B)(C)(D)	$	1,815	$	1,808
4.253%, 03/23/2028 (C)(D)		350		340
4.125%, 09/24/2025 (C)		200		198
2.859%, ICE LIBOR USD 3 Month + 0.954%, 08/15/2023 (B)(C)		200		200
2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (B)(C)		210		171
US Bancorp
1.450%, 05/12/2025 (D)		1,020		956
Validus Holdings
8.875%, 01/26/2040		905		1,208
WEA Finance
4.750%, 09/17/2044 (C)		230		177
3.750%, 09/17/2024 (C)		990		955
Wells Fargo
7.950%, 11/15/2029		495		577
5.375%, 11/02/2043		400		392
3.000%, 10/23/2026 (D)		1,030		972
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (B)		5,025		4,701
Wells Fargo MTN
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (B)		4,525		4,438
4.900%, 11/17/2045		909		843
4.750%, 12/07/2046		700		641
4.650%, 11/04/2044		261		235
4.478%, U.S. SOFR + 4.032%, 04/04/2031 (B)		2,630		2,572
4.400%, 06/14/2046		1,370		1,192
4.150%, 01/24/2029 (D)		1,010		976
4.125%, 08/15/2023 (D)		900		907
3.908%, U.S. SOFR + 1.320%, 04/25/2026 (B)		1,206		1,186
3.750%, 01/24/2024 (D)		250		251
3.526%, U.S. SOFR + 1.510%, 03/24/2028 (B)		6,990		6,621
3.350%, U.S. SOFR + 1.500%, 03/02/2033 (B)		4,210		3,736
3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (B)(D)		1,550		1,467
2.879%, U.S. SOFR + 1.432%, 10/30/2030 (B)(D)		20		18
2.406%, U.S. SOFR + 1.087%, 10/30/2025 (B)(D)		1,005		957
2.393%, U.S. SOFR + 2.100%, 06/02/2028 (B)		900		806
2.164%, ICE LIBOR USD 3 Month + 0.750%, 02/11/2026 (B)		2,265		2,129


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Westpac Banking
2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (B)	$	450	$	358

				440,777

Health Care — 3.4%
Abbott Laboratories
4.900%, 11/30/2046		470		493
4.750%, 11/30/2036		260		275
3.750%, 11/30/2026		463		465
AbbVie
4.875%, 11/14/2048		70		67
4.625%, 10/01/2042		38		35
4.550%, 03/15/2035		1,700		1,654
4.500%, 05/14/2035		510		495
4.450%, 05/14/2046		222		201
4.400%, 11/06/2042		1,000		909
4.300%, 05/14/2036		220		207
4.250%, 11/14/2028		335		332
4.250%, 11/21/2049 (D)		2,726		2,420
4.050%, 11/21/2039		775		691
3.800%, 03/15/2025 (D)		460		456
3.750%, 11/14/2023		100		100
3.600%, 05/14/2025 (D)		770		758
3.200%, 11/06/2022		44		44
3.200%, 11/21/2029 (D)		2,228		2,050
2.950%, 11/21/2026		380		360
2.900%, 11/06/2022		10		10
2.600%, 11/21/2024		1,820		1,762
2.300%, 11/21/2022		2,876		2,870
Advocate Health & Hospitals
2.211%, 06/15/2030		1,615		1,375
Aetna
3.875%, 08/15/2047		90		74
2.800%, 06/15/2023		2,650		2,617
Alcon Finance
3.000%, 09/23/2029 (C)		1,975		1,753
Amgen
6.375%, 06/01/2037		910		1,044
5.150%, 11/15/2041		332		330
4.663%, 06/15/2051		269		252
4.400%, 05/01/2045		375		338
4.400%, 02/22/2062		655		570
4.200%, 02/22/2052		215		189
3.625%, 05/22/2024 (D)		130		130
3.150%, 02/21/2040		190		150
3.000%, 02/22/2029		1,375		1,268
3.000%, 01/15/2052		1,291		915
2.770%, 09/01/2053 (D)		263		177
2.000%, 01/15/2032 (D)		1,515		1,233


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AstraZeneca
1.375%, 08/06/2030 (D)	$	307	$	252
Astrazeneca Finance
1.750%, 05/28/2028 (D)		1,070		944
Bausch Health
7.250%, 05/30/2029 (C)(D)		170		92
6.250%, 02/15/2029 (C)(D)		500		266
5.500%, 11/01/2025 (C)		20		18
Baxter International
3.950%, 04/01/2030 (D)		425		407
BayCare Health System
3.831%, 11/15/2050		1,595		1,424
Bayer US Finance
3.375%, 10/08/2024 (C)		800		781
Bayer US Finance II
4.875%, 06/25/2048 (C)		1,795		1,613
4.700%, 07/15/2064 (C)		210		175
4.625%, 06/25/2038 (C)		420		380
4.375%, 12/15/2028 (C)		3,535		3,442
4.250%, 12/15/2025 (C)(D)		2,345		2,314
Becton Dickinson
4.685%, 12/15/2044		301		278
3.734%, 12/15/2024 (D)		287		286
3.700%, 06/06/2027		121		117
3.363%, 06/06/2024		758		750
Becton Dickinson and
1.957%, 02/11/2031 (D)		240		194
Biogen
3.625%, 09/15/2022		430		430
3.250%, 02/15/2051 (C)		134		94
Bon Secours Mercy Health
3.464%, 06/01/2030 (D)		855		802
Bristol-Myers Squibb
4.550%, 02/20/2048		129		126
4.350%, 11/15/2047		51		49
3.700%, 03/15/2052		895		773
3.550%, 08/15/2022		360		360
3.400%, 07/26/2029		124		120
3.200%, 06/15/2026 (D)		506		499
2.950%, 03/15/2032 (D)		1,130		1,035
2.900%, 07/26/2024 (D)		785		777
2.750%, 02/15/2023 (D)		300		300
Centene
4.625%, 12/15/2029		390		364
4.250%, 12/15/2027		260		243
3.375%, 02/15/2030		230		195
3.000%, 10/15/2030		3,404		2,821
2.625%, 08/01/2031		40		32
2.450%, 07/15/2028		1,516		1,264
Cigna
4.900%, 12/15/2048 (D)		1,215		1,166
4.800%, 08/15/2038		1,144		1,113


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 10/15/2028	$	810	$	804
4.125%, 11/15/2025		290		290
3.875%, 10/15/2047		570		470
3.750%, 07/15/2023		462		463
3.400%, 03/01/2027 (D)		380		365
3.400%, 03/15/2050		273		208
3.400%, 03/15/2051		588		452
CommonSpirit Health
4.350%, 11/01/2042		480		434
4.187%, 10/01/2049		635		533
2.782%, 10/01/2030		1,970		1,703
CSL Finance
4.750%, 04/27/2052 (C)(D)		562		537
4.050%, 04/27/2029 (C)		305		299
3.850%, 04/27/2027 (C)		152		151
CVS Health
5.125%, 07/20/2045		670		645
5.050%, 03/25/2048 (D)		5,315		5,088
4.780%, 03/25/2038		565		535
4.300%, 03/25/2028		1,775		1,756
4.250%, 04/01/2050		30		26
4.125%, 04/01/2040		160		140
3.875%, 07/20/2025 (D)		515		512
3.750%, 04/01/2030		540		505
3.625%, 04/01/2027 (D)		690		672
3.000%, 08/15/2026 (D)		326		312
2.750%, 12/01/2022		510		510
2.700%, 08/21/2040		500		361
2.125%, 09/15/2031 (D)		370		300
1.875%, 02/28/2031		110		88
CVS Pass-Through Trust
5.926%, 01/10/2034 (C)		68		69
Danaher
2.800%, 12/10/2051		241		174
2.600%, 10/01/2050		361		254
DH Europe Finance II Sarl
2.200%, 11/15/2024 (D)		831		797
2.050%, 11/15/2022		483		482
Elevance Health
4.625%, 05/15/2042		41		39
4.550%, 05/15/2052 (D)		250		235
4.100%, 05/15/2032		270		263
3.650%, 12/01/2027 (D)		220		214
3.500%, 08/15/2024 (D)		90		90
3.350%, 12/01/2024		1,425		1,405
2.950%, 12/01/2022		661		661
Fresenius Medical Care US Finance III
1.875%, 12/01/2026 (C)		1,345		1,158
Gilead Sciences
5.650%, 12/01/2041		35		37
4.750%, 03/01/2046		380		364
4.600%, 09/01/2035 (D)		500		495


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 02/01/2045	$	10	$	9
4.000%, 09/01/2036 (D)		270		252
3.700%, 04/01/2024 (D)		410		410
3.650%, 03/01/2026 (D)		460		452
3.250%, 09/01/2022		185		185
2.800%, 10/01/2050		489		341
2.600%, 10/01/2040		503		368
HCA
5.875%, 02/01/2029		410		410
5.625%, 09/01/2028		60		59
5.500%, 06/15/2047		1,295		1,155
5.375%, 02/01/2025		160		159
5.375%, 09/01/2026 (D)		155		154
5.250%, 04/15/2025 (D)		820		821
5.250%, 06/15/2026		650		647
5.250%, 06/15/2049 (D)		2,150		1,852
4.625%, 03/15/2052 (C)(D)		991		793
4.500%, 02/15/2027 (D)		20		19
4.125%, 06/15/2029		1,500		1,368
3.625%, 03/15/2032 (C)(D)		840		709
3.500%, 09/01/2030		1,116		949
2.375%, 07/15/2031		945		737
Health Care Service A Mutual Legal Reserve
2.200%, 06/01/2030 (C)(D)		855		725
Humana
4.950%, 10/01/2044		60		58
4.800%, 03/15/2047		30		29
4.625%, 12/01/2042 (D)		170		158
4.500%, 04/01/2025 (D)		80		81
3.950%, 03/15/2027		70		69
3.850%, 10/01/2024 (D)		1,470		1,468
3.700%, 03/23/2029 (D)		3,205		3,034
3.150%, 12/01/2022		560		560
2.150%, 02/03/2032		130		105
Johnson & Johnson
3.700%, 03/01/2046 (D)		170		156
3.625%, 03/03/2037		260		246
3.500%, 01/15/2048 (D)		92		82
3.400%, 01/15/2038		173		156
2.625%, 01/15/2025 (D)		86		85
2.450%, 09/01/2060		935		634
0.950%, 09/01/2027 (D)		610		538
0.550%, 09/01/2025 (D)		300		277
Medtronic
4.625%, 03/15/2045 (D)		9		9
Merck
2.400%, 09/15/2022		29		29
1.450%, 06/24/2030		300		249
0.750%, 02/24/2026 (D)		530		480
New York and Presbyterian Hospital
3.563%, 08/01/2036		730		667


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Pfizer
4.000%, 12/15/2036	$	815	$	792
2.625%, 04/01/2030 (D)		440		402
2.550%, 05/28/2040		1,054		825
1.750%, 08/18/2031		614		513
1.700%, 05/28/2030		420		357
0.800%, 05/28/2025 (D)		670		624
Roche Holdings
2.607%, 12/13/2051 (C)(D)		425		309
2.076%, 12/13/2031 (C)(D)		1,051		896
Royalty Pharma
1.200%, 09/02/2025		535		477
0.750%, 09/02/2023 (D)		925		891
RWJ Barnabas Health
3.949%, 07/01/2046 (D)		1,030		930
Shire Acquisitions Investments Ireland DAC
2.875%, 09/23/2023		941		930
Smith & Nephew
2.032%, 10/14/2030		670		533
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		882		685
Takeda Pharmaceutical
5.000%, 11/26/2028 (D)		460		469
4.400%, 11/26/2023 (D)		2,174		2,190
3.175%, 07/09/2050 (D)		376		281
3.025%, 07/09/2040		362		279
2.050%, 03/31/2030 (D)		781		653
Tenet Healthcare
4.375%, 01/15/2030 (C)		20		17
Teva Pharmaceutical Finance BV
2.950%, 12/18/2022		190		187
Teva Pharmaceutical Finance Netherlands III BV
7.125%, 01/31/2025 (D)		390		380
6.000%, 04/15/2024		200		197
5.125%, 05/09/2029 (D)		1,780		1,466
4.750%, 05/09/2027		200		171
3.150%, 10/01/2026 (D)		1,390		1,140
2.800%, 07/21/2023		630		609
Thermo Fisher Scientific
2.800%, 10/15/2041		486		382
2.000%, 10/15/2031 (D)		513		430
1.750%, 10/15/2028 (D)		305		267
UnitedHealth Group
5.800%, 03/15/2036 (D)		280		314
4.750%, 05/15/2052		1,252		1,251
4.625%, 07/15/2035		734		745
4.450%, 12/15/2048		90		86
4.250%, 04/15/2047		450		421
4.250%, 06/15/2048		110		103
4.200%, 05/15/2032 (D)		602		602
4.000%, 05/15/2029		886		878


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 12/15/2028 (D)	$	170	$	169
3.875%, 08/15/2059		360		311
3.750%, 07/15/2025		270		270
3.700%, 08/15/2049		150		128
3.500%, 06/15/2023		150		150
3.350%, 07/15/2022		28		28
3.250%, 05/15/2051		823		646
3.125%, 05/15/2060 (D)		50		36
3.050%, 05/15/2041		158		127
2.900%, 05/15/2050		539		404
2.875%, 03/15/2023		50		50
2.750%, 05/15/2040		232		181
2.375%, 10/15/2022		70		70
2.300%, 05/15/2031 (D)		80		69
2.000%, 05/15/2030		140		120
1.250%, 01/15/2026 (D)		170		157
Universal Health Services
1.650%, 09/01/2026 (C)		685		594
Utah Acquisition Sub
3.950%, 06/15/2026 (D)		1,215		1,145
Viatris
4.000%, 06/22/2050 (D)		675		452
2.700%, 06/22/2030		140		112
Wyeth
5.950%, 04/01/2037 (D)		470		542

				130,448

Industrials — 2.1%
3M
3.700%, 04/15/2050 (D)		660		566
3.050%, 04/15/2030		90		84
2.375%, 08/26/2029		390		350
Adani International Container Terminal Pvt
3.000%, 02/16/2031 (C)		273		232
ADT Security
4.125%, 08/01/2029 (C)		20		16
AerCap Ireland Capital DAC
4.875%, 01/16/2024		1,500		1,492
3.875%, 01/23/2028 (D)		345		311
3.500%, 01/15/2025 (D)		232		222
3.300%, 01/30/2032 (D)		3,775		3,022
3.150%, 02/15/2024 (D)		560		542
3.000%, 10/29/2028		2,375		2,000
2.450%, 10/29/2026		4,180		3,640
1.650%, 10/29/2024 (D)		1,395		1,288
1.150%, 10/29/2023 (D)		1,915		1,825
Air Lease
3.625%, 04/01/2027 (D)		221		205
3.625%, 12/01/2027		216		193
3.375%, 07/01/2025		310		292
3.250%, 03/01/2025		1,645		1,570


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Air Lease MTN
2.300%, 02/01/2025	$	355	$	332
Allied Universal Holdco
6.625%, 07/15/2026 (C)		20		18
Boeing
5.930%, 05/01/2060		160		146
5.805%, 05/01/2050		1,390		1,277
5.705%, 05/01/2040		690		644
5.150%, 05/01/2030		940		902
5.040%, 05/01/2027		160		158
4.875%, 05/01/2025		2,075		2,067
4.508%, 05/01/2023		1,050		1,052
3.750%, 02/01/2050		1,014		716
3.625%, 03/01/2048		23		15
3.550%, 03/01/2038		196		143
3.250%, 02/01/2035		1,581		1,196
3.200%, 03/01/2029 (D)		490		424
3.100%, 05/01/2026 (D)		160		149
2.800%, 03/01/2027		190		170
2.700%, 02/01/2027		140		125
2.196%, 02/04/2026		2,084		1,878
1.433%, 02/04/2024		2,065		1,973
Builders FirstSource
4.250%, 02/01/2032 (C)(D)		80		61
Burlington Northern Santa Fe
7.290%, 06/01/2036		90		113
5.400%, 06/01/2041		50		53
4.450%, 01/15/2053		463		448
4.150%, 12/15/2048		150		138
4.050%, 06/15/2048 (D)		124		112
2.875%, 06/15/2052		120		90
Canadian Pacific Railway
6.125%, 09/15/2115		44		46
3.000%, 12/02/2041		199		156
2.450%, 12/02/2031		122		104
1.750%, 12/02/2026		146		132
1.350%, 12/02/2024 (D)		753		708
Carrier Global
3.577%, 04/05/2050		30		23
Cintas No. 2
4.000%, 05/01/2032		1,190		1,169
3.700%, 04/01/2027		400		395
CoStar Group
2.800%, 07/15/2030 (C)		830		691
Crowley Conro
4.181%, 08/15/2043		425		431
Deere
3.750%, 04/15/2050 (D)		530		484
3.100%, 04/15/2030 (D)		100		93
Delta Air Lines
7.375%, 01/15/2026 (D)		580		579
7.000%, 05/01/2025 (C)		2,410		2,439


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 10/20/2028 (C)	$	2,227	$	2,104
4.500%, 10/20/2025 (C)		1,721		1,672
4.375%, 04/19/2028 (D)		153		130
3.800%, 04/19/2023		381		377
2.900%, 10/28/2024 (D)		60		55
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028 (D)		3,641		3,177
DP World MTN
5.625%, 09/25/2048 (C)		990		926
Eaton
7.625%, 04/01/2024		75		80
4.150%, 11/02/2042		140		126
2.750%, 11/02/2022		900		899
Emerson Electric
2.800%, 12/21/2051 (D)		280		204
Equifax
3.950%, 06/15/2023 (D)		1,612		1,610
2.600%, 12/15/2025		255		240
GE Capital International Funding Unlimited
4.418%, 11/15/2035		1,197		1,118
General Dynamics
4.250%, 04/01/2040		880		841
4.250%, 04/01/2050 (D)		200		192
3.500%, 05/15/2025		60		60
3.250%, 04/01/2025		160		159
General Electric MTN
6.750%, 03/15/2032 (D)		720		805
1.891%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (B)		2,400		1,947
GFL Environmental
4.250%, 06/01/2025 (C)		250		236
H&E Equipment Services
3.875%, 12/15/2028 (C)		70		57
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (C)		50		45
Honeywell International
1.350%, 06/01/2025		310		292
John Deere Capital MTN
3.350%, 04/18/2029 (D)		1,255		1,204
2.350%, 03/08/2027 (D)		758		710
2.125%, 03/07/2025 (D)		455		439
L3Harris Technologies
5.054%, 04/27/2045		180		175
4.854%, 04/27/2035		80		79
Lockheed Martin
4.500%, 05/15/2036		90		89
4.150%, 06/15/2053		1,220		1,138
4.070%, 12/15/2042		91		85
3.900%, 06/15/2032 (D)		230		227
3.550%, 01/15/2026 (D)		1,188		1,190


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mileage Plus Holdings
6.500%, 06/20/2027 (C)(D)	$	510	$	501
Northrop Grumman
5.250%, 05/01/2050 (D)		350		371
4.400%, 05/01/2030 (D)		750		749
4.030%, 10/15/2047		192		171
3.250%, 08/01/2023 (D)		716		716
3.250%, 01/15/2028 (D)		1,074		1,021
2.930%, 01/15/2025		810		792
Otis Worldwide
3.112%, 02/15/2040		335		259
2.056%, 04/05/2025 (D)		220		208
Parker-Hannifin
4.500%, 09/15/2029		614		611
4.250%, 09/15/2027		1,681		1,669
2.700%, 06/14/2024		400		390
Prime Security Services Borrower
5.750%, 04/15/2026 (C)		320		298
Protective Life Global Funding
1.618%, 04/15/2026 (C)		2,170		1,955
Quanta Services
0.950%, 10/01/2024 (D)		604		559
Raytheon Technologies
4.625%, 11/16/2048 (D)		51		50
4.500%, 06/01/2042		170		162
4.450%, 11/16/2038		63		60
4.150%, 05/15/2045		59		52
4.125%, 11/16/2028		280		276
3.950%, 08/16/2025		510		511
3.150%, 12/15/2024		200		198
2.250%, 07/01/2030		420		362
Republic Services
3.950%, 05/15/2028 (D)		335		328
2.500%, 08/15/2024 (D)		385		373
1.450%, 02/15/2031		1,650		1,295
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (C)(D)		1,120		1,014
Southwest Airlines
5.125%, 06/15/2027 (D)		550		555
Spirit Loyalty Cayman
8.000%, 09/20/2025 (C)		375		385
Triton Container International
2.050%, 04/15/2026 (C)		755		667
Union Pacific
3.839%, 03/20/2060		1,030		860
3.750%, 07/15/2025		340		340
3.750%, 02/05/2070 (D)		230		183
3.500%, 02/14/2053		514		419
3.375%, 02/14/2042 (D)		364		303
3.250%, 02/05/2050		480		376
2.891%, 04/06/2036		1,595		1,318
2.800%, 02/14/2032 (D)		758		675


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.400%, 02/05/2030	$	595	$	526
United Airlines
4.625%, 04/15/2029 (C)		510		433
4.375%, 04/15/2026 (C)		300		264
United Parcel Service
5.200%, 04/01/2040 (D)		240		253
United Rentals North America
4.875%, 01/15/2028		150		142
3.875%, 11/15/2027		100		93
3.875%, 02/15/2031		920		776
3.750%, 01/15/2032		300		246
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		474		436
Vertiv Group
4.125%, 11/15/2028 (C)		140		114
XPO Logistics
6.250%, 05/01/2025 (C)(D)		32		32

				86,735

Information Technology — 2.0%
Advanced Micro Devices
4.393%, 06/01/2052		462		450
3.924%, 06/01/2032		976		961
Apple
4.375%, 05/13/2045		360		356
4.250%, 02/09/2047		162		158
3.850%, 05/04/2043 (D)		220		202
3.200%, 05/13/2025 (D)		64		64
3.200%, 05/11/2027		232		229
2.800%, 02/08/2061		216		155
2.650%, 05/11/2050		459		339
2.650%, 02/08/2051		204		150
2.550%, 08/20/2060 (D)		44		30
2.450%, 08/04/2026		1,410		1,349
2.375%, 02/08/2041 (D)		246		188
1.400%, 08/05/2028 (D)		1,160		1,015
1.125%, 05/11/2025		1,110		1,042
Broadcom
4.926%, 05/15/2037 (C)		981		880
4.300%, 11/15/2032		1,225		1,113
4.150%, 11/15/2030		728		667
4.150%, 04/15/2032 (C)		455		411
4.000%, 04/15/2029 (C)		607		562
3.469%, 04/15/2034 (C)		676		550
3.419%, 04/15/2033 (C)		1,971		1,630
3.187%, 11/15/2036 (C)		10		8
3.150%, 11/15/2025 (D)		396		381
3.137%, 11/15/2035 (C)		1,960		1,488
2.450%, 02/15/2031 (C)		529		425
CommScope
6.000%, 03/01/2026 (C)		200		184


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 09/01/2029 (C)	$	140	$	113
Corning
5.450%, 11/15/2079		725		653
Dell International
6.100%, 07/15/2027		308		323
6.020%, 06/15/2026 (D)		39		40
4.900%, 10/01/2026		155		155
3.450%, 12/15/2051 (C)(D)		903		611
3.375%, 12/15/2041 (C)		753		538
Global Payments
1.500%, 11/15/2024 (D)		2,442		2,292
HP
4.200%, 04/15/2032		1,062		948
4.000%, 04/15/2029 (D)		1,062		995
2.200%, 06/17/2025		708		669
Intel
4.750%, 03/25/2050		470		461
3.700%, 07/29/2025 (D)		223		224
3.250%, 11/15/2049		380		295
3.100%, 07/29/2022		35		35
3.050%, 08/12/2051 (D)		270		201
2.800%, 08/12/2041		791		603
1.600%, 08/12/2028 (D)		540		473
International Business Machines
3.000%, 05/15/2024 (D)		1,510		1,498
KLA
5.250%, 07/15/2062		370		381
4.950%, 07/15/2052		278		280
4.650%, 07/15/2032		771		787
3.300%, 03/01/2050 (D)		723		573
Kyndryl Holdings
2.050%, 10/15/2026 (C)(D)		1,350		1,136
Marvell Technology
1.650%, 04/15/2026		1,030		923
Mastercard
3.850%, 03/26/2050		80		73
3.375%, 04/01/2024 (D)		80		80
Microsoft
4.100%, 02/06/2037 (D)		251		254
3.625%, 12/15/2023 (D)		89		90
3.500%, 02/12/2035		156		149
3.450%, 08/08/2036 (D)		565		533
3.300%, 02/06/2027		1,550		1,540
3.041%, 03/17/2062		199		154
2.921%, 03/17/2052		365		288
2.875%, 02/06/2024 (D)		1,010		1,007
2.700%, 02/12/2025 (D)		250		248
2.675%, 06/01/2060		41		29
2.525%, 06/01/2050		546		402
2.400%, 08/08/2026		1,410		1,355
2.375%, 05/01/2023 (D)		20		20


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NVIDIA
3.700%, 04/01/2060	$	310	$	260
3.500%, 04/01/2040		430		376
3.500%, 04/01/2050		1,200		1,019
2.850%, 04/01/2030		1,265		1,158
NXP BV
5.000%, 01/15/2033		918		896
4.400%, 06/01/2027		367		361
3.400%, 05/01/2030		419		370
3.250%, 05/11/2041		331		249
2.700%, 05/01/2025 (C)		280		266
2.650%, 02/15/2032		625		514
Open Text Holdings
4.125%, 02/15/2030 (C)		20		17
4.125%, 12/01/2031 (C)		30		25
Oracle
4.375%, 05/15/2055		420		317
3.950%, 03/25/2051		1,930		1,418
3.900%, 05/15/2035		1,720		1,419
3.800%, 11/15/2037		2,255		1,754
3.600%, 04/01/2040		1,265		945
3.600%, 04/01/2050 (D)		1,150		799
2.950%, 11/15/2024 (D)		315		305
2.950%, 04/01/2030		860		734
2.875%, 03/25/2031		1,320		1,088
1.650%, 03/25/2026 (D)		1,030		923
PayPal Holdings
5.050%, 06/01/2052 (D)		1,235		1,225
2.300%, 06/01/2030 (D)		2,845		2,442
1.650%, 06/01/2025		400		377
Prosus
3.832%, 02/08/2051 (C)		320		193
Prosus MTN
4.027%, 08/03/2050 (C)		730		453
3.061%, 07/13/2031 (C)(D)		2,100		1,546
Roper Technologies
1.000%, 09/15/2025 (D)		420		380
Salesforce
3.700%, 04/11/2028 (D)		670		662
3.250%, 04/11/2023		480		481
Sprint
7.875%, 09/15/2023		110		113
Sprint Capital
8.750%, 03/15/2032		590		710
Tencent Holdings MTN
3.975%, 04/11/2029 (C)		600		568
3.840%, 04/22/2051 (C)		1,225		950
3.680%, 04/22/2041 (C)(D)		680		540
3.595%, 01/19/2028 (C)		570		542
Texas Instruments
4.150%, 05/15/2048 (D)		300		288
1.750%, 05/04/2030 (D)		290		249


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TSMC Arizona
4.500%, 04/22/2052	$	625	$	611
1.750%, 10/25/2026		1,300		1,196
TSMC Global
1.375%, 09/28/2030 (C)		1,365		1,091
Visa
4.300%, 12/14/2045		690		682
3.650%, 09/15/2047		235		209
3.150%, 12/14/2025		1,410		1,388
VMware
4.700%, 05/15/2030		609		587
1.800%, 08/15/2028		182		151
1.400%, 08/15/2026 (D)		1,059		937
1.000%, 08/15/2024 (D)		1,053		985
0.600%, 08/15/2023		1,482		1,432
Vontier
2.950%, 04/01/2031		425		333
1.800%, 04/01/2026		495		432
Workday
3.800%, 04/01/2032 (D)		1,370		1,252
3.700%, 04/01/2029		300		281
3.500%, 04/01/2027 (D)		180		172
Xilinx
2.375%, 06/01/2030		259		228

				75,315

Materials — 0.7%
Amcor Finance USA
3.625%, 04/28/2026		2,425		2,333
Anglo American Capital
4.750%, 04/10/2027 (C)(D)		720		711
4.750%, 03/16/2052 (C)		746		641
4.000%, 09/11/2027 (C)		200		190
3.875%, 03/16/2029 (C)		679		625
3.625%, 09/11/2024 (C)(D)		710		696
ArcelorMittal
7.000%, 10/15/2039 (D)		120		121
Ball
3.125%, 09/15/2031		370		298
Barrick
5.250%, 04/01/2042		80		79
Barrick North America Finance
5.750%, 05/01/2043 (D)		290		302
5.700%, 05/30/2041		509		527
Berry Global
1.570%, 01/15/2026 (D)		2,985		2,662
BHP Billiton Finance USA
5.000%, 09/30/2043		410		421
4.125%, 02/24/2042		40		37
Dow Chemical
7.375%, 11/01/2029 (D)		400		464
5.250%, 11/15/2041		25		25


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.800%, 05/15/2049 (D)	$	360	$	327
3.600%, 11/15/2050 (D)		308		235
DuPont de Nemours
4.493%, 11/15/2025		830		836
Equate Petrochemical BV MTN
4.250%, 11/03/2026 (C)		480		470
First Quantum Minerals
6.875%, 10/15/2027 (C)		220		197
Freeport-McMoRan
5.450%, 03/15/2043 (D)		1,252		1,158
5.250%, 09/01/2029 (D)		1,387		1,325
4.625%, 08/01/2030 (D)		180		167
4.550%, 11/14/2024		40		40
3.875%, 03/15/2023		20		20
Glencore Finance Canada
6.900%, 11/15/2037 (C)		343		383
6.000%, 11/15/2041 (C)(D)		38		37
Glencore Funding
4.125%, 05/30/2023 (C)		200		200
4.125%, 03/12/2024 (C)		1,340		1,333
4.000%, 03/27/2027 (C)(D)		1,200		1,154
3.875%, 10/27/2027 (C)		220		208
3.000%, 10/27/2022 (C)		30		30
Hudbay Minerals
6.125%, 04/01/2029 (C)(D)		20		16
Industrias Penoles
4.150%, 09/12/2029 (C)(D)		1,005		914
International Flavors & Fragrances
5.000%, 09/26/2048		1,505		1,402
1.230%, 10/01/2025 (C)		1,835		1,655
Nacional del Cobre de Chile
4.250%, 07/17/2042 (C)		220		181
Newcrest Finance Pty
3.250%, 05/13/2030 (C)(D)		630		557
OCP
5.125%, 06/23/2051 (C)		360		238
4.500%, 10/22/2025 (C)		400		393
3.750%, 06/23/2031 (C)		410		310
Orbia Advance
2.875%, 05/11/2031 (C)(D)		780		626
1.875%, 05/11/2026 (C)		820		732
Rohm and Haas
7.850%, 07/15/2029		389		462
Sealed Air
1.573%, 10/15/2026 (C)		795		692
Southern Copper
5.250%, 11/08/2042 (D)		2,220		2,168
Suzano Austria GmbH
3.750%, 01/15/2031 (D)		1,400		1,131
3.125%, 01/15/2032		70		53
Teck Resources
6.250%, 07/15/2041		5		5


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.000%, 08/15/2040	$	30	$	30
Vale Overseas
6.875%, 11/21/2036		874		938
6.250%, 08/10/2026 (D)		32		33
Westlake
3.600%, 08/15/2026		331		322

				31,110

Real Estate — 1.1%
Agree
2.600%, 06/15/2033		150		119
2.000%, 06/15/2028		661		564
American Assets Trust
3.375%, 02/01/2031		1,370		1,172
American Campus Communities Operating Partnership
3.750%, 04/15/2023		1,350		1,351
3.625%, 11/15/2027		745		731
3.300%, 07/15/2026 (D)		1,495		1,461
2.250%, 01/15/2029		400		370
American Homes 4 Rent
4.300%, 04/15/2052		272		219
3.625%, 04/15/2032		3,182		2,789
American Tower
3.650%, 03/15/2027		759		721
2.700%, 04/15/2031		241		198
1.875%, 10/15/2030		1,430		1,112
AvalonBay Communities MTN
2.450%, 01/15/2031 (D)		1,155		998
Boston Properties
3.800%, 02/01/2024		1,250		1,244
3.400%, 06/21/2029 (D)		720		645
Brandywine Operating Partnership
3.950%, 11/15/2027		17		16
Brixmor Operating Partnership
2.500%, 08/16/2031		367		288
2.250%, 04/01/2028		212		182
Camden Property Trust
2.800%, 05/15/2030		265		234
Crown Castle International
4.000%, 03/01/2027 (D)		152		148
3.300%, 07/01/2030		523		461
2.900%, 03/15/2027 (D)		993		916
2.900%, 04/01/2041		153		110
2.100%, 04/01/2031		625		497
1.050%, 07/15/2026		908		786
Equinix
3.900%, 04/15/2032		770		696
2.950%, 09/15/2051		590		398
Essential Properties
2.950%, 07/15/2031		1,290		1,011


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Essex Portfolio
2.550%, 06/15/2031	$	313	$	262
1.700%, 03/01/2028 (D)		794		682
Extra Space Storage
3.900%, 04/01/2029 (D)		304		285
2.350%, 03/15/2032		272		216
GLP Capital
5.375%, 04/15/2026		2,710		2,652
5.300%, 01/15/2029		1,502		1,435
5.250%, 06/01/2025		775		760
4.000%, 01/15/2030		200		175
3.350%, 09/01/2024 (D)		125		119
Healthcare Realty Trust
3.875%, 05/01/2025		200		196
Healthcare Trust of America Holdings
3.100%, 02/15/2030		1,620		1,396
Healthpeak Properties
4.000%, 06/01/2025		1,515		1,511
Hudson Pacific Properties
4.650%, 04/01/2029 (D)		580		557
3.950%, 11/01/2027		1,246		1,186
Invitation Homes Operating Partnership
4.150%, 04/15/2032		1,872		1,700
Life Storage
3.875%, 12/15/2027		915		871
Mid-America Apartments
4.300%, 10/15/2023		312		314
4.000%, 11/15/2025		371		368
3.950%, 03/15/2029		305		291
MPT Operating Partnership
5.000%, 10/15/2027 (D)		90		82
4.625%, 08/01/2029		60		53
3.500%, 03/15/2031		400		315
Realty Income
3.400%, 01/15/2028		322		304
2.850%, 12/15/2032		440		378
2.200%, 06/15/2028		325		285
Regency Centers
2.950%, 09/15/2029		660		580
Rexford Industrial Realty
2.150%, 09/01/2031		336		264
Sabra Health Care
3.900%, 10/15/2029 (D)		715		631
Simon Property Group
2.450%, 09/13/2029 (D)		1,020		867
Spirit Realty
3.400%, 01/15/2030		216		187
STORE Capital
4.625%, 03/15/2029		387		378
4.500%, 03/15/2028		1,146		1,118
2.750%, 11/18/2030		537		438
2.700%, 12/01/2031		211		169


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sun Communities Operating
4.200%, 04/15/2032	$	607	$	552
2.300%, 11/01/2028		304		260
VICI Properties
5.750%, 02/01/2027 (C)		445		422
5.625%, 05/15/2052		627		571
5.125%, 05/15/2032		1,255		1,183
4.950%, 02/15/2030		30		28
4.625%, 06/15/2025 (C)		100		95
4.500%, 09/01/2026 (C)		375		345
4.500%, 01/15/2028 (C)		200		182
3.875%, 02/15/2029 (C)		705		606
3.750%, 02/15/2027 (C)		75		66
Welltower
4.500%, 01/15/2024		102		103

				44,875

Utilities — 1.9%
AEP Texas
6.650%, 02/15/2033		500		574
AES
1.375%, 01/15/2026 (D)		654		577
Alabama Power
3.700%, 12/01/2047 (D)		965		804
American Transmission Systems
2.650%, 01/15/2032 (C)		1,431		1,212
Baltimore Gas and Electric
2.250%, 06/15/2031 (D)		452		385
Berkshire Hathaway Energy
2.850%, 05/15/2051		1,060		752
Boston Gas
4.487%, 02/15/2042 (C)		35		31
CenterPoint Energy Houston Electric
3.600%, 03/01/2052		333		285
Cleco Power
6.000%, 12/01/2040		700		742
Comision Federal de Electricidad
3.875%, 07/26/2033 (C)		270		204
Consolidated Edison of New York
4.650%, 12/01/2048		1,500		1,415
4.450%, 03/15/2044		1,120		1,024
3.950%, 04/01/2050		130		113
3.350%, 04/01/2030		180		168
Consumers Energy
2.650%, 08/15/2052		333		233
2.500%, 05/01/2060 (D)		257		166
Dominion Energy
3.071%, 08/15/2024 (D)		980		957
DTE Electric
3.650%, 03/01/2052		241		208
2.950%, 03/01/2050 (D)		528		403


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DTE Energy
2.529%, 10/01/2024 (D)	$	830	$	799
1.050%, 06/01/2025		1,813		1,668
Duke Energy
3.750%, 09/01/2046		91		72
3.500%, 06/15/2051		91		69
3.150%, 08/15/2027 (D)		280		264
2.550%, 06/15/2031 (D)		2,788		2,316
2.400%, 08/15/2022		340		340
0.900%, 09/15/2025		705		638
Duke Energy Carolinas
4.250%, 12/15/2041		628		579
4.000%, 09/30/2042 (D)		1,000		888
3.550%, 03/15/2052		401		333
2.850%, 03/15/2032		561		498
2.550%, 04/15/2031		307		268
Duke Energy Florida
3.200%, 01/15/2027 (D)		1,080		1,054
2.400%, 12/15/2031 (D)		451		386
Duke Energy Indiana
4.200%, 03/15/2042		30		27
2.750%, 04/01/2050 (D)		280		198
Duke Energy Progress
4.100%, 05/15/2042 (D)		425		384
2.500%, 08/15/2050 (D)		455		311
Entergy Arkansas
2.650%, 06/15/2051 (D)		406		281
Evergy Metro
5.300%, 10/01/2041		100		103
Eversource Energy
4.600%, 07/01/2027		771		777
3.375%, 03/01/2032		609		547
2.900%, 10/01/2024 (D)		1,610		1,574
1.400%, 08/15/2026		256		229
Exelon
5.625%, 06/15/2035		760		800
4.100%, 03/15/2052 (C)(D)		212		183
FirstEnergy
4.400%, 07/15/2027		940		887
1.600%, 01/15/2026		180		157
FirstEnergy Transmission
5.450%, 07/15/2044 (C)		35		33
Florida Power & Light
2.450%, 02/03/2032		774		674
Indiana Michigan Power
4.550%, 03/15/2046		325		301
ITC Holdings
4.050%, 07/01/2023		1,152		1,158
2.700%, 11/15/2022		613		611
Jersey Central Power & Light
4.700%, 04/01/2024 (C)		700		704
2.750%, 03/01/2032 (C)		1,571		1,336


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
KeySpan Gas East
3.586%, 01/18/2052 (C)(D)	$	2,295	$	1,711
2.742%, 08/15/2026 (C)		1,025		967
Metropolitan Edison
4.300%, 01/15/2029 (C)(D)		531		522
3.500%, 03/15/2023 (C)		2,775		2,756
MidAmerican Energy
4.800%, 09/15/2043		830		823
2.700%, 08/01/2052 (D)		392		281
Mid-Atlantic Interstate Transmission
4.100%, 05/15/2028 (C)		162		158
Mississippi Power
4.250%, 03/15/2042		200		174
3.950%, 03/30/2028		540		525
3.100%, 07/30/2051		519		367
National Rural Utilities Cooperative Finance MTN
1.875%, 02/07/2025 (D)		275		263
NextEra Energy Capital Holdings
5.000%, 07/15/2032		278		285
4.625%, 07/15/2027		1,167		1,183
0.650%, 03/01/2023		2,435		2,393
NiSource
5.800%, 02/01/2042		149		151
Northern States Power
3.200%, 04/01/2052		305		240
NSTAR Electric
4.550%, 06/01/2052		367		357
3.100%, 06/01/2051		278		213
Oncor Electric Delivery
2.750%, 05/15/2030		1,065		969
2.700%, 11/15/2051		290		212
Pacific Gas and Electric
5.250%, 03/01/2052 (D)		285		235
4.950%, 07/01/2050		610		487
4.750%, 02/15/2044		152		116
4.500%, 07/01/2040		155		120
4.200%, 06/01/2041		262		192
3.950%, 12/01/2047 (D)		733		508
3.500%, 08/01/2050		130		87
3.300%, 08/01/2040 (D)		60		41
2.500%, 02/01/2031		1,595		1,220
2.100%, 08/01/2027		1,536		1,288
1.700%, 11/15/2023 (D)		1,560		1,503
PacifiCorp
3.300%, 03/15/2051 (D)		235		184
2.900%, 06/15/2052 (D)		1,330		970
PECO Energy
4.600%, 05/15/2052		1,299		1,300
4.150%, 10/01/2044		900		817
2.850%, 09/15/2051		545		400


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Pennsylvania Electric
3.250%, 03/15/2028 (C)	$	440	$	408
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (C)		500		457
Piedmont Natural Gas
5.050%, 05/15/2052		1,100		1,076
Public Service Electric and Gas MTN
3.700%, 05/01/2028		1,300		1,267
2.700%, 05/01/2050		246		176
2.050%, 08/01/2050		125		78
1.900%, 08/15/2031 (D)		606		504
Public Service Enterprise Group
2.450%, 11/15/2031		390		325
1.600%, 08/15/2030		348		276
Public Service of Oklahoma
3.150%, 08/15/2051 (D)		305		224
2.200%, 08/15/2031 (D)		297		248
Southern California Edison
4.125%, 03/01/2048		765		629
4.050%, 03/15/2042		5		4
3.700%, 08/01/2025		99		97
Southern California Gas
2.550%, 02/01/2030		900		795
Southern Gas Capital
5.875%, 03/15/2041 (D)		700		737
4.400%, 05/30/2047		500		436
1.750%, 01/15/2031		477		377
Southwestern Electric Power
1.650%, 03/15/2026		1,575		1,434
Southwestern Public Service
3.750%, 06/15/2049		845		712
Texas Electric Market Stabilization Funding N
4.265%, 08/01/2034 (C)		2,750		2,729
Trans-Allegheny Interstate Line
3.850%, 06/01/2025 (C)		214		210
Virginia Electric & Power
4.650%, 08/15/2043		585		557
2.450%, 12/15/2050		175		118
Virginia Electric and Power
4.625%, 05/15/2052		307		297
2.950%, 11/15/2051		452		334
Vistra Operations
4.300%, 07/15/2029 (C)(D)		1,590		1,440
WEC Energy Group
0.800%, 03/15/2024		595		565
Wisconsin Electric Power
1.700%, 06/15/2028 (D)		255		222


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Xcel Energy
4.600%, 06/01/2032	$	440	$	436

				72,886

Total Corporate Obligations
(Cost $1,385,350) ($ Thousands)				1,250,159



U.S. TREASURY OBLIGATIONS — 27.1%
U.S. Treasury Bills
2.184%, 12/15/2022 (G)		3,530		3,493
1.515%, 09/15/2022 (G)		6,480		6,459
1.281%, 10/20/2022 (G)		15,005		14,914
1.240%, 09/20/2022 (G)		9,880		9,845
1.161%, 10/06/2022 (G)		2,735		2,722
1.012%, 08/11/2022 (G)		9,865		9,851
U.S. Treasury Bonds
3.625%, 08/15/2043		240		246
3.250%, 05/15/2042		7,991		7,799
2.875%, 05/15/2052		17,915		16,921
2.375%, 02/15/2042		40,202		34,090
2.375%, 05/15/2051		9,300		7,851
2.250%, 05/15/2041		8,271		6,902
2.250%, 02/15/2052		42,985		35,375
2.000%, 11/15/2041		97,777		77,656
2.000%, 02/15/2050		4,840		3,751
2.000%, 08/15/2051		13,936		10,770
1.875%, 02/15/2041		2,990		2,345
1.875%, 02/15/2051		13,100		9,827
1.875%, 11/15/2051		16,287		12,220
1.750%, 08/15/2041		59,441		45,215
1.625%, 11/15/2050		13,867		9,753
1.375%, 11/15/2040		16,303		11,741
1.375%, 08/15/2050		42,891		28,233
1.250%, 05/15/2050		24,100		15,334
1.125%, 05/15/2040		13,102		9,120
1.125%, 08/15/2040		18,494		12,777
0.000%, 05/15/2049 (A)		5,380		2,289
U.S. Treasury Inflation Protected Securities
0.125%, 02/15/2052		2,912		2,260
U.S. Treasury Notes
3.250%, 06/30/2027		69,430		70,108
3.250%, 06/30/2029		35,853		36,279
3.000%, 06/30/2024		32,190		32,206
2.875%, 06/15/2025		101,023		100,620
2.875%, 04/30/2029		2,875		2,841
2.875%, 05/15/2032		23,861		23,593
2.750%, 05/15/2025		4,160		4,128
2.750%, 04/30/2027		58,825		58,030
2.750%, 02/15/2028		8,032		7,892
2.750%, 05/31/2029		7,734		7,582


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
2.625%, 05/31/2027	$	41,030	$	40,254
2.500%, 04/30/2024		19,248		19,080
2.500%, 05/31/2024 (D)		37,967		37,624
2.500%, 03/31/2027		3,920		3,825
2.375%, 05/15/2027		8,809		8,528
2.375%, 03/31/2029		13,070		12,511
2.000%, 11/15/2026		8,178		7,819
1.875%, 02/15/2032		3,010		2,727
1.625%, 05/15/2031		1,050		938
1.500%, 02/15/2025		6,247		6,004
1.500%, 08/15/2026		15,505		14,561
1.500%, 01/31/2027		5,425		5,065
1.375%, 10/31/2028		15,426		13,908
1.250%, 03/31/2028		260		235
1.250%, 04/30/2028		7,280		6,567
1.250%, 06/30/2028		3,932		3,537
1.250%, 08/15/2031		2,530		2,178
1.125%, 10/31/2026		9,240		8,517
1.000%, 07/31/2028		4,842		4,282
0.875%, 06/30/2026		10,802		9,916
0.750%, 03/31/2026		3,054		2,805
0.750%, 04/30/2026		80		73
0.750%, 05/31/2026		6,958		6,366
0.750%, 01/31/2028		17,360		15,289
0.625%, 11/30/2027		9,819		8,622
0.500%, 08/31/2027		7,641		6,706
0.500%, 10/31/2027		6,889		6,019
0.375%, 11/30/2025		3,245		2,964
0.375%, 01/31/2026		8,631		7,848
0.250%, 11/15/2023		120		116
0.250%, 08/31/2025		20,276		18,565
0.250%, 09/30/2025		3,278		2,995
0.125%, 09/30/2022		4,853		4,833
0.125%, 04/30/2023		6,713		6,562

Total U.S. Treasury Obligations
(Cost $1,136,969) ($ Thousands)				1,050,877



ASSET-BACKED SECURITIES — 9.4%
Automotive — 1.5%

Ally Auto Receivables Trust, Ser 2022-1, Cl A3
3.310%, 11/15/2026		828		821
Americredit Automobile Receivables Trust, Ser 2022-1, Cl A2
2.050%, 01/20/2026		1,700		1,682
Americredit Automobile Receivables Trust, Ser 2022-1, Cl A3
2.450%, 11/18/2026		274		266


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3
4.380%, 04/18/2028	$	1,183	$	1,194
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/2031 (C)		840		826
Avis Budget Rental Car Funding AESOP, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (C)		665		634
Avis Budget Rental Car Funding AESOP, Ser 2020-1A, Cl A
2.330%, 08/20/2026 (C)		1,550		1,474
Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (C)		2,800		2,572
Avis Budget Rental Car Funding AESOP, Ser 2021-2A, Cl A
1.660%, 02/20/2028 (C)		1,460		1,301
Chesapeake Funding II, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (C)		188		188
Chesapeake Funding II, Ser 2020-1A, Cl A1
0.870%, 08/15/2032 (C)		1,366		1,346
Chesapeake Funding II, Ser 2020-1A, Cl B
1.240%, 08/15/2032 (C)		1,455		1,405
Chesapeake Funding II, Ser 2020-1A, Cl D
2.830%, 08/15/2032 (C)		205		197
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (C)		1,227		1,191
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl B
0.980%, 12/11/2034 (C)		575		542
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl C
1.200%, 12/11/2034 (C)		1,010		951
Enterprise Fleet Funding, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (C)		425		396
Ford Credit Auto Lease Trust, Ser 2022-A, Cl A3
3.230%, 05/15/2025		1,651		1,644
Ford Credit Auto Lease Trust, Ser 2022-A, Cl A4
3.370%, 07/15/2025		635		629
Ford Credit Auto Owner Trust, Ser 2020-2, Cl A
1.060%, 04/15/2033 (C)		478		432
Ford Credit Auto Owner Trust, Ser 2022-1, Cl A
3.880%, 11/15/2034 (C)		2,218		2,190
Ford Credit Auto Owner Trust, Ser 2022-A, Cl A3
1.290%, 06/15/2026		436		418


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Owner Trust, Ser 2022-B, Cl A4
3.930%, 08/15/2027	$	718	$	721
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2
1.150%, 09/15/2025 (C)		840		823
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A
0.420%, 01/15/2025 (C)		435		430
GM Financial Automobile Leasing Trust, Ser 2022-2, Cl A3
3.420%, 06/20/2025		666		662
GM Financial Automobile Leasing Trust, Ser 2022-2, Cl A4
3.540%, 05/20/2026		729		722
GM Financial Consumer Automobile Receivables Trust, Ser 2022-2, Cl A3
3.100%, 02/16/2027		1,894		1,875
GM Financial Consumer Automobile Receivables Trust, Ser 2022-2, Cl A4
3.250%, 04/17/2028		1,010		987
Hertz Vehicle Financing III, Ser 2021-2A, Cl A
1.680%, 12/27/2027 (C)		1,271		1,121
Hertz Vehicle Financing III, Ser 2022-1A, Cl A
1.990%, 06/25/2026 (C)		2,664		2,495
Hertz Vehicle Financing, Ser 2022-2A, Cl A
2.330%, 06/26/2028 (C)		1,547		1,400
Hertz Vehicle Financing, Ser 2022-4A, Cl A
3.730%, 09/25/2026 (C)		363		356
Hertz Vehicle Financing, Ser 2022-5A, Cl A
3.890%, 09/25/2028 (C)		1,565		1,508
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4
1.030%, 12/15/2027		566		520
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3
2.220%, 10/15/2026		1,061		1,027
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4
2.350%, 04/17/2028		361		344
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B
0.991%, 01/25/2028 (C)		233		229
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B
0.840%, 02/25/2028 (C)		418		409
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B
0.889%, 12/26/2028 (C)		537		520


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B
0.760%, 02/26/2029 (C)	$	1,325	$	1,280
Nissan Auto Lease Trust, Ser 2022-A, Cl A3
3.810%, 05/15/2025		1,228		1,228
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025		1,930		1,902
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl C
0.900%, 06/15/2026		850		823
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A2
2.120%, 10/15/2026		1,730		1,719
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3
2.980%, 10/15/2026		1,980		1,952
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3
3.400%, 12/15/2026		1,576		1,565
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3
3.280%, 11/20/2025 (C)		1,115		1,103
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A
2.560%, 11/25/2031 (C)		340		333
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A
1.350%, 05/25/2033 (C)		640		595
Toyota Auto Loan Extended Note Trust, Ser 2022-1A, Cl A
3.820%, 04/25/2035 (C)		3,535		3,489
Toyota Auto Receivables Owner Trust, Ser 2021-D, Cl A3
0.710%, 04/15/2026		309		294
Toyota Auto Receivables Owner Trust, Ser 2022-B, Cl A4
3.110%, 08/16/2027		753		738
Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3
3.440%, 07/21/2025		430		429
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl C
2.490%, 10/15/2024 (C)		384		384
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A
0.390%, 10/15/2024 (C)		355		353
Wheels SPV 2, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (C)		850		840
World Omni Automobile Lease Securitization Trust, Ser 2022-A, Cl A3
3.210%, 02/18/2025		710		706


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
World Omni Automobile Lease Securitization Trust, Ser 2022-A, Cl A4
3.340%, 06/15/2027	$	418	$	415
				58,596

Credit Cards — 0.6%

American Express Credit Account Master Trust, Ser 2022-2, Cl A
3.390%, 05/15/2027		8,640		8,622
BA Credit Card Trust, Ser 2022-A1, Cl A1
3.530%, 11/15/2027		1,790		1,787
Barclays Dryrock Issuance Trust, Ser 2022-1, Cl A
3.070%, 02/15/2028		1,769		1,741
Capital One Multi-Asset Execution Trust, Ser 2021-A2, Cl A2
1.390%, 07/15/2030		1,036		904
Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A
3.490%, 05/15/2027		5,792		5,796
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6
2.052%, ICE LIBOR USD 1 Month + 0.770%, 05/14/2029 (B)		2,340		2,304
Mercury Financial Credit Card Master Trust, Ser 2022-1A, Cl B
3.200%, 09/21/2026 (C)		580		516
Synchrony Card Funding, Ser 2022-A1, Cl A
3.370%, 04/15/2028		1,137		1,129
				22,799

Financials — 0.0%

Credit Suisse Mortgage Trust
3.974%, 06/15/2039		480		479
Sequoia Infrastructure Funding I Ltd., Ser 2021-1A, Cl A
2.444%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (B)(C)		844		838
				1,317

Mortgage Related Securities — 0.3%

Aegis Asset-Backed Securities Trust, Ser 2003-3, Cl M1
2.674%, ICE LIBOR USD 1 Month + 1.050%, 01/25/2034 (B)		505		484
Bayview Financial Mortgage Pass-Through Trust, Ser 2006-A, Cl M3
2.608%, ICE LIBOR USD 1 Month + 0.975%, 02/28/2041 (B)		345		342


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE10, Cl M1
2.599%, ICE LIBOR USD 1 Month + 0.975%, 12/25/2034 (B)	$	250	$	245
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE6, Cl M1
2.479%, ICE LIBOR USD 1 Month + 0.855%, 08/25/2034 (B)		2,599		2,486
Citigroup Mortgage LoanTrust, Ser 2006-HE2, Cl M1
2.059%, ICE LIBOR USD 1 Month + 0.435%, 08/25/2036 (B)		2,701		2,680
Master Asset-Backed Securities Trust, Ser 2007-HE1, Cl A4
1.904%, ICE LIBOR USD 1 Month + 0.280%, 05/25/2037 (B)		5,500		4,447
Morgan Stanley ABS Capital I Trust, Ser 2005-HE1, Cl M1
2.299%, ICE LIBOR USD 1 Month + 0.675%, 12/25/2034 (B)		268		260
Option One Mortgage Loan Trust, Ser 2006-1, Cl 1A1
2.064%, ICE LIBOR USD 1 Month + 0.440%, 01/25/2036 (B)		21		21
				10,965

Non-Agency Mortgage-Backed Obligations — 0.5%

AREIT, Ser CRE7, Cl A
3.242%, TSFR1M + 2.242%, 06/17/2039 (B)(C)		2,050		2,033
BANK, Ser BNK42, Cl A5
4.493%, 06/15/2055 (B)		655		665
BBCMS Mortgage Trust, Ser C16, Cl A5
4.600%, 06/15/2055 (B)		269		275
Benchmark Mortgage Trust, Ser B35, Cl A5
4.594%, 05/15/2055 (B)		922		933
Benchmark Mortgage Trust, Ser B35, Cl AS
4.594%, 05/15/2055 (B)		645		628
BMO Mortgage Trust, Ser C2, Cl A5
4.974%, 07/15/2054 (B)		1,064		1,102
BPR Trust, Ser OANA, Cl A
3.177%, TSFR1M + 1.898%, 04/15/2037 (B)(C)		915		896
CD Mortgage Trust, Ser CD3, Cl AS
3.833%, 02/10/2050		3,843		3,640
CIM TRUST, Ser 2022-R2, Cl A1
3.750%, 12/25/2061 (B)(C)		795		765
Citigroup Commercial Mortgage Trust, Ser GC48, Cl A5
4.580%, 05/15/2054 (B)		594		611
CSAIL Commercial Mortgage Trust, Ser C16, Cl A2
3.067%, 06/15/2052		363		333


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CSMC, Ser 2022-ATH2, Cl A1
4.547%, 05/25/2067 (B)(C)	$	3,205	$	3,163
MFA Trust, Ser 2022-NQM2, Cl A1
4.000%, 05/25/2067 (C)		1,030		1,001
PRKCM Trust, Ser 2022-AFC1, Cl A1A
4.100%, 04/25/2057 (B)(C)		1,830		1,786
UBS Commercial Mortgage Trust, Ser C4, Cl A3
3.301%, 10/15/2050		440		419
UBS Commercial Mortgage Trust, Ser C7, Cl A3
3.418%, 12/15/2050		425		404
Wells Fargo Commercial Mortgage Trust, Ser C62, Cl A4
4.000%, 04/15/2055 (B)		840		804
				19,458

Other Asset-Backed Securities — 6.5%

Academic Loan Funding Trust, Ser 2012-1A, Cl A2
2.724%, ICE LIBOR USD 1 Month + 1.100%, 12/27/2044 (B)(C)		1,146		1,107
ACRES Commercial Realty, Ser 2021-FL1, Cl A
2.723%, ICE LIBOR USD 1 Month + 1.200%, 06/15/2036 (B)(C)		1,760		1,728
AIG CLO, Ser 2021-1A, Cl A1R
2.183%, ICE LIBOR USD 3 Month + 1.120%, 04/20/2032 (B)(C)		3,400		3,337
American Homes 4 Rent, Ser 2015-SFR1, Cl A
3.467%, 04/17/2052 (C)		1,734		1,698
AMMC CLO XIII, Ser 2021-13A, Cl A1R2
2.234%, ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (B)(C)		3,338		3,304
Antares CLO, Ser 2021-1A, Cl A1R
2.644%, ICE LIBOR USD 3 Month + 1.460%, 10/23/2033 (B)(C)		1,400		1,333
Applebee's Funding, Ser 2019-1A, Cl A2I
4.194%, 06/05/2049 (C)		1,851		1,796
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (C)		1,135		1,049
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL3, Cl A
2.394%, ICE LIBOR USD 1 Month + 1.070%, 08/15/2034 (B)(C)		3,213		3,097
Barings CLO, Ser 2017-IA, Cl AR
1.863%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (B)(C)		885		875
Bayview MSR Opportunity Master Fund Trust, Ser 2021-2, Cl A2
2.500%, 06/25/2051 (B)(C)		12		10


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
BPR Trust, Ser TY, Cl A
2.374%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038 (B)(C)	$	1,160	$	1,109
Brazos Higher Education Authority, Ser 2010-1, Cl A2
2.724%, ICE LIBOR USD 3 Month + 1.200%, 02/25/2035 (B)		3,050		3,014
Brazos Higher Education Authority, Ser 2011-2, Cl A3
2.184%, ICE LIBOR USD 3 Month + 1.000%, 10/27/2036 (B)		2,150		2,127
BSPRT Issuer, Ser 2019-FL5, Cl A
2.474%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (B)(C)		877		877
BX Commercial Mortgage Trust, Ser VOLT, Cl A
2.024%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036 (B)(C)		2,867		2,765
CARLYLE US CLO, Ser 2021-1A, Cl A2R
2.713%, ICE LIBOR USD 3 Month + 1.650%, 07/20/2034 (B)(C)		1,560		1,477
Cedar Funding XII CLO, Ser 2021-12A, Cl BR
2.784%, ICE LIBOR USD 3 Month + 1.600%, 10/25/2034 (B)(C)		3,000		2,825
Chase Funding Mortgage Loan Asset-Backed Certificates, Ser 2003-6, Cl 1A5
4.894%, 11/25/2034		27		26
CIFC Funding, Ser 2021-7A, Cl A1
2.314%, ICE LIBOR USD 3 Month + 1.130%, 01/23/2035 (B)(C)		3,500		3,378
CIT Education Loan Trust, Ser 2007-1, Cl A
2.287%, ICE LIBOR USD 3 Month + 0.090%, 03/25/2042 (B)(C)		935		886
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
5.084%, 03/25/2037		843		829
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl M1
5.084%, 03/25/2037		1,430		1,332
Citigroup Mortgage LoanTrust, Ser 2021-INV2, Cl A3A
2.500%, 05/25/2051 (B)(C)		516		441
College Ave Student Loans, Ser 2021-C, Cl A2
2.320%, 07/26/2055 (C)		829		744
College Avenue Student Loans, Ser 2017-A, Cl A1
3.274%, ICE LIBOR USD 1 Month + 1.650%, 11/26/2046 (B)(C)		390		386
College Avenue Student Loans, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (C)		249		239


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
College Avenue Student Loans, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (C)	$	471	$	456
College Avenue Student Loans, Ser 2021-A, Cl A2
1.600%, 07/25/2051 (C)		615		544
College Avenue Student Loans, Ser 2021-B, Cl A2
1.760%, 06/25/2052 (C)		409		368
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066 (B)(C)		721		633
Countrywide Asset-Backed Certificates, Ser 2004-5, Cl 1A
2.124%, ICE LIBOR USD 1 Month + 0.500%, 10/25/2034 (B)		329		312
Countrywide Asset-Backed Certificates, Ser 2004-6, Cl 1A1
2.164%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2034 (B)		232		219
Countrywide Asset-Backed Certificates, Ser 2007-13, Cl 2A2
2.424%, ICE LIBOR USD 1 Month + 0.800%, 10/25/2047 (B)		1,274		1,223
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
1.464%, ICE LIBOR USD 1 Month + 0.140%, 07/15/2036 (B)		217		198
CSEMC, Ser 2020-1, Cl A
7.252%, 08/09/2024		1,277		1,248
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039 (C)		1,205		1,124
DLLST, Ser 2022-1A, Cl A3
3.400%, 01/21/2025 (C)		2,440		2,404
Dryden 77 CLO, Ser 2021-77A, Cl BR
3.128%, ICE LIBOR USD 3 Month + 1.650%, 05/20/2034 (B)(C)		1,475		1,387
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR
1.944%, ICE LIBOR USD 3 Month + 0.900%, 04/15/2029 (B)(C)		1,057		1,040
Educational Funding of the South, Ser 2011-1, Cl A2
1.834%, ICE LIBOR USD 3 Month + 0.650%, 04/25/2035 (B)		698		693
Educational Funding, Ser 2006-1A, Cl A3
1.534%, ICE LIBOR USD 3 Month + 0.350%, 04/25/2033 (B)(C)		1,753		1,351
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2004-FF5, Cl A3C
2.624%, ICE LIBOR USD 1 Month + 1.000%, 08/25/2034 (B)		290		288


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (C)	$	3,396	$	3,128
FirstKey Homes Trust, Ser 2021-SFR1, Cl A
1.538%, 08/17/2038 (C)		1		1
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		199		194
Ford Credit Floorplan Master Owner Trust A, Ser 2018-4, Cl A
4.060%, 11/15/2030		1,860		1,844
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4
2.284%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2036 (B)		4,922		4,765
Global SC Finance, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (C)		352		344
GoldenTree Loan Opportunities IX, Ser 2018-9A, Cl AR2
2.349%, ICE LIBOR USD 3 Month + 1.110%, 10/29/2029 (B)(C)		2,921		2,883
GoodLeap Sustainable Home Solutions Trust, Ser 2021-4GS, Cl A
1.930%, 07/20/2048 (C)		939		800
GSAMP Trust, Ser 2003-SEA, Cl A1
2.424%, ICE LIBOR USD 1 Month + 0.800%, 02/25/2033 (B)		425		406
GSAMP Trust, Ser 2006-HE3, Cl A2D
2.124%, ICE LIBOR USD 1 Month + 0.500%, 05/25/2046 (B)		4,600		4,313
GSAMP Trust, Ser 2006-NC1, Cl A3
2.204%, ICE LIBOR USD 1 Month + 0.580%, 02/25/2036 (B)		141		141
Higher Education Funding, Ser 2014-1, Cl A
2.574%, ICE LIBOR USD 3 Month + 1.050%, 05/25/2034 (B)(C)		793		791
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR
2.600%, 11/01/2035 (C)		1,240		1,079
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (C)		695		670
Home Partners of America Trust, Ser 2019-2, Cl A
2.703%, 10/19/2039 (C)		1,525		1,399
Home Partners of America Trust, Ser 2022-1, Cl A
3.930%, 04/17/2039 (C)		3,473		3,391
Hotwire Funding, Ser 2021-1, Cl A2
2.311%, 11/20/2051 (C)		820		727
JGWPT XXX, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (C)		751		722
JGWPT XXXII, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (C)		1,031		969


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
John Deere Owner Trust, Ser 2022-A, Cl A2
1.900%, 11/15/2024	$	340	$	337
JP Morgan Mortgage Trust, Ser 2021-INV2, Cl A2
2.500%, 12/25/2051 (B)(C)		2,060		1,757
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP4, Cl A3
3.393%, 12/15/2049		206		196
LCM XXI, Ser 2018-21A, Cl AR
1.943%, ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (B)(C)		450		445
LMREC, Ser 2019-CRE3, Cl A
3.024%, ICE LIBOR USD 1 Month + 1.400%, 12/22/2035 (B)(C)		4,580		4,523
LoanCore Issuer, Ser 2019-CRE2, Cl A
2.454%, ICE LIBOR USD 1 Month + 1.130%, 05/15/2036 (B)(C)		579		578
Lunar Structured Aircraft Portfolio Notes, Ser 2021-1, Cl A
2.636%, 10/15/2046 (C)		1,041		948
Magnetite VII, Ser 2018-7A, Cl A1R2
1.844%, ICE LIBOR USD 3 Month + 0.800%, 01/15/2028 (B)(C)		945		931
MF1, Ser 2020-FL4, Cl A
3.148%, TSFR1M + 1.814%, 11/15/2035 (B)(C)		980		975
MF1, Ser 2021-FL7, Cl A
2.692%, ICE LIBOR USD 1 Month + 1.080%, 10/16/2036 (B)(C)		4,115		3,975
MF1, Ser 2022-FL8, Cl A
2.142%, SOFR30A + 1.350%, 02/19/2037 (B)(C)		2,380		2,298
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064 (B)(C)		360		326
Mid-State Trust, Ser 2003-11, Cl A1
4.864%, 07/15/2038		1,210		1,190
Morgan Stanley Resecuritization Trust, Ser 2015-R7, Cl 1BXA
7.060%, 02/26/2029 (B)(C)		930		908
MVW, Ser 2021-1WA, Cl A
1.140%, 01/22/2041 (C)		668		621
MVW, Ser 2021-1WA, Cl B
1.440%, 01/22/2041 (C)		332		301
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
2.924%, ICE LIBOR USD 1 Month + 1.600%, 10/15/2031 (B)(C)		457		451
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
3.474%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2045 (B)(C)		282		286


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (C)	$	308	$	304
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2
3.190%, 02/18/2042 (C)		51		51
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (C)		52		52
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (C)		950		948
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (C)		696		684
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (C)		1,027		1,003
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (C)		1,295		1,242
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (C)		1,977		1,884
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2
2.120%, 01/15/2069 (C)		450		423
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (C)		174		164
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (C)		777		729
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (C)		868		809
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (C)		110		101
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (C)		884		803
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A
1.060%, 10/15/2069 (C)		1,467		1,352
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A
0.970%, 12/16/2069 (C)		2,509		2,250
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A
1.110%, 02/18/2070 (C)		1,031		903


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A
1.580%, 04/15/2070 (C)	$	391	$	346
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A
2.230%, 07/15/2070 (C)		1,346		1,254
Navient Student Loan Trust, Ser 2014-1, Cl A3
2.134%, ICE LIBOR USD 1 Month + 0.510%, 06/25/2031 (B)		2,372		2,295
Navient Student Loan Trust, Ser 2014-3, Cl A
2.244%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (B)		2,064		2,006
Navient Student Loan Trust, Ser 2014-4, Cl A
2.244%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (B)		1,389		1,346
Navient Student Loan Trust, Ser 2016-2A, Cl A3
3.124%, ICE LIBOR USD 1 Month + 1.500%, 06/25/2065 (B)(C)		1,240		1,240
Navient Student Loan Trust, Ser 2017-1A, Cl A3
2.774%, ICE LIBOR USD 1 Month + 1.150%, 07/26/2066 (B)(C)		933		932
Navient Student Loan Trust, Ser 2017-3A, Cl A3
2.674%, ICE LIBOR USD 1 Month + 1.050%, 07/26/2066 (B)(C)		2,900		2,861
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (C)		1,367		1,322
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (C)		494		425
Navient Student Loan Trust, Ser 2021-3A, Cl A1A
1.770%, 08/25/2070 (C)		1,207		1,073
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
1.364%, ICE LIBOR USD 3 Month + 0.180%, 10/27/2036 (B)		469		453
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
1.344%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2037 (B)		768		744
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
1.294%, ICE LIBOR USD 3 Month + 0.110%, 10/25/2033 (B)		2,684		2,601
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
2.196%, ICE LIBOR USD 3 Month + 0.100%, 03/23/2037 (B)		2,247		2,171


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
2.216%, ICE LIBOR USD 3 Month + 0.120%, 12/24/2035 (B)	$	2,212	$	2,200
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
2.276%, ICE LIBOR USD 3 Month + 0.180%, 03/22/2032 (B)		360		341
Nelnet Student Loan Trust, Ser 2014-2A, Cl A3
2.474%, ICE LIBOR USD 1 Month + 0.850%, 07/27/2037 (B)(C)		950		918
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
2.574%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048 (B)(C)		2,155		2,097
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1
1.360%, 04/20/2062 (C)		550		509
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX
1.320%, 04/20/2062 (C)		1,427		1,310
Neuberger Berman CLO XVII, Ser 2020-17A, Cl AR2
2.166%, ICE LIBOR USD 3 Month + 1.030%, 04/22/2029 (B)(C)		350		346
New Economy Assets Phase 1 Sponsor, Ser 2021-1, Cl B1
2.410%, 10/20/2061 (C)		3,245		2,809
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3
1.516%, 11/27/2056 (B)(C)		449		394
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1
1.850%, 11/20/2050 (C)		1,086		994
OBX Trust, Ser 2021-NQM3, Cl A3
1.362%, 07/25/2061 (B)(C)		475		408
Octagon Investment Partners 50, Ser 2021-4A, Cl AR
2.194%, ICE LIBOR USD 3 Month + 1.150%, 01/15/2035 (B)(C)		875		847
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR
1.994%, ICE LIBOR USD 3 Month + 0.950%, 07/15/2029 (B)(C)		3,200		3,156
Orange Lake Timeshare Trust, Ser 2019-A, Cl A
3.060%, 04/09/2038 (C)		494		478
Origen Manufactured Housing, Ser 2006-A, Cl A2
2.705%, 10/15/2037 (B)		647		597


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Pawneee Equipment Receivables, Ser 2021-1, Cl A2
1.100%, 07/15/2027 (C)	$	1,040	$	998
PFCA Home Equity Investment Trust, Ser 2004-GP2, Cl A
3.654%, 08/25/2035 (B)(C)		1,046		925
Progress Residential Trust, Ser 2019-SFR3, Cl A
2.271%, 09/17/2036 (C)		1,061		1,020
Progress Residential Trust, Ser 2019-SFR4, Cl A
2.687%, 10/17/2036 (C)		880		859
Progress Residential Trust, Ser 2021-SFR11, Cl A
2.283%, 01/17/2039 (C)		698		611
Progress Residential Trust, Ser 2021-SFR3, Cl A
1.637%, 05/17/2026 (C)		2,382		2,143
Progress Residential Trust, Ser 2022-SFR3, Cl A
3.200%, 04/17/2039 (C)		1,215		1,147
RAMP Trust, Ser 2006-RZ3, Cl M1
1.974%, ICE LIBOR USD 1 Month + 0.350%, 08/25/2036 (B)		3,921		3,775
Rockford Tower CLO, Ser 2021-2A, Cl AR
2.578%, ICE LIBOR USD 3 Month + 1.100%, 08/20/2032 (B)(C)		3,150		3,060
SBA Small Business Investment, Ser 2018-10B, Cl 1
3.548%, 09/10/2028		1,036		1,021
SBA Small Business Investment, Ser 2022-10A, Cl 1
2.938%, 03/10/2032		865		852
Sierra Timeshare Receivables Funding, Ser 2018-3A, Cl B
3.870%, 09/20/2035 (C)		620		610
Sierra Timeshare Receivables Funding, Ser 2021-2A, Cl A
1.350%, 09/20/2038 (C)		522		495
SLM Private Credit Student Loan Trust, Ser 2004-B, Cl A3
2.159%, ICE LIBOR USD 3 Month + 0.330%, 03/15/2024 (B)		175		173
SLM Private Credit Student Loan Trust, Ser 2005-A, Cl A4
2.139%, ICE LIBOR USD 3 Month + 0.310%, 12/15/2038 (B)		1,082		1,044
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
3.029%, ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (B)(C)		1,811		1,734


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2005-4, Cl A4
1.354%, ICE LIBOR USD 3 Month + 0.170%, 07/25/2040 (B)	$	3,000	$	2,823
SLM Student Loan Trust, Ser 2006-8, Cl A6
1.344%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2041 (B)		2,217		2,074
SLM Student Loan Trust, Ser 2007-2, Cl A4
1.244%, ICE LIBOR USD 3 Month + 0.060%, 07/25/2022 (B)		2,464		2,404
SLM Student Loan Trust, Ser 2007-7, Cl B
1.934%, ICE LIBOR USD 3 Month + 0.750%, 10/27/2070 (B)		1,050		912
SLM Student Loan Trust, Ser 2008-2, Cl A3
1.934%, ICE LIBOR USD 3 Month + 0.750%, 04/25/2023 (B)		712		692
SLM Student Loan Trust, Ser 2008-2, Cl B
2.384%, ICE LIBOR USD 3 Month + 1.200%, 01/25/2083 (B)		685		543
SLM Student Loan Trust, Ser 2008-3, Cl B
2.384%, ICE LIBOR USD 3 Month + 1.200%, 04/26/2083 (B)		685		587
SLM Student Loan Trust, Ser 2008-4, Cl A4
2.834%, ICE LIBOR USD 3 Month + 1.650%, 07/25/2022 (B)		546		544
SLM Student Loan Trust, Ser 2008-4, Cl B
3.034%, ICE LIBOR USD 3 Month + 1.850%, 04/25/2073 (B)		685		657
SLM Student Loan Trust, Ser 2008-5, Cl A4
2.884%, ICE LIBOR USD 3 Month + 1.700%, 07/25/2023 (B)		91		91
SLM Student Loan Trust, Ser 2008-5, Cl B
3.034%, ICE LIBOR USD 3 Month + 1.850%, 07/25/2073 (B)		685		678
SLM Student Loan Trust, Ser 2008-6, Cl A4
2.284%, ICE LIBOR USD 3 Month + 1.100%, 07/25/2023 (B)		2,752		2,679
SLM Student Loan Trust, Ser 2008-6, Cl B
3.034%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (B)		685		638
SLM Student Loan Trust, Ser 2008-7, Cl B
3.034%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (B)		685		632
SLM Student Loan Trust, Ser 2008-8, Cl B
3.434%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2075 (B)		685		666
SLM Student Loan Trust, Ser 2008-9, Cl A
2.684%, ICE LIBOR USD 3 Month + 1.500%, 04/25/2023 (B)		1,134		1,132
SLM Student Loan Trust, Ser 2008-9, Cl B
3.434%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2083 (B)		685		681


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2009-3, Cl A
2.374%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2045 (B)(C)	$	465	$	451
SLM Student Loan Trust, Ser 2021-10A, Cl A4
2.499%, ICE LIBOR USD 3 Month + 0.670%, 12/17/2068 (B)(C)		972		941
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (C)		289		280
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B
2.774%, ICE LIBOR USD 1 Month + 1.450%, 02/17/2032 (B)(C)		250		249
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
2.424%, ICE LIBOR USD 1 Month + 1.100%, 09/15/2034 (B)(C)		270		269
SMB Private Education Loan Trust, Ser 2018-C, Cl A2A
3.630%, 11/15/2035 (C)		390		384
SMB Private Education Loan Trust, Ser 2019-A, Cl A2A
3.440%, 07/15/2036 (C)		1,535		1,502
SMB Private Education Loan Trust, Ser 2020-B, Cl A1A
1.290%, 07/15/2053 (C)		1,006		912
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (C)		958		873
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A
1.600%, 09/15/2054 (C)		2,933		2,691
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B
1.590%, 01/15/2053 (C)		564		515
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (C)		2,356		2,082
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (C)		1,654		1,535
SMB Private Education Loan Trust, Ser 2021-C, Cl A2
2.124%, ICE LIBOR USD 1 Month + 0.800%, 01/15/2053 (B)(C)		1,274		1,228
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A
1.340%, 03/17/2053 (C)		2,790		2,588
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051 (C)		1,345		1,252


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2022-A, Cl APT
2.850%, 11/16/2054 (C)	$	921	$	852
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (C)		112		106
SoFi Professional Loan Program Trust, Ser 2021-A, Cl AFX
1.030%, 08/17/2043 (C)		806		733
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX
1.140%, 02/15/2047 (C)		816		736
South Carolina Student Loan, Ser 2015-A, Cl A
3.124%, ICE LIBOR USD 1 Month + 1.500%, 01/25/2036 (B)		1,129		1,121
Southwick Park CLO, Ser 2021-4A, Cl A1R
2.123%, ICE LIBOR USD 3 Month + 1.060%, 07/20/2032 (B)(C)		2,610		2,543
Stack Infrastructure Issuer, Ser 2020-1A, Cl A2
1.893%, 08/25/2045 (C)		1,355		1,244
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1
1.162%, 08/25/2056 (B)(C)		795		713
Store Master Funding I-VII XIV XIX XX, Ser 2021-1A, Cl A1
2.120%, 06/20/2051 (C)		1,493		1,297
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
2.174%, ICE LIBOR USD 1 Month + 0.550%, 09/25/2034 (B)		380		358
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1
2.044%, ICE LIBOR USD 1 Month + 0.420%, 02/25/2037 (B)		2,641		2,480
Structured Asset Securities Mortgage Pass-Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		6		5
STWD, Ser 2019-FL1, Cl A
2.528%, TSFR1M + 1.194%, 07/15/2038 (B)(C)		363		361
Sunrun Vulcan Issuer, Ser 2021-1A, Cl A
2.460%, 01/30/2052 (C)		697		605
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (B)(C)		757		738
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
2.224%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057 (B)(C)		389		385


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2017-6, Cl M1
3.250%, 10/25/2057 (B)(C)	$	1,050	$	978
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059 (B)(C)		852		825
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1
3.000%, 11/25/2058 (B)(C)		1,045		1,032
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063 (B)(C)		1,038		1,002
Trestles CLO IV, Ser 2021-4A, Cl B1
2.798%, ICE LIBOR USD 3 Month + 1.700%, 07/21/2034 (B)(C)		3,445		3,266
Triton Container Finance VIII, Ser 2020-1A, Cl A
2.110%, 09/20/2045 (C)		445		395
TRTX Issuer, Ser 2019-FL3, Cl A
2.742%, TSFR1M + 1.264%, 10/15/2034 (B)(C)		1,442		1,434
United States Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		188		183
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		335		310
United States Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047		510		516
United States Small Business Administration, Ser 2022-25F, Cl 1
4.010%, 06/01/2047		735		744
Vantage Data Centers Issuer, Ser 2018-2A, Cl A2
4.196%, 11/16/2043 (C)		3,371		3,342
Verizon Master Trust, Ser 2022-2, Cl A
1.530%, 07/20/2028		610		577
Verizon Master Trust, Ser 2022-4, Cl A
3.400%, 11/20/2028		1,298		1,286
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066 (B)(C)		691		605
Verus Securitization Trust, Ser 2021-5, Cl A1
1.013%, 09/25/2066 (B)(C)		2,618		2,278
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
1.914%, ICE LIBOR USD 1 Month + 0.290%, 07/25/2036 (B)		6,134		5,995


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Z Capital Credit Partners CLO, Ser 2021-1A, Cl A1R
2.554%, ICE LIBOR USD 3 Month + 1.510%, 07/16/2031 (B)(C)	$	1,000	$	986
				253,748

Total Asset-Backed Securities
(Cost $379,223) ($ Thousands)				366,883


LOAN PARTICIPATIONS — 1.5%
Air Canada, Term Loan, 1st Lien
4.250%, 08/11/2028 (B)		420		385
Ali Group
0.000%, 10/13/2028 (H)		930		887
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
4.810%, LIBOR + 3.750%, 05/12/2028 (B)		1,255		1,148
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
4.560%, 08/17/2028 (B)		563		534
AMWINS Group Inc.
3.310%, 02/19/2028 (B)		444		419
APi Group DE, Inc., Initial Term Loan, 1st Lien
3.560%, LIBOR + 2.500%, 10/01/2026 (B)		849		815
Aramark Intermediate HoldCo Corp., Term Loan B, 1st Lien
2.810%, LIBOR + 1.750%, 03/11/2025 (B)		24		23
Asurion, LLC, New B-7 Term Loan, 1st Lien
4.060%, LIBOR + 3.000%, 11/03/2024 (B)		562		526
Asurion, LLC, New B-8 Term Loan, 1st Lien
4.310%, LIBOR + 3.250%, 12/23/2026 (B)		329		298
Asurion, LLC, New B-9 Term Loan, 1st Lien
4.310%, LIBOR + 3.250%, 07/31/2027 (B)		376		339
Athena Health, Term Loan, 1st Lien
1.750%, 02/15/2029 (B)(H)		223		205
Athena Helath Group, Initial Term Loan
5.009%, 02/15/2029 (B)		1,317		1,209
Avolon TLB Borrower 1 LLC
3.845%, 12/01/2027		277		262
B.C. ULC
2.810%, LIBOR + 1.750%, 11/19/2026 (B)		1,439		1,371
Berry Global, Inc.
3.005%, 07/01/2026 (B)		448		432


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Brookfeild WEC Holdings
3.810%, 08/01/2025 (B)	$	226	$	214
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
3.506%, LIBOR + 2.750%, 06/07/2028 (B)		577		546
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
3.810%, LIBOR + 2.750%, 12/23/2024 (B)		875		841
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
4.560%, 07/21/2025 (B)		611		587
Castlelake Avia
4.579%, 10/22/2026 (B)		954		910
Change Healthcare Holdings, Inc. (fka Emdeon Inc.), Closing Date Term Loan, 1st Lien
3.560%, ICE LIBOR USD 1 Month + 2.500%, 03/01/2024 (B)		707		686
Charter Communications Operating Llc Lien1
2.810%, 04/30/2025		1,046		1,017
Charter Communications Operating, LLC, Term B-2 Loan, 1st Lien
2.810%, LIBOR + 1.750%, 02/01/2027 (B)		158		150
Citadel Securities LP, 2021 Term Loan, 1st Lien
3.649%, LIBOR + 2.500%, 02/02/2028 (B)		684		657
Clarios Global, Term Loan 1st Lien
4.310%, LIBOR + 3.250%, 04/30/2026 (B)		923		860
CSC Holdings LLC, Term Loan B, 1st Lien
3.574%, 01/15/2026 (B)		198		184
CSC Holdings, LLC
3.824%, LIBOR + 2.500%, 04/15/2027 (B)		215		199
DCert Buyer, Inc., Initial Term Loan, 1st Lien
5.060%, LIBOR + 4.000%, 10/16/2026 (B)		1,334		1,272
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
4.784%, LIBOR + 3.750%, 04/09/2027 (B)		963		899
Delta Topco, Inc., Initial Term Loan, 1st Lien
5.836%, LIBOR + 3.750%, 12/01/2027 (B)		78		70
Energizer Holdings
3.875%, 12/22/2027		207		196
Entain PLC
3.743%, 03/29/2027		248		237


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Entercom Media Corp., Term B-2 Loan, 1st Lien
4.133%, LIBOR + 2.500%, 11/18/2024 (B)	$	23	$	20
EyeCare Partners, LLC, Term Loan, 1st Lien
4.756%, LIBOR + 3.750%, 02/18/2027 (B)		304		281
First Eagle Holdings, Term Loan
3.506%, 02/01/2027		254		236
Fleetcor Technologies Operating Company
2.810%, 04/28/2028		447		429
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
3.060%, LIBOR + 2.000%, 07/03/2024 (B)		593		569
Formula One Management Limited, Facility B3 (USD), 1st Lien
3.560%, LIBOR + 2.500%, 02/01/2024 (B)		50		49
Four Seasons Holdings Inc., Term Loan 2013, 1st Lien
3.060%, 11/30/2023		581		574
Froneri International Limited, Facility B2, 1st Lien
3.310%, LIBOR + 2.250%, 01/29/2027 (B)		432		397
Gainwell Acquisition Corp., Term B Loan, 1st Lien
5.006%, LIBOR + 4.000%, 10/01/2027 (B)		1,346		1,271
Garda World Security Corp
5.900%, LIBOR + 4.250%, 10/30/2026 (B)		268		248
Genesee & Wyoming Inc., Initial Term Loan, 1st Lien
3.006%, LIBOR + 2.000%, 12/30/2026 (B)		627		600
GFL Environmental, 2020 Refinancing Term Loan, 1st Lien
4.239%, 05/30/2025 (B)		57		55
Global Medical Response, Inc., 2020 Refinancing Term Loan, 1st Lien
5.250%, LIBOR + 4.750%, 10/02/2025 (B)		715		663
Go Daddy Operating Company LLC, Term Loan B, 1st Lien
2.810%, 02/15/2024 (B)		314		303
Great Outdoors Group, LLC, Term B-2 Loan, 1st Lien
4.810%, 03/06/2028 (B)		306		278


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
3.060%, LIBOR + 2.000%, 11/15/2027 (B)	$	1,279	$	1,206
Harbor Freight Tools USA, Inc
3.810%, 10/19/2027		788		694
Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien
3.374%, LIBOR + 1.750%, 06/22/2026 (B)		1,348		1,294
Horizon Therapeudics
3.375%, 03/15/2028		1,030		992
Hudson River Trading LLC, Term Loan, 1st Lien
4.149%, LIBOR + 3.000%, 03/20/2028 (B)		446		416
Hunter Douglas, Term Loan, 1st Lien
4.842%, 02/26/2029 (B)		1,380		1,184
Icon Public Limited Company, Lux Term Loan, 1st Lien
3.313%, 07/03/2028 (B)		737		711
Icon Public Limited Company, U.S. Term Loan, 1st Lien
3.313%, 07/03/2028 (B)		184		177
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
4.060%, LIBOR + 3.000%, 05/01/2026 (B)		802		743
INEOS Styrolution Group GmbH, 2026 Tranche B Dollar Term Loan, 1st Lien
3.810%, LIBOR + 2.750%, 01/29/2026 (B)(H)		296		279
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
3.810%, LIBOR + 2.750%, 01/26/2028 (B)		524		502
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
4.560%, LIBOR + 3.500%, 05/05/2028 (B)		1,151		1,096
Level 3 Financing, Inc., Tranche B 2027 Term Loan, 1st Lien
2.810%, LIBOR + 1.750%, 03/01/2027 (B)(H)		542		501
Magenta Buyer LLC, Initial Term Loan, 1st Lien
6.230%, LIBOR + 5.000%, 07/27/2028 (B)		1,512		1,355


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Michaels Companies, Inc. The, Term B Loan, 1st Lien
5.256%, LIBOR + 4.250%, 04/15/2028 (B)	$	1	$	1
Mozart Debt Merger, Term Loan, 1st Lien
4.310%, 10/23/2028 (B)		1,010		935
Nexstar Broadcasting, Inc., Term B-4 Loan, 1st Lien
3.562%, 09/18/2026 (B)		886		872
Numericable U.S. LLC, Term Loan B, 1st Lien
4.732%, 01/31/2026 (B)		212		192
Parexel International, Term Loan, 1st Lien
4.310%, 11/15/2028 (B)		470		440
PCI Gaming Authority, Term B Facility Loan
3.560%, 05/29/2026 (B)		429		410
Peraton Corp., Term B Loan, 1st Lien
4.810%, LIBOR + 3.750%, 02/01/2028 (B)		1,137		1,066
Petco Health and Wellness Co., Inc., Initial Term Loan, 1st Lien
4.256%, LIBOR + 3.250%, 03/03/2028 (B)		464		436
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
4.310%, LIBOR + 3.250%, 03/05/2026 (B)		1,292		1,205
Pilot Travel Centers, LLC, Initial Tranche B Term Loan
3.134%, 08/04/2028 (B)		1,831		1,751
Prime Security Services Borrower, LLC, 2021 Refinancing Term B-1 Loan, 1st Lien
3.500%, LIBOR + 2.750%, 09/23/2026 (B)		721		671
Project Sky, Term Loan, 1st Lien
4.810%, 10/08/2028 (B)		339		311
Quikrete Holding, Term Loan B1, 1st Lien
4.060%, 06/11/2028 (B)		460		433
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
3.500%, LIBOR + 2.750%, 02/15/2028 (B)(H)		376		342
Realpage Inc.
4.310%, 04/24/2028 (B)		1,045		963
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 1st Lien
4.810%, LIBOR + 3.750%, 11/16/2025 (B)		478		445
Reynolds Consumer Products LLC, Initial Term Loan, 1st Lien
2.810%, LIBOR + 1.750%, 02/04/2027 (B)		1,068		1,024
Scientific Games/Lights & Wonder
4.358%, 04/16/2029 (B)		900		853


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Seattle SpinCo, Inc., Initial Term Loan, 1st Lien
3.810%, LIBOR + 2.500%, 06/21/2024 (B)	$	44	$	42
Setanta Aircraft
3.006%, 11/05/2028		1,060		1,006
Sotera Health Holdings, LLC, Refinancing Loan, 1st Lien
3.810%, 12/11/2026 (B)		1,370		1,300
Station Casinos LLC, Term B-1 Facility Term Loan, 1st Lien
3.310%, 02/08/2027 (B)		673		632
Terrier Media Buyer, Inc., 2021 Term B Loan, 1st Lien
4.560%, LIBOR + 3.500%, 12/17/2026 (B)		514		473
TransDigm Inc., Tranche F Refinancing Term Loan, 1st Lien
3.310%, 12/09/2025 (B)		59		56
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.506%, LIBOR + 3.500%, 03/31/2028 (B)		814		718
UFC Holdings, Term Loan, 1st Lien
3.500%, 04/29/2026		851		790
United AirLines, Inc., Class B Term Loan, 1st Lien
5.392%, LIBOR + 3.750%, 04/21/2028 (B)		822		762
Verscend Holding Corp., Term B-1 Loan, 1st Lien
5.060%, LIBOR + 4.000%, 08/27/2025 (B)		383		365
VFH Parent, Initial Term Loan
4.434%, 01/13/2029 (B)		410		388
Virgin Media Bristol LLC, N Facility, 1st Lien
3.824%, LIBOR + 2.500%, 01/31/2028 (B)		1,327		1,239
XPO Logistics, Inc., Term Loan B, 1st Lien
2.870%, 02/24/2025 (B)		550		523
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
4.060%, LIBOR + 3.000%, 03/09/2027 (B)		570		524
Zebra Buyer LLC
4.313%, 11/01/2028		451		432


Total Loan Participations
(Cost $60,676) ($ Thousands)				57,101


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT — 1.4%

Abu Dhabi Government International Bond
2.500%, 10/11/2022(C)	$	1,010	$	1,009
Airport Authority
3.250%, 01/12/2052(C)		1,360		1,078
Argentine Republic Government International Bond
2.500%, 3.500%, 07/09/2022, 07/09/2041 (I)		1,460		391
1.125%, 1.500%, 07/09/2022, 07/09/2035 (I)		2,557		551
1.000%, 07/09/2029		203		46
0.500%, 0.750%, 07/09/2023, 07/09/2030 (I)		1,216		285
Brazilian Government International Bond
5.000%, 01/27/2045		3,400		2,425
4.750%, 01/14/2050		1,300		880
4.625%, 01/13/2028		2,890		2,698
2.625%, 01/05/2023		200		199
Buenos Aires Government International Bond MTN
3.900%, 5.25% 09/01/2022, 09/01/2037 (C)(I)		859		254
Chile Government International Bond
4.340%, 03/07/2042(D)		994		885
3.500%, 01/31/2034		239		212
China Government Bond
3.390%, 05/21/2025	CNY	2,000		305
3.310%, 11/30/2025		11,500		1,752
Colombia Government International Bond
5.625%, 02/26/2044	$	660		474
5.000%, 06/15/2045		830		555
4.125%, 02/22/2042		680		422
3.250%, 04/22/2032(D)		670		484
Export-Import Bank of India
3.375%, 08/05/2026(C)		350		333
Indonesia Government International Bond
4.300%, 03/31/2052		409		355
3.700%, 10/30/2049(D)		970		776
Indonesia Treasury Bond
6.500%, 02/15/2031	IDR	100,717,000		6,450
6.375%, 04/15/2032		58,803,000		3,706
Israel Government International Bond
3.375%, 01/15/2050	$	280		226
2.750%, 07/03/2030		470		436
Kenya Government International Bond
7.250%, 02/28/2028(C)		200		144
6.875%, 06/24/2024		200		167
6.300%, 01/23/2034(C)(D)		960		597


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Mexico Government International Bond
6.050%, 01/11/2040	$	1,210	$	1,189
4.750%, 03/08/2044(D)		10,080		8,376
4.600%, 02/10/2048		200		158
4.500%, 04/22/2029(D)		995		966
4.400%, 02/12/2052		520		391
4.280%, 08/14/2041		1,349		1,066
3.750%, 01/11/2028		390		374
3.500%, 02/12/2034(D)		1,347		1,113
2.659%, 05/24/2031(D)		3,760		3,094
Nigeria Government International Bond
7.143%, 02/23/2030(C)		240		169
6.500%, 11/28/2027(C)(D)		220		167
Panama Government International Bond
4.500%, 04/01/2056		540		428
2.252%, 09/29/2032		620		483
Paraguay Government International Bond
5.400%, 03/30/2050(C)		591		458
4.950%, 04/28/2031(C)		234		216
3.849%, 06/28/2033(C)		597		487
Peruvian Government International Bond
5.625%, 11/18/2050(D)		600		621
3.600%, 01/15/2072		274		185
2.783%, 01/23/2031		300		255
1.862%, 12/01/2032		553		419
Province of Quebec Canada
2.625%, 02/13/2023		620		619
Province of Saskatchewan Canada
3.250%, 06/08/2027		463		461
Republic of Italy Government International Bond
3.875%, 05/06/2051		237		186
Republic of Poland Government International Bond
4.000%, 01/22/2024(D)		1,327		1,326
Russian Federal Bond - OFZ
8.150%, 02/03/2027	RUB	315,940		490
7.700%, 03/16/2039		162,070		252
7.650%, 04/10/2030		63,630		99
7.250%, 05/10/2034		24,200		38
7.000%, 01/25/2023		34,160		53
7.000%, 08/16/2023		231,430		359
6.900%, 05/23/2029		452,100		702
Russian Foreign Bond - Eurobond
7.500%, 03/31/2030	$	281		73
5.625%, 04/04/2042		2,000		560
4.875%, 09/16/2023		200		50

Total Sovereign Debt
(Cost $83,574) ($ Thousands)				53,978


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.7%
FHLB
1.610%, 09/04/2024	$	3,360	$	3,271
1.610%, 09/04/2024		3,355		3,270
1.040%, 06/14/2024		13,660		13,201
FHLMC MTN
0.000%, 12/14/2029(A)		1,213		948
FNMA
0.500%, 06/17/2025		4,215		3,910
0.000%, 11/15/2030(A)		3,564		2,684
Resolution Funding Interest
0.000%, 01/15/2030(A)		905		700
Resolution Funding Principal
0.000%, 04/15/2030(A)		1,165		888
Tennessee Valley Authority
0.750%, 05/15/2025		1,055		987



Total U.S. Government Agency Obligations
(Cost $31,635) ($ Thousands)				29,859



MUNICIPAL BONDS — 0.3%
California — 0.0%
California Health Facilities Financing Authority, RB
3.000%, 08/15/2051		785		630
California State University, Ser B, RB
2.374%, 11/01/2035		685		547
Regents of the University of California Medical Center Pooled Revenue, Ser N, RB
3.256%, 05/15/2060		790		587

				1,764

Georgia — 0.1%
Georgia State, Municipal Electric Authority, RB
7.055%, 04/01/2057		1,064		1,217


Michigan — 0.0%
University of Michigan, Ser A, RB
3.504%, 04/01/2052		530		469


Nevada — 0.1%
Clark County, Department of Aviation, Ser C, RB
6.820%, 07/01/2045		728		939


New York — 0.1%
Metropolitan New York, Transportation Authority, Ser C2, RB
5.175%, 11/15/2049 (D)		260		268


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York and New Jersey, Port Authority, RB
4.458%, 10/01/2062	$	505	$	491
New York City, Ser D, GO
2.223%, 08/01/2035		1,350		1,061
1.823%, 08/01/2030		610		511
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser B-3, RB
2.000%, 08/01/2035		1,000		760
New York City, Transitional Finance Authority Future Tax Secured Revenue, Sub-Ser D-3, RB
2.400%, 11/01/2032		610		516
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB
5.508%, 08/01/2037		275		302
New York State, Dormitory Authority, RB
5.289%, 03/15/2033		850		906

				4,815

Ohio — 0.0%
Ohio State University, Ser A, RB
4.800%, 06/01/2111		433		434


Texas — 0.0%
Board of Regents of the University of Texas System, Ser B, RB
2.439%, 08/15/2049		295		212
North Texas, Tollway Authority, Ser B, RB
6.718%, 01/01/2049 (D)		632		851

				1,063

Virginia — 0.0%
University of Virginia, RB
2.256%, 09/01/2050		480		331



Total Municipal Bonds
(Cost $12,228) ($ Thousands)				11,032


	Shares
AFFILIATED PARTNERSHIP — 7.8%
SEI Liquidity Fund, L.P.
1.330% **^†(J)		302,267,097		302,291


Total Affiliated Partnership
(Cost $302,280) ($ Thousands)				302,291


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		72,516,910	$	72,517

Total Cash Equivalent
(Cost $72,517) ($ Thousands)				72,517



PURCHASED OPTIONS — 0.0%
Total Purchased Options (K)
(Cost $973) ($ Thousands)				608



PURCHASED SWAPTIONS — 0.0%
Total Purchased Swaptions (L)
(Cost $233) ($ Thousands)				39


Total Investments in Securities — 116.3%
(Cost $4,859,060) ($ Thousands)			$	4,513,057




WRITTEN OPTIONS — (0.1)%
Total Written Options (K)
(Premiums Received $2,893) ($ Thousands)			$	(3,894	)



WRITTEN SWAPTIONS — (0.0)%
Total Written Swaptions (L)
(Premiums Received $228) ($ Thousands)			$	(133	)

A list of the exchange traded option contracts held by the Fund at June 30, 2022, is as follows:

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

A list of the open forward foreign currency contracts held by the Fund at June 30, 2022 is as follows:

A list of open centrally cleared swap agreements held by the Fund at June 30, 2022, is as follows:

(D)	Certain securities or partial positions of certain securities are on loan at June 30, 2022. The total market value of securities on loan at June 30, 2022 was $249,159 ($ Thousands).
(E)	Perpetual security with no stated maturity date.
(F)	Security is in default on interest payment.
(G)	Interest rate represents the security's effective yield at the time of purchase.
(H)	Unsettled bank loan. Interest rate may not be available.
(I)	Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.
(J)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $302,291 ($ Thousands).
(K)	Refer to table below for details on Options Contracts.
(L)	Refer to table below for details on Swaption Contracts.

ACES — Alternative Credit Enhancement Structure

ARM — Adjustable Rate Mortgage

AUD — Australian Dollar

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

TA — Tax Allocation

TBA — To Be Announced

ULC — Unlimited Liability Company

USD — United States Dollar

VAR — Variable Rate

The following is a summary of the level of inputs used as of June 30, 2022, in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):


Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Mortgage-Backed Securities		–		1,317,713		–		1,317,713
Corporate Obligations		–		1,250,159		–		1,250,159
U.S. Treasury Obligations		116,080		934,797		–		1,050,877
Asset-Backed Securities		–		366,883		–		366,883
Loan Participations		–		57,101		–		57,101
Sovereign Debt		–		53,978		–		53,978
U.S. Government Agency Obligations		–		29,859		–		29,859
Municipal Bonds		–		11,032		–		11,032
Affiliated Partnership		–		302,291		–		302,291
Cash Equivalent		72,517		–		–		72,517
Purchased Options		608		–		–		608
Purchased Swaptions		–		39		–		39
Total Investments in Securities		189,205		4,323,852		–		4,513,057

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(3,894	)		–			–		(3,894	)
Written Swaptions		–			(133	)		–		(133	)
Futures Contracts*
Unrealized Appreciation		2,713			–			–		2,713
Unrealized Depreciation		(9,111	)		–			–		(9,111	)
Forwards Contracts*
Unrealized Appreciation		–			1,140			–		1,140
Unrealized Depreciation		–			(4,207	)		–		(4,207	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			22,884			–		22,884

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Unrealized Depreciation		–			(7,470	)		–		(7,470	)
Credit Default Swaps*
Unrealized Depreciation		–			(3,383	)		–		(3,383	)
Total Other Financial Instruments		(10,292	)		8,831			–		(1,461	)

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

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 74.9%
Communication Services — 10.6%
Altice France
8.125%, 02/01/2027 (A)	$	800	$	736
5.500%, 10/15/2029 (A)		1,357		1,037
5.125%, 07/15/2029 (A)		1,002		756
Altice France Holding
10.500%, 05/15/2027 (A)		2,748		2,306
6.000%, 02/15/2028 (A)		1,756		1,246
AMC Entertainment Holdings
10.000%, 06/15/2026 (A)		938		623
6.125%, 05/15/2027		420		206
5.750%, 06/15/2025		85		59
ANGI Group
3.875%, 08/15/2028 (A)		1,465		1,115
Audacy Capital
6.750%, 03/31/2029 (A)		4,684		2,494
6.500%, 05/01/2027 (A)		1,017		605
Avaya
8.000%, 12/15/2027		1,995		1,995
Beasley Mezzanine Holdings
8.625%, 02/01/2026 (A)		880		660
Belo
7.250%, 09/15/2027		250		245
CCO Holdings
5.375%, 06/01/2029 (A)		1,050		939
5.125%, 05/01/2027 (A)		3,472		3,277
5.000%, 02/01/2028 (A)		2,627		2,424
4.750%, 03/01/2030 (A)		1,270		1,086
4.750%, 02/01/2032 (A)		110		90
4.500%, 08/15/2030 (A)		7,546		6,265
4.500%, 05/01/2032		2,185		1,769
4.250%, 02/01/2031 (A)		5,299		4,319
4.250%, 01/15/2034 (A)		880		680
Charter Communications Operating
4.400%, 12/01/2061		235		169
3.950%, 06/30/2062		950		635
3.900%, 06/01/2052		655		455
3.700%, 04/01/2051		720		487
Cinemark USA
8.750%, 05/01/2025 (A)		160		162
5.250%, 07/15/2028 (A)		135		109
Clear Channel International BV
6.625%, 08/01/2025 (A)		564		525
Clear Channel Outdoor Holdings
7.750%, 04/15/2028 (A)		285		207
7.500%, 06/01/2029 (A)		524		377
5.125%, 08/15/2027 (A)		1,870		1,579
Comcast
2.987%, 11/01/2063		2,485		1,695
2.937%, 11/01/2056		1,785		1,240
Consolidated Communications
6.500%, 10/01/2028 (A)		2,979		2,534


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DISH DBS
7.750%, 07/01/2026	$	2,855	$	2,225
7.375%, 07/01/2028		5,314		3,615
5.875%, 07/15/2022		30		30
5.875%, 11/15/2024		3,112		2,622
5.750%, 12/01/2028 (A)		1,878		1,391
5.250%, 12/01/2026 (A)		2,180		1,709
5.125%, 06/01/2029		2,514		1,528
5.000%, 03/15/2023		1,789		1,703
DKT Finance ApS
9.375%, 06/17/2023 (A)		1,205		1,163
Frontier Communications Holdings
8.750%, 05/15/2030 (A)		2,097		2,120
6.750%, 05/01/2029 (A)		269		221
6.000%, 01/15/2030 (A)		968		745
5.875%, 10/15/2027 (A)		206		185
5.875%, 11/01/2029		1,672		1,287
5.000%, 05/01/2028 (A)		662		563
Gannett Holdings
6.000%, 11/01/2026 (A)		158		132
Gray Escrow II
5.375%, 11/15/2031 (A)		1,990		1,594
Gray Television
7.000%, 05/15/2027 (A)		465		448
4.750%, 10/15/2030 (A)		1,744		1,365
iHeartCommunications
8.375%, 05/01/2027		575		457
6.375%, 05/01/2026		399		369
5.250%, 08/15/2027 (A)		1,138		974
4.750%, 01/15/2028 (A)		842		694
Iliad Holding SASU
7.000%, 10/15/2028 (A)		180		157
6.500%, 10/15/2026 (A)		1,280		1,152
Intelsat Jackson Holdings
6.500%, 03/15/2030 (A)		1,852		1,528
Intelsat Jackson Holdings (Escrow Security)
0.000%, 12/31/2049 (B)(C)		4,165		–
Level 3 Financing
4.625%, 09/15/2027 (A)		1,131		964
4.250%, 07/01/2028 (A)		838		671
3.750%, 07/15/2029 (A)		320		247
3.625%, 01/15/2029 (A)		3,305		2,548
Live Nation Entertainment
6.500%, 05/15/2027 (A)		2,068		2,034
5.625%, 03/15/2026 (A)		309		294
4.875%, 11/01/2024 (A)		952		909
4.750%, 10/15/2027 (A)		2,185		1,937
3.750%, 01/15/2028 (A)		55		47
Lumen Technologies
7.500%, 04/01/2024		444		438
5.625%, 04/01/2025		1,483		1,406
5.375%, 06/15/2029 (A)		1,853		1,467


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.125%, 12/15/2026 (A)	$	3,275	$	2,757
4.500%, 01/15/2029 (A)		1,185		882
4.000%, 02/15/2027 (A)		1,538		1,301
Netflix
5.875%, 11/15/2028		470		460
5.375%, 11/15/2029 (A)		205		194
News
5.125%, 02/15/2032 (A)		765		677
3.875%, 05/15/2029 (A)		174		150
Nexstar Media
5.625%, 07/15/2027 (A)		3,812		3,478
4.750%, 11/01/2028 (A)		1,382		1,185
Outfront Media Capital
5.000%, 08/15/2027 (A)		465		406
Sable International Finance
5.750%, 09/07/2027 (A)		854		783
Salem Media Group
6.750%, 06/01/2024 (A)		746		724
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)		115		101
Scripps II (Escrow Security)
5.375%, 01/15/2031 (A)		81		65
3.875%, 01/15/2029 (A)		2,427		2,034
Sinclair Television Group
5.125%, 02/15/2027 (A)		215		181
4.125%, 12/01/2030 (A)		4,280		3,395
Sirius XM Radio
5.500%, 07/01/2029 (A)		994		906
5.000%, 08/01/2027 (A)		1,222		1,133
4.125%, 07/01/2030 (A)		1,633		1,364
4.000%, 07/15/2028 (A)		1,952		1,688
3.875%, 09/01/2031 (A)		1,290		1,027
SoftBank Group
6.000%, USD ICE Swap 11:00 NY 5 Yr + 4.226%(D)(E)		605		538
5.125%, 09/19/2027		527		430
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		2,486		1,973
Sprint
7.625%, 03/01/2026		1,490		1,570
Stagwell Global
5.625%, 08/15/2029 (A)		248		199
TEGNA
4.625%, 03/15/2028		677		633
Telecom Italia Capital
6.000%, 09/30/2034		285		215
Telesat Canada
6.500%, 10/15/2027 (A)		3,430		1,443
5.625%, 12/06/2026 (A)		1,163		735
T-Mobile USA
4.750%, 02/01/2028		964		934
3.500%, 04/15/2031		1,815		1,567


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.375%, 04/15/2029	$	805	$	704
2.250%, 02/15/2026		1,869		1,682
TripAdvisor
7.000%, 07/15/2025 (A)		30		29
Twitter
3.875%, 12/15/2027 (A)		547		516
United States Cellular
6.700%, 12/15/2033		1,289		1,228
Urban One
7.375%, 02/01/2028 (A)		5,770		4,941
Verizon Communications
2.987%, 10/30/2056		1,440		1,000
Windstream Escrow
7.750%, 08/15/2028 (A)		2,630		2,117
WMG Acquisition
3.750%, 12/01/2029 (A)		334		279
3.000%, 02/15/2031 (A)		1,452		1,126
ZipRecruiter
5.000%, 01/15/2030 (A)		1,616		1,357

				138,152

Consumer Discretionary — 14.4%
1011778 BC ULC / New Red Finance
4.000%, 10/15/2030 (A)		1,010		810
3.875%, 01/15/2028 (A)		128		111
3.500%, 02/15/2029 (A)		93		79
Abercrombie & Fitch Management
8.750%, 07/15/2025 (A)		546		532
Adient Global Holdings
4.875%, 08/15/2026 (A)		2,880		2,528
Adtalem Global Education
5.500%, 03/01/2028 (A)		888		793
Altice Financing
5.750%, 08/15/2029 (A)		2,389		1,917
5.000%, 01/15/2028 (A)		4,178		3,367
American Axle & Manufacturing
6.875%, 07/01/2028		223		200
6.500%, 04/01/2027		395		350
6.250%, 03/15/2026		268		246
5.000%, 10/01/2029		177		144
American Greetings
8.750%, 04/15/2025 (A)		2,940		2,859
Aramark Services
5.000%, 02/01/2028 (A)		277		251
Asbury Automotive Group
4.625%, 11/15/2029 (A)		736		608
4.500%, 03/01/2028		2,076		1,801
Ashton Woods USA
6.625%, 01/15/2028 (A)		3,069		2,609
4.625%, 08/01/2029 (A)		715		536
Aston Martin Capital Holdings
10.500%, 11/30/2025 (A)		777		708


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(C)(F)(G)	$	2,750	$	–
Bath & Body Works
9.375%, 07/01/2025 (A)		19		19
7.600%, 07/15/2037		370		298
7.500%, 06/15/2029		271		247
6.875%, 11/01/2035		539		438
6.750%, 07/01/2036		2,225		1,780
6.694%, 01/15/2027		81		76
6.625%, 10/01/2030 (A)		1,099		949
5.250%, 02/01/2028		1,794		1,514
BCPE Ulysses Intermediate
7.750%cash/0% PIK, 04/01/2027 (A)		1,267		779
Bloomin' Brands
5.125%, 04/15/2029 (A)		1,370		1,162
Boyne USA
4.750%, 05/15/2029 (A)		764		662
Brookfield Residential Properties
4.875%, 02/15/2030 (A)		712		517
Caesars Entertainment
8.125%, 07/01/2027 (A)		855		826
6.250%, 07/01/2025 (A)		782		754
4.625%, 10/15/2029 (A)		161		125
Carnival
10.500%, 02/01/2026 (A)		501		499
9.875%, 08/01/2027 (A)		1,495		1,458
6.000%, 05/01/2029 (A)		224		157
5.750%, 03/01/2027 (A)		4,673		3,375
4.000%, 08/01/2028 (A)		488		400
Carvana
10.250%, 05/01/2030 (A)		540		443
5.875%, 10/01/2028 (A)		228		145
5.500%, 04/15/2027 (A)		582		376
4.875%, 09/01/2029 (A)		957		544
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		434		384
Cedar Fair
5.500%, 05/01/2025 (A)		180		175
5.250%, 07/15/2029		1,095		966
Cengage Learning
9.500%, 06/15/2024 (A)		2,710		2,507
Century Communities
6.750%, 06/01/2027		444		426
3.875%, 08/15/2029 (A)		461		361
Clarios Global
6.750%, 05/15/2025 (A)		576		570
CMG Media
8.875%, 12/15/2027 (A)		4,129		3,262
Constellation
8.500%, 09/15/2025 (A)		117		102
Cooper-Standard Automotive
13.000%, 06/01/2024 (A)		440		440


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.625%, 11/15/2026 (A)	$	885	$	415
Crocs
4.125%, 08/15/2031 (A)		497		352
CSC Holdings
7.500%, 04/01/2028 (A)		1,220		1,019
6.500%, 02/01/2029 (A)		2,270		2,050
5.875%, 09/15/2022		92		92
5.750%, 01/15/2030 (A)		3,200		2,328
5.250%, 06/01/2024		977		913
4.625%, 12/01/2030 (A)		2,093		1,400
4.500%, 11/15/2031 (A)		299		231
3.375%, 02/15/2031 (A)		677		501
Cumulus Media New Holdings
6.750%, 07/01/2026 (A)		916		844
Dana
5.625%, 06/15/2028		1,085		934
5.375%, 11/15/2027		539		467
4.250%, 09/01/2030		391		303
Diamond Sports Group
6.625%, 08/15/2027 (A)		3,243		389
5.375%, 08/15/2026 (A)		5,690		1,422
Directv Financing
5.875%, 08/15/2027 (A)		3,701		3,157
Dornoch Debt Merger Sub
6.625%, 10/15/2029 (A)		2,415		1,783
eG Global Finance
8.500%, 10/30/2025 (A)		520		504
6.750%, 02/07/2025 (A)		3,607		3,401
Empire Resorts
7.750%, 11/01/2026 (A)		3,175		2,842
Fertitta Entertainment
6.750%, 01/15/2030 (A)		471		361
4.625%, 01/15/2029 (A)		706		602
Fontainebleau Las Vegas Holdings
11.000%, 06/15/2015 (A)(F)(H)		3,108		–
Ford Motor Credit
5.125%, 06/16/2025		951		908
5.113%, 05/03/2029		1,440		1,291
4.687%, 06/09/2025		655		619
4.542%, 08/01/2026		730		668
4.271%, 01/09/2027		635		570
4.134%, 08/04/2025		250		237
4.125%, 08/17/2027		1,219		1,073
4.063%, 11/01/2024		1,369		1,299
4.000%, 11/13/2030		1,502		1,217
3.815%, 11/02/2027		525		446
3.810%, 01/09/2024		43		42
3.625%, 06/17/2031		4,012		3,109
3.370%, 11/17/2023		325		317
2.900%, 02/16/2028		1,995		1,607
2.900%, 02/10/2029		525		412
2.700%, 08/10/2026		200		170


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ford Motor Credit MTN
4.389%, 01/08/2026	$	415	$	382
Gap
3.875%, 10/01/2031 (A)		63		44
3.625%, 10/01/2029 (A)		128		90
GCI
4.750%, 10/15/2028 (A)		599		519
Goodyear Tire & Rubber
5.250%, 04/30/2031		345		280
5.250%, 07/15/2031		81		65
5.000%, 07/15/2029		317		263
Hanesbrands
4.625%, 05/15/2024 (A)		2,293		2,245
Hertz (Escrow Security)
7.125%, 08/01/2026		465		28
6.000%, 01/15/2028		450		27
5.500%, 10/15/2024		559		3
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		246		234
5.375%, 05/01/2025 (A)		74		73
4.875%, 01/15/2030		50		45
3.750%, 05/01/2029 (A)		97		82
Hilton Worldwide Finance
4.875%, 04/01/2027		175		165
International Game Technology
6.500%, 02/15/2025 (A)		1,367		1,360
6.250%, 01/15/2027 (A)		1,575		1,532
Jacobs Entertainment
6.750%, 02/15/2029 (A)		1,150		972
Jaguar Land Rover Automotive
5.500%, 07/15/2029 (A)		2,350		1,704
Ken Garff Automotive
4.875%, 09/15/2028 (A)		278		227
Las Vegas Sands
3.200%, 08/08/2024		1,474		1,392
LBM Acquisition
6.250%, 01/15/2029 (A)		2,042		1,315
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		2,174		1,655
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		1,997		1,863
Levi Strauss
3.500%, 03/01/2031 (A)		814		665
Liberty Interactive
8.250%, 02/01/2030		3,677		2,441
Life Time
5.750%, 01/15/2026 (A)		1,900		1,703
Lithia Motors
4.375%, 01/15/2031 (A)		1,082		922
3.875%, 06/01/2029 (A)		838		712
Macy's Retail Holdings
5.125%, 01/15/2042		975		648


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
MajorDrive Holdings IV
6.375%, 06/01/2029 (A)	$	3,586	$	2,456
Marriott Ownership Resorts
6.125%, 09/15/2025 (A)		114		113
4.500%, 06/15/2029 (A)		41		34
Mattamy Group
4.625%, 03/01/2030 (A)		713		521
Mattel
5.875%, 12/15/2027 (A)		190		186
3.750%, 04/01/2029 (A)		48		43
3.375%, 04/01/2026 (A)		1,648		1,512
McGraw-Hill Education
5.750%, 08/01/2028 (A)		2,680		2,295
Meritage Homes
3.875%, 04/15/2029 (A)		997		826
MGM Resorts International
6.750%, 05/01/2025		315		309
6.000%, 03/15/2023		708		706
5.750%, 06/15/2025		674		642
Michaels
7.875%, 05/01/2029 (A)		2,240		1,476
5.250%, 05/01/2028 (A)		1,335		1,049
Midcontinent Communications
5.375%, 08/15/2027 (A)		552		508
Midwest Gaming Borrower
4.875%, 05/01/2029 (A)		1,227		1,000
Millennium Escrow
6.625%, 08/01/2026 (A)		1,420		1,146
National CineMedia
5.875%, 04/15/2028 (A)		150		106
NCL
5.875%, 02/15/2027 (A)		1,353		1,157
Neiman Marcus Group (Escrow Security)
0.000%, 10/15/2022 (B)(C)(F)		1,582		469
NESCO Holdings II
5.500%, 04/15/2029 (A)		271		227
Newell Brands
5.625%, 04/01/2036		90		78
Nordstrom
4.375%, 04/01/2030		949		738
Panther BF Aggregator 2
8.500%, 05/15/2027 (A)		1,588		1,535
6.250%, 05/15/2026 (A)		1,300		1,251
PECF USS Intermediate Holding III
8.000%, 11/15/2029 (A)		2,115		1,676
Peninsula Pacific Entertainment
8.500%, 11/15/2027 (A)		2,046		2,147
PetSmart
7.750%, 02/15/2029 (A)		250		225
4.750%, 02/15/2028 (A)		611		529
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		575		434


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PM General Purchaser
9.500%, 10/01/2028 (A)	$	383	$	309
Radiate Holdco
6.500%, 09/15/2028 (A)		2,775		2,145
4.500%, 09/15/2026 (A)		550		474
Real Hero Merger Sub 2
6.250%, 02/01/2029 (A)		934		708
Royal Caribbean Cruises
11.500%, 06/01/2025 (A)		272		279
10.875%, 06/01/2023 (A)		158		159
9.125%, 06/15/2023 (A)		56		55
5.500%, 08/31/2026 (A)		910		676
Service International
7.500%, 04/01/2027		640		678
4.000%, 05/15/2031		51		44
3.375%, 08/15/2030		24		20
Shea Homes
4.750%, 02/15/2028 (A)		711		571
4.750%, 04/01/2029 (A)		825		647
Six Flags Entertainment
5.500%, 04/15/2027 (A)		80		73
4.875%, 07/31/2024 (A)		2,342		2,224
Six Flags Theme Parks
7.000%, 07/01/2025 (A)(G)		668		676
Sonic Automotive
4.625%, 11/15/2029 (A)		189		146
Sotheby's
5.875%, 06/01/2029 (A)		460		395
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		2,816		2,289
SRS Distribution
6.125%, 07/01/2029 (A)		2,042		1,611
6.000%, 12/01/2029 (A)		962		755
4.625%, 07/01/2028 (A)		327		286
Staples
10.750%, 04/15/2027 (A)		1,355		894
7.500%, 04/15/2026 (A)		1,753		1,453
Starbucks
3.550%, 08/15/2029		542		509
Station Casinos
4.625%, 12/01/2031 (A)		1,622		1,265
4.500%, 02/15/2028 (A)		2,234		1,887
StoneMor
8.500%, 05/15/2029 (A)		1,410		1,248
Studio City Finance
5.000%, 01/15/2029 (A)		2,405		1,239
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (A)		1,445		1,329
Superior Plus
4.500%, 03/15/2029 (A)		202		172
Telenet Finance Luxembourg Notes S.A.R.L
5.500%, 03/01/2028 (A)		2,400		2,118


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tempur Sealy International
4.000%, 04/15/2029 (A)	$	525	$	423
3.875%, 10/15/2031 (A)		1,351		1,013
Tenneco
7.875%, 01/15/2029 (A)		138		133
5.375%, 12/15/2024		110		106
5.125%, 04/15/2029 (A)		1,535		1,445
5.000%, 07/15/2026		212		198
Thor Industries
4.000%, 10/15/2029 (A)		1,863		1,475
Univision Communications
7.375%, 06/30/2030 (A)		76		74
6.625%, 06/01/2027 (A)		824		785
4.500%, 05/01/2029 (A)		1,668		1,396
Vail Resorts
6.250%, 05/15/2025 (A)		437		436
Videotron
3.625%, 06/15/2029 (A)		195		158
Virgin Media Finance
5.000%, 07/15/2030 (A)		493		391
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)		1,191		1,065
4.500%, 08/15/2030 (A)		480		394
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		1,934		1,600
Vista Outdoor
4.500%, 03/15/2029 (A)		1,180		903
VOC Escrow
5.000%, 02/15/2028 (A)		1,150		924
Volkswagen Group of America Finance
1.250%, 11/24/2025 (A)		595		532
VZ Secured Financing BV
5.000%, 01/15/2032 (A)		1,260		1,046
Wheel Pros
6.500%, 05/15/2029 (A)		2,450		1,730
White Capital Buyer
6.875%, 10/15/2028 (A)		105		84
White Capital Parent
8.250%, 03/15/2026 (A)		2,850		2,373
Wolverine World Wide
4.000%, 08/15/2029 (A)		1,269		1,018
WW International
4.500%, 04/15/2029 (A)		1,775		1,182
Wynn Las Vegas
5.500%, 03/01/2025 (A)		1,135		1,039
5.250%, 05/15/2027 (A)		190		163
Wynn Macau
5.625%, 08/26/2028 (A)		50		31
5.500%, 01/15/2026 (A)		545		377
5.500%, 10/01/2027 (A)		205		132
5.125%, 12/15/2029 (A)		45		28


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wynn Resorts Finance
7.750%, 04/15/2025 (A)	$	60	$	58
5.125%, 10/01/2029 (A)		379		299
Yum! Brands
6.875%, 11/15/2037		1,065		1,081
5.375%, 04/01/2032		325		300
4.625%, 01/31/2032		217		192
3.625%, 03/15/2031		2,274		1,910

				190,358

Consumer Staples — 3.0%
Albertsons
5.875%, 02/15/2028 (A)		125		117
4.875%, 02/15/2030 (A)		60		51
4.625%, 01/15/2027 (A)		835		746
3.500%, 03/15/2029 (A)		448		363
3.250%, 03/15/2026 (A)		221		192
BellRing Brands
7.000%, 03/15/2030 (A)		1,405		1,324
Central Garden & Pet
5.125%, 02/01/2028		350		314
4.125%, 10/15/2030		242		199
4.125%, 04/30/2031 (A)		168		135
Chobani
7.500%, 04/15/2025 (A)		780		716
4.625%, 11/15/2028 (A)		1,118		945
Coca-Cola
2.750%, 06/01/2060		417		295
2.500%, 06/01/2040		880		688
Coty
6.500%, 04/15/2026 (A)		800		738
5.000%, 04/15/2026 (A)		1,138		1,043
4.750%, 01/15/2029 (A)		2,370		2,034
Edgewell Personal Care
5.500%, 06/01/2028 (A)		305		278
4.125%, 04/01/2029 (A)		117		97
Energizer Holdings
6.500%, 12/31/2027 (A)		133		117
4.750%, 06/15/2028 (A)		469		372
4.375%, 03/31/2029 (A)		1,207		927
High Ridge Brands (Escrow Security)
9.772%, 03/15/2025		760		–
HLF Financing S.a.r.l.
4.875%, 06/01/2029 (A)		1,570		1,083
JBS USA LUX
5.500%, 01/15/2030 (A)		2,710		2,564
Lamb Weston Holdings
4.875%, 05/15/2028 (A)		135		127
4.375%, 01/31/2032 (A)		63		55
4.125%, 01/31/2030 (A)		1,193		1,033
LSF9 Atlantis Holdings
7.750%, 02/15/2026 (A)		3,750		3,175


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
New Albertsons
8.700%, 05/01/2030	$	955	$	1,017
8.000%, 05/01/2031		1,455		1,421
Performance Food Group
6.875%, 05/01/2025 (A)		50		50
5.500%, 10/15/2027 (A)		355		329
4.250%, 08/01/2029 (A)		260		217
Post Holdings
5.750%, 03/01/2027 (A)		129		125
5.625%, 01/15/2028 (A)		565		536
5.500%, 12/15/2029 (A)		206		184
4.625%, 04/15/2030 (A)		208		175
Rite Aid
8.000%, 11/15/2026 (A)		2,468		1,919
7.700%, 02/15/2027		159		99
7.500%, 07/01/2025 (A)		2,169		1,757
Sigma Holdco BV
7.875%, 05/15/2026 (A)		3,797		2,156
Simmons Foods
4.625%, 03/01/2029 (A)		2,241		1,895
Spectrum Brands
5.500%, 07/15/2030 (A)		617		555
5.000%, 10/01/2029 (A)		100		86
3.875%, 03/15/2031 (A)		1,404		1,131
Triton Water Holdings
6.250%, 04/01/2029 (A)		2,579		1,831
Turning Point Brands
5.625%, 02/15/2026 (A)		640		568
US Foods
4.625%, 06/01/2030 (A)		230		194
Vector Group
10.500%, 11/01/2026 (A)		2,890		2,680
5.750%, 02/01/2029 (A)		970		808

				39,461

Energy — 10.5%
Aethon United BR
8.250%, 02/15/2026 (A)		1,856		1,804
Antero Midstream Partners
7.875%, 05/15/2026 (A)		318		318
5.750%, 03/01/2027 (A)		817		760
5.750%, 01/15/2028 (A)		290		264
5.375%, 06/15/2029 (A)		241		216
Antero Resources
8.375%, 07/15/2026 (A)		260		275
7.625%, 02/01/2029 (A)		1,271		1,293
5.375%, 03/01/2030 (A)		89		81
Apache
5.100%, 09/01/2040		2,729		2,304
Archrock Partners
6.250%, 04/01/2028 (A)		2,381		2,108


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ascent Resources Utica Holdings
8.250%, 12/31/2028 (A)	$	1,898	$	1,808
7.000%, 11/01/2026 (A)		756		703
5.875%, 06/30/2029 (A)		2,139		1,882
Baytex Energy
8.750%, 04/01/2027 (A)		325		326
Blue Racer Midstream
7.625%, 12/15/2025 (A)		2,721		2,572
Buckeye Partners
4.500%, 03/01/2028 (A)		400		337
4.125%, 03/01/2025 (A)		230		213
4.125%, 12/01/2027		135		115
California Resources
7.125%, 02/01/2026 (A)		284		278
Cheniere Energy
4.625%, 10/15/2028		1,045		941
Cheniere Energy Partners
4.500%, 10/01/2029		4,017		3,586
4.000%, 03/01/2031		389		331
3.250%, 01/31/2032 (A)		393		309
Chesapeake Energy
6.750%, 04/15/2029 (A)		582		563
5.500%, 02/01/2026 (A)		82		78
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (B)(C)		3,650		71
Chord Energy
6.375%, 06/01/2026 (A)		104		96
Citgo Holding
9.250%, 08/01/2024 (A)		5,881		5,690
CITGO Petroleum
6.375%, 06/15/2026 (A)		300		277
CNX Midstream Partners
4.750%, 04/15/2030 (A)		54		45
Colgate Energy Partners III
5.875%, 07/01/2029 (A)		835		732
Comstock Resources
6.750%, 03/01/2029 (A)		1,502		1,345
5.875%, 01/15/2030 (A)		157		135
Continental Resources
5.750%, 01/15/2031 (A)		879		850
CQP Holdco
5.500%, 06/15/2031 (A)		906		771
Crestwood Midstream Partners
8.000%, 04/01/2029 (A)		613		569
CrownRock
5.625%, 10/15/2025 (A)		1,520		1,429
DCP Midstream Operating
8.125%, 08/16/2030		1,125		1,201
5.625%, 07/15/2027		638		609
5.125%, 05/15/2029		538		484
3.250%, 02/15/2032		215		169


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Delek Logistics Partners
6.750%, 05/15/2025	$	811	$	756
DT Midstream
4.375%, 06/15/2031 (A)		103		86
4.125%, 06/15/2029 (A)		1,629		1,381
Earthstone Energy Holdings
8.000%, 04/15/2027 (A)		1,120		1,060
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (A)		2,269		2,144
Endeavor Energy Resources
6.625%, 07/15/2025 (A)		248		249
Energy Transfer
5.500%, 06/01/2027		1,564		1,601
EnLink Midstream
5.375%, 06/01/2029		3,578		3,131
EnLink Midstream Partners
4.850%, 07/15/2026		190		175
Enviva Partners
6.500%, 01/15/2026 (A)		1,273		1,230
EQM Midstream Partners
6.000%, 07/01/2025 (A)(G)		276		265
7.500%, 06/01/2027 (A)		170		164
7.500%, 06/01/2030 (A)		134		129
6.500%, 07/01/2027 (A)		712		662
6.500%, 07/15/2048		2,452		1,870
4.750%, 01/15/2031 (A)		204		163
4.500%, 01/15/2029 (A)		424		344
EQT
7.500%, 02/01/2030		1,351		1,450
6.625%, 02/01/2025		270		278
Exterran Energy Solutions
8.125%, 05/01/2025		2,187		2,072
Genesis Energy
8.000%, 01/15/2027		1,377		1,219
7.750%, 02/01/2028		1,453		1,257
6.500%, 10/01/2025		20		18
Gulfport Energy
8.000%, 05/17/2026 (A)		2,315		2,277
Gulfport Energy Operating (Escrow Security)
6.375%, 05/15/2025 (B)		183		–
6.375%, 01/15/2026		585		–
6.000%, 10/15/2024		215		–
Harvest Midstream I
7.500%, 09/01/2028 (A)		1,990		1,869
Hess Midstream Operations
5.625%, 02/15/2026 (A)		325		310
5.500%, 10/15/2030 (A)		415		372
4.250%, 02/15/2030 (A)		1,777		1,488
Hilcorp Energy I
6.250%, 11/01/2028 (A)		10		9
6.250%, 04/15/2032 (A)		85		75
6.000%, 04/15/2030 (A)		101		88


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.750%, 02/01/2029 (A)	$	655	$	575
Holly Energy Partners
6.375%, 04/15/2027 (A)		160		151
Howard Midstream Energy Partners
6.750%, 01/15/2027 (A)		3,085		2,658
ITT Holdings
6.500%, 08/01/2029 (A)		2,711		2,169
Kinetik Holdings
5.875%, 06/15/2030 (A)		129		123
Laredo Petroleum
10.125%, 01/15/2028		1,314		1,301
9.500%, 01/15/2025		323		320
7.750%, 07/31/2029 (A)		783		706
MEG Energy
7.125%, 02/01/2027 (A)		335		337
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		876		828
7.500%, 01/15/2026 (A)		1,973		1,765
Motiva Enterprises
6.850%, 01/15/2040 (A)		967		926
Nabors Industries
7.250%, 01/15/2026 (A)		93		82
5.750%, 02/01/2025		325		287
New Fortress Energy
6.750%, 09/15/2025 (A)		1,403		1,326
6.500%, 09/30/2026 (A)		1,969		1,783
NGL Energy Operating
7.500%, 02/01/2026 (A)		4,398		3,958
NGL Energy Partners
7.500%, 11/01/2023		1,879		1,700
7.500%, 04/15/2026		775		580
6.125%, 03/01/2025		3,189		2,421
Northern Oil and Gas
8.125%, 03/01/2028 (A)		2,039		1,922
NuStar Logistics
6.375%, 10/01/2030		685		595
6.000%, 06/01/2026		255		238
5.750%, 10/01/2025		114		107
5.625%, 04/28/2027		115		103
Occidental Petroleum
8.875%, 07/15/2030		338		388
8.500%, 07/15/2027		1,188		1,307
8.000%, 07/15/2025		696		733
6.625%, 09/01/2030		515		530
6.600%, 03/15/2046		1,400		1,487
6.450%, 09/15/2036		930		953
6.375%, 09/01/2028		1,215		1,230
6.125%, 01/01/2031		2,402		2,434
5.875%, 09/01/2025		165		164
5.500%, 12/01/2025		60		59
4.625%, 06/15/2045		1,165		954
4.500%, 07/15/2044		95		75


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PBF Holding
9.250%, 05/15/2025 (A)	$	175	$	183
7.250%, 06/15/2025		1,009		943
6.000%, 02/15/2028		166		141
Peabody Energy
6.375%, 03/31/2025 (A)		179		172
Precision Drilling
7.125%, 01/15/2026 (A)		240		226
6.875%, 01/15/2029 (A)		31		28
Range Resources
8.250%, 01/15/2029		107		109
4.875%, 05/15/2025		310		302
4.750%, 02/15/2030 (A)		83		74
Rockcliff Energy II
5.500%, 10/15/2029 (A)		1,625		1,479
Seventy Seven Operating (Escrow Security)
6.625%, 01/15/2020 (B)(F)		1,869		–
Shelf Drilling Holdings
8.250%, 02/15/2025 (A)		1,800		1,404
SM Energy
6.625%, 01/15/2027		73		68
6.500%, 07/15/2028		573		527
5.625%, 06/01/2025		1,145		1,082
Southwestern Energy
7.750%, 10/01/2027		186		190
5.375%, 03/15/2030		284		261
4.750%, 02/01/2032		63		54
Strathcona Resources
6.875%, 08/01/2026 (A)		1,435		1,306
Summit Midstream Holdings
8.500%, 10/15/2026 (A)		176		158
5.750%, 04/15/2025		2,025		1,585
Sunoco
5.875%, 03/15/2028		1,585		1,445
4.500%, 05/15/2029		1,243		1,025
4.500%, 04/30/2030 (A)		1,342		1,084
Tallgrass Energy Partners
7.500%, 10/01/2025 (A)		381		369
6.000%, 03/01/2027 (A)		270		241
6.000%, 12/31/2030 (A)		4,489		3,726
6.000%, 09/01/2031 (A)		722		596
5.500%, 01/15/2028 (A)		70		60
Targa Resources Partners
6.875%, 01/15/2029		192		196
6.500%, 07/15/2027		523		536
5.000%, 01/15/2028		1,056		1,005
4.875%, 02/01/2031		1,297		1,182
4.000%, 01/15/2032		167		143
TerraForm Power Operating
5.000%, 01/31/2028 (A)		2,957		2,678
4.750%, 01/15/2030 (A)		375		321


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Transocean
11.500%, 01/30/2027 (A)	$	1,005	$	943
8.000%, 02/01/2027 (A)		1,425		955
7.500%, 04/15/2031		790		427
Transocean Guardian
5.875%, 01/15/2024 (A)		1,132		1,046
Transocean Pontus
6.125%, 08/01/2025 (A)		370		339
Transocean Proteus
6.250%, 12/01/2024 (A)		385		359
USA Compression Partners
6.875%, 09/01/2027		2,105		1,868
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		255		218
3.875%, 08/15/2029 (A)		255		223
3.875%, 11/01/2033 (A)		2,170		1,790
Weatherford International
8.625%, 04/30/2030 (A)		1,005		834
6.500%, 09/15/2028 (A)		895		803
Western Midstream Operating
5.750%, 02/01/2050		1,992		1,600

				139,709

Financials — 6.3%
Acrisure
10.125%, 08/01/2026 (A)		430		418
4.250%, 02/15/2029 (A)		1,810		1,463
AG Issuer
6.250%, 03/01/2028 (A)		1,208		1,054
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		1,960		1,739
5.875%, 11/01/2029 (A)		1,445		1,199
Apollo Commercial Real Estate Finance
4.625%, 06/15/2029 (A)		798		595
Armor Holdco
8.500%, 11/15/2029 (A)		1,475		1,219
AssuredPartners
5.625%, 01/15/2029 (A)		515		412
BroadStreet Partners
5.875%, 04/15/2029 (A)		2,205		1,725
Brookfield Property REIT
4.500%, 04/01/2027 (A)		3,017		2,502
Coinbase Global
3.625%, 10/01/2031 (A)		1,404		788
3.375%, 10/01/2028 (A)		1,132		713
CPI CG
8.625%, 03/15/2026 (A)		1,148		1,085
Finance of America Funding
7.875%, 11/15/2025 (A)		4,359		3,450
FirstCash
5.625%, 01/01/2030 (A)		2,160		1,865


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Freedom Mortgage
8.250%, 04/15/2025 (A)	$	2,617	$	2,203
7.625%, 05/01/2026 (A)		1,235		963
6.625%, 01/15/2027 (A)		1,195		886
HAT Holdings I
6.000%, 04/15/2025 (A)		957		916
3.750%, 09/15/2030 (A)		1,603		1,278
3.375%, 06/15/2026 (A)		577		496
Home Point Capital
5.000%, 02/01/2026 (A)		1,670		1,152
HSBC Holdings
4.600%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.649%(D)(E)		783		602
HUB International
5.625%, 12/01/2029 (A)		2,605		2,152
Hunt
5.250%, 04/15/2029 (A)		953		810
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		820		781
Jane Street Group
4.500%, 11/15/2029 (A)		2,257		2,009
JPMorgan Chase
5.000%, U.S. SOFR + 3.380%(D)(E)		856		755
Ladder Capital Finance Holdings LLLP
5.250%, 10/01/2025 (A)		210		190
4.750%, 06/15/2029 (A)		1,750		1,347
4.250%, 02/01/2027 (A)		1,598		1,290
LD Holdings Group
6.500%, 11/01/2025 (A)		140		95
6.125%, 04/01/2028 (A)		2,265		1,381
LPL Holdings
4.625%, 11/15/2027 (A)		2,192		2,047
4.375%, 05/15/2031 (A)		325		278
Merger Sub II
10.750%, 08/01/2027 (A)		1,215		1,201
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		2,789		2,399
5.625%, 01/15/2030 (A)		1,666		1,300
MPH Acquisition Holdings
5.750%, 11/01/2028 (A)		1,592		1,319
Nationstar Mortgage Holdings
6.000%, 01/15/2027 (A)		903		783
5.750%, 11/15/2031 (A)		270		207
5.500%, 08/15/2028 (A)		2,425		1,945
5.125%, 12/15/2030 (A)		138		103
Navient
5.500%, 03/15/2029		1,860		1,434
5.000%, 03/15/2027		1,416		1,165
4.875%, 03/15/2028		307		240
New Residential Investment
6.250%, 10/15/2025 (A)		4,115		3,583


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NFP
4.875%, 08/15/2028 (A)	$	1,034	$	886
OneMain Finance
7.125%, 03/15/2026		1,565		1,446
6.625%, 01/15/2028		996		890
5.375%, 11/15/2029		1,172		950
4.000%, 09/15/2030		2,317		1,717
3.875%, 09/15/2028		253		194
3.500%, 01/15/2027		355		284
PennyMac Financial Services
5.750%, 09/15/2031 (A)		680		507
5.375%, 10/15/2025 (A)		561		489
4.250%, 02/15/2029 (A)		2,163		1,590
Rocket Mortgage
4.000%, 10/15/2033 (A)		1,607		1,141
3.625%, 03/01/2029 (A)		2,487		1,956
2.875%, 10/15/2026 (A)		180		149
Ryan Specialty Group
4.375%, 02/01/2030 (A)		1,957		1,703
Sabre GLBL
9.250%, 04/15/2025 (A)		98		94
United Wholesale Mortgage
5.750%, 06/15/2027 (A)		1,400		1,122
Verscend Escrow
9.750%, 08/15/2026 (A)		782		761
VistaJet Malta Finance
6.375%, 02/01/2030 (A)		6,142		4,914
Voya Financial
4.700%, ICE LIBOR USD 3 Month + 2.084%, 01/23/2048 (D)		778		629
WeWork
7.875%, 05/01/2025 (A)		3,135		2,293

				81,252

Health Care — 7.2%
180 Medical
3.875%, 10/15/2029 (A)		200		173
Acadia Healthcare
5.500%, 07/01/2028 (A)		888		830
5.000%, 04/15/2029 (A)		1,213		1,089
AHP Health Partners
5.750%, 07/15/2029 (A)		156		115
Air Methods
8.000%, 05/15/2025 (A)		2,635		1,726
Akumin
7.000%, 11/01/2025 (A)		2,720		2,108
Akumin Escrow
7.500%, 08/01/2028 (A)		1,075		767
Avantor Funding
4.625%, 07/15/2028 (A)		574		526
3.875%, 11/01/2029 (A)		2,166		1,894


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bausch Health
9.000%, 12/15/2025 (A)	$	1,765	$	1,304
7.250%, 05/30/2029 (A)		195		106
7.000%, 01/15/2028 (A)		980		561
6.250%, 02/15/2029 (A)		1,190		633
5.750%, 08/15/2027 (A)		220		182
5.500%, 11/01/2025 (A)		980		861
5.250%, 01/30/2030 (A)		4,320		2,232
5.250%, 02/15/2031 (A)		848		434
5.000%, 01/30/2028 (A)		215		114
5.000%, 02/15/2029 (A)		445		231
4.875%, 06/01/2028 (A)		1,255		982
Bausch Health Americas
9.250%, 04/01/2026 (A)		1,210		865
8.500%, 01/31/2027 (A)		444		311
Bristol-Myers Squibb
2.550%, 11/13/2050		1,755		1,242
Centene
4.625%, 12/15/2029		1,107		1,032
4.250%, 12/15/2027		1,637		1,528
3.375%, 02/15/2030		740		628
2.625%, 08/01/2031		1,720		1,368
2.500%, 03/01/2031		2,524		2,003
CHS
8.000%, 03/15/2026 (A)		165		150
6.875%, 04/01/2028 (A)		2,055		1,205
6.875%, 04/15/2029 (A)		480		310
6.125%, 04/01/2030 (A)		709		432
6.000%, 01/15/2029 (A)		250		207
5.625%, 03/15/2027 (A)		325		275
5.250%, 05/15/2030 (A)		1,470		1,117
4.750%, 02/15/2031 (A)		1,150		842
DaVita
4.625%, 06/01/2030 (A)		520		406
3.750%, 02/15/2031 (A)		583		418
Embecta
6.750%, 02/15/2030 (A)		335		302
5.000%, 02/15/2030 (A)		1,090		915
Emergent BioSolutions
3.875%, 08/15/2028 (A)		307		218
Encompass Health
5.750%, 09/15/2025		915		899
4.750%, 02/01/2030		1,521		1,275
4.500%, 02/01/2028		425		364
Endo DAC
9.500%, 07/31/2027 (A)		1,406		285
6.000%, 06/30/2028 (A)		1,302		101
Endo Luxembourg Finance I S.A.R.L.
6.125%, 04/01/2029 (A)		1,035		782
Envision Healthcare
8.750%, 10/15/2026 (A)(G)		1,895		551


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Global Medical Response
6.500%, 10/01/2025 (A)	$	3,859	$	3,438
Grifols Escrow Issuer
4.750%, 10/15/2028 (A)		200		173
HCA
5.875%, 02/15/2026		4,455		4,478
5.875%, 02/01/2029		780		781
5.625%, 09/01/2028		130		128
5.250%, 04/15/2025		561		562
3.500%, 09/01/2030		2,916		2,481
HealthEquity
4.500%, 10/01/2029 (A)		77		67
Hologic
3.250%, 02/15/2029 (A)		508		434
IQVIA
5.000%, 10/15/2026 (A)		805		767
Lannett
7.750%, 04/15/2026 (A)		2,520		1,064
Legacy LifePoint Health
4.375%, 02/15/2027 (A)		3,416		2,927
LifePoint Health
5.375%, 01/15/2029 (A)		1,658		1,219
Mallinckrodt International Finance
11.500%, 12/15/2028 (A)		575		566
10.000%, 06/15/2029 (A)		235		164
Medline Borrower
5.250%, 10/01/2029 (A)		892		733
3.875%, 04/01/2029 (A)		3,706		3,156
Minerva Merger Sub
6.500%, 02/15/2030 (A)		1,490		1,239
ModivCare Escrow Issuer
5.000%, 10/01/2029 (A)		1,290		1,042
Molina Healthcare
4.375%, 06/15/2028 (A)		1,840		1,644
Organon
5.125%, 04/30/2031 (A)		2,171		1,873
4.125%, 04/30/2028 (A)		1,206		1,067
Owens & Minor
6.625%, 04/01/2030 (A)		1,000		913
4.500%, 03/31/2029 (A)		367		300
Par Pharmaceutical
7.500%, 04/01/2027 (A)		1,353		1,028
Pediatrix Medical Group
5.375%, 02/15/2030 (A)		2,039		1,747
PRA Health Sciences
2.875%, 07/15/2026 (A)		1,331		1,185
Prestige Brands
5.125%, 01/15/2028 (A)		365		339
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		1,070		895
3.375%, 08/31/2027 (A)		679		559


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Radiology Partners
9.250%, 02/01/2028 (A)	$	974	$	731
Royalty Pharma
2.200%, 09/02/2030		691		557
RP Escrow Issuer
5.250%, 12/15/2025 (A)		2,583		2,233
Syneos Health
3.625%, 01/15/2029 (A)		2,816		2,385
Tenet Healthcare
6.250%, 02/01/2027 (A)		733		675
6.125%, 10/01/2028 (A)		1,750		1,498
6.125%, 06/15/2030 (A)		1,141		1,053
5.125%, 11/01/2027 (A)		663		597
4.875%, 01/01/2026 (A)		3,511		3,230
4.625%, 07/15/2024		201		193
4.625%, 06/15/2028 (A)		2,462		2,144
4.375%, 01/15/2030 (A)		710		601
4.250%, 06/01/2029 (A)		1,476		1,243
US Acute Care Solutions
6.375%, 03/01/2026 (A)		1,928		1,727
US Renal Care
10.625%, 07/15/2027 (A)		2,010		708
Varex Imaging
7.875%, 10/15/2027 (A)		1,081		1,028

				94,471

Industrials — 7.1%
ACCO Brands
4.250%, 03/15/2029 (A)		545		447
ADT Security
4.875%, 07/15/2032 (A)		1,563		1,244
4.125%, 08/01/2029 (A)		271		220
Air Canada
3.875%, 08/15/2026 (A)		1,084		917
Allied Universal Holdco
6.625%, 07/15/2026 (A)		185		170
4.625%, 06/01/2028 (A)		400		327
Allison Transmission
5.875%, 06/01/2029 (A)		210		195
4.750%, 10/01/2027 (A)		1,722		1,575
3.750%, 01/30/2031 (A)		1,485		1,190
American Airlines
5.750%, 04/20/2029 (A)		3,080		2,630
5.500%, 04/20/2026 (A)		1,790		1,644
American Airlines Group
3.750%, 03/01/2025 (A)		1,306		1,100
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		1,692		1,449
APi Escrow
4.750%, 10/15/2029 (A)		135		109
APi Group DE
4.125%, 07/15/2029 (A)		214		170


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Artera Services
9.033%, 12/04/2025 (A)	$	2,312	$	1,863
ATS Automation Tooling Systems
4.125%, 12/15/2028 (A)		270		225
Avianca Midco 2
9.000%, 12/01/2028 (A)		1,763		1,486
Avis Budget Car Rental
5.750%, 07/15/2027 (A)		245		219
5.375%, 03/01/2029 (A)		568		472
Bombardier
7.875%, 04/15/2027 (A)		2,155		1,794
7.500%, 03/15/2025 (A)		659		596
7.125%, 06/15/2026 (A)		781		644
Builders FirstSource
6.375%, 06/15/2032 (A)		236		211
5.000%, 03/01/2030 (A)		853		723
4.250%, 02/01/2032 (A)		203		154
BWX Technologies
4.125%, 06/30/2028 (A)		762		678
4.125%, 04/15/2029 (A)		969		850
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		1,396		1,273
CDW
4.250%, 04/01/2028		370		334
3.250%, 02/15/2029		171		144
CoreCivic
8.250%, 04/15/2026		267		260
CoreLogic
4.500%, 05/01/2028 (A)		471		363
CP Atlas Buyer
7.000%, 12/01/2028 (A)		2,988		2,158
Deluxe
8.000%, 06/01/2029 (A)		2,480		2,021
Dun & Bradstreet
5.000%, 12/15/2029 (A)		83		72
Dycom Industries
4.500%, 04/15/2029 (A)		333		291
EnerSys
4.375%, 12/15/2027 (A)		559		492
EnPro Industries
5.750%, 10/15/2026		232		224
First Student Bidco
4.000%, 07/31/2029 (A)		15		12
Fortress Transportation and Infrastructure Investors
9.750%, 08/01/2027 (A)		495		484
6.500%, 10/01/2025 (A)		1,060		1,000
5.500%, 05/01/2028 (A)		980		809
Garda World Security
9.500%, 11/01/2027 (A)		310		283
6.000%, 06/01/2029 (A)		242		186


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
GFL Environmental
5.125%, 12/15/2026 (A)	$	335	$	320
4.750%, 06/15/2029 (A)		177		146
4.375%, 08/15/2029 (A)		1,576		1,269
4.000%, 08/01/2028 (A)		204		168
3.500%, 09/01/2028 (A)		3,013		2,584
Global Infrastructure Solutions
7.500%, 04/15/2032 (A)		175		134
5.625%, 06/01/2029 (A)		332		259
GrafTech Finance
4.625%, 12/15/2028 (A)		1,985		1,607
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)		1,830		1,720
Griffon
5.750%, 03/01/2028		500		454
H&E Equipment Services
3.875%, 12/15/2028 (A)		2,650		2,143
Harsco
5.750%, 07/31/2027 (A)		465		372
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		2,341		2,098
Herc Holdings
5.500%, 07/15/2027 (A)		575		525
Hertz
5.000%, 12/01/2029 (A)		379		292
4.625%, 12/01/2026 (A)		465		389
Icahn Enterprises
6.250%, 05/15/2026		1,046		979
4.375%, 02/01/2029		523		423
IEA Energy Services
6.625%, 08/15/2029 (A)		1,225		1,001
JELD-WEN
6.250%, 05/15/2025 (A)		235		226
4.875%, 12/15/2027 (A)		15		12
4.625%, 12/15/2025 (A)		355		302
Korn Ferry
4.625%, 12/15/2027 (A)		2,397		2,151
Madison IAQ
5.875%, 06/30/2029 (A)		493		378
4.125%, 06/30/2028 (A)		170		140
Masonite International
5.375%, 02/01/2028 (A)		298		270
MasTec
4.500%, 08/15/2028 (A)		433		390
Mileage Plus Holdings
6.500%, 06/20/2027 (A)		555		545
MIWD Holdco II
5.500%, 02/01/2030 (A)		81		65
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (B)(F)		5,936		–
Nielsen Finance
5.625%, 10/01/2028 (A)		280		260


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 07/15/2031 (A)	$	1,692	$	1,522
4.500%, 07/15/2029 (A)		25		23
PGT Innovations
4.375%, 10/01/2029 (A)		133		105
Prime Security Services Borrower
5.750%, 04/15/2026 (A)		1,189		1,109
Raytheon Technologies
3.030%, 03/15/2052		780		581
2.820%, 09/01/2051		1,115		798
Sensata Technologies
4.375%, 02/15/2030 (A)		1,488		1,266
4.000%, 04/15/2029 (A)		816		692
3.750%, 02/15/2031 (A)		109		87
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		1,133		1,106
Spirit AeroSystems
7.500%, 04/15/2025 (A)		268		249
4.600%, 06/15/2028		2,210		1,632
3.950%, 06/15/2023		1,444		1,354
Standard Industries
5.000%, 02/15/2027 (A)		30		27
4.750%, 01/15/2028 (A)		768		657
3.375%, 01/15/2031 (A)		88		65
Stericycle
3.875%, 01/15/2029 (A)		284		232
Team Health Holdings
6.375%, 02/01/2025 (A)		3,180		2,220
Terex
5.000%, 05/15/2029 (A)		335		285
Tervita
11.000%, 12/01/2025 (A)		595		647
TK Elevator US Newco
5.250%, 07/15/2027 (A)		977		871
TransDigm
8.000%, 12/15/2025 (A)		1,105		1,117
6.250%, 03/15/2026 (A)		3,537		3,409
5.500%, 11/15/2027		1,982		1,681
4.625%, 01/15/2029		488		393
Triumph Group
7.750%, 08/15/2025		1,630		1,255
6.250%, 09/15/2024 (A)		250		223
Tutor Perini
6.875%, 05/01/2025 (A)		6,301		5,150
Uber Technologies
7.500%, 09/15/2027 (A)		135		131
6.250%, 01/15/2028 (A)		1,529		1,414
4.500%, 08/15/2029 (A)		244		201
United Airlines
4.625%, 04/15/2029 (A)		909		771
4.375%, 04/15/2026 (A)		2,717		2,394
United Rentals North America
5.500%, 05/15/2027		188		184


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.875%, 01/15/2028	$	875	$	827
Vertiv Group
4.125%, 11/15/2028 (A)		820		666
Wabash National
4.500%, 10/15/2028 (A)		240		184
Welbilt
9.500%, 02/15/2024		190		189
WESCO Distribution
7.250%, 06/15/2028 (A)		468		463
7.125%, 06/15/2025 (A)		356		355
Western Global Airlines
10.375%, 08/15/2025 (A)		1,135		1,092
Wolverine Escrow
13.125%, 11/15/2027 (A)		100		31
9.000%, 11/15/2026 (A)		608		354

				93,342

Information Technology — 5.1%
ACI Worldwide
5.750%, 08/15/2026 (A)		394		380
Ahead DB Holdings
6.625%, 05/01/2028 (A)		1,598		1,325
ams-OSRAM
7.000%, 07/31/2025 (A)		1,617		1,542
Apple
2.700%, 08/05/2051		245		183
2.650%, 05/11/2050		2,760		2,036
2.650%, 02/08/2051		460		339
2.375%, 02/08/2041		435		333
Arches Buyer
6.125%, 12/01/2028 (A)		1,686		1,375
4.250%, 06/01/2028 (A)		213		173
Avaya
6.125%, 09/15/2028 (A)		3,025		1,974
Black Knight InfoServ
3.625%, 09/01/2028 (A)		196		170
Bread Financial Holdings
4.750%, 12/15/2024 (A)		840		769
Castle US Holding
9.500%, 02/15/2028 (A)		1,205		1,029
CDK Global
5.250%, 05/15/2029 (A)		190		186
Ciena
4.000%, 01/31/2030 (A)		910		785
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		184		151
3.875%, 07/01/2028 (A)		928		775
CommScope
8.250%, 03/01/2027 (A)		5,025		3,972
7.125%, 07/01/2028 (A)		1,290		980
6.000%, 03/01/2026 (A)		600		553
4.750%, 09/01/2029 (A)		359		290


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CommScope Technologies
6.000%, 06/15/2025 (A)	$	1,981	$	1,714
5.000%, 03/15/2027 (A)		195		144
Condor Merger Sub
7.375%, 02/15/2030 (A)		1,839		1,495
Conduent Business Services
6.000%, 11/01/2029 (A)		310		262
Elastic
4.125%, 07/15/2029 (A)		1,401		1,170
Entegris
4.375%, 04/15/2028 (A)		142		125
3.625%, 05/01/2029 (A)		1,439		1,203
Entegris Escrow
4.750%, 04/15/2029 (A)		1,561		1,454
Gartner
4.500%, 07/01/2028 (A)		70		64
3.750%, 10/01/2030 (A)		47		40
3.625%, 06/15/2029 (A)		184		159
Go Daddy Operating
5.250%, 12/01/2027 (A)		1,191		1,090
II-VI
5.000%, 12/15/2029 (A)		3,721		3,247
Imola Merger
4.750%, 05/15/2029 (A)		921		771
Intel
3.200%, 08/12/2061		1,205		880
3.100%, 02/15/2060		350		250
ION Trading Technologies S.a.r.l.
5.750%, 05/15/2028 (A)		1,745		1,396
NCR
6.125%, 09/01/2029 (A)		450		389
5.750%, 09/01/2027 (A)		455		404
5.125%, 04/15/2029 (A)		203		172
5.000%, 10/01/2028 (A)		147		125
Northwest Fiber
4.750%, 04/30/2027 (A)		2,100		1,729
ON Semiconductor
3.875%, 09/01/2028 (A)		471		415
Open Text Holdings
4.125%, 02/15/2030 (A)		1,604		1,388
Oracle
2.500%, 04/01/2025		1,381		1,312
Paysafe Finance
4.000%, 06/15/2029 (A)		2,954		2,129
Plantronics
4.750%, 03/01/2029 (A)		164		163
Presidio Holdings
4.875%, 02/01/2027 (A)		260		239
PTC
4.000%, 02/15/2028 (A)		1,361		1,230
Science Applications International
4.875%, 04/01/2028 (A)		1,572		1,466


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Seagate HDD Cayman
5.750%, 12/01/2034	$	1,648	$	1,450
3.375%, 07/15/2031		1,556		1,209
Sprint
7.875%, 09/15/2023		1,196		1,233
7.625%, 02/15/2025		3,866		4,030
Sprint Capital
8.750%, 03/15/2032		2,188		2,633
6.875%, 11/15/2028		2,521		2,651
Square
3.500%, 06/01/2031 (A)		204		163
SS&C Technologies
5.500%, 09/30/2027 (A)		643		600
Synaptics
4.000%, 06/15/2029 (A)		1,886		1,531
Veritas US
7.500%, 09/01/2025 (A)		4,255		3,193
Viasat
6.500%, 07/15/2028 (A)		2,175		1,498
Virtusa
7.125%, 12/15/2028 (A)		1,327		1,066
Xerox Holdings
5.500%, 08/15/2028 (A)		278		232
5.000%, 08/15/2025 (A)		278		259

				67,693

Materials — 7.0%
Alcoa Nederland Holding BV
5.500%, 12/15/2027 (A)		200		190
Allegheny Technologies
5.875%, 12/01/2027		174		154
5.125%, 10/01/2031		80		61
4.875%, 10/01/2029		160		128
Arconic
6.125%, 02/15/2028 (A)		729		681
6.000%, 05/15/2025 (A)		228		222
ARD Finance
6.500%cash/0% PIK, 06/30/2027 (A)		2,229		1,653
Ardagh Metal Packaging Finance USA
6.000%, 06/15/2027 (A)		200		198
3.250%, 09/01/2028 (A)		840		717
Ardagh Packaging Finance
5.250%, 04/30/2025 (A)		1,834		1,697
5.250%, 08/15/2027 (A)		655		467
4.125%, 08/15/2026 (A)		1,293		1,095
Ashland
6.875%, 05/15/2043		851		855
ASP Unifrax Holdings
5.250%, 09/30/2028 (A)		2,396		1,912
Axalta Coating Systems
4.750%, 06/15/2027 (A)		394		354
3.375%, 02/15/2029 (A)		205		167


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Baffinland Iron Mines
8.750%, 07/15/2026 (A)	$	2,170	$	1,893
Ball
3.125%, 09/15/2031		1,308		1,055
Big River Steel
6.625%, 01/31/2029 (A)		213		198
Carpenter Technology
7.625%, 03/15/2030		60		55
6.375%, 07/15/2028		184		164
CEMEX Materials
7.700%, 07/21/2025 (A)		1,630		1,643
CF Industries
5.150%, 03/15/2034		814		794
Chemours
5.750%, 11/15/2028 (A)		1,344		1,145
4.625%, 11/15/2029 (A)		1,707		1,343
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		119		105
4.625%, 03/01/2029 (A)		213		188
Cornerstone Chemical
6.750%, 08/15/2024 (A)		6,825		6,095
Crown Americas
4.750%, 02/01/2026		835		795
4.250%, 09/30/2026		1,827		1,685
CVR Partners
6.125%, 06/15/2028 (A)		730		653
Domtar
6.750%, 10/01/2028 (A)		1,795		1,686
Eldorado
6.250%, 09/01/2029 (A)		793		647
Element Solutions
3.875%, 09/01/2028 (A)		712		588
ERO Copper
6.500%, 02/15/2030 (A)		2,690		2,159
First Quantum Minerals
7.500%, 04/01/2025 (A)		258		244
6.500%, 03/01/2024 (A)		1,753		1,684
Freeport-McMoRan
5.450%, 03/15/2043		2,530		2,340
5.400%, 11/14/2034		1,151		1,123
4.625%, 08/01/2030		611		567
4.125%, 03/01/2028		149		138
GCP Applied Technologies
5.500%, 04/15/2026 (A)		575		572
Glatfelter
4.750%, 11/15/2029 (A)		154		108
Graham Packaging
7.125%, 08/15/2028 (A)		185		149
INEOS Quattro Finance II
3.375%, 01/15/2026 (A)		390		327
Infrabuild Australia Pty
12.000%, 10/01/2024 (A)		785		746


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Innophos Holdings
9.375%, 02/15/2028 (A)	$	1,990	$	1,813
LABL
10.500%, 07/15/2027 (A)		290		252
6.750%, 07/15/2026 (A)		390		351
LSB Industries
6.250%, 10/15/2028 (A)		1,440		1,271
Mauser Packaging Solutions Holding
7.250%, 04/15/2025 (A)		4,033		3,519
Methanex
5.125%, 10/15/2027		786		694
Mineral Resources
8.125%, 05/01/2027 (A)		2,205		2,149
Mineral Resources MTN
8.500%, 05/01/2030 (A)		780		768
8.000%, 11/01/2027 (A)		350		341
Mountain Province Diamonds
8.000%, 12/15/2022 (A)		2,470		2,362
NMG Holding
7.125%, 04/01/2026 (A)		2,480		2,286
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(F)(G)		2,115		–
NOVA Chemicals
5.250%, 06/01/2027 (A)		590		506
5.000%, 05/01/2025 (A)		889		813
4.875%, 06/01/2024 (A)		300		285
4.250%, 05/15/2029 (A)		213		166
Novelis
4.750%, 01/30/2030 (A)		270		224
3.875%, 08/15/2031 (A)		1,874		1,443
3.250%, 11/15/2026 (A)		166		140
OI European Group BV
4.750%, 02/15/2030 (A)		2,010		1,683
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		347		324
5.875%, 08/15/2023 (A)		450		446
Pactiv Evergreen Group Issuer
4.375%, 10/15/2028 (A)		830		706
4.000%, 10/15/2027 (A)		3,328		2,845
Polar US Borrower
6.750%, 05/15/2026 (A)		3,481		2,431
Rain CII Carbon
7.250%, 04/01/2025 (A)		3,550		3,272
SCIH Salt Holdings
6.625%, 05/01/2029 (A)		6,595		5,211
4.875%, 05/01/2028 (A)		1,818		1,509
Scotts Miracle-Gro
4.500%, 10/15/2029		84		69
4.375%, 02/01/2032		212		161
4.000%, 04/01/2031		470		351
SRM Escrow Issuer
6.000%, 11/01/2028 (A)		790		668


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Summit Materials
5.250%, 01/15/2029 (A)	$	1,349	$	1,177
Tacora Resources
8.250%, 05/15/2026 (A)		1,580		1,363
Taseko Mines
7.000%, 02/15/2026 (A)		1,659		1,412
Trident TPI Holdings
9.250%, 08/01/2024 (A)(G)		1,652		1,511
TriMas
4.125%, 04/15/2029 (A)		294		251
Trinseo Materials Operating
5.375%, 09/01/2025 (A)		460		392
5.125%, 04/01/2029 (A)		156		112
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		200		187
5.500%, 08/15/2026 (A)		599		566
Tronox
4.625%, 03/15/2029 (A)		1,596		1,283
United States Steel
6.875%, 03/01/2029		808		705
Venator Finance S.a.r.l.
9.500%, 07/01/2025 (A)		1,171		1,171
5.750%, 07/15/2025 (A)		4,058		3,250
WR Grace Holdings
5.625%, 08/15/2029 (A)		103		76
4.875%, 06/15/2027 (A)		300		261

				94,216

Real Estate — 2.1%
American Tower
3.700%, 10/15/2049		150		113
3.100%, 06/15/2050		565		391
2.950%, 01/15/2051		1,230		833
2.100%, 06/15/2030		691		553
Brookfield Property REIT
5.750%, 05/15/2026 (A)		2,334		2,130
Crown Castle International
3.250%, 01/15/2051		225		161
2.900%, 04/01/2041		1,310		944
Cushman & Wakefield US Borrower
6.750%, 05/15/2028 (A)		405		376
Diversified Healthcare Trust
9.750%, 06/15/2025		636		627
4.375%, 03/01/2031		380		258
Iron Mountain
5.250%, 03/15/2028 (A)		756		679
5.250%, 07/15/2030 (A)		865		752
5.000%, 07/15/2028 (A)		255		226
4.875%, 09/15/2029 (A)		1,500		1,275
4.500%, 02/15/2031 (A)		268		219
Lamar Media
4.000%, 02/15/2030		565		474


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Outfront Media Capital
4.250%, 01/15/2029 (A)	$	2,735	$	2,179
Prologis
3.000%, 04/15/2050		450		341
2.125%, 10/15/2050		765		487
Realogy Group
5.250%, 04/15/2030 (A)		367		272
RHP Hotel Properties
4.750%, 10/15/2027		798		708
4.500%, 02/15/2029 (A)		269		228
SBA Communications
3.125%, 02/01/2029		1,320		1,080
Service Properties Trust
5.500%, 12/15/2027		460		373
4.950%, 02/15/2027		3,135		2,309
4.500%, 06/15/2023		547		508
4.375%, 02/15/2030		770		514
3.950%, 01/15/2028		1,416		969
Uniti Group
6.000%, 01/15/2030 (A)		1,383		957
VICI Properties
5.750%, 02/01/2027 (A)		204		194
5.625%, 05/01/2024 (A)		185		183
4.625%, 06/15/2025 (A)		261		248
4.625%, 12/01/2029 (A)		598		535
4.500%, 09/01/2026 (A)		125		115
4.500%, 01/15/2028 (A)		95		86
4.250%, 12/01/2026 (A)		429		392
4.125%, 08/15/2030 (A)		2,956		2,551
3.875%, 02/15/2029 (A)		227		195
3.750%, 02/15/2027 (A)		2,040		1,794

				27,229

Utilities — 1.6%
Calpine
5.000%, 02/01/2031 (A)		175		141
4.625%, 02/01/2029 (A)		225		187
4.500%, 02/15/2028 (A)		2,881		2,616
Clearway Energy Operating
3.750%, 02/15/2031 (A)		2,174		1,753
NRG Energy
6.625%, 01/15/2027		339		332
5.250%, 06/15/2029 (A)		335		299
3.875%, 02/15/2032 (A)		1,011		803
3.625%, 02/15/2031 (A)		3,164		2,480
3.375%, 02/15/2029 (A)		145		117
Pattern Energy Operations
4.500%, 08/15/2028 (A)		1,659		1,443
PG&E
5.250%, 07/01/2030		1,974		1,624
5.000%, 07/01/2028		284		240


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Pike
5.500%, 09/01/2028 (A)	$	2,477	$	2,011
Solaris Midstream Holdings
7.625%, 04/01/2026 (A)		980		927
Vistra
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(A)(D)(E)		1,050		953
Vistra Operations
5.625%, 02/15/2027 (A)		457		430
5.000%, 07/31/2027 (A)		2,826		2,569
4.375%, 05/01/2029 (A)		1,461		1,222
4.300%, 07/15/2029 (A)		808		732

				20,879

Total Corporate Obligations
(Cost $1,173,535) ($ Thousands)				986,762



LOAN PARTICIPATIONS — 9.7%
1236904 B.C. Ltd., Initial Term Loan, 1st Lien
6.560%, LIBOR + 5.500%, 03/04/2027 (D)		175		169
19th Holdings Golf LLC, Initial Term Loan, 1st Lien
4.493%, 02/07/2029 (B)(D)		1,073		1,015
AAdvantage Loyality IP Ltd. (American Airlines), Initial Term Loan, 1st Lien
5.813%, LIBOR + 4.750%, 04/20/2028 (D)		3,059		2,913
ACProducts Holdings, Initial Term Loan, 1st Lien
4.750%, LIBOR + 4.250%, 05/17/2028 (D)		332		256
Adient US LLC, Term B-1 Loan, 1st Lien
4.310%, LIBOR + 3.500%, 04/10/2028 (D)		281		261
Agrofresh, Initial Term Loan, 1st Lien
7.310%, 12/31/2024 (D)(I)		1,262		1,233
Alchemy US Holdco 1 LLC, Initial Term Loan, 1st Lien
6.560%, 10/10/2025 (D)		984		940
Alvogen Pharma US, January 2020 Loan, 1st Lien
6.260%, LIBOR + 5.250%, 12/31/2023 (D)		1,848		1,613
American Trailer World, Initial Term Loan, 1st Lien
4.634%, LIBOR + 3.750%, 03/03/2028 (D)		382		326


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
AP Core Holdings II LLC, Term B1 Loan, 1st Lien
6.560%, 09/01/2027 (D)	$	662	$	627
AP Core Holdings II LLC, Term B2 Loan, 1st Lien
6.560%, 09/01/2027 (D)		1,098		1,032
Apollo Commercial Real Estate Finance, Term B-1 Loan, 1st Lien
5.142%, LIBOR + 3.500%, 03/11/2028 (B)(D)		750		664
Applied Systems, Term Loan B, 1st Lien
4.006%, 09/19/2024 (D)(I)		1,315		1,259
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (B)		1,126		1,126
ASP Unifrax Holdings
6.000%, 12/12/2025		113		99
ASP Unifrax Holdings, Term Loan, 1st Lien
4.756%, 12/12/2025 (D)		382		337
4.733%, 12/12/2025 (D)		141		124
Blackhawk Network Cov-Lite, Term Loan, 2nd Lien
8.313%, 06/15/2026		1,412		1,371
Boardriders, Closing Date Tranche A Loan, 1st Lien
9.371%, 10/23/2023 (B)		392		384
Boardriders, Closing Date Tranche B-2 Loan, 1st Lien
9.371%, 04/23/2024		1,631		1,492
Bright Bidco, Term Loan B, 1st Lien
4.774%, 06/30/2024 (I)		795		350
BWay Holding, Initial Term Loan, 1st Lien
4.312%, LIBOR + 3.250%, 04/03/2024 (D)		1,228		1,152
Byju's Cov-Lite, Term Loan, 1st Lien
7.006%, 11/24/2026 (I)		2,926		2,465
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
3.810%, LIBOR + 2.750%, 12/23/2024 (D)(I)		1,396		1,342
Carecentrix 4/18 Cov-Lite, Term Loan, 1st Lien
5.620%, 04/03/2025 (D)		742		722
Carestream Health, 2023 Extended Term Loan, 1st Lien
7.756%, 05/08/2023 (G)		1,331		1,318
Carestream Health, 2023 Extended Term Loan, 2nd Lien
13.506%, 08/08/2023 (G)		2,578		2,174
Carnival, Initial Term Loan, 1st Lien
3.750%, 06/30/2025 (D)		828		767


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Cincinnati Bell, Term B-2 Loan, 1st Lien
4.051%, 11/22/2028 (D)	$	105	$	99
Claire's Stores, Initial Term Loan, 1st Lien
7.560%, LIBOR + 6.500%, 12/18/2026 (D)		1,116		1,085
ClubCorp Holdings, Term B Loan, 1st Lien
3.756%, LIBOR + 2.750%, 09/18/2024 (D)(I)		2,503		2,300
ConvergeOne Holdings, Initial Term Loan, 1st Lien
6.060%, LIBOR + 5.000%, 01/04/2026 (D)(I)		2,389		2,032
Delivery Hero, 1st Lien
0.000%, 08/12/2027 (I)		1,085		1,013
Delta Topco, Initial Term Loan, 2nd Lien
9.336%, LIBOR + 7.250%, 12/01/2028 (D)(I)		908		772
DexKo Global, Delayed Draw Dollar Term Loan, 1st Lien
4.717%, 10/04/2028 (D)		55		51
DexKo Global, Term B Loan, 1st Lien
4.717%, 10/04/2028 (D)		290		266
Diamond Sports Group LLC, Term Loan, 1st Lien
9.181%, 05/25/2026 (D)(I)		440		437
DirectTV Financing LLC, Closing Date Term Loan, 1st Lien
6.060%, 08/02/2027 (D)		1,265		1,161
DMT Solutions Global, Initial Term Loan
11.250%, 07/02/2024		18		17
9.563%, 07/02/2024 (D)		560		526
8.500%, 07/02/2024 (D)		585		550
East Valley Tourist Development Authority, Term Loan, 1st Lien
9.000%, LIBOR + 8.000%, 11/23/2026 (B)(D)		2,805		2,721
Emerald Expositions Holding Inc., Initial Term Loan, 1st Lien
2.957%, 05/22/2024 (I)		—		—
Enterprise Development Authority, Term Loan B, 1st Lien
5.310%, 02/28/2028 (D)		2,396		2,279
Envision Healthcare, Initial Term Loan, 1st Lien
4.810%, LIBOR + 3.750%, 10/10/2025 (D)(G)(I)		6,191		2,037
Epic Crude Services, L.P., Term Loan, 1st Lien
7.080%, LIBOR + 5.000%, 03/02/2026 (D)		918		783


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Epic Y-Grade Services L.P., Term Loan, 1st Lien
8.080%, 06/30/2027 (D)(I)	$	6,312	$	5,478
eResearchTechnology, Initial Term Loan, 1st Lien
5.560%, LIBOR + 4.500%, 02/04/2027 (D)(I)		—		—
First Student Bidco, 2022 Incremental Term B Loan
6.154%, 07/21/2028 (I)		271		249
First Student Bidco, Initial Term B Loan, 1st Lien
3.983%, 07/21/2028 (D)(I)		244		218
First Student Bidco, Initial Term C Loan, 1st Lien
3.983%, 07/21/2028 (D)(I)		90		80
Foresight Energy Operating, LLC, Tranche A Term Loan, 1st Lien
9.500%, LIBOR + 8.000%, 06/30/2027 (B)(D)		224		222
Geon Performance Solutions LLC, Initial Term Loan, 1st Lien
5.560%, 08/18/2028 (D)(I)		1,290		1,217
Global Medical Response, 2018 New Term Loan, 1st Lien
5.310%, LIBOR + 4.250%, 03/14/2025 (D)(I)		444		412
Grab Holdings, Initial Term Loan, 1st Lien
5.500%, LIBOR + 4.500%, 01/29/2026 (D)		3,290		2,994
Graham Packaging, Initial Term Loan (2021), 1st Lien
4.060%, LIBOR + 3.000%, 08/04/2027 (D)		345		323
Greeneden U.S. Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
5.060%, LIBOR + 4.000%, 12/01/2027 (D)		282		269
Gulf Finance, LLC, Term Loan, 1st Lien
7.870%, LIBOR + 6.750%, 08/25/2026 (D)		1,466		1,078
7.810%, LIBOR + 6.750%, 08/25/2026 (D)		850		626
Hercules Achievement (Varsity Brands Holding Co.), Initial Term Loan, 1st Lien
4.560%, LIBOR + 3.500%, 12/16/2024 (D)		304		284
Hilex Poly/Novolex, Term Loan, 1st Lien
5.384%, 04/13/2029 (D)(I)		671		626
Hudson River Trading, Term Loan, 1st Lien
4.149%, LIBOR + 3.000%, 03/20/2028 (D)		412		384


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Hyland Software, Term Loan 3, 1st Lien
4.560%, 07/01/2024 (D)	$	1,804	$	1,737
iHeartCommunications (fka Clear Channel Communications), New Term Loan, 1st Lien
4.060%, LIBOR + 3.000%, 05/01/2026 (D)		426		394
IRB Holding, 2020 Replacement Term B Loan, 1st Lien
3.756%, LIBOR + 2.750%, 02/05/2025 (D)(I)		1,165		1,103
J.C. Penney, Term Loan, 1st Lien
5.250%, LIBOR + 4.250%, 06/23/2023 (B)(D)(F)		2,253		—
Journey Personal Care, Initial Term Loan, 1st Lien
5.256%, 03/01/2028 (D)		2,015		1,531
Jump Financial, Term Loan, 1st Lien
5.649%, 08/07/2028 (D)		3,740		3,460
KNS Acquisition, Initial Term Loan, 1st Lien
7.256%, LIBOR + 6.250%, 04/21/2027 (D)		1,908		1,731
LABL, Initial Dollar Term Loan, 1st Lien
6.060%, 10/29/2028 (D)		286		264
Lifescan Global Corporation, Initial Term Loan, 1st Lien
6.962%, 10/01/2024 (D)		5,414		4,701
Lightstone Holdco, Refinancing Term B Loan
4.989%, 01/30/2024 (D)		1,155		1,064
Lightstone Holdco, Refinancing Term C Loan
4.989%, 01/30/2024 (D)		65		60
LSF9 Atlantis Holdings, Term Loan, 1st Lien
0.000%, 03/29/2029 (D)(I)		—		—
Madison IAQ, Initial Term Loan, 1st Lien
4.524%, LIBOR + 3.250%, 06/21/2028 (D)		249		226
Magnite, Initial Term Loan, 1st Lien
5.810%, 04/28/2028 (D)		633		604
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
8.375%, LIBOR + 8.125%, 02/16/2025 (D)		3,685		3,640
Mavenir Systems, Initial Term Loan, 1st Lien
6.205%, 08/18/2028 (B)(D)(G)		1,092		1,010
MED ParentCo LP, Initial Term Loan, 1st Lien
5.310%, 08/31/2026 (I)		—		—
MHS Holdings, 1st Lien
6.900%, 06/08/2029		828		739
Mitnick Corporate Purchaser, Initial Term Loan
5.924%, 05/02/2029 (D)(I)		820		777


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
MLN US HoldCo, Term B Loan, 1st Lien
5.620%, LIBOR + 4.500%, 11/30/2025 (D)	$	647	$	419
Monitronics International, Term Loan, 1st Lien
8.750%, LIBOR + 6.500%, 03/29/2024 (D)		216		140
Mountaineer Merger, Initial Term Loan, 1st Lien
8.335%, 10/26/2028 (B)(D)(I)		1,485		1,307
Mozart Debt Merger, Term Loan, 1st Lien
4.310%, 10/23/2028 (B)(D)		167		155
MPH Acquisition Holdings, Initial Term Loan, 1st Lien
5.825%, 09/01/2028		797		732
Naked Juice LLC, Initial Loan, 2nd Lien
6.651%, 01/24/2030 (D)		1,145		1,031
Nexus Buyer LLC, Initial Term Loan, 2nd Lien
7.440%, LIBOR + 6.250%, 11/05/2029 (D)		667		622
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien
4.006%, LIBOR + 2.750%, 10/01/2025 (D)		421		398
OLA Netherlands BV, Initial Term Loan
7.529%, 12/15/2026		2,268		1,915
Optiv, Initial Term Loan, 1st Lien
4.250%, LIBOR + 3.250%, 02/01/2024 (D)		258		247
Osmosis Buyer Limited, Initial Term B Loan, 1st Lien
4.223%, 07/31/2028 (I)		—		—
Pactiv Evergreen, Tranche B-3 U.S. Term Loan, 1st Lien
4.560%, LIBOR + 3.500%, 09/24/2028 (D)		29		27
Pactiv Evergreen, Tranche B3 US Term Loan, 1st Lien
4.560%, 09/24/2028 (D)		83		77
Padagis LLC, Term B Loan, 1st Lien
5.719%, 07/06/2028 (D)(I)		728		668
Parexel International, Term Loan, 1st Lien
4.310%, 11/15/2028 (D)		256		240
Park River Holdings, Initial Term Loan, 1st Lien
4.217%, 12/28/2027		127		103
Petco Health and Wellness, Initial Term Loan, 1st Lien
4.256%, LIBOR + 3.250%, 03/03/2028 (D)		347		326


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Plantronics, Initial Term Loan B, 1st Lien
3.560%, 07/02/2025	$	205	$	201
Polymer Additives, Closing Date Term Loan, 1st Lien
7.239%, 07/31/2025		4,394		4,191
7.060%, 07/31/2025		11		11
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien
10.096%, 03/20/2024		574		464
9.006%, 03/20/2024		535		432
Prince International/Chromaflo/Ferro2, Term Loan B, 1st Lien
5.287%, 04/21/2029 (D)(I)		918		796
Quest Software US Holdings, Initial Loan, 2nd Lien
8.724%, 02/01/2030 (D)(I)		564		503
Revlon Consumer Products, 2016 Term Loan, 1st Lien
5.576%, LIBOR + 3.500%, 09/07/2023 (B)(D)		4,939		2,046
S&S Holdings, LLC, Initial Term Loan, 1st Lien
6.745%, 03/11/2028 (D)(I)		897		838
Serta Simmons Bedding, LLC, Initial Exchange Term Loan, 1st Lien
9.009%, 08/10/2023 (D)		380		265
Shutterfly, Term Loan, 1st Lien
6.060%, 09/25/2026 (D)(I)		188		151
SIJ, LLC, Term Loan, 1st Lien
10.139%, 07/15/2026 (B)		382		363
Skillsoft Finance II, Initial Term Loan, 1st Lien
6.187%, 07/14/2028 (D)		186		172
Smyrna Ready Mix, Term Loan, 1st Lien
5.384%, 04/02/2029 (D)(I)		1,053		972
Solenis Holdings LLC, Term B Loan, 1st Lien
4.813%, 11/09/2028 (D)		157		145
SP PF Buyer, LLC, Closing Date Term Loan, 1st Lien
5.560%, LIBOR + 4.500%, 12/22/2025 (D)		1,494		1,262
Springs Window Fashions LLC, Tranche B Term Loan, 1st Lien
5.595%, 10/06/2028 (D)(I)		1,288		1,055
SPX Flow, Term Loan, 1st Lien
5.634%, 04/05/2029 (D)(I)		203		188
Staples, 2019 Refinancing New Term B-1 Loan, 1st Lien
6.286%, LIBOR + 5.000%, 04/16/2026 (D)		3,725		3,230


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Summer (BC) Bidco B LLC, Additional Facility Term B2 Loan, 1st Lien
5.506%, 12/04/2026 (D)	$	90	$	84
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
4.756%, LIBOR + 3.750%, 10/01/2026 (D)		780		720
Syniverse Holdings, Initial Term Loan, 1st Lien
7.000%, 05/13/2027 (B)		1,665		1,463
Team Health Holdings, Extended Term Loan, 1st Lien
6.284%, 03/02/2027 (D)(I)		2,897		2,423
TK Elevator Midco GmbH, Facility Term B1 Loan, 1st Lien
4.000%, 07/30/2027 (D)(I)		273		255
Tortoise Borrower, LLC, Initial Term Loan, 1st Lien
4.506%, 01/31/2025		1,016		630
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.756%, 02/28/2025 (D)(I)		796		785
Travelport Finance (Luxembourg) S.a.r.l., 2021 Consented Term Loan, 1st Lien
7.756%, 05/29/2026 (D)(I)		1,048		806
Triton Water Holdings, Initial Term Loan, 1st Lien
4.506%, LIBOR + 3.500%, 03/31/2028 (D)		205		181
Tutor Perini Corporation, Term Loan, 1st Lien
5.750%, 08/18/2027 (B)		2,041		1,906
U.S. Renal Care, Initial Term Loan, 1st Lien
6.060%, LIBOR + 5.000%, 06/26/2026 (D)		478		325
USI, 2019 New Term Loan, 1st Lien
5.250%, LIBOR + 3.000%, 05/16/2024 (D)(I)		1,488		1,424
Valeant, Term Loan B, 1st Lien
6.549%, 02/01/2027 (D)		2,110		1,804
Venator Finance S.a.r.l., Initial Term Loan
4.060%, 08/08/2024 (B)(D)		460		432
VeriFone Systems, Initial Term Loan, 1st Lien
5.524%, LIBOR + 4.000%, 08/20/2025 (D)		1,512		1,352
Wand Newco 3, Tranche B-1 Term Loan, 1st Lien
4.060%, 02/05/2026 (D)		813		753


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
White Cap Buyer, LLC, Initial Closing Date Term Loan, 1st Lien
4.784%, LIBOR + 4.000%, 10/19/2027 (D)	$	437	$	402
Wilsonart, LLC, Tranche E Term Loan, 1st Lien
4.250%, LIBOR + 3.500%, 12/31/2026 (D)(I)		700		618
Wok Holdings, Initial Term Loan, 1st Lien
7.825%, 03/01/2026		1,319		1,187
Woodford Express, LLC, Initial Term Loan, 1st Lien
6.006%, 01/27/2025		2,192		2,140


Total Loan Participations
(Cost $143,456) ($ Thousands)				128,543



ASSET-BACKED SECURITIES — 9.7%
Other Asset-Backed Securities — 9.7%

Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9(J)
0.735%, ICE LIBOR USD 1 Month + 0.550%, 03/15/2019 (A)(B)(D)(F)		587		19
Ares CLO XXXIV, Ser 2020-2A, Cl FR
9.644%, ICE LIBOR USD 3 Month + 8.600%, 04/17/2033 (A)(B)(D)		1,446		1,077
B&M CLO, Ser 2014-1A, Cl E
6.794%, ICE LIBOR USD 3 Month + 5.750%, 04/16/2026 (A)(B)(D)		2,623		2,059
Battalion CLO VII, Ser 2014-7A, Cl SUB
0.000%, 07/17/2028 (A)(B)(C)(D)		4,490		135
Battalion CLO VIII, Ser 2015-8A, Cl SUB
0.000%, 07/18/2030 (A)(B)(C)(D)		3,390		1,729
Battalion CLO X, Ser 2016-10A, Cl SUB
0.000%, 01/25/2035 (A)(B)(C)(D)		4,450		3,716
Battalion CLO XI, Ser 2017-11A, Cl SUB
0.000%, 04/24/2034 (A)(B)(C)(D)		5,857		3,866
Battalion CLO XII, Ser 2018-12A, Cl SUB
0.000%, 05/17/2031 (A)(B)(C)(D)		4,663		2,588
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (B)(C)		3,427		2,707
Battalion CLO XVI, Ser 2019-16A, Cl SUB
0.000%, 12/19/2032 (A)(B)(C)(D)		2,128		1,468
Battalion CLO XX, Ser 2021-20A
0.000%, 07/15/2034 (B)(C)		4,839		3,932
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB
0.000%, 07/20/2029 (A)(B)(C)(D)		2,531		456
Benefit Street Partners CLO IV
0.000%, 07/20/2026 (A)(B)(K)		7		2,729


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Benefit Street Partners CLO IX
0.000%, 07/20/2025 (A)(B)(K)	$	2,293	$	1,078
Benefit Street Partners CLO V
0.000%, 10/20/2026 (A)(B)(K)		6,387		–
Benefit Street Partners CLO V-B
0.000%, 04/20/2031 (B)(C)		10,259		4,401
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB
0.000%, 10/18/2029 (A)(B)(C)(D)		7,502		2,927
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB
0.000%, 07/18/2027 (B)(C)(D)		6,715		77
Benefit Street Partners CLO VIII
0.000%, 01/20/2028 (A)(B)(C)		6,720		2,822
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB
0.000%, 04/20/2034 (A)(B)(C)(D)		7,631		3,968
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB
0.000%, 04/20/2031 (A)(B)(C)(D)		3,809		2,324
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB
0.000%, 10/15/2034 (A)(B)(C)(D)		3,486		2,228
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB
0.000%, 07/15/2034 (A)(B)(C)(D)		2,261		1,966
Benefit Street Partners CLO XXIII, Ser 2021-23A
0.000%, 04/25/2034 (B)(C)		5,130		3,639
Blue Ridge CLO II, Ser 2014-2A, Cl E
6.844%, ICE LIBOR USD 3 Month + 5.800%, 07/18/2026 (A)(B)(D)(F)		2,571		–
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB
0.000%, 01/15/2026 (A)(B)(C)(D)		2,725		954
Cathedral Lake V, Ser 2018-5A, Cl SUB
0.000%, 10/21/2030 (A)(B)(C)(D)		3,139		1,161
First Eagle Clarendon Fund CLO, Ser 2015-1A, Cl E
7.234%, ICE LIBOR USD 3 Month + 6.050%, 01/25/2027 (A)(B)(D)		2,352		2,293
Great Lakes CLO, Ser 2015-1A, Cl ER
8.404%, ICE LIBOR USD 3 Month + 7.360%, 01/16/2030 (A)(B)(D)		3,253		2,798
Great Lakes CLO, Ser 2015-1A, Cl FR
11.044%, ICE LIBOR USD 3 Month + 10.000%, 01/16/2030 (A)(B)(D)		1,198		997
Great Lakes CLO, Ser 2015-1A, Cl SUB
0.000%, 01/16/2030 (A)(B)(C)(D)		4,519		2,065
Great Lakes CLO, Ser 2017-1A, Cl ER
8.544%, ICE LIBOR USD 3 Month + 7.500%, 10/15/2029 (A)(B)(D)		3,321		2,931


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ivy Hill Middle Market Credit Fund VII, Ser 2013-7A, Cl SUB
0.000%, 10/20/2029 (A)(B)(C)(D)	$	2,484	$	1,465
Ivy Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB
0.000%, 07/20/2029 (A)(B)(C)(D)		651		561
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
8.114%, ICE LIBOR USD 3 Month + 7.070%, 04/18/2030 (A)(B)(D)		1,559		1,391
Ivy Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB
0.000%, 04/18/2030 (A)(B)(C)(D)		1,169		474
LCM CLO, Ser 31A
0.000%, 01/20/2032 (B)(C)		1,115		836
Lockwood Grove CLO, Ser 2014-1A, Cl SUB
0.000%, 01/25/2030 (A)(B)(C)(D)		3,797		2,164
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
7.034%, ICE LIBOR USD 3 Month + 5.850%, 01/25/2030 (A)(B)(D)		2,499		2,137
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB
0.000%, 10/17/2027 (A)(B)(C)(D)		3,640		1,420
Neuberger Berman Loan Advisers CLO XLI, Ser 2021-41
0.000%, 04/15/2034 (B)(C)		1,924		1,295
Neuberger Berman Loan Advisers CLO XXXIX, Ser 2020-39
0.000%, 01/20/2032 (B)(C)		3,294		2,224
Neuberger Berman Loan Advisers CLO XXXVI, Ser 2020-36A, Cl INC
0.000%, 04/20/2033 (A)(B)(C)(D)		1,095		810
Neuberger Berman Loan Advisers CLO XXXVIII
0.000%, 10/20/2032 (B)(C)		3,438		2,433
Neuberger Berman Loan Advisers CLO, Ser 2020-36A, Cl SPIN
0.114%, 04/20/2033 (A)(B)(D)		14		11
NewStar Exeter Fund CLO, Ser 2015-1A, Cl E
8.263%, ICE LIBOR USD 3 Month + 7.200%, 01/20/2027 (A)(B)(D)		2,269		1,985
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB
0.000%, 04/20/2030 (A)(B)(C)(D)		7,983		3,657
OCP CLO, Ser 2017-14A, Cl SUB
0.000%, 11/20/2030 (A)(B)(C)(D)		1,655		794
OCP CLO, Ser 2020-19A, Cl SUB
0.000%, 10/20/2034 (A)(B)(C)(D)		1,224		1,125
OCP CLO, Ser 2021-21A
0.000%, 07/20/2034 (B)(C)		4,413		3,187
Shackleton CLO, Ser 2014-6RA
0.000%, 07/17/2028 (B)(C)		6,388		192


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Shackleton CLO, Ser 2019-14A, Cl SUB
0.000%, 07/20/2034 (A)(B)(C)(D)	$	1,999	$	1,279
TCP Whitney CLO, Ser 2017-1I, Cl SUB
0.000%, 08/20/2029 (B)(C)(D)		9,085		6,734
TCW CLO, Ser 2017-1A, Cl SUB
0.000%, 10/29/2034 (A)(B)(C)(D)		4,194		2,642
TCW CLO, Ser 2018-1A, Cl SUB
0.000%, 04/25/2031 (A)(B)(C)(D)		2,978		1,776
TCW CLO, Ser 2019-2A, Cl SUB
0.000%, 10/20/2032 (A)(B)(C)(D)		3,528		2,223
TCW CLO, Ser 2020-1
0.000%, 04/20/2028 (B)(C)		5,352		3,211
Venture CDO, Ser 2016-25A, Cl SUB
0.000%, 04/20/2029 (A)(B)(C)(D)		2,030		609
Venture CLO XXVI, Ser 2017-26A, Cl SUB
0.000%, 01/20/2029 (A)(B)(C)(D)		1,609		467
Venture CLO XXVIII, Ser 2017-28A, Cl SUB
0.000%, 07/20/2030 (A)(B)(C)(D)		3,228		1,291
Venture CLO XXXV, Ser 2018-35A, Cl SUB
0.000%, 10/22/2031 (A)(B)(C)(D)		11,892		4,757
Voya CLO, Ser 2020-2
0.000%, 07/19/2034 (B)(C)		4,915		4,368
Wind River CLO, Ser 2021-3
0.000%, 07/20/2033 (B)(C)		6,577		4,785

Total Asset-Backed Securities
(Cost $80,336) ($ Thousands)				127,413

	Shares
COMMON STOCK — 1.4%
21st Century Oncology Private Company *(B)		15,311		155
Aquity Holdings *(B)		85,745		965
Arctic Canadian Diamond Company Ltd. *(B)		1,054		—
Battalion Oil *		86		1
Berry		191,552		1,460
Cenveo Corporation *(B)(G)		84,157		1,683
CHC Group *		399		—
Chord Energy		6,345		772
Civitas Resources		–		—
Clear Channel Outdoor Holdings, Cl A *		202,317		217
Copper Property Pass-Through Certificates *		118,100		1,491
EP Energy *		15,235		122
Frontier Communications Parent *		14,785		348
Guitar Center *(B)(G)		13,905		2,654
Gulfport Energy *		7,772		618
Gymboree Holding *(B)(G)		40,312		—
iHeartMedia *		37,193		293
Intelsat Emergence *(B)		39,805		1,174
Magnachip Semiconductor *		22,871		332


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mallinckrodt *		8,281	$	206
Medical Card Systems *(B)		284,758		170
Monitronics International *(B)		211,006		1,259
MYT Holding *(B)		274,755		209
Neiman Marcus Group *(B)(G)		620		109
Neiman Marcus Group *(B)		5,934		1,038
Nine West FKA Premier Brands *(B)		92,548		54
Noble *		9,452		240
Parker Drilling *(B)(G)		79,089		454
Penney Borrower LLC *(B)		19,723		108
Quad/Graphics Inc *		54		—
Rue 21 *		1,835		168
SandRidge Energy *		20		—
VICI Properties Inc ^‡		48,986		1,459
Whiting Petroleum		2,060		140
Windstream Services *(B)		10,897		166

Total Common Stock
(Cost $21,327) ($ Thousands)				18,065



PREFERRED STOCK — 0.7%
Boardriders, 0.000% *(B)(C)		215,931		253
Bowlero, 0.000% *(B)(C)		1,110		1,110
Claire's Stores, 0.000% *(B)(C)		811		963
Crestwood Equity Partners, 9.250% (E)		113,214		1,030
FHLMC, 0.000% *(C)(E)		16,903		70
FNMA, 0.000% *(C)(E)		24,650		107
Foresight, 0.000% *(B)(C)		32,601		554
Guitar Center, 0.000% *(B)(C)(G)		365		34
Gulfport Energy, 0.000% *(B)(C)		28		159
Ladenburg Thalmann Financial Services, 6.500% *		65,290		986
MPLX, 8.462% *(B)(E)		23,039		874
MYT Holding, 10.000%		325,766		354
Syniverse, 0.000% *(B)(C)		2,682,813		2,629

Total Preferred Stock
(Cost $8,773) ($ Thousands)				9,123


	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.4%
Air Canada
4.000% , 07/01/2025		260		283
Chesapeake Energy
5.500% , 12/31/2049		100		2
DISH Network
3.375% , 08/15/2026		465		314


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Liberty Interactive
4.000% , 11/15/2029	$	574	$	253
3.750% , 02/15/2030		2,637		1,160
Liberty Latin America
2.000% , 07/15/2024		1,145		991
Pebblebrook Hotel Trust
1.750% , 12/15/2026		715		637
Silver Airways LLC
13.000% , 12/31/2027(B)		1,212		1,212

Total Convertible Bonds
(Cost $5,822) ($ Thousands)				4,852


		Number of Warrants
WARRANTS — 0.1%
Carestream Health
Strike Price $– *^‡^‡(B)(G)		79		–
Chesapeake Energy, Expires 02/12/2026
Strike Price $27.63 *		1,516		101
Chesapeake Energy, Expires 02/12/2026
Strike Price $32.13 *		1,684		95
Chesapeake Energy, Expires 02/12/2026
Strike Price $36.18 *		1,030		54
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(B)(G)		3,680		348
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(B)(G)		3,681		223
Intelsat Jackson Holdings
Strike Price *^‡^‡(B)		4		–
Neiman Marcus Group
Strike Price *^‡^‡(B)		3,938		177
Noble, Expires 02/05/2028
Strike Price $0.01 *		22,660		273
SandRidge Energy, Expires 10/07/2022
Strike Price $41.34 *		7,165		–
SandRidge Energy, Expires 10/07/2022
Strike Price $42.03 *		3,017		–
Windstream
Strike Price $– *^‡^‡(B)		104		1
Windstream Services
Strike Price $– *^‡^‡(B)		12,184		186


Total Warrants
(Cost $578) ($ Thousands)				1,458


		Number of Rights
RIGHTS — 0.0%
Intelsat Jackson Holdings *^‡^‡(B)		8,336		–
Total Rights
(Cost $—) ($ Thousands)				–


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, L.P.
1.330% **^†(L)		1,142	$	1


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



CASH EQUIVALENT — 2.6%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		34,039,269		34,039

Total Cash Equivalent
(Cost $34,039) ($ Thousands)				34,039


Total Investments in Securities — 99.5%
(Cost $1,467,867) ($ Thousands)			$	1,310,256

	Percentages are based on Net Assets of $1,316,939 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	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 June 30, 2022, the value of these securities amounted to $849,388 ($ Thousands), representing 64.5% of the Net Assets of the Fund.
(B)	Level 3 security in accordance with fair value hierarchy.
(C)	No interest rate available.
(D)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(E)	Perpetual security with no stated maturity date.
(F)	Security is in default on interest payment.
(G)	Security considered restricted, excluding 144A. The total market value of such securities as of June 30, 2022 was $15,047 ($ Thousands) and represented 1.1% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(H)	Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.
(I)	Unsettled bank loan. Interest rate may not be available.
(J)	Security, or a portion thereof, is owned through a holding entity, 717 AEP Leasing, LLC.
(K)	Zero coupon security.
(L)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of June 30, 2022 was $1 ($ Thousands).

CDO — Collateralized Debt Obligation

Cl — Class

CLO — Collateralized Loan Obligation

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

Pty — Proprietary

REIT — Real Estate Investment Trust

Ser — Series

SOFR — Secured Overnight Financing Rate

ULC — Unlimited Liability Company

USD — U.S. Dollar

The following is a summary of the level of inputs used as of June 30, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):
Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)			Total ($)
Corporate Obligations		–		986,222		540			986,762
Loan Participations		–		113,729		14,814			128,543
Asset-Backed Securities		–		–		127,413			127,413
Common Stock		6,208		1,659		10,198			18,065
Preferred Stock		1,491		1,056		6,576			9,123
Convertible Bonds		–		3,640		1,212			4,852
Warrants		54		469		935			1,458
Rights		–		–		–	^		–	^
Affiliated Partnership		–		1		–			1
Cash Equivalent		34,039		–		–			34,039
Total Investments in Securities		41,792		1,106,776		161,688			1,310,256

^ This category includes securities with a value of $0.

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

(1) Of the $161,688 ($ Thousands) in Level 3 securities as of June 30, 2022, $15,200 ($ Thousands) or 1.2% 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 June 30, 2022, transfers in or out of Level 3 were due to the availability or lack of availability of observable inputs to determine fair value.

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):

A list of the restricted securities, excluding 144a, held by the Fund at June 30, 2022, is as follow:


Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 36.1%
Banks — 0.3%
UBS
0.250%, 07/12/2022 (A)(B)(C)	$	1,000	$	1,000



Consumer Discretionary — 1.8%
AutoZone
1.851%, 07/07/2022 (B)(C)		2,900		2,899
Hyundai Capital America
2.002%, 07/13/2022 (B)(C)		2,900		2,898

				5,797

Consumer Staples — 0.9%
Mondelez International
1.871%, 07/05/2022 (B)(C)		2,900		2,899



Financials — 29.2%
Albion Capital
1.702%, 07/20/2022 (B)(C)		3,513		3,510
Alinghi Funding
3.064%, 05/17/2023 (B)(C)		1,000		968
Amcor Flexibles North America
2.004%, 07/18/2022 (B)(C)		2,900		2,897
ANTALIS
1.302%, 07/11/2022 (B)(C)		3,000		2,998
Barton Capital
1.753%, 07/15/2022 (B)(C)		4,837		4,834
Bayerische Landesbank
1.570%, 07/05/2022 (B)(C)		10,000		9,998
Bedford Row Funding
1.580%, 07/06/2022 (B)(C)		8,000		7,998
Bennington Stark Capital
1.261%, 07/07/2022 (B)(C)		3,000		2,999
BPCE
1.420%, 02/22/2023 (A)(B)(C)		2,000		1,956
Brighthouse Financial
1.682%, 07/14/2022 (B)(C)		7,000		6,996
CDP Financial
1.702%, 07/13/2022 (B)(C)		2,000		1,999
1.516%, 09/06/2022 (B)(C)		4,000		3,985
Collateralized Commercial Paper FLEX
0.240%, 08/10/2022 (A)(B)(C)		2,500		2,495
Crown Point Capital
0.320%, 10/07/2022 (A)(B)		1,000		1,000
0.300%, 10/04/2022 (A)(B)		2,500		2,486
DZ Bank NY
1.651%, 07/07/2022 (B)(C)		3,000		2,999
Federation des Caisses Desjardins du Quebec
1.653%, 07/28/2022 (B)(C)		3,653		3,648
Goldman Sachs International
0.250%, 09/23/2022 (A)(B)(C)		1,000		995


Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Ionic Capital III Trust
1.682%, 07/20/2022 (B)(C)		4,000	$	3,996
Lime Funding
1.742%, 07/20/2022 (B)(C)		2,024		2,022
LMA Americas
1.744%, 07/28/2022 (B)(C)		5,000		4,993
Macquarie Bank
1.687%, 09/01/2022 (B)(C)		1,500		1,494
Macquarie Group
0.659%, 01/04/2023 (A)(B)		1,500		1,497
Mitsubishi HC Capital America
2.067%, 07/12/2022 (B)(C)		2,900		2,898
Nordea Bank Abp
0.306%, 10/21/2022 (A)(B)(C)		1,000		993
Sheffield Receivables
0.000%, 07/26/2022 (A)(B)(C)		2,000		2,000
Sumitomo Mitsui Trust Bank
1.274%, 07/25/2022 (B)(C)		3,000		2,997
Toronto-Dominion Bank
1.348%, 02/17/2023 (A)(B)(C)		2,000		1,958
Washington Morgan Capital
0.500%, 09/01/2022 (A)(B)		2,000		1,994
Westpac Banking
0.271%, 10/14/2022 (A)(B)(C)		1,000		993

				92,596

Government — 1.3%
Province of Alberta Canada
1.683%, 07/27/2022 (B)(C)		4,000		3,995



Information Technology — 0.9%
Fidelity National Information Services
2.053%, 07/18/2022 (B)(C)		2,900		2,897



Materials — 1.7%
Avery Dennison
2.003%, 07/19/2022 (B)(C)		2,500		2,498
Sherwin-Williams
1.953%, 07/13/2022 (B)(C)		2,900		2,898

				5,396

Total Commercial Paper
(Cost $114,690) ($ Thousands)				114,580



CORPORATE OBLIGATIONS — 8.2%
Consumer Discretionary — 2.0%
Jets Stadium Development
1.800%, 04/01/2047 (A)(D)		3,900		3,900


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Toyota Motor Credit MTN
1.800%, U.S. SOFR + 0.280%, 12/14/2022 (D)	$	643	$	642
1.670%, U.S. SOFR + 0.150%, 08/15/2022 (D)		1,752		1,751

				6,293

Financials — 5.9%
Bank of Montreal IL
1.670%, U.S. SOFR + 0.150%, 09/21/2022 (D)		2,000		1,999
Credit Suisse NY
1.694%, SOFRINDX + 0.200%, 07/15/2022 (D)		1,500		1,500
1.583%, SOFRINDX + 0.280%, 02/10/2023 (D)		2,000		1,997
Goldman Sachs Bank USA NY
1.560%, U.S. SOFR + 0.300%, 03/09/2023 (D)		2,000		1,996
1.161%, U.S. SOFR + 0.170%, 07/26/2022 (D)		1,000		1,000
Lloyds Bank Corporate Markets NY
1.790%, U.S. SOFR + 0.270%, 01/24/2023 (D)		700		699
MUFG Bank NY
1.800%, U.S. SOFR + 0.300%, 03/10/2023 (D)		1,500		1,498
Natixis NY
1.800%, U.S. SOFR + 0.280%, 02/07/2023 (D)		2,000		1,997
Nordea Bank Abp NY
1.710%, U.S. SOFR + 0.190%, 10/27/2022 (D)		1,000		1,000
Standard Chartered Bank NY
1.820%, U.S. SOFR + 0.300%, 03/13/2023 (D)		1,000		998
Sumitomo Mitsui Banking
1.670%, U.S. SOFR + 0.170%, 09/14/2022 (D)		2,000		1,999
Svenska Handelsbanken NY
1.710%, U.S. SOFR + 0.190%, 10/27/2022 (D)		2,000		1,998

				18,681


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Industrials — 0.3%
Protective Life Global Funding
2.073%, U.S. SOFR + 0.550%, 03/31/2023 (A)(D)	$	1,035	$	1,035



Total Corporate Obligations
(Cost $26,030) ($ Thousands)				26,009



MUNICIPAL BOND — 0.2%
California — 0.2%
Tender Option Bond Trust Receipts, Ser 2021-XMT0950, RB
1.770%, 11/01/2035 (A)(D)		750		750


Total Municipal Bond

(Cost $750) ($ Thousands)				750



CERTIFICATES OF DEPOSIT — 39.8%
ASB Bank
1.190%, 09/08/2022 (A)		2,000		2,001
1.100%, 08/29/2022		2,000		2,000
Banco Santander
0.730%, 10/28/2022		2,000		2,000
Bank of Montreal IL
2.800%, 05/12/2023		1,000		1,000
1.451%, 08/15/2022		2,000		1,999
1.280%, 05/05/2023		1,000		999
1.240%, 06/06/2023		1,000		999
Bank of Nova Scotia
1.270%, 03/16/2023		2,000		1,999
0.800%, 05/05/2023		4,000		3,996
Barclays Bank
1.400%, 04/05/2023		1,500		1,500
Bedford Row Funding
0.950%, 09/01/2022		1,000		1,000
BNP Paribas
1.850%, 11/04/2022		2,000		2,001
0.850%, 08/05/2022		2,000		2,000
Canadian Imperial Bank of Commerce NY
2.160%, 07/03/2023		2,000		2,000
1.750%, 01/06/2023		1,000		999
1.280%, 03/15/2023		2,000		1,999
0.930%, 07/01/2022		3,000		3,000
Commonwealth Bank of Australia
1.950%, 02/21/2023		2,000		2,000
1.780%, 10/12/2022		2,000		2,000
Crown Point Capital
1.310%, 12/06/2022		2,000		2,000


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
HSBC Bank
1.380%, 06/06/2023	$	2,000	$	1,999
Korea Development Bank
2.050%, 09/09/2022		800		801
1.240%, 12/08/2022		2,000		1,999
Landesbank Baden-Wuerttemberg NY
1.800%, 08/12/2022		2,000		2,000
1.590%, 07/05/2022		4,000		4,000
Lloyds Bank Corporate Markets NY
0.230%, 08/17/2022		1,200		1,200
Macquarie Bank
2.050%, 08/22/2022		3,000		3,000
1.380%, 03/03/2023 (A)		2,000		2,002
1.250%, 01/18/2023		4,000		3,999
MUFG Bank NY
0.330%, 11/01/2022		1,500		1,489
0.300%, 10/31/2022		1,000		993
N-able
1.850%, 10/25/2022		2,000		2,000
1.250%, 03/14/2023		2,000		2,000
National Australia Bank
1.870%, 11/14/2022		1,000		1,000
National Bank of Canada
1.850%, 11/10/2022		2,000		2,000
1.850%, 01/13/2023		2,000		2,000
0.940%, 07/28/2022 (A)		2,000		2,000
Natixis NY
1.620%, 08/05/2022		1,750		1,750
Nordea Bank Abp NY
1.210%, 12/01/2022		3,000		2,999
1.200%, 12/07/2022		2,000		2,000
Norinchukin Bank
1.770%, 08/22/2022		2,000		2,000
1.600%, 07/25/2022		4,000		4,000
Royal Bank of Canada
2.030%, 01/04/2023		1,000		1,000
Skandinaviska Enskilda Banken
1.620%, 09/09/2022 (A)		1,500		1,499
0.920%, 09/12/2022		4,000		3,999
Standard Chartered Bank NY
2.000%, 05/04/2023		1,500		1,499
0.970%, 09/02/2022		1,500		1,499
Sumitomo Mitsui Banking
1.950%, 12/23/2022		2,000		2,000
1.900%, 07/22/2022		3,400		3,401
1.820%, 10/19/2022		2,000		2,000
1.720%, 01/19/2023		1,500		1,497
1.380%, 05/03/2023		2,000		1,999
1.100%, 07/29/2022		3,000		3,000
Swedbank NY
1.800%, 10/13/2022		2,000		2,000


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CERTIFICATES OF DEPOSIT (continued)
Toronto-Dominion Bank
2.800%, 05/08/2023	$	1,500	$	1,490
1.970%, 03/09/2023		2,000		1,999
0.800%, 03/31/2023		1,500		1,499
0.550%, 06/02/2023		2,000		1,998
0.300%, 10/25/2022		1,500		1,490
UBS
0.724%, 12/08/2022		1,500		1,499
0.447%, 09/22/2022		2,000		2,000
United Overseas Bank
0.980%, 11/07/2022		2,000		1,999
Westpac Banking
1.980%, 03/24/2023 (A)		2,000		1,999
Total Certificates of Deposit
(Cost $126,148) ($ Thousands)				126,089


	Shares
CASH EQUIVALENT — 0.0%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		22,682		23

Total Cash Equivalent
(Cost $23) ($ Thousands)				23


	Face Amount (Thousands)
REPURCHASE AGREEMENTS — 15.8%
Bank of America Securities
1.550%, dated 6/30/2022, to be repurchased on 7/1/2022, repurchase price $45,001,938 (collateralized by FNMA obligation, par value $50,606,500, 3.000%, 1/1/2052; with total market value $46,350,000) (E)	$	45,000		45,000
Goldman Sachs & Co
1.550%, dated 6/30/2022, to be repurchased on 7/1/2022, repurchase price $2,000,086 (collateralized by GNMA obligation, par value $2,117,776, 2.690%, 5/15/2057; with total market value $2,040,001) (E)		2,000		2,000


Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENTS (continued)
TD Securities
1.550%, dated 6/30/2022, to be repurchased on 7/1/2022, repurchase price $3,000,129 (collateralized by U.S. Treasury obligation, par value $3,063,500, 3.000%, 6/30/2024; with total market value $3,060,038) (E)	$	3,000	$	3,000

Total Repurchase Agreements
(Cost $50,000) ($ Thousands)				50,000


Total Investments in Securities — 100.1%
(Cost $317,641) ($ Thousands)			$	317,451

	Percentages are based on Net Assets of $317,252 ($ Thousands).
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Zero coupon security.
(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 June 30, 2022, the value of these securities amounted to $34,553 ($ Thousands), representing 10.9% of the Net Assets of the Fund.

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

Cl — Class

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

MTN — Medium Term Note

RB — Revenue Bond

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFRINDX — Custom SOFR Index

The following is a summary of the level of inputs used as of June 30, 2022, in valuing the Fund's investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Commercial Paper

–

114,580

–

114,580

Corporate Obligations

–

26,009

–

26,009

Municipal Bond

–

750

–

750

Certificates of Deposit

–

126,089

–

126,089

Cash Equivalent

–

Repurchase Agreements

–

50,000

–

50,000

Total Investments in Securities

317,428

–

317,451

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 June 30, 2022 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 87.1%
Arizona — 1.9%
Arizona State University, Board of Regents, Ser A, RB
0.900%, 07/01/2034 (A)	$	2,000	$	2,000
Avondale, RB
3.000%, 07/01/2022		270		270
Yavapai County, Industrial Development Authority, Drake Cement Project, Ser A, RB
0.950%, 09/01/2035 (A)(B)		1,500		1,500

				3,770

Colorado — 2.1%
Colorado Springs, Utilities System Revenue, Ser C-REMK, RB
0.880%, 11/01/2040 (A)		4,000		4,000


Connecticut — 4.1%
Connecticut State, Housing Finance Authority, Mortgage Finance Program, RB
0.880%, 05/15/2050 (A)		2,125		2,125
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser C-3, RB
0.900%, 11/15/2045 (A)		375		375
Connecticut State, Housing Finance Authority, Mortgage Finance Program, Sub-Ser F-3, RB
0.880%, 05/15/2040 (A)		1,900		1,900
Connecticut State, Ser C, GO
0.940%, 05/15/2034 (A)		2,870		2,870
Connecticut State, Ser D, GO
4.000%, 09/15/2022		400		402

				7,672

District of Columbia — 2.0%
RBC Municipal Products Trust, Ser 2018-G63, GO
0.940%, 12/01/2023 (A)(B)(C)		2,000		2,000
Tender Option Bond Trust Receipts, Ser 2019-XG0267, RB
0.960%, 10/01/2053 (A)(B)(C)		1,950		1,950

				3,950

Florida — 6.2%
Escambia County, Solid Waste Disposal, Florida Power & Light, RB
0.550%, 04/01/2039 (A)		3,800		3,800
Lucie County, Florida Power & Light Project, RB
0.570%, 09/01/2028 (A)		5,150		5,150


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Miami-Dade County, Industrial Development Authority, Dave and Mary Alper Jewish Community Center Project, RB
0.950%, 04/01/2032 (A)(B)	$	2,895	$	2,895

				11,845

Georgia — 1.0%
Georgia State, Municipal Electric Authority, Project One, Sub-Ser B, RB
0.950%, 01/01/2048 (A)(B)		2,000		2,000


Illinois — 5.8%
Aurora, Fox Valley Counseling Center, RB
0.910%, 05/01/2028 (A)(B)		1,710		1,710
Illinois State, Development Finance Authority, Glenwood School For Boys, RB
0.960%, 02/01/2033 (A)(B)		2,000		2,000
Illinois State, Development Finance Authority, YMCA Metropolitan Chicago Project, RB
0.950%, 06/01/2029 (A)(B)		3,500		3,500
Illinois State, Finance Authority, Advocate Health Care Network, Sub-Ser C3A, RB
0.920%, 11/01/2038 (A)		2,400		2,400
Illinois State, Finance Authority, The Care Foundation, RB
0.900%, 08/15/2052 (A)(B)		400		400
University of Illinois, Hospital & Health Sciences System, Ser B, RB
0.950%, 10/01/2026 (A)(B)		1,100		1,100

				11,110

Indiana — 2.1%
Indiana State, Housing & Community Development Authority, Ser C-3, RB
0.430%, 07/01/2047 (A)		2,200		2,200
Tender Option Bond Trust Receipts, Ser 2016-XL0019, RB
1.060%, 04/01/2030 (A)(C)		1,770		1,770

				3,970

Iowa — 3.4%
Iowa State, Finance Authority, Disaster Area Economic Development, CJ Bio America Project, RB
1.010%, 12/01/2041 (A)(B)(C)		2,000		2,000
Iowa State, Finance Authority, Pollution Control Facilities, MidAmerican Energy Project, RB
0.970%, 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
0.970%, 05/01/2023 (A)	$	3,000	$	3,000

				6,500

Louisiana — 1.0%
Louisiana State, Offshore Terminal Authority, RB
0.950%, 09/01/2033 (A)(B)		1,850		1,850


Maryland — 2.2%
Maryland State, Community Development Administration, Department of Housing and Community Development, Crusader Arms Apartments Project, Ser D, RB
0.970%, 02/01/2041 (A)		1,070		1,070
Maryland State, Economic Development Corporation, Howard Hughes Medical Institute, Ser A, RB
0.870%, 02/15/2043 (A)		3,135		3,135

				4,205

Massachusetts — 3.1%
Massachusetts State, Health & Educational Facilities Authority, Mass General Brigham, RB
0.920%, 07/01/2027 (A)		300		300
Massachusetts State, Water Resources Authority, Sub-Ser A-3, RB
0.880%, 08/01/2037 (A)		5,605		5,605

				5,905

Michigan — 1.5%
Central Michigan University, Ser A, RB
0.910%, 10/01/2032 (A)(B)		1,400		1,400
Michigan State University, Ser A, RB
0.930%, 02/15/2033 (A)		1,600		1,600

				3,000

Minnesota — 1.3%
Minneapolis, University Gateway Project, RB
0.900%, 12/01/2040 (A)		500		500
Rochester, Mayo Clinic, Ser A, RB
0.930%, 11/15/2038 (A)		2,000		2,000

				2,500

Mississippi — 4.1%
Jackson County, Port Facility, Chevron USA Project, RB
0.500%, 06/01/2023 (A)		1,400		1,400


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Mississippi State, Business Finance, Chevron USA Project, Ser B, RB
0.500%, 12/01/2030 (A)	$	400	$	400
Mississippi State, Business Finance, Chevron USA Project, Ser F, RB
0.500%, 12/01/2030 (A)		4,100		4,100
Mississippi State, Business Finance, Chevron USA Project, Ser G, RB
0.500%, 11/01/2035 (A)		1,000		1,000
Mississippi State, Business Finance, Chevron USA Project, Ser K, RB
0.500%, 11/01/2035 (A)		1,000		1,000

				7,900

Missouri — 2.9%
Kansas City, Special Obligation, H Roe Bartle Project, Ser E, RB
0.910%, 04/15/2034 (A)(B)		2,100		2,100
RBC Municipal Products Trust, Ser C-16, RB
0.960%, 09/01/2039 (A)(B)(C)		3,500		3,500

				5,600

Nevada — 0.4%
Tender Option Bond Trust Receipts, Ser 2020-XF2858, RB
0.940%, 07/01/2050 (A)(C)		700		700


New Jersey — 4.9%
Deptford, Ser A, GO
4.000%, 07/11/2023		3,000		3,038
1.000%, 07/13/2022		6,100		6,099

				9,137

New York — 7.7%
Kings Point, GO
1.000%, 07/22/2022		2,115		2,115
New York City, Housing Development Corporation, Multi-Family Housing, Ser I, RB
0.880%, 11/01/2060 (A)		200		200
New York City, Water Finance Authority, Water & Sewer System, RB
0.450%, 06/15/2039 (A)		200		200
New York City, Water Finance Authority, Water & Sewer System, Ser BB, RB
0.490%, 06/15/2049 (A)		4,500		4,500
New York State, Housing Finance Agency, Ser A, RB
0.930%, 11/01/2050 (A)(B)		2,500		2,500
Oneida County, Industrial Development Agency, Mohawk Valley Community College Dormitory Project, Ser A, RB
0.980%, 08/01/2036 (A)(B)		1,100		1,100


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
RBC Municipal Products Trust, Ser 2018-G5, GO
0.940%, 10/01/2025 (A)(B)(C)	$	1,900	$	1,900
Tender Option Bond Trust Receipts, Ser 2017-XF0550, RB
0.950%, 02/15/2042 (A)(C)		2,000		2,000

				14,515

North Carolina — 3.4%
Charlotte, Governmental Facilities Project, RB
0.900%, 06/01/2033 (A)		1,790		1,790
Charlotte-Mecklenburg, Hospital Authority, Ser E, RB, AGM
0.430%, 01/15/2044 (A)(B)		2,000		2,000
North Carolina State, Medical Care Commission, Moses Cone Health System, Ser A, RB
0.900%, 10/01/2035 (A)		2,870		2,870

				6,660

Ohio — 0.5%
Franklin County, Hospital Facilities Revenue, Sub-Ser R, RB
0.880%, 12/01/2028 (A)(B)		945		945


Pennsylvania — 3.0%
Butler County, Industrial Development Authority, Concordia Lutheran Ministries, Ser A-R, RB
1.010%, 05/01/2034 (A)(B)		1,340		1,340
Emmaus, General Authority Revenue, RB
1.020%, 12/01/2028 (A)		200		200
Montgomery County, Industrial Development Authority, Acts Retirement Life Communities, RB, AGC
0.600%, 11/15/2029 (A)		175		175
Pennsylvania State, Economic Development Financing Authority, PPL Energy Supply Project, RB
1.500%, 12/01/2037 (A)(B)(D)		3,000		3,000
Pennsylvania State, Turnpike Commission, Ser A, RB
0.880%, 12/01/2050 (A)(B)		300		300
Philadelphia Gas Works, Ser D, RB
0.890%, 08/01/2031 (A)(B)		600		600

				5,615

South Carolina — 2.6%
South Carolina State, Public Service Authority, Ser A, RB
0.990%, 01/01/2036 (A)(B)		5,000		5,000


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
South Dakota — 1.5%
South Dakota State, Housing Development Authority, Ser A, RB
0.920%, 11/01/2062 (A)	$	2,940	$	2,940


Tennessee — 0.5%
Clarksville, Public Building Authority, Pooled Financing, RB
0.960%, 06/01/2029 (A)(B)		1,000		1,000


Texas — 13.0%
Houston, Combined Utility System Revenue, RB
0.920%, 05/15/2034 (A)(B)		1,100		1,100
North Fort Bend, Water Authority, Ser 2019-XF0816, RB
1.010%, 06/15/2027 (A)(C)		1,500		1,500
Pasadena, Independent School District, Ser B, GO, AGM
0.900%, 02/01/2035 (A)		1,150		1,150
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, RB
1.000%, 03/01/2039 (A)		5,300		5,300
Port Arthur, Navigation District, Industrial Development, Petrochemicals USA Project, Ser A, RB
1.010%, 12/01/2040 (A)		2,200		2,200
Red River, Education Finance Corporation, Texas Christian University Project, RB
1.000%, 03/01/2030 (A)		3,400		3,400
Tarrant County, Cultural Education Facilities Finance, Christus Health, RB
0.920%, 07/01/2047 (A)(B)		1,525		1,525
Texas State, Veterans Bonds, GO
0.980%, 12/01/2047 (A)		2,020		2,020
0.950%, 12/01/2040 (A)		600		600
0.940%, 12/01/2046 (A)		900		900
Texas State, Veterans Bonds, Ser A, GO
0.950%, 06/01/2041 (A)		300		300
Texas State, Veterans Bonds, Ser B, GO
0.950%, 12/01/2042 (A)		2,500		2,500
Texas State, Veterans Bonds, Ser B-REMK, GO
0.950%, 12/01/2043 (A)		2,000		2,000

				24,495

Virginia — 1.0%
Fairfax County, Industrial Development Authority, Inova Health System Project, RB
0.910%, 05/15/2042 (A)		1,835		1,835


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Washington — 0.2%
Port Tacoma, Sub-Ser B, RB
0.870%, 12/01/2044 (A)(B)	$	300	$	300


West Virginia — 0.6%
West Virginia State, Hospital Finance Authority, West Virginia University, RB
0.910%, 06/01/2034 (A)(B)		1,165		1,165


Wisconsin — 3.1%
Wisconsin State, Housing & Economic Development Authority, Ser B, RB
0.900%, 03/01/2041 (A)		1,845		1,845
Wisconsin State, Housing & Economic Development Authority, Ser C, RB
0.900%, 05/01/2046 (A)		2,000		2,000
Wisconsin State, Ser A, GO
0.000%, 05/01/2023 (A)(E)		2,000		2,000

				5,845


Total Municipal Bonds
(Cost $165,929) ($ Thousands)				165,929



TAX-EXEMPT COMMERCIAL PAPER — 15.5%
King County
1.250%, 08/02/2022		6,500		6,500
0.950%, 07/13/2022		500		500
Michigan State University
1.170%, 07/07/2022		4,900		4,900
Nashville & Davidson County
1.120%, 08/04/2022		1,000		1,000
New York State, Power Authority
1.050%, 07/06/2022		3,885		3,885
0.800%, 07/13/2022		2,000		2,000
Port Authority of New York & New Jersey
1.450%, 08/31/2022		2,700		2,700
Univeristy of Washington
1.100%, 08/03/2022		3,000		3,000
University of Minnesota
1.200%, 07/22/2022		5,000		5,000
Total Tax-Exempt Commercial Paper
(Cost $29,485) ($ Thousands)				29,485


Total Investments in Securities — 102.6%
(Cost $195,414) ($ Thousands)			$	195,414

Percentages are based on Net Assets of $190,552 ($ Thousands).

(A)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(B)	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 June 30, 2022, the value of these securities amounted to $17,320 ($ Thousands), representing 9.1% of the Net Assets of the Fund.
(D)	Security is in default on interest payment.
(E)	No interest rate available.

AGC — Assured Guaranty Corporation

AGM— Assured Guaranty Municipal

GO — General Obligation

RB — Revenue Bond

Ser — Series

As of June 30, 2022, all of the Fund's investments were considered Level 2, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.6%
U.S. Treasury Inflation Protected Securities
2.375%, 01/15/2025	$	12,140	$	12,864
2.375%, 01/15/2027		7,787		8,457
2.000%, 01/15/2026		7,787		8,247
0.625%, 01/15/2024		21,546		21,915
0.625%, 01/15/2026		16,483		16,667
0.500%, 04/15/2024		12,036		12,203
0.375%, 07/15/2023		22,637		23,035
0.375%, 07/15/2025		19,604		19,800
0.375%, 01/15/2027		15,571		15,513
0.250%, 01/15/2025		17,865		17,973
0.125%, 07/15/2024		19,548		19,735
0.125%, 10/15/2024		17,422		17,529
0.125%, 04/15/2025		14,245		14,252
0.125%, 10/15/2025		13,957		13,946
0.125%, 10/15/2025		3,405		3,402
0.125%, 04/15/2026		13,381		13,256
0.125%, 07/15/2026		16,426		16,293
0.125%, 10/15/2026		18,853		18,681
0.125%, 04/15/2027		10,206		10,048

Total U.S. Treasury Obligations
(Cost $293,090) ($ Thousands)				283,816


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.2%
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		614,285	$	614

Total Cash Equivalent
(Cost $614) ($ Thousands)				614


Total Investments in Securities — 99.8%
(Cost $293,704) ($ Thousands)			$	284,430

	Percentages are based on Net Assets of $284,888 ($ Thousands).
**	The rate reported is the 7-day effective yield as of June 30, 2022.
^†	Investment in Affiliated Security.

Cl — Class

The following is a summary of the level of inputs used as of June 30, 2022, in valuing the Fund's investments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

U.S. Treasury Obligations

–

283,816

–

283,816

Cash Equivalent

614

–

614

Total Investments in Securities

614

283,816

–

284,430

The following is a summary of the transactions with affiliates for the period ended June 30, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 90.9%

Communication Services — 8.1%
Activision Blizzard Inc		15,266	$	1,189
Alphabet Inc, Cl A *		5,857		12,764
Alphabet Inc, Cl C *		5,390		11,790
AT&T Inc		139,149		2,917
Charter Communications Inc, Cl A *		2,218		1,039
Comcast Corp, Cl A		87,628		3,439
DISH Network Corp, Cl A *		5,102		91
Electronic Arts Inc		5,435		661
Fox Corp, Cl A		6,071		195
Fox Corp, Cl B		2,766		82
Interpublic Group of Cos Inc/The		7,927		218
Live Nation Entertainment Inc *		2,607		215
Lumen Technologies Inc		18,583		203
Match Group Inc *		5,506		384
Meta Platforms Inc, Cl A *		44,902		7,240
Netflix Inc *		8,629		1,509
News Corp, Cl A		7,362		115
News Corp, Cl B		2,517		40
Omnicom Group Inc		4,226		269
Paramount Global, Cl B		11,971		295
Take-Two Interactive Software Inc, Cl A *		3,121		382
T-Mobile US Inc *		11,498		1,547
Twitter Inc *		14,752		552
Verizon Communications Inc		81,965		4,160
Walt Disney Co/The *		35,483		3,350
Warner Bros Discovery Inc *		43,013		577

				55,223
Consumer Discretionary — 9.7%
Advance Auto Parts Inc		1,251		216
Amazon.com Inc, Cl A *		171,020		18,164
Aptiv PLC *		5,356		477
AutoZone Inc *		415		892
Bath & Body Works Inc		5,029		135
Best Buy Co Inc		3,830		250
Booking Holdings Inc *		791		1,383
BorgWarner Inc		4,537		151
Caesars Entertainment Inc *		4,054		155
CarMax Inc *		3,145		285
Carnival Corp *		15,726		136
Chipotle Mexican Grill Inc, Cl A *		541		707
Darden Restaurants Inc		2,547		288
Dollar General Corp		4,514		1,108
Dollar Tree Inc *		4,431		691
Domino's Pizza Inc		670		261
DR Horton Inc		6,265		415
eBay Inc		11,018		459
Etsy Inc *		2,413		177
Expedia Group Inc *		2,912		276
Ford Motor Co		76,682		853
Garmin Ltd		2,900		285


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
General Motors Co *		28,282	$	898
Genuine Parts Co		2,806		373
Hasbro Inc		2,609		213
Hilton Worldwide Holdings Inc		5,409		603
Home Depot Inc/The		20,229		5,548
Las Vegas Sands Corp *		6,565		220
Lennar Corp, Cl A		5,195		367
LKQ Corp		5,116		251
Lowe's Cos Inc		12,919		2,257
Marriott International Inc/MD, Cl A		5,364		730
McDonald's Corp		14,495		3,578
MGM Resorts International		6,742		195
Mohawk Industries Inc *		1,020		127
Newell Brands Inc, Cl B		7,154		136
NIKE Inc, Cl B		24,859		2,541
Norwegian Cruise Line Holdings Ltd *		8,414		94
NVR Inc *		59		236
O'Reilly Automotive Inc *		1,304		824
Penn National Gaming Inc *		2,986		91
Pool Corp		816		287
PulteGroup Inc		4,873		193
PVH Corp		1,372		78
Ralph Lauren Corp, Cl A		928		83
Ross Stores Inc		6,807		478
Royal Caribbean Cruises Ltd *		4,256		149
Starbucks Corp		22,369		1,709
Tapestry Inc		5,253		160
Target Corp, Cl A		9,047		1,278
Tesla Inc *		16,388		11,036
TJX Cos Inc/The		22,859		1,277
Tractor Supply Co		2,200		426
Ulta Beauty Inc *		1,014		391
VF Corp		6,219		275
Whirlpool Corp		1,169		181
Wynn Resorts Ltd *		2,145		122
Yum! Brands Inc		5,599		636

				65,805
Consumer Staples — 6.4%
Altria Group Inc		35,620		1,488
Archer-Daniels-Midland Co		10,958		850
Brown-Forman Corp, Cl B		3,560		250
Campbell Soup Co		4,134		199
Church & Dwight Co Inc		4,634		429
Clorox Co/The		2,338		330
Coca-Cola Co/The		75,960		4,779
Colgate-Palmolive Co		16,371		1,312
Conagra Brands Inc		9,063		310
Constellation Brands Inc, Cl A		3,157		736
Costco Wholesale Corp		8,686		4,163
Estee Lauder Cos Inc/The, Cl A		4,585		1,168
General Mills Inc		11,928		900


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hershey Co/The		2,886	$	621
Hormel Foods Corp		5,623		266
J M Smucker Co/The		2,130		273
Kellogg Co		5,019		358
Keurig Dr Pepper Inc		14,500		513
Kimberly-Clark Corp		6,546		885
Kraft Heinz Co/The		13,714		523
Kroger Co/The		12,990		615
Lamb Weston Holdings Inc		2,801		200
McCormick & Co Inc/MD		4,793		399
Molson Coors Beverage Co, Cl B		3,595		196
Mondelez International Inc, Cl A		27,102		1,683
Monster Beverage Corp *		7,408		687
PepsiCo Inc		26,992		4,498
Philip Morris International Inc		30,275		2,989
Procter & Gamble Co/The		46,877		6,740
Sysco Corp, Cl A		9,795		830
Tyson Foods Inc, Cl A		5,775		497
Walgreens Boots Alliance Inc		14,116		535
Walmart Inc		27,419		3,333

				43,555
Energy — 4.0%
APA Corp		6,452		225
Baker Hughes Co, Cl A		17,695		511
Chevron Corp		38,372		5,556
ConocoPhillips		25,364		2,278
Coterra Energy Inc		16,041		414
Devon Energy Corp		11,875		654
Diamondback Energy Inc, Cl A		3,283		398
EOG Resources Inc		11,426		1,262
Exxon Mobil Corp		82,381		7,055
Halliburton Co		17,526		550
Hess Corp		5,385		570
Kinder Morgan Inc		38,278		641
Marathon Oil Corp		13,859		312
Marathon Petroleum Corp		10,653		876
Occidental Petroleum Corp		17,320		1,020
ONEOK Inc		8,849		491
Phillips 66		9,079		744
Pioneer Natural Resources Co		4,467		996
Schlumberger NV, Cl A		27,476		983
Valero Energy Corp		8,017		852
Williams Cos Inc/The		23,914		746

				27,134
Financials — 9.9%
Aflac Inc		11,807		653
Allstate Corp/The		5,320		674
American Express Co		11,997		1,663
American International Group Inc		15,536		794
Ameriprise Financial Inc		2,190		521
Aon PLC, Cl A		4,162		1,122


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Arthur J Gallagher & Co		4,094	$	668
Assurant Inc		1,143		198
Bank of America Corp		138,799		4,321
Bank of New York Mellon Corp/The		14,436		602
Berkshire Hathaway Inc, Cl B *		35,370		9,657
BlackRock Inc		2,817		1,716
Brown & Brown Inc		4,539		265
Capital One Financial Corp		7,731		805
Cboe Global Markets Inc		2,027		229
Charles Schwab Corp/The		29,305		1,852
Chubb Ltd		8,271		1,626
Cincinnati Financial Corp		2,890		344
Citigroup Inc		38,075		1,751
Citizens Financial Group Inc		9,708		347
CME Group Inc, Cl A		7,002		1,433
Comerica Inc		2,483		182
Discover Financial Services		5,549		525
Everest Re Group Ltd		773		217
FactSet Research Systems Inc		774		298
Fifth Third Bancorp		13,183		443
First Republic Bank/CA		3,477		501
Franklin Resources Inc		5,343		124
Globe Life Inc		1,800		175
Goldman Sachs Group Inc/The		6,668		1,980
Hartford Financial Services Group Inc/The		6,632		434
Huntington Bancshares Inc/OH		28,162		339
Intercontinental Exchange Inc		10,995		1,034
Invesco Ltd		6,678		108
JPMorgan Chase & Co		57,402		6,464
KeyCorp		18,116		312
Lincoln National Corp		3,195		149
Loews Corp		3,855		228
M&T Bank Corp		3,487		556
MarketAxess Holdings Inc		753		193
Marsh & McLennan Cos Inc		9,871		1,532
MetLife Inc		13,731		862
Moody's Corp		3,193		868
Morgan Stanley		27,304		2,077
MSCI Inc, Cl A		1,577		650
Nasdaq Inc, Cl A		2,307		352
Northern Trust Corp		4,129		398
PNC Financial Services Group Inc/The		8,009		1,264
Principal Financial Group Inc, Cl A		4,667		312
Progressive Corp/The		11,421		1,328
Prudential Financial Inc		7,318		700
Raymond James Financial Inc		3,872		346
Regions Financial Corp		18,215		342
S&P Global Inc		6,806		2,294
Signature Bank/New York NY, Cl B		1,257		225
SVB Financial Group, Cl B *		1,093		432
Synchrony Financial		9,544		264
T Rowe Price Group Inc		4,483		509


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Travelers Cos Inc/The		4,687	$	793
Truist Financial Corp		26,268		1,246
US Bancorp		26,277		1,209
W R Berkley Corp		4,057		277
Wells Fargo & Co		74,315		2,911
Willis Towers Watson PLC		2,163		427
Zions Bancorp NA		3,033		154

				67,275
Health Care — 13.8%
Abbott Laboratories		34,213		3,717
AbbVie Inc		34,582		5,297
ABIOMED Inc *		935		231
Agilent Technologies Inc		5,879		698
Align Technology Inc *		1,395		330
AmerisourceBergen Corp, Cl A		2,951		417
Amgen Inc, Cl A		10,477		2,549
Baxter International Inc		9,849		633
Becton Dickinson and Co		5,572		1,374
Biogen Inc *		2,849		581
Bio-Rad Laboratories Inc, Cl A *		433		214
Bio-Techne Corp		773		268
Boston Scientific Corp *		27,916		1,040
Bristol-Myers Squibb Co		41,739		3,214
Cardinal Health Inc		5,413		283
Catalent Inc *		3,577		384
Centene Corp *		11,432		967
Charles River Laboratories International Inc *		965		207
Cigna Corp		6,199		1,634
Cooper Cos Inc/The, Cl A		966		303
CVS Health Corp		25,561		2,368
Danaher Corp, Cl A		12,455		3,158
DaVita Inc *		1,315		105
DENTSPLY SIRONA Inc		4,221		151
Dexcom Inc *		7,472		557
Edwards Lifesciences Corp, Cl A *		12,188		1,159
Elevance Health Inc		4,672		2,255
Eli Lilly & Co		15,422		5,000
Gilead Sciences Inc		24,354		1,505
HCA Healthcare Inc		4,479		753
Henry Schein Inc *		2,749		211
Hologic Inc *		4,829		335
Humana Inc		2,457		1,150
IDEXX Laboratories Inc *		1,636		574
Illumina Inc *		3,077		567
Incyte Corp *		3,671		279
Intuitive Surgical Inc *		6,965		1,398
IQVIA Holdings Inc *		3,769		818
Johnson & Johnson		51,424		9,128
Laboratory Corp of America Holdings		1,853		434
McKesson Corp		2,872		937


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Medtronic PLC		26,320	$	2,362
Merck & Co Inc		49,336		4,498
Mettler-Toledo International Inc *		444		510
Moderna Inc *		6,858		980
Molina Healthcare Inc *		1,160		324
Organon & Co		4,792		162
PerkinElmer Inc		2,483		353
Pfizer Inc		109,624		5,748
Quest Diagnostics Inc		2,296		305
Regeneron Pharmaceuticals Inc *		2,137		1,263
ResMed Inc		2,900		608
STERIS PLC		1,974		407
Stryker Corp		6,546		1,302
Teleflex Inc		900		221
Thermo Fisher Scientific Inc		7,640		4,151
UnitedHealth Group Inc		18,337		9,418
Universal Health Services Inc, Cl B		1,292		130
Vertex Pharmaceuticals Inc *		4,984		1,404
Viatris Inc, Cl W *		22,983		241
Waters Corp *		1,178		390
West Pharmaceutical Services Inc		1,449		438
Zimmer Biomet Holdings Inc		4,010		421
Zoetis Inc, Cl A		9,249		1,590

				94,409
Industrials — 7.1%
3M Co		11,135		1,441
A O Smith Corp		2,510		137
Alaska Air Group Inc *		2,514		101
Allegion plc		1,733		170
American Airlines Group Inc *		12,281		156
AMETEK Inc		4,506		495
Boeing Co/The *		10,634		1,454
Carrier Global Corp		16,721		596
Caterpillar Inc, Cl A		10,374		1,855
CH Robinson Worldwide Inc		2,598		263
Cintas Corp		1,725		644
Copart Inc *		4,254		462
CSX Corp		42,345		1,231
Cummins Inc		2,765		535
Deere & Co		5,476		1,640
Delta Air Lines Inc, Cl A *		12,684		368
Dover Corp		2,747		333
Eaton Corp PLC		7,766		978
Emerson Electric Co		11,519		916
Equifax Inc		2,392		437
Expeditors International of Washington Inc		3,292		321
Fastenal Co, Cl A		11,050		552
FedEx Corp		4,602		1,043
Fortive Corp		7,108		387
Fortune Brands Home & Security Inc		2,707		162
Generac Holdings Inc *		1,283		270


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
General Dynamics Corp		4,507	$	997
General Electric Co		21,571		1,373
Honeywell International Inc		13,382		2,326
Howmet Aerospace Inc		7,232		228
Huntington Ingalls Industries Inc, Cl A		773		168
IDEX Corp		1,448		263
Illinois Tool Works Inc		5,535		1,009
Ingersoll Rand Inc		8,135		342
Jacobs Engineering Group Inc		2,532		322
JB Hunt Transport Services Inc		1,587		250
Johnson Controls International plc		13,557		649
L3Harris Technologies Inc		3,837		927
Leidos Holdings Inc		2,804		282
Lockheed Martin Corp		4,627		1,989
Masco Corp		4,659		236
Nielsen Holdings PLC		6,834		159
Nordson Corp		1,063		215
Norfolk Southern Corp		4,638		1,054
Northrop Grumman Corp		2,863		1,370
Old Dominion Freight Line Inc, Cl A		1,786		458
Otis Worldwide Corp		8,362		591
PACCAR Inc		6,681		550
Parker-Hannifin Corp, Cl A		2,564		631
Pentair PLC		3,064		140
Quanta Services Inc		2,884		362
Raytheon Technologies Corp		29,226		2,809
Republic Services Inc		4,019		526
Robert Half International Inc		2,184		164
Rockwell Automation Inc		2,255		450
Rollins Inc		4,520		158
Snap-on Inc		1,018		201
Southwest Airlines Co, Cl A *		11,327		409
Stanley Black & Decker Inc		3,099		325
Textron Inc		4,286		262
Trane Technologies PLC		4,543		590
TransDigm Group Inc *		973		522
Union Pacific Corp		12,206		2,603
United Airlines Holdings Inc *		6,078		215
United Parcel Service Inc, Cl B		14,212		2,594
United Rentals Inc *		1,449		352
Verisk Analytics Inc, Cl A		3,090		535
Waste Management Inc		7,518		1,150
Westinghouse Air Brake Technologies Corp		3,562		292
WW Grainger Inc		817		371
Xylem Inc/NY		3,424		268

				48,634
Information Technology — 24.4%
Accenture PLC, Cl A		12,395		3,441
Adobe Inc *		9,233		3,380
Advanced Micro Devices Inc *		31,615		2,418
Akamai Technologies Inc *		3,263		298


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Amphenol Corp, Cl A		11,830	$	762
Analog Devices Inc		10,200		1,490
ANSYS Inc *		1,740		416
Apple Inc		300,489		41,083
Applied Materials Inc		17,263		1,571
Arista Networks Inc *		4,346		407
Autodesk Inc, Cl A *		4,254		731
Automatic Data Processing Inc		8,154		1,713
Broadcom Inc		8,008		3,890
Broadridge Financial Solutions Inc		2,234		318
Cadence Design Systems Inc *		5,410		812
CDW Corp/DE		2,607		411
Ceridian HCM Holding Inc *		2,606		123
Cisco Systems Inc		81,508		3,475
Citrix Systems Inc		2,441		237
Cognizant Technology Solutions Corp, Cl A		10,317		696
Corning Inc, Cl B		14,659		462
DXC Technology Co *		4,809		146
Enphase Energy Inc *		2,608		509
EPAM Systems Inc *		1,161		342
F5 Inc, Cl A *		1,149		176
Fidelity National Information Services Inc, Cl B		11,936		1,094
Fiserv Inc, Cl A *		11,357		1,010
FleetCor Technologies Inc *		1,544		324
Fortinet Inc *		13,035		738
Gartner Inc *		1,613		390
Global Payments Inc		5,594		619
Hewlett Packard Enterprise Co		24,724		328
HP Inc		20,468		671
Intel Corp		79,737		2,983
International Business Machines Corp		17,554		2,478
Intuit Inc		5,551		2,140
Jack Henry & Associates Inc		1,450		261
Juniper Networks Inc		6,254		178
Keysight Technologies Inc *		3,575		493
KLA Corp		2,946		940
Lam Research Corp		2,700		1,151
Mastercard Inc, Cl A		16,836		5,311
Microchip Technology Inc		10,793		627
Micron Technology Inc		21,904		1,211
Microsoft Corp		146,158		37,538
Monolithic Power Systems Inc		870		334
Motorola Solutions Inc		3,286		689
NetApp Inc		4,276		279
NortonLifeLock Inc		11,409		250
NVIDIA Corp		48,829		7,402
NXP Semiconductors NV		5,218		773
ON Semiconductor Corp *		8,500		428
Oracle Corp, Cl B		30,654		2,142
Paychex Inc		6,280		715
Paycom Software Inc *		987		276


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PayPal Holdings Inc *		22,681	$	1,584
PTC Inc *		2,028		216
Qorvo Inc *		2,131		201
QUALCOMM Inc		21,996		2,810
Roper Technologies Inc		2,045		807
Salesforce Inc *		19,203		3,169
Seagate Technology Holdings PLC		4,005		286
ServiceNow Inc *		3,863		1,837
Skyworks Solutions Inc		3,295		305
SolarEdge Technologies Inc *		1,064		291
Synopsys Inc *		2,995		910
Teledyne Technologies Inc *		890		334
Teradyne Inc		3,188		285
Texas Instruments Inc		18,019		2,769
Trimble Inc *		4,828		281
Tyler Technologies Inc *		809		269
VeriSign Inc *		1,912		320
Visa Inc, Cl A		32,229		6,346
Western Digital Corp *		6,224		279
Zebra Technologies Corp, Cl A *		1,077		317

				166,696
Materials — 2.0%
Air Products and Chemicals Inc		4,357		1,048
Albemarle Corp		2,340		489
Amcor PLC		29,272		364
Avery Dennison Corp		1,619		262
Ball Corp		6,290		433
Celanese Corp, Cl A		2,126		250
CF Industries Holdings Inc		4,090		351
Corteva Inc		14,093		763
Dow Inc		14,321		739
DuPont de Nemours Inc		10,156		564
Eastman Chemical Co		2,510		225
Ecolab Inc		4,875		750
FMC Corp		2,562		274
Freeport-McMoRan Inc, Cl B		28,756		841
International Flavors & Fragrances Inc		4,988		594
International Paper Co		7,408		310
LyondellBasell Industries NV, Cl A		5,233		458
Martin Marietta Materials Inc, Cl A		1,222		366
Mosaic Co/The		7,256		343
Newmont Corp		15,658		934
Nucor Corp		5,162		539
Packaging Corp of America		1,835		252
PPG Industries Inc		4,707		538
Sealed Air Corp		2,857		165
Sherwin-Williams Co/The, Cl A		4,749		1,063
Vulcan Materials Co		2,539		361
Westrock Co		5,112		204

				13,480


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Real Estate — 2.7%
Alexandria Real Estate Equities Inc ^‡		2,812	$	408
American Tower Corp, Cl A ^‡		9,080		2,321
AvalonBay Communities Inc ^‡		2,726		530
Boston Properties Inc ^‡		2,811		250
Camden Property Trust ^‡		2,000		269
CBRE Group Inc, Cl A *		6,596		486
Crown Castle International Corp ^‡		8,432		1,420
Digital Realty Trust Inc, Cl A ^‡		5,506		715
Duke Realty Corp ^‡		7,539		414
Equinix Inc ^‡		1,818		1,194
Equity Residential ^‡		6,699		484
Essex Property Trust Inc ^‡		1,315		344
Extra Space Storage Inc ^‡		2,608		444
Federal Realty OP LP ^‡		1,352		129
Healthpeak Properties Inc ^‡		10,261		266
Host Hotels & Resorts Inc ^‡		13,523		212
Iron Mountain Inc ^‡		5,778		281
Kimco Realty Corp ^‡		12,074		239
Mid-America Apartment Communities Inc ^‡		2,221		388
Prologis Inc ^‡		14,562		1,713
Public Storage ^‡		2,995		936
Realty Income Corp ^‡		10,930		746
Regency Centers Corp ^‡		2,994		178
SBA Communications Corp, Cl A ^‡		2,088		668
Simon Property Group Inc ^‡		6,333		601
UDR Inc ^‡		5,695		262
Ventas Inc ^‡		7,837		403
VICI Properties Inc ^‡		18,900		563
Vornado Realty Trust ^‡		3,022		86
Welltower Inc ^‡		8,409		693
Weyerhaeuser Co ^‡		14,748		488

				18,131
Utilities — 2.8%
AES Corp/The		12,555		264
Alliant Energy Corp		4,729		277
Ameren Corp		5,068		458
American Electric Power Co Inc		9,784		939
American Water Works Co Inc		3,576		532
Atmos Energy Corp		2,607		292
CenterPoint Energy Inc		12,386		366
CMS Energy Corp		5,715		386
Consolidated Edison Inc		6,936		660
Constellation Energy Corp		6,272		359
Dominion Energy Inc		15,713		1,254
DTE Energy Co		3,708		470
Duke Energy Corp		15,071		1,616
Edison International		7,304		462
Entergy Corp		3,839		433
Evergy Inc		4,343		283
Eversource Energy		6,608		558


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Exelon Corp		19,219	$	871
FirstEnergy Corp		11,149		428
NextEra Energy Inc		38,448		2,978
NiSource Inc		7,944		234
NRG Energy Inc		4,896		187
Pinnacle West Capital Corp		2,317		169
PPL Corp		14,625		397
Public Service Enterprise Group Inc		9,911		627
Sempra Energy		6,228		936
Southern Co/The		20,656		1,473
WEC Energy Group Inc		6,221		626
Xcel Energy Inc		10,577		749

				19,284
Total Common Stock
(Cost $329,667) ($ Thousands)				619,626

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

A list of open OTC swap agreements held by the Fund at June 30, 2022 is as follows:

	Percentages are based on Net Assets of $682,003 ($ Thousands).
*	Non-income producing security.
^	Security is held by the Dynamic Commodity Strategy Subsidiary Ltd. as of June 30, 2022.
^‡	Real Estate Investment Trust.

Cl — Class

Ltd. — Limited

MSCI — Morgan Stanley Capital International

NASDAQ – National Association of Securities Dealers and Automated Quotations

OTC — Over The Counter

PLC — Public Limited Company

S&P— Standard & Poor's

Ser — Series

USD — U.S. Dollar

The following is a summary of the level of inputs used as of June 30, 2022, 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

619,626

–

619,626

Foreign Common Stock

3,537

–

3,537

Total Investments in Securities

623,163

–

623,163

Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		603		–			–		603
OTC Swaps
Total Return Swaps*
Unrealized Depreciation		–		(5,421	)		–		(5,421	)
Total Other Financial Instruments		603		(5,421	)		–		(4,818	)

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

Amounts designated as “—” are $0 or have been rounded to $0.


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 21.7%

Communication Services — 1.6%
Activision Blizzard Inc		15,698	$	1,222
Alphabet Inc, Cl A *		289		630
AMC Networks Inc, Cl A *		802		24
Clear Channel Outdoor Holdings Inc, Cl A *		7,401		8
Cogent Communications Holdings Inc		5,215		317
DISH Network Corp, Cl A *		95,951		1,720
Spanish Broadcasting System, Cl A		2,077		3
TEGNA Inc		56,038		1,175
T-Mobile US Inc *		5,446		733
Twitter Inc *		16,179		605
United States Cellular Corp *		2,408		70
Urban One		5,234		22
Urban One, Cl A		5,619		31
Windstream Services *(A)		5,206		79

				6,639
Consumer Discretionary — 1.3%
ADT Inc		2,139		13
Amazon.com Inc, Cl A *		4,753		505
AMMO *		75,279		290
Caesars Entertainment Inc *		965		37
Cenveo Corporation *(A)(B)		6,082		122
Everi Holdings Inc *		4,206		69
Full House Resorts *		43,011		261
Guitar Center *(A)(B)(C)		2,167		413
International Game Technology PLC		31,825		591
Macy's Inc		1,310		24
Monitronics International Inc *(A)(C)		18,437		110
PlayAGS Inc *		2,123		11
Tenneco Inc, Cl A *		79,559		1,365
Vivint Smart Home *		1,797		6
Wynn Resorts Ltd *		29,951		1,707

				5,524
Consumer Staples — 0.1%
Coty Inc, Cl A *		50,337		403


Energy — 1.9%
Diamond Offshore Drilling *		50,143		295
Halliburton Co		75,672		2,373
Kinetik Holdings, Cl A		8,100		277
KLX Energy Services Holdings *		28,299		123
Noble Corp *		1,654		42
Parker Drilling *(A)(B)		4,414		25
ProPetro Holding Corp *		117,307		1,173
Tellurian *		5,123		15
Transocean Ltd *		170,966		569
Valaris *		7,700		325
Viper Energy Partners LP		91,182		2,433

				7,650


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Financials — 2.6%
Evercore Inc, Cl A		2,979	$	279
First Horizon Corp		278,619		6,090
JPMorgan Chase & Co		10,453		1,177
Penney Borrower LLC *(A)		3,070		17
S&P Global Inc		1,207		407
Wintrust Financial Corp		10,777		864
Zions Bancorp NA		34,781		1,770

				10,604
Health Care — 0.4%
Alaunos Therapeutics *		30,600		38
Biohaven Pharmaceutical Holding Co Ltd *		6,213		905
Change Healthcare Inc *		5,946		137
Gilead Sciences Inc		5,135		317
Iovance Biotherapeutics Inc *		7,271		80
Lyell Immunopharma *		15,200		99
Natus Medical Inc *		2,973		98
NexImmune *		26,621		43
Nkarta *		4,600		57

				1,774
Industrials — 2.7%
Air Transport Services Group Inc *		79,250		2,277
Clean Harbors Inc *		10,500		920
Frontier Group Holdings *		12,602		118
Hertz Global Holdings *		1,310		21
JetBlue Airways Corp *		25,540		214
Kirby Corp *		35,373		2,152
Nielsen Holdings PLC		186,429		4,329
SkyWest Inc *		42,639		906
Uber Technologies Inc *		12,842		263

				11,200
Information Technology — 9.6%
Advanced Micro Devices Inc *		5,753		440
Amplitude, Cl A *		44,000		629
Aquity Holdings Inc *(A)		3,945		44
Bill.com Holdings Inc *		4,296		472
Black Knight Inc *		19,213		1,256
Braze, Cl A		8,500		308
CDW Corp/DE		4,017		633
Cirrus Logic Inc *		24,468		1,775
Citrix Systems Inc		475		46
CommScope Holding Co Inc *		45,975		281
Coupa Software Inc *		10,218		583
Crowdstrike Holdings Inc, Cl A *		3,689		622
Domo Inc, Cl B *		1,363		38
Dynatrace Inc *		19,968		788
E2open Parent Holdings *		14,500		113
Elastic NV *		4,300		291
Enphase Energy Inc *		2,685		524
Everbridge Inc *		80,374		2,242


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fidelity National Information Services Inc, Cl B		5,419	$	497
Flex *		132,052		1,911
Intuit Inc		1,240		478
Mandiant Inc *		115,138		2,512
Mastercard Inc, Cl A		2,005		633
Micron Technology Inc		10,419		576
Microsoft Corp		6,490		1,667
MoneyGram International Inc *		50,553		506
NCR Corp *		1,026		32
NeoPhotonics Corp *		36,096		568
New Relic Inc *		44,229		2,214
Oracle Corp, Cl B		8,795		615
Palo Alto Networks Inc *		1,288		636
Sailpoint Technologies Holdings Inc *		18,746		1,175
Salesforce Inc *		2,412		398
Smartsheet Inc, Cl A *		13,150		413
Splunk Inc *		3,585		317
SS&C Technologies Holdings Inc		34,577		2,008
Vishay Intertechnology Inc		140,934		2,511
VMware Inc, Cl A		2,603		297
Vonage Holdings Corp *		146,283		2,756
Vontier Corp		33,994		781
Wolfspeed *		4,347		276
Zendesk Inc *		56,086		4,154
Zscaler Inc *		1,419		212
Zuora Inc, Cl A *		23,292		208

				39,436
Materials — 0.5%
Allegheny Technologies Inc *		51,443		1,168
Arctic Canadian Diamond Company Ltd. *(A)		228		—
Libbey Glass Inc. *(A)		1,227		18
Olin Corp		14,065		651
Venator Materials PLC *		7,724		16

				1,853
Real Estate — 1.0%
Copper Property Pass-Through Certificates *		18,673		236
Healthcare Trust of America Inc, Cl A ^‡		10,000		279
Kimco Realty Corp ^‡		92,066		1,820
Park Hotels & Resorts Inc ^‡		137,336		1,864

				4,199
Total Common Stock
(Cost $94,612) ($ Thousands)				89,282


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 16.4%
Communication Services — 3.6%
Altice France
5.500%, 10/15/2029 (D)	$	120	$	92
Altice France Holding
10.500%, 05/15/2027 (D)		984		826
AMC Entertainment Holdings
6.125%, 05/15/2027		55		27
5.750%, 06/15/2025		5		3
AMC Networks
4.250%, 02/15/2029		215		174
Audacy Capital
6.750%, 03/31/2029 (D)		362		193
6.500%, 05/01/2027 (D)		243		145
Avaya
8.000%, 12/15/2027		330		330
CCO Holdings
5.375%, 06/01/2029 (D)		248		222
4.750%, 03/01/2030 (D)		180		154
4.500%, 08/15/2030 (D)		200		166
4.250%, 01/15/2034 (D)		382		295
Charter Communications Operating
4.400%, 12/01/2061		40		29
3.950%, 06/30/2062		155		104
3.900%, 06/01/2052		100		69
3.700%, 04/01/2051		120		81
Comcast
2.987%, 11/01/2063		405		276
2.937%, 11/01/2056		295		205
Connect Finco SARL
6.750%, 10/01/2026 (D)		4,174		3,751
DISH DBS
7.750%, 07/01/2026		225		175
7.375%, 07/01/2028		185		126
5.750%, 12/01/2028 (D)		135		100
5.250%, 12/01/2026 (D)		25		20
5.125%, 06/01/2029		145		88
iHeartCommunications
6.375%, 05/01/2026		215		199
Lumen Technologies
5.375%, 06/15/2029 (D)		70		55
4.500%, 01/15/2029 (D)		20		15
4.000%, 02/15/2027 (D)		235		199
Salem Media Group
6.750%, 06/01/2024 (D)		161		156
Scripps (Escrow Security)
5.875%, 07/15/2027 (D)		268		235
Sinclair Television Group
4.125%, 12/01/2030 (D)		245		194
Spanish Broadcasting System
9.750%, 03/01/2026 (D)		158		125
Stagwell Global
5.625%, 08/15/2029 (D)		467		375


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TEGNA
5.000%, 09/15/2029	$	763	$	722
4.625%, 03/15/2028		3,608		3,374
T-Mobile USA
3.500%, 04/15/2031		165		142
3.375%, 04/15/2029		65		57
Urban One
7.375%, 02/01/2028 (D)		681		583
Verizon Communications
2.987%, 10/30/2056		240		167
Windstream Escrow
7.750%, 08/15/2028 (D)		708		570

				14,819

Consumer Discretionary — 2.3%
1011778 BC ULC / New Red Finance
3.875%, 01/15/2028 (D)		72		62
3.500%, 02/15/2029 (D)		195		165
Academy
6.000%, 11/15/2027 (D)		116		106
Adient Global Holdings
4.875%, 08/15/2026 (D)		72		63
3.500%, 08/15/2024	EUR	100		94
Albion Financing 2SARL
8.750%, 04/15/2027 (D)	$	158		132
Allen Media
10.500%, 02/15/2028 (D)		40		21
Altice Financing
5.750%, 08/15/2029 (D)		225		181
American Greetings
8.750%, 04/15/2025 (D)		265		258
Aramark Services
6.375%, 05/01/2025 (D)		297		291
Bath & Body Works
7.600%, 07/15/2037		5		4
6.750%, 07/01/2036		175		140
6.625%, 10/01/2030 (D)		60		52
BCP V Modular Services Finance
6.750%, 11/30/2029	EUR	125		95
Beazer Homes USA
6.750%, 03/15/2025	$	42		39
Bloomin' Brands
5.125%, 04/15/2029 (D)		220		187
Caesars Entertainment
6.250%, 07/01/2025 (D)		146		141
Caesars Resort Collection
5.750%, 07/01/2025 (D)		713		682
Carnival
10.500%, 02/01/2026 (D)		95		95
9.875%, 08/01/2027 (D)		270		263
5.750%, 03/01/2027 (D)		15		11
4.000%, 08/01/2028 (D)		45		37


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cengage Learning
9.500%, 06/15/2024 (D)	$	390	$	361
Clarios Global
4.375%, 05/15/2026	EUR	224		204
CMG Media
8.875%, 12/15/2027 (D)	$	295		233
CSC Holdings
5.750%, 01/15/2030 (D)		472		343
Dave & Buster's
7.625%, 11/01/2025 (D)		241		238
Diamond Sports Group
6.625%, 08/15/2027 (D)		312		37
5.375%, 08/15/2026 (D)		480		120
Directv Financing
5.875%, 08/15/2027 (D)		80		68
EC Finance
3.000%, 10/15/2026	EUR	293		267
Empire Resorts
7.750%, 11/01/2026 (D)	$	510		456
Jacobs Entertainment
6.750%, 02/15/2029 (D)		140		118
Las Vegas Sands
3.200%, 08/08/2024		256		242
2.900%, 06/25/2025		79		70
Liberty Interactive
8.250%, 02/01/2030		360		239
NCL
5.875%, 03/15/2026 (D)		100		78
5.875%, 02/15/2027 (D)		380		325
3.625%, 12/15/2024 (D)		263		219
Penn National Gaming
5.625%, 01/15/2027 (D)		77		68
4.125%, 07/01/2029 (D)		235		178
Royal Caribbean Cruises
11.500%, 06/01/2025 (D)		167		172
10.875%, 06/01/2023 (D)		91		91
5.500%, 08/31/2026 (D)		90		67
StoneMor
8.500%, 05/15/2029 (D)		300		265
Studio City Finance
5.000%, 01/15/2029 (D)		127		65
Sugarhouse HSP Gaming Prop Mezz
5.875%, 05/15/2025 (D)		155		143
Tenneco
5.125%, 04/15/2029 (D)		936		881
VOC Escrow
5.000%, 02/15/2028 (D)		155		124
VZ Secured Financing BV
5.000%, 01/15/2032 (D)		145		120
White Capital Parent
8.250%, 03/15/2026 (D)		23		19


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
William Hill MTN
4.750%, 05/01/2026	GBP	200	$	243
WW International
4.500%, 04/15/2029 (D)	$	255		170
Wynn Las Vegas
5.500%, 03/01/2025 (D)		50		46
5.250%, 05/15/2027 (D)		60		51
Wynn Macau
5.625%, 08/26/2028 (D)		5		3
5.500%, 01/15/2026 (D)		95		66
5.500%, 10/01/2027 (D)		35		23
5.125%, 12/15/2029 (D)		10		6
Wynn Resorts Finance
7.750%, 04/15/2025 (D)		120		117
Yum! Brands
5.375%, 04/01/2032		160		148

				9,803

Consumer Staples — 0.7%
Albertsons
7.500%, 03/15/2026 (D)		1,452		1,444
BellRing Brands
7.000%, 03/15/2030 (D)		177		167
Coca-Cola
2.750%, 06/01/2060		72		51
2.500%, 06/01/2040		145		113
New Albertsons
8.700%, 05/01/2030		235		250
8.000%, 05/01/2031		60		59
Rite Aid
8.000%, 11/15/2026 (D)		226		176
7.700%, 02/15/2027		46		28
US Foods
6.250%, 04/15/2025 (D)		157		157
Vector Group
10.500%, 11/01/2026 (D)		225		209
5.750%, 02/01/2029 (D)		305		254

				2,908

Energy — 3.0%
Aethon United BR
8.250%, 02/15/2026 (D)		341		331
Ascent Resources Utica Holdings
8.250%, 12/31/2028 (D)		896		853
Blue Racer Midstream
7.625%, 12/15/2025 (D)		111		105
6.625%, 07/15/2026 (D)		155		140
Callon Petroleum
9.000%, 04/01/2025 (D)		218		231
Carrizo Oil & Gas
8.250%, 07/15/2025		200		195


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Chesapeake Energy
6.750%, 04/15/2029 (D)	$	181	$	175
5.500%, 02/01/2026 (D)		164		156
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (A)(E)		225		4
CITGO Petroleum
7.000%, 06/15/2025 (D)		206		199
Crescent Energy Finance
7.250%, 05/01/2026 (D)		138		126
Crestwood Midstream Partners
8.000%, 04/01/2029 (D)		404		375
CrownRock
5.625%, 10/15/2025 (D)		377		354
DCP Midstream Operating
3.250%, 02/15/2032		125		98
Earthstone Energy Holdings
8.000%, 04/15/2027 (D)		185		175
Encino Acquisition Partners Holdings
8.500%, 05/01/2028 (D)		276		261
EnLink Midstream
5.625%, 01/15/2028 (D)		80		73
5.375%, 06/01/2029		60		53
EQT
7.500%, 02/01/2030		115		124
6.625%, 02/01/2025		50		51
Genesis Energy
8.000%, 01/15/2027		245		217
7.750%, 02/01/2028		160		138
Greenfire Resources
12.000%, 08/15/2025 (D)		230		244
Harvest Midstream I
7.500%, 09/01/2028 (D)		467		439
ITT Holdings
6.500%, 08/01/2029 (D)		115		92
KLX Energy Services Holdings
11.500%, 11/01/2025		85		52
Laredo Petroleum
10.125%, 01/15/2028		95		94
9.500%, 01/15/2025		125		124
MC Brazil Downstream Trading SARL
7.250%, 06/30/2031		640		509
MEG Energy
7.125%, 02/01/2027 (D)		368		371
Nabors Industries
7.375%, 05/15/2027 (D)		151		144
NGL Energy Operating
7.500%, 02/01/2026 (D)		226		203
NGL Energy Partners
7.500%, 11/01/2023		290		263
7.500%, 04/15/2026		165		123
6.125%, 03/01/2025		145		110


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Northern Oil and Gas
8.125%, 03/01/2028 (D)	$	225	$	212
Occidental Petroleum
6.125%, 01/01/2031		40		41
5.500%, 12/01/2025		70		69
4.625%, 06/15/2045		120		98
4.500%, 07/15/2044		10		8
4.400%, 04/15/2046		10		8
PBF Holding
7.250%, 06/15/2025		140		131
6.000%, 02/15/2028		20		17
Petroleos Mexicanos
6.950%, 01/28/2060		2,017		1,242
Petroleos Mexicanos MTN
6.750%, 09/21/2047		1,913		1,181
Rockcliff Energy II
5.500%, 10/15/2029 (D)		512		466
Shelf Drilling Holdings
8.875%, 11/15/2024 (D)		60		58
8.250%, 02/15/2025 (D)		305		238
Strathcona Resources
6.875%, 08/01/2026 (D)		320		291
Tallgrass Energy Partners
6.000%, 12/31/2030 (D)		27		22
6.000%, 09/01/2031 (D)		133		110
Targa Resources Partners
4.000%, 01/15/2032		145		124
Transocean
11.500%, 01/30/2027 (D)		185		174
6.800%, 03/15/2038		175		91

				11,783

Financials — 0.9%
AG Issuer
6.250%, 03/01/2028 (D)		180		157
Armor Holdco
8.500%, 11/15/2029 (D)		215		178
Barclays
7.750%, USD Swap Semi 30/360 5 Yr Curr + 4.842%(F)(G)		160		157
Enact Holdings
6.500%, 08/15/2025 (D)		140		132
Finance of America Funding
7.875%, 11/15/2025 (D)		475		376
Freedom Mortgage
8.250%, 04/15/2025 (D)		398		335
6.625%, 01/15/2027 (D)		360		267
Home Point Capital
5.000%, 02/01/2026 (D)		270		186
Jane Street Group
4.500%, 11/15/2029 (D)		210		187


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
LD Holdings Group
6.500%, 11/01/2025 (D)	$	165	$	112
6.125%, 04/01/2028 (D)		200		122
New Residential Investment
6.250%, 10/15/2025 (D)		280		244
Novo Banco MTN
3.500%, 01/02/2043	EUR	20		19
3.500%, 01/23/2043		280		259
PennyMac Financial Services
5.750%, 09/15/2031 (D)	$	40		30
4.250%, 02/15/2029 (D)		160		117
Sabre GLBL Inc.
7.375%, 09/01/2025 (D)		41		38
United Wholesale Mortgage
5.750%, 06/15/2027 (D)		220		176
VistaJet Malta Finance
6.375%, 02/01/2030 (D)		250		200
WeWork
7.875%, 05/01/2025 (D)		485		355

				3,647

Government — 0.4%
CBB International Sukuk Programme WLL
3.875%, 05/18/2029 (D)		1,894		1,664



Health Care — 0.9%
Akumin
7.000%, 11/01/2025 (D)		470		364
Akumin Escrow
7.500%, 08/01/2028 (D)		165		118
Bausch Health
7.250%, 05/30/2029 (D)		142		77
7.000%, 01/15/2028 (D)		70		40
6.250%, 02/15/2029 (D)		409		218
5.250%, 01/30/2030 (D)		155		80
5.000%, 01/30/2028 (D)		216		115
5.000%, 02/15/2029 (D)		198		103
4.875%, 06/01/2028 (D)		35		27
Bristol-Myers Squibb
2.550%, 11/13/2050		250		177
Cano Health
6.250%, 10/01/2028 (D)		214		175
Centene
4.625%, 12/15/2029		198		185
3.375%, 02/15/2030		65		55
2.625%, 08/01/2031		130		103
2.500%, 03/01/2031		285		226
CHS
6.125%, 04/01/2030 (D)		181		110
Embecta
6.750%, 02/15/2030 (D)		165		149


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Endo
5.875%, 10/15/2024 (D)	$	85	$	65
Endo DAC
9.500%, 07/31/2027 (D)		194		39
6.000%, 06/30/2028 (D)		193		15
Endo Luxembourg Finance I S.A.R.L.
6.125%, 04/01/2029 (D)		25		19
Envision Healthcare
8.750%, 10/15/2026 (B)(D)		155		45
Lannett
7.750%, 04/15/2026 (D)		410		173
Par Pharmaceutical
7.500%, 04/01/2027 (D)		80		61
Prestige Brands
5.125%, 01/15/2028 (D)		13		12
Prime Security Services Borrower
6.250%, 01/15/2028 (D)		225		188
Surgery Center Holdings
10.000%, 04/15/2027 (D)		392		380
Tenet Healthcare
6.125%, 06/15/2030 (D)		50		46
4.375%, 01/15/2030 (D)		170		144
Varex Imaging
7.875%, 10/15/2027 (D)		183		174

				3,683

Industrials — 1.4%
American Airlines
5.750%, 04/20/2029 (D)		135		115
5.500%, 04/20/2026 (D)		90		83
Avianca Midco 2
9.000%, 12/01/2028 (D)		368		310
Bombardier
7.875%, 04/15/2027 (D)		65		54
7.500%, 12/01/2024 (D)		21		20
7.500%, 03/15/2025 (D)		91		82
Builders FirstSource
4.250%, 02/01/2032 (D)		352		268
Delta Air Lines
7.000%, 05/01/2025 (D)		43		44
Fortress Transportation and Infrastructure Investors
9.750%, 08/01/2027 (D)		240		235
6.500%, 10/01/2025 (D)		50		47
GFL Environmental
4.375%, 08/15/2029 (D)		105		84
Icahn Enterprises
4.375%, 02/01/2029		165		133
Meritor
4.500%, 12/15/2028 (D)		2,501		2,408
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (A)(H)		495		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Raytheon Technologies
3.030%, 03/15/2052	$	130	$	97
2.820%, 09/01/2051		185		132
Silver Airways LLC
13.000%, 12/31/2027 (A)(C)		198		198
Spirit Loyalty Cayman
8.000%, 09/20/2025 (D)		197		202
Team Health Holdings
6.375%, 02/01/2025 (D)		120		84
TransDigm
8.000%, 12/15/2025 (D)		324		328
6.250%, 03/15/2026 (D)		437		421
Triumph Group
7.750%, 08/15/2025		220		169
6.250%, 09/15/2024 (D)		20		18
Tutor Perini
6.875%, 05/01/2025 (D)		370		302
Western Global Airlines
10.375%, 08/15/2025 (D)		90		87

				5,921

Information Technology — 1.0%
Apple
2.700%, 08/05/2051		40		30
2.650%, 05/11/2050		455		336
2.650%, 02/08/2051		75		55
2.375%, 02/08/2041		75		57
Avaya
6.125%, 09/15/2028 (D)		65		42
Banff Merger Sub
8.375%, 09/01/2026	EUR	111		103
Boxer Parent
9.125%, 03/01/2026 (D)	$	158		148
Castle US Holding
9.500%, 02/15/2028 (D)		170		145
CommScope
8.250%, 03/01/2027 (D)		185		146
7.125%, 07/01/2028 (D)		180		137
6.000%, 03/01/2026 (D)		150		138
CommScope Technologies
6.000%, 06/15/2025 (D)		36		31
5.000%, 03/15/2027 (D)		35		26
Entegris Escrow
4.750%, 04/15/2029 (D)		622		579
Intel
3.200%, 08/12/2061		205		150
3.100%, 02/15/2060		60		43
MoneyGram International
5.375%, 08/01/2026 (D)		1,261		1,201
NCR
5.250%, 10/01/2030 (D)		53		46
5.125%, 04/15/2029 (D)		71		60


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Presidio Holdings
8.250%, 02/01/2028 (D)	$	336	$	295
Veritas US
7.500%, 09/01/2025 (D)		350		263
Virtusa
7.125%, 12/15/2028 (D)		248		199

				4,230

Materials — 1.5%
Arconic
6.000%, 05/15/2025 (D)		137		134
Baffinland Iron Mines
8.750%, 07/15/2026 (D)		440		384
CEMEX Materials
7.700%, 07/21/2025 (D)		265		267
Cornerstone Chemical
6.750%, 08/15/2024 (D)		1,155		1,032
Domtar
6.750%, 10/01/2028 (D)		285		268
First Quantum Minerals
7.500%, 04/01/2025 (D)		330		312
6.500%, 03/01/2024 (D)		208		200
Freeport-McMoRan
5.450%, 03/15/2043		185		171
LSB Industries
6.250%, 10/15/2028 (D)		230		203
Mauser Packaging Solutions Holding
8.500%, 04/15/2024 (D)		469		462
7.250%, 04/15/2025 (D)		146		127
Mineral Resources
8.125%, 05/01/2027 (D)		105		102
Mineral Resources MTN
8.500%, 05/01/2030 (D)		165		163
8.000%, 11/01/2027 (D)		140		136
Mountain Province Diamonds
8.000%, 12/15/2022 (D)		390		373
NMG Holding
7.125%, 04/01/2026 (D)		298		275
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(D)(H)		460		–
Olympus Water US Holding
6.250%, 10/01/2029 (D)		91		63
Rain CII Carbon
7.250%, 04/01/2025 (D)		430		396
Rayonier AM Products
7.625%, 01/15/2026 (D)		152		133
Tacora Resources
8.250%, 05/15/2026 (D)		300		259
Trident Merger Sub
6.625%, 11/01/2025 (D)		79		72
Trident TPI Holdings
9.250%, 08/01/2024 (B)(D)		159		145


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Trivium Packaging Finance BV
5.500%, 08/15/2026 (D)	$	167	$	158
Tronox
4.625%, 03/15/2029 (D)		523		421

				6,256

Real Estate — 0.3%
American Tower
3.700%, 10/15/2049		25		19
3.100%, 06/15/2050		95		66
2.950%, 01/15/2051		200		135
Crown Castle International
3.250%, 01/15/2051		35		25
2.900%, 04/01/2041		215		155
Diversified Healthcare Trust
9.750%, 06/15/2025		104		103
4.375%, 03/01/2031		85		58
Park Intermediate Holdings
5.875%, 10/01/2028 (D)		39		36
Prologis
3.000%, 04/15/2050		75		57
2.125%, 10/15/2050		125		79
Realogy Group
4.875%, 06/01/2023 (D)		181		174
Service Properties Trust
4.950%, 02/15/2027		80		59
4.375%, 02/15/2030		115		77
3.950%, 01/15/2028		138		94

				1,137

Utilities — 0.4%
Eskom Holdings SOC
7.125%, 02/11/2025		400		336
Eskom Holdings SOC MTN
8.450%, 08/10/2028		1,558		1,258
Oryx Funding
5.800%, 02/03/2031 (D)		212		200
Vistra Operations
5.500%, 09/01/2026 (D)		55		52

				1,846

Total Corporate Obligations
(Cost $78,451) ($ Thousands)				67,697


	Shares
REGISTERED INVESTMENT COMPANIES — 11.2%
Merger Fund , Cl L		2,703,983		46,130
Sprott Physical Uranium Trust		19,864		214


Description	Shares		Market Value ($ Thousands)
REGISTERED INVESTMENT COMPANIES (continued)

Total Registered Investment Companies
(Cost $43,719) ($ Thousands)			$	46,344


	Face Amount (Thousands)
SOVEREIGN DEBT — 5.8%

Angolan Government International Bond
9.375%, 05/08/2048	$	1,438		1,036
8.750%, 04/14/2032(D)		313		249
8.000%, 11/26/2029		1,642		1,295
Argentine Republic Government International Bond
1.125% , 1.500%, 07/09/2022, 07/09/2035 (I)		6,312		1,359
Dominican Republic International Bond
5.875%, 01/30/2060		407		278
Ecuador Government International Bond
1.000% , 2.500%, 07/31/2022, 07/31/2035 (I)		4,387		2,115
Egypt Government International Bond MTN
7.500%, 02/16/2061		2,763		1,531
5.875%, 02/16/2031(D)		596		370
Ghana Government International Bond
8.875%, 05/07/2042		326		156
7.750%, 04/07/2029		734		365
Iraq Government International Bond
5.800%, 01/15/2028		1,556		1,396
Mexican Bonos
8.500%, 11/18/2038	MXN	31,500		1,480
Nigeria Government International Bond
8.375%, 03/24/2029(D)	$	359		272
7.696%, 02/23/2038		1,128		695
7.625%, 11/28/2047		1,160		693
7.375%, 09/28/2033(D)		329		215
Oman Government International Bond
7.000%, 01/25/2051(D)		214		188
6.750%, 01/17/2048		2,173		1,869
6.250%, 01/25/2031		796		768
Oman Sovereign Sukuk
4.875%, 06/15/2030(D)		200		194
Republic of South Africa Government Bond
10.500%, 12/21/2026	ZAR	26,119		1,686
8.750%, 02/28/2048		19,067		895
Saudi Government International Bond MTN
3.750%, 01/21/2055(D)	$	300		246
2.750%, 02/03/2032(D)		972		865
Tunisian Republic
5.750%, 01/30/2025		420		231
Turkey Government International Bond
5.750%, 05/11/2047		3,236		1,988


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Ukraine Government International Bond
7.375%, 09/25/2032	$	4,568	$	1,122
6.876%, 05/21/2029		943		229
0.026%, 05/31/2040 (F)		890		220

Total Sovereign Debt
(Cost $31,153) ($ Thousands)				24,006



LOAN PARTICIPATIONS — 3.6%
1236904 B.C. Ltd., Initial Term Loan, 1st Lien
6.560%, LIBOR + 5.500%, 03/04/2027 (F)		258		249
Aegion, 1st Lien
6.273%, 05/17/2028 (F)		139		127
Agrofresh Inc., Initial Term Loan, 1st Lien
7.310%, 12/31/2024 (F)(J)		200		195
American Greetings, Term Loan, 1st Lien
5.560%, 04/06/2024		147		143
American Tire, 1st Lien
6.918%, 10/20/2028 (F)(J)		285		269
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
5.142%, LIBOR + 3.500%, 03/11/2028 (A)(F)		198		175
Aquity Solutions, 1st Lien
6.510%, 09/13/2026 (A)(C)		438		438
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (A)(C)		244		244
Aveanna Healthcare LLC, 2021 Extended Term Loan, 1st Lien
4.250%, 07/17/2028 (J)		39		34
Aveanna Healthcare LLC, Extended Term Loan, 1st Lien
5.345%, 07/17/2028 (F)		166		145
Boardriders Inc., Closing Date Tranche A Loan, 1st Lien
9.371%, 10/23/2023 (A)		46		46
Boardriders Inc., Closing Date Tranche B-2 Loan, 1st Lien
9.371%, 04/23/2024		273		250
Boxer Parent Inc., Replacement Dollar Term Loan, 1st Lien
5.416%, 10/02/2025 (F)		—		—
Bright Bidco, Term Loan B, 1st Lien
4.774%, 06/30/2024 (J)		147		65
Carestream Health Inc., 2023 Extended Term Loan, 1st Lien
7.756%, 05/08/2023 (B)		474		469


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Carestream Health Inc., 2023 Extended Term Loan, 2nd Lien
13.506%, 08/08/2023 (B)	$	217	$	183
CBAC Borrower, LLC, Term Loan B, 1st Lien
5.060%, 07/08/2024		239		230
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
6.060%, LIBOR + 5.000%, 01/04/2026 (F)(J)		314		267
Cooper’s Hawk Intermediate Holding, LLC, Initial Term Loan, 1st Lien
7.560%, 10/31/2026 (A)(F)		237		232
Cooper's Hawk Intermediate Hodling, Incremental Term Loan, 1st Lien
7.560%, 10/31/2026		45		44
Diamond Sports Group LLC, Term Loan, 1st Lien
9.181%, 05/25/2026 (F)(J)		70		69
DirectTV Financing LLC, Closing Date Term Loan, 1st Lien
6.060%, 08/02/2027 (F)		253		232
DMT Solutions Global Corporation, Term B-2 Loan, 1st Lien
8.000%, 07/02/2024 (F)		103		97
DMT Solutions Global Corporation, Term Loan
8.000%, 07/02/2024 (F)(J)		94		88
DMT Solutions Global, Initial Term Loan
9.563%, 07/02/2024 (F)		42		39
8.500%, 07/02/2024 (F)		42		40
Domtar Corporation, Cov-Lite, 1st Lien
6.690%, 11/30/2028		13		12
Domtar Corporation, Inital Term Loan, 1st Lien
6.690%, 11/30/2028 (F)(J)		96		92
East Valley Tourist Development Authority, Term Loan, 1st Lien
9.000%, LIBOR + 8.000%, 11/23/2026 (A)(F)		175		169
Eastman Tire, Term Loan B, 1st Lien
6.310%, 11/01/2028 (A)(F)(J)		131		121
ELO Touch Solutions, Term Loan B, 1st Lien
7.560%, 12/14/2025 (F)(J)		156		150
Envision Healthcare Corp., Initial Term Loan, 1st Lien
4.810%, LIBOR + 3.750%, 10/10/2025 (B)(F)(J)		813		268
Epic Y-Grade Services L.P., Term Loan, 1st Lien
8.080%, 06/30/2027 (F)(J)		1,161		1,008


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Fertitta Enterntainment, LLC, Initial Term Loan B, 1st Lien
5.034%, 01/27/2029 (F)	$	190	$	175
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
6.125%, LIBOR + 4.500%, 02/19/2026 (F)		—		—
Glass Mountain Holdings Pipeline, 1st Lien
5.740%, 10/28/2027		16		15
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
5.310%, LIBOR + 4.250%, 03/14/2025 (F)(J)		284		263
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, LIBOR + 4.500%, 01/29/2026 (F)		219		200
Hexion, 1st Lien
5.924%, 03/15/2029 (F)(J)		270		241
Hurtigruten Group, 1st Lien
8.000%, 06/11/2023		138		129
J.C. Penney Corporation Inc., Term Loan, 1st Lien
5.250%, LIBOR + 4.250%, 06/23/2023 (A)(F)(H)		378		—
Jadex Inc., Refinancing Term Loan, 1st Lien
5.810%, 02/18/2028 (F)		153		140
KNS Acquisition Corp., Initial Term Loan, 1st Lien
7.256%, LIBOR + 6.250%, 04/21/2027 (F)		299		271
Libbey, 1st Lien
9.021%, 11/13/2025		118		121
Lifescan Global Corporation, Initial Term Loan, 1st Lien
6.962%, 10/01/2024 (F)		839		728
LifeScan, 2nd Lien
10.462%, 10/01/2025 (F)		85		75
Mashantucket (Western) Pequot Tribe, Term Loan B, 1st Lien
8.375%, LIBOR + 8.125%, 02/16/2025 (F)		509		503
Mavenir Systems Inc., Initial Term Loan, 1st Lien
6.205%, 08/18/2028 (A)(B)(F)		195		180
Mcgraw-Hill Education Inc., Initial Term Loan, 1st Lien
5.554%, 07/28/2028 (F)(J)		283		255
Mozart Debt Merger, Term Loan, 1st Lien
4.310%, 10/23/2028 (A)(F)		198		183
MSG National, 1st Lien
7.813%, 12/31/2049 (A)(F)(J)		306		306


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Newport Parent, Inc., Initial Term Loan, 1st Lien
7.506%, 12/10/2027 (F)	$	229	$	219
Onex TSG Intermediate Corp., Initial Term Loan, 1st Lien
5.810%, 02/28/2028 (F)		194		180
Peraton Corp., Term B Loan, 1st Lien
4.810%, LIBOR + 3.750%, 02/01/2028 (F)		199		187
PLNTF Holdings Inc., 1st Lien
10.096%, 03/22/2026 (A)		203		195
Polymer Additives Inc., Closing Date Term Loan, 1st Lien
7.239%, 07/31/2025		651		621
Premier Brands Group Holdings, LLC, Term Loan, 1st Lien
10.096%, 03/20/2024		112		90
9.006%, 03/20/2024		82		66
Quantum Health, Inc., Amendment No. 1 Refinancing Term Loan, 1st Lien
5.250%, 12/22/2027 (A)(F)		193		181
Radar Bidco SARL, Initial Term Loan, 1st Lien
10.000%, 12/16/2024 (F)		221		230
Revlon Consumer Products Corp., 2016 Term Loan, 1st Lien
5.576%, LIBOR + 3.500%, 09/07/2023 (A)(F)		897		372
RXB Holdings Inc., Initial Term Loan, 1st Lien
6.609%, 12/20/2027 (A)(F)		211		194
S&S Holdings, LLC, Cov-Lite, 1st Lien
6.745%, 03/11/2028 (F)		7		7
S&S Holdings, LLC, Initial Term Loan, 1st Lien
6.745%, 03/11/2028 (F)(J)		280		262
SIJ, LLC, Term Loan, 1st Lien
10.139%, 07/15/2026 (A)		44		42
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
7.060%, 06/19/2026 (J)		208		204
Springs Window Fashions LLC, Tranche B Term Loan, 1st Lien
5.595%, 10/06/2028 (F)(J)		320		262
Syniverse Holdings, Initial Term Loan, 1st Lien
7.000%, 05/13/2027 (A)		545		479
Team Health Holdings Inc., Extended Term Loan, 1st Lien
6.284%, 03/02/2027 (F)(J)		503		421


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.756%, 02/28/2025 (F)(J)	$	125	$	123
Travelport Finance (Luxembourg) S.a.r.l., 2021 Consented Term Loan, 1st Lien
7.756%, 05/29/2026 (F)(J)		269		207
VC GB Holdings Corp, Initial Term Loan, 1st Lien
4.506%, 07/21/2028 (F)		284		247
Vida Capital, Term Loan
7.060%, 10/01/2026 (A)		178		140


Total Loan Participations
(Cost $16,472) ($ Thousands)				14,904


	Shares
FOREIGN COMMON STOCK — 1.8%

Australia — 0.3%
South32 Ltd		430,262		1,166



Belgium — 0.1%
X-Fab Silicon Foundries *		45,423		295



Canada — 0.4%
Athabasca Oil *		12,959		25
GFL Environmental		1,298		33
Lightspeed Commerce Inc *		14,419		321
NexGen Energy *		131,430		472
Thomson Reuters		6,439		671

				1,522

China — 0.5%
Atotech *		44,623		863
JD.com, Cl A		14,792		477
Li Auto ADR *		6,499		249
Meituan, Cl B *		16,800		416

				2,005

Hong Kong — 0.0%
Melco Resorts & Entertainment Ltd ADR *		3,888		22



Israel — 0.0%
Tufin Software Technologies *		8,413		106



Italy — 0.0%
Atlantia SpA		8,185		192


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Japan — 0.1%
Nintendo Co Ltd		1,000	$	432



Macao — 0.0%
MGM China Holdings Ltd		29,179		16
Sands China Ltd *		12,870		31
Wynn Macau Ltd *		21,701		15

				62

Netherlands — 0.1%
Adyen NV *		217		315



South Africa — 0.0%
Gold Fields ADR		5,632		51



Taiwan — 0.3%
Silicon Motion Technology Corp ADR		15,310		1,281



United Kingdom — 0.0%
Achilles Therapeutics ADR		23,569		60
Micro Focus International ADR		5,123		17

				77

Total Foreign Common Stock
(Cost $8,993) ($ Thousands)				7,526


	Face Amount (Thousands)
ASSET-BACKED SECURITIES — 0.4%
Other Asset-Backed Securities — 0.4%

CFIP CLO, Ser 2021-1A, Cl D
4.603%, ICE LIBOR USD 3 Month + 3.540%, 01/20/2035(D)(F)		250		226
Marathon CLO, Ser 2021-17A, Cl C
4.323%, ICE LIBOR USD 3 Month + 4.110%, 01/20/2035(D)(F)		250		220
Octagon Investment Partners 43, Ser 2019-1A, Cl D
5.084%, ICE LIBOR USD 3 Month + 3.900%, 10/25/2032(D)(F)		250		237
Sound Point CLO XXIX, Ser 2021-1A, Cl D
4.684%, ICE LIBOR USD 3 Month + 3.500%, 04/25/2034(D)(F)		250		230
STWD, Ser 2021-FL2, Cl D
4.323%, ICE LIBOR USD 1 Month + 2.800%, 04/18/2038(D)(F)		100		93
STWD, Ser 2021-FL2, Cl E
5.073%, ICE LIBOR USD 1 Month + 3.550%, 04/18/2038(D)(F)		100		95


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
TRTX, Ser 2021-FL4, Cl D
5.123%, ICE LIBOR USD 1 Month + 3.600%, 03/15/2038(D)(F)	$	100	$	97
TRTX, Ser 2021-FL4, Cl E
5.873%, ICE LIBOR USD 1 Month + 4.350%, 03/15/2038(D)(F)		100		96
Venture XVII CLO, Ser 2018-17A, Cl DRR
3.864%, ICE LIBOR USD 3 Month + 2.820%, 04/15/2027(D)(F)		200		185
				1,479

Total Asset-Backed Securities
(Cost $1,595) ($ Thousands)				1,479

		Number of Warrants
WARRANTS — 0.2%
10X Capital Venture Acquisition III, Expires 01/03/2028
Strike Price $11.50 *		1,430		–
Accretion Acquisition, Expires 02/22/2023
Strike Price $11.50 *		46,548		3
Achari Ventures Holdings I, Expires 08/08/2026
Strike Price $11.50 *		48,686		6
Advanced Merger Partners, Expires 07/03/2026
Strike Price $11.50 *		42		–
Aequi Acquisition, Expires 12/03/2027
Strike Price $11.50 *		16,618		1
Aesther Healthcare Acquisition, Expires 01/22/2023
Strike Price $11.50 *		9,269		1
Aetherium Acquisition, Expires 01/24/2028
Strike Price $11.50 *		15,770		1
AF Acquisition, Expires 04/03/2028
Strike Price $11.50 *		13,087		1
Agile Growth, Expires 01/03/2028
Strike Price $11.50 *		2,755		1
Alpha Partners Technology Merger, Expires 04/03/2028
Strike Price $11.50 *		7,178		1
ALSP Orchid Acquisition I, Expires 12/03/2028
Strike Price $11.50 *		18,864		2
AltEnergy Acquisition, Expires 02/09/2023
Strike Price $11.50 *		197		–
Altimar Acquisition III, Expires 01/03/2029
Strike Price $11.50 *		2,861		1
AMERICAS TECHNOLOGY ACQUISITION CORP, Expires 01/03/2028
Strike Price $11.50 *		3,276		–


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Andretti Acquisition, Expires 03/26/2028
Strike Price $11.50 *	2,886	$	1
Anzu Special Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	20,090		3
AP Acquisition, Expires 12/10/2026
Strike Price $11.50 *	1		–
Apeiron Capital Investment, Expires 06/27/2023
Strike Price $11.50 *	4,384		–
APx Acquisition I, Expires 08/22/2028
Strike Price $11.50 *	21,464		1
Armada Acquisition I, Expires 01/05/2023
Strike Price $11.50 *	6,659		1
Arrowroot Acquisition, Expires 03/05/2026
Strike Price $11.50 *	20,183		1
Artemis Strategic Investment, Expires 02/15/2023
Strike Price $11.50 *	5,458		1
Astrea Acquisition, Expires 01/16/2026
Strike Price $11.50 *	26,958		2
Athena Technology Acquisition II, Expires 10/20/2028
Strike Price $11.50 *	882		–
Athlon Acquisition, Expires 03/08/2026
Strike Price $11.50 *	69,862		8
Atlantic Avenue Acquisition, Expires 10/09/2027
Strike Price $11.50 *	54,602		4
Atlantic Coastal Acquisition II, Expires 06/05/2028
Strike Price $11.50 *	22,701		2
Ault Disruptive Technologies, Expires 06/23/2028
Strike Price $11.50 *	9,462		–
Austerlitz Acquisition I, Expires 02/22/2026
Strike Price $11.50 *	29,778		8
Austerlitz Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	130,788		16
Authentic Equity Acquisition, Expires 01/03/2028
Strike Price $11.50 *	46,561		5
Avalon Acquisition, Expires 03/01/2023
Strike Price $11.50 *	62,089		5
Bannix Acquisition, Expires 02/22/2023
Strike Price $11.50 *	53,650		3
Banyan Acquisition, Expires 10/03/2028
Strike Price $11.50 *	1,640		–
Battery Future Acquisition, Expires 05/29/2028
Strike Price $11.50 *	2,625		–


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Belong Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,180	$	–
Berenson Acquisition I, Expires 08/04/2026
Strike Price $11.50 *	141		–
Big Sky Growth Partners, Expires 03/01/2023
Strike Price $11.50 *	938		–
BioPlus Acquisition, Expires 07/22/2028
Strike Price $11.50 *	23,541		2
Biotech Acquisition, Expires 12/03/2027
Strike Price $11.50 *	74,558		3
Bite Acquisition, Expires 01/03/2028
Strike Price $11.50 *	30,877		3
Black Spade Acquisition, Expires 07/02/2023
Strike Price $11.50 *	2,024		–
Blockchain Moon Acquisition, Expires 03/27/2023
Strike Price $11.50 *	4,486		–
Blue Ocean Acquisition, Expires 10/24/2028
Strike Price $11.50 *	23,461		2
BlueRiver Acquisition, Expires 01/07/2026
Strike Price $11.50 *	5,848		1
BOA Acquisition, Expires 02/25/2028
Strike Price $11.50 *	29,795		5
Build Acquisition, Expires 05/02/2023
Strike Price $11.50 *	16,806		2
Bullpen Parlay Acquisition, Expires 12/06/2026
Strike Price $11.50 *	10,366		2
BurTech Acquisition, Expires 12/21/2026
Strike Price $11.50 *	62,789		5
BYTE Acquisition, Expires 01/03/2029
Strike Price $11.50 *	18,478		2
Capitalworks Emerging Markets Acquisition, Expires 04/30/2028
Strike Price $11.50 *	21,895		2
Carestream Health Inc.
Strike Price $– *^‡^‡(A)(B)(C)	0		–
Carney Technology Acquisition II, Expires 12/03/2027
Strike Price $11.50 *	7,126		1
Cascade Acquisition, Expires 12/03/2027
Strike Price $11.50 *	400		–
Catcha Investment, Expires 01/03/2028
Strike Price $11.50 *	10,952		1
CC Neuberger Principal Holdings III, Expires 01/03/2028
Strike Price $11.50 *	100		–
CENAQ Energy, Expires 01/03/2028
Strike Price $11.50 *	129,028		12


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
CF Acquisition IV, Expires 12/17/2025
Strike Price $11.50 *	925	$	–
CF Acquisition VIII, Expires 01/03/2028
Strike Price $11.50 *	2,768		1
Chardan NexTech Acquisition 2, Expires 04/04/2027
Strike Price $11.50 *	14,739		4
Churchill Capital V, Expires 11/01/2027
Strike Price $11.50 *	23,932		8
Churchill Capital VI, Expires 01/03/2028
Strike Price $11.50 *	14,796		5
Churchill Capital VII, Expires 03/03/2028
Strike Price $11.50 *	56,400		20
CHW Acquisition, Expires 03/04/2028
Strike Price $11.50 *	55,232		5
CIIG Capital Partners II, Expires 03/02/2028
Strike Price $11.50 *	82,526		11
Clarim Acquisition, Expires 01/03/2028
Strike Price $11.50 *	28,544		3
Class Acceleration, Expires 04/03/2028
Strike Price $11.50 *	12,814		1
Colicity, Expires 01/03/2028
Strike Price $11.50 *	931		–
Colombier Acquisition, Expires 01/03/2029
Strike Price $11.50 *	1,759		–
Colonnade Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	1,850		–
Consilium Acquisition I, Expires 06/04/2027
Strike Price $11.50 *	28,834		2
Constellation Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	24,013		3
COVA Acquisition, Expires 01/03/2028
Strike Price $11.50 *	77,037		8
Crescera Capital Acquisition, Expires 04/23/2028
Strike Price $11.50 *	3,568		1
Crystal Peak Acquisition, Expires 06/25/2026
Strike Price $11.50 *	6,877		4
D & Z Media Acquisition, Expires 01/03/2028
Strike Price $11.50 *	10,349		1
Data Knights Acquisition, Expires 01/03/2029
Strike Price $11.50 *	23,366		–
Decarbonization Plus Acquisition IV, Expires 01/03/2029
Strike Price $11.50 *	304		–
Deep Lake Capital Acquisition, Expires 01/03/2028
Strike Price $11.50 *	5,584		–


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Delwinds Insurance Acquisition, Expires 08/04/2027
Strike Price $11.50 *	31,075	$	7
DHB Capital, Expires 03/18/2028
Strike Price $11.50 *	9,027		1
DHC Acquisition, Expires 01/03/2028
Strike Price $11.50 *	19,917		1
DiamondHead Holdings, Expires 01/31/2028
Strike Price $11.50 *	9,972		1
Digital Health Acquisition, Expires 10/17/2023
Strike Price $11.50 *	18,267		2
Digital Transformation Opportunities, Expires 04/03/2028
Strike Price $11.50 *	24,294		3
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
DTRT Health Acquisition, Expires 11/15/2022
Strike Price $11.50 *	7,641		–
E.Merge Technology Acquisition, Expires 08/02/2025
Strike Price $11.50 *	30,161		4
East Resources Acquisition, Expires 07/04/2027
Strike Price $11.50 *	38,207		8
Edify Acquisition, Expires 01/03/2028
Strike Price $11.50 *	22,125		2
EG Acquisition, Expires 05/31/2028
Strike Price $11.50 *	1,261		–
Empowerment & Inclusion Capital I, Expires 01/03/2028
Strike Price $11.50 *	22,282		2
Endurance Acquisition, Expires 03/02/2023
Strike Price $11.50 *	290		–
Energem, Expires 03/13/2023
Strike Price $11.50 *	39,604		3
EQ Health Acquisition, Expires 02/05/2028
Strike Price $11.50 *	11,911		1
EVe Mobility Acquisition, Expires 05/15/2028
Strike Price $11.50 *	1,253		–
Everest Consolidator Acquisition, Expires 07/22/2028
Strike Price $11.50 *	303		–
Evo Acquisition, Expires 01/03/2028
Strike Price $11.50 *	12,858		1
Financial Strategies Acquisition, Expires 04/03/2028
Strike Price $11.50 *	137,665		10


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Finnovate Acquisition, Expires 04/18/2023
Strike Price $11.50 *	32,229	$	3
Fintech Ecosystem Development, Expires 01/03/2029
Strike Price $11.50 *	3,756		–
Fintech Evolution Acquisition Group, Expires 04/03/2028
Strike Price $11.50 *	5,940		1
Forest Road Acquisition II, Expires 01/18/2026
Strike Price $11.50 *	3,241		1
Fortistar Sustainable Solutions, Expires 01/03/2028
Strike Price $11.50 *	28,967		4
Fortress Capital Acquisition, Expires 01/03/2028
Strike Price $11.50 *	798		–
Fortress Value Acquisition III, Expires 01/03/2028
Strike Price $11.50 *	129		–
Fortress Value Acquisition IV, Expires 03/21/2028
Strike Price $11.50 *	357		–
Forum Merger IV, Expires 01/03/2028
Strike Price $11.50 *	227		–
Freedom Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	14,213		3
FTAC Hera Acquisition, Expires 01/03/2028
Strike Price $11.50 *	5,925		1
Fusion Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	49,152		5
G Squared Ascend II, Expires 01/03/2027
Strike Price $11.50 *	3,633		–
G&P Acquisition, Expires 03/08/2027
Strike Price $11.50 *	25,088		2
Galata Acquisition, Expires 01/03/2029
Strike Price $11.50 *	2,861		–
Games & Esports Experience Acquisition, Expires 10/24/2028
Strike Price $11.50 *	1,312		–
Gaming & Hospitality Acquisition, Expires 02/07/2028
Strike Price $11.50 *	3,738		–
Gardiner Healthcare Acquisitions, Expires 08/02/2028
Strike Price $11.50 *	1,251		–
Genesis Growth Tech Acquisition, Expires 05/22/2028
Strike Price $11.50 *	33,571		7
GigCapital5, Expires 01/03/2029
Strike Price $11.50 *	86,668		6


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Gladstone Acquisition, Expires 01/03/2028
Strike Price $11.50 *	10,821	$	3
Global Consumer Acquisition, Expires 01/03/2028
Strike Price $11.50 *	50,399		5
Global Partner Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	1,948		–
Global Synergy Acquisition, Expires 01/03/2028
Strike Price $11.50 *	19,802		1
Globalink Investment, Expires 12/06/2026
Strike Price $11.50 *	121,483		5
GO Acquisition, Expires 09/03/2027
Strike Price $11.50 *	22,869		–
Goal Acquisitions, Expires 02/14/2026
Strike Price $11.50 *	99,008		9
GoGreen Investments, Expires 06/07/2023
Strike Price $11.50 *	1,048		–
Golden Arrow Merger, Expires 08/03/2026
Strike Price $11.50 *	7,512		–
Golden Falcon Acquisition, Expires 11/07/2026
Strike Price $11.50 *	10,745		1
Gores Technology Partners II, Expires 01/03/2028
Strike Price $11.50 *	1,261		1
Greenfire Resources, Expires 08/15/2026
Strike Price $– *(A)	272		106
Growth For Good Acquisition, Expires 11/15/2026
Strike Price $11.50 *	656		–
Guitar Center, Expires 12/22/2070
Strike Price $160.00 *(A)(B)(C)	574		35
Guitar Center, Expires 12/22/2070
Strike Price $100.00 *(A)(B)(C)	574		54
GX Acquisition II, Expires 01/03/2029
Strike Price $11.50 *	27,127		4
Hamilton Lane Alliance Holdings I, Expires 01/11/2026
Strike Price $11.50 *	74		–
HCM ACQUISITION CORP, Expires 01/03/2028
Strike Price $11.50 *	11,149		1
Healthcare AI Acquisition, Expires 12/17/2026
Strike Price $11.50 *	2,113		–
Healthcare Services Acquisition, Expires 01/03/2028
Strike Price $11.50 *	15,656		2


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Healthwell Acquisition I, Expires 08/08/2028
Strike Price $11.50 *	6,557	$	1
Heartland Media Acquisition, Expires 10/24/2027
Strike Price $1.00 *	446		–
Hennessy Capital Investment V, Expires 01/14/2026
Strike Price $11.50 *	3,467		1
HH&L Acquisition, Expires 02/07/2026
Strike Price $11.50 *	27,521		5
HPX, Expires 07/17/2025
Strike Price $11.50 *	40,578		3
HumanCo Acquisition, Expires 01/03/2028
Strike Price $11.50 *	5,242		1
Hunt Acquisition I, Expires 01/03/2029
Strike Price $11.50 *	24		–
Inception Growth Acquisition, Expires 10/18/2026
Strike Price $11.50 *	21,147		1
Industrial Human Capital, Expires 01/03/2029
Strike Price $11.50 *	18,304		1
Industrial Tech Acquisitions II, Expires 01/03/2029
Strike Price $11.50 *	989		–
Inflection Point Acquisition, Expires 03/08/2023
Strike Price $11.50 *	2,850		–
Innovative International Acquisition, Expires 04/06/2023
Strike Price $11.50 *	7,021		1
INSU Acquisition III, Expires 01/03/2027
Strike Price $11.50 *	7,112		1
International Media Acquisition, Expires 01/03/2029
Strike Price $11.50 *	49,933		3
InterPrivate II Acquisition, Expires 01/03/2029
Strike Price $11.50 *	1,534		–
InterPrivate IV InfraTech Partners, Expires 01/03/2028
Strike Price $11.50 *	1,437		–
Investcorp Europe Acquisition I, Expires 11/26/2028
Strike Price $11.50 *	7,230		1
Isleworth Healthcare Acquisition, Expires 08/02/2027
Strike Price $11.50 *	34,425		1
ITHAX Acquisition, Expires 01/03/2028
Strike Price $11.50 *	20,646		6


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Itiquira Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,337	$	–
Jack Creek Investment, Expires 01/03/2028
Strike Price $11.50 *	39,494		3
Jaws Mustang Acquisition, Expires 02/02/2026
Strike Price $11.50 *	18,993		5
JOFF Fintech Acquisition, Expires 01/03/2028
Strike Price $11.50 *	1,782		–
Jupiter Acquisition, Expires 08/28/2022
Strike Price $11.50 *	19		–
Kadem Sustainable Impact, Expires 03/19/2026
Strike Price $11.50 *	11,709		1
Kairos Acquisition, Expires 01/03/2028
Strike Price $11.50 *	51,794		1
Kairous Acquisition ltd, Expires 09/18/2026
Strike Price $11.50 *	1,301		–
Kalera, Expires 01/03/2029
Strike Price $11.50 *	36,300		8
Kensington Capital Acquisition V, Expires 07/22/2023
Strike Price $11.50 *	38		–
Kernel Group Holdings, Expires 02/03/2027
Strike Price $11.50 *	35,870		4
Kimbell Tiger Acquisition, Expires 09/18/2028
Strike Price $11.50 *	1,312		–
KINS Technology Group, Expires 01/03/2026
Strike Price $11.50 *	3,480		–
KKR Acquisition Holdings I, Expires 01/03/2028
Strike Price $11.50 *	10,085		4
KL Acquisition, Expires 01/15/2028
Strike Price $11.50 *	1,218		–
KnightSwan Acquisition, Expires 07/24/2028
Strike Price $1.00 *	1,312		–
L Catterton Asia Acquisition, Expires 03/18/2026
Strike Price $11.50 *	17,352		2
LAMF Global Ventures I, Expires 04/07/2023
Strike Price $11.50 *	72		–
LDH Growth I, Expires 01/03/2029
Strike Price $11.50 *	4,517		1
Lead Edge Growth Opportunities, Expires 01/03/2029
Strike Price $11.50 *	1,105		–
Leo Holdings II, Expires 01/10/2028
Strike Price $11.50 *	37,876		3


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Levere Holdings, Expires 01/03/2029
Strike Price $11.50 *	4,074	$	–
LF Capital Acquisition II, Expires 01/10/2026
Strike Price $11.50 *	276		–
Liberty Resources Acquisition, Expires 11/03/2028
Strike Price $11.50 *	28,791		4
Live Oak Mobility Acquisition, Expires 03/07/2028
Strike Price $11.50 *	1,206		–
LMF Acquisition Opportunities, Expires 02/03/2027
Strike Price $11.50 *	4,850		1
Longview Acquisition II, Expires 05/13/2026
Strike Price $11.50 *	2,713		–
M3-Brigade Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	14,548		1
Macondray Capital Acquisition I, Expires 05/20/2026
Strike Price $11.50 *	7,733		1
Marblegate Acquisition, Expires 12/12/2022
Strike Price $11.50 *	2,152		–
Marlin Technology, Expires 03/08/2026
Strike Price $11.50 *	3,727		1
Mason Industrial Technology, Expires 01/03/2028
Strike Price $11.50 *	12,791		2
Maxpro Capital Acquisition, Expires 01/25/2023
Strike Price $11.50 *	45,043		4
McLaren Technology Acquisition, Expires 03/06/2023
Strike Price $11.50 *	1,312		–
MDH Acquisition, Expires 02/05/2028
Strike Price $11.50 *	5,513		–
Mercury Ecommerce Acquisition, Expires 03/28/2023
Strike Price $11.50 *	21,457		2
Minority Equality Opportunities Acquisition, Expires 05/02/2023
Strike Price $11.50 *	95,508		5
Mission Advancement, Expires 01/03/2029
Strike Price $11.50 *	140,664		12
Monterey Bio Acquisition, Expires 06/10/2023
Strike Price $11.50 *	30,129		3
Monument Circle Acquisition, Expires 01/03/2028
Strike Price $11.50 *	59,096		5
Motive Capital II, Expires 05/18/2028
Strike Price $11.50 *	263		–


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Mount Rainier Acquisition, Expires 12/07/2022
Strike Price $11.50 *	55,441	$	8
Murphy Canyon Acquisition, Expires 02/06/2027
Strike Price $11.50 *	3,281		–
Music Acquisition, Expires 02/08/2028
Strike Price $11.50 *	17,039		2
New Vista Acquisition, Expires 01/03/2028
Strike Price $11.50 *	13		–
Newbury Street Acquisition, Expires 01/03/2028
Strike Price $11.50 *	836		–
NightDragon Acquisition, Expires 01/03/2028
Strike Price $11.50 *	10,126		3
Noble Corp., Expires 02/05/2028
Strike Price $0.01 *	2,470		30
Noble Rock Acquisition, Expires 01/03/2028
Strike Price $11.50 *	12,133		1
Northern Lights Acquisition, Expires 12/05/2022
Strike Price $11.50 *	1,299		–
Northern Star Investment II, Expires 02/03/2028
Strike Price $11.50 *	4,726		1
Northern Star Investment III, Expires 02/28/2028
Strike Price $11.50 *	5,816		1
Northern Star Investment IV, Expires 01/03/2028
Strike Price $11.50 *	2,542		1
Nova Vision Acquisition, Expires 01/03/2029
Strike Price $11.50 *	18,235		1
OCA Acquisition, Expires 01/03/2028
Strike Price $11.50 *	21,124		1
OceanTech Acquisitions I, Expires 05/13/2026
Strike Price $11.50 *	14,803		1
OmniLit Acquisition, Expires 11/11/2026
Strike Price $11.50 *	5,046		1
One Equity Partners Open Water I, Expires 01/03/2028
Strike Price $11.50 *	42,048		5
Orion Acquisition, Expires 02/22/2026
Strike Price $11.50 *	8,749		1
Osiris Acquisition, Expires 05/04/2028
Strike Price $11.50 *	11,293		2
Oxbridge Acquisition, Expires 01/22/2023
Strike Price $11.50 *	46,667		4
Oxus Acquisition, Expires 01/30/2023
Strike Price $11.50 *	1,312		–


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Oyster Enterprises Acquisition, Expires 01/03/2028
Strike Price $11.50 *	68,476	$	8
Parabellum Acquisition, Expires 03/29/2023
Strike Price $11.50 *	51,450		7
Parsec Capital Acquisitions, Expires 01/08/2023
Strike Price $11.50 *	39,333		1
Pathfinder Acquisition, Expires 01/03/2028
Strike Price $11.50 *	2,000		–
Pearl Holdings Acquisition, Expires 12/18/2026
Strike Price $11.50 *	10,050		2
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		–
Peridot Acquisition II, Expires 05/03/2028
Strike Price $11.50 *	2,182		–
Phoenix Biotech Acquisition, Expires 09/04/2026
Strike Price $11.50 *	1,375		–
Pine Technology Acquisition, Expires 04/03/2028
Strike Price $11.50 *	9,599		–
Pioneer Merger, Expires 01/03/2028
Strike Price $11.50 *	158		–
Plum Acquisition I, Expires 01/03/2029
Strike Price $11.50 *	1,134		–
PMV Consumer Acquisition, Expires 09/03/2027
Strike Price $11.50 *	3,027		–
Pono Capital, Expires 12/19/2022
Strike Price $11.50 *	43,850		3
Pontem, Expires 01/03/2028
Strike Price $11.50 *	3,784		1
Powered Brands, Expires 01/03/2028
Strike Price $11.50 *	4,783		–
Prime Impact Acquisition I, Expires 10/04/2030
Strike Price $11.50 *	54,583		3
Priveterra Acquisition, Expires 01/03/2028
Strike Price $11.50 *	11,681		2
Progress Acquisition, Expires 01/03/2028
Strike Price $11.50 *	33,151		4
PROOF Acquisition I, Expires 12/06/2028
Strike Price $11.50 *	2,625		–
Property Solutions Acquisition II, Expires 03/04/2026
Strike Price $11.50 *	11,917		1


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Prospector Capital, Expires 01/04/2025
Strike Price $11.50 *	8,397	$	1
Provident Acquisition, Expires 01/15/2026
Strike Price $11.50 *	17,168		3
Recharge Acquisition, Expires 10/08/2027
Strike Price $11.50 *	49,703		3
RMG Acquisition III, Expires 01/03/2028
Strike Price $11.50 *	2,418		–
Rosecliff Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	3,937		–
RXR Acquisition, Expires 03/11/2026
Strike Price $11.50 *	962		–
Sanaby Health Acquisition I, Expires 08/02/2028
Strike Price $11.50 *	5,458		1
Sandbridge X2, Expires 01/03/2028
Strike Price $11.50 *	18,360		1
Science Strategic Acquisition Alpha, Expires 01/03/2028
Strike Price $11.50 *	11,859		1
ScION Tech Growth I, Expires 11/04/2025
Strike Price $11.50 *	22,943		2
ScION Tech Growth II, Expires 01/31/2026
Strike Price $11.50 *	9,805		1
SCP & CO Healthcare Acquisition, Expires 01/30/2028
Strike Price $11.50 *	20,988		2
Seaport Global Acquisition II, Expires 11/04/2023
Strike Price $11.50 *	29,322		7
Semper Paratus Acquisition, Expires 11/07/2026
Strike Price $11.50 *	925		–
Senior Connect Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	13,932		1
Shelter Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	6,990		1
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		4
Sizzle Acquisition, Expires 03/15/2026
Strike Price $11.50 *	4,038		–
Slam, Expires 01/03/2028
Strike Price $11.50 *	13,622		3
Social Leverage Acquisition I, Expires 01/03/2028
Strike Price $11.50 *	16		–
Software Acquisition Group III, Expires 01/03/2028
Strike Price $11.50 *	19,772		5


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
Spindletop Health Acquisition, Expires 01/03/2029
Strike Price $11.50 *	235	$	–
SportsTek Acquisition, Expires 01/03/2028
Strike Price $11.50 *	36,919		1
Spree Acquisition 1, Expires 12/25/2028
Strike Price $11.50 *	11,933		1
SpringBig Holdings, Expires 06/17/2027
Strike Price $11.50 *	2,210		–
Springwater Special Situations, Expires 04/15/2026
Strike Price $11.50 *	3,030		1
StoneBridge Acquisition, Expires 03/01/2023
Strike Price $11.50 *	8,747		–
Stratim Cloud Acquisition, Expires 03/08/2026
Strike Price $11.50 *	10,006		1
Summit Healthcare Acquisition, Expires 05/06/2023
Strike Price $11.50 *	31		–
Sustainable Development Acquisition I, Expires 01/03/2029
Strike Price $11.50 *	625		–
SVF Investment, Expires 01/03/2028
Strike Price $11.50 *	38		–
Swiftmerge Acquisition, Expires 06/20/2028
Strike Price $11.50 *	3,398		1
Tailwind Acquisition, Expires 09/10/2027
Strike Price $11.50 *	9,554		1
Tailwind International Acquisition, Expires 03/04/2028
Strike Price $11.50 *	99,981		8
Talon 1 Acquisition, Expires 04/21/2023
Strike Price $11.50 *	12,503		2
Target Global Acquisition I, Expires 01/03/2028
Strike Price $1.00 *	961		–
Tastemaker Acquisition, Expires 01/03/2026
Strike Price $11.50 *	3,311		–
TB Acquisition, Expires 03/28/2028
Strike Price $11.50 *	9,183		1
TCW Special Purpose Acquisition
Strike Price $11.50 *^‡^‡	7,800		1
Tech and Energy Transition, Expires 01/03/2028
Strike Price $11.50 *	30,080		5
Technology & Telecommunication Acquisition, Expires 02/18/2027
Strike Price $11.50 *	3,937		1


Description	Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)
TG Venture Acquisition, Expires 08/16/2023
Strike Price $11.50 *	16,503	$	1
Thrive Acquisition, Expires 03/12/2023
Strike Price $11.50 *	3,143		–
Thunder Bridge Capital Partners III, Expires 02/18/2028
Strike Price $11.50 *	1,073		–
TLG Acquisition One, Expires 01/28/2028
Strike Price $11.50 *	36,511		3
TLGY Acquisition, Expires 01/17/2028
Strike Price $11.50 *	7,284		1
Trepont Acquisition I, Expires 11/27/2025
Strike Price $11.50 *	29,712		–
Trine II Acquisition, Expires 01/03/2028
Strike Price $11.50 *	4,586		1
Twelve Seas Investment II, Expires 03/05/2028
Strike Price $11.50 *	24,081		2
TZP Strategies Acquisition, Expires 01/03/2028
Strike Price $11.50 *	43,568		4
VectoIQ Acquisition II, Expires 01/03/2028
Strike Price $11.50 *	66		–
Ventoux CCM Acquisition, Expires 10/03/2025
Strike Price $11.50 *	45,163		5
VPC Impact Acquisition Holdings II, Expires 01/03/2028
Strike Price $11.50 *	2,522		–
Warburg Pincus Capital I-A, Expires 01/03/2028
Strike Price $11.50 *	184		–
Warrior Technologies Acquisition, Expires 04/03/2028
Strike Price $11.50 *	43,055		2
Williams Rowland Acquisition, Expires 12/28/2022
Strike Price $11.50 *	68,930		6
Windstream Services
Strike Price $– *^‡^‡(A)	5,809		89
WinVest Acquisition, Expires 02/22/2023
Strike Price $11.50 *	46,640		4
World Quantum Growth Acquisition, Expires 01/03/2029
Strike Price $11.50 *	2,724		–
Worldwide Webb Acquisition, Expires 03/30/2023
Strike Price $11.50 *	81		–
XPAC Acquisition, Expires 05/16/2027
Strike Price $11.50 *	9,469		1
Z-Work Acquisition, Expires 01/07/2026
Strike Price $11.50 *	32,167		5


Description		Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)

Total Warrants
(Cost $2,754) ($ Thousands)			$	885


	Shares
PREFERRED STOCK — 0.2%

Consumer Discretionary — 0.1%
Boardriders Inc. *(A)(C)(E)		25,646		30
Bowlero *(A)(C)(E)		290		290
Guitar Center *(A)(B)(C)(E)		39		3

				323
Information Technology — 0.1%
Syniverse *(A)(C)(E)		437,282		429


Materials — 0.0%
Libbey Glass Inc. *(A)(E)		766		94


Total Preferred Stock
(Cost $798) ($ Thousands)				846


	Face Amount (Thousands)
U.S. TREASURY OBLIGATIONS — 0.2%
U.S Treasury Bill
0.784%, 07/12/2022 (K)		306		306
U.S. Treasury Bond
2.875%, 05/15/2052		114		108
U.S. Treasury Note
2.875%, 05/15/2032		248		245

Total U.S. Treasury Obligations
(Cost $660) ($ Thousands)				659



CONVERTIBLE BONDS — 0.1%
Air Canada
4.000% , 07/01/2025		60		65
Liberty Interactive
4.000% , 11/15/2029		228		100
3.750% , 02/15/2030		230		101
Liberty Latin America
2.000% , 07/15/2024		265		229
Pebblebrook Hotel Trust
1.750% , 12/15/2026		115		103

Total Convertible Bonds
(Cost $741) ($ Thousands)				598


Description	Face Amount (Thousands)			Market Value ($ Thousands)
MORTGAGE-BACKED SECURITY — 0.1%
Non-Agency Mortgage-Backed Obligations — 0.1%
BX Commercial Mortgage Trust, Ser 2022-CSMO, Cl D
5.087%, TSFR1M + 4.337%, 06/15/2027(D)(F)	$	245		$	238

Total Mortgage-Backed Security

(Cost $244) ($ Thousands)					238


	Shares
CASH EQUIVALENTS — 29.1%
Morgan Stanley Institutional Liquidity Fund Treasury Securities Portfolio, Cl I
3.650%**		5,557,278			5,557
SEI Daily Income Trust, Government Fund, Cl F
1.140%**^†		114,231,156			114,231


Total Cash Equivalents
(Cost $119,788) ($ Thousands)					119,788



PURCHASED OPTIONS — 0.9%
Total Purchased Options
(Cost $3,895) ($ Thousands)					3,546


Total Investments in Securities — 91.7%
(Cost $403,875) ($ Thousands)				$	377,798




	Shares
COMMON STOCK SOLD SHORT— (10.6)%
Communication Services — (0.6)%
Alphabet Inc, Cl A *		(526	)		(1,146	)
Frontier Communications Parent *		(5,739	)		(135	)
Lumen Technologies Inc		(30,525	)		(333	)
Nexstar Media Group Inc, Cl A		(1,785	)		(291	)
ZoomInfo Technologies, Cl A *		(13,982	)		(465	)


					(2,370	)

Consumer Discretionary — (3.2)%
Abercrombie & Fitch Co, Cl A *		(32,884	)		(556	)
Airbnb, Cl A *		(2,436	)		(217	)
Amazon.com Inc, Cl A *		(11,480	)		(1,219	)
Brunswick Corp/DE		(5,813	)		(380	)
Callaway Golf Co *		(14,753	)		(301	)
Cheesecake Factory Inc/The		(26,395	)		(697	)
Dick's Sporting Goods Inc		(7,776	)		(586	)
DoorDash Inc, Cl A *		(3,806	)		(244	)
Harley-Davidson Inc, Cl A		(9,369	)		(297	)
Hilton Worldwide Holdings Inc		(2,251	)		(251	)
Home Depot Inc/The		(4,446	)		(1,219	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Lennar Corp, Cl A		(17,104	)	$	(1,207	)
Lowe's Cos Inc		(6,807	)		(1,189	)
Marriott International Inc/MD, Cl A		(1,825	)		(248	)
Pool Corp		(1,740	)		(611	)
PulteGroup Inc		(31,570	)		(1,251	)
Red Rock Resorts Inc, Cl A		(4,344	)		(145	)
RH *		(2,452	)		(521	)
Shake Shack Inc, Cl A *		(6,496	)		(257	)
Sleep Number Corp *		(5,700	)		(177	)
Sonos Inc *		(15,583	)		(281	)
Tenneco Inc, Cl A *		(1,911	)		(33	)
Texas Roadhouse Inc, Cl A		(9,934	)		(727	)
Williams-Sonoma Inc		(5,075	)		(563	)


					(13,177	)

Consumer Staples — (1.4)%
Bunge Ltd		(2,785	)		(253	)
Campbell Soup Co		(33,319	)		(1,601	)
Hormel Foods Corp		(3,255	)		(154	)
Hostess Brands Inc, Cl A *		(14,817	)		(314	)
J M Smucker Co/The		(10,736	)		(1,374	)
Kellogg Co		(15,202	)		(1,085	)
SpartanNash Co		(39,749	)		(1,199	)


					(5,980	)

Financials — (0.4)%
Coinbase Global, Cl A *		(8,713	)		(410	)
KKR & Co Inc		(12,712	)		(588	)
MarketAxess Holdings Inc		(1,281	)		(328	)
TriplePoint Venture Growth BDC		(12,317	)		(157	)


					(1,483	)

Health Care — (0.2)%
AMN Healthcare Services Inc *		(3,070	)		(337	)
Cross Country Healthcare Inc *		(17,231	)		(359	)
Pacira BioSciences Inc *		(4,932	)		(287	)


					(983	)

Industrials — (1.2)%
A O Smith Corp		(2,539	)		(139	)
Apogee Enterprises Inc		(31,769	)		(1,246	)
ArcBest Corp		(14,933	)		(1,051	)
Knight-Swift Transportation Holdings Inc, Cl A		(6,535	)		(303	)
Nikola *		(28,854	)		(137	)
TPI Composites *		(116,309	)		(1,454	)
TriNet Group Inc *		(4,011	)		(311	)
Verisk Analytics Inc, Cl A		(1,944	)		(336	)


					(4,977	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Information Technology — (3.1)%
Affirm Holdings, Cl A *		(30,842	)	$	(557	)
Analog Devices Inc		(2,151	)		(314	)
Apple Inc		(12,729	)		(1,740	)
AppLovin, Cl A *		(16,919	)		(583	)
Bread Financial Holdings		(7,311	)		(271	)
Ceridian HCM Holding Inc *		(7,142	)		(336	)
Cloudflare Inc, Cl A *		(7,909	)		(346	)
Corsair Gaming *		(77,306	)		(1,015	)
CS Disco *		(5,935	)		(107	)
Datadog Inc, Cl A *		(1,534	)		(146	)
DocuSign Inc, Cl A *		(4,882	)		(280	)
Intel Corp		(9,920	)		(371	)
International Business Machines Corp		(2,394	)		(338	)
Mastercard Inc, Cl A		(3,766	)		(1,188	)
Microchip Technology Inc		(5,461	)		(317	)
Micron Technology Inc		(2,775	)		(153	)
MKS Instruments Inc		(1,360	)		(140	)
NVIDIA Corp		(2,756	)		(418	)
Paymentus Holdings, Cl A *		(22,254	)		(298	)
Procore Technologies Inc *		(6,355	)		(288	)
SentinelOne, Cl A *		(6,927	)		(162	)
Skyworks Solutions Inc		(3,130	)		(290	)
Snowflake, Cl A *		(2,634	)		(366	)
Texas Instruments Inc		(2,096	)		(322	)
Visa Inc, Cl A		(6,124	)		(1,206	)
Xerox Holdings Corp		(75,616	)		(1,123	)
Zoom Video Communications Inc, Cl A *		(2,628	)		(284	)


					(12,959	)

Real Estate — (0.2)%
Lamar Advertising Co, Cl A		(8,067	)		(710	)




Utilities — (0.3)%
PG&E Corp *		(121,185	)		(1,210	)




Total Common Stock Sold Short
(Proceeds $47,931) ($ Thousands)					(43,849	)


	Face Amount (Thousands)
CORPORATE OBLIGATIONS SOLD SHORT — (2.6)%
Communication Services — (0.1)%
Front Range BidCo
6.125%, 03/01/2028 (D)	$	(681	)		(492	)

Consumer Discretionary — (0.8)%
At Home Group
7.125%, 07/15/2029 (D)		(130	)		(74	)


Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
B&M European Value Retail
4.000%, 11/15/2028	GBP	(109	)	$	(103	)
3.625%, 07/15/2025		(54	)		(56	)
Beazer Homes USA
5.875%, 10/15/2027	$	(75	)		(58	)
Burger King France SAS
4.750%, , Euribor 3 Month + 4.750% 11/01/2026	EUR	(146	)		(141	)
Carrols Restaurant Group
5.875%, 07/01/2029 (D)	$	(304	)		(222	)
CDI Escrow Issuer
5.750%, 04/01/2030 (D)		(235	)		(214	)
Douglas GmbH
6.000%, 04/08/2026	EUR	(137	)		(110	)
Full House Resorts
8.250%, 02/15/2028 (D)	$	(170	)		(136	)
Gestamp Automocion MTN
3.250%, 04/30/2026	EUR	(189	)		(173	)
Hyatt Hotels
4.375%, 09/15/2028	$	(174	)		(164	)
Life Time
8.000%, 04/15/2026 (D)		(454	)		(405	)
MGM Resorts International
5.500%, 04/15/2027		(285	)		(256	)
NCL
5.875%, 03/15/2026 (D)		(242	)		(111	)
Panther BF Aggregator 2
8.500%, 05/15/2027 (D)		(170	)		(164	)
Photo Holdings Merger Sub
8.500%, 10/01/2026 (D)		(255	)		(192	)
Scientific Games Holdings
6.625%, 03/01/2030 (D)		(333	)		(283	)
Univision Communications
7.375%, 06/30/2030 (D)		(595	)		(582	)
Wheel Pros
6.500%, 05/15/2029 (D)		(173	)		(122	)
					(3,566	)
Consumer Staples — (0.0)%
B&G Foods
5.250%, 09/15/2027		(147	)		(127	)
Natura & Luxembourg Holdings SARL
6.000%, 04/19/2029		(169	)		(149	)
Ontex Group
3.500%, 07/15/2026	EUR	(98	)		(81	)
Oriflame Investment Holding
5.125%, 05/04/2026 (D)	$	(225	)		(142	)
United Natural Foods
6.750%, 10/15/2028 (D)		(73	)		(68	)
					(567	)
Energy — (0.3)%
Callon Petroleum
8.000%, 08/01/2028 (D)		(130	)		(125	)


Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Calumet Specialty Products Partners
8.125%, 01/15/2027 (D)	$	(146	)	$	(123	)
Genesis Energy
8.000%, 01/15/2027		(22	)		(19	)
7.750%, 02/01/2028		(85	)		(74	)
NGL Energy Partners
6.125%, 03/01/2025		(240	)		(190	)
Range Resources
4.750%, 02/15/2030 (D)		(503	)		(451	)
Summit Midstream Holdings
5.750%, 04/15/2025		(107	)		(84	)
					(1,066	)
Health Care — (0.3)%
AdaptHealth
5.125%, 03/01/2030 (D)		(229	)		(193	)
Embecta
5.000%, 02/15/2030 (D)		(255	)		(214	)
Medline Borrower
5.250%, 10/01/2029 (D)		(245	)		(201	)
Minerva Merger Sub
6.500%, 02/15/2030 (D)		(282	)		(235	)
ModivCare Escrow Issuer
5.000%, 10/01/2029 (D)		(292	)		(236	)
					(1,079	)
Industrials — (0.3)%
3M MTN
3.375%, 03/01/2029		(290	)		(279	)
Artera Services
9.033%, 12/04/2025 (D)		(178	)		(144	)
Boeing
5.805%, 05/01/2050		(170	)		(156	)
5.150%, 05/01/2030		(65	)		(63	)
Madison IAQ
5.875%, 06/30/2029 (D)		(312	)		(239	)
MIWD Holdco II
5.500%, 02/01/2030 (D)		(173	)		(139	)
Oscar AcquisitionCo
9.500%, 04/15/2030 (D)		(85	)		(67	)
Waste Pro USA
5.500%, 02/15/2026 (D)		(180	)		(160	)
					(1,247	)
Information Technology — (0.2)%
Central Parent
7.250%, 06/15/2029 (D)		(479	)		(461	)
Plantronics
4.750%, 03/01/2029 (D)		(170	)		(169	)
Rocket Software
6.500%, 02/15/2029 (D)		(173	)		(125	)
TTM Technologies
4.000%, 03/01/2029 (D)		(70	)		(59	)
					(814	)


Description	Face Amount (Thousands)			Market Value ($ Thousands)
CORPORATE OBLIGATIONS SOLD SHORT (continued)
Materials — (0.5)%
Arconic
6.125%, 02/15/2028 (D)	$	(579	)	$	(541	)
Cleveland-Cliffs
4.875%, 03/01/2031 (D)		(174	)		(153	)
Constellium
5.625%, 06/15/2028 (D)		(170	)		(152	)
SCIH Salt Holdings
4.875%, 05/01/2028 (D)		(132	)		(109	)
SRM Escrow Issuer
6.000%, 11/01/2028 (D)		(254	)		(215	)
Trivium Packaging Finance BV
8.500%, 08/15/2027 (D)		(345	)		(323	)
Vibrantz Technologies
9.000%, 02/15/2030 (D)		(82	)		(58	)
WEPA Hygieneprodukte GmbH
2.875%, 12/15/2027	EUR	(185	)		(148	)
					(1,699	)
Utilities — (0.1)%
AmeriGas Partners
5.750%, 05/20/2027	$	(160	)		(146	)
Calpine
5.125%, 03/15/2028 (D)		(171	)		(151	)
Sunnova Energy
5.875%, 09/01/2026 (D)		(98	)		(85	)
					(382	)
Total Corporate Obligations Sold Short
(Proceeds $11,982) ($ Thousands)					(10,912	)


	Shares
REGISTERED INVESTMENT COMPANIES — (2.0)%
ARK Innovation ETF		(22,284	)		(889	)
Direxion Daily 20 Year Plus Treasury Bull 3x Shares		(94,117	)		(1,175	)
iShares Russell 2000 ETF		(17,803	)		(3,015	)
SPDR S&P 500 ETF Trust		(7,965	)		(3,005	)

Total Registered Investment Companies
(Proceeeds $8,969) ($ Thousands)					(8,084	)



FOREIGN COMMON STOCK SOLD SHORT— (1.3)%
Bermuda — (0.2)%
Triton International Ltd		(16,646	)		(877	)




Canada — (0.1)%
Lightspeed Commerce *		(10,796	)		(241	)




China — (0.1)%
Futu Holdings ADR *		(5,487	)		(286	)


Description	Shares			Market Value ($ Thousands)
FOREIGN COMMON STOCK SOLD SHORT (continued)
NIO ADR *		(7,035	)	$	(153	)


					(439	)

France — (0.1)%
Dassault Systemes SE		(9,018	)		(331	)




Germany — (0.1)%
HelloFresh SE *		(11,351	)		(366	)




Japan — (0.2)%
Anritsu		(32,600	)		(352	)
SoftBank Group Corp		(9,100	)		(351	)


					(703	)

Norway — (0.1)%
Nordic Semiconductor *		(20,264	)		(313	)




South Korea — (0.0)%
Delivery Hero SE *		(3,935	)		(147	)




Switzerland — (0.3)%
Logitech International		(25,585	)		(1,332	)
Sportradar Holding, Cl A *		(17,638	)		(139	)


					(1,471	)

Taiwan — (0.1)%
Taiwan Semiconductor Manufacturing Co Ltd ADR		(3,852	)		(315	)




Total Foreign Common Stock Sold Short
(Proceeds $6,834) ($ Thousands)					(5,203	)


	Face Amount (Thousands)
U.S. TREASURY OBLIGATION SOLD SHORT — (0.1)%
U.S. Treasury Note
2.875%, 05/15/32	$	(633	)		(626	)

Total U.S. Treasury Obligation
(Proceeds $634) ($ Thousands)					(626	)


Total Investments Sold Short — (16.6)%
(Proceeds $76,350) ($ Thousands)				$	(68,674	)

A list of the open exchange traded option contracts held by the Fund at June 30, 2022 is as follows:

A list of the open future contracts held by the Fund at June 30, 2022 is as follows:

A list of the open forward foreign currency contracts held by the Fund at June 30, 2022 is as follows:

A list of open OTC swap agreements held by the Fund at June 30, 2022, is as follows:

A list of open centrally cleared swap agreements held by the Fund at June 30, 2022, is as follows:

(A)	Level 3 security in accordance with fair value hierarchy.
(B)	Security considered restricted, excluding 144A. The total market value of such securities as of June 30, 2022 was $1,910 ($ Thousands) and represented 0.3% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(C)	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 June 30, 2022 was $2,244 ($ Thousands) and represented 0.5% 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 June 30, 2022, the value of these securities amounted to $45,473 ($ Thousands), representing 11.0% of the Net Assets of the Fund.
(E)	No interest rate available.
(F)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(G)	Perpetual security with no stated maturity date.
(H)	Security is in default on interest payment.
(I)	Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.
(J)	Unsettled bank loan. Interest rate may not be available.
(K)	Interest rate represents the security's effective yield at the time of purchase.

ADR — American Depositary Receipt

BPs— Basis Points

BRL — Brazilian Real

CDI — Chess Depositary Interest

CHF — Swiss Franc

Cl — Class

CLO — Collateralized Loan Obligation

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

CV — Conversion Ratio

DAC — Designated Activity Company

ETF — Exchange-Traded Fund

EUR — Euro

GBP — British Pound Sterling

HKD — Hong Kong Dollar

ICE— Intercontinental Exchange

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

MTN — Medium Term Note

MXN — Mexican Peso

NOK — Norwegian Krone

NIBOR —Norwegian Interbank Offered Rate

OTC — Over The Counter

PIK — Payment-in-Kind

PLC — Public Limited Company

PLN — Polish Zloty

S&P— Standard & Poor's

Ser — Series

SGD — Singapore Dollar

SPDR — Standard & Poor's Depository Receipt

TWD — Taiwan Dollar

ULC — Unlimited Liability Company

USD — U.S. Dollar

WIBOR — Warsaw Interbank Offer Rate

ZAR — South African Rand

The following is a summary of the level of inputs used as of June 30, 2022, 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		88,218			236			828		89,282
Corporate Obligations		–			67,495			202		67,697
Registered Investment Companies		46,344			–			–		46,344
Sovereign Debt		–			24,006			–		24,006
Loan Participations		–			11,208			3,696		14,904
Foreign Common Stock		7,526			–			–		7,526
Purchased Options		3,546			–			–		3,546
Asset-Backed Securities		–			1,479			–		1,479
Warrants		2			600			283		885
Preferred Stock		–			–			846		846
U.S. Treasury Obligations		–			659			–		659
Convertible Bonds		–			598			–		598
Mortgage-Backed Security		–			238			–		238
Cash Equivalents		114,231			5,557			–		119,788
Total Investments in Securities		259,867			112,076			5,855		377,798
Securities Sold Short
Common Stock		(43,849	)		–			–		(43,849	)
Corporate Obligations		–			(10,912	)		–		(10,912	)
Registered Investment Companies		(8,084	)		–			–		(8,084	)
Foreign Common Stock		(5,203	)		–			–		(5,203	)
U.S. Treasury Obligation		–			(626	)		–		(626	)
Total Securities Sold Short		(57,136	)		(11,538	)		–		(68,674	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		114			–			–		114
Unrealized Depreciation		(53	)		–			–		(53	)
Forwards Contracts*
Unrealized Appreciation		–			436			–		436
Unrealized Depreciation		–			(201	)		–		(201	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			123			–		123
Unrealized Depreciation		–			(1,303	)		–		(1,303	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			5			–		5
Unrealized Depreciation		–			(42	)		–		(42	)
Credit Default Swaps*
Unrealized Appreciation		–			319			–		319
Unrealized Depreciation		–			(23	)		–		(23	)
Total Other Financial Instruments		61			(686	)		–		(625	)

*	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 $5,855 ($ Thousands) in Level 3 securities as of June 30, 2022, $2,244 ($ Thousands) or 0.5% 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 June 30, 2022, 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 June 30, 2022 ($ Thousands):

A list of the restricted securities, excluding 144a, held by the Fund at June 30, 2022, is as follows:


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 33.1%
U.S. Treasury Bills
1.542%, 11/25/2022 (A)	$	170,000	$	168,591
1.055%, 09/29/2022 (A)		100,000		99,590
0.824%, 09/15/2022 (A)		73,842		73,596
0.700%, 09/08/2022 (A)		40,000		39,882
0.368%, 07/21/2022 (A)		69,000		68,961
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029		3,517		4,247
3.625%, 04/15/2028		1,787		2,088
3.375%, 04/15/2032		4,886		6,104
2.500%, 01/15/2029		2,558		2,844
2.375%, 01/15/2025		1,227		1,300
2.375%, 01/15/2027		1,434		1,557
2.125%, 02/15/2040		1,338		1,561
2.125%, 02/15/2041		1,320		1,534
2.000%, 01/15/2026		1,457		1,543
1.750%, 01/15/2028		654		694
1.375%, 02/15/2044		1,241		1,269
1.000%, 02/15/2046		1,586		1,503
1.000%, 02/15/2049		2,298		2,211
0.875%, 01/15/2029		13,791		13,920
0.750%, 07/15/2028		16,470		16,588
0.750%, 02/15/2042		1,791		1,636
0.750%, 02/15/2045		921		824
0.625%, 01/15/2024		1,239		1,260
0.625%, 01/15/2026		6,084		6,152
0.625%, 02/15/2043		1,886		1,666
0.500%, 01/15/2028		18,835		18,706
0.375%, 07/15/2023		1,242		1,264
0.375%, 07/15/2025		6,096		6,157
0.375%, 01/15/2027		2,394		2,385
0.250%, 01/15/2025		610		614
0.250%, 07/15/2029		24,300		23,562
0.250%, 02/15/2050		337		266
0.125%, 07/15/2022		629		631
0.125%, 01/15/2023		6,263		6,368
0.125%, 07/15/2024		8,523		8,605
0.125%, 10/15/2024		5,071		5,102
0.125%, 10/15/2025		5,014		5,010
0.125%, 04/15/2026		3,032		3,003
0.125%, 07/15/2026		6,031		5,982
0.125%, 04/15/2027		5,017		4,940
0.125%, 01/15/2030		23,710		22,631
0.125%, 07/15/2030		26,499		25,270
0.125%, 01/15/2031		26,655		25,352
0.125%, 07/15/2031		27,081		25,748
0.125%, 01/15/2032		26,491		25,145

Total U.S. Treasury Obligations
(Cost $755,825) ($ Thousands)				737,862


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT — 16.5%

Canada Government International Bond
2.000%, 11/15/2022	$	375	$	375
Council of Europe Development Bank
2.625%, 02/13/2023		500		498
1.750%, 09/26/2022		250		250
Deutsche Bundesrepublik Inflation Linked Bond
0.500%, 04/15/2030	EUR	26,972		31,522
0.100%, 04/15/2023		8,336		9,038
0.100%, 04/15/2026		15,447		17,221
0.100%, 04/15/2033		10,657		12,079
0.100%, 04/15/2046		6,439		7,914
European Bank for Reconstruction & Development MTN
2.750%, 03/07/2023	$	750		750
European Investment Bank
2.500%, 03/15/2023		375		374
Export Development Canada
2.750%, 03/15/2023		750		751
2.500%, 01/24/2023		750		749
French Republic Government Bond OAT
3.400%, 07/25/2029	EUR	1,390		1,908
3.150%, 07/25/2032		2,836		4,011
2.100%, 07/25/2023(B)		2,316		2,591
1.850%, 07/25/2027		14,221		17,163
1.800%, 07/25/2040(B)		1,970		2,658
1.100%, 07/25/2022		1,244		1,308
0.700%, 07/25/2030(B)		18,048		20,880
0.250%, 07/25/2024		4,893		5,468
0.100%, 03/01/2025		4,779		5,265
0.100%, 03/01/2026(B)		1,583		1,756
0.100%, 03/01/2028		9,097		10,093
0.100%, 03/01/2029		6,088		6,710
0.100%, 07/25/2031(B)		8,208		8,974
0.100%, 03/01/2032		1,800		1,984
0.100%, 03/01/2036(B)		1,583		1,705
0.100%, 07/25/2036(B)		4,563		4,795
0.100%, 07/25/2047(B)		1,317		1,360
Inter-American Development Bank
2.625%, 01/16/2024	$	375		372
2.500%, 01/18/2023		750		749
1.750%, 09/14/2022		1,000		999
International Bank for Reconstruction & Development
7.625%, 01/19/2023		750		770
2.125%, 07/01/2022		375		375
1.875%, 10/07/2022		875		874
1.750%, 04/19/2023		1,000		992
International Finance MTN
2.875%, 07/31/2023		375		375
2.000%, 10/24/2022		750		749


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Italy Buoni Poliennali Del Tesoro
3.100%, 09/15/2026(B)	EUR	3,892	$	4,643
2.600%, 09/15/2023(B)		1,309		1,479
2.550%, 09/15/2041(B)		1,969		2,421
2.350%, 09/15/2024(B)		2,075		2,374
2.350%, 09/15/2035(B)		3,427		3,975
1.300%, 05/15/2028(B)		3,842		4,179
1.250%, 09/15/2032(B)		5,613		5,841
0.650%, 05/15/2026		3,560		3,834
0.400%, 05/15/2030(B)		6,900		6,865
0.150%, 05/15/2051(B)		1,098		790
0.100%, 05/15/2023		1,003		1,090
Korea International Bond
2.750%, 01/19/2027	$	1,000		967
North American Development Bank
2.400%, 10/26/2022		200		200
Province of Alberta Canada
2.200%, 07/26/2022		1,000		1,000
Province of British Columbia Canada
2.000%, 10/23/2022		750		749
Province of Ontario Canada
2.200%, 10/03/2022		500		500
Province of Quebec Canada
2.625%, 02/13/2023		500		499
United Kingdom Gilt Inflation Linked
4.285%, 07/22/2030	GBP	500		2,191
2.500%, 07/17/2024		340		1,546
2.000%, 01/26/2035		932		3,064
1.875%, 11/22/2022		813		1,023
1.250%, 11/22/2027		2,586		3,651
1.250%, 11/22/2032		11,804		18,471
1.250%, 11/22/2055		1,393		2,900
1.125%, 11/22/2037		3,143		5,225
0.750%, 03/22/2034		10,518		15,940
0.750%, 11/22/2047		1,449		2,487
0.625%, 03/22/2040		2,318		3,658
0.625%, 11/22/2042		3,780		6,092
0.500%, 03/22/2050		784		1,305
0.375%, 03/22/2062		1,561		2,755
0.250%, 03/22/2052		1,659		2,628
0.125%, 03/22/2024		3,313		4,251
0.125%, 03/22/2026		4,924		6,433
0.125%, 08/10/2028		8,124		10,913
0.125%, 03/22/2029		6,737		9,142
0.125%, 08/10/2031		4,672		6,563
0.125%, 03/22/2044		4,279		6,338
0.125%, 08/10/2048		4,018		6,094
0.125%, 03/22/2058		6,146		9,732
0.125%, 11/22/2065		1,413		2,381


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
0.125%, 03/22/2068	GBP	2,680	$	4,701

Total Sovereign Debt
(Cost $423,407) ($ Thousands)				367,295


	Shares
FOREIGN COMMON STOCK — 2.9%

Australia — 0.1%
Ampol Ltd		2,048		48
APA Group		14,676		114
Aristocrat Leisure Ltd		3,212		76
ASX Ltd		1,383		78
Aurizon Holdings Ltd		21,309		56
BHP Group Ltd		3,324		93
BlueScope Steel Ltd		3,194		35
Brambles Ltd		4,589		34
Cochlear Ltd		834		114
Coles Group Ltd		10,674		131
Commonwealth Bank of Australia		792		49
Computershare Ltd		8,847		150
CSL Ltd		892		165
Dexus *^‡		7,723		47
Domino's Pizza Enterprises Ltd		1,046		49
Endeavour Group Ltd/Australia		22,375		116
Evolution Mining Ltd		51,564		84
Fortescue Metals Group Ltd		3,424		41
Goodman Group ^‡		3,333		41
IDP Education Ltd		3,370		55
Insurance Australia Group Ltd		20,132		60
Lendlease Corp Ltd ^‡		5,588		35
Lottery Corp Ltd/The *		30,312		94
Medibank Pvt Ltd		28,257		63
Newcrest Mining Ltd		3,749		54
Northern Star Resources Ltd		20,330		96
Orica Ltd		4,582		50
Origin Energy Ltd		9,571		38
REA Group Ltd		484		37
Rio Tinto PLC		815		48
Santos Ltd		10,191		52
SEEK Ltd		2,052		30
Sonic Healthcare Ltd		4,379		99
Suncorp Group Ltd		7,008		53
Telstra Corp Ltd, Cl B		53,641		142
Treasury Wine Estates Ltd		15,968		125
Washington H Soul Pattinson & Co Ltd		3,573		58
Wesfarmers Ltd		2,749		79
WiseTech Global Ltd		4,546		118
Woodside Energy Group Ltd		5,284		116
Woolworths Group Ltd		6,248		153
Xero Ltd *		1,446		76

				3,252


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Austria — 0.0%
Erste Group Bank AG		2,036	$	52



Belgium — 0.1%
Ageas SA/NV		1,537		67
Anheuser-Busch InBev SA/NV		4,659		250
Argenx SE *		613		229
Elia Group SA/NV		1,133		160
Groupe Bruxelles Lambert SA		357		30
KBC Group NV		780		44
Proximus SADP		16,764		247
Solvay SA		1,000		81
UCB SA, Cl A		2,051		173
Umicore SA		1,214		42

				1,323

Brazil — 0.0%
Yara International ASA		666		28



Canada — 0.2%
Agnico Eagle Mines Ltd		4,657		213
Air Canada, Cl A *		2,823		35
Algonquin Power & Utilities Corp		5,110		69
Alimentation Couche-Tard Inc		1,594		62
Bank of Nova Scotia/The, Cl C		583		34
Barrick Gold Corp		5,823		103
Bausch Health Cos Inc *		1,753		15
BCE Inc		920		45
BlackBerry Ltd *		8,664		47
Brookfield Renewable Corp, Cl A		2,401		85
Cameco Corp		1,757		37
Canadian Pacific Railway Ltd		1,666		116
Canadian Tire Corp Ltd, Cl A		894		113
Canadian Utilities Ltd, Cl A		2,438		73
CCL Industries Inc, Cl B		2,082		98
CGI Inc, Cl A *		1,997		159
Constellation Software Inc/Canada		100		148
Dollarama Inc		3,557		204
Emera Inc		1,092		51
Empire Co Ltd, Cl A		7,348		226
First Quantum Minerals Ltd (Canada)		2,143		41
FirstService Corp ^‡		408		49
Franco-Nevada Corp		892		117
George Weston Ltd		1,417		165
GFL Environmental Inc		2,693		69
Gildan Activewear Inc		3,722		107
iA Financial Corp Inc		1,071		53
Keyera Corp		1,776		40
Kinross Gold Corp		13,832		49
Lightspeed Commerce Inc *		1,493		33
Loblaw Cos Ltd		4,805		432


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Magna International Inc, Cl A		1,520	$	83
Metro Inc/CN, Cl A		8,501		455
Northland Power Inc		1,799		53
Nutrien Ltd		1,332		106
Nuvei Corp *		1,035		37
Onex Corp		1,036		52
Open Text Corp		2,952		111
Pan American Silver Corp		2,322		46
Parkland Corp		1,300		35
Quebecor Inc, Cl B		3,150		67
Restaurant Brands International Inc		2,731		137
Ritchie Bros Auctioneers Inc, Cl B		1,894		123
Royal Bank of Canada		576		56
Saputo Inc		4,704		102
Shopify Inc, Cl A *		630		20
Teck Resources Ltd, Cl B		2,736		84
TELUS Corp		4,854		108
Thomson Reuters Corp		2,088		217
Toronto-Dominion Bank/The		1,857		122
Wheaton Precious Metals Corp		2,919		105
WSP Global Inc		1,000		113

				5,320

China — 0.0%
Sands China Ltd *		18,800		45



Denmark — 0.1%
Carlsberg AS, Cl B		1,017		129
Chr Hansen Holding A/S		1,282		93
Coloplast A/S, Cl B		1,741		198
Danske Bank A/S		4,024		57
Demant A/S *		2,583		97
DSV A/S		468		65
Genmab A/S *		435		140
GN Store Nord AS		1,712		60
Novo Nordisk A/S, Cl B		3,164		350
Novozymes A/S, Cl B		2,193		131
Orsted AS		938		98
Pandora A/S		660		42
Tryg A/S		2,801		63
Vestas Wind Systems A/S		1,472		31

				1,554

Finland — 0.0%
Elisa Oyj		1,739		98
Kesko Oyj, Cl B		3,963		93
Kone Oyj, Cl B		1,311		62
Nokia Oyj		10,220		47
Orion Oyj, Cl B		2,179		97
UPM-Kymmene Oyj, Cl V		1,682		51

				448


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
France — 0.2%
Aeroports de Paris, Cl A		373	$	47
Air Liquide SA		872		117
Arkema SA		736		65
BioMerieux		284		28
Bollore SE		19,190		89
Bouygues SA		892		27
Capgemini SE		366		63
Carrefour SA		6,251		110
Covivio ^‡		434		24
Dassault Systemes SE		1,640		60
Eiffage SA		687		62
Electricite de France SA		30,650		250
Engie SA		23,170		265
Eurazeo SE		468		29
Euronext NV		536		44
Gecina SA ^‡		323		30
Getlink SE		4,624		81
Hermes International		44		49
Ipsen SA		736		69
Kering SA		119		61
La Francaise des Jeux SAEM		1,007		35
Legrand SA		1,748		129
L'Oreal SA		545		188
LVMH Moet Hennessy Louis Vuitton SE		84		51
Orange SA		5,452		64
Pernod Ricard SA		584		107
Publicis Groupe SA		2,463		120
Remy Cointreau SA		674		118
Renault SA		4,398		109
Sanofi		904		91
Sartorius Stedim Biotech		390		122
Sodexo SA		477		33
STMicroelectronics NV		1,562		49
Teleperformance		98		30
Thales SA, Cl A		220		27
TotalEnergies SE		12,434		655
Ubisoft Entertainment SA *		2,674		117
Valeo		1,298		25
Veolia Environnement SA		5,206		127
Vinci SA		720		64
Vivendi SE		5,328		54
Wendel SE		480		40
Worldline SA/France *		865		32

				3,957

Germany — 0.2%
adidas AG		308		54
Allianz SE		347		66
Bayerische Motoren Werke AG		600		46
Beiersdorf AG		1,765		180
Brenntag SE		810		53


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Carl Zeiss Meditec AG		1,160	$	138
Commerzbank AG		4,489		31
Continental AG		779		54
Covestro AG		1,507		52
Deutsche Boerse AG		198		33
Deutsche Lufthansa AG *		9,318		54
Deutsche Telekom AG		6,455		128
E.ON SE		27,558		231
GEA Group AG		1,568		54
Hannover Rueck SE		313		45
HeidelbergCement AG		879		42
HelloFresh SE *		3,129		101
Henkel AG & Co KGaA		2,041		125
Infineon Technologies AG		2,515		61
Knorr-Bremse AG		603		34
Merck KGaA		757		128
MTU Aero Engines AG		221		40
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		274		64
Puma SE		744		49
QIAGEN NV *		5,142		240
Rational AG		61		35
RWE AG		9,223		338
Scout24 SE		1,602		82
Siemens Healthineers AG		2,595		132
Symrise AG, Cl A		1,058		115
Telefonica Deutschland Holding AG		49,295		141
Uniper SE		9,383		139
United Internet AG		3,471		99
Vonovia SE ^‡		1,664		51
Zalando SE *		1,399		37

				3,272

Hong Kong — 0.2%
AIA Group Ltd		6,600		72
Budweiser Brewing Co APAC Ltd		30,700		92
CK Asset Holdings Ltd ^‡		5,931		42
CK Hutchison Holdings Ltd		18,208		123
CK Infrastructure Holdings Ltd		80,500		493
CLP Holdings Ltd, Cl B		134,838		1,119
ESR Group Ltd *^‡		7,400		20
Galaxy Entertainment Group Ltd		10,000		60
HK Electric Investments & HK Electric Investments Ltd		737,000		676
HKT Trust & HKT Ltd		19,010		26
Hong Kong & China Gas Co Ltd		1,138,999		1,226
Power Assets Holdings Ltd		150,974		949
Sino Land Co Ltd ^‡		28,000		41
Swire Properties Ltd ^‡		18,400		46
Techtronic Industries Co Ltd		6,501		68
WH Group Ltd		85,329		66


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Xinyi Glass Holdings Ltd		30,000	$	72

				5,191

Ireland — 0.0%
CRH PLC		2,389		82
Flutter Entertainment PLC *		365		37
James Hardie Industries PLC		2,747		60
Kerry Group PLC, Cl A		4,321		413

				592

Israel — 0.0%
Azrieli Group Ltd ^‡		1,204		84
Bank Leumi Le-Israel BM		11,928		106
Elbit Systems Ltd		527		120
Nice Ltd *		1,264		242
Teva Pharmaceutical Industries Ltd ADR *		32,855		247
Wix.com Ltd *		1,696		111

				910

Italy — 0.1%
Amplifon SpA		2,640		81
Atlantia SpA		3,095		72
Davide Campari-Milano NV		7,301		77
DiaSorin SpA		1,377		180
Ferrari NV		737		135
Infrastrutture Wireless Italiane SpA		8,712		88
Intesa Sanpaolo SpA		10,901		20
Moncler SpA		2,825		121
Nexi SpA *		6,804		56
Poste Italiane SpA		8,102		76
Prysmian SpA		1,571		43
Recordati Industria Chimica e Farmaceutica SpA		2,887		125
Stellantis NV		6,352		78
Telecom Italia SpA/Milano		79,865		21
Terna - Rete Elettrica Nazionale		14,047		110
UniCredit SpA		3,777		36

				1,319

Japan — 0.9%
Advantest Corp		600		32
Aeon Co Ltd, Cl H		5,400		94
Aisin Corp		1,500		46
Ajinomoto Co Inc		16,500		401
ANA Holdings Inc		3,500		64
Asahi Group Holdings Ltd		2,400		79
Asahi Intecc Co Ltd		2,900		44
Asahi Kasei Corp		4,200		32
Astellas Pharma Inc		6,600		103
Bandai Namco Holdings Inc		1,500		106
Brother Industries Ltd		3,100		54
Canon Inc		5,200		118


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Capcom Co Ltd		6,300	$	153
Central Japan Railway Co		600		69
Chiba Bank Ltd/The, Cl B		7,300		40
Chubu Electric Power Co Inc		50,000		503
Chugai Pharmaceutical Co Ltd		2,500		64
Concordia Financial Group Ltd		15,100		52
CyberAgent Inc		9,100		90
Dai Nippon Printing Co Ltd		3,300		71
Daifuku Co Ltd		700		40
Dai-ichi Life Holdings Inc		2,300		42
Daiichi Sankyo Co Ltd		2,400		61
Daito Trust Construction Co Ltd		900		78
Daiwa House Industry Co Ltd ^‡		1,300		30
Daiwa House Investment Corp ^‡		42		95
Dentsu Group Inc		3,500		105
Disco Corp		200		47
East Japan Railway Co		1,200		61
Eisai Co Ltd		1,400		59
ENEOS Holdings Inc		298,600		1,129
FUJIFILM Holdings Corp		3,500		187
Fujitsu Ltd		400		50
GLP J-Reit ^‡		44		54
GMO Payment Gateway Inc		900		63
Hakuhodo DY Holdings Inc		5,800		53
Hamamatsu Photonics KK		1,500		58
Hankyu Hanshin Holdings Inc		3,600		98
Hirose Electric Co Ltd		682		90
Hitachi Construction Machinery Co Ltd		3,100		69
Hitachi Metals Ltd		3,300		50
Hoya Corp		800		68
Ibiden Co Ltd		1,500		42
Idemitsu Kosan Co Ltd		43,898		1,057
Iida Group Holdings Co Ltd		3,400		52
Inpex Corp		67,000		725
Ito En Ltd		2,000		90
ITOCHU Corp		3,700		100
Itochu Techno-Solutions Corp		2,800		69
Japan Metropolitan Fund Invest, Cl A ^‡		64		50
Japan Post Bank Co Ltd		14,500		113
Japan Post Holdings Co Ltd		13,200		94
Japan Real Estate Investment Corp ^‡		12		55
Japan Tobacco Inc		6,700		116
JFE Holdings Inc		5,400		57
JSR Corp		1,900		49
Kakaku.com Inc		4,300		71
Kansai Electric Power Co Inc/The		81,800		809
Kao Corp		1,800		72
KDDI Corp		8,800		278
Keio Corp		2,500		89
Keyence Corp		200		68
Kikkoman Corp		900		48
Kintetsu Group Holdings Co Ltd		4,000		124


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Kirin Holdings Co Ltd		4,100	$	65
Kobayashi Pharmaceutical Co Ltd		1,100		68
Kobe Bussan Co Ltd		2,600		64
Koei Tecmo Holdings Co Ltd		3,180		103
Komatsu Ltd		4,100		91
Konami Group Corp		2,200		122
Kose Corp		1,000		91
Kubota Corp		3,100		46
Kyocera Corp		1,500		80
Kyowa Kirin Co Ltd		4,100		92
Lasertec Corp		300		36
Lixil Corp		2,000		37
M3 Inc		1,900		55
Marubeni Corp		7,100		64
McDonald's Holdings Co Japan Ltd		5,223		190
MEIJI Holdings Co Ltd		2,400		118
Mitsubishi Chemical Group Corp, Cl B		8,100		44
Mitsui Fudosan Co Ltd ^‡		2,500		54
MonotaRO Co Ltd		4,700		70
Murata Manufacturing Co Ltd		700		38
NEC Corp		1,400		54
Nexon Co Ltd		10,100		206
Nintendo Co Ltd		304		131
Nippon Building Fund Inc ^‡		13		65
Nippon Paint Holdings Co Ltd		5,400		40
Nippon Prologis Inc ^‡		40		98
Nippon Sanso Holdings Corp		2,600		41
Nippon Shinyaku Co Ltd		1,500		91
Nippon Steel Corp		4,300		60
Nippon Telegraph & Telephone Corp		7,400		212
Nippon Yusen KK		1,800		123
Nissan Chemical Corp		1,800		83
Nisshin Seifun Group Inc		4,815		56
Nissin Foods Holdings Co Ltd		2,000		138
Nitori Holdings		600		57
Nomura Holdings Inc		12,000		44
Nomura Real Estate Master Fund Inc ^‡		44		55
Nomura Research Institute Ltd		2,934		78
NTT Data Corp		5,700		79
Obic Co Ltd		400		57
Odakyu Electric Railway Co Ltd		3,500		47
Oji Holdings Corp		14,000		61
Olympus Corp		3,600		72
Omron Corp, Cl JP		700		36
Ono Pharmaceutical Co Ltd		10,800		277
Oracle Corp Japan		1,200		69
Oriental Land Co Ltd/Japan		1,200		167
ORIX Corp		3,400		57
Osaka Gas Co Ltd		34,400		657
Otsuka Corp		2,000		59
Otsuka Holdings Co Ltd		2,600		92
Pan Pacific International Holdings Corp		19,200		306


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Panasonic Holdings Corp		20,400	$	165
Rakuten Group Inc		7,600		34
Renesas Electronics Corp *		4,800		44
Ricoh Co Ltd		5,000		39
Rohm Co Ltd		700		49
SBI Holdings Inc/Japan		4,300		84
SCSK Corp		3,600		61
Secom Co Ltd		1,700		105
Seiko Epson Corp		2,500		35
Seven & i Holdings Co Ltd		3,600		140
Sharp Corp/Japan		4,700		36
Shimadzu Corp		2,300		73
Shimano Inc		400		67
Shionogi & Co Ltd		1,600		81
Shiseido Co Ltd		1,900		76
Shizuoka Bank Ltd/The		12,000		72
SoftBank Corp		14,200		157
SoftBank Group Corp		1,900		73
Sony Group Corp		800		65
Square Enix Holdings Co Ltd		2,200		97
Subaru Corp		3,700		66
SUMCO Corp		3,000		39
Sumitomo Chemical Co Ltd		39,700		155
Sumitomo Corp		6,500		89
Sumitomo Metal Mining Co Ltd		1,000		31
Suntory Beverage & Food Ltd		3,500		132
Sysmex Corp		1,700		102
T&D Holdings Inc		4,600		55
Taisei Corp		1,900		59
Takeda Pharmaceutical Co Ltd		4,318		121
TDK Corp		1,500		46
Terumo Corp		2,800		84
Tobu Railway Co Ltd		5,000		114
Toho Co Ltd/Tokyo		3,600		130
Tokio Marine Holdings Inc		2,300		134
Tokyo Electric Power Co Holdings Inc *		161,400		674
Tokyo Electron Ltd		100		33
Tokyo Gas Co Ltd		61,800		1,277
Tokyu Corp		7,000		82
Toray Industries Inc		10,000		56
Toyota Industries Corp		700		43
Toyota Motor Corp		12,000		185
Trend Micro Inc/Japan		2,400		117
Unicharm Corp		7,900		264
Welcia Holdings Co Ltd		5,700		114
Yakult Honsha Co Ltd		2,100		121
Yamaha Corp		1,100		45
Yamato Holdings Co Ltd		2,500		40
Yaskawa Electric Corp		1,400		45
Yokogawa Electric Corp		3,700		61


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Z Holdings Corp		17,700	$	52

				20,345

Jordan — 0.0%
Hikma Pharmaceuticals PLC		4,056		80



Luxembourg — 0.0%
Eurofins Scientific SE		880		69



Netherlands — 0.1%
ABN AMRO Bank NV		6,628		74
Adyen NV *		65		94
Aegon NV		17,146		74
Akzo Nobel NV		447		29
ArcelorMittal SA		2,187		49
ASM International NV		322		80
ASML Holding NV		209		100
Heineken Holding NV		625		45
ING Groep NV		6,781		67
Just Eat Takeaway.com NV *		928		15
Koninklijke Ahold Delhaize NV		6,728		175
Koninklijke DSM NV		490		70
Koninklijke KPN NV		78,123		278
Koninklijke Philips NV		3,809		82
Prosus NV		898		59
Universal Music Group NV		7,038		141
Wolters Kluwer NV		2,040		197

				1,629

New Zealand — 0.0%
Auckland International Airport Ltd *		12,197		54
Fisher & Paykel Healthcare Corp Ltd		1,443		18
Spark New Zealand Ltd		24,430		73

				145

Norway — 0.0%
Gjensidige Forsikring ASA		2,524		51
Mowi ASA		2,574		59
Norsk Hydro ASA		22,961		128

				238

Portugal — 0.0%
Banco Espirito Santo SA *		50,830		—
Jeronimo Martins SGPS SA		1,562		34

				34

Singapore — 0.0%
Ascendas Real Estate Investment Trust ^‡		17,600		36
Capitaland Investment Ltd/Singapore ^‡		15,100		41
City Developments Ltd ^‡		7,600		45
Jardine Matheson Holdings Ltd		764		40


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Oversea-Chinese Banking Corp Ltd		4,100	$	33
Sea Ltd ADR *		6,272		419
Singapore Airlines Ltd		22,800		84
Singapore Exchange Ltd		7,100		48
Singapore Technologies Engineering Ltd		8,700		26

				772

South Africa — 0.0%
Anglo American PLC		1,722		61



South Korea — 0.0%
Delivery Hero SE *		1,881		70



Spain — 0.0%
ACS Actividades de Construccion y Servicios SA		1,954		47
Aena SME SA *		513		65
CaixaBank SA		13,416		47
Cellnex Telecom SA		1,317		51
Enagas SA		3,003		66
Ferrovial SA		2,453		62
Grifols SA *		5,142		97
Iberdrola SA		8,302		86
Industria de Diseno Textil SA		6,929		156
Red Electrica Corp SA		2,684		51
Siemens Gamesa Renewable Energy SA		2,624		49

				777

Sweden — 0.1%
Aker BP		18,424		639
Atlas Copco AB, Cl A		1,380		13
Boliden AB		2,335		74
Electrolux AB, Cl B		3,309		44
Embracer Group AB, Cl B *		28,385		216
Epiroc AB, Cl A		416		6
EQT AB		570		12
Essity AB, Cl B		1,340		35
Getinge AB, Cl B		1,631		38
H & M Hennes & Mauritz AB, Cl B		2,264		27
Hexagon AB, Cl B		6,475		67
Kinnevik AB, Cl B *		1,565		25
Nordea Bank Abp, Cl A		6,982		61
Orron Energy AB		19,374		13
Sinch AB *		5,721		19
Skandinaviska Enskilda Banken AB, Cl A		7,936		78
Svenska Cellulosa AB SCA, Cl B		4,559		68
Svenska Handelsbanken AB, Cl A		7,194		61
Swedbank AB, Cl A		3,925		50
Swedish Match AB		11,190		114
Tele2 AB, Cl B		22,228		253
Telefonaktiebolaget LM Ericsson, Cl B		10,512		78


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Telia Co AB		99,130	$	379

				2,370

Switzerland — 0.2%
Adecco Group AG		1,187		40
Alcon Inc		2,354		164
Baloise Holding AG		496		81
Barry Callebaut AG		104		231
Chocoladefabriken Lindt & Spruengli AG		1		105
Cie Financiere Richemont SA, Cl A		891		95
Geberit AG		215		103
Givaudan SA		26		91
Holcim AG		1,540		66
Logitech International SA		1,488		78
Lonza Group AG		296		157
Novartis AG		1,048		89
Partners Group Holding AG		76		68
Roche Holding AG		484		186
Schindler Holding AG		179		32
SGS SA, Cl B		41		94
Sika AG		195		45
Sonova Holding AG		526		167
Straumann Holding AG		960		115
Swatch Group AG/The, Cl B		251		59
Swiss Life Holding AG		180		87
Swiss Prime Site AG ^‡		588		52
Swisscom AG		2,529		1,393
Temenos AG		836		71
UBS Group AG		4,371		70
Vifor Pharma AG		505		90
Zurich Insurance Group AG		87		38

				3,867

United Kingdom — 0.3%
Admiral Group PLC		2,390		65
Antofagasta PLC		4,517		63
Associated British Foods PLC		10,559		202
AstraZeneca PLC		1,317		173
Auto Trader Group PLC		16,934		114
AVEVA Group PLC		2,005		55
Barratt Developments PLC		6,905		38
Berkeley Group Holdings PLC		1,223		55
BP PLC		62,506		295
British American Tobacco PLC		4,565		195
BT Group PLC, Cl A		64,702		146
Bunzl PLC		3,000		99
Burberry Group PLC		2,683		54
Coca-Cola Europacific Partners PLC		2,530		131
Coca-Cola HBC AG		8,670		192
Compass Group PLC		3,169		65
DCC PLC		732		45
Diageo PLC		2,888		124


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Experian PLC		2,610	$	76
Halma PLC		5,482		134
Hargreaves Lansdown PLC		4,638		44
HSBC Holdings PLC		22,379		146
Imperial Brands PLC		5,956		133
Informa PLC *		27,468		176
InterContinental Hotels Group PLC		861		45
J Sainsbury PLC		54,025		134
Johnson Matthey PLC		1,866		44
Kingfisher PLC		15,739		47
Kingspan Group PLC		608		37
Land Securities Group PLC		4,420		36
Linde PLC		660		190
London Stock Exchange Group PLC		585		54
National Grid PLC		26,031		333
NMC Health PLC *		12,179		—
Ocado Group PLC *		7,660		73
Pearson PLC		15,495		141
Pentair PLC		1,382		63
Persimmon PLC		1,207		27
Phoenix Group Holdings PLC		7,887		56
Prudential PLC		1,980		24
Reckitt Benckiser Group PLC		405		30
RELX PLC		3,034		82
Rentokil Initial PLC		12,011		69
Rolls-Royce Holdings PLC *		19,553		20
Sage Group PLC/The		12,410		96
Segro PLC ^‡		3,917		46
Severn Trent PLC		6,494		214
Shell PLC		12,490		324
Smith & Nephew PLC		7,784		108
Smiths Group PLC		3,056		52
Smurfit Kappa Group PLC		3,031		102
Spirax-Sarco Engineering PLC		249		30
SSE PLC		8,543		168
Tesco PLC		17,126		53
Unilever PLC		702		32
United Utilities Group PLC, Cl B		16,150		200
Vodafone Group PLC		67,936		105
Whitbread PLC		1,289		39
WPP PLC		13,691		137

				6,031

United States — 0.1%
Accenture PLC, Cl A		286		79
Allegion plc		654		64
Amcor PLC		16,032		199
Aon PLC, Cl A		234		63
Aptiv PLC *		853		76
Eaton Corp PLC		402		51
GSK PLC		6,114		131
Johnson Controls International plc		3,007		144


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK (continued)
Medtronic PLC		1,787	$	161
Nestle SA		1,850		215
Trane Technologies PLC		641		83

				1,266

Total Foreign Common Stock
(Cost $65,043) ($ Thousands)				65,017



COMMON STOCK — 2.6%

Communication Services — 0.2%
Activision Blizzard Inc		2,968		231
Alphabet Inc, Cl A *		115		251
AT&T Inc		16,055		337
Charter Communications Inc, Cl A *		386		181
Comcast Corp, Cl A		5,273		207
DISH Network Corp, Cl A *		7,349		132
Electronic Arts Inc		1,763		214
Fox Corp, Cl B		6,025		179
Interpublic Group of Cos Inc/The		7,556		208
Live Nation Entertainment Inc *		1,966		162
Lumen Technologies Inc		36,323		396
Match Group Inc *		2,598		181
Meta Platforms Inc, Cl A *		1,041		168
Netflix Inc *		572		100
News Corp, Cl B		12,829		204
Omnicom Group Inc		3,054		194
Paramount Global, Cl B		6,283		155
Singapore Telecommunications Ltd		541,800		985
Take-Two Interactive Software Inc, Cl A *		1,489		182
T-Mobile US Inc *		2,725		367
Twitter Inc *		6,607		247
Verizon Communications Inc		10,486		532
Walt Disney Co/The *		1,666		157
Warner Bros Discovery Inc *		12,559		169

				6,139
Consumer Discretionary — 0.2%
Advance Auto Parts Inc		554		96
Amazon.com Inc, Cl A *		920		98
AutoZone Inc *		63		135
Bath & Body Works Inc		2,693		73
Best Buy Co Inc		1,132		74
Booking Holdings Inc *		47		82
BorgWarner Inc		2,489		83
CarMax Inc *		796		72
Chipotle Mexican Grill Inc, Cl A *		60		78
Darden Restaurants Inc		800		91
Dollar General Corp		528		130
Dollar Tree Inc *		910		142
Domino's Pizza Inc		229		89


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DR Horton Inc		1,517	$	100
eBay Inc		1,838		77
Etsy Inc *		824		60
Expedia Group Inc *		847		80
Garmin Ltd		1,316		129
General Motors Co *		2,191		70
Hasbro Inc		959		79
Hilton Worldwide Holdings Inc		1,035		115
Home Depot Inc/The		344		94
Las Vegas Sands Corp *		3,108		104
Lennar Corp, Cl A		1,120		79
LKQ Corp		2,394		118
Lowe's Cos Inc		598		104
Marriott International Inc/MD, Cl A		453		62
McDonald's Corp		446		110
MGM Resorts International		2,528		73
Mohawk Industries Inc *		714		89
Newell Brands Inc, Cl B		4,778		91
NIKE Inc, Cl B		913		93
O'Reilly Automotive Inc *		186		118
Penn National Gaming Inc *		2,062		63
PVH Corp		953		54
Ralph Lauren Corp, Cl A		835		75
Ross Stores Inc		1,391		98
Royal Caribbean Cruises Ltd *		1,581		55
Starbucks Corp		1,082		83
Tapestry Inc		2,823		86
Target Corp, Cl A		683		96
Tesla Inc *		79		53
TJX Cos Inc/The		1,988		111
Tractor Supply Co		712		138
Ulta Beauty Inc *		252		97
VF Corp		2,239		99
Whirlpool Corp		588		91
Wynn Resorts Ltd *		1,214		69
Yum! Brands Inc		758		86
ZOZO Inc		1,800		32

				4,474
Consumer Staples — 0.4%
Altria Group Inc		4,096		171
Archer-Daniels-Midland Co		2,936		228
Brown-Forman Corp, Cl B		2,289		161
Campbell Soup Co		7,410		356
Church & Dwight Co Inc		2,519		233
Clorox Co/The		1,065		150
Coca-Cola Co/The		3,032		191
Colgate-Palmolive Co		3,689		296
Conagra Brands Inc		7,947		272
Constellation Brands Inc, Cl A		1,139		265
Costco Wholesale Corp		479		230
Estee Lauder Cos Inc/The, Cl A		852		217


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
General Mills Inc		5,970	$	450
Hershey Co/The		1,347		290
Hormel Foods Corp		6,752		320
J M Smucker Co/The		2,772		355
JDE Peet's NV		3,766		107
Kellogg Co		4,858		347
Kimberly-Clark Corp		2,081		281
Kraft Heinz Co/The		8,225		314
Kroger Co/The		4,435		210
Lamb Weston Holdings Inc		2,378		170
McCormick & Co Inc/MD		3,138		261
Molson Coors Beverage Co, Cl B		3,119		170
Mondelez International Inc, Cl A		3,684		229
Monster Beverage Corp *		3,145		292
PepsiCo Inc		1,095		182
Philip Morris International Inc		2,561		253
Procter & Gamble Co/The		2,075		298
Sysco Corp, Cl A		2,272		192
Tyson Foods Inc, Cl A		2,695		232
Walgreens Boots Alliance Inc		4,466		169
Walmart Inc		1,137		138

				8,030
Energy — 0.2%
Baker Hughes Co, Cl A		6,778		196
Chevron Corp		1,696		246
ConocoPhillips		2,608		234
Coterra Energy Inc		9,055		233
Diamondback Energy Inc, Cl A		1,554		188
EOG Resources Inc		2,103		232
Exxon Mobil Corp		3,328		285
Halliburton Co		5,813		182
Hess Corp		3,016		319
Kinder Morgan Inc		11,252		189
Marathon Petroleum Corp		2,992		246
Occidental Petroleum Corp		5,199		306
ONEOK Inc		3,697		205
Phillips 66		2,119		174
Pioneer Natural Resources Co		950		212
Schlumberger NV, Cl A		4,748		170
Valero Energy Corp		2,323		247
Williams Cos Inc/The		6,562		205

				4,069
Financials — 0.2%
Allstate Corp/The		963		122
Ameriprise Financial Inc		353		84
Arthur J Gallagher & Co		347		57
Assurant Inc		976		169
Bank of America Corp		1,088		34
Bank of New York Mellon Corp/The		1,593		66
BlackRock Inc		75		46
Capital One Financial Corp		280		29


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cboe Global Markets Inc		436	$	49
Charles Schwab Corp/The		1,056		67
Chubb Ltd		198		39
Cincinnati Financial Corp		315		37
Citigroup Inc		1,014		47
Discover Financial Services		794		75
Fifth Third Bancorp		2,376		80
Franklin Resources Inc		2,773		65
Globe Life Inc		870		85
Goldman Sachs Group Inc/The		156		46
Hartford Financial Services Group Inc/The		671		44
Huntington Bancshares Inc/OH		2,954		36
Intercontinental Exchange Inc		482		45
Invesco Ltd		3,850		62
JPMorgan Chase & Co		293		33
KeyCorp		2,956		51
Loews Corp		1,583		94
M&T Bank Corp		1,522		243
MarketAxess Holdings Inc		257		66
Marsh & McLennan Cos Inc		634		98
MetLife Inc		351		22
Morgan Stanley		1,357		103
MSCI Inc, Cl A		231		95
Nasdaq Inc, Cl A		368		56
Northern Trust Corp		370		36
PNC Financial Services Group Inc/The		607		96
Principal Financial Group Inc, Cl A		1,498		100
Progressive Corp/The		529		62
Prudential Financial Inc		736		70
Raymond James Financial Inc		1,314		117
Regions Financial Corp		3,285		62
S&P Global Inc		277		93
Sompo Holdings Inc		2,100		93
State Street Corp		770		47
SVB Financial Group, Cl B *		177		70
Synchrony Financial		2,695		74
T Rowe Price Group Inc		327		37
Travelers Cos Inc/The		101		17
US Bancorp		2,336		107
Wells Fargo & Co		1,682		66
Willis Towers Watson PLC		490		97

				3,489
Health Care — 0.3%
Abbott Laboratories		798		87
AbbVie Inc		968		148
ABIOMED Inc *		422		104
Agilent Technologies Inc		1,033		123
Align Technology Inc *		219		52
AmerisourceBergen Corp, Cl A		593		84
Amgen Inc, Cl A		646		157
Baxter International Inc		1,597		103


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Becton Dickinson and Co		396	$	98
Biogen Inc *		427		87
Bio-Rad Laboratories Inc, Cl A *		142		70
Boston Scientific Corp *		2,255		84
Bristol-Myers Squibb Co		1,520		117
Cardinal Health Inc		1,236		65
Catalent Inc *		1,309		140
Centene Corp *		1,160		98
Cigna Corp		365		96
Cooper Cos Inc/The, Cl A		327		102
CVS Health Corp		1,342		124
Danaher Corp, Cl A		606		154
DENTSPLY SIRONA Inc		1,707		61
Dexcom Inc *		860		64
Edwards Lifesciences Corp, Cl A *		1,150		109
Elevance Health Inc		269		130
Eli Lilly & Co		431		140
Gilead Sciences Inc		1,887		117
HCA Healthcare Inc		406		68
Henry Schein Inc *		950		73
Hologic Inc *		1,195		83
Humana Inc		212		99
IDEXX Laboratories Inc *		187		66
Illumina Inc *		236		43
Incyte Corp *		1,159		88
Intuitive Surgical Inc *		390		78
Johnson & Johnson		1,720		305
Laboratory Corp of America Holdings		675		158
McKesson Corp		525		171
Merck & Co Inc		1,941		177
Mettler-Toledo International Inc *		80		92
Moderna Inc *		589		84
Organon & Co		2,369		80
PerkinElmer Inc		728		104
Pfizer Inc		2,320		122
Quest Diagnostics Inc		658		88
Regeneron Pharmaceuticals Inc *		259		153
ResMed Inc		487		102
Stryker Corp		346		69
Thermo Fisher Scientific Inc		120		65
UnitedHealth Group Inc		200		103
Universal Health Services Inc, Cl B		971		98
Vertex Pharmaceuticals Inc *		617		174
Viatris Inc, Cl W *		8,980		94
Waters Corp *		259		86
West Pharmaceutical Services Inc		276		83
Zimmer Biomet Holdings Inc		639		67
Zoetis Inc, Cl A		653		112

				5,899
Industrials — 0.2%
3M Co		608		79


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
A O Smith Corp		980	$	54
Alaska Air Group Inc *		1,425		57
AMETEK Inc		926		102
Carrier Global Corp		1,544		55
CH Robinson Worldwide Inc		978		99
Cintas Corp		146		55
Copart Inc *		726		79
CSX Corp		2,961		86
Cummins Inc		289		56
Delta Air Lines Inc, Cl A *		1,919		56
Dover Corp		565		69
Emerson Electric Co		986		78
Equifax Inc		349		64
Expeditors International of Washington Inc		870		85
Fastenal Co, Cl A		1,178		59
FedEx Corp		571		129
Fortive Corp		1,754		95
Generac Holdings Inc *		415		87
General Dynamics Corp		849		188
General Electric Co		646		41
Honeywell International Inc		494		86
Howmet Aerospace Inc		2,374		75
Huntington Ingalls Industries Inc, Cl A		418		91
IDEX Corp		1,267		230
Illinois Tool Works Inc		606		110
Ingersoll Rand Inc		1,458		61
Jacobs Engineering Group Inc		942		120
JB Hunt Transport Services Inc		390		61
L3Harris Technologies Inc		320		77
Leidos Holdings Inc		1,361		137
Lockheed Martin Corp		186		80
Masco Corp		1,288		65
Nielsen Holdings PLC		10,077		234
Norfolk Southern Corp		347		79
Northrop Grumman Corp		381		182
Otis Worldwide Corp		879		62
PACCAR Inc		956		79
Parker-Hannifin Corp, Cl A		382		94
Quanta Services Inc		797		100
Raytheon Technologies Corp		905		87
Rockwell Automation Inc		289		58
Rollins Inc		4,270		149
Snap-on Inc		986		194
Southwest Airlines Co, Cl A *		1,959		71
TransDigm Group Inc *		128		69
Union Pacific Corp		311		66
United Parcel Service Inc, Cl B		363		66
United Rentals Inc *		308		75
Verisk Analytics Inc, Cl A		884		153
Waste Management Inc		830		127


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Xylem Inc/NY		691	$	54

				4,865
Information Technology — 0.2%
Adobe Inc *		192		70
Advanced Micro Devices Inc *		841		64
Akamai Technologies Inc *		831		76
Analog Devices Inc		376		55
ANSYS Inc *		288		69
Applied Materials Inc		1,164		106
Autodesk Inc, Cl A *		366		63
Automatic Data Processing Inc		354		74
Broadcom Inc		192		93
Cadence Design Systems Inc *		1,227		184
Ceridian HCM Holding Inc *		1,787		84
Check Point Software Technologies Ltd *		1,215		148
Cisco Systems Inc		2,109		90
Citrix Systems Inc		1,065		104
Cognizant Technology Solutions Corp, Cl A		1,546		104
Corning Inc, Cl B		2,864		90
CyberArk Software Ltd *		1,312		168
DXC Technology Co *		2,072		63
Enphase Energy Inc *		541		106
F5 Inc, Cl A *		420		64
Fidelity National Information Services Inc, Cl B		799		73
Fiserv Inc, Cl A *		790		70
FleetCor Technologies Inc *		390		82
Global Payments Inc		738		82
Hewlett Packard Enterprise Co		8,829		117
HP Inc		2,363		78
Intel Corp		1,628		61
International Business Machines Corp		639		90
Intuit Inc		357		138
Jack Henry & Associates Inc		575		104
Juniper Networks Inc		2,925		84
Keysight Technologies Inc *		736		101
KLA Corp		464		148
Mastercard Inc, Cl A		332		105
Microchip Technology Inc		1,142		66
Micron Technology Inc		831		46
Microsoft Corp		768		197
Monolithic Power Systems Inc		286		110
Motorola Solutions Inc		235		49
NetApp Inc		725		47
NortonLifeLock Inc		4,139		91
Oracle Corp, Cl B		2,724		190
Paychex Inc		656		75
Paycom Software Inc *		261		73
PayPal Holdings Inc *		1,101		77
PTC Inc *		987		105
Qorvo Inc *		628		59


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
QUALCOMM Inc		570	$	73
Salesforce Inc *		438		72
ServiceNow Inc *		159		76
Skyworks Solutions Inc		656		61
Synopsys Inc *		211		64
Teledyne Technologies Inc *		176		66
Texas Instruments Inc		780		120
TIS Inc		3,300		86
Trimble Inc *		1,788		104
Tyler Technologies Inc *		247		82
VeriSign Inc *		681		114
Western Digital Corp *		1,138		51
Zebra Technologies Corp, Cl A *		163		48

				5,410
Materials — 0.2%
Air Products and Chemicals Inc		580		140
Albemarle Corp		1,075		225
Avery Dennison Corp		1,153		187
Ball Corp		1,736		119
Celanese Corp, Cl A		628		74
CF Industries Holdings Inc		2,959		254
Corteva Inc		5,121		277
Dow Inc		2,337		121
DuPont de Nemours Inc		2,736		152
Eastman Chemical Co		1,987		178
Ecolab Inc		1,343		207
FMC Corp		1,834		196
Freeport-McMoRan Inc, Cl B		3,462		101
International Flavors & Fragrances Inc		1,993		237
International Paper Co		6,235		261
LyondellBasell Industries NV, Cl A		1,153		101
Martin Marietta Materials Inc, Cl A		696		208
Mosaic Co/The		4,243		200
Newmont Corp		4,763		284
Packaging Corp of America		1,034		142
PPG Industries Inc		1,382		158
Sealed Air Corp		3,350		193
Sherwin-Williams Co/The, Cl A		828		185
Vulcan Materials Co		1,039		148
Westrock Co		5,436		217

				4,565
Real Estate — 0.1%
Alexandria Real Estate Equities Inc ^‡		628		91
American Tower Corp, Cl A ^‡		353		90
Boston Properties Inc ^‡		379		34
Crown Castle International Corp ^‡		437		74
Digital Realty Trust Inc, Cl A ^‡		526		68
Duke Realty Corp ^‡		2,124		117
Equinix Inc ^‡		66		43
Equity Residential ^‡		1,670		121
Essex Property Trust Inc ^‡		198		52


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Extra Space Storage Inc ^‡		738	$	125
Federal Realty OP LP ^‡		1,348		129
Healthpeak Properties Inc ^‡		1,687		44
Host Hotels & Resorts Inc ^‡		8,096		127
Iron Mountain Inc ^‡		1,556		76
Mid-America Apartment Communities Inc ^‡		907		158
Prologis Inc ^‡		549		65
Public Storage ^‡		325		102
Realty Income Corp ^‡		2,310		158
Regency Centers Corp ^‡		515		30
SBA Communications Corp, Cl A ^‡		152		49
UDR Inc ^‡		2,549		117
Ventas Inc ^‡		1,594		82
Vornado Realty Trust ^‡		747		21
Welltower Inc ^‡		476		39
Weyerhaeuser Co ^‡		1,020		34

				2,046
Utilities — 0.4%
AES Corp/The		15,573		327
Alliant Energy Corp		7,767		455
Ameren Corp		4,410		399
American Electric Power Co Inc		3,595		345
American Water Works Co Inc		1,287		192
Atmos Energy Corp		1,688		189
CenterPoint Energy Inc		10,623		314
CMS Energy Corp		7,099		479
Consolidated Edison Inc		4,067		387
Constellation Energy Corp		6,342		363
Dominion Energy Inc		3,964		316
DTE Energy Co		2,191		278
Duke Energy Corp		3,471		372
Edison International		5,332		337
Entergy Corp		2,469		278
Evergy Inc		5,347		349
Eversource Energy		5,556		469
Exelon Corp		5,763		261
FirstEnergy Corp		5,862		225
NextEra Energy Inc		3,133		243
NiSource Inc		13,455		397
NRG Energy Inc		6,095		233
Pinnacle West Capital Corp		7,351		538
PPL Corp		9,644		262
Public Service Enterprise Group Inc		5,156		326
Sempra Energy		2,197		330
Southern Co/The		5,517		394
WEC Energy Group Inc		3,611		363
Xcel Energy Inc		7,537		533

				9,954


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Total Common Stock
(Cost $40,544) ($ Thousands)			$	58,940



EXCHANGE TRADED FUND — 0.6%

iShares iBoxx $ Investment Grade Corporate Bond ETF		130,327		14,340



Total Exchange Traded Fund
(Cost $14,921) ($ Thousands)				14,340


	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 0.6%
Consumer Discretionary — 0.0%
Toyota Motor
3.419%, 07/20/2023	$	500		502
Toyota Motor Credit MTN
2.625%, 01/10/2023		375		374

				876

Consumer Staples — 0.1%
Colgate-Palmolive MTN
2.250%, 11/15/2022		1,250		1,247
Procter & Gamble Co/The
2.150%, 08/11/2022		250		250

				1,497

Energy — 0.1%
CNOOC Petroleum North America ULC
5.875%, 03/10/2035		100		104
Equinor ASA
2.450%, 01/17/2023		1,250		1,249

				1,353

Financials — 0.3%
Bank of Montreal MTN
2.550%, 11/06/2022		250		250
Berkshire Hathaway
2.750%, 03/15/2023		1,000		1,000
FMS Wertmanagement
2.750%, 03/06/2023		375		375
2.000%, 08/01/2022		875		875
Kreditanstalt fuer Wiederaufbau
2.125%, 01/17/2023		1,250		1,246
2.000%, 09/29/2022		750		750
Landwirtschaftliche Rentenbank
2.000%, 01/13/2025		250		243


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
National Australia Bank Ltd
3.000%, 01/20/2023	$	200	$	200
Oesterreichische Kontrollbank
1.625%, 09/17/2022		250		250
Oesterreichische Kontrollbank MTN
2.875%, 03/13/2023		500		500
Svensk Exportkredit MTN
2.875%, 03/14/2023		1,000		999
2.000%, 08/30/2022		250		250
1.625%, 11/14/2022		125		125
Toronto-Dominion Bank MTN
3.500%, 07/19/2023		250		250

				7,313

Information Technology — 0.1%
Apple
2.850%, 02/23/2023		1,000		1,000
2.400%, 05/03/2023		250		249
Microsoft
2.125%, 11/15/2022		500		500
Visa
2.800%, 12/14/2022		125		125
2.150%, 09/15/2022		125		125

				1,999

Total Corporate Obligations
(Cost $13,085) ($ Thousands)				13,038


	Shares
PREFERRED STOCK — 0.0%

Health Care — 0.0%
Sartorius AG (C)		306		106


Total Preferred Stock
(Cost $136) ($ Thousands)				106


Total Investments in Securities — 56.3%
(Cost $1,312,961) ($ Thousands)			$	1,256,598

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

A list of the open forward foreign currency contracts held by the Fund at June 30, 2022 is as follows:

A list of open OTC swap agreements held by the Fund at June 30, 2022, is as follows:

A list of open centrally cleared swap agreements held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $2,232,639 ($ Thousands).
*	Non-income producing security.
^‡	Real Estate Investment Trust.
^	Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of June 30, 2022.
(A)	Interest rate represents 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 June 30, 2022, the value of these securities amounted to $78,735 ($ Thousands), representing 3.5% of the Net Assets of the Fund.
(C)	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

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

S&P— Standard & Poor's

SOFR — Secured Overnight Financing Rate

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 summary of the level of inputs used as of June 30, 2022, 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		–		737,862		–		737,862
Sovereign Debt		2,191		365,104		–		367,295
Foreign Common Stock		64,914		103		–		65,017
Common Stock		58,940		–		–		58,940
Exchange Traded Fund		14,340		–		–		14,340
Corporate Obligations		–		13,038		–		13,038
Preferred Stock		106		–		–		106
Total Investments in Securities		140,491		1,116,107		–		1,256,598

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		1,109			–			–		1,109
Unrealized Depreciation		(83,207	)		–			–		(83,207	)
Forwards Contracts*
Unrealized Appreciation		–			8,619			–		8,619
Unrealized Depreciation		–			(7,920	)		–		(7,920	)
OTC Swaps
Total Return Swaps*
Unrealized Appreciation		–			80			–		80
Unrealized Depreciation		–			(3,704	)		–		(3,704	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			471			–		471
Unrealized Depreciation		–			(7,235	)		–		(7,235	)
Total Other Financial Instruments		(82,098	)		(9,689	)		–		(91,787	)

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

Amounts designated as “—” are $0 or have been rounded to $0.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 48.3%
Communication Services — 4.2%
Altice France
5.500%, 10/15/2029 (A)	$	1,666	$	1,273
5.125%, 07/15/2029 (A)		370		279
Altice France Holding
10.500%, 05/15/2027 (A)		2,090		1,754
AMC Entertainment Holdings
10.000%, 06/15/2026 (A)		270		179
AT&T
4.350%, 03/01/2029		700		689
3.500%, 06/01/2041		350		280
2.750%, 06/01/2031		375		324
2.550%, 12/01/2033		1,428		1,158
2.300%, 06/01/2027		1,009		921
1.650%, 02/01/2028		875		757
Bharti Airtel
3.250%, 06/03/2031 (A)		1,360		1,137
CCO Holdings
4.750%, 02/01/2032 (A)		1,625		1,331
4.500%, 05/01/2032		790		640
Charter Communications Operating
5.125%, 07/01/2049		200		166
4.908%, 07/23/2025		3,200		3,207
3.750%, 02/15/2028		650		600
Clear Channel Outdoor Holdings
7.500%, 06/01/2029 (A)		760		547
Digicel Group Holdings
8.000%cash/0% PIK, 04/01/2025 (A)		92		65
Digicel International Finance
8.750%, 05/25/2024 (A)		61		56
DISH DBS
5.875%, 11/15/2024		100		84
5.750%, 12/01/2028 (A)		480		355
5.250%, 12/01/2026 (A)		580		455
5.125%, 06/01/2029		2,495		1,516
Frontier Communications Holdings
5.000%, 05/01/2028 (A)		395		336
Gannett Holdings
6.000%, 11/01/2026 (A)		490		410
iHeartCommunications
8.375%, 05/01/2027		830		660
Intelsat Jackson Holdings (Escrow Security)
0.000%, 12/31/2049 (B)(C)		2,397		–
Magallanes
3.755%, 03/15/2027 (A)		970		910
Mauritius Investments
6.500%, 10/13/2026		2,470		2,423
Millicom International Cellular
6.250%, 03/25/2029 (A)		477		415
4.500%, 04/27/2031 (A)		219		162
Playtika Holding
4.250%, 03/15/2029 (A)		868		716


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Scripps (Escrow Security)
5.875%, 07/15/2027 (A)	$	450	$	394
Scripps II (Escrow Security)
5.375%, 01/15/2031 (A)		580		463
Sinclair Television Group
5.125%, 02/15/2027 (A)		495		417
Telecom Argentina
8.500%, 08/06/2025 (A)		28		26
T-Mobile USA
4.500%, 04/15/2050		1,516		1,345
Townsquare Media
6.875%, 02/01/2026 (A)		902		803
Turk Telekomunikasyon
6.875%, 02/28/2025 (A)		530		473
Twitter
5.000%, 03/01/2030 (A)		1,270		1,205
Urban One
7.375%, 02/01/2028 (A)		740		634
Verizon Communications
2.100%, 03/22/2028		515		457
Vmed O2 UK Financing I
4.750%, 07/15/2031 (A)		490		396
VTR Comunicaciones
5.125%, 01/15/2028 (A)		676		488
Ziff Davis
4.625%, 10/15/2030 (A)		670		571
ZipRecruiter
5.000%, 01/15/2030 (A)		200		168

				31,645

Consumer Discretionary — 7.1%
Allen Media
10.500%, 02/15/2028 (A)		1,060		547
Altice Financing
5.000%, 01/15/2028 (A)		735		592
American Axle & Manufacturing
5.000%, 10/01/2029		190		154
APX Group
5.750%, 07/15/2029 (A)		1,216		941
Asbury Automotive Group
5.000%, 02/15/2032 (A)		280		229
4.625%, 11/15/2029 (A)		505		417
Banijay Entertainment SASU
5.375%, 03/01/2025 (A)		650		611
Bath & Body Works
6.625%, 10/01/2030 (A)		220		190
5.250%, 02/01/2028		710		599
Bed Bath & Beyond
5.165%, 08/01/2044		1,060		236
BorgWarner
5.000%, 10/01/2025 (A)		560		565


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Boyne USA
4.750%, 05/15/2029 (A)	$	1,140	$	987
CalAtlantic Group
5.250%, 06/01/2026		330		327
Carnival
10.500%, 06/01/2030 (A)		760		625
9.875%, 08/01/2027 (A)		1,170		1,141
7.875%, 06/01/2027		1,270		1,273
Carriage Services
4.250%, 05/15/2029 (A)		440		358
Carrols Restaurant Group
5.875%, 07/01/2029 (A)		280		204
Carvana
5.500%, 04/15/2027 (A)		360		232
4.875%, 09/01/2029 (A)		555		316
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		441		390
CMG Media
8.875%, 12/15/2027 (A)		850		672
CSC Holdings
6.500%, 02/01/2029 (A)		770		695
5.750%, 01/15/2030 (A)		873		635
5.000%, 11/15/2031 (A)		709		478
4.500%, 11/15/2031 (A)		460		355
Dealer Tire
8.000%, 02/01/2028 (A)		1,734		1,498
Diamond Sports Group
6.625%, 08/15/2027 (A)		500		60
5.375%, 08/15/2026 (A)		330		82
Directv Financing
5.875%, 08/15/2027 (A)		3,140		2,679
eG Global Finance
6.750%, 02/07/2025 (A)		488		460
Expedia Group
4.625%, 08/01/2027		647		622
Fertitta Entertainment
4.625%, 01/15/2029 (A)		280		239
Ford Motor
3.250%, 02/12/2032		1,391		1,040
Ford Motor Credit
4.950%, 05/28/2027		1,449		1,346
4.000%, 11/13/2030		560		454
3.625%, 06/17/2031		700		542
2.900%, 02/16/2028		290		234
Foundation Building Materials
6.000%, 03/01/2029 (A)		355		260
Full House Resorts
8.250%, 02/15/2028 (A)		140		112
General Motors
5.950%, 04/01/2049		50		46
4.000%, 04/01/2025		250		247


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
General Motors Financial
5.650%, 01/17/2029	$	175	$	175
Getty Images
9.750%, 03/01/2027 (A)		720		684
GrubHub Holdings
5.500%, 07/01/2027 (A)		300		209
Guitar Center
8.500%, 01/15/2026 (A)		1,050		927
Hilton Grand Vacations Borrower Escrow
5.000%, 06/01/2029 (A)		1,010		818
Installed Building Products
5.750%, 02/01/2028 (A)		450		400
KB Home
7.250%, 07/15/2030		545		516
LCM Investments Holdings II
4.875%, 05/01/2029 (A)		1,205		917
Liberty Interactive
8.500%, 07/15/2029		330		229
Marriott Ownership Resorts
4.500%, 06/15/2029 (A)		280		233
Match Group Holdings II
3.625%, 10/01/2031 (A)		385		303
Mclaren Finance
7.500%, 08/01/2026 (A)		740		547
MDC Holdings
6.000%, 01/15/2043		180		147
Melco Resorts Finance
5.375%, 12/04/2029 (A)		920		553
MercadoLibre
3.125%, 01/14/2031		840		605
Metis Merger Sub
6.500%, 05/15/2029 (A)		287		228
Michaels
7.875%, 05/01/2029 (A)		580		382
5.250%, 05/01/2028 (A)		240		189
NCL
7.750%, 02/15/2029 (A)		360		275
5.875%, 02/15/2027 (A)		640		547
3.625%, 12/15/2024 (A)		1,600		1,331
NESCO Holdings II
5.500%, 04/15/2029 (A)		284		238
Newell Brands
5.750%, 04/01/2046		536		437
Panther BF Aggregator 2
8.500%, 05/15/2027 (A)		640		619
Party City Holdings
8.750%, 02/15/2026 (A)		380		256
Penn National Gaming
4.125%, 07/01/2029 (A)		1,219		925
Penske Automotive Group
3.750%, 06/15/2029		848		706


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PetSmart
7.750%, 02/15/2029 (A)	$	290	$	261
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		430		325
PM General Purchaser
9.500%, 10/01/2028 (A)		930		751
Rent-A-Center
6.375%, 02/15/2029 (A)		970		757
Sally Holdings
5.625%, 12/01/2025		580		544
Sands China
5.125%, 08/08/2025		200		168
3.250%, 08/08/2031 (A)		200		132
3.100%, 03/08/2029 (A)		200		142
2.550%, 03/08/2027 (A)		470		342
Scientific Games International
8.625%, 07/01/2025 (A)		320		328
SeaWorld Parks & Entertainment
5.250%, 08/15/2029 (A)		1,765		1,494
Specialty Building Products Holdings
6.375%, 09/30/2026 (A)		1,592		1,294
SRS Distribution
6.125%, 07/01/2029 (A)		1,360		1,073
StoneMor
8.500%, 05/15/2029 (A)		960		850
SWF Escrow Issuer
6.500%, 10/01/2029 (A)		1,165		783
TKC Holdings
10.500%, 05/15/2029 (A)		310		254
TUI Cruises GmbH
6.500%, 05/15/2026 (A)	EUR	375		275
Viking Cruises
7.000%, 02/15/2029 (A)	$	130		97
VOC Escrow
5.000%, 02/15/2028 (A)		650		522
VZ Secured Financing BV
5.000%, 01/15/2032 (A)		685		569
Wendy's International
7.000%, 12/15/2025		570		579
Wheel Bidco
6.750%, 07/15/2026 (A)	GBP	610		591
Wheel Pros
6.500%, 05/15/2029 (A)	$	575		406
Wynn Macau
5.625%, 08/26/2028 (A)		390		240
5.500%, 01/15/2026 (A)		200		138
5.125%, 12/15/2029 (A)		470		291
4.875%, 10/01/2024 (A)		220		164
Wynn Resorts Finance
7.750%, 04/15/2025 (A)		600		584
Yum! Brands
4.750%, 01/15/2030 (A)		454		412


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ZF North America Capital
4.750%, 04/29/2025 (A)	$	600	$	553

				52,005

Consumer Staples — 1.3%
Altria Group
2.350%, 05/06/2025		425		401
Anheuser-Busch InBev Worldwide
4.750%, 01/23/2029		1,650		1,679
Bellis Acquisition
3.250%, 02/16/2026 (A)	GBP	200		188
Constellation Brands
3.150%, 08/01/2029	$	600		540
Darling Ingredients
6.000%, 06/15/2030 (A)		170		169
Energizer Holdings
6.500%, 12/31/2027 (A)		325		285
FAGE International
5.625%, 08/15/2026 (A)		200		171
H-Food Holdings
8.500%, 06/01/2026 (A)		1,090		763
HLF Financing S.A.R.L.
4.875%, 06/01/2029 (A)		2,719		1,876
Kraft Heinz Foods
4.375%, 06/01/2046		1,671		1,393
Lindley
4.625%, 04/12/2023		95		94
Performance Food Group
5.500%, 10/15/2027 (A)		450		416
Post Holdings
4.625%, 04/15/2030 (A)		429		362
Prosperous Ray
4.625%, 11/12/2023		300		304
United Rentals North America
4.000%, 07/15/2030		290		248
US Foods
4.750%, 02/15/2029 (A)		1,171		1,024
4.625%, 06/01/2030 (A)		580		489

				10,402

Energy — 7.4%
Berry Petroleum
7.000%, 02/15/2026 (A)		1,200		1,056
Blue Racer Midstream
7.625%, 12/15/2025 (A)		570		539
Cenovus Energy
5.375%, 07/15/2025		456		469
Cheniere Corpus Christi Holdings
7.000%, 06/30/2024		250		259
5.125%, 06/30/2027		850		853
Cheniere Energy Partners
3.250%, 01/31/2032 (A)		300		236


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Chord Energy
6.375%, 06/01/2026 (A)	$	820	$	758
Civitas Resources
5.000%, 10/15/2026 (A)		475		426
CNX Midstream Partners
4.750%, 04/15/2030 (A)		430		361
Colgate Energy Partners III
5.875%, 07/01/2029 (A)		700		613
Continental Resources
5.750%, 01/15/2031 (A)		400		387
CQP Holdco
5.500%, 06/15/2031 (A)		1,605		1,367
DCP Midstream
7.375%, ICE LIBOR USD 3 Month + 5.148%(D)(E)		300		264
DCP Midstream Operating
6.750%, 09/15/2037 (A)		302		287
Devon Energy
5.850%, 12/15/2025		1,021		1,063
Energy Transfer
7.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.306%(D)(E)		220		189
6.250%, ICE LIBOR USD 3 Month + 4.028%(D)(E)		230		172
Energy Transfer Operating
4.200%, 09/15/2023		3,225		3,230
EQM Midstream Partners
7.500%, 06/01/2030 (A)		330		317
EQT
7.500%, 02/01/2030		360		386
6.625%, 02/01/2025		340		350
Gazprom PJSC Via Gaz Capital
4.950%, 03/23/2027 (A)		500		137
Gazprom PJSC Via Gaz Capital MTN
7.288%, 08/16/2037		300		98
Global Partners
6.875%, 01/15/2029		545		461
GNL Quintero
4.634%, 07/31/2029		353		338
Hess Midstream Operations
5.500%, 10/15/2030 (A)		325		292
Hilcorp Energy I
6.250%, 04/15/2032 (A)		420		369
Howard Midstream Energy Partners
6.750%, 01/15/2027 (A)		1,000		862
ITT Holdings
6.500%, 08/01/2029 (A)		1,150		920
KazMunayGas National JSC
4.750%, 04/19/2027 (A)		600		531
KazTransGas JSC
4.375%, 09/26/2027 (A)		300		265


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kinetik Holdings
5.875%, 06/15/2030 (A)	$	775	$	738
Leviathan Bond
6.500%, 06/30/2027 (A)		1,530		1,413
Marathon Petroleum
3.800%, 04/01/2028		325		308
3.625%, 09/15/2024		350		346
MEG Energy
7.125%, 02/01/2027 (A)		1,190		1,198
5.875%, 02/01/2029 (A)		70		64
MPLX
4.800%, 02/15/2029		250		246
4.000%, 03/15/2028		950		902
Nabors Industries
9.000%, 02/01/2025 (A)		1,597		1,589
7.375%, 05/15/2027 (A)		1,390		1,321
Neptune Energy Bondco
6.625%, 05/15/2025 (A)		600		576
New Fortress Energy
6.750%, 09/15/2025 (A)		715		676
NGL Energy Operating
7.500%, 02/01/2026 (A)		1,025		923
NGL Energy Partners
7.500%, 11/01/2023		1,150		1,041
Noble Holdings International
11.000%, 02/15/2028		248		269
Northern Oil and Gas
8.125%, 03/01/2028 (A)		600		565
NuStar Logistics
6.375%, 10/01/2030		670		582
Occidental Petroleum
7.200%, 03/15/2029		150		154
6.625%, 09/01/2030		700		721
6.450%, 09/15/2036		30		31
4.500%, 07/15/2044		210		166
ONEOK
6.350%, 01/15/2031		325		339
Parsley Energy
5.625%, 10/15/2027 (A)		480		472
Penn Virginia Escrow
9.250%, 08/15/2026 (A)		570		547
Petrobras Global Finance BV
5.299%, 01/27/2025		500		507
Petroleos de Venezuela
6.000%, 10/28/2022 (F)		8,860		381
6.000%, 05/16/2024 (F)		3,790		224
6.000%, 11/15/2026 (F)		1,110		62
5.500%, 04/12/2037 (F)		130		7
5.375%, 04/12/2027 (F)		2,570		144
Petroleos Mexicanos
7.690%, 01/23/2050		406		276
6.950%, 01/28/2060		207		127


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.500%, 03/13/2027	$	430	$	373
6.490%, 01/23/2027		160		139
5.350%, 02/12/2028		180		143
4.500%, 01/23/2026		40		34
Petroleos Mexicanos MTN
6.750%, 09/21/2047		16		10
Phillips 66
3.900%, 03/15/2028		525		510
Plains All American Pipeline
6.125%, ICE LIBOR USD 3 Month + 4.110%(D)(E)		250		178
3.600%, 11/01/2024		175		171
Range Resources
8.250%, 01/15/2029		700		714
5.000%, 03/15/2023		110		109
4.750%, 02/15/2030 (A)		655		587
ReNew Power Synthetic
6.670%, 03/12/2024		200		207
Rockies Express Pipeline
7.500%, 07/15/2038 (A)		350		308
Sabine Pass Liquefaction
5.625%, 03/01/2025		800		816
Southwestern Energy
8.375%, 09/15/2028		200		211
7.750%, 10/01/2027		2,150		2,193
4.750%, 02/01/2032		1,020		872
Summit Midstream Holdings
8.500%, 10/15/2026 (A)		1,454		1,305
5.750%, 04/15/2025		925		724
Suncor Energy
3.100%, 05/15/2025		400		400
Tallgrass Energy Partners
6.000%, 12/31/2030 (A)		230		191
Total Capital International
2.829%, 01/10/2030		1,350		1,223
Transocean
11.500%, 01/30/2027 (A)		2,088		1,960
Transocean Poseidon
6.875%, 02/01/2027 (A)		441		388
Transportadora de Gas del Sur
6.750%, 05/02/2025 (A)		1,250		1,101
USA Compression Partners
6.875%, 04/01/2026		1,175		1,069
Valero Energy
2.850%, 04/15/2025		350		338
Venture Global Calcasieu Pass
4.125%, 08/15/2031 (A)		390		333
3.875%, 11/01/2033 (A)		430		355
Viper Energy Partners
5.375%, 11/01/2027 (A)		500		478
Western Midstream Operating
5.450%, 04/01/2044		1,100		914


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.300%, 03/01/2048	$	530	$	427
YPF
9.000%, 9.000%, 02/12/2023, 02/12/2023 (A)(G)		625		488
8.500%, 07/28/2025 (A)		700		474
6.950%, 07/21/2027 (A)		380		216

				54,729

Financials — 10.8%
ABN AMRO Bank
4.375%(D)(E)	EUR	400		370
Accelerate360 Holdings
8.000%, 03/01/2028 (A)	$	1,154		1,223
Acrisure
6.000%, 08/01/2029 (A)		915		716
4.250%, 02/15/2029 (A)		975		788
AFC Gamma
5.750%, 05/01/2027 (A)		300		263
AG Issuer
6.250%, 03/01/2028 (A)		1,116		974
AIA Group
3.900%, 04/06/2028 (A)		475		470
AIA Group MTN
3.200%, 03/11/2025 (A)		425		419
AIB Group MTN
4.750%, 10/12/2023 (A)		550		550
Alliant Holdings Intermediate
6.750%, 10/15/2027 (A)		760		674
Ally Financial
4.700%, H15T7Y + 3.481%(D)(E)		1,325		977
American International Group
3.900%, 04/01/2026		325		318
3.400%, 06/30/2030		225		206
Apollo Commercial Real Estate Finance
4.625%, 06/15/2029 (A)		440		328
Aviation Capital Group
5.500%, 12/15/2024 (A)		390		387
1.950%, 01/30/2026 (A)		350		304
Avolon Holdings Funding
5.125%, 10/01/2023 (A)		140		139
4.250%, 04/15/2026 (A)		430		398
2.875%, 02/15/2025 (A)		1,250		1,150
B3 - Brasil Bolsa Balcao
4.125%, 09/20/2031 (A)		700		576
Banco Bilbao Vizcaya Argentaria
5.875%, EUR Swap Annual 5 Yr + 5.660%(D)(E)	EUR	800		803
Banco de Bogota
6.250%, 05/12/2026 (A)	$	980		931


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Banco do Brasil
9.000%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 6.362%(D)(E)	$	200	$	197
6.250%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.398%(D)(E)		1,920		1,684
Banco Mercantil del Norte
7.500%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.470%(A)(D)(E)		970		878
6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.967%(A)(D)(E)		420		395
5.875%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.643%(A)(D)(E)		1,340		1,109
Banco Santander
4.250%, 04/11/2027		400		386
3.306%, 06/27/2029		400		363
2.749%, 12/03/2030		200		159
2.746%, 05/28/2025		600		568
Bank of America
6.250%, ICE LIBOR USD 3 Month + 3.705%(D)(E)		150		146
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (D)		2,115		1,970
Bank of America MTN
4.200%, 08/26/2024		225		225
4.000%, 01/22/2025		1,350		1,344
3.824%, ICE LIBOR USD 3 Month + 1.575%, 01/20/2028 (D)		1,525		1,462
Banque Ouest Africaine de Developpement
2.750%, 01/22/2033 (A)	EUR	1,870		1,552
Barclays
8.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.672%(D)(E)	$	970		953
7.125%, UK Govt Bonds 5 Year Note Generic Bid Yield + 6.579%(D)(E)	GBP	700		815
2.852%, U.S. SOFR + 2.714%, 05/07/2026 (D)	$	725		685
BBVA Bancomer
5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.650%, 01/18/2033 (A)(D)		410		347
BNP Paribas
3.375%, 01/09/2025 (A)		1,000		977
1.323%, U.S. SOFR + 1.004%, 01/13/2027 (A)(D)		675		596
BPCE
4.625%, 09/12/2028 (A)		500		484


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.277%, U.S. SOFR + 1.312%, 01/20/2032 (A)(D)	$	375	$	297
BroadStreet Partners
5.875%, 04/15/2029 (A)		1,195		935
Burford Capital Global Finance
6.875%, 04/15/2030 (A)		380		334
Cellnex Finance MTN
1.250%, 01/15/2029	EUR	400		311
Citigroup
6.300%, ICE LIBOR USD 3 Month + 3.423%(D)(E)	$	1,250		1,167
5.900%, ICE LIBOR USD 3 Month + 4.230%(D)(E)		675		661
4.125%, 07/25/2028		1,450		1,391
3.400%, 05/01/2026		1,675		1,618
Coinbase Global
3.625%, 10/01/2031 (A)		400		225
3.375%, 10/01/2028 (A)		710		447
Commerzbank
6.125%(D)(E)	EUR	400		377
Cooperatieve Rabobank UA
4.625%, EUR Swap Annual 5 Yr + 4.098%(D)(E)		1,400		1,345
Credit Suisse Group
9.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 6.383%(A)(D)(E)	$	750		766
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.600%(A)(D)(E)		410		378
7.250%, USD ICE Swap 11:00 NY 5 Yr + 4.332%(A)(D)(E)		200		174
4.550%, 04/17/2026		802		784
3.869%, ICE LIBOR USD 3 Month + 1.410%, 01/12/2029 (A)(D)		600		539
Deutsche Bank
6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.524%(D)(E)		400		345
DP World MTN
5.625%, 09/25/2048		200		187
First Horizon National
4.000%, 05/26/2025		625		615
FirstCash
5.625%, 01/01/2030 (A)		340		294
Freedom Mortgage
7.625%, 05/01/2026 (A)		1,450		1,131
6.625%, 01/15/2027 (A)		1,015		752
Global Aircraft Leasing
6.500%cash/0% PIK, 09/15/2024 (A)		3,078		2,331
Highlands Holdings Bond Issuer
7.625%, 10/15/2025 (A)		930		898


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HSBC Holdings
5.250%, EUR Swap Annual 5 Yr + 4.383%(D)(E)	EUR	700	$	721
4.950%, 03/31/2030	$	226		223
3.803%, ICE LIBOR USD 3 Month + 1.211%, 03/11/2025 (D)		700		690
1.645%, U.S. SOFR + 1.538%, 04/18/2026 (D)		1,000		916
Huarong Finance 2017 MTN
4.000%(D)(E)		310		307
Huarong Finance 2019 MTN
3.375%, 02/24/2030		200		150
2.500%, 02/24/2023		550		536
Huarong Finance II MTN
5.000%, 11/19/2025		210		198
4.625%, 06/03/2026		1,190		1,089
Intercontinental Exchange
2.100%, 06/15/2030		800		672
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (A)		1,080		1,029
Itau Unibanco Holding
4.625%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.222%(A)(D)(E)		1,120		896
Jane Street Group
4.500%, 11/15/2029 (A)		160		142
JPMorgan Chase
4.125%, 12/15/2026		3,400		3,369
2.956%, U.S. SOFR + 2.515%, 05/13/2031 (D)		250		216
Ladder Capital Finance Holdings LLLP
4.250%, 02/01/2027 (A)		10		8
LD Holdings Group
6.500%, 11/01/2025 (A)		860		585
Lloyds Banking Group
4.947%(D)(E)	EUR	290		284
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)	$	1,532		1,318
5.625%, 01/15/2030 (A)		535		417
Morgan Stanley
3.625%, 01/20/2027		750		726
Morgan Stanley MTN
3.950%, 04/23/2027		1,100		1,065
1.794%, U.S. SOFR + 1.034%, 02/13/2032 (D)		625		492
National Bank of Uzbekistan
4.850%, 10/21/2025		200		182
Nationstar Mortgage Holdings
5.500%, 08/15/2028 (A)		1,754		1,407
Nationwide Building Society
3.960%, ICE LIBOR USD 3 Month + 1.855%, 07/18/2030 (A)(D)		450		417


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NatWest Group
4.500%, UK Govt Bonds 5 Year Note Generic Bid Yield + 3.992%(D)(E)	GBP	1,160	$	1,106
3.754%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.100%, 11/01/2029 (D)	$	225		216
Navient
5.500%, 03/15/2029		1,519		1,171
5.000%, 03/15/2027		1,100		905
Navient MTN
5.625%, 08/01/2033		180		125
NFP
6.875%, 08/15/2028 (A)		893		737
NMI Holdings
7.375%, 06/01/2025 (A)		410		402
Oxford Finance
6.375%, 02/01/2027 (A)		465		445
Park Aerospace Holdings
4.500%, 03/15/2023 (A)		170		169
Raymond James Financial
4.650%, 04/01/2030		400		396
Rocket Mortgage
4.000%, 10/15/2033 (A)		160		114
StoneX Group
8.625%, 06/15/2025 (A)		240		241
Turkiye Vakiflar Bankasi TAO
8.125%, 03/28/2024		760		730
6.500%, 01/08/2026 (A)		680		591
UBS Group
7.000%, USD Swap Semi 30/360 5 Yr Curr + 4.344%(A)(D)(E)		510		497
2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (A)(D)		340		277
UniCredit MTN
7.296%, USD ICE Swap 11:00 NY 5 Yr + 4.914%, 04/02/2034 (A)(D)		260		239
5.459%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.750%, 06/30/2035 (A)(D)		440		356
United Wholesale Mortgage
5.500%, 04/15/2029 (A)		1,360		1,041
VistaJet Malta Finance
7.875%, 05/01/2027 (A)		370		326
6.375%, 02/01/2030 (A)		1,340		1,072
Wells Fargo
5.875%, ICE LIBOR USD 3 Month + 3.990%(D)(E)		525		512
Wells Fargo MTN
4.100%, 06/03/2026		1,575		1,549
Yapi ve Kredi Bankasi MTN
13.875%, USD Swap Semi 30/360 5 Yr Curr + 11.245%(D)(E)		480		489


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
8.250%, 10/15/2024 (A)	$	500	$	478

				80,800

Health Care — 3.1%
AbbVie
3.200%, 11/21/2029		1,375		1,265
AdaptHealth
6.125%, 08/01/2028 (A)		670		593
5.125%, 03/01/2030 (A)		370		312
4.625%, 08/01/2029 (A)		605		498
Akumin Escrow
7.500%, 08/01/2028 (A)		500		357
Bausch Health
7.000%, 01/15/2028 (A)		130		74
6.125%, 02/01/2027 (A)		1,040		884
5.500%, 11/01/2025 (A)		140		123
5.000%, 01/30/2028 (A)		325		173
5.000%, 02/15/2029 (A)		390		203
Bausch Health Americas
8.500%, 01/31/2027 (A)		50		35
Bayer US Finance II
4.375%, 12/15/2028 (A)		300		292
4.250%, 12/15/2025 (A)		500		493
Becton Dickinson
3.700%, 06/06/2027		690		667
2.823%, 05/20/2030		625		550
CAB SELAS
3.375%, 02/01/2028 (A)	EUR	475		398
Cano Health
6.250%, 10/01/2028 (A)	$	80		65
Centene
4.250%, 12/15/2027		20		19
Chrome Holdco SASU
5.000%, 05/31/2029 (A)	EUR	375		296
CHS
6.125%, 04/01/2030 (A)	$	1,270		775
Cidron Aida Finco S.A.R.L.
6.250%, 04/01/2028 (A)	GBP	440		437
CVS Health
3.750%, 04/01/2030	$	590		552
DaVita
3.750%, 02/15/2031 (A)		1,760		1,262
DH Europe Finance II S.A.R.L.
2.600%, 11/15/2029		175		157
HealthEquity
4.500%, 10/01/2029 (A)		376		329
Laboratoire Eimer Selas
5.000%, 02/01/2029 (A)	EUR	225		163
LifePoint Health
5.375%, 01/15/2029 (A)	$	1,185		871
Medline Borrower
5.250%, 10/01/2029 (A)		810		665


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 04/01/2029 (A)	$	1,660	$	1,414
Minerva Merger Sub
6.500%, 02/15/2030 (A)		2,400		1,996
Option Care Health
4.375%, 10/31/2029 (A)		740		634
Par Pharmaceutical
7.500%, 04/01/2027 (A)		590		448
Pediatrix Medical Group
5.375%, 02/15/2030 (A)		250		214
Prestige Brands
3.750%, 04/01/2031 (A)		810		672
Prime Security Services Borrower
6.250%, 01/15/2028 (A)		330		276
Radiology Partners
9.250%, 02/01/2028 (A)		580		436
RegionalCare Hospital Partners Holdings
9.750%, 12/01/2026 (A)		500		486
Stryker
1.950%, 06/15/2030		825		685
Tenet Healthcare
6.250%, 02/01/2027 (A)		200		184
6.125%, 06/15/2030 (A)		446		411
Teva Pharmaceutical Finance LLC
6.150%, 02/01/2036		950		794
US Renal Care
10.625%, 07/15/2027 (A)		430		151
Verisure Holding
3.250%, 02/15/2027 (A)	EUR	475		410
Verisure Midholding
5.250%, 02/15/2029 (A)		500		397
Zoetis
2.000%, 05/15/2030	$	1,100		921

				23,037

Industrials — 7.4%
Advanced Drainage Systems
6.375%, 06/15/2030 (A)		390		381
AerCap Ireland Capital DAC
6.500%, 07/15/2025		285		292
4.875%, 01/16/2024		400		398
3.300%, 01/30/2032		260		208
Aeropuerto Internacional de Tocumen
5.125%, 08/11/2061 (A)		520		411
4.000%, 08/11/2041 (A)		640		519
Aeropuertos Dominicanos Siglo XXI
6.750%, 03/30/2029 (A)		350		319
Air Canada
3.875%, 08/15/2026 (A)		400		338
Air Lease
3.250%, 03/01/2025		850		811
Air Lease MTN
3.750%, 06/01/2026		600		565


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Allied Universal Holdco
9.750%, 07/15/2027	$	649	$	549
6.625%, 07/15/2026 (A)		330		303
6.000%, 06/01/2029 (A)		1,000		726
Allison Transmission
4.750%, 10/01/2027 (A)		210		192
American Airlines
11.750%, 07/15/2025 (A)		660		683
5.750%, 04/20/2029 (A)		1,071		914
5.500%, 04/20/2026 (A)		582		535
American Airlines Pass-Through Trust
4.950%, 02/15/2025		325		301
American Builders & Contractors Supply
3.875%, 11/15/2029 (A)		1,115		891
American News
8.500%cash/0% PIK, 09/01/2026 (A)		883		1,002
APi Escrow
4.750%, 10/15/2029 (A)		143		116
APi Group DE
4.125%, 07/15/2029 (A)		1,778		1,412
Arcosa
4.375%, 04/15/2029 (A)		500		424
Avis Budget Car Rental
5.375%, 03/01/2029 (A)		705		586
BCPE Empire Holdings
7.625%, 05/01/2027 (A)		990		806
Boeing
5.930%, 05/01/2060		410		373
5.805%, 05/01/2050		350		321
5.150%, 05/01/2030		150		144
3.450%, 11/01/2028		375		333
3.250%, 03/01/2028		425		378
Builders FirstSource
4.250%, 02/01/2032 (A)		310		236
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		320		292
Carriage Purchaser
7.875%, 10/15/2029 (A)		240		179
Carrier Global
2.493%, 02/15/2027		1,100		1,001
2.242%, 02/15/2025		1,000		950
CoreCivic
8.250%, 04/15/2026		1,060		1,034
Cornerstone Building Brands
6.125%, 01/15/2029 (A)		567		364
CoStar Group
2.800%, 07/15/2030 (A)		625		520
CP Atlas Buyer
7.000%, 12/01/2028 (A)		1,115		805
Delta Air Lines
7.000%, 05/01/2025 (A)		700		709


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DP World MTN
6.850%, 07/02/2037 (A)	$	100	$	107
5.625%, 09/25/2048 (A)		750		702
GEO Group
5.875%, 10/15/2024		990		890
GFL Environmental
5.125%, 12/15/2026 (A)		330		316
4.000%, 08/01/2028 (A)		1,188		980
Global Infrastructure Solutions
7.500%, 04/15/2032 (A)		455		349
5.625%, 06/01/2029 (A)		1,271		991
Granite Holdings US Acquisition
11.000%, 10/01/2027 (A)		860		808
GYP Holdings III
4.625%, 05/01/2029 (A)		470		367
H&E Equipment Services
3.875%, 12/15/2028 (A)		240		194
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		600		538
Hillenbrand
3.750%, 03/01/2031		589		476
Husky III Holding
13.000%cash/0% PIK, 02/15/2025 (A)		600		582
IHS Holding
6.250%, 11/29/2028 (A)		350		282
5.625%, 11/29/2026 (A)		440		361
KOC Holding
6.500%, 03/11/2025		2,170		2,018
5.250%, 03/15/2023		1,330		1,308
Legends Hospitality Holding
5.000%, 02/01/2026 (A)		510		427
Madison IAQ
5.875%, 06/30/2029 (A)		749		574
4.125%, 06/30/2028 (A)		179		148
Mexico City Airport Trust
5.500%, 10/31/2046 (A)		400		276
5.500%, 07/31/2047		892		611
4.250%, 10/31/2026 (A)		210		193
3.875%, 04/30/2028 (A)		1,190		1,022
MHP Lux
6.950%, 04/03/2026		1,870		954
MV24 Capital BV
6.748%, 06/01/2034		2,391		2,140
Northrop Grumman
3.250%, 01/15/2028		1,950		1,854
Otis Worldwide
2.565%, 02/15/2030		1,425		1,231
Park-Ohio Industries
6.625%, 04/15/2027		2,070		1,635
Spirit AeroSystems
4.600%, 06/15/2028		1,680		1,240


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)	$	503	$	516
Standard Industries
4.375%, 07/15/2030 (A)		645		509
Stanley Black & Decker
4.250%, 11/15/2028		650		651
Swire Pacific Financing MTN
4.500%, 10/09/2023		200		203
Titan Acquisition
7.750%, 04/15/2026 (A)		1,465		1,347
TK Elevator Holdco GmbH
7.625%, 07/15/2028 (A)		1,546		1,388
TransDigm
8.000%, 12/15/2025 (A)		180		182
7.500%, 03/15/2027		260		245
5.500%, 11/15/2027		1,330		1,128
4.875%, 05/01/2029		359		292
4.625%, 01/15/2029		135		109
Triumph Group
7.750%, 08/15/2025		1,611		1,241
Tutor Perini
6.875%, 05/01/2025 (A)		220		180
United Airlines Pass-Through Trust, Ser 2020-1, Cl B
4.875%, 01/15/2026		66		63
United Rentals North America
5.250%, 01/15/2030		530		492
Vertiv Group
4.125%, 11/15/2028 (A)		810		658
XPO CNW
6.700%, 05/01/2034		1,030		963

				55,062

Information Technology — 2.6%
Arches Buyer
6.125%, 12/01/2028 (A)		364		297
Broadcom
3.500%, 02/15/2041 (A)		525		396
3.469%, 04/15/2034 (A)		175		142
3.419%, 04/15/2033 (A)		1,150		951
3.187%, 11/15/2036 (A)		53		40
Castle US Holding
9.500%, 02/15/2028 (A)		1,334		1,139
Central Parent
7.250%, 06/15/2029 (A)		520		501
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		1,206		990
CommScope
8.250%, 03/01/2027 (A)		120		95
4.750%, 09/01/2029 (A)		410		331
Dell International
6.020%, 06/15/2026		1,600		1,661


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.450%, 06/15/2023	$	141	$	142
Elastic
4.125%, 07/15/2029 (A)		695		580
Endurance International Group Holdings
6.000%, 02/15/2029 (A)		1,260		909
Global Payments
2.650%, 02/15/2025		400		382
Hewlett Packard Enterprise
4.900%, 10/15/2025		1,865		1,893
II-VI
5.000%, 12/15/2029 (A)		420		366
Imola Merger
4.750%, 05/15/2029 (A)		1,054		882
ION Trading Technologies S.A.R.L.
5.750%, 05/15/2028 (A)		687		549
Lam Research
1.900%, 06/15/2030		300		253
LogMeIn
5.500%, 09/01/2027 (A)		560		390
MEGlobal Canada ULC MTN
5.875%, 05/18/2030 (A)		460		483
NCR
5.125%, 04/15/2029 (A)		530		448
NXP BV
3.400%, 05/01/2030		225		198
Open Text Holdings
4.125%, 02/15/2030 (A)		3		3
Paysafe Finance
4.000%, 06/15/2029 (A)		400		288
Presidio Holdings
8.250%, 02/01/2028 (A)		110		97
Prosus
3.680%, 01/21/2030 (A)		250		199
Prosus MTN
4.027%, 08/03/2050 (A)		560		348
3.061%, 07/13/2031 (A)		740		545
Saga
5.500%, 07/15/2026	GBP	610		644
SPCM
3.375%, 03/15/2030 (A)	$	310		242
Sprint Capital
8.750%, 03/15/2032		510		614
Sunny Express Enterprises
3.350%(D)(E)		200		200
Switch
4.125%, 06/15/2029 (A)		300		297
TeamSystem
3.500%, 02/15/2028 (A)	EUR	550		483
Uniquify
6.000%, 06/15/2024 (A)	$	180		176
United Group BV
4.625%, 08/15/2028 (A)	EUR	450		359


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Vericast
13.000%, 10/15/2027 (A)	$	180	$	209
11.000%, 09/15/2026 (A)		240		230
Virtusa
7.125%, 12/15/2028 (A)		275		221

				19,173

Materials — 2.4%
Anglo American Capital
5.625%, 04/01/2030 (A)		500		503
AngloGold Ashanti Holdings
3.750%, 10/01/2030		930		766
Ardagh Metal Packaging Finance USA
6.000%, 06/15/2027 (A)		210		208
4.000%, 09/01/2029 (A)		360		289
3.000%, 09/01/2029	EUR	350		272
ASP Unifrax Holdings
5.250%, 09/30/2028 (A)	$	275		219
Axalta Coating Systems
3.375%, 02/15/2029 (A)		1,405		1,147
Berry Global
1.570%, 01/15/2026		325		290
Braskem Netherlands Finance BV
4.500%, 01/10/2028 (A)		670		608
Chemours
4.625%, 11/15/2029 (A)		1,645		1,294
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		715		630
First Quantum Minerals
6.875%, 10/15/2027 (A)		1,000		894
Freeport-McMoRan
5.450%, 03/15/2043		750		694
Glencore Funding
4.125%, 03/12/2024 (A)		400		398
Huntsman International
4.500%, 05/01/2029		375		354
INEOS Quattro Finance II
3.375%, 01/15/2026 (A)		205		172
Ingevity
3.875%, 11/01/2028 (A)		735		616
LABL
6.750%, 07/15/2026 (A)		950		855
Metinvest BV
7.750%, 04/23/2023 (A)		375		220
Mountain Province Diamonds
8.000%, 12/15/2022 (A)		110		105
Newcrest Finance Pty
3.250%, 05/13/2030 (A)		150		132
OCP
3.750%, 06/23/2031 (A)		200		151
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		200		187


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Pactiv
8.375%, 04/15/2027	$	1,615	$	1,405
Rayonier AM Products
7.625%, 01/15/2026 (A)		125		109
Samarco Mineracao
5.750%, 10/24/2023 (F)		200		123
4.125%, 11/01/2022 (F)		200		111
Sasol Financing USA
5.500%, 03/18/2031		440		339
4.375%, 09/18/2026		1,360		1,199
Sealed Air
6.875%, 07/15/2033 (A)		411		414
SRM Escrow Issuer
6.000%, 11/01/2028 (A)		710		600
Suzano Austria GmbH
6.000%, 01/15/2029		330		327
3.125%, 01/15/2032		590		444
Syngenta Finance MTN
1.250%, 09/10/2027	EUR	200		183
Teck Resources
3.900%, 07/15/2030	$	250		230
Vale Overseas
6.250%, 08/10/2026		680		710
WR Grace Holdings
5.625%, 08/15/2029 (A)		670		493

				17,691

Real Estate — 0.9%
Agree
2.900%, 10/01/2030		175		148
Alexandria Real Estate Equities
3.375%, 08/15/2031		375		332
Diversified Healthcare Trust
9.750%, 06/15/2025		234		231
Duke Realty
1.750%, 07/01/2030		300		245
Essex Portfolio
3.000%, 01/15/2030		400		354
Five Point Operating
7.875%, 11/15/2025 (A)		780		654
IIP Operating Partnership
5.500%, 05/25/2026		320		290
Iron Mountain Information Management Services
5.000%, 07/15/2032 (A)		820		662
MPT Operating Partnership
3.692%, 06/05/2028	GBP	544		572
Realty Income
4.875%, 06/01/2026	$	1,000		1,020
2.850%, 12/15/2032		375		322
Service Properties Trust
7.500%, 09/15/2025		370		339


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 12/15/2027	$	230	$	186
4.350%, 10/01/2024		130		106
Spirit Realty
3.200%, 01/15/2027		600		551
WP Carey
4.250%, 10/01/2026		700		690

				6,702

Utilities — 1.1%
AES
2.450%, 01/15/2031		340		273
Alliant Energy Finance
4.250%, 06/15/2028 (A)		125		123
American Electric Power
2.300%, 03/01/2030		300		252
Berkshire Hathaway Energy
4.250%, 10/15/2050		175		160
Calpine
3.750%, 03/01/2031 (A)		1,875		1,525
Eskom Holdings SOC MTN
6.750%, 08/06/2023		230		212
6.350%, 08/10/2028		500		447
Greenko Investment
4.875%, 08/16/2023 (A)		410		396
NiSource
3.600%, 05/01/2030		50		46
Pike
5.500%, 09/01/2028 (A)		983		798
Sempra Energy
3.400%, 02/01/2028		1,075		1,015
Southern California Edison
4.200%, 03/01/2029		450		433
Sunnova Energy
5.875%, 09/01/2026 (A)		410		357
TransAlta
6.500%, 03/15/2040		1,020		941
Vistra Operations
3.550%, 07/15/2024 (A)		1,200		1,158

				8,136

Total Corporate Obligations
(Cost $426,315) ($ Thousands)				359,382



LOAN PARTICIPATIONS — 14.3%
19th Holdings Golf LLC, Initial Term Loan, 1st Lien
4.493%, 02/07/2029 (B)(D)		920		869
ABG, Term Loan, 1st Lien
4.000%, 12/21/2028 (H)		338		315


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Academy, LTD., Initial Term Loan (2021), 1st Lien
4.812%, 11/05/2027	$	668	$	634
Acrisure, LLC, 2020 Term Loan, 1st Lien
4.560%, LIBOR + 3.500%, 02/15/2027 (D)(H)		363		332
ADS Tactical Inc, Term Loan, 1st Lien
7.345%, 03/19/2026 (D)		1,140		1,042
Adtalem Global, Term Loan, 1st Lien
5.595%, 08/12/2028		450		428
Air Canada, Term Loan, 1st Lien
4.250%, 08/11/2028 (D)		600		550
Allen Media LLC, Initial Term Loan, 1st Lien
6.151%, 02/10/2027		971		859
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
4.810%, LIBOR + 3.750%, 05/12/2028 (D)		1,222		1,118
Alterra Moutain Company, Series B-2 Term Loan, 1st Lien
4.560%, 08/17/2028 (D)		531		504
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
3.844%, LIBOR + 3.000%, 04/22/2026 (D)		366		308
Amentum Goverment Services Holdings LLC, Term Loan, 1st Lien
5.597%, 02/15/2029 (D)		514		488
Amentum Government Services Holdings LLC, Initial Term Loan, 1st Lien
4.560%, LIBOR + 3.500%, 01/29/2027 (D)		359		341
Amentum Government Services Holdings LLC, Tranche 1 Term Loan, 1st Lien
4.560%, LIBOR + 3.500%, 01/29/2027 (D)		181		172
Amentum/Aecom Maverick, Term Loan
5.597%, 02/15/2029		456		433
Amentum/Aecom Maverick, Term Loan, 2nd Lien
10.000%, 01/31/2028		151		143
Apex Tool Group, Term Loan, 1st Lien
6.534%, 02/08/2029		900		789
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
5.142%, LIBOR + 3.500%, 03/11/2028 (B)(D)		1,069		946
Apollo Commercial Real Estate Finance, Inc., Term Loan, 1st Lien
3.810%, 05/15/2026 (D)		20		18


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
AppLovin Corporation, Amendment No. 6 New Term Loan, 1st Lien
4.060%, 10/25/2028 (D)	$	469	$	444
Arcis Golf LLC, Initial Term Loan, 1st Lien
5.310%, 11/24/2028		700		674
Arctic Canadian Diamond Company Ltd., Term Loan, 2nd Lien
17.500%, 12/31/2027 (B)		808		808
Asurion, LLC, New B-4 Term Loan, 2nd Lien
6.310%, 01/20/2029 (D)		950		803
Asurion, LLC, New B-9 Term Loan, 1st Lien
4.310%, LIBOR + 3.250%, 07/31/2027 (D)		505		456
Athena Helath Group, Initial Term Loan
5.009%, 02/15/2029 (D)(H)		77		71
Atlantic Aviation, Term Loan, 2nd Lien
6.810%, 09/21/2029		125		119
Autokiniton, Term Loan B, 1st Lien
5.620%, 04/06/2028 (D)		218		201
Brown Group Holdings, LLC, Initial Term Loan, 1st Lien
3.506%, LIBOR + 2.750%, 06/07/2028 (D)(H)		990		937
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
3.810%, LIBOR + 2.750%, 12/23/2024 (D)(H)		703		675
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
4.560%, 07/21/2025 (D)(H)		303		292
Cardinal Parent, Inc., Initial Term Loan, 1st Lien
6.133%, LIBOR + 4.500%, 11/12/2027 (D)		618		584
Carnival Corp., Initial Term Loan, 1st Lien
3.750%, 06/30/2025 (D)		533		494
Carnival Corporation, 2021 Incremental Term B Advance, 1st Lien
4.000%, 10/18/2028		718		643
Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien
4.810%, LIBOR + 3.750%, 01/29/2027 (D)		364		318
Chariot Buyer LLC, Initial Term Loan, 1st Lien
4.506%, 11/03/2028		574		517
Cinemark USA, Term Loan, 1st Lien
2.990%, 03/31/2025 (D)		42		40
2.810%, 03/31/2025 (D)		115		108
Citadel Securities LP, 2021 Term Loan, 1st Lien
3.649%, LIBOR + 2.500%, 02/02/2028 (D)		638		613


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
City Brewing Company, LLC, Closing Date Term Loan, 1st Lien
4.469%, LIBOR + 3.500%, 04/05/2028 (D)	$	378	$	334
CityMD/Summit Health, Term Loan, 1st Lien
3.750%, 12/22/2028		666		626
Clark Equipment Company, Term Loan B, 1st Lien
3.472%, 04/20/2029 (D)		100		96
ClubCorp Holdings, Inc., Term B Loan, 1st Lien
3.756%, LIBOR + 2.750%, 09/18/2024 (D)(H)		709		652
CNT Holdings I Corp, Initial Term Loan, 1st Lien
4.690%, LIBOR + 3.750%, 11/08/2027 (D)		743		703
Commscope, Inc., Initial Term Loan, 1st Lien
4.310%, LIBOR + 3.250%, 04/06/2026 (D)		936		838
CPP, Term Loan, 2nd Lien
8.990%, 04/30/2026		370		300
Crosby US Acquisition Corp., Initial Term Loan, 1st Lien
6.392%, LIBOR + 4.750%, 06/26/2026 (D)		997		930
CTC Holdings/Chicago Trading Company, Term Loan, 1st Lien
6.418%, 02/20/2029 (D)		570		530
DCert Buyer, Inc., First Amendment Refinancing Loan, 2nd Lien
8.060%, LIBOR + 7.000%, 02/19/2029 (D)		2,190		2,026
DCert Buyer, Inc., Initial Term Loan, 1st Lien
5.060%, LIBOR + 4.000%, 10/16/2026 (D)		878		837
Deerfield Dakota Holding, Llc 4/7/2028 2021 Replacement Term Loan, 2nd Lien
7.810%, 04/07/2028 (B)(D)		300		291
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
4.784%, LIBOR + 3.750%, 04/09/2027 (D)		246		229
Del Monte Food, Term Loan, 1st Lien
5.684%, 05/16/2029		830		780
Diamond Sports Group LLC, Term Loan, 1st Lien
9.181%, 05/25/2026 (D)(H)		99		99
DirectTV Financing LLC, Closing Date Term Loan, 1st Lien
6.060%, 08/02/2027 (D)		907		833


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Empire Today, Term Loan, 1st Lien
5.750%, 04/03/2028 (D)	$	655	$	500
Energize Holdco LLC, Initial Term Loan, 1st Lien
4.810%, 12/08/2028 (D)		800		749
Energize Holdco LLC, Initial Term Loan, 2nd Lien
7.810%, 12/07/2029		425		395
Engineered Machinery Holdings, Inc., Incremental Amendment No. 4 Term Loan, 1st Lien
3.750%, 05/21/2028 (D)		323		294
Engineered Machinery Holdings, Inc., Incremental Amendment No. 5 Term Loan, 1st Lien
4.756%, 05/19/2028		722		676
Entercom Media Corp., Term B-2 Loan, 1st Lien
4.133%, LIBOR + 2.500%, 11/18/2024 (D)		325		287
Equinox Holdings Inc., Incremental Term B-2 Loan, 1st Lien
10.006%, 03/08/2024 (D)		246		216
EyeCare Partners, LLC, Term Loan, 1st Lien
4.756%, LIBOR + 3.750%, 02/18/2027 (D)		756		697
EyeCare Partners, Term Loan, 1st Lien
4.756%, 11/15/2028		460		423
EyeCare Partners, Term Loan, 2nd Lien
7.756%, 11/15/2029		430		406
Fanatics Commercial, Term Loan, 1st Lien
4.310%, 11/24/2028 (H)		718		677
First Brand Group, Term Loan, 2nd Lien
9.739%, 03/30/2028		1,410		1,359
First Brands Group, LLC, 2021 Term Loan, 1st Lien
6.287%, LIBOR + 5.000%, 03/30/2027 (D)		883		835
Focus Financial Partnersm LLC, Tranche B-3, Term Loan, 1st Lien
3.060%, LIBOR + 2.000%, 07/03/2024 (D)		573		549
Focus Financial, Term Loan, 1st Lien
3.560%, 06/30/2028		536		513
Froneri International Limited, Facility B1, 1st Lien
2.375%, 01/29/2027 (D)		330		300
Froneri International Limited, Facility B2, 1st Lien
3.310%, LIBOR + 2.250%, 01/29/2027 (D)		138		127


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Gainwell Acquisition Corp., Term B Loan, 1st Lien
5.006%, LIBOR + 4.000%, 10/01/2027 (D)(H)	$	1,975	$	1,864
Garda Security, Term Loan, 1st Lien
5.749%, 02/01/2029		570		523
Garda World Security Corp
5.900%, LIBOR + 4.250%, 10/30/2026 (D)		679		627
Getty Images, Inc., Initial Dollar Term Loan, 1st Lien
6.125%, LIBOR + 4.500%, 02/19/2026 (D)		550		531
Global Medical Response, Inc., 2020 Refinancing Term Loan, 1st Lien
5.250%, LIBOR + 4.750%, 10/02/2025 (D)		1,177		1,093
Global Tel*Link Corporation, Term Loan, 1st Lien
5.310%, LIBOR + 0.040%, 11/29/2025 (D)		573		531
Grab Holdings, Inc., Initial Term Loan, 1st Lien
5.500%, LIBOR + 4.500%, 01/29/2026 (D)		612		557
Great Outdoors Group, LLC, Term B-2 Loan, 1st Lien
4.810%, 03/06/2028 (D)		799		726
Greystone Select, Term Loan, 1st Lien
6.044%, 06/16/2028 (D)		286		261
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
3.060%, LIBOR + 2.000%, 11/15/2027 (D)		318		300
Grinding Media, Inc., Term Loan B, 1st Lien
4.796%, 10/12/2028 (D)		945		860
Hexion, 1st Lien
5.924%, 03/15/2029 (D)(H)		710		634
Holley Inc., Delayed Draw Term Loan, 1st Lien
5.579%, 11/17/2028		93		88
Holley Inc., Initial Term Loan, 1st Lien
5.205%, 11/17/2028		981		924
Hornblower, Term Loan, 1st Lien
5.500%, 04/27/2025 (H)		658		488
Hudson River Trading LLC, Term Loan, 1st Lien
4.149%, LIBOR + 3.000%, 03/20/2028 (D)		1,031		961
Hunter Douglas, Term Loan
4.842%, 02/26/2029		236		203
Hunter Douglas, Term Loan, 1st Lien
4.842%, 02/26/2029 (D)(H)		644		552


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Icebox Holdco III, Inc., Initial Term Loan, 1st Lien
4.756%, 12/22/2028 (H)	$	642	$	602
Icebox Holdco III, Inc., Initial Term Loan, 2nd Lien
7.756%, 12/21/2029 (H)		225		211
Idera, Inc., Term B-1 Loan, 1st Lien
4.820%, LIBOR + 3.750%, 03/02/2028 (D)(H)		1,065		979
Idera, Term Loan, 2nd Lien
7.820%, 03/02/2029 (D)		175		165
Intelsat Jackson, Term Loan, 1st Lien
4.920%, 02/01/2029 (D)		1,143		1,046
Jane Street Group, LLC, Dollar Term Loan, 1st Lien
3.810%, LIBOR + 2.750%, 01/26/2028 (D)		1,034		992
Jazz Pharmaceuticals Public Limited Company, Initial Dollar Term Loan, 1st Lien
4.560%, LIBOR + 3.500%, 05/05/2028 (D)		794		756
Jump Financial LLC, Term Loan, 1st Lien
5.649%, 08/07/2028 (D)		1,901		1,759
Knight Health Holdings, Term Loan, 1st Lien
6.310%, 12/23/2028 (H)		648		532
LABL, Initial Dollar Term Loan, 1st Lien
6.060%, 10/29/2028 (D)		648		598
Lakeshore Learning Materials, Term Loan, 1st Lien
4.000%, 09/29/2028 (D)		1,347		1,278
LaserShip, Inc., Initial Term Loan, 1st Lien
5.250%, LIBOR + 4.500%, 05/07/2028 (D)		970		861
Lids Holdings, Term Loan
7.326%, 12/14/2026		1,046		1,030
Loyalty Ventures Inc., Term B Loan, 1st Lien
5.560%, 11/03/2027		932		724
LRS Holdings, LLC, Intial Term Loan, 1st Lien
5.310%, 08/31/2028		668		623
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Initial Term Loan, 1st Lien
4.000%, LIBOR + 3.250%, 11/02/2027 (D)(H)		356		331
Madison IAQ, LLC, Initial Term Loan, 1st Lien
4.524%, LIBOR + 3.250%, 06/21/2028 (D)		278		252
Magenta Buyer LLC, Initial Term Loan, 1st Lien
6.230%, LIBOR + 5.000%, 07/27/2028 (D)		806		722


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Maverick Purchase, Term Loan, 1st Lien
10.000%, 01/31/2028 (H)	$	289	$	273
Mercury Borrower, Inc., Initial Term Loan, 1st Lien
4.563%, 08/02/2028		740		688
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
7.313%, LIBOR + 5.250%, 06/21/2027 (D)		740		730
Mister Car Wash Holdings, Inc., Initial Term Loan, 1st Lien
4.060%, LIBOR + 3.000%, 05/14/2026 (D)		266		250
Monitronics International Inc, Term Loan, 1st Lien
8.750%, LIBOR + 6.500%, 03/29/2024 (D)		643		416
Mozart Debt Merger, Term Loan, 1st Lien
4.310%, 10/23/2028 (D)		950		879
Naked Juice/Tropicana, Term Loan, 1st Lien
4.001%, 01/24/2029 (D)(H)		45		42
New Era Cap, Term Loan, 1st Lien
6.750%, 07/13/2027 (H)		700		679
Newport Parent, Inc., Initial Term Loan, 1st Lien
7.506%, 12/10/2027 (D)		896		856
OLA Netherlands B.V., Initial Term Loan
7.529%, 12/15/2026		274		232
One Call Corporation, Term B Loan, 1st Lien
6.688%, LIBOR + 5.500%, 04/22/2027 (D)		963		765
Pacific Bells, LLC, Initial Term Loan, 1st Lien
5.266%, 11/10/2028		259		239
Packers Holdings, LLC, Initial Term Loan, 1st Lien
4.440%, LIBOR + 3.250%, 03/09/2028 (D)		1,015		927
Parexel International, Term Loan, 1st Lien
4.310%, 11/15/2028 (D)		1,050		984
Particle Investment S.A.R.L. (WebPros), Term Loan, 1st Lien
6.256%, 02/18/2027 (B)(D)		369		355
PDS HoldCo Inc., Delayed Draw Term Loan, 1st Lien
5.739%, 08/18/2028		27		25
5.281%, 08/18/2028		439		408
PDS Holdco Inc., Term Loan
5.304%, 08/18/2028		6		5
PECF USS Intermediate Holding III Corporation, Initial Term Loan, 1st Lien
5.310%, 12/15/2028 (H)		569		512


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Peraton Corp., Term B Loan, 1st Lien
4.810%, LIBOR + 3.750%, 02/01/2028 (D)	$	1,134	$	1,062
Peraton Corp., Term B-1 Loan, 2nd Lien
9.005%, LIBOR + 7.750%, 02/01/2029 (D)		582		540
Phoenix Guarantor Inc., Tranche B-1 Term Loan, 1st Lien
4.310%, LIBOR + 3.250%, 03/05/2026 (D)		40		38
Pilot Travel Centers, LLC, Initial Tranche B Term Loan
3.134%, 08/04/2028 (D)		336		321
Playa Resorts Holding, Term Loan B (2017)
3.810%, 04/29/2024 (D)		621		584
Polyconcept, Term Loan, 1st Lien
6.811%, 05/18/2029		670		629
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien
4.006%, LIBOR + 3.000%, 11/18/2027 (D)		664		612
Precision Medicine, 1st Lien
0.000%, 11/18/2027		43		40
Project Sky, Term Loan, 1st Lien
7.060%, 10/08/2029 (D)(H)		390		339
4.810%, 10/08/2028 (D)		1,940		1,780
Quikrete Holding, Term Loan B1, 1st Lien
4.060%, 06/11/2028 (D)(H)		670		631
Rackspace Technology Global, Inc., 2021 Term B Loan, 1st Lien
3.500%, LIBOR + 2.750%, 02/15/2028 (D)		950		863
Radiology Partners, Inc., Term B Loan, 1st Lien
5.892%, 07/09/2025		345		308
5.845%, 07/09/2025		295		264
RC Buyer, Inc., Initial Term Loan, 2nd Lien
7.506%, 07/30/2029		300		286
Redstone HoldCo 2 LP, Initial Loan, 2nd Lien
8.975%, LIBOR + 7.750%, 04/27/2029 (D)		910		779
Redstone Holdco, Term Loan, 1st Lien
5.934%, LIBOR + 4.750%, 04/27/2028 (D)		836		716
Resolute Investment Managers, Inc., Tranche C Term Loan, 1st Lien
5.250%, 04/30/2024		305		283
Rough Country LLC, Term Loan, 1st Lien
4.506%, 07/28/2028 (D)		691		655
Royal Caribbean Cruises, Term Loan, 1st Lien
9.480%, 07/27/2029		900		819


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
RVR Dealership Holdings, LLC, Term Loan, 1st Lien
5.168%, 02/08/2028 (D)	$	497	$	417
Ryan Specialty Group, LLC, Initial Term Loan, 1st Lien
4.034%, LIBOR + 3.000%, 09/01/2027 (D)		265		254
Sedgwick Claims Management Services, Inc. (Lightning Cayman Merger Sub, Ltd.), Initial Term Loan, 1st Lien
4.310%, LIBOR + 3.250%, 12/31/2025 (D)		848		795
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien
4.750%, LIBOR + 3.750%, 10/20/2027 (D)		480		477
Sovos Brands Intermediate, Inc., Initial Term Loan, 1st Lien
4.250%, 06/08/2028 (D)		216		203
Spencer Gifts LLC (Spirit Halloween Superstores LLC), Term Loan, 1st Lien
7.060%, 06/19/2026 (H)		593		581
SPX Flow, Term Loan, 1st Lien
5.634%, 04/05/2029 (D)(H)		880		818
Surf Holdings S.a r.l., Dollar Tranche Term Loan, 1st Lien
5.165%, LIBOR + 3.500%, 03/05/2027 (D)		462		433
Symplr Software, Inc., Initial Term Loan, 1st Lien
5.250%, LIBOR + 4.500%, 12/22/2027 (D)		475		449
Taboola, Inc., Tranche B Term Loan, 1sr Lien
5.070%, 09/01/2028		1,418		1,326
Tekni-Plex, Inc., Term Loan, 1st Lien
5.060%, 09/15/2028		60		56
Terrier Media Buyer, Inc., 2021 Term B Loan, 1st Lien
4.560%, LIBOR + 3.500%, 12/17/2026 (D)		869		799
Thermostat Purchaser III, Inc., Initial Term Loan, 1st Lien
6.075%, 08/31/2028		262		245
TKC Holdings, Inc., Closing Date Initial Term Loan, 1st Lien
7.000%, LIBOR + 5.500%, 05/15/2028 (D)		667		627
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
9.756%, 02/28/2025 (D)(H)		504		498
Trident TPI Holdings, Inc., Tranche B-3 Initial Term Loan, 1st Lien
5.060%, 09/15/2028		675		632


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
4.506%, LIBOR + 3.500%, 03/31/2028 (D)	$	784	$	691
TruGreen Limited Partnership, Initial Term Loan, 2nd Lien
9.560%, LIBOR + 8.500%, 11/02/2028 (D)		200		191
Tutor Perini Corporation, Term Loan, 1st Lien
5.750%, 08/18/2027 (B)		734		685
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
6.060%, LIBOR + 5.000%, 06/26/2026 (D)		1,100		749
U.S. Renal Care, Term Loan, 1st Lien
6.500%, 06/26/2026		746		509
UFC Holdings, Term Loan, 1st Lien
3.500%, 04/29/2026 (H)		348		323
Ultimus Group Midco LLC, The, Initial Term Loan, 1st Lien
4.756%, LIBOR + 3.750%, 05/04/2026 (D)(H)		244		230
United AirLines, Inc., Class B Term Loan, 1st Lien
5.392%, LIBOR + 3.750%, 04/21/2028 (D)		733		679
US Foods, Inc., Term Loan
3.575%, 09/13/2026 (D)		668		628
UST Holdings, Term Loan, 1st Lien
5.392%, 11/20/2028		488		461
Vaco Holdings, Term Loan, 1st Lien
5.801%, 01/21/2029		424		407
Verscend Holding Corp., Term B-1 Loan, 1st Lien
5.060%, LIBOR + 4.000%, 08/27/2025 (D)		1,059		1,011
Vertex Aerospace Services Corp., Initial Term Loan, 1st Lien
5.060%, LIBOR + 4.000%, 12/06/2028 (D)		1,110		1,051
VFH Parent, Initial Term Loan
4.434%, 01/13/2029 (D)		290		274
Virgin Media Bristol LLC, N Facility, 1st Lien
3.824%, LIBOR + 2.500%, 01/31/2028 (D)(H)		935		874
Virgin Media Bristol LLC, N Facility, Term Loan, 1st Lien
4.574%, LIBOR + 3.250%, 01/31/2029 (D)		590		564
Virgin Pulse, Inc., Initial Term Loan, 1st Lien
5.060%, 04/06/2028 (D)		975		828


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Virgin Pulse, Inc., Initial Term Loan, 2nd Lien
8.310%, 04/06/2029	$	320	$	272
Virtusa, Term Loan
4.810%, 02/11/2028		1,668		1,571
VT Topco, Inc., Term Loan, 1st Lien
4.756%, 08/01/2025		377		363
VT Topco, Inc., Term Loan, 2nd Lien
7.756%, 07/31/2026		320		299
Western Dental, Term Loan
5.739%, 08/18/2028		6		6
WP CPP Holdings, LLC, Initial Term Loan, 1st Lien
4.810%, LIBOR + 3.750%, 04/30/2025 (D)		1		1
WP CPP Holdings, Term B Loan
4.990%, LIBOR + 3.750%, 04/30/2025 (D)		507		419
Wwex Uni TopCo Holdings LLC, Initial Term Loan, 1st Lien
5.256%, 07/26/2028 (D)		778		705


Total Loan Participations
(Cost $115,317) ($ Thousands)				106,592



SOVEREIGN DEBT — 9.6%

Abu Dhabi Government International Bond MTN
3.875%, 04/16/2050(A)	$	1,630		1,447
Angolan Government International Bond
9.375%, 05/08/2048		200		144
9.125%, 11/26/2049(A)		1,170		826
8.750%, 04/14/2032(A)		210		167
8.000%, 11/26/2029(A)		420		331
Argentine Republic Government International Bond
3.500%, 07/09/2022		1,310		351
1.125%, 07/09/2035		1,686		363
1.000%, 07/09/2029		262		59
0.750%, 07/09/2023		3,760		883
0.500%, 07/09/2029	EUR	6		1
0.125%, 07/09/2030		165		36
Armenia Government International Bond
3.950%, 09/26/2029(A)	$	290		215
3.600%, 02/02/2031(A)		1,300		900
Azerbaijan Government International Bond
3.500%, 09/01/2032		1,360		1,084
Bahrain Government International Bond
7.375%, 05/14/2030(A)		1,610		1,587
5.625%, 05/18/2034(A)		940		769


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Benin Government International Bond
4.875%, 01/19/2032	EUR	1,480	$	1,101
Brazil Government International Bond
5.333%, 02/15/2028	$	120		117
Buenos Aires Government International Bond MTN
5.250%, 09/01/2022(A)		7,102		2,102
Bundesrepublik Deutschland Bundesanleihe
0.000%, 08/15/2026(C)	EUR	360		362
CBB International Sukuk Programme SPC
6.250%, 11/14/2024(A)	$	300		305
Ciudad Autonoma De Buenos Aires
7.500%, 06/01/2027		480		410
Colombia Government International Bond
4.125%, 05/15/2051		630		377
3.125%, 04/15/2031		730		538
3.000%, 01/30/2030		730		556
Cordoba Government International Bond
6.990%, 06/01/2027(A)		526		339
Country Garden Holdings
8.000%, 01/27/2024		200		131
Dominican Republic International Bond
7.450%, 04/30/2044		600		512
6.850%, 01/27/2045		660		521
6.500%, 02/15/2048(A)		1,270		959
6.400%, 06/05/2049(A)		660		492
6.000%, 02/22/2033(A)		440		366
5.500%, 02/22/2029(A)		440		382
4.500%, 01/30/2030		550		440
Ecuador Government International Bond
5.500%, 07/31/2022(A)		352		226
1.500%, 07/31/2022(A)		1,128		459
0.000%, 07/31/2030(A)(I)		329		136
Egypt Government International Bond
8.875%, 05/29/2050(A)		710		430
8.700%, 03/01/2049(A)		520		310
8.500%, 01/31/2047		650		384
7.903%, 02/21/2048(A)		360		205
7.625%, 05/29/2032(A)		480		313
6.375%, 04/11/2031(A)	EUR	330		216
5.625%, 04/16/2030		1,560		1,009
4.750%, 04/11/2025		100		87
4.750%, 04/16/2026		680		530
Gabon Government International Bond
7.000%, 11/24/2031(A)	$	1,120		815
Ghana Government International Bond
8.125%, 01/18/2026		500		357
8.125%, 03/26/2032(A)		950		456
Guatemala Government Bond
6.125%, 06/01/2050(A)		530		444
4.900%, 06/01/2030(A)		280		255


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
4.875%, 02/13/2028	$	790	$	737
4.500%, 05/03/2026(A)		770		740
4.375%, 06/05/2027(A)		790		737
Hazine Mustesarligi Varlik Kiralama
5.004%, 04/06/2023(A)		860		845
Honduras Government International Bond
7.500%, 03/15/2024		233		219
Indonesia Government International Bond
7.000%, 05/15/2027	IDR	86,448,000		5,948
3.850%, 10/15/2030	$	200		190
3.500%, 01/11/2028		880		840
2.850%, 02/14/2030		900		803
1.100%, 03/12/2033	EUR	400		297
0.900%, 02/14/2027		180		166
Iraq Government International Bond
5.800%, 01/15/2028	$	210		188
Ivory Coast Government International Bond
6.625%, 03/22/2048	EUR	420		293
6.125%, 06/15/2033	$	650		508
5.250%, 03/22/2030	EUR	390		318
4.875%, 01/30/2032(A)		1,660		1,244
Jamaica Government International Bond
7.875%, 07/28/2045	$	740		776
Jordan Government International Bond
7.750%, 01/15/2028(A)		700		651
Kazakhstan Government International Bond MTN
5.125%, 07/21/2025		420		435
Kenya Government International Bond
8.250%, 02/28/2048(A)		260		159
8.000%, 05/22/2032(A)		910		643
7.000%, 05/22/2027(A)		250		186
Lebanon Government International Bond
8.250%, 05/17/2034(F)		30		2
8.200%, 05/17/2033(F)		40		3
7.150%, 11/20/2031(F)		40		2
7.050%, 11/02/2035(F)		100		6
7.000%, 03/20/2028(F)		40		2
6.850%, 03/23/2027(F)		100		6
6.850%, 05/25/2029(F)		721		43
6.750%, 11/29/2027(F)		410		25
6.650%, 04/22/2024(F)		170		10
6.650%, 11/03/2028(F)		80		5
6.650%, 02/26/2030(F)		832		50
6.600%, 11/27/2026(F)		30		2
6.200%, 02/26/2025(F)		860		52
Mexico Government International Bond
4.750%, 03/08/2044		240		199
3.771%, 05/24/2061		520		337
2.659%, 05/24/2031		1,120		922
Mongolia Government International Bond
5.625%, 05/01/2023		200		197


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Morocco Government International Bond
3.000%, 12/15/2032(A)	$	730	$	500
1.500%, 11/27/2031(A)	EUR	290		201
Mozambique International Bond
9.000%, 09/15/2023	$	220		159
Nigeria Government International Bond
8.747%, 01/21/2031		1,720		1,282
7.696%, 02/23/2038(A)		690		425
Oman Government International Bond
6.750%, 01/17/2048		200		172
6.250%, 01/25/2031(A)		1,600		1,543
Pakistan Government International Bond
8.250%, 09/30/2025		370		265
6.875%, 12/05/2027		200		136
6.000%, 04/08/2026(A)		540		364
Pakistan Water & Power Development Authority
7.500%, 06/04/2031		620		342
Panama Government International Bond
4.500%, 04/01/2056		300		238
Papua New Guinea Government International Bond
8.375%, 10/04/2028(A)		290		249
Paraguay Government International Bond
6.100%, 08/11/2044		500		435
5.600%, 03/13/2048		760		599
5.400%, 03/30/2050(A)		320		248
Perusahaan Penerbit SBSN Indonesia III
4.550%, 03/29/2026(A)		530		534
4.450%, 02/20/2029(A)		330		327
Peruvian Government International Bond
2.783%, 01/23/2031		380		323
Qatar Government International Bond
5.103%, 04/23/2048(A)		820		858
4.817%, 03/14/2049(A)		930		934
4.625%, 06/02/2046		280		278
4.400%, 04/16/2050(A)		450		429
3.750%, 04/16/2030(A)		200		198
Romanian Government International Bond
5.125%, 06/15/2048(A)		200		155
3.375%, 01/28/2050	EUR	230		142
2.875%, 05/26/2028		650		581
2.875%, 03/11/2029		1,490		1,293
2.124%, 07/16/2031(A)		250		185
2.000%, 12/08/2026(A)		590		549
2.000%, 01/28/2032(A)		110		78
2.000%, 04/14/2033(A)		900		608
Russian Government International Bond
0.000%, 01/19/2028(C)	RUB	444,542		690
Samhallsbyggnadsbolaget i Norden
2.625%, 03/14/2171(D)(E)	EUR	430		137


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Saudi Government International Bond MTN
4.500%, 04/22/2060(A)	$	1,070	$	982
3.750%, 01/21/2055(A)		220		180
3.250%, 10/22/2030(A)		430		404
Senegal Government International Bond
5.375%, 06/08/2037(A)	EUR	930		610
4.750%, 03/13/2028(A)		740		626
Serbia Government International Bond
1.500%, 06/26/2029(A)		500		378
South Africa Government International Bond
5.650%, 09/27/2047	$	950		647
4.850%, 09/27/2027		890		810
4.300%, 10/12/2028		200		171
Sri Lanka Government International Bond
7.550%, 03/28/2030(A)		910		288
6.850%, 03/14/2024(A)		200		63
6.850%, 11/03/2025		570		184
6.825%, 07/18/2026(A)		250		85
6.750%, 04/18/2028(A)		360		113
Third Pakistan International SUKUK
5.625%, 12/05/2022		630		589
Turkey Government International Bond
7.625%, 04/26/2029		560		471
6.875%, 03/17/2036		60		44
6.500%, 09/20/2033		900		643
6.000%, 01/14/2041		1,980		1,257
5.200%, 02/16/2026	EUR	260		247
4.250%, 04/14/2026	$	530		425
Ukraine Government International Bond
9.750%, 11/01/2028(A)		640		159
8.994%, 02/01/2024		280		73
7.750%, 09/01/2023		910		293
7.750%, 09/01/2024		230		59
7.750%, 09/01/2027		250		65
7.375%, 09/25/2032(A)		200		49
7.253%, 03/15/2033(A)		420		104
Uzbekistan Government International Bond MTN
4.750%, 02/20/2024(A)		340		324
3.700%, 11/25/2030(A)		660		476
Virgin Money UK
9.250%, UK Govt Bonds 5 Year Note Generic Bid Yield + 8.307%, 06/08/2171(D)(E)	GBP	300		359
Zambia Government International Bond
5.375%, 09/20/2022(F)	$	760		431

Total Sovereign Debt
(Cost $103,871) ($ Thousands)				71,657


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 7.5%
Agency Mortgage-Backed Obligations — 1.1%
FHLMC REMIC CMO, Ser 2020-5012, Cl DI, IO
4.000%, 09/25/2050	$	642	$	123
FHLMC REMIC CMO, Ser 2020-5020, Cl IH, IO
3.000%, 08/25/2050		547		84
FHLMC STACR REMIC Trust, Ser 2017-HRP1, Cl B1
6.224%, ICE LIBOR USD 1 Month + 4.600%, 12/25/2042(D)		330		315
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1
3.924%, ICE LIBOR USD 1 Month + 2.300%, 01/25/2050(A)(D)		660		590
FHLMC STACR REMIC Trust, Ser 2020-DNA3, Cl B1
6.724%, ICE LIBOR USD 1 Month + 5.100%, 06/25/2050(A)(D)		1,438		1,465
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl B1
5.726%, SOFR30A + 4.800%, 10/25/2050(A)(D)		210		212
FHLMC STACR REMIC Trust, Ser 2021-DNA1, Cl M2
2.726%, SOFR30A + 1.800%, 01/25/2051(A)(D)		179		171
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl B1
4.426%, SOFR30A + 3.500%, 10/25/2033(A)(D)		390		336
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl B1
3.976%, SOFR30A + 3.050%, 01/25/2034(A)(D)		250		215
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
3.126%, SOFR30A + 2.200%, 05/25/2042(A)(D)		775		765
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA7, Cl B1
4.576%, SOFR30A + 3.650%, 11/25/2041(A)(D)		540		462
FNMA
2.790%, 01/01/2035(D)		346		317
2.680%, 01/01/2035		100		89
FNMA Connecticut Avenue Securities, Ser 2018-C01, Cl 1B1
5.174%, ICE LIBOR USD 1 Month + 3.550%, 07/25/2030(D)		570		563
FNMA REMIC CMO, Ser 2015-30, Cl SJ, IO
3.976%, 05/25/2045(D)		1,503		151


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2017-104, Cl SB, IO
4.526%, 01/25/2048(D)	$	1,080	$	160
FNMA REMIC CMO, Ser 2020-60, Cl NI, IO
4.000%, 09/25/2050		596		118
FNMA REMIC CMO, Ser 2020-62, Cl GI, IO
4.000%, 06/25/2048		1,145		258
GNMA REMIC CMO, Ser 2010-9, Cl XD, IO
5.091%, 01/16/2040(D)		1,157		152
GNMA REMIC CMO, Ser 2013-124, Cl CS, IO
4.455%, 08/20/2043(D)		123		17
GNMA REMIC CMO, Ser 2015-111, Cl IM, IO
4.000%, 08/20/2045		1,423		176
GNMA REMIC CMO, Ser 2015-168, Cl IP, IO
4.000%, 11/20/2045		492		43
GNMA REMIC CMO, Ser 2016-109, Cl IH, IO
4.000%, 10/20/2045		825		112
GNMA REMIC CMO, Ser 2016-27, Cl IA, IO
4.000%, 06/20/2045		340		34
GNMA REMIC CMO, Ser 2017-112, Cl SJ, IO
4.065%, 07/20/2047(D)		800		83
GNMA REMIC CMO, Ser 2018-122, Cl HS, IO
4.605%, 09/20/2048(D)		355		43
GNMA REMIC CMO, Ser 2018-122, Cl SE, IO
4.605%, 09/20/2048(D)		475		55
GNMA REMIC CMO, Ser 2018-124, Cl SN, IO
4.605%, 09/20/2048(D)		1,589		191
GNMA REMIC CMO, Ser 2018-137, Cl SN, IO
4.555%, 10/20/2048(D)		467		54
GNMA REMIC CMO, Ser 2018-139, Cl SQ, IO
4.555%, 10/20/2048(D)		295		32
GNMA REMIC CMO, Ser 2018-67, Cl PS, IO
4.605%, 05/20/2048(D)		1,520		175
GNMA REMIC CMO, Ser 2018-7, Cl DS, IO
4.105%, 01/20/2048(D)		971		110
GNMA REMIC CMO, Ser 2019-1, Cl SN, IO
4.455%, 01/20/2049(D)		246		26
GNMA REMIC CMO, Ser 2019-110, Cl SE, IO
4.505%, 09/20/2049(D)		697		79
GNMA REMIC CMO, Ser 2019-110, Cl SD, IO
4.505%, 09/20/2049(D)		690		77
GNMA REMIC CMO, Ser 2019-151, Cl NI, IO
3.500%, 10/20/2049		2,270		332
GNMA REMIC CMO, Ser 2019-6, Cl SA, IO
4.455%, 01/20/2049(D)		197		22
GNMA REMIC CMO, Ser 2019-78, Cl SE, IO
4.505%, 06/20/2049(D)		160		18


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA REMIC CMO, Ser 2020-78, Cl DI, IO
4.000%, 06/20/2050	$	833	$	145


				8,370
Non-Agency Mortgage-Backed Obligations — 6.4%
ACE Securities Home Equity Loan Trust, Ser 2004-HE3, Cl M1
2.554%, ICE LIBOR USD 1 Month + 0.930%, 11/25/2034(D)		402		393
Alternative Loan Trust, Ser 2005-81, Cl A1
2.184%, ICE LIBOR USD 1 Month + 0.560%, 02/25/2037(D)		490		399
Barclays Commercial Mortgage Trust, Ser 2019-C5, Cl A4
3.063%, 11/15/2052		870		802
Benchmark Mortgage Trust, Ser 2019-B11, Cl XA, IO
1.191%, 05/15/2052(D)		10,857		557
BIG Commercial Mortgage Trust, Ser BIG, Cl F
6.714%, TSFR1M + 5.436%, 02/15/2039(A)(D)		480		458
BRAVO Residential Funding Trust, Ser 2022-R1, Cl A
3.125%, 01/29/2070(A)		669		605
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
3.474%, ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(A)(D)		1,970		1,831
BX Commercial Mortgage Trust, Ser LP2, Cl G
5.440%, TSFR1M + 4.106%, 02/15/2039(A)(D)		691		633
BX Commercial Mortgage Trust, Ser XL2, Cl J
5.214%, ICE LIBOR USD 1 Month + 3.890%, 10/15/2038(A)(D)		467		422
BX Trust, Ser 2018-GWMZ, Cl MC
6.812%, ICE LIBOR USD 1 Month + 5.488%, 05/15/2037(A)(D)		1,100		1,029
BX Trust, Ser SDMF, Cl F
3.261%, ICE LIBOR USD 1 Month + 1.937%, 09/15/2034(A)(D)		310		287
Capmark Military Housing Trust, Ser 2007-AET2, Cl A
6.063%, 10/10/2052(A)		926		916
CFK Trust, Ser 2020-MF2, Cl E
3.573%, 03/15/2039(A)(D)		500		426
CGMS Commercial Mortgage Trust, Ser 2017-MDRA, Cl C
3.878%, 07/10/2030(A)(D)		1,620		1,617


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1B1
5.974%, ICE LIBOR USD 1 Month + 4.350%, 04/25/2031(A)(D)	$	460	$	456
Connecticut Avenue Securities Trust, Ser 2019-R05, Cl 1B1
5.724%, ICE LIBOR USD 1 Month + 4.100%, 07/25/2039(A)(D)		594		580
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1B1
4.026%, SOFR30A + 3.100%, 10/25/2041(A)(D)		670		574
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1B1
3.676%, SOFR30A + 2.750%, 12/25/2041(A)(D)		680		571
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2B1
5.426%, SOFR30A + 4.500%, 04/25/2042(A)(D)		433		404
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M2
3.926%, SOFR30A + 3.000%, 04/25/2042(A)(D)		386		367
Credit Suisse European Mortgage Capital, Ser 2019-1OTF, Cl A
4.186%, ICE LIBOR USD 3 Month + 2.900%, 08/09/2024(A)(D)		950		929
Credit Suisse Mortgage Trust, Ser 2019-RIO, Cl B
8.324%, ICE LIBOR USD 1 Month + 7.000%, 12/15/2022(A)(D)		1,437		1,404
CSMC Trust, Ser 2014-USA, Cl E
4.373%, 09/15/2037(A)		320		251
CSMC Trust, Ser 2017-RPL1, Cl M2
2.963%, 07/25/2057(A)(D)		1,190		1,013
CSMC Trust, Ser 2019-UVIL, Cl A
3.160%, 12/15/2041(A)		950		843
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5
1.784%, ICE LIBOR USD 1 Month + 0.160%, 11/25/2036(D)		611		601
GS Mortgage Securities II, Ser 2018-SRP5, Cl C
5.574%, ICE LIBOR USD 1 Month + 4.000%, 09/15/2031(A)(D)		1,826		687
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl F
4.574%, ICE LIBOR USD 1 Month + 3.250%, 12/15/2036(A)(D)		595		561


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl A
2.424%, ICE LIBOR USD 1 Month + 1.100%, 12/15/2036(A)(D)	$	1,830	$	1,798
GS Mortgage Securities Trust, Ser LUAU, Cl G
5.774%, ICE LIBOR USD 1 Month + 4.450%, 11/15/2032(A)(D)		500		466
HarborView Mortgage Loan Trust, Ser 2006-10, Cl 2A1B
1.852%, ICE LIBOR USD 1 Month + 0.240%, 11/19/2036(D)		1,650		1,518
Impac CMB Trust, Ser 2005-4, Cl 1M1
2.269%, ICE LIBOR USD 1 Month + 0.430%, 05/25/2035(D)		704		661
J.P. Morgan Chase Commercial Mortgage Securities Trust, Ser NLP, Cl D
3.445%, TSFR1M + 2.166%, 04/15/2037(A)(D)		300		280
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-WPT, Cl FFL
4.270%, ICE LIBOR USD 1 Month + 3.150%, 07/05/2033(A)(D)		1,790		1,732
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-BKWD, Cl E
3.924%, ICE LIBOR USD 1 Month + 2.600%, 09/15/2029(A)(D)		1,730		1,636
JPMorgan Chase Commercial Mortgage Securities Trust, Ser HTL5, Cl F
5.590%, ICE LIBOR USD 1 Month + 4.265%, 11/15/2038(A)(D)		710		653
Legacy Mortgage Asset Trust, Ser 2021-GS1, Cl A2
3.844%, 10/25/2066(A)		660		636
Morgan Stanley Re-REMIC Trust, Ser 2010-R5, Cl 4B
2.503%, 06/26/2036(A)		237		215
Multifamily Connecticut Avenue Securities Trust, Ser 2019-01, Cl M10
4.874%, ICE LIBOR USD 1 Month + 3.250%, 10/15/2049(A)(D)		530		492
Multifamily Connecticut Avenue Securities Trust, Ser 2020-01, Cl M10
5.374%, ICE LIBOR USD 1 Month + 3.750%, 03/25/2050(A)(D)		480		431
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl F
6.874%, ICE LIBOR USD 1 Month + 5.250%, 05/25/2055(A)(D)		430		427
Nomura Asset Acceptance Alternative Loan Trust, Ser 2003-A1, Cl M
6.647%, 05/25/2033(D)		680		418


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Nomura Resecuritization Trust, Ser 2015-4R, Cl 5A1
2.374%, ICE LIBOR USD 1 Month + 0.430%, 03/26/2036(A)(D)	$	322	$	292
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
4.352%, ICE LIBOR USD 1 Month + 2.700%, 10/27/2022(A)(D)		224		223
Radnor, Ser 2020-1, Cl M1C
3.374%, ICE LIBOR USD 1 Month + 1.750%, 01/25/2030(A)(D)		1,830		1,737
RALI Series Trust, Ser 2006-QO2, Cl A2
2.164%, ICE LIBOR USD 1 Month + 0.540%, 02/25/2046(D)		1,290		303
RALI Series Trust, Ser 2007-QO2, Cl A1
1.774%, ICE LIBOR USD 1 Month + 0.150%, 02/25/2047(D)		814		337
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl M
4.750%, 05/25/2057(D)		1,720		1,644
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl M
4.750%, 08/25/2057(A)(D)		1,125		1,001
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl M
4.500%, 02/25/2059(A)(D)		1,720		1,511
Seasoned Credit Risk Transfer Trust, Ser 2020-1, Cl M
4.250%, 08/25/2059(A)(D)		2,230		1,982
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl M
4.250%, 11/25/2059(A)(D)		830		745
Seasoned Credit Risk Transfer Trust, Ser 2020-3, Cl M
4.250%, 05/25/2060(A)(D)		640		616
Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl M
4.500%, 11/25/2061(A)(D)		320		274
Shops at Crystals Trust, Ser 2106-CSTL, Cl D
3.856%, 07/05/2036(A)(D)		885		739
SMR Mortgage Trust, Ser IND, Cl F
7.279%, TSFR1M + 6.000%, 02/15/2039(A)(D)		820		772
Soho Trust, Ser SOHO, Cl D
2.787%, 08/10/2038(A)(D)		440		336
Taubman Centers Commercial Mortgage Trust, Ser DPM, Cl A
3.465%, TSFR1M + 2.186%, 05/15/2037(A)(D)		650		632
Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl F
5.373%, ICE LIBOR USD 1 Month + 4.252%, 11/11/2034(A)(D)		583		527


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Tharaldson Hotel Portfolio Trust, Ser 2018-THL, Cl E
4.600%, ICE LIBOR USD 1 Month + 3.480%, 11/11/2034(A)(D)	$	1,742	$	1,581
Towd Point Mortgage Trust, Ser 2019-4, Cl B1B
3.500%, 10/25/2059(A)(D)		640		515
WaMu Mortgage Pass-Through Certificates Trust, Ser 2006-AR16, Cl 2A2
2.387%, 12/25/2036(D)		566		506
Wells Fargo Mortgage-Backed Securities Trust, Ser 2006-AR5, Cl 2A1
2.756%, 04/25/2036(D)		398		379


				47,631
Total Mortgage-Backed Securities
(Cost $60,437) ($ Thousands)				56,001


	Shares
COMMON STOCK — 7.0%

Communication Services — 0.7%
Activision Blizzard Inc		1,211		94
Alphabet Inc, Cl A *		475		1,035
Alphabet Inc, Cl C *		436		954
AT&T Inc		11,347		238
Charter Communications Inc, Cl A *		186		87
Comcast Corp, Cl A		7,178		282
DISH Network Corp, Cl A *		377		7
Electronic Arts Inc		431		52
Fox Corp, Cl A		527		17
Fox Corp, Cl B		207		6
Intelsat Jackson Holdings *(B)		22,512		664
Interpublic Group of Cos Inc/The		661		18
Live Nation Entertainment Inc *		224		19
Lumen Technologies Inc		1,286		14
Match Group Inc *		431		30
Meta Platforms Inc, Cl A *		3,654		589
Netflix Inc *		710		124
News Corp, Cl A		509		8
News Corp, Cl B		145		2
Omnicom Group Inc		298		19
Paramount Global, Cl B		880		22
Take-Two Interactive Software Inc, Cl A *		262		32
T-Mobile US Inc *		916		123
Twitter Inc *		1,220		46
Verizon Communications Inc		6,656		338
Walt Disney Co/The *		2,889		273
Warner Bros Discovery Inc *		3,454		46

				5,139


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Consumer Discretionary — 0.7%
Advance Auto Parts Inc		103	$	18
Amazon.com Inc, Cl A *		13,829		1,469
Aptiv PLC *		413		37
AutoZone Inc *		32		69
Bath & Body Works Inc		444		12
Best Buy Co Inc		311		20
Booking Holdings Inc *		64		112
BorgWarner Inc		394		13
Caesars Entertainment Inc *		366		14
CarMax Inc *		279		25
Carnival Corp *		1,370		12
Chipotle Mexican Grill Inc, Cl A *		43		56
Darden Restaurants Inc		188		21
Dollar General Corp		359		88
Dollar Tree Inc *		344		54
Domino's Pizza Inc		62		24
DR Horton Inc		487		32
eBay Inc		960		40
Etsy Inc *		221		16
Expedia Group Inc *		221		21
Ford Motor Co		6,128		68
Garmin Ltd		255		25
General Motors Co *		2,262		72
Genuine Parts Co		211		28
Hasbro Inc		183		15
Hilton Worldwide Holdings Inc		429		48
Home Depot Inc/The		1,635		449
Las Vegas Sands Corp *		569		19
Lennar Corp, Cl A		434		31
LKQ Corp		454		22
Lowe's Cos Inc		1,046		183
Marriott International Inc/MD, Cl A		423		57
McDonald's Corp		1,186		293
MGM Resorts International		651		19
Mohawk Industries Inc *		83		10
Newell Brands Inc, Cl B		593		11
NIKE Inc, Cl B		2,028		207
Norwegian Cruise Line Holdings Ltd *		566		6
NVR Inc *		5		20
O'Reilly Automotive Inc *		104		66
Penn National Gaming Inc *		253		8
Pool Corp		67		24
PulteGroup Inc		424		17
PVH Corp		104		6
Ralph Lauren Corp, Cl A		70		6
Ross Stores Inc		540		38
Royal Caribbean Cruises Ltd *		377		13
Starbucks Corp		1,803		138
Tapestry Inc		445		14
Target Corp, Cl A		732		103
Tesla Inc *		1,324		892


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TJX Cos Inc/The		1,861	$	104
Tractor Supply Co		187		36
Ulta Beauty Inc *		89		34
VF Corp		542		24
Whirlpool Corp		98		15
Wynn Resorts Ltd *		136		8
Yum! Brands Inc		442		50

				5,332
Consumer Staples — 0.5%
Altria Group Inc		2,909		122
Archer-Daniels-Midland Co		865		67
Brown-Forman Corp, Cl B		260		18
Campbell Soup Co		352		17
Church & Dwight Co Inc		400		37
Clorox Co/The		206		29
Coca-Cola Co/The		6,160		388
Colgate-Palmolive Co		1,311		105
Conagra Brands Inc		814		28
Constellation Brands Inc, Cl A		252		59
Costco Wholesale Corp		703		337
Estee Lauder Cos Inc/The, Cl A		362		92
General Mills Inc		928		70
Hershey Co/The		221		48
Hormel Foods Corp		408		19
J M Smucker Co/The		183		23
Kellogg Co		434		31
Keurig Dr Pepper Inc		1,167		41
Kimberly-Clark Corp		518		70
Kraft Heinz Co/The		1,076		41
Kroger Co/The		1,026		49
Lamb Weston Holdings Inc		229		16
McCormick & Co Inc/MD		412		34
Molson Coors Beverage Co, Cl B		262		14
Mondelez International Inc, Cl A		2,171		135
Monster Beverage Corp *		572		53
PepsiCo Inc		2,193		365
Philip Morris International Inc		2,461		243
Procter & Gamble Co/The		3,794		546
Sysco Corp, Cl A		781		66
Tyson Foods Inc, Cl A		480		41
Walgreens Boots Alliance Inc		1,095		42
Walmart Inc		2,245		273

				3,519
Energy — 0.4%
APA Corp		582		20
Baker Hughes Co, Cl A		1,383		40
Chevron Corp		3,109		450
ConocoPhillips		2,069		186
Coterra Energy Inc		1,330		34
Devon Energy Corp		1,015		56
Diamondback Energy Inc, Cl A		256		31


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
EOG Resources Inc		912	$	101
Exxon Mobil Corp		6,698		574
Halliburton Co		1,373		43
Hess Corp		447		47
Kinder Morgan Inc		3,161		53
Marathon Oil Corp		1,120		25
Marathon Petroleum Corp		895		74
Noble Corp *		2,884		73
Occidental Petroleum Corp		1,373		81
ONEOK Inc		680		38
Phillips 66		753		62
Pioneer Natural Resources Co		352		78
Schlumberger NV, Cl A		2,180		78
Summit Midstream Partners LP *		28,458		362
Titan Energy LLC *(B)		12,743		—
Valero Energy Corp		657		70
Williams Cos Inc/The		1,868		58

				2,634
Financials — 0.8%
Aflac Inc		921		51
Allstate Corp/The		431		55
American Express Co		981		136
American International Group Inc		1,286		66
Ameriprise Financial Inc		170		40
Aon PLC, Cl A		335		90
Arthur J Gallagher & Co		319		52
Aspect *(B)		57		—
Assurant Inc		88		15
Bank of America Corp		11,267		351
Bank of New York Mellon Corp/The		1,136		47
Berkshire Hathaway Inc, Cl B *		2,862		781
BlackRock Inc		228		139
Brown & Brown Inc		387		23
Capital One Financial Corp		642		67
CBOE Global Markets Inc		152		17
Charles Schwab Corp/The		2,398		151
Chubb Ltd		674		132
Cincinnati Financial Corp		249		30
Citigroup Inc		3,072		141
Citizens Financial Group Inc		823		29
CME Group Inc, Cl A		562		115
Comerica Inc		213		16
Discover Financial Services		439		42
Everest Re Group Ltd		64		18
FactSet Research Systems Inc		64		25
Fifth Third Bancorp		1,042		35
First Republic Bank/CA		273		39
Franklin Resources Inc		359		8
Globe Life Inc		148		14
Goldman Sachs Group Inc/The		541		161
Hartford Financial Services Group Inc/The		504		33
Huntington Bancshares Inc/OH		2,392		29


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Intercontinental Exchange Inc		876	$	82
Invesco Ltd		456		7
JPMorgan Chase & Co		4,677		527
KeyCorp		1,552		27
Lincoln National Corp		274		13
Loews Corp		335		20
M&T Bank Corp		292		47
MarketAxess Holdings Inc		67		17
Marsh & McLennan Cos Inc		789		122
MetLife Inc		1,085		68
Moody's Corp		251		68
Morgan Stanley		2,257		172
MSCI Inc, Cl A		125		52
Nasdaq Inc, Cl A		195		30
Noble Corp *		5,098		166
Northern Trust Corp		343		33
PNC Financial Services Group Inc/The		656		103
Principal Financial Group Inc, Cl A		407		27
Progressive Corp/The		910		106
Prudential Financial Inc		583		56
Raymond James Financial Inc		324		29
Regions Financial Corp		1,564		29
S&P Global Inc		549		185
Signature Bank/New York NY, Cl B		105		19
State Street Corp		559		34
SVB Financial Group, Cl B *		90		36
Synchrony Financial		873		24
T Rowe Price Group Inc		351		40
Travelers Cos Inc/The		372		63
Truist Financial Corp		2,085		99
US Bancorp		2,107		97
W R Berkley Corp		343		23
Wells Fargo & Co		5,997		235
Willis Towers Watson PLC		185		37
Zions Bancorp NA		250		13

				5,654
Health Care — 1.0%
Abbott Laboratories		2,805		305
AbbVie Inc		2,801		429
ABIOMED Inc *		75		19
Agilent Technologies Inc		462		55
Align Technology Inc *		112		27
AmerisourceBergen Corp, Cl A		226		32
Amgen Inc, Cl A		845		206
Baxter International Inc		769		49
Becton Dickinson and Co		444		109
Biogen Inc *		224		46
Bio-Rad Laboratories Inc, Cl A *		35		17
Bio-Techne Corp		66		23
Boston Scientific Corp *		2,216		83
Bristol-Myers Squibb Co		3,368		259
Cardinal Health Inc		466		24


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Catalent Inc *		291	$	31
Centene Corp *		902		76
Charles River Laboratories International Inc *		86		18
Cigna Corp		504		133
Cooper Cos Inc/The, Cl A		71		22
CVS Health Corp		2,088		193
Danaher Corp, Cl A		1,011		256
DaVita Inc *		98		8
DENTSPLY SIRONA Inc		307		11
Dexcom Inc *		600		45
Edwards Lifesciences Corp, Cl A *		973		93
Elevance Health Inc		386		186
Eli Lilly & Co		1,258		408
Gilead Sciences Inc		1,957		121
HCA Healthcare Inc		372		63
Henry Schein Inc *		227		17
Hologic Inc *		370		26
Humana Inc		199		93
IDEXX Laboratories Inc *		131		46
Illumina Inc *		242		45
Incyte Corp *		274		21
Intuitive Surgical Inc *		572		115
IQVIA Holdings Inc *		295		64
Johnson & Johnson		4,164		739
Laboratory Corp of America Holdings		141		33
McKesson Corp		231		75
Medtronic PLC		2,139		192
Merck & Co Inc		4,005		365
Mettler-Toledo International Inc *		35		40
Moderna Inc *		549		78
Molina Healthcare Inc *		84		24
Organon & Co		346		12
PerkinElmer Inc		210		30
Pfizer Inc		8,891		466
Quest Diagnostics Inc		175		23
Regeneron Pharmaceuticals Inc *		166		98
ResMed Inc		224		47
STERIS PLC		165		34
Stryker Corp		525		104
Teleflex Inc		77		19
Thermo Fisher Scientific Inc		625		340
UnitedHealth Group Inc		1,490		765
Universal Health Services Inc, Cl B		117		12
Vertex Pharmaceuticals Inc *		396		112
Viatris Inc, Cl W *		2,064		22
Waters Corp *		101		33
West Pharmaceutical Services Inc		113		34
Zimmer Biomet Holdings Inc		316		33
Zoetis Inc, Cl A		740		127

				7,631


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Industrials — 0.5%
3M Co		893	$	116
A O Smith Corp		208		11
Alaska Air Group Inc *		188		7
Allegion plc		146		14
American Airlines Group Inc *		1,042		13
AMETEK Inc		352		39
Boeing Co/The *		878		120
Carrier Global Corp		1,316		47
Caterpillar Inc, Cl A		861		154
CH Robinson Worldwide Inc		225		23
Cintas Corp		135		50
Copart Inc *		323		35
CSX Corp		3,466		101
Cummins Inc		217		42
Deere & Co		447		134
Delta Air Lines Inc, Cl A *		1,057		31
Dover Corp		239		29
Eaton Corp PLC		620		78
Emerson Electric Co		922		73
Equifax Inc		185		34
Expeditors International of Washington Inc		283		28
Fastenal Co, Cl A		938		47
FedEx Corp		378		86
Fortive Corp		537		29
Fortune Brands Home & Security Inc		219		13
Generac Holdings Inc *		108		23
General Dynamics Corp		357		79
General Electric Co		1,757		112
Honeywell International Inc		1,091		190
Howmet Aerospace Inc		627		20
Huntington Ingalls Industries Inc, Cl A		70		15
IDEX Corp		128		23
Illinois Tool Works Inc		444		81
Ingersoll Rand Inc		677		28
Jacobs Engineering Group Inc		191		24
JB Hunt Transport Services Inc		139		22
Johnson Controls International plc		1,085		52
L3Harris Technologies Inc		303		73
Leidos Holdings Inc		216		22
Lockheed Martin Corp		375		161
Masco Corp		412		21
Nielsen Holdings PLC		477		11
Nordson Corp		97		20
Norfolk Southern Corp		373		85
Northrop Grumman Corp		228		109
Old Dominion Freight Line Inc, Cl A		142		36
Otis Worldwide Corp		649		46
PACCAR Inc		529		44
Parker-Hannifin Corp, Cl A		197		48
Pentair PLC		269		12
Quanta Services Inc		237		30


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Raytheon Technologies Corp		2,372	$	228
Republic Services Inc		316		41
Robert Half International Inc		184		14
Rockwell Automation Inc		177		35
Rollins Inc		442		15
Snap-on Inc		75		15
Southwest Airlines Co, Cl A *		975		35
Stanley Black & Decker Inc		245		26
Textron Inc		374		23
Trane Technologies PLC		358		46
TransDigm Group Inc *		81		43
Union Pacific Corp		1,012		216
United Airlines Holdings Inc *		552		20
United Parcel Service Inc, Cl B		1,160		212
United Rentals Inc *		120		29
Verisk Analytics Inc, Cl A		246		43
Waste Management Inc		598		91
Westinghouse Air Brake Technologies Corp		312		26
WW Grainger Inc		71		32
Xylem Inc/NY		312		24

				3,955
Information Technology — 1.8%
Accenture PLC, Cl A		1,003		278
Adobe Inc *		749		274
Advanced Micro Devices Inc *		2,598		199
Akamai Technologies Inc *		241		22
Amphenol Corp, Cl A		924		60
Analog Devices Inc		822		120
ANSYS Inc *		144		34
Apple Inc		24,326		3,326
Applied Materials Inc		1,417		129
Arista Networks Inc *		342		32
Autodesk Inc, Cl A *		340		58
Automatic Data Processing Inc		670		141
Broadcom Inc		646		314
Broadridge Financial Solutions Inc		173		25
Cadence Design Systems Inc *		428		64
CDW Corp/DE		204		32
Ceridian HCM Holding Inc *		251		12
Cisco Systems Inc		6,572		280
Citrix Systems Inc		178		17
Cognizant Technology Solutions Corp, Cl A		812		55
Corning Inc, Cl B		1,133		36
DXC Technology Co *		313		9
Enphase Energy Inc *		220		43
EPAM Systems Inc *		98		29
F5 Inc, Cl A *		87		13
Fidelity National Information Services Inc, Cl B		947		87
Fiserv Inc, Cl A *		923		82
FleetCor Technologies Inc *		135		28
Fortinet Inc *		1,050		59


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Gartner Inc *		124	$	30
Global Payments Inc		438		48
Hewlett Packard Enterprise Co		1,939		26
HP Inc		1,668		55
Intel Corp		6,467		242
International Business Machines Corp		1,427		201
Intuit Inc		451		174
Jack Henry & Associates Inc		123		22
Juniper Networks Inc		521		15
Keysight Technologies Inc *		278		38
KLA Corp		234		75
Lam Research Corp		218		93
Mastercard Inc, Cl A		1,367		431
Microchip Technology Inc		857		50
Micron Technology Inc		1,752		97
Microsoft Corp		11,839		3,041
Monolithic Power Systems Inc		63		24
Motorola Solutions Inc		260		55
NetApp Inc		318		21
NortonLifeLock Inc		981		21
NVIDIA Corp		3,956		600
NXP Semiconductors NV		412		61
ON Semiconductor Corp *		687		35
Oracle Corp, Cl B		2,510		175
Paychex Inc		494		56
Paycom Software Inc *		81		23
PayPal Holdings Inc *		1,859		130
PTC Inc *		170		18
Qlik *(B)		3,600		—
Qlik, Cl A *(B)		56		57
Qlik, Cl B *(B)		13,812		—
Qorvo Inc *		188		18
QUALCOMM Inc		1,791		229
Roper Technologies Inc		163		64
Salesforce Inc *		1,564		258
Seagate Technology Holdings PLC		337		24
ServiceNow Inc *		319		152
Skyworks Solutions Inc		237		22
SolarEdge Technologies Inc *		86		24
Synopsys Inc *		238		72
TE Connectivity Ltd		502		57
Teledyne Technologies Inc *		68		26
Teradyne Inc		234		21
Texas Instruments Inc		1,467		225
Trimble Inc *		421		25
Tyler Technologies Inc *		69		23
VeriSign Inc *		140		23
Visa Inc, Cl A		2,625		517
Western Digital Corp *		524		23
Zebra Technologies Corp, Cl A *		77		23

				13,598


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Materials — 0.2%
Air Products and Chemicals Inc		344	$	83
Albemarle Corp		177		37
Amcor PLC		2,230		28
Arctic Canadian Diamond Company Ltd. *(B)		824		—
Avery Dennison Corp		140		23
Ball Corp		492		34
Celanese Corp, Cl A		187		22
CF Industries Holdings Inc		361		31
Corteva Inc		1,119		60
Dow Inc		1,136		59
DuPont de Nemours Inc		788		44
Eastman Chemical Co		219		20
Ecolab Inc		385		59
FMC Corp		209		22
Freeport-McMoRan Inc, Cl B		2,289		67
International Flavors & Fragrances Inc		389		46
International Paper Co		646		27
Linde PLC		796		229
LyondellBasell Industries NV, Cl A		430		37
Martin Marietta Materials Inc, Cl A		103		31
Mosaic Co/The		614		29
Newmont Corp		1,240		74
Nucor Corp		418		44
Packaging Corp of America		138		19
PPG Industries Inc		362		41
Sealed Air Corp		231		13
Sherwin-Williams Co/The, Cl A		375		84
Vulcan Materials Co		219		31
Westrock Co		376		15

				1,309
Real Estate — 0.2%
Alexandria Real Estate Equities Inc ^‡		214		31
American Tower Corp, Cl A ^‡		740		189
AvalonBay Communities Inc ^‡		214		42
Boston Properties Inc ^‡		203		18
Camden Property Trust ^‡		162		22
CBRE Group Inc, Cl A *		510		38
Crown Castle International Corp ^‡		675		114
Digital Realty Trust Inc, Cl A ^‡		436		57
Duke Realty Corp ^‡		570		31
Equinix Inc ^‡		140		92
Equity Residential ^‡		521		38
Essex Property Trust Inc ^‡		95		25
Extra Space Storage Inc ^‡		203		34
Federal Realty OP LP ^‡		92		9
Healthpeak Properties Inc ^‡		771		20
Host Hotels & Resorts Inc ^‡		1,182		18
Iron Mountain Inc ^‡		445		22
Kimco Realty Corp ^‡		900		18
Mid-America Apartment Communities Inc ^‡		191		33


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Prologis Inc ^‡		1,182	$	139
Public Storage ^‡		237		74
Realty Income Corp ^‡		952		65
Regency Centers Corp ^‡		251		15
SBA Communications Corp, Cl A ^‡		167		53
Simon Property Group Inc ^‡		507		48
UDR Inc ^‡		495		23
Ventas Inc ^‡		661		34
VICI Properties Inc ^‡		1,524		45
Vornado Realty Trust ^‡		297		8
Welltower Inc ^‡		670		55
Weyerhaeuser Co ^‡		1,135		38

				1,448
Utilities — 0.2%
AES Corp/The		1,094		23
Alliant Energy Corp		413		24
Ameren Corp		424		38
American Electric Power Co Inc		779		75
American Water Works Co Inc		276		41
Atmos Energy Corp		222		25
CenterPoint Energy Inc		1,045		31
CMS Energy Corp		431		29
Consolidated Edison Inc		540		51
Constellation Energy Corp		542		31
Dominion Energy Inc		1,262		101
DTE Energy Co		318		40
Duke Energy Corp		1,202		129
Edison International		624		39
Entergy Corp		331		37
Evergy Inc		379		25
Eversource Energy		523		44
Exelon Corp		1,512		69
FirstEnergy Corp		939		36
NextEra Energy Inc		3,118		242
NiSource Inc		636		19
NRG Energy Inc		400		15
Pinnacle West Capital Corp		199		15
PPL Corp		1,240		34
Public Service Enterprise Group Inc		773		49
Sempra Energy		495		74
Southern Co/The		1,654		118
WEC Energy Group Inc		480		48
Xcel Energy Inc		827		59

				1,561
Total Common Stock
(Cost $26,548) ($ Thousands)				51,780


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 4.4%
Other Asset-Backed Securities — 4.4%

Aimco CLO 12, Ser 2022-12A, Cl DR
3.751%, TSFR3M + 2.900%, 01/17/2032(A)(D)	$	360	$	340
Apidos CLO XXII, Ser 2020-22A, Cl DR
7.813%, ICE LIBOR USD 3 Month + 6.750%, 04/20/2031(A)(D)		1,380		1,253
Bain Capital Credit CLO, Ser 2021-1A, Cl D
3.954%, ICE LIBOR USD 3 Month + 2.910%, 04/18/2034(A)(D)		450		413
Benefit Street Partners CLO IV, Ser 2021-IVA, Cl CRRR
4.663%, ICE LIBOR USD 3 Month + 3.600%, 01/20/2032(A)(D)		340		321
BlueMountain CLO XXIX, Ser 2021-29A, Cl ER
8.044%, ICE LIBOR USD 3 Month + 6.860%, 07/25/2034(A)(D)		890		800
Bristol Park CLO, Ser 2020-1A, Cl ER
8.044%, ICE LIBOR USD 3 Month + 7.000%, 04/15/2029(A)(D)		500		469
Canyon Capital CLO, Ser 2021-1A, Cl E
7.454%, ICE LIBOR USD 3 Month + 6.410%, 04/15/2034(A)(D)		280		249
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A1
2.461%, ICE LIBOR USD 3 Month + 1.050%, 05/15/2031(A)(D)		1,045		1,019
Carlyle US CLO, Ser 2021-2A, Cl DR
7.544%, ICE LIBOR USD 3 Month + 6.500%, 07/15/2032(A)(D)		850		773
Cathedral Lake VI, Ser 2021-6A, Cl E
8.394%, ICE LIBOR USD 3 Month + 7.210%, 04/25/2034(A)(D)		300		263
Cathedral Lake VII, Ser 2021-7RA, Cl D
5.324%, ICE LIBOR USD 3 Month + 4.280%, 01/15/2032(A)(D)		700		669
Catskill Park CLO, Ser 2017-1A, Cl D
7.063%, ICE LIBOR USD 3 Month + 6.000%, 04/20/2029(A)(D)		900		785
CIFC Funding, Ser 2017-3A, Cl C
4.713%, ICE LIBOR USD 3 Month + 3.650%, 07/20/2030(A)(D)		690		644
CIFC Funding, Ser 2021-4A, Cl D
3.944%, ICE LIBOR USD 3 Month + 2.900%, 07/15/2033(A)(D)		490		462
Copper River CLO, Ser 2006-1A
0.000%, 01/20/2021(A)(C)		3,000		192
Countrywide Asset-Backed Certificates, Ser 2006-12, Cl 1A
1.884%, ICE LIBOR USD 1 Month + 0.260%, 12/25/2036(D)		1,082		978


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CQS US CLO, Ser 2021-1A, Cl D1
4.613%, ICE LIBOR USD 3 Month + 3.550%, 01/20/2035(A)(D)	$	1,850	$	1,707
Dividend Solar Loans, Ser 2019-1, Cl A
3.670%, 08/22/2039(A)		6		6
Dryden LXXV CLO, Ser 2021-75A, Cl ER2
7.644%, ICE LIBOR USD 3 Month + 6.600%, 04/15/2034(A)(D)		770		687
Dryden XLIII Senior Loan Fund, Ser 2021-43A, Cl ER3
7.463%, ICE LIBOR USD 3 Month + 6.400%, 04/20/2034(A)(D)		330		294
Eaton Vance CLO, Ser 2021-2A, Cl ER
7.544%, ICE LIBOR USD 3 Month + 6.500%, 01/15/2035(A)(D)		500		452
Educational Funding, Ser 2006-1A, Cl A3
1.534%, ICE LIBOR USD 3 Month + 0.350%, 04/25/2033(A)(D)		709		546
Fortress Credit BSL XII, Ser 2021-4A, Cl E
8.174%, ICE LIBOR USD 3 Month + 7.130%, 10/15/2034(A)(D)		250		209
Golub Capital Partners CLO LIII, Ser 2021-53A, Cl E
7.763%, ICE LIBOR USD 3 Month + 6.700%, 07/20/2034(A)(D)		410		366
GoodLeap Sustainable Home Solutions Trust, Ser 2021-4GS, Cl A
1.930%, 07/20/2048(A)		149		127
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B
2.940%, 01/20/2049(A)		94		84
Halsey Point CLO I, Ser 2019-1A, Cl F
9.263%, ICE LIBOR USD 3 Month + 8.200%, 01/20/2033(A)(D)		290		247
Hardee's Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/2051(A)		158		136
HGI CRE CLO, Ser 2021-FL1, Cl C
3.209%, ICE LIBOR USD 1 Month + 1.700%, 06/16/2036(A)(D)		330		320
Jay Park CLO, Ser 2018-1A, Cl DR
6.263%, ICE LIBOR USD 3 Month + 5.200%, 10/20/2027(A)(D)		590		543
LCM XXII, Ser 2018-22A, Cl DR
6.563%, ICE LIBOR USD 3 Month + 5.500%, 10/20/2028(A)(D)		350		272
Marathon CLO II, Ser 2005-2A
0.000%, 12/20/2019(A)(B)(C)		750		–
Marathon CLO, Ser 2019-2A, Cl BA
4.363%, ICE LIBOR USD 3 Month + 3.300%, 01/20/2033(A)(D)		330		314


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman Loan Advisers CLO 33, Ser 2021-33A, Cl DR
3.944%, ICE LIBOR USD 3 Month + 2.900%, 10/16/2033(A)(D)	$	500	$	461
Neuberger Berman Loan Advisers CLO 49, Ser 2022-49A, Cl D
4.701%, TSFR3M + 3.400%, 07/25/2034(A)(D)		2,975		2,918
Neuberger Berman Loan Advisers CLO, Ser 2021-44A, Cl E
7.044%, ICE LIBOR USD 3 Month + 6.000%, 10/16/2034(A)(D)		490		433
Oaktree CLO, Ser 2019-1A, Cl D
4.936%, ICE LIBOR USD 3 Month + 3.800%, 04/22/2030(A)(D)		250		222
Ocean Trails CLO X, Ser 2021-10A, Cl ER
8.614%, ICE LIBOR USD 3 Month + 7.570%, 10/15/2034(A)(D)		590		517
OCP CLO, Ser 2022-24A, Cl D
5.461%, TSFR3M + 3.800%, 07/20/2035(A)(D)		3,200		3,069
OZLM VII, Ser 2018-7RA, Cl CR
4.044%, ICE LIBOR USD 3 Month + 3.000%, 07/17/2029(A)(D)		650		603
OZLM XI, Ser 2017-11A, Cl BR
3.586%, ICE LIBOR USD 3 Month + 2.300%, 10/30/2030(A)(D)		600		574
Parallel, Ser 2020-1A, Cl CR
3.063%, ICE LIBOR USD 3 Month + 2.000%, 07/20/2029(A)(D)		750		720
Peace Park CLO, Ser 2021-1A, Cl E
7.063%, ICE LIBOR USD 3 Month + 6.000%, 10/20/2034(A)(D)		400		350
RR, Ser 2021-18A, Cl D
7.294%, ICE LIBOR USD 3 Month + 6.250%, 10/15/2034(A)(D)		750		662
Sculptor CLO XXVI, Ser 2021-26A, Cl E
8.313%, ICE LIBOR USD 3 Month + 7.250%, 07/20/2034(A)(D)		450		402
SMB Private Education Loan Trust, Ser 2021-A, Cl D1
3.860%, 01/15/2053(A)		690		646
Structured Asset Securities Mortgage Loan Trust, Ser 2006-GEL4, Cl M1
2.194%, ICE LIBOR USD 1 Month + 0.570%, 10/25/2036(A)(D)		1,142		1,117
Sunnova Helios II, Ser 2019-AA, Cl C
5.320%, 06/20/2046(A)		459		439
Sunrun Atlas Issuer, Ser 2019-2, Cl A
3.610%, 02/01/2055(A)		401		364
Symphony CLO XIX, Ser 2018-19A, Cl E
6.244%, ICE LIBOR USD 3 Month + 5.200%, 04/16/2031(A)(D)		250		221


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
TCI-Symphony CLO, Ser 2021-1A, Cl ER2
7.771%, ICE LIBOR USD 3 Month + 6.750%, 10/13/2032(A)(D)	$	730	$	658
Tikehau US CLO I, Ser 2021-1A, Cl E
7.126%, ICE LIBOR USD 3 Month + 6.910%, 01/18/2035(A)(D)		1,200		1,046
Voya CLO, Ser 2018-3A, Cl A1A
2.194%, ICE LIBOR USD 3 Month + 1.150%, 10/15/2031(A)(D)		250		245
Voya CLO, Ser 2021-3A, Cl DR
8.013%, ICE LIBOR USD 3 Month + 6.950%, 04/20/2034(A)(D)		260		235
Whitehorse XII, Ser 2018-12A, Cl D
4.694%, ICE LIBOR USD 3 Month + 3.650%, 10/15/2031(A)(D)		250		229
Z Capital Credit Partners CLO, Ser 2021-1A, Cl D
5.244%, ICE LIBOR USD 3 Month + 4.200%, 07/15/2033(A)(D)		450		409
				32,480

Total Asset-Backed Securities
(Cost $38,730) ($ Thousands)				32,480

	Shares
PREFERRED STOCK — 0.4%

Energy — 0.4%
MPLX, 8.462% *(B)(E)		70,655		2,680


Financials — 0.0%
B Riley Financial, 5.500%		15,750		362

Total Preferred Stock
(Cost $2,690) ($ Thousands)				3,042


	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.4%
Alarm.com Holdings
0.000%, 01/15/2026(J)		57		47
Blackstone Mortgage Trust
5.500% , 03/15/2027		200		182
Cheesecake Factory
0.375% , 06/15/2026		138		105
DISH Network
3.375% , 08/15/2026		640		432
DraftKings Holdings
0.000%, 03/15/2028(J)		1,000		613
Gannett
6.000% , 12/01/2027		240		227


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Liberty Latin America
2.000% , 07/15/2024	$	140	$	121
Liberty TripAdvisor Holdings
0.500% , 06/30/2051(A)		70		44
NCL
2.500% , 02/15/2027(A)		90		62
NIO
0.500% , 02/01/2027		1,350		1,012
Spirit Airlines
1.000% , 05/15/2026		40		36

Total Convertible Bonds
(Cost $3,559) ($ Thousands)				2,881



U.S. TREASURY OBLIGATION — 0.2%
U.S. Treasury Notes
2.250%, 03/31/2024		1,360		1,343

Total U.S. Treasury Obligation
(Cost $1,354) ($ Thousands)				1,343



MUNICIPAL BOND — 0.0%
Illinois — 0.0%
Illinois State, Build America Bonds, GO
7.350%, 07/01/2035		225		246


Total Municipal Bond

(Cost $249) ($ Thousands)				246


		Number of Warrants
WARRANTS — 0.0%
Noble Corp., Expires 02/05/2028
Strike Price $0.01 **		5,574		67


Total Warrants
(Cost $12) ($ Thousands)				67


		Number of Rights
RIGHTS — 0.0%
Intelsat Jackson Holdings *^‡^‡(B)		4,712		–
Total Rights
(Cost $—) ($ Thousands)				–

A list of the open exchange traded options contracts held by the Fund at June 30, 2022 is as follows:

A list of the open futures contracts held by the Fund at June 30, 2022 is as follows:

A list of the open forward foreign currency contracts held by the Fund at June 30, 2022 is as follows:

A list of the open centrally cleared swap agreements held by the Fund at June 30, 2022 is as follows:

A list of open OTC swap agreements held by the Fund at June 30, 2022 is as follows:

	Percentages are based on Net Assets of $743,717 ($ Thousands).
*	Non-income producing 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 June 30, 2022, the value of these securities amounted to $313,460 ($ Thousands), representing 42.1% of the Net Assets of the Fund.
(B)	Level 3 security in accordance with fair value hierarchy.
(C)	No interest rate available.
(D)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(E)	Perpetual security with no stated maturity date.
(F)	Security is in default on interest payment.
(G)	Step Bonds – Represents the current rate, the step rate, the step date and the final maturity date.
(H)	Unsettled bank loan. Interest rate may not be available.
(I)	Zero coupon security.
(J)	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

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNY — Chinese Yuan Onshore

DAC — Designated Activity Company

EUR — Euro

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

H15T7Y — Harmonized 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

OIS — Overnight Index Swap

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

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

STACR — Structured Agency Credit Risk

TIIE — Interbank Equilibrium Interest Rate

ULC — Unlimited Liability Company

USD — U.S. Dollar

VAR — Variable Rate

ZAR — South African Rand

The following is a summary of the level of inputs used as of June 30, 2022, 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		–		359,382		–		359,382
Loan Participations		879		101,759		3,954		106,592
Sovereign Debt		–		71,657		–		71,657
Mortgage-Backed Securities		–		56,001		–		56,001
Common Stock		50,893		166		721		51,780
Asset-Backed Securities		–		32,480		–		32,480
Preferred Stock		–		362		2,680		3,042
Convertible Bonds		–		2,881		–		2,881
U.S. Treasury Obligation		–		1,343		–		1,343
Municipal Bond		–		246		–		246
Warrants		–		67		–		67
Rights		–		–		–		–
Purchased Options		534		–		–		534
Total Investments in Securities		52,306		626,344		7,355		686,005

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(2,313	)		–			–		(2,313	)
Futures Contracts*
Unrealized Appreciation		892			–			–		892
Unrealized Depreciation		(3,282	)		–			–		(3,282	)
Forwards Contracts*
Unrealized Appreciation		–			2,244			–		2,244
Unrealized Depreciation		–			(2,044	)		–		(2,044	)
OTC Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(90	)		–		(90	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			580			–		580
Unrealized Depreciation		–			(507	)		–		(507	)
Interest Rate Swaps*
Unrealized Appreciation		–			711			–		711
Unrealized Depreciation		–			(1,188	)		–		(1,188	)
Total Other Financial Instruments		(4,703	)		(294	)		–		(4,997	)

*	Futures contracts, forward contracts and swap 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 June 30, 2022, there were transfers between Level 2 and Level 3 assets and liabilities due to the availability of observable inputs to determine fair value.

Amounts designated as “—” are either $0 or have been rounded to $0.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 62.7%
U.S. Treasury Bills ^
3.122%, 06/15/2023 (A)	$	500	$	487
1.312%, 09/29/2022 (A)		10,000		9,959
1.253%, 09/15/2022 (A)		10,000		9,967
1.241%, 09/08/2022 (A)		12,000		11,965
0.981%, 08/11/2022 (A)		10,000		9,985
0.963%, 08/25/2022 (A)		12,000		11,974
0.650%, 07/21/2022 (A)		9,000		8,995
U.S. Treasury Inflation Protected Securities
0.625%, 01/15/2024		39,775		40,456
0.625%, 01/15/2026		12,828		12,971
0.375%, 07/15/2025		55,270		55,824
0.375%, 01/15/2027		60,028		59,804
0.375%, 07/15/2027		32,486		32,368
0.250%, 01/15/2025		68,356		68,770
0.125%, 07/15/2024		31,261		31,560
0.125%, 10/15/2024		52,399		52,719
0.125%, 10/15/2025		33,332		33,306
0.125%, 07/15/2026		41,511		41,175
U.S. Treasury Notes ^
1.908%, US Treasury 3 Month Bill Money Market Yield + 0.049%, 01/31/2023 (D)		1,800		1,803
1.894%, US Treasury 3 Month Bill Money Market Yield + 0.035%, 10/31/2023 (D)		6,000		6,015
1.893%, US Treasury 3 Month Bill Money Market Yield + 0.034%, 04/30/2023 (D)		6,700		6,713
1.888%, US Treasury 3 Month Bill Money Market Yield + 0.029%, 07/31/2023 (D)		19,400		19,444
1.844%, US Treasury 3 Month Bill Money Market Yield + -0.015%, 01/31/2024 (D)		10,600		10,611
1.784%, US Treasury 3 Month Bill Money Market Yield + -0.075%, 04/30/2024 (D)		5,000		4,996
0.125%, 04/30/2023		400		391

Total U.S. Treasury Obligations
(Cost $557,292) ($ Thousands)				542,258


	Shares
COMMON STOCK — 31.5%

Communication Services — 2.7%
Activision Blizzard Inc		9,047		704
Alphabet Inc, Cl A *		1,476		3,216
Alphabet Inc, Cl C *		1,359		2,973
AMC Entertainment Holdings, Cl A *		7,800		106
AT&T Inc		140,947		2,954


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cogent Communications Holdings Inc		800	$	49
Electronic Arts Inc		3,876		471
Iridium Communications Inc *		4,021		151
Liberty Media Corp-Liberty Formula One, Cl C *		3,400		216
Live Nation Entertainment Inc *		1,500		124
Lumen Technologies Inc		24,071		263
Madison Square Garden Entertainment Corp *		378		20
Madison Square Garden Sports Corp *		173		26
Match Group Inc *		1,047		73
Meta Platforms Inc, Cl A *		11,442		1,845
Netflix Inc *		5,082		889
Pinterest Inc, Cl A *		1,721		31
Roku Inc, Cl A *		1,051		86
Spotify Technology SA *		2,017		189
Take-Two Interactive Software Inc, Cl A *		1,790		219
Telephone and Data Systems Inc		4,700		74
T-Mobile US Inc *		12,135		1,633
Twitter Inc *		4,487		168
Verizon Communications Inc		81,314		4,127
Walt Disney Co/The *		21,667		2,045
Warner Bros Discovery Inc *		28,137		378

				23,030
Consumer Staples — 8.2%
Albertsons Cos Inc, Cl A		4,400		118
Altria Group Inc		54,331		2,269
Andersons Inc/The		1,700		56
Archer-Daniels-Midland Co		16,400		1,273
B&G Foods Inc, Cl A		1,029		24
Beauty Health *		2,900		37
BellRing Brands *		2,119		53
Beyond Meat Inc *		1,400		34
BJ's Wholesale Club Holdings Inc *		4,100		256
Boston Beer Co Inc/The, Cl A *		250		76
Brown-Forman Corp, Cl A		1,128		76
Brown-Forman Corp, Cl B		4,817		338
Bunge Ltd		4,136		375
Cal-Maine Foods Inc		1,150		57
Campbell Soup Co		4,596		221
Casey's General Stores Inc		897		166
Celsius Holdings Inc *		1,500		98
Central Garden & Pet Co, Cl A *		1,500		60
Chefs' Warehouse Inc/The *		1,700		66
Church & Dwight Co Inc		6,979		647
Clorox Co/The		3,514		495
Coca-Cola Co/The		117,478		7,391
Coca-Cola Consolidated Inc		160		90
Colgate-Palmolive Co		24,723		1,981
Conagra Brands Inc		14,386		493
Constellation Brands Inc, Cl A		4,521		1,054


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Costco Wholesale Corp		13,328	$	6,388
Coty Inc, Cl A *		10,465		84
Darling Ingredients Inc *		5,136		307
Edgewell Personal Care Co		1,734		60
elf Beauty Inc *		2,200		68
Energizer Holdings Inc		2,113		60
Estee Lauder Cos Inc/The, Cl A		6,903		1,758
Flowers Foods Inc		5,007		132
Freshpet Inc *		1,300		67
General Mills Inc		17,495		1,320
Grocery Outlet Holding Corp *		2,000		85
Hain Celestial Group Inc/The *		2,034		48
Herbalife Nutrition Ltd *		2,408		49
Hershey Co/The		4,194		902
Hormel Foods Corp		8,039		381
Hostess Brands Inc, Cl A *		3,770		80
Ingredion Inc		1,982		175
Inter Parfums Inc		400		29
J & J Snack Foods Corp		227		32
J M Smucker Co/The		2,914		373
John B Sanfilippo & Son Inc		500		36
Kellogg Co		7,112		507
Keurig Dr Pepper Inc		22,046		780
Kimberly-Clark Corp		9,858		1,332
Kraft Heinz Co/The		19,718		752
Kroger Co/The		21,336		1,010
Lamb Weston Holdings Inc		4,205		300
Lancaster Colony Corp		550		71
McCormick & Co Inc/MD		7,246		603
Medifast Inc		354		64
MGP Ingredients Inc		800		80
Molson Coors Beverage Co, Cl B		5,374		293
Mondelez International Inc, Cl A		40,704		2,527
Monster Beverage Corp *		10,721		994
National Beverage Corp, Cl A		1,300		64
Nu Skin Enterprises Inc, Cl A		1,143		49
Olaplex Holdings Inc *		3,600		51
PepsiCo Inc		41,792		6,965
Performance Food Group Co *		4,395		202
Philip Morris International Inc		46,689		4,610
Pilgrim's Pride Corp *		1,078		34
Post Holdings Inc *		1,872		154
PriceSmart Inc		600		43
Primo Water Corp		4,125		55
Procter & Gamble Co/The		72,014		10,355
Reynolds Consumer Products Inc		1,500		41
Sanderson Farms Inc		601		130
Seaboard Corp		7		27
Simply Good Foods Co/The *		1,900		72
SpartanNash Co		1,700		51
Spectrum Brands Holdings Inc		966		79
Sprouts Farmers Market Inc *		3,028		77


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sysco Corp, Cl A		15,629	$	1,324
TreeHouse Foods Inc *		1,231		51
Tyson Foods Inc, Cl A		8,058		693
United Natural Foods Inc *		1,600		63
Universal Corp/VA		1,000		60
US Foods Holding Corp *		5,956		183
USANA Health Sciences Inc *		500		36
Utz Brands Inc		4,800		66
Vector Group Ltd		1,429		15
Walgreens Boots Alliance Inc		20,815		789
Walmart Inc		41,628		5,061
WD-40 Co		361		73
Weis Markets Inc		1,300		97

				71,121
Energy — 7.1%
Antero Midstream Corp		15,600		141
Antero Resources Corp *		11,347		348
APA Corp		13,948		487
Arch Resources Inc		700		100
Archrock Inc		9,200		76
Baker Hughes Co, Cl A		28,510		823
Brigham Minerals, Cl A		1,483		37
Bristow Group *		1,600		37
Cactus Inc, Cl A		2,400		97
California Resources		3,100		119
Callon Petroleum *		1,800		71
Centennial Resource Development Inc/DE, Cl A *		9,000		54
ChampionX Corp		7,238		144
Cheniere Energy Inc		8,932		1,188
Chesapeake Energy Corp		3,200		259
Chevron Corp		73,309		10,614
Chord Energy		700		85
Civitas Resources		1,607		84
Clean Energy Fuels Corp *		7,200		32
CNX Resources Corp *		7,560		124
Comstock Resources *		3,200		39
ConocoPhillips		50,002		4,491
CONSOL Energy Inc *		1,900		94
Continental Resources Inc/OK, Cl A		2,093		137
Coterra Energy Inc		30,658		791
Delek US Holdings Inc *		3,533		91
Denbury *		2,000		120
Devon Energy Corp		25,348		1,397
DHT Holdings Inc		8,700		53
Diamondback Energy Inc, Cl A		6,878		833
Dorian LPG Ltd		3,800		58
Dril-Quip Inc *		2,488		64
DT Midstream Inc		4,216		207
Energy Fuels Inc/Canada *		7,500		37
EOG Resources Inc		21,698		2,396


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
EQT Corp		11,998	$	413
Equitrans Midstream Corp		21,222		135
Expro Group Holdings *		2,200		25
Exxon Mobil Corp		160,169		13,717
Gevo *		11,600		27
Green Plains Inc *		1,900		52
Halliburton Co		33,069		1,037
Helmerich & Payne Inc		4,238		182
Hess Corp		10,420		1,104
HF Sinclair Corp		5,531		250
International Seaways Inc		2,700		57
Kinder Morgan Inc		75,287		1,262
Laredo Petroleum *		600		41
Liberty Energy, Cl A *		4,870		62
Magnolia Oil & Gas Corp, Cl A		4,609		97
Marathon Oil Corp		28,662		644
Marathon Petroleum Corp		23,204		1,908
Matador Resources Co		4,200		196
Murphy Oil Corp		5,723		173
Nabors Industries Ltd *		200		27
New Fortress Energy Inc, Cl A		1,700		67
NexTier Oilfield Solutions Inc *		4,600		44
Northern Oil and Gas		2,400		61
NOV Inc		13,823		234
Occidental Petroleum Corp		32,209		1,896
Oceaneering International Inc, Cl A *		2,577		28
ONEOK Inc		18,854		1,046
Ovintiv Inc		9,370		414
Par Pacific Holdings Inc *		3,495		54
Patterson-UTI Energy Inc		7,459		118
PBF Energy Inc, Cl A *		3,520		102
PDC Energy Inc, Cl A		3,814		235
Peabody Energy Corp *		4,200		90
Phillips 66		18,174		1,490
Pioneer Natural Resources Co		8,172		1,823
ProPetro Holding Corp *		2,694		27
Range Resources Corp *		8,857		219
REX American Resources Corp *		307		26
Schlumberger NV, Cl A		55,198		1,974
SM Energy Co		4,700		161
Southwestern Energy Co *		37,522		234
Targa Resources Corp		8,759		523
Tellurian *		17,300		52
Texas Pacific Land Corp		263		391
Uranium Energy *		16,300		50
US Silica Holdings Inc *		4,400		50
Valero Energy Corp		15,647		1,663
Whiting Petroleum		1,400		95
Williams Cos Inc/The		46,844		1,462
World Fuel Services Corp		3,440		70

				61,836


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Health Care — 6.6%
10X Genomics Inc, Cl A *		922	$	42
Abbott Laboratories		18,802		2,043
AbbVie Inc		19,391		2,970
ABIOMED Inc *		324		80
Acadia Healthcare Co Inc, Cl A *		1,266		86
ACADIA Pharmaceuticals Inc *		3,200		45
Agilent Technologies Inc		3,098		368
agilon health Inc *		3,200		70
Align Technology Inc *		951		225
Alkermes PLC *		2,600		77
Alnylam Pharmaceuticals Inc *		1,473		215
Amedisys Inc *		200		21
AmerisourceBergen Corp, Cl A		1,333		189
Amgen Inc, Cl A		5,980		1,455
AMN Healthcare Services Inc *		700		77
Amphastar Pharmaceuticals Inc *		1,493		52
Apellis Pharmaceuticals *		1,200		54
Arrowhead Pharmaceuticals Inc *		926		33
Arvinas Inc *		600		25
Avanos Medical Inc *		858		23
Avantor Inc *		5,306		165
Azenta Inc		1,400		101
Baxter International Inc		5,857		376
Becton Dickinson and Co		2,935		724
Biogen Inc *		1,892		386
Biohaven Pharmaceutical Holding Co Ltd *		500		73
BioMarin Pharmaceutical Inc *		1,543		128
Bio-Rad Laboratories Inc, Cl A *		142		70
Bio-Techne Corp		328		114
Blueprint Medicines Corp *		540		27
Boston Scientific Corp *		16,393		611
Bristol-Myers Squibb Co		22,857		1,760
Bruker Corp		1,024		64
Cardinal Health Inc		2,275		119
Catalent Inc *		1,429		153
Centene Corp *		5,750		486
Change Healthcare Inc *		4,500		104
Charles River Laboratories International Inc *		453		97
Chemed Corp		150		70
Cigna Corp		3,521		928
CONMED Corp		400		38
Cooper Cos Inc/The, Cl A		472		148
CorVel Corp *		300		44
Covetrus Inc *		1,935		40
CVS Health Corp		14,078		1,304
Cytokinetics *		1,200		47
Danaher Corp, Cl A		6,637		1,683
DaVita Inc *		658		53
Denali Therapeutics Inc *		3,200		94
DENTSPLY SIRONA Inc		1,704		61


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dexcom Inc *		4,308	$	321
Edwards Lifesciences Corp, Cl A *		7,741		736
Elanco Animal Health Inc *		4,000		78
Elevance Health Inc		2,463		1,189
Eli Lilly & Co		8,922		2,893
Enanta Pharmaceuticals Inc *		500		24
Encompass Health Corp		978		55
Ensign Group Inc/The		379		28
Envista Holdings Corp *		1,700		65
Exact Sciences Corp *		1,839		72
Exelixis Inc *		2,304		48
Fate Therapeutics Inc *		800		20
Gilead Sciences Inc		12,994		803
Globus Medical Inc, Cl A *		900		50
Guardant Health Inc *		534		22
Haemonetics Corp *		628		41
Halozyme Therapeutics Inc *		1,268		56
HCA Healthcare Inc		2,259		380
HealthEquity Inc *		600		37
HealthStream Inc *		1,500		33
Henry Schein Inc *		1,103		85
Hologic Inc *		3,017		209
Horizon Therapeutics PLC *		3,228		257
Humana Inc		1,256		588
ICU Medical Inc *		224		37
IDEXX Laboratories Inc *		1,056		370
Illumina Inc *		1,593		294
Inari Medical *		600		41
Incyte Corp *		1,843		140
Insmed Inc *		4,200		83
Inspire Medical Systems Inc *		300		55
Insulet Corp *		910		198
Integer Holdings Corp *		500		35
Integra LifeSciences Holdings Corp *		728		39
Intellia Therapeutics *		400		21
Intra-Cellular Therapies Inc, Cl A *		1,200		68
Intuitive Surgical Inc *		3,499		702
Ionis Pharmaceuticals Inc *		1,376		51
IQVIA Holdings Inc *		2,382		517
iRhythm Technologies Inc *		500		54
Ironwood Pharmaceuticals Inc, Cl A *		2,400		28
Jazz Pharmaceuticals PLC *		629		98
Johnson & Johnson		26,869		4,769
Laboratory Corp of America Holdings		1,233		289
Lantheus Holdings Inc *		1,000		66
LHC Group Inc *		500		78
Ligand Pharmaceuticals Inc *		278		25
LivaNova PLC *		557		35
Maravai LifeSciences Holdings Inc, Cl A *		2,000		57
Masimo Corp *		492		64
McKesson Corp		1,439		469
Medpace Holdings Inc *		300		45


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Medtronic PLC		14,549	$	1,306
Merck & Co Inc		25,793		2,351
Merit Medical Systems Inc *		600		33
Mesa Laboratories Inc		102		21
Mettler-Toledo International Inc *		198		227
Mirati Therapeutics Inc *		366		25
Moderna Inc *		3,409		487
Molina Healthcare Inc *		738		206
Natera Inc *		641		23
Neogen Corp, Cl B *		938		23
Neurocrine Biosciences Inc *		828		81
NextGen Healthcare Inc *		3,016		53
Novavax Inc *		538		28
Novocure Ltd *		900		63
NuVasive Inc *		600		29
Omnicell Inc *		350		40
Option Care Health Inc *		2,300		64
Organon & Co		2,239		76
Owens & Minor Inc		1,200		38
Pacira BioSciences Inc *		800		47
Penumbra Inc *		250		31
PerkinElmer Inc		1,022		145
Perrigo Co PLC		430		17
Pfizer Inc		57,235		3,001
Premier Inc, Cl A		600		21
Progyny *		1,000		29
PTC Therapeutics *		800		32
QIAGEN NV *		2,604		123
Quest Diagnostics Inc		1,433		191
QuidelOrtho Corp *		200		19
Regeneron Pharmaceuticals Inc *		1,053		622
Repligen Corp *		588		95
ResMed Inc		1,614		338
Royalty Pharma PLC, Cl A		2,500		105
Sage Therapeutics Inc *		897		29
Sarepta Therapeutics Inc *		509		38
Seagen Inc *		1,352		239
Select Medical Holdings Corp		1,400		33
Shockwave Medical Inc *		300		57
STAAR Surgical Co *		180		13
STERIS PLC		753		155
Stryker Corp		3,631		722
Syneos Health Inc, Cl A *		1,173		84
Tandem Diabetes Care Inc *		400		24
Teladoc Health Inc *		2,861		95
Teleflex Inc		792		195
Tenet Healthcare Corp *		1,100		58
Thermo Fisher Scientific Inc		4,047		2,199
Ultragenyx Pharmaceutical Inc *		476		28
United Therapeutics Corp *		461		109
UnitedHealth Group Inc		9,540		4,900
Universal Health Services Inc, Cl B		598		60


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Veeva Systems Inc, Cl A *		1,770	$	350
Vertex Pharmaceuticals Inc *		2,728		769
Viatris Inc, Cl W *		16,340		171
Waters Corp *		501		166
West Pharmaceutical Services Inc		970		293
Xencor Inc *		1,609		44
Zimmer Biomet Holdings Inc		2,846		299
Zoetis Inc, Cl A		5,043		867

				57,023
Information Technology — 2.2%
Accenture PLC, Cl A		2,356		654
Adobe Inc *		1,881		689
Akamai Technologies Inc *		600		55
Amdocs Ltd		953		79
ANSYS Inc *		554		133
Aspen Technology *		199		37
Atlassian Corp PLC, Cl A *		800		150
Autodesk Inc, Cl A *		963		166
Automatic Data Processing Inc		1,540		323
Avalara Inc *		800		56
Bill.com Holdings Inc *		200		22
Black Knight Inc *		1,200		78
Block, Cl A *		2,070		127
Broadridge Financial Solutions Inc		400		57
Cadence Design Systems Inc *		1,382		207
Cass Information Systems Inc		800		27
CDK Global Inc		1,165		64
Ceridian HCM Holding Inc *		600		28
Citrix Systems Inc		300		29
Cloudflare Inc, Cl A *		600		26
Cognizant Technology Solutions Corp, Cl A		1,545		104
CommVault Systems Inc *		400		25
Crowdstrike Holdings Inc, Cl A *		1,000		169
Datadog Inc, Cl A *		675		64
DocuSign Inc, Cl A *		500		29
DXC Technology Co *		2,100		64
Dynatrace Inc *		900		36
EPAM Systems Inc *		122		36
Fair Isaac Corp *		100		40
Fidelity National Information Services Inc, Cl B		2,718		249
Fiserv Inc, Cl A *		2,800		249
Five9 Inc *		300		27
FleetCor Technologies Inc *		205		43
Fortinet Inc *		1,750		99
Gartner Inc *		300		73
Genpact Ltd		700		30
Global Payments Inc		862		95
Globant SA *		110		19
GoDaddy Inc, Cl A *		1,000		70
Guidewire Software Inc, Cl Z *		500		36


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HubSpot Inc *		100	$	30
International Business Machines Corp		3,350		473
Intuit Inc		873		336
Jack Henry & Associates Inc		351		63
Manhattan Associates Inc *		314		36
Mastercard Inc, Cl A		3,202		1,010
Microsoft Corp		28,834		7,405
MongoDB Inc, Cl A *		160		42
NortonLifeLock Inc		1,406		31
Okta Inc, Cl A *		400		36
Oracle Corp, Cl B		6,396		447
PagerDuty Inc *		1,465		36
Palantir Technologies Inc, Cl A *		3,800		34
Palo Alto Networks Inc *		453		224
Paychex Inc		1,075		122
Paycom Software Inc *		101		28
Paylocity Holding Corp *		200		35
PayPal Holdings Inc *		4,677		327
PTC Inc *		600		64
Roper Technologies Inc		500		197
Salesforce Inc *		3,903		644
ServiceNow Inc *		752		358
Snowflake, Cl A *		1,000		139
Splunk Inc *		458		41
SS&C Technologies Holdings Inc		560		33
Synopsys Inc *		761		231
Trade Desk Inc/The, Cl A *		1,000		42
Twilio Inc, Cl A *		500		42
Tyler Technologies Inc *		110		37
Unity Software Inc *		500		18
Verint Systems Inc *		600		25
VeriSign Inc *		300		50
Visa Inc, Cl A		6,287		1,238
VMware Inc, Cl A		673		77
Vonage Holdings Corp *		1,700		32
WEX Inc *		200		31
Workday Inc, Cl A *		1,151		161
Zendesk Inc *		700		52
Zoom Video Communications Inc, Cl A *		1,252		135
Zscaler Inc *		160		24

				18,950
Real Estate — 3.1%
Acadia Realty Trust ^‡		4,400		69
Agree Realty Corp ^‡		900		65
Alexandria Real Estate Equities Inc ^‡		3,314		481
American Campus Communities Inc ^‡		2,670		172
American Homes 4 Rent, Cl A ^‡		5,094		181
American Tower Corp, Cl A ^‡		9,227		2,358
Americold Realty Trust ^‡		3,900		117
Anywhere Real Estate *		3,100		30
Apartment Income Corp ^‡		2,322		97


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Apple Hospitality Inc ^‡		2,514	$	37
AvalonBay Communities Inc ^‡		2,653		515
Boston Properties Inc ^‡		3,232		288
Brandywine Realty Trust ^‡		1,921		18
Brixmor Property Group Inc ^‡		4,985		101
Broadstone Net Lease, Cl A ^‡		3,600		74
Camden Property Trust ^‡		2,003		269
CareTrust Inc ^‡		2,600		48
CBRE Group Inc, Cl A *		6,276		462
Corporate Office Properties Trust ^‡		1,815		48
Cousins Properties Inc ^‡		2,828		83
Crown Castle International Corp ^‡		8,804		1,482
CubeSmart ^‡		6,381		273
Cushman & Wakefield PLC *^‡		1,838		28
DiamondRock Hospitality Co *^‡		6,600		54
Digital Realty Trust Inc, Cl A ^‡		5,857		760
DigitalBridge Group *^‡		8,366		41
Douglas Emmett Inc ^‡		2,869		64
Duke Realty Corp ^‡		7,065		388
EastGroup Properties Inc ^‡		617		95
Empire State Realty Trust Inc, Cl A ^‡		5,128		36
EPR Properties, Cl A ^‡		1,053		49
Equinix Inc ^‡		1,878		1,234
Equity Commonwealth *^‡		2,200		61
Equity LifeStyle Properties Inc ^‡		4,200		296
Equity Residential ^‡		6,684		483
Essential Properties Realty Trust Inc ^‡		1,802		39
Essex Property Trust Inc ^‡		1,331		348
Extra Space Storage Inc ^‡		2,681		456
Federal Realty OP LP ^‡		1,419		136
First Industrial Realty Trust Inc ^‡		1,830		87
Forestar Group Inc *^‡		2,200		30
Four Corners Property Trust Inc ^‡		2,300		61
Franklin Street Properties Corp ^‡		8,100		34
Gaming and Leisure Properties Inc ^‡		3,601		165
Getty Realty Corp ^‡		1,500		40
Healthcare Realty Trust Inc ^‡		2,504		68
Healthcare Trust of America Inc, Cl A ^‡		4,341		121
Healthpeak Properties Inc ^‡		10,221		265
Highwoods Properties Inc ^‡		1,951		67
Host Hotels & Resorts Inc ^‡		16,588		260
Howard Hughes Corp/The *^‡		1,009		69
Hudson Pacific Properties Inc ^‡		2,482		37
Independence Realty Trust ^‡		6,300		131
Industrial Logistics Properties Trust ^‡		1,400		20
Innovative Industrial Properties Inc, Cl A ^‡		300		33
Invitation Homes Inc ^‡		13,512		481
Iron Mountain Inc ^‡		5,936		289
JBG SMITH Properties ^‡		2,100		50
Jones Lang LaSalle Inc *^‡		824		144
Kennedy-Wilson Holdings Inc ^‡		1,545		29
Kilroy Realty Corp ^‡		1,928		101


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kimco Realty Corp ^‡		10,881	$	215
Kite Realty Group Trust ^‡		4,464		77
Lamar Advertising Co, Cl A ^‡		1,984		175
Life Storage Inc ^‡		1,450		162
LXP Industrial Trust, Cl B ^‡		5,988		64
Macerich Co/The ^‡		4,197		37
Marcus & Millichap Inc ^‡		600		22
Medical Properties Trust Inc ^‡		10,558		161
Mid-America Apartment Communities Inc ^‡		2,319		405
National Health Investors Inc ^‡		941		57
National Retail Properties Inc ^‡		3,100		133
National Storage Affiliates Trust ^‡		1,843		92
Newmark Group Inc, Cl A ^‡		3,459		33
Omega Healthcare Investors Inc ^‡		3,674		104
Opendoor Technologies *^‡		8,400		40
Outfront Media Inc ^‡		2,922		50
Paramount Group Inc ^‡		4,700		34
Park Hotels & Resorts Inc ^‡		4,754		65
Pebblebrook Hotel Trust ^‡		2,977		49
Phillips Edison & Co Inc ^‡		4,700		157
Physicians Realty Trust ^‡		3,578		62
PotlatchDeltic Corp ^‡		1,163		51
Prologis Inc ^‡		14,495		1,705
PS Business Parks Inc ^‡		302		56
Public Storage ^‡		3,015		943
Rayonier Inc ^‡		3,008		112
Realty Income Corp ^‡		10,605		724
Regency Centers Corp ^‡		4,149		246
Retail Opportunity Investments Corp ^‡		1,900		30
Rexford Industrial Realty Inc ^‡		3,728		215
RLJ Lodging Trust ^‡		4,599		51
Ryman Hospitality Properties Inc *^‡		972		74
Sabra Health Care Inc ^‡		3,595		50
Saul Centers Inc ^‡		834		39
SBA Communications Corp, Cl A ^‡		2,215		709
Service Properties Trust ^‡		2,918		15
Simon Property Group Inc ^‡		6,631		629
SITE Centers Corp ^‡		3,200		43
SL Green Realty Corp ^‡		951		44
Spirit Realty Capital Inc ^‡		1,941		73
St Joe Co/The ^‡		1,367		54
STAG Industrial Inc ^‡		3,078		95
STORE Capital Corp ^‡		4,955		129
Sun Communities Inc ^‡		2,552		407
Sunstone Hotel Investors Inc *^‡		6,306		63
Tanger Factory Outlet Centers Inc ^‡		3,500		50
Terreno Realty Corp ^‡		1,078		60
UDR Inc ^‡		5,588		257
Uniti Group Inc ^‡		4,762		45
Urban Edge Properties ^‡		3,148		48
Ventas Inc ^‡		7,383		380
Veris Residential *^‡		3,324		44


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
VICI Properties Inc ^‡		17,800	$	530
Vornado Realty Trust ^‡		3,078		88
Washington Real Estate Investment Trust ^‡		5,000		107
Welltower Inc ^‡		8,756		721
Weyerhaeuser Co ^‡		15,592		516
WP Carey Inc ^‡		4,379		363
Xenia Hotels & Resorts Inc *^‡		2,300		33
Zillow Group Inc, Cl A *^‡		1,200		38
Zillow Group Inc, Cl C *^‡		2,900		92

				26,541
Utilities — 1.6%
AES Corp/The		7,642		161
ALLETE Inc		1,000		59
Alliant Energy Corp		2,528		148
Ameren Corp		2,954		267
American Electric Power Co Inc		6,179		593
American States Water Co		600		49
American Water Works Co Inc		2,259		336
Atmos Energy Corp		1,573		176
Avangrid Inc		1,200		55
Avista Corp		1,200		52
Black Hills Corp, Cl A		1,000		73
Brookfield Renewable Corp, Cl A		1,400		50
California Water Service Group, Cl A		400		22
CenterPoint Energy Inc		6,808		201
Clearway Energy Inc, Cl C		1,319		46
CMS Energy Corp		3,404		230
Consolidated Edison Inc		4,444		423
Constellation Energy Corp		3,687		211
Dominion Energy Inc		10,107		807
DTE Energy Co		2,233		283
Duke Energy Corp		9,323		1,000
Edison International		4,980		315
Entergy Corp		2,193		247
Essential Utilities Inc		2,203		101
Evergy Inc		2,301		150
Eversource Energy		4,082		345
Exelon Corp		11,662		529
FirstEnergy Corp		7,222		277
Hawaiian Electric Industries Inc		1,328		54
IDACORP Inc, Cl A		1,000		106
MGE Energy Inc		600		47
Middlesex Water Co		300		26
National Fuel Gas Co		1,000		66
New Jersey Resources Corp		1,400		62
NextEra Energy Inc		25,644		1,986
NiSource Inc		4,246		125
NRG Energy Inc		3,105		119
OGE Energy Corp		1,715		66
ONE Gas Inc		494		40
Ormat Technologies Inc		400		31


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PG&E Corp *		23,061	$	230
Pinnacle West Capital Corp		1,650		121
PNM Resources Inc		752		36
Portland General Electric Co		1,076		52
PPL Corp		8,916		242
Public Service Enterprise Group Inc		6,937		439
Sempra Energy		3,984		599
SJW Group		900		56
South Jersey Industries Inc, Cl A		2,300		79
Southern Co/The		13,124		936
Southwest Gas Holdings Inc		700		61
Spire Inc		800		59
UGI Corp		1,847		71
Unitil Corp		600		35
Via Renewables Inc, Cl A		3,500		27
Vistra Corp		6,578		150
WEC Energy Group Inc		4,115		414
Xcel Energy Inc		6,274		444

				13,985
Total Common Stock
(Cost $189,705) ($ Thousands)				272,486


	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 9.1%
Communication Services — 0.5%
Altice France
3.375%, 01/15/2028	EUR	117		91
Baidu
3.425%, 04/07/2030	$	201		184
CCO Holdings
4.750%, 02/01/2032 (B)		535		438
4.500%, 08/15/2030 (B)		63		52
4.500%, 06/01/2033 (B)		219		173
DISH DBS
5.250%, 12/01/2026 (B)		1,007		789
Lorca Telecom Bondco
4.000%, 09/18/2027	EUR	237		207
Netflix
5.875%, 11/15/2028	$	812		794
T-Mobile USA
3.375%, 04/15/2029 (B)		73		64
2.875%, 02/15/2031		374		310
2.625%, 02/15/2029		123		104
2.550%, 02/15/2031		883		743
Weibo
3.375%, 07/08/2030		1,395		1,133

				5,082


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Discretionary — 1.0%
Adient Global Holdings
3.500%, 08/15/2024	EUR	237	$	224
Advance Auto Parts
3.900%, 04/15/2030	$	922		838
Altice Financing
3.000%, 01/15/2028	EUR	237		184
Booking Holdings
4.625%, 04/13/2030	$	1,080		1,074
Carnival
4.000%, 08/01/2028 (B)		605		496
Clarios Global
4.375%, 05/15/2026 (B)	EUR	155		141
Expedia Group
6.250%, 05/01/2025 (B)	$	24		25
4.625%, 08/01/2027		251		241
Ford Motor Credit
4.950%, 05/28/2027		709		658
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (B)		413		323
Harley-Davidson Financial Services
3.350%, 06/08/2025 (B)		622		598
3.050%, 02/14/2027 (B)		319		289
Las Vegas Sands
3.900%, 08/08/2029		722		590
Marriott International
5.750%, 05/01/2025		68		71
MDC Holdings
6.000%, 01/15/2043		389		318
MercadoLibre
2.375%, 01/14/2026		200		173
NH Hotel Group
4.000%, 07/02/2026	EUR	237		220
Nissan Motor
4.345%, 09/17/2027 (B)	$	1,086		997
Nobel Bidco BV
3.125%, 06/15/2028	EUR	237		166
Ross Stores
4.700%, 04/15/2027	$	842		846
Royal Caribbean Cruises
11.500%, 06/01/2025 (B)		343		352
Summer BC Holdco B SARL
5.750%, 10/31/2026	EUR	237		216
Time Warner Cable
4.500%, 09/15/2042	$	330		258
Wynn Macau
5.625%, 08/26/2028 (B)		348		214

				9,512

Consumer Staples — 0.6%
Albertsons
3.500%, 03/15/2029 (B)		408		330


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Altria Group
4.800%, 02/14/2029	$	167	$	159
3.400%, 05/06/2030		745		632
BAT Capital
4.906%, 04/02/2030		467		434
4.700%, 04/02/2027		475		464
2.259%, 03/25/2028		1,337		1,120
Cencosud
5.150%, 02/12/2025		516		514
Natura & Luxembourg Holdings SARL
6.000%, 04/19/2029 (B)		392		345
Natura Cosmeticos
4.125%, 05/03/2028 (B)		322		265
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (B)(C)		660		–

				4,263

Energy — 0.9%
BP Capital Markets America
2.939%, 06/04/2051		1,261		902
Cenovus Energy
4.400%, 04/15/2029		1,334		1,285
4.250%, 04/15/2027		52		51
Continental Resources
2.268%, 11/15/2026 (B)		1,050		931
Enbridge Energy Partners
7.375%, 10/15/2045		688		820
Energy Transfer
6.250%, 04/15/2049		413		400
Eni
4.250%, 05/09/2029 (B)		900		879
Marathon Petroleum
6.500%, 03/01/2041		175		191
5.125%, 12/15/2026		227		232
Oleoducto Central
4.000%, 07/14/2027 (B)		438		365
ONEOK
6.350%, 01/15/2031		128		134
ONEOK Partners
6.125%, 02/01/2041		63		60
Tengizchevroil Finance International
3.250%, 08/15/2030 (B)		262		199
TransCanada PipeLines
6.200%, 10/15/2037		362		394
6.100%, 06/01/2040		573		618

				7,461

Financials — 3.6%
ABN AMRO Bank
4.750%, 07/28/2025 (B)		269		268
Aircastle
5.250%, 08/11/2025 (B)		456		440


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 06/15/2026	$	62	$	57
4.125%, 05/01/2024		181		176
2.850%, 01/26/2028 (B)		904		747
Alleghany
3.625%, 05/15/2030		931		871
Aviation Capital Group
5.500%, 12/15/2024 (B)		455		451
4.875%, 10/01/2025 (B)		182		176
4.375%, 01/30/2024 (B)		161		158
4.125%, 08/01/2025 (B)		6		6
3.500%, 11/01/2027 (B)		165		145
1.950%, 01/30/2026 (B)		480		418
1.950%, 09/20/2026 (B)		153		130
Banco de Credito del Peru S.A. MTN
3.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.000%, 07/01/2030 (B)(D)		755		690
Banco Santander
7.500%, USD ICE Swap 11:00 NY 5 Yr + 4.989%(D)(E)		400		391
4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (D)		400		382
Bank of America
6.500%, ICE LIBOR USD 3 Month + 4.174%(D)(E)		362		359
6.300%, ICE LIBOR USD 3 Month + 4.553%(D)(E)		233		231
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (D)		1,198		1,065
Bank of America MTN
4.376%, U.S. SOFR + 1.580%, 04/27/2028 (D)		931		917
Bank of New York Mellon
4.700%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.358%(D)(E)		203		198
BNP Paribas
2.871%, U.S. SOFR + 1.387%, 04/19/2032 (B)(D)		806		667
Capital One Financial
4.927%, U.S. SOFR + 2.057%, 05/10/2028 (D)		333		330
2.636%, U.S. SOFR + 1.290%, 03/03/2026 (D)		475		448
CDBL Funding 1 MTN
3.500%, 10/24/2027		620		590
Charles Schwab
5.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.971%(D)(E)		409		404


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.168%(D)(E)	$	756	$	641
Citigroup
5.950%, ICE LIBOR USD 3 Month + 4.068%(D)(E)		311		305
4.075%, ICE LIBOR USD 3 Month + 1.192%, 04/23/2029 (D)		334		317
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597%(D)(E)		359		311
3.980%, ICE LIBOR USD 3 Month + 1.338%, 03/20/2030 (D)		227		212
Credit Suisse Group
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.598%(B)(D)(E)		200		190
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.600%(D)(E)		440		406
6.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.822%(B)(D)(E)		365		302
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (B)(D)		427		378
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (B)(D)		798		635
Danske Bank
4.298%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 04/01/2028 (B)(D)		245		232
Deutsche Bank NY
3.961%, U.S. SOFR + 2.581%, 11/26/2025 (D)		315		304
2.129%, U.S. SOFR + 1.870%, 11/24/2026 (D)		347		308
Discover Bank
4.682%, USD Swap Semi 30/360 5 Yr Curr + 1.730%, 08/09/2028 (D)		475		462
Discover Financial Services
6.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.783%(D)(E)		1,308		1,308
Fifth Third Bancorp
4.500%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.215%(D)(E)		247		230
Goldman Sachs Group
4.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.949%(D)(E)		328		268
2.615%, U.S. SOFR + 1.281%, 04/22/2032 (D)		805		668
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (D)		238		192


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Guardian Life Insurance of America
4.850%, 01/24/2077 (B)	$	145	$	130
HSBC Holdings
4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (D)		555		535
4.292%, ICE LIBOR USD 3 Month + 1.348%, 09/12/2026 (D)		261		255
ING Groep
1.726%, U.S. SOFR + 1.005%, 04/01/2027 (D)		1,191		1,063
JPMorgan Chase
5.597%, ICE LIBOR USD 3 Month + 3.320%(D)(E)		171		160
4.709%, ICE LIBOR USD 3 Month + 3.470%(D)(E)		349		331
2.580%, U.S. SOFR + 1.250%, 04/22/2032 (D)		805		677
Morgan Stanley
4.210%, U.S. SOFR + 1.610%, 04/20/2028 (D)		289		283
Nationwide Building Society MTN
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (B)(D)		319		291
OEC Finance
7.125%cash/0% PIK, 12/26/2046 (B)		265		4
S&P Global
4.750%, 08/01/2028 (B)		35		36
4.250%, 05/01/2029 (B)		166		164
Santander Holdings USA
4.400%, 07/13/2027		405		389
4.260%, SOFRINDX + 1.380%, 06/09/2025 (D)		196		194
2.490%, U.S. SOFR + 1.249%, 01/06/2028 (D)		67		59
Societe Generale
2.797%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 01/19/2028 (B)(D)		623		556
Standard Chartered
7.750%, USD Swap Semi 30/360 5 Yr Curr + 5.723%(B)(D)(E)		200		197
6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.661%(B)(D)(E)		552		523
3.971%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.650%, 03/30/2026 (B)(D)		239		233
2.749%, ICE LIBOR USD 3 Month + 1.510%(B)(D)(E)		400		325


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Svenska Handelsbanken
4.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.942%(D)(E)	$	200	$	170
Swiss Re Finance Luxembourg
5.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049 (D)		600		568
Synchrony Financial
4.500%, 07/23/2025		548		533
2.875%, 10/28/2031		328		249
Truist Financial
5.100%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.349%(D)(E)		829		750
UBS Group
4.488%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 05/12/2026 (B)(D)		238		237
UniCredit
3.127%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 06/03/2032 (B)(D)		201		157
2.569%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 09/22/2026 (B)(D)		519		464
1.982%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.200%, 06/03/2027 (B)(D)		231		199
US Bancorp
5.300%, ICE LIBOR USD 3 Month + 2.914%(D)(E)		474		403
Voya Financial
5.650%, ICE LIBOR USD 3 Month + 3.580%, 05/15/2053 (D)		258		242
Wells Fargo
3.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453%(D)(E)		327		282
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (D)		433		405

				29,448

Health Care — 0.2%
Amgen
3.000%, 02/22/2029		249		230
Cigna
4.375%, 10/15/2028		382		379
IQVIA
2.250%, 03/15/2029	EUR	200		165
Organon
2.875%, 04/30/2028		200		175


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Takeda Pharmaceutical
4.400%, 11/26/2023	$	820	$	826

				1,775

Industrials — 0.7%
AerCap Ireland Capital DAC
6.500%, 07/15/2025		190		195
4.450%, 04/03/2026		173		165
2.450%, 10/29/2026		671		584
Air Lease
3.625%, 04/01/2027		40		37
2.100%, 09/01/2028		178		143
Air Lease MTN
2.875%, 01/15/2026		85		78
Alfa
5.250%, 03/25/2024 (B)		660		658
APCOA Parking Holdings GmbH
4.625%, 01/15/2027	EUR	237		201
CITIC MTN
2.850%, 02/25/2030	$	343		301
CNH Industrial Capital
3.950%, 05/23/2025		723		715
Delta Air Lines
4.750%, 10/20/2028 (B)		475		449
4.500%, 10/20/2025 (B)		409		398
Deutsche Lufthansa MTN
3.000%, 05/29/2026	EUR	100		88
Embraer Netherlands Finance BV
6.950%, 01/17/2028 (B)	$	236		228
5.400%, 02/01/2027		670		635
ENA Master Trust
4.000%, 05/19/2048 (B)		272		211
Flowserve
2.800%, 01/15/2032		246		194
Lima Metro Line 2 Finance
5.875%, 07/05/2034		219		216
4.350%, 04/05/2036 (B)		214		192
Odebrecht Holdco Finance
3.533%, 09/10/2058 (B)(F)		294		2
Parker-Hannifin
4.500%, 09/15/2029		546		543
TK Elevator Midco GmbH
4.375%, 07/15/2027	EUR	125		113
TransDigm
6.250%, 03/15/2026 (B)	$	405		390
Westinghouse Air Brake Technologies
3.200%, 06/15/2025		141		134

				6,870

Information Technology — 0.9%
Broadcom
4.926%, 05/15/2037 (B)		535		480


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.150%, 11/15/2030	$	191	$	175
4.150%, 04/15/2032 (B)		164		148
4.000%, 04/15/2029 (B)		47		43
3.187%, 11/15/2036 (B)		448		341
3.137%, 11/15/2035 (B)		154		117
Entegris Escrow
4.750%, 04/15/2029 (B)		699		651
HP
4.750%, 01/15/2028		572		565
Infor
1.750%, 07/15/2025 (B)		340		314
Kyndryl Holdings
2.050%, 10/15/2026 (B)		631		531
Micron Technology
4.185%, 02/15/2027		624		609
NXP BV
5.550%, 12/01/2028		317		322
Playtech
4.250%, 03/07/2026	EUR	200		201
Prosus
3.680%, 01/21/2030 (B)	$	569		453
3.257%, 01/19/2027 (B)		264		229
SK Hynix
2.375%, 01/19/2031 (B)		290		228
Tencent Holdings MTN
3.240%, 06/03/2050 (B)		439		303
2.390%, 06/03/2030		320		268
1.810%, 01/26/2026 (B)		649		600
TSMC Arizona
3.875%, 04/22/2027		406		405
Western Digital
3.100%, 02/01/2032		64		49
2.850%, 02/01/2029		132		107
Workday
3.800%, 04/01/2032		176		161
3.700%, 04/01/2029		68		64

				7,364

Materials — 0.3%
Anglo American Capital
3.875%, 03/16/2029 (B)		235		216
Cemex
3.875%, 07/11/2031 (B)		610		457
Freeport Indonesia MTN
4.763%, 04/14/2027 (B)		243		233
INEOS Quattro Finance 2
2.500%, 01/15/2026 (B)	EUR	333		292
Inversiones CMPC
4.375%, 05/15/2023	$	389		390
Nucor
4.300%, 05/23/2027		335		334


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Suzano Austria GmbH
3.750%, 01/15/2031	$	173	$	140
2.500%, 09/15/2028		923		750
Volcan Cia Minera SAA
4.375%, 02/11/2026 (B)		81		71

				2,883

Real Estate — 0.1%
American Tower
4.050%, 03/15/2032		118		108
3.650%, 03/15/2027		235		223
Host Hotels & Resorts
3.500%, 09/15/2030		142		121
2.900%, 12/15/2031		236		187
Vornado Realty
2.150%, 06/01/2026		403		359

				998

Utilities — 0.3%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (B)		304		260
Chile Electricity PEC
3.056%, 01/25/2028 (B)(F)		523		384
Comision Federal de Electricidad
4.688%, 05/15/2029 (B)		268		240
3.348%, 02/09/2031 (B)		687		524
Duke Energy Carolinas NC Storm Funding
2.617%, 07/01/2041		403		336
Engie Energia Chile
3.400%, 01/28/2030		390		331
Terraform Global Operating
6.125%, 03/01/2026 (B)		74		70
Vistra
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(B)(D)(E)		286		260
Vistra Operations
4.375%, 05/01/2029 (B)		605		506

				2,911

Total Corporate Obligations
(Cost $89,872) ($ Thousands)				78,567



MORTGAGE-BACKED SECURITIES — 5.6%
Agency Mortgage-Backed Obligations — 3.7%
Eagle RE, Ser 2020-1, Cl M1A
2.524%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2030(B)(D)		421		419
FHLMC CMO, Ser 2017-4693, Cl SL, IO
4.826%, 06/15/2047(D)		1,204		175


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2020-4981, Cl HS, IO
4.476%, 06/25/2050(D)	$	2,457	$	306
FHLMC CMO, Ser 2020-5015, Cl BI, IO
4.000%, 09/25/2050		1,687		316
FHLMC Multifamily Structured Credit Risk, Ser MN1, Cl M1
2.926%, SOFR30A + 2.000%, 01/25/2051(B)(D)		110		102
FHLMC STACR Debt Notes, Ser 2017-DNA3, Cl M2
4.124%, ICE LIBOR USD 1 Month + 2.500%, 03/25/2030(D)		363		360
FHLMC STACR Debt Notes, Ser 2017-HQA2, Cl M2B
4.274%, ICE LIBOR USD 1 Month + 2.650%, 12/25/2029(D)		649		645
FHLMC STACR Debt Notes, Ser 2017-HQA2, Cl M2
4.274%, ICE LIBOR USD 1 Month + 2.650%, 12/25/2029(D)		197		196
FHLMC STACR Debt Notes, Ser 2021-DNA7, Cl M2
2.726%, SOFR30A + 1.800%, 11/25/2041(B)(D)		1,042		939
FHLMC STACR Debt Notes, Ser 2022-DNA5, Cl M1A
3.729%, SOFR30A + 2.950%, 06/25/2042(B)(D)		898		898
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl M2
3.324%, ICE LIBOR USD 1 Month + 1.700%, 01/25/2050(B)(D)		165		164
FHLMC STACR REMIC Trust, Ser 2020-DNA5, Cl M2
3.726%, SOFR30A + 2.800%, 10/25/2050(B)(D)		364		365
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
2.576%, SOFR30A + 1.650%, 01/25/2034(B)(D)		281		271
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
2.426%, SOFR30A + 1.500%, 10/25/2041(B)(D)		1,079		985
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2
3.276%, SOFR30A + 2.350%, 12/25/2041(B)(D)		668		577
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A
1.926%, SOFR30A + 1.000%, 01/25/2042(B)(D)		541		522


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
2.776%, SOFR30A + 1.850%, 01/25/2042(B)(D)	$	542	$	487
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
3.126%, SOFR30A + 2.200%, 05/25/2042(B)(D)		751		742
FHLMC STACR Trust, Ser 2018-DNA3, Cl M2
3.724%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2048(B)(D)		245		241
FHLMC STACR Trust, Ser 2019-DNA3, Cl M2
3.674%, ICE LIBOR USD 1 Month + 2.050%, 07/25/2049(B)(D)		37		36
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2
3.574%, ICE LIBOR USD 1 Month + 1.950%, 10/25/2049(B)(D)		76		75
FHLMC STACR Trust, Ser 2019-FTR2, Cl M2
3.774%, ICE LIBOR USD 1 Month + 2.150%, 11/25/2048(B)(D)		363		343
FHLMC STACR Trust, Ser 2019-HQA3, Cl M2
3.474%, ICE LIBOR USD 1 Month + 1.850%, 09/25/2049(B)(D)		319		314
FNMA
3.000%, 02/01/2052		2,320		2,174
FNMA CMO, Ser 2011-131, Cl ST, IO
4.916%, 12/25/2041(D)		615		97
FNMA CMO, Ser 2014-17, Cl SA, IO
4.426%, 04/25/2044(D)		1,585		243
FNMA CMO, Ser 2014-78, Cl SE, IO
4.476%, 12/25/2044(D)		953		128
FNMA CMO, Ser 2016-77, Cl DS, IO
4.376%, 10/25/2046(D)		909		123
FNMA CMO, Ser 2017-62, Cl AS, IO
4.526%, 08/25/2047(D)		1,039		155
FNMA CMO, Ser 2017-81, Cl SA, IO
4.576%, 10/25/2047(D)		1,217		187
FNMA CMO, Ser 2017-97, Cl LS, IO
4.576%, 12/25/2047(D)		1,447		210
FNMA CMO, Ser 2020-89, Cl KI, IO
4.000%, 12/25/2050		3,591		675
FNMA Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
4.024%, ICE LIBOR USD 1 Month + 2.400%, 04/25/2031(B)(D)		53		53
FNMA Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
3.924%, ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(B)(D)		25		25


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2
3.774%, ICE LIBOR USD 1 Month + 2.150%, 09/25/2031(B)(D)	$	14	$	14
FNMA Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2
3.724%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2039(B)(D)		27		27
FNMA Connecticut Avenue Securities Trust, Ser 2019-R07, Cl 1M2
3.724%, ICE LIBOR USD 1 Month + 2.100%, 10/25/2039(B)(D)		98		97
FNMA Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
3.624%, ICE LIBOR USD 1 Month + 2.000%, 01/25/2040(B)(D)		163		160
FNMA Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2
2.576%, SOFR30A + 1.650%, 12/25/2041(B)(D)		319		284
FNMA Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2
2.826%, SOFR30A + 1.900%, 12/25/2041(B)(D)		1,023		922
FNMA Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2
4.426%, SOFR30A + 3.500%, 03/25/2042(B)(D)		838		797
FNMA Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2
4.026%, SOFR30A + 3.100%, 03/25/2042(B)(D)		211		197
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2
5.624%, ICE LIBOR USD 1 Month + 4.000%, 05/25/2025(D)		166		167
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2
6.624%, ICE LIBOR USD 1 Month + 5.000%, 07/25/2025(D)		164		166
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
7.324%, ICE LIBOR USD 1 Month + 5.700%, 04/25/2028(D)		111		116
FNMA Connecticut Avenue Securities, Ser 2016-C05, Cl 2M2
6.074%, ICE LIBOR USD 1 Month + 4.450%, 01/25/2029(D)		363		378
FNMA Connecticut Avenue Securities, Ser 2016-C06, Cl 1M2
5.874%, ICE LIBOR USD 1 Month + 4.250%, 04/25/2029(D)		122		126


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2016-C07, Cl 2M2
5.974%, ICE LIBOR USD 1 Month + 4.350%, 05/25/2029(D)	$	132	$	136
FNMA Connecticut Avenue Securities, Ser 2017-C01, Cl 1M2
5.174%, ICE LIBOR USD 1 Month + 3.550%, 07/25/2029(D)		368		376
FNMA Connecticut Avenue Securities, Ser 2017-C04, Cl 2M2
4.474%, ICE LIBOR USD 1 Month + 2.850%, 11/25/2029(D)		509		510
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2
2.926%, SOFR30A + 2.000%, 11/25/2041(B)(D)		469		419
FNMA TBA
3.000%, 07/15/2052		6,428		5,985
2.500%, 07/25/2043		7,470		6,717
GNMA CMO, Ser 2017-122, Cl SA, IO
4.605%, 08/20/2047(D)		729		97
GNMA CMO, Ser 2017-134, Cl SE, IO
4.605%, 09/20/2047(D)		616		77


				31,316
Non-Agency Mortgage-Backed Obligations — 1.9%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		49		38
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/25/2036		251		160
Alternative Loan Trust, Ser 2006-28CB, Cl A14
6.250%, 10/25/2036		193		119
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		109		85
AREIT Trust, Ser 2022-CRE6, Cl A
2.021%, SOFR30A + 1.250%, 01/16/2037(B)(D)		1,411		1,353
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
2.325%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2035(B)(D)		526		509
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.652%, 03/10/2037(B)(D)		365		322
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
2.325%, ICE LIBOR USD 1 Month + 1.000%, 11/15/2033(B)(D)		1,610		1,512


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
3.464%, ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(B)(D)	$	779	$	769
Bellemeade Re, Ser 2018-3A, Cl M1B
3.474%, ICE LIBOR USD 1 Month + 1.850%, 10/25/2028(B)(D)		179		178
Bellemeade Re, Ser 2019-1A, Cl M1B
3.374%, ICE LIBOR USD 1 Month + 1.750%, 03/25/2029(B)(D)		272		271
Bellemeade Re, Ser 2019-2A, Cl M1C
3.624%, ICE LIBOR USD 1 Month + 2.000%, 04/25/2029(B)(D)		481		476
Bellemeade Re, Ser 2019-3A, Cl M1B
3.224%, ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(B)(D)		190		190
Bellemeade Re, Ser 2019-3A, Cl M1C
3.574%, ICE LIBOR USD 1 Month + 1.950%, 07/25/2029(B)(D)		340		333
Bellemeade Re, Ser 2019-4A, Cl M1B
3.624%, ICE LIBOR USD 1 Month + 2.000%, 10/25/2029(B)(D)		167		167
Bellemeade Re, Ser 2021-1A, Cl M1C
3.876%, SOFR30A + 2.950%, 03/25/2031(B)(D)		437		429
Bellemeade Re, Ser 2021-2A, Cl M1B
2.426%, SOFR30A + 1.500%, 06/25/2031(B)(D)		704		676
BFLD Trust, Ser 2021-FPM, Cl A
2.925%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2038(B)(D)		1,189		1,147
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
3.474%, ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(B)(D)		656		609
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D
3.224%, ICE LIBOR USD 1 Month + 1.900%, 04/15/2034(B)(D)		162		154
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.369%, 03/13/2035(B)		915		915
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17
6.000%, 07/25/2037		89		47
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036		124		67
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		62		32


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D
4.562%, 04/10/2046(B)(D)	$	343	$	335
CLNY Trust, Ser 2019-IKPR, Cl D
3.349%, ICE LIBOR USD 1 Month + 2.025%, 11/15/2038(B)(D)		680		632
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.985%, 07/10/2046(B)(D)		714		702
Commercial Mortgage Pass-Through Certificates, Ser 2013-SFS, Cl A1
1.873%, 04/12/2035(B)		46		45
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
2.004%, ICE LIBOR USD 1 Month + 0.380%, 12/25/2036(D)		344		134
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D
5.302%, 08/10/2044(B)(D)		13		5
GS Mortgage Securities Trust, Ser 2014-GC18, Cl D
5.226%, 01/10/2047(B)(D)		678		280
GS Mortgage Securities Trust, Ser 2021-1, Cl A-1
2.638%, 08/17/2026		26		24
2.435%, 08/17/2026		664		623
1.433%, 08/17/2026		279		258
Home RE, Ser 2020-1, Cl M1B
4.874%, ICE LIBOR USD 1 Month + 3.250%, 10/25/2030(B)(D)		103		102
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
2.124%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2035(D)		64		55
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.965%, 09/15/2047(D)		16,681		224
JPMorgan Chase Bank, Ser 2019-CL1, Cl M3
3.724%, ICE LIBOR USD 1 Month + 2.100%, 04/25/2047(B)(D)		101		98
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039(D)		125		51
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(B)		292		289
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
2.824%, ICE LIBOR USD 1 Month + 1.500%, 07/15/2036(B)(D)		313		309


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A
4.402%, ICE LIBOR USD 1 Month + 2.750%, 05/27/2023(B)(D)	$	330	$	322
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
4.352%, ICE LIBOR USD 1 Month + 2.700%, 10/27/2022(B)(D)		40		40
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A
4.002%, ICE LIBOR USD 1 Month + 2.350%, 02/27/2023(B)(D)		137		135
Radnor RE, Ser 2019-1, Cl M1B
3.574%, ICE LIBOR USD 1 Month + 1.950%, 02/25/2029(B)(D)		423		422
Radnor RE, Ser 2019-2, Cl M1B
3.374%, ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(B)(D)		183		182
Radnor RE, Ser 2020-1, Cl M1A
2.574%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(B)(D)		289		283
Wells Fargo Commercial Mortgage Trust, Ser 2016-C35, Cl XA, IO
2.038%, 07/15/2048(D)		30		2
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.540%, 11/15/2049(D)		925		857
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
7.124%, ICE LIBOR USD 1 Month + 5.500%, 11/25/2025(B)(D)		40		31
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
6.874%, ICE LIBOR USD 1 Month + 5.250%, 11/25/2025(B)(D)		164		127


				17,125
Total Mortgage-Backed Securities
(Cost $50,855) ($ Thousands)				48,441



ASSET-BACKED SECURITIES — 3.4%
Automotive — 1.0%

ACM Auto Trust, Ser 2022-1A, Cl A
3.230%, 04/20/2029(B)		1,418		1,413
Avis Budget Rental Car Funding AESOP, Ser 2018-1A, Cl A
3.700%, 09/20/2024(B)		930		929
Avis Budget Rental Car Funding AESOP, Ser 2018-2A, Cl A
4.000%, 03/20/2025(B)		1,080		1,079


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Avis Budget Rental Car Funding AESOP, Ser 2022-2A, Cl D
4.560%, 03/20/2024(B)	$	937	$	935
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C
1.020%, 06/12/2028		358		344
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D
2.300%, 09/11/2028		347		324
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D
2.610%, 09/11/2028		441		374
CPS Auto Receivables Trust, Ser 2022-A, Cl C
2.170%, 04/16/2029(B)		611		574
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026(B)		273		262
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D
2.310%, 10/17/2033(B)		605		540
Hertz Vehicle Financing III, Ser 2022-1A, Cl C
2.630%, 06/25/2026(B)		620		574
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026(B)		463		447
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B
5.281%, 05/15/2032(B)		629		624
Santander Consumer Auto Receivables Trust, Ser 2021-CA, Cl B
1.440%, 04/17/2028(B)		150		150
				8,569

Credit Cards — 0.2%

Brex Commercial Charge Card Master Trust, Ser 2021-1, Cl A
2.090%, 07/15/2024(B)		437		428
Brex Commercial Charge Card Master Trust, Ser 2022-1, Cl A
4.630%, 07/15/2025(B)		1,010		991
Mission Lane Credit Card Master Trust, Ser 2021-A, Cl B
2.240%, 09/15/2026(B)		175		169
				1,588

Other Asset-Backed Securities — 2.2%

AB Issuer, Ser 2021-1, Cl A2
3.734%, 07/30/2051(B)		834		740
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025(B)		208		203


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026(B)	$	227	$	221
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027(B)		694		681
AGL CLO 12, Ser 2021-12A, Cl A1
2.223%, ICE LIBOR USD 3 Month + 1.160%, 07/20/2034(B)(D)		970		939
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B
2.080%, 02/15/2027(B)		185		175
Balboa Bay Loan Funding, Ser 2021-1A, Cl A
2.263%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034(B)(D)		589		569
Ballyrock CLO 15, Ser 2021-1A, Cl C
4.144%, ICE LIBOR USD 3 Month + 3.100%, 04/15/2034(B)(D)		600		561
Ballyrock CLO 16, Ser 2021-16A, Cl A1
2.193%, ICE LIBOR USD 3 Month + 1.130%, 07/20/2034(B)(D)		1,222		1,182
Cajun Global, Ser 2021-1, Cl A2
3.931%, 11/20/2051(B)		184		166
College Ave Student Loans, Ser 2021-C, Cl B
2.720%, 07/26/2055(B)		232		205
Conn's Receivables Funding, Ser 2021-A, Cl A
1.050%, 05/15/2026(B)		514		511
Diamond Issuer, Ser 2021-1A, Cl A
2.305%, 11/20/2051(B)		839		738
Domino's Pizza Master Issuer, Ser 2021-1A, Cl A2I
2.662%, 04/25/2051(B)		459		400
Dryden 78 CLO, Ser 2020-78A, Cl C
2.994%, ICE LIBOR USD 3 Month + 1.950%, 04/17/2033(B)(D)		620		575
Dryden 78 CLO, Ser 2020-78A, Cl D
4.044%, ICE LIBOR USD 3 Month + 3.000%, 04/17/2033(B)(D)		320		301
Elevation CLO, Ser 2020-11A, Cl C
3.244%, ICE LIBOR USD 3 Month + 2.200%, 04/15/2033(B)(D)		550		520
Elmwood CLO IX, Ser 2021-2A, Cl D
4.013%, ICE LIBOR USD 3 Month + 2.950%, 07/20/2034(B)(D)		583		536
Flatiron CLO 21, Ser 2021-1A, Cl D
3.944%, ICE LIBOR USD 3 Month + 2.900%, 07/19/2034(B)(D)		620		579
GCI Funding I, Ser 2021-1, Cl A
2.380%, 06/18/2046(B)		302		267


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
2.133%, ICE LIBOR USD 3 Month + 1.070%, 04/20/2034(B)(D)	$	651	$	627
Hardee's Funding, Ser 2018-1A, Cl A23
5.710%, 06/20/2048(B)		385		371
Hardee's Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(B)		268		243
HFX, Ser 2017-1A
3.647%, 03/15/2035		830		777
Magnetite XXVI, Ser 2021-26A, Cl A1R
2.304%, ICE LIBOR USD 3 Month + 1.120%, 07/25/2034(B)(D)		1,127		1,089
MVW, Ser 2021-2A, Cl B
1.830%, 05/20/2039(B)		412		376
Neighborly Issuer, Ser 2021-1A, Cl A2
3.584%, 04/30/2051(B)		326		283
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX
1.630%, 04/20/2062(B)		258		240
Neuberger Berman Loan Advisers CLO 42, Ser 2021-42A, Cl A
2.144%, ICE LIBOR USD 3 Month + 1.100%, 07/16/2035(B)(D)		1,141		1,093
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A
2.174%, ICE LIBOR USD 3 Month + 1.130%, 07/17/2035(B)(D)		690		665
OCP CLO, Ser 2021-18A, Cl AR
2.153%, ICE LIBOR USD 3 Month + 1.090%, 07/20/2032(B)(D)		849		827
Octane Receivables Trust, Ser 2021-2A, Cl B
2.020%, 09/20/2028(B)		636		566
Rad CLO 7, Ser 2020-7A, Cl C
3.044%, ICE LIBOR USD 3 Month + 2.000%, 04/17/2033(B)(D)		280		261
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051(B)		581		542
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030(B)		61		60
Upstart Securitization Trust, Ser 2021-3, Cl B
1.660%, 07/20/2031(B)		530		488


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Voya CLO, Ser 2020-1A, Cl DR
3.894%, ICE LIBOR USD 3 Month + 2.850%, 04/15/2031(B)(D)	$	250	$	230
				18,807

Total Asset-Backed Securities
(Cost $30,595) ($ Thousands)				28,964


U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.3%
FFCB
2.279%, US Treasury 3 Month Bill Money Market Yield + 0.420%, 11/07/2022(D)		1,200		1,202
1.900%, U.S. SOFR + 0.380%, 05/08/2023(D)		7,900		7,924
1.830%, U.S. SOFR + 0.310%, 11/07/2022(D)		2,500		2,503
1.655%, U.S. SOFR + 0.135%, 11/06/2023(D)		2,000		2,003
1.610%, U.S. SOFR + 0.090%, 09/23/2022(D)		500		500
1.580%, U.S. SOFR + 0.060%, 01/13/2023(D)		1,400		1,400
1.560%, U.S. SOFR + 0.040%, 05/15/2024(D)		300		300
1.545%, U.S. SOFR + 0.025%, 09/27/2023(D)		600		600
0.300%, 09/01/2023		300		291
FHLB
1.530%, U.S. SOFR + 0.010%, 09/16/2022(D)		800		800
0.620%, 02/26/2026		200		184
FHLMC
0.400%, 05/24/2024		400		381
0.375%, 05/05/2023		1,000		979
0.375%, 07/21/2025		1,400		1,292
FHLMC MTN^
1.650%, U.S. SOFR + 0.130%, 08/05/2022(D)		2,600		2,600
FNMA
0.625%, 04/22/2025		1,300		1,216
0.500%, 06/17/2025		1,500		1,391
0.375%, 06/14/2024		700		664
0.250%, 05/22/2023		1,500		1,466
0.250%, 07/10/2023		1,100		1,071
0.250%, 11/27/2023		100		96



Total U.S. Government Agency Obligations
(Cost $29,295) ($ Thousands)				28,863


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 0.2%
New York — 0.1%
City of New York, Ser D, GO
1.923%, 08/01/2031	$	535	$	442
Port Authority of New York & New Jersey, Ser AAA, RB
1.086%, 07/01/2023		515		506

				948

West Virginia — 0.1%
Tobacco Settlement Finance Authority, RB
3.000%, 06/01/2035		497		474



Total Municipal Bonds
(Cost $1,550) ($ Thousands)				1,422



SOVEREIGN DEBT — 0.1%

Colombia Government International Bond
3.125%, 04/15/2031	$	225		166
Dominican Republic International Bond
4.875%, 09/23/2032(B)		923		710
Egypt Government International Bond MTN
5.875%, 02/16/2031(B)		436		271

Total Sovereign Debt
(Cost $1,581) ($ Thousands)				1,147


	Shares
FOREIGN COMMON STOCK — 0.1%

Cameroon — 0.1%
Golar LNG Ltd *		5,677		129



Canada — 0.0%
Brookfield Infrastructure, Cl A		982		42



Ghana — 0.0%
Kosmos Energy Ltd *		17,700		109



Monaco — 0.0%
Scorpio Tankers Inc		3,188		110



Norway — 0.0%
Frontline Ltd *		7,686		68
SFL Corp Ltd		5,683		54

				122

Total Foreign Common Stock
(Cost $308) ($ Thousands)				512


Description	Shares		Market Value ($ Thousands)
PURCHASED OPTIONS — 0.1%
Total Purchased Options
(Cost $833) ($ Thousands)			$	599


Total Investments in Securities — 116.1%
(Cost $951,886) ($ Thousands)			$	1,003,259





COMMON STOCK SOLD SHORT— (13.4)%
Communication Services — (0.6)%
Altice USA Inc, Cl A *	(2,400	)		(22	)
Cable One Inc	(100	)		(129	)
Charter Communications Inc, Cl A *	(1,954	)		(916	)
Comcast Corp, Cl A	(70,589	)		(2,770	)
DISH Network Corp, Cl A *	(4,148	)		(74	)
Fox Corp, Cl A	(3,000	)		(96	)
Fox Corp, Cl B	(1,500	)		(45	)
Interpublic Group of Cos Inc/The	(4,665	)		(128	)
Liberty Broadband Corp, Cl A *	(458	)		(52	)
Liberty Broadband Corp, Cl C *	(2,075	)		(240	)
Liberty Media Corp-Liberty SiriusXM *	(5,200	)		(188	)
New York Times Co/The, Cl A	(2,300	)		(64	)
News Corp, Cl A	(5,400	)		(84	)
Nexstar Media Group Inc, Cl A	(854	)		(139	)
Omnicom Group Inc	(4,041	)		(257	)
Paramount Global, Cl B	(8,420	)		(208	)
Scholastic Corp, Cl B	(1,400	)		(50	)
Sirius XM Holdings Inc	(16,000	)		(98	)
TEGNA Inc	(2,800	)		(59	)


				(5,619	)

Consumer Discretionary — (8.9)%
Academy Sports & Outdoors Inc	(1,300	)		(46	)
Acushnet Holdings Corp	(2,000	)		(83	)
Adient PLC *	(6,818	)		(202	)
Adtalem Global Education Inc *	(2,000	)		(72	)
Advance Auto Parts Inc	(1,029	)		(178	)
Amazon.com Inc, Cl A *	(61,749	)		(6,558	)
American Axle & Manufacturing Holdings Inc *	(11,457	)		(86	)
American Eagle Outfitters Inc	(1,500	)		(17	)
Aptiv PLC *	(18,262	)		(1,627	)
Aramark	(4,648	)		(142	)
Asbury Automotive Group Inc *	(300	)		(51	)
AutoNation Inc *	(500	)		(56	)
AutoZone Inc *	(311	)		(668	)
Bally's *	(1,000	)		(20	)
Bath & Body Works Inc	(2,981	)		(80	)
Best Buy Co Inc	(2,899	)		(189	)
Bloomin' Brands Inc	(2,200	)		(37	)
Booking Holdings Inc *	(1,076	)		(1,882	)
Boot Barn Holdings Inc *	(700	)		(48	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
BorgWarner Inc		(18,063	)	$	(603	)
Boyd Gaming Corp		(1,781	)		(89	)
Bright Horizons Family Solutions Inc *		(1,290	)		(109	)
Brinker International Inc *		(1,041	)		(23	)
Brunswick Corp/DE		(3,377	)		(221	)
Burlington Stores Inc *		(663	)		(90	)
Caesars Entertainment Inc *		(4,999	)		(191	)
Callaway Golf Co *		(5,833	)		(119	)
Canoo *		(8,500	)		(16	)
Capri Holdings Ltd *		(6,756	)		(277	)
CarMax Inc *		(1,717	)		(155	)
Carnival Corp *		(20,671	)		(179	)
Carter's Inc		(1,751	)		(123	)
Carvana Co, Cl A *		(612	)		(14	)
Cavco Industries Inc *		(256	)		(50	)
Century Communities Inc		(1,241	)		(56	)
Cheesecake Factory Inc/The		(800	)		(21	)
Chegg Inc *		(2,800	)		(53	)
Chipotle Mexican Grill Inc, Cl A *		(722	)		(944	)
Choice Hotels International Inc		(998	)		(111	)
Churchill Downs Inc		(900	)		(172	)
Columbia Sportswear Co		(2,000	)		(143	)
Coursera *		(1,600	)		(23	)
Cracker Barrel Old Country Store Inc		(300	)		(25	)
Crocs Inc *		(2,514	)		(122	)
Dana Inc		(8,023	)		(113	)
Darden Restaurants Inc		(3,660	)		(414	)
Dave & Buster's Entertainment Inc *		(1,100	)		(36	)
Deckers Outdoor Corp *		(1,154	)		(295	)
Dick's Sporting Goods Inc		(700	)		(53	)
Dollar General Corp		(2,688	)		(660	)
Dollar Tree Inc *		(2,864	)		(446	)
Domino's Pizza Inc		(1,019	)		(397	)
DoorDash Inc, Cl A *		(1,600	)		(103	)
Dorman Products Inc *		(2,452	)		(269	)
DR Horton Inc		(15,559	)		(1,030	)
DraftKings, Cl A *		(9,600	)		(112	)
eBay Inc		(7,445	)		(310	)
Etsy Inc *		(1,600	)		(117	)
Everi Holdings Inc *		(2,000	)		(33	)
Expedia Group Inc *		(3,867	)		(367	)
Fisker *		(5,600	)		(48	)
Five Below Inc *		(500	)		(57	)
Floor & Decor Holdings Inc, Cl A *		(1,200	)		(76	)
Foot Locker Inc, Cl A		(1,300	)		(33	)
Ford Motor Co		(281,692	)		(3,135	)
Fox Factory Holding Corp *		(3,022	)		(243	)
Frontdoor Inc *		(1,400	)		(34	)
GameStop Corp, Cl A *		(400	)		(49	)
Gap Inc/The		(2,100	)		(17	)
Garmin Ltd		(7,499	)		(737	)
General Motors Co *		(98,374	)		(3,124	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Gentex Corp		(15,788	)	$	(442	)
Gentherm Inc *		(2,600	)		(162	)
Genuine Parts Co		(1,535	)		(204	)
G-III Apparel Group Ltd *		(3,200	)		(65	)
Golden Entertainment Inc *		(1,300	)		(51	)
Goodyear Tire & Rubber Co/The *		(19,604	)		(210	)
GoPro Inc, Cl A *		(5,900	)		(33	)
Graham Holdings Co, Cl B		(200	)		(113	)
Grand Canyon Education Inc *		(1,155	)		(109	)
Group 1 Automotive Inc		(300	)		(51	)
H&R Block Inc		(3,400	)		(120	)
Hanesbrands Inc		(13,591	)		(140	)
Harley-Davidson Inc, Cl A		(11,777	)		(373	)
Hasbro Inc		(6,810	)		(558	)
Helen of Troy Ltd *		(1,264	)		(205	)
Hilton Grand Vacations Inc *		(1,700	)		(61	)
Hilton Worldwide Holdings Inc		(7,211	)		(804	)
Home Depot Inc/The		(13,379	)		(3,669	)
Hyatt Hotels Corp, Cl A *		(900	)		(67	)
Installed Building Products Inc		(1,178	)		(98	)
International Game Technology PLC		(1,900	)		(35	)
iRobot *		(647	)		(24	)
Jack in the Box Inc		(613	)		(34	)
KB Home		(4,535	)		(129	)
Kohl's Corp		(1,500	)		(54	)
Kontoor Brands Inc		(2,300	)		(77	)
Krispy Kreme		(3,900	)		(53	)
Las Vegas Sands Corp *		(8,259	)		(277	)
La-Z-Boy Inc, Cl Z		(1,777	)		(42	)
LCI Industries		(1,912	)		(214	)
Lear Corp		(4,364	)		(549	)
Leggett & Platt Inc		(7,176	)		(248	)
Lennar Corp, Cl A		(13,101	)		(925	)
Lennar Corp, Cl B		(600	)		(35	)
Leslie's Inc *		(2,900	)		(44	)
LGI Homes Inc *		(672	)		(58	)
Light & Wonder, Cl A *		(1,862	)		(87	)
Lithia Motors Inc, Cl A		(400	)		(110	)
LKQ Corp		(2,705	)		(133	)
Lowe's Cos Inc		(8,696	)		(1,519	)
Lululemon Athletica Inc *		(5,282	)		(1,440	)
M/I Homes Inc *		(1,938	)		(77	)
Macy's Inc		(5,100	)		(93	)
Malibu Boats Inc, Cl A *		(1,400	)		(74	)
Marriott International Inc/MD, Cl A		(7,141	)		(971	)
Marriott Vacations Worldwide Corp		(1,070	)		(124	)
Mattel Inc *		(16,769	)		(374	)
McDonald's Corp		(19,494	)		(4,813	)
MDC Holdings Inc		(2,385	)		(77	)
Meritage Homes Corp *		(2,003	)		(145	)
MGM Resorts International		(9,687	)		(280	)
Mohawk Industries Inc *		(2,166	)		(269	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Movado Group Inc		(1,700	)	$	(53	)
Murphy USA Inc		(300	)		(70	)
National Vision Holdings *		(900	)		(25	)
Newell Brands Inc, Cl B		(17,237	)		(328	)
NIKE Inc, Cl B		(54,411	)		(5,561	)
Nordstrom Inc		(1,500	)		(32	)
Norwegian Cruise Line Holdings Ltd *		(7,738	)		(86	)
NVR Inc *		(132	)		(529	)
Ollie's Bargain Outlet Holdings Inc *		(1,200	)		(71	)
O'Reilly Automotive Inc *		(1,052	)		(665	)
Oxford Industries Inc, Cl A		(500	)		(44	)
Papa John's International Inc, Cl A		(538	)		(45	)
Patrick Industries Inc		(1,000	)		(52	)
Peloton Interactive Inc, Cl A *		(13,761	)		(126	)
Penn National Gaming Inc *		(4,739	)		(144	)
Penske Automotive Group Inc, Cl A		(700	)		(73	)
Planet Fitness Inc, Cl A *		(1,799	)		(122	)
Polaris Inc		(2,813	)		(279	)
Pool Corp		(530	)		(186	)
PulteGroup Inc		(10,836	)		(429	)
PVH Corp		(3,063	)		(174	)
QuantumScape, Cl A *		(15,700	)		(135	)
Ralph Lauren Corp, Cl A		(2,350	)		(211	)
Red Rock Resorts Inc, Cl A		(1,200	)		(40	)
RH *		(160	)		(34	)
Rivian Automotive, Cl A *		(9,300	)		(239	)
Ross Stores Inc		(4,167	)		(293	)
Royal Caribbean Cruises Ltd *		(5,453	)		(190	)
SeaWorld Entertainment Inc *		(900	)		(40	)
Service Corp International/US		(4,926	)		(340	)
Shake Shack Inc, Cl A *		(500	)		(20	)
Signet Jewelers Ltd		(600	)		(32	)
Six Flags Entertainment Corp *		(1,806	)		(39	)
Skechers USA Inc, Cl A *		(6,508	)		(232	)
Skyline Champion Corp *		(2,750	)		(130	)
Smith & Wesson Brands Inc		(2,099	)		(28	)
Sonos Inc *		(4,696	)		(85	)
Standard Motor Products Inc		(1,195	)		(54	)
Starbucks Corp		(29,505	)		(2,254	)
Steven Madden Ltd		(3,800	)		(122	)
Stoneridge Inc *		(1,630	)		(28	)
Strategic Education Inc		(1,000	)		(71	)
Stride Inc *		(400	)		(16	)
Sturm Ruger & Co Inc		(399	)		(25	)
Tapestry Inc		(11,426	)		(349	)
Target Corp, Cl A		(6,223	)		(879	)
Taylor Morrison Home Corp, Cl A *		(5,441	)		(127	)
Tempur Sealy International Inc		(7,944	)		(170	)
Tenneco Inc, Cl A *		(6,037	)		(104	)
Terminix Global Holdings Inc *		(2,643	)		(107	)
Tesla Inc *		(9,792	)		(6,594	)
Texas Roadhouse Inc, Cl A		(1,928	)		(141	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Thor Industries Inc		(3,425	)	$	(256	)
TJX Cos Inc/The		(15,375	)		(859	)
Toll Brothers Inc		(4,749	)		(212	)
TopBuild Corp *		(1,282	)		(214	)
Tractor Supply Co		(1,617	)		(313	)
Travel + Leisure Co		(2,239	)		(87	)
Tri Pointe Homes Inc *		(6,720	)		(113	)
Ulta Beauty Inc *		(588	)		(227	)
Under Armour Inc, Cl A *		(7,025	)		(59	)
Under Armour Inc, Cl C *		(6,179	)		(47	)
Vail Resorts Inc		(1,147	)		(250	)
VF Corp		(14,942	)		(660	)
Victoria's Secret & Co *		(660	)		(18	)
Vista Outdoor Inc *		(2,340	)		(65	)
Visteon Corp *		(1,522	)		(158	)
Wayfair Inc, Cl A *		(576	)		(25	)
Wendy's Co/The		(4,028	)		(76	)
Whirlpool Corp		(2,465	)		(382	)
Williams-Sonoma Inc		(1,129	)		(125	)
Wingstop Inc, Cl A		(600	)		(45	)
Winnebago Industries		(2,803	)		(136	)
Wolverine World Wide Inc		(4,846	)		(98	)
Workhorse Group Inc *		(19,000	)		(49	)
Wyndham Hotels & Resorts Inc		(2,096	)		(138	)
Wynn Resorts Ltd *		(2,949	)		(168	)
XPEL Inc *		(600	)		(28	)
YETI Holdings Inc *		(3,969	)		(172	)
Yum! Brands Inc		(7,198	)		(817	)


					(77,218	)

Information Technology — (2.4)%
Advanced Micro Devices Inc *		(9,366	)		(716	)
Amphenol Corp, Cl A		(2,984	)		(192	)
Analog Devices Inc		(3,410	)		(498	)
Apple Inc		(50,064	)		(6,845	)
Applied Materials Inc		(5,432	)		(494	)
Arista Networks Inc *		(1,136	)		(106	)
Arrow Electronics Inc, Cl A *		(602	)		(67	)
Avnet Inc		(1,400	)		(60	)
Broadcom Inc		(2,542	)		(1,235	)
CDW Corp/DE		(805	)		(127	)
Ciena Corp *		(1,100	)		(50	)
Cisco Systems Inc		(27,947	)		(1,192	)
Cognex Corp		(1,068	)		(45	)
Coherent Inc *		(300	)		(80	)
Corning Inc, Cl B		(3,802	)		(120	)
Dell Technologies Inc, Cl C		(1,424	)		(66	)
Enphase Energy Inc *		(829	)		(162	)
Entegris Inc		(600	)		(55	)
F5 Inc, Cl A *		(397	)		(61	)
First Solar Inc *		(500	)		(34	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Hewlett Packard Enterprise Co		(6,754	)	$	(90	)
HP Inc		(5,155	)		(169	)
II-VI Inc *		(482	)		(25	)
Intel Corp		(27,853	)		(1,042	)
Jabil Inc		(722	)		(37	)
Juniper Networks Inc		(2,800	)		(80	)
Keysight Technologies Inc *		(853	)		(118	)
KLA Corp		(822	)		(262	)
Lam Research Corp		(868	)		(370	)
Lattice Semiconductor Corp *		(900	)		(44	)
Lumentum Holdings Inc *		(500	)		(40	)
Marvell Technology Inc		(4,495	)		(196	)
Microchip Technology Inc		(3,086	)		(179	)
Micron Technology Inc		(6,749	)		(373	)
MKS Instruments Inc		(476	)		(49	)
Monolithic Power Systems Inc		(212	)		(81	)
Motorola Solutions Inc		(1,357	)		(284	)
NetApp Inc		(954	)		(62	)
NVIDIA Corp		(13,892	)		(2,106	)
NXP Semiconductors NV		(1,700	)		(252	)
ON Semiconductor Corp *		(2,823	)		(142	)
Pure Storage Inc, Cl A *		(1,188	)		(30	)
Qorvo Inc *		(461	)		(43	)
QUALCOMM Inc		(6,620	)		(846	)
Sanmina Corp *		(1,400	)		(57	)
Skyworks Solutions Inc		(700	)		(65	)
Super Micro Computer Inc *		(1,052	)		(42	)
Synaptics Inc *		(300	)		(35	)
TD SYNNEX Corp		(500	)		(46	)
Teledyne Technologies Inc *		(200	)		(75	)
Teradyne Inc		(729	)		(65	)
Texas Instruments Inc		(6,207	)		(954	)
Trimble Inc *		(1,024	)		(60	)
Western Digital Corp *		(1,686	)		(76	)
Wolfspeed *		(600	)		(38	)
Zebra Technologies Corp, Cl A *		(231	)		(68	)


					(20,706	)

Materials — (1.5)%
Air Products and Chemicals Inc		(2,814	)		(677	)
Albemarle Corp		(1,462	)		(306	)
Alcoa Corp		(2,800	)		(128	)
Allegheny Technologies Inc *		(2,800	)		(64	)
Amcor PLC		(22,368	)		(278	)
AptarGroup Inc		(900	)		(93	)
Arconic *		(1,800	)		(50	)
Ashland Global Holdings Inc		(1,000	)		(103	)
Avery Dennison Corp		(1,028	)		(166	)
Avient Corp		(1,300	)		(52	)
Axalta Coating Systems Ltd *		(2,527	)		(56	)
Balchem Corp		(400	)		(52	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Ball Corp		(4,204	)	$	(289	)
Berry Global Group Inc *		(2,102	)		(115	)
Cabot Corp		(900	)		(57	)
Celanese Corp, Cl A		(1,372	)		(161	)
CF Industries Holdings Inc		(3,341	)		(286	)
Chemours Co/The		(2,300	)		(74	)
Cleveland-Cliffs Inc *		(7,500	)		(115	)
Commercial Metals Co, Cl A		(1,331	)		(44	)
Compass Minerals International, Cl A		(1,000	)		(35	)
Constellium, Cl A *		(3,000	)		(40	)
Corteva Inc		(9,528	)		(516	)
Crown Holdings Inc		(1,763	)		(162	)
Dow Inc		(10,484	)		(541	)
DuPont de Nemours Inc		(7,893	)		(439	)
Eagle Materials Inc		(500	)		(55	)
Eastman Chemical Co		(1,491	)		(134	)
Ecolab Inc		(3,121	)		(480	)
Element Solutions Inc		(4,200	)		(75	)
FMC Corp		(2,033	)		(218	)
Freeport-McMoRan Inc, Cl B		(19,697	)		(576	)
Graphic Packaging Holding Co		(2,560	)		(52	)
HB Fuller Co		(900	)		(54	)
Hecla Mining Co		(10,500	)		(41	)
Huntsman Corp		(4,031	)		(114	)
Innospec Inc		(1,300	)		(125	)
International Flavors & Fragrances Inc		(3,807	)		(453	)
International Paper Co		(4,993	)		(209	)
Livent Corp *		(2,100	)		(48	)
Louisiana-Pacific Corp		(1,126	)		(59	)
LyondellBasell Industries NV, Cl A		(4,915	)		(430	)
Martin Marietta Materials Inc, Cl A		(873	)		(261	)
Minerals Technologies Inc		(1,000	)		(61	)
Mosaic Co/The		(5,139	)		(243	)
MP Materials *		(400	)		(13	)
Newmont Corp		(10,115	)		(604	)
Nucor Corp		(3,765	)		(393	)
O-I Glass Inc, Cl I *		(1,400	)		(20	)
Olin Corp		(2,100	)		(97	)
Packaging Corp of America		(1,302	)		(179	)
PPG Industries Inc		(2,962	)		(339	)
Reliance Steel & Aluminum Co		(1,019	)		(173	)
Royal Gold Inc, Cl A		(900	)		(96	)
RPM International Inc		(2,228	)		(175	)
Scotts Miracle-Gro Co/The, Cl A		(600	)		(47	)
Sealed Air Corp		(1,552	)		(90	)
Sherwin-Williams Co/The, Cl A		(3,412	)		(764	)
Silgan Holdings Inc		(2,100	)		(87	)
Sonoco Products Co		(1,412	)		(81	)
Steel Dynamics Inc		(2,854	)		(189	)
Summit Materials Inc, Cl A *		(1,600	)		(37	)
SunCoke Energy Inc		(9,100	)		(62	)
Tronox Holdings		(2,500	)		(42	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
United States Steel Corp		(3,100	)	$	(55	)
Valvoline Inc		(3,600	)		(104	)
Vulcan Materials Co		(2,121	)		(301	)
Warrior Met Coal Inc		(1,700	)		(52	)
Westlake		(600	)		(59	)
Westrock Co		(3,554	)		(142	)


					(12,788	)

Total Common Stock Sold Short
(Proceeds $128,600) ($ Thousands)					(116,331	)



FOREIGN COMMON STOCK SOLD SHORT— (0.1)%
China — (0.1)%
Yum China Holdings Inc		(11,082	)		(537	)




Peru — (0.0)%
Southern Copper Corp		(1,175	)		(59	)




Total Foreign Common Stock Sold Short
(Proceeds $568) ($ Thousands)					(596	)


Total Investments Sold Short — (13.5)%
(Proceeds $129,168) ($ Thousands)				$	(116,927	)



WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $479) ($ Thousands)				$	(296	)

A list of the open exchange traded options contracts held by the Fund at June 30, 2022, is as follows:

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

A list of the open forward foreign currency contracts held by the Fund at June 30, 2022 is as follows:

A list of open OTC swap agreements held by the Fund at June 30, 2022, are as follows:

A list of open centrally cleared swap agreements held by the Fund at June 30, 2022, are as follows:

^	Security, or a portion thereof, is held by the Accumulation Commodity Strategy Subsidiary, Ltd. as of June 30, 2022.
(A)	Interest rate represents 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 June 30, 2022, the value of these securities amounted to $81,244 ($ Thousands), representing 9.4% of the Net Assets of the Fund.
(C)	Security is in default on interest payment.
(D)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(E)	Perpetual security with no stated maturity date.
(F)	Zero coupon security.

AUD — Australian Dollar

BPs— Basis Points

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMBX — Commercial Mortgage-Backed Index

CMO — Collateralized Mortgage Obligation

CNY — Chinese Yuan Onshore

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

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

NYMEX — New York Mercantile Exchange

OTC — Over The Counter

PIK — Payment-in-Kind

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

S&P— Standard & Poor's

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Custom SOFR Index

STACR — Structured Agency Credit Risk

TBA — To Be Announced

ULSD — Ultra-Low Sulfur Diesel

USD — U.S. Dollar

WTI — West Texas Intermediate

The following is a summary of the level of inputs used as of June 30, 2022, 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		–			542,258		–		542,258
Common Stock		272,486			–		–		272,486
Corporate Obligations		–			78,567		–		78,567
Mortgage-Backed Securities		–			48,441		–		48,441
Asset-Backed Securities		–			28,964		–		28,964
U.S. Government Agency Obligations		–			28,863		–		28,863
Municipal Bonds		–			1,422		–		1,422
Sovereign Debt		–			1,147		–		1,147
Foreign Common Stock		512			–		–		512
Purchased Options		599			–		–		599
Total Investments in Securities		273,597			729,662		–		1,003,259
Securities Sold Short
Common Stock		(116,331	)		–		–		(116,331	)
Foreign Common Stock		(596	)		–		–		(596	)
Total Securities Sold Short		(116,927	)		–		–		(116,927	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(296	)		–			–		(296	)
Futures Contracts*
Unrealized Appreciation		1,515			–			–		1,515
Unrealized Depreciation		(10,943	)		–			–		(10,943	)
Forwards Contracts*
Unrealized Appreciation		–			576			–		576
Unrealized Depreciation		–			(604	)		–		(604	)
OTC Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(815	)		–		(815	)
Total Return Swaps*
Unrealized Appreciation		–			199			–		199
Unrealized Depreciation		–			(4,192	)		–		(4,192	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			2,330			–		2,330
Unrealized Depreciation		–			(76	)		–		(76	)
Interest Rate Swaps*
Unrealized Appreciation		–			5,980			–		5,980
Reverse Repurchase Agreements		–			(158,613	)		–		(158,613	)
Total Other Financial Instruments		(9,724	)		(155,215	)		–		(164,939	)

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

Amounts designated as “—” are $0 or have been rounded to $0.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER — 30.4%
Communication Services — 1.1%
Rogers Communications
1.583%, 07/14/2022 (A)	$	7,550	$	7,544



Consumer Discretionary — 1.9%
Harley-Davidson Financial Services
1.732%, 07/07/2022 (A)		12,500		12,495



Consumer Staples — 1.7%
Conagra Brands
2.303%, 07/08/2022 (A)		1,300		1,300
Molson Coors Brewing Co.
1.903%, 07/07/2022 (A)		10,350		10,346

				11,646

Energy — 6.6%
Centennial Energy Holdings
2.254%, 07/25/2022 (A)		6,500		6,491
1.403%, 07/21/2022 (A)		5,600		5,594
Enbridge US
2.053%, 07/19/2022 (A)		10,000		9,989
Energy Transfer
2.251%, 07/01/2022 (A)		10,000		9,999
Transcanada Pipelines Ltd.
1.474%, 07/25/2022 (A)		7,550		7,539
1.423%, 07/18/2022 (A)		5,000		4,995

				44,607

Health Care — 3.4%
Humana
2.153%, 07/12/2022 (A)		11,000		10,994
Viatris
3.005%, 07/19/2022 (A)		11,050		11,037
2.505%, 07/13/2022 (A)		650		650

				22,681

Industrials — 4.8%
Fortive
2.053%, 07/19/2022 (A)		7,950		7,942
Fortune Brands
1.823%, 07/11/2022 (A)		12,550		12,543
Leidos
2.381%, 07/01/2022 (A)		12,050		12,049

				32,534

Information Technology — 1.8%
Jabil
2.502%, 07/05/2022 (A)		12,150		12,146


Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (continued)
Materials — 1.8%
FMC
2.304%, 07/15/2022 (A)	$	12,250	$	12,239



Real Estate — 3.7%
Crown Castle International
2.303%, 07/06/2022 (A)		12,300		12,296
Healthpeak Properties
1.535%, 08/16/2022 (A)		12,550		12,514

				24,810

Utilities — 3.6%
Brookfield Infrastructure
2.003%, 07/19/2022 (A)		11,400		11,388
Entergy
1.707%, 08/22/2022 (A)		12,550		12,511

				23,899

Total Commercial Paper
(Cost $204,629) ($ Thousands)				204,601


	Shares
EXCHANGE TRADED FUNDS — 7.3%
Italy — 0.0%
Lyxor FTSE MIB UCITS ETF		4,800		107
United States — 7.3%
Energy Select Sector SPDR Fund		12,731		910
Financial Select Sector SPDR Fund		6,381		201
Industrial Select Sector SPDR Fund		2,532		221
Invesco QQQ Trust Series, Ser 1		3,900		1,093
iShares China Large-Cap ETF		2,995		102
iShares Core S&P 500 ETF		67,415		25,560
iShares Global Energy ETF		12,640		428
Materials Select Sector SPDR Fund		9,217		678
SPDR S&P Homebuilders ETF		2,335		128
Vanguard Health Care ETF		1,013		239
Vanguard Intermediate-Term Corporate Bond ETF		12,152		972
Vanguard Long-Term Corporate Bond ETF		27,294		2,214
Vanguard S&P 500 ETF		45,998		15,956
Vanguard Small-Capital ETF		1,706		300
WisdomTree Japan Hedged Equity Fund		3,982		249
Xtrackers Harvest CSI 300 China A-Shares ETF		5,524		189

Total Exchange Traded Funds
(Cost $39,336) ($ Thousands)				49,547


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 3.3%
U.S. Treasury Inflation Protected Securities
3.875%, 04/15/2029	$	434	$	524
3.625%, 04/15/2028		241		281
3.375%, 04/15/2032		78		98
2.500%, 01/15/2029		267		297
2.375%, 01/15/2025		494		523
2.375%, 01/15/2027		266		289
2.125%, 02/15/2040		167		195
2.125%, 02/15/2041		235		272
2.000%, 01/15/2026		128		135
1.750%, 01/15/2028		360		382
1.375%, 02/15/2044		425		434
1.000%, 02/15/2046		230		218
1.000%, 02/15/2048		215		205
1.000%, 02/15/2049		184		177
0.875%, 01/15/2029		459		464
0.875%, 02/15/2047		261		241
0.750%, 07/15/2028		544		548
0.750%, 02/15/2042		292		267
0.750%, 02/15/2045		432		387
0.625%, 01/15/2024		1,213		1,234
0.625%, 01/15/2026		536		542
0.625%, 02/15/2043		291		257
0.500%, 04/15/2024		451		458
0.500%, 01/15/2028		701		697
0.375%, 07/15/2023		540		549
0.375%, 07/15/2025		723		730
0.375%, 01/15/2027		614		612
0.375%, 07/15/2027		674		671
0.250%, 01/15/2025		841		846
0.250%, 07/15/2029		606		588
0.250%, 02/15/2050		277		219
0.125%, 07/15/2024		285		288
0.125%, 10/15/2024		1,024		1,030
0.125%, 04/15/2025		753		753
0.125%, 10/15/2025		639		639
0.125%, 10/15/2025		4		4
0.125%, 04/15/2026		525		520
0.125%, 07/15/2026		499		495
0.125%, 10/15/2026		625		619
0.125%, 04/15/2027		374		368
0.125%, 01/15/2030		754		720
0.125%, 07/15/2030		710		677
0.125%, 01/15/2031		775		738
0.125%, 07/15/2031		771		733
0.125%, 01/15/2032		830		788
0.125%, 02/15/2051		275		212
0.125%, 02/15/2052		166		129

Total U.S. Treasury Obligations
(Cost $23,370) ($ Thousands)				22,053


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT — 2.8%

Japanese Government CPI Linked Bond
0.100%, 03/10/2026	JPY	1,374,333	$	10,597
0.100%, 03/10/2027		1,098,736		8,617

Total Sovereign Debt
(Cost $23,766) ($ Thousands)				19,214



U.S. GOVERNMENT AGENCY OBLIGATION — 1.9%
FHLB
1.375%, 02/17/2023	$	12,910		12,804

Total U.S. Government Agency Obligation
(Cost $13,001) ($ Thousands)				12,804


	Shares
COMMON STOCK — 0.9%
Bermuda — 0.0%
Lazard Ltd, Cl A		803		26
Canada — 0.1%
Bank of Montreal		125		12
Barrick Gold		1,213		22
Canadian National Railway		235		26
Enbridge		898		38
Kinross Gold		6,225		22
Manulife Financial		2,317		40
Royal Bank of Canada		534		52
Toronto-Dominion Bank		561		37
				249

United States — 0.8%
Communication Services — 0.1%
Alphabet Inc, Cl A *		10		22
AT&T Inc		1,955		41
Electronic Arts Inc		233		28
Fox Corp, Cl A		810		26
Meta Platforms Inc, Cl A *		426		69
Sirius XM Holdings Inc		6,672		41
Verizon Communications Inc		840		43
Walt Disney Co/The *		740		70
World Wrestling Entertainment Inc, Cl A		6,681		417
				757
Consumer Discretionary — 0.1%
Amazon.com Inc, Cl A *		1,278		136
Aramark		821		25
BorgWarner Inc		720		24
Caesars Entertainment Inc *		770		30
Ford Motor Co		2,166		24
Garmin Ltd		261		25
Genuine Parts Co		204		27
Leggett & Platt Inc		710		25
McDonald's Corp		117		29
MGM Resorts International		4,455		129


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Stellantis		1,972	$	24
Tractor Supply Co		140		27
Wendy's Co/The		1,494		28
				553
Consumer Staples — 0.1%
Altria Group Inc		543		23
Campbell Soup Co		1,219		59
Church & Dwight Co Inc		301		28
Coca-Cola Co/The		419		26
Conagra Brands Inc		1,287		44
General Mills Inc		630		47
Hormel Foods Corp		564		27
J M Smucker Co/The		215		27
Kellogg Co		372		27
Keurig Dr Pepper Inc		1,120		40
Kimberly-Clark Corp		236		32
Kraft Heinz Co/The		710		27
Lamb Weston Holdings Inc		410		29
McCormick & Co Inc/MD		146		12
Molson Coors Beverage Co, Cl B		504		27
Mondelez International Inc, Cl A		904		56
PepsiCo Inc		159		27
Philip Morris International Inc		294		29
				587
Energy — 0.0%
Antero Midstream Corp		1,396		13
Cheniere Energy Inc		215		29
Chevron Corp		92		13
Kinder Morgan Inc		2,302		38
ONEOK Inc		428		24
Targa Resources Corp		196		12
Williams Cos Inc/The		908		28
				157
Financials — 0.1%
Aflac Inc		474		26
AGNC Investment Corp ^‡		2,365		26
Allstate Corp/The		208		26
Annaly Capital Management Inc ^‡		4,391		26
Ares Capital		2,859		51
Berkshire Hathaway Inc, Cl B *		42		12
Blackstone Mortgage Trust Inc, Cl A ^‡		1,420		39
Canadian Imperial Bank of Commerce		490		24
Chubb Ltd		135		27
Fidelity National Financial Inc		1,007		37
FS KKR Capital Corp		1,313		26
Huntington Bancshares Inc/OH		2,098		25
Intercontinental Exchange Inc		111		10
KeyCorp		2,154		37
MSCI Inc, Cl A		68		28
Nasdaq Inc, Cl A		183		28
New Residential Investment Corp ^‡		3,090		29
New York Community Bancorp Inc		5,609		51


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Northern Trust Corp		259	$	25
Principal Financial Group Inc, Cl A		416		28
Progressive Corp/The		236		28
Starwood Property Trust Inc ^‡		1,837		38
Travelers Cos Inc/The		159		27
				674
Health Care — 0.1%
Abbott Laboratories		241		26
Alcon		380		26
AmerisourceBergen Corp, Cl A		190		27
Avantor Inc *		458		14
Boston Scientific Corp *		1,387		52
Bristol-Myers Squibb Co		558		43
Cardinal Health Inc		772		40
Change Healthcare Inc *		1,158		27
Danaher Corp, Cl A		110		28
Gilead Sciences Inc		490		30
Hologic Inc *		372		26
Johnson & Johnson		150		27
Medtronic PLC		268		24
Quest Diagnostics Inc		220		29
UnitedHealth Group Inc		54		28
Vertex Pharmaceuticals Inc *		109		31
Viatris Inc, Cl W *		316		3
Zoetis Inc, Cl A		165		28
				509
Industrials — 0.1%
A O Smith Corp		706		39
CH Robinson Worldwide Inc		268		27
Deere & Co		71		21
Delta Air Lines Inc, Cl A *		575		17
Eaton Corp PLC		192		24
Emerson Electric Co		299		24
Equifax Inc		149		27
Fastenal Co, Cl A		534		27
Fortive Corp		691		38
General Dynamics Corp		186		41
Huntington Ingalls Industries Inc, Cl A		147		32
Illinois Tool Works Inc		142		26
Ingersoll Rand Inc		604		25
Lockheed Martin Corp		34		15
Northrop Grumman Corp		94		45
PACCAR Inc		321		26
Waste Management Inc		186		28
				482
Information Technology — 0.0%
Amphenol Corp, Cl A		595		38
Apple Inc		1,331		182
Corning Inc, Cl B		1,249		39
Dell Technologies Inc, Cl C		539		25
Flex *		1,732		25
Juniper Networks Inc		1,407		40


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NortonLifeLock Inc		1,776	$	39
Texas Instruments Inc		166		26
Tower Semiconductor Ltd *		605		28
Trimble Inc *		407		24
				466
Materials — 0.0%
Ball Corp		386		26
Crown Holdings Inc		290		27
Dow Inc		457		24
Franco-Nevada		190		25
Huntsman Corp		1,266		36
Sherwin-Williams Co/The, Cl A		112		25
				163
Real Estate — 0.1%
Americold Realty Trust ^‡		916		28
AvalonBay Communities Inc ^‡		257		50
CBRE Group Inc, Cl A *		383		28
EPR Properties, Cl A ^‡		565		26
Equity Residential ^‡		331		24
Extra Space Storage Inc ^‡		246		42
Healthcare Trust of America Inc, Cl A ^‡		974		27
Healthpeak Properties Inc ^‡		434		11
Invitation Homes Inc ^‡		789		28
Kimco Realty Corp ^‡		1,927		38
National Retail Properties Inc ^‡		665		29
STAG Industrial Inc ^‡		1,555		48
STORE Capital Corp ^‡		1,026		27
VICI Properties Inc ^‡		893		27
Welltower Inc ^‡		311		26
Weyerhaeuser Co ^‡		1,521		50
WP Carey Inc ^‡		318		26
				535
Utilities — 0.1%
AES Corp/The		2,008		42
American Electric Power Co Inc		151		15
Atlantica Sustainable Infrastructure		788		25
CenterPoint Energy Inc		950		28
Consolidated Edison Inc		279		27
Dominion Energy Inc		517		41
Edison International		841		53
Entergy Corp		127		14
Exelon Corp		1,231		56
FirstEnergy Corp		689		26
NRG Energy Inc		652		25
Pinnacle West Capital Corp		547		40
PPL Corp		1,480		40
Public Service Enterprise Group Inc		617		39
Sempra Energy		172		26
Southern Co/The		388		28
Vistra Corp		1,650		38
WEC Energy Group Inc		435		44

A list of the open futures contracts held by the Fund at June 30, 2022, is as follows:

A list of the open forward foreign currency contracts held by the Fund at June 30, 2022 is as follows:

A list of the open OTC swap agreements held by the Fund at June 30, 2022, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at June 30, 2022, is as follows:

	Percentages are based on Net Assets of $673,952 ($ Thousands).
*	Non-income producing security.
^‡	Real Estate Investment Trust.
(A)	Interest rate represents 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

CPI — Consumer Price Index

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

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

S&P— Standard & Poor's

SEK — Swedish Krona

SPDR — Standard & Poor's Depository Receipt

SPI — Share Price Index

THB — Thai Baht

TSX — Toronto Stock Exchange

TWD — Taiwan Dollar

UCITS — Undertakings for the Collective Investment in Transferable Securities

USD — U.S. Dollar

ZAR — South African Rand

The following is a summary of the level of inputs used as of June 30, 2022 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Commercial Paper

–

204,601

–

204,601

Exchange Traded Funds

49,547

–

49,547

U.S. Treasury Obligations

–

22,053

–

22,053

Sovereign Debt

–

19,214

–

19,214

U.S. Government Agency Obligation

–

12,804

–

12,804

Common Stock

5,821

–

5,821

Total Investments in Securities

55,368

258,672

–

314,040

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		785			–			–		785
Unrealized Depreciation		(782	)		–			–		(782	)
Forwards Contracts*
Unrealized Appreciation		–			6,637			–		6,637
Unrealized Depreciation		–			(1,524	)		–		(1,524	)
OTC Swaps
Total Return Swaps*
Unrealized Depreciation		–			(4	)		–		(4	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(406	)		–		(406	)
Interest Rate Swaps*
Unrealized Depreciation		–			(1,076	)		–		(1,076	)
Total Other Financial Instruments		3			3,627			–		3,630

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

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/ (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		68		Sep-2022	$	12,987	$	12,884	$	(103	)
S&P Mid Cap 400 Index E-MINI		5		Sep-2022		1,118		1,134		16
					$	14,105	$	14,018	$	(87	)

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/(Depreciation)		Value 6/30/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	16,145	$	77,760	$	(91,064	)	$	—	$	—	$	2,841		2,836,549	$	12	$	—
SEI Daily Income Trust, Government Fund, Cl F		19,853		276,757		(274,091	)		—		—		22,519		22,519,096		29		1
Totals	$	35,998	$	354,517	$	(365,155	)	$	—	$	—	$	25,360			$	41	$	1

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Depreciation (Thousands)
Long Contracts
S&P 500 Index E-MINI		56		Sep-2022	$	10,699	$	10,610	$	(89	)
S&P Mid Cap 400 Index E-MINI		35		Sep-2022		8,075		7,938		(137	)
					$	18,774	$	18,548	$	(226	)

Security Description	Value 9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)			Change in Unrealized Appreciation/(Depreciation)			Value 6/30/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	6,431	$	104,124	$	(91,882	)	$	(1	)	$	(2	)	$	18,670		18,669,735	$	21	$	—
SEI Daily Income Trust, Government Fund, Cl F		20,275		144,057		(143,803	)		—			—			20,529		20,529,103		27		—
Totals	$	26,706	$	248,181	$	(235,685	)	$	(1	)	$	(2	)	$	39,199			$	48	$	—

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Long Contracts
S&P 500 Index E-MINI		111		Sep-2022	$	20,965	$	21,032	$	67

Description	Number of Shares		Acquisition Date/Right to Acquire Date		Cost ($ Thousands)		Market Value ($ Thousands)
Common Stock
Value Creation		145,600		02/29/2008	$	1,491	$	59
					$	1,491	$	59

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		07/25/22		DKK	44,680		USD	6,333	$	42
Barclays PLC		07/25/22		NOK	85,368		USD	8,563		(83	)
Barclays PLC		07/25/22		SEK	96,594		USD	9,527		92
BNP Paribas		07/25/22		NZD	3,794		USD	2,370		12
BNP Paribas		07/25/22		CAD	19,615		USD	15,113		(94	)
BNP Paribas		07/25/22		HKD	129,683		USD	16,536		(4	)
Brown Brothers Harriman		07/25/22		USD	8		AUD	12		—
Brown Brothers Harriman		07/25/22		USD	11		NZD	17		—
Brown Brothers Harriman		07/25/22		USD	19		SGD	27		—
Brown Brothers Harriman		07/25/22		USD	33		SEK	337		—
Brown Brothers Harriman		07/25/22		USD	39		GBP	32		—
Brown Brothers Harriman		07/25/22		USD	41		DKK	294		—
Brown Brothers Harriman		07/25/22		USD	82		NOK	809		—
Brown Brothers Harriman		07/25/22		SGD	167		USD	120		—
Brown Brothers Harriman		07/25/22		AUD	169		USD	117		1
Brown Brothers Harriman		07/25/22		USD	178		CAD	229		—
Brown Brothers Harriman		07/25/22		USD	187		HKD	1,468		—
Brown Brothers Harriman		07/25/22		USD	215		EUR	204		—
Brown Brothers Harriman		07/25/22		NZD	221		USD	139		2
Brown Brothers Harriman		07/25/22		USD	119		CHF	114		—
Brown Brothers Harriman		07/25/22		USD	359		CHF	342		(2	)
Brown Brothers Harriman		07/25/22		GBP	549		USD	674		7
Brown Brothers Harriman		07/25/22		USD	192		JPY	26,234		1
Brown Brothers Harriman		07/25/22		USD	392		JPY	52,632		(4	)
Brown Brothers Harriman		07/25/22		CAD	389		USD	302		1
Brown Brothers Harriman		07/25/22		CAD	417		USD	322		(1	)
Brown Brothers Harriman		07/25/22		CHF	670		USD	701		1
Brown Brothers Harriman		07/25/22		CHF	273		USD	285		(1	)
Brown Brothers Harriman		07/25/22		EUR	1,444		USD	1,529		17
Brown Brothers Harriman		07/25/22		DKK	2,086		USD	297		3
Brown Brothers Harriman		07/25/22		NOK	1,579		USD	161		1
Brown Brothers Harriman		07/25/22		NOK	2,596		USD	262		(1	)
Brown Brothers Harriman		07/25/22		SEK	4,674		USD	463		7
Brown Brothers Harriman		07/25/22		HKD	2,675		USD	341		—
Brown Brothers Harriman		07/25/22		HKD	3,075		USD	392		—
Brown Brothers Harriman		07/25/22		JPY	161,732		USD	1,198		6

Security Description	9/30/2021		Purchases at Cost		Proceeds from Sales			Realized Gain/ (Loss)		Change in Unrealized Appreciation/(Depreciation)		Value 6/30/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	19,946	$	100,250	$	(102,394	)	$	—	$	1	$	17,803		17,801,948	$	129	$	—
SEI Daily Income Trust, Government Fund, Cl F		8,193		27,568		(29,818	)		—		—		5,943		5,942,529		5		—
Totals	$	28,139	$	127,818	$	(132,212	)	$	—	$	1	$	23,746			$	134	$	—

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Call Options
July 2022, Eurodollar Mid-Curve Option		306		$	74,492		$	97.38		7/16/2022	$	12
September 2022, Eurodollar Mid-Curve Option		167			41,071			98.38		9/17/2022		8
September 2022, Eurodollar Mid-Curve Option		361			89,122			98.75		9/17/2022		9
December 2022, IMM Eurodollar Future Option		449			110,426			98.38		12/17/2022		25
June 2023, IMM Eurodollar Future Option		495			121,894			98.50		6/17/2023		102
August 2022, U.S. 10 Year Future Option		235			27,495			117.00		7/16/2022		452



Total Purchased Options				$	464,500						$	608
WRITTEN OPTIONS — (0.1)%
Put Options
December 2022, IMM Eurodollar Future Option		(449	)	$	(110,145	)		98.13		12/17/22	$	(2,057	)
June 2023, IMM Eurodollar Future Option		(95	)		(23,037	)		97.00		06/17/23		(198	)
September 2022, U.S. 5 Year Future Option		(373	)		(40,471	)		108.50		08/20/22		(46	)

				$	(173,653	)						(2,301	)


Call Options
September 2023, 3 Month SOFR OPT Sep23C 98.75		(164	)	$	(40,488	)		98.75		09/16/23	$	(52	)
September 2022, Eurodollar Mid-Curve Option		(484	)		(117,824	)		97.38		09/17/22		(145	)
September 2022, Eurodollar Mid-Curve Option		(141	)		(34,369	)		97.50		09/17/22		(34	)
September 2022, Eurodollar Mid-Curve Option		(305	)		(74,439	)		97.63		09/17/22		(57	)
September 2022, Eurodollar Mid-Curve Option		(820	)		(202,950	)		99.00		09/17/22		(10	)
December 2022, IMM Eurodollar Future Option		(193	)		(46,561	)		96.50		12/17/22		(139	)
December 2022, IMM Eurodollar Future Option		(780	)		(189,150	)		97.00		12/17/22		(268	)
December 2022, IMM Eurodollar Future Option		(449	)		(110,145	)		98.13		12/17/22		(34	)
June 2023, IMM Eurodollar Future Option		(495	)		(121,275	)		98.00		06/17/23		(183	)
August 2022, U.S. 10 Year Future Option		(140	)		(16,520	)		118.00		07/16/22		(173	)
September 2022, U.S. 10 Year Future Option		(330	)		(39,600	)		120.00		08/20/22		(299	)
August 2022, U.S. 5 Year Future Option		(106	)		(11,819	)		111.50		07/16/22		(115	)
August 2022, U.S. 5 Year Future Option		(109	)		(12,208	)		112.00		07/16/22		(84	)

					(1,017,348	)						(1,593	)


Total Written Options				$	(1,191,001	)					$	(3,894	)

Description	Counterparty		Number of Contracts/ Notional Amount			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTIONS — 0.0%
Call Swaptions
Swaption Put 07/21/22 101.50*		Bank of America Merrill Lynch		11,240,000		$	101.50		07/16/2022	$	4
Swaption Put 08/18/22 90*		Bank of America Merrill Lynch		30,500,000		$	90.00		08/20/2022		35
Total Purchased Swaptions				41,740,000						$	39
WRITTEN SWAPTIONS — 0.0%
Put Swaptions
Swaption Put 07/21/22 94.5*		Bank of America Merrill Lynch		(11,240,000	)	$	94.50		07/16/2022	$	(63	)

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)
USA-CPI-U		.97%		Annual		11/18/2023		USD		12,250	$	668		$	(48	)	$	716
1.785%		3 MONTH USD - LIBOR		Quarterly		07/24/2053		USD		1,920		403			–			403
1.7725%		3M USD LIBOR		Quarterly		07/24/2053		USD		2,600		552			–			552
3 MONTH USD - LIBOR		1.8075%		Quarterly		07/24/2053		USD		1,300		267			–			267
.5%		SD-SOFR-OIS-COMPOUND		Annual		04/21/2052		USD		5,290		125			9			116
SD-SOFR-OIS-COMPOUND		.65%		Annual		08/15/2047		USD		560		107			56			51
USD-SOFR-OIS-COMPOUND		.63%		Annual		05/15/2047		USD		7,680		1,497			339			1,158
CMENA IR LIBOR 2/15/47		1.63% FIXED		Quarterly		02/15/2047		USD		6,257		1,520			38			1,482
USD-SOFR-COMPOUND 2/15/47		1.52% FIXED		Annual		02/15/2047		USD		5,559		1,190			(64	)		1,254
CMENA IR 2/15/47		1.72875% FIXED		Annual		02/15/2047		USD		5,240		927			63			864
0.74%		USD-SOFRRATE		Annual		08/19/2045		USD		5,670		1,946			–			1,946
USD-SOFRRATE		0.56%		Annual		07/20/2045		USD		8,660		3,232			103			3,129
SD-SOFR-OIS COMPOUND		2.00%		Annual		03/18/2032		USD		5,870		386			37			349
2.77%		USD CPI INDEX		Annual		10/20/2031		USD		10,870		(492	)		9			(501	)
USD LIBOR BBA		1.7334%		Annual		10/20/2031		USD		10,870		466			40			426
LE - 2.85% FIXED		USD-SOFR-OIS COMPOUND		Annual		02/15/2029		USD		10,144		(65	)		(20	)		(45	)
SD-SOFR-OIS-COMPOUND		.22% FIXED		Annual		08/15/2028		USD		9,318		802			(1	)		803
SOFR- COMPOUNDING		1.113%		Annual		08/15/2028		USD		21,686		1,976			141			1,835
USD-LIBOR-BBA		1.35%		Quarterly		02/15/2028		USD		18,476		1,599			(105	)		1,704
USD-SOFR-COMPOUND 5/15/2027		0.71% FIXED		Annual		05/15/2027		USD		37,002		3,455			–			3,455
SD-SOFR-OIS-COMPOUND		.5%		Annual		03/04/2027		USD		11,597		(615	)		(17	)		(598	)
USD-SOFR-OIS-COMPOUND		.52%		Annual		11/20/2026		USD		13,910		432			(29	)		461
SA-CPI-U		.37%		Annual		11/18/2026		USD		12,250		(438	)		170			(608	)
USD CPI INDEX		2.95%		Annual		10/20/2026		USD		10,870		626			(5	)		631
3M LIBOR		.6875% FIXED		Semi-Annual		12/07/2025		USD		39,405		(883	)		–			(883	)
.39% FIXED		3M LIBOR		Semi-Annual		09/28/2025		USD		35,750		(1,029	)		–			(1,029	)
.0355%		3 MONTH USD - LIBOR		Semi-Annual		07/24/2025		USD		23,015		(844	)		–			(844	)
.0255%		3 MONTH USD - LIBOR		Semi-Annual		07/24/2025		USD		31,110		(1,145	)		–			(1,145	)
.0725%		3 MONTH USD - LIBOR		Semi-Annual		07/24/2025		USD		15,555		(559	)		–			(559	)
VE - FIXED 1.95%		SECURED ON FINANCING RATE(SOFRRAT)		Annual		06/10/2024		USD		66,350		(1,258	)		–			(1,258	)
.87%		3M LIBOR		Quarterly		09/28/2053		USD		3,050		581			–			581
3M LIBOR		.6875% FIXED		Quarterly		12/07/2053		USD		3,295		701			–			701
											$	16,130		$	716		$	15,414

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.38		Sell		5.00%		Quarterly		06/20/2027	$	(19,364	)	$	(558	)	$	946	$	(1,504	)
CDS-CDX.NA.IG.38		Sell		1.00%		Quarterly		06/20/2027		(157,133	)		(50	)		1,829		(1,879	)
												$	(608	)	$	2,775	$	(3,383	)

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Asset-Backed Securities			Investments in Common Stocks			Investments in Convertible Bonds		Investments in Preferred Stocks			Investments in Warrants			Investments in Rights
Balance as of October 1, 2021	$	3,147		$	18,534		$	163,469		$	16,305		$	–	$	2,647		$	548		$	–
Accrued discounts/premiums		(59	)		(30	)		(102	)		–			–		–			–			–
Realized gain/(loss)		(811	)		(52	)		5,096			3,253			–		61			–			–
Change in unrealized appreciation/(depreciation)		873			(1,135	)		(5,388	)		(2,747	)		–		157			246			–
Purchases		–			989			228			–			–		1,116			–			–
Sales		(33	)		(7,057	)		(35,890	)		(5,150	)		–		(34	)		(45	)		–
Net transfer into Level 3		–			7,517			–			1,449			1,212		2,629			186			–
Net transfer out of Level 3		(2,577	)		(3,952	)		–			(2,912	)		–		–			–			–
Ending Balance as of June 30, 2022⁽¹⁾	$	540		$	14,814		$	127,413		$	10,198		$	1,212	$	6,576		$	935		$	–
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	62		$	(1,674	)	$	(5,379	)	$	(1,458	)	$	22	$	157		$	325		$	–

Description	Number of Shares/Face Amount ($ Thousands)/Number of Warrants		Acquisition Date/Right to Acquire Date		Cost ($ Thousands)		Market Value ($ Thousands)
Common Stock
Cenveo Corporation		84,157		9/14/2018	$	3,175	$	1,683
Guitar Center		13,905	1/8/2021			1,762		2,654
Gymboree Holding		10,471		10/2/2017		131		–
Gymboree Holding		29,841		10/2/2017		541		–
Neiman Marcus Group		620		9/30/2020		–		109
Parker Drilling		2,817		3/26/2019		38		16
Parker Drilling		76,272		3/26/2019		962		438
Corporate Obligation
Aventine (Escrow Security)		2,750,000		4/21/2010		–		–
Envision Healthcare		1,895,000		9/30/2018		1,594		551
EQM Midstream Partners		276,000		6/17/2020		276		265
Northwest Acquisitions ULC		2,115,000		10/1/2019		1,493		–
Six Flags Theme Parks		668,000		4/16/2020		691		676
Trident TPI Holdings		1,652,000		7/22/2019		1,702		1,511
Loan Participation
Carestream Health, 2023 Extended Term Loan, 1st Lien		1,331,422		8/11/2020		1,266		1,318
Carestream Health, 2023 Extended Term Loan, 2nd Lien		2,578,492		5/29/2020		2,389		2,174
Envision Healthcare, Initial Term Loan, 1st Lien		6,191,132		9/30/2018		5,350		2,037
Mavenir Systems, Initial Term Loan, 1st Lien		1,092,263		8/17/2021		1,083		1,010
Preferred Stock
Guitar Center		365		1/8/2021		34		34
Warrant
Carestream Health		79		6/3/2020		–		–
Guitar Center		3,382		1/8/2021		186		330
Guitar Center		3,681		1/8/2021		132		223
Guitar Center		298		1/8/2021		11		18
					$	22,816	$	15,047

Credit Default Swaps - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Thousands)
BASF 100		1.00%		Quarterly		06/20/2027		177	$	7		$	(4	)	$	11
BASF 100		1.00%		Quarterly		06/20/2027		176		7			(4	)		11
BASF 100		1.00%		Quarterly		06/20/2027		177		7			(4	)		11
CDX.HY.38		5.00%		Quarterly		06/20/2027		1,205		35			(53	)		88
CDX.HY.38		5.00%		Quarterly		06/20/2027		1,604		34			(87	)		121
CDX.IG.38		1.00%		Quarterly		06/20/2027		1,445		(8	)		(20	)		12
CDX.IG.38		1.00%		Quarterly		06/20/2027		1,443		0			(13	)		13
CDX.IG.38		1.00%		Quarterly		06/20/2027		433		(5	)		(6	)		1
ITRX.XOVER.37		5.00%		Quarterly		06/20/2027		345		11			(23	)		34
LXSGR 100		1.00%		Quarterly		06/20/2027		181		11			6			5
LXSGR 100		1.00%		Quarterly		06/20/2027		183		12			6			6
VODFON 100		1.00%		Quarterly		06/20/2027		354		(3	)		(6	)		3
VODFON 100		1.00%		Quarterly		06/20/2027		354		(3	)		(5	)		2
VODFON 100		1.00%		Quarterly		06/20/2027		181		(1	)		(2	)		1
									$	104		$	(215	)	$	319

Credit Default Swap- Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Depreciation (Thousands)
Turkey		1.00%		Quarterly		06/20/2027		(285	)	$	(77	)	$	(54	)	$	(23	)

	Investments in Common Stock			Investments in Corporate Obligations		Investments in Loan Participations			Investments in Warrants		Investments in Preferred Stock
Balance as of September 30, 2021	$	1,147		$	–	$	3,896		$	73	$	115
Accrued discounts/premiums		–			–		(2	)		–		–
Realized gain/(loss)		–			–		(21	)		–		–
Change in unrealized appreciation/(depreciation)		51			4		(305	)		88		12
Purchases		–			–		414			33		290
Sales		(13	)		–		(903	)		–		–
Net transfer into Level 3		96			198		704			89		429
Net transfer out of Level 3		(453	)		–		(87	)		–		–
Ending Balance as of June 30, 2022⁽¹⁾	$	828		$	202	$	3,696		$	283	$	846
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	2		$	8	$	(337	)	$	126	$	(1	)


Description	Market Value ($ Thousands)
*PURCHASED OPTIONS — 0.1%**
Total Purchased Options
(Cost $846) ($ Thousands)	$	534


Total Investments in Securities — 92.2%
(Cost $779,928) ($ Thousands)	$	686,005


Description	Market Value ($ Thousands)
*PURCHASED OPTIONS (continued)**




*WRITTEN OPTIONS — (0.3)%**
Total Written Options
(Premiums Received $3,163) ($ Thousands)	$	(2,313	)

Credit Default Swaps - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-DAIGR		1.00%		Quarterly		12/20/2024	$	(1,290	)	$	(8	)	$	7	$	(15	)
CDS-F		5.00%		Quarterly		06/20/2026		(1,450	)		41			167		(126	)

Total Return Swaps
Counterparty	Reference Entity/ Obligation		Fund Pays			Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
JPMorgan Chase		IBOX $ Liquid High Yield Index		INDEX RETURN			IBOX $ Liquid High Yield Index		Annually		09/20/2022		USD		16,014		$	199		$	–	$	199
Macquarie Bank Limited^	Bloomberg Commodity Index Total Return			US T-BILL HIGH DISCOUNT RATE + 9 BPS		Bloomberg Commodity Index Total Return			Monthly		08/03/2022		USD		(5,687	)		(418	)		–		(418	)
Macquarie Bank Limited^		Macquarie Commodity Product 251E		0.31	%		Macquarie Commodity Product 251E		Monthly		07/02/2022		USD		(9,746	)		(146	)		–		(146	)
Merrill Lynch^	Bloomberg Commodity Index 2-Month Forward Total Return			US T-BILL HIGH DISCOUNT RATE + 12 BPS		Bloomberg Commodity Index 2-Month Forward Total Return			Monthly		08/03/2022		USD		(4,042	)		(302	)		–		(302	)
Merrill Lynch^	Bloomberg Commodity Index Total Return			US T-BILL HIGH DISCOUNT RATE + 11 BPS		Bloomberg Commodity Index Total Return			Monthly		08/03/2022		USD		(20,859	)		(1,533	)		–		(1,533	)
Merrill Lynch^	BofA Merrill Lynch Commodity MLBXCS3T Total Return			3-Month U.S. Treasury rate plus 13 BPS		BofA Merrill Lynch Commodity MLBXCS3T Total Return			Monthly		07/02/2022		USD		(11,440	)		(486	)		–		(486	)
Societe Generale^	Bloomberg Commodity Index 2-Month Forward Total Return			US T-BILL HIGH DISCOUNT RATE + 14 BPS		Bloomberg Commodity Index 2-Month Forward Total Return			Monthly		08/03/2022		USD		(3,065	)		(229	)		–		(229	)
Societe Generale^	Bloomberg Commodity Index Total Return			US T-BILL HIGH DISCOUNT RATE + 11 BPS		Bloomberg Commodity Index Total Return			Monthly		08/03/2022		USD		(12,048	)		(886	)		–		(886	)

Total Return Swaps (continued)
Counterparty	Reference Entity/ Obligation		Fund Pays			Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)			Value (Thousands)			Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
Societe Generale^		Societe Generale Commodities Custom Alpha 061		0.35	%		Societe Generale Commodities Custom Alpha 061		Monthly		07/02/2022		USD		(6,185	)	$	(192	)	$	–	$	(192	)
																	$	(3,993	)	$	–	$	(3,993	)

Multi-Asset Real Return Fund
Principal Amount ($ Thousands)			Counterparty	Rate			Value ($ Thousands)
$	(18,724	)	Chase Securities		0.85	%	$	(18,724	)
	(4,699	)	Chase Securities		0.86	%		(4,699	)
	(11,438	)	Chase Securities		0.86	%		(11,438	)
	(21,159	)	Chase Securities		0.86	%		(21,159	)
	(28,796	)	Chase Securities		0.86	%		(28,796	)

$	(37,761	)	Chase Securities	0.86	%	$	(37,761	)
	(24,177	)	Chase Securities	0.88	%		(24,177	)
	(8,300	)	Chase Securities	1.50	%		(8,300	)
	(3,559	)	Chase Securities	1.59	%		(3,559	)
						$	(158,613	)