
Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.3%

Communication Services — 6.0%
Alphabet Inc, Cl A *		26,120	$	2,827
Alphabet Inc, Cl C *		110,724		12,085
AT&T Inc		220,215		3,863
BCE Inc (A)		65,612		3,163
Comcast Corp, Cl A		84,021		3,041
Fox Corp		44,900		1,535
Iridium Communications Inc *		831		37
Liberty Media Corp-Liberty Formula One, Cl A *		2,237		130
Liberty Media Corp-Liberty Formula One, Cl C *		1,958		125
Live Nation Entertainment Inc *		33,512		3,028
Meta Platforms Inc, Cl A *		14,647		2,386
Netflix Inc *		5,299		1,185
Paramount Global, Cl B		19,500		456
Take-Two Interactive Software Inc *		5,149		631
T-Mobile US Inc *		2,196		316
Verizon Communications Inc		64,000		2,676
Walt Disney Co/The *		54,591		6,118
Warner Bros Discovery Inc *		23,911		316

				43,918
Consumer Discretionary — 10.4%
Airbnb Inc, Cl A *		2,564		290
Alibaba Group Holding Ltd ADR *		11,810		1,127
Amazon.com Inc *		129,444		16,410
AutoZone Inc *		412		873
Best Buy Co Inc		11,600		820
Booking Holdings Inc *		185		347
Capri Holdings Ltd *		7,664		362
Carter's Inc		18,049		1,333
Dollar General Corp		10,432		2,477
Domino's Pizza Inc		1,637		609
eBay Inc		23,000		1,015
Foot Locker Inc		30,901		1,138
Ford Motor Co		125,937		1,919
General Motors Co		76,828		2,936
Genuine Parts Co		34,890		5,443
Goodyear Tire & Rubber Co/The *		58,400		819
Harley-Davidson Inc		25,500		984
Home Depot Inc/The		3,316		956
KB Home		19,900		570
Kohl's Corp		13,100		372
Lear Corp		7,400		1,026
Lowe's Cos Inc		32,195		6,250
Lululemon Athletica Inc *		786		236
Macy's Inc		40,694		705
Marriott International Inc/MD, Cl A		2,747		422
McDonald's Corp		1,221		308
MercadoLibre Inc *		965		826
MGM Resorts International		82,964		2,708


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NIKE Inc, Cl B		43,285	$	4,608
PulteGroup Inc		20,100		817
Ross Stores Inc		27,695		2,389
Starbucks Corp		18,522		1,557
Target Corp		25,875		4,149
Tesla Inc *		22,317		6,151
Ulta Beauty Inc *		1,428		600
Vail Resorts Inc		2,861		643
Whirlpool Corp		9,600		1,503

				75,698
Consumer Staples — 7.0%
Altria Group Inc		59,662		2,692
BJ's Wholesale Club Holdings Inc *		3,412		254
Bunge Ltd		685		68
Coca-Cola Co/The		56,188		3,467
Colgate-Palmolive Co		27,405		2,143
Conagra Brands Inc		76,167		2,619
Constellation Brands Inc, Cl A		2,651		652
Costco Wholesale Corp		1,908		996
Darling Ingredients Inc *		1,859		141
Diageo PLC ADR		12,305		2,170
Estee Lauder Cos Inc/The, Cl A		2,345		597
Hershey Co/The		3,575		803
J M Smucker Co/The		17,035		2,385
Kimberly-Clark Corp		16,766		2,138
Kraft Heinz Co/The		28,800		1,077
Kroger Co/The		71,256		3,416
Molson Coors Beverage Co, Cl B		24,900		1,287
Mondelez International Inc, Cl A		55,688		3,445
PepsiCo Inc		29,832		5,139
Philip Morris International Inc		65,453		6,250
Procter & Gamble Co/The		7,640		1,054
Sysco Corp		32,819		2,698
Tyson Foods Inc, Cl A		26,500		1,998
Unilever PLC ADR		52,470		2,382
Walgreens Boots Alliance Inc		41,400		1,452

				51,323
Energy — 4.4%
Antero Resources Corp *		17,633		707
Chevron Corp		45,488		7,190
ConocoPhillips		39,735		4,349
Devon Energy Corp		23,300		1,645
Diamondback Energy Inc		988		132
Energy Transfer LP		32,061		376
Exxon Mobil Corp		84,936		8,119
Golar LNG Ltd *		3,345		91
HF Sinclair Corp		25,236		1,328
Marathon Petroleum Corp		19,228		1,937
Murphy Oil Corp		3,211		125
Phillips 66		26,687		2,387
Pioneer Natural Resources Co		11,058		2,800


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Valero Energy Corp		9,346	$	1,095
Viper Energy Partners LP		10,525		321

				32,602
Financials — 14.7%
Aflac Inc		21,300		1,266
Allstate Corp/The		9,400		1,133
Ally Financial Inc		37,400		1,242
American Express Co		2,435		370
American Financial Group Inc/OH		986		126
Ameriprise Financial Inc		7,700		2,064
Annaly Capital Management Inc ^‡		79,600		514
Aon PLC, Cl A		4,166		1,163
Associated Banc-Corp		3,336		67
Bank of America Corp		141,876		4,768
Bank of New York Mellon Corp/The		4,926		205
Berkshire Hathaway Inc, Cl B *		25,162		7,066
Brown & Brown Inc		3,173		200
Capital One Financial Corp		17,754		1,879
Cboe Global Markets Inc		8,743		1,031
Charles Schwab Corp/The		71,544		5,076
Chubb Ltd		15,825		2,992
Citigroup Inc		104,500		5,100
Citizens Financial Group Inc		29,200		1,071
CME Group Inc, Cl A		6,060		1,185
CNA Financial Corp		13,500		519
Cullen/Frost Bankers Inc		5,471		711
Discover Financial Services		9,600		965
East West Bancorp Inc		6,902		498
Essent Group Ltd		1,343		54
Everest Re Group Ltd		3,700		995
FactSet Research Systems Inc		191		83
Fifth Third Bancorp		49,700		1,697
First American Financial Corp		14,800		792
First Republic Bank/CA		35,178		5,341
Goldman Sachs Group Inc/The		5,700		1,896
Hartford Financial Services Group Inc/The		25,500		1,640
Intercontinental Exchange Inc		6,773		683
JPMorgan Chase & Co		42,897		4,879
KeyCorp		74,100		1,311
Lincoln National Corp		12,100		557
Markel Corp *		4,571		5,458
MarketAxess Holdings Inc		665		165
Marsh & McLennan Cos Inc		15,871		2,561
MetLife Inc		45,350		2,917
MGIC Investment Corp		82,300		1,176
Moody's Corp		15,432		4,391
Morgan Stanley		72,069		6,142
MSCI Inc, Cl A		918		412
Navient Corp		52,300		805
PNC Financial Services Group Inc/The		2,761		436
Prudential Financial Inc		9,600		919


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Radian Group Inc		42,900	$	906
Regions Financial Corp		84,900		1,840
S&P Global Inc		4,745		1,671
Signature Bank/New York NY		6,078		1,060
Simmons First National Corp, Cl A		2,164		51
State Street Corp		48,460		3,312
Synchrony Financial		9,913		325
Tradeweb Markets Inc, Cl A		1,206		84
Travelers Cos Inc/The		15,850		2,562
Truist Financial Corp		63,245		2,962
Unum Group		31,580		1,195
US Bancorp		100,577		4,587

				107,076
Health Care — 15.2%
Abbott Laboratories		1,063		109
AbbVie Inc		18,102		2,434
Acadia Healthcare Co Inc *		14,533		1,191
Agilent Technologies Inc		1,811		232
Alkermes PLC *		8,515		202
AmerisourceBergen Corp, Cl A		17,901		2,624
Amgen Inc		19,098		4,589
AMN Healthcare Services Inc *		668		69
Apellis Pharmaceuticals Inc *		831		50
AstraZeneca PLC ADR		27,075		1,689
Axonics Inc *		1,466		106
Biogen Inc *		3,519		688
Bio-Rad Laboratories Inc, Cl A *		2,328		1,129
Bio-Techne Corp		2,179		723
Boston Scientific Corp *		14,707		593
Bristol-Myers Squibb Co		48,100		3,242
Cardinal Health Inc		23,400		1,655
Centene Corp *		19,152		1,719
Cigna Corp		3,690		1,046
CVS Health Corp		67,731		6,648
Danaher Corp		12,148		3,279
Edwards Lifesciences Corp *		9,351		842
Elevance Health Inc		3,725		1,807
Eli Lilly & Co		2,836		854
Evolent Health Inc, Cl A *		6,948		255
Gilead Sciences Inc		37,191		2,360
GoodRx Holdings, Cl A *		10,258		63
HCA Healthcare Inc		6,100		1,207
Horizon Therapeutics Plc *		1,051		62
Humana Inc		2,577		1,241
Johnson & Johnson		80,213		12,942
Masimo Corp *		2,231		328
McKesson Corp		11,856		4,351
Medtronic PLC		57,663		5,070
Merck & Co Inc		87,441		7,464
Mettler-Toledo International Inc *		3,637		4,410
Mirati Therapeutics Inc *		1,340		109


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Moderna Inc *		1,399	$	185
Molina Healthcare Inc *		3,884		1,310
Natera Inc *		26,279		1,294
Neurocrine Biosciences Inc *		3,928		411
Novartis AG ADR		37,238		2,998
Organon & Co		4,167		119
Perrigo Co PLC		55,474		2,076
Pfizer Inc		171,283		7,747
Quest Diagnostics Inc		11,244		1,409
QuidelOrtho Corp *		1,230		97
Sarepta Therapeutics Inc *		602		66
Thermo Fisher Scientific Inc		4,691		2,558
TransMedics Group Inc *		12,336		642
United Therapeutics Corp *		308		70
UnitedHealth Group Inc		15,638		8,121
Universal Health Services Inc, Cl B		6,800		665
Veeva Systems Inc, Cl A *		1,911		381
Vertex Pharmaceuticals Inc *		4,134		1,165
Viatris Inc, Cl W *		98,629		942
Waters Corp *		2,502		747
West Pharmaceutical Services Inc		329		98
Zoetis Inc, Cl A		5,264		824

				111,307
Industrials — 9.8%
3M Co (A)		15,189		1,889
Acuity Brands Inc		3,400		557
AGCO Corp		12,100		1,315
Allison Transmission Holdings Inc, Cl A		29,100		1,055
AMETEK Inc		2,946		354
Carlisle Cos Inc		4,529		1,339
CH Robinson Worldwide Inc		2,155		246
Cintas Corp		3,225		1,312
Clean Harbors Inc *		2,819		331
Copart Inc *		712		85
CoStar Group Inc *		3,365		234
CSX Corp		28,208		893
Cummins Inc		9,700		2,089
Delta Air Lines Inc *		12,500		388
Eaton Corp PLC		15,185		2,075
Emerson Electric Co		6,884		563
Expeditors International of Washington Inc		3,133		322
FedEx Corp		9,610		2,026
Fortive Corp		44,928		2,845
General Dynamics Corp		13,155		3,012
GXO Logistics Inc *		74,623		3,312
Honeywell International Inc		33,070		6,262
Hub Group Inc, Cl A *		3,227		258
Huntington Ingalls Industries Inc		5,915		1,362
IDEX Corp		1,452		292
Insperity Inc		788		86
JB Hunt Transport Services Inc		1,201		209


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Johnson Controls International plc		64,465	$	3,490
Knight-Swift Transportation Holdings Inc, Cl A		624		32
L3Harris Technologies Inc		2,000		456
Lockheed Martin Corp		2,023		850
ManpowerGroup Inc		11,900		873
MSC Industrial Direct Co Inc, Cl A		371		29
Northrop Grumman Corp		2,300		1,099
Pentair PLC		12,535		558
Raytheon Technologies Corp		40,835		3,665
Republic Services Inc, Cl A		4,140		591
Saia Inc *		1,145		237
Siemens AG ADR		44,975		2,291
Snap-on Inc		4,900		1,067
Textron Inc		12,100		755
Trane Technologies PLC		2,363		364
TransDigm Group Inc		12,042		7,230
Uber Technologies Inc *		10,054		289
Union Pacific Corp		3,238		727
United Airlines Holdings Inc *		14,900		522
United Parcel Service Inc, Cl B		31,168		6,063
Univar Solutions Inc *		8,379		211
Valmont Industries Inc		741		205
Waste Management Inc		2,923		494
WESCO International Inc *		4,858		640
Westinghouse Air Brake Technologies Corp		8,219		720
WW Grainger Inc		6,597		3,661

				71,830
Information Technology — 20.7%
Accenture PLC, Cl A		4,326		1,248
Adobe Inc *		16,087		6,008
Advanced Micro Devices Inc *		32,257		2,738
Amphenol Corp, Cl A		49,970		3,674
ANGI Homeservices, Cl A *		6,223		25
ANSYS Inc *		1,049		261
Apple Inc		129,897		20,422
Applied Materials Inc		11,383		1,071
Arista Networks Inc *		2,147		257
Arrow Electronics Inc *		8,200		859
Atlassian Corp PLC, Cl A *		905		224
Automatic Data Processing Inc		6,670		1,630
Bill.com Holdings Inc *		1,113		180
Block Inc, Cl A *		5,238		361
Broadcom Inc		9,645		4,814
Cadence Design Systems Inc *		8,264		1,436
CDW Corp/DE		3,260		557
Cisco Systems Inc		117,848		5,270
Coupa Software Inc *		3,286		192
Crowdstrike Holdings Inc, Cl A *		3,588		655
Datadog Inc, Cl A *		9,445		991
Dell Technologies Inc, Cl C		16,000		613


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DocuSign Inc, Cl A *		498	$	29
DXC Technology Co *		24,600		610
Enphase Energy Inc *		916		262
EPAM Systems Inc *		434		185
Fortinet Inc *		7,777		379
Gartner Inc *		1,431		408
Global Payments Inc		17,316		2,151
Hewlett Packard Enterprise Co		90,800		1,235
HP Inc		66,400		1,906
HubSpot Inc *		82		28
Intel Corp		146,120		4,664
International Business Machines Corp		15,470		1,987
Intuit Inc		18,678		8,065
Keysight Technologies Inc *		7,767		1,273
KLA Corp		438		151
Lam Research Corp		111		49
Lattice Semiconductor Corp *		11,050		596
Manhattan Associates Inc *		807		114
Marvell Technology Inc		9,577		448
Mastercard Inc, Cl A		1,227		398
Microchip Technology Inc		140,560		9,172
Micron Technology Inc		11,300		639
Microsoft Corp		94,773		24,780
Monolithic Power Systems Inc		599		271
NetApp Inc		9,857		711
NVIDIA Corp		9,816		1,482
Oracle Corp		33,496		2,484
Palo Alto Networks Inc *		1,543		859
Paychex Inc		1,653		204
Paycom Software Inc *		565		198
Paylocity Holding Corp *		1,801		434
PayPal Holdings Inc *		15,685		1,466
Pure Storage Inc, Cl A *		1,458		42
QUALCOMM Inc		8,702		1,151
RingCentral Inc, Cl A *		10,043		432
Roper Technologies Inc		6,745		2,715
salesforce.com *		19,531		3,049
SAP SE ADR		36,798		3,136
Seagate Technology Holdings PLC		18,500		1,239
Snap Inc, Cl A *		3,515		38
SolarEdge Technologies Inc *		4,370		1,206
Splunk Inc *		4,280		385
Super Micro Computer Inc *		645		42
Synopsys Inc *		4,254		1,472
Trade Desk Inc/The, Cl A *		8,829		554
Visa Inc, Cl A		36,736		7,300
Vishay Intertechnology Inc		46,100		907
VMware Inc, Cl A		5,199		603
Vontier Corp		115,013		2,521
Western Union Co/The		49,400		732
WEX Inc *		4,590		708
Wix.com Ltd *		1,220		77


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Workday Inc, Cl A *		3,228	$	531
Xerox Holdings Corp		46,300		770

				150,734
Materials — 4.3%
Air Products and Chemicals Inc		26,189		6,611
Albemarle Corp		1,310		351
Avery Dennison Corp		530		97
Berry Global Group Inc *		16,000		869
Celanese Corp, Cl A		3,618		401
Chemours Co/The		23,500		793
Dow Inc		55,061		2,808
Huntsman Corp		37,400		1,048
Ingevity Corp *		10,801		758
International Paper Co		23,200		966
Linde PLC		13,219		3,739
Livent Corp *		807		26
LyondellBasell Industries NV, Cl A		15,700		1,303
Martin Marietta Materials Inc		494		172
Mosaic Co/The		632		34
Nucor Corp		2,042		271
O-I Glass Inc, Cl I *		39,200		510
Packaging Corp of America		7,657		1,048
Reliance Steel & Aluminum Co		13,592		2,555
RPM International Inc		30,889		2,878
Sherwin-Williams Co/The		1,562		362
Steel Dynamics Inc		19,173		1,548
Sylvamo Corp		2,109		94
Westrock Co		52,350		2,125

				31,367
Real Estate — 2.8%
American Tower Corp, Cl A ^‡		24,579		6,244
AvalonBay Communities Inc ^‡		1,877		377
Boston Properties Inc ^‡		19,215		1,526
Brixmor Property Group Inc ^‡		47,400		1,018
Crown Castle Inc ^‡		7,300		1,247
Digital Realty Trust Inc ^‡		1,787		221
Gaming and Leisure Properties Inc ^‡		11,800		570
Healthpeak Properties Inc ^‡		111,550		2,928
Host Hotels & Resorts Inc ^‡		13,048		232
Iron Mountain Inc ^‡		12,371		651
Life Storage Inc ^‡		528		67
Outfront Media Inc ^‡		2,741		48
Park Hotels & Resorts Inc ^‡		2,585		36
Public Storage ^‡		2,641		874
Service Properties Trust ^‡		37,100		254
Simon Property Group Inc ^‡		7,700		785
STORE Capital Corp ^‡		16,680		450
VICI Properties Inc ^‡		91,140		3,007
Weyerhaeuser Co ^‡		7,283		249

				20,784


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Utilities — 2.0%
Alliant Energy Corp		5,918	$	361
Constellation Energy Corp		4,269		348
Duke Energy Corp		34,687		3,708
Eversource Energy		3,596		323
National Fuel Gas Co		8,831		629
NextEra Energy Inc		57,702		4,908
NRG Energy Inc		34,300		1,416
PPL Corp		7,492		218
Southern Co/The		2,036		157
UGI Corp		14,800		585
Vistra Corp		42,000		1,040
WEC Energy Group Inc		6,632		684
Xcel Energy Inc		1,156		86

				14,463
Total Common Stock
(Cost $530,813) ($ Thousands)				711,102



AFFILIATED PARTNERSHIP — 0.7%
SEI Liquidity Fund, LP
2.260% **^†(B)		5,165,039		5,167


Total Affiliated Partnership
(Cost $5,166) ($ Thousands)				5,167



CASH EQUIVALENT — 2.4%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		17,398,301		17,398

Total Cash Equivalent
(Cost $17,398) ($ Thousands)				17,398


Total Investments in Securities — 100.4%
(Cost $553,377) ($ Thousands)			$	733,667

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $730,639 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $4,935 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $5,167 ($ 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 August 31, 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

711,102

–

711,102

Affiliated Partnership

–

5,167

–

5,167

Cash Equivalent

17,398

–

17,398

Total Investments in Securities

728,500

5,167

–

733,667

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(86	)		–		–		(86	)
Total Other Financial Instruments		(86	)		–		–		(86	)

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

For information on 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 Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 89.8%

Communication Services — 4.0%
Alphabet Inc, Cl A *		84,860	$	9,184
Alphabet Inc, Cl C *		78,098		8,524
AT&T Inc		109,513		1,921
Iridium Communications Inc *		33,876		1,504
Live Nation Entertainment Inc *		36,071		3,259
Meta Platforms Inc, Cl A *		85,636		13,952
Netflix Inc *		8,605		1,924
Nexstar Media Group Inc, Cl A		15,007		2,871
T-Mobile US Inc *		3,006		433
Verizon Communications Inc		147,076		6,149
Walt Disney Co/The *		32,656		3,660

				53,381
Consumer Discretionary — 7.3%
Advance Auto Parts Inc		12,183		2,055
Airbnb Inc, Cl A *		1,448		164
Amazon.com Inc *		118,097		14,971
AutoNation Inc *		9,161		1,141
AutoZone Inc *		2,973		6,300
Best Buy Co Inc		54,454		3,850
Booking Holdings Inc *		684		1,283
BorgWarner Inc		94,278		3,554
Chewy Inc, Cl A *		12,441		427
Choice Hotels International Inc		2,195		252
Dollar General Corp		35,653		8,465
Ford Motor Co		94,011		1,433
General Motors Co		64,708		2,472
Genuine Parts Co		26,134		4,077
Home Depot Inc/The		24,039		6,933
Lennar Corp, Cl A		29,139		2,257
Lowe's Cos Inc		27,585		5,355
Macy's Inc		5,805		101
Marriott International Inc/MD, Cl A		9,401		1,445
McDonald's Corp		2,207		557
NIKE Inc, Cl B		49,645		5,285
Pool Corp		8,977		3,045
Ralph Lauren Corp, Cl A		28,431		2,597
Rivian Automotive Inc, Cl A *		51,298		1,678
Ross Stores Inc		50,667		4,371
Starbucks Corp		22,510		1,892
Tesla Inc *		29,892		8,239
Toll Brothers Inc		52,274		2,289
Ulta Beauty Inc *		3,418		1,435

				97,923
Consumer Staples — 7.4%
Altria Group Inc		6,700		302
BJ's Wholesale Club Holdings Inc *		1,880		140
Coca-Cola Co/The		169,851		10,481
Coca-Cola Europacific Partners PLC		45,596		2,242
Colgate-Palmolive Co		87,793		6,866


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Conagra Brands Inc		96,597	$	3,321
Constellation Brands Inc, Cl A		20,384		5,015
Costco Wholesale Corp		20,691		10,803
Estee Lauder Cos Inc/The, Cl A		8,723		2,219
Hershey Co/The		11,713		2,632
J M Smucker Co/The		19,990		2,798
Kraft Heinz Co/The		86,753		3,245
Kroger Co/The		65,307		3,131
Mondelez International Inc, Cl A		119,560		7,396
PepsiCo Inc		50,524		8,704
Philip Morris International Inc		50,033		4,778
Procter & Gamble Co/The		77,252		10,656
Sysco Corp		128,421		10,559
Walmart Inc		20,265		2,686

				97,974
Energy — 3.6%
Baker Hughes Co, Cl A		277,151		7,001
Chevron Corp		52,802		8,346
ConocoPhillips		15,064		1,649
Diamondback Energy Inc		12,805		1,707
Energy Transfer LP		61,828		724
EQT Corp		71,690		3,427
Exxon Mobil Corp		68,556		6,553
HF Sinclair Corp		17,033		896
Marathon Petroleum Corp		32,342		3,258
Matador Resources Co		30,916		1,843
Murphy Oil Corp		1,755		68
Phillips 66		57,972		5,186
Pioneer Natural Resources Co		20,098		5,089
Valero Energy Corp		13,129		1,538

				47,285
Financials — 11.7%
Affiliated Managers Group Inc		7,189		915
Allstate Corp/The		28,310		3,411
American Express Co		7,668		1,165
American International Group Inc		66,085		3,420
Ameriprise Financial Inc		13,064		3,501
Aon PLC, Cl A		12,060		3,368
Bank of America Corp		494,129		16,608
Bank of New York Mellon Corp/The		18,120		753
Berkshire Hathaway Inc, Cl B *		35,993		10,107
BlackRock Inc, Cl A		4,891		3,259
Capital One Financial Corp		62,456		6,609
Cboe Global Markets Inc		20,324		2,398
Citigroup Inc		20,372		994
Citizens Financial Group Inc		33,395		1,225
CME Group Inc, Cl A		20,777		4,064
Cullen/Frost Bankers Inc		3,077		400
Discover Financial Services		32,090		3,225
East West Bancorp Inc		10,264		741
FactSet Research Systems Inc		5,627		2,438


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
First Republic Bank/CA		8,028	$	1,219
Intercontinental Exchange Inc		29,389		2,964
Jefferies Financial Group Inc		82,558		2,649
JPMorgan Chase & Co		160,166		18,216
Lincoln National Corp		59,330		2,733
Marsh & McLennan Cos Inc		43,513		7,022
MetLife Inc		37,788		2,431
Morgan Stanley		31,621		2,695
MSCI Inc, Cl A		974		438
OneMain Holdings Inc, Cl A		55,600		1,942
PNC Financial Services Group Inc/The		12,031		1,901
Popular Inc		30,733		2,373
Progressive Corp/The		52,902		6,488
Prosperity Bancshares Inc		9,063		642
S&P Global Inc		6,766		2,383
State Street Corp		102,605		7,013
Synchrony Financial		119,886		3,926
Travelers Cos Inc/The		13,600		2,198
Unum Group		17,379		658
US Bancorp		93,854		4,281
Wells Fargo & Co		84,295		3,684
Willis Towers Watson PLC		42,799		8,852
Wintrust Financial Corp		3,874		327

				155,636
Health Care — 14.4%
Abbott Laboratories		10,274		1,055
AbbVie Inc		10,386		1,396
ABIOMED Inc *		2,819		731
Agilent Technologies Inc		26,407		3,387
Align Technology Inc *		440		107
Alkermes PLC *		5,975		141
AmerisourceBergen Corp, Cl A		37,226		5,456
Amgen Inc		22,787		5,476
AMN Healthcare Services Inc *		532		55
Baxter International Inc		119,365		6,859
Biogen Inc *		6,089		1,190
BioMarin Pharmaceutical Inc *		11,476		1,024
Bio-Rad Laboratories Inc, Cl A *		7,033		3,411
Bio-Techne Corp		557		185
Boston Scientific Corp *		44,053		1,776
Centene Corp *		64,993		5,832
Chemed Corp		6,833		3,254
Cigna Corp		14,953		4,238
Cooper Cos Inc/The		14,615		4,201
CVS Health Corp		122,159		11,990
Dexcom Inc *		4,812		396
Elevance Health Inc		11,630		5,642
Eli Lilly & Co		26,164		7,881
Gilead Sciences Inc		49,657		3,152
Humana Inc		23,735		11,435
Johnson & Johnson		91,160		14,708


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Masimo Corp *		3,262	$	479
McKesson Corp		516		189
Medtronic PLC		58,352		5,130
Merck & Co Inc		14,273		1,218
Mettler-Toledo International Inc *		5,260		6,378
Moderna Inc *		2,450		324
Molina Healthcare Inc *		11,955		4,033
Neurocrine Biosciences Inc *		22,564		2,361
Perrigo Co PLC		75,467		2,824
Pfizer Inc		81,633		3,692
Quest Diagnostics Inc		3,824		479
QuidelOrtho Corp *		1,001		79
Sarepta Therapeutics Inc *		13,915		1,522
Seagen Inc *		4,867		751
STERIS PLC		14,404		2,901
Teleflex Inc		29,892		6,763
Thermo Fisher Scientific Inc		6,769		3,691
UnitedHealth Group Inc		50,451		26,201
Veeva Systems Inc, Cl A *		3,147		627
Vertex Pharmaceuticals Inc *		2,179		614
Viatris Inc, Cl W *		188,749		1,803
Waters Corp *		7,241		2,162
Zimmer Biomet Holdings Inc		69,171		7,354
Zoetis Inc, Cl A		34,480		5,397

				191,950
Industrials — 8.7%
3M Co		5,069		630
AMERCO		3,142		1,652
AMETEK Inc		30,600		3,677
Booz Allen Hamilton Holding Corp, Cl A		4,755		455
Builders FirstSource Inc *		10,218		599
Carlisle Cos Inc		12,160		3,595
CH Robinson Worldwide Inc		6,545		747
Cintas Corp		9,719		3,954
CSX Corp		90,608		2,868
Emerson Electric Co		62,320		5,094
Expeditors International of Washington Inc		16,280		1,675
FedEx Corp		11,324		2,387
Fortive Corp		92,109		5,833
General Electric Co		112,459		8,259
Honeywell International Inc		70,916		13,428
Huntington Ingalls Industries Inc		4,763		1,097
IDEX Corp		11,627		2,339
Jacobs Solutions Inc		36,831		4,588
JB Hunt Transport Services Inc		662		115
Lockheed Martin Corp		6,293		2,644
Otis Worldwide Corp		44,752		3,232
Parker-Hannifin Corp		16,798		4,452
Pentair PLC		32,960		1,467
Raytheon Technologies Corp		36,013		3,232
Republic Services Inc, Cl A		10,453		1,492


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Saia Inc *		177	$	37
Southwest Airlines Co *		25,793		947
Trane Technologies PLC		7,689		1,185
Uber Technologies Inc *		29,044		835
Union Pacific Corp		26,031		5,844
United Parcel Service Inc, Cl B		25,554		4,971
United Rentals Inc *		10,665		3,115
Univar Solutions Inc *		26,065		657
Waste Connections Inc		34,033		4,737
Waste Management Inc		11,207		1,894
WESCO International Inc *		10,604		1,396
WillScot Mobile Mini Holdings Corp, Cl A *		28,446		1,142
WW Grainger Inc		16,916		9,387

				115,658
Information Technology — 21.7%
Accenture PLC, Cl A		23,266		6,711
Adobe Inc *		6,651		2,484
Advanced Micro Devices Inc *		53,030		4,501
ANSYS Inc *		403		100
Apple Inc		429,285		67,492
Applied Materials Inc		52,844		4,971
Arista Networks Inc *		20,448		2,451
Autodesk Inc *		14,764		2,978
Automatic Data Processing Inc		36,979		9,038
Broadcom Inc		18,940		9,453
Cadence Design Systems Inc *		28,570		4,965
CDW Corp/DE		38,048		6,495
Cisco Systems Inc		86,328		3,861
Coupa Software Inc *		1,077		63
DocuSign Inc, Cl A *		17,126		997
Enphase Energy Inc *		13,578		3,889
EPAM Systems Inc *		3,442		1,468
Fortinet Inc *		19,034		927
Gartner Inc *		10,137		2,892
Global Payments Inc		74,043		9,198
Intel Corp		53,716		1,715
International Business Machines Corp		4,429		569
Intuit Inc		15,089		6,515
Keysight Technologies Inc *		23,555		3,860
KLA Corp		3,312		1,140
Lam Research Corp		748		327
Lattice Semiconductor Corp *		20,030		1,080
Lumentum Holdings Inc *		1,948		163
Marvell Technology Inc		6,499		304
Mastercard Inc, Cl A		8,819		2,861
Microchip Technology Inc		90,306		5,892
Microsoft Corp		201,962		52,807
Monolithic Power Systems Inc		10,284		4,661
Motorola Solutions Inc		46,542		11,329
NetApp Inc		49,638		3,580
NVIDIA Corp		42,840		6,466


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Oracle Corp		35,344	$	2,621
Paychex Inc		1,078		133
Paylocity Holding Corp *		1,940		468
PayPal Holdings Inc *		28,521		2,665
Pure Storage Inc, Cl A *		880		25
QUALCOMM Inc		41,208		5,451
RingCentral Inc, Cl A *		18,460		795
salesforce.com inc *		9,763		1,524
ServiceNow Inc *		6,764		2,940
Splunk Inc *		8,449		761
Synopsys Inc *		13,786		4,770
Texas Instruments Inc		3,140		519
Universal Display Corp		15,765		1,761
Visa Inc, Cl A		51,660		10,265
WEX Inc *		13,418		2,070
Workday Inc, Cl A *		28,799		4,739

				289,710
Materials — 4.1%
Air Products and Chemicals Inc		13,851		3,497
Albemarle Corp		2,971		796
Amcor PLC		16,096		193
Avery Dennison Corp		26,637		4,891
Celanese Corp, Cl A		11,162		1,238
Corteva Inc		2,445		150
Dow Inc		33,961		1,732
Eastman Chemical Co		63,729		5,799
FMC Corp		7,154		773
International Flavors & Fragrances Inc		29,490		3,258
Linde PLC		6,861		1,941
Mosaic Co/The		7,003		377
Nucor Corp		3,821		508
Packaging Corp of America		21,877		2,996
PPG Industries Inc		63,342		8,043
Reliance Steel & Aluminum Co		25,060		4,711
Sealed Air Corp		7,400		398
Sherwin-Williams Co/The		21,507		4,992
Steel Dynamics Inc		8,542		690
Valvoline Inc		8,854		257
Vulcan Materials Co		35,797		5,960
Westrock Co		56,107		2,277

				55,477
Real Estate — 3.9%
American Homes 4 Rent, Cl A ^‡		181,422		6,451
American Tower Corp, Cl A ^‡		8,095		2,057
AvalonBay Communities Inc ^‡		6,077		1,221
Camden Property Trust ^‡		21,369		2,746
Crown Castle Inc ^‡		47,233		8,069
Digital Realty Trust Inc ^‡		2,558		316
Equinix Inc ^‡		3,082		2,026
Extra Space Storage Inc ^‡		40,855		8,119
Healthcare Realty Trust Inc, Cl A ^‡		115,661		2,813


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Host Hotels & Resorts Inc ^‡		42,231	$	750
Iron Mountain Inc ^‡		33,837		1,780
National Retail Properties Inc ^‡		47,673		2,141
Prologis Inc ^‡		36,363		4,528
Public Storage ^‡		3,719		1,230
SBA Communications Corp, Cl A ^‡		20,774		6,757
Weyerhaeuser Co ^‡		30,396		1,038

				52,042
Utilities — 3.0%
AES Corp/The		92,856		2,363
CenterPoint Energy Inc		75,799		2,390
Constellation Energy Corp		18,649		1,522
Dominion Energy Inc		13,649		1,116
Duke Energy Corp		26,264		2,808
Entergy Corp		1,600		184
Eversource Energy		5,266		472
Exelon Corp		79,219		3,479
FirstEnergy Corp		48,566		1,921
National Fuel Gas Co		47,088		3,356
NextEra Energy Inc		34,646		2,947
PPL Corp		360,273		10,477
Sempra Energy		1,389		229
Southern Co/The		77,505		5,973
WEC Energy Group Inc		9,510		981

				40,218
Total Common Stock
(Cost $1,032,762) ($ Thousands)				1,197,254



CASH EQUIVALENT — 5.4%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		71,523,532		71,524

Total Cash Equivalent
(Cost $71,524) ($ Thousands)				71,524


Total Investments in Securities — 95.2%
(Cost $1,104,286) ($ Thousands)			$	1,268,778

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

A list of the open OTC Swap agreement held by the Fund at August 31, 2022, is as follows:

The following table represents the individual stock exposures comprising the Net Long Custom Basket Total Return Swap as of August 31, 2022:

The following table represents the individual stock exposures comprising the Net Short Custom Basket Total Return Swap as of August 31, 2022:

	Percentages are based on Net Assets of $1,333,383 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.

Cl — Class

LP — Limited Partnership

OTC — Over The Counter

PLC — Public Limited Company

S&P— Standard & Poor's

USD — U.S. Dollar

The following is a summary of the level of inputs used as of August 31, 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

1,197,254

–

1,197,254

Cash Equivalent

71,524

–

71,524

Total Investments in Securities

1,268,778

–

1,268,778

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(82	)		–			–		(82	)
OTC Swaps
Total Return Swaps*
Unrealized Depreciation		–			(8,977	)		–		(8,977	)
Total Other Financial Instruments		(82	)		(8,977	)		–		(9,059	)

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

For information on 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 August 31, 2022 ($ Thousands):


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

Communication Services — 8.0%
Activision Blizzard Inc		35,456	$	2,783
Alphabet Inc, Cl A *		277,860		30,070
Alphabet Inc, Cl C *		253,680		27,689
Altice USA Inc, Cl A *		11,900		119
AMC Entertainment Holdings Inc, Cl A *(A)		22,500		205
AT&T Inc		331,185		5,809
Cable One Inc		257		292
Charter Communications Inc, Cl A *		5,397		2,227
Comcast Corp, Cl A		207,050		7,493
DISH Network Corp, Cl A *		12,726		221
Electronic Arts Inc		12,965		1,645
Fox Corp		21,227		705
Frontier Communications Parent Inc *		10,100		260
IAC Inc *		3,932		253
Interpublic Group of Cos Inc/The		18,345		507
Liberty Broadband Corp, Cl A *		1,280		129
Liberty Broadband Corp, Cl C *		5,878		598
Liberty Media Corp-Liberty Formula One, Cl A *		1,200		70
Liberty Media Corp-Liberty Formula One, Cl C *		8,900		567
Liberty Media Corp-Liberty SiriusXM, Cl A *		2,720		113
Liberty Media Corp-Liberty SiriusXM, Cl C *		6,321		261
Live Nation Entertainment Inc *		7,100		642
Lumen Technologies Inc		42,806		426
Madison Square Garden Sports Corp, Cl A *		986		158
Match Group Inc *		13,596		769
Meta Platforms Inc, Cl A *		106,400		17,336
Netflix Inc *		20,300		4,538
New York Times Co/The, Cl A		8,800		268
News Corp		6,300		109
News Corp, Cl A		19,946		337
Nexstar Media Group Inc, Cl A		2,000		383
Omnicom Group Inc		9,244		618
Paramount Global, Cl A		715		19
Paramount Global, Cl B		27,886		652
Pinterest Inc, Cl A *		25,400		585
Playtika Holding Corp *		4,700		49
ROBLOX Corp, Cl A *		20,200		790
Roku Inc, Cl A *		6,100		415
Sirius XM Holdings Inc (A)		29,200		178
Spotify Technology SA *		6,100		660
Take-Two Interactive Software Inc *		7,435		911
T-Mobile US Inc *		27,592		3,972
TripAdvisor Inc *		5,167		123
Twitter Inc *		33,360		1,293
Verizon Communications Inc		192,976		8,068
Walt Disney Co/The *		84,350		9,454
Warner Bros Discovery Inc *		110,636		1,465
World Wrestling Entertainment Inc, Cl A		2,200		150


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
ZoomInfo Technologies Inc, Cl A *		12,100	$	550

				136,934
Consumer Discretionary — 11.4%
ADT Inc		6,700		49
Advance Auto Parts Inc		2,708		457
Airbnb Inc, Cl A *		16,700		1,889
Amazon.com Inc *		410,940		52,095
Aptiv PLC *		12,600		1,177
Aramark		11,600		414
AutoNation Inc *		2,132		266
AutoZone Inc *		907		1,922
Bath & Body Works Inc		12,257		458
Best Buy Co Inc		9,847		696
Booking Holdings Inc *		1,832		3,436
BorgWarner Inc		9,164		345
Boyd Gaming Corp		4,200		229
Bright Horizons Family Solutions Inc *		3,200		218
Brunswick Corp/DE		3,900		291
Burlington Stores Inc *		2,900		407
Caesars Entertainment Inc *		10,500		453
Capri Holdings Ltd *		7,400		349
CarMax Inc *		7,560		669
Carnival Corp, Cl A *		43,600		412
Carter's Inc		2,100		155
Carvana Co, Cl A *(A)		4,100		135
Chipotle Mexican Grill Inc, Cl A *		1,219		1,947
Choice Hotels International Inc		1,884		216
Churchill Downs Inc		1,900		374
Columbia Sportswear Co		2,000		142
Darden Restaurants Inc		5,968		738
Deckers Outdoor Corp *		1,100		354
Dick's Sporting Goods Inc (A)		2,258		240
Dollar General Corp		10,300		2,445
Dollar Tree Inc *		9,834		1,334
Domino's Pizza Inc		1,700		632
DoorDash Inc, Cl A *		11,400		683
DR Horton Inc		15,468		1,101
DraftKings Inc, Cl A *(A)		15,800		254
eBay Inc		25,711		1,135
Etsy Inc *		5,600		591
Expedia Group Inc *		6,922		711
Five Below Inc *		2,800		358
Floor & Decor Holdings Inc, Cl A *		5,300		431
Ford Motor Co		177,884		2,711
GameStop Corp, Cl A *(A)		12,800		367
Gap Inc/The		11,221		103
Garmin Ltd		7,200		637
General Motors Co		65,500		2,503
Gentex Corp		12,264		335
Genuine Parts Co		6,411		1,000
Grand Canyon Education Inc *		1,200		98


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
H&R Block Inc		8,525	$	384
Hanesbrands Inc		17,772		155
Harley-Davidson Inc		5,503		212
Hasbro Inc		6,567		518
Hilton Worldwide Holdings Inc		12,833		1,634
Home Depot Inc/The		47,633		13,738
Hyatt Hotels Corp, Cl A *		2,600		233
Kohl's Corp		7,119		202
Las Vegas Sands Corp *		14,693		553
Lear Corp		2,400		333
Leggett & Platt Inc		7,212		276
Lennar Corp, Cl A		11,690		905
Lennar Corp, Cl B		713		44
Leslie's Inc *		6,900		98
Lithia Motors Inc, Cl A		1,200		319
LKQ Corp		12,800		681
Lowe's Cos Inc		30,810		5,981
Lucid Group Inc *(A)		23,800		365
Lululemon Athletica Inc *		5,200		1,560
Macy's Inc		15,400		267
Marriott International Inc/MD, Cl A		12,894		1,982
Marriott Vacations Worldwide Corp		2,100		299
Mattel Inc *		17,642		390
McDonald's Corp		34,180		8,623
MGM Resorts International		17,739		579
Mister Car Wash Inc *		3,900		39
Mohawk Industries Inc *		2,166		239
Newell Brands Inc		19,493		348
NIKE Inc, Cl B		56,568		6,022
Nordstrom Inc		5,512		94
Norwegian Cruise Line Holdings Ltd *(A)		18,900		247
NVR Inc *		134		555
Ollie's Bargain Outlet Holdings Inc *		3,200		177
O'Reilly Automotive Inc *		3,040		2,119
Peloton Interactive Inc, Cl A *		13,900		142
Penn Entertainment Inc *		8,500		265
Penske Automotive Group Inc		1,600		189
Petco Health & Wellness Co Inc, Cl A *		3,300		49
Planet Fitness Inc, Cl A *		4,300		291
Polaris Inc		2,900		328
Pool Corp		1,800		611
PulteGroup Inc		10,245		417
PVH Corp		3,600		203
QuantumScape Corp, Cl A *(A)		13,000		143
Ralph Lauren Corp, Cl A		2,380		217
RH *		900		230
Rivian Automotive Inc, Cl A *(A)		7,400		242
Ross Stores Inc		15,476		1,335
Royal Caribbean Cruises Ltd *		11,200		458
Service Corp International/US		7,394		456
Six Flags Entertainment Corp *		4,000		89
Skechers USA Inc, Cl A *		6,800		257


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Starbucks Corp		53,212	$	4,474
Tapestry Inc		10,367		360
Target Corp		21,275		3,411
Tempur Sealy International Inc		8,900		223
Terminix Global Holdings Inc *		6,000		256
Tesla Inc *		117,555		32,399
Thor Industries Inc		2,900		235
TJX Cos Inc/The		53,816		3,355
Toll Brothers Inc		5,751		252
TopBuild Corp *		1,700		312
Tractor Supply Co		5,000		926
Travel + Leisure Co		4,368		185
Ulta Beauty Inc *		2,452		1,030
Under Armour Inc, Cl A *		9,700		82
Under Armour Inc, Cl C *		11,321		86
Vail Resorts Inc		2,000		449
VF Corp		16,368		678
Victoria's Secret & Co *		3,852		129
Wayfair Inc, Cl A *(A)		4,000		211
Wendy's Co/The		9,175		176
Whirlpool Corp		2,416		378
Williams-Sonoma Inc		3,162		470
Wyndham Hotels & Resorts Inc		4,768		312
Wynn Resorts Ltd *		5,396		327
YETI Holdings Inc *		4,400		162
Yum! Brands Inc		13,448		1,496

				196,429
Consumer Staples — 6.4%
Albertsons Cos Inc, Cl A		8,200		226
Altria Group Inc		83,640		3,774
Archer-Daniels-Midland Co		26,379		2,318
BJ's Wholesale Club Holdings Inc *		5,900		439
Boston Beer Co Inc/The, Cl A *		500		169
Brown-Forman Corp, Cl A		2,200		155
Brown-Forman Corp, Cl B		8,317		605
Bunge Ltd		6,500		645
Campbell Soup Co		7,678		387
Casey's General Stores Inc		1,900		406
Church & Dwight Co Inc		11,314		947
Clorox Co/The		5,903		852
Coca-Cola Co/The		180,840		11,160
Colgate-Palmolive Co		37,850		2,960
Conagra Brands Inc		22,176		762
Constellation Brands Inc, Cl A		7,331		1,804
Costco Wholesale Corp		20,481		10,693
Coty Inc, Cl A *		17,622		132
Darling Ingredients Inc *		7,000		532
Estee Lauder Cos Inc/The, Cl A		10,708		2,724
Flowers Foods Inc		9,725		265
Freshpet Inc *		2,200		96
General Mills Inc		28,392		2,181


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Grocery Outlet Holding Corp *		4,500	$	181
Hershey Co/The		6,698		1,505
Hormel Foods Corp		12,756		641
Ingredion Inc		3,500		305
J M Smucker Co/The		4,811		673
Kellogg Co		11,903		866
Keurig Dr Pepper Inc		40,200		1,532
Kimberly-Clark Corp		15,918		2,030
Kraft Heinz Co/The		32,102		1,201
Kroger Co/The		30,246		1,450
Lamb Weston Holdings Inc		6,362		506
McCormick & Co Inc/MD		11,586		974
Molson Coors Beverage Co, Cl B		7,762		401
Mondelez International Inc, Cl A		63,906		3,953
Monster Beverage Corp *		17,287		1,536
Olaplex Holdings Inc *		4,200		56
PepsiCo Inc		64,052		11,034
Performance Food Group Co *		6,500		325
Philip Morris International Inc		71,568		6,834
Pilgrim's Pride Corp *		2,900		83
Post Holdings Inc *		1,800		160
Procter & Gamble Co/The		110,854		15,291
Reynolds Consumer Products Inc		3,100		87
Seaboard Corp		16		62
Spectrum Brands Holdings Inc		2,118		133
Sysco Corp		23,948		1,969
Tyson Foods Inc, Cl A		13,365		1,007
US Foods Holding Corp *		11,200		343
Walgreens Boots Alliance Inc		32,625		1,144
Walmart Inc		66,179		8,772

				109,286
Energy — 4.6%
Antero Midstream Corp		17,300		174
Antero Resources Corp *		12,900		517
APA Corp		14,859		581
Baker Hughes Co, Cl A		43,540		1,100
Cheniere Energy Inc		11,900		1,906
Chesapeake Energy Corp		5,600		563
Chevron Corp		91,098		14,399
ConocoPhillips		59,255		6,485
Continental Resources Inc/OK		1,200		84
Coterra Energy Inc, Cl A		36,781		1,137
Devon Energy Corp		30,927		2,184
Diamondback Energy Inc		8,517		1,135
DT Midstream Inc		4,882		270
Enviva Inc		1,900		132
EOG Resources Inc		26,790		3,250
EQT Corp		16,719		799
Exxon Mobil Corp		194,438		18,586
Halliburton Co		40,636		1,224
Hess Corp		13,112		1,584


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
HF Sinclair Corp		7,626	$	401
Kinder Morgan Inc		89,522		1,640
Marathon Oil Corp		33,376		854
Marathon Petroleum Corp		24,319		2,450
New Fortress Energy Inc, Cl A		1,500		86
NOV Inc		20,180		357
Occidental Petroleum Corp		36,919		2,621
ONEOK Inc		20,858		1,277
Ovintiv Inc		11,400		606
PDC Energy Inc		3,600		244
Phillips 66		22,688		2,030
Pioneer Natural Resources Co		11,032		2,794
Range Resources Corp		11,200		368
Schlumberger NV		63,555		2,425
Southwestern Energy Co *		45,300		339
Targa Resources Corp		10,100		689
Texas Pacific Land Corp		200		368
Valero Energy Corp		18,236		2,136
Williams Cos Inc/The		57,296		1,950

				79,745
Financials — 11.1%
Affiliated Managers Group Inc		2,120		270
Aflac Inc		30,012		1,783
AGNC Investment Corp ^‡		26,859		321
Alleghany Corp *		599		504
Allstate Corp/The		12,325		1,485
Ally Financial Inc		15,900		528
American Express Co		27,872		4,237
American Financial Group Inc/OH		2,914		372
American International Group Inc		37,323		1,931
Ameriprise Financial Inc		4,880		1,308
Annaly Capital Management Inc ^‡		71,611		462
Aon PLC, Cl A		9,578		2,675
Apollo Global Management Inc		21,419		1,190
Arch Capital Group Ltd *		17,000		777
Ares Management Corp, Cl A		7,200		534
Arthur J Gallagher & Co		9,604		1,744
Assurant Inc		2,493		395
Assured Guaranty Ltd		3,500		179
Axis Capital Holdings Ltd		3,800		202
Bank of America Corp		325,263		10,932
Bank of Hawaii Corp		2,082		162
Bank of New York Mellon Corp/The		34,409		1,429
Bank OZK		6,400		259
Berkshire Hathaway Inc, Cl B *		83,300		23,391
BlackRock Inc, Cl A		6,985		4,655
Blackstone Inc, Cl A		32,000		3,006
Blue Owl Capital Inc, Cl A (A)		14,500		161
BOK Financial Corp		1,475		131
Brighthouse Financial Inc *		4,028		192
Brown & Brown Inc		11,048		696


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Capital One Financial Corp		18,625	$	1,971
Carlyle Group Inc/The		8,300		270
Cboe Global Markets Inc		4,800		566
Charles Schwab Corp/The		70,540		5,005
Chubb Ltd		19,491		3,685
Cincinnati Financial Corp		7,586		736
Citigroup Inc		91,504		4,466
Citizens Financial Group Inc		22,400		822
CME Group Inc, Cl A		16,570		3,241
CNA Financial Corp		1,500		58
Coinbase Global Inc, Cl A *(A)		6,800		454
Comerica Inc		5,753		462
Commerce Bancshares Inc/MO		4,047		278
Credit Acceptance Corp *		400		213
Cullen/Frost Bankers Inc		2,968		386
Discover Financial Services		12,289		1,235
East West Bancorp Inc		5,900		426
Equitable Holdings Inc		18,100		538
Erie Indemnity Co, Cl A		1,319		283
Evercore Inc, Cl A		2,000		187
Everest Re Group Ltd		1,700		457
FactSet Research Systems Inc		1,725		748
Fidelity National Financial Inc		11,652		456
Fifth Third Bancorp		30,182		1,031
First American Financial Corp		5,400		289
First Citizens BancShares Inc/NC, Cl A		600		487
First Hawaiian Inc		6,600		170
First Horizon Corp		24,656		558
First Republic Bank/CA		8,300		1,260
FNB Corp/PA		17,100		204
Franklin Resources Inc		14,749		385
Globe Life Inc		4,087		397
Goldman Sachs Group Inc/The		15,175		5,048
Hanover Insurance Group Inc/The		1,893		245
Hartford Financial Services Group Inc/The		15,710		1,010
Huntington Bancshares Inc/OH		65,982		884
Interactive Brokers Group Inc, Cl A		4,100		253
Intercontinental Exchange Inc		24,900		2,511
Invesco Ltd		17,600		290
Janus Henderson Group PLC		5,400		126
Jefferies Financial Group Inc		11,106		356
JPMorgan Chase & Co		134,470		15,293
Kemper Corp		3,300		152
KeyCorp		41,951		742
KKR & Co Inc		26,400		1,335
Lazard Ltd, Cl A		5,200		189
Lincoln National Corp		7,788		359
Loews Corp		9,836		544
LPL Financial Holdings Inc		3,800		841
M&T Bank Corp		8,057		1,465
Markel Corp *		610		728
MarketAxess Holdings Inc		1,900		472


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Marsh & McLennan Cos Inc		23,165	$	3,738
MetLife Inc		31,909		2,053
MGIC Investment Corp		16,600		237
Moody's Corp		7,427		2,113
Morgan Stanley		59,414		5,063
Morningstar Inc		1,200		274
MSCI Inc, Cl A		3,700		1,662
Nasdaq Inc		16,230		966
New York Community Bancorp Inc		22,772		223
Northern Trust Corp		9,505		904
Old Republic International Corp		14,490		316
OneMain Holdings Inc, Cl A		5,900		206
PacWest Bancorp		5,900		155
Pinnacle Financial Partners Inc		3,800		307
PNC Financial Services Group Inc/The		19,022		3,005
Popular Inc		2,853		221
Primerica Inc		2,000		254
Principal Financial Group Inc		10,708		801
Progressive Corp/The		26,680		3,272
Prosperity Bancshares Inc		4,600		326
Prudential Financial Inc		17,663		1,691
Raymond James Financial Inc		8,631		901
Regions Financial Corp		40,687		882
Reinsurance Group of America Inc, Cl A		2,699		338
RenaissanceRe Holdings Ltd		2,300		311
Rithm Capital Corp ^‡		22,300		210
Robinhood Markets Inc, Cl A *		22,200		212
Rocket Cos Inc, Cl A *(A)		7,200		57
Ryan Specialty Holdings Inc, Cl A *		4,800		203
S&P Global Inc		15,576		5,486
SEI Investments Co ^†		5,442		298
Signature Bank/New York NY		2,900		506
SLM Corp		15,131		231
SoFi Technologies Inc *		32,100		190
Starwood Property Trust Inc ^‡		12,800		294
State Street Corp		16,779		1,147
Stifel Financial Corp		5,200		308
SVB Financial Group *		2,700		1,098
Synchrony Financial		21,818		715
Synovus Financial Corp		7,496		301
T Rowe Price Group Inc		10,330		1,240
TFS Financial Corp		2,500		36
Tradeweb Markets Inc, Cl A		5,300		369
Travelers Cos Inc/The		11,275		1,822
Truist Financial Corp		60,763		2,846
Umpqua Holdings Corp		11,300		200
Unum Group		10,405		394
Upstart Holdings Inc *(A)		2,400		62
US Bancorp		61,297		2,796
UWM Holdings Corp		2,300		8
Virtu Financial Inc, Cl A		4,500		103
Voya Financial Inc		4,400		271


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
W R Berkley Corp		9,781	$	634
Webster Financial Corp		9,146		430
Wells Fargo & Co		176,466		7,713
Western Alliance Bancorp		5,200		399
White Mountains Insurance Group Ltd		79		108
Willis Towers Watson PLC		4,962		1,026
Wintrust Financial Corp		2,900		245
Zions Bancorp NA		7,702		424

				193,079
Health Care — 13.7%
10X Genomics Inc, Cl A *		4,400		145
Abbott Laboratories		79,637		8,175
AbbVie Inc		81,801		10,999
ABIOMED Inc *		2,000		519
Acadia Healthcare Co Inc *		3,500		287
Agilent Technologies Inc		14,064		1,804
agilon health Inc *		8,800		183
Align Technology Inc *		3,600		877
Alnylam Pharmaceuticals Inc *		5,500		1,137
Amedisys Inc *		1,600		190
AmerisourceBergen Corp, Cl A		6,524		956
Amgen Inc		24,658		5,925
Avantor Inc *		28,800		717
Azenta Inc		3,800		200
Baxter International Inc		23,615		1,357
Becton Dickinson and Co		12,970		3,274
Biogen Inc *		6,400		1,250
BioMarin Pharmaceutical Inc *		8,600		767
Bio-Rad Laboratories Inc, Cl A *		900		437
Bio-Techne Corp		1,641		545
Boston Scientific Corp *		65,039		2,622
Bristol-Myers Squibb Co		99,119		6,682
Bruker Corp		5,200		291
Cardinal Health Inc		12,829		907
Catalent Inc *		8,100		713
Centene Corp *		26,158		2,347
Certara Inc *		5,700		89
Change Healthcare Inc *		12,908		317
Charles River Laboratories International Inc *		2,543		522
Chemed Corp		700		333
Cigna Corp		14,502		4,111
Cooper Cos Inc/The		2,004		576
CVS Health Corp		60,499		5,938
Danaher Corp		29,902		8,071
DaVita Inc *		2,285		195
Definitive Healthcare Corp, Cl A *		600		12
DENTSPLY SIRONA Inc		11,166		366
Dexcom Inc *		18,100		1,488
Doximity Inc, Cl A *		3,700		123
Edwards Lifesciences Corp *		28,184		2,539


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Elanco Animal Health Inc *		22,637	$	342
Elevance Health Inc		11,131		5,400
Eli Lilly & Co		39,071		11,769
Encompass Health Corp		5,100		248
Enhabit Inc *		2,550		42
Enovis Corp *		2,166		110
Envista Holdings Corp *		8,200		304
Exact Sciences Corp *		8,800		313
Exelixis Inc *		15,800		280
Gilead Sciences Inc		57,934		3,677
Globus Medical Inc, Cl A *		4,000		237
Guardant Health Inc *		4,400		220
HCA Healthcare Inc		10,600		2,097
Henry Schein Inc *		6,168		453
Hologic Inc *		11,300		763
Horizon Therapeutics Plc *		11,000		651
Humana Inc		5,675		2,734
ICU Medical Inc *		1,000		159
IDEXX Laboratories Inc *		3,904		1,357
Illumina Inc *		7,305		1,473
Incyte Corp *		8,700		613
Insulet Corp *		3,000		766
Integra LifeSciences Holdings Corp *		3,600		172
Intuitive Surgical Inc *		16,515		3,398
Ionis Pharmaceuticals Inc *		7,200		306
IQVIA Holdings Inc *		8,713		1,853
Jazz Pharmaceuticals PLC *		3,100		481
Johnson & Johnson		122,109		19,701
Laboratory Corp of America Holdings		4,190		944
Maravai LifeSciences Holdings Inc, Cl A *		5,700		119
Masimo Corp *		2,600		382
McKesson Corp		6,770		2,485
Medtronic PLC		62,326		5,480
Merck & Co Inc		116,343		9,931
Mettler-Toledo International Inc *		1,049		1,272
Mirati Therapeutics Inc *		2,100		170
Moderna Inc *		15,400		2,037
Molina Healthcare Inc *		2,600		877
Natera Inc *		4,300		212
Neurocrine Biosciences Inc *		4,800		502
Novavax Inc *(A)		4,000		132
Novocure Ltd *		5,200		427
Oak Street Health Inc *		5,100		134
Organon & Co		13,154		375
Penumbra Inc *		1,800		296
PerkinElmer Inc		5,734		774
Perrigo Co PLC		7,800		292
Pfizer Inc		261,822		11,842
Premier Inc, Cl A		6,100		215
QIAGEN NV *		9,940		452
Quest Diagnostics Inc		5,544		695
QuidelOrtho Corp *		1,900		151


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Regeneron Pharmaceuticals Inc *		4,706	$	2,734
Repligen Corp *		2,300		505
ResMed Inc		6,612		1,454
Royalty Pharma PLC, Cl A		16,800		702
Sarepta Therapeutics Inc *		4,300		470
Seagen Inc *		6,400		987
Signify Health Inc, Cl A *		3,300		92
Sotera Health Co *		4,500		76
STERIS PLC		3,900		785
Stryker Corp		16,204		3,325
Syneos Health Inc, Cl A *		5,200		313
Tandem Diabetes Care Inc *		3,300		151
Teladoc Health Inc *		7,853		244
Teleflex Inc		2,340		529
Tenet Healthcare Corp *		4,200		237
Thermo Fisher Scientific Inc		18,125		9,884
Ultragenyx Pharmaceutical Inc *		3,500		167
United Therapeutics Corp *		1,900		431
UnitedHealth Group Inc		43,220		22,445
Universal Health Services Inc, Cl B		2,876		281
Veeva Systems Inc, Cl A *		6,200		1,236
Vertex Pharmaceuticals Inc *		11,800		3,325
Viatris Inc, Cl W *		57,022		545
Waters Corp *		2,773		828
West Pharmaceutical Services Inc		3,400		1,009
Zimmer Biomet Holdings Inc		9,725		1,034
Zoetis Inc, Cl A		21,744		3,404

				235,294
Industrials — 8.6%
3M Co		26,633		3,312
A O Smith Corp		5,400		305
Acuity Brands Inc		1,800		295
Advanced Drainage Systems Inc		3,100		421
AECOM		6,116		447
AGCO Corp		2,400		261
Air Lease Corp, Cl A		5,300		193
Alaska Air Group Inc *		6,200		270
Allegion plc		3,766		358
Allison Transmission Holdings Inc, Cl A		5,300		192
AMERCO *		400		210
American Airlines Group Inc *		33,000		429
AMETEK Inc		10,728		1,289
Armstrong World Industries Inc		2,400		202
Avis Budget Group Inc *		1,600		268
Axon Enterprise Inc *		3,300		385
AZEK Co Inc/The, Cl A *		6,100		111
Boeing Co/The *		25,393		4,069
Booz Allen Hamilton Holding Corp, Cl A		5,900		565
Builders FirstSource Inc *		7,800		457
BWX Technologies Inc		4,750		248
CACI International Inc, Cl A *		1,200		337


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Carlisle Cos Inc		2,366	$	699
Carrier Global Corp		39,678		1,552
Caterpillar Inc		24,747		4,571
CH Robinson Worldwide Inc		5,848		668
ChargePoint Holdings Inc *(A)		12,000		195
Cintas Corp		4,057		1,651
Clarivate PLC *		22,600		264
Clean Harbors Inc *		2,600		305
Copa Holdings SA, Cl A *		1,800		128
Copart Inc *		10,036		1,201
Core & Main Inc, Cl A *		2,900		68
CoStar Group Inc *		17,200		1,198
Crane Holdings Co		2,600		245
CSX Corp		99,488		3,149
Cummins Inc		6,312		1,359
Curtiss-Wright Corp		2,000		294
Deere & Co		13,019		4,755
Delta Air Lines Inc *		29,600		920
Donaldson Co Inc		6,344		326
Dover Corp		6,557		819
Driven Brands Holdings Inc *		2,400		75
Dun & Bradstreet Holdings Inc		8,900		127
Eaton Corp PLC		18,216		2,489
Emerson Electric Co		27,610		2,257
Equifax Inc		5,256		992
Esab Corp		2,166		89
Expeditors International of Washington Inc		8,048		828
Fastenal Co		27,148		1,366
FedEx Corp		10,744		2,265
Flowserve Corp		6,800		207
Fortive Corp		16,553		1,048
Fortune Brands Home & Security Inc		5,520		339
FTI Consulting Inc *		1,700		273
Gates Industrial Corp PLC *		4,900		52
Generac Holdings Inc *		2,700		595
General Dynamics Corp		11,272		2,580
General Electric Co		50,570		3,714
Graco Inc		7,872		503
GXO Logistics Inc *		5,000		222
Hayward Holdings Inc *		2,100		22
HEICO Corp		2,310		352
HEICO Corp, Cl A		3,121		383
Hertz Global Holdings Inc *		8,400		155
Hexcel Corp		4,400		258
Honeywell International Inc		31,390		5,944
Howmet Aerospace Inc		17,867		633
Hubbell Inc, Cl B		2,392		493
Huntington Ingalls Industries Inc		1,537		354
IAA Inc *		7,100		265
IDEX Corp		3,393		683
Illinois Tool Works Inc		14,180		2,763
Ingersoll Rand Inc		17,765		841


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
ITT Inc		3,451	$	250
Jacobs Solutions Inc		5,784		721
JB Hunt Transport Services Inc		3,952		688
JetBlue Airways Corp *		16,300		127
Johnson Controls International plc		32,666		1,769
KBR Inc		5,500		266
Kirby Corp *		3,100		208
Knight-Swift Transportation Holdings Inc, Cl A		6,400		323
L3Harris Technologies Inc		9,034		2,061
Landstar System Inc		1,965		288
Leidos Holdings Inc		6,673		634
Lennox International Inc		1,320		317
Lincoln Electric Holdings Inc		2,900		396
Lockheed Martin Corp		10,973		4,610
Lyft Inc, Cl A *		14,900		219
ManpowerGroup Inc		2,784		204
Masco Corp		11,279		574
MasTec Inc *		3,100		250
MDU Resources Group Inc		10,421		314
Mercury Systems Inc *		2,800		135
Middleby Corp/The *		2,800		403
MSA Safety Inc		1,900		226
MSC Industrial Direct Co Inc, Cl A		2,320		184
Nielsen Holdings PLC		14,000		390
Nordson Corp		2,600		591
Norfolk Southern Corp		10,733		2,609
Northrop Grumman Corp		6,778		3,240
nVent Electric PLC		8,573		283
Old Dominion Freight Line Inc		4,700		1,276
Oshkosh Corp		3,459		276
Otis Worldwide Corp		19,539		1,411
Owens Corning		4,200		343
PACCAR Inc		15,296		1,339
Parker-Hannifin Corp		5,904		1,565
Pentair PLC		8,373		373
Plug Power Inc *		21,700		608
Quanta Services Inc		6,700		947
Raytheon Technologies Corp		68,662		6,162
Regal Rexnord Corp		2,776		382
Republic Services Inc, Cl A		9,242		1,319
Robert Half International Inc		5,476		421
Rockwell Automation Inc		5,304		1,257
Rollins Inc		11,737		396
Ryder System Inc		2,706		207
Schneider National Inc, Cl B		3,000		69
Science Applications International Corp		3,000		273
Sensata Technologies Holding		7,800		314
SiteOne Landscape Supply Inc *		2,200		275
Snap-on Inc		2,191		477
Southwest Airlines Co *		27,520		1,010
Spirit AeroSystems Holdings Inc, Cl A		5,400		163


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Stanley Black & Decker Inc		6,893	$	607
Stericycle Inc *		4,726		237
Sunrun Inc *		7,400		244
Tetra Tech Inc		2,200		299
Textron Inc		10,022		625
Timken Co/The		3,269		206
Toro Co/The		4,440		368
Trane Technologies PLC		10,800		1,664
TransDigm Group Inc *		2,393		1,437
TransUnion		8,700		643
Trex Co Inc *		6,000		281
Uber Technologies Inc *		89,000		2,560
Union Pacific Corp		28,932		6,495
United Airlines Holdings Inc *		14,500		508
United Parcel Service Inc, Cl B		33,941		6,602
United Rentals Inc *		3,200		934
Univar Solutions Inc *		8,700		219
Valmont Industries Inc		1,100		304
Verisk Analytics Inc, Cl A		6,900		1,291
Vertiv Holdings Co, Cl A		15,600		180
Waste Management Inc		18,994		3,211
Watsco Inc		1,300		354
WESCO International Inc *		1,800		237
Westinghouse Air Brake Technologies Corp		8,537		748
WillScot Mobile Mini Holdings Corp, Cl A *		9,200		369
Woodward Inc		3,000		279
WW Grainger Inc		2,087		1,158
XPO Logistics Inc *		5,000		262
Xylem Inc/NY		8,002		729

				148,352
Information Technology — 26.6%
Accenture PLC, Cl A		29,300		8,452
Adobe Inc *		21,702		8,104
Advanced Micro Devices Inc *		74,613		6,332
Affirm Holdings Inc, Cl A *		7,000		164
Akamai Technologies Inc *		7,218		652
Allegro MicroSystems Inc *		2,100		49
Alteryx Inc, Cl A *		3,200		199
Amdocs Ltd		5,400		462
Amphenol Corp, Cl A		27,268		2,005
Analog Devices Inc		24,203		3,667
ANSYS Inc *		4,000		993
Apple Inc		707,563		111,243
Applied Materials Inc		40,855		3,843
AppLovin Corp, Cl A *		9,600		236
Arista Networks Inc *		11,300		1,355
Arrow Electronics Inc *		2,789		292
Aspen Technology Inc *		1,470		310
Atlassian Corp PLC, Cl A *		6,200		1,535
Autodesk Inc *		10,237		2,065
Automatic Data Processing Inc		19,392		4,740


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Avalara Inc *		4,300	$	394
Avnet Inc		5,110		224
Bentley Systems Inc, Cl B		7,400		272
Bill.com Holdings Inc *		4,700		761
Black Knight Inc *		7,800		516
Block Inc, Cl A *		24,300		1,675
Broadcom Inc		18,432		9,200
Broadridge Financial Solutions Inc		5,473		937
Cadence Design Systems Inc *		12,863		2,235
CCC Intelligent Solutions Holdings Inc *		4,400		42
CDW Corp/DE		6,300		1,075
Ceridian HCM Holding Inc *		6,800		406
Ciena Corp *		6,100		310
Cirrus Logic Inc *		3,000		230
Cisco Systems Inc		190,927		8,538
Citrix Systems Inc *		5,187		533
Cloudflare Inc, Cl A *		13,400		838
Cognex Corp		8,800		371
Cognizant Technology Solutions Corp, Cl A		24,476		1,546
Concentrix Corp		2,200		277
Confluent Inc, Cl A *		4,200		115
Corning Inc		35,358		1,213
Coupa Software Inc *		3,900		228
Crowdstrike Holdings Inc, Cl A *		9,900		1,808
Datadog Inc, Cl A *		11,900		1,249
Dell Technologies Inc, Cl C		12,042		461
DocuSign Inc, Cl A *		9,700		565
Dolby Laboratories Inc, Cl A		3,343		245
DoubleVerify Holdings Inc *		2,800		72
Dropbox Inc, Cl A *		11,800		252
DXC Technology Co *		11,036		273
Dynatrace Inc *		10,200		389
Elastic NV *		3,700		310
Enphase Energy Inc *		5,900		1,690
Entegris Inc		6,900		655
EPAM Systems Inc *		2,500		1,066
Euronet Worldwide Inc *		2,600		231
F5 Inc *		2,531		398
Fair Isaac Corp *		1,100		494
Fidelity National Information Services Inc		28,548		2,608
First Solar Inc *		4,500		574
Fiserv Inc *		27,174		2,750
Five9 Inc *		3,600		353
FleetCor Technologies Inc *		3,600		765
Fortinet Inc *		28,900		1,407
Gartner Inc *		3,410		973
Genpact Ltd		9,200		432
Global Payments Inc		13,152		1,634
GLOBALFOUNDRIES Inc *(A)		2,700		162
Globant SA *		1,700		358
GoDaddy Inc, Cl A *		7,500		569
Guidewire Software Inc *		4,200		301


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Hewlett Packard Enterprise Co		59,670	$	811
HP Inc		47,570		1,366
HubSpot Inc *		2,000		674
II-VI Inc *		5,283		250
Informatica Inc, Cl A *		1,700		38
Intel Corp		190,258		6,073
International Business Machines Corp		41,901		5,382
Intuit Inc		12,752		5,506
IPG Photonics Corp *		1,900		172
Jabil Inc		5,574		336
Jack Henry & Associates Inc		3,300		634
Jamf Holding Corp *		2,600		62
Juniper Networks Inc		13,025		370
Keysight Technologies Inc *		8,132		1,333
KLA Corp		7,009		2,412
Kyndryl Holdings Inc *		11,559		120
Lam Research Corp		6,352		2,782
Lattice Semiconductor Corp *		5,800		313
Littelfuse Inc		1,200		285
Lumentum Holdings Inc *		3,700		309
Mandiant Inc *		11,800		270
Manhattan Associates Inc *		2,600		367
Marvell Technology Inc		39,538		1,851
Mastercard Inc, Cl A		39,900		12,942
Microchip Technology Inc		25,230		1,646
Micron Technology Inc		51,016		2,884
Microsoft Corp		346,116		90,499
MKS Instruments Inc		2,900		289
MongoDB Inc, Cl A *		2,800		904
Monolithic Power Systems Inc		2,100		952
Motorola Solutions Inc		7,714		1,878
National Instruments Corp		6,804		271
nCino Inc *		2,900		91
NCR Corp *		6,589		205
NetApp Inc		10,555		761
New Relic Inc *		2,700		164
NortonLifeLock Inc		25,848		584
Nutanix Inc, Cl A *		10,700		185
NVIDIA Corp		111,724		16,864
Okta Inc, Cl A *		5,500		503
ON Semiconductor Corp *		19,900		1,369
Oracle Corp		70,520		5,229
Palantir Technologies Inc, Cl A *		83,800		647
Palo Alto Networks Inc *		4,500		2,506
Paychex Inc		15,007		1,851
Paycom Software Inc *		2,200		773
Paycor HCM Inc *		1,700		50
Paylocity Holding Corp *		1,700		410
PayPal Holdings Inc *		53,811		5,028
Pegasystems Inc		2,100		77
Procore Technologies Inc *		3,100		169
PTC Inc *		4,600		528


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Pure Storage Inc, Cl A *		13,600	$	394
Qorvo Inc *		4,800		431
QUALCOMM Inc		52,159		6,899
RingCentral Inc, Cl A *		4,300		185
Roper Technologies Inc		4,700		1,892
Salesforce Inc *		44,818		6,997
SentinelOne Inc, Cl A *		5,400		147
ServiceNow Inc *		9,300		4,042
Shift4 Payments Inc, Cl A *		2,400		109
Skyworks Solutions Inc		6,800		670
Smartsheet Inc, Cl A *		6,200		206
Snowflake Inc, Cl A *		8,800		1,592
Splunk Inc *		6,900		621
SS&C Technologies Holdings Inc		10,100		563
Switch Inc, Cl A		5,900		200
Synopsys Inc *		7,182		2,485
TD SYNNEX Corp		2,200		212
Teledyne Technologies Inc *		2,167		798
Teradata Corp *		5,489		181
Teradyne Inc		7,263		615
Texas Instruments Inc		42,608		7,039
Thoughtworks Holding Inc *		2,200		29
Toast Inc, Cl A *		6,900		131
Trade Desk Inc/The, Cl A *		20,600		1,292
Trimble Inc *		11,328		717
Twilio Inc, Cl A *		8,400		584
Tyler Technologies Inc *		2,000		743
Ubiquiti Inc (A)		300		93
UiPath Inc, Cl A *		15,800		260
Unity Software Inc *(A)		8,900		380
Universal Display Corp		2,200		246
VeriSign Inc *		4,485		817
Viasat Inc *		3,600		137
Visa Inc, Cl A		76,300		15,162
VMware Inc, Cl A *		9,051		1,050
Vontier Corp		8,701		191
Western Digital Corp *		14,096		596
Western Union Co/The		20,528		304
WEX Inc *		2,300		355
Wix.com Ltd *		2,700		171
Wolfspeed Inc *		5,000		567
Workday Inc, Cl A *		9,100		1,497
Zebra Technologies Corp, Cl A *		2,525		762
Zendesk Inc *		6,100		468
Zoom Video Communications Inc, Cl A *		11,900		957
Zscaler Inc *		4,000		637

				458,077
Materials — 2.8%
Air Products and Chemicals Inc		10,094		2,548
Albemarle Corp		5,573		1,493
Alcoa Corp		8,600		426


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Amcor PLC		71,600	$	860
AptarGroup Inc		2,600		267
Ardagh Metal Packaging SA (A)		10,100		62
Ashland Inc		2,676		272
Avery Dennison Corp		3,710		681
Axalta Coating Systems Ltd *		10,600		273
Ball Corp		13,800		770
Berry Global Group Inc *		5,200		283
Celanese Corp, Cl A		5,183		575
CF Industries Holdings Inc		9,930		1,027
Chemours Co/The		8,200		277
Cleveland-Cliffs Inc *		22,500		389
Corteva Inc		34,076		2,093
Crown Holdings Inc		5,451		494
Dow Inc		33,876		1,728
DuPont de Nemours Inc		23,809		1,325
Eagle Materials Inc		2,100		251
Eastman Chemical Co		6,328		576
Ecolab Inc		11,655		1,909
Element Solutions Inc		11,900		222
FMC Corp		5,620		607
Freeport-McMoRan Inc, Cl B		68,024		2,014
Ginkgo Bioworks Holdings Inc *(A)		51,000		137
Graphic Packaging Holding Co		14,600		325
Huntsman Corp		10,629		298
International Flavors & Fragrances Inc		11,752		1,298
International Paper Co		17,455		727
Linde PLC		23,400		6,619
Louisiana-Pacific Corp		4,500		244
LyondellBasell Industries NV, Cl A		11,760		976
Martin Marietta Materials Inc		2,863		996
Mosaic Co/The		16,578		893
MP Materials Corp *		5,300		186
NewMarket Corp		300		86
Newmont Corp		36,933		1,528
Nucor Corp		12,090		1,607
Olin Corp		5,500		301
Packaging Corp of America		4,099		561
PPG Industries Inc		10,965		1,392
Reliance Steel & Aluminum Co		2,700		508
Royal Gold Inc		3,300		303
RPM International Inc		5,569		519
Scotts Miracle-Gro Co/The, Cl A		2,106		141
Sealed Air Corp		6,268		337
Sherwin-Williams Co/The		10,811		2,509
Silgan Holdings Inc		4,308		196
Sonoco Products Co		5,046		318
Southern Copper Corp		4,268		201
SSR Mining Inc		11,900		161
Steel Dynamics Inc		8,300		670
United States Steel Corp		13,600		311
Valvoline Inc		9,404		273


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Vulcan Materials Co		6,057	$	1,008
Westlake Corp		1,700		168
Westrock Co		11,045		448

				47,667
Real Estate — 3.4%
Alexandria Real Estate Equities Inc ^‡		7,600		1,166
American Homes 4 Rent, Cl A ^‡		14,300		509
American Tower Corp, Cl A ^‡		21,612		5,491
Americold Realty Trust Inc ^‡		13,300		391
Apartment Income Corp ^‡		8,105		331
AvalonBay Communities Inc ^‡		6,541		1,314
Boston Properties Inc ^‡		6,984		555
Brixmor Property Group Inc ^‡		15,100		324
Camden Property Trust ^‡		5,047		649
CBRE Group Inc, Cl A *		15,317		1,209
Cousins Properties Inc ^‡		7,900		212
Crown Castle Inc ^‡		19,896		3,399
CubeSmart ^‡		11,100		511
Digital Realty Trust Inc ^‡		13,296		1,644
Douglas Emmett Inc ^‡		8,600		168
Duke Realty Corp ^‡		17,809		1,048
EastGroup Properties Inc ^‡		1,600		264
EPR Properties ^‡		3,800		165
Equinix Inc ^‡		4,263		2,802
Equity LifeStyle Properties Inc ^‡		7,700		540
Equity Residential ^‡		17,277		1,264
Essex Property Trust Inc ^‡		2,963		785
Extra Space Storage Inc ^‡		6,000		1,192
Federal Realty Investment Trust ^‡		3,996		405
First Industrial Realty Trust Inc ^‡		6,800		345
Gaming and Leisure Properties Inc ^‡		11,635		562
Healthcare Realty Trust Inc, Cl A ^‡		15,700		382
Healthpeak Properties Inc ^‡		24,074		632
Highwoods Properties Inc ^‡		5,400		164
Host Hotels & Resorts Inc ^‡		33,340		592
Howard Hughes Corp/The *		2,273		145
Hudson Pacific Properties Inc ^‡		7,600		100
Invitation Homes Inc ^‡		28,800		1,045
Iron Mountain Inc ^‡		12,903		679
JBG SMITH Properties ^‡		6,318		139
Jones Lang LaSalle Inc *		2,100		363
Kilroy Realty Corp ^‡		6,000		293
Kimco Realty Corp ^‡		29,771		628
Lamar Advertising Co, Cl A ^‡		4,440		417
Life Storage Inc ^‡		3,350		426
Medical Properties Trust Inc ^‡		29,900		437
Mid-America Apartment Communities Inc ^‡		5,350		886
National Retail Properties Inc ^‡		8,800		395
National Storage Affiliates Trust ^‡		4,700		237
Omega Healthcare Investors Inc ^‡		12,200		398
Opendoor Technologies Inc *		23,600		102


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Park Hotels & Resorts Inc ^‡		12,188	$	171
Prologis Inc ^‡		34,244		4,264
Public Storage ^‡		7,268		2,404
Rayonier Inc ^‡		7,504		267
Realty Income Corp ^‡		28,339		1,935
Regency Centers Corp ^‡		7,258		442
Rexford Industrial Realty Inc ^‡		7,800		485
SBA Communications Corp, Cl A ^‡		4,832		1,572
Simon Property Group Inc ^‡		15,281		1,558
SL Green Realty Corp ^‡		3,455		153
Spirit Realty Capital Inc ^‡		6,320		258
STORE Capital Corp ^‡		12,500		337
Sun Communities Inc ^‡		5,800		892
UDR Inc ^‡		13,893		623
Ventas Inc ^‡		18,492		885
VICI Properties Inc ^‡		45,000		1,485
Vornado Realty Trust ^‡		8,936		234
Welltower Inc ^‡		21,383		1,639
Weyerhaeuser Co ^‡		34,846		1,190
WP Carey Inc ^‡		8,600		723
Zillow Group Inc, Cl A *		3,343		112
Zillow Group Inc, Cl C *		8,586		287

				57,621
Utilities — 3.0%
AES Corp/The		29,724		757
Alliant Energy Corp		11,852		723
Ameren Corp		12,290		1,138
American Electric Power Co Inc		23,950		2,400
American Water Works Co Inc		8,400		1,247
Atmos Energy Corp		6,591		747
Avangrid Inc		3,094		153
Brookfield Renewable Corp, Cl A		6,600		253
CenterPoint Energy Inc		29,015		915
CMS Energy Corp		13,342		901
Consolidated Edison Inc		16,616		1,624
Constellation Energy Corp		15,592		1,272
Dominion Energy Inc		37,070		3,032
DTE Energy Co		9,064		1,181
Duke Energy Corp		35,616		3,808
Edison International		17,479		1,185
Entergy Corp		9,698		1,118
Essential Utilities Inc		10,646		523
Evergy Inc		10,449		716
Eversource Energy		16,126		1,446
Exelon Corp		45,576		2,001
FirstEnergy Corp		25,127		994
Hawaiian Electric Industries Inc		5,446		213
IDACORP Inc		2,700		295
National Fuel Gas Co		4,489		320
NextEra Energy Inc		91,392		7,774
NiSource Inc		20,021		591


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
NRG Energy Inc		10,200	$	421
OGE Energy Corp		10,136		411
PG&E Corp *		67,718		835
Pinnacle West Capital Corp		5,792		436
PPL Corp		35,126		1,022
Public Service Enterprise Group Inc		23,352		1,503
Sempra Energy		14,723		2,429
Southern Co/The		49,003		3,777
UGI Corp		10,625		420
Vistra Corp		19,000		470
WEC Energy Group Inc		14,357		1,481
Xcel Energy Inc		25,281		1,877

				52,409
Total Common Stock
(Cost $476,378) ($ Thousands)				1,714,893



AFFILIATED PARTNERSHIP — 0.3%
SEI Liquidity Fund, LP
2.260% **^†(B)		4,772,712		4,770


Total Affiliated Partnership
(Cost $4,773) ($ Thousands)				4,770



CASH EQUIVALENT — 0.2%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		3,486,460		3,486

Total Cash Equivalent
(Cost $3,486) ($ Thousands)				3,486


Total Investments in Securities — 100.1%
(Cost $484,637) ($ Thousands)			$	1,723,149

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $1,721,096 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 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 August 31, 2022. The total market value of securities on loan at August 31, 2022 was $4,166 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $4,770 ($ Thousands).

Cl — Class

LP — 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 August 31, 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

1,714,893

–

1,714,893

Affiliated Partnership

–

4,770

–

4,770

Cash Equivalent

3,486

–

3,486

Total Investments in Securities

1,718,379

4,770

–

1,723,149

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

284

–

284

Total Other Financial Instruments

284

–

284

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

For more information on 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 Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† — 99.1%

Communication Services — 8.3%
Activision Blizzard Inc		109,200	$	8,571
Alphabet Inc, Cl A *		841,120		91,026
Alphabet Inc, Cl C *		771,260		84,183
AT&T Inc		1,001,691		17,570
Charter Communications Inc, Cl A *		16,200		6,685
Comcast Corp, Cl A		625,148		22,624
DISH Network Corp, Cl A *		35,468		615
Electronic Arts Inc		39,300		4,986
Fox Corp		64,057		2,138
Interpublic Group of Cos Inc/The		55,200		1,526
Live Nation Entertainment Inc *		19,400		1,753
Lumen Technologies Inc		132,274		1,317
Match Group Inc *		40,200		2,272
Meta Platforms Inc, Cl A *		320,678		52,248
Netflix Inc *		62,179		13,901
News Corp		17,500		302
News Corp, Cl A		55,583		940
Omnicom Group Inc		28,700		1,920
Paramount Global, Cl B		84,681		1,981
Take-Two Interactive Software Inc *		22,100		2,709
T-Mobile US Inc *		82,400		11,862
Twitter Inc *		106,500		4,127
Verizon Communications Inc		587,552		24,565
Walt Disney Co/The *		254,619		28,538
Warner Bros Discovery Inc *		308,146		4,080

				392,439
Consumer Discretionary — 11.4%
Advance Auto Parts Inc		8,500		1,433
Amazon.com Inc *		1,223,600		155,116
Aptiv PLC *		37,800		3,532
AutoZone Inc *		2,745		5,817
Bath & Body Works Inc		33,500		1,251
Best Buy Co Inc		28,187		1,992
Booking Holdings Inc *		5,684		10,662
BorgWarner Inc		33,300		1,255
Caesars Entertainment Inc *		29,800		1,285
CarMax Inc *		22,700		2,008
Carnival Corp, Cl A *		116,100		1,098
Chipotle Mexican Grill Inc, Cl A *		3,920		6,259
Darden Restaurants Inc		17,395		2,152
Dollar General Corp		32,000		7,597
Dollar Tree Inc *		31,369		4,256
Domino's Pizza Inc		5,100		1,896
DR Horton Inc		45,091		3,208
eBay Inc		78,783		3,477
Etsy Inc *		17,900		1,890
Expedia Group Inc *		21,395		2,196
Ford Motor Co		551,643		8,407
Garmin Ltd		21,195		1,876
General Motors Co		203,887		7,791


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Genuine Parts Co		19,800	$	3,089
Hasbro Inc		18,595		1,466
Hilton Worldwide Holdings Inc		38,900		4,954
Home Depot Inc/The		144,587		41,702
Las Vegas Sands Corp *		48,600		1,829
Lennar Corp, Cl A		36,091		2,795
LKQ Corp		36,300		1,932
Lowe's Cos Inc		92,487		17,955
Marriott International Inc/MD, Cl A		38,536		5,925
McDonald's Corp		103,487		26,108
MGM Resorts International		50,000		1,632
Mohawk Industries Inc *		7,200		795
Newell Brands Inc		50,990		910
NIKE Inc, Cl B		177,482		18,893
Norwegian Cruise Line Holdings Ltd *(A)		59,600		780
NVR Inc *		430		1,780
O'Reilly Automotive Inc *		9,200		6,414
Penn Entertainment Inc *		22,600		706
Pool Corp		5,600		1,899
PulteGroup Inc		33,583		1,365
PVH Corp		9,400		529
Ralph Lauren Corp, Cl A		6,595		602
Ross Stores Inc		49,100		4,236
Royal Caribbean Cruises Ltd *		31,200		1,275
Starbucks Corp		160,482		13,492
Tapestry Inc		35,491		1,233
Target Corp		64,591		10,356
Tesla Inc *		352,000		97,015
TJX Cos Inc/The		164,082		10,231
Tractor Supply Co		15,700		2,907
Ulta Beauty Inc *		7,300		3,065
VF Corp		44,891		1,861
Whirlpool Corp		7,900		1,237
Wynn Resorts Ltd *		15,000		909
Yum! Brands Inc		39,800		4,427

				532,758
Consumer Staples — 6.7%
Altria Group Inc		253,283		11,428
Archer-Daniels-Midland Co		78,891		6,934
Brown-Forman Corp, Cl B		25,390		1,846
Campbell Soup Co		28,591		1,440
Church & Dwight Co Inc		34,000		2,846
Clorox Co/The		17,200		2,483
Coca-Cola Co/The		545,457		33,660
Colgate-Palmolive Co		117,091		9,158
Conagra Brands Inc		66,887		2,300
Constellation Brands Inc, Cl A		22,700		5,585
Costco Wholesale Corp		62,000		32,370
Estee Lauder Cos Inc/The, Cl A		32,500		8,267
General Mills Inc		84,196		6,466
Hershey Co/The		20,400		4,583


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Hormel Foods Corp		39,592	$	1,991
J M Smucker Co/The		15,095		2,113
Kellogg Co		35,600		2,590
Keurig Dr Pepper Inc		102,900		3,923
Kimberly-Clark Corp		47,096		6,006
Kraft Heinz Co/The		99,091		3,706
Kroger Co/The		91,982		4,410
Lamb Weston Holdings Inc		20,400		1,622
McCormick & Co Inc/MD		34,990		2,942
Molson Coors Beverage Co, Cl B		26,195		1,353
Mondelez International Inc, Cl A		193,578		11,975
Monster Beverage Corp *		52,731		4,684
PepsiCo Inc		193,478		33,330
Philip Morris International Inc		216,578		20,681
Procter & Gamble Co/The		335,467		46,274
Sysco Corp		71,200		5,854
Tyson Foods Inc, Cl A		40,987		3,090
Walgreens Boots Alliance Inc		100,087		3,509
Walmart Inc		196,483		26,044

				315,463
Energy — 4.6%
APA Corp		47,700		1,866
Baker Hughes Co, Cl A		131,700		3,327
Chevron Corp		274,701		43,419
ConocoPhillips		180,641		19,771
Coterra Energy Inc, Cl A		113,387		3,505
Devon Energy Corp		85,800		6,059
Diamondback Energy Inc		23,700		3,159
EOG Resources Inc		81,791		9,921
Exxon Mobil Corp		589,000		56,303
Halliburton Co		125,791		3,790
Hess Corp		38,800		4,686
Kinder Morgan Inc		272,483		4,992
Marathon Oil Corp		98,700		2,526
Marathon Petroleum Corp		75,611		7,618
Occidental Petroleum Corp		124,424		8,834
ONEOK Inc		62,291		3,814
Phillips 66		67,296		6,020
Pioneer Natural Resources Co		31,496		7,975
Schlumberger NV		197,666		7,541
Valero Energy Corp		57,200		6,699
Williams Cos Inc/The		170,796		5,812

				217,637
Financials — 10.8%
Aflac Inc		82,782		4,919
Allstate Corp/The		38,500		4,639
American Express Co		85,287		12,964
American International Group Inc		111,078		5,748
Ameriprise Financial Inc		15,400		4,127
Aon PLC, Cl A		29,700		8,294
Arthur J Gallagher & Co		29,400		5,338


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Assurant Inc		7,595	$	1,204
Bank of America Corp		991,283		33,317
Bank of New York Mellon Corp/The		103,787		4,310
Berkshire Hathaway Inc, Cl B *		253,028		71,050
BlackRock Inc, Cl A		19,896		13,258
Brown & Brown Inc		32,700		2,061
Capital One Financial Corp		54,896		5,809
Cboe Global Markets Inc		14,800		1,746
Charles Schwab Corp/The		210,991		14,970
Chubb Ltd		59,247		11,201
Cincinnati Financial Corp		20,796		2,016
Citigroup Inc		271,657		13,260
Citizens Financial Group Inc		69,000		2,531
CME Group Inc, Cl A		50,195		9,819
Comerica Inc		18,391		1,477
Discover Financial Services		39,200		3,939
Everest Re Group Ltd		5,500		1,480
FactSet Research Systems Inc		5,300		2,297
Fifth Third Bancorp		96,100		3,282
First Republic Bank/CA		25,100		3,811
Franklin Resources Inc		38,795		1,011
Globe Life Inc		12,746		1,239
Goldman Sachs Group Inc/The		47,891		15,932
Hartford Financial Services Group Inc/The		46,300		2,978
Huntington Bancshares Inc/OH		201,461		2,700
Intercontinental Exchange Inc		78,100		7,876
Invesco Ltd		46,500		766
JPMorgan Chase & Co		410,657		46,704
KeyCorp		130,000		2,300
Lincoln National Corp		22,400		1,032
Loews Corp		27,287		1,509
M&T Bank Corp		25,193		4,580
MarketAxess Holdings Inc		5,300		1,318
Marsh & McLennan Cos Inc		70,091		11,311
MetLife Inc		96,587		6,213
Moody's Corp		22,400		6,373
Morgan Stanley		195,753		16,682
MSCI Inc, Cl A		11,300		5,076
Nasdaq Inc		48,300		2,875
Northern Trust Corp		29,096		2,767
PNC Financial Services Group Inc/The		57,791		9,131
Principal Financial Group Inc		32,791		2,451
Progressive Corp/The		81,783		10,031
Prudential Financial Inc		52,600		5,036
Raymond James Financial Inc		27,100		2,828
Regions Financial Corp		130,400		2,826
S&P Global Inc		48,553		17,099
Signature Bank/New York NY		8,800		1,534
State Street Corp		51,200		3,500
SVB Financial Group *		8,200		3,333
Synchrony Financial		70,521		2,310
T Rowe Price Group Inc		31,700		3,804


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Travelers Cos Inc/The		33,596	$	5,430
Truist Financial Corp		185,992		8,712
US Bancorp		188,883		8,615
W R Berkley Corp		29,600		1,918
Wells Fargo & Co		530,048		23,168
Willis Towers Watson PLC		15,645		3,236
Zions Bancorp NA		21,000		1,156

				506,227
Health Care — 14.0%
Abbott Laboratories		244,948		25,144
AbbVie Inc		247,013		33,213
ABIOMED Inc *		6,300		1,633
Agilent Technologies Inc		41,891		5,373
Align Technology Inc *		10,200		2,486
AmerisourceBergen Corp, Cl A		21,096		3,092
Amgen Inc		74,791		17,972
Baxter International Inc		70,229		4,035
Becton Dickinson and Co		39,839		10,056
Biogen Inc *		20,400		3,986
Bio-Rad Laboratories Inc, Cl A *		3,000		1,455
Bio-Techne Corp		5,500		1,825
Boston Scientific Corp *		199,900		8,058
Bristol-Myers Squibb Co		297,470		20,052
Cardinal Health Inc		38,096		2,694
Catalent Inc *		25,000		2,200
Centene Corp *		81,764		7,338
Charles River Laboratories International Inc *		7,200		1,478
Cigna Corp		44,407		12,587
Cooper Cos Inc/The		6,900		1,983
CVS Health Corp		183,457		18,006
Danaher Corp		90,500		24,427
DaVita Inc *		8,395		716
DENTSPLY SIRONA Inc		30,391		996
Dexcom Inc *		54,800		4,505
Edwards Lifesciences Corp *		87,200		7,857
Elevance Health Inc		33,696		16,346
Eli Lilly & Co		110,345		33,239
Gilead Sciences Inc		175,278		11,125
HCA Healthcare Inc		31,895		6,311
Henry Schein Inc *		19,500		1,432
Hologic Inc *		34,800		2,351
Humana Inc		17,696		8,526
IDEXX Laboratories Inc *		11,800		4,102
Illumina Inc *		21,900		4,416
Incyte Corp *		26,600		1,873
Intuitive Surgical Inc *		50,200		10,328
IQVIA Holdings Inc *		26,500		5,636
Johnson & Johnson		367,970		59,368
Laboratory Corp of America Holdings		13,000		2,929
McKesson Corp		20,360		7,472


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Medtronic PLC		187,661	$	16,499
Merck & Co Inc		353,570		30,181
Mettler-Toledo International Inc *		3,200		3,880
Moderna Inc *		48,400		6,402
Molina Healthcare Inc *		8,200		2,766
Organon & Co		35,147		1,003
PerkinElmer Inc		17,600		2,377
Pfizer Inc		784,435		35,480
Quest Diagnostics Inc		16,400		2,055
Regeneron Pharmaceuticals Inc *		15,100		8,774
ResMed Inc		20,400		4,486
STERIS PLC		14,000		2,819
Stryker Corp		46,996		9,644
Teleflex Inc		6,500		1,471
Thermo Fisher Scientific Inc		54,691		29,824
UnitedHealth Group Inc		131,187		68,129
Universal Health Services Inc, Cl B		9,400		920
Vertex Pharmaceuticals Inc *		35,800		10,087
Viatris Inc, Cl W *		170,205		1,625
Waters Corp *		8,500		2,538
West Pharmaceutical Services Inc		10,300		3,056
Zimmer Biomet Holdings Inc		29,495		3,136
Zoetis Inc, Cl A		65,800		10,300

				656,073
Industrials — 7.9%
3M Co		79,891		9,934
A O Smith Corp		18,300		1,033
Alaska Air Group Inc *		17,900		780
Allegion PLC		12,196		1,160
American Airlines Group Inc *		90,191		1,172
AMETEK Inc		32,200		3,869
Boeing Co/The *		77,791		12,466
Carrier Global Corp		118,885		4,651
Caterpillar Inc		74,591		13,778
CH Robinson Worldwide Inc		17,695		2,020
Cintas Corp		12,195		4,961
Copart Inc *		29,900		3,577
CSX Corp		303,734		9,613
Cummins Inc		19,696		4,242
Deere & Co		39,096		14,280
Delta Air Lines Inc *		89,787		2,790
Dover Corp		20,100		2,512
Eaton Corp PLC		55,695		7,610
Emerson Electric Co		83,091		6,792
Equifax Inc		17,195		3,245
Expeditors International of Washington Inc		23,391		2,407
Fastenal Co		80,382		4,046
FedEx Corp		33,300		7,020
Fortive Corp		50,225		3,181
Fortune Brands Home & Security Inc		18,600		1,143
Generac Holdings Inc *		9,000		1,984


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
General Dynamics Corp		32,196	$	7,371
General Electric Co		153,986		11,309
Honeywell International Inc		95,087		18,005
Howmet Aerospace Inc		52,366		1,855
Huntington Ingalls Industries Inc		5,600		1,289
IDEX Corp		10,600		2,133
Illinois Tool Works Inc		39,595		7,714
Ingersoll Rand Inc		57,127		2,706
Jacobs Solutions Inc		18,096		2,254
JB Hunt Transport Services Inc		11,700		2,036
Johnson Controls International plc		97,246		5,265
L3Harris Technologies Inc		26,960		6,152
Leidos Holdings Inc		19,000		1,806
Lockheed Martin Corp		32,956		13,845
Masco Corp		33,100		1,684
Nielsen Holdings PLC		50,000		1,392
Nordson Corp		7,600		1,726
Norfolk Southern Corp		33,296		8,095
Northrop Grumman Corp		20,396		9,749
Old Dominion Freight Line Inc		12,800		3,474
Otis Worldwide Corp		59,092		4,268
PACCAR Inc		48,600		4,253
Parker-Hannifin Corp		18,000		4,770
Pentair PLC		22,900		1,019
Quanta Services Inc		20,200		2,854
Raytheon Technologies Corp		208,108		18,678
Republic Services Inc, Cl A		29,100		4,153
Robert Half International Inc		15,695		1,208
Rockwell Automation Inc		16,296		3,861
Rollins Inc		31,400		1,060
Snap-on Inc		7,400		1,612
Southwest Airlines Co *		82,987		3,046
Stanley Black & Decker Inc		20,995		1,850
Textron Inc		29,891		1,865
Trane Technologies PLC		32,696		5,037
TransDigm Group Inc		7,200		4,323
Union Pacific Corp		87,887		19,731
United Airlines Holdings Inc *		45,500		1,593
United Parcel Service Inc, Cl B		102,787		19,993
United Rentals Inc *		10,000		2,920
Verisk Analytics Inc, Cl A		22,200		4,155
Waste Management Inc		53,400		9,026
Westinghouse Air Brake Technologies Corp		25,653		2,248
WW Grainger Inc		6,000		3,330
Xylem Inc/NY		25,100		2,287

				369,266
Information Technology — 27.0%
Accenture PLC, Cl A		88,596		25,557
Adobe Inc *		66,095		24,683
Advanced Micro Devices Inc *		226,489		19,222
Akamai Technologies Inc *		22,296		2,013


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Amphenol Corp, Cl A		83,782	$	6,161
Analog Devices Inc		73,155		11,085
ANSYS Inc *		12,200		3,029
Apple Inc		2,150,284		338,068
Applied Materials Inc		123,600		11,627
Arista Networks Inc *		31,400		3,764
Autodesk Inc *		30,400		6,133
Automatic Data Processing Inc		58,491		14,296
Broadcom Inc		57,059		28,479
Broadridge Financial Solutions Inc		16,400		2,807
Cadence Design Systems Inc *		38,500		6,690
CDW Corp/DE		18,900		3,226
Ceridian HCM Holding Inc *		19,500		1,163
Cisco Systems Inc		581,443		26,002
Citrix Systems Inc		17,600		1,809
Cognizant Technology Solutions Corp, Cl A		73,095		4,617
Corning Inc		106,070		3,640
DXC Technology Co *		35,052		869
Enphase Energy Inc *		18,900		5,414
EPAM Systems Inc *		8,000		3,412
F5 Inc *		8,500		1,335
Fidelity National Information Services Inc		85,400		7,803
Fiserv Inc *		81,300		8,227
FleetCor Technologies Inc *		10,800		2,295
Fortinet Inc *		93,100		4,533
Gartner Inc *		11,200		3,196
Global Payments Inc		39,372		4,891
Hewlett Packard Enterprise Co		181,274		2,465
HP Inc		147,174		4,225
Intel Corp		572,152		18,263
International Business Machines Corp		125,851		16,166
Intuit Inc		39,600		17,099
Jack Henry & Associates Inc		10,300		1,980
Juniper Networks Inc		45,700		1,299
Keysight Technologies Inc *		25,400		4,163
KLA Corp		20,900		7,192
Lam Research Corp		19,395		8,493
Mastercard Inc, Cl A		120,147		38,972
Microchip Technology Inc		77,692		5,069
Micron Technology Inc		156,000		8,819
Microsoft Corp		1,045,904		273,473
Monolithic Power Systems Inc		6,100		2,764
Motorola Solutions Inc		23,388		5,693
NetApp Inc		30,991		2,235
NortonLifeLock Inc		81,000		1,830
NVIDIA Corp		350,132		52,849
NXP Semiconductors NV		36,700		6,040
ON Semiconductor Corp *		60,700		4,174
Oracle Corp		220,265		16,333
Paychex Inc		44,887		5,536
Paycom Software Inc *		6,700		2,353
PayPal Holdings Inc *		161,983		15,136


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
PTC Inc *		14,900	$	1,712
Qorvo Inc *		15,300		1,374
QUALCOMM Inc		156,578		20,711
Roper Technologies Inc		14,800		5,958
Salesforce Inc *		138,991		21,699
Seagate Technology Holdings PLC		27,500		1,841
ServiceNow Inc *		28,000		12,169
Skyworks Solutions Inc		22,396		2,207
SolarEdge Technologies Inc *		7,800		2,153
Synopsys Inc *		21,400		7,405
TE Connectivity Ltd		44,991		5,678
Teledyne Technologies Inc *		6,551		2,413
Teradyne Inc		22,300		1,887
Texas Instruments Inc		128,883		21,293
Trimble Inc *		34,900		2,207
Tyler Technologies Inc *		5,800		2,155
VeriSign Inc *		13,400		2,442
Visa Inc, Cl A		230,070		45,717
Western Digital Corp *		43,631		1,844
Zebra Technologies Corp, Cl A *		7,400		2,232

				1,273,764
Materials — 2.5%
Air Products and Chemicals Inc		31,100		7,851
Albemarle Corp		16,400		4,395
Amcor PLC		209,562		2,517
Avery Dennison Corp		11,500		2,112
Ball Corp		44,792		2,500
Celanese Corp, Cl A		15,200		1,685
CF Industries Holdings Inc		29,200		3,021
Corteva Inc		101,131		6,212
Dow Inc		101,765		5,190
DuPont de Nemours Inc		70,982		3,949
Eastman Chemical Co		17,896		1,629
Ecolab Inc		34,815		5,704
FMC Corp		17,500		1,891
Freeport-McMoRan Inc, Cl B		202,600		5,997
International Flavors & Fragrances Inc		35,554		3,928
International Paper Co		52,096		2,168
Linde PLC		70,360		19,902
LyondellBasell Industries NV, Cl A		36,156		3,001
Martin Marietta Materials Inc		8,700		3,025
Mosaic Co/The		50,691		2,731
Newmont Corp		110,883		4,586
Nucor Corp		37,187		4,944
Packaging Corp of America		13,200		1,807
PPG Industries Inc		33,000		4,190
Sealed Air Corp		20,700		1,114
Sherwin-Williams Co/The		33,500		7,775
Vulcan Materials Co		18,700		3,113
Westrock Co		36,182		1,469

				118,406


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Real Estate — 2.8%
Alexandria Real Estate Equities Inc ^‡		20,800	$	3,191
American Tower Corp, Cl A ^‡		65,000		16,513
AvalonBay Communities Inc ^‡		19,600		3,938
Boston Properties Inc ^‡		19,800		1,573
Camden Property Trust ^‡		14,800		1,902
CBRE Group Inc, Cl A *		45,991		3,631
Crown Castle Inc ^‡		60,596		10,352
Digital Realty Trust Inc ^‡		39,900		4,933
Duke Realty Corp ^‡		54,100		3,184
Equinix Inc ^‡		12,757		8,386
Equity Residential ^‡		47,696		3,490
Essex Property Trust Inc ^‡		9,100		2,412
Extra Space Storage Inc ^‡		18,700		3,716
Federal Realty Investment Trust ^‡		10,100		1,023
Healthpeak Properties Inc ^‡		75,200		1,974
Host Hotels & Resorts Inc ^‡		100,874		1,793
Iron Mountain Inc ^‡		40,501		2,131
Kimco Realty Corp ^‡		87,187		1,838
Mid-America Apartment Communities Inc ^‡		16,100		2,667
Prologis Inc ^‡		103,599		12,899
Public Storage ^‡		21,395		7,078
Realty Income Corp ^‡		84,100		5,742
Regency Centers Corp ^‡		21,500		1,308
SBA Communications Corp, Cl A ^‡		15,100		4,911
Simon Property Group Inc ^‡		45,896		4,681
UDR Inc ^‡		41,700		1,871
Ventas Inc ^‡		56,200		2,690
VICI Properties Inc ^‡		134,500		4,437
Vornado Realty Trust ^‡		22,596		592
Welltower Inc ^‡		63,600		4,875
Weyerhaeuser Co ^‡		104,245		3,561

				133,292
Utilities — 3.1%
AES Corp/The		93,100		2,369
Alliant Energy Corp		34,900		2,130
Ameren Corp		36,191		3,352
American Electric Power Co Inc		71,800		7,194
American Water Works Co Inc		25,400		3,771
Atmos Energy Corp		19,400		2,200
CenterPoint Energy Inc		88,583		2,793
CMS Energy Corp		40,591		2,742
Consolidated Edison Inc		49,700		4,858
Constellation Energy Corp		45,963		3,750
Dominion Energy Inc		113,385		9,275
DTE Energy Co		27,000		3,519
Duke Energy Corp		107,691		11,513
Edison International		53,196		3,605
Entergy Corp		28,600		3,298
Evergy Inc		32,000		2,193
Eversource Energy		48,200		4,323


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Exelon Corp		136,991	$	6,015
FirstEnergy Corp		79,987		3,163
NextEra Energy Inc		274,800		23,375
NiSource Inc		57,487		1,696
NRG Energy Inc		33,687		1,391
Pinnacle West Capital Corp		15,700		1,183
PPL Corp		103,600		3,013
Public Service Enterprise Group Inc		70,000		4,505
Sempra Energy		43,895		7,241
Southern Co/The		148,600		11,453
WEC Energy Group Inc		44,231		4,562
Xcel Energy Inc		76,083		5,649

				146,131
Total Common Stock
(Cost $2,177,866) ($ Thousands)				4,661,456


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
2.260% **^†(B)		2,187,285	$	2,178


Total Affiliated Partnership
(Cost $2,186) ($ Thousands)				2,178



CASH EQUIVALENT — 0.3%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		13,992,442		13,992

Total Cash Equivalent
(Cost $13,992) ($ Thousands)				13,992


Total Investments in Securities — 99.4%
(Cost $2,194,044) ($ Thousands)			$	4,677,626

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $4,704,253 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^‡	Real Estate Investment Trust.
^†	Investment in Affiliated Security.
^†^†	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
(A)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $764 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $2,178 ($ Thousands).

Cl — Class

L.P. — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

NASDAQ – National Association of Securities Dealers and Automated Quotations

PLC — Public Limited Company

S&P— Standard & Poor's

USD — U.S. Dollar

The following is a summary of the level of inputs used as of August 31, 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

4,661,456

–

4,661,456

Affiliated Partnership

–

2,178

–

2,178

Cash Equivalent

13,992

–

13,992

Total Investments in Securities

4,675,448

2,178

–

4,677,626

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

2,030

–

2,030

Total Other Financial Instruments

2,030

–

2,030

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


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

Communication Services — 3.5%
Advantage Solutions Inc *		18,900	$	69
Altice USA Inc, Cl A *		47,675		477
AMC Entertainment Holdings Inc, Cl A (A)		114,394		1,043
AMC Networks Inc, Cl A *		6,660		178
Anterix Inc *		2,500		106
ATN International Inc		2,267		106
Audacy Inc, Cl A *		28,756		16
Bandwidth Inc, Cl A *		5,000		78
Boston Omaha Corp, Cl A *		4,300		115
Bumble, Cl A		19,900		498
Cable One Inc		1,300		1,476
Cardlytics Inc *		7,100		94
Cargurus Inc, Cl A *		20,500		383
Cars.com Inc *		15,200		194
Charge Enterprises *(A)		27,400		67
Cinemark Holdings Inc *		24,640		347
Clear Channel Outdoor Holdings Inc, Cl A *		88,200		141
Cogent Communications Holdings Inc		9,604		511
Consolidated Communications Holdings Inc *		16,612		95
Daily Journal Corp *		300		78
DHI Group Inc *		9,600		49
EchoStar Corp, Cl A *		8,903		164
Entravision Communications Corp, Cl A		14,200		72
Eventbrite Inc, Cl A *		16,900		120
EverQuote Inc, Cl A *		4,400		38
EW Scripps Co/The, Cl A *		13,896		208
Frontier Communications Parent Inc *		55,800		1,437
fuboTV *(A)		30,800		111
Gannett Co Inc *		32,687		76
Globalstar Inc *(A)		146,200		292
Gogo Inc *		13,900		207
Gray Television Inc		19,500		372
IAC Inc *		17,876		1,149
IDT Corp, Cl B *		4,100		105
iHeartMedia Inc, Cl A *		24,700		219
IMAX Corp *		11,800		185
Integral Ad Science Holding Corp *		7,600		62
Iridium Communications Inc *		28,146		1,249
John Wiley & Sons Inc, Cl A		9,772		450
Liberty Broadband Corp, Cl A *		4,283		432
Liberty Broadband Corp, Cl C *		28,314		2,880
Liberty Latin America Ltd, Cl A *		8,300		58
Liberty Latin America Ltd, Cl C *		34,462		240
Liberty Media Corp-Liberty Braves, Cl A *		1,803		51
Liberty Media Corp-Liberty Braves, Cl C *		9,065		248
Liberty Media Corp-Liberty Formula One, Cl A *		5,408		314
Liberty Media Corp-Liberty Formula One, Cl C *		43,942		2,798


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Liberty Media Corp-Liberty SiriusXM, Cl A *		16,635	$	691
Liberty Media Corp-Liberty SiriusXM, Cl C *		34,322		1,420
Lions Gate Entertainment Corp, Cl A *		14,516		143
Lions Gate Entertainment Corp, Cl B *		21,575		201
Loyalty Ventures Inc *		4,280		9
Madison Square Garden Entertainment Corp *		6,011		334
Madison Square Garden Sports Corp, Cl A *		4,279		686
Magnite Inc *		31,638		238
Marcus Corp/The		5,161		83
MediaAlpha Inc, Cl A *		4,200		35
New York Times Co/The, Cl A		36,482		1,112
Nexstar Media Group Inc, Cl A		8,644		1,654
Ooma Inc *		6,900		83
Outbrain *(A)		5,800		26
Pinterest Inc, Cl A *		127,511		2,938
Playstudios Inc *		21,200		77
Playtika Holding Corp *		23,500		247
PubMatic Inc, Cl A *		10,400		204
QuinStreet Inc *		11,286		136
Radius Global Infrastructure, Cl A *		16,500		227
ROBLOX Corp, Cl A *		96,900		3,790
Roku Inc, Cl A *		27,048		1,839
Scholastic Corp		6,567		301
Shenandoah Telecommunications Co		10,404		232
Shutterstock Inc		5,297		294
Sinclair Broadcast Group Inc, Cl A		10,311		228
Sirius XM Holdings Inc (A)		157,481		959
Skillz Inc, Cl A *(A)		69,300		92
Spotify Technology SA *		30,803		3,331
Stagwell *		13,400		91
TechTarget Inc *		6,100		396
TEGNA Inc		47,800		1,023
Telephone and Data Systems Inc		23,055		375
Thryv Holdings Inc *		6,500		166
TripAdvisor Inc *		22,500		536
TrueCar Inc *		22,900		50
United States Cellular Corp *		2,952		84
Vimeo Inc *		34,746		206
Vinco Ventures *		22,300		22
WideOpenWest Inc *		11,700		208
World Wrestling Entertainment Inc, Cl A		10,034		682
Yelp Inc, Cl A *		16,298		557
Ziff Davis Inc *		10,257		793
ZipRecruiter Inc, Cl A *		19,000		317
ZoomInfo Technologies Inc, Cl A *		60,100		2,730

				49,504
Consumer Discretionary — 10.5%
1-800-Flowers.com Inc, Cl A *		5,400		47
1stdibs.com *		1,400		9
2U Inc *		15,900		113


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Aaron's Co Inc/The		6,958	$	83
Abercrombie & Fitch Co, Cl A *		13,100		188
Academy Sports & Outdoors Inc		19,500		840
Accel Entertainment Inc, Cl A *		14,200		134
Acushnet Holdings Corp		7,900		376
Adient PLC *		21,800		724
ADT Inc		48,100		351
Adtalem Global Education Inc *		8,781		331
Airbnb Inc, Cl A *		83,400		9,434
aka Brands Holding *		2,100		4
Allbirds, Cl A *		12,300		51
American Axle & Manufacturing Holdings Inc *		26,198		271
American Eagle Outfitters Inc (A)		35,122		395
American Public Education Inc *		5,227		54
America's Car-Mart Inc/TX *		1,250		101
AMMO *(A)		17,700		67
Aramark		51,500		1,839
Arko Corp		14,200		135
Asbury Automotive Group Inc *		4,898		855
Aterian *		4,200		10
AutoNation Inc *		8,600		1,072
Bally's Corp *		8,028		190
Beazer Homes USA Inc *		7,161		102
Bed Bath & Beyond Inc *(A)		19,300		184
Big 5 Sporting Goods Corp (A)		5,600		69
Big Lots Inc		7,446		153
Biglari Holdings Inc, Cl B *		182		25
BJ's Restaurants Inc *		4,642		116
Bloomin' Brands Inc		20,150		407
Bluegreen Vacations Holding Corp, Cl A		3,387		71
Boot Barn Holdings Inc *		6,600		440
Bowlero *		4,900		58
Boyd Gaming Corp		17,745		966
Bright Horizons Family Solutions Inc *		13,135		896
Brinker International Inc *		10,382		254
Brunswick Corp/DE		16,983		1,269
Buckle Inc/The		6,651		215
Build-A-Bear Workshop Inc, Cl A		3,200		49
Burlington Stores Inc *		14,600		2,047
Caleres Inc		8,576		219
Callaway Golf Co *		32,206		713
Camping World Holdings Inc, Cl A (A)		9,200		277
Canoo *		23,900		76
Capri Holdings Ltd *		31,900		1,505
CarParts.com Inc *		10,300		67
Carriage Services Inc, Cl A		3,506		124
Carter's Inc		8,270		611
Carvana Co, Cl A *(A)		23,800		785
Cato Corp/The, Cl A		4,596		50
Cavco Industries Inc *		2,131		499
Cenntro Electric Group *		21,400		28


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Century Casinos Inc *		6,200	$	46
Century Communities Inc		5,600		261
Cheesecake Factory Inc/The		10,323		316
Chegg Inc *		26,010		512
Chico's FAS Inc *		27,051		154
Children's Place Inc/The *		3,433		145
Choice Hotels International Inc		7,477		858
Churchill Downs Inc		8,031		1,583
Chuy's Holdings Inc *		4,769		106
Citi Trends Inc *		1,797		36
Clarus Corp (A)		6,221		94
Columbia Sportswear Co		7,544		537
Conn's Inc *		3,909		38
Container Store Group Inc/The *		7,800		53
ContextLogic, Cl A *(A)		137,300		178
Coursera Inc *		26,400		304
Cracker Barrel Old Country Store Inc		5,444		588
Crocs Inc *		13,103		966
Dana Inc		26,098		404
Dave & Buster's Entertainment Inc *		9,900		409
Deckers Outdoor Corp *		6,004		1,931
Denny's Corp *		14,463		137
Designer Brands Inc, Cl A		13,992		239
Destination XL Group Inc *		13,400		74
Dick's Sporting Goods Inc (A)		12,335		1,312
Dillard's Inc, Cl A		962		285
Dine Brands Global Inc		3,672		245
DoorDash Inc, Cl A *		54,800		3,282
Dorman Products Inc *		6,040		548
DraftKings Inc, Cl A *(A)		86,082		1,382
Dream Finders Homes, Cl A *		4,700		58
Duluth Holdings Inc, Cl B *		2,900		26
Duolingo, Cl A *(A)		5,500		517
El Pollo Loco Holdings Inc *		3,900		35
Ermenegildo Zegna (A)		12,500		128
Ethan Allen Interiors Inc		5,276		125
European Wax Center, Cl A		3,200		69
Everi Holdings Inc *		18,900		350
EVgo *(A)		17,700		168
F45 Training Holdings *		4,400		11
Faraday Future Intelligent Electric *		23,800		27
First Watch Restaurant Group *		2,400		40
Fisker *(A)		37,200		336
Five Below Inc *		12,105		1,548
Floor & Decor Holdings Inc, Cl A *		22,900		1,863
Foot Locker Inc		17,300		637
Fossil Group Inc *		10,700		45
Fox Factory Holding Corp *		9,600		895
Franchise Group		6,800		230
Frontdoor Inc *		19,150		450
Full House Resorts *		7,000		47
Funko Inc, Cl A *		6,000		134


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
GameStop Corp, Cl A *(A)		59,600	$	1,707
Gap Inc/The		45,500		416
Genesco Inc *		2,169		123
Gentex Corp		52,190		1,424
Gentherm Inc *		7,548		452
G-III Apparel Group Ltd *		10,906		230
Golden Entertainment Inc *		4,131		158
Goodyear Tire & Rubber Co/The *		59,468		834
GoPro Inc, Cl A *		29,300		178
Graham Holdings Co, Cl B		900		509
Grand Canyon Education Inc *		7,015		571
Green Brick Partners Inc *		6,200		151
Group 1 Automotive Inc		3,335		596
Groupon, Cl A *(A)		5,457		54
GrowGeneration Corp *(A)		12,100		57
Guess? Inc (A)		5,117		89
H&R Block Inc		36,500		1,643
Hanesbrands Inc		80,000		697
Harley-Davidson Inc		29,900		1,153
Haverty Furniture Cos Inc		4,363		117
Helen of Troy Ltd *		5,048		624
Hibbett Inc		3,412		200
Hilton Grand Vacations Inc *		19,570		798
Holley *		13,400		76
Hovnanian Enterprises Inc, Cl A *		1,400		56
Hyatt Hotels Corp, Cl A *		11,227		1,006
Installed Building Products Inc		5,300		480
International Game Technology PLC		22,500		404
iRobot Corp *(A)		6,202		365
Jack in the Box Inc		5,021		401
JOANN		2,500		18
Johnson Outdoors Inc, Cl A		1,400		86
KB Home		18,085		518
Kohl's Corp		28,400		807
Kontoor Brands Inc		11,600		432
Krispy Kreme		19,400		228
Kura Sushi USA Inc, Cl A *		800		60
Lands' End Inc *		2,862		40
Landsea Homes *		1,300		9
Latham Group Inc *		7,300		42
Laureate Education Inc, Cl A		22,700		250
La-Z-Boy Inc, Cl Z		9,526		251
LCI Industries		5,749		666
Lear Corp		13,171		1,826
Legacy Housing Corp *		1,400		24
Leggett & Platt Inc		28,600		1,093
Leslie's Inc *		36,356		516
LGI Homes Inc *		4,900		465
Life Time Group Holdings *		8,300		98
Lifetime Brands Inc		3,300		29
Light & Wonder, Cl A *		20,862		1,027
Lindblad Expeditions Holdings Inc *		6,900		53


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Liquidity Services Inc *		5,922	$	104
Lithia Motors Inc, Cl A		6,333		1,681
LL Flooring Holdings Inc *		6,926		56
Lordstown Motors, Cl A *(A)		34,900		75
Lovesac Co/The *		2,900		89
Lucid Group Inc *(A)		120,300		1,845
Lululemon Athletica Inc *		24,882		7,464
Lulu's Fashion Lounge Holdings *		1,300		8
Luminar Technologies, Cl A *(A)		55,900		482
M/I Homes Inc *		6,594		285
Macy's Inc		63,200		1,095
Malibu Boats Inc, Cl A *		4,600		276
Marine Products Corp		1,800		18
MarineMax Inc *		5,161		188
Marriott Vacations Worldwide Corp		9,072		1,292
MasterCraft Boat Holdings Inc *		5,000		120
Mattel Inc *		78,000		1,725
MDC Holdings Inc		12,968		403
Meritage Homes Corp *		8,311		651
Mister Car Wash Inc *		16,500		163
Modine Manufacturing Co *		9,874		148
Monarch Casino & Resort Inc *		2,900		175
Monro Inc		7,828		362
Motorcar Parts of America Inc *		3,700		55
Movado Group Inc		3,520		112
Murphy USA Inc		4,900		1,422
National Vision Holdings Inc *		18,300		608
NEOGAMES *		2,300		36
Noodles & Co, Cl A *		11,000		52
Nordstrom Inc (A)		24,800		424
ODP Corp/The *		10,512		376
Ollie's Bargain Outlet Holdings Inc *		13,100		725
ONE Group Hospitality Inc/The *		4,200		30
OneSpaWorld Holdings Ltd *		12,400		109
OneWater Marine Inc, Cl A *		2,200		88
Overstock.com Inc *		10,300		269
Oxford Industries Inc		3,454		369
Papa John's International Inc		7,442		602
Party City Holdco Inc *		26,600		52
Patrick Industries Inc		5,225		277
Peloton Interactive Inc, Cl A *		68,335		696
Penske Automotive Group Inc		6,088		718
Perdoceo Education Corp *		16,254		188
Petco Health & Wellness Co Inc, Cl A *		19,300		288
PetMed Express Inc		4,596		95
Planet Fitness Inc, Cl A *		18,300		1,240
PLBY Group *(A)		7,100		32
Polaris Inc		12,207		1,383
Porch Group Inc *		16,300		35
Portillo's, Cl A *(A)		5,000		110
Poshmark, Cl A *		11,900		129
PowerSchool Holdings, Cl A *		9,800		176


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Purple Innovation Inc, Cl A *(A)		10,765	$	31
QuantumScape Corp, Cl A *(A)		55,300		610
Quotient Technology Inc *		21,000		39
Qurate Retail Inc		83,022		257
RCI Hospitality Holdings Inc		2,300		150
RealReal Inc/The *		17,400		37
Red Rock Resorts Inc, Cl A		12,200		466
Rent the Runway, Cl A *(A)		3,700		16
Rent-A-Center Inc/TX, Cl A		9,340		241
Revolve Group Inc, Cl A *		8,000		188
RH *		4,011		1,026
Rivian Automotive Inc, Cl A *(A)		40,700		1,331
Rocky Brands Inc		1,600		42
Rover Group, Cl A *		11,100		42
Rush Street Interactive *		13,600		66
Ruth's Hospitality Group Inc		7,898		144
Sally Beauty Holdings Inc *		25,291		376
SeaWorld Entertainment Inc *		8,900		447
Service Corp International/US		34,289		2,116
Shake Shack Inc, Cl A *		8,500		405
Shoe Carnival Inc		4,152		99
Signet Jewelers Ltd		9,700		634
Six Flags Entertainment Corp *		17,658		391
Skechers USA Inc, Cl A *		29,746		1,124
Skyline Champion Corp *		11,800		669
Sleep Number Corp *		5,009		208
Smith & Wesson Brands Inc		12,383		165
Snap One Holdings *(A)		2,800		31
Solid Power *		6,600		43
Solo Brands, Cl A *		2,600		11
Sonic Automotive Inc, Cl A		5,064		269
Sonos Inc *		29,300		441
Sportsman's Warehouse Holdings Inc *		9,400		75
Standard Motor Products Inc		4,766		175
Steven Madden Ltd		18,151		528
Stitch Fix Inc, Cl A *		17,800		89
StoneMor *		6,900		24
Stoneridge Inc *		5,930		113
Strategic Education Inc		5,387		349
Stride Inc *		9,488		362
Sturm Ruger & Co Inc		3,942		206
Superior Group of Cos Inc		2,000		22
Sweetgreen, Cl A *(A)		2,900		49
Target Hospitality Corp *		6,100		81
Taylor Morrison Home Corp, Cl A *		23,860		599
Tempur Sealy International Inc		36,692		918
Tenneco Inc, Cl A *		18,663		352
Terminix Global Holdings Inc *		26,200		1,117
Texas Roadhouse Inc, Cl A		15,066		1,337
Thor Industries Inc		12,190		987
Tilly's Inc, Cl A		5,243		39
Toll Brothers Inc		23,539		1,031


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TopBuild Corp *		7,300	$	1,341
Torrid Holdings *		2,700		15
Traeger *		4,800		13
Travel + Leisure Co		17,800		755
TravelCenters of America Inc *		2,700		146
Tri Pointe Homes Inc *		25,173		436
Tupperware Brands Corp *		8,524		96
Udemy Inc *		17,700		263
Under Armour Inc, Cl A *		44,600		376
Under Armour Inc, Cl C *		48,400		367
Unifi Inc *		2,480		28
Universal Electronics Inc *		2,887		64
Universal Technical Institute *		7,300		50
Urban Outfitters Inc *		15,800		318
Vail Resorts Inc		8,912		2,002
Victoria's Secret & Co *		18,700		625
Vista Outdoor Inc *		13,073		368
Visteon Corp *		6,265		751
Vivint Smart Home Inc *		22,400		140
Vizio Holding, Cl A *		17,400		187
Volta *(A)		27,500		59
Vuzix *		14,200		107
Warby Parker, Cl A *(A)		20,200		254
Wayfair Inc, Cl A *(A)		17,400		917
Weber, Cl A (A)		3,600		26
Wendy's Co/The		36,275		696
Williams-Sonoma Inc		15,437		2,296
Wingstop Inc		6,800		774
Winmark Corp		791		163
Winnebago Industries Inc		7,235		417
Wolverine World Wide Inc		17,896		350
Workhorse Group Inc *(A)		25,800		81
WW International Inc *		12,174		64
Wyndham Hotels & Resorts Inc		20,100		1,313
Xometry, Cl A *(A)		7,700		377
XPEL Inc *		4,800		329
Xponential Fitness, Cl A *		2,000		37
YETI Holdings Inc *		18,400		679
Zumiez Inc *		4,803		125

				146,192
Consumer Staples — 2.9%
22nd Century Group Inc *(A)		39,100		52
Albertsons Cos Inc, Cl A		35,600		979
Andersons Inc/The		7,899		293
AppHarvest *(A)		21,800		63
B&G Foods Inc, Cl A (A)		14,611		316
Beauty Health Co/The *		21,400		248
BellRing Brands Inc *		27,702		656
Benson Hill Inc *(A)		43,900		156
Beyond Meat Inc *(A)		13,000		317
BJ's Wholesale Club Holdings Inc *		29,700		2,212


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Boston Beer Co Inc/The, Cl A *		1,983	$	668
BRC Inc, Cl A *		5,800		57
Bunge Ltd		31,143		3,088
Calavo Growers Inc		4,426		186
Cal-Maine Foods Inc		9,028		484
Casey's General Stores Inc		8,259		1,766
Celsius Holdings Inc *		11,600		1,200
Central Garden & Pet Co *		2,600		104
Central Garden & Pet Co, Cl A *		9,529		360
Chefs' Warehouse Inc/The *		7,021		234
Coca-Cola Consolidated Inc		1,089		517
Coty Inc, Cl A *		77,000		578
Darling Ingredients Inc *		35,557		2,704
Duckhorn Portfolio Inc/The *		8,000		146
Edgewell Personal Care Co		12,245		477
elf Beauty Inc *		10,800		412
Energizer Holdings Inc		15,345		431
Flowers Foods Inc		41,608		1,136
Fresh Del Monte Produce Inc		7,681		210
Freshpet Inc *		11,100		483
Grocery Outlet Holding Corp *		19,600		786
Hain Celestial Group Inc/The *		15,060		305
Herbalife Nutrition Ltd *		23,044		601
HF Foods Group Inc *		9,900		50
Honest *		18,200		66
Hostess Brands Inc, Cl A *		31,700		735
Ingles Markets Inc, Cl A		2,645		232
Ingredion Inc		14,365		1,251
Inter Parfums Inc		4,106		322
J & J Snack Foods Corp		3,064		457
John B Sanfilippo & Son Inc		1,819		147
Lancaster Colony Corp		4,229		713
Landec Corp *		4,693		49
Medifast Inc		2,564		322
MGP Ingredients Inc		2,600		285
Mission Produce Inc *		9,300		150
National Beverage Corp		5,204		289
Natural Grocers by Vitamin Cottage Inc		1,085		16
Nature's Sunshine Products Inc *		2,937		28
Nu Skin Enterprises Inc, Cl A		11,205		459
Olaplex Holdings Inc *		29,300		390
Performance Food Group Co *		33,727		1,686
Pilgrim's Pride Corp *		10,307		293
Post Holdings Inc *		11,969		1,062
PriceSmart Inc		5,423		343
Primo Water Corp		35,300		464
Reynolds Consumer Products Inc		12,500		349
Rite Aid Corp *		13,411		96
Seaboard Corp		57		220
Seneca Foods Corp, Cl A *		1,262		67
Simply Good Foods Co/The *		18,800		574
Sovos Brands *		5,900		90


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SpartanNash Co		8,136	$	248
Spectrum Brands Holdings Inc		8,487		535
Sprouts Farmers Market Inc *		25,700		743
SunOpta *		24,500		243
Tattooed Chef Inc *(A)		11,500		77
Thorne HealthTech *		1,500		7
Tootsie Roll Industries Inc		3,721		133
TreeHouse Foods Inc *		11,809		550
Turning Point Brands Inc		3,200		75
United Natural Foods Inc *		12,798		564
Universal Corp/VA		5,545		283
US Foods Holding Corp *		49,400		1,513
USANA Health Sciences Inc *		2,832		183
Utz Brands Inc		13,800		230
Vector Group Ltd		32,691		320
Veru Inc *		14,700		225
Village Super Market Inc, Cl A		1,962		43
Vintage Wine Estates *		7,300		43
Vita Coco Co Inc/The *		2,400		36
Vital Farms Inc *		5,500		71
WD-40 Co		3,086		584
Weis Markets Inc		3,604		280
Whole Earth Brands Inc *		10,300		53

				40,469
Energy — 5.3%
Aemetis *(A)		5,000		46
Alto Ingredients Inc *		15,300		66
Antero Midstream Corp		77,000		775
Antero Resources Corp *		65,280		2,616
Arch Resources Inc (A)		3,500		510
Archaea Energy, Cl A *		14,400		285
Archrock Inc		30,283		224
Ardmore Shipping Corp *		7,800		75
Berry Corp		19,400		177
Borr Drilling *(A)		33,500		134
Brigham Minerals Inc, Cl A		12,000		357
Bristow Group *		4,997		145
Cactus Inc, Cl A		12,400		495
California Resources Corp		16,500		824
Callon Petroleum Co *		11,100		472
Centennial Resource Development Inc/DE, Cl A *		42,700		351
Centrus Energy Corp, Cl A *		2,000		100
ChampionX Corp		43,500		949
Cheniere Energy Inc		56,365		9,029
Chesapeake Energy Corp		27,993		2,813
Chord Energy Corp		9,130		1,292
Civitas Resources Inc		16,834		1,131
Clean Energy Fuels Corp *		43,588		293
CNX Resources Corp *		40,200		710
Comstock Resources Inc *		21,000		412


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CONSOL Energy Inc		7,475	$	537
Continental Resources Inc/OK		7,996		558
Crescent Energy, Cl A (A)		6,660		114
CVR Energy Inc		7,097		232
Delek US Holdings Inc		16,790		474
Denbury Inc *		10,800		960
DHT Holdings Inc		31,900		249
Diamond Offshore Drilling *		25,000		178
DMC Global Inc *		5,100		114
Dorian LPG Ltd		6,747		98
Dril-Quip Inc *		7,987		177
DT Midstream Inc		22,300		1,231
Earthstone Energy Inc, Cl A *(A)		8,200		125
Energy Fuels Inc/Canada *(A)		36,000		292
Enviva Inc		7,200		501
EQT Corp		81,200		3,881
Equitrans Midstream Corp		91,900		852
Excelerate Energy, Cl A		2,400		62
Expro Group Holdings NV *		13,957		189
FLEX LNG (A)		7,100		235
Frontline Ltd/Bermuda *		28,000		332
Gevo Inc *(A)		45,000		141
Golar LNG Ltd *		22,402		611
Green Plains Inc *		11,190		410
Gulfport Energy Corp *		2,900		283
Helix Energy Solutions Group Inc *		32,569		141
Helmerich & Payne Inc		21,900		936
HF Sinclair Corp		33,300		1,753
HighPeak Energy Inc (A)		1,100		28
International Seaways Inc		10,128		299
Kinetik Holdings, Cl A (A)		3,900		144
Kosmos Energy Ltd *		93,875		664
Laredo Petroleum *		3,800		295
Liberty Oilfield Services Inc, Cl A *		33,400		501
Magnolia Oil & Gas Corp, Cl A		35,200		840
Matador Resources Co		24,300		1,448
Murphy Oil Corp		31,600		1,232
Nabors Industries Ltd *		1,991		264
National Energy Services Reunited Corp *		12,200		86
New Fortress Energy Inc, Cl A		11,300		648
Newpark Resources Inc *		18,020		52
NexTier Oilfield Solutions Inc *		39,539		370
Noble Corp *		9,100		276
Nordic American Tankers Ltd		34,377		89
Northern Oil and Gas Inc		13,200		418
NOV Inc		86,900		1,535
Oceaneering International Inc *		22,646		200
Oil States International Inc *		16,699		82
Ovintiv Inc		57,400		3,050
Par Pacific Holdings Inc *		9,986		188
Patterson-UTI Energy Inc		44,522		663
PBF Energy Inc, Cl A *		21,977		751


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PDC Energy Inc		20,577	$	1,397
Peabody Energy Corp *		24,500		604
ProPetro Holding Corp *		13,900		127
Range Resources Corp		59,600		1,959
Ranger Oil Corp, Cl A		4,700		183
REX American Resources Corp *		3,900		118
Riley Exploration Permian		4,100		103
RPC Inc		15,199		121
SandRidge Energy Inc *		8,200		172
Scorpio Tankers Inc		10,813		450
Select Energy Services Inc, Cl A *		17,800		127
SFL Corp Ltd		20,176		216
SilverBow Resources Inc *		1,500		60
Sitio Royalties Corp		4,125		105
SM Energy Co		25,613		1,129
Solaris Oilfield Infrastructure Inc, Cl A		5,400		58
Southwestern Energy Co *		249,371		1,868
Talos Energy Inc *		15,900		330
Targa Resources Corp		49,659		3,388
Teekay Corp *		14,800		52
Teekay Tankers Ltd, Cl A *		5,100		125
Tellurian Inc *		101,800		407
TETRA Technologies Inc *		34,000		135
Texas Pacific Land Corp		1,200		2,209
Tidewater Inc *		9,800		217
Uranium Energy Corp *(A)		57,700		261
Ur-Energy *		38,700		53
US Silica Holdings Inc *		15,626		219
VAALCO Energy Inc		15,500		78
Valaris Ltd *		14,000		714
Vertex Energy Inc *(A)		13,700		116
W&T Offshore Inc *		21,338		139
Weatherford International *		16,600		467
World Fuel Services Corp		14,841		383

				72,160
Financials — 15.6%
1st Source Corp		4,158		196
ACNB Corp		1,900		68
AFC Gamma Inc		2,800		49
Affiliated Managers Group Inc		8,500		1,083
AGNC Investment Corp ^‡		115,921		1,385
Alerus Financial Corp		3,400		81
Alleghany Corp *		2,867		2,412
Allegiance Bancshares Inc		4,400		186
Ally Financial Inc		71,700		2,380
Amalgamated Financial Corp		3,000		68
A-Mark Precious Metals Inc		3,800		117
Ambac Financial Group Inc *		12,500		189
Amerant Bancorp Inc, Cl A		7,900		207
American Equity Investment Life Holding Co		16,078		611
American Financial Group Inc/OH		14,953		1,909


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
American National Bankshares Inc		2,006	$	66
Ameris Bancorp		14,962		698
AMERISAFE Inc		4,533		217
Angel Oak Mortgage (A)		1,600		22
Annaly Capital Management Inc ^‡		353,759		2,282
Apollo Commercial Real Estate Finance Inc		32,819		382
Apollo Global Management Inc		101,484		5,640
Arbor Realty Trust Inc ^‡		32,800		491
Arch Capital Group Ltd *		79,308		3,626
Ares Commercial Real Estate Corp		9,600		127
Ares Management Corp, Cl A		34,045		2,524
Argo Group International Holdings Ltd		6,816		134
ARMOUR Residential Inc ^‡(A)		19,724		140
Arrow Financial Corp		3,158		101
Artisan Partners Asset Management Inc, Cl A		13,300		449
AssetMark Financial Holdings Inc *		3,900		75
Associated Banc-Corp		34,136		684
Associated Capital Group Inc		500		20
Assured Guaranty Ltd		13,687		699
Atlantic Union Bankshares Corp		16,882		548
Atlanticus Holdings Corp *		1,100		31
Axis Capital Holdings Ltd		17,868		950
Axos Financial Inc *		13,136		549
B Riley Financial Inc		4,400		219
Banc of California Inc		13,500		228
BancFirst Corp		4,050		437
Banco Latinoamericano de Comercio Exterior SA, Cl E		7,012		102
Bancorp Inc/The *		12,492		296
Bank First Corp		1,500		122
Bank of Hawaii Corp		9,024		704
Bank of Marin Bancorp		3,614		112
Bank of NT Butterfield & Son Ltd/The		11,500		375
Bank OZK		24,970		1,012
BankUnited Inc		17,096		633
Banner Corp		8,151		495
Bar Harbor Bankshares		2,850		81
BayCom Corp		3,000		56
BCB Bancorp Inc		3,200		58
Berkshire Hills Bancorp Inc		10,991		310
BGC Partners Inc, Cl A		72,536		292
Blackstone Inc, Cl A		155,000		14,561
Blackstone Mortgage Trust Inc, Cl A ^‡		37,600		1,090
Blucora Inc *		10,529		211
Blue Foundry Bancorp *		6,000		68
Blue Owl Capital Inc, Cl A (A)		92,300		1,025
Blue Ridge Bankshares Inc		3,700		54
BOK Financial Corp		6,782		603
Bread Financial Holdings Inc		11,300		434
Bridgewater Bancshares Inc *		6,100		105
Bright Health Group *		11,100		17


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Brighthouse Financial Inc *		15,900	$	756
Brightsphere Investment Group Inc		7,363		126
BrightSpire Capital, Cl A		21,794		183
Broadmark Realty Capital		30,500		197
Brookline Bancorp Inc		16,574		207
BRP Group Inc, Cl A *		13,300		418
Business First Bancshares Inc		4,300		101
Byline Bancorp Inc		5,970		130
Cadence Bank		38,931		992
Cambridge Bancorp		1,500		123
Camden National Corp		3,058		138
Cannae Holdings Inc *		18,662		403
Capital Bancorp Inc		1,900		47
Capital City Bank Group Inc		2,861		91
Capitol Federal Financial Inc		28,287		256
Capstar Financial Holdings Inc		2,400		48
Carlyle Group Inc/The		47,000		1,529
Carter Bankshares Inc *		7,100		117
Cathay General Bancorp		16,915		709
CBTX Inc		3,600		107
Central Pacific Financial Corp		6,810		148
Chimera Investment Corp ^‡		53,665		456
Citizens & Northern Corp		3,540		85
City Holding Co		3,685		313
Civista Bancshares Inc		3,400		72
Claros Mortgage Trust		21,600		369
CNA Financial Corp		6,675		257
CNB Financial Corp/PA		1,948		51
CNO Financial Group Inc		27,425		505
Coastal Financial Corp/WA *		1,900		76
Cohen & Steers Inc		5,536		395
Coinbase Global Inc, Cl A *(A)		33,800		2,258
Colony Bankcorp Inc		3,700		52
Columbia Banking System Inc		18,029		540
Columbia Financial Inc *		8,700		186
Commerce Bancshares Inc/MO		24,290		1,670
Community Bank System Inc		12,351		808
Community Trust Bancorp Inc		3,393		143
Compass Diversified Holdings		14,400		300
ConnectOne Bancorp Inc		8,383		210
Cowen Inc, Cl A		5,930		228
Crawford & Co, Cl A		5,700		35
Credit Acceptance Corp *(A)		1,512		805
CrossFirst Bankshares Inc *		11,500		152
Cullen/Frost Bankers Inc		12,905		1,677
Curo Group Holdings Corp		4,500		30
Customers Bancorp Inc *		6,770		235
CVB Financial Corp		28,179		739
Diamond Hill Investment Group Inc		654		112
Dime Community Bancshares Inc		7,729		242
Donegal Group Inc, Cl A		2,500		36
Donnelley Financial Solutions Inc *		5,132		218


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dynex Capital Inc		5,397	$	84
Eagle Bancorp Inc		7,306		355
East West Bancorp Inc		31,366		2,264
Eastern Bankshares Inc		33,800		656
eHealth Inc *		5,874		38
Ellington Financial Inc		13,700		201
Employers Holdings Inc		5,074		199
Enact Holdings		7,000		178
Encore Capital Group Inc *		5,675		310
Enova International Inc *		8,166		285
Enstar Group Ltd *		2,351		445
Enterprise Bancorp Inc/MA		2,848		92
Enterprise Financial Services Corp		8,765		401
Equitable Holdings Inc		83,600		2,487
Equity Bancshares Inc, Cl A		3,900		122
Erie Indemnity Co, Cl A		5,587		1,201
Esquire Financial Holdings Inc		1,600		60
Essent Group Ltd		22,400		896
Evercore Inc, Cl A		8,776		822
EZCORP Inc, Cl A *		11,257		98
Farmers & Merchants Bancorp Inc/Archbold OH		3,200		91
Farmers National Banc Corp		6,800		97
FB Financial Corp		7,502		297
Federal Agricultural Mortgage Corp, Cl C		1,988		217
Federated Hermes Inc, Cl B		19,770		673
Fidelity National Financial Inc		59,466		2,325
Finance of America, Cl A *		7,100		9
Financial Institutions Inc		3,243		84
First American Financial Corp		23,072		1,234
First Bancorp Inc/The		3,052		89
First BanCorp/Puerto Rico		45,416		650
First Bancorp/Southern Pines NC		7,645		278
First Bancshares Inc/The		4,600		138
First Bank		3,700		55
First Busey Corp		12,392		285
First Business Financial Services Inc		1,800		60
First Citizens BancShares Inc/NC, Cl A		2,702		2,194
First Commonwealth Financial Corp		22,901		309
First Community Bankshares Inc		4,442		140
First Financial Bancorp		20,633		445
First Financial Bankshares Inc		27,912		1,187
First Financial Corp/IN		2,412		112
First Foundation Inc		9,100		173
First Hawaiian Inc		29,100		748
First Horizon Corp		117,425		2,656
First Internet Bancorp		2,200		81
First Interstate BancSystem Inc, Cl A		21,016		846
First Merchants Corp		13,118		522
First Mid Bancshares Inc		3,572		126
First of Long Island Corp/The		4,995		92
First Western Financial *		1,800		48


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
FirstCash Holdings		9,020	$	703
Five Star Bancorp		2,800		71
Flagstar Bancorp Inc		11,700		451
Flushing Financial Corp		6,070		125
FNB Corp/PA		73,989		882
Focus Financial Partners Inc, Cl A *		12,800		501
Franklin BSP Realty Trust		20,154		260
Fulton Financial Corp		35,712		580
FVCBankcorp Inc *		2,700		52
GAMCO Investors Inc, Cl A		1,931		39
GCM Grosvenor		10,000		79
Genworth Financial Inc, Cl A *		118,100		498
German American Bancorp Inc		6,166		232
Glacier Bancorp Inc		24,575		1,245
Goosehead Insurance Inc, Cl A *		4,100		213
Granite Point Mortgage Trust Inc		10,941		103
Great Southern Bancorp Inc		2,499		147
Green Dot Corp, Cl A *		12,455		253
Greenlight Capital Re Ltd, Cl A *		6,409		51
Guaranty Bancshares Inc/TX		1,500		52
Hamilton Lane Inc, Cl A		8,000		557
Hancock Whitney Corp		19,414		936
Hanmi Financial Corp		6,878		170
Hannon Armstrong Sustainable Infrastructure Capital Inc		19,300		763
Hanover Insurance Group Inc/The		7,517		973
HarborOne Bancorp Inc		10,720		146
HBT Financial Inc		2,200		40
HCI Group Inc		1,115		53
Heartland Financial USA Inc		9,475		423
Heritage Commerce Corp		13,600		154
Heritage Financial Corp/WA		8,071		210
Hilltop Holdings Inc		14,700		388
Hingham Institution For Savings The		300		89
Home Bancorp Inc		1,800		70
Home BancShares Inc/AR		42,932		1,010
Home Point Capital		1,600		4
HomeStreet Inc		4,372		152
HomeTrust Bancshares Inc		4,102		95
Hope Bancorp Inc		26,995		391
Horace Mann Educators Corp		9,814		351
Horizon Bancorp Inc/IN		9,425		178
Houlihan Lokey Inc, Cl A		11,600		911
Independent Bank Corp		10,420		815
Independent Bank Corp/MI		5,400		111
Independent Bank Group Inc		8,402		566
Interactive Brokers Group Inc, Cl A		21,127		1,301
International Bancshares Corp		12,050		503
Invesco Mortgage Capital Inc		8,009		127
Investors Title Co		400		59
Jackson Financial, Cl A		17,500		547
James River Group Holdings Ltd		8,200		195


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Janus Henderson Group PLC		30,600	$	716
Jefferies Financial Group Inc		46,500		1,492
John Marshall Bancorp		2,700		68
Kearny Financial Corp/MD		17,129		195
Kemper Corp		13,873		638
Kinsale Capital Group Inc		4,800		1,217
KKR & Co Inc		127,063		6,424
KKR Real Estate Finance Trust Inc		9,300		179
Ladder Capital Corp, Cl A ^‡		25,162		278
Lakeland Bancorp Inc		13,393		218
Lakeland Financial Corp		5,757		434
Lazard Ltd, Cl A (A)		20,031		728
Lemonade Inc *(A)		8,200		181
LendingClub Corp *		22,600		295
LendingTree Inc *		2,700		82
Live Oak Bancshares Inc		7,300		265
LPL Financial Holdings Inc		17,562		3,887
Luther Burbank Corp		4,422		58
Macatawa Bank Corp		5,200		50
Markel Corp *		2,933		3,502
MBIA Inc *		10,982		129
Mercantile Bank Corp		3,557		118
Merchants Bancorp/IN		3,300		89
Mercury General Corp		5,978		191
Metrocity Bankshares Inc		3,800		76
Metropolitan Bank Holding Corp *		2,100		150
MFA Financial Inc		25,224		276
MGIC Investment Corp		65,418		935
Mid Penn Bancorp Inc		3,200		93
Midland States Bancorp Inc		5,600		141
MidWestOne Financial Group Inc		3,169		97
Moelis & Co, Cl A		13,700		571
Moneylion *		32,500		46
Morningstar Inc		5,520		1,259
Mr Cooper Group Inc *		15,071		638
MVB Financial Corp		2,400		77
National Bank Holdings Corp, Cl A		6,400		257
National Western Life Group Inc, Cl A		510		97
Navient Corp		25,600		394
NBT Bancorp Inc		10,108		392
Nelnet Inc, Cl A		2,731		230
NerdWallet, Cl A *		5,800		60
New York Community Bancorp Inc		104,039		1,019
New York Mortgage Trust Inc ^‡		90,238		253
NI Holdings Inc *		2,300		30
Nicolet Bankshares Inc *		2,200		168
NMI Holdings Inc, Cl A *		19,100		392
Northeast Bank		1,500		58
Northfield Bancorp Inc		10,205		150
Northwest Bancshares Inc		27,479		387
OceanFirst Financial Corp		13,468		262
OFG Bancorp		10,925		297


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Old National Bancorp/IN		64,761	$	1,081
Old Republic International Corp		62,744		1,370
Old Second Bancorp Inc		10,100		139
OneMain Holdings Inc, Cl A		26,900		940
Open Lending, Cl A *		23,800		231
Oportun Financial Corp *		5,900		30
Oppenheimer Holdings Inc, Cl A		2,164		79
Orchid Island Capital, Cl A		7,420		100
Orchid Island Capital Inc, Cl A ^‡(A)		–		—
Origin Bancorp Inc		5,000		204
Orrstown Financial Services Inc		700		18
Oscar Health, Cl A *		30,800		204
Pacific Premier Bancorp Inc		21,036		689
PacWest Bancorp		26,712		703
Palomar Holdings Inc, Cl A *		5,600		444
Park National Corp		3,305		436
Pathward Financial		6,100		201
PCB Bancorp		2,600		49
PCSB Financial Corp		5,000		93
Peapack-Gladstone Financial Corp		4,854		163
PennyMac Financial Services Inc		7,000		372
PennyMac Mortgage Investment Trust ^‡		22,663		337
Peoples Bancorp Inc/OH		5,572		167
Peoples Financial Services Corp		1,600		78
Perella Weinberg Partners, Cl A		10,900		78
Pinnacle Financial Partners Inc		16,927		1,366
Pioneer Bancorp *		2,700		25
Piper Sandler Cos		3,977		456
PJT Partners Inc		5,200		360
Popular Inc		16,656		1,286
PRA Group Inc *		9,758		360
Preferred Bank/Los Angeles CA		3,037		206
Premier Financial Corp		8,976		243
Primerica Inc		8,529		1,081
Primis Financial Corp		6,000		79
ProAssurance Corp		11,625		249
Professional Holding, Cl A *		2,900		81
PROG Holdings Inc *		9,978		185
Prosperity Bancshares Inc		19,235		1,363
Provident Bancorp Inc		3,500		51
Provident Financial Services Inc		16,778		390
Pzena Investment Management Inc, Cl A		6,300		60
QCR Holdings Inc		3,900		218
Radian Group Inc		36,348		767
RBB Bancorp		2,600		57
Ready Capital Corp		15,432		202
Red River Bancshares Inc		1,200		61
Redwood Trust Inc ^‡		27,405		212
Regional Management Corp		1,700		57
Reinsurance Group of America Inc, Cl A		14,816		1,857
RenaissanceRe Holdings Ltd		9,706		1,313
Renasant Corp		12,460		415


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Republic Bancorp Inc/KY, Cl A		1,998	$	85
Republic First Bancorp Inc *		9,800		31
Rithm Capital Corp ^‡		99,188		935
RLI Corp		8,282		909
Robinhood Markets Inc, Cl A *(A)		127,300		1,216
Rocket Cos Inc, Cl A (A)		21,000		166
Ryan Specialty Holdings Inc, Cl A *		19,000		805
S&T Bancorp Inc		8,332		247
Safety Insurance Group Inc		3,131		282
Sandy Spring Bancorp Inc		10,110		389
Sculptor Capital Management Inc, Cl A		5,700		54
Seacoast Banking Corp of Florida		12,398		401
SEI Investments Co ^†		23,119		1,265
Selective Insurance Group Inc		13,184		1,047
Selectquote Inc *		28,700		32
ServisFirst Bancshares Inc		10,600		894
Shore Bancshares Inc		2,000		38
Sierra Bancorp		2,978		62
Silvergate Capital Corp, Cl A *		7,000		638
Simmons First National Corp, Cl A		28,353		669
SiriusPoint Ltd *		20,200		90
SLM Corp		59,820		914
SmartFinancial Inc		3,100		78
SoFi Technologies Inc *(A)		181,800		1,076
South Plains Financial Inc		2,400		65
Southern First Bancshares Inc *		1,491		64
Southern Missouri Bancorp Inc		1,900		100
Southside Bancshares Inc		6,762		255
SouthState Corp		16,584		1,294
Starwood Property Trust Inc ^‡		64,880		1,488
StepStone Group Inc, Cl A		10,500		287
Stewart Information Services Corp		5,841		296
Stifel Financial Corp		23,373		1,386
Stock Yards Bancorp Inc		6,502		431
StoneX Group Inc *		3,768		350
Summit Financial Group Inc		2,600		74
Synovus Financial Corp		31,992		1,285
Texas Capital Bancshares Inc *		11,423		674
TFS Financial Corp		12,343		177
Third Coast Bancshares *		800		15
Tiptree Inc		5,100		61
Tompkins Financial Corp		3,505		251
Towne Bank/Portsmouth VA		15,967		455
TPG RE Finance Trust Inc		14,400		133
Tradeweb Markets Inc, Cl A		24,500		1,705
Trean Insurance Group Inc *		3,800		17
TriCo Bancshares		6,909		326
Triumph Bancorp Inc *		5,200		322
Trupanion Inc *		8,600		607
TrustCo Bank Corp NY		4,325		144
Trustmark Corp		14,539		459
Two Harbors Investment Corp ^‡		80,442		390


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
UMB Financial Corp		10,045	$	899
Umpqua Holdings Corp		49,531		879
United Bankshares Inc/WV		29,256		1,085
United Community Banks Inc/GA		23,818		799
United Fire Group Inc		4,171		123
Universal Insurance Holdings Inc		5,900		70
Univest Financial Corp		7,415		184
Unum Group		44,500		1,684
Upstart Holdings Inc *(A)		17,000		440
UWM Holdings Corp (A)		20,000		72
Valley National Bancorp		96,768		1,124
Value Line Inc		300		25
Velocity Financial *		1,800		21
Veritex Holdings Inc		10,839		326
Victory Capital Holdings Inc, Cl A		2,200		59
Virtu Financial Inc, Cl A		22,500		517
Virtus Investment Partners Inc		1,658		317
Voya Financial Inc		22,500		1,384
Walker & Dunlop Inc		6,423		645
Washington Federal Inc		15,436		494
Washington Trust Bancorp Inc		3,870		196
Waterstone Financial Inc		4,000		69
Webster Financial Corp		39,629		1,865
WesBanco Inc		14,009		479
West BanCorp Inc		3,785		93
Westamerica BanCorp		6,155		344
Western Alliance Bancorp		23,461		1,800
White Mountains Insurance Group Ltd		662		907
Wintrust Financial Corp		13,249		1,117
WisdomTree Investments Inc		34,575		173
World Acceptance Corp *		976		113
WSFS Financial Corp		14,612		706

				217,345
Health Care — 12.8%
10X Genomics Inc, Cl A *		20,600		680
1Life Healthcare Inc *		37,400		644
23andMe Holding, Cl A *		45,800		154
2seventy bio Inc *		4,800		71
4D Molecular Therapeutics Inc *		7,700		61
AbCellera Biologics Inc *		48,100		514
Absci Corp *(A)		16,500		56
Acadia Healthcare Co Inc *		19,787		1,621
ACADIA Pharmaceuticals Inc *		26,900		442
Accolade Inc *		11,200		114
Aclaris Therapeutics Inc *		11,100		177
Adagio Therapeutics Inc *(A)		4,500		21
AdaptHealth Corp, Cl A *		15,400		277
Adaptive Biotechnologies Corp *		23,700		211
Addus HomeCare Corp *		3,600		321
Adicet Bio Inc *		4,500		64
ADMA Biologics Inc *		23,300		63


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Aerie Pharmaceuticals Inc *		11,900	$	180
Aerovate Therapeutics *(A)		2,200		44
Affimed NV *		27,377		72
Agenus Inc *		57,300		155
Agiliti *		6,100		98
agilon health Inc *		39,500		821
Agios Pharmaceuticals Inc *		12,800		326
AirSculpt Technologies		1,400		12
Akero Therapeutics Inc *		7,000		82
Akoya Biosciences *		1,600		18
Albireo Pharma Inc *		2,900		51
Alector Inc *		13,000		135
Alignment Healthcare *		17,000		259
Alkermes PLC *		36,653		868
Allogene Therapeutics Inc *		20,200		277
Allovir *		7,300		55
Allscripts Healthcare Solutions Inc *		27,353		465
Alnylam Pharmaceuticals Inc *		26,789		5,536
Alpha Teknova *		1,500		7
Alphatec Holdings Inc *		18,300		139
Alpine Immune Sciences Inc *		2,500		19
ALX Oncology Holdings Inc *		4,300		56
Amedisys Inc *		7,371		873
American Well Corp, Cl A *		43,300		197
Amicus Therapeutics Inc *		59,100		664
AMN Healthcare Services Inc *		9,909		1,017
Amneal Pharmaceuticals Inc *		23,588		51
Amphastar Pharmaceuticals Inc *		8,300		246
Amylyx Pharmaceuticals *		200		5
AnaptysBio Inc *		4,800		111
Anavex Life Sciences Corp *		15,300		147
AngioDynamics Inc *		8,570		190
ANI Pharmaceuticals Inc *		2,500		92
Anika Therapeutics Inc *		3,070		69
Apellis Pharmaceuticals Inc *		20,400		1,234
Apollo Medical Holdings Inc *		8,600		371
Arbutus Biopharma Corp *		16,700		37
Arcellx Inc *		4,700		84
Arcturus Therapeutics Holdings Inc *		5,500		77
Arcus Biosciences Inc *		10,600		255
Arcutis Biotherapeutics Inc *		7,000		189
Arrowhead Pharmaceuticals Inc *		23,400		929
Artivion *		8,545		189
Arvinas Inc *		10,700		453
Atara Biotherapeutics Inc *		20,600		83
Atea Pharmaceuticals Inc *		15,000		113
Athira Pharma *		4,800		16
AtriCure Inc *		10,320		471
Atrion Corp		330		199
Aura Biosciences *(A)		1,200		16
Aurinia Pharmaceuticals *		31,700		233
Avanos Medical Inc *		11,100		273


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Avantor Inc *		134,051	$	3,339
Aveanna Healthcare Holdings Inc *		10,800		20
Avid Bioservices Inc *		13,800		238
Avidity Biosciences Inc *		9,500		186
Axogen Inc *		9,085		85
Axonics Inc *		10,500		759
Axsome Therapeutics Inc *		6,500		415
Azenta Inc		17,203		907
Beam Therapeutics Inc *		13,500		737
Berkeley Lights Inc *		10,700		39
BioCryst Pharmaceuticals Inc *		41,300		574
Biohaven Pharmaceutical Holding Co Ltd *		13,500		2,016
BioLife Solutions Inc *		7,900		187
BioMarin Pharmaceutical Inc *		40,646		3,626
Bionano Genomics *(A)		63,500		157
Bioventus, Cl A *		6,639		49
Bioxcel Therapeutics Inc *(A)		3,900		53
Bluebird Bio Inc *		14,400		84
Blueprint Medicines Corp *		13,200		967
Bridgebio Pharma *		22,935		241
Brookdale Senior Living Inc, Cl A *		42,209		186
Bruker Corp		24,732		1,385
Butterfly Network *(A)		31,800		198
C4 Therapeutics Inc *		8,100		82
Cano Health Inc *		40,300		249
Cara Therapeutics Inc *		9,400		97
Cardiovascular Systems Inc *		8,425		111
CareDx Inc *		11,500		225
CareMax *		13,900		95
Caribou Biosciences *		15,100		149
Cassava Sciences *(A)		8,700		224
Castle Biosciences Inc *		4,600		133
Catalyst Pharmaceuticals Inc *		23,400		317
Celldex Therapeutics Inc *		10,300		313
Century Therapeutics *(A)		2,500		26
Cerevel Therapeutics Holdings Inc *		12,400		361
Certara Inc *		23,764		372
Cerus Corp *		38,497		158
Change Healthcare Inc *		55,800		1,371
Chemed Corp		3,245		1,545
ChemoCentryx Inc *		14,200		724
Chimerix Inc *		20,300		45
Chinook Therapeutics Inc *		8,760		182
CinCor Pharma Inc *		2,700		91
Clover Health Investments, Cl A *		93,800		245
Codexis Inc *		13,961		98
Cogent Biosciences Inc *		7,900		130
Coherus Biosciences Inc *		14,800		165
Collegium Pharmaceutical Inc *		7,800		137
Community Health Systems Inc *		28,329		75
Computer Programs and Systems Inc *		3,302		101
CONMED Corp		6,708		594


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Convey Health Solutions Holdings *		2,900	$	30
Corcept Therapeutics Inc *		19,200		496
CorVel Corp *		1,934		301
Covetrus Inc *		23,600		493
Crinetics Pharmaceuticals Inc *		10,300		194
Cross Country Healthcare Inc *		9,179		233
CryoPort Inc *		9,400		307
CTI BioPharma Corp *		23,900		150
Cue Health *(A)		26,000		87
Cullinan Oncology *		7,700		104
Cutera Inc *		3,900		186
Cytek Biosciences *		22,300		260
Cytokinetics Inc *		18,200		964
Day One Biopharmaceuticals *		2,800		66
Deciphera Pharmaceuticals Inc *		8,900		144
Definitive Healthcare Corp, Cl A *		7,300		147
Denali Therapeutics Inc *		22,200		614
Design Therapeutics *		7,800		158
DICE Therapeutics Inc *(A)		6,400		100
DocGo Inc *		20,500		209
Doximity Inc, Cl A *(A)		22,100		734
Dynavax Technologies Corp, Cl A *		23,889		274
Dyne Therapeutics *		6,100		60
Eagle Pharmaceuticals Inc/DE *		2,700		88
Edgewise Therapeutics Inc *		8,300		84
Editas Medicine Inc, Cl A *		15,400		226
Eiger BioPharmaceuticals Inc *		5,600		46
Elanco Animal Health Inc *		98,800		1,495
Embecta Corp		13,100		418
Emergent BioSolutions Inc *		10,984		264
Enanta Pharmaceuticals Inc *		4,700		286
Encompass Health Corp		21,741		1,056
Enhabit Inc *		10,870		180
Enovis Corp *		10,663		540
Ensign Group Inc/The		12,036		1,027
Envista Holdings Corp *		35,600		1,320
EQRx *(A)		34,500		169
Erasca Inc *(A)		14,600		132
Esperion Therapeutics Inc *(A)		13,600		101
Evolent Health Inc, Cl A *		17,000		625
Evolus Inc *		11,000		106
Exact Sciences Corp *		38,826		1,380
Exelixis Inc *		70,100		1,244
EyePoint Pharmaceuticals *		4,500		45
Fate Therapeutics Inc *		18,600		486
FibroGen Inc *		19,000		236
Figs Inc, Cl A *		24,600		284
Foghorn Therapeutics *		4,200		42
Forma Therapeutics Holdings Inc *		7,600		102
Fulcrum Therapeutics Inc *(A)		5,100		38
Fulgent Genetics Inc *		4,700		204
Generation Bio Co *		9,900		51


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Geron Corp *		71,070	$	188
Glaukos Corp *		10,349		502
Global Blood Therapeutics Inc *		13,901		944
Globus Medical Inc, Cl A *		18,000		1,065
Gossamer Bio Inc *		13,600		190
Guardant Health Inc *		21,800		1,091
Haemonetics Corp *		11,447		859
Halozyme Therapeutics Inc *		29,958		1,220
Hanger Inc *		10,000		186
Harmony Biosciences Holdings Inc *		5,300		233
Health Catalyst Inc *		12,300		148
HealthEquity Inc *		18,300		1,209
HealthStream Inc *		5,964		132
Heron Therapeutics Inc *		20,900		85
Heska Corp *		2,200		200
Hims & Hers Health *		31,500		200
Horizon Therapeutics Plc *		49,103		2,907
Icosavax *(A)		2,900		14
ICU Medical Inc *		4,527		720
Ideaya Biosciences *		7,400		73
IGM Biosciences Inc *		1,200		23
Imago Biosciences *		4,700		68
ImmunityBio *(A)		13,700		55
ImmunoGen Inc *		50,852		295
Immunovant Inc *		10,200		53
Inari Medical Inc *		11,100		770
Inhibrx Inc *		6,100		108
Innovage Holding Corp *		3,900		14
Innoviva Inc *		14,609		192
Inogen Inc *		4,100		117
Inotiv Inc *		2,800		55
Inovio Pharmaceuticals Inc *(A)		42,500		97
Insmed Inc *		26,900		662
Inspire Medical Systems Inc *		5,900		1,130
Instil Bio Inc *		11,600		60
Insulet Corp *		15,208		3,885
Integer Holdings Corp *		7,530		475
Integra LifeSciences Holdings Corp *		15,204		725
Intellia Therapeutics Inc *		17,000		1,021
Intercept Pharmaceuticals Inc *		5,876		102
Intra-Cellular Therapies Inc *		20,700		1,040
Invitae Corp *(A)		45,000		137
Ionis Pharmaceuticals Inc *		30,694		1,305
Iovance Biotherapeutics Inc *		35,200		377
iRadimed Corp		1,100		37
iRhythm Technologies Inc *		6,300		929
Ironwood Pharmaceuticals Inc, Cl A *		34,254		369
iTeos Therapeutics Inc *		4,600		102
IVERIC bio Inc *		25,300		249
Janux Therapeutics *(A)		2,800		30
Jazz Pharmaceuticals PLC *		13,500		2,095
Joint Corp/The *		3,000		55


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Jounce Therapeutics Inc *		7,600	$	28
KalVista Pharmaceuticals Inc *		4,700		77
Karuna Therapeutics Inc *		6,200		1,581
Karyopharm Therapeutics Inc *		16,200		82
Keros Therapeutics *		3,600		127
Kezar Life Sciences Inc *		7,900		81
Kiniksa Pharmaceuticals Ltd, Cl A *		6,700		79
Kinnate Biopharma *		7,700		112
Kodiak Sciences Inc *		7,600		76
Kronos Bio *		8,400		34
Krystal Biotech Inc *		4,300		301
Kura Oncology Inc *		13,700		190
Kymera Therapeutics *		7,600		215
Lantheus Holdings Inc *		14,700		1,158
LeMaitre Vascular Inc		4,200		207
Lexicon Pharmaceuticals Inc *		17,105		47
LHC Group Inc *		6,347		1,025
LifeStance Health Group *(A)		13,300		84
Ligand Pharmaceuticals Inc *		3,428		317
Liquidia Technologies Inc *		10,700		62
LivaNova PLC *		11,200		630
Lyell Immunopharma *(A)		33,800		226
MacroGenics Inc *		12,600		50
Madrigal Pharmaceuticals Inc *		2,700		195
MannKind Corp *		56,200		205
Maravai LifeSciences Holdings Inc, Cl A *		25,018		522
Masimo Corp *		11,093		1,629
MaxCyte Inc *		20,500		107
Medpace Holdings Inc *		6,100		900
MeiraGTx Holdings PLC *		6,700		56
Meridian Bioscience Inc *		10,041		327
Merit Medical Systems Inc *		12,575		745
Mersana Therapeutics Inc *		15,600		117
Mesa Laboratories Inc		1,100		188
MiMedx Group Inc *		26,300		93
Mirati Therapeutics Inc *		9,700		786
Mirum Pharmaceuticals Inc *		3,700		92
ModivCare Inc *		2,458		266
Monte Rosa Therapeutics *(A)		8,900		71
Morphic Holding Inc *		4,500		124
Multiplan *(A)		84,900		299
Myriad Genetics Inc *		18,426		412
NanoString Technologies Inc *		10,000		136
Nano-X Imaging, Cl X *(A)		11,200		149
Natera Inc *		18,900		931
National HealthCare Corp		2,994		208
National Research Corp, Cl A		3,212		110
Nektar Therapeutics, Cl A *		40,700		160
Neogen Corp *(A)		24,212		506
NeoGenomics Inc *		25,500		256
Neurocrine Biosciences Inc *		20,800		2,176
Nevro Corp *		7,800		354


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
NextGen Healthcare Inc *		13,015	$	223
NGM Biopharmaceuticals Inc *		7,200		102
Nkarta Inc *		7,474		108
Novavax Inc *(A)		17,168		567
Novocure Ltd *		22,600		1,856
Nurix Therapeutics Inc *		10,000		157
Nuvalent, Cl A *		2,300		39
NuVasive Inc *		11,678		496
Nuvation Bio *(A)		34,000		95
Oak Street Health Inc *		26,600		697
Ocugen *(A)		43,100		111
Ocular Therapeutix Inc *		18,400		93
Omnicell Inc *		9,312		953
OPKO Health Inc *		93,184		203
OptimizeRx Corp *		4,000		63
Option Care Health Inc *		31,727		982
OraSure Technologies Inc *		19,939		82
Organogenesis Holdings Inc, Cl A *		12,321		44
Orthofix Medical Inc *		3,940		78
OrthoPediatrics Corp *		2,800		137
Outlook Therapeutics *(A)		18,700		21
Outset Medical Inc *		10,800		198
Owens & Minor Inc		16,439		485
Pacific Biosciences of California Inc *(A)		43,700		256
Pacira BioSciences Inc *		9,945		522
Paragon 28 Inc *(A)		11,500		202
Patterson Cos Inc		19,200		535
Pediatrix Medical Group Inc *		17,356		309
Pennant Group Inc/The *		6,468		101
Penumbra Inc *		7,800		1,281
Perrigo Co PLC		30,800		1,153
PetIQ Inc, Cl A *		6,000		56
Phathom Pharmaceuticals Inc *(A)		5,900		50
Phibro Animal Health Corp, Cl A		4,800		71
Phreesia Inc *		11,200		287
PMV Pharmaceuticals Inc *(A)		6,200		86
Point Biopharma Global Inc, Cl A *		19,100		186
Praxis Precision Medicines Inc *		8,800		27
Precigen Inc *		21,300		47
Premier Inc, Cl A		25,300		892
Prestige Consumer Healthcare Inc *		11,279		571
Privia Health Group Inc *		9,600		382
PROCEPT BioRobotics Corp *		6,300		255
Progyny Inc *		17,000		684
Prometheus Biosciences Inc *		6,900		361
Protagonist Therapeutics Inc *		10,100		88
Prothena Corp PLC *		8,200		226
Provention Bio *		10,100		44
PTC Therapeutics Inc *		15,600		779
Pulmonx Corp *		6,600		121
QIAGEN NV *		50,383		2,289
Quanterix Corp *		7,000		65


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Quantum-Si *(A)		21,500	$	67
QuidelOrtho Corp *		10,571		838
R1 RCM *		30,600		669
RadNet Inc *		11,000		221
Rallybio *(A)		7,400		82
RAPT Therapeutics Inc *		5,700		152
Reata Pharmaceuticals Inc, Cl A *		5,900		141
Recursion Pharmaceuticals, Cl A *		24,700		260
REGENXBIO Inc *		9,300		274
Relay Therapeutics Inc *		15,500		356
Relmada Therapeutics Inc *		4,600		134
Repligen Corp *		12,222		2,681
Replimune Group Inc *		7,600		145
Revance Therapeutics Inc *		15,800		314
REVOLUTION Medicines Inc *		12,700		265
Rigel Pharmaceuticals Inc *		37,059		53
Rocket Pharmaceuticals Inc *		8,600		133
Royalty Pharma PLC, Cl A		80,500		3,366
RxSight *		900		11
Sage Therapeutics Inc *		10,100		380
Sana Biotechnology Inc *(A)		18,300		125
Sangamo Therapeutics Inc *		28,370		153
Sarepta Therapeutics Inc *		18,700		2,045
Schrodinger Inc/United States *		12,200		335
Seagen Inc *		30,100		4,644
SeaSpine Holdings Corp *		9,400		60
Seer Inc, Cl A *		8,800		89
Select Medical Holdings Corp		24,865		638
Sema4 Holdings *		35,500		36
Senseonics Holdings Inc *(A)		96,400		172
Seres Therapeutics Inc *		15,900		82
Shockwave Medical Inc *		8,000		2,375
SI-BONE Inc *		7,300		120
SIGA Technologies Inc		10,000		151
Sight Sciences Inc *		2,400		17
Signify Health Inc, Cl A *		16,000		446
Silk Road Medical Inc *		7,600		303
Simulations Plus Inc		3,900		234
Singular Genomics Systems Inc *		2,500		7
SomaLogic *		37,300		137
Sorrento Therapeutics Inc *(A)		86,600		178
Sotera Health Co *		23,224		393
SpringWorks Therapeutics Inc *		6,700		186
STAAR Surgical Co *		10,778		1,020
Stoke Therapeutics Inc *		4,300		65
Supernus Pharmaceuticals Inc *		11,300		387
Surgery Partners Inc *		8,100		223
Surmodics Inc *		3,044		103
Sutro Biopharma Inc *		9,400		53
Syndax Pharmaceuticals Inc *		10,100		238
Syneos Health Inc, Cl A *		22,700		1,365
Tactile Systems Technology Inc *		4,900		40


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Talaris Therapeutics *		6,800	$	23
Tandem Diabetes Care Inc *		14,100		645
Tarsus Pharmaceuticals *		2,600		40
Teladoc Health Inc *		34,840		1,082
Tenaya Therapeutics *		3,000		13
Tenet Healthcare Corp *		22,900		1,294
TG Therapeutics Inc *		29,500		210
Theravance Biopharma Inc *		12,845		116
Theseus Pharmaceuticals *(A)		2,500		17
TransMedics Group Inc *		6,200		323
Travere Therapeutics Inc *		13,800		369
Treace Medical Concepts Inc *		9,000		180
Tricida Inc *		3,800		48
Twist Bioscience Corp *		11,200		449
Tyra Biosciences *		2,600		17
UFP Technologies Inc *		1,800		167
Ultragenyx Pharmaceutical Inc *		14,900		711
United Therapeutics Corp *		10,064		2,281
US Physical Therapy Inc		2,826		233
Utah Medical Products Inc		1,000		92
Vanda Pharmaceuticals Inc *		11,800		125
Varex Imaging Corp *		8,600		181
Vaxart *(A)		29,300		91
Vaxcyte Inc *		10,300		269
VBI Vaccines Inc *		36,900		33
Veeva Systems Inc, Cl A *		30,993		6,178
Ventyx Biosciences *		2,300		47
Vera Therapeutics, Cl A *		1,500		33
Veracyte Inc *		16,300		333
Vericel Corp *		10,600		264
Verve Therapeutics *(A)		7,100		272
ViewRay Inc *		29,700		102
Vir Biotechnology Inc *		16,500		392
Viridian Therapeutics *		6,000		133
VistaGen Therapeutics *		53,300		10
Xencor Inc *		13,200		348
Y-mAbs Therapeutics Inc *		8,800		142
Zentalis Pharmaceuticals *		8,400		225
Zimvie Inc *		4,800		73
Zynex Inc		4,180		37

				179,482
Industrials — 14.6%
AAON Inc		9,350		537
AAR Corp *		7,429		319
ABM Industries Inc		15,455		717
ACCO Brands Corp		22,029		131
Acuity Brands Inc		7,525		1,234
ACV Auctions Inc, Cl A *		27,900		237
Advanced Drainage Systems Inc		13,600		1,845
AECOM		29,548		2,161
Aerojet Rocketdyne Holdings Inc *		16,579		714


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AeroVironment Inc *		5,125	$	454
AerSale Corp *		1,900		37
AGCO Corp		13,523		1,470
Air Lease Corp, Cl A		21,931		797
Air Transport Services Group Inc *		14,036		423
Alamo Group Inc		2,335		305
Albany International Corp, Cl A		6,898		608
Alight Inc *		78,500		619
Allegiant Travel Co, Cl A *		3,450		333
Allied Motion Technologies Inc		2,650		93
Allison Transmission Holdings Inc, Cl A		21,476		779
Alta Equipment Group Inc		4,403		52
Altra Industrial Motion Corp		14,589		554
AMERCO		1,900		999
Ameresco Inc, Cl A *		7,079		487
American Woodmark Corp *		3,984		206
API Group *		48,500		754
Apogee Enterprises Inc		3,911		160
Applied Industrial Technologies Inc		7,961		844
ArcBest Corp		5,590		450
Archer Aviation, Cl A *		32,200		114
Arcosa Inc		10,813		632
Argan Inc		2,979		103
Aris Water Solution, Cl A		4,200		71
Armstrong World Industries Inc		9,877		830
Array Technologies Inc *		33,887		708
ASGN Inc *		10,669		1,032
Astec Industries Inc		5,163		197
Astronics Corp *		3,874		36
Astronics Corp, Cl B *		2,395		22
Atkore Inc *		9,500		802
Atlas Air Worldwide Holdings Inc *		6,569		656
Atlas Technical Consultants *		2,900		25
Avis Budget Group Inc *		6,560		1,098
Axon Enterprise Inc *		15,169		1,770
AZEK Co Inc/The, Cl A *		25,400		464
AZZ Inc		5,796		247
Babcock & Wilcox Enterprises *		11,900		95
Barnes Group Inc		11,352		352
Barrett Business Services Inc		1,634		132
Beacon Roofing Supply Inc *		12,570		690
Blade Air Mobility *		12,600		65
Blink Charging *(A)		8,500		182
Bloom Energy Corp, Cl A *		36,900		938
Blue Bird Corp *		4,392		52
BlueLinx Holdings Inc *		1,900		133
Boise Cascade Co		9,070		565
Booz Allen Hamilton Holding Corp, Cl A		29,165		2,791
Brady Corp, Cl A		10,627		495
BrightView Holdings Inc *		9,600		97
Brink's Co/The		10,806		597
Brookfield Business, Cl A (A)		6,500		158


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Builders FirstSource Inc *		38,151	$	2,236
BWX Technologies Inc		20,224		1,054
CACI International Inc, Cl A *		5,132		1,441
Cadre Holdings		3,700		94
Caesarstone Ltd		4,600		47
Carlisle Cos Inc		11,277		3,334
Casella Waste Systems Inc, Cl A *		10,491		859
CBIZ Inc *		11,445		500
ChargePoint Holdings Inc *		44,100		717
Chart Industries Inc *		8,072		1,565
Cimpress PLC *		4,299		145
CIRCOR International Inc *		3,715		61
Clarivate PLC *		108,700		1,268
Clean Harbors Inc *		11,076		1,301
Columbus McKinnon Corp/NY		6,165		189
Comfort Systems USA Inc		8,091		812
CompX International Inc		400		10
Concrete Pumping Holdings Inc *		3,900		26
Construction Partners Inc, Cl A *		7,400		216
Copa Holdings SA, Cl A *		7,128		508
Core & Main Inc, Cl A *		12,400		292
CoreCivic Inc *^‡		27,302		260
Costamare Inc		11,500		130
CoStar Group Inc *		87,260		6,077
Covenant Logistics Group Inc, Cl A		3,300		93
CRA International Inc		1,705		156
Crane Holdings Co		10,429		984
CSW Industrials Inc		3,300		418
Curtiss-Wright Corp		8,478		1,248
Custom Truck One Source *		14,400		95
Daseke Inc *		7,700		47
Deluxe Corp		10,154		196
Desktop Metal Inc, Cl A *(A)		41,864		133
Donaldson Co Inc		27,346		1,404
Douglas Dynamics Inc		5,222		152
Driven Brands Holdings Inc *		12,800		402
Ducommun Inc *		2,400		106
Dun & Bradstreet Holdings Inc		57,700		822
DXP Enterprises Inc/TX *		4,162		111
Dycom Industries Inc *		6,707		752
Eagle Bulk Shipping Inc		2,913		126
EMCOR Group Inc		11,187		1,330
Encore Wire Corp		4,403		573
Energy Recovery Inc *		10,200		234
Enerpac Tool Group Corp, Cl A		13,942		270
EnerSys		9,683		604
Ennis Inc		5,288		112
Enovix Corp *(A)		22,200		491
EnPro Industries Inc		4,868		441
Esab Corp		10,662		438
ESCO Technologies Inc		5,777		470
ESS Tech *(A)		18,100		80


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Evoqua Water Technologies Corp *		26,340	$	924
Exponent Inc		10,972		1,030
Federal Signal Corp		13,747		548
First Advantage Corp *		11,600		161
Flowserve Corp		29,800		908
Fluence Energy Inc, Cl A *(A)		7,300		146
Fluor Corp *		32,400		857
Forrester Research Inc *		2,464		102
Forward Air Corp		6,118		594
Franklin Covey Co *		3,304		157
Franklin Electric Co Inc		10,581		919
Frontier Group Holdings *(A)		9,200		119
FTC Solar *		4,100		17
FTI Consulting Inc *		7,468		1,199
FuelCell Energy *		85,700		359
Gates Industrial Corp PLC *		21,200		227
GATX Corp		8,052		778
Genco Shipping & Trading Ltd		7,300		100
GEO Group Inc/The *		21,385		175
Gibraltar Industries Inc *		7,360		308
Global Industrial Co		2,900		87
GMS Inc *		9,600		463
Golden Ocean Group Ltd (A)		29,000		278
Gorman-Rupp Co/The		5,777		153
Graco Inc		37,305		2,382
GrafTech International Ltd		46,100		271
Granite Construction Inc		10,734		322
Great Lakes Dredge & Dock Corp *		14,980		143
Greenbrier Cos Inc/The		7,123		203
Griffon Corp		8,337		261
GXO Logistics Inc *		24,290		1,078
H&E Equipment Services Inc		7,525		238
Harsco Corp *		16,828		95
Hawaiian Holdings Inc *		12,480		187
Hayward Holdings Inc *		11,600		122
Healthcare Services Group Inc		17,339		244
Heartland Express Inc		9,772		148
HEICO Corp		9,818		1,495
HEICO Corp, Cl A		17,482		2,143
Heidrick & Struggles International Inc		4,552		130
Helios Technologies Inc		7,277		397
Herc Holdings Inc		5,667		638
Heritage-Crystal Clean Inc *		4,400		143
Hertz Global Holdings Inc *(A)		53,400		986
Hexcel Corp		17,998		1,056
Hillenbrand Inc		16,580		691
Hillman Solutions *		32,100		269
HireRight Holdings *		5,200		85
HNI Corp		9,949		318
Hub Group Inc, Cl A *		7,462		596
Hubbell Inc, Cl B		11,889		2,453
Hudson Technologies Inc *		5,300		44


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Huron Consulting Group Inc *		3,911	$	262
Hydrofarm Holdings Group *		8,200		28
Hyliion Holdings *(A)		27,400		96
Hyster-Yale Materials Handling Inc		2,002		58
Hyzon Motors *(A)		20,500		44
IAA Inc *		28,929		1,078
ICF International Inc		4,168		423
IES Holdings Inc *		1,700		52
Infrastructure and Energy Alternatives Inc *		8,700		124
Insperity Inc		8,224		897
Insteel Industries Inc		4,141		120
Interface Inc, Cl A		14,045		157
ITT Inc		18,563		1,346
Janus International Group *		20,400		211
JELD-WEN Holding Inc *		21,300		237
JetBlue Airways Corp *		73,481		572
Joby Aviation *(A)		59,800		317
John Bean Technologies Corp		7,231		747
Kadant Inc		2,625		471
Kaman Corp		6,573		208
KAR Auction Services Inc *		26,629		389
Karat Packaging *		1,000		18
KBR Inc		30,745		1,485
Kelly Services Inc, Cl A		7,995		129
Kennametal Inc		19,114		448
Kforce Inc		4,537		248
Kimball International Inc, Cl B		7,025		54
Kirby Corp *		13,726		920
Knight-Swift Transportation Holdings Inc, Cl A		35,227		1,779
Korn Ferry		12,258		747
Kratos Defense & Security Solutions Inc *		24,316		305
Landstar System Inc		8,144		1,194
Legalzoom.com Inc *		21,900		226
Lennox International Inc		7,229		1,736
Li-Cycle Holdings *(A)		32,100		231
Lincoln Electric Holdings Inc		12,433		1,699
Lindsay Corp		2,527		405
Luxfer Holdings PLC		7,600		125
Lyft Inc, Cl A *		65,200		960
Manitowoc Co Inc/The *		7,787		74
ManpowerGroup Inc		11,056		811
ManTech International Corp/VA, Cl A		6,422		616
Markforged Holding *		24,700		60
Marten Transport Ltd		14,229		282
Masonite International Corp *		5,300		434
MasTec Inc *		12,762		1,027
Matson Inc		9,452		696
Matthews International Corp, Cl A		6,813		170
Maxar Technologies Inc		16,324		389
McGrath RentCorp		5,548		469
MDU Resources Group Inc		44,832		1,352


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mercury Systems Inc *		13,023	$	627
Microvast Holdings *(A)		44,900		110
Middleby Corp/The *		12,325		1,773
Miller Industries Inc/TN		2,311		54
MillerKnoll		16,907		468
Montrose Environmental Group Inc *		5,900		237
Moog Inc, Cl A		6,524		489
MRC Global Inc *		18,112		176
MSA Safety Inc		8,444		1,004
MSC Industrial Direct Co Inc, Cl A		10,203		808
Mueller Industries Inc		12,808		809
Mueller Water Products Inc, Cl A		35,912		405
MYR Group Inc *		3,879		360
National Presto Industries Inc		1,091		74
Nikola *(A)		66,200		355
NL Industries Inc		2,000		18
Northwest Pipe Co *		2,600		82
NOW Inc *		25,100		304
NV5 Global Inc *		3,000		422
nVent Electric PLC		35,500		1,170
Omega Flex Inc		600		61
Oshkosh Corp		14,617		1,166
Owens Corning		21,460		1,754
PAM Transportation Services Inc *		1,600		47
Park Aerospace Corp		5,082		58
Parsons Corp *		7,700		319
PGT Innovations Inc *		12,300		257
Pitney Bowes Inc		41,300		120
Planet Labs PBC *		38,700		212
Plug Power Inc *		115,300		3,233
Powell Industries Inc		1,364		34
Preformed Line Products Co		690		54
Primoris Services Corp		13,047		264
Proterra *		52,800		319
Proto Labs Inc *		6,099		234
Quanex Building Products Corp		6,965		155
Radiant Logistics Inc *		12,400		87
RBC Bearings Inc *		6,395		1,539
Regal Rexnord Corp		14,838		2,042
Resideo Technologies Inc *		32,500		677
Resources Connection Inc		6,981		136
REV Group Inc		8,400		97
Rocket Lab USA Inc *		52,300		288
Rush Enterprises Inc, Cl A		9,598		452
Rush Enterprises Inc, Cl B		2,000		101
Ryder System Inc		10,400		795
Safe Bulkers Inc		12,300		39
Saia Inc *		5,692		1,177
Sarcos Technology and Robotics *(A)		17,000		56
Schneider National Inc, Cl B		11,200		256
Science Applications International Corp		12,376		1,127
Sensata Technologies Holding PLC		34,400		1,386


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Shoals Technologies Group Inc, Cl A *		23,300	$	614
Shyft Group Inc/The		7,900		189
Simpson Manufacturing Co Inc		9,943		921
SiteOne Landscape Supply Inc *		9,600		1,201
Skillsoft *(A)		9,600		31
SkyWest Inc *		11,322		241
SP Plus Corp *		6,098		202
Spirit AeroSystems Holdings Inc, Cl A		23,575		710
Spirit Airlines Inc *		22,647		514
SPX Technologies *		9,894		565
Standex International Corp		2,729		247
Steelcase Inc, Cl A		20,157		225
Stem *		32,700		514
Stericycle Inc *		20,700		1,037
Sterling Check Corp *		3,600		77
Sterling Infrastructure Inc *		6,300		159
Sun Country Airlines Holdings Inc *		8,800		175
SunPower Corp, Cl A *(A)		18,336		440
Sunrun Inc *		43,810		1,447
Tennant Co		4,138		250
Terex Corp		15,370		511
Tetra Tech Inc		11,842		1,608
Textainer Group Holdings Ltd		10,353		315
Thermon Group Holdings Inc *		6,882		121
Timken Co/The		13,209		832
Titan International Inc *		10,800		151
Titan Machinery Inc *		4,312		133
Toro Co/The		23,200		1,924
TPI Composites Inc *		7,500		139
Transcat Inc *		1,600		119
TransUnion		42,294		3,124
Trex Co Inc *		24,860		1,163
TriNet Group Inc *		7,800		643
Trinity Industries Inc		17,742		433
Triton International Ltd		13,584		810
Triumph Group Inc *		14,496		188
TrueBlue Inc *		8,328		171
TuSimple Holdings Inc, Cl A *(A)		30,000		216
Tutor Perini Corp *		8,051		55
Uber Technologies Inc *		419,422		12,063
UFP Industries Inc		12,965		1,029
UniFirst Corp/MA		3,440		620
Univar Solutions Inc *		35,650		899
Universal Logistics Holdings Inc		1,900		69
Upwork Inc *		26,500		461
V2X Inc *		2,679		93
Valmont Industries Inc		4,814		1,333
Veritiv Corp *		3,399		405
Vertiv Holdings Co, Cl A		64,900		748
Viad Corp *		4,271		163
Vicor Corp *		4,900		349
View *(A)		31,300		56


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Virgin Galactic Holdings Inc *(A)		51,300	$	303
VSE Corp		2,500		105
Wabash National Corp		11,741		193
Watsco Inc		7,259		1,975
Watts Water Technologies Inc, Cl A		6,256		867
Werner Enterprises Inc		14,090		561
WESCO International Inc *		9,665		1,273
Wheels Up Experience *		19,200		36
Willdan Group Inc *		2,400		55
WillScot Mobile Mini Holdings Corp, Cl A *		47,411		1,903
Woodward Inc		13,042		1,214
XPO Logistics Inc *		22,090		1,158
Zurn Water Solutions Corp		27,626		762

				203,966
Information Technology — 20.0%
3D Systems Corp *		27,947		283
8x8 Inc *		25,314		132
908 Devices *		5,300		107
A10 Networks Inc		13,400		186
ACI Worldwide Inc *		27,012		640
ACM Research Inc, Cl A *		12,000		203
ADTRAN Holdings Inc		15,797		367
Advanced Energy Industries Inc		7,919		711
Aeva Technologies *		22,800		70
Affirm Holdings Inc, Cl A *		40,400		947
Agilysys Inc *		5,000		259
Akoustis Technologies Inc *		8,400		37
Alarm.com Holdings Inc *		10,800		719
Alkami Technology Inc *		6,400		93
Allegro MicroSystems Inc *		9,500		222
Alpha & Omega Semiconductor Ltd *		4,800		186
Altair Engineering Inc, Cl A *		11,800		614
Alteryx Inc, Cl A *		13,500		841
Ambarella Inc *		8,045		546
Amdocs Ltd		27,168		2,322
American Software Inc/GA, Cl A		7,072		120
Amkor Technology Inc		22,938		462
Amplitude, Cl A *		13,700		208
Appfolio Inc, Cl A *		4,300		436
Appian Corp, Cl A *(A)		8,800		413
AppLovin Corp, Cl A *		51,000		1,256
Arlo Technologies Inc *		21,752		132
Arrow Electronics Inc *		14,625		1,533
Arteris *		1,100		8
Asana Inc, Cl A *		16,900		324
Aspen Technology Inc *		6,170		1,299
Atlassian Corp PLC, Cl A *		30,441		7,539
Atomera *(A)		3,500		45
Avalara Inc *		18,879		1,729
Avaya Holdings Corp *(A)		17,842		28
AvePoint *		32,500		152


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Aviat Networks Inc *		2,100	$	66
Avid Technology Inc *		7,722		211
AvidXchange Holdings Inc *(A)		35,700		278
Avnet Inc		21,499		944
Axcelis Technologies Inc *		7,550		505
AXT Inc *		9,700		83
Badger Meter Inc		6,624		627
Belden Inc		10,123		663
Benchmark Electronics Inc		9,030		248
Benefitfocus Inc *		5,300		39
Bentley Systems Inc, Cl B		36,400		1,338
BigCommerce Holdings Inc *		14,700		245
Bill.com Holdings Inc *		21,877		3,541
Black Knight Inc *		33,837		2,239
Blackbaud Inc *		10,755		562
Blackline Inc *		11,600		788
Blend Labs, Cl A *(A)		48,100		152
Block Inc, Cl A *		115,109		7,932
Box Inc, Cl A *		26,900		693
Brightcove Inc *		9,610		64
BTRS Holdings Inc, Cl 1 *		22,100		149
C3.ai Inc, Cl A *		15,500		279
Calix Inc *		12,445		732
Cambium Networks Corp *		1,999		39
Cantaloupe Inc *		14,900		95
Casa Systems Inc *		2,800		11
Cass Information Systems Inc		3,154		116
CCC Intelligent Solutions Holdings Inc *		40,000		382
Cerence Inc *		8,510		170
CEVA Inc *		5,138		150
ChannelAdvisor Corp *		5,900		89
Ciena Corp *		33,586		1,704
Cirrus Logic Inc *		12,295		943
Cleanspark *		8,900		38
Clear Secure, Cl A *		14,800		340
Clearfield Inc *		2,600		302
Cloudflare Inc, Cl A *		62,300		3,898
Cognex Corp		38,616		1,626
Cohu Inc *		11,036		296
CommScope Holding Co Inc *		46,000		520
CommVault Systems Inc *		10,384		564
Comtech Telecommunications Corp		5,832		66
Concentrix Corp		9,381		1,180
Conduent Inc *		39,300		161
Confluent Inc, Cl A *		28,800		788
Consensus Cloud Solutions Inc *		3,585		181
Core Scientific *(A)		58,000		128
Corsair Gaming *		6,200		95
Couchbase *		7,800		129
Coupa Software Inc *		16,100		940
Credo Technology Group Holding *		7,100		98
Crowdstrike Holdings Inc, Cl A *		46,821		8,550


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CS Disco *		5,000	$	69
CSG Systems International Inc		7,417		429
CTS Corp		7,545		319
Cvent Holding, Cl A *		10,600		54
CyberOptics Corp *		1,600		85
Cyxtera Technologies *(A)		10,900		69
Datadog Inc, Cl A *		57,355		6,019
Dell Technologies Inc, Cl C		59,390		2,274
Diebold Nixdorf Inc *		16,833		59
Digi International Inc *		7,601		252
Digimarc Corp *(A)		2,876		51
Digital Turbine Inc *		20,700		382
DigitalOcean Holdings Inc *(A)		17,500		737
Diodes Inc *		9,842		700
DocuSign Inc, Cl A *		43,080		2,508
Dolby Laboratories Inc, Cl A		14,804		1,084
Domo Inc, Cl B *		6,432		124
DoubleVerify Holdings Inc *		15,300		396
Dropbox Inc, Cl A *		62,200		1,330
Duck Creek Technologies Inc *		16,400		195
Dynatrace Inc *		44,200		1,688
DZS *		3,800		51
E2open Parent Holdings Inc *		46,500		319
Eastman Kodak Co *(A)		9,600		52
Ebix Inc (A)		5,725		149
Edgio *		27,600		102
eGain Corp *		4,900		45
Elastic NV *		17,300		1,452
Enfusion, Cl A *		4,900		61
EngageSmart *		8,200		164
Entegris Inc		32,630		3,096
Envestnet Inc *		12,252		642
ePlus Inc *		6,776		319
Euronet Worldwide Inc *		10,688		948
Everbridge Inc *		8,700		346
EverCommerce *		7,100		83
EVERTEC Inc		13,600		457
Evo Payments Inc, Cl A *		10,400		347
Evolv Technologies Holdings *		18,900		43
ExlService Holdings Inc *		6,923		1,161
Extreme Networks Inc *		28,887		414
Fabrinet *		8,515		876
Fair Isaac Corp *		5,691		2,558
FARO Technologies Inc *		4,508		151
Fastly Inc, Cl A *		23,900		223
First Solar Inc *		23,500		2,997
Five9 Inc *		15,700		1,540
Flywire *		11,700		291
Focus Universal *(A)		4,000		43
ForgeRock Inc, Cl A *		7,100		121
FormFactor Inc *		17,719		519
Genpact Ltd		40,050		1,882


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
GLOBALFOUNDRIES Inc *(A)		14,500	$	867
Globant SA *		9,000		1,897
GoDaddy Inc, Cl A *		35,945		2,725
Grid Dynamics Holdings Inc *		11,600		234
Guidewire Software Inc *		18,569		1,332
Hackett Group Inc/The		5,700		117
Harmonic Inc *		20,694		233
HubSpot Inc *		9,973		3,361
I3 Verticals Inc, Cl A *		4,800		112
IBEX Holdings *		1,200		20
Ichor Holdings Ltd *		6,600		203
Identiv *		4,400		66
II-VI Inc *		28,301		1,337
Impinj Inc *		4,200		375
indie Semiconductor, Cl A *		25,300		215
Infinera Corp *		41,084		225
Informatica Inc, Cl A *		7,200		159
Information Services Group Inc		8,000		46
Inseego Corp *		21,400		58
Insight Enterprises Inc *		6,398		583
Instructure Holdings *		2,600		59
Intapp *		2,200		32
InterDigital Inc		7,417		372
International Money Express Inc *		5,400		121
IonQ *(A)		30,400		181
IPG Photonics Corp *		7,300		661
Itron Inc *		10,211		486
Jabil Inc		30,600		1,845
Jamf Holding Corp *		14,900		357
Kimball Electronics Inc *		5,693		123
KnowBe4 Inc, Cl A *		17,400		334
Knowles Corp *		20,300		308
Kulicke & Soffa Industries Inc		11,900		500
Kyndryl Holdings Inc *		40,000		417
Lattice Semiconductor Corp *		30,162		1,626
Lightwave Logic *(A)		27,900		222
Littelfuse Inc		5,231		1,241
LivePerson Inc *		14,991		174
LiveRamp Holdings Inc *		15,074		299
Lumentum Holdings Inc *		15,270		1,276
MACOM Technology Solutions Holdings Inc *		11,125		614
Mandiant Inc *		51,000		1,166
Manhattan Associates Inc *		13,980		1,975
Marathon Digital Holdings Inc *(A)		21,200		251
Marqeta, Cl A *		98,800		770
Marvell Technology Inc		188,912		8,845
Matterport Inc *(A)		53,700		248
Maximus Inc		13,816		837
MaxLinear Inc, Cl A *		15,944		573
MeridianLink *		5,300		92
Methode Electronics Inc		8,684		351


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MicroStrategy Inc, Cl A *(A)		1,953	$	452
MicroVision *(A)		35,100		170
Mirion Technologies *		33,400		253
Mitek Systems Inc *		9,100		93
MKS Instruments Inc		12,323		1,227
Model N Inc *		7,600		227
Momentive Global Inc *		29,200		207
MoneyGram International Inc *		18,900		195
MongoDB Inc, Cl A *		13,900		4,488
N-able Inc *		11,350		113
Napco Security Technologies Inc *		6,500		193
National Instruments Corp		28,067		1,116
nCino Inc *		12,700		401
NCR Corp *		27,083		841
NETGEAR Inc *		6,692		158
NetScout Systems Inc *		15,958		507
New Relic Inc *		11,700		710
nLight Inc *		10,600		132
Novanta Inc *		7,562		1,011
Nutanix Inc, Cl A *		43,600		754
Okta Inc, Cl A *		27,604		2,523
Olo Inc, Cl A *		22,100		173
ON24 *		6,100		55
OneSpan Inc *		7,554		87
Onto Innovation Inc *		11,172		793
OSI Systems Inc *		4,068		339
Ouster *(A)		33,500		50
PagerDuty Inc *		18,415		480
Palantir Technologies Inc, Cl A *		399,000		3,080
Palo Alto Networks Inc *		21,585		12,019
PAR Technology Corp *		5,800		204
Paya Holdings Inc *		20,400		128
Paycor HCM Inc *(A)		10,900		323
Paylocity Holding Corp *		8,800		2,121
Payoneer Global *		52,900		350
Paysafe Ltd *		82,400		136
PC Connection Inc		2,231		111
PDF Solutions Inc *		6,753		178
Pegasystems Inc		9,336		342
Perficient Inc *		7,400		578
Photronics Inc *		13,129		221
Ping Identity Holding Corp *		17,700		498
Plexus Corp *		6,328		593
Power Integrations Inc		12,978		928
Priority Technology Holdings Inc *		1,600		6
Procore Technologies Inc *		16,100		879
Progress Software Corp		10,058		484
PROS Holdings Inc *		9,399		196
Pure Storage Inc, Cl A *		61,400		1,779
Q2 Holdings Inc *		12,500		497
Qualys Inc *		8,900		1,352
Rackspace Technology Inc *		11,600		52


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Rambus Inc *		24,910	$	642
Rapid7 Inc *		12,800		736
Remitly Global *		21,100		232
Repay Holdings Corp, Cl A *		20,900		194
Ribbon Communications Inc *		13,520		47
Rimini Street Inc *		10,000		50
RingCentral Inc, Cl A *		19,100		822
Riot Blockchain *(A)		22,100		158
Rockley Photonics Holdings *(A)		22,900		33
Rogers Corp *		4,293		1,075
Sabre Corp *		73,800		531
Sanmina Corp *		14,166		687
Sapiens International Corp NV		7,000		155
ScanSource Inc *		5,796		168
SecureWorks Corp, Cl A *		2,000		21
Semtech Corp *		14,775		682
SentinelOne Inc, Cl A *		39,300		1,073
Shift4 Payments Inc, Cl A *		12,100		548
ShotSpotter Inc *		1,400		46
Silicon Laboratories Inc *		8,182		1,025
SiTime Corp *		3,300		351
SkyWater Technology *(A)		1,700		22
SMART Global Holdings Inc *		8,600		158
SmartRent, Cl A *(A)		30,500		99
Smartsheet Inc, Cl A *		26,800		892
Snowflake Inc, Cl A *		43,600		7,889
SolarWinds Corp *		7,850		71
Splunk Inc *		35,322		3,180
Sprout Social Inc, Cl A *		10,200		612
SPS Commerce Inc *		7,958		972
Squarespace Inc *		7,900		166
SS&C Technologies Holdings Inc		48,818		2,722
StoneCo Ltd, Cl A *		56,900		539
Sumo Logic Inc *		18,700		164
Super Micro Computer Inc *		10,300		670
Switch Inc, Cl A		33,000		1,120
Synaptics Inc *		8,387		970
TD SYNNEX Corp		9,581		922
Telos *		8,500		84
Tenable Holdings Inc *		24,900		986
Teradata Corp *		23,100		760
Thoughtworks Holding Inc *		20,500		270
Toast Inc, Cl A *		52,100		986
Trade Desk Inc/The, Cl A *		97,400		6,107
TTEC Holdings Inc		4,227		221
TTM Technologies Inc *		23,487		369
Tucows Inc, Cl A *(A)		2,200		103
Turtle Beach Corp *		4,000		38
Twilio Inc, Cl A *		37,442		2,605
Ubiquiti Inc (A)		1,200		372
UiPath Inc, Cl A *		84,700		1,393
Ultra Clean Holdings Inc *		9,852		288


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Unisys Corp *		15,183	$	141
Unity Software Inc *(A)		47,200		2,016
Universal Display Corp		9,251		1,034
Upland Software Inc *		5,700		60
UserTesting *		11,100		46
Varonis Systems Inc, Cl B *		24,100		659
Veeco Instruments Inc *		11,010		233
Velodyne Lidar *		17,700		22
Verint Systems Inc *		14,650		710
Veritone Inc *(A)		5,500		40
Verra Mobility Corp, Cl A *		34,800		555
Viant Technology Inc, Cl A *		2,600		12
Viasat Inc *		15,956		606
Viavi Solutions Inc *		48,000		676
Vishay Intertechnology Inc		30,417		598
Vishay Precision Group Inc *		3,164		109
VMware Inc, Cl A		46,309		5,373
Vontier Corp		35,700		783
Weave Communications Inc *		1,000		6
Western Union Co/The		85,400		1,266
WEX Inc *		9,976		1,539
Wix.com Ltd *		12,100		766
WM Technology *		16,900		44
Wolfspeed Inc *		25,623		2,907
Workday Inc, Cl A *		43,266		7,120
Workiva Inc, Cl A *		10,800		733
Xerox Holdings Corp		25,200		419
Xperi Holding Corp		23,950		381
Yext Inc *		25,100		112
Zendesk Inc *		27,023		2,075
Zoom Video Communications Inc, Cl A *		55,521		4,464
Zscaler Inc *		18,200		2,898
Zuora Inc, Cl A *		26,300		202

				280,377
Materials — 4.5%
5E Advanced Materials *		8,300		124
AdvanSix Inc		5,900		214
Alcoa Corp		40,900		2,024
Alpha Metallurgical Resources		4,100		644
American Vanguard Corp		6,799		136
Amyris Inc *(A)		37,000		109
AptarGroup Inc		14,566		1,498
Arconic Corp *		24,300		613
Ardagh Metal Packaging SA (A)		48,350		297
Ashland Inc		11,208		1,141
Aspen Aerogels Inc *		4,800		62
ATI Inc *		26,100		781
Avient Corp		19,132		839
Axalta Coating Systems Ltd *		49,900		1,285
Balchem Corp		6,988		921
Berry Global Group Inc *		28,941		1,572


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cabot Corp		12,832	$	924
Carpenter Technology Corp		9,401		319
Century Aluminum Co *		12,297		95
Chase Corp		1,500		132
Chemours Co/The		34,300		1,157
Clearwater Paper Corp *		3,751		160
Cleveland-Cliffs Inc *		117,460		2,029
Coeur Mining Inc *		58,261		161
Commercial Metals Co		25,641		1,039
Compass Minerals International Inc		7,840		317
Constellium, Cl A *		28,600		381
Crown Holdings Inc		26,651		2,414
Cryptyde *		2,230		2
Danimer Scientific *(A)		15,100		67
Diversey Holdings Ltd *		19,500		120
Eagle Materials Inc		8,883		1,063
Ecovyst Inc *		12,200		113
Element Solutions Inc		49,400		922
FutureFuel Corp		3,876		28
GCP Applied Technologies Inc *		11,024		346
Ginkgo Bioworks Holdings Inc *(A)		191,900		516
Glatfelter		10,271		50
Graphic Packaging Holding Co		68,617		1,528
Greif Inc, Cl A		5,919		397
Greif Inc, Cl B		1,300		85
Hawkins Inc		4,346		167
Haynes International Inc		2,823		112
HB Fuller Co		12,033		780
Hecla Mining Co		121,968		481
Huntsman Corp		44,224		1,239
Ingevity Corp *		9,100		638
Innospec Inc		5,513		515
Intrepid Potash Inc *		1,860		87
Kaiser Aluminum Corp		3,754		269
Koppers Holdings Inc		4,473		102
Kronos Worldwide Inc		5,084		65
Livent Corp *		34,700		1,117
Louisiana-Pacific Corp		18,042		978
LSB Industries Inc *		8,400		133
Materion Corp		4,574		395
Mativ Holdings Inc		10,288		243
Minerals Technologies Inc		7,524		438
MP Materials Corp *		20,900		731
Myers Industries Inc		8,418		163
NewMarket Corp		1,497		430
Novagold Resources Inc *		55,300		245
O-I Glass Inc, Cl I *		35,600		463
Olin Corp		31,016		1,695
Olympic Steel Inc		1,927		51
Origin Materials *		27,300		171
Orion Engineered Carbons SA		14,400		243
Pactiv Evergreen Inc		8,700		97


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Perimeter Solutions *		28,900	$	282
Piedmont Lithium *(A)		4,300		263
PolyMet Mining *		6,200		19
PureCycle Technologies *(A)		26,000		237
Quaker Chemical Corp		3,034		529
Ramaco Resources Inc		5,500		58
Ranpak Holdings Corp, Cl A *		8,300		44
Rayonier Advanced Materials Inc *		13,917		63
Reliance Steel & Aluminum Co		13,438		2,526
Resolute Forest Products Inc *		11,700		237
Royal Gold Inc		14,502		1,333
RPM International Inc		28,288		2,635
Ryerson Holding Corp		4,900		140
Schnitzer Steel Industries Inc, Cl A		5,956		197
Scotts Miracle-Gro Co/The, Cl A		9,459		633
Sensient Technologies Corp		9,535		760
Silgan Holdings Inc		17,660		804
Sonoco Products Co		21,621		1,363
Southern Copper Corp		19,829		933
SSR Mining Inc		48,600		656
Steel Dynamics Inc		39,337		3,175
Stepan Co		4,825		503
Summit Materials Inc, Cl A *		26,706		759
SunCoke Energy Inc		18,646		123
Sylvamo Corp		7,000		311
TimkenSteel Corp *		10,104		155
Tredegar Corp		5,341		55
TriMas Corp		9,876		272
Trinseo PLC		8,900		236
Tronox Holdings PLC		25,800		377
United States Lime & Minerals Inc		400		41
United States Steel Corp		57,300		1,310
Valhi		500		17
Valvoline Inc		39,736		1,155
Warrior Met Coal Inc		11,800		384
Westlake Corp		7,010		691
Worthington Industries Inc		7,402		377

				62,326
Real Estate — 6.9%
Acadia Realty Trust ^‡		20,139		321
Agree Realty Corp ^‡		15,847		1,194
Alexander & Baldwin Inc ^‡		16,191		303
Alexander's Inc ^‡		488		116
American Assets Trust Inc ^‡		11,391		316
American Homes 4 Rent, Cl A ^‡		67,300		2,393
Americold Realty Trust Inc ^‡		59,700		1,756
Anywhere Real Estate Inc *		26,502		259
Apartment Income ^‡		34,800		1,422
Apartment Investment and Management Co, Cl A *^‡		34,000		301
Apple Hospitality Inc ^‡		48,800		776


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Armada Hoffler Properties Inc ^‡		13,800	$	181
Ashford Hospitality Trust Inc *^‡		3,050		28
Bluerock Residential Growth Inc, Cl A ^‡		7,100		189
Braemar Hotels & Resorts Inc ^‡		13,600		70
Brandywine Realty Trust ^‡		38,639		310
Brixmor Property Group Inc ^‡		66,200		1,422
Broadstone Net Lease Inc, Cl A ^‡		35,900		687
BRT Apartments Corp ^‡		2,400		57
CareTrust Inc ^‡		22,653		488
CatchMark Timber Trust Inc, Cl A ^‡		11,000		117
CBL & Associates Properties ^‡		6,700		194
Centerspace ^‡		3,403		257
Chatham Lodging Trust *^‡		10,435		127
City Office Inc ^‡		11,000		127
Clipper Realty Inc ^‡		3,500		29
Community Healthcare Trust Inc ^‡		5,400		199
Compass, Cl A *		63,100		180
Corporate Office Properties Trust ^‡		25,430		657
Cousins Properties Inc ^‡		34,145		917
CTO Realty Growth Inc ^‡		4,254		90
CubeSmart ^‡		49,622		2,285
Cushman & Wakefield PLC *		36,100		540
DiamondRock Hospitality Co ^‡		47,607		416
DigitalBridge Group *		33,999		605
Diversified Healthcare Trust ^‡		55,107		80
Douglas Elliman Inc		15,445		71
Douglas Emmett Inc ^‡		39,285		767
Easterly Government Properties Inc, Cl A ^‡		19,500		350
EastGroup Properties Inc ^‡		8,985		1,483
Empire State Realty Trust Inc, Cl A ^‡		33,000		230
EPR Properties ^‡		16,951		737
Equity Commonwealth *^‡		22,244		585
Equity LifeStyle Properties Inc ^‡		39,464		2,766
Essential Properties Realty Trust Inc ^‡		28,000		634
eXp World Holdings Inc (A)		13,900		180
Farmland Partners Inc ^‡		10,300		149
First Industrial Realty Trust Inc ^‡		28,653		1,452
Forestar Group Inc *		3,867		48
Four Corners Property Trust Inc ^‡		17,319		466
Franklin Street Properties Corp ^‡		27,996		79
FRP Holdings Inc *		1,438		83
Gaming and Leisure Properties Inc ^‡		52,531		2,536
Getty Realty Corp ^‡		9,189		276
Gladstone Commercial Corp ^‡		8,919		170
Gladstone Land Corp ^‡		7,000		165
Global Medical Inc ^‡		15,000		163
Global Net Lease Inc ^‡		24,033		331
Healthcare Realty Trust Inc, Cl A ^‡		82,705		2,011
Hersha Hospitality Trust, Cl A *^‡		9,019		88
Highwoods Properties Inc ^‡		21,868		665
Howard Hughes Corp/The *		8,017		510
Hudson Pacific Properties Inc ^‡		33,970		449


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Independence Realty Trust Inc ^‡		48,901	$	951
Indus Realty Trust ^‡		1,403		86
Industrial Logistics Properties Trust ^‡		15,409		115
Innovative Industrial Properties Inc, Cl A ^‡		5,800		532
InvenTrust Properties ^‡		15,900		418
Invitation Homes Inc ^‡		135,281		4,908
iStar Inc ^‡		14,918		205
JBG SMITH Properties ^‡		27,600		606
Jones Lang LaSalle Inc *		10,947		1,894
Kennedy-Wilson Holdings Inc		27,029		475
Kilroy Realty Corp ^‡		25,843		1,260
Kite Realty Group Trust ^‡		49,421		957
Lamar Advertising Co, Cl A ^‡		19,197		1,802
Life Storage Inc ^‡		18,439		2,346
LTC Properties Inc ^‡		9,217		414
LXP Industrial Trust, Cl B ^‡		58,290		586
Macerich Co/The ^‡		48,045		460
Marcus & Millichap Inc		5,100		191
Medical Properties Trust Inc ^‡		131,862		1,927
National Health Investors Inc ^‡		9,864		646
National Retail Properties Inc ^‡		38,943		1,749
National Storage Affiliates Trust ^‡		18,000		909
Necessity Retail Inc/The ^‡		28,700		214
NETSTREIT Corp ^‡(A)		9,200		181
Newmark Group Inc, Cl A		28,705		294
NexPoint Residential Trust Inc ^‡		4,900		259
Office Properties Income Trust ^‡		10,391		183
Omega Healthcare Investors Inc ^‡		52,157		1,703
One Liberty Properties Inc ^‡		3,662		88
Opendoor Technologies Inc *		103,100		446
Orion Office Inc ^‡		11,900		117
Outfront Media Inc ^‡		32,709		579
Paramount Group Inc ^‡		42,000		291
Park Hotels & Resorts Inc ^‡		49,059		687
Pebblebrook Hotel Trust ^‡		29,225		515
Phillips Edison ^‡		26,000		849
Physicians Realty Trust ^‡		47,500		791
Piedmont Office Realty Trust Inc, Cl A ^‡		28,566		337
Plymouth Industrial Inc ^‡		7,000		142
Postal Realty Trust Inc, Cl A ^‡		2,600		39
PotlatchDeltic Corp ^‡		15,112		702
Rayonier Inc ^‡		33,353		1,185
RE/MAX Holdings Inc, Cl A		4,200		96
Redfin Corp *(A)		23,300		191
Retail Opportunity Investments Corp ^‡		26,759		448
Rexford Industrial Realty Inc ^‡		36,700		2,283
RLJ Lodging Trust ^‡		37,154		448
RMR Group Inc/The, Cl A		4,170		109
RPT Realty ^‡		18,837		181
Ryman Hospitality Properties Inc *^‡		12,360		1,016
Sabra Health Care Inc ^‡		52,020		779
Safehold Inc ^‡		5,000		190


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Saul Centers Inc ^‡		2,644	$	117
Seritage Growth Properties *		7,500		94
Service Properties Trust ^‡		38,741		265
SITE Centers Corp ^‡		44,107		572
SL Green Realty Corp ^‡(A)		13,083		578
Spirit Realty Capital Inc ^‡		30,213		1,234
St. Joe Co		7,300		279
STAG Industrial Inc ^‡		39,856		1,228
STORE Capital Corp ^‡		55,200		1,489
Summit Hotel Properties Inc ^‡		23,629		186
Sun Communities Inc ^‡		26,421		4,061
Sunstone Hotel Investors Inc *^‡		48,938		533
Tanger Factory Outlet Centers Inc ^‡		23,549		363
Tejon Ranch Co *		4,876		77
Terreno Realty Corp ^‡		16,863		1,028
UMH Properties Inc ^‡		9,500		171
Uniti Group Inc ^‡		53,860		506
Universal Health Realty Income Trust ^‡		3,116		159
Urban Edge Properties ^‡		22,700		357
Urstadt Biddle Properties Inc, Cl A ^‡		6,156		103
Veris Residential *^‡		19,767		266
Washington Real Estate Investment Trust ^‡		20,913		410
WeWork, Cl A *(A)		32,800		134
Whitestone, Cl B ^‡		12,377		122
WP Carey Inc ^‡		41,600		3,496
Xenia Hotels & Resorts Inc *^‡		25,700		408
Zillow Group Inc, Cl A *		13,691		457
Zillow Group Inc, Cl C *		37,097		1,241

				95,567
Utilities — 2.6%
ALLETE Inc		11,970		708
Altus Power *		9,800		103
American States Water Co		8,274		686
Artesian Resources Corp, Cl A		2,184		119
Avangrid Inc (A)		16,350		808
Avista Corp		15,052		612
Black Hills Corp		14,602		1,102
Brookfield Infrastructure Corp, Cl A		20,850		993
Brookfield Renewable Corp, Cl A		27,313		1,049
California Water Service Group		11,841		693
Chesapeake Utilities Corp		3,815		482
Clearway Energy Inc, Cl A		7,800		269
Clearway Energy Inc, Cl C		18,300		679
Essential Utilities Inc		51,337		2,523
Global Water Resources Inc		2,800		38
Hawaiian Electric Industries Inc		23,158		906
IDACORP Inc		10,824		1,182
MGE Energy Inc		8,214		633
Middlesex Water Co		4,001		355
Montauk Renewables *(A)		16,000		284
National Fuel Gas Co		18,988		1,353


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
New Jersey Resources Corp		21,294	$	940
Northwest Natural Holding Co		7,076		337
NorthWestern Corp		11,146		591
OGE Energy Corp		44,376		1,799
ONE Gas Inc		12,100		947
Ormat Technologies Inc (A)		10,334		966
Otter Tail Corp		9,546		721
PG&E Corp *		341,800		4,214
PNM Resources Inc		19,717		935
Portland General Electric Co		19,000		982
Pure Cycle Corp *		5,900		61
SJW Group		6,264		403
South Jersey Industries Inc		27,996		948
Southwest Gas Holdings Inc		14,541		1,132
Spire Inc		10,803		755
Sunnova Energy International Inc *		22,500		567
UGI Corp		46,496		1,837
Unitil Corp		3,558		185
Via Renewables Inc, Cl A		2,000		17
Vistra Corp		94,668		2,343
York Water Co/The		2,952		130

				36,387
Total Common Stock
(Cost $1,108,095) ($ Thousands)				1,383,775


		Number of Rights
RIGHTS — 0.0%
Zogenix Inc CVR *^‡^‡		13,200		–
Pulse Biosciences Inc Right *^‡^‡		2,347		–
Tobira Therapeutics CVR, Expires 12/31/2028 *(B)		2,300		–
Total Rights
(Cost $—) ($ Thousands)				–


	Shares
AFFILIATED PARTNERSHIP — 3.7%
SEI Liquidity Fund, LP
2.260% **^†(C)		51,875,482		51,883


Total Affiliated Partnership
(Cost $51,876) ($ Thousands)				51,883

A list of open futures contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $1,395,225 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^‡	Real Estate Investment Trust.
^†	Investment in Affiliated Security.
^‡^‡	Expiration date not available.
(A)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $46,204 ($ 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 August 31, 2022 was $51,883 ($ Thousands).

Cl — Class

CVR — Contingent Value Rights

IBEX— Spanish Stock Exchange Index

L.P. — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

S&P— Standard & Poor's

SPX — Standard & Poor's 500 Index

USD — U.S. Dollar

The following is a summary of the level of inputs used as of August 31, 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

1,383,775

–

1,383,775

Rights

–

Affiliated Partnership

–

51,883

–

51,883

Cash Equivalent

6,122

–

6,122

Total Investments in Securities

1,389,897

51,883

–

1,441,780

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

111

–

111

Total Other Financial Instruments

111

–

111

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

^ Amount represents less than $500.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


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

Communication Services — 1.7%
Altice USA Inc, Cl A *		19,500	$	195
AMC Networks Inc, Cl A *		9,100		244
Anterix Inc *		750		32
ATN International Inc		800		38
Audacy Inc, Cl A *		154,165		85
Cable One Inc		119		135
Cars.com Inc *		8,960		114
Cogent Communications Holdings Inc		2,450		131
EchoStar Corp, Cl A *		2,400		44
Gray Television Inc		12,000		229
IDT Corp, Cl B *		5,480		140
Integral Ad Science Holding Corp *		6,879		56
Iridium Communications Inc *		6,693		297
John Wiley & Sons Inc, Cl A		2,050		94
Liberty Latin America Ltd, Cl A *		13,687		96
MediaAlpha Inc, Cl A *		18,509		155
Nexstar Media Group Inc, Cl A		4,642		888
Ooma Inc *		1,500		18
PubMatic Inc, Cl A *		8,950		175
Scholastic Corp		5,895		271
Thryv Holdings Inc *		9,350		239
United States Cellular Corp *		1,100		31
World Wrestling Entertainment Inc, Cl A		3,207		218

				3,925
Consumer Discretionary — 9.6%
Aaron's Co Inc/The		23,718		282
Academy Sports & Outdoors Inc		9,142		394
American Axle & Manufacturing Holdings Inc *		29,100		301
Arko Corp		5,700		54
Autoliv Inc		2,900		225
AutoNation Inc *		3,263		407
Beazer Homes USA Inc *		20,981		299
Big Lots Inc		7,300		150
Biglari Holdings Inc, Cl B *		888		120
Bluegreen Vacations Holding Corp, Cl A		12,583		262
Boot Barn Holdings Inc *		5,390		359
Buckle Inc/The		2,312		75
Build-A-Bear Workshop Inc, Cl A *		4,180		64
Caleres Inc		7,910		202
Carriage Services Inc, Cl A		2,200		78
Century Casinos Inc *		17,480		129
Chico's FAS Inc *		11,080		63
Chuy's Holdings Inc *		5,713		128
Citi Trends Inc *		2,860		58
Container Store Group Inc/The *		15,055		102
Crocs Inc *		3,100		228
Dana Inc		15,100		234
Destination XL Group Inc *		84,198		464
Dillard's Inc, Cl A		180		53


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dorman Products Inc *		1,340	$	121
El Pollo Loco Holdings Inc *		6,931		63
Ethan Allen Interiors Inc		32,340		769
Express Inc *		34,780		53
Fox Factory Holding Corp *		6,263		584
Funko Inc, Cl A *		10,110		225
Genesco Inc *		6,190		350
Gentex Corp		3,000		82
Gentherm Inc *		4,380		262
G-III Apparel Group Ltd *		12,200		257
Goodyear Tire & Rubber Co/The *		16,500		231
Graham Holdings Co, Cl B		200		113
Grand Canyon Education Inc *		160		13
Group 1 Automotive Inc		2,500		446
H&R Block Inc		13,290		598
Haverty Furniture Cos Inc		27,709		743
Helen of Troy Ltd *		250		31
Hibbett Inc		8,735		512
Kura Sushi USA Inc, Cl A *		2,410		180
Latham Group Inc *		11,350		65
La-Z-Boy Inc, Cl Z		9,000		238
Lifetime Brands Inc		5,741		51
Lovesac Co/The *		14,019		432
M/I Homes Inc *		4,100		177
Marine Products Corp		5,368		53
MarineMax Inc *		3,900		142
MasterCraft Boat Holdings Inc *		12,000		289
MDC Holdings Inc		6,500		202
Meritage Homes Corp *		3,200		251
Modine Manufacturing Co *		51,170		767
Monarch Casino & Resort Inc *		2,413		146
Motorcar Parts of America Inc *		4,170		62
Movado Group Inc		5,257		168
Murphy USA Inc		1,640		476
Noodles & Co, Cl A *		12,746		61
Nordstrom Inc		7,800		133
ODP Corp/The *		7,700		275
Ollie's Bargain Outlet Holdings Inc *		9,856		545
OneWater Marine Inc, Cl A *		7,090		283
Oxford Industries Inc		1,890		202
Penske Automotive Group Inc		3,082		363
Perdoceo Education Corp *		27,059		313
PetMed Express Inc		1,600		33
Porch Group Inc *		72,070		155
Qurate Retail Inc *		23,700		73
Rent-A-Center Inc/TX, Cl A		6,900		178
Ruth's Hospitality Group Inc		18,110		330
Sally Beauty Holdings Inc *		20,200		301
Service Corp International/US		3,800		235
Shoe Carnival Inc		11,776		280
Signet Jewelers Ltd		4,900		320
Sonic Automotive Inc, Cl A		5,600		298


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Standard Motor Products Inc		2,250	$	83
Sturm Ruger & Co Inc		1,050		55
Superior Group of Cos Inc		5,994		67
Target Hospitality Corp *		23,118		307
Thor Industries Inc		2,500		203
Tri Pointe Homes Inc *		24,200		419
Tupperware Brands Corp *		9,000		101
Udemy Inc *		10,733		159
Unifi Inc *		4,352		49
Vista Outdoor Inc *		6,070		171
Vivint Smart Home Inc *		71,575		448
Winmark Corp		553		114
Winnebago Industries Inc		3,300		190
WW International Inc *		26,170		137
Wyndham Hotels & Resorts Inc		6,705		438
XPEL Inc *		2,306		158

				21,360
Consumer Staples — 6.5%
Albertsons Cos Inc, Cl A		7,200		198
Beauty Health Co/The *		14,687		170
BellRing Brands Inc *		1,147		27
BJ's Wholesale Club Holdings Inc *		21,575		1,607
Bunge Ltd		3,500		347
Calavo Growers Inc		1,200		50
Cal-Maine Foods Inc		2,650		142
Casey's General Stores Inc		1,230		263
Celsius Holdings Inc *		3,233		335
Central Garden & Pet Co, Cl A *		2,850		108
Chefs' Warehouse Inc/The *		4,211		140
Coca-Cola Consolidated Inc		298		141
Edgewell Personal Care Co		6,200		242
elf Beauty Inc *		6,282		240
Energizer Holdings Inc		11,100		312
Flowers Foods Inc		8,900		243
Fresh Del Monte Produce Inc		2,400		66
Grocery Outlet Holding Corp *		1,700		68
Hain Celestial Group Inc/The *		300		6
Hostess Brands Inc, Cl A *		9,078		210
Ingles Markets Inc, Cl A		10,250		897
Ingredion Inc		7,690		670
Inter Parfums Inc		840		66
J & J Snack Foods Corp		840		125
John B Sanfilippo & Son Inc		1,010		82
Lancaster Colony Corp		1,000		169
MGP Ingredients Inc		3,338		365
Mission Produce Inc *		2,600		42
Natural Grocers by Vitamin Cottage Inc		12,866		185
Nu Skin Enterprises Inc, Cl A		5,600		229
Pilgrim's Pride Corp *		2,800		80
Post Holdings Inc *		3,439		305
PriceSmart Inc		1,530		97


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Primo Water Corp		8,400	$	110
Seaboard Corp		18		70
Seneca Foods Corp, Cl A *		4,444		235
SpartanNash Co		13,500		411
Sprouts Farmers Market Inc *		26,400		763
Tootsie Roll Industries Inc		1,230		44
TreeHouse Foods Inc *		44,654		2,081
United Natural Foods Inc *		23,434		1,033
Universal Corp/VA		5,300		270
USANA Health Sciences Inc *		830		53
Vector Group Ltd		1,600		16
Veru Inc *		11,044		169
Village Super Market Inc, Cl A		16,844		370
Vita Coco Co Inc/The *		12,474		187
WD-40 Co		550		104
Weis Markets Inc		4,082		317

				14,460
Energy — 5.8%
Alto Ingredients Inc *		56,594		244
Antero Resources Corp *		3,741		150
Berry Corp		52,190		478
Cactus Inc, Cl A		12,385		495
California Resources Corp		4,110		205
Centrus Energy Corp, Cl A *		13,024		649
Chesapeake Energy Corp		1,530		154
Civitas Resources Inc		8,600		578
DHT Holdings Inc		11,000		86
Dorian LPG Ltd *		5,430		79
Earthstone Energy Inc, Cl A *(A)		25,431		387
Expro Group Holdings NV *		14,554		197
Helix Energy Solutions Group Inc *		27,640		119
HF Sinclair Corp		2,873		151
International Seaways Inc		17,797		526
Matador Resources Co		19,796		1,180
National Energy Services Reunited Corp *		18,900		133
New Fortress Energy Inc, Cl A		3,276		188
Northern Oil and Gas Inc		6,279		199
Oil States International Inc *		27,410		134
Par Pacific Holdings Inc *		13,321		250
PDC Energy Inc		10,100		686
ProFrac Holding Corp, Cl A *		22,085		435
Range Resources Corp		5,424		178
REX American Resources Corp *		15,813		479
RPC Inc		20,620		164
Scorpio Tankers Inc		10,787		449
SFL Corp Ltd		52,910		566
Sitio Royalties Corp		14,300		364
Solaris Oilfield Infrastructure Inc, Cl A		39,831		426
Southwestern Energy Co *		21,400		160
Talos Energy Inc *		12,020		249
Teekay Tankers Ltd, Cl A *		14,535		357


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TETRA Technologies Inc *		14,690	$	58
VAALCO Energy Inc		103,010		516
W&T Offshore Inc *		99,140		644
World Fuel Services Corp		18,000		464

				12,777
Financials — 17.7%
1st Source Corp		4,128		195
AFC Gamma Inc		4,870		85
Alerus Financial Corp		1,000		24
Allegiance Bancshares Inc		2,940		125
Amalgamated Financial Corp		8,896		200
American Equity Investment Life Holding Co		6,100		232
American Financial Group Inc/OH		1,830		234
AMERISAFE Inc		1,750		84
Apollo Commercial Real Estate Finance Inc		18,100		211
Arbor Realty Trust Inc ^‡		15,600		234
Arrow Financial Corp		3,041		98
AssetMark Financial Holdings Inc *		9,464		183
Associated Banc-Corp		30,700		615
Assurant Inc		1,500		238
Atlanticus Holdings Corp *		7,809		222
Axis Capital Holdings Ltd		3,600		191
BancFirst Corp		1,410		152
Bank First Corp		300		24
Bank of Marin Bancorp		5,050		156
Bank of NT Butterfield & Son Ltd/The		2,900		95
Banner Corp		1,850		112
Bridgewater Bancshares Inc *		4,887		84
Brown & Brown Inc		4,500		284
Business First Bancshares Inc		1,200		28
Byline Bancorp Inc		5,000		109
Cambridge Bancorp		1,100		90
Camden National Corp		8,200		371
Capital Bancorp Inc		4,511		112
Capital City Bank Group Inc		1,200		38
Capstar Financial Holdings Inc		5,207		105
Carter Bankshares Inc *		7,941		131
Cathay General Bancorp		8,600		361
Cboe Global Markets Inc		2,240		264
CBTX Inc		12,001		358
Central Pacific Financial Corp		9,630		210
Citizens Financial Group Inc		9,147		335
City Holding Co		350		30
Civista Bancshares Inc		10,860		230
CNB Financial Corp/PA		8,917		235
CNO Financial Group Inc		40,000		736
Coastal Financial Corp/WA *		1,900		76
Columbia Financial Inc *		4,400		94
Community Trust Bancorp Inc		9,742		412
Crawford & Co, Cl A		8,900		54
CrossFirst Bankshares Inc *		9,680		128


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Customers Bancorp Inc *		5,300	$	184
CVB Financial Corp		7,806		205
Diamond Hill Investment Group Inc		290		50
Dime Community Bancshares Inc		4,668		146
Donegal Group Inc, Cl A		1,400		20
Eagle Bancorp Inc		1,900		92
Employers Holdings Inc		1,750		69
Enova International Inc *		3,450		121
Enstar Group Ltd *		660		125
Enterprise Financial Services Corp		1,800		82
Equity Bancshares Inc, Cl A		3,610		113
Erie Indemnity Co, Cl A		1,030		221
Esquire Financial Holdings Inc		2,724		102
Everest Re Group Ltd		940		253
EZCORP Inc, Cl A *		1,597		14
FactSet Research Systems Inc		670		290
Farmers National Banc Corp		14,480		207
Federal Agricultural Mortgage Corp, Cl C		2,100		229
Federated Hermes Inc, Cl B		7,900		269
Financial Institutions Inc		16,088		419
First American Financial Corp		3,100		166
First Bancshares Inc/The		1,997		60
First Busey Corp		12,700		292
First Business Financial Services Inc		9,400		313
First Commonwealth Financial Corp		12,500		168
First Community Bankshares Inc		8,090		255
First Financial Bankshares Inc		14,372		611
First Financial Corp/IN		6,970		324
First Horizon Corp		13,900		314
First Internet Bancorp		201		7
First Mid Bancshares Inc		800		28
First of Long Island Corp/The		6,635		122
Flagstar Bancorp Inc		11,300		435
Flushing Financial Corp		15,600		322
FNB Corp/PA		31,700		378
FS KKR Capital Corp		14,600		315
Fulton Financial Corp		25,500		414
Great Southern Bancorp Inc		4,162		245
Guaranty Bancshares Inc/TX		700		24
Hamilton Lane Inc, Cl A		7,580		527
Hancock Whitney Corp		6,300		304
Hanmi Financial Corp		31,863		788
Hanover Insurance Group Inc/The		1,580		204
HarborOne Bancorp Inc		6,489		88
HBT Financial Inc		7,590		137
HCI Group Inc		1,302		62
Heartland Financial USA Inc		2,400		107
Heritage Commerce Corp		31,776		359
Heritage Financial Corp/WA		2,300		60
Heritage Insurance Holdings Inc *		13,000		34
Hingham Institution For Savings The		90		27
HomeStreet Inc		10,600		369


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HomeTrust Bancshares Inc		5,830	$	135
Hope Bancorp Inc		26,100		378
Horace Mann Educators Corp		200		7
Houlihan Lokey Inc, Cl A		970		76
Independent Bank Corp/MI		32,780		673
Invesco Mortgage Capital Inc		7,650		122
Investors Title Co		90		13
Kinsale Capital Group Inc		8,770		2,224
Lakeland Bancorp Inc		27,640		450
Lazard Ltd, Cl A		4,900		178
LendingTree Inc *		2,510		77
Macatawa Bank Corp		7,230		69
Mercantile Bank Corp		16,035		530
Merchants Bancorp/IN		9,170		247
Mercury General Corp		550		18
Meridian Corp		5,800		176
Metrocity Bankshares Inc		5,576		111
Metropolitan Bank Holding Corp *		4,450		319
Mid Penn Bancorp Inc		1,100		32
MidCap Financial Investment Corp		21,366		281
Midland States Bancorp Inc		13,400		336
MidWestOne Financial Group Inc		1,000		30
Morningstar Inc		770		176
MVB Financial Corp		350		11
National Bank Holdings Corp, Cl A		1,600		64
National Western Life Group Inc, Cl A		300		57
NBT Bancorp Inc		2,400		93
New Mountain Finance Corp		15,300		201
New York Mortgage Trust Inc ^‡		57,400		161
Nicolet Bankshares Inc *		3,232		247
Northfield Bancorp Inc		7,423		109
Northrim BanCorp Inc		3,600		146
Oaktree Specialty Lending Corp		39,300		272
OceanFirst Financial Corp		3,700		72
OFG Bancorp		25,400		691
Old National Bancorp/IN		14,400		240
Oppenheimer Holdings Inc, Cl A		9,828		357
Origin Bancorp Inc		2,490		102
Orrstown Financial Services Inc		4,111		106
PCB Bancorp		10,100		190
PCSB Financial Corp		7,733		143
Peapack-Gladstone Financial Corp		5,103		172
PennantPark Investment Corp		55,400		358
Peoples Bancorp Inc/OH		4,090		122
Peoples Financial Services Corp		2,033		99
Piper Sandler Cos		590		68
PJT Partners Inc		1,950		135
Popular Inc		9,350		722
Primis Financial Corp		14,600		191
ProAssurance Corp		900		19
Prospect Capital Corp		19,800		148
Provident Bancorp Inc		8,581		124


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Provident Financial Services Inc		500	$	12
Pzena Investment Management Inc, Cl A		22,801		217
QCR Holdings Inc		3,863		216
RBB Bancorp		8,490		188
Redwood Trust Inc ^‡		28,900		224
Regional Management Corp		19,565		659
RenaissanceRe Holdings Ltd		1,650		223
Republic Bancorp Inc/KY, Cl A		850		36
Republic First Bancorp Inc *		31,509		100
Rithm Capital Corp ^‡		31,400		296
RLI Corp		1,850		203
S&T Bancorp Inc		2,500		74
Safety Insurance Group Inc		970		87
Selective Insurance Group Inc		2,310		183
Sierra Bancorp		900		19
Simmons First National Corp, Cl A		9,914		234
Sixth Street Specialty Lending Inc		10,400		196
SmartFinancial Inc		900		23
South Plains Financial Inc		2,316		63
Southern First Bancshares Inc *		550		24
Southern Missouri Bancorp Inc		2,492		131
SouthState Corp		2,293		179
StepStone Group Inc, Cl A		5,910		161
Stewart Information Services Corp		2,150		109
Stifel Financial Corp		6,830		405
StoneX Group Inc *		2,401		223
Synovus Financial Corp		5,800		233
Tompkins Financial Corp		900		64
Towne Bank/Portsmouth VA		3,300		94
TriCo Bancshares		2,350		111
TrustCo Bank Corp NY		6,725		224
UMB Financial Corp		110		10
Umpqua Holdings Corp		15,500		275
United Community Banks Inc/GA		24,025		806
United Fire Group Inc		1,500		44
Universal Insurance Holdings Inc		52,750		630
Univest Financial Corp		10,530		261
Washington Federal Inc		10,000		320
WesBanco Inc		3,000		103
Westamerica BanCorp		1,550		87
White Mountains Insurance Group Ltd		128		175
Wintrust Financial Corp		210		18

				39,673
Health Care — 17.4%
2seventy bio Inc *		5,750		85
Acadia Healthcare Co Inc *		24,392		1,998
Accolade Inc *		4,890		50
Addus HomeCare Corp *		910		81
Aerie Pharmaceuticals Inc *		18,720		283
Agenus Inc *		187,824		507
Akero Therapeutics Inc *		400		5


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Albireo Pharma Inc *		1,600	$	28
Alector Inc *		43,478		450
Alkermes PLC *		7,000		166
Altimmune Inc *		8,261		182
ALX Oncology Holdings Inc *		31,836		414
Amicus Therapeutics Inc *		20,514		230
AMN Healthcare Services Inc *		4,670		479
Amneal Pharmaceuticals Inc *		25,780		56
Amphastar Pharmaceuticals Inc *		3,800		112
AnaptysBio Inc *		2,300		53
ANI Pharmaceuticals Inc *		1,000		37
Anika Therapeutics Inc *		2,680		61
Apellis Pharmaceuticals Inc *		7,774		470
Arcellx Inc *		10,598		190
Arcutis Biotherapeutics Inc *		9,147		247
Atea Pharmaceuticals Inc *		37,530		281
Atrion Corp		50		30
Avidity Biosciences Inc *		2,856		56
Axonics Inc *		3,336		241
Axsome Therapeutics Inc *		4,124		263
BioLife Solutions Inc *		6,100		144
Bio-Techne Corp		604		200
Brookdale Senior Living Inc, Cl A *		12,569		55
Cara Therapeutics Inc *		24,180		250
Castle Biosciences Inc *		3,980		115
Catalent Inc *		940		83
Catalyst Pharmaceuticals Inc *		74,839		1,013
Charles River Laboratories International Inc *		472		97
Chemed Corp		506		241
Chinook Therapeutics Inc *		12,175		253
CinCor Pharma Inc *		4,835		163
Cogent Biosciences Inc *		15,428		254
Collegium Pharmaceutical Inc *		20,480		360
Computer Programs and Systems Inc *		6,930		211
Concert Pharmaceuticals Inc *		43,480		286
Corcept Therapeutics Inc *		12,017		310
CorVel Corp *		670		104
Cross Country Healthcare Inc *		10,032		255
CTI BioPharma Corp *		26,443		166
Cutera Inc *		2,912		139
Cytokinetics Inc *		6,049		320
Dynavax Technologies Corp, Cl A *		11,413		131
Eagle Pharmaceuticals Inc/DE *		3,468		114
Edgewise Therapeutics Inc *		2,300		23
Enanta Pharmaceuticals Inc *		1,450		88
Encompass Health Corp		350		17
Ensign Group Inc/The		14,080		1,201
Evolent Health Inc, Cl A *		31,579		1,161
Generation Bio Co *		13,921		71
Globus Medical Inc, Cl A *		2,300		136
Gossamer Bio Inc *		15,107		211


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Haemonetics Corp *		3,704	$	278
Halozyme Therapeutics Inc *		27,886		1,136
Harmony Biosciences Holdings Inc *		1,500		66
HealthStream Inc *		3,600		80
Henry Schein Inc *		3,280		241
Heron Therapeutics Inc *		24,710		101
ICU Medical Inc *		780		124
Inhibrx Inc *		12,000		213
Innoviva Inc *		63,767		839
Inspire Medical Systems Inc *		4,054		776
Intra-Cellular Therapies Inc *		3,084		155
Invitae Corp *		41,187		125
Ionis Pharmaceuticals Inc *		5,942		253
iRadimed Corp *		1,569		53
iRhythm Technologies Inc *		1,157		171
Ironwood Pharmaceuticals Inc, Cl A *		68,700		739
iTeos Therapeutics Inc *		18,892		419
Jazz Pharmaceuticals PLC *		1,570		244
Karuna Therapeutics Inc *		1,213		309
Karyopharm Therapeutics Inc *		10,540		53
Kiniksa Pharmaceuticals Ltd, Cl A *		10,023		117
Kodiak Sciences Inc *		20,620		206
Krystal Biotech Inc *		2,615		183
Lannett Co Inc *		15,700		8
Lantheus Holdings Inc *		27,948		2,202
LeMaitre Vascular Inc		1,550		77
Medpace Holdings Inc *		780		115
Meridian Bioscience Inc *		2,900		95
Merit Medical Systems Inc *		1,600		95
Mersana Therapeutics Inc *		13,760		103
Mesa Laboratories Inc		250		43
Mirum Pharmaceuticals Inc *		10,612		265
Molina Healthcare Inc *		520		175
Morphic Holding Inc *		2,380		65
National HealthCare Corp		1,250		87
Neurocrine Biosciences Inc *		3,337		349
NextGen Healthcare Inc *		6,000		103
Nurix Therapeutics Inc *		12,100		190
Ocular Therapeutix Inc *		45,587		232
Omnicell Inc *		6,550		670
OptimizeRx Corp *		15,750		250
Option Care Health Inc *		33,814		1,047
Organogenesis Holdings Inc, Cl A *		77,428		278
Organon & Co		7,700		220
Orthofix Medical Inc *		2,300		46
Pacira BioSciences Inc *		2,200		115
Perrigo Co PLC		5,400		202
Phibro Animal Health Corp, Cl A		3,100		46
Pliant Therapeutics Inc *		8,022		155
PMV Pharmaceuticals Inc *		5,930		83
Praxis Precision Medicines Inc *		22,410		70
Precigen Inc *		101,740		225


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Premier Inc, Cl A		5,200	$	183
Prestige Consumer Healthcare Inc *		21,960		1,111
Privia Health Group Inc *		8,909		354
PROCEPT BioRobotics Corp *		3,859		156
Protagonist Therapeutics Inc *		17,240		150
QIAGEN NV *		2,750		125
RAPT Therapeutics Inc *		1,930		52
Repligen Corp *		2,966		651
Rhythm Pharmaceuticals Inc *		7,858		178
Rigel Pharmaceuticals Inc *		52,025		74
Sana Biotechnology Inc *(A)		30,140		205
Sangamo Therapeutics Inc *		14,660		79
Sarepta Therapeutics Inc *		1,751		192
Seer Inc, Cl A *		11,280		114
Select Medical Holdings Corp		21,700		556
Seres Therapeutics Inc *		14,802		76
Shockwave Medical Inc *		5,242		1,556
Simulations Plus Inc		950		57
Singular Genomics Systems Inc *(A)		9,011		24
Stoke Therapeutics Inc *		4,426		67
Supernus Pharmaceuticals Inc *		2,800		96
Surmodics Inc *		850		29
Sutro Biopharma Inc *		13,208		75
Syndax Pharmaceuticals Inc *		2,200		52
Tactile Systems Technology Inc *		17,210		142
Tenet Healthcare Corp *		3,200		181
TG Therapeutics Inc *		28,710		205
TransMedics Group Inc *		4,528		236
Travere Therapeutics Inc *		3,200		86
UFP Technologies Inc *		800		74
United Therapeutics Corp *		6,893		1,562
Utah Medical Products Inc		1,350		124
Vanda Pharmaceuticals Inc *		10,920		116
Varex Imaging Corp *		1,500		32
Vaxcyte Inc *		300		8

				38,697
Industrials — 15.7%
ABM Industries Inc		3,700		172
ACCO Brands Corp		49,600		294
Air Transport Services Group Inc *		4,625		139
Alaska Air Group Inc *		6,400		279
Alta Equipment Group Inc		17,640		208
AMERCO *		316		166
American Woodmark Corp *		3,200		166
Apogee Enterprises Inc		7,200		294
Applied Industrial Technologies Inc		1,920		204
ArcBest Corp		7,300		588
Argan Inc		7,232		250
Array Technologies Inc *		9,592		200
Atkore Inc *		5,700		481
Atlas Air Worldwide Holdings Inc *		2,600		260


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AZZ Inc		1,650	$	70
Barrett Business Services Inc		3,285		265
CACI International Inc, Cl A *		860		242
Casella Waste Systems Inc, Cl A *		2,500		205
CBIZ Inc *		8,796		384
Chart Industries Inc *		8,014		1,554
Clean Harbors Inc *		4,241		498
Comfort Systems USA Inc		2,272		228
CoreCivic Inc *^‡		22,000		210
Costamare Inc		15,713		177
Covenant Logistics Group Inc, Cl A		1,000		28
CRA International Inc		5,752		526
Crane Holdings Co		3,900		368
Daseke Inc *		41,761		253
Deluxe Corp		7,700		148
Ducommun Inc *		3,206		141
Dycom Industries Inc *		2,104		236
Eagle Bulk Shipping Inc		3,340		145
EMCOR Group Inc		3,700		440
Ennis Inc		23,723		504
Enovix Corp *		7,391		163
Exponent Inc		15,339		1,440
Federal Signal Corp		10,415		415
First Advantage Corp *		12,630		175
Fluence Energy Inc, Cl A *		9,422		188
Forrester Research Inc *		5,951		247
Forward Air Corp		1,810		176
Franklin Covey Co *		10,259		488
FTI Consulting Inc *		9,965		1,600
Genco Shipping & Trading Ltd		17,244		236
Generac Holdings Inc *		595		131
Global Industrial Co		9,152		275
GMS Inc *		4,400		212
Gorman-Rupp Co/The		200		5
Griffon Corp		6,887		216
Hawaiian Holdings Inc *		10,800		162
Heartland Express Inc		18,471		280
Heidrick & Struggles International Inc		8,467		241
Heritage-Crystal Clean Inc *		15,737		513
Hub Group Inc, Cl A *		2,250		180
Hubbell Inc, Cl B		1,000		206
Hudson Technologies Inc *		57,051		473
Huntington Ingalls Industries Inc		660		152
Huron Consulting Group Inc *		3,567		239
ICF International Inc		1,280		130
Infrastructure and Energy Alternatives Inc *		32,018		455
Insteel Industries Inc		13,009		376
Interface Inc, Cl A		26,854		300
John Bean Technologies Corp		2,255		233
KBR Inc		2,772		134
Kelly Services Inc, Cl A		18,800		303
Kforce Inc		2,050		112


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kimball International Inc, Cl B		27,675	$	212
Knight-Swift Transportation Holdings Inc, Cl A		1,300		66
Landstar System Inc		1,540		226
Marten Transport Ltd		14,605		289
Matson Inc		5,340		393
Matthews International Corp, Cl A		2,200		55
McGrath RentCorp		300		25
MDU Resources Group Inc		6,500		196
Mercury Systems Inc *		12,530		603
Miller Industries Inc/TN		1,797		42
MSA Safety Inc		1,530		182
Mueller Industries Inc		11,919		753
MYR Group Inc *		1,360		126
National Presto Industries Inc		450		31
NOW Inc *		16,478		200
NV5 Global Inc *		5,517		777
PAM Transportation Services Inc *		1,164		35
Park Aerospace Corp		8,690		100
Park-Ohio Holdings Corp		7,900		131
Primoris Services Corp		18,400		373
Quad/Graphics Inc, Cl A *		21,039		66
Quanex Building Products Corp		16,115		359
Radiant Logistics Inc *		56,934		398
RBC Bearings Inc *		832		200
Resources Connection Inc		31,705		619
Rush Enterprises Inc, Cl A		3,200		151
Ryder System Inc		3,500		268
Safe Bulkers Inc		114,970		367
Saia Inc *		810		167
Schneider National Inc, Cl B		4,600		105
Science Applications International Corp		2,480		226
SkyWest Inc *		5,000		106
Snap-on Inc		50		11
SP Plus Corp *		16,238		538
Standex International Corp		1,020		92
Sterling Infrastructure Inc *		8,730		221
SunPower Corp, Cl A *		7,924		190
Tennant Co		1,010		61
Tetra Tech Inc		1,740		236
Titan Machinery Inc *		13,533		417
TPI Composites Inc *		6,540		122
Triton International Ltd		13,200		787
TrueBlue Inc *		9,490		195
UFP Industries Inc		5,840		464
UniFirst Corp/MA		610		110
Universal Logistics Holdings Inc		14,450		528
V2X Inc *		5,272		183
Valmont Industries Inc		755		209
Wabash National Corp		7,900		130
Werner Enterprises Inc		12,200		485


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WillScot Mobile Mini Holdings Corp, Cl A *		30,330	$	1,217

				34,822
Information Technology — 13.2%
8x8 Inc *		69,480		362
A10 Networks Inc		22,030		306
ACI Worldwide Inc *		5,700		135
ADTRAN Holdings Inc		9,268		215
Aehr Test Systems *		12,553		183
Agilysys Inc *		5,818		301
Alkami Technology Inc *(A)		23,284		338
Alpha & Omega Semiconductor Ltd *		6,550		253
Amdocs Ltd		5,675		485
American Software Inc/GA, Cl A		3,000		51
Amkor Technology Inc		34,900		703
Arrow Electronics Inc *		2,140		224
Aspen Technology Inc *		390		82
Avalara Inc *		8,325		762
Aviat Networks Inc *		6,180		193
AvidXchange Holdings Inc *		7,400		58
Avnet Inc		9,600		421
Axcelis Technologies Inc *		2,792		187
AXT Inc *		50,153		431
Bel Fuse Inc, Cl B		10,088		287
Belden Inc		3,189		209
Blackbaud Inc *		2,050		107
Box Inc, Cl A *		200		5
Calix Inc *		3,989		235
Cantaloupe Inc *		15,150		97
Cass Information Systems Inc		6,360		233
ChannelAdvisor Corp *		9,546		144
Cirrus Logic Inc *		5,880		451
Clearfield Inc *		10,584		1,229
CommVault Systems Inc *		2,500		136
Concentrix Corp		1,410		177
CSG Systems International Inc		5,800		336
CTS Corp		7,043		298
Diebold Nixdorf Inc *		28,608		100
Digi International Inc *		8,932		296
Diodes Inc *		3,870		275
Dolby Laboratories Inc, Cl A		260		19
eGain Corp *		35,797		330
Endava PLC ADR *		5,210		526
ePlus Inc *		1,770		83
ExlService Holdings Inc *		3,329		558
Extreme Networks Inc *		15,627		224
F5 Inc *		1,180		185
Fabrinet *		2,193		225
Fair Isaac Corp *		610		274
Genpact Ltd		5,550		261
Gitlab Inc, Cl A *		3,434		206
Grid Dynamics Holdings Inc *		12,930		261


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hackett Group Inc/The		23,885	$	490
Harmonic Inc *		19,151		216
I3 Verticals Inc, Cl A *		3,446		80
Impinj Inc *		2,254		201
Information Services Group Inc		22,500		130
Insight Enterprises Inc *		1,640		149
InterDigital Inc		1,800		90
International Money Express Inc *		35,259		790
Jack Henry & Associates Inc		1,670		321
Kimball Electronics Inc *		12,100		261
Kulicke & Soffa Industries Inc		4,100		172
Littelfuse Inc		560		133
Manhattan Associates Inc *		1,870		264
Maximus Inc		2,600		158
Methode Electronics Inc		6,700		271
Mitek Systems Inc *		5,894		60
Napco Security Technologies Inc *		6,268		186
NETGEAR Inc *		8,800		208
NetScout Systems Inc *		3,900		124
NortonLifeLock Inc		2,000		45
Nova Ltd *		7,345		730
Novanta Inc *		4,623		618
OSI Systems Inc *		1,140		95
Paylocity Holding Corp *		400		96
PC Connection Inc *		10,505		522
Photronics Inc *		23,906		402
Power Integrations Inc		2,390		171
Progress Software Corp		7,230		348
PTC Inc *		1,160		133
Qualys Inc *		3,177		483
Sanmina Corp *		14,186		688
Sapiens International Corp NV		2,500		55
ScanSource Inc *		11,100		322
SMART Global Holdings Inc *		19,364		355
Sprout Social Inc, Cl A *		8,737		525
SPS Commerce Inc *		10,225		1,249
Super Micro Computer Inc *		4,551		296
Tenable Holdings Inc *		14,640		580
TTM Technologies Inc *		30,118		474
Ultra Clean Holdings Inc *		3,300		97
Unisys Corp *		2,700		25
Veeco Instruments Inc *		6,397		135
Verint Systems Inc *		29,335		1,422
Viant Technology Inc, Cl A *		12,101		55
Viavi Solutions Inc *		37,525		528
Vishay Intertechnology Inc		23,300		458
Vishay Precision Group Inc *		24,365		836

				29,504
Materials — 4.3%
AdvanSix Inc		13,000		471
American Vanguard Corp		5,330		106


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ashland Inc		120	$	12
Aspen Aerogels Inc *		20,040		261
ATI Inc *		5,961		178
Avery Dennison Corp		1,580		290
Balchem Corp		1,670		220
Cabot Corp		2,661		192
Chase Corp		3,361		296
Commercial Metals Co		19,700		798
Graphic Packaging Holding Co		6,871		153
Greif Inc, Cl A		11,200		751
Hawkins Inc		4,620		177
Haynes International Inc		3,320		132
Koppers Holdings Inc		10,300		235
Kronos Worldwide Inc		19,434		250
Livent Corp *		8,766		282
Materion Corp		2,234		193
NewMarket Corp		400		115
Novagold Resources Inc *		20,600		91
O-I Glass Inc, Cl I *		19,200		250
Olympic Steel Inc		7,207		190
Packaging Corp of America		1,920		263
Rayonier Advanced Materials Inc *		26,450		120
Reliance Steel & Aluminum Co		2,132		401
Resolute Forest Products Inc *		25,920		525
Royal Gold Inc		2,340		215
Ryerson Holding Corp		14,530		414
Schnitzer Steel Industries Inc, Cl A		6,100		202
Sensient Technologies Corp		830		66
Silgan Holdings Inc		9,550		435
Sonoco Products Co		3,700		233
SSR Mining Inc		10,900		147
Stepan Co		1,000		104
SunCoke Energy Inc		61,370		405
Tredegar Corp		24,170		247
TriMas Corp		3,500		96
Trinseo PLC		3,700		98
Tronox Holdings PLC		11,600		170

				9,784
Real Estate — 4.1%
Alexander & Baldwin Inc ^‡		4,300		81
Alexander's Inc ^‡		180		43
American Assets Trust Inc ^‡		12,000		333
American Homes 4 Rent, Cl A ^‡		5,600		199
Anywhere Real Estate Inc *		16,700		163
Apple Hospitality REIT Inc ^‡		61,880		985
Armada Hoffler Properties Inc ^‡		4,800		63
Ashford Hospitality Trust Inc *^‡		10,485		96
Camden Property Trust ^‡		2,040		262
Centerspace ^‡		1,120		84
Community Healthcare Trust Inc ^‡		1,900		70
CubeSmart ^‡		4,400		203


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Douglas Elliman Inc		47,536	$	219
EastGroup Properties Inc ^‡		1,330		219
EPR Properties ^‡		6,800		296
Equity Commonwealth *^‡		5,800		153
Equity LifeStyle Properties Inc ^‡		3,290		231
Farmland Partners Inc ^‡		9,744		141
First Industrial Realty Trust Inc ^‡		3,850		195
Forestar Group Inc *		19,397		241
Franklin Street Properties Corp ^‡		27,400		77
FRP Holdings Inc *		450		26
Getty Realty Corp ^‡		3,800		114
Gladstone Commercial Corp ^‡		15,500		296
Global Net Lease Inc ^‡		18,300		252
Industrial Logistics Properties Trust ^‡		14,200		106
Kite Realty Group Trust ^‡		7,000		136
Life Storage Inc ^‡		2,190		279
Marcus & Millichap Inc		1,800		67
National Health Investors Inc ^‡		4,800		314
National Storage Affiliates Trust ^‡		3,600		182
Necessity Retail REIT Inc/The ^‡		29,100		217
Office Properties Income Trust ^‡		13,400		235
One Liberty Properties Inc ^‡		1,300		31
Piedmont Office Realty Trust Inc, Cl A ^‡		22,800		269
Plymouth Industrial REIT Inc ^‡		8,300		168
PotlatchDeltic Corp ^‡		850		39
RLJ Lodging Trust ^‡		14,900		180
RMR Group Inc/The, Cl A		7,380		192
Sabra Health Care REIT Inc ^‡		34,700		519
Saul Centers Inc ^‡		950		42
Service Properties Trust ^‡		21,900		150
Tanger Factory Outlet Centers Inc ^‡		22,800		352
Terreno Realty Corp ^‡		2,450		149
Uniti Group Inc ^‡		34,365		323
Universal Health Realty Income Trust ^‡		1,000		51
Urstadt Biddle Properties Inc, Cl A ^‡		6,850		115
Washington Real Estate Investment Trust ^‡		1,000		20

				9,178
Utilities — 2.1%
ALLETE Inc		2,600		154
American States Water Co		2,030		169
Artesian Resources Corp, Cl A		1,000		55
Avista Corp		1,700		69
Black Hills Corp		2,550		193
Brookfield Infrastructure Corp, Cl A		3,750		179
California Water Service Group		2,750		161
Chesapeake Utilities Corp		1,260		159
Clearway Energy Inc, Cl C		6,046		224
Essential Utilities Inc		5,000		246
Hawaiian Electric Industries Inc		5,250		205
IDACORP Inc		2,090		228
MGE Energy Inc		2,070		160


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Middlesex Water Co		1,340	$	119
National Fuel Gas Co		8,800		627
New Jersey Resources Corp		4,450		196
NiSource Inc		3,300		97
Northwest Natural Holding Co		2,150		102
NorthWestern Corp		3,000		159
Ormat Technologies Inc		200		19
Otter Tail Corp		2,350		178
Portland General Electric Co		4,450		230
SJW Group		450		29
Spire Inc		1,900		133
UGI Corp		2,000		79
Unitil Corp		4,384		228
Via Renewables Inc, Cl A (A)		15,483		132
York Water Co/The		1,600		70

				4,600
Total Common Stock
(Cost $198,431) ($ Thousands)				218,780



AFFILIATED PARTNERSHIP — 0.6%
SEI Liquidity Fund, LP
2.260% **^†(B)		1,434,328		1,434


Total Affiliated Partnership
(Cost $1,434) ($ Thousands)				1,434



CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		4,161,706		4,162

Total Cash Equivalent
(Cost $4,162) ($ Thousands)				4,162


Total Investments in Securities — 100.6%
(Cost $204,027) ($ Thousands)			$	224,376

	Percentages are based on Net Assets of $223,001 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $1,200 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $1,434 ($ Thousands).

The following is a summary of the level of inputs used as of August 31, 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

218,780

–

218,780

Affiliated Partnership

–

1,434

–

1,434

Cash Equivalent

4,162

–

4,162

Total Investments in Securities

222,942

1,434

–

224,376

For information on 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 Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


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

Communication Services — 3.6%
Audacy Inc, Cl A *		120,899	$	67
Cable One Inc		568		645
Cars.com Inc *		10,000		128
Cinemark Holdings Inc *		120,113		1,691
Cogent Communications Holdings Inc		10,575		563
IDT Corp, Cl B *		6,440		165
Integral Ad Science Holding Corp *		7,891		64
Iridium Communications Inc *		8,842		392
Liberty Latin America Ltd, Cl A *		16,087		113
Lions Gate Entertainment Corp, Cl A *		231,983		2,285
MediaAlpha Inc, Cl A *		17,446		146
Nexstar Media Group Inc, Cl A		6,111		1,169
PubMatic Inc, Cl A *		10,160		199
Reservoir Media Inc *(A)		22,856		150
Scholastic Corp		6,040		277
Shutterstock Inc		9,943		551
Starry Group Holdings Inc, Cl A *		7,698		17
TEGNA Inc		20,012		428
Thryv Holdings Inc *		10,370		265
World Wrestling Entertainment Inc, Cl A		4,618		314
Ziff Davis Inc *		4,714		365
ZipRecruiter Inc, Cl A *		27,416		457

				10,451
Consumer Discretionary — 11.8%
2U Inc *		5,308		38
Aaron's Co Inc/The		44,729		532
Academy Sports & Outdoors Inc		1,550		67
Advance Auto Parts Inc		3,567		602
American Eagle Outfitters Inc (A)		171,371		1,930
AutoNation Inc *		2,311		288
Beazer Homes USA Inc *		21,259		303
Biglari Holdings Inc, Cl B *		1,052		142
Bloomin' Brands Inc		84,105		1,701
Bluegreen Vacations Holding Corp, Cl A		14,041		293
Brinker International Inc *		71,661		1,756
Brunswick Corp/DE		9,722		726
Buckle Inc/The		2,689		87
Build-A-Bear Workshop Inc, Cl A		4,490		69
Caleres Inc		9,190		234
Callaway Golf Co *		27,537		609
Canada Goose Holdings Inc *		7,307		132
Carter's Inc		12,098		893
Century Casinos Inc *		15,710		116
Chico's FAS Inc *		11,700		66
Churchill Downs Inc		3,977		784
Chuy's Holdings Inc *		6,680		149
Citi Trends Inc *		2,670		54
Clarus Corp (A)		6,854		104
Container Store Group Inc/The *		15,890		108
Destination XL Group Inc *		92,471		509


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Domino's Pizza Inc		1,578	$	587
Dorman Products Inc *		5,658		513
El Pollo Loco Holdings Inc *		3,617		33
Ethan Allen Interiors Inc		21,310		507
Express Inc *(A)		37,290		57
Frontdoor Inc *		22,135		520
Funko Inc, Cl A *		11,040		246
Genesco Inc *		1,490		84
Goodyear Tire & Rubber Co/The *		37,807		530
Grand Canyon Education Inc *		2,720		221
H&R Block Inc		7,384		332
Hanesbrands Inc		13,231		115
Haverty Furniture Cos Inc		15,979		429
Hibbett Inc		2,843		167
Kohl's Corp		16,433		467
Kura Sushi USA Inc, Cl A *		3,495		261
Latham Group Inc *		12,210		70
Lifetime Brands Inc		6,804		61
Lovesac Co/The *		15,911		491
Malibu Boats Inc, Cl A *		1,574		94
Marine Products Corp		5,896		59
MarineMax Inc *		2,930		106
MasterCraft Boat Holdings Inc *		14,120		340
Modine Manufacturing Co *		153,163		2,294
Monarch Casino & Resort Inc *		2,640		159
Monro Inc		12,658		586
Motorcar Parts of America Inc *		4,910		73
Movado Group Inc		6,246		199
Murphy USA Inc		6,226		1,807
NEOGAMES *		4,954		79
Noodles & Co, Cl A *		14,580		69
Ollie's Bargain Outlet Holdings Inc *		5,783		320
OneWater Marine Inc, Cl A *		8,279		330
Oxford Industries Inc		6,385		681
Penske Automotive Group Inc		2,584		305
PlayAGS Inc *		34,293		252
Pool Corp		1,515		514
Porch Group Inc *		81,250		175
Ruth's Hospitality Group Inc		21,050		384
Sally Beauty Holdings Inc *		38,106		567
Shoe Carnival Inc		11,008		262
Skechers USA Inc, Cl A *		11,051		418
Steven Madden Ltd		11,601		338
Stoneridge Inc *		16,139		307
Superior Group of Cos Inc		4,234		47
Target Hospitality Corp *		31,798		423
Travel + Leisure Co		14,110		598
Udemy Inc *		15,570		231
Unifi Inc *		5,296		60
Urban Outfitters Inc *		71,064		1,430
Vista Outdoor Inc *		7,080		199
Vivint Smart Home Inc *		84,076		526


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wingstop Inc		5,903	$	672
Winmark Corp		292		60
WW International Inc *		30,140		157
XPEL Inc *		3,346		229
YETI Holdings Inc *		7,363		272

				33,605
Consumer Staples — 3.9%
Casey's General Stores Inc		3,378		722
Celsius Holdings Inc *		4,688		485
Chefs' Warehouse Inc/The *		6,108		204
elf Beauty Inc *		9,108		347
Hain Celestial Group Inc/The *		13,057		265
Hostess Brands Inc, Cl A *		60,451		1,401
Ingles Markets Inc, Cl A		3,139		275
Ingredion Inc		12,190		1,061
Inter Parfums Inc		7,891		620
Lancaster Colony Corp		3,757		633
MGP Ingredients Inc		10,392		1,138
Natural Grocers by Vitamin Cottage Inc		15,185		218
Performance Food Group Co *		10,473		524
Post Holdings Inc *		3,787		336
Seneca Foods Corp, Cl A *		4,213		223
TreeHouse Foods Inc *		31,830		1,483
Turning Point Brands Inc		12,650		295
Veru Inc *		16,024		245
Village Super Market Inc, Cl A		8,792		193
Vita Coco Co Inc/The *		18,097		271
Weis Markets Inc		3,588		279

				11,218
Energy — 7.8%
Alto Ingredients Inc *		66,540		287
Antero Resources Corp *		5,427		217
Berry Corp		58,543		536
Cactus Inc, Cl A		16,872		674
California Resources Corp		5,963		298
Centrus Energy Corp, Cl A *		15,881		791
ChampionX Corp		29,479		643
Chesapeake Energy Corp		2,219		223
Chord Energy Corp		6,850		970
Civitas Resources Inc		8,129		546
Coterra Energy Inc, Cl A		21,686		670
Crescent Point Energy (A)		38,721		294
Delek US Holdings Inc		87,322		2,467
Diamondback Energy Inc		5,082		677
Dorian LPG Ltd		6,350		92
Earthstone Energy Inc, Cl A *		29,641		451
Expro Group Holdings NV *		17,082		231
Helix Energy Solutions Group Inc *		32,310		140
Helmerich & Payne Inc		11,778		504
HF Sinclair Corp		37,698		1,984
International Seaways Inc		19,079		563


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Matador Resources Co		5,456	$	325
NCS Multistage Holdings Inc *		2,022		57
New Fortress Energy Inc, Cl A		4,751		272
Northern Oil and Gas Inc		34,204		1,082
Oil States International Inc *		16,830		82
Par Pacific Holdings Inc *		17,275		325
PDC Energy Inc		16,339		1,110
Range Resources Corp		7,870		259
REX American Resources Corp *		16,368		496
RPC Inc		25,720		205
Scorpio Tankers Inc		13,915		579
Select Energy Services Inc, Cl A *		21,198		151
SFL Corp Ltd		27,025		289
Sitio Royalties Corp		16,800		427
Solaris Oilfield Infrastructure Inc, Cl A		45,352		485
Southwestern Energy Co *		214,949		1,610
Talos Energy Inc *		14,140		293
Teekay Tankers Ltd, Cl A *		16,624		409
TETRA Technologies Inc *		18,000		72
VAALCO Energy Inc		59,370		297
W&T Offshore Inc *		56,170		365

				22,448
Financials — 15.9%
1st Source Corp		3,810		180
AFC Gamma Inc		5,790		101
Allegiance Bancshares Inc		1,810		77
Amalgamated Financial Corp		9,140		206
American Equity Investment Life Holding Co		60,841		2,312
Arrow Financial Corp		2,527		81
AssetMark Financial Holdings Inc *		10,435		202
Atlanticus Holdings Corp *		9,793		279
BancFirst Corp		2,046		221
Bank of Marin Bancorp		4,540		140
Bank of NT Butterfield & Son Ltd/The		31,473		1,026
Bank OZK		19,508		791
BankUnited Inc		92,433		3,425
Bridgewater Bancshares Inc *		3,702		64
Byline Bancorp Inc		5,850		127
Cambridge Bancorp		730		60
Capital Bancorp Inc		5,420		134
Capstar Financial Holdings Inc		4,345		87
Carter Bankshares Inc *		7,118		117
CBTX Inc		13,812		412
Central Pacific Financial Corp		9,070		198
Chimera Investment Corp ^‡		92,897		790
Civista Bancshares Inc		2,835		60
CNB Financial Corp/PA		1,902		50
CNO Financial Group Inc		104,900		1,931
Coastal Financial Corp/WA *		2,058		83
Cohen & Steers Inc		8,744		624
Community Trust Bancorp Inc		1,160		49


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Crawford & Co, Cl A		10,530	$	64
CrossFirst Bankshares Inc *		11,480		151
CVB Financial Corp		11,316		297
Enova International Inc *		4,060		142
Equity Bancshares Inc, Cl A		2,490		78
Esquire Financial Holdings Inc		3,302		123
Evercore Inc, Cl A		2,809		263
FactSet Research Systems Inc		1,641		711
Farmers National Banc Corp		12,853		184
Financial Institutions Inc		7,411		193
First Bancshares Inc/The		2,358		70
First Commonwealth Financial Corp		91,129		1,228
First Community Bankshares Inc		8,250		260
First Financial Corp/IN		2,760		128
First Internet Bancorp		329		12
First Interstate BancSystem Inc, Cl A		38,851		1,564
First of Long Island Corp/The		5,701		105
FNB Corp/PA		161,971		1,931
Globe Life Inc		5,556		540
Great Southern Bancorp Inc		2,900		170
Hamilton Lane Inc, Cl A		8,775		610
Hanmi Financial Corp		11,088		274
Hanover Insurance Group Inc/The		1,770		229
HarborOne Bancorp Inc		7,600		104
HBT Financial Inc		8,970		162
Hercules Capital (A)		9,710		137
Heritage Commerce Corp		34,005		384
Home BancShares Inc/AR		34,975		823
HomeTrust Bancshares Inc		5,670		132
Independent Bank Corp/MI		11,975		246
Kinsale Capital Group Inc		1,604		407
Lakeland Bancorp Inc		14,770		241
LendingTree Inc *		2,820		86
Macatawa Bank Corp		8,523		81
Mercantile Bank Corp		5,831		193
Merchants Bancorp/IN		9,740		263
Metrocity Bankshares Inc		5,099		102
Metropolitan Bank Holding Corp *		4,915		352
MGIC Investment Corp		51,342		734
Morningstar Inc		2,367		540
National Western Life Group Inc, Cl A		410		78
Nicolet Bankshares Inc *		3,307		253
NMI Holdings Inc, Cl A *		25,992		534
Northfield Bancorp Inc		6,968		103
OFG Bancorp		38,645		1,051
Old National Bancorp/IN		104,319		1,741
Oppenheimer Holdings Inc, Cl A		11,601		421
Origin Bancorp Inc		1,920		78
Orrstown Financial Services Inc		4,104		105
PacWest Bancorp		23,670		623
PCSB Financial Corp		6,750		125
Peapack-Gladstone Financial Corp		4,504		152


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Peoples Bancorp Inc/OH		3,200	$	96
Peoples Financial Services Corp		2,213		108
Pinnacle Financial Partners Inc		14,172		1,144
Popular Inc		8,531		659
Prosperity Bancshares Inc		9,564		678
Provident Bancorp Inc		9,442		137
Pzena Investment Management Inc, Cl A		24,788		236
QCR Holdings Inc		2,558		143
RBB Bancorp		9,620		213
Regional Management Corp		11,884		400
Republic First Bancorp Inc *		32,039		102
South Plains Financial Inc		2,396		65
Southern Missouri Bancorp Inc		2,110		111
SouthState Corp		2,641		206
StepStone Group Inc, Cl A		6,991		191
StoneX Group Inc *		3,483		323
TrustCo Bank Corp NY		5,737		191
Umpqua Holdings Corp		137,499		2,439
Universal Insurance Holdings Inc		34,441		411
Univest Financial Corp		33,975		842
Western Alliance Bancorp		18,566		1,424
Wintrust Financial Corp		16,344		1,378
WisdomTree Investments Inc		45,368		227

				45,129
Health Care — 14.0%
2seventy bio Inc *		6,780		100
4D Molecular Therapeutics Inc *		15,616		123
Acadia Healthcare Co Inc *		4,892		401
Accolade Inc *		5,600		57
Aerie Pharmaceuticals Inc *		20,860		315
Agenus Inc *		211,688		572
Albireo Pharma Inc *		6,600		115
Alector Inc *		48,857		506
Altimmune Inc *		11,985		265
ALX Oncology Holdings Inc *		35,748		465
Amedisys Inc *		7,319		867
Amicus Therapeutics Inc *		29,625		333
AMN Healthcare Services Inc *		13,621		1,398
Amneal Pharmaceuticals Inc *		28,670		62
Anika Therapeutics Inc *		3,090		70
Apellis Pharmaceuticals Inc *		5,504		333
Arcellx Inc *		15,304		275
Arcturus Therapeutics Holdings Inc *		2,065		29
Arcutis Biotherapeutics Inc *		9,928		268
Artivion *		4,786		106
Arvinas Inc *		2,553		108
Atea Pharmaceuticals Inc *		38,640		290
Avidity Biosciences Inc *		3,029		59
Axogen Inc *		14,936		140
Axonics Inc *		4,841		350
Axsome Therapeutics Inc *		5,980		381


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BioLife Solutions Inc *		7,210	$	170
Brookdale Senior Living Inc, Cl A *		14,238		63
C4 Therapeutics Inc *		14,562		147
Cara Therapeutics Inc *		23,320		241
Cardiovascular Systems Inc *		11,862		157
CareDx Inc *		9,630		189
Castle Biosciences Inc *		4,730		137
Catalyst Pharmaceuticals Inc *		38,948		527
Certara Inc *		11,244		176
Chemed Corp		1,705		812
Chinook Therapeutics Inc *		13,394		279
CinCor Pharma Inc *		7,015		237
Co-Diagnostics Inc *(A)		96,585		326
Cogent Biosciences Inc *(A)		22,382		369
Collegium Pharmaceutical Inc *		38,759		681
Computer Programs and Systems Inc *		4,876		149
Concert Pharmaceuticals Inc *		62,790		413
Corcept Therapeutics Inc *		11,045		285
Cross Country Healthcare Inc *		10,671		271
CTI BioPharma Corp *		38,362		241
Cutera Inc *		4,224		202
Cytokinetics Inc *		8,684		460
DICE Therapeutics Inc *(A)		7,488		118
Dynavax Technologies Corp, Cl A *		16,558		190
Eagle Pharmaceuticals Inc/DE *		3,073		101
Encompass Health Corp		32,167		1,562
Ensign Group Inc/The		11,143		950
Envista Holdings Corp *		21,685		804
Erasca Inc *(A)		13,263		120
Evolent Health Inc, Cl A *		9,352		344
Generation Bio Co *		16,330		84
Gossamer Bio Inc *		21,907		306
Haemonetics Corp *		5,370		403
Halozyme Therapeutics Inc *		6,326		258
HealthEquity Inc *		5,434		359
Heron Therapeutics Inc *		49,625		203
Inhibrx Inc *		20,451		363
Innoviva Inc *		15,381		202
Instil Bio Inc *		23,906		124
Integra LifeSciences Holdings Corp *		13,788		658
Intra-Cellular Therapies Inc *		4,474		225
Invitae Corp *		46,402		141
Ionis Pharmaceuticals Inc *		5,720		243
iRadimed Corp		1,806		61
iRhythm Technologies Inc *		1,679		248
iTeos Therapeutics Inc *		20,640		458
Karuna Therapeutics Inc *		1,760		449
Karyopharm Therapeutics Inc *		11,900		60
Kiniksa Pharmaceuticals Ltd, Cl A *		22,941		269
Kodiak Sciences Inc *		23,120		231
Krystal Biotech Inc *		3,776		265
Lantheus Holdings Inc *		8,544		673


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LeMaitre Vascular Inc		15,846	$	782
MaxCyte Inc *		28,307		147
Merit Medical Systems Inc *		8,087		479
Mersana Therapeutics Inc *		15,240		114
Mirum Pharmaceuticals Inc *		14,259		356
Morphic Holding Inc *		2,370		65
Neurocrine Biosciences Inc *		2,683		281
Nevro Corp *		3,862		175
Nurix Therapeutics Inc *		13,480		212
NuVasive Inc *		12,029		511
Ocular Therapeutix Inc *		49,328		251
Omnicell Inc *		2,192		224
OptimizeRx Corp *		17,647		280
Option Care Health Inc *		11,558		358
Organogenesis Holdings Inc, Cl A *		87,079		313
Paragon 28 Inc *		8,445		148
Pediatrix Medical Group Inc *		12,366		220
Pliant Therapeutics Inc *		11,631		224
PMV Pharmaceuticals Inc *(A)		16,215		226
Praxis Precision Medicines Inc *		26,270		82
Precigen Inc *(A)		119,620		264
Prestige Consumer Healthcare Inc *		27,695		1,401
Privia Health Group Inc *		12,120		482
PROCEPT BioRobotics Corp *		5,595		226
Protagonist Therapeutics Inc *		19,000		166
Quest Diagnostics Inc		4,956		621
QuidelOrtho Corp *		5,946		471
RAPT Therapeutics Inc *		2,090		56
Relay Therapeutics Inc *		6,446		148
Rhythm Pharmaceuticals Inc *		11,400		258
Rigel Pharmaceuticals Inc *		61,238		87
Sana Biotechnology Inc *(A)		35,378		241
Sangamo Therapeutics Inc *		14,710		79
Sarepta Therapeutics Inc *		2,541		278
Seer Inc, Cl A *		12,170		123
Seres Therapeutics Inc *		15,590		80
Shockwave Medical Inc *		2,034		604
Sight Sciences Inc *		22,007		153
Silk Road Medical Inc *		2,334		93
Singular Genomics Systems Inc *(A)		10,996		29
Sonendo Inc *(A)		27,680		33
SpringWorks Therapeutics Inc *		7,257		202
STERIS PLC		4,072		820
Stoke Therapeutics Inc *		5,207		78
Sutro Biopharma Inc *		15,619		88
Syneos Health Inc, Cl A *		2,369		142
Tactile Systems Technology Inc *		19,350		160
TG Therapeutics Inc *		30,470		217
TransMedics Group Inc *		8,195		426
United Therapeutics Corp *		1,006		228
US Physical Therapy Inc		4,609		381
Utah Medical Products Inc		1,122		103


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vanda Pharmaceuticals Inc *		8,260	$	87
Veracyte Inc *		8,244		168
Zimvie Inc *		26,112		397

				39,830
Industrials — 19.4%
ABM Industries Inc		56,976		2,644
ACCO Brands Corp		325,522		1,930
ACV Auctions Inc, Cl A *		38,945		331
Air Lease Corp, Cl A		16,635		605
Air Transport Services Group Inc *		6,710		202
Alight Inc *		58,356		460
Allison Transmission Holdings Inc, Cl A		19,097		692
Alta Equipment Group Inc		20,851		245
Altra Industrial Motion Corp		23,132		878
Argan Inc		7,769		269
Array Technologies Inc *		13,916		291
Atlas Air Worldwide Holdings Inc *		4,227		422
AZEK Co Inc/The, Cl A *		21,396		390
Barrett Business Services Inc		3,243		262
Booz Allen Hamilton Holding Corp, Cl A		6,597		631
BWX Technologies Inc		27,392		1,428
Byrna Technologies Inc *		23,994		214
CACI International Inc, Cl A *		3,490		980
Carlisle Cos Inc		2,298		679
CBIZ Inc *		6,886		301
Chart Industries Inc *		2,188		424
Cimpress PLC *		4,556		153
CIRCOR International Inc *		19,428		317
Clean Harbors Inc *		17,546		2,060
Comfort Systems USA Inc		3,296		331
Costamare Inc		18,535		209
CRA International Inc		5,898		539
Daseke Inc *		46,080		279
Ducommun Inc *		3,678		162
Dycom Industries Inc *		3,052		342
Eagle Bulk Shipping Inc		3,670		159
EMCOR Group Inc		6,439		766
Enerpac Tool Group Corp, Cl A		17,755		344
Ennis Inc		10,588		225
Enovix Corp *		10,724		237
EnPro Industries Inc		9,185		832
First Advantage Corp *		30,147		417
Fluence Energy Inc, Cl A *		13,669		273
Forrester Research Inc *		8,826		367
Forward Air Corp		4,612		448
Franklin Covey Co *		11,502		547
Gates Industrial Corp PLC *		43,193		463
Genco Shipping & Trading Ltd		15,640		214
GFL Environmental Inc		23,801		669
Global Industrial Co		9,355		281
Griffon Corp		9,920		311


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Harsco Corp *		27,767	$	157
Heartland Express Inc		25,715		390
Heidrick & Struggles International Inc		7,773		221
Heritage-Crystal Clean Inc *		34,699		1,130
Hexcel Corp		11,584		680
Hillenbrand Inc		12,974		541
Hudson Technologies Inc *		117,327		974
Huntington Ingalls Industries Inc		2,809		647
Huron Consulting Group Inc *		29,098		1,947
Infrastructure and Energy Alternatives Inc *		36,168		514
Insperity Inc		7,165		781
Insteel Industries Inc		13,937		403
Interface Inc, Cl A		9,970		111
ITT Inc		13,138		953
John Bean Technologies Corp		1,681		174
Kadant Inc		743		133
KBR Inc		4,021		194
Kelly Services Inc, Cl A		18,929		305
Kennametal Inc		10,738		252
Kimball International Inc, Cl B		25,625		196
Kirby Corp *		4,483		301
Korn Ferry		14,753		899
Landstar System Inc		4,293		630
Legalzoom.com Inc *		18,959		195
ManTech International Corp/VA, Cl A		2,399		230
Marten Transport Ltd		12,768		253
Masonite International Corp *		8,654		708
Matson Inc		4,832		356
Matthews International Corp, Cl A		16,074		402
Miller Industries Inc/TN		1,041		24
Mueller Industries Inc		4,480		283
Nordson Corp		2,525		574
NOW Inc *		23,904		290
PAM Transportation Services Inc *		655		19
Park Aerospace Corp		7,022		81
Quanex Building Products Corp		18,306		408
Radiant Logistics Inc *		60,673		425
RBC Bearings Inc *		1,208		291
Regal Rexnord Corp		11,659		1,604
Resources Connection Inc		33,566		656
Ritchie Bros Auctioneers Inc		8,810		611
Rocket Lab USA Inc *		29,103		160
Safe Bulkers Inc		126,600		404
Snap-on Inc		2,936		639
SP Plus Corp *		24,885		825
Standex International Corp		14,245		1,288
Sterling Infrastructure Inc *		10,304		261
SunPower Corp, Cl A *(A)		11,497		276
Tennant Co		4,503		272
Terex Corp		16,484		548
Tetra Tech Inc		5,082		690
Titan Machinery Inc *		13,611		419


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TPI Composites Inc *		7,700	$	143
TriNet Group Inc *		4,106		338
TrueBlue Inc *		27,415		563
UFP Industries Inc		11,186		888
UniFirst Corp/MA		2,904		523
Universal Logistics Holdings Inc		4,110		150
V2X Inc *		6,282		218
Valmont Industries Inc		3,807		1,054
WESCO International Inc *		3,605		475

				55,300
Information Technology — 12.1%
8x8 Inc *		101,630		530
A10 Networks Inc		17,950		250
Actua Corp *(B)		39,640		—
ADTRAN Holdings Inc		13,441		312
Aehr Test Systems *		18,212		265
Agilysys Inc *		5,607		290
Alkami Technology Inc *(A)		45,602		661
Allegro MicroSystems Inc *		10,275		240
Alpha & Omega Semiconductor Ltd *		7,210		279
Amdocs Ltd		3,315		283
Asure Software Inc *		27,098		147
AudioCodes Ltd		22,191		494
Aviat Networks Inc *		7,300		228
AvidXchange Holdings Inc *		8,760		68
Axcelis Technologies Inc *		4,050		271
AXT Inc *		55,851		480
Belden Inc		15,246		998
Broadridge Financial Solutions Inc		3,851		659
Calix Inc *		5,788		341
Cantaloupe Inc *		17,840		114
Cass Information Systems Inc		5,440		200
ChannelAdvisor Corp *		18,229		275
Clearfield Inc *		4,878		566
Cognex Corp		8,316		350
Consensus Cloud Solutions Inc *		5,151		259
CTS Corp		9,738		412
Diebold Nixdorf Inc *		33,279		116
Digi International Inc *		12,899		427
eGain Corp *		36,372		335
Entegris Inc		3,580		340
ExlService Holdings Inc *		7,798		1,308
Extreme Networks Inc *		22,674		325
Fabrinet *		3,181		327
ForgeRock Inc, Cl A *		5,494		94
Gitlab Inc, Cl A		4,960		297
Grid Dynamics Holdings Inc *		15,150		306
Hackett Group Inc/The		23,006		472
Harmonic Inc *		102,243		1,151
I3 Verticals Inc, Cl A *		4,132		97
Impinj Inc *		3,270		292


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
International Money Express Inc *		51,490	$	1,153
Jack Henry & Associates Inc		3,535		679
KnowBe4 Inc, Cl A *		7,842		151
Kulicke & Soffa Industries Inc		14,299		601
Littelfuse Inc		2,746		651
Lumentum Holdings Inc *		13,639		1,140
MACOM Technology Solutions Holdings Inc *		7,706		425
Mirion Technologies *		31,530		239
Mitek Systems Inc *		7,137		73
Model N Inc *		4,721		141
Momentive Global Inc *		36,881		261
Monday.com Ltd *		1,254		143
Napco Security Technologies Inc *		9,089		270
PC Connection Inc		9,900		492
Photronics Inc *		152,693		2,565
Ping Identity Holding Corp *		9,024		254
Power Integrations Inc		9,028		646
Qualys Inc *		2,389		363
Rackspace Technology Inc *(A)		48,364		216
Sanmina Corp *		6,893		334
ScanSource Inc *		2,580		75
Silicon Motion Technology Corp ADR		16,752		1,292
SMART Global Holdings Inc *		7,092		130
Sumo Logic Inc *		9,302		82
Super Micro Computer Inc *		45,063		2,933
TTEC Holdings Inc		8,870		464
TTM Technologies Inc *		18,162		286
Universal Display Corp		4,861		543
Upland Software Inc *		14,021		147
Veeco Instruments Inc *		7,595		161
Vertex Inc, Cl A *		15,001		205
Viant Technology Inc, Cl A *		14,228		64
Viavi Solutions Inc *		73,439		1,034
Vishay Intertechnology Inc		36,800		724
Vishay Precision Group Inc *		15,400		528

				34,324
Materials — 4.9%
Alamos Gold Inc, Cl A		38,476		277
American Vanguard Corp		6,240		124
Aspen Aerogels Inc *		22,480		292
ATI Inc *		8,642		259
Axalta Coating Systems Ltd *		23,798		613
Cabot Corp		10,790		776
Century Aluminum Co *		26,780		207
Chase Corp		3,206		283
Commercial Metals Co		44,782		1,814
Element Solutions Inc		28,820		538
Graphic Packaging Holding Co		9,964		222
Hawkins Inc		2,470		95
Haynes International Inc		3,740		148


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ingevity Corp *		10,084	$	707
Innospec Inc		5,127		479
Kronos Worldwide Inc		22,098		285
Livent Corp *		50,160		1,614
Materion Corp		3,242		280
O-I Glass Inc, Cl I *		69,886		909
Olympic Steel Inc		6,808		179
Quaker Chemical Corp		2,841		495
Ranpak Holdings Corp, Cl A *		42,095		223
Rayonier Advanced Materials Inc *		31,440		142
Reliance Steel & Aluminum Co		4,916		924
Ryerson Holding Corp		16,520		471
Silgan Holdings Inc		8,053		367
SunCoke Energy Inc		72,060		475
Tredegar Corp		9,790		100
Valvoline Inc		24,364		708

				14,006
Real Estate — 2.3%
Ashford Hospitality Trust Inc *^‡		11,720		108
Corporate Office Properties Trust ^‡		27,499		710
Douglas Elliman Inc		62,001		286
eXp World Holdings Inc (A)		33,334		431
Farmland Partners Inc ^‡		14,137		205
Forestar Group Inc *		22,477		280
Kennedy-Wilson Holdings Inc		35,733		627
National Storage Affiliates Trust ^‡		19,759		998
Newmark Group Inc, Cl A		66,236		679
NexPoint Residential Trust Inc ^‡		9,091		480
RMR Group Inc/The, Cl A		4,390		114
STAG Industrial Inc ^‡		31,970		985
Terreno Realty Corp ^‡		7,410		452
Urstadt Biddle Properties Inc, Cl A ^‡		5,180		87

				6,442
Utilities — 1.8%
Algonquin Power & Utilities Corp		53,630		735
Black Hills Corp		10,049		758
Clearway Energy Inc, Cl C		8,771		325
IDACORP Inc		8,088		884
Portland General Electric Co		27,765		1,435
Pure Cycle Corp *		15,817		163
Spire Inc		7,308		511
Unitil Corp		1,384		72
Via Renewables Inc, Cl A (A)		18,248		156

				5,039
Total Common Stock
(Cost $241,442) ($ Thousands)				277,792


Description	Shares		Market Value ($ Thousands)
EXCHANGE TRADED FUND — 0.4%

iShares Russell 2000 Value ETF		6,986	$	1,011



Total Exchange Traded Fund
(Cost $1,081) ($ Thousands)				1,011



AFFILIATED PARTNERSHIP — 2.0%
SEI Liquidity Fund, LP
2.260% **^†(C)		5,650,003		5,650


Total Affiliated Partnership
(Cost $5,649) ($ Thousands)				5,650



CASH EQUIVALENT — 2.2%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		6,403,831		6,404

Total Cash Equivalent
(Cost $6,404) ($ Thousands)				6,404


Total Investments in Securities — 102.1%
(Cost $254,576) ($ Thousands)			$	290,857

	Percentages are based on Net Assets of $284,771 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $5,395 ($ 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 August 31, 2022 was $5,650 ($ Thousands).

ADR — American Depositary Receipt

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 August 31, 2022, in valuing the Fund's investments carried at value ($ Thousands):

Investments in Securities

Level 1
($)

Level 2
($)

Level 3⁽¹⁾
($)

Total
($)

Common Stock

277,792

–

277,792

Exchange Traded Fund

1,011

–

1,011

Affiliated Partnership

–

5,650

–

5,650

Cash Equivalent

6,404

–

6,404

Total Investments in Securities

285,207

5,650

–

290,857

(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 net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

^ Security market value less than $500.

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.8%

Communication Services — 4.6%
AMC Networks Inc, Cl A *		22,800	$	611
Audacy Inc, Cl A *		173,700		96
Cable One Inc		2,501		2,839
Cargurus Inc, Cl A *		21,237		397
Cars.com Inc *		51,100		651
Cogent Communications Holdings Inc		46,510		2,477
Gogo Inc *		57,751		858
Gray Television Inc		30,800		588
John Wiley & Sons Inc, Cl A		75,284		3,465
Lumen Technologies Inc		112,300		1,118
Nexstar Media Group Inc, Cl A		71,130		13,609
Shutterstock Inc		43,680		2,420
Sinclair Broadcast Group Inc, Cl A		32,666		722
Starry Group Holdings Inc, Cl A *(A)		24,243		54
Thryv Holdings Inc *		34,523		883
Yelp Inc, Cl A *		22,469		768
Ziff Davis Inc *		88,235		6,819
ZipRecruiter Inc, Cl A *		71,796		1,198

				39,573
Consumer Discretionary — 10.6%
2U Inc *		19,570		139
Aaron's Co Inc/The		129,992		1,547
Abercrombie & Fitch Co, Cl A *		21,700		312
Advance Auto Parts Inc		15,724		2,652
American Axle & Manufacturing Holdings Inc *		90,600		938
Asbury Automotive Group Inc *		5,640		984
Big Lots Inc		25,800		530
Bluegreen Vacations Holding Corp, Cl A		30,900		644
Boot Barn Holdings Inc *		15,555		1,036
BorgWarner Inc		34,400		1,297
Brunswick Corp/DE		42,650		3,186
Canada Goose Holdings Inc *		23,358		421
Carter's Inc		17,317		1,279
Chegg Inc *		41,646		820
Churchill Downs Inc		21,308		4,200
Dave & Buster's Entertainment Inc *		24,855		1,027
Dick's Sporting Goods Inc		13,800		1,468
Domino's Pizza Inc		6,962		2,589
Ethan Allen Interiors Inc		29,100		692
Everi Holdings Inc *		37,070		686
Farfetch Ltd, Cl A *		53,473		536
Floor & Decor Holdings Inc, Cl A *		4,128		336
Foot Locker Inc		37,100		1,367
Fox Factory Holding Corp *		21,595		2,013
Frontdoor Inc *		80,009		1,879
Gentherm Inc *		12,680		760
G-III Apparel Group Ltd *		36,850		776
Goodyear Tire & Rubber Co/The *		71,642		1,005
Grand Canyon Education Inc *		9,986		813


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Group 1 Automotive Inc		8,900	$	1,589
Hanesbrands Inc		66,215		577
Harley-Davidson Inc		42,300		1,632
Haverty Furniture Cos Inc		38,200		1,025
Helen of Troy Ltd *		11,106		1,373
Kohl's Corp		24,700		702
Lear Corp		5,400		749
Leslie's Inc *		141,638		2,008
Lithia Motors Inc, Cl A		15,962		4,237
Lovesac Co/The *		19,010		586
Macy's Inc		33,400		578
MarineMax Inc *		19,894		723
Mohawk Industries Inc *		7,800		861
Monro Inc		55,626		2,576
Murphy USA Inc		3,190		926
ODP Corp/The *		35,698		1,276
Ollie's Bargain Outlet Holdings Inc *		16,850		932
Oxford Industries Inc		10,477		1,118
Patrick Industries Inc		12,479		661
Perdoceo Education Corp *		45,800		530
Polaris Inc		3,189		361
Pool Corp		6,659		2,259
PulteGroup Inc		35,200		1,431
PVH Corp		11,100		624
Qurate Retail Inc *		68,700		213
Rent-A-Center Inc/TX, Cl A		17,000		439
Ruth's Hospitality Group Inc		47,045		857
Sally Beauty Holdings Inc *		147,303		2,192
Skechers USA Inc, Cl A *		39,704		1,501
Skyline Champion Corp *		16,620		942
Sonic Automotive Inc, Cl A		20,900		1,112
Sportradar Holding AG, Cl A *(A)		43,406		477
Target Hospitality Corp *		70,000		930
Taylor Morrison Home Corp, Cl A *		29,056		730
Toll Brothers Inc		39,300		1,721
Travel + Leisure Co		62,010		2,629
TravelCenters of America Inc *		24,275		1,313
Under Armour Inc, Cl C *		64,436		489
Victoria's Secret & Co *		74,949		2,506
Visteon Corp *		7,035		843
Whirlpool Corp		14,400		2,255
Wingstop Inc		25,945		2,954
Winnebago Industries Inc		11,200		645
Wyndham Hotels & Resorts Inc		19,350		1,264

				91,278
Consumer Staples — 4.2%
Beauty Health Co/The *		42,370		491
BJ's Wholesale Club Holdings Inc *		51,290		3,821
Casey's General Stores Inc		14,824		3,169
Central Garden & Pet Co, Cl A *		20,200		763
Chefs' Warehouse Inc/The *		22,780		759


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Energizer Holdings Inc		21,000	$	590
Ingles Markets Inc, Cl A		16,300		1,427
Ingredion Inc		19,400		1,689
Inter Parfums Inc		34,563		2,714
J M Smucker Co/The		5,100		714
Molson Coors Beverage Co, Cl B		44,100		2,279
Performance Food Group Co *		17,613		880
Simply Good Foods Co/The *		21,546		658
SpartanNash Co		47,033		1,431
Spectrum Brands Holdings Inc		50,745		3,196
Sprouts Farmers Market Inc *		40,400		1,168
TreeHouse Foods Inc *		108,275		5,046
United Natural Foods Inc *		91,437		4,031
Universal Corp/VA		7,000		357
Weis Markets Inc		8,600		668

				35,851
Energy — 5.7%
APA Corp		30,500		1,193
Cactus Inc, Cl A		35,735		1,428
Centennial Resource Development Inc/DE, Cl A *		110,883		912
Chord Energy Corp		36,842		5,215
Civitas Resources Inc		49,490		3,325
CNX Resources Corp *		31,900		564
Coterra Energy Inc, Cl A		95,532		2,953
CVR Energy Inc		26,950		880
Diamondback Energy Inc		27,444		3,658
DT Midstream Inc		63,948		3,531
Earthstone Energy Inc, Cl A *		72,124		1,096
HF Sinclair Corp		52,100		2,742
Magnolia Oil & Gas Corp, Cl A		179,961		4,296
Marathon Oil Corp		79,900		2,044
Matador Resources Co		61,004		3,636
Northern Oil and Gas Inc		110,377		3,492
PBF Energy Inc, Cl A *		32,161		1,099
PDC Energy Inc		19,400		1,317
ProFrac Holding Corp, Cl A *		63,715		1,254
Ranger Oil Corp, Cl A		26,331		1,027
Viper Energy Partners LP		77,329		2,360
World Fuel Services Corp		26,900		694

				48,716
Financials — 15.0%
Affiliated Managers Group Inc		5,900		751
AG Mortgage Investment Trust Inc (A)		20,500		131
Ally Financial Inc		40,300		1,338
American Equity Investment Life Holding Co		22,992		874
American Financial Group Inc/OH		7,500		958
Ameris Bancorp		19,778		923
Annaly Capital Management Inc ^‡		82,200		530
Ares Capital Corp		35,700		701
Associated Banc-Corp		97,793		1,960


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Banco Latinoamericano de Comercio Exterior SA, Cl E		30,600	$	447
Bank OZK		85,760		3,476
Banner Corp		15,519		943
BGC Partners Inc, Cl A		588,994		2,368
Blucora Inc *		44,319		890
Cathay General Bancorp		22,960		963
Chimera Investment Corp ^‡		61,200		520
Citizens Financial Group Inc		40,500		1,486
CNA Financial Corp		29,500		1,135
CNO Financial Group Inc		79,400		1,462
Cohen & Steers Inc		38,405		2,741
Columbia Banking System Inc		93,589		2,803
Compass Diversified Holdings		35,639		743
Dime Community Bancshares Inc		20,570		643
Donnelley Financial Solutions Inc *		19,300		819
Enova International Inc *		23,543		823
Enterprise Financial Services Corp		20,664		945
Equitable Holdings Inc		37,000		1,101
Essent Group Ltd		17,600		704
Evercore Inc, Cl A		12,369		1,159
Everest Re Group Ltd		3,500		942
FactSet Research Systems Inc		7,044		3,052
Federal Agricultural Mortgage Corp, Cl C		5,750		628
Fifth Third Bancorp		23,500		803
First American Financial Corp		31,700		1,696
First Busey Corp		27,700		637
First Financial Bancorp		39,189		846
First Financial Bankshares Inc		61,037		2,595
First Horizon Corp		32,700		740
First Merchants Corp		68,015		2,708
Flushing Financial Corp		32,133		664
FNB Corp/PA		81,000		966
FS KKR Capital Corp		35,800		773
Fulton Financial Corp		107,634		1,747
Globe Life Inc		24,397		2,371
Green Dot Corp, Cl A *		32,051		650
Hamilton Lane Inc, Cl A		60,523		4,211
Hancock Whitney Corp		15,300		738
Hanmi Financial Corp		100,498		2,484
Hannon Armstrong Sustainable Infrastructure Capital Inc		21,411		846
Heartland Financial USA Inc		19,637		877
Home BancShares Inc/AR		154,000		3,624
HomeStreet Inc		25,800		898
Hope Bancorp Inc		54,077		782
KeyCorp		49,300		872
Kinsale Capital Group Inc		23,937		6,070
KKR Real Estate Finance Trust Inc		47,436		914
Lazard Ltd, Cl A (A)		24,100		876
Lincoln National Corp		14,100		649
LPL Financial Holdings Inc		4,103		908


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MFA Financial Inc		46,450	$	508
MGIC Investment Corp		81,200		1,160
Morningstar Inc		10,420		2,376
Navient Corp		65,200		1,003
Oaktree Specialty Lending Corp		218,200		1,510
OFG Bancorp		42,300		1,150
Pacific Premier Bancorp Inc		60,082		1,968
PacWest Bancorp		192,424		5,067
Popular Inc		62,391		4,818
Prosperity Bancshares Inc		42,030		2,979
Provident Financial Services Inc		41,380		961
Radian Group Inc		40,700		859
Regions Financial Corp		63,600		1,378
Reinsurance Group of America Inc, Cl A		6,400		802
Rithm Capital Corp ^‡		85,300		804
RLI Corp		8,973		985
S&T Bancorp Inc		30,590		907
Starwood Property Trust Inc ^‡		185,806		4,261
Stifel Financial Corp		19,710		1,169
Synovus Financial Corp		19,300		775
Towne Bank/Portsmouth VA		28,440		810
UMB Financial Corp		9,497		850
Umpqua Holdings Corp		47,600		844
United Community Banks Inc/GA		69,315		2,324
Universal Insurance Holdings Inc		27,000		322
Unum Group		39,000		1,476
Victory Capital Holdings Inc, Cl A		22,000		589
Voya Financial Inc		13,600		837
Washington Federal Inc		26,434		846
WisdomTree Investments Inc		150,896		756
Zions Bancorp NA		44,500		2,449

				128,447
Health Care — 13.8%
Acadia Healthcare Co Inc *		60,740		4,976
Agios Pharmaceuticals Inc *		16,548		422
Alkermes PLC *		31,380		743
Allscripts Healthcare Solutions Inc *		52,105		886
AMN Healthcare Services Inc *		15,739		1,615
Amphastar Pharmaceuticals Inc *		26,015		770
ANI Pharmaceuticals Inc *		30,254		1,116
Apellis Pharmaceuticals Inc *		11,490		695
Arvinas Inc *		8,943		379
Axogen Inc *		43,882		411
Axonics Inc *		13,045		942
C4 Therapeutics Inc *		49,874		503
CareDx Inc *		32,801		643
Catalyst Pharmaceuticals Inc *		168,728		2,285
Certara Inc *		40,713		638
Chemed Corp		7,502		3,572
Cooper Cos Inc/The		2,204		634
DaVita Inc *		18,300		1,561


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Denali Therapeutics Inc *		25,900	$	717
Doximity Inc, Cl A *		3,458		115
Dynavax Technologies Corp, Cl A *		69,948		802
Encompass Health Corp		47,909		2,327
Enovis Corp *		47,282		2,395
Ensign Group Inc/The		98,762		8,424
Evolent Health Inc, Cl A *		102,449		3,765
Exelixis Inc *		48,584		862
Haemonetics Corp *		12,338		926
Halozyme Therapeutics Inc *		67,875		2,765
HealthEquity Inc *		19,395		1,282
Henry Schein Inc *		12,582		924
Heron Therapeutics Inc *		62,156		254
Hologic Inc *		11,872		802
Innoviva Inc *		89,300		1,175
Inspire Medical Systems Inc *		11,697		2,240
Intercept Pharmaceuticals Inc *(A)		54,250		942
Ironwood Pharmaceuticals Inc, Cl A *		97,700		1,051
Jazz Pharmaceuticals PLC *		13,000		2,018
Lantheus Holdings Inc *		77,575		6,113
Legend Biotech Corp ADR *		8,857		412
LeMaitre Vascular Inc		69,842		3,449
Ligand Pharmaceuticals Inc *		9,100		841
LivaNova PLC *		25,334		1,425
Merit Medical Systems Inc *		23,118		1,369
Mirati Therapeutics Inc *		1,851		150
Mirum Pharmaceuticals Inc *		35,278		881
ModivCare Inc *		8,673		939
Nevro Corp *		12,210		553
Nurix Therapeutics Inc *		52,000		818
Omnicell Inc *		29,099		2,977
Option Care Health Inc *		103,095		3,192
Patterson Cos Inc		27,546		768
Pediatrix Medical Group Inc *		30,193		538
Prestige Consumer Healthcare Inc *		46,447		2,349
Quest Diagnostics Inc		32,409		4,061
QuidelOrtho Corp *		20,266		1,606
Relay Therapeutics Inc *		23,165		532
Repligen Corp *		8,557		1,877
Select Medical Holdings Corp		34,800		892
Shockwave Medical Inc *		11,080		3,289
Simulations Plus Inc		14,961		898
Sotera Health Co *		50,780		859
SpringWorks Therapeutics Inc *		27,437		762
STERIS PLC		29,651		5,971
Stevanato Group SpA		23,706		394
Supernus Pharmaceuticals Inc *		28,476		975
Syneos Health Inc, Cl A *		70,303		4,226
Teleflex Inc		2,564		580
Twist Bioscience Corp *		16,299		654
United Therapeutics Corp *		16,330		3,701
Universal Health Services Inc, Cl B		13,600		1,331


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
US Physical Therapy Inc		20,395	$	1,685
Veracyte Inc *		30,017		612
Xencor Inc *		34,613		913

				119,169
Industrials — 17.5%
ABM Industries Inc		69,422		3,221
Acuity Brands Inc		7,400		1,213
ACV Auctions Inc, Cl A *		128,882		1,097
AGCO Corp		22,900		2,489
Air Lease Corp, Cl A		73,273		2,664
Alaska Air Group Inc *		16,500		719
Alight Inc *		161,689		1,274
Allison Transmission Holdings Inc, Cl A		131,528		4,769
Apogee Enterprises Inc		52,492		2,144
ArcBest Corp		24,810		1,998
Atkore Inc *		30,258		2,554
Atlas Air Worldwide Holdings Inc *		3,300		330
Beacon Roofing Supply Inc *		13,885		762
BlueLinx Holdings Inc *		9,414		660
Boise Cascade Co		13,497		841
Booz Allen Hamilton Holding Corp, Cl A		28,976		2,773
BWX Technologies Inc		110,630		5,767
Carlisle Cos Inc		10,114		2,990
CH Robinson Worldwide Inc		9,803		1,119
Chart Industries Inc *		18,772		3,639
Cimpress PLC *		13,853		465
Clean Harbors Inc *		4,426		520
CoreCivic Inc *^‡		62,100		592
Crane Holdings Co		8,900		840
Deluxe Corp		26,200		504
EMCOR Group Inc		8,262		983
Ennis Inc		45,100		958
Esab Corp		44,865		1,843
Exponent Inc		40,538		3,805
Federal Signal Corp		30,040		1,198
Forward Air Corp		12,931		1,255
FTI Consulting Inc *		24,390		3,917
GATX Corp		10,072		973
Generac Holdings Inc *		9,193		2,026
GFL Environmental Inc		104,828		2,946
GMS Inc *		16,839		812
GXO Logistics Inc *		60,972		2,706
Heartland Express Inc		72,401		1,097
Hillenbrand Inc		23,200		967
Hub Group Inc, Cl A *		12,114		967
Huntington Ingalls Industries Inc		15,540		3,578
IAA Inc *		53,090		1,978
ICF International Inc		9,072		921
Insperity Inc		31,545		3,439
Interface Inc, Cl A		60,500		676
John Bean Technologies Corp		11,956		1,235


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kaman Corp		41,242	$	1,308
KAR Auction Services Inc *		209,007		3,051
Kirby Corp *		14,625		981
Korn Ferry		12,819		781
Landstar System Inc		18,859		2,765
Lindsay Corp		6,145		985
ManpowerGroup Inc		14,300		1,048
ManTech International Corp/VA, Cl A		10,558		1,013
Marten Transport Ltd		51,816		1,026
Matson Inc		17,755		1,308
Mercury Systems Inc *		36,160		1,740
Middleby Corp/The *		8,503		1,223
MSC Industrial Direct Co Inc, Cl A		9,800		776
Nordson Corp		11,078		2,517
NOW Inc *		82,180		996
NV5 Global Inc *		15,920		2,241
Owens Corning		18,500		1,512
PGT Innovations Inc *		39,806		833
Quad/Graphics Inc, Cl A *		86,600		274
Quanex Building Products Corp		71,546		1,595
Ritchie Bros Auctioneers Inc		32,046		2,222
Rocket Lab USA Inc *		77,025		424
Rush Enterprises Inc, Cl A		18,725		881
Ryder System Inc		15,400		1,177
Saia Inc *		3,999		827
Sensata Technologies Holding PLC		53,771		2,166
SkyWest Inc *		49,781		1,060
Snap-on Inc		20,323		4,428
Standex International Corp		28,153		2,545
Sterling Check Corp *		24,847		529
Tennant Co		16,127		973
Tetra Tech Inc		22,350		3,035
Timken Co/The		12,700		800
Titan Machinery Inc *		34,195		1,053
Toro Co/The		4,504		374
TriNet Group Inc *		15,297		1,260
Triton International Ltd		42,600		2,539
UFP Industries Inc		40,697		3,231
UniFirst Corp/MA		12,791		2,306
V2X Inc *		12,800		444
WillScot Mobile Mini Holdings Corp, Cl A *		87,520		3,513
Woodward Inc		3,940		367
XPO Logistics Inc *		32,267		1,691

				150,042
Information Technology — 12.6%
8x8 Inc *		104,713		546
ACI Worldwide Inc *		163,498		3,875
Amdocs Ltd		13,500		1,154
Amkor Technology Inc		104,400		2,102
Arrow Electronics Inc *		18,900		1,981
AudioCodes Ltd		97,463		2,169


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Avalara Inc *		24,020	$	2,200
Belden Inc		17,576		1,151
Benchmark Electronics Inc		36,976		1,015
Broadridge Financial Solutions Inc		16,836		2,882
Cirrus Logic Inc *		10,700		821
Clearfield Inc *		19,222		2,232
Cognex Corp		35,062		1,476
Consensus Cloud Solutions Inc *		10,421		525
CTS Corp		27,073		1,146
Diodes Inc *		10,433		743
DocuSign Inc, Cl A *		7,471		435
Dynatrace Inc *		13,343		509
Ebix Inc (A)		16,200		422
Endava PLC ADR *		15,025		1,518
Entegris Inc		15,139		1,436
Euronet Worldwide Inc *		31,117		2,759
ExlService Holdings Inc *		6,364		1,067
GLOBALFOUNDRIES Inc *(A)		28,511		1,706
Grid Dynamics Holdings Inc *		49,381		998
I3 Verticals Inc, Cl A *		35,814		837
International Money Express Inc *		37,163		832
Jabil Inc		42,700		2,575
Jack Henry & Associates Inc		15,510		2,981
KnowBe4 Inc, Cl A *		77,655		1,493
Kulicke & Soffa Industries Inc		62,756		2,638
Littelfuse Inc		12,083		2,866
MACOM Technology Solutions Holdings Inc *		14,895		821
Mandiant Inc *		21,856		500
Momentive Global Inc *		131,363		931
Monday.com Ltd *		4,171		474
N-able Inc *		111,452		1,110
NCR Corp *		16,200		503
Nova Ltd *		21,190		2,105
Novanta Inc *		13,330		1,782
Okta Inc, Cl A *		4,503		412
ON Semiconductor Corp *		29,676		2,041
Onto Innovation Inc *		11,697		830
Power Integrations Inc		39,822		2,848
Progress Software Corp		20,483		986
Qualys Inc *		6,191		940
Rambus Inc *		34,098		879
Sanmina Corp *		43,396		2,106
Seagate Technology Holdings PLC		27,000		1,808
Silicon Motion Technology Corp ADR		26,488		2,042
Smartsheet Inc, Cl A *		21,663		721
Sprout Social Inc, Cl A *		25,211		1,514
SPS Commerce Inc *		31,977		3,905
Sumo Logic Inc *		42,594		374
Super Micro Computer Inc *		17,779		1,157
TD SYNNEX Corp		7,400		712
Teledyne Technologies Inc *		4,248		1,565


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tenable Holdings Inc *		50,101	$	1,984
Trimble Inc *		28,384		1,795
TTEC Holdings Inc		39,001		2,042
TTM Technologies Inc *		68,500		1,077
Ultra Clean Holdings Inc *		16,600		486
Universal Display Corp		21,332		2,383
Verint Systems Inc *		181,878		8,819
Verra Mobility Corp, Cl A *		62,324		993
Viavi Solutions Inc *		108,390		1,526
Vishay Intertechnology Inc		81,612		1,605
Western Union Co/The		32,400		480
Xerox Holdings Corp		43,900		730
Zendesk Inc *		17,953		1,378

				109,454
Materials — 5.7%
Ashland Inc		39,755		4,045
Axalta Coating Systems Ltd *		141,498		3,644
Berry Global Group Inc *		26,700		1,451
Celanese Corp, Cl A		16,000		1,774
Chemours Co/The		26,400		891
Commercial Metals Co		27,817		1,127
Eastman Chemical Co		9,800		892
Ecovyst Inc *		86,059		795
Element Solutions Inc		126,873		2,369
FMC Corp		25,122		2,715
Graphic Packaging Holding Co		32,853		732
Greif Inc, Cl A		13,390		898
Huntsman Corp		48,000		1,345
Livent Corp *		35,402		1,139
Mativ Holdings Inc		22,500		531
Mercer International Inc		55,070		893
Mosaic Co/The		34,700		1,869
O-I Glass Inc, Cl I *		54,500		709
Packaging Corp of America		7,700		1,054
Quaker Chemical Corp		12,520		2,183
Reliance Steel & Aluminum Co		29,182		5,486
Silgan Holdings Inc		176,861		8,056
Steel Dynamics Inc		13,000		1,049
Trinseo PLC		14,600		387
Tronox Holdings PLC		74,237		1,086
Westrock Co		49,900		2,025

				49,145
Real Estate — 5.3%
Apple Hospitality REIT Inc ^‡		179,005		2,848
Armada Hoffler Properties Inc ^‡		64,965		853
Brandywine Realty Trust ^‡		80,600		647
Brixmor Property Group Inc ^‡		45,100		969
City Office REIT Inc ^‡		72,700		840
CTO Realty Growth Inc ^‡		36,630		773
DiamondRock Hospitality Co ^‡		90,120		787
eXp World Holdings Inc (A)		146,120		1,889


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Franklin Street Properties Corp ^‡		107,000	$	301
Gaming and Leisure Properties Inc ^‡		129,141		6,234
Howard Hughes Corp/The *		22,425		1,427
Independence Realty Trust Inc ^‡		40,644		790
Industrial Logistics Properties Trust ^‡		35,900		269
Iron Mountain Inc ^‡		13,800		726
Kennedy-Wilson Holdings Inc		151,175		2,654
Kite Realty Group Trust ^‡		29,900		579
Medical Properties Trust Inc ^‡		312,101		4,560
National Health Investors Inc ^‡		9,600		629
National Storage Affiliates Trust ^‡		14,870		751
Newmark Group Inc, Cl A		180,962		1,855
NexPoint Residential Trust Inc ^‡		40,139		2,120
Office Properties Income Trust ^‡		45,400		798
Omega Healthcare Investors Inc ^‡		29,900		976
Pebblebrook Hotel Trust ^‡		35,381		623
Piedmont Office Realty Trust Inc, Cl A ^‡		55,300		651
PotlatchDeltic Corp ^‡		16,883		784
RPT Realty ^‡		65,300		629
Sabra Health Care REIT Inc ^‡		65,200		976
Service Properties Trust ^‡		48,500		332
SITE Centers Corp ^‡		60,440		783
Sunstone Hotel Investors Inc ^‡		80,522		877
Tanger Factory Outlet Centers Inc ^‡		124,563		1,921
Terreno Realty Corp ^‡		32,608		1,989
Uniti Group Inc ^‡		71,260		669
Xenia Hotels & Resorts Inc *^‡		48,033		762

				45,271
Utilities — 1.8%
Algonquin Power & Utilities Corp		235,965		3,235
Black Hills Corp		11,597		875
National Fuel Gas Co		18,800		1,340
New Jersey Resources Corp		20,265		895
NRG Energy Inc		59,700		2,464
Otter Tail Corp		18,549		1,401
Portland General Electric Co		17,246		891
Spire Inc		11,905		832
UGI Corp		22,900		905
Vistra Corp		104,200		2,579

				15,417
Total Common Stock
(Cost $737,011) ($ Thousands)				832,363


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 1.0%
SEI Liquidity Fund, LP
2.260% **^†(B)		8,661,519	$	8,654


Total Affiliated Partnership
(Cost $8,661) ($ Thousands)				8,654



CASH EQUIVALENT — 2.6%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		22,799,325		22,799

Total Cash Equivalent
(Cost $22,799) ($ Thousands)				22,799


Total Investments in Securities — 100.4%
(Cost $768,471) ($ Thousands)			$	863,816

	Percentages are based on Net Assets of $860,379 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $5,663 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $8,654 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

LP — Limited Partnership

Ltd. — Limited

PLC — Public Limited Company

REIT — Real Estate Investment Trust

The following is a summary of the level of inputs used as of August 31, 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

832,363

–

832,363

Affiliated Partnership

–

8,654

–

8,654

Cash Equivalent

22,799

–

22,799

Total Investments in Securities

855,162

8,654

–

863,816

For information on 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 Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


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

Communication Services — 9.1%
Alphabet Inc, Cl A *		133,336	$	14,430
Alphabet Inc, Cl C *		154,561		16,870
Altice USA Inc, Cl A *		117,290		1,173
AT&T Inc		441,899		7,751
Cars.com Inc *		44,203		564
Clear Channel Outdoor Holdings Inc, Cl A *		85,786		137
Comcast Corp, Cl A		236,046		8,542
EchoStar Corp, Cl A *		23,670		436
Gogo Inc *		18,102		269
Interpublic Group of Cos Inc/The		64,441		1,781
John Wiley & Sons Inc, Cl A		1,114		51
Lumen Technologies Inc		103,978		1,036
Meta Platforms Inc, Cl A *		57,259		9,329
News Corp, Cl A		44,303		750
Omnicom Group Inc		59,014		3,948
Playtika Holding Corp *		64,480		679
Scholastic Corp		10,467		480
Shutterstock Inc		14,953		828
Sinclair Broadcast Group Inc, Cl A		27,973		618
Sirius XM Holdings Inc		46,276		282
Verizon Communications Inc		189,418		7,920
Walt Disney Co/The *		639		72
Ziff Davis Inc *		31,535		2,437

				80,383
Consumer Discretionary — 9.2%
Aaron's Co Inc/The		19,329		230
Academy Sports & Outdoors Inc		14,298		616
Amazon.com Inc *		87,544		11,098
AutoNation Inc *		4,722		588
AutoZone Inc *		1,610		3,412
Bath & Body Works Inc		162,960		6,083
Big 5 Sporting Goods Corp		13,360		164
Boyd Gaming Corp		18,577		1,011
Chico's FAS Inc *		32,206		183
Choice Hotels International Inc		1,329		152
Dollar Tree Inc *		328		45
Domino's Pizza Inc		2,030		755
eBay Inc		110,252		4,865
Ethan Allen Interiors Inc		14,151		336
Ford Motor Co		50,767		774
Genuine Parts Co		13,855		2,162
Goodyear Tire & Rubber Co/The *		62,547		878
GoPro Inc, Cl A *		53,028		323
Graham Holdings Co, Cl B		2,480		1,402
Grand Canyon Education Inc *		2,523		205
H&R Block Inc		154,632		6,958
Home Depot Inc/The		2,402		693
Lennar Corp, Cl A		66,924		5,183
Lennar Corp, Cl B		9,665		596
Lowe's Cos Inc		7,624		1,480


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Lululemon Athletica Inc *		3,236	$	971
Macy's Inc		180,712		3,130
Marriott International Inc/MD, Cl A		4,394		676
Mattel Inc *		92,858		2,054
McDonald's Corp		1,896		478
Murphy USA Inc		744		216
NIKE Inc, Cl B		537		57
O'Reilly Automotive Inc *		2,258		1,574
Oxford Industries Inc		4,624		494
Perdoceo Education Corp *		45,443		526
PetMed Express Inc		5,466		112
PulteGroup Inc		43,546		1,771
Qurate Retail Inc		246,506		764
Sally Beauty Holdings Inc *		31,219		465
SeaWorld Entertainment Inc *		4,858		244
Smith & Wesson Brands Inc		33,371		444
Sportsman's Warehouse Holdings Inc *		29,177		232
Starbucks Corp		7,446		626
Stride Inc *		12,642		482
Sturm Ruger & Co Inc		10,358		541
Tapestry Inc		8,590		298
Taylor Morrison Home Corp, Cl A *		78,777		1,978
Tesla Inc *		9,930		2,737
Toll Brothers Inc		74,218		3,250
Tractor Supply Co		8,934		1,654
Tri Pointe Homes Inc *		79,214		1,373
Tupperware Brands Corp *		30,562		343
Ulta Beauty Inc *		857		360
Vista Outdoor Inc *		36,471		1,026
Williams-Sonoma Inc		5,241		780
Winmark Corp		256		53
Yum! Brands Inc		10,060		1,119

				81,020
Consumer Staples — 8.3%
Albertsons Cos Inc, Cl A		46,963		1,292
Altria Group Inc		136,761		6,171
Archer-Daniels-Midland Co		11,712		1,029
BJ's Wholesale Club Holdings Inc *		18,251		1,360
Brown-Forman Corp, Cl A		1,372		97
Brown-Forman Corp, Cl B		6,395		465
Bunge Ltd		38,569		3,825
Campbell Soup Co		6,756		340
Casey's General Stores Inc		1,127		241
Chefs' Warehouse Inc/The *		10,396		347
Church & Dwight Co Inc		6,946		581
Coca-Cola Co/The		43,413		2,679
Colgate-Palmolive Co		51,322		4,014
Costco Wholesale Corp		5,101		2,663
elf Beauty Inc *		15,034		573
Estee Lauder Cos Inc/The, Cl A		1,334		339
Flowers Foods Inc		6,534		178


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
General Mills Inc		27,519	$	2,113
Grocery Outlet Holding Corp *		23,457		941
Herbalife Nutrition Ltd *		41,946		1,094
Hershey Co/The		12,039		2,705
Hostess Brands Inc, Cl A *		4,724		110
Ingles Markets Inc, Cl A		10,222		895
Ingredion Inc		2,095		182
J M Smucker Co/The		6,870		962
Keurig Dr Pepper Inc		7,636		291
Kraft Heinz Co/The		35,243		1,318
Kroger Co/The		61,225		2,935
Lamb Weston Holdings Inc		28,314		2,252
MGP Ingredients Inc		2,591		284
Molson Coors Beverage Co, Cl B		3,058		158
Monster Beverage Corp *		522		46
PepsiCo Inc		29,222		5,034
Philip Morris International Inc		25,562		2,441
Pilgrim's Pride Corp *		7,641		218
Procter & Gamble Co/The		81,668		11,265
Rite Aid Corp *		14,662		105
SpartanNash Co		30,672		933
Tyson Foods Inc, Cl A		8,860		668
Village Super Market Inc, Cl A		5,403		119
Walgreens Boots Alliance Inc		174,278		6,110
Walmart Inc		29,329		3,888
WD-40 Co		415		79
Weis Markets Inc		1,887		147

				73,487
Energy — 2.6%
APA Corp		145,664		5,697
California Resources Corp		19,475		973
Chesapeake Energy Corp		9,756		980
Chevron Corp		10,461		1,653
Chord Energy Corp		10,934		1,548
EOG Resources Inc		2,084		253
Exxon Mobil Corp		60,305		5,765
Halliburton Co		57,072		1,720
Helmerich & Payne Inc		22,176		948
Marathon Petroleum Corp		13,970		1,407
Schlumberger NV		40,238		1,535
SFL Corp Ltd		34,906		374

				22,853
Financials — 13.0%
Affiliated Managers Group Inc		14,734		1,876
Aflac Inc		8,723		518
AGNC Investment Corp ^‡		347,384		4,151
Ally Financial Inc		163,608		5,432
American Financial Group Inc/OH		2,199		281
Ameriprise Financial Inc		775		208
Annaly Capital Management Inc ^‡		52,554		339
Apollo Global Management Inc		41,690		2,317


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
BancFirst Corp		5,979	$	645
Bank of America Corp		5,165		174
Bank of NT Butterfield & Son Ltd/The		13,166		430
Berkshire Hathaway Inc, Cl B *		1,291		363
Blackstone Inc, Cl A		2,077		195
Bread Financial Holdings Inc		34,173		1,313
Brighthouse Financial Inc *		57,150		2,718
Brightsphere Investment Group Inc		35,814		612
Brown & Brown Inc		25,642		1,616
Capital One Financial Corp		63,732		6,744
Carter Bankshares Inc *		16,302		269
Central Pacific Financial Corp		7,239		158
Chimera Investment Corp ^‡		154,454		1,313
City Holding Co		4,563		388
CNB Financial Corp/PA		4,321		114
Cohen & Steers Inc		801		57
Credit Acceptance Corp *		641		341
Customers Bancorp Inc *		19,329		671
Discover Financial Services		5,640		567
Donegal Group Inc, Cl A		9,252		134
Donnelley Financial Solutions Inc *		19,293		819
East West Bancorp Inc		3,587		259
Everest Re Group Ltd		9,592		2,581
FactSet Research Systems Inc		5,825		2,524
Fidelity National Financial Inc		8,051		315
Financial Institutions Inc		10,139		264
First BanCorp/Puerto Rico		185,007		2,645
First Financial Corp/IN		2,955		137
First Republic Bank/CA		2,818		428
Fulton Financial Corp		50,372		818
Genworth Financial Inc, Cl A *		332,321		1,402
Greenlight Capital Re Ltd, Cl A *		17,211		136
Hancock Whitney Corp		57,004		2,749
Hanover Insurance Group Inc/The		5,413		700
Home Bancorp Inc		4,924		192
HomeStreet Inc		12,072		420
Houlihan Lokey Inc, Cl A		1,377		108
Independent Bank Corp/MI		13,895		285
Jackson Financial, Cl A		50,731		1,586
Kinsale Capital Group Inc		6,602		1,674
LendingClub Corp *		26,624		348
Metropolitan Bank Holding Corp *		3,000		215
MFA Financial Inc		69,951		765
Midland States Bancorp Inc		14,224		357
Moody's Corp		213		61
Mr Cooper Group Inc *		16,011		677
Navient Corp		117,035		1,801
Nelnet Inc, Cl A		425		36
New York Community Bancorp Inc		310,147		3,036
OFG Bancorp		32,568		886
Oportun Financial Corp *		18,910		97
PacWest Bancorp		78,230		2,060


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Pathward Financial		8,024	$	264
PCB Bancorp		7,904		148
Popular Inc		76,636		5,918
Preferred Bank/Los Angeles CA		4,017		273
Prudential Financial Inc		7,367		705
Raymond James Financial Inc		28,050		2,928
Redwood Trust Inc ^‡		69,769		541
RenaissanceRe Holdings Ltd		10,722		1,450
Ryan Specialty Holdings Inc, Cl A *		25,686		1,088
S&P Global Inc		3,266		1,150
Sculptor Capital Management Inc, Cl A		14,026		132
Signature Bank/New York NY		5,657		986
SiriusPoint Ltd *		50,330		225
SLM Corp		185,089		2,828
Stewart Information Services Corp		4,821		244
Stifel Financial Corp		6,952		412
SVB Financial Group *		577		235
Synchrony Financial		177,676		5,819
Travelers Cos Inc/The		4,395		710
Unum Group		89,031		3,370
Virtu Financial Inc, Cl A		17,479		401
W R Berkley Corp		42,367		2,745
Washington Federal Inc		42,160		1,350
Wells Fargo & Co		234,820		10,264
Western Alliance Bancorp		3,944		303
Zions Bancorp NA		101,462		5,583

				114,397
Health Care — 15.5%
Abbott Laboratories		3,395		349
AbbVie Inc		18,525		2,491
Agilent Technologies Inc		1,434		184
AmerisourceBergen Corp, Cl A		53,495		7,840
Amgen Inc		9,578		2,302
AMN Healthcare Services Inc *		5,919		608
Amphastar Pharmaceuticals Inc *		11,330		335
Avantor Inc *		20,679		515
Bio-Rad Laboratories Inc, Cl A *		1,568		761
Bristol-Myers Squibb Co		74,490		5,021
Bruker Corp		1,264		71
Cardinal Health Inc		132,918		9,400
Catalent Inc *		6,559		577
Cigna Corp		2,626		744
Community Health Systems Inc *		75,969		202
CorVel Corp *		2,060		320
CVS Health Corp		129,673		12,727
Danaher Corp		20,164		5,443
DaVita Inc *		12,254		1,045
Edwards Lifesciences Corp *		2,245		202
Eli Lilly & Co		3,349		1,009
Evolent Health Inc, Cl A *		6,948		255
Exelixis Inc *		41,905		743


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Fulgent Genetics Inc *		13,749	$	598
Gilead Sciences Inc		77,608		4,926
Henry Schein Inc *		4,499		330
Hologic Inc *		87,861		5,936
IDEXX Laboratories Inc *		762		265
Incyte Corp *		1,150		81
IQVIA Holdings Inc *		1,978		421
iTeos Therapeutics Inc *		15,792		350
Johnson & Johnson		38,328		6,184
Laboratory Corp of America Holdings		10,405		2,344
Lantheus Holdings Inc *		13,223		1,042
McKesson Corp		38,788		14,235
Medpace Holdings Inc *		3,082		455
Medtronic PLC		15,026		1,321
Merck & Co Inc		21,713		1,853
Merit Medical Systems Inc *		6,099		361
Mettler-Toledo International Inc *		1,981		2,402
Moderna Inc *		1,367		181
Option Care Health Inc *		10,363		321
Organon & Co		132,352		3,776
Owens & Minor Inc		7,732		228
Patterson Cos Inc		3,989		111
Pfizer Inc		32,692		1,479
Premier Inc, Cl A		4,092		144
Prestige Consumer Healthcare Inc *		2,851		144
Quest Diagnostics Inc		43,327		5,429
Regeneron Pharmaceuticals Inc *		7,917		4,600
ResMed Inc		385		85
Shockwave Medical Inc *		3,581		1,063
STAAR Surgical Co *		1,220		115
Syndax Pharmaceuticals Inc *		11,482		271
Syneos Health Inc, Cl A *		7,622		458
Thermo Fisher Scientific Inc		12,538		6,837
United Therapeutics Corp *		20,339		4,609
UnitedHealth Group Inc		8,535		4,433
Veeva Systems Inc, Cl A *		3,877		773
Vertex Pharmaceuticals Inc *		8,317		2,343
Viatris Inc, Cl W *		166,562		1,591
Waters Corp *		3,161		944
Zoetis Inc, Cl A		2,769		434

				136,617
Industrials — 6.4%
3M Co		8,186		1,018
A O Smith Corp		1,132		64
ACCO Brands Corp		61,344		364
Allegion plc		1,158		110
AMERCO		1,568		824
Arcosa Inc		15,034		879
Argan Inc		9,482		328
Atkore Inc *		2,443		206
Atlas Air Worldwide Holdings Inc *		18,454		1,844


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Avis Budget Group Inc *		1,034	$	173
Builders FirstSource Inc *		9,608		563
CACI International Inc, Cl A *		1,240		348
Caesarstone Ltd		13,444		137
Carlisle Cos Inc		12,110		3,580
Cintas Corp		2,697		1,097
CoreCivic Inc *^‡		31,839		303
Costamare Inc		32,568		367
Crane Holdings Co		6,509		614
Daseke Inc *		27,700		168
Deluxe Corp		29,067		559
Donaldson Co Inc		4,004		206
Dover Corp		4,131		516
Eagle Bulk Shipping Inc		5,544		241
Emerson Electric Co		5,930		485
Encore Wire Corp		12,984		1,689
Evoqua Water Technologies Corp *		10,002		351
Expeditors International of Washington Inc		17,174		1,767
Fastenal Co		19,428		978
FTI Consulting Inc *		470		75
General Dynamics Corp		10,706		2,451
GEO Group Inc/The *		76,151		623
Graco Inc		9,447		603
GrafTech International Ltd		105,656		621
Griffon Corp		8,051		252
Honeywell International Inc		3,235		613
Hub Group Inc, Cl A *		10,100		806
Hubbell Inc, Cl B		713		147
Hudson Technologies Inc *		11,560		96
ICF International Inc		2,446		248
IDEX Corp		2,336		470
Illinois Tool Works Inc		5,722		1,115
Johnson Controls International plc		7,513		407
Korn Ferry		15,970		973
Landstar System Inc		1,136		167
Lennox International Inc		1,048		252
Lockheed Martin Corp		2,163		909
Masco Corp		61,057		3,106
Matson Inc		24,545		1,808
MSC Industrial Direct Co Inc, Cl A		1,349		107
Mueller Industries Inc		15,844		1,001
Nordson Corp		1,814		412
Northrop Grumman Corp		1,622		775
Otis Worldwide Corp		54,019		3,901
Pentair PLC		5,133		228
Pitney Bowes Inc		116,232		336
Preformed Line Products Co		1,884		147
Republic Services Inc, Cl A		18,990		2,710
Robert Half International Inc		15,651		1,205
Rollins Inc		6,919		234
Rush Enterprises Inc, Cl A		8,100		381
Ryder System Inc		33,662		2,573


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Safe Bulkers Inc		35,049	$	112
Science Applications International Corp		6,528		595
Snap-on Inc		3,394		739
Toro Co/The		3,348		278
TrueBlue Inc *		767		16
Tutor Perini Corp *		27,171		184
United Parcel Service Inc, Cl B		5,032		979
Waste Management Inc		5,318		899
WillScot Mobile Mini Holdings Corp, Cl A *		51,481		2,066
WW Grainger Inc		2,235		1,240

				56,639
Information Technology — 27.4%
A10 Networks Inc		44,239		615
Accenture PLC, Cl A		6,943		2,003
Adobe Inc *		1,129		422
ADTRAN Holdings Inc		21,846		508
Advanced Micro Devices Inc *		22,143		1,879
Alpha & Omega Semiconductor Ltd *		13,640		527
Amdocs Ltd		44,605		3,812
Amkor Technology Inc		65,976		1,328
Amphenol Corp, Cl A		9,835		723
Apple Inc		275,807		43,362
Arista Networks Inc *		20,599		2,469
Arrow Electronics Inc *		51,099		5,356
Atlassian Corp PLC, Cl A *		2,735		677
Automatic Data Processing Inc		9,476		2,316
Avnet Inc		63,459		2,785
Belden Inc		4,158		272
Box Inc, Cl A *		4,353		112
Broadcom Inc		12,323		6,151
Cadence Design Systems Inc *		29,350		5,100
Cirrus Logic Inc *		13,713		1,052
Cisco Systems Inc		28,033		1,253
Cognizant Technology Solutions Corp, Cl A		48,908		3,090
CommScope Holding Co Inc *		137,713		1,556
Conduent Inc *		80,527		329
Consensus Cloud Solutions Inc *		10,759		542
Crowdstrike Holdings Inc, Cl A *		3,597		657
CSG Systems International Inc		21,687		1,255
Datadog Inc, Cl A *		15,036		1,578
Dell Technologies Inc, Cl C		11,962		458
Diebold Nixdorf Inc *		46,186		161
Dolby Laboratories Inc, Cl A		20,302		1,487
DoubleVerify Holdings Inc *		9,839		254
Dropbox Inc, Cl A *		206,336		4,414
Dynatrace Inc *		3,804		145
Eastman Kodak Co *		38,367		208
Enphase Energy Inc *		2,971		851
ExlService Holdings Inc *		9,887		1,658
Extreme Networks Inc *		84,503		1,211
F5 Inc *		2,510		394


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Fair Isaac Corp *		4,637	$	2,084
Fiserv Inc *		11,428		1,156
Fortinet Inc *		27,186		1,324
Gartner Inc *		5,792		1,653
Genpact Ltd		5,612		264
Grid Dynamics Holdings Inc *		14,767		298
HP Inc		282,203		8,102
Intel Corp		174,148		5,559
InterDigital Inc		20,679		1,037
International Business Machines Corp		67,489		8,669
Intuit Inc		2,577		1,113
Jabil Inc		53,612		3,233
Juniper Networks Inc		42,146		1,198
Keysight Technologies Inc *		4,721		774
Kulicke & Soffa Industries Inc		36,762		1,545
Lattice Semiconductor Corp *		36,500		1,967
Manhattan Associates Inc *		11,951		1,688
Mastercard Inc, Cl A		528		171
MaxLinear Inc, Cl A *		4,361		157
Microsoft Corp		161,032		42,105
Monolithic Power Systems Inc		1,280		580
Motorola Solutions Inc		3,566		868
NCR Corp *		84,539		2,625
NetApp Inc		28,463		2,053
NortonLifeLock Inc		274,919		6,210
NVIDIA Corp		17,823		2,690
ON Semiconductor Corp *		20,664		1,421
Oracle Corp		114,494		8,490
Palo Alto Networks Inc *		3,652		2,033
Paychex Inc		34,857		4,299
Paysafe Ltd *		90,560		149
Photronics Inc *		58,835		988
Progress Software Corp		22,372		1,077
Pure Storage Inc, Cl A *		39,253		1,137
QUALCOMM Inc		2,827		374
Qualys Inc *		11,965		1,817
Rimini Street Inc *		27,756		140
Riot Blockchain *		30,964		222
Sanmina Corp *		59,123		2,869
Synopsys Inc *		841		291
Tenable Holdings Inc *		6,711		266
Teradata Corp *		24,618		810
Teradyne Inc		2,854		242
Texas Instruments Inc		7,288		1,204
Trade Desk Inc/The, Cl A *		1,924		121
TTM Technologies Inc *		27,134		427
Ubiquiti Inc		250		78
Unisys Corp *		44,458		414
Verint Systems Inc *		28,812		1,397
VeriSign Inc *		4,878		889
Visa Inc, Cl A		14,432		2,868
Vishay Intertechnology Inc		52,846		1,039


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Western Union Co/The		267,996	$	3,972
Xperi Holding Corp		68,820		1,095

				242,222
Materials — 2.1%
Albemarle Corp		1,247		334
Alcoa Corp		27,207		1,346
Avery Dennison Corp		2,571		472
Berry Global Group Inc *		33,059		1,796
Chemours Co/The		30,446		1,027
Corteva Inc		13,902		854
Crown Holdings Inc		18,272		1,655
Dow Inc		15,832		808
Graphic Packaging Holding Co		86,798		1,933
International Paper Co		12,901		537
Livent Corp *		14,723		474
Louisiana-Pacific Corp		3,951		214
NewMarket Corp		161		46
O-I Glass Inc, Cl I *		52,919		689
Packaging Corp of America		9,477		1,298
Reliance Steel & Aluminum Co		1,960		369
Sealed Air Corp		13,407		721
Sensient Technologies Corp		1,270		101
Silgan Holdings Inc		45,514		2,073
Sonoco Products Co		2,854		180
United States Steel Corp		69,914		1,599
Westlake Corp		4,148		409

				18,935
Real Estate — 2.1%
Anywhere Real Estate Inc *		70,097		685
Brixmor Property Group Inc ^‡		11,937		256
CBRE Group Inc, Cl A *		29,133		2,300
Cushman & Wakefield PLC *		26,857		402
Douglas Elliman Inc		50,767		234
Duke Realty Corp ^‡		8,838		520
Easterly Government Properties Inc, Cl A ^‡		8,362		150
EastGroup Properties Inc ^‡		2,555		422
Equity Commonwealth *^‡		74,510		1,960
Extra Space Storage Inc ^‡		13,426		2,668
Host Hotels & Resorts Inc ^‡		99,413		1,767
Jones Lang LaSalle Inc *		8,165		1,413
Marcus & Millichap Inc		7,182		268
Newmark Group Inc, Cl A		114,773		1,176
Prologis Inc ^‡		11,236		1,399
Public Storage ^‡		7,411		2,452
Spirit Realty Capital Inc ^‡		2,546		104

				18,176
Utilities — 2.9%
American Water Works Co Inc		3,594		533
Atmos Energy Corp		11,447		1,298
CenterPoint Energy Inc		20,730		654

A list of open futures contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $883,003 ($ Thousands).
*	Non-income producing security.
^‡	Real Estate Investment Trust.
^†^†	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.

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 August 31, 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

870,288

–

870,288

Total Investments in Securities

870,288

–

870,288

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(61	)		–		–		(61	)
Total Other Financial Instruments		(61	)		–		–		(61	)

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


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

Communication Services — 6.7%
Advantage Solutions Inc *		5,500	$	20
Alphabet Inc, Cl A *		14,216		1,538
Alphabet Inc, Cl C *		14,434		1,575
AT&T Inc		389,100		6,825
Comcast Corp, Cl A		132,273		4,787
EchoStar Corp, Cl A *		9,343		172
Fox Corp		137,292		4,606
IMAX Corp *		9,537		150
Interpublic Group of Cos Inc/The		14,934		413
Nippon Telegraph & Telephone Corp ADR		140,100		3,799
Omnicom Group Inc		112,380		7,518
Playstudios Inc *		20,100		73
Scholastic Corp		6,222		286
Shutterstock Inc		4,628		256
SK Telecom Co Ltd ADR		86,124		1,839
United States Cellular Corp *		711		20
Verizon Communications Inc		416,955		17,433
World Wrestling Entertainment Inc, Cl A		42,357		2,881

				54,191
Consumer Discretionary — 7.5%
Arko Corp		23,756		226
AutoZone Inc *		3,266		6,921
Canadian Tire Corp Ltd, Cl A		23,900		2,819
Coursera Inc *		6,113		70
Dollar General Corp		4,471		1,062
DR Horton Inc		41,800		2,974
eBay Inc		70,659		3,118
Gentex Corp		25,596		699
Grand Canyon Education Inc *		22,410		1,824
H&R Block Inc		115,601		5,202
Honda Motor Co Ltd ADR		112,200		2,976
Lowe's Cos Inc		16,900		3,281
Marriott International Inc/MD, Cl A		9,739		1,497
Mattel Inc *		1,076		24
Murphy USA Inc		23,900		6,935
ONE Group Hospitality Inc/The *		44		—
Service Corp International/US		65,091		4,017
Standard Motor Products Inc		877		32
Stride Inc *		4,424		169
Sturm Ruger & Co Inc		46,900		2,451
Target Corp		44,500		7,135
Toyota Motor Corp ADR (A)		17,700		2,644
Vail Resorts Inc		8,117		1,824
Whirlpool Corp		12,800		2,004

				59,904
Consumer Staples — 16.3%
Altria Group Inc		178,791		8,067
Andersons Inc/The		8,270		306
Archer-Daniels-Midland Co		33,400		2,936


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Benson Hill Inc *		56,700	$	201
BRC Inc, Cl A *		6,600		64
Bunge Ltd		18,117		1,797
Calavo Growers Inc		1,505		63
Cal-Maine Foods Inc		7,855		421
Campbell Soup Co		90,266		4,548
Church & Dwight Co Inc		36,711		3,073
Clorox Co/The		19,631		2,834
Coca-Cola Co/The		58,277		3,596
Coca-Cola Consolidated Inc		567		269
Colgate-Palmolive Co		61,744		4,829
Conagra Brands Inc		195,537		6,723
Costco Wholesale Corp		5,679		2,965
Duckhorn Portfolio Inc/The *		11,625		212
Flowers Foods Inc		124,805		3,407
Fresh Del Monte Produce Inc		2,131		58
General Mills Inc		129,094		9,914
Hain Celestial Group Inc/The *		3,813		77
Herbalife Nutrition Ltd *		7,453		194
Hershey Co/The		2,767		622
Hormel Foods Corp		68,757		3,457
Hostess Brands Inc, Cl A *		20,877		484
Ingles Markets Inc, Cl A		1,191		104
Ingredion Inc		32,800		2,856
Inter Parfums Inc		943		74
J & J Snack Foods Corp		2,891		431
J M Smucker Co/The		65,221		9,130
John B Sanfilippo & Son Inc		6,355		513
Kellogg Co		90,424		6,577
Keurig Dr Pepper Inc		33,908		1,293
Kimberly-Clark Corp		6,782		865
Kraft Heinz Co/The		166,500		6,227
Kroger Co/The		304,201		14,583
Lancaster Colony Corp		1,295		218
Molson Coors Beverage Co, Cl B		50,900		2,630
National Beverage Corp *		1,255		70
Natural Grocers by Vitamin Cottage Inc		5,126		74
Nu Skin Enterprises Inc, Cl A		4,182		171
PepsiCo Inc		10,323		1,778
Pilgrim's Pride Corp *		79,625		2,267
PriceSmart Inc		1,031		65
Procter & Gamble Co/The		30,015		4,140
Reynolds Consumer Products Inc		20,193		564
Seaboard Corp		75		290
Simply Good Foods Co/The *		9,518		291
SpartanNash Co		10,393		316
Tootsie Roll Industries Inc		9,031		324
Turning Point Brands Inc		11,436		267
Tyson Foods Inc, Cl A		146,145		11,016
Universal Corp/VA		7,819		399
USANA Health Sciences Inc *		5,363		346
Utz Brands Inc		25,432		424


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vector Group Ltd		31,149	$	305
Village Super Market Inc, Cl A		11,964		263
Vital Farms Inc *		18,500		240
WD-40 Co		2,156		408
Weis Markets Inc		5,922		460
Whole Earth Brands Inc *		40,991		210

				131,306
Energy — 3.0%
Arch Resources Inc (A)		217		32
California Resources Corp		4,150		207
Cheniere Energy Inc		5,361		859
Chevron Corp		51,400		8,124
DT Midstream Inc		15,500		856
EOG Resources Inc		266		32
Exxon Mobil Corp		86,275		8,247
HighPeak Energy Inc (A)		4,119		104
Kinder Morgan Inc		231,700		4,245
Marathon Oil Corp		38,562		987
SFL Corp Ltd		6,636		71
Southwestern Energy Co *		91,815		688

				24,452
Financials — 10.8%
Aflac Inc		226,200		13,441
Alerus Financial Corp		3,814		91
Allstate Corp/The		74,200		8,941
Amalgamated Financial Corp		7,418		167
American Financial Group Inc/OH		32,000		4,086
AMERISAFE Inc		2,242		107
Annaly Capital Management Inc ^‡		271,100		1,749
Axis Capital Holdings Ltd		19,317		1,027
Bank of New York Mellon Corp/The		155,100		6,441
Berkshire Hathaway Inc, Cl B *		27,900		7,834
Blue Ridge Bankshares Inc		19,571		287
Business First Bancshares Inc		715		17
Byline Bancorp Inc		4,845		106
Canadian Imperial Bank of Commerce		88,200		4,183
Cboe Global Markets Inc		22,907		2,702
City Holding Co		689		59
Columbia Financial Inc *		23,779		507
Community Bank System Inc		5,891		385
CVB Financial Corp		11,662		306
Donegal Group Inc, Cl A		14,520		211
Eastern Bankshares Inc		16,608		322
Employers Holdings Inc		10,678		418
Equity Bancshares Inc, Cl A		15		1
Erie Indemnity Co, Cl A		3,444		740
Everest Re Group Ltd		14,000		3,767
Farmers National Banc Corp		9,321		133
First Financial Bankshares Inc		3,148		134
First Financial Corp/IN		6,753		314
Five Star Bancorp		668		17


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Greenlight Capital Re Ltd, Cl A *		23,445	$	185
Hanover Insurance Group Inc/The		6,165		798
HarborOne Bancorp Inc		9,460		129
Hartford Financial Services Group Inc/The		68,500		4,405
Independent Bank Corp/MI		761		16
Intercontinental Exchange Inc		19,812		1,998
Loblaw Cos Ltd		76,100		6,745
MarketAxess Holdings Inc		7,153		1,778
Marsh & McLennan Cos Inc		19,988		3,225
Midland States Bancorp Inc		5,808		146
Morningstar Inc		8,417		1,919
National Bank Holdings Corp, Cl A		6,358		255
NI Holdings Inc *		997		13
OceanFirst Financial Corp		2,055		40
PCSB Financial Corp		417		8
Safety Insurance Group Inc		3,523		317
SLM Corp		4,454		68
Stewart Information Services Corp		3,358		170
TPG RE Finance Trust Inc		2,415		22
Univest Financial Corp		7,638		189
Virtu Financial Inc, Cl A		124,606		2,861
Washington Federal Inc		73,200		2,343
Zions Bancorp NA		27,239		1,499

				87,622
Health Care — 19.5%
4D Molecular Therapeutics Inc *		1,700		13
Abbott Laboratories		6,015		617
AbbVie Inc		49,247		6,622
AbCellera Biologics Inc *		12,319		132
Aclaris Therapeutics Inc *		10,500		167
AdaptHealth Corp, Cl A *		5,886		106
Adicet Bio Inc *		7,900		112
Aerie Pharmaceuticals Inc *		4,860		73
Agilent Technologies Inc		3,066		393
Alkermes PLC *		970		23
Alpine Immune Sciences Inc *		19,466		146
Amgen Inc		44,700		10,741
Amphastar Pharmaceuticals Inc *		7,639		226
Anika Therapeutics Inc *		6,016		136
Becton Dickinson and Co		2,914		736
Biogen Inc *		6,011		1,174
Bio-Rad Laboratories Inc, Cl A *		271		131
Bio-Techne Corp		1,881		624
Bristol-Myers Squibb Co		235,500		15,875
Catalyst Pharmaceuticals Inc *		21,454		291
Cigna Corp		126		36
Computer Programs and Systems Inc *		1,995		61
Corcept Therapeutics Inc *		6,921		179
Cross Country Healthcare Inc *		714		18
CVS Health Corp		133,522		13,105
Danaher Corp		2,069		558


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DocGo Inc *		1,959	$	20
Dynavax Technologies Corp, Cl A *		11,317		130
Eagle Pharmaceuticals Inc/DE *		9,730		319
Exelixis Inc *		46,427		824
Gilead Sciences Inc		256,006		16,249
Halozyme Therapeutics Inc *		732		30
Harmony Biosciences Holdings Inc *		4,559		200
HealthStream Inc *		93		2
Henry Schein Inc *		3,955		290
Hologic Inc *		16,230		1,097
Horizon Therapeutics Plc *		38,356		2,271
IDEXX Laboratories Inc *		656		228
Incyte Corp *		40,766		2,871
iRadimed Corp *		7,951		267
Ironwood Pharmaceuticals Inc, Cl A *		23,338		251
iTeos Therapeutics Inc *		6,584		146
Johnson & Johnson		70,011		11,295
Masimo Corp *		5,582		820
McKesson Corp		29,100		10,680
Merck & Co Inc		210,951		18,007
Mesa Laboratories Inc		896		153
Mettler-Toledo International Inc *		833		1,010
Neurocrine Biosciences Inc *		28,286		2,960
Organon & Co		28,260		806
Orthofix Medical Inc *		707		14
Pacira BioSciences Inc *		4,409		231
Patterson Cos Inc		9,045		252
PerkinElmer Inc		2,244		303
Pfizer Inc		297,063		13,436
Phibro Animal Health Corp, Cl A		8,481		126
Point Biopharma Global Inc, Cl A *		4,500		44
Premier Inc, Cl A		75,826		2,672
Prestige Consumer Healthcare Inc *		2,039		103
QIAGEN NV *		69,216		3,145
Quest Diagnostics Inc		28,100		3,521
Sage Therapeutics Inc *		3,152		119
Tango Therapeutics Inc *		2,300		9
Thermo Fisher Scientific Inc		2,269		1,237
UFP Technologies Inc *		3,896		362
United Therapeutics Corp *		8,207		1,860
Vanda Pharmaceuticals Inc *		27,500		291
Viatris Inc, Cl W *		277,535		2,651
West Pharmaceutical Services Inc		6,695		1,986
Zimmer Biomet Holdings Inc		7,888		839

				156,422
Industrials — 9.3%
3M Co		24,992		3,108
AerSale Corp *		5,200		100
Allison Transmission Holdings Inc, Cl A		168,117		6,096
AMERCO *		3,371		1,772
Barrett Business Services Inc		769		62


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Booz Allen Hamilton Holding Corp, Cl A		10,842	$	1,038
BWX Technologies Inc		12,362		644
CBIZ Inc *		9,351		408
CH Robinson Worldwide Inc		33,750		3,853
Cummins Inc		28,900		6,224
Ennis Inc		18,404		391
Expeditors International of Washington Inc		34,202		3,519
Exponent Inc		346		32
Franklin Covey Co *		2,226		106
FTI Consulting Inc *		19,429		3,120
General Dynamics Corp		10,239		2,344
Golden Ocean Group Ltd (A)		20,180		194
Heidrick & Struggles International Inc		7,686		219
Hudson Technologies Inc *		35,000		290
Huntington Ingalls Industries Inc		6,699		1,543
Kforce Inc		3,699		202
Landstar System Inc		4,320		633
Lockheed Martin Corp		16,590		6,970
ManpowerGroup Inc		15,437		1,132
Miller Industries Inc/TN		1,324		31
Mueller Industries Inc		2,546		161
National Presto Industries Inc		5,746		392
Northrop Grumman Corp		22,822		10,909
Otis Worldwide Corp		10,042		725
Republic Services Inc, Cl A		13,700		1,955
Resources Connection Inc		15,238		298
Robert Half International Inc		24,581		1,892
Rollins Inc		38,996		1,317
Schneider National Inc, Cl B		152,858		3,494
Snap-on Inc		23,500		5,119
Toro Co/The		15,189		1,260
TrueBlue Inc *		5,111		105
V2X Inc *		4,021		139
Werner Enterprises Inc		73,986		2,944

				74,741
Information Technology — 15.0%
A10 Networks Inc		18,931		263
Adobe Inc *		510		190
Amdocs Ltd		200,370		17,126
Arrow Electronics Inc *		27,800		2,914
Autodesk Inc *		3,741		755
Automatic Data Processing Inc		5,865		1,433
Aviat Networks Inc *		6,050		189
Avnet Inc		73,800		3,239
Brightcove Inc *		8,600		57
Broadridge Financial Solutions Inc		10,789		1,847
Cadence Design Systems Inc *		9,798		1,703
Canon Inc ADR (A)		94,900		2,266
Cisco Systems Inc		193,100		8,635
CSG Systems International Inc		107,885		6,241
Dell Technologies Inc, Cl C		38,100		1,459


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
E2open Parent Holdings Inc *		18,413	$	127
GoDaddy Inc, Cl A *		14,531		1,102
Guidewire Software Inc *		6,577		472
Hackett Group Inc/The		10,537		216
Hewlett Packard Enterprise Co		321,700		4,375
Intel Corp		371,200		11,849
InterDigital Inc		6,961		349
International Business Machines Corp		112,600		14,463
Jack Henry & Associates Inc		1,765		339
Juniper Networks Inc		7,431		211
KnowBe4 Inc, Cl A *		5,629		108
Microsoft Corp		7,793		2,038
NetApp Inc		7,169		517
Oracle Corp		218,961		16,236
OSI Systems Inc *		28,237		2,353
Progress Software Corp		8,412		405
QUALCOMM Inc		5,685		752
Sapiens International Corp NV		12,300		272
Seagate Technology Holdings PLC		66,900		4,480
Skyworks Solutions Inc		11,381		1,122
SPS Commerce Inc *		960		117
SS&C Technologies Holdings Inc		5,908		329
Synopsys Inc *		6,188		2,141
Upland Software Inc *		2,845		30
Western Union Co/The		533,200		7,902
Xperi Holding Corp		2,276		36

				120,658
Materials — 3.8%
Ardagh Metal Packaging SA (A)		46,200		284
Balchem Corp		1,312		173
Berry Global Group Inc *		81,297		4,417
International Paper Co		67,900		2,826
NewMarket Corp		20,866		5,993
Packaging Corp of America		36,600		5,011
Sealed Air Corp		40,100		2,158
Silgan Holdings Inc		204,791		9,328

				30,190
Real Estate — 0.8%
Agree Realty Corp ^‡		3,282		247
Broadstone Net Lease Inc, Cl A ^‡		15,712		301
BRT Apartments Corp ^‡		11,416		273
City Office REIT Inc ^‡		8,833		102
Easterly Government Properties Inc, Cl A ^‡		4,956		89
Equity Commonwealth *^‡		17,293		455
Jones Lang LaSalle Inc *		7,881		1,363
Postal Realty Trust Inc, Cl A ^‡		31,783		472
Public Storage ^‡		8,396		2,778


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
RMR Group Inc/The, Cl A		9,569	$	249

				6,329
Utilities — 4.9%
American States Water Co		6,080		505
Artesian Resources Corp, Cl A		5,832		319
Avista Corp		4,591		187
Black Hills Corp		3,384		255
Chesapeake Utilities Corp		3,867		488
Consolidated Edison Inc		9,448		923
DTE Energy Co		24,800		3,232
Entergy Corp		33,400		3,851
Evergy Inc		152,000		10,417
Hawaiian Electric Industries Inc		9,220		361
MGE Energy Inc		1,899		146
National Fuel Gas Co		101,129		7,208
New Jersey Resources Corp		706		31
Northwest Natural Holding Co		4,390		209
NorthWestern Corp		2,420		128
Otter Tail Corp		30,239		2,284
Portland General Electric Co		97,100		5,017
Pure Cycle Corp *		2,903		30
SJW Group		3,662		236
Spire Inc		5,323		372
UGI Corp		79,500		3,140
Unitil Corp		5,147		268

				39,607
Total Common Stock
(Cost $647,596) ($ Thousands)				785,422



AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, LP
2.230% **^†(B)		3,083,204		3,077


Total Affiliated Partnership
(Cost $3,083) ($ Thousands)				3,077



CASH EQUIVALENT — 2.1%
SEI Daily Income Trust, Government Fund, Cl F
1.820%**^†		16,524,585		16,525

Total Cash Equivalent
(Cost $16,525) ($ Thousands)				16,525


Total Investments in Securities — 100.1%
(Cost $667,204) ($ Thousands)			$	805,024

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $804,462 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $2,930 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $3,077 ($ Thousands).

ADR — American Depositary Receipt

Cl — Class

LP — Limited Partnership

Ltd — Limited

PLC — Public Limited Company

The following is a summary of the level of inputs used as of August 31, 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

785,422

–

785,422

Affiliated Partnership

–

3,077

–

3,077

Cash Equivalent

16,525

–

16,525

Total Investments in Securities

801,947

3,077

–

805,024

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(52	)		–		–		(52	)
Total Other Financial Instruments		(52	)		–		–		(52	)

*	Futures contracts are valued at the unrealized 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 most recent semi-annual and annual financial statements.

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.2%
Australia — 0.2%
Coles Group Ltd		35,485	$	426
Newcrest Mining Ltd		13,474		162
Orica Ltd		48,972		513
Rio Tinto Ltd		42,750		2,720
				3,821

Austria — 0.0%
Mayr Melnhof Karton AG		437		65
Oberbank AG		175		18
Telekom Austria AG, Cl A		38,558		241
				324

Belgium — 0.5%
Ageas SA/NV		111,600		4,531
Deme Group *		153		17
Etablissements Franz Colruyt NV		116,173		3,231
KBC Group NV		11,168		533
Solvay SA		39,793		3,214
				11,526

Brazil — 0.1%
Yara International ASA		68,571		2,904

Canada — 4.6%
Atco Ltd/Canada, Cl I		1,600		57
Bank of Montreal		52,300		4,842
Bank of Nova Scotia/The		106,000		5,878
BCE Inc (A)		132,269		6,375
Canadian Imperial Bank of Commerce		202,800		9,618
Canadian Tire Corp Ltd, Cl A		71,000		8,375
Canadian Utilities Ltd, Cl A (A)		85,500		2,623
Cogeco Communications Inc		58,200		3,574
Emera Inc		137,300		6,371
Empire Co Ltd, Cl A		61,800		1,766
Fortis Inc/Canada		69,100		3,057
George Weston Ltd		72,814		8,348
Great-West Lifeco Inc		172,100		4,054
Hydro One Ltd		44,400		1,206
Loblaw Cos Ltd		200,751		17,793
Metro Inc/CN, Cl A		99,000		5,222
Power Corp of Canada		210,100		5,418
Quebecor Inc, Cl B		197,400		4,276
TMX Group Ltd		10,200		1,027
Toronto-Dominion Bank/The		63,800		4,116
				103,996

China — 0.4%
BOC Hong Kong Holdings Ltd		1,801,500		6,200
CITIC Telecom International Holdings Ltd		872,000		301
Fountain SET Holdings Ltd		174,279		22
Kerry Logistics Network Ltd		48,965		108
Wilmar International Ltd		738,100		2,134
				8,765


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Denmark — 0.9%
AP Moller - Maersk A/S, Cl B		1,001	$	2,403
Carlsberg AS, Cl B		43,680		5,675
Coloplast A/S, Cl B		23,180		2,649
Danske Bank A/S		99,869		1,334
Novo Nordisk A/S, Cl B		76,151		8,147
Sparekassen Sjaelland-Fyn A/S		2,644		58
				20,266

Finland — 0.6%
Aspo Oyj		27		–
Elisa Oyj, Cl A		98,268		5,258
Kemira		7,420		89
Nordea Bank Abp		13,387		125
Orion Oyj, Cl B		118,311		5,368
TietoEVRY Oyj		147,700		3,782
				14,622

France — 2.6%
ABC arbitrage		7,493		53
Air Liquide SA		5,781		725
Boiron SA		56		3
Bureau Veritas SA		4,363		108
Carrefour SA		699,440		11,681
Dassault Systemes SE		1,247		48
Fountaine Pajot SA		344		35
Ipsen SA		25,329		2,429
Orange SA		1,193,364		12,093
Pernod Ricard SA		12,763		2,343
Sanofi		217,720		17,809
Societe BIC SA		77,200		4,395
TotalEnergies SE		133,400		6,758
				58,480

Germany — 1.3%
Allianz SE		16,900		2,858
Bayerische Motoren Werke AG		45,600		3,362
Deutsche Telekom AG		615,200		11,602
E.ON SE		363,100		3,099
Freenet AG		99,070		2,161
Henkel AG & Co KGaA		59,031		3,694
McKesson Europe AG		1,563		33
Merck KGaA		9,027		1,551
				28,360

Hong Kong — 1.8%
Bank of East Asia Ltd/The		16,792		21
Chinney Investments Ltd		88,000		16
CK Infrastructure Holdings Ltd		533,500		3,244
CLP Holdings Ltd		719,180		6,197
Dah Sing Banking Group Ltd		58,680		45
HK Electric Investments & HK Electric Investments Ltd		4,893,521		4,084
HKT Trust & HKT Ltd		3,250,000		4,360


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Jardine Matheson Holdings Ltd		52,800	$	2,800
Link ^‡		400,900		3,103
MTR Corp Ltd		320,500		1,641
New World Development		475,000		1,548
PCCW Ltd		3,158,000		1,581
Plover Bay Technologies Ltd		80,000		25
Power Assets Holdings Ltd		1,336,500		7,994
Prosperity ^‡		219,000		63
Regal Hotels International Holdings Ltd		43,909		17
SmarTone Telecommunications Holdings Ltd		135,693		73
Sun Hung Kai Properties Ltd		239,000		2,808
Transport International Holdings Ltd		13,200		18
VTech Holdings Ltd		62,233		423
WH Group Ltd		1,374,500		936
Yue Yuen Industrial Holdings Ltd		22		–
				40,997

Ireland — 0.2%
Kerry Group PLC, Cl A		50,570		5,218

Israel — 1.0%
Bank Hapoalim BM		115,254		1,197
Bank Leumi Le-Israel BM		230,263		2,438
Bezeq The Israeli Telecommunication Corp Ltd		918,876		1,551
Check Point Software Technologies Ltd *		84,385		10,146
FIBI Holdings Ltd		1,760		93
First International Bank of Israel		8,013		373
ICL Group Ltd		276,969		2,649
Isracard Ltd		1		–
Neto ME Holdings Ltd		437		24
Radware Ltd *		59,034		1,267
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		14,424		1,118
Shufersal Ltd		89,097		611
Silicom Ltd *		1,294		52
Strauss Group Ltd		34,839		912
				22,431

Italy — 1.2%
A2A SpA		3,102,200		3,478
ACEA SpA		12,421		149
Assicurazioni Generali SpA		11,038		162
Eni SpA		1,239,674		14,653
Hera SpA		1,645,100		4,123
Iren SpA		716,856		1,081
Italgas SpA		263,377		1,355
Orsero SpA		4,664		77
Recordati Industria Chimica e Farmaceutica SpA		9,376		383
Snam SpA		374,621		1,782
				27,243


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Japan — 8.3%
Achilles Corp		2,300	$	22
AGC Inc		156,500		5,323
Ahjikan Co Ltd		5,308		33
Akita Bank Ltd		5,600		67
Anritsu Corp		37,100		438
Aozora Bank Ltd		85,300		1,650
Araya Industrial Co Ltd		3,800		48
Arcs Co Ltd		32,800		481
Asante Inc		2,600		31
Atsugi Co Ltd		8,850		26
Autobacs Seven		21,700		223
Belc Co Ltd		4,500		181
Bridgestone Corp		135,100		5,196
Brother Industries Ltd		241,700		4,636
Calbee Inc		3,400		68
Canon Inc		339,000		8,136
Cawachi Ltd		20,900		318
C'BON COSMETICS Co Ltd		3,200		39
Choushimaru Co Ltd		7,894		65
CI Takiron		25,400		100
Computer Engineering & Consulting		14,200		131
Create Medic Co Ltd		2,784		19
Dai Nippon Toryo		4,300		23
Daihatsu Diesel Manufacturing Co Ltd		6,400		24
Daiohs Corp		2,700		27
Doshisha Co Ltd		6,100		67
Earth Corp		12,000		470
Ebara Foods Industry Inc		1,600		36
ENEOS Holdings Inc		1,100,600		4,168
ESTELLE Holdings Co Ltd		6,000		27
Feed One Co Ltd		5,900		30
FJ Next		5,000		37
Fujicco Co Ltd		11,100		156
Fukuda Denshi Co Ltd		400		22
Fukuoka REIT Corp ^‡		21		26
Gakken Holdings Co Ltd		5,400		38
Gakkyusha		3,000		35
Global One Real Estate Investment ^‡		74		60
Heiwado Co Ltd		22,800		327
Hitachi Ltd		525		26
Hitachi Metals Ltd		158,500		2,390
Hokkan Holdings		5,800		56
Hokuto Corp		24,700		342
Honda Motor Co Ltd		233,100		6,219
Hulic Reit Inc ^‡		116		139
ITOCHU Corp		126,500		3,489
Itochu Enex Co Ltd		13,400		105
Itochu-Shokuhin Co Ltd		953		35
Japan Post Insurance Co Ltd		11,800		181
Japan Tobacco Inc		806,200		13,689
J-Oil Mills Inc		1,400		16


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
JSP		11,300	$	117
Kaken Pharmaceutical Co Ltd		29,400		818
Kato Sangyo Co Ltd		12,700		313
KDDI Corp		420,300		12,889
Kenedix Retail REIT Corp ^‡		119		244
Key Coffee Inc		3,400		53
KFC Holdings Japan Ltd		6,700		135
Kinden Corp		267,500		2,829
Kitano Construction Corp		1,300		22
Kohnan Shoji Co Ltd		138,458		3,439
Komeri Co Ltd		9,800		184
K's Holdings Corp		404,800		3,738
Kyokuyo Co Ltd		13,100		344
KYORIN Holdings Inc		24,100		304
Lawson Inc		76,700		2,547
Maezawa Kasei Industries		2,400		23
Marimo Regional Revitalization ^‡		33		32
Marubeni Corp		152,600		1,594
McDonald's Holdings Co Japan Ltd		12,400		444
MEIJI Holdings Co Ltd		10,300		492
Ministop Co Ltd		4,200		43
Miroku Jyoho Service Co Ltd		9,400		104
Mitsubishi Shokuhin Co Ltd		7,400		182
Miyoshi Oil & Fat Co Ltd		10,118		73
Mizuho Financial Group Inc		769,640		8,832
Mochida Pharmaceutical Co Ltd		10,800		266
Morozoff Ltd		1,222		33
Nichirei Corp		16,400		294
Nichirin Co Ltd		4,100		47
Nihon Chouzai Co Ltd		11,100		107
Nihon Kohden Corp		3,500		80
Nippn Corp		63,800		721
Nippon Electric Glass Co Ltd		177,000		3,341
NIPPON EXPRESS HOLDINGS INC		63,900		3,524
NIPPON Investment Corp ^‡		89		245
Nippon Telegraph & Telephone Corp		771,600		20,959
Nisshin Oillio Group Ltd/The		1,449		34
Nissin Foods Holdings Co Ltd		19,200		1,377
Nittoc Construction		10,800		70
NSD CO		1,500		27
Okinawa Cellular Telephone Co		5,411		203
Okinawa Electric Power Co Inc/The		7,500		61
Ooedo Onsen Reit Investment ^‡		175		84
Osaki Electric		7,300		28
Otsuka Holdings Co Ltd		37,300		1,221
OUG Holdings Inc		2,682		57
Ozu Corp		2,400		31
Plenus Co Ltd		6,000		83
Rengo Co Ltd		543,000		3,206
San ju San Financial Group		3,400		36
San-A Co Ltd, Cl A		3,000		90
Sankyo Co Ltd		16,700		490


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Senko Group Holdings Co Ltd		429,100	$	2,938
Shinmaywa Industries		22,700		173
Showa Sangyo Co Ltd		13,700		255
SKY Perfect JSAT Holdings Inc		661,600		2,635
SoftBank Corp		1,183,900		13,007
Sojitz Corp		449,600		7,581
Sompo Holdings Inc		6,800		292
SRA Holdings		8,100		173
ST Corp		5,400		60
Sugi Holdings Co Ltd		3,800		162
Sumitomo Corp		21,000		296
Sundrug Co Ltd		46,600		1,143
Takamatsu Construction Group Co Ltd		3,300		45
Takasago International		1,300		26
Takeda Pharmaceutical Co Ltd		44,800		1,241
Teijin Ltd		537,800		5,698
Tenpos Holdings Co Ltd		1,300		22
Toho Holdings Co Ltd		1,911		25
TOKAI Holdings		27,900		179
Tokyo Gas Co Ltd		66,000		1,241
Tosoh Corp		47,200		612
Trend Micro Inc/Japan		122,200		7,540
Unicafe Inc		9,700		65
Unicharm Corp		35,700		1,243
United Super Markets Holdings Inc		70,300		535
Uoriki		1,400		23
Valor Holdings Co Ltd		8,300		106
Vital KSK Holdings Inc		19,700		95
Wowow Inc		6,276		62
XYMAX REIT Investment Corp ^‡		48		44
Yakult Honsha		16,800		996
Yamaguchi Financial Group Inc		365,000		2,007
Yaoko Co Ltd		10,000		465
Yokorei		12,800		85
Zaoh Co Ltd		2,000		26
ZOZO Inc		7,400		164
				187,261

Netherlands — 2.2%
ASR Nederland NV		149,500		6,105
Heineken Holding NV		3,172		225
Heineken NV		16,774		1,509
JDE Peet's		15,981		493
Koninklijke Ahold Delhaize NV		822,680		22,643
Koninklijke KPN NV		669,276		2,131
NN Group NV		126,500		5,202
Randstad NV		19,931		929
Shell PLC		264,119		7,000
Wolters Kluwer NV		47,039		4,603
				50,840

New Zealand — 0.4%
Auckland International Airport Ltd *		108,422		501


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Freightways Ltd		25,359	$	159
Investore Property Ltd ^‡		188		–
Mercury NZ Ltd		181,813		645
Meridian Energy Ltd		191,100		584
Spark New Zealand Ltd		1,844,272		6,113
Vector Ltd		8,778		25
				8,027

Norway — 1.0%
AF Gruppen ASA		582		10
Equinor ASA		234,146		9,100
Kongsberg Gruppen ASA		3,672		126
Mowi ASA		12,229		251
Orkla ASA		782,960		6,565
Sparebank 1 Oestlandet		13,675		156
SpareBank 1 Sorost-Norge		1,460		8
SpareBank 1 SR-Bank ASA		37,697		432
Sparebanken More		280		2
Sparebanken Vest		6,233		55
Telenor ASA		509,064		5,579
Veidekke ASA		7,635		78
				22,362

Portugal — 0.4%
Corticeira Amorim SGPS		27,247		275
Jeronimo Martins SGPS SA		352,050		7,810
Navigator Co SA/The		200,146		795
NOS SGPS SA		83,857		309
REN - Redes Energeticas Nacionais SGPS SA		322,305		855
				10,044

Singapore — 1.5%
Bukit Sembawang Estates Ltd		9,700		34
DBS Group Holdings Ltd		184,000		4,291
Great Eastern Holdings Ltd		4,800		67
Hour Glass Ltd/The		2,599		4
Jardine Cycle & Carriage Ltd		101,200		2,380
Oversea-Chinese Banking Corp Ltd		704,300		6,081
Sheng Siong Group Ltd		1,456,233		1,691
Singapore Exchange Ltd		215,600		1,465
Singapore Technologies Engineering Ltd		1,000,700		2,671
Singapore Telecommunications		298,500		561
United Overseas Bank Ltd		767,200		14,985
Venture Corp Ltd		22,600		296
				34,526

Spain — 0.7%
Banco Bilbao Vizcaya Argentaria SA		327,218		1,469
Banco Santander SA		131,628		319
Cia de Distribucion Integral Logista Holdings SA		62,353		1,213
Enagas SA		202,142		3,693
Endesa SA		284,822		4,888
Financiera Alba		2,011		101


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Miquel y Costas & Miquel		2,889	$	37
Red Electrica Corp SA		177,451		3,246
				14,966

Sweden — 0.7%
Axfood AB		234,971		7,100
B3 Consulting Group AB		2,497		32
Essity AB, Cl B		122,743		2,730
Svenska Handelsbanken AB, Cl A		492,100		4,041
Swedish Orphan Biovitrum AB *		44,226		979
Telefonaktiebolaget LM Ericsson, Cl B		50,161		376
Telia Co AB		285,161		1,006
				16,264

Switzerland — 3.1%
Allreal Holding AG		3,598		565
Basellandschaftliche Kantonalbank		120		113
Berner Kantonalbank AG		1,900		427
BKW AG		3,339		405
Chocoladefabriken Lindt & Spruengli AG		41		434
Crealogix Holding AG		301		18
Emmi AG		875		772
Graubuendner Kantonalbank		37		64
Helvetia Holding AG		24,300		2,683
Huber + Suhner		764		64
Intershop Holding AG		458		299
Investis Holding SA		813		91
Kuehne + Nagel International AG		2,619		606
Luzerner Kantonalbank AG		1,005		424
Novartis AG		239,797		19,428
Orior AG		1,137		89
PSP Swiss Property AG		53,629		6,077
Sonova Holding AG		12,350		3,259
St. Galler Kantonalbank		1,917		903
Swiss Life Holding AG		10,100		5,287
Swiss Prime Site AG		9,470		816
Swisscom AG		36,625		18,966
TX Group AG		693		107
UBS Group AG		395,700		6,281
Valiant Holding AG		7,326		695
Walliser Kantonalbank		687		78
Zug Estates Holding, Cl B		48		99
				69,050

United Kingdom — 3.7%
3i Group PLC		241,600		3,406
Aferian PLC		28,544		44
Alliance Pharma PLC		118,812		131
BAE Systems PLC		589,700		5,320
Big Yellow Group PLC ^‡		4,114		64
British American Tobacco PLC		259,000		10,391
Bunzl PLC		36,954		1,228
CK Hutchison Holdings Ltd		449,500		2,903


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Genus PLC		10,697	$	312
Haleon PLC *		918,400		2,766
Howden Joinery Group PLC		9,094		60
HSBC Holdings PLC		895,000		5,493
Impact Healthcare PLC, Cl B ^‡		13,542		18
Imperial Brands PLC		701,804		15,459
Kingfisher PLC		1,329,900		3,578
Liberty Global PLC *		94,005		2,003
Liberty Global PLC, Cl A *		50,866		1,028
Odfjell Technology *		214		1
Polar Capital Holdings		24,065		128
Reckitt Benckiser Group PLC		44,553		3,443
RELX PLC		233,294		6,128
Sage Group PLC/The		640,767		5,320
Spirent Communications PLC		49,733		149
Tesco PLC		1,945,317		5,628
Unilever PLC		213,469		9,699
				84,700

United States — 58.8%
3M Co		31,275		3,889
A O Smith Corp		24,216		1,367
AbbVie Inc		78,581		10,566
Advance Auto Parts Inc		43,700		7,370
Aflac Inc		173,000		10,280
Alliant Energy Corp		20,051		1,224
Allison Transmission Holdings Inc, Cl A		162,700		5,900
Allscripts Healthcare Solutions Inc *		16,684		284
Allstate Corp/The		138,100		16,641
Alphabet Inc, Cl A *		89,187		9,652
Alphabet Inc, Cl C *		31,120		3,397
Altria Group Inc		204,921		9,246
Amcor PLC		473,324		5,685
Amdocs Ltd		337,276		28,827
AMERCO		8,629		4,536
American Electric Power Co Inc		51,823		5,193
American Financial Group Inc/OH		26,600		3,396
American Software Inc/GA, Cl A		1,583		27
American Water Works Co Inc		10,429		1,548
AMETEK Inc		1,433		172
Amgen Inc		99,088		23,811
Annaly Capital Management Inc ^‡		540,500		3,486
Aon PLC, Cl A		14,117		3,942
Apple Inc		46,505		7,312
AptarGroup Inc		14,366		1,477
Archer-Daniels-Midland Co		100,900		8,868
Arrow Electronics Inc *		57,198		5,995
Ashland Inc		6,211		632
AT&T Inc		756,500		13,269
AutoZone Inc *		8,632		18,293
Avnet Inc		1,776		78
Bank of New York Mellon Corp/The		146,400		6,080


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Berkshire Hathaway, Cl A *		6	$	2,528
Berkshire Hathaway Inc, Cl B *		59,257		16,639
Berry Global Group Inc *		65,400		3,553
Bio-Rad Laboratories Inc, Cl A *		7,476		3,626
BlackRock TCP Capital Corp		7,211		98
Brandywine Realty Trust ^‡		319,900		2,569
Bristol-Myers Squibb Co		371,575		25,048
Broadcom Inc		3,361		1,678
Brown & Brown Inc		19,494		1,229
Cadence Design Systems Inc *		9,033		1,570
Campbell Soup Co		11,514		580
Casey's General Stores Inc		5,576		1,192
Cboe Global Markets Inc		50,546		5,963
CF Industries Holdings Inc		20,244		2,094
CH Robinson Worldwide Inc		73,875		8,433
Chemed Corp		13,555		6,455
Chevron Corp		58,800		9,294
Church & Dwight Co Inc		158,847		13,297
Ciena Corp *		47,952		2,433
Cisco Systems Inc		707,695		31,648
Clorox Co/The		43,870		6,332
CME Group Inc, Cl A		29,385		5,748
Coca-Cola Co/The		103,296		6,374
Cognizant Technology Solutions Corp, Cl A		56,500		3,569
Colgate-Palmolive Co		110,073		8,609
Comcast Corp, Cl A		207,160		7,497
CommVault Systems Inc *		59,319		3,220
Computer Programs and Systems Inc *		1,718		52
Conagra Brands Inc		222,484		7,649
Consolidated Edison Inc		59,734		5,838
Costco Wholesale Corp		26,973		14,083
Crane Holdings Co		33,746		3,184
CSG Systems International Inc		46,100		2,667
Cummins Inc		29,300		6,310
CVS Health Corp		168,822		16,570
Dell Technologies Inc, Cl C		177,424		6,794
Dolby Laboratories Inc, Cl A		29,236		2,141
Domino's Pizza Inc		16,830		6,258
DR Horton Inc		49,100		3,493
DT Midstream Inc		28,882		1,594
DTE Energy Co		52,985		6,906
Duke Energy Corp		61,200		6,543
eBay Inc		76,000		3,354
Ecolab Inc		29,003		4,751
Ennis Inc		10,961		233
Entergy Corp		77,600		8,947
EOG Resources Inc		2,635		320
Everest Re Group Ltd		29,820		8,023
Evergy Inc		148,000		10,142
Expeditors International of Washington Inc		108,339		11,147
Extra Space Storage Inc ^‡		19,634		3,902
Exxon Mobil Corp		138,150		13,206


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fair Isaac Corp *		4,205	$	1,890
Fidus Investment Corp		485		10
Flowers Foods Inc		169,975		4,640
FMC Corp		6,916		747
Ford Motor Co		233,500		3,559
Fortinet Inc *		42,955		2,091
Fox Corp		196,286		6,458
Franklin BSP Realty Trust (A)		–		–
General Dynamics Corp		27,918		6,391
General Mills Inc		337,793		25,943
General Motors Co		76,100		2,908
Gilead Sciences Inc		392,098		24,886
Graco Inc		6,510		416
Graham Holdings Co, Cl B		1,417		801
Grand Canyon Education Inc *		9,286		756
GSK PLC		1,003,480		16,067
Hackett Group Inc/The		3,171		65
Hartford Financial Services Group Inc/The		126,900		8,161
HCA Healthcare Inc		4,029		797
HealthStream Inc *		3,215		71
Henry Schein Inc *		57,801		4,243
Hershey Co/The		47,373		10,643
HF Sinclair Corp		122,668		6,456
Hologic Inc *		4,547		307
Hormel Foods Corp		1,459		73
HP Inc		122,400		3,514
Incyte Corp *		20,964		1,477
Ingredion Inc		49,600		4,319
Intel Corp		473,600		15,117
Intercontinental Exchange Inc		66,485		6,705
International Business Machines Corp		153,500		19,717
J M Smucker Co/The		101,461		14,204
Jack Henry & Associates Inc		11,997		2,306
John B Sanfilippo & Son Inc		7,560		610
Johnson & Johnson		168,482		27,183
Juniper Networks Inc		268,906		7,642
Kellogg Co		323,287		23,516
Keysight Technologies Inc *		11,864		1,944
Kimberly-Clark Corp		90,755		11,573
Knight-Swift Transportation Holdings Inc, Cl A		28,280		1,428
Kraft Heinz Co/The		234,900		8,785
Kroger Co/The		450,125		21,579
Liberty Media Corp-Liberty Braves, Cl C *		3,684		101
Lockheed Martin Corp		40,105		16,849
Lowe's Cos Inc		29,000		5,630
Lumen Technologies Inc		243,144		2,422
Marsh & McLennan Cos Inc		42,564		6,868
Materion Corp		896		77
McKesson Corp		21,943		8,053
Merck & Co Inc		321,476		27,441
Mettler-Toledo International Inc *		573		695


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Microsoft Corp		34,988	$	9,148
Molina Healthcare Inc *		6,186		2,087
Molson Coors Beverage Co, Cl B		169,100		8,737
Mondelez International Inc, Cl A		107,362		6,642
Motorola Solutions Inc		8,402		2,045
National Fuel Gas Co		98,400		7,013
National HealthCare Corp		8,630		599
Nelnet Inc, Cl A		1,651		139
Nestle SA		56,227		6,590
NetApp Inc		20,194		1,457
NetScout Systems Inc *		21,333		677
New Mountain Finance Corp		10,264		135
NewMarket Corp		30,559		8,777
Newmont Corp		25,574		1,058
NextGen Healthcare Inc *		19,364		332
Northrop Grumman Corp		26,955		12,884
Oaktree Specialty Lending Corp		266		2
OGE Energy Corp		635		26
Omnicom Group Inc		67,566		4,520
Oracle Corp		432,831		32,095
O'Reilly Automotive Inc *		374		261
Organon & Co		30,990		884
Packaging Corp of America		129,981		17,797
PepsiCo Inc		41,414		7,134
Pfizer Inc		619,921		28,039
Philip Morris International Inc		71,716		6,848
PPL Corp		134,300		3,906
Prestige Consumer Healthcare Inc *		28,250		1,429
Procter & Gamble Co/The		100,687		13,889
Provident Financial Holdings Inc (A)		2,655		38
Public Storage ^‡		18,088		5,984
QIAGEN NV *		12,295		558
Quest Diagnostics Inc		57,600		7,218
Regeneron Pharmaceuticals Inc *		10,885		6,325
Reliance Steel & Aluminum Co		33,184		6,238
Robert Half International Inc		64,566		4,970
Roche Holding AG		51,610		16,868
Royal Gold Inc		58,413		5,368
Royalty Pharma PLC, Cl A		70,988		2,968
RPM International Inc		31,643		2,948
Scholastic Corp		5,867		269
Seagate Technology Holdings PLC		99,000		6,629
Sealed Air Corp		72,882		3,922
Service Corp International/US		40,174		2,479
Sherwin-Williams Co/The		23,691		5,499
Signify NV		78,500		2,233
Silgan Holdings Inc		288,575		13,145
Sixth Street Specialty Lending Inc		9,643		182
SLR Investment Corp		94		1
Sonoco Products Co		29,597		1,865
SS&C Technologies Holdings Inc		37,084		2,068
Stellus Capital Investment Corp		100		1


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Stepan Co		881	$	92
Synopsys Inc *		2,813		973
Target Corp		41,700		6,686
Taro Pharmaceutical Industries Ltd *		7,891		266
Travelers Cos Inc/The		21,481		3,472
Tyson Foods Inc, Cl A		198,256		14,945
UGI Corp		169,146		6,681
United Therapeutics Corp *		1,939		439
USANA Health Sciences Inc *		10,958		707
Verint Systems Inc *		14,461		701
Verizon Communications Inc		888,761		37,159
Vertex Pharmaceuticals Inc *		16,785		4,729
VMware Inc, Cl A		12,825		1,488
Walgreens Boots Alliance Inc		139,562		4,893
Walmart Inc		61,248		8,119
Waste Connections Inc		31,400		4,384
Waste Management Inc		8,646		1,461
Waters Corp *		4,549		1,358
Waterstone Financial Inc		56,960		985
WEC Energy Group Inc		10,476		1,081
Werner Enterprises Inc		182,200		7,250
West Pharmaceutical Services Inc		3,524		1,046
Western Union Co/The		420,100		6,226
Whirlpool Corp		31,400		4,917
				1,328,944

Total Common Stock
(Cost $2,203,442) ($ Thousands)				2,175,937



AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, LP
2.260% **^†(B)		8,991,037		9,002


Total Affiliated Partnership
(Cost $8,993) ($ Thousands)				9,002



CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		38,057,195		38,057

Total Cash Equivalent
(Cost $38,057) ($ Thousands)				38,057


Total Investments in Securities — 98.3%
(Cost $2,250,492) ($ Thousands)			$	2,222,996

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

A list of the open forwards contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $2,260,818 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $8,448 ($ Thousands).
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $9,002 ($ Thousands).

AUD — Australian Dollar

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

DKK — Danish Krone

EUR — Euro

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

HKD — Hong Kong Dollar

JPY — Japanese Yen

L.P. — Limited Partnership

Ltd. — Limited

NOK — Norwegian Krone

NZD — New Zealand Dollar

PLC — Public Limited Company

REIT — Real Estate Investment Trust

S&P— Standard & Poor's

SEK — Swedish Krona

Ser — Series

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 August 31, 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

2,175,899

–

2,175,937

Affiliated Partnership

–

9,002

–

9,002

Cash Equivalent

38,057

–

38,057

Total Investments in Securities

2,213,956

9,040

–

2,222,996

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		10			–			–		10
Unrealized Depreciation		(738	)		–			–		(738	)
Forwards Contracts*
Unrealized Appreciation		–			9,774			–		9,774
Unrealized Depreciation		–			(136	)		–		(136	)
Total Other Financial Instruments		(728	)		9,638			–		8,910

*	Futures contracts and forwards 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 most recent semi-annual and annual financial statements.

The following is a summary of the transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 92.6%
Argentina — 0.3%
Tenaris SA ADR		762,107	$	20,821
Australia — 3.6%
Adbri Ltd		608,537		913
Altium Ltd		15,881		392
Aristocrat Leisure Ltd		126,626		3,062
ASX Ltd		463,363		24,713
Australia & New Zealand Banking Group Ltd		1,101,650		17,062
BGP Holdings *(A)		239,898		–
BHP Group Ltd		935,270		25,563
BlueScope Steel Ltd		1,826,988		20,537
Brambles Ltd		475,822		4,012
Computershare Ltd		552,012		9,224
EBOS Group Ltd		1,717		41
Endeavour Group Ltd/Australia		1,133,660		5,621
Fortescue Metals Group Ltd		1,621,127		20,185
Grange Resources Ltd		19,068		11
Iluka Resources Ltd		105,802		745
Incitec Pivot Ltd		999,438		2,646
Lynas Rare Earths Ltd *		1,494,145		8,943
Macquarie Group Ltd		39,850		4,777
Mineral Resources Ltd		160,378		6,846
Orica Ltd		167,180		1,752
Origin Energy Ltd		48,869		209
Orora Ltd		848,712		1,915
Pact Group Holdings Ltd		20,459		21
Perseus Mining Ltd		201,119		213
Qantas Airways Ltd *		11,536,490		41,538
Ridley Corp Ltd		27,537		39
RPMGlobal Holdings Ltd *		31,213		33
Sierra Rutile Holdings Ltd *		105,802		22
Sonic Healthcare Ltd		150,844		3,495
South32 Ltd		10,045,865		27,716
Suncorp Group Ltd		4,312,910		31,912
Symbio Holdings Ltd		21,545		58
Technology One Ltd		6,350		51
Telstra Corp Ltd		2,382,659		6,456
Whitehaven Coal Ltd		1,048,765		5,597
WiseTech Global Ltd		106,874		4,230
				280,550

Austria — 0.6%
ANDRITZ AG		104,561		4,818
Erste Group Bank AG		1,061,706		23,890
OMV AG		386,772		15,593
Verbund AG, Cl A		12,121		1,159
Wienerberger AG		8,362		196
				45,656

Belgium — 0.3%
Barco NV		6,667		149
KBC Group NV		512,861		24,474
				24,623


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)

Brazil — 2.2%
Atacadao SA		5,319,000	$	20,440
B3 SA - Brasil Bolsa Balcao		14,442,614		33,312
Banco Bradesco SA ADR		2,389,758		8,675
Cia de Saneamento de Minas Gerais-COPASA (Brazil)		94,500		247
CPFL Energia SA		7,237,900		49,216
Gerdau SA ADR		1,650,034		7,442
JBS SA		3,721,100		21,252
Locaweb Servicos de Internet SA *		8,985,668		16,216
Minerva SA/Brazil		931,944		2,774
Petroleo Brasileiro SA ADR		374,681		5,354
Yara International ASA		101,833		4,313
				169,241

Canada — 2.8%
Advantage Energy Ltd *		350,800		3,005
Algoma Steel Group Inc		28,340		260
Aritzia Inc *		4,996		163
Atco Ltd/Canada, Cl I		44,200		1,569
Athabasca Oil Corp *		181,800		360
Birchcliff Energy Ltd		604,500		5,341
BRP Inc		115,211		8,014
Cameco Corp		807,050		23,590
Canadian Natural Resources Ltd		109,500		6,020
Canadian Utilities Ltd, Cl A		44,800		1,374
Canfor Corp *		177,499		3,493
Capstone Mining Corp *		68,300		154
Cascades Inc		15,038		103
Celestica Inc *		67,521		699
CES Energy Solutions Corp		7,626		14
Crescent Point Energy Corp		1,058,277		8,065
Dollarama Inc		220,006		13,436
Dundee Precious Metals Inc		10,900		50
Enerplus Corp		16,800		260
Enghouse Systems Ltd		9,700		237
Finning International Inc		127,000		2,744
Gear Energy Ltd		270,600		256
George Weston Ltd		4,300		493
Gildan Activewear Inc		141,900		4,208
Home Capital Group Inc, Cl B		492,100		10,499
iA Financial Corp Inc		3,900		210
Imperial Oil Ltd		50,500		2,486
Interfor Corp *		48,800		1,204
International Petroleum Corp *		54,641		538
Kelt Exploration Ltd *		158,400		761
Major Drilling Group International Inc *		7,100		48
MEG Energy Corp *		307,900		4,317
Methanex Corp		62,100		2,251
Mullen Group Ltd		10,595		114
National Bank of Canada		151,384		10,044
North West Co Inc/The		25,600		666


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nutrien Ltd		90,100	$	8,295
NuVista Energy Ltd *		424,127		3,498
Obsidian Energy Ltd *		15,700		142
Parex Resources Inc		29,700		476
Pason Systems Inc		68,300		725
Pet Valu Holdings Ltd		10,452		268
Peyto Exploration & Development Corp		143,313		1,341
SNC-Lavalin Group Inc		1,954,700		37,927
Spartan Delta Corp *		27,197		275
Tidewater Midstream and Infrastructure Ltd		47,700		44
TMX Group Ltd		214,680		21,622
Toromont Industries Ltd		125,320		9,728
Tourmaline Oil Corp		234,600		13,910
Uni-Select Inc *		8,336		236
Winpak Ltd		2,589		86
WSP Global Inc		46,200		5,521
				221,140

China — 8.2%
Agricultural Bank of China Ltd, Cl H		4,339,000		1,418
Alibaba Group Holding Ltd *		3,333,464		39,769
Alibaba Group Holding Ltd ADR *		85,678		8,175
Bank of China Ltd, Cl H		21,316,000		7,438
Bank of Communications Co Ltd, Cl H		3,656,985		2,084
BYD Co Ltd, Cl H		120,000		3,698
China Cinda Asset Management Co Ltd, Cl H		1,686,000		232
China CITIC Bank Corp Ltd, Cl H		4,337,000		1,859
China Coal Energy Co Ltd, Cl H		6,299,645		5,602
China Construction Bank Corp, Cl H		48,987,000		30,282
China Everbright Bank Co Ltd, Cl H		800,906		246
China Pacific Insurance Group Co Ltd, Cl H		573,800		1,215
China Resources Gas Group Ltd		3,977,700		15,487
China Resources Land Ltd		6,002,000		24,573
China Risun Group Ltd		364,000		143
China Sanjiang Fine Chemicals Co Ltd		1,318,242		270
China Shenhua Energy Co Ltd, Cl H		680,000		2,133
CIFI Holdings Group Co Ltd		46,696,624		11,818
COSCO SHIPPING Holdings Co Ltd, Cl H		888,500		1,326
Industrial & Commercial Bank of China Ltd, Cl H		30,347,181		15,417
Industrial Bank Co Ltd, Cl A		6,538,800		16,161
JD.com Inc, Cl A *		164,985		5,223
Kunlun Energy Co Ltd		37,458,000		32,615
Lee & Man Chemical Co Ltd		34,000		28
Lee & Man Paper Manufacturing Ltd		1,034,243		371
Lenovo Group Ltd		9,916,000		8,167
Li Ning Co Ltd		840,500		7,655
LONGi Green Energy Technology Co Ltd, Cl A *		4,920,490		36,276
Lonking Holdings Ltd		990,732		168
Midea Group Co Ltd, Cl A		7,963,582		61,099


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Morimatsu International Holdings Co Ltd *		73,000	$	93
Nestle SA		684,950		80,282
NetDragon Websoft Holdings Ltd		325,000		707
New China Life Insurance Co Ltd, Cl H		405,000		953
Oppein Home Group Inc, Cl A		1,428,550		26,976
People's Insurance Co Group of China Ltd/The, Cl H		1,164,000		360
PetroChina Co Ltd, Cl H		36,010,045		16,745
PICC Property & Casualty Co Ltd		6,736,000		7,286
Ping An Insurance Group Co of China Ltd, Cl H		4,259,500		25,052
Prosus NV		246,863		15,268
Shanghai Fudan Microelectronics Group Co Ltd, Cl H		93,000		433
SITC International Holdings Co Ltd		1,059,000		2,685
Tencent Holdings Ltd		639,880		26,446
Tongcheng Travel Holdings Ltd *		16,170,400		33,119
Topsports International Holdings Ltd		40,640,000		32,076
Xinyi Glass Holdings Ltd		7,377,000		13,624
Zhenro Properties Group Ltd *		810,000		38
Zhongsheng Group Holdings Ltd		4,327,500		20,462
				643,553

Czech Republic — 0.0%
CEZ AS		50,534		2,049
Denmark — 3.0%
AP Moller - Maersk A/S, Cl B		10,247		24,599
Carlsberg AS, Cl B		2,967		385
Coloplast A/S, Cl B		49,934		5,707
D/S Norden A/S		22,741		1,061
Demant A/S *		347,635		10,715
DSV A/S		46,102		6,817
Genmab A/S *		96,363		34,323
ISS A/S *		1,331		23
Novo Nordisk A/S, Cl B		927,777		99,252
Orsted AS		188,845		18,443
Pandora A/S		524,640		31,537
Solar A/S, Cl B		1,206		98
				232,960

Finland — 0.2%
Kesko Oyj, Cl B		328,360		6,912
Orion Oyj, Cl B		153,847		6,979
Sampo Oyj, Cl A		109,810		4,971
Uponor Oyj		13,877		208
				19,070

France — 7.1%
Air Liquide SA		351,110		44,025
Airbus SE		285,190		27,963
Alstom SA		762,107		15,627
BNP Paribas SA		690,850		32,123
Carrefour SA		334,390		5,584
Cie de Saint-Gobain		833,908		33,608


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Criteo SA ADR *		98,091	$	2,650
Danone SA		391,280		20,602
Dassault Aviation SA		19,257		2,646
Dassault Systemes SE		121,090		4,672
Derichebourg SA		3,009		17
Esker SA		2,121		275
EssilorLuxottica SA		35,260		5,255
Euroapi SA *		1		–
Faurecia SE *		1,156,104		16,589
Ipsen SA		62,126		5,958
Legrand SA		104,775		7,586
L'Oreal SA		61,867		21,261
LVMH Moet Hennessy Louis Vuitton SE		35,107		22,667
Orange SA		957,580		9,704
Pernod Ricard SA		65,260		11,982
Publicis Groupe SA		362,172		17,694
Remy Cointreau SA		26,745		4,963
Sanofi		993,535		81,270
Sartorius Stedim Biotech		66,465		24,325
Societe pour l'Informatique Industrielle		319		15
Sodexo SA		880,420		67,375
Somfy SA		180		20
SPIE SA		35,335		770
Stellantis NV		1,945,512		25,909
Thales SA		81,129		9,787
Trigano SA		255		22
Wavestone		1,906		89
Worldline SA/France *		771,372		33,067
				556,100

Germany — 4.6%
adidas AG		142,510		21,144
Aroundtown SA		5,589,026		16,311
Bayer AG		482,858		25,553
Beiersdorf AG		24,592		2,484
BioNTech SE ADR *		14,590		2,110
Carl Zeiss Meditec AG		70,886		8,828
Cliq Digital AG		1,446		38
Deutsche Bank AG		470,853		3,931
Deutsche Boerse AG		233,903		39,571
Deutsche Telekom AG		1,742,590		32,863
Duerr AG		3,920		86
Fresenius Medical Care AG & Co KGaA		365,300		12,515
Heidelberger Druckmaschinen AG *		72,263		105
HUGO BOSS AG		54,946		2,996
K+S AG		50,717		1,156
Knorr-Bremse AG		224,880		10,905
Koenig & Bauer AG *		1,160		14
Krones AG		2,291		189
Mercedes-Benz Group AG		231,026		12,960
Merck KGaA		121,184		20,829
Nemetschek SE		16,059		947


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PSI Software AG		567	$	13
QIAGEN NV *		552,243		25,063
Rheinmetall AG		190,506		30,260
RWE AG		668,267		25,528
SAP SE		350,514		29,871
Scout24 SE		161,238		9,295
Siemens AG		122,673		12,434
Siemens Energy AG		107,445		1,581
Stabilus SE		1,194		61
Vitesco Technologies Group AG *		4,008		196
Wacker Chemie AG		57,962		8,248
Washtec AG		1,439		58
				358,143

Hong Kong — 1.5%
AIA Group Ltd		1,582,400		15,224
ASMPT Ltd		155,600		1,205
Bank of East Asia Ltd/The		43,480		55
Chaoda Modern Agriculture Holdings Ltd *		52,790		–
CK Asset Holdings Ltd		136,000		918
Hong Kong Exchanges & Clearing Ltd		511,835		20,624
Nine Dragons Paper Holdings Ltd		817,000		641
NWS Holdings Ltd		22,625		22
Orient Overseas International Ltd		593,003		16,530
Pacific Basin Shipping Ltd		2,596,000		921
Samsonite International SA *		21,613,350		52,834
Sino Land Co Ltd		280,000		409
Swire Pacific Ltd, Cl A		459,500		3,178
Techtronic Industries Co Ltd		286,000		3,373
				115,934

Hungary — 0.0%
MOL Hungarian Oil & Gas PLC		86,492		594
India — 1.3%
Ahluwalia Contracts India Ltd		4,490		24
Castrol India Ltd		112,934		161
Coal India Ltd		1,899,271		5,550
GAIL India Ltd		2,298,086		3,904
Gillette India Ltd		648		45
Godfrey Phillips India Ltd		5,094		71
Gujarat Pipavav Port Ltd		52,604		57
Gujarat State Petronet Ltd		45,437		137
HDFC Bank Ltd ADR		245,962		15,016
Hindustan Aeronautics Ltd		123,830		3,545
ITC Ltd		1,787,957		7,145
Karnataka Bank Ltd/The		166,869		155
Kewal Kiran Clothing Ltd		9,323		49
Nava Ltd		28,192		79
Oracle Financial Services Software Ltd		17,989		711
Orient Green Power Co Ltd *		39,573		4
Power Grid Corp of India Ltd		8,440,174		24,165
Precision Wires India Ltd		15,991		18
Redington India Ltd		281,386		525


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Reliance Industries Ltd		266,410	$	8,728
SJVN Ltd		502,882		193
Tech Mahindra Ltd		2,380,562		31,717
Ujjivan Financial Services Ltd *		47,262		115
Varun Beverages Ltd		27,278		352
WNS Holdings Ltd ADR *		11,264		949
				103,415

Indonesia — 0.3%
ABM Investama Tbk PT		693,900		129
Adaro Energy Indonesia Tbk PT		17,171,000		4,093
Alam Sutera Realty Tbk PT *		2,571,500		31
Bank Danamon Indonesia Tbk PT		360,600		64
Bank Rakyat Indonesia Persero Tbk PT		17,249,800		5,038
Ciputra Development Tbk PT		2,446,883		157
Dharma Satya Nusantara Tbk PT		1,371,800		47
First Pacific Co Ltd		370,000		143
First Resources Ltd		32,800		35
Hanjaya Mandala Sampoerna Tbk PT		2,199,259		135
Indah Kiat Pulp & Paper Tbk PT		525,900		295
MD Pictures Tbk PT		498,573		84
Mitra Adiperkasa Tbk PT *		1,021,800		69
Prima Andalan Mandiri Tbk PT		235,775		108
Sumber Tani Agung Resources Tbk PT		245,526		22
Telkom Indonesia Persero Tbk PT		14,751,700		4,517
Triputra Agro Persada PT		7,307,227		370
United Tractors Tbk PT		4,476,000		10,192
				25,529

Ireland — 1.0%
Bank of Ireland Group PLC		4,702,495		28,992
CRH PLC		466,930		17,253
Greencore Group PLC *		10,726,769		10,616
ICON PLC *		82,248		17,258
James Hardie Industries PLC		10,726		243
				74,362

Israel — 2.2%
Bank Hapoalim BM		1,430,016		14,847
Bank Leumi Le-Israel BM		4,475,480		47,381
Check Point Software Technologies Ltd *		763,354		91,786
Dor Alon Energy in Israel 1988 Ltd		484		18
ICL Group Ltd		1,052,014		10,060
Isracard Ltd		18		–
Israel Discount Bank Ltd, Cl A		743,246		4,551
ZIM Integrated Shipping Services Ltd (B)		160,084		5,777
				174,420

Italy — 1.7%
Aeffe SpA *		23,423		34
Azimut Holding SpA		150,823		2,404
Banca IFIS SpA		54,106		647
Danieli & C Officine Meccaniche SpA		5,930		75
Enel SpA		5,394,430		25,364


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Eni SpA		205,246	$	2,426
MFE-MediaForEurope NV, Cl A		322,857		137
MFE-MediaForEurope NV, Cl B		281,721		164
Prysmian SpA		1,263,702		38,797
Recordati Industria Chimica e Farmaceutica SpA		61,283		2,502
Sanlorenzo SpA/Ameglia		1,602		50
Stellantis NV		346,870		4,623
Tenaris SA		458,870		6,281
UniCredit SpA		5,239,611		51,305
				134,809

Japan — 11.3%
Adastria		6,500		94
Advantest Corp		321,400		18,242
AEON Financial Service Co Ltd		210,200		2,164
Ai Holdings Corp		7,300		112
AIT Corp		2,100		24
Alfresa Holdings Corp		16,100		193
Amada Co Ltd		3,778,700		29,630
Anritsu Corp		5,900		70
Arealink Co Ltd		2,000		27
Asahi Group Holdings Ltd		1,931,600		64,903
Ateam Inc		13,100		71
Aucnet Inc		1,800		28
Avant Corp		6,500		70
Bandai Namco Holdings Inc		333,200		25,056
Bank of Saga Ltd/The		1,800		19
Benefit One Inc		16,300		242
BIPROGY Inc		91,400		2,029
Brother Industries Ltd		46,400		890
Canon Inc		144,200		3,461
Capcom Co Ltd (B)		370,200		10,126
COLOPL Inc *		130,700		662
Comture Corp		2,500		44
Creek & River Co Ltd		2,600		45
CTS Co Ltd		3,600		20
Cybozu Inc		3,000		29
Daihatsu Diesel Manufacturing Co Ltd		5,200		19
Daihen Corp		3,300		98
Dai-ichi Life Holdings Inc		183,300		3,174
Daiichi Sankyo Co Ltd		179,400		5,403
Daiken Corp		1,500		21
Daisue Construction Co Ltd		2,100		23
Daito Trust Construction Co Ltd		350,000		34,507
Daiwa House Industry Co Ltd		254,000		5,691
Digital Arts Inc		6,000		279
dip Corp		406,000		10,524
Doshisha Co Ltd		1,200		13
Drecom Co Ltd		4,600		28
Eiken Chemical Co Ltd		10,400		142
Elecom Co Ltd		9,100		111


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Elematec Corp		2,700	$	26
en Japan Inc		12,900		221
Enigmo Inc		14,200		56
Fudo Tetra Corp		2,000		23
Fuji Corp/Aichi		7,800		114
Fujitsu Ltd		167,600		19,765
Funai Soken Holdings Inc		2,300		39
G-7 Holdings Inc, Cl 7		2,400		26
Glory Ltd		4,500		71
GMO GlobalSign Holdings KK		900		33
GungHo Online Entertainment Inc *		1,090,400		18,045
Gunze Ltd		1,400		40
Hino Motors Ltd *		103,400		473
Hitachi Ltd		1,208,400		60,505
Hodogaya Chemical Co Ltd		1,000		23
Horiba Ltd		407,900		18,622
Hosokawa Micron Corp		3,800		72
I-PEX Inc		6,700		66
Iriso Electronics Co Ltd		1,100		33
Ishihara Sangyo Kaisha Ltd		3,800		31
Japan Exchange Group Inc		14,200		212
Japan Lifeline Co Ltd		4,400		32
Japan Post Insurance Co Ltd		282,600		4,338
Japan Transcity Corp		6,000		22
JP-Holdings Inc		20,800		37
Kanamoto Co Ltd		5,200		80
Kandenko Co Ltd		5,900		36
Kao Corp		543,000		23,563
KAWADA TECHNOLOGIES Inc		2,700		71
Kawasaki Heavy Industries Ltd		1,362,500		26,501
KDDI Corp		292,800		8,979
Keyence Corp		63,540		23,909
Koatsu Gas Kogyo Co Ltd		5,100		25
Konami Group Corp		350,700		17,836
Konica Minolta Inc		539,600		1,872
Konoike Transport Co Ltd		4,400		42
Lasertec Corp		35,100		4,870
Lifedrink Co Inc		2,700		34
M&A Capital Partners Co Ltd *		4,600		114
Makita Corp		522,600		12,315
Mandom Corp		5,600		60
Marubeni Corp		772,500		8,069
Mazda Motor Corp		575,700		5,109
Media Do Co Ltd *		11,300		167
Medical Data Vision Co Ltd		14,200		114
METAWATER Co Ltd		3,100		46
Miroku Jyoho Service Co Ltd		11,800		131
Mito Securities Co Ltd		10,400		20
Mitsubishi Electric Corp		736,600		7,463
Mitsubishi Heavy Industries Ltd		169,400		6,545
Mitsubishi Shokuhin Co Ltd		3,200		79
Mitsubishi UFJ Financial Group Inc		6,797,000		35,312


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mixi Inc		264,700	$	4,555
Mizuho Medy Co Ltd		1,300		28
Moriroku Holdings Co Ltd		3,700		47
Morita Holdings Corp *		3,900		36
MS&AD Insurance Group Holdings Inc		58,100		1,737
Nachi-Fujikoshi Corp		900		24
NEC Corp		16,800		614
NEOJAPAN Inc		3,000		24
Nichias Corp		13,500		234
Nippon Shinyaku Co Ltd		292,300		16,023
Nippon Telegraph & Telephone Corp		244,600		6,644
Nippon Thompson Co Ltd		12,000		49
Nissan Tokyo Sales Holdings Co Ltd		86,600		186
Nissin Corp		2,100		28
Nissin Electric Co Ltd		10,700		114
Nitto Kohki Co Ltd		2,900		34
Nitto Seiko Co Ltd		5,400		21
Noritz Corp		7,900		88
Okabe Co Ltd		6,100		29
Okamoto Machine Tool Works Ltd		800		23
Okamura Corp		5,000		48
Optim Corp *		17,100		108
Oracle Corp Japan *		6,900		412
ORIX Corp		4,478,700		73,778
Oro Co Ltd		2,800		36
Pack Corp/The		2,500		41
Persol Holdings Co Ltd		7,100		143
Pickles Corp		3,800		32
Pigeon Corp		165,000		2,463
Pola Orbis Holdings Inc		10,000		111
Prestige International Inc		7,600		37
Proto Corp		3,800		31
Recruit Holdings Co Ltd		439,400		13,999
S Foods Inc		1,600		34
Sakai Heavy Industries Ltd		1,000		22
Sakata INX Corp		4,300		30
Scroll Corp		10,500		59
Seiko Epson Corp		167,800		2,642
Sekisui Jushi Corp		5,200		64
Seven & i Holdings Co Ltd		251,600		10,017
Shimamura Co Ltd		67,800		6,159
Shimano Inc		31,200		5,532
Shin-Etsu Chemical Co Ltd		28,700		3,340
Shinnihon Corp		3,800		20
Shinnihonseiyaku Co Ltd		2,500		30
Showa Denko KK		1,810,100		27,888
SIGMAXYZ Holdings Inc		10,700		94
Sinfonia Technology Co Ltd		2,900		32
SMS Co Ltd *		321,600		7,338
Sodick Co Ltd		12,000		70
Sompo Holdings Inc		84,900		3,648
Sony Group Corp		693,700		55,271


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sprix Ltd		2,400	$	18
Star Micronics Co Ltd		14,100		186
Sun-Wa Technos Corp		2,900		29
Suzuki Motor Corp		836,800		29,310
T&D Holdings Inc		130,500		1,428
T&K Toka Co Ltd		3,800		29
Takamatsu Construction Group Co Ltd		1,600		22
Takaoka Toko Co Ltd		4,000		55
Takara Standard Co Ltd		15,500		148
TIS Inc		147,000		4,195
Tochigi Bank Ltd/The		17,500		36
Toei Animation Co Ltd		80,500		7,359
Toho Holdings Co Ltd		45,300		601
Tokio Marine Holdings Inc		294,100		16,334
Topcon Corp		6,700		91
Tosoh Corp		2,527,100		32,746
Trend Micro Inc/Japan *		68,100		4,202
Tsubakimoto Chain Co		4,700		109
Tsuruha Holdings Inc		3,800		211
United Arrows Ltd		2,500		33
UT Group Co Ltd		851,200		16,991
V Technology Co Ltd		4,700		101
ValueCommerce Co Ltd		4,900		90
VINX Corp		3,200		35
Workman Co Ltd		101,600		4,077
Wowow Inc		2,300		23
Xebio Holdings Co Ltd		4,500		31
YAMADA Consulting Group Co Ltd		2,000		18
Yokogawa Bridge Holdings Corp		4,300		60
Yokogawa Electric Corp		7,400		129
Yokowo Co Ltd		6,100		97
Yondenko Corp		1,900		26
Yossix Holdings Co Ltd		1,400		23
ZIGExN Co Ltd		23,400		57
				887,538

Luxembourg — 0.3%
ArcelorMittal SA		940,710		22,340
Eurofins Scientific SE		26,759		1,853
SES SA, Cl A		29,961		210
				24,403

Macao — 0.3%
Galaxy Entertainment Group Ltd *		3,417,000		19,100
Malaysia — 0.1%
Carlsberg Brewery Malaysia Bhd		19,300		100
Genting Plantations Bhd (Malaysia)		49,600		74
Heineken Malaysia Bhd		21,700		114
Hong Leong Financial Group Bhd		142,120		614
IOI Corp Bhd		960,800		906
Nestle Malaysia Bhd		5,700		169
Pantech Group Holdings Bhd		216,400		32
Petronas Chemicals Group Bhd		3,172,600		6,223


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Petronas Gas Bhd		143,900	$	556
RHB Bank Bhd		819,100		1,047
Sime Darby Plantation Bhd		807,800		803
				10,638

Mexico — 0.4%
Arca Continental SAB de CV		157,392		1,067
Ternium SA ADR		244,990		7,548
Wal-Mart de Mexico SAB de CV		6,019,441		19,760
				28,375

Netherlands — 4.3%
ABN AMRO Bank NV		2,336,070		22,456
Adyen NV *		3,280		5,065
Argenx SE ADR *		8,420		3,182
ASML Holding NV		50,242		24,539
EXOR NV		75,065		4,522
Heineken Holding NV		25,697		1,824
Heineken NV		11,413		1,026
ING Groep NV		3,847,369		33,740
Koninklijke Ahold Delhaize NV		1,158,280		31,880
Koninklijke DSM NV		82,329		10,504
NN Group NV		1,583,078		65,100
OCI NV		501,934		18,856
Randstad NV		305,166		14,220
Shell PLC		2,169,636		57,480
TomTom NV *		23,756		191
Universal Music Group NV		395,877		7,866
Wolters Kluwer NV		376,053		36,797
				339,248

New Zealand — 0.0%
Mainfreight Ltd		6,965		317
Meridian Energy Ltd		87,659		268
				585

Norway — 1.8%
Aker BP ASA		95,510		3,350
AutoStore Holdings Ltd *		1,905,480		2,510
DNB Bank ASA		3,487,262		66,398
Equinor ASA		906,288		35,222
Gjensidige Forsikring ASA		351,801		7,149
Grieg Seafood ASA		7,661		93
Hoegh Autoliners ASA		23,870		93
Kongsberg Gruppen ASA		16,965		581
Mowi ASA (B)		186,340		3,825
MPC Container Ships ASA		291,948		603
Salmar ASA		285,880		18,931
				138,755

Philippines — 0.0%
Semirara Mining & Power Corp, Cl A		206,500		151
Poland — 0.1%
Asseco Poland SA		9,369		143
Bank Handlowy w Warszawie SA		349		4


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bank Polska Kasa Opieki SA		172,388	$	2,389
Cognor Holding SA		41,096		33
Enea SA		23,360		38
Orange Polska SA *		686,753		876
PGE Polska Grupa Energetyczna SA *		571,768		873
Polskie Gornictwo Naftowe i Gazownictwo SA *		372,076		443
Powszechny Zaklad Ubezpieczen SA		1,033,569		6,197
Tauron Polska Energia SA *		55,553		27
				11,023

Portugal — 0.5%
EDP - Energias de Portugal SA		7,598,213		36,308
Jeronimo Martins SGPS SA		140,566		3,118
Navigator Co SA/The		5,897		23
				39,449

Qatar — 0.2%
Aamal Co		623,035		201
Gulf International Services QSC *		152,244		88
Industries Qatar QSC		937,623		4,663
Mekdam Holding Group		11,947		24
Ooredoo QPSC		654,105		1,631
Qatar Insurance Co SAQ		283,249		181
Qatar National Bank QPSC		1,134,214		6,418
Qatari Investors Group QSC		229,054		128
				13,334

Saudi Arabia — 0.9%
Al Hammadi Holding		38,218		454
Arab National Bank		164,186		1,309
Arabian Cement Co/Saudi Arabia		90,627		953
Astra Industrial Group		142,790		1,960
Banque Saudi Fransi		68,398		903
Bawan Co		143,143		1,478
Dar Al Arkan Real Estate Development Co *		371,704		1,394
Etihad Etisalat Co		980,982		9,542
Kingdom Holding Co		69,556		167
Rabigh Refining & Petrochemical Co *		827,543		3,806
Sahara International Petrochemical Co		327,434		4,136
Saudi Basic Industries Corp		952,255		25,297
Saudi Electricity Co		1,190,718		7,970
Saudi Investment Bank/The		206,609		1,099
Saudi Telecom Co		687,543		7,633
Savola Group/The		28,214		244
United International Transportation Co		79,900		980
				69,325

Singapore — 0.3%
Jardine Cycle & Carriage Ltd		103,200		2,427
STMicroelectronics NV		558,477		19,474
				21,901

South Africa — 0.3%
ArcelorMittal South Africa Ltd *		135,846		41


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Clicks Group Ltd		603,832	$	10,558
Exxaro Resources Ltd		32,917		422
Investec Ltd		16,991		80
MTN Group Ltd		550,380		4,003
Ninety One Ltd		52,579		119
Sappi Ltd *		106,592		286
Shoprite Holdings Ltd		284,540		3,877
Thungela Resources Ltd		34,843		670
				20,056

South Korea — 4.1%
Agabang&Company *		18,483		58
BNK Financial Group Inc		875,082		4,363
Coway Co Ltd		490,232		23,259
Daishin Securities Co Ltd		34,929		400
DB HiTek Co Ltd		14,156		486
DGB Financial Group Inc		160,918		892
Doosan Co Ltd		10,831		663
Fila Holdings Corp		27,247		629
Hana Financial Group Inc		844,022		24,600
Hanwha Aerospace Co Ltd		10,965		663
Hyundai Engineering & Construction Co Ltd		4,001		143
Ilshin Spinning Co Ltd		206		17
KB Financial Group Inc		1,091,456		40,066
Kia Corp		46,810		2,806
KT Corp		220,354		6,107
KT Corp ADR (B)		552,870		7,585
KT&G Corp		7,647		475
LG Electronics Inc		160,778		12,031
LX Semicon Co Ltd		5,195		366
Sajodaerim Corp		1,585		32
Samsung Card Co Ltd		24,662		577
Samsung Electronics Co Ltd		1,915,377		84,853
Shinhan Financial Group Co Ltd		271,957		7,368
SK Hynix Inc		381,610		26,830
SK Square Co Ltd *		267,326		8,033
SK Telecom Co Ltd		1,659,048		64,365
SPC Samlip Co Ltd		642		39
Unid Co Ltd		8,824		681
Woori Financial Group Inc		235,457		2,130
				320,517

Spain — 1.1%
Amadeus IT Group SA, Cl A *		602,400		31,819
Atresmedia Corp de Medios de Comunicacion SA		21,357		59
Bankinter SA		17,004		87
Corp ACCIONA Energias Renovables SA		56,683		2,355
Industria de Diseno Textil SA		1,198,370		25,890
Laboratorios Farmaceuticos Rovi SA		1,649		81
Repsol SA		2,162,930		28,109
				88,400


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sweden — 1.5%
Assa Abloy AB, Cl B		467,355	$	9,490
Bilia AB, Cl A		12,150		151
Clas Ohlson AB, Cl B		34,854		315
Essity AB, Cl B		823,020		18,303
Getinge AB, Cl B		4,930		91
H & M Hennes & Mauritz AB, Cl B		950,690		9,898
Hexagon AB, Cl B		893,300		9,152
Inwido AB		8,333		82
Kinnevik AB, Cl B *		189,180		2,699
Mycronic AB		8,475		101
New Wave Group AB, Cl B		23,713		382
Securitas AB, Cl B		2,027,244		17,797
Swedish Match AB		3,326,440		33,479
Swedish Orphan Biovitrum AB *		58,666		1,299
Telefonaktiebolaget LM Ericsson, Cl B		2,249,433		16,864
				120,103

Switzerland — 3.4%
Belimo Holding AG		3,254		1,236
Burckhardt Compression Holding AG		152		64
Calida Holding AG		1,116		49
Comet Holding AG		4,877		849
dormakaba Holding AG		273		115
Georg Fischer AG		4,684		254
Kuehne + Nagel International AG		84,961		19,666
Lonza Group AG		47,370		25,304
Novartis AG		49,078		3,976
Partners Group Holding AG		13,523		13,074
Roche Holding AG		447,278		144,361
Sonova Holding AG		49,701		13,116
Straumann Holding AG		108,270		11,883
Swatch Group AG/The, Cl B		115,793		28,124
u-blox Holding AG		3,173		440
Zehnder Group AG		2,587		153
				262,664

Taiwan — 2.6%
Asustek Computer Inc		1,139,000		9,478
Compal Electronics Inc		1,235,000		920
Evergreen Marine Corp Taiwan Ltd		2,392,000		6,855
General Interface Solution Holding Ltd		821,184		2,158
Grape King Bio Ltd		41,000		200
Holtek Semiconductor Inc		431,000		1,041
Hon Hai Precision Industry Co Ltd		7,995,000		28,468
Lite-On Technology Corp		2,588,000		5,569
Micro-Star International Co Ltd		504,000		1,887
Novatek Microelectronics Corp		2,368,000		20,259
Pou Chen Corp		5,358,000		5,076
Radiant Opto-Electronics Corp		45,000		148
Realtek Semiconductor Corp		658,000		7,394
Simplo Technology Co Ltd		453,000		4,274


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Taiwan Semiconductor Manufacturing Co Ltd		5,723,616	$	93,695
Taiwan Semiconductor Manufacturing Co Ltd ADR		170,142		14,181
Yuanta Financial Holding Co Ltd		7,648,922		5,077
				206,680

Thailand — 1.9%
Airports of Thailand PCL *		1,923,100		3,832
Bangchak Corp PCL NVDR		1,013,100		979
Bangkok Bank PCL		1,761,600		6,605
Bangkok Bank PCL NVDR		412,300		1,546
Bangkok Chain Hospital PCL		306,500		157
Bank of Ayudhya PCL		37,100		33
Banpu PCL NVDR (B)		14,837,100		5,890
Esso Thailand PCL NVDR *		2,776,700		1,073
Indorama Ventures PCL		1,228,000		1,454
Indorama Ventures PCL NVDR		368,800		437
Kasikornbank PCL		1,188,400		4,992
Kasikornbank PCL NVDR		343,400		1,442
Krung Thai Bank PCL		1,015,300		469
Lam Soon Thailand PCL		90,000		12
Lanna Resources PCL NVDR		163,900		107
Minor International PCL *		45,144,800		42,096
PTT Exploration & Production PCL		1,111,900		5,143
PTT Exploration & Production PCL NVDR		1,147,700		5,308
PTT Global Chemical PCL		14,400		19
PTT Global Chemical PCL NVDR		426,200		554
PTT PCL NVDR		8,700,500		8,939
Rajthanee Hospital PCL		27,400		27
Regional Container Lines PCL		185,900		165
SCB X PCL		17,637,600		53,316
Star Petroleum Refining PCL NVDR		8,984,700		3,175
Thai Oil PCL		884,600		1,472
Thai Oil PCL NVDR		848,800		1,412
				150,654

Turkey — 0.0%
Agesa Hayat ve Emeklilik AS *		38,858		50
Akbank TAS		59,466		38
Anadolu Efes Biracilik Ve Malt Sanayii AS		277,598		627
Galata Wind Enerji AS		321,534		258
KOC Holding AS		49,010		122
Tukas Gida Sanayi ve Ticaret AS *		16,994		9
Turkiye Petrol Rafinerileri AS *		13,006		257
Yapi ve Kredi Bankasi AS		1,263,232		489
				1,850

United Arab Emirates — 0.1%
Air Arabia PJSC		778,623		469
Dubai Islamic Bank PJSC		1,253,434		1,994
Emaar Properties PJSC		4,300,981		7,310
				9,773


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
United Kingdom — 13.6%
Accenture PLC, Cl A		70,688	$	20,391
AG Barr PLC		5,335		31
Anglo American PLC		1,582,643		50,941
Aon PLC, Cl A		62,611		17,485
Aptiv PLC *		192,242		17,961
Ashtead Group PLC		401,753		19,770
AstraZeneca PLC		230,417		28,547
Atlassian Corp PLC, Cl A *		73,580		18,223
BAE Systems PLC		731,600		6,600
British American Tobacco PLC		214,860		8,620
Centrica PLC		3,805,021		3,343
Clarkson PLC		1,023		36
CNH Industrial NV		2,710,347		33,018
Compass Group PLC		1,079,907		23,268
ConvaTec Group PLC		21,618,334		54,631
Dechra Pharmaceuticals PLC		166,536		6,746
Diageo PLC		1,001,106		43,566
Diploma PLC		107,172		3,123
dotdigital group plc		7,099		7
Elementis PLC *		24,190		31
Endava PLC ADR *		41,826		4,224
Endeavour Mining PLC		880,030		17,163
Entain PLC		3,639,327		53,632
Ferguson PLC		177,107		20,544
Ferrexpo PLC		2,427,053		4,182
Fertiglobe plc		17,730,151		27,070
Firstgroup PLC		96,128		128
Frasers Group PLC *		30,969		289
Glencore PLC		4,228,650		23,158
Globaltrans Investment PLC GDR *		6,013		–
Greggs PLC		26,047		558
GSK PLC		2,110,991		33,799
GSK PLC ADR		30,219		981
Haleon PLC *		2,638,739		7,948
Haleon PLC ADR *		37,774		226
Hikma Pharmaceuticals PLC		24,410		373
Howden Joinery Group PLC		133,985		887
Inchcape PLC		11,317		99
Indivior PLC *		245,093		823
Informa PLC		7,428,630		47,075
InterContinental Hotels Group PLC		93,640		5,092
Intertek Group PLC		470,914		21,650
Investec PLC		807,235		3,891
Kingfisher PLC		8,778,360		23,620
Linde PLC		92,388		26,020
London Stock Exchange Group PLC		330,091		31,014
Man Group PLC/Jersey		46,253		131
Melrose Industries PLC		33,647,123		53,184
Micro Focus International PLC		25,966		157
Morgan Sindall Group PLC		1,255		25
NatWest Group PLC		24,840,872		71,004


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ninety One PLC (B)		246,179	$	571
Nomad Foods Ltd *		3,511,262		62,114
OTP Bank Nyrt		546,128		11,576
Pagegroup PLC		123,008		619
Persimmon PLC		872,540		14,954
Prudential PLC		515,091		5,415
QinetiQ Group PLC		6,009		24
RELX PLC		591,044		15,477
Shell PLC		2,325,750		61,659
Smith & Nephew PLC		2,195,564		25,868
Smiths News PLC		201		–
Speedy Hire PLC		89,405		42
SSE PLC		258,030		4,953
SThree PLC		3,037		12
Unilever PLC		552,565		25,138
				1,063,707

United States — 2.6%
Axalta Coating Systems Ltd *		1,465,647		37,741
Baker Hughes Co, Cl A		1,930,734		48,770
Berry Global Group Inc *		353,252		19,192
Cognex Corp		559,471		23,560
Gentex Corp		734,717		20,050
Globant SA *		104,262		21,975
Inmode Ltd *		82,664		2,640
QIAGEN NV *		107,405		4,880
Sensata Technologies Holding PLC		510,053		20,545
				199,353

Total Common Stock
(Cost $7,785,105) ($ Thousands)				7,250,551



PREFERRED STOCK — 0.9%
Brazil — 0.3%
Cia de Transmissao de Energia Eletrica Paulista (C)		59,900		277
Itau Unibanco Holding SA (C)		1,355,300		6,767
Petroleo Brasileiro SA (C)		3,006,000		19,286
				26,330

Germany — 0.4%
Sartorius AG (C)		16,757		6,986
Volkswagen AG (C)		141,592		20,152
				27,138

South Korea — 0.2%
Samsung Electronics Co Ltd (C)		435,292		17,608
Total Preferred Stock
(Cost $79,464) ($ Thousands)				71,076


Description	Shares		Market Value ($ Thousands)
EXCHANGE TRADED FUNDS — 0.6%
United States — 0.6%
iShares MSCI ACWI ex US ETF		773,905	$	34,261
iShares Trust iShares ESG Aware MSCI EAFE ETF		120,670		7,487
Total Exchange Traded Funds
(Cost $44,123) ($ Thousands)				41,748


		Number of Rights
RIGHTS — 0.0%
Saudi Arabia — 0.0%
Rabigh Refining & Petrochemical Co, Expires 12/31/2022 *		1		–
Taiwan — 0.0%
Acer *^‡^‡		6,484		–
Taishin Financial Holding Co Ltd *^‡^‡		185,842		–
Total Rights
(Cost $—) ($ Thousands)				–


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.2%
SEI Liquidity Fund, LP
2.260% **^†(D)		13,960,373	$	13,969


Total Affiliated Partnership
(Cost $13,954) ($ Thousands)				13,969



CASH EQUIVALENT — 2.9%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		229,046,868		229,047

Total Cash Equivalent
(Cost $229,047) ($ Thousands)				229,047


Total Investments in Securities — 97.2%
(Cost $8,151,693) ($ Thousands)			$	7,606,391

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

A list of the open forward foreign currency contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $7,828,000 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
^‡^‡	Expiration date not available.
(A)	Level 3 security in accordance with fair value hierarchy.
(B)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $16,472 ($ Thousands).
(C)	No interest rate available.
(D)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $13,969 ($ Thousands).

ACWI — All Country World Index

ADR — American Depositary Receipt

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CHF — Swiss Franc

Cl — Class

CNY — Chinese Yuan Onshore

EAFE — Europe, Australasia and Far East

ESG — Environmental, Social and Governance

ETF — Exchange-Traded Fund

EUR — Euro

FTSE— Financial Times Stock Exchange

GBP — British Pound Sterling

GDR — Global Depositary Receipt

HKD — Hong Kong Dollar

HUF — Hungarian Forint

ILS — Israeli New Sheckels

INR — Indian Rupee

JPY — Japanese Yen

KRW — Korean Won

LP — Limited Partnership

Ltd. — Limited

MSCI — Morgan Stanley Capital International

MXN — Mexican Peso

NOK — Norwegian Krone

NVDR — Non-Voting Depositary Receipt

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

S&P— Standard & Poor's

SEK — Swedish Krona

SGD — Singapore Dollar

SPI — Share Price Index

TOPIX — Tokyo Price Index

TSX — Toronto Stock Exchange

USD — U.S. Dollar

ZAR — South African Rand

The following is a summary of the level of inputs used as of August 31, 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

7,197,696

52,855

–

7,250,551

Preferred Stock

71,076

–

71,076

Exchange Traded Funds

41,748

–

41,748

Rights

–

Affiliated Partnership

–

13,969

–

13,969

Cash Equivalent

229,047

–

229,047

Total Investments in Securities

7,539,567

66,824

–

7,606,391

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		2,933			–			–		2,933
Unrealized Depreciation		(1,473	)		–			–		(1,473	)
Forwards Contracts*
Unrealized Appreciation		–			6,049			–		6,049
Unrealized Depreciation		–			(4,857	)		–		(4,857	)
Total Other Financial Instruments		1,460			1,192			–		2,652

^ Securities market value less than $500.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 93.5%
Australia — 4.2%
AIC Mines Ltd *		24,992	$	9
Ansarada Group Ltd *		7,744		9
Aristocrat Leisure Ltd		3,081		75
Bathurst Resources Ltd *		13,502		9
BGP Holdings *(A)		4,500		–
BHP Group Ltd		26,907		736
BlueScope Steel Ltd		33,687		379
ClearView Wealth Ltd/Australia		18,183		9
Computershare Ltd		27,116		453
Endeavour Group Ltd/Australia		53,280		264
Enero Group Ltd		5,703		12
GR Engineering Services Ltd		49,227		80
Grange Resources Ltd		28,832		17
Image Resources NL		124,190		12
Lynas Rare Earths Ltd *		18,384		110
Macmahon Holdings Ltd		286,343		33
Macquarie Group Ltd		1,860		223
Mader Group Ltd		10,186		20
Mineral Resources Ltd		8,269		353
MMA Offshore Ltd *		26,297		12
MotorCycle Holdings Ltd		7,917		13
NZME Ltd		20,554		16
OM Holdings Ltd		113,500		52
Orica Ltd		981		10
Qantas Airways Ltd *		411,288		1,481
ReadyTech Holdings Ltd *		14,039		29
Ridley Corp Ltd		37,248		53
Shaver Shop Group Ltd		20,315		16
South32 Ltd		239,012		659
Sunland Group Ltd		12,739		22
Symbio Holdings Ltd		6,873		18
Vulcan Steel Ltd		5,911		32
WiseTech Global Ltd		13,107		519
Zimplats Holdings Ltd		484		9
				5,744

Austria — 0.6%
ANDRITZ AG		2,906		134
Erste Group Bank AG		2,640		59
Frequentis AG		188		6
OMV AG		8,804		355
Palfinger AG		1,847		48
Strabag SE		389		15
Vienna Insurance Group AG Wiener Versicherung Gruppe		1,445		34
Wienerberger AG		9,182		215
				866

Belgium — 0.1%
Ion Beam Applications		1,530		27
Jensen-Group NV		345		10


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Van de Velde NV		1,911	$	68
				105

Brazil — 2.1%
Banco Bradesco SA ADR		101,049		367
CPFL Energia SA		181,400		1,234
Gerdau SA ADR		41,734		188
JBS SA		72,100		412
Marfrig Global Foods SA		46,300		118
Petroleo Brasileiro SA ADR		28,213		403
Yara International ASA		3,292		139
				2,861

Canada — 4.5%
Amerigo Resources Ltd		54,300		44
Atco Ltd/Canada, Cl I		900		32
Bonterra Energy Corp *		22,600		152
BRP Inc		4,871		339
Canadian Natural Resources Ltd		5,200		286
Canfor Corp *		17,300		340
Dollarama Inc		9,304		568
E-L Financial Corp Ltd, Cl L		100		72
Finning International Inc		19,000		411
Gear Energy Ltd		32,300		31
Hammond Power Solutions Inc, Cl A		5,300		71
High Liner Foods Inc		2,100		22
Home Capital Group Inc, Cl B		16,400		350
InPlay Oil Corp *		15,100		43
Lucara Diamond Corp *		31,055		15
Medical Facilities Corp		2,500		19
Melcor Developments Ltd		565		5
Molson Coors Canada Inc, Cl B		600		31
National Bank of Canada		6,402		425
North West Co Inc/The		13,800		359
Nutrien Ltd		4,200		387
NuVista Energy Ltd *		14,249		117
PHX Energy Services Corp		12,429		59
Pieridae Energy Ltd *		1,259		1
Pipestone Energy Corp *		3,400		13
Pizza Pizza Royalty Corp		2,700		27
Polaris Renewable Energy Inc		1,719		25
Russel Metals Inc		3,100		67
SNC-Lavalin Group Inc		52,500		1,019
Toromont Industries Ltd		5,323		413
Total Energy Services Inc		7,500		42
Trilogy Metals Inc *		13,000		8
Uni-Select Inc *		1,000		28
WSP Global Inc		2,250		269
				6,090

China — 7.6%
Agricultural Bank of China Ltd, Cl H		94,000		31
Alibaba Group Holding Ltd ADR *		3,614		345


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bank of China Ltd, Cl H		240,000	$	84
BYD Co Ltd, Cl H		6,000		185
China CITIC Bank Corp Ltd, Cl H		166,000		71
China Coal Energy Co Ltd, Cl H		123,000		109
China Construction Bank Corp, Cl H		1,288,000		796
China Index Holdings Ltd ADR *		7,150		7
China Resources Land Ltd		210,000		860
Industrial & Commercial Bank of China Ltd, Cl H		1,251,000		635
JD.com Inc, Cl A *		7,790		246
Kunlun Energy Co Ltd		88,000		77
Lenovo Group Ltd		240,000		198
Li Ning Co Ltd		39,500		360
LONGi Green Energy Technology Co Ltd, Cl A *		154,608		1,140
Midea Group Co Ltd, Cl A		140,600		1,079
Nestle SA		3,550		416
Oppein Home Group Inc, Cl A		44,163		834
PetroChina Co Ltd, Cl H		944,000		439
PICC Property & Casualty Co Ltd		300,000		324
Ping An Insurance Group Co of China Ltd, Cl H		2,500		15
SITC International Holdings Co Ltd		91,000		231
Tencent Holdings Ltd		10,800		446
Topsports International Holdings Ltd		879,000		694
Xinyi Glass Holdings Ltd		326,000		602
				10,224

Denmark — 3.0%
AP Moller - Maersk A/S, Cl B		157		377
Coloplast A/S, Cl B		2,103		241
Demant A/S *		10,451		322
DSV A/S		2,886		427
Genmab A/S *		2,998		1,068
Novo Nordisk A/S, Cl B		14,866		1,590
Sparekassen Sjaelland-Fyn A/S		563		12
				4,037

Egypt — 0.1%
Abou Kir Fertilizers & Chemical Industries		62,600		82
Orascom Construction PLC		7,614		25
				107

Finland — 0.2%
Alma Media Oyj		1,111		11
Consti Oyj		934		9
Sampo Oyj, Cl A		5,154		233
				253

France — 5.8%
Adlpartner SACA		321		10
BNP Paribas SA		6,541		304
Carrefour SA		15,625		261
Cast SA *		4,876		37


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cie de Saint-Gobain		23,595	$	951
Clasquin		337		20
Criteo SA ADR *		1,324		36
Dassault Systemes SE		5,700		220
EssilorLuxottica SA		1,663		248
Fnac Darty SA		353		12
GL Events *		2,060		35
Groupe SFPI		6,521		16
Guerbet		864		17
Haulotte Group SA		3,874		13
Legrand SA		4,420		320
LVMH Moet Hennessy Louis Vuitton SE		1,546		998
Pernod Ricard SA		2,761		507
Poujoulat		140		13
Remy Cointreau SA		1,259		234
Sanofi		9,430		771
Sartorius Stedim Biotech		866		317
Sodexo SA		18,077		1,383
SPIE SA		416		9
Thales SA		1,890		228
Vente-Unique.Com SA *		2,529		19
Vetoquinol SA		206		24
Worldline SA/France *		19,406		832
				7,835

Germany — 4.1%
Bastei Luebbe AG		2,568		16
Bayer AG		14,675		776
Bijou Brigitte AG *		437		14
Carl Zeiss Meditec AG		1,255		156
CENIT AG		619		9
Clearvise AG *		4,156		12
Deutsche Bank AG		27,661		231
Deutsche Boerse AG		2,868		485
Deutsche Telekom AG		18,340		346
DocCheck AG *		330		5
Ecotel Communication AG		483		14
Gesco AG		1,452		37
KSB SE & Co KGaA		47		18
Mercedes-Benz Group AG		6,603		371
Merck KGaA		3,586		616
QIAGEN NV *		877		40
Rheinmetall AG		4,282		680
RWE AG		20,794		794
SAP SE		4,104		350
Scout24 SE		6,820		393
Wacker Chemie AG		1,460		208
				5,571

Greece — 0.0%
Piraeus Port Authority SA		1,814		28


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Thrace Plastics Holding and Co		3,225	$	14
				42

Hong Kong — 2.5%
361 Degrees International Ltd *		81,000		41
AIA Group Ltd		69,800		672
Analogue Holdings Ltd		242,000		42
Build King Holdings Ltd		229,010		22
China Boqi Environmental Holding Co Ltd		148,000		19
Chuang's China Investments Ltd		180,000		10
CPMC Holdings Ltd		31,000		13
Goodbaby International Holdings Ltd *		215,000		22
Inner Mongolia Yitai Coal Co Ltd, Cl H		31,000		45
Johnson Electric Holdings Ltd		19,000		23
Launch Tech Co Ltd, Cl H *		77,500		27
Lee's Pharmaceutical Holdings Ltd		130,500		31
Midland Holdings Ltd *		468,304		41
Nameson Holdings Ltd		94,000		5
Orient Overseas International Ltd		13,500		376
PAX Global Technology Ltd		137,000		131
Plover Bay Technologies Ltd		64,000		20
Road King Infrastructure Ltd		58,000		31
Samson Holding Ltd		185,000		9
Samsonite International SA *		556,630		1,361
Shenguan Holdings Group Ltd		1,084,000		47
Stella International Holdings Ltd		34,500		40
Sundart Holdings Ltd		274,000		13
Techtronic Industries Co Ltd		13,000		153
Texwinca Holdings Ltd		629,257		112
Tianjin Development Holdings Ltd		58,000		12
Time Watch Investments Ltd *		263,233		15
TK Group Holdings Ltd		30,000		7
YTO Express Holdings Ltd		84,000		26
				3,366

Hungary — 0.0%
MOL Hungarian Oil & Gas PLC		6,055		41
Waberer's International Nyrt *		2,121		12
				53

India — 2.1%
Andhra Sugars Ltd/The		29,055		53
Coal India Ltd		5,853		17
DB Corp Ltd		22,324		29
Dwarikesh Sugar Industries Ltd		162,953		196
Forbes & Co Ltd *		596		6
GHCL Ltd		17,444		130
Gulf Oil Lubricants India Ltd		11,462		69
HDFC Bank Ltd ADR		10,402		635
IIFL Securities Ltd		43,051		38
ITC Ltd		47,330		189
Jagran Prakashan Ltd		11,086		9
Kirloskar Pneumatic Co Ltd		6,648		46


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Orient Cement Ltd		70,124	$	105
PTC India Ltd		19,285		20
Reliance Industries Ltd		12,620		413
Tech Mahindra Ltd		68,299		910
Visaka Industries Ltd		2,977		23
				2,888

Indonesia — 1.4%
ABM Investama Tbk PT		82,600		15
Adira Dinamika Multi Finance Tbk PT		44,200		24
Alam Sutera Realty Tbk PT *		2,227,500		27
Arwana Citramulia Tbk PT		245,900		15
Asahimas Flat Glass Tbk PT		33,200		13
Astra Otoparts Tbk PT		317,300		27
Asuransi Tugu Pratama Indonesia Tbk PT		89,700		14
Austindo Nusantara Jaya Tbk PT		198,800		11
Bank Danamon Indonesia Tbk PT		164,900		29
Bank OCBC Nisp Tbk PT		220,300		11
Bank Rakyat Indonesia Persero Tbk PT		812,200		237
Baramulti Suksessarana Tbk PT		143,400		42
Bayan Resources Tbk PT		10,700		46
BISI International Tbk PT		370,703		34
Blue Bird Tbk PT		262,100		24
Bukit Asam Tbk PT		987,000		282
Cisadane Sawit Raya Tbk PT		517,300		23
Delta Djakarta Tbk PT		36,800		10
Elnusa Tbk PT		4,519,600		97
Hexindo Adiperkasa Tbk PT		44,000		19
Indika Energy Tbk PT		774,800		150
Indo-Rama Synthetics Tbk PT		19,800		10
Jasa Armada Indonesia Tbk PT		995,800		20
Mandala Multifinance Tbk PT		272,500		29
Mitrabahtera Segara Sejati Tbk PT *		409,600		28
Mitrabara Adiperdana Tbk PT		36,000		20
Nippon Indosari Corpindo Tbk PT		179,000		16
Pelita Samudera Shipping Tbk PT		866,400		36
Prima Andalan Mandiri Tbk PT		48,500		22
Resource Alam Indonesia Tbk PT		291,900		12
Salim Ivomas Pratama Tbk PT		631,500		19
Samudera Indonesia Tbk PT		129,698		23
Telkom Indonesia Persero Tbk PT		689,200		211
Tunas Baru Lampung Tbk PT		296,000		15
United Tractors Tbk PT		99,800		227
				1,838

Ireland — 0.2%
Greencore Group PLC *		196,128		194
James Hardie Industries PLC		729		17
				211

Israel — 2.5%
Almogim Holdings Ltd		6,574		15
Bank Hapoalim BM		30,514		317


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bank Leumi Le-Israel BM		56,837	$	602
Carasso Motors Ltd		11,399		72
Check Point Software Technologies Ltd *		18,747		2,254
ICL Group Ltd		9,438		90
Ilex Medical Ltd		2,134		51
ZIM Integrated Shipping Services Ltd		970		35
				3,436

Italy — 2.9%
Eni SpA		59,434		703
Gefran SpA		2,700		24
Prysmian SpA		42,913		1,318
Stellantis NV		16,236		216
Tenaris SA		21,723		297
TXT e-solutions SpA *		3,867		44
UniCredit SpA		131,686		1,289
				3,891

Japan — 9.7%
AGS Corp		1,700		9
Ainavo Holdings Co Ltd		2,175		15
Asahi Group Holdings Ltd		44,400		1,492
Asahi Kogyosha Co Ltd		1,200		17
Asia Air Survey Co Ltd		2,300		14
Atled Corp		1,100		15
Avant Corp		2,400		26
Bandai Namco Holdings Inc		3,200		241
Business Brain Showa-Ota Inc		3,300		38
Capcom Co Ltd		2,746		75
Central Security Patrols Co Ltd		800		14
Chilled & Frozen Logistics Holdings Co Ltd		1,500		13
Chiyoda Integre Co Ltd *		1,200		19
Daiichi Sankyo Co Ltd		8,500		256
Daiken Medical Co Ltd		2,800		10
Digital Arts Inc		1,100		51
DKK-Toa Corp		1,500		9
Earth Corp		1,800		71
E-Guardian Inc *		2,900		63
en Japan Inc		1,400		24
Enshu Truck Co Ltd		600		11
Entrust Inc		2,800		13
Fixstars Corp		2,800		25
FTGroup Co Ltd		3,800		25
Fujitsu Ltd		1,900		224
Gecoss Corp		1,500		9
GL Sciences Inc		1,100		19
Hitachi Ltd		39,300		1,968
Hokkaido Gas Co Ltd *		2,900		34
Hokuriku Gas Co Ltd		500		11
Hotland Co Ltd		5,400		51
IHI Corp		11,100		297
Infomart Corp		17,300		52
IR Japan Holdings Ltd		700		13


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
IwaiCosmo Holdings Inc		1,700	$	15
Iwaki Co Ltd		2,600		23
Japan Exchange Group Inc		24,400		364
JMS Co Ltd		4,800		19
Kanefusa Corp		2,300		13
Keyence Corp		500		188
Kimura Unity Co Ltd		2,700		16
Kita-Nippon Bank Ltd/The		1,200		15
Konoike Transport Co Ltd		2,100		20
Kozo Keikaku Engineering Inc		500		10
Kyowa Electronic Instruments Co Ltd		9,800		24
Lasertec Corp		1,700		236
Marubeni Corp		37,500		392
Matching Service Japan Co Ltd		2,300		13
Meiji Electric Industries Co Ltd		1,100		8
Meiko Network Japan Co Ltd		8,800		38
Mimaki Engineering Co Ltd		2,300		11
Nicca Chemical Co Ltd		1,500		9
Nihon Trim Co Ltd		1,900		34
Nippon Telegraph & Telephone Corp		21,840		593
NJS Co Ltd		1,900		27
OBIC Business Consultants Co Ltd		1,000		36
Optim Corp *		7,000		44
ORIX Corp		89,500		1,474
Oro Co Ltd		4,200		53
Otsuka Holdings Co Ltd		400		13
Pasco Corp		1,300		12
Persol Holdings Co Ltd		3,000		60
Pigeon Corp		7,100		106
Pronexus Inc		1,200		9
Recruit Holdings Co Ltd		10,100		322
Riken Technos Corp		9,200		34
Santec Corp		1,000		20
Shimano Inc		1,200		213
Shin-Etsu Chemical Co Ltd		1,400		163
SHL-Japan Ltd		100		2
Showa Denko KK		56,500		870
SK-Electronics Co Ltd		6,400		65
SMK Corp		1,200		21
SMS Co Ltd *		13,100		299
Sompo Holdings Inc		6,400		275
Sony Group Corp		2,200		175
Space Co Ltd		7,200		44
ST Corp		1,500		17
Step Co Ltd		2,500		33
Sun Corp		800		14
Tayca Corp		1,300		12
Toei Animation Co Ltd		3,400		311
Toho Co Ltd/Kobe		1,100		11
Tokio Marine Holdings Inc		10,600		589
Tonami Holdings Co Ltd		600		16
Totoku Electric Co Ltd		700		11


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Toyo Machinery & Metal Co Ltd		1,800	$	8
Trend Micro Inc/Japan *		100		6
Tsubakimoto Kogyo Co Ltd		700		19
UNITED Inc/Japan		4,800		52
ValueCommerce Co Ltd		2,600		48
Wantedly Inc *		700		11
Workman Co Ltd		4,300		172
Xebio Holdings Co Ltd		8,900		62
YAMADA Consulting Group Co Ltd		2,100		19
ZIGExN Co Ltd		29,400		71
				13,084

Luxembourg — 0.0%
Eurofins Scientific SE		1,003		69
Malaysia — 0.6%
Allianz Malaysia Bhd		15,800		46
Berjaya Food Bhd		37,100		34
Bermaz Auto Bhd		75,200		30
CB Industrial Product Holding Bhd		175,800		52
Chin Well Holdings Bhd		65,400		26
DKSH Holdings Malaysia Bhd		30,600		31
Favelle Favco Bhd		25,000		10
Gas Malaysia Bhd		36,400		28
Innoprise Plantations Bhd		116,300		41
Kim Loong Resources Bhd		164,100		62
Lingkaran Trans Kota Holdings Bhd		19,100		21
Matrix Concepts Holdings Bhd		20,800		10
MKH Bhd		99,700		28
Nestle Malaysia Bhd		1,300		39
Padini Holdings Bhd		63,800		48
Petronas Chemicals Group Bhd		23,600		46
Power Root Bhd		61,400		25
Scicom MSC Bhd		60,700		14
Sime Darby Plantation Bhd		154,500		154
Sports Toto Bhd		48,300		19
Taliworks Corp Bhd		347,900		72
TH Plantations Bhd		64,800		8
United Malacca Bhd		6,900		8
				852

Mexico — 0.3%
Cia Minera Autlan SAB de CV		13,434		11
Ternium SA ADR		6,024		185
Wal-Mart de Mexico SAB de CV		52,000		171
				367

Netherlands — 5.0%
Adyen NV *		159		245
Argenx SE ADR *		400		151
ASML Holding NV		2,195		1,072
Brunel International NV		3,087		29
EXOR NV		146		9
Heineken Holding NV		2,924		208


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Heineken NV		423	$	38
ING Groep NV		96,871		850
NN Group NV		52,728		2,168
OCI NV		11,806		444
SNS Reaal *(A)		1,762		–
Universal Music Group NV		16,732		332
Wolters Kluwer NV		11,934		1,168
				6,714

New Zealand — 0.1%
Briscoe Group Ltd		10,569		34
Mainfreight Ltd		247		11
PGG Wrightson Ltd *		3,979		12
Rakon Ltd *		49,213		39
Steel & Tube Holdings Ltd		53,444		50
				146

Norway — 1.3%
Aker BP ASA		4,482		157
AutoStore Holdings Ltd *		76,305		101
Belships ASA		40,259		60
Equinor ASA		22,223		864
Gjensidige Forsikring ASA		14,879		302
Mowi ASA		9,010		185
Wallenius Wilhelmsen ASA, Cl B		4,163		23
Western Bulk Chartering AS		6,344		26
Wilh Wilhelmsen Holding ASA, Cl B		397		8
Wilson ASA		2,535		18
				1,744

Peru — 0.0%
Empresa Siderurgica del Peru SAA		28,617		12
Philippines — 0.0%
Ginebra San Miguel Inc		5,020		10
LT Group Inc		115,700		18
Semirara Mining & Power Corp, Cl A		60,100		44
				72

Poland — 0.5%
AB SA		1,137		9
Arctic Paper SA		9,241		38
ComArch SA		1,972		68
Industrial Milk Co		3,552		13
Lubelski Wegiel Bogdanka SA		23,362		246
PKP Cargo SA *		14,365		40
Polimex-Mostostal SA *		87,491		57
Polskie Gornictwo Naftowe i Gazownictwo SA *		9,986		12
Stalprodukt SA		672		34
Tim SA/Siechnice		8,326		48
Toya SA		7,583		8
Unimot SA *		1,772		25
Votum SA		3,349		30
VRG SA		9,417		7


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wielton SA		10,402	$	13
				648

Portugal — 0.1%
Navigator Co SA/The		10,511		42
Sonae SGPS SA		60,672		61
				103

Qatar — 0.7%
Commercial Bank PSQC		86,683		174
Industries Qatar QSC		63,419		316
Ooredoo QPSC		146,969		366
Qatar National Cement Co QSC		35,899		49
				905

Singapore — 0.8%
Boustead Singapore Ltd		35,165		23
BRC Asia Ltd		77,500		94
Bumitama Agri Ltd		39,200		18
Delfi Ltd		31,900		18
Geo Energy Resources Ltd		192,600		53
HRnetgroup Ltd		61,100		33
Jardine Cycle & Carriage Ltd		11,800		277
Pacific Century Regional Developments Ltd		56,000		19
Samudera Shipping Line Ltd		78,200		56
Sing Investments & Finance Ltd		21,700		23
STMicroelectronics NV		12,395		432
Tiong Seng Holdings Ltd		7,037		1
				1,047

South Africa — 1.1%
Blue Label Telecoms Ltd *		223,016		82
Clicks Group Ltd		25,581		447
Combined Motor Holdings Ltd		9,481		16
Mpact Ltd		10,639		18
Ninety One Ltd		9,910		22
Sappi Ltd *		46,269		124
Shoprite Holdings Ltd		13,554		185
Thungela Resources Ltd		18,798		361
Vodacom Group Ltd		31,613		234
				1,489

South Korea — 3.1%
Coway Co Ltd		12,488		592
Crown Haitai Holdings Co Ltd		6,658		36
Dongwon F&B Co Ltd		1,867		216
Dongwon Industries Co Ltd		327		55
Eusu Holdings Co Ltd		11,497		56
Hana Financial Group Inc		13,036		380
Hansol Holdings Co Ltd		13,363		34
Hitejinro Holdings Co Ltd		1,571		14
KB Financial Group Inc		406		15
Kia Corp		2,222		133
Korea District Heating Corp		664		16
LG Electronics Inc		5,983		448


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LX INTERNATIONAL CORP		5,003	$	161
Maeil Holdings Co Ltd		10,365		69
Mirae Asset Life Insurance Co Ltd		4,310		10
Multicampus Co Ltd		530		14
Sajodaerim Corp		1,514		31
Samsung Electronics Co Ltd		1,577		70
Samsung Electronics Co Ltd GDR		1,188		1,299
SeAH Holdings Corp		282		24
SGC e Tec E&C Co Ltd		1,860		70
Shinhan Financial Group Co Ltd		16,583		449
				4,192

Spain — 0.6%
Industria de Diseno Textil SA		35,649		770
Sweden — 1.1%
Assa Abloy AB, Cl B		19,762		401
B3 Consulting Group AB		2,485		32
FM Mattsson Mora Group AB, Cl B		1,866		11
Hexagon AB, Cl B		37,664		386
Rottneros AB		9,775		12
Skandinaviska Enskilda Banken AB, Cl A		30,413		304
Telefonaktiebolaget LM Ericsson, Cl B		46,193		346
				1,492

Switzerland — 3.0%
Kuehne + Nagel International AG		2,144		496
Lonza Group AG		576		308
Novartis AG		2,370		192
Partners Group Holding AG		572		553
Roche Holding AG		4,099		1,323
Sonova Holding AG		1,584		418
Straumann Holding AG		3,210		352
Swatch Group AG/The, Cl B		1,686		410
				4,052

Taiwan — 1.9%
104 Corp		2,000		13
Asia Tech Image Inc		14,000		25
Axiomtek Co Ltd		4,000		7
Chien Kuo Construction Co Ltd		46,000		19
eGalax_eMPIA Technology Inc		9,000		19
Evergreen Marine Corp Taiwan Ltd		58,000		166
General Plastic Industrial Co Ltd		16,000		16
Hon Hai Precision Industry Co Ltd		221,000		787
Insyde Software Corp		18,000		45
Ju Teng International Holdings Ltd		59,000		13
Lida Holdings Ltd		13,000		13
Realtek Semiconductor Corp		23,000		258
Rich Honour International Designs Co Ltd		11,000		16
Taiwan Semiconductor Manufacturing Co Ltd		39,000		638


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Taiwan Semiconductor Manufacturing Co Ltd ADR		7,195	$	600
				2,635

Thailand — 3.3%
Airports of Thailand PCL *		90,100		180
Bangkok Bank PCL		12,400		47
Bangkok Life Assurance PCL		92,400		90
Haad Thip PCL		24,600		22
Indorama Ventures PCL NVDR		80,200		95
Kang Yong Electric PCL		1,600		14
Kasikornbank PCL NVDR		45,100		190
Ladprao General Hospital PCL		109,600		17
Lanna Resources PCL		410,900		269
Minor International PCL *		1,161,400		1,083
Netbay PCL		42,700		32
PTT Global Chemical PCL		91,800		119
PTT Global Chemical PCL NVDR		213,900		278
PTT PCL NVDR		33,000		34
Ratchaphruek Hospital PCL		177,100		32
SCB X PCL		606,000		1,832
Srivichai Vejvivat PCL		91,400		24
Thai Oil PCL NVDR		23,100		38
Thai Stanley Electric PCL		10,300		48
Thantawan Industry PCL		8,900		11
Univanich Palm Oil PCL		158,800		32
				4,487

Turkey — 0.0%
Agesa Hayat ve Emeklilik AS *		26,486		34
Yapi ve Kredi Bankasi AS		30,967		12
				46

United Arab Emirates — 0.1%
Abu Dhabi Aviation Co		10,953		16
Abu Dhabi National Insurance Co PSC		12,018		20
Air Arabia PJSC		41,698		25
Emaar Properties PJSC		22,199		37
Ras Al Khaimah Ceramics		55,449		45
				143

United Kingdom — 12.7%
Accenture PLC, Cl A		1,943		560
Anglo American PLC		283		9
Aon PLC, Cl A		2,649		740
AstraZeneca PLC		3,192		395
Atlassian Corp PLC, Cl A *		2,146		531
BAE Systems PLC		34,214		309
Breedon Group PLC		132,876		92
Cerillion PLC		3,698		39
Chesnara PLC		11,116		39
CNH Industrial NV		30,726		374
Compass Group PLC		11,050		238
ConvaTec Group PLC		365,395		923


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dechra Pharmaceuticals PLC		7,006	$	284
Diageo PLC		12,006		523
Diploma PLC		4,601		134
DS Smith PLC		10,313		32
Entain PLC		46,661		688
Exillon Energy PLC *		4,819		–
Ferrexpo PLC		7,137		12
Glencore PLC		150,342		823
Gresham Technologies PLC		9,760		17
GSK PLC		14,044		225
GSK PLC ADR		10,854		353
Gulf Keystone Petroleum Ltd		17,361		49
Haleon PLC *		17,555		53
Haleon PLC ADR *		13,568		81
Hargreaves Services PLC		9,576		50
Impellam Group PLC *		3,091		17
Informa PLC		217,491		1,378
InterContinental Hotels Group PLC		4,430		241
Intertek Group PLC		6,409		295
Investec PLC		72,074		348
Kitwave Group PLC		1,068		2
Linde PLC		964		271
London Stock Exchange Group PLC		4,431		416
Macfarlane Group PLC		19,861		25
Man Group PLC/Jersey		39,857		113
Mears Group PLC		19,138		47
Melrose Industries PLC		372,037		588
Mercia Asset Management PLC		54,167		18
Morgan Sindall Group PLC		2,919		58
NatWest Group PLC		599,941		1,715
Ninety One PLC		12,821		30
Nomad Foods Ltd *		66,234		1,172
Norcros PLC		15,712		39
NWF Group PLC		8,792		24
Petra Diamonds Ltd *		35,674		41
Prudential PLC		21,781		229
RELX PLC		24,994		654
Robert Walters PLC		4,945		30
Shell PLC		58,484		1,550
SSE PLC		12,130		233
XPS Pensions Group PLC		9,227		15
				17,122

United States — 3.6%
Axalta Coating Systems Ltd *		37,192		958
Berry Global Group Inc *		12,146		660
Cognex Corp		14,115		594
Gentex Corp		22,827		623
Globant SA *		1,227		259
Inmode Ltd *		5,493		176
Philip Morris International Inc		4,248		406
QIAGEN NV *		11,962		543


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sensata Technologies Holding PLC		17,514	$	705
				4,924

Total Common Stock
(Cost $133,887) ($ Thousands)				126,533



EXCHANGE TRADED FUND — 0.8%
United States — 0.8%
iShares MSCI ACWI ex US ETF		22,260		985
Total Exchange Traded Fund
(Cost $1,041) ($ Thousands)				985



PREFERRED STOCK — 0.7%
Brazil — 0.5%
Cia de Saneamento do Parana (B)		184,500		125
Itau Unibanco Holding SA *(B)		63,300		316
Petroleo Brasileiro SA(B)		26,500		170
				611

Germany — 0.2%
Sartorius AG(B)		714		298


Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK (continued)
Total Preferred Stock
(Cost $932) ($ Thousands)			$	909


		Number of Rights
RIGHTS — 0.0%
Taiwan — 0.0%
Taishin Financial Holding Co Ltd *^‡^‡		11,794		–
Total Rights
(Cost $—) ($ Thousands)				–


	Shares
CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		2,609,823		2,610

Total Cash Equivalent
(Cost $2,610) ($ Thousands)				2,610


Total Investments in Securities — 96.9%
(Cost $138,470) ($ Thousands)			$	131,037

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $135,294 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
^‡^‡	Expiration date not available.
(A)	Level 3 security in accordance with fair value hierarchy.
(B)	No interest rate available.

ACWI — All Country World Index

ADR — American Depositary Receipt

Cl — Class

ETF — Exchange Traded Fund

FTSE — Financial Times Stock Exchange

GDR — Global Depositary Receipt

Ltd — Limited

MSCI — Morgan Stanley Capital Investments

NVDR — Non-voting depository receipts

PLC — Public Limited Company

QSC — Qatar Joint Stock Company

S&P — Standard & Poor's

SPI — Share Price Index

TOPIX — Tokyo Price Index

TSX — Toronto Stock Exchange

The following is a summary of the level of inputs used as of August 31, 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

126,533

–

126,533

Exchange Traded Fund

985

–

985

Preferred Stock

909

–

909

Rights

–

Cash Equivalent

2,610

–

2,610

Total Investments in Securities

131,037

–

131,037

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		5			–		–		5
Unrealized Depreciation		(91	)		–		–		(91	)
Total Other Financial Instruments		(86	)		–		–		(86	)

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

(1) Level 3 investments at the beginning and/or end of the period in relation to net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

^ Securities market value less than $500.

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 93.0%
Argentina — 0.0%
YPF SA ADR *		1,887	$	10
Australia — 0.2%
Australia & New Zealand Banking Group		1,387		22
Challenger Ltd		9,835		42
Commonwealth Bank of Australia		307		20
Computershare Ltd		6,412		107
Fortescue Metals Group Ltd		1,854		23
Goodman Group ^‡		1,257		17
GrainCorp Ltd, Cl A		3,124		18
Harvey Norman Holdings Ltd		8,114		23
Incitec Pivot Ltd		32,042		85
Macquarie Group Ltd		257		31
National Australia Bank		2,248		47
SEEK Ltd		537		8
Steadfast Group		18,078		62
Stockland ^‡		4,825		12
Suncorp Group Ltd		1,135		8
Telstra Corp Ltd		3,547		10
Wesfarmers Ltd		504		16
Woolworths Group Ltd		490		12
				563

Austria — 0.2%
BAWAG Group		591		27
Erste Group Bank AG		10,636		239
Strabag SE		2,918		112
Verbund AG, Cl A		72		7
Vienna Insurance Group AG Wiener Versicherung Gruppe		6,400		152
				537

Belgium — 0.3%
Ageas SA/NV		2,482		101
Anheuser-Busch InBev SA/NV		10,332		499
Etablissements Franz Colruyt NV		2,100		58
Groupe Bruxelles Lambert SA		86		7
				665

Brazil — 0.4%
Ambev SA		69,173		205
Inter		37,924		155
Iochpe Maxion		43,000		113
JBS SA		40,534		232
Minerva SA/Brazil		37,700		112
Telefonica Brasil SA		10,500		85
TIM SA/Brazil		21,900		50
Zamp *		11,200		17
				969

Canada — 1.1%
Alimentation Couche-Tard		2,005		86
AltaGas Ltd		431		9
Aritzia Inc *		1,426		47


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bank of Montreal		6,299	$	583
Bank of Nova Scotia/The		153		9
Canadian Imperial Bank of Commerce		3,714		176
Canadian Natural Resources Ltd		2,236		123
Canadian Tire Corp Ltd, Cl A		1,280		151
Cenovus Energy		645		12
Cogeco Communications Inc		1,500		92
Colliers International Group Inc		603		71
Franco-Nevada Corp		70		8
Gildan Activewear Inc		3,040		90
Imperial Oil Ltd		553		27
Intact Financial Corp		538		78
Loblaw Cos Ltd		3,226		286
National Bank of Canada		2,475		164
North West Co Inc/The		538		14
Nutrien Ltd		226		21
Russel Metals Inc		1,056		23
Shaw Communications Inc, Cl B		439		11
Sun Life Financial Inc		276		12
Suncor Energy Inc		218		7
TFI International Inc		1,556		156
Thomson Reuters Corp		145		16
Toromont Industries Ltd		97		8
Toronto-Dominion Bank/The		1,640		106
Tourmaline Oil Corp		4,336		257
				2,643

Chile — 0.1%
Cencosud SA		115,754		163
Engie Energia Chile *		14,637		8
Quinenco SA		5,912		15
				186

China — 2.1%
Agricultural Bank of China Ltd, Cl H		694,000		227
Air China Ltd, Cl H		66,000		53
Alibaba Group Holding Ltd *		26,552		317
Baidu Inc ADR *		545		78
Bank of Communications Co Ltd, Cl H		246,000		140
Beijing Jingyuntong Technology, Cl A		145,000		178
Bloomage Biotechnology, Cl A		2,942		61
BYD Co Ltd, Cl H		10,000		308
China Construction Bank Corp, Cl H		663,000		410
China Petroleum & Chemical Corp, Cl H		252,000		119
China Shenhua Energy Co Ltd, Cl H		127,192		399
China United Network Communications, Cl A		522,700		269
Chongqing Changan Automobile, Cl B		34,710		19
Contemporary Amperex Technology Co Ltd, Cl A		2,100		146
COSCO SHIPPING Holdings Co Ltd, Cl A		7,800		16
Fufeng Group		177,226		99


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Industrial & Commercial Bank of China Ltd, Cl H		252,000	$	128
JD.com Inc ADR		1,794		114
JD.com Inc, Cl A		350		11
Kingdee International Software Group Co Ltd		4,000		8
Kunlun Energy Co Ltd		12,000		10
Li Auto Inc ADR *		9,191		264
New China Life Insurance Co Ltd, Cl H		40,800		96
PetroChina Co Ltd, Cl H		620,000		288
PICC Property & Casualty Co Ltd		290,000		314
Ping An Insurance Group Co of China Ltd, Cl H		1,500		9
Shaanxi Coal Industry Co Ltd, Cl A		9,800		31
Shenzhen Salubris Pharmaceuticals, Cl A		57,300		212
Shenzhen Senior Technology Material, Cl A		3,900		13
Shenzhou International Group Holdings Ltd		800		8
Tencent Holdings Ltd		8,990		372
Wuxi Autowell Technology, Cl A		699		38
Xinyi Glass Holdings Ltd		38,000		70
Yonghui Superstores, Cl A		326,599		161
				4,986

Czech Republic — 0.1%
CEZ AS		4,476		181
Komercni Banka		7,167		168
				349

Denmark — 0.2%
AP Moller - Maersk A/S, Cl A		4		9
AP Moller - Maersk A/S, Cl B		6		15
Carlsberg AS, Cl B		87		11
Coloplast A/S, Cl B		167		19
Novo Nordisk A/S, Cl B		2,892		310
Novozymes A/S, Cl B		157		9
Scandinavian Tobacco Group A/S		8,800		132
Vestas Wind Systems A/S		492		12
				517

Egypt — 0.0%
Oriental Weavers		19,694		7
Telecom Egypt Co		8,383		7
				14

Estonia — 0.1%
Enefit Green		20,443		93
Tallinna Kaubamaja Grupp AS		4,451		44
				137

Finland — 0.8%
Elisa Oyj, Cl A		223		12
Kesko Oyj, Cl B		605		13
Kone Oyj, Cl B		437		17
Metsa Board Oyj, Cl B		2,909		25
Metso Outotec Oyj		70,558		552


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Neste Oyj		1,040	$	51
Nokia Oyj		120,130		606
Orion Oyj, Cl B		276		13
Stora Enso Oyj, Cl R		40,424		602
UPM-Kymmene Oyj		413		14
				1,905

France — 3.2%
Alstom SA		14,346		294
AXA SA		32,812		773
BNP Paribas SA		14,146		658
Bouygues SA		261		8
Bureau Veritas SA		529		13
Capgemini SE		52		9
Carrefour SA		14,400		241
Cie de Saint-Gobain		12,796		516
Cie Generale des Etablissements Michelin SCA		352		9
Credit Agricole SA		1,212		11
Dassault Systemes SE		423		16
Engie SA		685		8
Hermes International		412		528
Kering SA		837		420
Legrand SA		151		11
LVMH Moet Hennessy Louis Vuitton SE		292		188
Orange SA		12,800		130
Pernod Ricard SA		879		161
Publicis Groupe SA		14,827		724
Rexel SA		34,340		558
Sanofi		11,158		913
Sartorius Stedim Biotech		28		10
Societe BIC SA		2,300		131
Stellantis NV		846		11
TotalEnergies SE		22,522		1,141
Veolia Environnement SA		1,013		23
				7,505

Germany — 1.6%
adidas AG		72		11
Allianz SE		4,685		792
Bayerische Motoren Werke AG		3,200		236
Brenntag SE		169		11
Commerzbank AG		17,723		118
Covestro AG		16,566		500
Deutsche Post AG		4,946		181
Deutsche Telekom AG		19,135		361
Hannover Rueck SE		151		22
HeidelbergCement AG		10,721		484
Mercedes-Benz Group		1,927		108
Merck KGaA		55		9
MTU Aero Engines AG		1,409		249
Rheinmetall AG		485		77
RWE AG		309		12


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SAP SE		6,992	$	596
				3,767

Greece — 0.1%
Alpha Services and Holdings SA *		80,409		74
Fourlis Holdings SA		19,206		58
Hellenic Telecommunications Organization SA		517		8
				140

Hong Kong — 0.9%
Beijing Enterprises Holdings Ltd		54,500		162
BOE Varitronix		6,000		14
China Merchants Bank Co Ltd, Cl H		34,000		174
China Power International Development		71,093		40
China Railway Signal & Communication Corp Ltd, Cl H		384,000		121
China State Construction International Holdings Ltd		36,850		42
China Tower, Cl H		1,456,000		182
ENN Energy Holdings Ltd		900		13
Greentown China Holdings Ltd		14,828		28
Guangzhou Automobile Group Co Ltd, Cl H		26,000		22
Hong Kong Exchanges & Clearing Ltd		1,200		48
JNBY Design Ltd		19,999		22
Meituan, Cl B *		22,326		536
New World Development		2,000		6
Nongfu Spring, Cl H		1,600		9
People's Insurance Co Group of China Ltd/The, Cl H		489,000		151
Shenzhen Expressway Co Ltd, Cl H		138,000		121
Shougang Fushan Resources Group Ltd		416,000		132
Sun Hung Kai Properties Ltd		5,000		59
Sunny Optical Technology Group Co Ltd		700		10
Xinyi Solar Holdings Ltd		10,000		14
Yankuang Energy Group, Cl H		26,817		106
Zhongliang Holdings Group		170,500		14
				2,026

Hungary — 0.5%
Magyar Telekom Telecommunications PLC		282,627		239
MOL Hungarian Oil & Gas PLC		42,870		295
Richter Gedeon Nyrt		31,601		635
				1,169

India — 1.5%
Ashok Leyland		6,523		12
Asian Paints Ltd		1,568		66
Bajaj Finance Ltd		106		10
Cholamandalam Investment and Finance		11,224		110
Grasim Industries Ltd		4,366		91
ICICI Bank Ltd		4,085		45
Infosys Ltd		10,849		200
Infosys Ltd ADR		1,094		20


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ITC Ltd		23,943	$	96
Jagran Prakashan Ltd		14,165		11
Jindal Saw Ltd		50,573		55
Jindal Steel & Power Ltd		21,550		116
Karur Vysya Bank Ltd/The		97,586		83
Mahindra & Mahindra Ltd		24,387		396
Motilal Oswal Financial Services		1,486		14
Narayana Hrudayalaya		495		4
NHPC Ltd		462,100		221
NTPC Ltd		45,847		94
Oil & Natural Gas Corp Ltd		121,162		210
Oil India Ltd		63,500		153
Page Industries Ltd		393		250
Power Finance Corp Ltd		118,267		176
PVR Ltd *		6,984		159
REC Ltd		138,183		188
Reliance Industries Ltd		435		14
Shriram Transport Finance Co Ltd		1,279		21
SRF		2,473		78
Steel Authority of India Ltd		266,432		268
Sun Pharmaceutical Industries		4,125		46
Trent		3,173		56
TVS Motor		3,210		39
Varun Beverages Ltd		17,329		224
				3,526

Indonesia — 0.3%
Adaro Energy Indonesia Tbk PT		193,211		46
Astra International Tbk PT		351,435		165
Indofood Sukses Makmur Tbk PT		118,800		50
Kalbe Farma Tbk PT		357,763		40
Matahari Department Store Tbk PT		150,424		39
Mitra Adiperkasa Tbk PT *		726,408		49
Saratoga Investama Sedaya Tbk PT		638,242		114
Telkom Indonesia Persero Tbk PT		317,692		97
				600

Ireland — 0.4%
CRH PLC		21,885		809
James Hardie Industries PLC		831		19
				828

Israel — 0.0%
Bank Leumi Le-Israel BM		11,149		118
Italy — 0.8%
Assicurazioni Generali SpA		637		10
Eni SpA		26,584		314
Hera SpA		46,400		116
Intesa Sanpaolo SpA		313,447		540
Snam SpA		3,202		15
Tenaris SA		754		10
UniCredit SpA		69,273		678


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
UnipolSai Assicurazioni SpA		75,012	$	167
				1,850

Japan — 12.5%
Advantest Corp		100		6
AEON Investment Corp ^‡		100		113
Aisin Corp		9,800		292
Alps Alpine Co Ltd		20,200		181
Aoyama Trading Co Ltd		11,100		74
Aozora Bank Ltd		5,700		110
Astellas Pharma Inc		700		10
Bandai Namco Holdings Inc		200		15
Canon Inc		22,457		539
Citizen Watch Co Ltd		71,800		307
Cosel Co Ltd		7,300		46
Credit Saison Co Ltd		44,200		557
Dai-ichi Life Holdings Inc		37,000		641
Daiichi Sankyo Co Ltd		1,500		45
Daito Trust Construction Co Ltd		2,701		266
Daiwa House Industry Co Ltd		400		9
DCM Holdings Co Ltd		22,400		166
Dentsu Group		900		29
East Japan Railway Co		6,600		343
Eizo Corp		3,700		101
en Japan		2,100		36
EXEO Group		11,000		169
FANUC Corp		5,200		840
Fuji Media Holdings Inc		18,400		146
FUJIFILM Holdings Corp		4,039		205
Fujikura Ltd		4,264		30
Fujitsu Ltd		200		24
H.U. Group Holdings Inc		3,700		75
Hachijuni Bank Ltd/The		64,500		222
Hirogin Holdings Inc		36,800		162
Hokuetsu Corp		23,700		128
Honda Motor Co Ltd		43,100		1,150
Inpex Corp		1,000		12
Internet Initiative Japan		884		32
Isuzu Motors Ltd		800		10
ITOCHU Corp		1,000		28
Itochu Enex Co Ltd		22,300		175
Japan Lifeline Co Ltd		22,300		162
Japan Tobacco Inc		9,666		164
JFE Holdings Inc		32,500		350
JGC Holdings Corp		40,400		546
JTEKT		44,200		312
Kajima Corp		36,800		388
Kao Corp		18,300		794
KDDI Corp		5,100		156
Kirin Holdings Co Ltd		55,200		911
Komeri Co Ltd		12,300		232
K's Holdings Corp		25,200		233


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kubota		600	$	9
Kuraray Co Ltd		33,100		252
KYORIN Holdings Inc		12,900		163
Lixil Corp		600		10
Mabuchi Motor Co Ltd		11,000		313
Macnica Holdings		658		14
Makita Corp		2,300		54
Marubeni Corp		1,900		20
Meitec Corp		6,500		115
Mitsubishi Corp		7,000		230
Mitsubishi Estate Co Ltd		60,800		821
Mitsubishi UFJ Financial Group Inc		86,100		447
Mitsui & Co Ltd		3,368		79
Mitsui High-Tec Inc		305		19
Mizuho Financial Group Inc		18,900		217
Morinaga Milk Industry Co Ltd		5,900		181
MS&AD Insurance Group Holdings Inc		8,800		263
NH Foods Ltd		7,400		212
Nikon Corp		4,382		50
Nippon Steel Corp		60,400		956
Nippon Telegraph & Telephone Corp		8,600		234
Nippon Television Holdings Inc		32,900		280
Nippon Yusen KK		526		40
Nishi-Nippon Financial Holdings Inc		31,300		167
Nitto Denko Corp		333		21
Nomura Holdings Inc		46,000		167
Nomura Research Institute Ltd		526		14
North Pacific Bank Ltd		38,300		64
NSK Ltd		126,400		687
NTT Data Corp		7,451		105
Obayashi Corp		22,100		153
Oji Holdings		12,300		49
Ono Pharmaceutical Co Ltd		600		14
Oriental Land Co Ltd/Japan		100		15
Osaka Gas Co Ltd		500		8
OSG Corp		16,600		229
Otsuka Corp		16,500		535
Panasonic Holdings		1,700		14
Park24 Co Ltd		16,500		236
Rengo Co Ltd		13,700		81
Rohto Pharmaceutical		1,739		52
Ryohin Keikaku Co Ltd		7,100		66
Sawai Group Holdings Co Ltd		6,300		187
Seiko Epson Corp		22,000		346
Seino Holdings		33,100		263
Shimano Inc		1,200		213
SoftBank Group Corp		21,600		857
Sony Group Corp		11,000		876
Stanley Electric		18,400		340
Subaru Corp		6,800		124
Sumitomo Electric Industries Ltd		57,100		655
Sumitomo Heavy Industries Ltd		9,000		189


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sumitomo Mitsui Financial Group Inc		30,600	$	925
Sumitomo Mitsui Trust Holdings Inc		22,900		714
Suzuken Co Ltd/Aichi Japan		5,900		142
Takeda Pharmaceutical Co Ltd		22,400		620
Teijin Ltd		12,400		131
Toagosei		12,800		100
Toho Holdings Co Ltd		11,000		146
Tokyo Electron Ltd		1,473		463
Tokyo Gas Co Ltd		47,000		884
Tokyo Ohka Kogyo Co Ltd		149		7
Toray Industries Inc		152,600		873
Toyo Suisan Kaisha Ltd		1,598		66
Toyota Tsusho Corp		400		14
Trusco Nakayama		9,500		133
United Arrows Ltd		7,000		92
UT Group Co Ltd		6,400		128
Wacoal Holdings Corp		10,100		162
Xebio Holdings Co Ltd		9,100		63
Yamada Holdings Co Ltd		82,900		288
Yamaha Motor Co Ltd		3,606		75
				29,274

Luxembourg — 0.2%
ArcelorMittal SA		18,742		445
Malaysia — 0.2%
Evergreen Fibreboard		126,172		14
Heineken Malaysia Bhd		2,900		16
Malaysian Pacific Industries Bhd		1,227		8
Petronas Chemicals Group Bhd		118,396		232
RHB Bank Bhd		130,700		167
Supermax Corp Bhd		383,233		62
Ta Ann Holdings		19,588		18
				517

Mexico — 0.4%
Alpek SAB de CV, Cl A		37,898		52
Alsea SAB de CV *		75,978		138
Arca Continental SAB de CV		7,008		48
Coca-Cola Femsa SAB de CV		9,277		57
Grupo Aeroportuario del Sureste SAB de CV, Cl B		340		7
Grupo Financiero Banorte SAB de CV, Cl O		46,900		277
Ternium SA ADR		7,900		243
Vista Energy ADR *		15,484		153
				975

Netherlands — 1.2%
Aegon NV		3,602		16
Akzo Nobel NV		359		23
APERAM SA		10,471		283
CNH Industrial NV		39,700		486
Heineken NV		239		21
ING Groep NV		61,014		535
Koninklijke Ahold Delhaize NV		34,914		961


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Koninklijke DSM NV		326	$	42
Koninklijke Philips NV		377		6
NN Group NV		2,300		95
Prosus NV		4,671		289
Randstad NV		180		8
Wolters Kluwer NV		166		16
				2,781

New Zealand — 0.0%
Spark New Zealand Ltd		2,641		9
Norway — 0.1%
Austevoll Seafood ASA		6,400		69
DNB Bank ASA		501		10
Gjensidige Forsikring ASA		469		9
Mowi ASA		792		16
Norsk Hydro ASA		1,928		13
Orkla ASA		991		8
Telenor ASA		700		8
				133

Pakistan — 0.0%
Habib Bank Ltd		63,667		26
Kot Addu Power Co Ltd		45,000		6
Meezan Bank		9,815		6
				38

Philippines — 0.2%
Aboitiz Power		34,400		19
Alliance Global Group Inc		28,400		5
DMCI Holdings Inc		1,429,880		241
International Container Terminal Services Inc		17,608		57
LT Group Inc		125,400		20
Manila Electric Co		3,950		21
Nickel Asia		365,498		37
				400

Poland — 1.1%
Amica SA		5,355		76
AmRest Holdings *		20,616		87
Bank Handlowy w Warszawie SA		13,410		170
Bank Polska Kasa Opieki SA		23,036		319
Benefit Systems *		776		109
Budimex SA		1,752		94
CAPITEA *		158,863		–
Ciech SA *		12,491		85
ComArch SA		2,742		94
Grupa Azoty SA *		743		5
Grupa Kety SA		2,269		267
LPP		108		195
Powszechna Kasa Oszczednosci Bank Polski SA		106,479		532
Powszechny Zaklad Ubezpieczen SA		58,977		354
Toya SA		73,963		79


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
VRG SA		95,776	$	68
Wirtualna Polska Holding		3,900		82
				2,616

Portugal — 0.1%
Jeronimo Martins SGPS SA		5,134		114
REN - Redes Energeticas Nacionais SGPS SA		36,000		95
				209

Romania — 0.4%
Banca Transilvania SA		31,992		132
BRD-Groupe Societe Generale SA		77,937		215
Fondul Proprietatea SA		427,979		174
OMV Petrom SA		3,150,570		310
Sphera Franchise Group		35,121		93
				924

Russia — 0.0%
Detsky Mir PJSC (A)		101,061		–
Gazprom Neft PJSC (A)		7,643		–
Gazprom PJSC (A)		125,045		–
HeadHunter Group PLC ADR (A)		161		–
Inter RAO UES PJSC (A)		2,649,312		–
Magnit PJSC (A)		2,567		–
Magnitogorsk Iron & Steel Works PJSC (A)		26,960		–
MMC Norilsk Nickel PJSC (A)		354		–
PhosAgro PJSC GDR (A)		12,000		–
Rosneft Oil Co PJSC (A)		35,283		–
Sberbank of Russia PJSC (A)		105,050		–
X5 Retail Group NV GDR (A)		10,491		–
				0

Saudi Arabia — 0.3%
Al Rajhi Bank *		589		14
Alinma Bank		8,394		85
Bank AlBilad *		1,268		17
SABIC Agri-Nutrients Co		3,799		175
Sahara International Petrochemical Co		6,480		82
Saudi Arabian Oil Co		29,911		298
Saudi Basic Industries Corp		1,666		44
Saudi Electricity Co		6,790		46
				761

Singapore — 0.2%
Best World International Ltd (A)		24,994		24
DBS Group Holdings Ltd		10,200		238
Jardine Cycle & Carriage Ltd		3,700		87
Sheng Siong Group Ltd		9,641		11
STMicroelectronics NV		474		17
United Overseas Bank Ltd		8,600		168
				545

South Africa — 0.3%
African Rainbow Minerals Ltd		9,557		132
DataTec Ltd		5,397		13


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
KAP Industrial Holdings		107,850	$	29
Motus Holdings Ltd		14,880		101
MTN Group Ltd		1,659		12
Old Mutual Ltd		321,959		192
PPC Ltd *		157,631		24
Sappi Ltd		57,456		154
				657

South Korea — 1.7%
BGF retail Co Ltd		58		7
Daewon Pharmaceutical		1,726		21
Daishin Securities Co Ltd		624		7
Daou Data Corp		4,843		44
DB Insurance Co Ltd		380		17
Dentium Co Ltd		2,136		139
Doosan Bobcat Inc		7,148		184
GS Holdings Corp		5,560		191
Hansol Paper		4,237		49
Hyundai Glovis Co Ltd		367		48
Hyundai Motor Co		39		6
JYP Entertainment		143		6
KB Financial Group Inc		7,481		275
Kia Corp		917		55
Korea Real Estate Investment & Trust		31,298		38
KT Corp		7,743		215
KT Skylife Co Ltd		476		3
KT&G Corp		2,100		130
KUMHOE&C Co Ltd		2,572		16
Kyeryong Construction Industrial Co Ltd		2,534		44
L&F Co Ltd		138		23
LG Innotek Co Ltd		1,129		287
LX INTERNATIONAL CORP		6,443		207
Osstem Implant Co Ltd		1,529		146
Samsung Electronics Co Ltd		8,343		370
Samsung Electronics Co Ltd GDR		1,032		1,152
Seah Besteel Holdings		4,290		59
Seoyon E-Hwa		6,734		43
SK Square Co Ltd *		2,356		71
SK Telecom Co Ltd		2,700		105
Value Added Technology		2,125		53
Woori Financial Group Inc		4,291		39
				4,050

Spain — 0.6%
Banco Santander SA		313,469		759
Bankinter SA		4,156		22
Endesa SA		6,300		108
Financiera Alba		277		14
Grifols SA *		29,766		360
Industria de Diseno Textil SA		469		10
Naturgy Energy Group SA		606		17


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Viscofan SA		573	$	32
				1,322

Sweden — 0.4%
Atlas Copco, Cl A		1,904		19
Autoliv Inc		8,714		677
Axfood AB		942		29
Boliden		398		13
Epiroc AB, Cl A		514		8
Essity AB, Cl B		872		19
Evolution AB		83		7
Hexatronic Group		2,938		29
Skanska AB, Cl B		536		8
Swedish Match AB		1,314		13
Volvo AB, Cl B		568		9
				831

Switzerland — 0.9%
ABB Ltd		1,410		39
Cie Financiere Richemont SA, Cl A		4,982		558
Geberit AG		101		47
Kuehne + Nagel International AG		98		22
Lonza Group AG		61		33
Novartis AG		207		17
Partners Group Holding AG		51		49
Roche Holding AG		3,493		1,127
Sonova Holding AG		26		7
Swiss Life Holding AG		200		105
Swiss Re AG		237		18
				2,022

Taiwan — 1.9%
Advanced International Multitech		6,000		20
ASE Technology Holding Co Ltd		23,000		64
Asia Vital Components Co Ltd		15,000		53
Asustek Computer Inc		20,000		166
Chicony Electronics Co Ltd		78,000		208
Chunghwa Telecom Co Ltd		26,600		106
Evergreen Marine Corp Taiwan Ltd		37,000		106
Excelsior Medical		4,200		9
Far EasTone Telecommunications		26,989		66
Global Unichip Corp		16,000		281
Hon Hai Precision Industry Co Ltd		44,000		157
Jarllytec Co Ltd		5,000		11
Lien Hwa Industrial Holdings Corp		9,661		18
Mega Financial Holding Co Ltd		178,252		209
Nan Ya Plastics Corp		3,000		7
Pou Chen Corp		109,000		103
Primax Electronics Ltd		6,000		13
Ruentex Development		7,000		14
Sercomm		9,000		28
SinoPac Financial Holdings Co Ltd		232,300		132
Sitronix Technology Corp		29,000		179


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Taishin Financial Holding Co Ltd		188,072	$	93
Taiwan Cement Corp		7,699		10
Taiwan Cooperative Financial Holding Co Ltd		122,542		111
Taiwan Semiconductor Manufacturing Co Ltd		88,849		1,455
Unimicron Technology Corp		54,000		265
Universal Vision Biotechnology Co Ltd		9,300		97
Winbond Electronics Corp		324,000		233
Yuanta Financial Holding Co Ltd		142,140		94
Zhen Ding Technology Holding Ltd		64,000		238
				4,546

Thailand — 0.3%
AP Thailand		474,800		130
Bangkok Bank PCL		35,900		135
Bangkok Dusit Medical Services		146,922		118
Bumrungrad Hospital PCL		7,169		42
Indorama Ventures PCL		8,200		10
Kiatnakin Phatra Bank PCL		66,500		132
Thai Union Group PCL		217,300		104
Thaifoods Group, Cl F		175,200		30
				701

Turkey — 0.1%
KOC Holding AS		40,966		102
Migros Ticaret AS *		19,028		85
Turk Hava Yollari AO *		30,837		124
Turkiye Sise ve Cam Fabrikalari AS		24,450		33
				344

United Kingdom — 4.4%
3i Group PLC		1,946		27
Accenture PLC, Cl A		383		110
Admiral Group PLC		476		12
Antofagasta PLC		596		8
Ashtead Group PLC		391		19
Aviva		2,658		13
BAE Systems PLC		18,511		167
Berkeley Group Holdings		199		8
BP PLC		152,321		780
British American Tobacco PLC		18,987		762
BT Group PLC, Cl A		4,178		7
Drax Group PLC		6,014		44
Evraz PLC		21,791		21
Ferguson PLC		360		42
Glencore PLC		2,151		12
Globaltrans Investment PLC GDR		27,819		–
GSK		52,819		846
Haleon *		18,100		54
Halyk Savings Bank of Kazakhstan JSC GDR *		30,000		327
Imperial Brands PLC		6,941		153
Indivior PLC *		10,019		34


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Informa PLC		115,623	$	733
InterContinental Hotels Group PLC		189		10
Intermediate Capital Group PLC		3,165		50
J Sainsbury PLC		4,986		12
Kaspi.KZ JSC GDR		6,200		373
Legal & General Group PLC		5,596		16
Linde PLC		4,288		1,213
Lloyds Banking Group PLC		1,434,462		728
M&G PLC		4,020		9
MD Medical Group Investments PLC GDR		29,105		73
Next PLC		260		17
Nova Ljubljanska Banka dd GDR		13,800		167
OTP Bank PLC		25,776		546
Pearson PLC		87,066		873
Persimmon PLC		751		13
Sage Group PLC/The		3,393		28
Schroders PLC		273		8
Segro PLC ^‡		921		10
Serco Group		21,515		44
Smiths Group PLC		449		8
Spectris		12,072		391
SSE PLC		469		9
Tesco PLC		5,068		15
Travis Perkins PLC		29,100		287
Unilever PLC		3,300		150
Vodafone Group PLC		20,220		27
Whitbread PLC		18,505		537
Wizz Air Holdings PLC *		5,100		126
WPP PLC		60,864		525
				10,444

United States — 50.6%
Communication Services — 3.5%
Activision Blizzard Inc		4,570		359
Alphabet Inc, Cl A *		35,243		3,814
Alphabet Inc, Cl C *		813		89
AT&T Inc		80,900		1,419
Comcast Corp, Cl A		5,200		188
Fox Corp		6,000		205
Interpublic Group of Cos Inc/The		7,461		206
Live Nation Entertainment Inc *		136		12
Lumen Technologies Inc		1,268		13
Meta Platforms Inc, Cl A *		7,059		1,150
T-Mobile US Inc *		141		20
Verizon Communications Inc		8,700		364
Walt Disney Co/The *		179		20
Warner Bros Discovery Inc *		24,157		320
ZoomInfo Technologies Inc, Cl A *		1,052		48
				8,227
Consumer Discretionary — 8.9%
Adient PLC *		12,480		414
Advance Auto Parts Inc		6,000		1,012


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AutoZone Inc *		1,229	$	2,605
Bath & Body Works Inc		1,171		44
Beazer Homes USA Inc *		22,810		325
Best Buy Co Inc		818		58
Dana Inc		25,020		387
Darden Restaurants Inc		123		15
Designer Brands Inc, Cl A		33,910		579
Dollar Tree Inc *		9,172		1,244
Domino's Pizza Inc		56		21
DR Horton Inc		1,738		124
eBay Inc		20,047		885
Etsy Inc *		133		14
Express Inc *		72,880		111
Foot Locker Inc		14,240		525
Ford Motor Co		6,880		105
Gap Inc/The		40,360		369
Garmin Ltd		251		22
General Motors Co		423		16
Gentex Corp		15,587		425
Genuine Parts Co		111		17
H&R Block Inc		2,164		97
Hasbro Inc		69		6
Las Vegas Sands Corp *		22,400		843
Lennar Corp, Cl A		7,003		542
Lowe's Cos Inc		12,675		2,461
M/I Homes Inc *		8,470		366
Macy's Inc		17,790		308
Mattel Inc *		5,520		122
Murphy USA Inc		1,193		346
Newell Brands Inc		31,844		568
NIKE Inc, Cl B		8,690		925
O'Reilly Automotive Inc *		103		72
Pool Corp		71		24
PVH Corp		6,180		348
Service Corp International/US		4,111		254
Sportsman's Warehouse Holdings Inc *		31,170		248
Stellantis		29,280		392
Tapestry Inc		18,500		643
Target Corp		1,466		235
Taylor Morrison Home Corp, Cl A *		11,160		280
Tesla Inc *		508		140
TJX Cos Inc/The		16,663		1,039
Tractor Supply Co		2,461		456
Ulta Beauty Inc *		346		145
Victoria's Secret & Co *		12,150		406
Whirlpool Corp		1,293		202
				20,785
Consumer Staples — 3.3%
Altria Group Inc		2,100		95
Archer-Daniels-Midland Co		4,571		402
BJ's Wholesale Club Holdings Inc *		721		54
Clorox Co/The		224		32


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Coca-Cola Co/The		2,254	$	139
Colgate-Palmolive Co		6,948		543
Conagra Brands Inc		27,512		946
elf Beauty Inc *		781		30
General Mills Inc		1,769		136
Hershey Co/The		2,514		565
Hormel Foods Corp		204		10
J M Smucker Co/The		2,561		358
Kellogg Co		2,872		209
Kraft Heinz Co/The		5,535		207
Kroger Co/The		15,412		739
PepsiCo Inc		8,944		1,541
Philip Morris International Inc		6,400		611
Procter & Gamble Co/The		1,247		172
Tyson Foods Inc, Cl A		3,438		259
United Natural Foods Inc *		16,960		747
Walgreens Boots Alliance Inc		364		13
Walmart Inc		370		49
				7,857
Energy — 3.1%
APA Corp		338		13
Baker Hughes Co, Cl A		2,722		69
Chevron Corp		10,000		1,581
Chord Energy		188		27
Coterra Energy Inc, Cl A		1,077		33
Delek US Holdings Inc		21,200		599
Devon Energy Corp		5,556		392
Exxon Mobil Corp		2,400		229
Halliburton Co		2,120		64
Hess Corp		114		14
HF Sinclair Corp		14,140		744
Kinder Morgan Inc		8,300		152
Liberty Oilfield Services Inc, Cl A *		54,420		816
Marathon Petroleum Corp		2,746		277
Murphy Oil Corp		21,500		838
ONEOK Inc		165		10
PBF Energy Inc, Cl A *		20,120		687
ProPetro Holding Corp *		60,960		558
Schlumberger NV		669		26
Valero Energy Corp		497		58
				7,187
Financials — 7.2%
Aflac Inc		15,633		929
Allstate Corp/The		13,013		1,568
Ally Financial Inc		41,120		1,365
American Express Co		4,073		619
American Financial Group Inc/OH		700		89
American International Group Inc		21,911		1,134
Ameriprise Financial Inc		26		7
Annaly Capital Management Inc ^‡		16,700		108
Arthur J Gallagher & Co		258		47
Assurant Inc		223		35


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BancFirst Corp		298	$	32
Bank of America Corp		2,451		82
Bank of New York Mellon Corp/The		186		8
Berkshire Hathaway Inc, Cl B *		848		238
BlackRock Inc, Cl A		45		30
Capital One Financial Corp		142		15
Cboe Global Markets Inc		111		13
Chubb Ltd		81		15
Cincinnati Financial Corp		238		23
Citigroup Inc		18,817		919
Citizens Financial Group Inc		381		14
CME Group Inc, Cl A		4,696		919
CVB Financial Corp		2,471		65
Discover Financial Services		123		12
Enova International Inc *		599		21
Equitable Holdings Inc		40,700		1,211
Everest Re Group Ltd		851		229
FactSet Research Systems Inc		1,851		802
Franklin Resources Inc		362		9
Fulton Financial Corp		2,943		48
Goldman Sachs Group Inc/The		1,786		594
Hartford Financial Services Group Inc/The		2,900		186
Houlihan Lokey Inc, Cl A		379		30
Huntington Bancshares Inc/OH		606		8
Invesco Ltd		981		16
JPMorgan Chase & Co		313		36
Kearny Financial Corp/MD		14,800		168
KeyCorp		993		18
Lincoln National Corp		426		20
MarketAxess Holdings Inc		35		9
Marsh & McLennan Cos Inc		410		66
Moody's Corp		7,031		2,000
Morgan Stanley		943		80
MSCI Inc, Cl A		2,479		1,114
Northern Trust Corp		378		36
Oaktree Specialty Lending Corp		24,500		170
PNC Financial Services Group Inc/The		116		18
Regions Financial Corp		1,039		22
Signature Bank/New York NY		873		152
State Street Corp		333		23
Synchrony Financial		295		10
T Rowe Price Group Inc		248		30
Truist Financial Corp		279		13
Unum Group		2,202		83
W R Berkley Corp		1,170		76
Wells Fargo & Co		28,770		1,258
Wintrust Financial Corp		844		71
				16,913
Health Care — 7.8%
AbbVie Inc		427		58
Agilent Technologies Inc		2,471		317
Alkermes PLC *		672		16


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AmerisourceBergen Corp, Cl A		9,384	$	1,375
Amgen Inc		1,200		288
Becton Dickinson and Co		4,098		1,034
Biogen Inc *		287		56
Bio-Rad Laboratories Inc, Cl A *		29		14
Bristol-Myers Squibb Co		9,427		635
Cardinal Health Inc		348		25
Catalent Inc *		155		14
Cigna Corp		239		68
CVS Health Corp		15,760		1,547
Danaher Corp		238		64
DaVita Inc *		274		23
Elevance Health Inc		161		78
Eli Lilly & Co		78		23
Gilead Sciences Inc		4,661		296
Hologic Inc *		334		23
Humana Inc		126		61
IQVIA Holdings Inc *		1,598		340
Johnson & Johnson		12,855		2,074
Laboratory Corp of America Holdings		100		22
Legend Biotech ADR *		2,880		134
McKesson Corp		2,237		821
Merck & Co Inc		16,300		1,391
Mettler-Toledo International Inc *		678		822
Moderna Inc *		137		18
Organon & Co		17,890		510
PerkinElmer Inc		1,137		154
Perrigo Co PLC		23,400		876
Pfizer Inc		9,324		422
Prestige Consumer Healthcare Inc *		790		40
Quest Diagnostics Inc		2,244		281
ResMed Inc		177		39
Shockwave Medical Inc *		474		141
STERIS PLC		40		8
Thermo Fisher Scientific Inc		1,110		605
United Therapeutics Corp *		5,800		1,314
UnitedHealth Group Inc		4,070		2,114
Waters Corp *		99		30
West Pharmaceutical Services Inc		183		54
				18,225
Industrials — 4.9%
Alaska Air Group Inc *		12,940		564
Allison Transmission Holdings Inc, Cl A		5,300		192
Arcosa Inc		710		42
Carlisle Cos Inc		925		273
Carrier Global Corp		20,617		807
Caterpillar Inc		113		21
Cintas Corp		507		206
Copart Inc *		320		38
Cummins Inc		1,124		242
Curtiss-Wright Corp		4,700		692
Deere & Co		132		48


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dover Corp		192	$	24
Eaton Corp PLC		122		17
Emerson Electric Co		120		10
Equifax Inc		93		18
Expeditors International of Washington Inc		2,585		266
Fastenal Co		979		49
FedEx Corp		4,400		928
Fortune Brands Home & Security Inc		412		25
Graco Inc		13,312		850
Hawaiian Holdings Inc *		36,790		551
Huntington Ingalls Industries Inc		187		43
IDEX Corp		59		12
Jacobs Solutions Inc		108		13
JB Hunt Transport Services Inc		126		22
Korn Ferry		815		50
Leidos Holdings Inc		214		20
Lockheed Martin Corp		500		210
Middleby Corp/The *		6,543		941
MillerKnoll		18,800		520
MSC Industrial Direct Co Inc, Cl A		1,270		101
Nordson Corp		41		9
Northrop Grumman Corp		500		239
Old Dominion Freight Line Inc		462		125
Otis Worldwide Corp		12,159		878
Parker-Hannifin Corp		2,160		572
Pentair PLC		925		41
Republic Services Inc, Cl A		98		14
Robert Half International Inc		351		27
Rockwell Automation Inc		112		27
Signify NV		15,735		448
Snap-on Inc		181		39
Textron Inc		642		40
Trane Technologies PLC		84		13
Union Pacific Corp		3,574		802
United Parcel Service Inc, Cl B		298		58
United Rentals Inc *		294		86
WillScot Mobile Mini Holdings Corp, Cl A *		3,653		147
WW Grainger Inc		73		41
Xylem Inc/NY		142		13
				11,414
Information Technology — 9.3%
Adobe Inc *		2,284		853
ADTRAN Holdings		1,283		30
Akamai Technologies Inc *		265		24
Amdocs Ltd		4,800		410
Amphenol Corp, Cl A		4,930		363
Analog Devices Inc		6,605		1,001
Apple Inc		10,877		1,710
Arista Networks Inc *		2,155		258
Arrow Electronics Inc *		5,050		529
Automatic Data Processing Inc		716		175
Avnet Inc		14,600		641


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bill.com Holdings Inc *		143	$	23
Broadcom Inc		310		155
Broadridge Financial Solutions Inc		208		36
Cadence Design Systems Inc *		1,037		180
CDW Corp/DE		293		50
Cisco Systems Inc		8,341		373
Cognizant Technology Solutions Corp, Cl A		1,420		90
Datadog Inc, Cl A *		1,472		155
Dell Technologies Inc, Cl C		3,300		126
DXC Technology Co *		50,640		1,255
Enphase Energy Inc *		367		105
EPAM Systems Inc *		59		25
ExlService Holdings Inc *		498		84
F5 Inc *		74		12
Fortinet Inc *		1,170		57
Gartner Inc *		410		117
Hewlett Packard Enterprise Co		2,406		33
HP Inc		1,924		55
Intel Corp		25,806		824
International Business Machines Corp		11,693		1,502
Intuit Inc		78		34
Jack Henry & Associates Inc		267		51
KLA Corp		1,683		579
Lam Research Corp		1,237		542
Manhattan Associates Inc *		1,001		141
Mastercard Inc, Cl A		4,765		1,546
Micron Technology Inc		8,265		467
Microsoft Corp		14,514		3,795
Monolithic Power Systems Inc		524		237
NetApp Inc		192		14
ON Semiconductor Corp *		509		35
Oracle Corp		21,674		1,607
Paychex Inc		4,855		599
PTC Inc *		140		16
Pure Storage Inc, Cl A *		4,149		120
Qorvo Inc *		136		12
QUALCOMM Inc		260		34
Qualys Inc *		486		74
Sanmina Corp *		1,011		49
Seagate Technology Holdings PLC		3,849		258
Teradyne Inc		2,073		175
Trimble Inc *		138		9
Western Digital Corp *		606		26
Western Union Co/The		11,300		167
Zebra Technologies Corp, Cl A *		77		23
Zscaler Inc *		342		54
				21,915
Materials — 1.5%
Albemarle Corp		494		132
Amcor PLC		1,981		24
ArcelorMittal		11,090		262
Avery Dennison Corp		125		23


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Berry Global Group Inc *		1,400	$	76
Celanese Corp, Cl A		152		17
Eastman Chemical Co		194		18
FMC Corp		116		12
International Paper Co		444		18
Livent Corp *		3,204		103
LyondellBasell Industries NV, Cl A		97		8
Martin Marietta Materials Inc		29		10
Mosaic Co/The		441		24
Newmont Corp		727		30
Nucor Corp		694		92
Packaging Corp of America		6,516		892
Reliance Steel & Aluminum Co		1,642		309
Sealed Air Corp		1,664		90
Sherwin-Williams Co/The		4,749		1,102
Silgan Holdings Inc		3,000		137
Westrock Co		941		38
				3,417
Real Estate — 0.2%
Brandywine Realty Trust ^‡		10,000		80
CBRE Group Inc, Cl A *		162		13
Duke Realty Corp ^‡		633		37
Extra Space Storage Inc ^‡		282		56
Host Hotels & Resorts Inc ^‡		6,683		119
Iron Mountain Inc ^‡		365		19
Jones Lang LaSalle Inc *		709		123
Mid-America Apartment Communities Inc ^‡		107		18
Public Storage ^‡		30		10
SITE Centers Corp ^‡		1,639		21
				496
Utilities — 0.9%
Alliant Energy Corp		173		11
Ameren Corp		136		13
American Water Works Co Inc		81		12
Atmos Energy Corp		142		16
CenterPoint Energy Inc		911		29
CMS Energy Corp		214		14
Consolidated Edison Inc		169		16
Constellation Energy Corp		328		27
DTE Energy Co		216		28
Edison International		756		51
Entergy Corp		1,128		130
Evergy Inc		2,637		181
Exelon Corp		198		9
FirstEnergy Corp		438		17
National Fuel Gas Co		18,600		1,326
NiSource Inc		1,033		30
Otter Tail Corp		2,100		159
Public Service Enterprise Group Inc		229		15
Sempra Energy		72		12


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
UGI Corp		3,700	$	146
				2,242
				118,678

Total Common Stock
(Cost $206,991) ($ Thousands)				218,232



PREFERRED STOCK — 0.3%
Brazil — 0.1%
Banco ABC Brasil SA (B)		1,700		6
Itausa SA (B)		37,000		66
Petroleo Brasileiro SA(B)		12,200		78
				150

Germany — 0.2%
Bayerische Motoren Werke AG , 6.320%		151		10
Draegerwerk AG & Co KGaA (B)		2,900		137
Porsche Automobil Holding SE (B)		2,568		181
Volkswagen AG(B)		1,718		245
				573

Russia — 0.0%
Sberbank of Russia PJSC(A)(B)		147,000		–
South Korea — 0.0%
Samsung Electronics Co Ltd(B)		263		11
Total Preferred Stock
(Cost $1,525) ($ Thousands)				734


		Number of Rights
RIGHTS — 0.0%
Taiwan — 0.0%
Taishin Financial Holding Co Ltd *^‡^‡		3,523		–
Total Rights
(Cost $—) ($ Thousands)				–


	Shares
CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		3,951,951		3,952

Total Cash Equivalent
(Cost $3,952) ($ Thousands)				3,952


Total Investments in Securities — 95.0%
(Cost $212,468) ($ Thousands)			$	222,918

A list of open futures contracts held by the Fund at August 31, 2022, is as follows:

A list of the open forward foreign currency contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $234,669 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^‡	Real Estate Investment Trust.
^†	Investment in Affiliated Security.
^‡^‡	Expiration date not available.
(A)	Level 3 security in accordance with fair value hierarchy.
(B)	No interest rate available.

GBP — British Pound Sterling

GDR — Global Depositary Receipt

HKD — Hong Kong Dollar

JSC — Joint-Stock Company

JPY — Japanese Yen

Ltd — Limited

MSCI — Morgan Stanley Capital International

NOK — Norwegian Krone

NZD — New Zealand Dollar

OMX — Offset Market Exchange

PCL — Public Company Limited

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

S&P— Standard & Poor's

SEK — Swedish Krona

SGD — Singapore Dollar

SPI — Share Price Index

TOPIX – Tokyo Price Index

TSX — Toronto Stock Exchange

USD — U.S. Dollar

The following is a summary of the level of inputs used as of August 31, 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

218,208

–

218,232

Preferred Stock

734

–

⁽²⁾

734

Rights

–

⁽²⁾

–

Cash Equivalent

3,952

–

3,952

Total Investments in Securities

222,894

–

222,918

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		355			–			–		355
Unrealized Depreciation		(424	)		–			–		(424
Forwards Contracts*
Unrealized Appreciation		–			1,645			–		1,645
Unrealized Depreciation		–			(1,480	)		–		(1,480	)
Total Other Financial Instruments		(69	)		165			–		96

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

(2) This category includes securities with a value of $—.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 95.3%
Argentina — 0.4%
Arcos Dorados Holdings, Cl A		277,276	$	2,024
Corp America Airports SA *		266,076		1,743
				3,767

Australia — 0.1%
a2 Milk Co Ltd *		208,743		790
Bangladesh — 0.2%
BRAC Bank Ltd		4,711,262		1,912
Brazil — 5.3%
Ambev SA		408,900		1,210
Ambipar Participacoes e Empreendimentos SA		152,600		804
Banco do Brasil SA		832,254		6,710
Banco Santander Brasil SA		598,600		3,419
BrasilAgro - Brasileira de Propriedades Agricolas		26,000		144
Cia Brasileira de Aluminio		387,100		964
Cia Brasileira de Distribuicao		78,100		325
Cielo SA *		1,527,700		1,625
Cosan SA		1,108,600		4,292
CPFL Energia SA		389,500		2,649
CSN Mineracao SA		1,137,200		792
Cyrela Brazil Realty SA Empreendimentos e Participacoes		284,700		785
Empreendimentos Pague Menos SA *		253,500		248
Gerdau SA ADR		251,244		1,133
Hapvida Participacoes e Investimentos SA		1,599,836		2,257
JBS SA		277,500		1,585
Locaweb Servicos de Internet *		388,600		701
Lojas Renner SA		360,900		1,854
Magazine Luiza SA *		1,886,400		1,566
Marfrig Global Foods SA		291,900		744
Minerva SA/Brazil		147,200		438
Oncoclinicas do Brasil Servicos Medicos *		781,900		931
Petro Rio *		282,800		1,493
Petroleo Brasileiro SA ADR, Cl A		563,439		7,178
Santos Brasil Participacoes SA		870,800		1,358
Sendas Distribuidora SA		799,800		2,833
Sinqia		207,700		766
SLC Agricola SA		62,980		591
StoneCo Ltd, Cl A *		119,318		1,131
Suzano SA		72,200		623
TIM SA/Brazil		646,000		1,485
TOTVS SA		156,200		857
Vale SA ADR, Cl B		75,605		939
				54,430

Canada — 1.4%
Capstone Mining Corp *		402,763		907
Dundee Precious Metals Inc		236,958		1,082
Endeavour Mining		89,519		1,747
Gran Tierra Energy Inc *		1,543,282		2,169


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ivanhoe Mines Ltd, Cl A *		879,000	$	5,665
Lithium Americas Corp *		36,678		1,054
Neo Performance Materials Inc		73,239		809
Parex Resources Inc		72,112		1,157
				14,590

Chile — 1.4%
Banco Santander Chile ADR		144,151		2,312
Cia Cervecerias Unidas SA ADR		141,426		1,546
Empresas CMPC SA		564,103		1,074
Empresas COPEC		96,687		838
Parque Arauco SA		3,701,376		3,929
Sociedad Quimica y Minera de Chile SA ADR		45,980		4,583
				14,282

China — 14.4%
360 DigiTech Inc ADR		54,062		864
37 Interactive Entertainment Network Technology Group, Cl A		609,100		1,788
Agricultural Bank of China Ltd, Cl H		10,656,000		3,482
Alibaba Group Holding Ltd *		452,800		5,402
Alibaba Group Holding Ltd ADR *		36,637		3,496
Angel Yeast, Cl A		340,600		2,393
Autohome Inc ADR		65,675		2,339
Baidu Inc ADR *		9,098		1,310
Bank of China Ltd, Cl H		8,996,700		3,139
Bank of Communications Co Ltd, Cl H		2,488,900		1,418
Beijing Huafeng Test & Control Technology, Cl A		20,615		1,067
BYD Co Ltd, Cl H		39,000		1,202
Chengxin Lithium Group, Cl A		49,700		381
China Coal Energy Co Ltd, Cl H		1,176,000		1,046
China Construction Bank Corp, Cl H		14,740,000		9,112
China Everbright Bank Co Ltd, Cl H		3,237,500		993
China Jushi, Cl A		463,681		967
China Life Insurance Co Ltd, Cl H		195,000		280
China Medical System Holdings Ltd		2,143,000		3,172
China National Building Material Co Ltd, Cl H		722,000		682
China Northern Rare Earth Group High-Tech, Cl A		74,700		325
China Petroleum & Chemical Corp, Cl H		6,654,000		3,129
China Railway Group Ltd, Cl H		2,762,000		1,581
China Resources Land Ltd		2,206,000		9,032
China Shenhua Energy Co Ltd, Cl H		284,500		892
China Tourism Group Duty Free, Cl A		30,100		850
Contemporary Amperex Technology Co Ltd, Cl A		6,020		418
COSCO SHIPPING Holdings Co Ltd, Cl H		1,123,550		1,677
Daqin Railway Co Ltd, Cl A		401,645		375
Daqo New Energy Corp ADR *		28,292		1,886
Dongfeng Motor Group Co Ltd, Cl H		3,176,000		2,014
FinVolution Group ADR		38,500		189


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
G-bits Network Technology Xiamen Co Ltd, Cl A		30,486	$	1,256
Guangzhou Tinci Materials Technology, Cl A		55,999		384
Haier Smart Home Co Ltd, Cl H		1,568,800		5,125
Hisense Home Appliances Group, Cl A		36,400		67
Hundsun Technologies Inc, Cl A		186,654		907
Industrial & Commercial Bank of China Ltd, Cl H		10,015,000		5,088
Intco Medical Technology, Cl A		88,894		282
JD.com Inc ADR		22,978		1,459
JD.com Inc, Cl A		8,271		262
Jiangxi Copper, Cl H		434,000		533
Kunlun Energy Co Ltd		4,786,000		4,167
Kweichow Moutai Co Ltd, Cl A		7,675		2,138
Lenovo Group Ltd		3,746,000		3,085
Li Ning Co Ltd		359,500		3,274
LONGi Green Energy Technology Co Ltd, Cl A		38,395		283
Lufax Holding Ltd ADR		494,481		2,161
NetEase Inc ADR		2,400		212
PetroChina Co Ltd, Cl H		4,510,000		2,097
PICC Property & Casualty Co Ltd		6,152,000		6,654
Pinduoduo Inc ADR *		19,074		1,360
Ping An Insurance Group Co of China Ltd, Cl A		332,500		2,105
Ping An Insurance Group Co of China Ltd, Cl H		682,000		4,011
Power Construction Corp of China, Cl A		695,326		776
Qingdao Haier Biomedical, Cl A		97,999		987
Shanghai Huace Navigation Technology, Cl A		312,253		1,426
Shenzhen H&T Intelligent Control, Cl A		409,600		1,009
Shenzhou International Group Holdings Ltd		278,900		2,915
Tencent Holdings Ltd		212,181		8,769
Tongwei Co Ltd, Cl A		219,095		1,674
Vipshop Holdings Ltd ADR *		310,010		3,599
Weichai Power Co Ltd, Cl H		2,207,000		2,948
Wuliangye Yibin Co Ltd, Cl A		22,879		552
Wuxi Lead Intelligent Equipment, Cl A		26,267		209
Xiamen Faratronic, Cl A		68,500		1,759
Xtep International Holdings Ltd		1,505,500		2,089
Zhejiang Expressway Co Ltd, Cl H		2,236,000		1,702
Zhongsheng Group Holdings Ltd		380,500		1,799
ZTO Express Cayman Inc ADR		90,126		2,348
				148,372

Colombia — 0.0%
Bancolombia SA ADR, Cl R		9,701		266
Egypt — 0.2%
Commercial International Bank Egypt SAE GDR		1,445,935		2,472
Germany — 0.2%
Krones AG		18,588		1,532


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Greece — 0.9%
Alpha Services and Holdings SA *		931,238	$	861
Eurobank Ergasias Services and Holdings SA *		1,592,063		1,478
Mytilineos Holdings		91,267		1,428
National Bank of Greece SA *		972,904		3,142
OPAP SA		34,593		456
Piraeus Financial Holdings SA *		1,308,487		1,370
Star Bulk Carriers Corp		21,614		422
				9,157

Hong Kong — 7.1%
AIA Group Ltd		388,440		3,737
Anhui Conch Cement Co Ltd, Cl H		597,000		2,275
BOE Varitronix		804,000		1,834
Bosideng International Holdings Ltd		2,830,000		1,589
China Datang Renewable Power, Cl H		3,875,000		970
China Everbright Environment Group Ltd		1,332,000		658
China Feihe		1,558,000		1,290
China Galaxy Securities, Cl H		973,500		532
China International Capital, Cl H		1,526,800		2,686
China Lesso Group Holdings Ltd		1,363,000		1,620
China Meidong Auto Holdings Ltd		1,086,000		2,208
China Mengniu Dairy Co Ltd		763,000		3,455
China Merchants Port Holdings Co Ltd		994,000		1,492
China Overseas Property Holdings Ltd		435,000		462
China Power International Development		1,231,000		687
China Resources Pharmaceutical Group Ltd		578,500		396
CIMC Enric Holdings Ltd		1,710,000		1,826
CITIC Ltd		1,544,000		1,592
First Pacific Co Ltd		7,750,000		2,989
Ganfeng Lithium, Cl H		49,680		437
Greentown Service Group		414,000		299
Guangzhou Automobile Group Co Ltd, Cl H		3,030,000		2,605
Hong Kong Exchanges & Clearing Ltd		26,700		1,076
Jiumaojiu International Holdings		853,000		1,678
Kingsoft		269,200		818
Man Wah Holdings Ltd		1,160,000		917
NetEase		249,770		4,460
New Horizon Health Ltd *		317,000		810
Orient Overseas International Ltd		14,000		390
PAX Global Technology Ltd		2,215,000		2,117
Shandong Weigao Group Medical Polymer Co Ltd, Cl H		973,600		1,321
Shanghai Pharmaceuticals Holding Co Ltd, Cl H		276,800		402
Skyworth Group Ltd		490,000		244
Techtronic Industries Co Ltd		261,000		3,079
Towngas Smart Energy		2,393,000		1,050
Truly International Holdings		2,848,000		624
Uni-President China Holdings Ltd		2,024,000		1,743
Vinda International Holdings Ltd		940,000		2,627


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WH Group Ltd		1,220,315	$	831
WuXi AppTec Co Ltd, Cl H		236,244		2,667
Wuxi Biologics Cayman Inc *		111,500		984
Xinyi Solar Holdings Ltd		2,507,000		3,448
Yadea Group Holdings Ltd		1,924,000		3,670
Zoomlion Heavy Industry Science and Technology Co Ltd		5,145,300		2,319
				72,914

Hungary — 0.6%
MOL Hungarian Oil & Gas PLC		391,059		2,686
Richter Gedeon Nyrt		161,431		3,244
				5,930

Iceland — 0.4%
Islandsbanki HF		4,320,225		3,990
India — 11.0%
Apollo Tyres Ltd		270,869		845
Aster DM Healthcare *		700,241		1,931
Axis Bank Ltd		42,008		392
Bank of Baroda		625,781		1,013
Bata India Ltd		71,483		1,728
Bharat Electronics Ltd		116,272		444
Coal India Ltd		357,470		1,045
Computer Age Management Services		26,993		772
CreditAccess Grameen *		137,213		1,698
Divi's Laboratories Ltd		65,474		2,956
GAIL India Ltd		1,126,689		1,914
Genus Power Infrastructures		1,455,778		1,524
HCL Technologies Ltd		343,500		3,996
HDFC Bank Ltd		141,304		2,590
Hero MotoCorp Ltd		93,115		3,280
Hindalco Industries Ltd		217,125		1,178
Housing Development Finance Corp Ltd		156,751		4,746
ICICI Bank Ltd ADR		367,131		8,018
Indian Energy Exchange Ltd		428,678		854
Info Edge India Ltd		7,138		384
Infosys Ltd		123,632		2,279
Infosys Ltd ADR		79,713		1,459
Ipca Laboratories		105,415		1,193
ITC Ltd		333,909		1,334
Kotak Mahindra Bank Ltd		166,884		3,959
KPIT Technologies Ltd		457,289		3,159
Lemon Tree Hotels *		2,037,362		1,765
Mahindra & Mahindra Ltd		54,884		891
Marico		81,217		533
Mindtree Ltd		28,733		1,169
Narayana Hrudayalaya		307,780		2,691
NTPC Ltd		331,565		680
Oil & Natural Gas Corp Ltd		2,744,692		4,751
Petronet LNG Ltd		736,273		2,031
Phoenix Mills		159,716		2,793
PI Industries		36,398		1,556


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PNC Infratech Ltd		388,483	$	1,370
Power Grid Corp of India Ltd		955,942		2,737
PTC India Ltd		550,922		582
PVR Ltd *		117,443		2,668
Quess		233,384		1,661
REC Ltd		548,627		745
Reliance Industries Ltd		17,435		571
SBI Cards & Payment Services		13,898		159
Shriram Transport Finance Co Ltd		134,304		2,254
Star Health & Allied Insurance *		104,454		950
State Bank of India		129,472		852
Sun Pharmaceutical Industries		147,924		1,651
Tata Consultancy Services Ltd		96,599		3,853
Tata Steel		1,085,024		1,457
Torrent Pharmaceuticals Ltd		81,109		1,567
Trent		4,572		80
UPL Ltd		362,471		3,472
Varun Beverages Ltd		386,268		4,982
Vedanta Ltd		291,663		978
VST Tillers Tractors		28,243		890
WNS Holdings Ltd ADR *		73,494		6,192
Zomato *		332,794		238
				113,460

Indonesia — 3.7%
Adaro Energy Indonesia Tbk PT		2,422,600		578
Astra International Tbk PT		848,400		398
Bank Central Asia Tbk PT		4,321,400		2,386
Bank Mandiri Persero Tbk PT		1,596,500		950
Bank Rakyat Indonesia Persero Tbk PT		31,883,576		9,311
Bukit Asam Tbk PT		270,500		77
Cisarua Mountain Dairy TBK		10,816,900		3,185
Indo Tambangraya Megah Tbk PT		176,900		469
Indofood Sukses Makmur Tbk PT		834,600		350
Kalbe Farma Tbk PT		2,762,000		312
Media Nusantara Citra Tbk PT		18,370,600		1,131
Medikaloka Hermina Tbk PT		77,974,500		7,837
Merdeka Copper Gold Tbk PT *		3,428,810		986
Pakuwon Jati Tbk PT		120,515,984		3,928
Surya Esa Perkasa		11,159,300		837
Telkom Indonesia Persero Tbk PT		1,168,400		358
Ultrajaya Milk Industry & Trading Co Tbk PT		31,400,000		3,120
United Tractors Tbk PT		233,000		531
Vale Indonesia *		3,618,800		1,483
				38,227

Kenya — 0.5%
ARM Cement Ltd *		10		–
East African Breweries Ltd *		1,609,700		2,022
Equity Group Holdings PLC/Kenya		6,830,963		2,728
				4,750


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kuwait — 0.0%
Agility Public Warehousing KSC		161,616	$	441
Malaysia — 0.1%
Kuala Lumpur Kepong		201,500		1,041
Sime Darby Plantation Bhd		73,300		73
				1,114

Mexico — 1.7%
Alfa SAB de CV, Cl A		649,000		411
Arca Continental SAB de CV		103,148		699
Banco del Bajio SA		234,700		493
Coca-Cola Femsa ADR		7,603		466
Gruma SAB de CV, Cl B		111,240		1,218
Grupo Aeroportuario del Centro Norte SAB de CV, Cl B		300,808		1,972
Grupo Aeroportuario del Sureste SAB de CV ADR		10,850		2,294
Grupo Financiero Banorte SAB de CV, Cl O		938,100		5,551
Grupo Mexico SAB de CV, Ser B		391,500		1,477
Megacable Holdings SAB de CV		282,600		594
Wal-Mart de Mexico SAB de CV		647,890		2,127
				17,302

Netherlands — 0.1%
BE Semiconductor Industries NV		23,052		1,096
Nigeria — 0.4%
Nigerian Breweries		3,989,043		423
Zenith Bank PLC		76,698,031		3,918
				4,341

Pakistan — 0.3%
United Bank Ltd/Pakistan		6,175,348		3,295
Philippines — 2.8%
ACEN		929,277		124
AllHome Corp		17,413,000		1,369
Alliance Global Group Inc		19,991,310		3,570
Ayala Corp		309,759		3,860
Ayala Land Inc		5,943,100		3,017
Century Pacific Food		2,522,700		1,114
GT Capital Holdings Inc		387,410		3,318
Metropolitan Bank & Trust Co		1,873,410		1,751
Monde Nissin Corp *		8,915,200		2,616
Robinsons Land Corp		8,086,500		2,700
Universal Robina Corp		2,020,330		4,385
Wilcon Depot Inc		2,031,300		1,083
				28,907

Poland — 0.5%
Bank Polska Kasa Opieki SA		44,043		610
Cyfrowy Polsat SA		169,342		700
Dino Polska SA *		31,884		2,330
KGHM Polska Miedz SA		79,880		1,499
				5,139


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Qatar — 0.1%
Industries Qatar QSC		175,376	$	872
Qatar Gas Transport Co Ltd		70,865		78
				950

Russia — 0.0%
Gazprom PJSC ADR * (A)		503,042		–
LUKOIL PJSC ADR (A)		107,182		–
Mobile TeleSystems PJSC ADR (A)		556,416		–
Moscow Exchange PJSC * (A)		945,410		–
Ozon Holdings ADR * (A)		30,008		–
Sberbank of Russia PJSC ADR * (A)		93,380		–
Surgutneftegas PJSC ADR * (A)		416,721		–
Yandex NV, Cl A * (A)		50,933		–
				–
				–

Saudi Arabia — 2.6%
Abdullah Al Othaim Markets Co		2,416		82
Al Rajhi Bank *		46,774		1,120
Arab National Bank		48,748		389
Arabian Internet & Communications Services Co		5,009		370
Bank Al-Jazira		61,953		387
Dr Sulaiman Al Habib Medical Services Group Co		8,079		429
Etihad Etisalat Co		38,816		377
Jarir Marketing Co		21,620		987
Nahdi Medical		109,670		5,633
Riyad Bank		70,355		662
SABIC Agri-Nutrients Co		54,842		2,532
Sahara International Petrochemical Co		66,023		834
Saudi Arabian Mining *		4,526		89
Saudi Arabian Oil Co		163,421		1,628
Saudi Electricity Co		77,245		517
Saudi National Bank		437,928		8,121
Saudi Tadawul Group Holding		5,407		327
Saudi Telecom Co		95,790		1,063
Savola Group		46,197		400
United Electronics Co		32,591		1,036
				26,983

South Africa — 2.6%
Absa Group Ltd		92,966		968
Aspen Pharmacare Holdings Ltd		158,278		1,365
Bidvest Group Ltd/The		55,852		704
Capitec Bank Holdings Ltd		17,626		2,106
Exxaro Resources Ltd		32,260		413
FirstRand Ltd		264,810		994
Gold Fields Ltd		102,412		831
Growthpoint Properties ^‡		947,494		708
Impala Platinum Holdings Ltd		46,202		487
Kumba Iron Ore Ltd		25,085		558
Mr Price Group Ltd		247,484		2,694
Naspers Ltd, Cl N		54,009		7,653


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Nedbank Group Ltd		157,856	$	1,873
Sanlam Ltd		138,403		432
Sappi Ltd		235,393		631
Sasol Ltd *		48,324		934
Sibanye Stillwater Ltd		725,244		1,628
Vodacom Group Ltd		219,690		1,625
				26,604

South Korea — 10.3%
BGF retail Co Ltd		6,760		810
Cheil Worldwide Inc		79,642		1,298
CJ CheilJedang Corp		21,468		6,512
CJ ENM Co Ltd		22,563		1,645
Coway Co Ltd		55,367		2,627
DB Insurance Co Ltd		7,640		340
Dentium Co Ltd		23,645		1,538
DL E&C Co Ltd		12,060		366
Ecopro		17,205		1,423
Eugene Technology Co Ltd		22,483		456
GS Holdings Corp		4,697		161
Han Kuk Carbon		88,154		948
Hana Financial Group Inc		259,221		7,555
Hana Materials Inc		34,269		963
Hankook Tire & Technology Co Ltd		44,082		1,243
Hansol Chemical Co Ltd		12,042		1,945
Hanwha Corp		32,257		763
Hyundai Glovis Co Ltd		2,997		393
Hyundai Marine & Fire Insurance Co Ltd		18,938		444
Hyundai Mipo Dockyard Co Ltd		42,711		3,391
Hyundai Mobis Co Ltd		9,266		1,478
KB Financial Group Inc		45,786		1,681
KH Vatec		54,735		771
Kia Corp		100,846		6,044
Korea Gas Corp		16,924		548
Kumho Petrochemical		6,942		670
LG Chemical		9,267		4,338
LG Corp		15,830		966
LG Electronics Inc		49,584		3,710
LG Innotek Co Ltd		3,141		799
Lotte Chemical Corp		11,892		1,544
LX INTERNATIONAL CORP		19,192		618
LX Semicon Co Ltd		17,752		1,249
Meritz Fire & Marine Insurance Co Ltd		54,320		1,551
Mirae Asset Securities Co Ltd		41,609		203
NAVER Corp		6,968		1,236
POSCO Holdings ADR		16,757		788
POSCO Holdings Inc		4,402		833
PSK Inc		34,875		883
Samsung Electronics Co Ltd		589,728		26,125
Samsung Securities Co Ltd		6,707		169
SK Chemicals		12,390		898
SK Hynix Inc		75,969		5,341


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SK Telecom Co Ltd		73,582	$	2,855
SKC Co Ltd		12,605		1,133
SL Corp		108,524		3,094
S-Oil Corp		6,772		514
Woori Financial Group Inc		55,480		502
Youngone Corp		36,981		1,224
				106,586

Taiwan — 11.9%
Airtac International Group		56,019		1,502
Alchip Technologies Ltd		100,000		2,766
Arcadyan Technology Corp		497,000		1,869
ASPEED Technology Inc		25,430		1,674
Asustek Computer Inc		46,000		383
AUO		1,583,000		864
Bizlink Holding Inc		185,000		2,050
Chailease Holding Co Ltd		525,203		3,372
ChipMOS Technologies		188,000		219
CTBC Financial Holding Co Ltd		6,296,000		4,823
Delta Electronics Inc		195,000		1,670
E Ink Holdings Inc		488,000		3,795
Elite Material		154,000		810
Evergreen Marine Corp Taiwan Ltd		481,000		1,378
Fubon Financial Holding Co Ltd		1,532,100		2,873
Fulgent Sun International Holding Co Ltd		335,000		2,073
Gigabyte Technology Co Ltd		151,000		421
Hon Hai Precision Industry Co Ltd		759,912		2,706
Ingentec		380,070		2,348
King Yuan Electronics Co Ltd		88,000		107
Lite-On Technology Corp		466,862		1,005
Macronix International Co Ltd		2,579,000		2,768
MediaTek Inc		43,357		938
Micro-Star International Co Ltd		985,000		3,688
momo.com Inc		101,200		2,400
Nien Made Enterprise Co Ltd		122,000		1,127
Primax Electronics Ltd		215,000		470
Sercomm		99,000		314
Silergy Corp		104,288		1,788
Sino-American Silicon Products Inc		224,000		1,221
Sitronix Technology Corp		58,000		359
Taiwan Business Bank		3,530,985		1,480
Taiwan Paiho Ltd		422,000		876
Taiwan Semiconductor Manufacturing Co Ltd		2,353,000		38,518
Taiwan Semiconductor Manufacturing Co Ltd ADR		126,926		10,579
Tong Yang Industry		434,000		774
Unimicron Technology Corp		486,000		2,381
United Microelectronics Corp		3,904,000		5,194
Voltronic Power Technology Corp		50,950		2,875
Winbond Electronics Corp		972,000		700
Wiwynn Corp *		126,000		3,154


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Yang Ming Marine Transport Corp		433,000	$	1,109
Yuanta Financial Holding Co Ltd		1,223,640		812
				122,233

Thailand — 3.4%
AP Thailand		514,100		141
Bangkok Bank		851,100		3,191
Bangkok Chain Hospital		930,800		476
Bangkok Dusit Medical Services PCL, Cl F		853,200		684
Bangkok Life Assurance NVDR		1,264,400		1,231
Central Plaza Hotel PCL		1,501,600		1,756
Fabrinet *		20,469		2,105
Home Product Center PCL		9,058,645		3,451
Humanica		3,893,900		1,342
Indorama Ventures		409,900		485
JMT Network Services PCL		1,236,800		2,642
Kasikornbank PCL		128,800		541
Kasikornbank PCL NVDR		983,900		4,133
Kiatnakin Bank PCL		225,900		448
Krung Thai Bank PCL		1,303,000		603
Land & Houses		3,851,200		940
Major Cineplex Group NVDR		2,051,900		1,068
PTT Exploration & Production		258,400		1,195
PTT PCL		148,100		153
PTT PCL NVDR		5,274,300		5,419
Sri Trang Agro-Industry PCL		3,220,300		1,993
Thai Union Group PCL, Cl F		2,563,500		1,229
				35,226

Turkey — 0.5%
Akbank TAS		1,430,833		922
BIM Birlesik Magazalar AS		344,052		2,064
Ford Otomotiv Sanayi AS		25,329		460
KOC Holding AS		128,281		320
Turk Hava Yollari AO *		187,120		750
Turkiye Petrol Rafinerileri *		39,716		783
				5,299

United Arab Emirates — 2.1%
Abu Dhabi Commercial Bank PJSC		387,047		955
Abu Dhabi Ports PJSC *		228,473		314
ADNOC Drilling PJSC		326,506		325
Aldar Properties PJSC		329,494		431
Dubai Islamic Bank PJSC		1,831,651		2,913
Emaar Development PJSC		5,231,220		6,828
Emaar Properties PJSC		5,639,192		9,584
				21,350

United Kingdom — 4.7%
Airtel Africa		1,100,081		1,692
Endava PLC ADR *		9,253		934
Energean PLC *		582,162		8,756
Fertiglobe PLC		429,062		655


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Halyk Savings Bank of Kazakhstan JSC GDR *		663,101	$	7,220
Hikma Pharmaceuticals PLC		46,490		710
Hochschild Mining PLC		3,723,169		2,808
NAC Kazatomprom JSC GDR		189,669		6,010
Nova Ljubljanska Banka dd GDR		350,045		4,241
OTP Bank PLC		101,407		2,150
SEPLAT Energy		3,037,908		4,180
SolGold PLC *		6,774,749		1,569
TBC Bank Group PLC		180,118		3,718
TCS Group Holding GDR *		22,288		–
Tullow Oil PLC *		2,661,939		1,497
WAG Payment Solutions *		1,509,678		1,618
Wizz Air Holdings PLC *		42,968		1,063
				48,821

United States — 1.2%
Adecoagro		10,560		97
Coupang, Cl A *		49,461		836
Credicorp Ltd		34,703		4,473
Dlocal, Cl A *		25,675		639
EPAM Systems Inc *		5,716		2,438
Freshworks, Cl A *		32,853		447
Globant SA *		10,221		2,154
IHS Holding *		191,059		1,238
				12,322

Vietnam — 1.7%
Ho Chi Minh City Development Joint Stock Commercial Bank *		1,964,670		2,230
Hoa Phat Group JSC		1,203,946		1,179
Military Commercial Joint Stock Bank *		5,578,897		5,634
Vietnam Technological & Commercial Joint Stock Bank *		1,612,520		2,671
Vincom Retail JSC *		2,196,659		2,586
Vinhomes JSC		1,384,500		3,594
				17,894

Zambia — 0.5%
First Quantum Minerals Ltd		271,769		4,823
Total Common Stock
(Cost $1,008,440) ($ Thousands)				981,567



PREFERRED STOCK (B) — 1.4%
Brazil — 0.3%
Cia Energetica de Minas Gerais		866,580		2,034
Cia Paranaense de Energia		429,400		577
				2,611

Colombia — 0.1%
Banco Davivienda SA		215,784		1,512


Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK (continued)
South Korea — 1.0%
Hyundai Motor Co		49,523	$	3,399
LG Chem Ltd		10,638		2,377
LG Electronics Inc *		25,035		879
Samsung Electronics Co Ltd		86,025		3,480
				10,135

Total Preferred Stock
(Cost $18,346) ($ Thousands)				14,258


		Number of Warrants
WARRANTS — 0.1%
India — 0.1%
Voltas, Expires 05/28/2023 *		134,600		1,683


Total Warrants
(Cost $693) ($ Thousands)				1,683


		Number of Rights
RIGHTS — 0.0%
Taiwan — 0.0%
Acer *^‡^‡		4,089		–
Total Rights
(Cost $—) ($ Thousands)				–


	Shares
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		13,342,525		13,343

Total Cash Equivalent
(Cost $13,343) ($ Thousands)				13,343


Total Investments in Securities — 98.1%
(Cost $1,040,822) ($ Thousands)			$	1,010,851

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $1,029,983 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
^‡^‡	Expiration date not available.
(A)	Level 3 security in accordance with fair value hierarchy.
(B)	No interest rate available.

ADR — American Depositary Receipt

Cl — Class

GDR — Global Depositary Receipt

JSC — Joint-Stock Company

Ltd — Limited

MSCI — Morgan Stanley Capital International

NVDR — Non-Voting Depositary Receipt

PCL — Public Company Limited

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

Ser — Series

The following is a summary of the level of inputs used as of August 31, 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

980,340

1,227

–

⁽²⁾

981,567

Preferred Stock

14,258

–

14,258

Warrant

–

1,683

–

1,683

Rights

–

⁽²⁾

–

Cash Equivalent

13,343

–

13,343

Total Investments in Securities

1,007,941

2,910

–

⁽²⁾

1,010,851

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(325	)		–		–		(325	)
Total Other Financial Instruments		(325	)		–		–		(325	)

(2) This category includes securities with a value of $—.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 36.3%
Agency Mortgage-Backed Obligations — 1.4%
FHLMC ARM
3.716%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.250%, 06/01/2035(A)	$	373	$	384
3.077%, ICE LIBOR USD 12 Month + 2.470%, 03/01/2036(A)		492		508
FHLMC Multifamily Structured Pass-Through Certificates, Ser K028, Cl X1, IO
0.337%, 02/25/2023(A)		132,355		68
FHLMC REMIC, Ser 2010-83, Cl BA
5.000%, 08/25/2040		109		110
FNMA
6.000%, 09/01/2039 to 04/01/2040		233		251
3.000%, 12/01/2030		302		295
FNMA ARM
4.034%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.220%, 08/01/2034(A)		462		477
3.574%, ICE LIBOR USD 6 Month + 1.580%, 07/01/2034(A)		85		86
3.550%, ICE LIBOR USD 12 Month + 1.800%, 05/01/2034(A)		118		121
3.358%, ICE LIBOR USD 12 Month + 1.777%, 09/01/2034(A)		322		320
3.013%, ICE LIBOR USD 12 Month + 1.601%, 06/01/2035(A)		48		48
2.915%, ICE LIBOR USD 12 Month + 1.665%, 04/01/2033(A)		101		101
2.882%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.193%, 10/01/2024(A)		3		3
2.867%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.205%, 05/01/2035(A)		115		118
2.827%, ICE LIBOR USD 12 Month + 1.565%, 05/01/2037(A)		274		280
2.826%, ICE LIBOR USD 12 Month + 1.873%, 10/01/2033(A)		109		113
2.669%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.184%, 07/01/2036(A)		423		438
2.463%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.332%, 04/01/2034(A)		229		236
2.390%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.141%, 10/01/2033(A)		281		285
2.220%, ICE LIBOR USD 6 Month + 1.433%, 03/01/2035(A)		192		196
2.020%, ICE LIBOR USD 12 Month + 1.770%, 10/01/2033(A)		117		116


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
1.815%, ICE LIBOR USD 12 Month + 1.490%, 10/01/2035(A)	$	300	$	307
FNMA CMO, Ser 2012-137, Cl UE
1.750%, 09/25/2041		103		98
FNMA, Ser 2017-M13, Cl FA
2.520%, ICE LIBOR USD 1 Month + 0.400%, 10/25/2024(A)		57		57
FREMF Mortgage Trust, Ser 2013-K28, Cl C
3.608%, 06/25/2046(A)(B)		1,460		1,445
GNMA ARM
3.440%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.410%, 09/20/2060 to 11/20/2060 (A)		672		678
3.115%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 11/20/2060(A)		863		866
GNMA, Ser 2015-171, Cl IO, IO
0.804%, 11/16/2055(A)		10,364		328


				8,333
Non-Agency Mortgage-Backed Obligations — 34.9%
280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl D
3.907%, ICE LIBOR USD 1 Month + 1.536%, 09/15/2034(A)(B)		3,000		2,858
Adjustable Rate Mortgage Trust, Ser 2005-1, Cl 5M1
3.494%, ICE LIBOR USD 1 Month + 1.050%, 05/25/2035(A)		1,650		1,575
Angel Oak Mortgage Trust I LLC, Ser 2018-3, Cl A1
3.649%, 09/25/2048(A)(B)		5		5
Angel Oak Mortgage Trust I LLC, Ser 2019-1, Cl A1
3.920%, 11/25/2048(A)(B)		25		25
Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1
3.628%, 03/25/2049(A)(B)		5		5
Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1
2.993%, 07/26/2049(A)(B)		11		11
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1
2.466%, 12/25/2059(A)(B)		16		16
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(A)(B)		83		80
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1
1.691%, 04/25/2065(A)(B)		107		100


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1
1.469%, 06/25/2065(A)(B)	$	45	$	43
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065(A)(B)		433		409
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1
0.990%, 04/25/2053(A)(B)		86		83
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1
0.909%, 01/25/2066(A)(B)		203		182
Angel Oak Mortgage Trust, Ser 2021-2, Cl A1
0.985%, 04/25/2066(A)(B)		950		850
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1
1.068%, 05/25/2066(A)(B)		172		152
Angel Oak Mortgage Trust, Ser 2021-5, Cl A1
0.951%, 07/25/2066(A)(B)		324		286
Arroyo Mortgage Trust, Ser 2019-1, Cl A1
3.805%, 01/25/2049(A)(B)		1,199		1,150
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048(A)(B)		39		37
Arroyo Mortgage Trust, Ser 2021-1R, Cl A1
1.175%, 10/25/2048(A)(B)		1,160		1,016
Ashford Hospitality Trust, Ser 2018-ASHF, Cl B
3.641%, ICE LIBOR USD 1 Month + 1.250%, 04/15/2035(A)(B)		500		482
Banc of America Funding, Ser 2005-F, Cl 4A1
3.290%, 09/20/2035(A)		31		27
Banc of America Funding, Ser 2006-D, Cl 3A1
3.404%, 05/20/2036(A)		30		27
Banc of America Funding, Ser 2006-I, Cl 1A1
3.012%, 12/20/2036(A)		1,133		1,117
Banc of America Mortgage Trust, Ser 2003-K, Cl 2A1
2.609%, 12/25/2033(A)		556		536
Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2
2.632%, 02/25/2034(A)		560		555
Banc of America Mortgage Trust, Ser 2004-D, Cl 2A1
3.038%, 05/25/2034(A)		222		214
Banc of America Mortgage Trust, Ser 2005-A, Cl 2A1
2.541%, 02/25/2035(A)		10		10
BANK, Ser 2018-BN12, Cl A2
4.074%, 05/15/2061		600		596


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bayview Commercial Asset Trust, Ser 2004-3, Cl A1
2.999%, ICE LIBOR USD 1 Month + 0.555%, 01/25/2035(A)(B)	$	1,382	$	1,371
BBCMS Mortgage Trust, Ser 2017-DELC, Cl B
3.546%, ICE LIBOR USD 1 Month + 1.030%, 08/15/2036(A)(B)		5,000		4,900
BBCMS Mortgage Trust, Ser 2018-TALL, Cl C
3.512%, ICE LIBOR USD 1 Month + 1.121%, 03/15/2037(A)(B)		3,000		2,738
Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1
2.746%, 12/25/2033(A)		595		587
Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1
3.385%, 08/25/2034(A)		1,008		994
Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1
2.708%, 01/25/2034(A)		1,248		1,229
Bear Stearns ARM Trust, Ser 2004-1, Cl 21A1
2.437%, 04/25/2034(A)		180		175
Bear Stearns ARM Trust, Ser 2004-2, Cl 12A2
2.761%, 05/25/2034(A)		760		707
Bear Stearns ARM Trust, Ser 2004-3, Cl 2A
3.314%, 07/25/2034(A)		649		625
Bear Stearns ARM Trust, Ser 2004-5, Cl 2A
3.175%, 07/25/2034(A)		582		545
Bellemeade Re, Ser 2018-3A, Cl M1B
4.294%, ICE LIBOR USD 1 Month + 1.850%, 10/25/2028(A)(B)		809		808
Bellemeade Re, Ser 2019-2A, Cl M1B
3.894%, ICE LIBOR USD 1 Month + 1.450%, 04/25/2029(A)(B)		183		182
Bellemeade Re, Ser 2019-3A, Cl M1B
4.044%, ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(A)(B)		886		886
Bellemeade Re, Ser 2021-1A, Cl M1A
3.933%, SOFR30A + 1.750%, 03/25/2031(A)(B)		322		323
Bellemeade Re, Ser 2021-2A, Cl M1A
3.383%, SOFR30A + 1.200%, 06/25/2031(A)(B)		854		844
Bellemeade Re, Ser 2021-3A, Cl M1A
3.183%, SOFR30A + 1.000%, 09/25/2031(A)(B)		1,000		992
Bellemeade Re, Ser 2022-1, Cl M1A
3.933%, SOFR30A + 1.750%, 01/26/2032(A)(B)		1,000		996
BFLD Trust, Ser 2020-OBRK, Cl A
4.441%, ICE LIBOR USD 1 Month + 2.050%, 11/15/2028(A)(B)		240		237
BRAVO Residential Funding Trust, Ser 2019-1, Cl A1C
3.500%, 03/25/2058(B)		471		464


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1
1.449%, 05/25/2060(A)(B)	$	53	$	52
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1
0.941%, 02/25/2049(A)(B)		88		82
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(A)(B)		94		90
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1
1.699%, 04/25/2060(A)(B)		164		155
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055(A)(B)		49		48
BWay Mortgage Trust, Ser 2013-1515, Cl A1
2.809%, 03/10/2033(B)		102		99
BX Commercial Mortgage Trust, Ser 2019-XL, Cl E
4.191%, ICE LIBOR USD 1 Month + 1.800%, 10/15/2036(A)(B)		1,062		1,033
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
3.311%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(A)(B)		227		224
BX Commercial Mortgage Trust, Ser 2020-VKNG, Cl C
3.791%, ICE LIBOR USD 1 Month + 1.400%, 10/15/2037(A)(B)		820		786
BX Commercial Mortgage Trust, Ser 2021-ACNT, Cl B
3.642%, ICE LIBOR USD 1 Month + 1.250%, 11/15/2038(A)(B)		2,000		1,916
BX Commercial Mortgage Trust, Ser 2021-CIP, Cl C
3.862%, ICE LIBOR USD 1 Month + 1.471%, 12/15/2038(A)(B)		2,000		1,890
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl D
3.792%, ICE LIBOR USD 1 Month + 1.400%, 06/15/2038(A)(B)		1,489		1,407
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A
3.043%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(B)		240		232
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl E
4.391%, ICE LIBOR USD 1 Month + 2.000%, 09/15/2036(A)(B)		2,000		1,904


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
3.091%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(B)	$	195	$	188
BX Commercial Mortgage Trust, Ser 2022-LP2, Cl A
3.310%, TSFR1M + 1.013%, 02/15/2039(A)(B)		1,868		1,806
BX Trust, Ser 2021-LGCY, Cl A
2.897%, ICE LIBOR USD 1 Month + 0.506%, 10/15/2023(A)(B)		400		381
BX Trust, Ser 2021-SDMF, Cl B
3.129%, ICE LIBOR USD 1 Month + 0.738%, 09/15/2034(A)(B)		1,000		952
BX Trust, Ser 2022-LBA6, Cl A
3.307%, TSFR1M + 1.000%, 01/15/2039(A)(B)		210		204
BX Trust, Ser 2022-VAMF, Cl D
4.187%, TSFR1M + 1.880%, 01/15/2039(A)(B)		1,000		950
BX, Ser 2021-MFM1, Cl C
3.591%, ICE LIBOR USD 1 Month + 1.200%, 01/15/2034(A)(B)		1,000		955
BXHPP Trust, Ser 2021-FILM, Cl C
3.491%, ICE LIBOR USD 1 Month + 1.100%, 08/15/2036(A)(B)		2,530		2,356
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl B
3.641%, ICE LIBOR USD 1 Month + 1.250%, 12/15/2037(A)(B)		3,000		2,932
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A
3.461%, ICE LIBOR USD 1 Month + 1.070%, 12/15/2037(A)(B)		2,795		2,760
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl E
4.541%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2037(A)(B)		2,000		1,940
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 7A1
3.725%, 02/25/2037(A)		154		154
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3
3.133%, 06/25/2035(A)		279		278
CHL Mortgage Pass-Through Trust, Ser 2004-8, Cl 2A1
4.500%, 06/25/2019		6		1
CIM Trust, Ser 2017-7, Cl A
3.000%, 04/25/2057(A)(B)		41		41
Citigroup Commercial Mortgage Trust, Ser 2006-C4, Cl C
6.517%, 03/15/2049(A)		130		129


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Commercial Mortgage Trust, Ser 2018-TBR, Cl A
3.221%, ICE LIBOR USD 1 Month + 0.830%, 12/15/2036(A)(B)	$	4,000	$	3,907
Cold Storage Trust, Ser 2020-ICE5, Cl D
4.491%, ICE LIBOR USD 1 Month + 2.100%, 11/15/2037(A)(B)		1,474		1,436
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064(A)(B)		111		102
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065(A)(B)		44		41
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065(A)(B)		29		28
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1
0.910%, 06/25/2066(A)(B)		137		120
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(A)(B)		2,647		2,255
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054(B)		63		58
COLT Mortgage Loan Trust, Ser 2021-4, Cl A2
1.500%, 10/25/2066(A)(B)		1,752		1,512
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(A)(B)		350		303
COLT Mortgage Loan Trust, Ser 2021-5, Cl A1
1.726%, 11/26/2066(A)(B)		903		807
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1
1.110%, 10/25/2066(A)(B)		359		312
COLT Mortgage Loan Trust, Ser 2022-7, Cl A1
5.162%, 04/25/2067(B)(C)		986		983
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1
0.857%, 05/25/2065(A)(B)		125		115
COMM Mortgage Trust, Ser 2013-300P, Cl E
4.540%, 08/10/2030(A)(B)		800		746
COMM Mortgage Trust, Ser 2013-CR10, Cl XA, IO
0.804%, 08/10/2046(A)		29,838		122
COMM Mortgage Trust, Ser 2014-CR14, Cl XA, IO
0.662%, 02/10/2047(A)		24,486		138
COMM Mortgage Trust, Ser 2014-CR15, Cl D
4.820%, 02/10/2047(A)(B)		700		675


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COMM Mortgage Trust, Ser 2015-CR23, Cl C
4.428%, 05/10/2048(A)	$	500	$	477
Commercial Mortgage Pass-Through Certificates, Ser 2017-PANW, Cl A
3.244%, 10/10/2029(B)		700		670
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M1
2.933%, SOFR30A + 0.750%, 10/25/2041(A)(B)		290		289
Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1
3.383%, SOFR30A + 1.200%, 01/25/2042(A)(B)		1,548		1,537
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M1
4.283%, SOFR30A + 2.100%, 03/25/2042(A)(B)		874		874
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M1
4.183%, SOFR30A + 2.000%, 03/25/2042(A)(B)		871		870
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M1
4.083%, SOFR30A + 1.900%, 04/25/2042(A)(B)		445		446
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1
5.158%, SOFR30A + 2.950%, 06/25/2042(A)(B)		1,339		1,360
Credit Suisse First Boston Mortgage Securities, Ser 2005-5, Cl 3A2
2.744%, ICE LIBOR USD 1 Month + 0.300%, 07/25/2035(A)		430		429
Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1
1.101%, 05/25/2066(A)(B)		187		160
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1
2.794%, 06/25/2034(A)		1,192		1,166
CSMC Trust, Ser 2019-AFC1, Cl A1
2.573%, 07/25/2049(B)(C)		251		238
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056(A)(B)		150		126
CSMC, Ser 2021-NQM1, Cl A1
0.809%, 05/25/2065(A)(B)		152		144
CSMC, Ser 2021-NQM3, Cl A1
1.015%, 04/25/2066(A)(B)		265		233
DBCG Mortgage Trust, Ser 2017-BBG, Cl C
3.392%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2034(A)(B)		1,100		1,067


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
DBGS Mortgage Trust, Ser 2018-BIOD, Cl A
3.172%, ICE LIBOR USD 1 Month + 0.803%, 05/15/2035(A)(B)	$	2,741	$	2,707
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065(A)(B)		47		43
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1
0.899%, 04/25/2066(A)(B)		62		55
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3
1.260%, 04/25/2066(A)(B)		623		555
Eagle Re, Ser 2020-1, Cl M1A
3.344%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2030(A)(B)		259		259
Eagle Re, Ser 2021-2, Cl M1A
3.733%, SOFR30A + 1.550%, 04/25/2034(A)(B)		3,000		2,988
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2
2.892%, 11/25/2059(A)(B)		444		426
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065(A)(B)		577		544
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066(A)(B)		835		750
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(B)		98		86
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A
3.093%, ICE LIBOR USD 1 Month + 0.701%, 11/15/2038(A)(B)		350		338
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl M1
2.933%, SOFR30A + 0.750%, 10/25/2033(A)(B)		817		812
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
3.833%, SOFR30A + 1.650%, 01/25/2034(A)(B)		223		222
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M1
3.033%, SOFR30A + 0.850%, 11/25/2041(A)(B)		1,750		1,732
FHLMC STACR REMIC Trust, Ser 2021-HQA2, Cl M1
2.883%, SOFR30A + 0.700%, 12/25/2033(A)(B)		569		566


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2021-HQA3, Cl M1
3.033%, SOFR30A + 0.850%, 09/25/2041(A)(B)	$	2,349	$	2,282
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M1
3.133%, SOFR30A + 0.950%, 12/25/2041(A)(B)		3,000		2,914
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
4.033%, SOFR30A + 1.850%, 01/25/2042(A)(B)		750		719
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A
3.183%, SOFR30A + 1.000%, 01/25/2042(A)(B)		1,911		1,869
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A
3.483%, SOFR30A + 1.300%, 02/25/2042(A)(B)		1,660		1,653
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1A
4.183%, SOFR30A + 2.000%, 04/25/2042(A)(B)		1,498		1,505
FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1A
4.283%, SOFR30A + 2.100%, 03/25/2042(A)(B)		1,812		1,815
FHLMC STACR REMIC Trust, Ser 2022-HQA3, Cl M1A
4.108%, SOFR30A + 2.300%, 08/25/2042(A)(B)		520		523
FHLMC STACR Trust, Ser 2018-DNA2, Cl M2AS
3.394%, ICE LIBOR USD 1 Month + 0.950%, 12/25/2030(A)(B)		2,145		2,132
FHLMC STACR Trust, Ser 2019-FTR2, Cl M1
3.394%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048(A)(B)		1,174		1,168
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA3, Cl M3
7.144%, ICE LIBOR USD 1 Month + 4.700%, 04/25/2028(A)		239		249
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M1
2.983%, SOFR30A + 0.800%, 08/25/2033(A)(B)		648		646
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2022-HQA2, Cl M1A
4.833%, SOFR30A + 2.650%, 07/25/2042(A)(B)		230		231


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Whole Loan Securities Trust, Ser 2016-SC01, Cl M2
3.908%, 07/25/2046(A)	$	478	$	453
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2
7.444%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(A)		84		85
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
8.344%, ICE LIBOR USD 1 Month + 5.900%, 10/25/2028(A)		149		152
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M1
3.083%, SOFR30A + 0.900%, 11/25/2041(A)(B)		1,319		1,306
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065(B)(C)		51		48
GCAT Trust, Ser 2021-CM1, Cl A
1.469%, 04/25/2065(A)(B)		228		218
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066(A)(B)		914		837
GCAT Trust, Ser 2021-NQM3, Cl A1
1.091%, 05/25/2066(A)(B)		157		138
GCAT Trust, Ser 2021-NQM5, Cl A1
1.262%, 07/25/2066(A)(B)		538		452
GS Mortgage Securities Trust, Ser 2011-GC3, Cl X, IO
0.291%, 03/10/2044(A)(B)		966		–
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B
3.741%, ICE LIBOR USD 1 Month + 1.350%, 12/15/2036(A)(B)		500		492
GS Mortgage Securities Trust, Ser 2021-STAR, Cl B
3.791%, ICE LIBOR USD 1 Month + 1.400%, 12/15/2036(A)(B)		2,000		1,917
GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2
1.275%, 07/25/2061(A)(B)		916		835
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1
2.568%, 01/25/2035(A)		46		43
GSR Mortgage Loan Trust, Ser 2005-AR2, Cl 1A2
3.193%, 04/25/2035(A)		163		152
HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A
3.483%, 08/19/2034(A)		869		883
Hilton Orlando Trust, Ser 2018-ORL, Cl B
3.591%, ICE LIBOR USD 1 Month + 1.200%, 12/15/2034(A)(B)		1,000		970


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Home Re, Ser 2021-2, Cl M1A
3.433%, SOFR30A + 1.250%, 01/25/2034(A)(B)	$	2,133	$	2,125
HPLY Trust, Ser 2019-HIT, Cl B
3.741%, ICE LIBOR USD 1 Month + 1.350%, 11/15/2036(A)(B)		388		378
Impac CMB Trust, Ser 2004-6, Cl 1A2
3.224%, ICE LIBOR USD 1 Month + 0.780%, 10/25/2034(A)		686		665
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1
1.071%, 06/25/2056(A)(B)		216		193
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1
1.073%, 09/25/2056(A)(B)		164		137
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1
1.595%, 11/25/2056(A)(B)		154		136
Imperial Fund Mortgage Trust, Ser 2022-NQM5, Cl A3
6.250%, 08/25/2067(B))C)		400		394
Intown Mortgage Trust, Ser 2022-STAY, Cl A
4.739%, TSFR1M + 2.489%, 08/15/2037(A)(B)		750		746
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-MFP, Cl B
3.551%, ICE LIBOR USD 1 Month + 1.160%, 07/15/2036(A)(B)		2,000		1,953
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO
2.032%, 01/16/2037(A)(B)		12,500		417
JPMorgan Mortgage Trust, Ser 2005-A3, Cl 6A2
3.022%, 06/25/2035(A)		211		209
JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2
3.662%, 07/25/2035(A)		420		405
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
2.678%, 11/25/2033(A)		87		85
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 1A1
4.201%, 07/25/2035(A)		554		551
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 5A2
2.494%, 07/25/2035(A)		325		319
JPMorgan Mortgage Trust, Ser 2007-A4, Cl 1A1
3.457%, 06/25/2037(A)		28		23


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
3.194%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2046(A)(B)	$	89	$	87
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A
3.191%, ICE LIBOR USD 1 Month + 0.800%, 05/15/2036(A)(B)		150		148
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl E
4.191%, ICE LIBOR USD 1 Month + 1.800%, 05/15/2036(A)(B)		1,250		1,212
Life Mortgage Trust, Ser 2021-BMR, Cl E
4.141%, ICE LIBOR USD 1 Month + 1.750%, 03/15/2038(A)(B)		1,229		1,164
Life Mortgage Trust, Ser 2021-BMR, Cl D
3.791%, ICE LIBOR USD 1 Month + 1.400%, 03/15/2038(A)(B)		983		941
Life Mortgage Trust, Ser 2022-BMR2, Cl A1
3.603%, TSFR1M + 1.295%, 05/15/2039(A)(B)		2,000		1,962
LSTAR Securities Investment, Ser 2019-4, Cl A1
6.064%, ICE LIBOR USD 1 Month + 3.500%, 05/01/2024(A)(B)		168		164
MASTR Adjustable Rate Mortgages Trust, Ser 2005-6, Cl 5A1
2.862%, 07/25/2035(A)		20		18
MASTR Alternative Loan Trust, Ser 2003-5, Cl 4A1
5.500%, 07/25/2033		785		757
Mellon Residential Funding, Ser 1999-TBC3, Cl A2
2.610%, 10/20/2029(A)		114		111
Merrill Lynch Mortgage Investors Trust, Ser 2003-E, Cl A1
3.064%, ICE LIBOR USD 1 Month + 0.620%, 10/25/2028(A)		390		371
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1
2.709%, 12/25/2034(A)		547		525
Merrill Lynch Mortgage Investors Trust, Ser 2005-A, Cl A1
2.904%, ICE LIBOR USD 1 Month + 0.460%, 03/25/2030(A)		705		657
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5
2.783%, 02/25/2035(A)		286		274
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A2
2.783%, 02/25/2035(A)		1,394		1,336
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3
2.783%, 02/25/2035(A)		385		356


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A
3.022%, 07/25/2035(A)	$	252	$	141
Merrill Lynch Mortgage Investors Trust, Ser 2007-1, Cl 2A1
2.385%, 01/25/2037(A)		652		638
MetLife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055(A)(B)		145		139
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065(A)(B)		711		687
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065(A)(B)		49		47
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056(A)(B)		97		90
MFA Trust, Ser 2021-NQM1, Cl A1
1.153%, 04/25/2065(A)(B)		865		796
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(A)(B)		1,304		1,155
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl D
3.992%, ICE LIBOR USD 1 Month + 1.601%, 04/15/2038(A)(B)		1,500		1,429
MHP, Ser 2021-STOR, Cl A
3.091%, ICE LIBOR USD 1 Month + 0.700%, 07/15/2038(A)(B)		105		101
MHP, Ser 2022-MHIL, Cl A
3.122%, TSFR1M + 0.815%, 01/15/2027(A)(B)		135		130
MHP, Ser 2022-MHIL, Cl B
3.421%, TSFR1M + 1.114%, 01/15/2027(A)(B)		2,000		1,915
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061(A)(B)		120		119
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(A)(B)		102		96
Morgan Stanley Capital I Trust, Ser 2017-CLS, Cl D
3.791%, ICE LIBOR USD 1 Month + 1.400%, 11/15/2034(A)(B)		3,400		3,366
Morgan Stanley Capital I Trust, Ser 2018-SUN, Cl A
3.291%, ICE LIBOR USD 1 Month + 0.900%, 07/15/2035(A)(B)		3,000		2,973
Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A
3.678%, 11/25/2034(A)		590		568
Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1
2.861%, 07/25/2034(A)		301		291


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2
3.487%, 10/25/2034(A)	$	597	$	594
MortgageIT Trust, Ser 2005-1, Cl 2A
3.623%, ICE LIBOR USD 1 Month + 1.250%, 02/25/2035(A)		234		227
MSCG Trust, Ser 2018-SELF, Cl A
3.291%, ICE LIBOR USD 1 Month + 0.900%, 10/15/2037(A)(B)		1,455		1,426
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057(A)(B)		138		133
New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1
3.944%, ICE LIBOR USD 1 Month + 1.500%, 06/25/2057(A)(B)		1,179		1,171
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057(A)(B)		369		356
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A
4.000%, 12/25/2057(A)(B)		534		515
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S
3.009%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2048(A)(B)		2,122		2,067
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1
3.309%, ICE LIBOR USD 1 Month + 1.050%, 01/25/2048(A)(B)		1,975		1,892
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M
3.159%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2048(A)(B)		1,312		1,278
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1
2.464%, 01/26/2060(A)(B)		79		74
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060(A)(B)		35		33
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1
0.941%, 10/25/2058(A)(B)		67		63
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(B)		274		243
Nomura Asset Acceptance Alternative Loan Trust, Ser 2004-AR3, Cl M1
3.584%, ICE LIBOR USD 1 Month + 1.140%, 11/25/2034(A)		603		600


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Oaktown Re VII, Ser 2021-2, Cl M1A
3.783%, SOFR30A + 1.600%, 04/25/2034(A)(B)	$	1,000	$	988
OBX Trust, Ser 2018-1, Cl A2
3.094%, ICE LIBOR USD 1 Month + 0.650%, 06/25/2057(A)(B)		849		828
OBX Trust, Ser 2020-INV1, Cl A11
3.159%, ICE LIBOR USD 1 Month + 0.900%, 12/25/2049(A)(B)		367		354
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(B)		1,538		1,326
OPG Trust, Ser 2021-PORT, Cl D
3.522%, ICE LIBOR USD 1 Month + 1.131%, 10/15/2036(A)(B)		744		690
PKHL Commercial Mortgage Trust, Ser 2021-MF, Cl F
5.742%, ICE LIBOR USD 1 Month + 3.350%, 07/15/2038(A)(B)		400		377
PRPM LLC, Ser 2021-RPL1, Cl A1
1.319%, 07/25/2051(B)(C)		95		87
Radnor Re, Ser 2019-2, Cl M1B
4.194%, ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(A)(B)		276		275
Radnor Re, Ser 2020-1, Cl M1A
3.394%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(A)(B)		2,287		2,282
Radnor Re, Ser 2021-1, Cl M1B
3.883%, SOFR30A + 1.700%, 12/27/2033(A)(B)		2,000		1,968
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1
2.376%, 01/26/2060(A)(B)		30		29
Sequoia Mortgage Trust, Ser 2002-10, Cl 1A
3.168%, ICE LIBOR USD 1 Month + 0.800%, 10/20/2027(A)		999		977
Sequoia Mortgage Trust, Ser 2002-9, Cl 1A
3.068%, ICE LIBOR USD 1 Month + 0.700%, 09/20/2032(A)		304		288
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
2.908%, ICE LIBOR USD 1 Month + 0.540%, 01/20/2035(A)		1,613		1,510
Sequoia Mortgage Trust, Ser 2004-3, Cl A
2.057%, ICE LIBOR USD 6 Month + 0.500%, 05/20/2034(A)		306		305
Sequoia Mortgage Trust, Ser 2004-5, Cl A1
2.207%, 06/20/2034(A)		901		842
SG Residential Mortgage Trust, Ser 2021-1, Cl A1
1.160%, 07/25/2061(A)(B)		281		241
SG Residential Mortgage Trust, Ser 2021-2, Cl A1
1.737%, 12/25/2061(A)(B)		1,788		1,564


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(A)(B)	$	115	$	108
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(A)(B)		10		10
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(A)(B)		495		479
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1
0.943%, 05/25/2065(A)(B)		61		57
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1
1.127%, 06/25/2056(A)(B)		167		137
Structured Adjustable Rate Mortgage Loan Trust, Ser 2004-9XS, Cl A
2.814%, ICE LIBOR USD 1 Month + 0.370%, 07/25/2034(A)		1,095		1,081
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-7, Cl 1A3
3.101%, 04/25/2035(A)		597		575
Thornburg Mortgage Securities Trust, Ser 2004-3, Cl A
3.184%, ICE LIBOR USD 1 Month + 0.740%, 09/25/2034(A)		1,765		1,658
Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3
2.193%, 04/25/2045(A)		777		752
Toorak Mortgage, Ser 2021-INV1, Cl A1
1.153%, 07/25/2056(A)(B)		1,619		1,459
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056(A)(B)		91		90
Towd Point Mortgage Trust, Ser 2017-2, Cl A1
2.750%, 04/25/2057(A)(B)		74		73
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057(A)(B)		781		756
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
3.044%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057(A)(B)		676		671
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057(A)(B)		175		170
Towd Point Mortgage Trust, Ser 2018-3, Cl A1
3.750%, 05/25/2058(A)(B)		772		750


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2019-HY1, Cl A1
3.444%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2048(A)(B)	$	526	$	520
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2
4.344%, ICE LIBOR USD 1 Month + 1.900%, 05/25/2058(A)(B)		3,000		2,941
Towd Point Mortgage Trust, Ser 2021-SJ2, Cl A1A
2.250%, 12/25/2061(A)(B)		1,428		1,344
VASA Trust, Ser 2021-VASA, Cl B
3.641%, ICE LIBOR USD 1 Month + 1.250%, 07/15/2039(A)(B)		2,000		1,910
Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX
2.610%, 02/25/2050(A)(B)		811		769
Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A
1.400%, 05/25/2051(A)(B)		812		725
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059(B)(C)		26		25
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059(A)(B)		40		39
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060(B)(C)		14		14
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065(B)(C)		30		28
Verus Securitization Trust, Ser 2020-5, Cl A1
1.218%, 05/25/2065(B)(C)		769		725
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066(A)(B)		197		176
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(A)(B)		965		864
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(A)(B)		117		104
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066(A)(B)		2,672		2,367
Verus Securitization Trust, Ser 2021-4, Cl A2
1.247%, 07/25/2066(A)(B)		754		638
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066(A)(B)		147		124
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(A)(B)		123		115
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064(A)(B)		955		877
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(A)(B)		98		93


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2022-5, Cl A1
3.800%, 04/25/2067(B)(C)	$	735	$	702
Visio Trust, Ser 2021-1R, Cl A1
1.280%, 05/25/2056(B)		1,275		1,191
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.533%, 10/25/2033(A)		621		596
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
3.805%, 08/25/2033(A)		634		597
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
3.195%, 09/25/2033(A)		659		627
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR1, Cl A
2.468%, 03/25/2034(A)		1,239		1,233
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A
3.454%, 10/25/2034(A)		419		392
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1
2.810%, 01/25/2035(A)		1,053		1,001
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A
2.259%, 12 Month Treas Avg + 1.400%, 04/25/2044(A)		1,442		1,411
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR9, Cl A7
3.914%, 08/25/2034(A)		1,580		1,547
WaMu Mortgage Pass-Through Certificates, Ser 2004-CB2, Cl 1A
5.000%, 07/25/2034		83		81
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2
3.615%, 07/25/2034(A)		145		147
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1
3.016%, 10/25/2034(A)		674		655


				213,018
Total Mortgage-Backed Securities
(Cost $231,005) ($ Thousands)				221,351



LOAN PARTICIPATIONS — 34.8%
Aerospace & Defense — 1.0%
Bleriot US Bidco Inc., 2021 Term Loan, 1st Lien
6.250%, LIBOR + 3.750%, 10/30/2026 (A)		1,720		1,688


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Peraton Corp., Term B Loan, 1st Lien
6.274%, LIBOR + 3.750%, 02/01/2028 (A)(D)	$	1,141	$	1,107
TransDigm Inc., Tranche F Refinancing Term Loan, 1st Lien
4.774%, LIBOR + 2.250%, 12/09/2025 (A)		319		310
TransDigm Inc., Tranche G Refinancing Term Loan, 1st Lien
4.774%, LIBOR + 2.250%, 08/22/2024 (A)		1,248		1,223
Ultra Electronics Holdings PLC, Dollar Denominated Term Loan, 1st Lien
7.063%, 11/17/2028 (D)		2,165		2,088
				6,416

Air Transport — 0.8%
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien
7.460%, LIBOR + 4.750%, 04/20/2028 (A)		1,519		1,493
American Airlines Inc., 2020 Term Loan, 1st Lien
4.274%, LIBOR + 3.500%, 01/29/2027 (A)		1,103		1,012
Mileage Plus Holdings LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
7.313%, LIBOR + 4.750%, 06/21/2027 (A)		905		918
SkyMiles IP Ltd. (Delta Air Lines, Inc.), Initial Term Loan, 1st Lien
6.460%, LIBOR + 4.000%, 10/20/2027 (A)		1,175		1,189
				4,612

Automotive — 0.2%
Belron Finance 2019 LLC, Dollar Second Incremental Loan, 1st Lien
5.063%, LIBOR + 2.500%, 10/25/2026 (A)		239		235
Holley Inc., Initial Term Loan, 1st Lien
6.711%, 11/17/2028		44		42
Truck Hero, Inc., Initial Term Loan, 1st Lien
6.024%, LIBOR + 3.750%, 01/31/2028 (A)		1,148		1,042
				1,319

Building & Development — 0.9%
Artera Services, LLC, Tranche B Term Loan, 1st Lien
5.750%, LIBOR + 2.750%, 03/06/2025 (A)		774		626


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
CP Atlas Buyer, Inc., Term B Loan, 1st Lien
6.274%, LIBOR + 3.750%, 11/23/2027 (A)	$	1,718	$	1,587
Kodiak BP, LLC, Initial Term Loan, 1st Lien
5.500%, LIBOR + 3.750%, 03/12/2028 (A)		2,053		1,950
Specialty Building Products Holdings LLC, Initial Term Loan, 1st Lien
6.118%, 10/15/2028 (A)(D)		818		777
SRS Distribution Inc., 2021 Refinancing Term Loan, 1st Lien
6.306%, CME Term SOFR + 4.000%, 06/02/2028 (A)		242		234
Tutor Perini Corporation, Term Loan, 1st Lien
7.127%, LIBOR + 3.500%, 08/18/2027 (A)(E)		708		658
				5,832

Business Equipment & Services — 4.0%
Asplundh Tree Expert LLC, Amendment No. 1 Term Loan, 1st Lien
4.274%, 09/07/2027 (A)		91		90
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien
5.111%, LIBOR + 3.750%, 03/03/2025 (A)		2,430		2,236
BW Holding Inc., Amendment No. 1 Incremental Term Loan, 1st Lien
5.547%, 12/14/2028		260		244
BW Holding Inc., Delayed Draw Term Loan, 1st Lien
6.427%, 12/14/2028		20		19
5.547%, 12/14/2028		189		177
BW Holding Inc., Initial Term Loan, 1st Lien
6.427%, LIBOR + 4.000%, 12/14/2028 (A)		787		739
Change Healthcare Holdings Inc., Closing Date Term Loan, 1st Lien
5.024%, ICE LIBOR USD 1 Month + 2.500%, 03/01/2024 (A)		2,275		2,259
DTI Holdco Inc., Initial Term Loan, 1st Lien
7.327%, 04/26/2029		810		771
Electron Bidco Inc., Initial Term Loan, 1st Lien
5.524%, 11/01/2028		1,105		1,075
Ensemble RCM LLC, Closing Date Term Loan, 1st Lien
6.556%, 08/03/2026		370		361
Ensono Inc, Initial Term Loan, 1st Lien
6.524%, LIBOR + 5.000%, 05/26/2028 (A)		1,675		1,614


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Marlink AS, Dollar Term Loan B, 1st Lien
7.820%, 12/04/2028	$	244	$	229
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien
5.774%, LIBOR + 3.250%, 10/23/2028 (A)(D)		1,170		1,114
NASCAR Holdings Inc., Initial Term Loan, 1st Lien
5.024%, LIBOR + 2.750%, 10/19/2026 (A)		2,337		2,297
Packers Holdings, LLC, Initial Term Loan, 1st Lien
5.630%, LIBOR + 3.750%, 03/09/2028 (A)		1,522		1,440
Pug LLC, Term B-2 Loan, 1st Lien
6.774%, CME Term SOFR + 3.750%, 02/12/2027 (A)(E)		759		715
Pug LLC, USD Term B Loan, 1st Lien
6.024%, LIBOR + 3.500%, 02/12/2027 (A)		117		110
Service Logic Acquisition Inc., Closing Date Initial Term Loan, 1st Lien
6.806%, LIBOR + 3.250%, 10/29/2027 (A)		2,363		2,281
6.586%, 10/29/2027		6		6
Service Logic Acquisition Inc., Delayed Draw Term Loan, 1st Lien
6.808%, 10/29/2027		106		102
Sharp Midco LLC, Initial Term Loan, 1st Lien
6.250%, LIBOR + 4.000%, 12/31/2028 (A)(E)		778		753
TGG TS Acquisition Company, Term B Loan, 1st Lien
9.024%, LIBOR + 7.000%, 12/14/2025 (A)		1,115		1,084
Trans Union LLC, 2021 Incremental Term B-6 Loan, 1st Lien
4.774%, 12/01/2028 (A)		518		508
United Talent Agency LLC, Term B Loan, 1st Lien
6.196%, 07/07/2028 (E)		544		527
University Support Services LLC, 2021 Term Loan, 1st Lien
5.774%, 02/10/2029		2,014		1,944
William Morris Endeavor Entertainment, LLC (IMG Worldwide Holdings, LLC), Term B-1 Loan, 1st Lien
5.280%, LIBOR + 3.750%, 05/18/2025 (A)(D)		1,668		1,610
				24,305


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Cable & Satellite Television — 0.2%
Diamond Sports Group LLC, Term Loan, 2nd Lien
5.637%, 08/24/2026	$	989	$	179
E.W. Scripps Company, Tranche B-2 Term Loan, 1st Lien
5.086%, 05/01/2026 (A)(D)		380		373
Virgin Media Bristol LLC, N Facility, 1st Lien
4.891%, LIBOR + 2.500%, 01/31/2028 (A)		548		535
				1,087

Chemicals & Plastics — 0.8%
Aruba Investments Holdings LLC, Initial Dollar Term Loan, 1st Lien
6.444%, LIBOR + 3.250%, 11/24/2027 (A)		166		160
Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien
6.059%, LIBOR + 3.250%, 12/04/2026 (A)		1,566		1,519
DCG Acquisition Corp., Term Loan B, 1st Lien
7.024%, LIBOR + 4.250%, 09/30/2026 (A)(E)		1,414		1,367
Flexsys Holdings, Inc., Initial Term Loan, 1st Lien
7.774%, CME Term SOFR + 4.000%, 11/01/2028 (A)(E)		702		632
SCIH Salt Holdings Inc., Incremental Term B-1 Loan, 1st Lien
6.806%, LIBOR + 2.750%, 03/16/2027 (A)		1,009		968
				4,646

Clothing/Textiles — 0.0%
Crocs Inc., Term Loan, 1st Lien
4.449%, 02/20/2029 (A)		217		208
4.030%, 02/20/2029		2		3
				211

Computers & Electronics — 0.3%
Go Daddy Operating Company, LLC (GD Finance Co, Inc.), Tranche B-1 Term Loan, 1st Lien
4.274%, LIBOR + 2.250%, 02/15/2024 (A)		145		143
Regionalcare Hospital Partners Holdings, Inc., Term B Loan, 2nd Lien
6.274%, LIBOR + 3.750%, 11/16/2025 (A)(D)		993		961


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Univision Communications, Replacement Repriced First-Lien Term Loan, 1st Lien
5.274%, LIBOR + 2.750%, 03/15/2024 (A)(D)	$	834	$	831
				1,935

Conglomerates — 0.2%
Conair Holdings LLC, Initial Term Loan, 1st Lien
6.000%, LIBOR + 3.750%, 05/17/2028 (A)		1		—
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
6.000%, LIBOR + 3.750%, 10/01/2026 (A)(D)		1,023		984
				984

Containers & Glass Products — 1.8%
Anchor Packaging, LLC, Initial Term Loan, 1st Lien
6.524%, LIBOR + 4.000%, 07/18/2026 (A)		1,014		990
Berlin Packaging L.L.C., Tranche B-5 Term Loan, 1st Lien
6.130%, LIBOR + 3.000%, 03/11/2028 (A)		142		136
6.010%, 03/11/2028 (A)		9		8
Berry Global Inc., Term Z Loan, 1st Lien
4.178%, 07/01/2026 (A)		290		283
BWay Holding Company, Initial Term Loan, 1st Lien
3.443%, LIBOR + 3.250%, 04/03/2024 (A)		6		5
Charter Next Generation Inc., Initial Term Loan (2021), 1st Lien
6.556%, 12/01/2027		725		703
Mauser Packaging Solutions Holding Company, Initial Term Loan, 1st Lien
5.623%, LIBOR + 3.250%, 04/03/2024 (A)		2,099		2,051
Packaging Coordinators Midco, Inc., Term B Loan, 1st Lien
6.000%, LIBOR + 3.500%, 11/30/2027 (A)		452		439
Pregis TopCo LLC, Initial Term Loan, 1st Lien
6.806%, LIBOR + 4.000%, 07/31/2026 (A)		1,162		1,128
Pregis TopCo LLC, Third Amendment Refinancing Term Loan, 1st Lien
6.806%, LIBOR + 3.250%, 07/31/2026 (A)(E)		1,083		1,048


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Pretium PKG Holdings Inc., Initial Term Loan, 1st Lien
6.293%, 10/02/2028	$	467	$	438
Pretium PKG Holdings Inc., Initial Term Loan, 2nd Lien
9.123%, 10/01/2029		843		725
Pretium PKG Holdings, Inc., Initial Term Loan, 1st Lien
2.373%, 10/02/2028		464		436
Pretium PKG Holdings, Inc., Initial Term Loan, 2nd Lien
9.027%, 10/01/2029		843		725
Trident TPI Holdings, Inc., Tranche B-1 Term Loan, 1st Lien
5.500%, LIBOR + 3.500%, 10/17/2024 (A)(G)		1,882		1,856
Trident TPI Holdings, Inc., Tranche B-3 DDTL Term Loan, 1st Lien
6.250%, 09/15/2028 (A)(D)		31		30
				11,001

Ecological Services & Equipment — 0.7%
Cast & Crew LLC, Incremental Facility No. 2 Incremental Term Loan, 1st Lien
6.205%, 12/29/2028		1,751		1,713
Esdec Solar Group B.V., Initial Term Loan, 1st Lien
6.500%, 08/30/2028 (A)(E)		676		642
GFL Environmental, 1st Lien
5.806%, 05/30/2025 (A)(D)		1,712		1,700
				4,055

Electronics/Electrical — 5.2%
Acuris Finance US Inc., Initial Dollar Term Loan, 1st Lien
6.204%, 02/16/2028		630		617
Applied Systems, Inc., Closing Date Term Loan, 1st Lien
5.250%, LIBOR + 3.000%, 09/19/2024 (A)(D)		640		634
Apttus Corporation, Initial Term Loan, 1st Lien
7.117%, LIBOR + 4.750%, 05/08/2028 (A)		800		782
athenahealth Group Inc., Initial Term Loan, 1st Lien
5.800%, 02/15/2029 (A)		1,452		1,387
Delta Topco, Inc., Initial Term Loan, 2nd Lien
9.336%, LIBOR + 7.250%, 12/01/2028 (A)		989		884


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
ECi Macola/MAX Holding, LLC, Initial Term Loan, 1st Lien
6.000%, LIBOR + 3.250%, 11/09/2027 (A)	$	1,964	$	1,917
Epicor Software Corporation (fka Eagle Parent Inc.), Term C Loan, 1st Lien
5.774%, LIBOR + 5.250%, 07/30/2027 (A)		66		64
Go Daddy Operating Company, LLC, Tranche B-2 Term Loan, 1st Lien
4.274%, LIBOR + 1.750%, 02/15/2024 (A)(D)		1,006		995
Hyland Software Inc., 2021 Refinancing Term Loan, 2nd Lien
8.774%, LIBOR + 4.750%, 07/07/2025 (A)		736		723
Hyland Software, Inc., 2018 Refinancing Term Loan, 1st Lien
6.024%, LIBOR + 3.500%, 07/01/2024 (A)		857		845
Imprivata Inc., 2022-1 Incremental Term Loan, 1st Lien
6.705%, 12/01/2027		580		566
Ingram Micro Inc., Initial Term Loan, 1st Lien
5.750%, 06/30/2028		520		499
ION Trading Finance Limited, Initial Dollar Term Loan (2021), 1st Lien
7.000%, LIBOR + 4.750%, 04/01/2028 (A)		1,548		1,503
Ivanti Software, Inc., 2021 Specified Refinancing Loan, 2nd Lien
8.848%, 12/01/2028		993		827
Ivanti Software, Inc., 2021 Specified Refinancing Term Loan, 1st Lien
5.848%, 12/01/2027		1,239		1,056
Knot Worldwide Inc., Amendment No. 3 Term Loan, 1st Lien
7.055%, 12/19/2025 (E)		1,183		1,169
MA Financeco., LLC, Tranche B-4 Term Loan, 1st Lien
5.915%, LIBOR + 4.000%, 06/05/2025 (A)(E)		787		776
McAfee Corp., Tranche B-1 Term Loan, 1st Lien
6.362%, CME Term SOFR + 4.000%, 03/01/2029 (A)		1,351		1,278
MH Sub I, LLC (Micro Holding Corp.), 2020 June New Term Loan, 1st Lien
6.274%, LIBOR + 3.750%, 09/13/2024 (A)		721		703


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
MH Sub I, LLC (Micro Holding Corp.), Amendment No. 2 Initial Term Loan, 1st Lien
6.274%, LIBOR + 3.500%, 09/13/2024 (A)	$	260	$	254
Mitchell International, Inc., Initial Term Loan, 1st Lien
6.734%, 10/15/2028 (A)		924		881
Motus Group LLC, Initial Term Loan, 1st Lien
6.524%, 12/11/2028		848		795
Netsmart Inc., Initial Term Loan, 1st Lien
6.524%, LIBOR + 3.500%, 10/01/2027 (A)		1,716		1,670
Particle Luxembourg S.a.r.l., Initial Term Loan, 1st Lien
6.256%, LIBOR + 3.500%, 02/18/2027 (A)(E)		1,315		1,276
Ping Identity Corporation, Term Loan, 1st Lien
6.305%, 11/22/2028 (A)(E)		698		696
PointClickCare Technologies Inc., 2022 Term Loan, 1st Lien
4.775%, 12/29/2027 (E)		688		674
Quest Software US Holdings Inc., Initial Loan, 2nd Lien
10.227%, CME Term SOFR + 7.500%, 02/01/2030 (A)		820		721
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien
6.977%, 02/01/2029 (A)		1,804		1,636
Renaissance Holding Corp., Initial Term Loan, 2nd Lien
9.524%, LIBOR + 3.250%, 05/29/2026 (A)		663		636
Renaissance Holding Corp., Second Incremental Term Loan, 1st Lien
6.787%, 03/30/2029		330		322
Sabre GLBL Inc., 2022 Term B-2 Loan, 1st Lien
7.555%, 06/30/2028		495		476
Sophia L.P., 2022 Incremental Term B-1 Loan, 1st Lien
6.709%, 10/07/2027		780		761
Sophia L.P., Closing Date Loan, 2nd Lien
10.250%, CME Term SOFR + 3.000%, 10/09/2028 (A)(E)		1,000		992
Sophia, L.P., Term Loan B, 1st Lien
5.500%, 10/07/2027		1,339		1,291
SS&C Technologies Holdings Inc., Term B-6 Loan, 1st Lien
4.805%, 03/22/2029 (A)		522		508


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
TIBCO Software Inc., Term B-3 Loan, 1st Lien
6.280%, LIBOR + 4.000%, 06/30/2026 (A)	$	715	$	711
				31,525

Financial Intermediaries — 3.5%
AI Convoy (Luxembourg) S.a r.l., Facility B (USD), 1st Lien
5.052%, LIBOR + 3.500%, 01/18/2027 (A)		899		879
Al Convoy (Luxembourg) S.a r.l., Facility B (USD), 1st Lien
5.052%, 01/18/2027		2		2
AssuredPartners Inc., 2021 Term Loan, 1st Lien
6.024%, 02/12/2027 (A)		968		939
Brown Goup Holding LLC, Incremental Term B-2 Facility, 1st Lien
6.205%, 07/02/2029		1,335		1,315
Central Parent Inc., Initial Term Loan, 1st Lien
6.610%, 07/06/2029		1,474		1,435
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
6.205%, LIBOR + 3.500%, 04/09/2027 (A)		613		596
Focus Financial Partners LLC, Tranche B-3 Term Loan, 1st Lien
4.524%, LIBOR + 2.000%, 07/03/2024 (A)(D)		1,577		1,553
Global IID Parent LLC, Term B Loan, 1st Lien
6.750%, 12/16/2028		832		797
HighTower Holding, LLC, Initial Term Loan, 1st Lien
6.732%, LIBOR + 3.250%, 04/21/2028 (A)		1,767		1,712
Husky Injection Molding Systems Ltd., Initial Term Loan, 1st Lien
5.877%, LIBOR + 3.000%, 03/28/2025 (A)		1,235		1,173
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Initial Term Loan, 1st Lien
6.580%, LIBOR + 3.750%, 11/02/2027 (A)		1,475		1,434
Madison IAQ LLC, Initial Term Loan, 1st Lien
4.524%, LIBOR + 3.250%, 06/21/2028 (A)		1,627		1,567
Matrix Parent Inc., Initial Term Loan, 1st Lien
6.550%, 03/01/2029 (E)		855		808


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Osmosis Buyer Limited, Initial Term B Loan, 1st Lien
6.037%, LIBOR + 5.000%, 07/31/2028 (A)(D)	$	2,160	$	2,071
Quirch Foods Holdings LLC, 2022-1 Incremental Term Loan, 1st Lien
6.824%, 10/27/2027 (A)		2,895		2,776
Summer (BC) Bidco B LLC, Additional Facility B2 (USD), 1st Lien
6.750%, LIBOR + 4.500%, 12/04/2026 (A)		1,445		1,395
Victory Buyer LLC, Initial Term Loan, 1st Lien
5.813%, 11/19/2028 (E)		698		667
				21,119

Food Service — 0.7%
1011778 B.C. Unlimited Liability Company, Term B-4 Loan, 1st Lien
4.274%, LIBOR + 1.750%, 11/19/2026 (A)		1,268		1,229
Aramark Intermediate HoldCo Corporation, U.S. Term B-3 Loan, 1st Lien
4.274%, LIBOR + 1.750%, 03/11/2025 (A)		244		240
IRB Holding Corp., 2022 Replacement Term B Loan, 1st Lien
5.437%, 12/15/2027 (A)		1,846		1,783
Whatabrands LLC, Initial Term B Loan, 1st Lien
5.774%, LIBOR + 3.250%, 08/03/2028 (A)(D)		1,308		1,239
				4,491

Food/Drug Retailers — 0.3%
Eagle Parent Corp., Initial Term Loan, 1st Lien
6.304%, 04/02/2029		2,103		2,052


Health Care — 4.1%
Air Methods Corporation, Initial Term Loan, 1st Lien
5.750%, LIBOR + 3.500%, 04/22/2024 (A)		1,998		1,692
Catelent Pharma Solutions Inc., 2021 Incremental Dollar Term Loan B-3, 1st Lien
4.375%, 02/22/2028		800		789
Confluent Medical Technologies, Inc., Closing Date Term Loan, 1st Lien
5.804%, CME Term SOFR + 3.750%, 02/16/2029 (A)(E)		978		929


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Elanco Animal Health Incorporated, Term Loan, 1st Lien
4.123%, LIBOR + 1.750%, 08/01/2027 (A)	$	796	$	767
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
6.122%, LIBOR + 3.750%, 10/10/2025 (A)		451		117
Envision Healthcare Corporation, Series 2020 New Term Loan, 1st Lien
8.372%, LIBOR + 3.500%, 10/10/2025 (A)		335		89
eResearchTechnology, Inc., Initial Term Loan, 1st Lien
7.024%, LIBOR + 4.500%, 02/04/2027 (A)		299		284
EyeCare Partners LLC, Amendment No. 1 Term Loan, 1st Lien
6.000%, 11/15/2028		1		1
FC Compassus, LLC, Term B-1 Loan, 1st Lien
7.127%, LIBOR + 3.500%, 12/31/2026 (A)		316		284
Gainwell Acquisition Corp., Term B Loan, 1st Lien
6.250%, LIBOR + 3.500%, 10/01/2027 (A)		3,076		3,001
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
6.774%, LIBOR + 4.250%, 03/14/2025 (A)		517		473
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
6.623%, LIBOR + 4.000%, 10/02/2025 (A)		1,114		1,017
Icon Public Limited Company, Lux Term Loan, 1st Lien
4.563%, 07/03/2028 (A)(D)		1,122		1,103
Icon Public Limited Company, U.S. Term Loan, 1st Lien
4.563%, 07/03/2028 (A)(D)		277		273
ICU Medical Inc., Tranche B Term Loan, 1st Lien
4.454%, 01/08/2029 (A)(D)		1,000		976
Integer Holdings Corporation, Term Loan, 1st Lien
3.000%, 08/18/2028 (D)		822		806
Mamba Purchaser, Inc., Initial Loan, 2nd Lien
8.868%, 10/15/2029		780		751
Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien
5.553%, 10/19/2027 (E)		1,591		1,567


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Option Care Health Inc., 2021 Refinancing Term Loan, 1st Lien
5.274%, 10/27/2028 (A)	$	1,161	$	1,147
Organon & Co., Dollar Term Commitment Loan, 1st Lien
4.625%, 06/02/2028 (A)		666		658
PetVet Care Centers, LLC (fka Pearl Intermediate Parent LLC), 2021 First Lien Replacement Term Loan, 1st Lien
6.024%, LIBOR + 4.000%, 02/14/2025 (A)		1,146		1,108
Phoenix Newco, Inc., Initial Term Loan, 1st Lien
5.774%, LIBOR + 3.250%, 11/15/2028 (A)		2,274		2,212
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien
5.250%, LIBOR + 3.500%, 11/18/2027 (A)		2		2
Radnet Management, Inc., Initial Term Loan, 1st Lien
5.493%, LIBOR + 3.750%, 04/23/2028 (A)		1,587		1,539
Team Health Holdings, Inc., Extended Term Loan, 1st Lien
7.705%, CME Term SOFR + 5.250%, 03/02/2027 (A)		742		658
Team Health Holdings, Inc., Non-Extended Term Loan, 1st Lien
5.274%, LIBOR + 2.750%, 02/06/2024 (A)		517		486
WCG Purchaser Corp., Initial Term Loan, 1st Lien
6.524%, LIBOR + 6.500%, 01/08/2027 (A)		801		780
5.751%, LIBOR + 3.500%, 01/08/2027 (A)		1,327		1,294
				24,803

Home Furnishings — 0.1%
TGP Holdings III LLC, Closing Date Term Loan, 1st Lien
5.774%, LIBOR + 3.000%, 06/29/2028 (A)		640		509


Industrial Equipment — 1.1%
Alliance Laundry Systems LLC, Initial Term B Loan, 1st Lien
5.955%, 10/08/2027		783		765
II-VI, Term Z Loan, 1st Lien
5.123%, 12/08/2028		596		583
MKS Instruments, Term Loan, 1st Lien
5.146%, 04/11/2029 (D)		610		603


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
SPX Flow, Inc., Term Loan, 1st Lien
7.055%, CME Term SOFR + 4.500%, 04/05/2029 (A)	$	1,072	$	1,016
Star US Bidco LLC, Initial Term Loan, 1st Lien
6.774%, LIBOR + 4.000%, 03/17/2027 (A)		2,488		2,370
TMK Hawk Parent Corp., Initial Tranche A Loan (Super Senior Priority), 1st Lien
12.570%, LIBOR + 3.500%, 05/30/2024 (A)		730		723
TMK Hawk Parent Corp., Initial Tranche B Loan (Super Senior Priority), 1st Lien
6.570%, LIBOR + 4.000%, 08/28/2024 (A)(E)		941		560
				6,620

Insurance — 1.7%
Acrisure, LLC, 2020 Term Loan, 1st Lien
6.024%, LIBOR + 3.250%, 02/15/2027 (A)		1,322		1,264
Asurion, LLC, New B-7 Term Loan, 1st Lien
5.524%, LIBOR + 5.000%, 11/03/2024 (A)(D)		607		583
Asurion, LLC, New B-8 Term Loan, 1st Lien
5.774%, LIBOR + 4.250%, 12/23/2026 (A)		699		639
Asurion, LLC, New B-9 Term Loan, 1st Lien
5.774%, LIBOR + 3.250%, 07/31/2027 (A)		526		480
Cross Financial Corp., Term B-1 Loan, 1st Lien
6.563%, LIBOR + 3.750%, 09/15/2027 (A)		1,416		1,388
HIG Finance 2 Limited, 2021 Dollar Refinancing Term Loan, 1st Lien
5.813%, LIBOR + 4.250%, 11/12/2027 (A)		1,798		1,750
OneDigital Borrower LLC, 2021 Term Loan, 1st Lien
6.977%, 11/16/2027 (A)		1,941		1,873
USI Inc., 2021 New Term Loan, 1st Lien
5.500%, LIBOR + 4.500%, 12/02/2026 (A)		1,707		1,680
USI, Inc., 2017 New Term Loan, 1st Lien
5.250%, LIBOR + 3.000%, 05/16/2024 (A)		728		719
				10,376


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Leisure Goods/Activities/Movies — 1.9%
Alterra Mountain Company, Series B-2 Term Loan, 1st Lien
6.024%, LIBOR + 4.000%, 08/17/2028 (A)	$	1,575	$	1,530
ClubCorp Holdings, Inc., Term B Loan, 1st Lien
5.000%, LIBOR + 2.750%, 09/18/2024 (A)(D)		644		617
Equinox Holdings Inc., Incremental Term B-1 Loan, 1st Lien
5.250%, LIBOR + 3.000%, 03/08/2024 (A)		2,491		1,902
Equinox Holdings Inc., Term B-2 Loan, 1st Lien
11.250%, LIBOR + 4.250%, 03/08/2024 (A)		750		660
Formula One Management Limited, Facility B3 (USD), 1st Lien
5.024%, LIBOR + 2.500%, 02/01/2024 (A)		1,955		1,936
Hard Rock Northern Indiana, Term Loan B, 1st Lien
6.743%, 12/11/2028		888		853
Lakeshore Learning Materials, LLC, Initial Term Loan, 1st Lien
5.876%, 09/29/2028 (A)		1,700		1,638
Life Time, Inc., 2021 Refinancing Term Loan, 1st Lien
7.820%, LIBOR + 3.500%, 12/16/2024 (A)		556		548
Scientific Games Holdings LP, Initial Dollar Term Loan, 1st Lien
5.617%, 04/04/2029 (A)		975		938
Traeger Grills, Delayed Term Loan, 1st Lien
5.774%, 06/29/2028		21		17
UFC Holdings LLC, Term B-3 Loan, 1st Lien
5.520%, LIBOR + 3.750%, 04/29/2026 (A)		1		1
United PF Holdings, LLC, Initial Term Loan, 1st Lien
6.250%, LIBOR + 4.000%, 12/30/2026 (A)		1,237		1,085
				11,725

Lodging & Casinos — 0.8%
Aristocrat Technologies Inc., Term B Loan, 1st Lien
4.404%, 05/24/2029 (A)		640		632
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
5.274%, LIBOR + 2.750%, 12/23/2024 (A)		1,133		1,117


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Caesars Resort Collection, LLC, Term B-1 Loan, 1st Lien
6.024%, LIBOR + 4.500%, 07/21/2025 (A)	$	400	$	396
Four Seasons Holdings, Term Loan, 1st Lien
4.524%, 11/30/2023 (D)		1,940		1,932
Hilton Worldwide Finance LLC, Refinanced Series B-2 Term Loan, 1st Lien
4.194%, LIBOR + 1.750%, 06/22/2026 (A)		710		694
Station Casinos LLC, Term B-1 Facility Loan, 1st Lien
4.780%, 02/08/2027 (A)(D)		202		197
				4,968

Miscellaneous — 0.3%
CSC, Term Loan, 1st Lien
0.000%, 08/31/2029 (D)		680		668
ITP Aero, Term Loan, 1st Lien
0.000%, 02/10/2029 (D)(E)		1,250		1,206
				1,874

Oil & Gas — 0.4%
CQP Holdco LP, Initial Term Loan, 1st Lien
6.000%, 06/05/2028		1,035		1,014
M6 Midstream, Term Loan, 1st Lien
0.000%, 08/10/2029 (D)		285		280
Woodford Express LLC, Initial Term Loan, 1st Lien
7.250%, LIBOR + 3.500%, 01/27/2025 (A)		1,428		1,426
				2,720

Publishing — 0.4%
Dun & Bradstreet Corporation, 2022 Incremental Term B-2 Loan, 1st Lien
5.691%, 01/18/2029		963		938
WMG Acquisition Group, Tranche G Term Loan, 1st Lien
4.497%, 01/20/2028 (D)		1,400		1,361
				2,299

Retailers (Except Food & Drug) — 0.9%
BCPE Empire Holdings Inc., Amendment No. 3 Term Loan, 1st Lien
7.180%, 06/11/2026		1		1
Brightview Landscapes LLC, Initial Term Loan (2022), 1st Lien
5.705%, 04/20/2029 (E)		804		781
LBM Acquisition, LLC, Initial Term Loan, 1st Lien
7.121%, LIBOR + 3.750%, 12/17/2027 (A)(D)		530		482


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Learning Care Group (US) No. 2 Inc., 2020 Incremental Term Loan, 1st Lien
11.570%, LIBOR + 4.250%, 03/13/2025 (A)	$	249	$	245
11.238%, LIBOR + 3.500%, 03/13/2025 (A)		249		245
10.993%, LIBOR + 4.250%, 03/13/2025 (A)		17		17
Learning Care Group (US) No. 2 Inc., Initial Term Loan, 1st Lien
6.056%, LIBOR + 2.750%, 03/13/2025 (A)		163		157
6.019%, LIBOR + 2.750%, 03/13/2025 (A)		648		626
5.743%, LIBOR + 2.750%, 03/13/2025 (A)		46		44
LHS Borrower LLC, Initial Term Loan, 1st Lien
7.305%, 02/16/2029 (E)		1,966		1,767
Shutterfly, LLC, 2021 Refinancing Term B Loan, 1st Lien
7.250%, LIBOR + 5.000%, 09/25/2026 (A)(D)		770		580
Sweetwater Borrower, LLC, Initial Term Loan, 1st Lien
6.813%, CME Term SOFR + 3.250%, 08/07/2028 (A)(E)		809		756
				5,701

Software & Service — 0.2%
Proofpoint Inc., Initial Loan, 2nd Lien
9.320%, LIBOR + 4.750%, 08/31/2029 (A)(E)		863		841
Proofpoint Inc., Term Loan, 1st Lien
6.320%, 08/31/2028 (A)		519		499
				1,340

Surface Transport — 0.8%
Dynasty Acquisition Co., Inc., 2020 Term B-1 Loan, 1st Lien
6.024%, LIBOR + 4.000%, 04/06/2026 (A)		996		958
Dynasty Acquisition Co., Inc., 2020 Term B-2 Loan, 1st Lien
6.024%, LIBOR + 4.250%, 04/06/2026 (A)		535		515
FCG Acquisitions Inc., Initial Term Loan, 1st Lien
6.000%, LIBOR + 4.750%, 03/31/2028 (A)		501		486


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
First Student Bidco Inc., Initial Term B Loan, 1st Lien
5.232%, LIBOR + 3.000%, 07/21/2028 (A)	$	849	$	815
First Student Bidco Inc., Initial Term C Loan, 1st Lien
5.232%, LIBOR + 3.000%, 07/21/2028 (A)		315		302
LaserShip Inc., Initial Term Loan, 1st Lien
7.377%, LIBOR + 3.000%, 05/07/2028 (A)		938		830
Sycamore Buyer LLC, Term Loan B, 1st Lien
5.018%, 07/23/2029 (D)		1,111		1,084
				4,990

Telecommunications — 1.4%
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
6.524%, LIBOR + 4.000%, 12/01/2027 (A)		2,807		2,755
Safe Fleet Holdings LLC, 2022 Initial Term Loan, 1st Lien
6.150%, CME Term SOFR + 3.750%, 02/23/2029 (A)(E)		683		666
SBA Senior Finance II, LLC, Intital Term Loan, 1st Lien
4.280%, LIBOR + 1.750%, 04/11/2025 (A)		619		604
Sorenson Communications LLC, 2021 Term Loan, 1st Lien
7.750%, LIBOR + 4.000%, 03/17/2026 (A)(D)		1,216		1,172
VC GB Holdings I Corp, Initial Term Loan, 2nd Lien
9.627%, LIBOR + 3.750%, 07/23/2029 (A)		1,474		1,290
ViaSat Inc., Initial Term Loan, 1st Lien
7.070%, 03/02/2029		1,335		1,234
Zayo Group Holdings Inc., Initial Dollar Term Loan, 1st Lien
5.524%, LIBOR + 3.000%, 03/09/2027 (A)		800		727
				8,448

Utilities — 0.1%
Vistra Operations Company LLC, 2018 Incremental Term Loan, 1st Lien
4.274%, LIBOR + 1.750%, 12/31/2025 (A)		484		474


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
4.130%, 12/31/2025	$	119	$	117
				591


Total Loan Participations
(Cost $220,570) ($ Thousands)				212,554



ASSET-BACKED SECURITIES — 21.0%
Automotive — 2.8%

American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B
0.680%, 05/13/2025 (B)		95		95
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A
0.330%, 06/13/2025 (B)		15		15
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B
0.660%, 02/13/2026 (B)		185		183
American Credit Acceptance Receivables Trust, Ser 2021-4, Cl A
0.450%, 09/15/2025 (B)		169		167
AmeriCredit Automobile Receivables Trust, Ser 2020-1, Cl C
1.590%, 10/20/2025		475		462
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C
1.480%, 02/18/2026		550		528
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C
1.060%, 08/18/2026		300		284
ARI Fleet Lease Trust, Ser 2020-A, Cl A2
1.770%, 08/15/2028 (B)		9		9
ARI Fleet Lease Trust, Ser 2021-A, Cl A2
0.370%, 03/15/2030 (B)		81		79
Arivo Acceptance Auto Loan Receivables Trust, Ser 2021-1A, Cl A
1.190%, 01/15/2027 (B)		389		378
Avid Automobile Receivables Trust, Ser 2021-1, Cl A
0.610%, 01/15/2025 (B)		44		44
Carmax Auto Owner Trust, Ser 2018-3, Cl C
3.590%, 04/15/2024		2,000		2,000
CarMax Auto Owner Trust, Ser 2021-3, Cl A2A
0.290%, 09/16/2024		105		105
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A
0.700%, 01/10/2028		127		120
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B
0.750%, 03/10/2028		58		54


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/2028	$	299	$	290
Carvana Auto Receivables Trust, Ser 2021-P3, Cl A2
0.380%, 01/10/2025		131		130
CFMT LLC, Ser 2021-AL1, Cl B
1.390%, 09/22/2031 (B)		313		301
Chesapeake Funding II LLC, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (B)		30		30
CPS Auto Receivables Trust, Ser 2021-B, Cl A
0.370%, 03/17/2025 (B)		13		13
CPS Auto Receivables Trust, Ser 2021-B, Cl B
0.810%, 12/15/2025 (B)		330		325
CPS Auto Receivables Trust, Ser 2022-A, Cl A
0.980%, 04/16/2029 (B)		130		128
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/2030 (B)		250		239
Drive Auto Receivables Trust, Ser 2018-2, Cl D
4.140%, 08/15/2024		8		8
DT Auto Owner Trust, Ser 2021-2A, Cl B
0.810%, 01/15/2027 (B)		155		151
Enterprise Fleet Financing LLC, Ser 2020-1, Cl A2
1.780%, 12/22/2025 (B)		69		69
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D
4.350%, 06/17/2024 (B)		63		63
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B
0.570%, 09/15/2025		268		266
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (B)		116		111
First Investors Auto Owner Trust, Ser 2021-1A, Cl A
0.450%, 03/16/2026 (B)		243		240
First Investors Auto Owner Trust, Ser 2021-1A, Cl C
1.170%, 03/15/2027 (B)		610		576
Flagship Credit Auto Trust, Ser 2020-3, Cl A
0.700%, 04/15/2025 (B)		9		9
Flagship Credit Auto Trust, Ser 2021-2, Cl A
0.370%, 12/15/2026 (B)		151		149
Flagship Credit Auto Trust, Ser 2021-2, Cl B
0.930%, 06/15/2027 (B)		215		205
Flagship Credit Auto Trust, Ser 2021-3, Cl A
0.360%, 07/15/2027 (B)		129		126


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2
0.400%, 04/15/2025 (B)	$	53	$	52
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3
0.810%, 05/15/2026 (B)		100		97
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2
1.150%, 09/15/2025 (B)		89		87
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A
0.420%, 01/15/2025 (B)		191		189
GLS Auto Receivables Trust, Ser 2021-2A, Cl B
0.770%, 09/15/2025 (B)		250		245
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl C
0.969%, 12/26/2028 (B)		553		532
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl D
1.009%, 02/26/2029 (B)		1,208		1,152
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026 (B)		279		269
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A
1.460%, 06/15/2026 (B)		329		319
Santander Bank - SBCLN, Ser 2021-1A, Cl B
1.833%, 12/15/2031 (B)		394		381
Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A
1.370%, 10/15/2024 (B)		11		11
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C
1.460%, 09/15/2025		652		649
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C
1.010%, 01/15/2026		400		395
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl B
0.500%, 04/15/2025		276		275
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025		130		129
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl A3
0.330%, 03/17/2025		79		79
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B
0.600%, 12/15/2025		130		128


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Securitized Term Auto Receivables Trust, Ser 2019-CRTA, Cl D
4.572%, 03/25/2026 (B)	$	228	$	223
Tesla Auto Lease Trust, Ser 2020-A, Cl B
1.180%, 01/22/2024 (B)		1,000		981
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl C
1.910%, 09/15/2026 (B)		2,000		1,980
Toyota Lease Owner Trust, Ser 2021-B, Cl A2
0.250%, 03/20/2024 (B)		182		179
Tricolor Auto Securitization Trust, Ser 2021-1A, Cl A
0.740%, 04/15/2024 (B)		61		61
Tricolor Auto Securitization Trust, Ser 2022-1A, Cl A
3.300%, 02/18/2025 (B)		104		103
United Auto Credit Securitization Trust, Ser 2022-1, Cl A
1.110%, 07/10/2024 (B)		91		90
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl E
4.020%, 04/15/2025 (B)		355		354
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B
0.640%, 03/16/2026 (B)		230		225
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A
0.320%, 04/15/2025 (B)		83		82
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B
0.620%, 07/15/2026 (B)		140		135
				17,354

Credit Cards — 0.0%

Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A
1.540%, 03/20/2026 (B)		355		336


Mortgage Related Securities — 0.9%

Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
3.124%, ICE LIBOR USD 1 Month + 0.680%, 01/25/2035 (A)		17		17
ACE Securities Home Equity Loan Trust, Ser 2005-SD1, Cl M2
4.319%, ICE LIBOR USD 1 Month + 1.875%, 11/25/2050 (A)		686		695


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Ser 2004-3, Cl M1
3.344%, ICE LIBOR USD 1 Month + 0.900%, 09/25/2034 (A)	$	949	$	933
BRAVO Residential Funding Trust, Ser 2021-HE1, Cl A1
2.933%, SOFR30A + 0.750%, 01/25/2070 (A)(B)		2,116		2,096
BRAVO Residential Funding Trust, Ser 2021-HE2, Cl A3
3.233%, SOFR30A + 1.050%, 11/25/2069 (A)(B)		1,208		1,197
Morgan Stanley Dean Witter Capital I Trust, Ser 2002-HE2, Cl A1
3.304%, ICE LIBOR USD 1 Month + 0.860%, 08/25/2032 (A)(B)		389		388
				5,326

Other Asset-Backed Securities — 17.3%

Affirm Asset Securitization Trust, Ser 2020-Z1, Cl A
3.460%, 10/15/2024 (B)		23		23
Affirm Asset Securitization Trust, Ser 2020-Z2, Cl A
1.900%, 01/15/2025 (B)		63		61
Affirm Asset Securitization Trust, Ser 2021-A, Cl A
0.880%, 08/15/2025 (B)		98		98
Affirm Asset Securitization Trust, Ser 2021-B, Cl A
1.030%, 08/17/2026 (B)		260		246
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025 (B)		139		135
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026 (B)		128		124
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027 (B)		207		202
Allegro CLO II-S, Ser 2018-1RA, Cl A1
3.812%, ICE LIBOR USD 3 Month + 1.080%, 10/21/2028 (A)(B)		1,763		1,741
Allegro CLO V, Ser 2021-1A, Cl AR
3.690%, ICE LIBOR USD 3 Month + 0.950%, 10/16/2030 (A)(B)		1,000		983
Allegro CLO VII, Ser 2018-1A, Cl D
5.362%, ICE LIBOR USD 3 Month + 2.850%, 06/13/2031 (A)(B)		400		357


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2
0.750%, 11/20/2026 (B)	$	193	$	186
Amur Equipment Finance Receivables VII LLC, Ser 2019-1A, Cl B
2.800%, 03/20/2025 (B)		1,500		1,487
Anchorage Capital CLO, Ser 2018-5RA, Cl A
3.502%, ICE LIBOR USD 3 Month + 0.990%, 01/15/2030 (A)(B)		1,205		1,193
Apidos CLO XII, Ser 2018-12A, Cl AR
3.592%, ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)(B)		725		714
Apidos CLO XV, Ser 2018-15A, Cl A1RR
3.720%, ICE LIBOR USD 3 Month + 1.010%, 04/20/2031 (A)(B)		410		403
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (B)		140		129
Ares XXXIIR CLO, Ser 2018-32RA, Cl A1B
4.105%, ICE LIBOR USD 3 Month + 1.200%, 05/15/2030 (A)(B)		725		703
Arm Master Trust LLC Series 2022-T1 Agricultural Loan Backed Notes, Ser 2022-T1, Cl A
4.400%, 06/16/2025 (B)		2,000		1,991
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2
1.230%, 05/15/2026 (B)		150		146
Avant Loans Funding Trust, Ser 2021-REV1, Cl A
1.210%, 07/15/2030 (B)		195		183
Avery Point IV CLO, Ser 2014-1A, Cl D
6.283%, ICE LIBOR USD 3 Month + 3.500%, 04/25/2026 (A)(B)		800		793
Avery Point IV CLO, Ser 2017-1A, Cl CR
5.133%, ICE LIBOR USD 3 Month + 2.350%, 04/25/2026 (A)(B)		376		374
Bain Capital Credit CLO, Ser 2018-1A, Cl A1
3.743%, ICE LIBOR USD 3 Month + 0.960%, 04/23/2031 (A)(B)		450		441
Barings CLO, Ser 2017-IA, Cl AR
3.510%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (A)(B)		2,903		2,865
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A
3.500%, 10/28/2057 (A)(B)		288		282
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R
3.462%, ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (A)(B)		425		418
BHG Securitization Trust, Ser 2022-A, Cl A
1.710%, 02/20/2035 (B)		332		316


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
BHG Securitization Trust, Ser 2022-B, Cl A
3.750%, 06/18/2035 (B)	$	300	$	297
BlueMountain CLO XXIII, Ser 2018-23A, Cl C
4.860%, ICE LIBOR USD 3 Month + 2.150%, 10/20/2031 (A)(B)		800		758
BlueMountain Fuji US Clo II, Ser 2017-2A, Cl C
5.710%, ICE LIBOR USD 3 Month + 3.000%, 10/20/2030 (A)(B)		400		363
BRE Grand Islander Timeshare Issuer LLC, Ser 2017-1A, Cl A
2.940%, 05/25/2029 (B)		1,943		1,887
BRE Grand Islander Timeshare Issuer LLC, Ser 2019-A, Cl A
3.280%, 09/26/2033 (B)		850		810
BSPRT Issuer, Ser 2022-FL8, Cl A
3.383%, SOFR30A + 1.500%, 02/15/2037 (A)(B)		275		267
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2
3.710%, ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (A)(B)		648		636
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
3.690%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)(B)		310		305
Carlyle US CLO, Ser 2021-2A, Cl A1R
3.760%, ICE LIBOR USD 3 Month + 1.050%, 07/20/2031 (A)(B)		1,450		1,423
Carlyle US CLO, Ser 2021-3A, Cl BR
4.710%, ICE LIBOR USD 3 Month + 2.000%, 07/20/2029 (A)(B)		500		471
Catskill Park CLO, Ser 2017-1A, Cl A1B
4.060%, ICE LIBOR USD 3 Month + 1.350%, 04/20/2029 (A)(B)		1,000		978
C-BASS Mortgage Loan Asset-Backed Certificates, Ser 2005-CB7, Cl M1
3.059%, ICE LIBOR USD 1 Month + 0.615%, 11/25/2035 (A)		50		50
CCG Receivables Trust, Ser 2021-1, Cl A2
0.300%, 06/14/2027 (B)		51		50
Cedar Funding X CLO, Ser 2021-10A, Cl CR
4.760%, ICE LIBOR USD 3 Month + 2.050%, 10/20/2032 (A)(B)		450		428
Cent CLO 21, Ser 2021-21A, Cl A1R3
3.739%, ICE LIBOR USD 3 Month + 0.970%, 07/27/2030 (A)(B)		2,000		1,973
CIFC Funding 2017-V, Ser 2017-5A, Cl B
4.590%, ICE LIBOR USD 3 Month + 1.850%, 11/16/2030 (A)(B)		500		476


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CIFC Funding, Ser 2018-2A, Cl A1
3.750%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2031 (A)(B)	$	250	$	246
CIFC Funding, Ser 2018-3A, Cl AR
3.608%, ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)(B)		833		821
CNH Equipment Trust, Ser 2021-A, Cl A2
0.230%, 03/15/2024		34		34
CoreVest American Finance Trust, Ser 2018-1, Cl A
3.804%, 06/15/2051 (B)		487		486
Crossroads Asset Trust, Ser 2021-A, Cl A2
0.820%, 03/20/2024 (B)		75		74
DB Master Finance LLC, Ser 2019-1A, Cl A2II
4.021%, 05/20/2049 (B)		364		347
Denali Capital CLO XI, Ser 2018-1A, Cl A2RR
4.360%, ICE LIBOR USD 3 Month + 1.650%, 10/20/2028 (A)(B)		1,000		986
Dewolf Park CLO, Ser 2021-1A, Cl AR
3.432%, ICE LIBOR USD 3 Month + 0.920%, 10/15/2030 (A)(B)		425		418
Dext ABS LLC, Ser 2021-1, Cl A
1.120%, 02/15/2028 (B)		112		107
ECMC Group Student Loan Trust, Ser 2020-3A, Cl A1B
3.444%, ICE LIBOR USD 1 Month + 1.000%, 01/27/2070 (A)(B)		702		686
Elara HGV Timeshare Issuer LLC, Ser 2017-A, Cl A
2.690%, 03/25/2030 (B)		399		386
Elara HGV Timeshare Issuer LLC, Ser 2019-A, Cl A
2.610%, 01/25/2034 (B)		1,167		1,100
Elevation CLO, Ser 2017-2A, Cl A1R
3.820%, TSFR3M + 1.492%, 10/15/2029 (A)(B)		886		877
ExteNet LLC, Ser 2019-1A, Cl A2
3.204%, 07/26/2049 (B)		2,000		1,909
FCI Funding LLC, Ser 2021-1A, Cl A
1.130%, 04/15/2033 (B)		65		63
FREED ABS Trust, Ser 2021-3FP, Cl A
0.620%, 11/20/2028 (B)		5		5
FREED ABS Trust, Ser 2022-1FP, Cl A
0.940%, 03/19/2029 (B)		36		35
Goldentree Loan Management US CLO 2, Ser 2021-2A, Cl AR
3.620%, ICE LIBOR USD 3 Month + 0.910%, 11/20/2030 (A)(B)		275		271
HPEFS Equipment Trust, Ser 2019-1A, Cl D
2.720%, 09/20/2029 (B)		943		943


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Invitation Homes Trust, Ser 2018-SFR1, Cl A
3.080%, ICE LIBOR USD 1 Month + 0.700%, 03/17/2037 (A)(B)	$	1,672	$	1,653
Invitation Homes Trust, Ser 2018-SFR1, Cl B
3.330%, ICE LIBOR USD 1 Month + 0.950%, 03/17/2037 (A)(B)		1,500		1,491
Invitation Homes Trust, Ser 2018-SFR1, Cl C
3.630%, ICE LIBOR USD 1 Month + 1.250%, 03/17/2037 (A)(B)		2,200		2,174
Invitation Homes Trust, Ser 2018-SFR4, Cl A
3.480%, ICE LIBOR USD 1 Month + 1.100%, 01/17/2038 (A)(B)		2,675		2,661
Invitation Homes Trust, Ser 2018-SFR4, Cl C
3.780%, ICE LIBOR USD 1 Month + 1.400%, 01/17/2038 (A)(B)		2,000		1,987
Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B
3.309%, ICE LIBOR USD 1 Month + 1.050%, 11/25/2050 (A)		1,585		1,593
Kentucky Higher Education Student Loan, Ser 2021-1, Cl A1B
3.224%, ICE LIBOR USD 1 Month + 0.780%, 03/25/2051 (A)		2,984		2,972
Keycorp Student Loan Trust, Ser 2000-B, Cl A2
3.093%, ICE LIBOR USD 3 Month + 0.310%, 07/25/2029 (A)		263		262
KKR CLO 12, Ser 2018-12, Cl AR2A
3.647%, ICE LIBOR USD 3 Month + 1.135%, 10/15/2030 (A)(B)		500		494
KKR CLO 21, Ser 2018-21, Cl A
3.512%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)(B)		580		568
LCM XXIV, Ser 2021-24A, Cl AR
3.690%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(B)		280		276
Madison Park Funding XIX, Ser 2020-19A, Cl A2R2
4.259%, ICE LIBOR USD 3 Month + 1.500%, 01/22/2028 (A)(B)		600		584
Madison Park Funding XLI, Ser 2017-12A, Cl DR
5.559%, ICE LIBOR USD 3 Month + 2.800%, 04/22/2027 (A)(B)		500		463
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
3.732%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(B)		250		247
Madison Park Funding XXX, Ser 2018-30A, Cl A
3.262%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2029 (A)(B)		963		946


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Magnetite VIII, Ser 2018-8A, Cl AR2
3.492%, ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (A)(B)	$	775	$	766
Magnetite XVIII, Ser 2018-18A, Cl BR
4.405%, ICE LIBOR USD 3 Month + 1.500%, 11/15/2028 (A)(B)		1,000		976
Marlette Funding Trust, Ser 2021-2A, Cl A
0.510%, 09/15/2031 (B)		23		23
Marlette Funding Trust, Ser 2021-3A, Cl A
0.650%, 12/15/2031 (B)		78		77
Marlette Funding Trust, Ser 2022-1A, Cl A
1.360%, 04/15/2032 (B)		309		303
MF1, Ser 2022-FL8, Cl A
3.383%, SOFR30A + 1.350%, 02/19/2037 (A)(B)		250		245
Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B
3.194%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2061 (A)		1,003		989
Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B
3.144%, ICE LIBOR USD 1 Month + 0.700%, 03/25/2061 (A)		3,046		2,984
MMAF Equipment Finance LLC, Ser 2018-A, Cl A4
3.390%, 01/10/2025 (B)		648		646
Mountain View CLO LLC, Ser 2020-1A, Cl AR
3.830%, ICE LIBOR USD 3 Month + 1.090%, 10/16/2029 (A)(B)		1,032		1,022
Navient Private Education Loan Trust, Ser 2015-AA, Cl A2A
2.650%, 12/15/2028 (B)		1,088		1,078
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1B
3.391%, ICE LIBOR USD 1 Month + 1.000%, 04/15/2069 (A)(B)		1,250		1,222
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2B
3.441%, ICE LIBOR USD 1 Month + 1.050%, 12/15/2059 (A)(B)		2,798		2,759
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (B)		846		780
Navient Student Loan Trust, Ser 2021-1A, Cl A1B
3.044%, ICE LIBOR USD 1 Month + 0.600%, 12/26/2069 (A)(B)		1,233		1,194
Navient Student Loan Trust, Ser 2021-2A, Cl A1B
2.994%, ICE LIBOR USD 1 Month + 0.550%, 02/25/2070 (A)(B)		1,728		1,671


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR
3.670%, ICE LIBOR USD 3 Month + 0.930%, 10/18/2029 (A)(B)	$	590	$	581
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR
3.660%, ICE LIBOR USD 3 Month + 0.920%, 10/18/2030 (A)(B)		400		394
New Hampshire Higher Education Loan, Ser 2020-1, Cl A1B
3.459%, ICE LIBOR USD 1 Month + 1.200%, 09/25/2060 (A)		836		809
Nyctl Trust, Ser 2022-A, Cl A
2.100%, 11/10/2034 (B)		353		340
Oxford Finance Funding LLC, Ser 2020-1A, Cl A2
3.101%, 02/15/2028 (B)		927		918
Palmer Square Loan Funding, Ser 2019-3A, Cl A2
4.584%, ICE LIBOR USD 3 Month + 1.600%, 08/20/2027 (A)(B)		1,000		986
Palmer Square Loan Funding, Ser 2021-3A, Cl A1
3.510%, ICE LIBOR USD 3 Month + 0.800%, 07/20/2029 (A)(B)		191		188
Palmer Square Loan Funding, Ser 2021-4A, Cl A1
3.312%, ICE LIBOR USD 3 Month + 0.800%, 10/15/2029 (A)(B)		522		513
Prodigy Finance DAC, Ser 2021-1A, Cl A
3.694%, ICE LIBOR USD 1 Month + 1.250%, 07/25/2051 (A)(B)		1,511		1,477
SCF Equipment Leasing LLC, Ser 2021-1A, Cl A2
0.420%, 08/20/2026 (B)		66		65
SCF Equipment Leasing LLC, Ser 2022-1A, Cl A2
2.060%, 02/22/2028 (B)		410		399
SMB Private Education Loan Trust, Ser 2019-B, Cl A2B
3.391%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2037 (A)(B)		924		911
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2B
3.109%, ICE LIBOR USD 1 Month + 0.850%, 09/15/2054 (A)(B)		1,765		1,719
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2B
3.109%, ICE LIBOR USD 1 Month + 0.850%, 09/15/2054 (A)(B)		2,376		2,336


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2
3.121%, ICE LIBOR USD 1 Month + 0.730%, 01/15/2053 (A)(B)	$	2,383	$	2,309
SoFi Consumer Loan Program Trust, Ser 2021-1, Cl A
0.490%, 09/25/2030 (B)		45		43
Sound Point CLO XXIII, Ser 2021-2A, Cl X
0.941%, ICE LIBOR USD 3 Month + 0.700%, 07/15/2034 (A)(B)		960		956
STAR Trust, Ser 2021-SFR1, Cl C
3.430%, ICE LIBOR USD 1 Month + 1.050%, 04/17/2038 (A)(B)		1,000		967
STAR Trust, Ser 2021-SFR1, Cl D
3.680%, ICE LIBOR USD 1 Month + 1.300%, 04/17/2038 (A)(B)		1,000		964
STAR Trust, Ser 2021-SFR2, Cl C
3.980%, ICE LIBOR USD 1 Month + 1.600%, 01/17/2024 (A)(B)		3,000		2,935
Structured Asset Investment Loan Trust, Ser 2003-BC12, Cl 2A
3.164%, ICE LIBOR USD 1 Month + 0.720%, 11/25/2033 (A)		1,726		1,622
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8
3.444%, ICE LIBOR USD 1 Month + 1.000%, 09/25/2034 (A)		2,468		2,408
Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4
3.384%, ICE LIBOR USD 1 Month + 0.940%, 09/25/2034 (A)		732		705
Symphony Static CLO I, Ser 2021-1A, Cl A
3.613%, ICE LIBOR USD 3 Month + 0.830%, 10/25/2029 (A)(B)		358		352
Symphony Static CLO I, Ser 2021-1A, Cl D
5.533%, ICE LIBOR USD 3 Month + 2.750%, 10/25/2029 (A)(B)		500		473
TAL Advantage VII LLC, Ser 2020-1A, Cl A
2.050%, 09/20/2045 (B)		799		719
TCI-Flatiron CLO, Ser 2017-1A, Cl B
4.502%, ICE LIBOR USD 3 Month + 1.560%, 11/18/2030 (A)(B)		500		484
Towd Point HE Trust, Ser 2021-HE1, Cl A1
0.918%, 02/25/2063 (A)(B)		1,091		1,032
Trimaran Cavu, Ser 2019-1A, Cl D
6.860%, ICE LIBOR USD 3 Month + 4.150%, 07/20/2032 (A)(B)		600		561
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030 (B)		29		29


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Upstart Securitization Trust, Ser 2021-2, Cl A
0.910%, 06/20/2031 (B)	$	131	$	129
Upstart Securitization Trust, Ser 2021-4, Cl A
0.840%, 09/20/2031 (B)		221		212
Verde CLO, Ser 2021-1A, Cl XR
3.262%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2032 (A)(B)		244		244
Vibrant CLO VI, Ser 2021-6A, Cl AR
3.046%, ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)(B)		200		197
Voya CLO, Ser 2018-2A, Cl A1R
3.773%, TSFR3M + 1.232%, 04/25/2031 (A)(B)		500		490
Voya CLO, Ser 2018-3A, Cl A2R
4.140%, ICE LIBOR USD 3 Month + 1.400%, 10/18/2031 (A)(B)		818		795
Voya CLO, Ser 2020-1A, Cl AR
3.572%, ICE LIBOR USD 3 Month + 1.060%, 04/15/2031 (A)(B)		400		393
Voya CLO, Ser 2020-2A, Cl A1RR
3.760%, ICE LIBOR USD 3 Month + 1.020%, 04/17/2030 (A)(B)		296		292
VSE VOI Mortgage LLC, Ser 2017-A, Cl A
2.330%, 03/20/2035 (B)		523		502
Westgate Resorts LLC, Ser 2020-1A, Cl A
2.713%, 03/20/2034 (B)		828		811
				104,926

Total Asset-Backed Securities
(Cost $130,726) ($ Thousands)				127,942


CORPORATE OBLIGATIONS — 3.9%
Communication Services — 0.1%
Magallanes
3.663%, SOFRINDX + 1.780%, 03/15/2024 (A)(B)		165		165
Verizon Communications
2.724%, SOFRINDX + 0.790%, 03/20/2026 (A)		350		344
2.455%, SOFRINDX + 0.500%, 03/22/2024 (A)		350		347

				856

Consumer Discretionary — 0.6%
Daimler Trucks Finance North America LLC
2.633%, U.S. SOFR + 0.750%, 12/13/2024 (A)(B)		400		395


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
General Motors Financial
2.789%, U.S. SOFR + 0.620%, 10/15/2024 (A)	$	600	$	586
2.525%, U.S. SOFR + 0.760%, 03/08/2024 (A)		400		394
Hyundai Capital America MTN
0.800%, 04/03/2023 (B)		360		353
LBM Acquisition LLC
6.250%, 01/15/2029 (B)		1,304		974
Nordstrom
2.300%, 04/08/2024		160		150
Specialty Building Products Holdings LLC
6.375%, 09/30/2026 (B)		525		473

				3,325

Consumer Staples — 0.3%
GEMS MENASA Cayman
7.125%, 07/31/2026 (B)		587		558
GSK Consumer Healthcare Capital US LLC
2.879%, U.S. SOFR + 0.890%, 03/24/2024 (A)(B)		250		249
JDE Peet's
0.800%, 09/24/2024 (B)		375		346

				1,153

Energy — 0.0%
Enbridge
2.925%, SOFRINDX + 0.630%, 02/16/2024 (A)		250		248
Southern Natural Gas LLC
0.625%, 04/28/2023 (B)		205		200

				448

Financials — 1.6%
Alliant Holdings Intermediate LLC
6.750%, 10/15/2027 (B)		1,000		908
Athene Global Funding
2.996%, SOFRINDX + 0.700%, 05/24/2024 (A)(B)		450		441
Bank of America
2.954%, U.S. SOFR + 0.660%, 02/04/2025 (A)		195		193
2.934%, U.S. SOFR + 0.690%, 04/22/2025 (A)		475		467
Bank of Montreal MTN
2.503%, SOFRINDX + 0.620%, 09/15/2026 (A)		475		459
Bank of Nova Scotia
2.665%, U.S. SOFR + 0.380%, 07/31/2024 (A)		700		690


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Brighthouse Financial Global Funding MTN
2.886%, U.S. SOFR + 0.760%, 04/12/2024 (A)(B)	$	315	$	312
Capital One Financial
2.987%, U.S. SOFR + 0.690%, 12/06/2024 (A)		275		268
Citigroup
2.963%, U.S. SOFR + 0.669%, 05/01/2025 (A)		300		295
Deutsche Bank NY
3.514%, U.S. SOFR + 1.219%, 11/16/2027 (A)		325		300
2.794%, U.S. SOFR + 0.500%, 11/08/2023 (A)		400		397
Goldman Sachs Group
2.935%, U.S. SOFR + 0.700%, 01/24/2025 (A)		275		270
2.299%, U.S. SOFR + 0.500%, 09/10/2024 (A)		150		148
HSBC Holdings PLC
2.875%, U.S. SOFR + 0.580%, 11/22/2024 (A)		275		269
JPMorgan Chase
3.112%, U.S. SOFR + 0.885%, 04/22/2027 (A)		475		462
2.560%, U.S. SOFR + 0.580%, 06/23/2025 (A)		200		196
2.480%, U.S. SOFR + 0.580%, 03/16/2024 (A)		350		348
KeyBank
2.610%, U.S. SOFR + 0.320%, 06/14/2024 (A)		250		247
Macquarie Group MTN
2.871%, U.S. SOFR + 0.710%, 10/14/2025 (A)(B)		300		293
Midcap Financial Issuer Trust
5.625%, 01/15/2030 (B)		350		267
Mizuho Financial Group
3.627%, ICE LIBOR USD 3 Month + 0.630%, 05/25/2024 (A)		525		523
National Bank of Canada
2.784%, U.S. SOFR + 0.490%, 08/06/2024 (A)		350		345
NatWest Markets
2.824%, U.S. SOFR + 0.530%, 08/12/2024 (A)(B)		340		336
Societe Generale
3.268%, U.S. SOFR + 1.050%, 01/21/2026 (A)(B)		275		267
Sumitomo Mitsui Trust Bank MTN
2.282%, U.S. SOFR + 0.440%, 09/16/2024 (A)(B)		350		345


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Toronto-Dominion Bank MTN
2.389%, U.S. SOFR + 0.590%, 09/10/2026 (A)	$	300	$	289
2.149%, U.S. SOFR + 0.350%, 09/10/2024 (A)		350		344
Truist Financial MTN
2.182%, U.S. SOFR + 0.400%, 06/09/2025 (A)		250		245

				9,924

Health Care — 0.1%
Baxter International
2.736%, SOFRINDX + 0.440%, 11/29/2024 (A)(B)		275		271
Global Medical Response
6.500%, 10/01/2025 (B)		462		412

				683

Industrials — 0.3%
Artera Services LLC
9.033%, 12/04/2025 (B)		700		575
Boeing
1.167%, 02/04/2023		325		322
CP Atlas Buyer
7.000%, 12/01/2028 (B)		710		579
DAE Funding LLC MTN
1.550%, 08/01/2024 (B)		205		192

				1,668

Information Technology — 0.1%
Microchip Technology
0.972%, 02/15/2024		205		195
Qorvo
1.750%, 12/15/2024 (B)		220		206
TD SYNNEX
1.250%, 08/09/2024		475		441

				842

Materials — 0.2%
Chemours
4.625%, 11/15/2029 (B)		640		528
Kobe US Midco 2
9.250%cash/0% PIK, 11/01/2026 (B)		816		669

				1,197

Utilities — 0.6%
CenterPoint Energy
2.944%, SOFRINDX + 0.650%, 05/13/2024 (A)		225		222
Edison International
3.125%, 11/15/2022		2,000		1,996


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mississippi Power
2.314%, U.S. SOFR + 0.300%, 06/28/2024 (A)	$	195	$	192
Pacific Gas and Electric
3.444%, SOFRINDX + 1.150%, 11/14/2022 (A)		340		340
3.250%, 02/16/2024		200		196
1.700%, 11/15/2023		125		121
PPL Electric Utilities
2.323%, U.S. SOFR + 0.330%, 06/24/2024 (A)		425		420

				3,487

Total Corporate Obligations
(Cost $25,258) ($ Thousands)				23,583



U.S. TREASURY OBLIGATIONS — 0.2%
U.S. Treasury Bills
2.715%, 11/29/2022 (F)		300		298
2.640%, 01/26/2023 (F)		1,160		1,145

Total U.S. Treasury Obligations
(Cost $1,445) ($ Thousands)				1,443



MUNICIPAL BOND — 0.0%
Illinois — 0.0%
Chicago, Transit Authority, Ser B, RB
1.838%, 12/01/2023		110		107


Total Municipal Bond

(Cost $110) ($ Thousands)				107


	Shares
CASH EQUIVALENT — 5.4%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		33,148,765		33,149

Total Cash Equivalent
(Cost $33,149) ($ Thousands)				33,149

A list of the open future contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $610,472 ($ Thousands).
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
(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)	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 August 31, 2022, the value of these securities amounted to $290,318 ($ Thousands), representing 47.6% of the Net Assets of the Fund.
(C)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(D)	Unsettled bank loan. Interest rate may not be available.
(E)	Level 3 security in accordance with fair value hierarchy.
(F)	Interest rate represents the security's effective yield at the time of purchase.
(G)	Securities considered restricted. The total market value of such securities as of August 31, 2022 was $1,856 ($ Thousands) and represented 0.3% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(H)	Tri-Party Repurchase Agreement.

ARM — Adjustable Rate Mortgage

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GNMA — Government National Mortgage Association

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount.

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd — Limited

MTN — Medium Term Note

PIK — Payment-in-Kind

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

STACR — Structured Agency Credit Risk

USD — U.S. Dollar

The following is a summary of the level of inputs used as of August 31, 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		–		221,351		–		221,351
Loan Participations		–		190,081		22,473		212,554
Asset-Backed Securities		–		127,942		–		127,942
Corporate Obligations		–		23,583		–		23,583
U.S. Treasury Obligations		–		1,443		–		1,443
Municipal Bond		–		107		–		107
Cash Equivalent		33,149		–		–		33,149
Repurchase Agreement		–		300		–		300
Total Investments in Securities		33,149		564,807		22,473		620,429

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

–

Total Other Financial Instruments

–

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

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

	Investments in Loan Participations
Balance as of June 1, 2022	$	28,430
Accrued discounts/premiums		(2	)
Realized gain/(loss)		(136	)
Change in unrealized appreciation/(depreciation)		82
Purchases		—
Sales		(5,901	)
Net transfer into Level 3		—
Net transfer out of Level 3		—
Ending Balance as of August 31, 2022 (1)	$	22,473
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(8	)

(1) Of the $22,473 ($ Thousands) in Level 3 securities as of August 31, 2022, $— ($ Thousands) or 0.0% 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.

For information on 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 Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

A list of the restricted securities, excluding 144a, held by the Fund at August 31, 2022, is as follows:


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 36.6%
Agency Mortgage-Backed Obligations — 29.9%
FHLMC
7.500%, 08/01/2030 to 12/01/2036	$	189	$	200
7.000%, 05/01/2024 to 03/01/2039		57		60
6.500%, 10/01/2031 to 09/01/2039		437		459
6.000%, 01/01/2028 to 08/01/2038		304		317
5.500%, 02/01/2035 to 07/01/2052		4,949		5,112
5.000%, 08/01/2033 to 07/01/2052		15,195		15,511
4.500%, 11/01/2025 to 08/01/2052		14,608		14,757
4.000%, 01/01/2035 to 07/01/2052		40,492		40,073
3.500%, 03/01/2033 to 05/01/2052		82,701		80,222
3.000%, 03/01/2031 to 06/01/2052		62,698		58,868
2.500%, 10/01/2031 to 05/01/2052		131,696		118,578
2.000%, 09/01/2040 to 03/01/2052		109,900		95,654
1.500%, 10/01/2041 to 12/01/2050		25,532		20,930
FHLMC ARM
4.303%, SOFR30A + 2.130%, 07/01/2052(A)		1,329		1,329
4.119%, SOFR30A + 2.380%, 09/01/2052(A)		744		738
3.991%, SOFR30A + 2.140%, 08/01/2052(A)		1,457		1,431
3.912%, SOFR30A + 2.130%, 07/01/2052(A)		1,081		1,067
3.516%, ICE LIBOR USD 12 Month + 2.330%, 05/01/2036(A)		28		28
3.438%, ICE LIBOR USD 12 Month + 1.637%, 03/01/2049(A)		1,401		1,410
3.233%, ICE LIBOR USD 12 Month + 1.635%, 04/01/2048(A)		3,300		3,337
3.087%, ICE LIBOR USD 12 Month + 1.621%, 02/01/2050(A)		897		878
3.008%, ICE LIBOR USD 12 Month + 1.628%, 11/01/2048(A)		3,132		3,039
2.876%, ICE LIBOR USD 12 Month + 1.619%, 11/01/2047(A)		1,099		1,075
2.841%, ICE LIBOR USD 12 Month + 1.720%, 01/01/2044(A)		550		557
2.802%, ICE LIBOR USD 12 Month + 1.640%, 05/01/2049(A)		782		775
2.780%, ICE LIBOR USD 12 Month + 1.681%, 09/01/2047(A)		1,612		1,633
2.671%, ICE LIBOR USD 12 Month + 1.612%, 10/01/2043(A)		316		317
2.647%, ICE LIBOR USD 12 Month + 1.770%, 09/01/2042(A)		303		313
2.628%, ICE LIBOR USD 12 Month + 1.685%, 02/01/2043(A)		433		444
2.554%, ICE LIBOR USD 12 Month + 1.606%, 09/01/2043(A)		122		122
2.542%, ICE LIBOR USD 12 Month + 1.646%, 10/01/2043(A)		533		537


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.507%, ICE LIBOR USD 12 Month + 1.632%, 11/01/2043(A)	$	260	$	261
2.431%, ICE LIBOR USD 12 Month + 1.638%, 09/01/2045(A)		3,078		3,092
2.358%, ICE LIBOR USD 12 Month + 1.635%, 07/01/2043(A)		154		155
2.349%, ICE LIBOR USD 12 Month + 1.642%, 08/01/2043(A)		286		287
2.330%, ICE LIBOR USD 12 Month + 1.650%, 03/01/2043(A)		407		413
2.251%, ICE LIBOR USD 12 Month + 1.926%, 12/01/2036(A)		47		48
2.098%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.284%, 03/01/2047(A)		523		505
1.845%, ICE LIBOR USD 12 Month + 1.595%, 10/01/2036(A)		10		10
FHLMC Multiclass Certificates, Ser 2020-RR02, Cl BX, IO
1.666%, 08/27/2028(A)		2,000		164
FHLMC Multiclass Certificates, Ser 2021-P009, Cl A2
1.878%, 01/25/2031		975		842
FHLMC Multifamily Structured Pass Through Certificates, Ser 1519, Cl X1, IO
0.705%, 12/25/2035(A)		16,173		876
FHLMC Multifamily Structured Pass Through Certificates, Ser 1520, Cl X1, IO
0.578%, 02/25/2036(A)		4,992		220
FHLMC Multifamily Structured Pass Through Certificates, Ser K032, Cl X1, IO
0.179%, 05/25/2023(A)		56,133		29
FHLMC Multifamily Structured Pass Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025(A)		605		596
FHLMC Multifamily Structured Pass Through Certificates, Ser K091, Cl X1, IO
0.705%, 03/25/2029(A)		3,884		121
FHLMC Multifamily Structured Pass Through Certificates, Ser K093, Cl X1, IO
1.093%, 05/25/2029(A)		3,973		204
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl X1, IO
1.015%, 06/25/2029(A)		2,987		146
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl XAM, IO
1.283%, 06/25/2029(A)		6,800		457
FHLMC Multifamily Structured Pass Through Certificates, Ser K095, Cl XAM, IO
1.374%, 06/25/2029(A)		700		50


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass Through Certificates, Ser K101, Cl X1, IO
0.948%, 10/25/2029(A)	$	1,292	$	62
FHLMC Multifamily Structured Pass Through Certificates, Ser K133, Cl X1, IO
0.445%, 09/25/2031(A)		15,376		400
FHLMC Multifamily Structured Pass Through Certificates, Ser K142, Cl X1, IO
0.403%, 03/25/2032(A)		6,799		165
FHLMC Multifamily Structured Pass Through Certificates, Ser K143, Cl X1, IO
0.450%, 04/25/2055(A)		6,998		197
FHLMC Multifamily Structured Pass Through Certificates, Ser K144, Cl A2
2.450%, 04/25/2032		1,971		1,755
FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl X1, IO
0.430%, 06/25/2055(A)		7,498		203
FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl A2
2.580%, 06/25/2055		1,971		1,775
FHLMC Multifamily Structured Pass Through Certificates, Ser K146, Cl A2
2.920%, 06/25/2032		3,784		3,510
FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl A2
3.000%, 06/25/2032(A)		3,784		3,534
FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl X1, IO
0.487%, 06/25/2032(A)		9,999		309
FHLMC Multifamily Structured Pass Through Certificates, Ser K148, Cl A2
3.500%, 07/25/2032(A)		4,420		4,314
FHLMC Multifamily Structured Pass Through Certificates, Ser K157, Cl A3
3.990%, 08/25/2033(A)		4,400		4,423
FHLMC Multifamily Structured Pass Through Certificates, Ser K726, Cl X1, IO
1.048%, 04/25/2024(A)		9,203		111
FHLMC Multifamily Structured Pass Through Certificates, Ser K736, Cl X1, IO
1.431%, 07/25/2026(A)		974		39
FHLMC Multifamily Structured Pass Through Certificates, Ser K737, Cl X1, IO
0.751%, 10/25/2026(A)		8,408		174
FHLMC Multifamily Structured Pass Through Certificates, Ser K741, Cl X1, IO
0.657%, 12/25/2027(A)		2,997		76
FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl X1, IO
0.869%, 03/25/2028(A)		6,197		191


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass Through Certificates, Ser KC05, Cl X1, IO
1.343%, 06/25/2027(A)	$	1,565	$	53
FHLMC Multifamily Structured Pass Through Certificates, Ser KG07, Cl A2
3.123%, 08/25/2032(A)		1,969		1,852
FHLMC Multifamily Structured Pass Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		1,115		1,045
FHLMC Multifamily Structured Pass Through Certificates, Ser KSG2, Cl A2
2.091%, 11/25/2031(A)		1,395		1,208
FHLMC Multifamily Structured Pass Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		2,210		2,138
FHLMC REMIC CMO, Ser 1999-2174, Cl PN
6.000%, 07/15/2029		7		7
FHLMC REMIC CMO, Ser 2001-2312, Cl Z
6.500%, 05/15/2031		63		65
FHLMC REMIC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		19		20
FHLMC REMIC CMO, Ser 2003-2671, Cl S
10.375%, 09/15/2033(A)		27		29
FHLMC REMIC CMO, Ser 2003-2684, Cl ZN
4.000%, 10/15/2033		54		54
FHLMC REMIC CMO, Ser 2004-2733, Cl ME
5.000%, 01/15/2034		124		128
FHLMC REMIC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		541		575
FHLMC REMIC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037(B)		2		2
FHLMC REMIC CMO, Ser 2008-3451, Cl SB, IO
3.639%, 05/15/2038(A)		43		4
FHLMC REMIC CMO, Ser 2009-3546, Cl A
2.302%, 02/15/2039(A)		35		36
FHLMC REMIC CMO, Ser 2010-3621, Cl SB, IO
3.839%, 01/15/2040(A)		54		6
FHLMC REMIC CMO, Ser 2011-3866, Cl SA, IO
3.559%, 05/15/2041(A)		325		25
FHLMC REMIC CMO, Ser 2012-4010, Cl KM
3.000%, 01/15/2042		255		247
FHLMC REMIC CMO, Ser 2012-4030, Cl HS, IO
4.219%, 04/15/2042(A)		30		4
FHLMC REMIC CMO, Ser 2012-4102, Cl TC
2.500%, 09/15/2041		1,251		1,212
FHLMC REMIC CMO, Ser 2012-4119, Cl IN, IO
3.500%, 10/15/2032		253		26


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2013-4161, Cl BA
2.500%, 12/15/2041	$	2,912	$	2,829
FHLMC REMIC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		156		25
FHLMC REMIC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		614		558
FHLMC REMIC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		491		423
FHLMC REMIC CMO, Ser 2013-4227, Cl VA
3.500%, 10/15/2037		124		124
FHLMC REMIC CMO, Ser 2014-4368, Cl CA
3.750%, 11/15/2036(C)		49		49
FHLMC REMIC CMO, Ser 2015-4426, Cl QC
1.750%, 07/15/2037		991		931
FHLMC REMIC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039(C)		343		343
FHLMC REMIC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		1,460		1,390
FHLMC REMIC CMO, Ser 2018-4763, Cl CA
3.000%, 09/15/2038		319		305
FHLMC REMIC CMO, Ser 2018-4767, Cl KA
3.000%, 03/15/2048		721		690
FHLMC REMIC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		295		271
FHLMC REMIC CMO, Ser 2018-4846, Cl PF
2.741%, ICE LIBOR USD 1 Month + 0.350%, 12/15/2048(A)		147		146
FHLMC REMIC CMO, Ser 2019-4879, Cl BC
3.000%, 04/15/2049		139		131
FHLMC REMIC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		1,263		1,208
FHLMC REMIC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050		2,024		338
FHLMC REMIC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		428		62
FHLMC REMIC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		1,171		181
FHLMC REMIC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050		7,259		1,304
FHLMC REMIC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		530		78
FHLMC REMIC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		883		122
FHLMC REMIC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050		308		46


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051	$	1,434	$	234
FHLMC REMIC CMO, Ser 2021-5069, Cl MI, IO
2.500%, 02/25/2051		575		87
FHLMC REMIC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051		6,330		1,151
FHLMC REMIC CMO, Ser 2021-5085, Cl NI, IO
2.000%, 03/25/2051		1,367		175
FHLMC REMIC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051		2,634		2,286
FHLMC REMIC CMO, Ser 2021-5119, Cl AB
1.500%, 08/25/2049		1,329		1,153
FHLMC REMIC CMO, Ser 2021-5140, Cl NI, IO
2.500%, 05/25/2049		1,701		231
FHLMC REMIC CMO, Ser 2021-5178, Cl TP
2.500%, 04/25/2049		2,243		2,048
FHLMC REMIC CMO, Ser 2021-5182, Cl M
2.500%, 05/25/2049		1,402		1,291
FHLMC REMIC CMO, Ser 2022-5201, Cl CA
2.500%, 07/25/2048		2,066		1,918
FHLMC REMIC CMO, Ser 2022-5202, Cl LA
2.500%, 05/25/2049		2,012		1,844
FHLMC REMIC CMO, Ser 2022-5203, Cl G
2.500%, 11/25/2048		903		834
FHLMC REMIC CMO, Ser 2022-5217, Cl CD
2.500%, 07/25/2049		1,848		1,758
FHLMC REMIC CMO, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		2,000		1,927
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
3.683%, SOFR30A + 1.500%, 10/25/2041(A)(D)		2,300		2,174
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A
3.183%, SOFR30A + 1.000%, 01/25/2042(A)(D)		3,774		3,690
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B
4.583%, SOFR30A + 2.400%, 02/25/2042(A)(D)		1,010		985
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A
3.483%, SOFR30A + 1.300%, 02/25/2042(A)(D)		2,365		2,355
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B
5.083%, SOFR30A + 2.900%, 04/25/2042(A)(D)		2,850		2,833


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
4.383%, SOFR30A + 2.200%, 05/25/2042(A)(D)	$	522	$	524
FHLMC STRIPS CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		1,758		1,644
FHLMC STRIPS CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		883		834
FHLMC STRIPS CMO, Ser 2016-353, Cl S1, IO
3.609%, 12/15/2046(A)		511		58
FHLMC STRIPS CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		2,468		2,343
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA2, Cl M2
4.483%, SOFR30A + 2.300%, 08/25/2033(A)(D)		980		965
FNMA
8.000%, 05/01/2023 to 06/01/2031		14		15
7.500%, 02/01/2031 to 11/01/2038		93		98
7.000%, 09/01/2026 to 02/01/2039		523		562
6.500%, 05/01/2027 to 10/01/2037		270		280
6.000%, 02/01/2032 to 07/01/2041		1,768		1,885
5.500%, 12/01/2033 to 06/01/2052		8,581		8,953
5.000%, 07/01/2033 to 07/01/2052		27,361		28,137
4.500%, 08/01/2023 to 01/01/2059		49,723		50,392
4.200%, 01/01/2029		1,665		1,693
4.185%, 07/01/2032		100		103
4.130%, 07/01/2032		100		102
4.060%, 07/01/2032		100		102
4.000%, 09/01/2033 to 08/01/2059		82,136		81,359
3.900%, 10/01/2032		1,700		1,718
3.880%, 07/01/2032		100		100
3.860%, 07/01/2032		100		100
3.840%, 07/01/2032		200		200
3.830%, 07/01/2032		200		200
3.820%, 07/01/2027		244		237
3.790%, 12/01/2025		3,185		3,162
3.730%, 06/01/2032		100		99
3.670%, 06/01/2032		100		99
3.560%, 07/01/2032		200		196
3.520%, 06/01/2032		100		98
3.500%, 07/01/2031 to 05/01/2052		91,635		88,492
3.450%, 03/01/2029		116		113
3.380%, 05/01/2028		110		110
3.310%, 03/01/2028		1,905		1,864
3.250%, 05/01/2029		118		114
3.200%, 02/01/2029		91		88
3.160%, 05/01/2029		316		304
3.080%, 01/01/2028		160		155
3.020%, 06/01/2024 to 05/01/2026		3,400		3,378
3.000%, 05/01/2029 to 07/01/2060		183,449		172,101
2.930%, 06/01/2030		173		163


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.810%, 04/01/2025	$	250	$	243
2.710%, 04/01/2023(A)		69		68
2.500%, 03/01/2035 to 09/01/2061		210,690		190,572
2.455%, 04/01/2040		3,020		2,343
2.150%, 02/01/2032(A)		518		451
2.000%, 05/01/2036 to 04/01/2052		238,968		207,525
1.850%, 09/01/2035		1,163		1,018
1.500%, 10/01/2041 to 03/01/2051		31,782		26,614
FNMA ACES, Ser 2014-M3, Cl X2, IO
0.118%, 01/25/2024(A)		9,987		3
FNMA ACES, Ser 2015-M8, Cl X2, IO
0.166%, 01/25/2025(A)		62,295		111
FNMA ACES, Ser 2016-M11, Cl AL
2.944%, 07/25/2039		190		179
FNMA ACES, Ser 2017-M7, Cl A2
2.961%, 02/25/2027(A)		650		625
FNMA ACES, Ser 2017-M8, Cl A2
3.061%, 05/25/2027(A)		188		182
FNMA ACES, Ser 2018-M15, Cl 1A2
3.700%, 01/25/2036		600		582
FNMA ACES, Ser 2019-M28, Cl AV
2.232%, 02/25/2027		480		456
FNMA ACES, Ser 2019-M4, Cl A2
3.610%, 02/25/2031		330		326
FNMA ACES, Ser 2019-M5, Cl A2
3.273%, 02/25/2029		560		541
FNMA ACES, Ser 2020-M6, Cl A
2.500%, 10/25/2037		179		162
FNMA ARM
4.650%, SOFR30A + 2.122%, 08/01/2052(A)		5,023		5,024
4.615%, SOFR30A + 2.127%, 08/01/2052(A)		3,353		3,362
4.540%, SOFR30A + 2.130%, 08/01/2052(A)		4,440		4,446
4.347%, SOFR30A + 2.126%, 07/01/2052(A)		2,974		2,978
4.320%, SOFR30A + 2.126%, 08/01/2052(A)		2,976		2,981
4.225%, SOFR30A + 2.370%, 09/01/2052(A)		744		742
4.200%, SOFR30A + 2.120%, 07/01/2052(A)		2,603		2,584
3.963%, SOFR30A + 2.120%, 08/01/2052(A)		639		628
3.686%, SOFR30A + 2.370%, 08/01/2052(A)		1,634		1,599
2.592%, ICE LIBOR USD 12 Month + 1.643%, 01/01/2043(A)		239		246
2.574%, ICE LIBOR USD 12 Month + 1.584%, 01/01/2046(A)		1,558		1,586


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.468%, ICE LIBOR USD 12 Month + 1.579%, 10/01/2043(A)	$	710	$	714
2.453%, ICE LIBOR USD 12 Month + 1.564%, 03/01/2043(A)		103		105
2.277%, ICE LIBOR USD 12 Month + 1.579%, 06/01/2045(A)		529		537
2.255%, ICE LIBOR USD 12 Month + 1.560%, 06/01/2043(A)		209		211
1.781%, ICE LIBOR USD 12 Month + 1.531%, 12/01/2035(A)		15		15
1.611%, 12/01/2051(A)		720		660
FNMA CMO, Ser 2015-65, Cl CZ
3.500%, 09/25/2045		511		474
FNMA CMO, Ser 2020-45, Cl JL
3.000%, 07/25/2040		2,343		2,212
FNMA CMO, Ser 2020-56, Cl AQ
2.000%, 08/25/2050		1,600		1,309
FNMA CMO, Ser 2021-78, Cl PA
2.500%, 11/25/2051		1,514		1,374
FNMA CMO, Ser 2022-11, Cl A
2.500%, 07/25/2047		4,539		4,260
FNMA CMO, Ser 2022-28, Cl CA
2.000%, 01/25/2048		1,696		1,565
FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO
7.000%, 01/25/2032		96		12
FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO
6.500%, 02/25/2033		130		22
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		367		65
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		399		18
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C17, IO
4.000%, 11/25/2041		360		62
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		299		47
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C1, IO
3.000%, 11/25/2026		490		19
FNMA Interest STRIPS CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		1,204		1,118
FNMA Interest STRIPS CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		1,667		1,625


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Interest STRIPS CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048	$	3,222	$	621
FNMA REMIC CMO, Ser 1993-149, Cl SH
11.500%, 08/25/2023(A)		4		4
FNMA REMIC CMO, Ser 1993-99, Cl Z
7.000%, 07/25/2023		16		16
FNMA REMIC CMO, Ser 1994-31, Cl ZC
6.500%, 02/25/2024		17		17
FNMA REMIC CMO, Ser 1994-63, Cl PK
7.000%, 04/25/2024		20		20
FNMA REMIC CMO, Ser 1997-32, Cl PG
6.500%, 04/25/2027		44		46
FNMA REMIC CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		64		63
FNMA REMIC CMO, Ser 2001-52, Cl YZ
6.500%, 10/25/2031		10		11
FNMA REMIC CMO, Ser 2003-124, Cl TS
9.800%, 01/25/2034(A)		5		5
FNMA REMIC CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		210		222
FNMA REMIC CMO, Ser 2005-74, Cl CS
13.300%, 05/25/2035(A)		27		28
FNMA REMIC CMO, Ser 2006-104, Cl MI, IO
4.306%, 11/25/2036(A)		206		13
FNMA REMIC CMO, Ser 2006-125, Cl SM, IO
4.756%, 01/25/2037(A)		223		25
FNMA REMIC CMO, Ser 2006-33, Cl LS
19.153%, 05/25/2036(A)		36		45
FNMA REMIC CMO, Ser 2006-46, Cl SW
15.239%, 06/25/2036(A)		28		34
FNMA REMIC CMO, Ser 2006-51, Cl SP, IO
4.206%, 03/25/2036(A)		30		2
FNMA REMIC CMO, Ser 2007-64, Cl FA
2.914%, ICE LIBOR USD 1 Month + 0.470%, 07/25/2037(A)		5		5
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO
4.256%, 07/25/2037(A)		89		11
FNMA REMIC CMO, Ser 2008-24, Cl NA
6.750%, 06/25/2037		7		7
FNMA REMIC CMO, Ser 2009-103, Cl MB
2.861%, 12/25/2039(A)		53		54
FNMA REMIC CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037(B)		479		414
FNMA REMIC CMO, Ser 2010-123, Cl PM
4.000%, 07/25/2040		1,146		1,145
FNMA REMIC CMO, Ser 2010-27, Cl AS, IO
4.036%, 04/25/2040(A)		356		42
FNMA REMIC CMO, Ser 2011-2, Cl WA
5.883%, 02/25/2051(A)		44		46


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2011-75, Cl FA
2.994%, ICE LIBOR USD 1 Month + 0.550%, 08/25/2041(A)	$	37	$	37
FNMA REMIC CMO, Ser 2011-96, Cl SA, IO
4.106%, 10/25/2041(A)		761		67
FNMA REMIC CMO, Ser 2012-133, Cl CS, IO
3.706%, 12/25/2042(A)		400		51
FNMA REMIC CMO, Ser 2012-134, Cl MS, IO
3.706%, 12/25/2042(A)		170		20
FNMA REMIC CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		708		637
FNMA REMIC CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		5		5
FNMA REMIC CMO, Ser 2012-35, Cl SC, IO
4.056%, 04/25/2042(A)		244		32
FNMA REMIC CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		263		283
FNMA REMIC CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042(B)		23		20
FNMA REMIC CMO, Ser 2012-74, Cl SA, IO
4.206%, 03/25/2042(A)		332		26
FNMA REMIC CMO, Ser 2012-75, Cl NS, IO
4.156%, 07/25/2042(A)		83		11
FNMA REMIC CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042(B)		46		41
FNMA REMIC CMO, Ser 2013-101, Cl BO, PO
0.000%, 10/25/2043(B)		607		482
FNMA REMIC CMO, Ser 2013-101, Cl CO, PO
0.000%, 10/25/2043(B)		1,307		1,032
FNMA REMIC CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		2,503		2,299
FNMA REMIC CMO, Ser 2013-124, Cl SB, IO
3.506%, 12/25/2043(A)		316		36
FNMA REMIC CMO, Ser 2013-26, Cl HI, IO
3.000%, 04/25/2032		77		2
FNMA REMIC CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		784		713
FNMA REMIC CMO, Ser 2013-54, Cl BS, IO
3.706%, 06/25/2043(A)		187		24
FNMA REMIC CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		626		686
FNMA REMIC CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		687		722
FNMA REMIC CMO, Ser 2014-73, Cl MA
2.500%, 11/25/2044		476		445
FNMA REMIC CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		2,903		2,718
FNMA REMIC CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		135		134
FNMA REMIC CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		2,869		2,675


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046	$	4,280	$	3,799
FNMA REMIC CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		869		834
FNMA REMIC CMO, Ser 2017-76, Cl SB, IO
3.656%, 10/25/2057(A)		1,198		147
FNMA REMIC CMO, Ser 2017-85, Cl SC, IO
3.756%, 11/25/2047(A)		397		44
FNMA REMIC CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		1,696		1,622
FNMA REMIC CMO, Ser 2018-15, Cl AB
3.000%, 03/25/2048		386		372
FNMA REMIC CMO, Ser 2018-38, Cl PA
3.500%, 06/25/2047		777		767
FNMA REMIC CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		1,221		1,160
FNMA REMIC CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		875		806
FNMA REMIC CMO, Ser 2018-86, Cl JA
4.000%, 05/25/2047		125		123
FNMA REMIC CMO, Ser 2019-1, Cl AB
3.500%, 02/25/2049		723		700
FNMA REMIC CMO, Ser 2019-15, Cl AB
3.500%, 05/25/2053		2,795		2,759
FNMA REMIC CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		1,820		1,757
FNMA REMIC CMO, Ser 2019-35, Cl A
3.000%, 07/25/2049		684		650
FNMA REMIC CMO, Ser 2019-45, Cl PA
3.000%, 08/25/2049		468		447
FNMA REMIC CMO, Ser 2019-52, Cl PA
3.000%, 09/25/2049		145		137
FNMA REMIC CMO, Ser 2019-79, Cl FA
2.944%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(A)		2,076		2,073
FNMA REMIC CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047		1,647		263
FNMA REMIC CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		731		501
FNMA REMIC CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		1,088		991
FNMA REMIC CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050		3,274		2,934
FNMA REMIC CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		817		132
FNMA REMIC CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050		2,273		449
FNMA REMIC CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050		5,054		919
FNMA REMIC CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050		4,180		881


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050	$	2,796	$	511
FNMA REMIC CMO, Ser 2020-74, Cl EI, IO
2.500%, 10/25/2050		406		65
FNMA REMIC CMO, Ser 2020-89, Cl DI, IO
2.500%, 12/25/2050		2,480		367
FNMA REMIC CMO, Ser 2020-97, Cl AI, IO
2.000%, 01/25/2051		2,467		321
FNMA REMIC CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		1,669		265
FNMA REMIC CMO, Ser 2021-27, Cl EC
1.500%, 05/25/2051		4,595		3,990
FNMA REMIC CMO, Ser 2021-3, Cl QI, IO
2.500%, 02/25/2051		2,204		324
FNMA REMIC CMO, Ser 2021-61, Cl KI, IO
2.500%, 04/25/2049		1,592		221
FNMA REMIC CMO, Ser 2021-78, Cl ND
1.500%, 11/25/2051		2,675		2,319
FNMA TBA
5.500%, 11/01/2037 to 10/15/2052		28,480		29,030
5.000%, 11/01/2037 to 10/15/2052		149,415		150,617
4.500%, 09/15/2033 to 11/15/2034		72,637		72,134
4.000%, 09/14/2039		28,641		27,954
3.500%, 09/15/2052		28,530		27,182
3.000%, 10/15/2042 to 09/15/2052		76,154		70,445
2.500%, 09/15/2027 to 09/15/2043		152,179		136,014
2.000%, 09/15/2037 to 10/15/2052		119,387		103,021
GNMA
7.000%, 04/15/2026 to 10/15/2032		335		341
6.500%, 01/15/2024 to 07/15/2035		690		723
6.000%, 03/15/2024 to 10/20/2040		1,980		2,147
5.000%, 10/15/2039 to 04/20/2050		11,160		11,465
4.700%, 09/20/2061(A)		172		172
4.539%, 01/20/2069(A)		27		26
4.500%, 01/20/2040 to 12/20/2050		13,695		13,919
4.000%, 06/20/2047 to 11/20/2050		20,220		20,136
3.630%, 04/20/2063(A)		24		24
3.500%, 06/20/2044 to 06/20/2052		25,935		25,208
3.000%, 09/15/2042 to 04/20/2052		44,613		42,054
2.500%, 12/20/2050 to 12/20/2051		27,723		25,329
2.000%, 12/20/2050 to 03/20/2051		3,544		3,110
GNMA ARM
4.270%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.440%, 01/20/2060(A)		373		375
1.625%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 07/20/2034(A)		4		4
GNMA CMO, Ser 2003-60, Cl GS
8.439%, 05/16/2033(A)		2		2
GNMA CMO, Ser 2005-7, Cl JM
11.469%, 05/18/2034(A)		1		1


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2006-16, Cl GS, IO
4.622%, 04/20/2036(A)	$	250	$	24
GNMA CMO, Ser 2007-78, Cl SA, IO
4.143%, 12/16/2037(A)		1,812		98
GNMA CMO, Ser 2009-106, Cl KS, IO
4.032%, 11/20/2039(A)		1,732		154
GNMA CMO, Ser 2009-66, Cl LC
6.000%, 08/16/2039		1,035		1,086
GNMA CMO, Ser 2009-66, Cl XS, IO
4.413%, 07/16/2039(A)		10		1
GNMA CMO, Ser 2009-8, Cl PS, IO
3.913%, 08/16/2038(A)		6		–
GNMA CMO, Ser 2010-4, Cl SL, IO
4.013%, 01/16/2040(A)		52		6
GNMA CMO, Ser 2010-4, Cl NS, IO
4.003%, 01/16/2040(A)		2,473		284
GNMA CMO, Ser 2010-59, Cl LB
4.500%, 10/20/2039		49		49
GNMA CMO, Ser 2010-85, Cl HS, IO
4.282%, 01/20/2040(A)		39		1
GNMA CMO, Ser 2010-H10, Cl FC
3.300%, ICE LIBOR USD 1 Month + 1.000%, 05/20/2060(A)		1,153		1,155
GNMA CMO, Ser 2010-H26, Cl LF
2.138%, ICE LIBOR USD 1 Month + 0.350%, 08/20/2058(A)		1,823		1,817
GNMA CMO, Ser 2011-146, Cl EI, IO
5.000%, 11/16/2041		29		5
GNMA CMO, Ser 2011-H09, Cl AF
2.298%, ICE LIBOR USD 1 Month + 0.500%, 03/20/2061(A)		436		433
GNMA CMO, Ser 2012-124, Cl AS, IO
3.813%, 10/16/2042(A)		342		40
GNMA CMO, Ser 2012-141, Cl WA
4.527%, 11/16/2041(A)		312		316
GNMA CMO, Ser 2012-98, Cl SA, IO
3.713%, 08/16/2042(A)		269		33
GNMA CMO, Ser 2012-H07, Cl KI, IO
1.299%, 03/20/2062(A)		339		12
GNMA CMO, Ser 2013-H01, Cl JA
2.118%, ICE LIBOR USD 1 Month + 0.320%, 01/20/2063(A)		346		343
GNMA CMO, Ser 2013-H01, Cl TA
2.298%, ICE LIBOR USD 1 Month + 0.500%, 01/20/2063(A)		4		4
GNMA CMO, Ser 2014-H04, Cl FB
2.448%, ICE LIBOR USD 1 Month + 0.650%, 02/20/2064(A)		1,117		1,114
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		198		34
GNMA CMO, Ser 2016-135, Cl SB, IO
3.713%, 10/16/2046(A)		370		63


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2016-84, Cl IG, IO
4.500%, 11/16/2045	$	100	$	20
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		838		799
GNMA CMO, Ser 2018-11, Cl PC
2.750%, 12/20/2047		1,053		1,001
GNMA CMO, Ser 2018-H06, Cl PF
2.098%, ICE LIBOR USD 1 Month + 0.300%, 02/20/2068(A)		476		474
GNMA CMO, Ser 2018-H07, Cl FD
2.098%, ICE LIBOR USD 1 Month + 0.300%, 05/20/2068(A)		860		856
GNMA CMO, Ser 2019-132, Cl NA
3.500%, 09/20/2049		782		771
GNMA CMO, Ser 2019-15, Cl GT
3.500%, 02/20/2049		908		890
GNMA CMO, Ser 2019-31, Cl JC
3.500%, 03/20/2049		564		552
GNMA CMO, Ser 2019-71, Cl PT
3.000%, 06/20/2049		70		67
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		326		309
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		1,080		158
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050		336		48
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		492		72
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		428		63
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050		349		52
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		1,655		241
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050		508		75
GNMA CMO, Ser 2020-173, Cl MI, IO
2.500%, 11/20/2050		7,228		927
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		3,550		386
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		308		47
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		859		135
GNMA CMO, Ser 2020-H09, Cl NF
3.048%, ICE LIBOR USD 1 Month + 1.250%, 04/20/2070(A)		259		261
GNMA CMO, Ser 2020-H09, Cl FL
2.948%, ICE LIBOR USD 1 Month + 1.150%, 05/20/2070(A)		923		928


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2020-H12, Cl F
2.298%, ICE LIBOR USD 1 Month + 0.500%, 07/20/2070(A)	$	105	$	103
GNMA CMO, Ser 2020-H13, Cl FA
2.248%, ICE LIBOR USD 1 Month + 0.450%, 07/20/2070(A)		608		595
GNMA CMO, Ser 2021-115, Cl MI, IO
2.500%, 05/20/2051		544		61
GNMA CMO, Ser 2021-23, Cl MG
1.500%, 02/20/2051		3,079		2,723
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051		1,050		173
GNMA CMO, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		2,444		365
GNMA CMO, Ser 2022-107, Cl C
2.500%, 06/20/2051		5,824		5,248
GNMA CMO, Ser 2022-31, Cl GH
2.500%, 12/20/2049		4,057		3,789
GNMA CMO, Ser 2022-50, Cl DC
2.500%, 08/20/2051		1,753		1,603
GNMA CMO, Ser 2022-84, Cl A
2.500%, 01/20/2052		12,710		11,401
GNMA TBA
5.000%, 09/01/2033		1,100		1,115
4.500%, 09/15/2039		26,900		26,904
4.000%, 09/15/2052		1,100		1,084
3.500%, 09/15/2052		3,690		3,558
3.000%, 09/15/2052		3,356		3,150
2.500%, 09/15/2052		31,300		28,518
GNMA, Ser 103, Cl AD
1.450%, 01/16/2063		1,503		1,248
GNMA, Ser 14, Cl AB
1.340%, 06/16/2063		1,199		965
GNMA, Ser 2012-112, IO
0.130%, 02/16/2053(A)		2,825		9
GNMA, Ser 2012-142, IO
0.198%, 04/16/2054(A)		5,750		20
GNMA, Ser 2012-27, IO
0.340%, 04/16/2053(A)		3,797		16
GNMA, Ser 2013-107, Cl AD
2.849%, 11/16/2047(A)		355		334
GNMA, Ser 2013-163, IO
1.019%, 02/16/2046(A)		1,612		29
GNMA, Ser 2014-186, IO
0.375%, 08/16/2054(A)		1,880		23
GNMA, Ser 2014-47, Cl IA, IO
0.145%, 02/16/2048(A)		407		3
GNMA, Ser 2014-50, IO
0.630%, 09/16/2055(A)		1,736		49
GNMA, Ser 2016-128, IO
0.746%, 09/16/2056(A)		4,311		165


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2017-135, Cl AG
2.600%, 08/16/2058	$	595	$	547
GNMA, Ser 2017-145, IO
0.529%, 04/16/2057(A)		1,739		59
GNMA, Ser 2017-157, IO
0.503%, 12/16/2059(A)		942		33
GNMA, Ser 2017-190, IO
0.539%, 03/16/2060(A)		2,496		92
GNMA, Ser 2017-8, IO
0.437%, 08/16/2058(A)		1,363		39
GNMA, Ser 2020-109, Cl AI, IO
0.840%, 05/16/2060(A)		2,265		143
GNMA, Ser 2020-184, IO
0.913%, 11/16/2060(A)		2,892		200
GNMA, Ser 2020-41, IO
0.619%, 07/16/2058(A)		627		20
GNMA, Ser 2021-37, IO
0.805%, 01/16/2061(A)		2,916		179
GNMA, Ser 2021-60, IO
0.826%, 05/16/2063(A)		2,311		154
GNMA, Ser 2021-68, IO
0.866%, 10/16/2062(A)		2,829		194
GNMA, Ser 21, Cl AH
1.400%, 06/16/2063		2,316		1,884
GNMA, Ser 3, Cl B
1.850%, 02/16/2061		400		275
GNMA, Ser 3, IO
0.640%, 02/16/2061(A)		1,583		95
GNMA, Ser 4, Cl Z
1.900%, 03/16/2064		202		118
GNMA, Ser 59, IO
0.571%, 02/16/2062(A)		3,475		196
GNMA, Ser 82, Cl Z
2.000%, 02/16/2064		1,307		920


				2,402,270
Non-Agency Mortgage-Backed Obligations — 6.7%
3650R Commercial Mortgage Trust, Ser 2021-PF1, Cl A5
2.522%, 11/15/2054		1,140		981
Alen Mortgage Trust, Ser 2021-ACEN, Cl A
3.541%, ICE LIBOR USD 1 Month + 1.150%, 04/15/2034(A)(D)		1,900		1,826
American Home Mortgage Investment Trust, Ser 2005-1, Cl 1A2
2.819%, ICE LIBOR USD 1 Month + 0.560%, 06/25/2045(A)		611		604
Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1
3.628%, 03/25/2049(A)(D)		10		10


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(A)(D)	$	480	$	459
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065(A)(D)		213		201
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1
1.458%, 09/25/2066(A)(D)		1,287		1,094
Angel Oak Mortgage Trust, Ser 2021-7, Cl A3
2.337%, 10/25/2066(A)(D)		836		722
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1
3.353%, 01/25/2067(A)(D)		9,813		9,297
Angel Oak Mortgage Trust, Ser 2022-3, Cl A1
4.000%, 01/25/2067(D)		3,604		3,419
Arbor Multifamily Mortgage Securities Trust, Ser 2021-MF2, Cl B
2.560%, 06/15/2054(A)(D)		1,205		968
AREIT Trust, Ser 2022-CRE6, Cl A
3.258%, SOFR30A + 1.250%, 01/16/2037(A)(D)		2,050		1,969
AREIT Trust, Ser 2022-CRE7, Cl A
4.538%, TSFR1M + 2.242%, 06/17/2039(A)(D)		3,760		3,742
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.227%, 08/10/2038(A)(D)		2,640		2,511
Banc of America Alternative Loan Trust, Ser 2006-8, Cl 3A1
3.551%, 11/25/2021(A)		6		5
Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1
5.412%, 04/25/2037(A)		47		42
Banc of America Funding Trust, Ser 2003-2, Cl 1A1
6.500%, 06/25/2032		6		5
Banc of America Funding Trust, Ser 2004-2, Cl 1CB1
5.750%, 09/20/2034		36		36
Banc of America Funding Trust, Ser 2005-B, Cl 2A1
2.905%, 04/20/2035(A)		705		627
BANK, Ser 2017-BNK5, Cl A4
3.131%, 06/15/2060		1,130		1,060
BANK, Ser 2017-BNK7, Cl A5
3.435%, 09/15/2060		1,170		1,117
BANK, Ser 2019-BN19, Cl A3
3.183%, 08/15/2061		385		355
BANK, Ser 2019-BN23, Cl A3
2.920%, 12/15/2052		165		149


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BANK, Ser 2022-BNK40, Cl A4
3.507%, 03/15/2064(A)	$	1,240	$	1,147
BANK, Ser BNK42, Cl A5
4.493%, 06/15/2055(A)		1,705		1,716
BANK, Ser BNK43, Cl A5
4.399%, 08/15/2055		4,430		4,428
Barclays Commercial Mortgage Trust, Ser 2019-C3, Cl A3
3.319%, 05/15/2052		263		245
Bayview MSR Opportunity Master Fund Trust, Ser 2021-1, Cl A1
3.000%, 12/25/2051(A)(D)		1,980		1,745
Bayview MSR Opportunity Master Fund Trust, Ser 2022-2, Cl A1
3.000%, 12/25/2051(A)(D)		4,956		4,368
BBCMS Mortgage Trust, Ser 2018-C2, Cl ASB
4.236%, 12/15/2051		524		518
BBCMS Mortgage Trust, Ser 2020-C6, Cl A2
2.690%, 02/15/2053		1,205		1,153
BBCMS Mortgage Trust, Ser C16, Cl A5
4.600%, 06/15/2055(A)		670		677
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035(D)		1,427		1,356
BBCMS Trust, Ser C17, Cl A5
4.441%, 09/15/2055		1,111		1,110
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
3.079%, 05/25/2034(A)		11		10
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR8, Cl X1, IO
0.716%, 06/11/2041(A)(D)		2		–
Benchmark Mortgage Trust, Ser 2021-B31, Cl A5
2.669%, 12/15/2054		2,582		2,234
Benchmark Mortgage Trust, Ser 2022-B33, Cl A5
3.458%, 01/15/2032		1,915		1,775
Benchmark Mortgage Trust, Ser 2022-B35, Cl A5
4.594%, 05/15/2055(A)		2,454		2,461
Benchmark Mortgage Trust, Ser 2022-B35, Cl AS
4.594%, 05/15/2055(A)		1,295		1,237
Benchmark Mortgage Trust, Ser 2022-B36, Cl A5
4.470%, 07/15/2055(A)		743		742
BMO Mortgage Trust, Ser 2022-C1, Cl A1
2.198%, 02/15/2055		1,466		1,390
BMO Mortgage Trust, Ser 2022-C2, Cl A5
4.974%, 07/15/2054(A)		751		777


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BPR Trust, Ser 2021-TY, Cl A
3.441%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(A)(D)	$	1,000	$	960
BPR Trust, Ser 2022-OANA, Cl A
4.205%, TSFR1M + 1.898%, 04/15/2037(A)(D)		1,855		1,827
BPR Trust, Ser 2022-STAR, Cl A
5.482%, TSFR1M + 3.232%, 08/15/2024(A)(D)		4,510		4,475
BRAVO Residential Funding Trust, Ser 2022-NQM1, Cl A1
3.626%, 09/25/2061(A)(D)		932		896
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049(C)(D)		922		876
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059(C)(D)		480		465
BWAY Mortgage Trust, Ser 2015-1740, Cl A
2.917%, 01/10/2035(D)		3,025		2,773
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
3.311%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(A)(D)		9,289		9,179
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl A
3.062%, ICE LIBOR USD 1 Month + 0.670%, 06/15/2038(A)(D)		1,300		1,256
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
3.091%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(D)		7,071		6,831
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl A
3.080%, ICE LIBOR USD 1 Month + 0.689%, 10/15/2038(A)(D)		7,080		6,819
BX Trust, Ser 2019-MMP, Cl A
3.391%, ICE LIBOR USD 1 Month + 1.000%, 08/15/2036(A)(D)		517		510
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041(D)		1,945		1,717
BX Trust, Ser 2021-ARIA, Cl A
3.290%, ICE LIBOR USD 1 Month + 0.899%, 10/15/2036(A)(D)		5,110		4,885
BX Trust, Ser 2021-MFM1, Cl A
3.091%, ICE LIBOR USD 1 Month + 0.700%, 01/15/2034(A)(D)		2,150		2,086
BX Trust, Ser 2022-PSB, Cl A
4.758%, TSFR1M + 2.451%, 08/15/2039(A)(D)		2,005		2,001
CALI Mortgage Trust, Ser 2019-101C, Cl A
3.957%, 03/10/2039(D)		1,905		1,774


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(A)(D)	$	258	$	–
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4
3.631%, 02/10/2050		1,240		1,196
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		671		654
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 9A1
3.086%, 02/25/2037(A)		11		11
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 2A1
3.647%, 02/25/2037(A)		16		15
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 1A1
3.213%, 06/25/2035(A)		19		19
Chevy Chase Funding Mortgage-Backed Certificates, Ser 2003-4X, Cl A2
3.224%, ICE LIBOR USD 1 Month + 0.780%, 10/25/2034(A)		792		756
CIM Trust, Ser 2018-INV1, Cl A4
4.000%, 08/25/2048(A)(D)		147		143
CIM Trust, Ser 2021-INV1, Cl A2
2.500%, 07/01/2051(A)(D)		5,754		4,934
CIM Trust, Ser 2021-R6, Cl A1
1.425%, 07/25/2061(A)(D)		2,520		2,270
CIM Trust, Ser 2022-R2, Cl A1
3.750%, 12/25/2061(A)(D)		1,476		1,432
Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl A5
3.855%, 05/10/2047		465		459
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS
4.017%, 10/10/2047		880		857
Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl A4
3.458%, 12/10/2049		355		341
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		4,120		3,733
Citigroup Commercial Mortgage Trust, Ser 2022-GC48, Cl A5
4.743%, 05/15/2054(A)		1,489		1,515
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
2.240%, 09/25/2033(A)		20		20
Citigroup Mortgage Loan Trust, Ser 2004-HYB1, Cl A41
2.619%, 02/25/2034(A)		–		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Citigroup Mortgage Loan Trust, Ser 2004-UST1, Cl A6
3.911%, 08/25/2034(A)	$	9	$	8
Citigroup Mortgage Loan Trust, Ser 2009-10, Cl 1A1
3.195%, 09/25/2033(A)(D)		33		32
Citigroup Mortgage Loan Trust, Ser 2021-INV1, Cl A3A
2.500%, 05/25/2051(A)(D)		3,719		3,154
Citigroup Mortgage Loan Trust, Ser 2021-INV2, Cl A3A
2.500%, 05/25/2051(A)(D)		1,296		1,109
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(A)(D)		1,656		1,411
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(A)(D)		1,803		1,560
COLT Mortgage Loan Trust, Ser 2022-2, Cl A1
2.994%, 02/25/2067(C)(D)		1,865		1,755
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR2, Cl CPZ
5.067%, 08/15/2045(A)(D)		150		149
Commercial Mortgage Pass-Through Certificates, Ser 2012-CR3, Cl A3
2.822%, 10/15/2045		195		195
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR10, Cl A4
4.210%, 08/10/2046(A)		37		37
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR11, Cl A4
4.258%, 08/10/2050		4,413		4,396
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl B
4.762%, 10/10/2046(A)		190		181
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		220		214
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR12, Cl C
5.216%, 10/10/2046(A)		90		69
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR6, Cl A4
3.101%, 03/10/2046		2,879		2,870
Commercial Mortgage Pass-Through Certificates, Ser 2013-CR8, Cl A5
3.612%, 06/10/2046(A)		1,185		1,178
Commercial Mortgage Pass-Through Certificates, Ser 2013-LC13, Cl B
5.009%, 08/10/2046(A)(D)		1,150		1,138


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Commercial Mortgage Pass-Through Certificates, Ser 2013-LC6, Cl AM
3.282%, 01/10/2046	$	3,220	$	3,204
Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B
4.737%, 02/10/2047(A)		610		602
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS2, Cl XA, IO
1.235%, 03/10/2047(A)		9,482		106
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		510		498
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS4, Cl A4
3.420%, 08/10/2047		1,530		1,503
Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C
4.620%, 10/10/2048(A)		1,755		1,648
Commercial Mortgage Pass-Through Certificates, Ser 2015-CR27, Cl A3
3.349%, 10/10/2048		6,900		6,657
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC19, Cl XA, IO
1.241%, 02/10/2048(A)		14,748		291
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC23, Cl A3
3.521%, 10/10/2048		804		780
Commercial Mortgage Pass-Through Certificates, Ser 2017-PANW, Cl A
3.244%, 10/10/2029(D)		1,780		1,705
Commercial Mortgage Pass-Through Certificates, Ser 2020-CBM, Cl A2
2.896%, 02/10/2037(D)		2,230		2,095
Commercial Mortgage Pass-Through Certificates, Ser 2020-CX, Cl A
2.173%, 11/10/2046(D)		3,290		2,715
Commercial Mortgage Pass-Through Certificates, Ser COR3, Cl A2
3.961%, 05/10/2051		6,103		5,884
Commercial Mortgage Pass-Through Certificates, Ser LC19, Cl A3
2.922%, 02/10/2048		2,155		2,085
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2
3.733%, SOFR30A + 1.550%, 10/25/2041(A)(D)		1,030		996
Countrywide Alternative Loan Trust, Ser 2004-27CB, Cl A1
6.000%, 12/25/2034		355		326
Countrywide Alternative Loan Trust, Ser 2004-J6, PO
0.000%, 11/25/2031(B)		6		5


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl 2A1
6.500%, 11/25/2031	$	63	$	61
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-14, Cl 4A1
3.916%, 08/25/2034(A)		78		72
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-20, Cl A7
5.250%, 12/25/2027		79		54
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A
3.371%, ICE LIBOR USD 1 Month + 0.980%, 05/15/2036(A)(D)		7,100		7,019
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl C
3.821%, ICE LIBOR USD 1 Month + 1.430%, 05/15/2036(A)(D)		4,155		4,077
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		918		891
CSAIL Commercial Mortgage Trust, Ser 2021-C20, Cl A3
2.805%, 03/15/2054		573		504
CSAIL Commercial Mortgage Trust, Ser C16, Cl A2
3.067%, 06/15/2052		896		819
CSAIL Commercial Mortgage Trust, Ser CX9, Cl A5
3.446%, 09/15/2050		4,380		4,134
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		28		28
CSMC Trust, Ser 2014-USA, Cl A2
3.953%, 09/15/2037(D)		3,530		3,305
CSMC Trust, Ser 2014-USA, Cl B
4.185%, 09/15/2037(D)		3,900		3,597
CSMC Trust, Ser 2015-5R, Cl 1A1
1.564%, 09/27/2046(A)(D)		210		209
CSMC Trust, Ser 2016-NXSR, Cl A4
3.795%, 12/15/2049(A)		1,425		1,375
CSMC Trust, Ser 2017-RPL1, Cl A1
2.750%, 07/25/2057(A)(D)		3,924		3,795
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(A)(D)		3,011		2,749
CSMC Trust, Ser 2018-RPL9, Cl A
3.850%, 09/25/2057(A)(D)		3,431		3,311
CSMC Trust, Ser 2019-AFC1, Cl A1
2.573%, 07/25/2049(C)(D)		791		748
CSMC Trust, Ser 2019-NQM1, Cl A3
3.064%, 10/25/2059(C)(D)		1,977		1,906


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC Trust, Ser 2020-FACT, Cl A
3.741%, ICE LIBOR USD 1 Month + 1.350%, 10/15/2037(A)(D)	$	4,280	$	4,163
CSMC Trust, Ser 2021-NQM3, Cl A3
1.632%, 04/25/2066(A)(D)		1,613		1,423
CSMC Trust, Ser 2021-NQM5, Cl A1
0.938%, 05/25/2066(A)(D)		2,245		1,840
CSMC Trust, Ser 2021-NQM7, Cl A1
1.756%, 10/25/2066(A)(D)		1,327		1,153
CSMC Trust, Ser 2021-NQM8, Cl A1
1.841%, 10/25/2066(A)(D)		2,875		2,531
CSMC Trust, Ser 2021-RPL2, Cl A1
2.000%, 01/25/2060(A)(D)		824		732
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060(A)(D)		5,220		4,849
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(A)(D)		1,519		1,375
CSMC Trust, Ser 2022-ATH2, Cl A1
4.547%, 05/25/2067(A)(D)		5,944		5,830
CSMC Trust, Ser 2022-NQM1, Cl A1
2.265%, 11/25/2066(A)(D)		3,506		3,123
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl C
5.099%, 01/10/2034(A)(D)		1,020		981
DBCCRE Mortgage Trust, Ser 2014-ARCP, Cl A
4.238%, 01/10/2034(D)		2,450		2,396
DBJPM Mortgage Trust, Ser 2016-C1, Cl B
4.195%, 05/10/2049(A)		1,780		1,670
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045(D)		1,995		1,717
Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1
2.205%, 01/25/2067(A)(D)		2,844		2,618
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
3.166%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2044(A)		251		235
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(D)		2,166		1,904
Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1
2.206%, 01/25/2067(A)(D)		941		827
EQUS Mortgage Trust, Ser 2021-EQAZ, Cl B
3.491%, ICE LIBOR USD 1 Month + 1.100%, 10/15/2038(A)(D)		1,560		1,504
EQUS Mortgage Trust, Ser 2021-EQAZ, Cl A
3.146%, ICE LIBOR USD 1 Month + 0.755%, 10/15/2038(A)(D)		1,931		1,868


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048(A)(D)	$	585	$	533
First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1
3.729%, 09/25/2034(A)		27		25
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048(A)(D)		154		152
Flagstar Mortgage Trust, Ser 2021-13IN, Cl A2
3.000%, 12/30/2051(A)(D)		4,512		3,974
FNMA Connecticut Avenue Securities, Ser 2016-C02, Cl 1M2
8.444%, ICE LIBOR USD 1 Month + 6.000%, 09/25/2028(A)		1,097		1,149
FWDSecuritization Trust, Ser 2019-INV1, Cl A1
2.810%, 06/25/2049(A)(D)		545		529
GCAT Trust, Ser 2022-INV1, Cl A1
3.000%, 12/25/2051(A)(D)		2,659		2,348
Granite Point Mortgage Trust, Ser 2021-FL3, Cl A
3.627%, ICE LIBOR USD 1 Month + 1.250%, 07/16/2035(A)(D)		1,410		1,390
GS Mortgage Securities II, Ser 2018-SRP5, Cl A
4.191%, ICE LIBOR USD 1 Month + 1.800%, 09/15/2031(A)(D)		3,469		2,984
GS Mortgage Securities II, Ser 2018-SRP5, Cl B
5.391%, ICE LIBOR USD 1 Month + 3.000%, 09/15/2031(A)(D)		3,469		2,749
GS Mortgage Securities II, Ser 2021-ARDN, Cl B
4.041%, ICE LIBOR USD 1 Month + 1.650%, 11/15/2036(A)(D)		3,062		2,937
GS Mortgage Securities Trust, Ser 2013-GC14, Cl A5
4.243%, 08/10/2046		993		990
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B
5.161%, 11/10/2046(A)		390		385
GS Mortgage Securities Trust, Ser 2014-GC18, Cl A4
4.074%, 01/10/2047		2,005		1,987
GS Mortgage Securities Trust, Ser 2017-SLP, Cl C
3.924%, 10/10/2032(D)		4,610		4,587
GS Mortgage Securities Trust, Ser 2020-GC47, Cl A5
2.377%, 05/12/2053		745		645


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2020-GSA2, Cl A4
1.721%, 12/12/2053	$	2,606	$	2,133
GS Mortgage Securities Trust, Ser 2021-ROSS, Cl A
3.542%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2026(A)(D)		1,000		959
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(D)		3,278		3,206
GS Mortgage-Backed Securities Trust, Ser 2021-RPL1, Cl A2
2.000%, 12/25/2060(A)(D)		1,111		968
GS Mortgage-Backed Securities Trust, Ser 2022-PJ2, Cl A24
3.000%, 06/25/2052(A)(D)		2,264		2,115
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027(A)(D)		1		1
GSMPS Mortgage Loan Trust, Ser 2005-RP3, Cl 1AS, IO
1.873%, 09/25/2035(A)(D)		152		4
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		29		29
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		5		6
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1C
3.268%, ICE LIBOR USD 1 Month + 0.900%, 06/20/2035(A)		1,035		959
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A
3.228%, 07/10/2039(D)		1,900		1,710
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A
3.041%, 12/10/2041(A)(D)		1,995		1,769
Impac CMB Trust, Ser 2005-4, Cl 2A1
3.044%, ICE LIBOR USD 1 Month + 0.300%, 05/25/2035(A)		79		72
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust, Ser 2010-1, Cl A1
5.314%, 01/25/2051(D)		1,381		1,344
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2
3.304%, ICE LIBOR USD 1 Month + 0.860%, 09/25/2034(A)		9		8


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A
3.244%, ICE LIBOR USD 1 Month + 0.800%, 11/25/2034(A)	$	16	$	14
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C12, Cl A5
3.664%, 07/15/2045		1,429		1,418
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl AS
4.420%, 11/15/2045		1,840		1,822
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl A4
4.199%, 01/15/2047		505		502
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
5.049%, 01/15/2047(A)		230		226
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl AS
3.997%, 08/15/2047		2,730		2,659
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.702%, 09/15/2047(A)		750		682
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		579		568
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		3,354		3,225
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%, 07/15/2048		1,410		1,379
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl B
4.009%, 03/15/2050(A)		1,740		1,544
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-C16, Cl A4
4.166%, 12/15/2046		2,143		2,121
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2006-CB15, Cl X1, IO
0.448%, 06/12/2043(A)		919		–
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl A4
2.822%, 08/15/2049		1,400		1,314
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP4, Cl A3
3.393%, 12/15/2049		485		463
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-BCON, Cl B
3.881%, 01/05/2031(A)(D)		2,415		2,396


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039(D)	$	2,000	$	1,817
JPMorgan Chase Commercial Mortgage Securities Trust, Ser ACB, Cl A
3.283%, SOFR30A + 1.400%, 03/15/2039(A)(D)		1,550		1,533
JPMorgan Mortgage Trust, Ser 2004-A3, Cl SF3
2.653%, 06/25/2034(A)		190		181
JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4
3.037%, 02/25/2035(A)		44		43
JPMorgan Mortgage Trust, Ser 2005-A2, Cl 5A2
2.542%, 04/25/2035(A)		10		10
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
3.652%, 08/25/2034(A)		66		66
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
2.678%, 11/25/2033(A)		55		54
JPMorgan Mortgage Trust, Ser 2017-5, Cl A2
3.079%, 10/26/2048(A)(D)		3,230		3,135
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1
3.500%, 09/25/2048(A)(D)		389		360
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048(A)(D)		303		282
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(A)(D)		378		351
JPMorgan Mortgage Trust, Ser 2019-LTV3, Cl B2
4.389%, 03/25/2050(A)(D)		945		867
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A
3.000%, 06/25/2050(A)(D)		382		350
JPMorgan Mortgage Trust, Ser 2021-10, Cl A3
2.500%, 12/25/2051(A)(D)		9,119		7,639
JPMorgan Mortgage Trust, Ser 2021-11, Cl A3
2.500%, 01/25/2052(A)(D)		1,955		1,660
JPMorgan Mortgage Trust, Ser 2021-14, Cl A3
2.500%, 05/25/2052(A)(D)		11,568		9,824
JPMorgan Mortgage Trust, Ser 2021-3, Cl A3
2.500%, 07/25/2051(A)(D)		1,339		1,137


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2021-INV2, Cl A2
2.500%, 12/25/2051(A)(D)	$	3,878	$	3,325
JPMorgan Mortgage Trust, Ser 2022-1, Cl A3
2.500%, 07/25/2052(A)(D)		10,522		8,936
JPMorgan Mortgage Trust, Ser 2022-3, Cl A2
3.000%, 08/25/2052(A)(D)		4,843		4,272
Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A
2.130%, 09/10/2039(D)		2,300		2,023
MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A
3.704%, 11/21/2034(A)		762		741
MASTR Alternative Loans Trust, Ser 2004-4, Cl 1A1
5.500%, 05/25/2034		175		168
MASTR Alternative Loans Trust, Ser 2006-3, Cl 1A3
6.250%, 07/25/2036		164		104
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034(D)		1,127		787
MASTR Reperforming Loan Trust, Ser 2005-2, Cl 1A1F
2.794%, ICE LIBOR USD 1 Month + 0.350%, 05/25/2035(A)(D)		201		110
MASTR Resecuritization Trust, Ser 2005-PO, Cl 3, PO
0.000%, 05/28/2035(B)(D)		6		5
MASTR Seasoned Securitization Trust, Ser 2004-1, Cl 4A1
3.737%, 10/25/2032(A)		2		2
MASTR Seasoned Securitization Trust, Ser 2005-1, Cl 4A1
3.940%, 10/25/2032(A)		21		21
Med Trust, Ser 2021-MDLN, Cl A
3.342%, ICE LIBOR USD 1 Month + 0.950%, 11/15/2038(A)(D)		3,109		3,006
Mello Warehouse Securitization Trust, Ser 2021-1, Cl A
3.144%, ICE LIBOR USD 1 Month + 0.700%, 02/25/2055(A)(D)		663		648
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
3.194%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(A)(D)		1,839		1,796
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
3.003%, 07/25/2033(A)		27		25


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1
2.709%, 12/25/2034(A)	$	55	$	53
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 2A1
2.336%, 02/25/2034(A)		20		19
Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2
3.449%, 08/25/2034(A)		31		30
Merrill Lynch Mortgage Investors Trust, Ser 2004-D, Cl A2
4.286%, ICE LIBOR USD 6 Month + 0.720%, 09/25/2029(A)		43		41
Merrill Lynch Mortgage Investors Trust, Ser 2006-1, Cl 1A
2.850%, 02/25/2036(A)		16		15
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(A)(D)		771		683
MFA Trust, Ser 2021-RPL1, Cl A1
1.131%, 07/25/2060(A)(D)		1,132		1,026
MFA Trust, Ser 2022-NQM2, Cl A1
4.000%, 05/25/2067(C)(D)		1,976		1,908
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1
3.250%, 10/25/2069(A)(D)		1,977		1,901
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(A)(D)		1,674		1,573
MKT Mortgage Trust, Ser 2020-525M, Cl A
2.694%, 02/12/2040(D)		1,655		1,383
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
1.095%, 11/15/2049(A)		13,612		419
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
4.041%, ICE LIBOR USD 1 Month + 1.650%, 05/15/2036(A)(D)		2,657		2,586
Morgan Stanley Capital I Trust, Ser 2020-HR8, Cl A3
1.790%, 07/15/2053		1,356		1,122
Morgan Stanley Capital I Trust, Ser 2020-L4, Cl ASB
2.624%, 02/15/2053		3,930		3,610
Morgan Stanley Capital I Trust, Ser L8, Cl AS
3.922%, 04/15/2055(A)		1,210		1,099
Morgan Stanley Capital I Trust, Ser L8, Cl A5
3.922%, 04/15/2055(A)		785		743
Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A
5.647%, 04/25/2034(A)		71		69


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3
2.500%, 05/25/2051(A)(D)	$	10,283	$	8,733
Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85
2.713%, ICE LIBOR USD 1 Month + 0.340%, 04/16/2036(A)(D)		2,727		2,558
MSBAM Commercial Mortgage Securities Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030(D)		150		143
MSCG Trust, Ser 2015-ALDR, Cl A2
3.577%, 06/07/2035(A)(D)		3,115		2,898
MSCG Trust, Ser 2021-ILP, Cl A
3.170%, ICE LIBOR USD 1 Month + 0.778%, 11/15/2023(A)(D)		5,925		5,701
New Residential Mortgage Loan Trust, Ser 2015-2A, Cl A1
3.750%, 08/25/2055(A)(D)		1,167		1,111
New Residential Mortgage Loan Trust, Ser 2017-4A, Cl A1
4.000%, 05/25/2057(A)(D)		2,003		1,937
New Residential Mortgage Loan Trust, Ser 2019-4A, Cl A1B
3.500%, 12/25/2058(A)(D)		1,687		1,620
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl A1B
3.500%, 09/25/2059(A)(D)		2,205		2,106
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1
4.000%, 09/25/2059(A)(D)		1,525		1,451
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(D)		291		279
New Residential Mortgage Loan Trust, Ser 2019-RPL3, Cl A1
2.750%, 07/25/2059(A)(D)		623		593
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(D)		858		759
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1
5.000%, 06/25/2062(C)(D)		1,257		1,250
New York Mortgage Trust, Ser 2006-1, Cl 2A2
2.920%, 05/25/2036(A)		48		42
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A
3.194%, ICE LIBOR USD 1 Month + 0.750%, 05/25/2055(A)(D)		4,623		4,555
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059(A)(D)		58		55


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
OBX Trust, Ser 2020-EXP1, Cl 2A1A
3.194%, ICE LIBOR USD 1 Month + 0.750%, 02/25/2060(A)(D)	$	1	$	1
OBX Trust, Ser 2020-EXP3, Cl 2A1A
3.344%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2060(A)(D)		123		123
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(D)		826		712
OBX Trust, Ser 2021-NQM3, Cl A1
1.054%, 07/25/2061(A)(D)		1,171		964
OBX Trust, Ser 2022-NQM1, Cl A1
2.305%, 11/25/2061(A)(D)		6,810		6,163
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054(D)		2,490		2,133
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1
1.957%, 10/25/2061(A)(D)		1,018		884
OPG Trust, Ser PORT, Cl A
2.875%, ICE LIBOR USD 1 Month + 0.484%, 10/15/2036(A)(D)		3,080		2,937
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		21		21
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034(B)		4		3
PRKCM Trust, Ser 2021-AFC1, Cl A1
1.510%, 08/25/2056(A)(D)		1,287		1,114
PRKCM Trust, Ser 2021-AFC2, Cl A1
2.071%, 11/25/2056(A)(D)		964		816
RALI Trust, Ser 2005-QO2, Cl A1
2.219%, 12 Month Treas Avg + 1.360%, 09/25/2045(A)		205		185
RALI Trust, Ser 2005-QO5, Cl A1
1.859%, 12 Month Treas Avg + 1.000%, 01/25/2046(A)		301		263
RAMP Trust, Ser 2004-SL1, Cl A7
7.000%, 11/25/2031		25		22
Rate Mortgage Trust, Ser 2021-HB1, Cl A1
2.500%, 12/25/2051(A)(D)		5,371		4,582
Rate Mortgage Trust, Ser 2021-J1, Cl A7
2.500%, 07/25/2051(A)(D)		907		816
Rate Mortgage Trust, Ser 2021-J1, Cl A1
2.500%, 07/25/2051(A)(D)		1,091		927
Rate Mortgage Trust, Ser 2021-J4, Cl A7
2.500%, 11/25/2051(A)(D)		12,296		11,067
Rate Mortgage Trust, Ser 2022-J1, Cl A7
3.000%, 01/25/2052(A)(D)		2,375		2,095
RBS Commercial Funding Trust, Ser 2013-GSP, Cl A
3.961%, 01/15/2032(A)(D)		670		653


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.871%, 12/25/2034(A)	$	191	$	172
Residential Mortgage Loan Trust, Ser 2020-2, Cl A1
1.654%, 05/25/2060(A)(D)		818		806
Rocket Mortgage Trust, Ser 2021-3, Cl A1
2.500%, 07/25/2051(A)(D)		1,325		1,127
Rocket Mortgage Trust, Ser 2022-2, Cl A2
2.500%, 02/25/2052(A)(D)		1,641		1,386
Sequoia Mortgage Trust, Ser 2004-12, Cl A3
3.068%, ICE LIBOR USD 6 Month + 0.320%, 01/20/2035(A)		97		91
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B
4.995%, 10/25/2048(A)(D)		2,335		2,164
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043(A)(D)		115		91
SG Residential Mortgage Trust, Ser 2022-1, Cl A1
3.166%, 03/27/2062(A)(D)		3,955		3,695
SMRT, Ser 2022-MINI, Cl A
3.308%, TSFR1M + 1.000%, 01/15/2039(A)(D)		7,460		7,250
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(A)(D)		678		632
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(A)(D)		110		110
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(A)(D)		523		507
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055(A)(D)		476		441
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1
1.162%, 08/25/2056(A)(D)		1,723		1,521
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-19XS, Cl 1A1
2.764%, ICE LIBOR USD 1 Month + 0.320%, 10/25/2035(A)		751		702
Structured Asset Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1
3.026%, ICE LIBOR USD 1 Month + 0.660%, 10/19/2034(A)		48		46
Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1
2.846%, ICE LIBOR USD 1 Month + 0.480%, 04/19/2035(A)		921		861


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Structured Asset Securities, Ser 2003-31A, Cl 2A7
2.856%, 10/25/2033(A)	$	1,026	$	1,010
Structured Asset Securities, Ser 2003-37A, Cl 2A
2.579%, 12/25/2033(A)		30		29
Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1
3.084%, ICE LIBOR USD 1 Month + 0.640%, 09/25/2043(A)		94		91
Towd Point Mortgage Trust, Ser 2017-4, Cl B2
3.426%, 06/25/2057(A)(D)		1,860		1,577
Towd Point Mortgage Trust, Ser 2018-2, Cl A1
3.250%, 03/25/2058(A)(D)		591		579
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059(A)(D)		1,452		1,395
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063(A)(D)		1,756		1,684
Towd Point Mortgage Trust, Ser 2021-1, Cl A1
2.250%, 11/25/2061(A)(D)		1,376		1,261
UBS Commercial Mortgage Trust, Ser 2018-C11, Cl B
4.713%, 06/15/2051(A)		1,750		1,642
UBS Commercial Mortgage Trust, Ser C4, Cl A3
3.301%, 10/15/2050		858		810
UBS Commercial Mortgage Trust, Ser C7, Cl A3
3.418%, 12/15/2050		845		799
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059(C)(D)		542		532
Verus Securitization Trust, Ser 2019-INV2, Cl A1
2.913%, 07/25/2059(A)(D)		292		291
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059(A)(D)		745		724
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060(A)(D)		443		436
Verus Securitization Trust, Ser 2020-5, Cl A1
1.218%, 05/25/2065(C)(D)		241		227
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(A)(D)		848		759
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(A)(D)		1,664		1,472
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066(A)(D)		1,224		1,085


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066(A)(D)	$	1,538	$	1,299
Verus Securitization Trust, Ser 2021-5, Cl A1
1.013%, 09/25/2066(A)(D)		5,303		4,642
Verus Securitization Trust, Ser 2021-7, Cl A1
1.829%, 10/25/2066(A)(D)		2,268		2,015
Verus Securitization Trust, Ser 2021-8, Cl A1
1.824%, 11/25/2066(A)(D)		1,639		1,455
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(A)(D)		736		690
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(A)(D)		802		759
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055(D)		538		517
VNDO Mortgage Trust, Ser 2016-350P, Cl A
3.805%, 01/10/2035(D)		1,210		1,135
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
2.533%, 10/25/2033(A)		41		40
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1
3.453%, 06/25/2033(A)		36		34
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
3.805%, 08/25/2033(A)		39		37
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
3.195%, 09/25/2033(A)		85		81
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
10.742%, 06/25/2033(A)		7		7
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		129		126
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
3.098%, 06/25/2034(A)		26		24
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6
3.468%, 06/25/2034(A)		2,289		2,212
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR7, Cl A6
3.467%, 07/25/2034(A)		2,726		2,621
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
2.964%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(A)		5,873		5,374


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1
2.984%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2045(A)	$	3,299	$	3,162
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR1, Cl 1A1B
1.929%, 12 Month Treas Avg + 1.070%, 01/25/2046(A)		1,077		834
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR14, Cl 1A4
2.594%, 11/25/2036(A)		66		61
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 1A1B
1.454%, 12 Month Treas Avg + 0.810%, 12/25/2046(A)		97		84
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A
2.144%, 12 Month Treas Avg + 1.500%, 12/25/2046(A)		141		135
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO
5.500%, 05/25/2035		131		21
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS8, Cl 1P, PO
0.000%, 05/25/2033(B)		3		2
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS9, Cl 2P, PO
0.000%, 04/25/2033(B)		20		18
Wells Fargo Commercial Mortgage Trust, Ser C62, Cl A4
4.000%, 04/15/2055(A)		1,695		1,613
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1
4.077%, 08/25/2035(A)		17		16
WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl XA, IO
1.217%, 03/15/2048(A)(D)		5,215		11
WFRBS Commercial Mortgage Trust, Ser 2013-C12, Cl C
4.455%, 03/15/2048(A)		490		484
WFRBS Commercial Mortgage Trust, Ser 2013-C15, Cl A4
4.153%, 08/15/2046(A)		150		149
WFRBS Commercial Mortgage Trust, Ser 2013-C17, Cl A4
4.023%, 12/15/2046		120		119
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl XA, IO
1.140%, 03/15/2047(A)		3,567		33


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/2047(A)	$	210	$	204
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047(A)		2,180		2,078
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl XA, IO
1.166%, 08/15/2047(A)		10,866		159
WFRBS Commercial Mortgage Trust, Ser 2014-C22, Cl B
4.371%, 09/15/2057(A)		970		944
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO
0.702%, 10/15/2057(A)		4,155		37
WFRBS Commercial Mortgage Trust, Ser 2014-C24, Cl AS
3.931%, 11/15/2047		1,330		1,287


				541,256
Total Mortgage-Backed Securities
(Cost $3,101,384) ($ Thousands)				2,943,526



CORPORATE OBLIGATIONS — 30.3%
Communication Services — 3.2%
Alphabet
2.050%, 08/15/2050		240		158
1.900%, 08/15/2040		390		275
1.100%, 08/15/2030		400		326
0.800%, 08/15/2027		350		306
0.450%, 08/15/2025		180		164
AT&T
5.550%, 08/15/2041		240		242
5.350%, 09/01/2040		230		225
5.250%, 03/01/2037		3,910		3,910
4.850%, 03/01/2039		414		387
4.750%, 05/15/2046		1,335		1,238
4.500%, 05/15/2035		2,740		2,573
4.500%, 03/09/2048		195		171
4.350%, 03/01/2029		550		537
4.350%, 06/15/2045		1,082		933
3.800%, 12/01/2057		9,664		7,315
3.650%, 06/01/2051		602		461
3.650%, 09/15/2059		1,804		1,308
3.550%, 09/15/2055		1,208		884
3.500%, 06/01/2041		803		633
3.500%, 09/15/2053		3,576		2,636
3.300%, 02/01/2052		210		151
2.550%, 12/01/2033		7,713		6,145
2.300%, 06/01/2027		1,200		1,092


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.250%, 02/01/2032	$	3,070	$	2,477
1.700%, 03/25/2026		6,243		5,699
1.650%, 02/01/2028		4,440		3,814
Charter Communications Operating LLC / Charter Communications Operating Capital
6.484%, 10/23/2045		110		105
6.384%, 10/23/2035		170		168
5.750%, 04/01/2048		2,710		2,411
5.500%, 04/01/2063		580		485
5.375%, 04/01/2038		1,480		1,298
5.375%, 05/01/2047		350		298
5.250%, 04/01/2053		1,485		1,242
5.125%, 07/01/2049		310		252
5.050%, 03/30/2029		2,530		2,436
4.908%, 07/23/2025		970		967
4.800%, 03/01/2050		3,210		2,520
4.400%, 04/01/2033		2,040		1,803
4.200%, 03/15/2028		980		924
3.900%, 06/01/2052		450		305
3.750%, 02/15/2028		681		631
3.500%, 06/01/2041		430		298
3.500%, 03/01/2042		2,422		1,673
2.300%, 02/01/2032		2,000		1,521
Comcast
7.050%, 03/15/2033		50		59
4.950%, 10/15/2058		120		118
4.400%, 08/15/2035		3,525		3,401
4.250%, 10/15/2030		1,320		1,298
4.250%, 01/15/2033		360		349
4.200%, 08/15/2034		570		545
4.150%, 10/15/2028		3,480		3,450
4.049%, 11/01/2052		3,300		2,834
4.000%, 03/01/2048		110		94
3.999%, 11/01/2049		120		103
3.969%, 11/01/2047		2,490		2,139
3.950%, 10/15/2025		1,110		1,108
3.750%, 04/01/2040		380		330
3.450%, 02/01/2050		280		221
3.400%, 04/01/2030		1,180		1,102
3.400%, 07/15/2046		60		47
3.300%, 04/01/2027		310		300
3.250%, 11/01/2039		250		204
3.150%, 03/01/2026		800		779
2.937%, 11/01/2056		844		572
2.887%, 11/01/2051		690		486
2.800%, 01/15/2051		470		325
1.500%, 02/15/2031		5,940		4,771
Comcast Cable Communications Holdings
9.455%, 11/15/2022		240		243
Cox Communications
4.800%, 02/01/2035 (D)		1,665		1,559


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.600%, 06/15/2031 (D)	$	1,660	$	1,382
Cox Enterprises
7.375%, 07/15/2027 (D)		2,895		3,138
Fox
5.476%, 01/25/2039		270		265
4.709%, 01/25/2029		210		208
3.500%, 04/08/2030		560		508
Level 3 Financing
3.875%, 11/15/2029 (D)		6,120		5,192
3.400%, 03/01/2027 (D)		895		794
Magallanes
5.391%, 03/15/2062 (D)		1,873		1,503
5.141%, 03/15/2052 (D)		17,985		14,395
5.050%, 03/15/2042 (D)		7,433		6,077
4.279%, 03/15/2032 (D)		5,085		4,431
4.054%, 03/15/2029 (D)		2,980		2,714
3.755%, 03/15/2027 (D)		2,651		2,476
3.638%, 03/15/2025 (D)		1,500		1,448
Meta Platforms
4.650%, 08/15/2062 (D)		629		567
3.850%, 08/15/2032 (D)		2,360		2,219
Netflix
5.875%, 11/15/2028		1,434		1,450
5.375%, 11/15/2029 (D)		1,047		1,031
NTT Finance
1.162%, 04/03/2026 (D)		4,810		4,315
Paramount Global
6.875%, 04/30/2036		1,175		1,208
5.900%, 10/15/2040		840		775
4.750%, 05/15/2025		1,164		1,173
Rogers Communications
4.550%, 03/15/2052 (D)		930		816
4.100%, 10/01/2023		133		133
SES GLOBAL Americas Holdings GP
5.300%, 03/25/2044 (D)		2,000		1,701
Sprint Capital
8.750%, 03/15/2032		200		241
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
5.152%, 03/20/2028 (D)		10,500		10,565
4.738%, 03/20/2025 (D)		3,912		3,926
Take-Two Interactive Software
4.000%, 04/14/2032		1,625		1,499
Telefonica Emisiones
4.103%, 03/08/2027		150		145
Tencent Holdings MTN
3.840%, 04/22/2051 (D)		2,320		1,721
3.595%, 01/19/2028 (D)		2,040		1,910
Time Warner Cable LLC
7.300%, 07/01/2038		100		103
6.750%, 06/15/2039		170		165
6.550%, 05/01/2037		280		275


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.875%, 11/15/2040	$	3,755	$	3,364
5.500%, 09/01/2041		4,882		4,192
Time Warner Entertainment
8.375%, 07/15/2033		1,380		1,589
T-Mobile USA
4.500%, 04/15/2050		1,610		1,405
4.375%, 04/15/2040		2,770		2,443
3.875%, 04/15/2030		5,865		5,421
3.750%, 04/15/2027		4,608		4,419
3.500%, 04/15/2025		720		703
3.500%, 04/15/2031		223		197
3.400%, 10/15/2052		3,585		2,589
3.375%, 04/15/2029		3,976		3,582
3.300%, 02/15/2051		210		150
3.000%, 02/15/2041		480		351
2.875%, 02/15/2031		340		287
2.700%, 03/15/2032		2,680		2,233
2.550%, 02/15/2031		2,945		2,451
2.250%, 02/15/2026		3,398		3,122
2.250%, 11/15/2031		790		634
Verizon Communications
5.500%, 03/16/2047		100		104
5.250%, 03/16/2037		1,100		1,118
4.862%, 08/21/2046		270		263
4.500%, 08/10/2033		700		674
4.400%, 11/01/2034		5,360		5,070
4.329%, 09/21/2028		3,074		3,034
4.125%, 03/16/2027		330		328
4.125%, 08/15/2046		430		373
4.016%, 12/03/2029		1,337		1,283
4.000%, 03/22/2050		1,330		1,132
3.850%, 11/01/2042		1,750		1,485
3.700%, 03/22/2061		1,290		995
3.550%, 03/22/2051		3,759		2,954
3.400%, 03/22/2041		240		193
3.150%, 03/22/2030		580		519
3.000%, 03/22/2027		220		208
2.875%, 11/20/2050		1,110		764
2.650%, 11/20/2040		4,720		3,407
2.625%, 08/15/2026		940		886
2.550%, 03/21/2031		4,500		3,803
2.355%, 03/15/2032		4,747		3,894
2.100%, 03/22/2028		700		619
1.750%, 01/20/2031		1,640		1,300
Vodafone Group PLC
5.250%, 05/30/2048		2,370		2,188
5.000%, 05/30/2038		375		356
4.875%, 06/19/2049		3,011		2,679
4.375%, 05/30/2028		1,010		998
4.250%, 09/17/2050		298		244
Walt Disney
8.875%, 04/26/2023		150		155


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.650%, 11/15/2037	$	260	$	308
6.200%, 12/15/2034		265		300
4.625%, 03/23/2040		2,385		2,346
3.500%, 05/13/2040		1,460		1,244

				254,659

Consumer Discretionary — 1.1%
7-Eleven
0.625%, 02/10/2023 (D)		3,555		3,502
Alimentation Couche-Tard
3.550%, 07/26/2027 (D)		2,200		2,064
Amazon.com
4.950%, 12/05/2044		600		627
4.800%, 12/05/2034		187		197
4.250%, 08/22/2057		160		150
4.050%, 08/22/2047		570		529
3.875%, 08/22/2037		6,300		5,912
3.600%, 04/13/2032		2,951		2,829
3.450%, 04/13/2029		1,675		1,620
3.300%, 04/13/2027		260		254
3.150%, 08/22/2027		160		154
3.100%, 05/12/2051		2,210		1,722
2.875%, 05/12/2041		523		417
2.500%, 06/03/2050		1,601		1,114
2.100%, 05/12/2031		1,784		1,535
1.500%, 06/03/2030		540		449
1.200%, 06/03/2027		1,090		968
0.800%, 06/03/2025		880		813
American Honda Finance MTN
2.000%, 03/24/2028		725		644
AutoNation
4.750%, 06/01/2030		1,312		1,228
BMW US Capital LLC
3.800%, 04/06/2023 (D)		1,060		1,061
Comcast
4.000%, 08/15/2047		170		147
Daimler Finance North America LLC
2.700%, 06/14/2024 (D)		990		964
Dollar General
3.250%, 04/15/2023		70		70
Ford Motor
4.750%, 01/15/2043		160		120
Ford Motor Credit LLC
3.625%, 06/17/2031		1,225		992
3.096%, 05/04/2023		200		197
2.900%, 02/10/2029		1,317		1,066
2.700%, 08/10/2026		2,787		2,414
General Motors
6.600%, 04/01/2036		70		71
6.250%, 10/02/2043		940		906
5.600%, 10/15/2032		1,890		1,809
5.400%, 10/15/2029		1,967		1,919


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.150%, 04/01/2038	$	150	$	132
General Motors Financial
5.000%, 04/09/2027		925		912
4.350%, 01/17/2027		180		174
3.100%, 01/12/2032		1,089		879
Home Depot
3.900%, 12/06/2028		80		79
3.900%, 06/15/2047		100		88
3.625%, 04/15/2052		746		626
3.350%, 04/15/2050		800		637
3.300%, 04/15/2040		850		711
3.250%, 04/15/2032		1,875		1,730
3.125%, 12/15/2049		1,453		1,115
2.700%, 04/15/2030		480		432
2.500%, 04/15/2027		430		406
2.375%, 03/15/2051		1,199		787
Hyatt Hotels
1.800%, 10/01/2024		2,515		2,391
Hyundai Capital America MTN
2.000%, 06/15/2028 (D)		746		619
1.300%, 01/08/2026 (D)		1,582		1,400
0.800%, 01/08/2024 (D)		660		627
Las Vegas Sands
3.200%, 08/08/2024		1,480		1,401
2.900%, 06/25/2025		140		129
Lowe's
5.000%, 04/15/2040		1,690		1,636
4.500%, 04/15/2030		320		315
4.250%, 04/01/2052		1,574		1,341
2.500%, 04/15/2026		260		247
1.700%, 09/15/2028		900		771
Marriott International /Maryland
4.625%, 06/15/2030		3,121		2,981
3.500%, 10/15/2032		1,129		966
2.850%, 04/15/2031		1,000		833
McDonald's MTN
4.875%, 12/09/2045		670		656
4.200%, 04/01/2050		3,055		2,704
3.800%, 04/01/2028		250		245
3.700%, 01/30/2026		1,065		1,055
3.625%, 09/01/2049		1,578		1,278
3.600%, 07/01/2030		460		436
3.500%, 03/01/2027		180		177
3.500%, 07/01/2027		510		495
3.300%, 07/01/2025		480		472
2.125%, 03/01/2030		420		360
1.450%, 09/01/2025		850		791
Mercedes-Benz Finance North America LLC
0.750%, 03/01/2024 (D)		3,010		2,861
Newell Brands
4.450%, 04/01/2026		560		527
4.100%, 04/01/2023		376		374


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NIKE
3.375%, 03/27/2050	$	20	$	17
3.250%, 03/27/2040		330		280
2.850%, 03/27/2030		650		597
2.750%, 03/27/2027		640		612
2.400%, 03/27/2025		400		387
QVC
4.850%, 04/01/2024		735		707
Sands China
5.625%, 08/08/2025		810		738
Starbucks
3.500%, 11/15/2050		1,780		1,370
3.350%, 03/12/2050		250		187
Target
2.950%, 01/15/2052		2,059		1,548
2.250%, 04/15/2025		710		682
Volkswagen Group of America Finance LLC
1.250%, 11/24/2025 (D)		2,520		2,272
0.875%, 11/22/2023 (D)		2,420		2,323

				86,980

Consumer Staples — 2.2%
Adani International Container Terminal PVT
3.000%, 02/16/2031 (D)		599		483
Aetna
3.875%, 08/15/2047		360		293
2.800%, 06/15/2023		3,648		3,615
Alcon Finance
3.000%, 09/23/2029 (D)		3,845		3,411
Altria Group
5.950%, 02/14/2049		380		341
5.800%, 02/14/2039		1,065		985
4.800%, 02/14/2029		11		11
4.400%, 02/14/2026		203		202
3.400%, 02/04/2041		970		656
2.450%, 02/04/2032		2,750		2,078
2.350%, 05/06/2025		180		171
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046		9,269		8,800
4.700%, 02/01/2036		2,121		2,052
3.650%, 02/01/2026		1,978		1,944
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		1,830		1,903
5.450%, 01/23/2039		1,150		1,186
4.750%, 01/23/2029		1,890		1,929
4.600%, 04/15/2048		4,170		3,782
4.500%, 06/01/2050		1,860		1,686
4.375%, 04/15/2038		2,286		2,111
4.350%, 06/01/2040		970		882
4.000%, 04/13/2028		310		306
3.750%, 07/15/2042		684		563


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 06/01/2030	$	300	$	282
Bacardi
4.450%, 05/15/2025 (D)		3,780		3,714
BAT Capital
5.650%, 03/16/2052		3,525		2,990
4.700%, 04/02/2027		500		487
4.540%, 08/15/2047		4,705		3,434
4.390%, 08/15/2037		1,078		853
3.984%, 09/25/2050		1,035		704
3.557%, 08/15/2027		6,295		5,783
2.726%, 03/25/2031		1,495		1,196
2.259%, 03/25/2028		795		671
Bayer US Finance II LLC
4.375%, 12/15/2028 (D)		4,673		4,492
4.250%, 12/15/2025 (D)		1,490		1,466
Bayer US Finance LLC
3.375%, 10/08/2024 (D)		1,475		1,445
Bunge Finance
1.630%, 08/17/2025		1,305		1,211
Cargill
1.375%, 07/23/2023 (D)		690		676
Coca-Cola
3.375%, 03/25/2027		330		326
2.600%, 06/01/2050		200		146
2.500%, 06/01/2040		310		239
1.450%, 06/01/2027 (E)		630		569
CommonSpirit Health
3.347%, 10/01/2029		1,025		916
2.782%, 10/01/2030		1,930		1,616
Constellation Brands
4.750%, 05/09/2032		905		892
4.400%, 11/15/2025		775		776
4.350%, 05/09/2027		600		598
3.600%, 05/09/2024		420		416
2.250%, 08/01/2031		130		106
Costco Wholesale
1.750%, 04/20/2032 (E)		560		461
1.375%, 06/20/2027		1,220		1,094
CSL Finance PLC
4.750%, 04/27/2052 (D)		1,414		1,360
4.050%, 04/27/2029 (D)		754		732
3.850%, 04/27/2027 (D)		376		371
CVS Pass-Through Trust
6.036%, 12/10/2028		1,195		1,224
5.926%, 01/10/2034 (D)		135		136
5.880%, 01/10/2028		74		75
5.789%, 01/10/2026 (D)		486		494
Danone
2.947%, 11/02/2026 (D)		450		430
2.589%, 11/02/2023 (D)		1,580		1,554
DP World MTN
5.625%, 09/25/2048 (D)		2,790		2,751


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fresenius Medical Care US Finance III
1.875%, 12/01/2026 (D)	$	2,440	$	2,095
GSK Consumer Healthcare Capital US LLC
4.000%, 03/24/2052 (D)		2,091		1,700
3.625%, 03/24/2032 (D)		7,984		7,119
3.375%, 03/24/2027 (D)		2,591		2,432
3.375%, 03/24/2029 (D)		2,173		1,974
Hershey
0.900%, 06/01/2025		210		195
Imperial Brands Finance PLC
4.250%, 07/21/2025 (D)		3,165		3,097
3.500%, 02/11/2023 (D)		1,450		1,449
JBS USA LUX/ JBS USA Food/ JBS USA Finance
6.500%, 12/01/2052 (D)		2,020		2,125
3.750%, 12/01/2031 (D)		670		587
3.000%, 02/02/2029 (D)		2,235		1,942
3.000%, 05/15/2032 (D)		2,765		2,285
Keurig Dr Pepper
4.417%, 05/25/2025		91		92
Kimberly-Clark
3.100%, 03/26/2030		200		186
Kraft Heinz Foods
5.000%, 06/04/2042		1,585		1,477
4.875%, 10/01/2049		3,945		3,579
3.000%, 06/01/2026		583		552
Kroger
4.450%, 02/01/2047		275		250
Mondelez International
1.500%, 05/04/2025		1,070		1,001
Mondelez International Holdings Netherlands BV
2.125%, 09/19/2022 (D)		450		450
PepsiCo
3.900%, 07/18/2032		1,730		1,695
2.875%, 10/15/2049		250		195
2.625%, 03/19/2027		80		76
2.250%, 03/19/2025		80		77
1.625%, 05/01/2030		30		25
0.750%, 05/01/2023		820		806
Philip Morris International
2.500%, 11/02/2022		1,250		1,248
2.100%, 05/01/2030		460		370
1.125%, 05/01/2023		410		403
Procter & Gamble
3.100%, 08/15/2023		140		139
3.000%, 03/25/2030		380		358
2.800%, 03/25/2027		130		125
Reckitt Benckiser Treasury Services PLC
2.750%, 06/26/2024 (D)		3,675		3,589
Reynolds American
8.125%, 05/01/2040		1,060		1,148


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.250%, 06/15/2037	$	745	$	766
6.150%, 09/15/2043		480		443
5.850%, 08/15/2045		4,055		3,426
Roche Holdings
2.076%, 12/13/2031 (D)		2,784		2,345
Shire Acquisitions Investments Ireland
2.875%, 09/23/2023		1,955		1,929
Smith & Nephew PLC
2.032%, 10/14/2030		1,245		986
Takeda Pharmaceutical
5.000%, 11/26/2028		980		993
4.400%, 11/26/2023		4,309		4,316
2.050%, 03/31/2030		2,118		1,771
Trustees of the University of Pennsylvania
3.610%, 02/15/2119		43		31
Viterra Finance BV
5.250%, 04/21/2032 (D)		2,460		2,241
4.900%, 04/21/2027 (D)		996		956
3.200%, 04/21/2031 (D)		356		279
Walmart
3.300%, 04/22/2024		175		174
2.375%, 09/24/2029		100		90
1.800%, 09/22/2031		200		168
1.500%, 09/22/2028		290		254

				152,085

Energy — 2.4%
Aker BP
4.000%, 01/15/2031 (D)		924		834
3.750%, 01/15/2030 (D)		540		485
3.100%, 07/15/2031 (D)		2,318		1,950
2.000%, 07/15/2026 (D)		1,991		1,776
Apache
5.100%, 09/01/2040		110		93
4.750%, 04/15/2043		420		331
4.250%, 01/15/2030		20		18
4.250%, 01/15/2044		1,130		836
BP Capital Markets America
3.796%, 09/21/2025		90		90
3.633%, 04/06/2030		480		454
3.119%, 05/04/2026		400		387
3.000%, 02/24/2050		1,890		1,380
2.939%, 06/04/2051		746		535
Cameron LNG LLC
3.302%, 01/15/2035 (D)		1,670		1,418
2.902%, 07/15/2031 (D)		1,530		1,343
Canadian Natural Resources
6.450%, 06/30/2033		200		211
Cheniere Corpus Christi Holdings LLC
3.700%, 11/15/2029		1,846		1,696
Chevron
3.078%, 05/11/2050		950		756


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.954%, 05/16/2026	$	1,100	$	1,065
2.355%, 12/05/2022		290		290
1.995%, 05/11/2027		290		268
1.554%, 05/11/2025		830		783
Chevron USA
3.850%, 01/15/2028		990		978
ConocoPhillips
6.950%, 04/15/2029		995		1,135
4.150%, 11/15/2034		753		687
Continental Resources/Oklahoma
4.900%, 06/01/2044		810		636
4.500%, 04/15/2023		480		480
4.375%, 01/15/2028		810		763
3.800%, 06/01/2024		770		759
2.268%, 11/15/2026 (D)		3,665		3,231
Coterra Energy
4.375%, 06/01/2024 (D)		80		79
4.375%, 03/15/2029 (D)		1,840		1,767
3.900%, 05/15/2027 (D)		1,740		1,660
Devon Energy
7.875%, 09/30/2031		1,580		1,823
5.850%, 12/15/2025		1,400		1,445
5.600%, 07/15/2041		680		672
5.250%, 10/15/2027		98		99
5.000%, 06/15/2045		1,640		1,511
4.750%, 05/15/2042		567		510
4.500%, 01/15/2030		256		243
Diamondback Energy
4.400%, 03/24/2051		293		249
3.500%, 12/01/2029		1,350		1,225
3.250%, 12/01/2026		380		364
3.125%, 03/24/2031		320		276
Ecopetrol
5.875%, 05/28/2045		3,400		2,346
4.125%, 01/16/2025		167		157
Energy Transfer
6.250%, 04/15/2049		1,390		1,362
6.125%, 12/15/2045		948		913
5.500%, 06/01/2027		620		626
5.400%, 10/01/2047		2,050		1,826
5.350%, 05/15/2045		1,265		1,115
5.300%, 04/01/2044		60		53
5.300%, 04/15/2047		1,760		1,542
5.250%, 04/15/2029		2,085		2,033
5.150%, 03/15/2045		1,604		1,383
5.000%, 05/15/2050		1,505		1,292
4.950%, 05/15/2028		2,766		2,704
4.950%, 06/15/2028		410		403
4.400%, 03/15/2027		372		360
4.000%, 10/01/2027		2,095		1,989
3.750%, 05/15/2030		2,560		2,301
2.900%, 05/15/2025		740		701


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Eni SpA
4.000%, 09/12/2023 (D)	$	4,400	$	4,385
Enterprise Products Operating LLC
7.550%, 04/15/2038		60		71
6.125%, 10/15/2039		145		154
5.375%, ICE LIBOR USD 3 Month + 2.570%, 02/15/2078 (A)		290		239
5.100%, 02/15/2045		485		463
4.850%, 03/15/2044		60		55
4.800%, 02/01/2049		230		211
4.200%, 01/31/2050		310		263
4.150%, 10/16/2028		1,580		1,549
3.950%, 01/31/2060		300		234
3.700%, 01/31/2051		510		400
3.125%, 07/31/2029		350		316
2.800%, 01/31/2030		1,800		1,584
EOG Resources
4.950%, 04/15/2050		1,730		1,794
4.375%, 04/15/2030		860		859
4.150%, 01/15/2026		270		270
3.900%, 04/01/2035		590		543
EQT
7.000%, 02/01/2030		900		963
Equinor
3.000%, 04/06/2027		1,415		1,353
2.875%, 04/06/2025		3,205		3,118
Exxon Mobil
4.327%, 03/19/2050		730		695
4.227%, 03/19/2040		260		247
4.114%, 03/01/2046		910		838
3.482%, 03/19/2030		730		699
3.452%, 04/15/2051		2,102		1,735
3.043%, 03/01/2026		1,140		1,110
2.992%, 03/19/2025		3,800		3,718
1.571%, 04/15/2023		70		69
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (D)		684		571
2.625%, 03/31/2036 (D)		1,164		979
2.160%, 03/31/2034 (D)		1,612		1,407
1.750%, 09/30/2027 (D)		4,299		4,030
Halliburton
3.800%, 11/15/2025		28		28
Hess
6.000%, 01/15/2040		2,240		2,281
5.600%, 02/15/2041		1,580		1,524
HF Sinclair
5.875%, 04/01/2026 (D)		1,265		1,276
KazMunayGas National JSC
6.375%, 10/24/2048 (D)		470		396
5.750%, 04/19/2047 (D)		1,390		1,142
5.375%, 04/24/2030 (D)		1,720		1,603


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kinder Morgan
5.550%, 06/01/2045	$	500	$	486
5.450%, 08/01/2052		2,441		2,372
5.200%, 03/01/2048		1,365		1,269
5.050%, 02/15/2046		260		237
4.300%, 06/01/2025		1,105		1,101
4.300%, 03/01/2028		450		440
3.600%, 02/15/2051		435		324
3.250%, 08/01/2050		1,082		754
Kinder Morgan Energy Partners
5.500%, 03/01/2044		715		668
5.400%, 09/01/2044		40		37
5.000%, 03/01/2043		50		45
Lukoil Capital DAC
3.600%, 10/26/2031 (D)		2,270		1,726
MPLX
5.500%, 02/15/2049		580		552
5.200%, 03/01/2047		320		291
5.200%, 12/01/2047		470		426
4.950%, 03/14/2052		2,390		2,108
4.800%, 02/15/2029		120		117
4.700%, 04/15/2048		1,410		1,203
4.500%, 04/15/2038		810		716
4.000%, 03/15/2028		350		335
Occidental Petroleum
7.875%, 09/15/2031		140		161
7.500%, 05/01/2031		240		270
6.950%, 07/01/2024		3,107		3,243
5.550%, 03/15/2026		2,180		2,233
4.625%, 06/15/2045 (E)		400		354
4.500%, 07/15/2044		1,000		865
4.400%, 04/15/2046		200		173
4.200%, 03/15/2048		390		328
4.100%, 02/15/2047 (E)		1,040		866
3.400%, 04/15/2026		100		96
3.200%, 08/15/2026 (E)		1,740		1,644
3.000%, 02/15/2027		510		468
Ovintiv
7.375%, 11/01/2031		527		574
Pertamina Persero
6.000%, 05/03/2042 (D)		1,220		1,221
Petrobras Global Finance
6.850%, 06/05/2115		1,090		950
6.250%, 03/17/2024		1,930		1,968
Petroleos del Peru
4.750%, 06/19/2032 (D)		4,690		3,738
Petroleos Mexicanos
7.690%, 01/23/2050		1,840		1,268
6.950%, 01/28/2060		210		132
6.625%, 06/15/2035		2,202		1,580
5.625%, 01/23/2046		1,650		975
2.460%, 12/15/2025		1,096		1,065


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.378%, 04/15/2025	$	522	$	511
Petroleos Mexicanos MTN
6.875%, 08/04/2026		90		84
6.750%, 09/21/2047		4,865		3,068
Phillips 66
1.300%, 02/15/2026		925		837
Pioneer Natural Resources
2.150%, 01/15/2031		3,109		2,559
1.900%, 08/15/2030		1,989		1,621
1.125%, 01/15/2026		180		161
Plains All American Pipeline/PAA Finance
3.550%, 12/15/2029		895		783
Reliance Industries
3.625%, 01/12/2052 (D)		6,080		4,588
2.875%, 01/12/2032 (D)		1,280		1,085
Rockies Express Pipeline LLC
6.875%, 04/15/2040 (D)		1,270		1,057
4.950%, 07/15/2029 (D)		3,655		3,297
Ruby Pipeline
8.000%, 04/01/2022 (D)(E)(F)(G)		1,727		1,442
Sabine Pass Liquefaction LLC
5.750%, 05/15/2024		1,680		1,704
5.000%, 03/15/2027		3,145		3,134
4.500%, 05/15/2030		2,325		2,226
Saudi Arabian Oil
1.625%, 11/24/2025 (D)		1,810		1,677
1.250%, 11/24/2023 (D)		840		812
Schlumberger Holdings
4.000%, 12/21/2025 (D)		660		650
3.900%, 05/17/2028 (D)		857		818
Schlumberger Investment
3.650%, 12/01/2023		100		100
Shell International Finance BV
6.375%, 12/15/2038		660		768
4.550%, 08/12/2043		490		469
4.375%, 05/11/2045		990		925
4.125%, 05/11/2035		2,445		2,321
4.000%, 05/10/2046		1,410		1,256
3.750%, 09/12/2046		100		86
3.250%, 04/06/2050		930		737
2.750%, 04/06/2030		660		593
Sinopec Group Overseas Development 2014
4.375%, 04/10/2024 (D)		1,020		1,026
Spectra Energy Partners
3.375%, 10/15/2026		140		133
Targa Resources
6.250%, 07/01/2052		918		945
5.200%, 07/01/2027		1,530		1,526
Targa Resources Partners
5.500%, 03/01/2030		441		431
4.875%, 02/01/2031		1,762		1,633
4.000%, 01/15/2032		504		441


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Tennessee Gas Pipeline LLC
8.375%, 06/15/2032	$	2,200	$	2,583
2.900%, 03/01/2030 (D)		3,395		2,917
TransCanada PipeLines
4.625%, 03/01/2034		2,415		2,302
Transcontinental Gas Pipe Line LLC
7.850%, 02/01/2026		1,820		1,988
Western Midstream Operating
3.555%, ICE LIBOR USD 3 Month + 1.100%, 01/13/2023 (A)		220		219
3.350%, 02/01/2025		330		311
Williams
8.750%, 03/15/2032		1,284		1,587
7.750%, 06/15/2031		339		390
7.500%, 01/15/2031		9		10
5.750%, 06/24/2044		400		404
5.100%, 09/15/2045		670		624
4.900%, 01/15/2045		450		404
3.750%, 06/15/2027		410		396

				202,887

Financials — 11.2%
ABN AMRO Bank
2.470%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 12/13/2029 (A)(D)		2,000		1,672
Aegon
3.101%, USD ICE Swap 11:00 NY 10 Yr + 0.100%(A)(H)		2,180		1,761
Ally Financial
1.450%, 10/02/2023		1,235		1,198
American Campus Communities Operating Partnership
3.750%, 04/15/2023		2,255		2,257
American Express
4.420%, U.S. SOFR + 1.760%, 08/03/2033 (A)		2,360		2,276
4.050%, 05/03/2029		950		921
4.050%, 12/03/2042		70		64
3.950%, 08/01/2025		1,440		1,427
3.400%, 02/27/2023		285		285
3.375%, 05/03/2024		4,500		4,449
2.550%, 03/04/2027		2,510		2,331
2.500%, 07/30/2024		3,000		2,918
American International Group
3.900%, 04/01/2026		565		556
3.875%, 01/15/2035		315		286
2.500%, 06/30/2025		410		391
Antares Holdings
3.750%, 07/15/2027 (D)		1,914		1,601
Aon / Aon Global Holdings PLC
3.900%, 02/28/2052		2,480		2,057


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Apollo Management Holdings
4.400%, 05/27/2026 (D)	$	1,015	$	989
Ares Capital
3.200%, 11/15/2031		721		562
Athene Global Funding
3.205%, 03/08/2027 (D)		5,212		4,736
2.996%, SOFRINDX + 0.700%, 05/24/2024 (A)(D)		2,425		2,376
2.950%, 11/12/2026 (D)		3,910		3,550
2.717%, 01/07/2029 (D)		1,245		1,056
2.514%, 03/08/2024 (D)		3,070		2,968
2.500%, 03/24/2028 (D)		2,625		2,248
1.985%, 08/19/2028 (D)		4,510		3,740
1.730%, 10/02/2026 (D)		3,391		2,955
Athene Global Funding MTN
2.646%, 10/04/2031 (D)		2,476		1,959
Athene Holding
4.125%, 01/12/2028		1,140		1,069
Avolon Holdings Funding
3.950%, 07/01/2024 (D)		535		511
3.250%, 02/15/2027 (D)		400		346
2.875%, 02/15/2025 (D)		1,420		1,302
2.528%, 11/18/2027 (D)		1,073		876
Bain Capital Specialty Finance
2.550%, 10/13/2026		156		132
Banco Santander
5.294%, 08/18/2027		3,400		3,328
5.147%, 08/18/2025		5,400		5,374
4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (A)		200		188
3.848%, 04/12/2023		1,200		1,198
3.543%, ICE LIBOR USD 3 Month + 1.120%, 04/12/2023 (A)		400		400
3.225%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 11/22/2032 (A)		1,200		917
2.749%, 12/03/2030		550		427
2.746%, 05/28/2025		2,200		2,069
1.722%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 09/14/2027 (A)		2,655		2,285
Bank of America
5.015%, U.S. SOFR + 2.160%, 07/22/2033 (A)		1,734		1,718
4.948%, U.S. SOFR + 2.040%, 07/22/2028 (A)		4,324		4,320
4.827%, U.S. SOFR + 1.750%, 07/22/2026 (A)		4,324		4,332
4.571%, U.S. SOFR + 1.830%, 04/27/2033 (A)		4,720		4,506


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (A)	$	5,822	$	5,393
3.366%, ICE LIBOR USD 3 Month + 0.810%, 01/23/2026 (A)		1,660		1,605
3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (A)		5,341		5,321
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (A)		2,665		2,239
2.687%, U.S. SOFR + 1.320%, 04/22/2032 (A)		8,646		7,167
2.651%, U.S. SOFR + 1.220%, 03/11/2032 (A)		3,125		2,591
2.592%, U.S. SOFR + 2.150%, 04/29/2031 (A)		4,720		3,982
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (A)		9,010		7,364
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (A)		14,614		12,968
1.658%, U.S. SOFR + 0.910%, 03/11/2027 (A)		15,357		13,762
Bank of America MTN
5.000%, 01/21/2044		1,800		1,748
4.450%, 03/03/2026		2,660		2,649
4.376%, U.S. SOFR + 1.580%, 04/27/2028 (A)		2,060		2,008
4.271%, ICE LIBOR USD 3 Month + 1.310%, 07/23/2029 (A)		625		598
4.250%, 10/22/2026		130		128
4.200%, 08/26/2024		2,720		2,716
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (A)		2,510		2,152
4.000%, 04/01/2024		2,110		2,113
4.000%, 01/22/2025		2,570		2,549
3.974%, ICE LIBOR USD 3 Month + 1.210%, 02/07/2030 (A)		2,255		2,116
3.970%, ICE LIBOR USD 3 Month + 1.070%, 03/05/2029 (A)		1,780		1,685
3.864%, ICE LIBOR USD 3 Month + 0.940%, 07/23/2024 (A)		1,225		1,218
3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (A)		710		668
3.550%, ICE LIBOR USD 3 Month + 0.780%, 03/05/2024 (A)		1,310		1,305
3.500%, 04/19/2026		1,210		1,178
3.384%, U.S. SOFR + 1.330%, 04/02/2026 (A)		7,004		6,759
3.300%, 01/11/2023		1,181		1,180
3.194%, ICE LIBOR USD 3 Month + 1.180%, 07/23/2030 (A)		1,170		1,041
2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (A)		480		417


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.087%, U.S. SOFR + 1.060%, 06/14/2029 (A)	$	13,085	$	11,124
1.530%, U.S. SOFR + 0.650%, 12/06/2025 (A)		5,332		4,976
1.319%, U.S. SOFR + 1.150%, 06/19/2026 (A)		60		55
1.197%, U.S. SOFR + 1.010%, 10/24/2026 (A)		385		344
Bank of Montreal MTN
2.550%, 11/06/2022		200		200
1.850%, 05/01/2025 (E)		1,360		1,282
Bank of New York Mellon MTN
4.596%, U.S. SOFR + 1.755%, 07/26/2030 (A)		1,415		1,414
4.289%, U.S. SOFR + 1.418%, 06/13/2033 (A)		3,793		3,701
3.650%, 02/04/2024		150		150
3.250%, 09/11/2024		270		268
3.250%, 05/16/2027		270		261
1.600%, 04/24/2025		410		386
Bank of Nova Scotia
4.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(A)(H)		1,385		1,312
4.588%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.050%, 05/04/2037 (A)		710		642
3.450%, 04/11/2025		1,950		1,906
1.300%, 06/11/2025		760		703
Barclays PLC
4.375%, 01/12/2026		4,430		4,342
Barclays PLC MTN
4.972%, ICE LIBOR USD 3 Month + 1.902%, 05/16/2029 (A)		1,070		1,021
Berkshire Hathaway Finance
4.250%, 01/15/2049		1,260		1,187
3.850%, 03/15/2052		2,395		2,066
Blackstone Private Credit Fund
4.000%, 01/15/2029		2,391		2,061
3.250%, 03/15/2027		1,545		1,326
Blackstone Secured Lending Fund
3.625%, 01/15/2026		1,255		1,177
BNP Paribas
5.198%, ICE LIBOR USD 3 Month + 2.567%, 01/10/2030 (A)(D)		1,220		1,191
4.705%, ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (A)(D)		1,450		1,446
4.400%, 08/14/2028 (D)		1,420		1,351
3.375%, 01/09/2025 (D)		420		407
2.871%, U.S. SOFR + 1.387%, 04/19/2032 (A)(D)		2,350		1,904


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.219%, U.S. SOFR + 2.074%, 06/09/2026 (A)(D)	$	950	$	876
BNP Paribas MTN
4.375%, USD Swap Semi 30/360 5 Yr Curr + 1.483%, 03/01/2033 (A)(D)		380		346
BPCE
5.150%, 07/21/2024 (D)		1,550		1,542
Brighthouse Financial
4.700%, 06/22/2047		4		3
3.850%, 12/22/2051		742		511
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (D)		2,965		2,797
Canadian Imperial Bank of Commerce
0.950%, 06/23/2023		750		732
Cantor Fitzgerald
4.500%, 04/14/2027 (D)		2,295		2,183
Capital One Financial
1.343%, U.S. SOFR + 0.690%, 12/06/2024 (A)		3,760		3,606
Cboe Global Markets
3.000%, 03/16/2032		2,520		2,233
Charles Schwab
2.900%, 03/03/2032		3,760		3,314
Chubb INA Holdings
3.350%, 05/03/2026		420		411
CI Financial
4.100%, 06/15/2051		2,015		1,320
3.200%, 12/17/2030		2,610		1,987
Citadel
4.875%, 01/15/2027 (D)		1,240		1,187
Citigroup
8.125%, 07/15/2039		3,046		3,977
5.500%, 09/13/2025		1,370		1,405
5.300%, 05/06/2044		255		248
4.910%, U.S. SOFR + 2.086%, 05/24/2033 (A)		5,246		5,132
4.750%, 05/18/2046		150		135
4.658%, U.S. SOFR + 1.887%, 05/24/2028 (A)		2,498		2,463
4.650%, 07/30/2045		1,140		1,046
4.650%, 07/23/2048		280		264
4.600%, 03/09/2026		2,785		2,778
4.450%, 09/29/2027		1,380		1,345
4.412%, U.S. SOFR + 3.914%, 03/31/2031 (A)		2,020		1,928
4.400%, 06/10/2025		2,040		2,031
4.300%, 11/20/2026		590		582
4.125%, 07/25/2028		260		248
3.887%, ICE LIBOR USD 3 Month + 1.563%, 01/10/2028 (A)		545		522
3.785%, U.S. SOFR + 1.939%, 03/17/2033 (A)		1,780		1,600


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 05/15/2023	$	930	$	926
3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (A)		3,600		3,528
3.200%, 10/21/2026		565		540
3.106%, U.S. SOFR + 2.842%, 04/08/2026 (A)		560		538
3.070%, U.S. SOFR + 1.280%, 02/24/2028 (A)		1,235		1,142
3.057%, U.S. SOFR + 1.351%, 01/25/2033 (A)		8,305		7,027
2.976%, U.S. SOFR + 1.422%, 11/05/2030 (A)		2,575		2,244
2.572%, U.S. SOFR + 2.107%, 06/03/2031 (A)		13,320		11,129
2.561%, U.S. SOFR + 1.167%, 05/01/2032 (A)		1,265		1,035
2.520%, U.S. SOFR + 1.177%, 11/03/2032 (A)		910		735
1.678%, U.S. SOFR + 1.667%, 05/15/2024 (A)		800		786
Citizens Bank
4.575%, U.S. SOFR + 2.000%, 08/09/2028 (A)		2,416		2,389
Cooperatieve Rabobank UA
4.375%, 08/04/2025		1,580		1,554
3.758%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.420%, 04/06/2033 (A)(D)		6,109		5,423
3.649%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.220%, 04/06/2028 (A)(D)		5,201		4,889
Credit Agricole SA/London MTN
1.907%, U.S. SOFR + 1.676%, 06/16/2026 (A)(D)		630		578
Credit Suisse AG/New York NY
2.950%, 04/09/2025		790		749
1.000%, 05/05/2023		4,510		4,413
Credit Suisse AG/New York NY MTN
3.625%, 09/09/2024		1,360		1,327
Credit Suisse Group
6.537%, U.S. SOFR + 3.920%, 08/12/2033 (A)(D)		6,275		5,992
6.442%, U.S. SOFR + 3.700%, 08/11/2028 (A)(D)		895		877
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (A)(D)		1,490		1,252
3.750%, 03/26/2025		250		239
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(D)		5,475		4,138
2.193%, U.S. SOFR + 2.044%, 06/05/2026 (A)(D)		985		880


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.305%, U.S. SOFR + 0.980%, 02/02/2027 (A)(D)	$	6,030	$	5,074
Credit Suisse NY
5.000%, 07/09/2027		600		584
Danske Bank
5.375%, 01/12/2024 (D)		940		947
3.244%, ICE LIBOR USD 3 Month + 1.591%, 12/20/2025 (A)(D)		1,320		1,259
1.226%, 06/22/2024 (D)		550		516
Deutsche Bank NY
3.742%, U.S. SOFR + 2.257%, 01/07/2033 (A)		4,031		2,864
Discover Bank
4.200%, 08/08/2023		1,130		1,131
DNB Bank
1.605%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.680%, 03/30/2028 (A)(D)		3,800		3,288
Enstar Group
3.100%, 09/01/2031		1,887		1,421
Equitable Holdings
3.900%, 04/20/2023		910		911
F&G Global Funding
2.000%, 09/20/2028 (D)		1,582		1,322
1.750%, 06/30/2026 (D)		1,580		1,409
Farmers Exchange Capital
7.200%, 07/15/2048 (D)		1,788		2,027
Farmers Exchange Capital II
6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (A)(D)		4,120		4,191
GA Global Funding Trust
0.800%, 09/13/2024 (D)		2,702		2,486
Goldman Sachs Capital II
4.000%, ICE LIBOR USD 3 Month + 0.768%(A)(H)		435		340
Goldman Sachs Group
6.750%, 10/01/2037		1,629		1,806
6.250%, 02/01/2041		1,290		1,444
5.150%, 05/22/2045		1,870		1,780
4.750%, 10/21/2045		400		377
4.387%, U.S. SOFR + 1.510%, 06/15/2027 (A)		2,610		2,562
4.250%, 10/21/2025		1,090		1,075
4.223%, ICE LIBOR USD 3 Month + 1.301%, 05/01/2029 (A)		500		478
3.750%, 05/22/2025		500		491
3.691%, ICE LIBOR USD 3 Month + 1.510%, 06/05/2028 (A)		640		605
3.625%, 01/22/2023		508		508
3.615%, U.S. SOFR + 1.846%, 03/15/2028 (A)		310		293
3.500%, 01/23/2025		150		147


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 04/01/2025	$	870	$	851
3.500%, 11/16/2026		2,420		2,325
3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (A)		5,770		5,620
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (A)		120		92
3.200%, 02/23/2023		2,290		2,286
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (A)		1,560		1,327
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (A)		280		204
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (A)		11,925		9,791
2.600%, 02/07/2030		330		283
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (A)		6,635		5,371
1.948%, U.S. SOFR + 0.913%, 10/21/2027 (A)		1,860		1,652
1.757%, U.S. SOFR + 0.730%, 01/24/2025 (A)		3,150		3,027
1.542%, U.S. SOFR + 0.818%, 09/10/2027 (A)		10,060		8,845
1.431%, U.S. SOFR + 0.798%, 03/09/2027 (A)		9,675		8,608
1.217%, 12/06/2023		6,265		6,049
0.925%, U.S. SOFR + 0.486%, 10/21/2024 (A)		8,057		7,712
0.657%, U.S. SOFR + 0.505%, 09/10/2024 (A)		3,758		3,604
Guardian Life Global Funding
1.100%, 06/23/2025 (D)		290		265
HSBC Bank PLC
7.650%, 05/01/2025		796		845
HSBC Bank USA
7.000%, 01/15/2039		510		592
HSBC Holdings PLC
5.402%, U.S. SOFR + 2.870%, 08/11/2033 (A)		1,514		1,441
5.210%, U.S. SOFR + 2.610%, 08/11/2028 (A)		2,368		2,311
4.950%, 03/31/2030		200		194
4.755%, U.S. SOFR + 2.110%, 06/09/2028 (A)		660		636
4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (A)		2,515		2,366
4.300%, 03/08/2026		5,405		5,341
4.250%, 03/14/2024		1,190		1,186
4.250%, 08/18/2025		960		945
4.041%, ICE LIBOR USD 3 Month + 1.546%, 03/13/2028 (A)		830		781
3.973%, ICE LIBOR USD 3 Month + 1.610%, 05/22/2030 (A)		970		876


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.999%, U.S. SOFR + 1.430%, 03/10/2026 (A)	$	675	$	640
2.871%, U.S. SOFR + 1.410%, 11/22/2032 (A)		2,585		2,054
2.804%, U.S. SOFR + 1.187%, 05/24/2032 (A)		1,285		1,019
2.206%, U.S. SOFR + 1.285%, 08/17/2029 (A)		3,735		3,091
2.099%, U.S. SOFR + 1.929%, 06/04/2026 (A)		4,845		4,465
2.013%, U.S. SOFR + 1.732%, 09/22/2028 (A)		3,325		2,811
1.645%, U.S. SOFR + 1.538%, 04/18/2026 (A)		290		264
1.589%, U.S. SOFR + 1.290%, 05/24/2027 (A)		3,320		2,892
Huntington Bancshares
4.443%, U.S. SOFR + 1.970%, 08/04/2028 (A)		1,570		1,534
ING Bank
5.800%, 09/25/2023 (D)		202		204
Intercontinental Exchange
4.950%, 06/15/2052		270		263
4.600%, 03/15/2033		2,130		2,109
1.850%, 09/15/2032		3,890		3,065
Intesa Sanpaolo
3.375%, 01/12/2023 (D)		490		487
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (D)		1,260		1,182
5.017%, 06/26/2024 (D)		870		833
Jackson Financial
5.670%, 06/08/2032 (E)		1,519		1,475
5.170%, 06/08/2027		1,102		1,088
3.125%, 11/23/2031 (D)		2,780		2,227
JPMorgan Chase
8.750%, 09/01/2030		1,725		2,083
6.400%, 05/15/2038		385		439
4.950%, 06/01/2045		300		287
4.912%, U.S. SOFR + 2.080%, 07/25/2033 (A)		1,570		1,553
4.851%, U.S. SOFR + 1.990%, 07/25/2028 (A)		3,137		3,131
4.565%, U.S. SOFR + 1.750%, 06/14/2030 (A)		1,898		1,841
4.452%, ICE LIBOR USD 3 Month + 1.330%, 12/05/2029 (A)		740		713
4.250%, 10/01/2027		2,590		2,563
4.203%, ICE LIBOR USD 3 Month + 1.260%, 07/23/2029 (A)		940		901
4.125%, 12/15/2026		2,420		2,390
4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (A)		2,220		2,210


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (A)	$	215	$	189
3.875%, 09/10/2024		440		438
3.625%, 05/13/2024		1,490		1,486
3.625%, 12/01/2027		1,000		955
3.332%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (A)		2,740		2,546
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (A)		210		152
2.963%, U.S. SOFR + 1.260%, 01/25/2033 (A)		1,670		1,418
2.956%, U.S. SOFR + 2.515%, 05/13/2031 (A)		2,570		2,203
2.947%, U.S. SOFR + 1.170%, 02/24/2028 (A)		1,470		1,364
2.739%, U.S. SOFR + 1.510%, 10/15/2030 (A)		1,640		1,420
2.580%, U.S. SOFR + 1.250%, 04/22/2032 (A)		3,012		2,488
2.545%, U.S. SOFR + 1.180%, 11/08/2032 (A)		6,845		5,628
2.522%, U.S. SOFR + 2.040%, 04/22/2031 (A)		1,960		1,658
2.301%, U.S. SOFR + 1.160%, 10/15/2025 (A)		470		449
2.182%, U.S. SOFR + 1.890%, 06/01/2028 (A)		2,301		2,045
2.083%, U.S. SOFR + 1.850%, 04/22/2026 (A)		1,280		1,197
2.069%, U.S. SOFR + 1.015%, 06/01/2029 (A)		2,525		2,158
2.005%, TSFR3M + 1.585%, 03/13/2026 (A)		75		70
1.953%, U.S. SOFR + 1.065%, 02/04/2032 (A)		3,645		2,890
1.578%, U.S. SOFR + 0.885%, 04/22/2027 (A)		10,045		8,963
1.561%, U.S. SOFR + 0.605%, 12/10/2025 (A)		10,992		10,264
1.514%, U.S. SOFR + 1.455%, 06/01/2024 (A)		2,130		2,084
1.470%, U.S. SOFR + 0.765%, 09/22/2027 (A)		10,117		8,860
1.045%, U.S. SOFR + 0.800%, 11/19/2026 (A)		5,857		5,204
1.040%, TSFR3M + 0.695%, 02/04/2027 (A)		7,512		6,614
0.969%, TSFR3M + 0.580%, 06/23/2025 (A)		8,540		8,002
KKR Group Finance II LLC
5.500%, 02/01/2043 (D)		120		118


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
KKR Group Finance III LLC
5.125%, 06/01/2044 (D)	$	1,005	$	948
KKR Group Finance XII LLC
4.850%, 05/17/2032 (D)		918		895
Lehman Brothers Holdings
6.500%, 12/31/2049 (F)		4,040		–
Lehman Brothers Holdings MTN
6.750%, 12/31/2049 (F)		10,370		–
Lehman Brothers Holdings Capital Trust VII MTN
5.857%, ICE LIBOR USD 3 Month + 0.840%(A)(F)(H)		20,630		–
Liberty Mutual Group
5.500%, 06/15/2052 (D)		1,137		1,110
Lloyds Bank PLC
3.500%, 05/14/2025		100		98
Lloyds Banking Group PLC
4.976%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/11/2033 (A)		4,502		4,276
4.716%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 08/11/2026 (A)		3,156		3,114
4.375%, 03/22/2028		1,180		1,140
3.870%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025 (A)		530		519
3.750%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.800%, 03/18/2028 (A)		2,160		2,040
2.907%, ICE LIBOR USD 3 Month + 0.810%, 11/07/2023 (A)		4,770		4,756
1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (A)		3,000		2,650
Macquarie Bank
3.624%, 06/03/2030 (D)		765		660
Macquarie Group
4.442%, U.S. SOFR + 2.405%, 06/21/2033 (A)(D)		1,085		985
1.340%, U.S. SOFR + 1.069%, 01/12/2027 (A)(D)		2,395		2,096
Macquarie Group MTN
5.033%, ICE LIBOR USD 3 Month + 1.750%, 01/15/2030 (A)(D)		635		623
2.871%, U.S. SOFR + 1.532%, 01/14/2033 (A)(D)		3,815		3,058
MassMutual Global Funding II
2.500%, 10/17/2022 (D)		261		261
MassMutual Global Funding II MTN
0.850%, 06/09/2023 (D)		2,220		2,171


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mercury General
4.400%, 03/15/2027	$	1,720	$	1,655
MetLife
6.400%, 12/15/2036		1,400		1,435
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (D)		4,445		4,260
0.900%, 06/08/2023 (D)		1,540		1,503
Metropolitan Life Global Funding I MTN
3.300%, 03/21/2029 (D)		2,460		2,266
Mitsubishi UFJ Financial Group
5.133%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.125%, 07/20/2033 (A)		1,616		1,622
5.017%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.950%, 07/20/2028 (A)		2,281		2,292
4.080%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 04/19/2028 (A)		720		697
3.837%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 04/17/2026 (A)(E)		700		684
2.494%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.970%, 10/13/2032 (A)		688		560
2.341%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 01/19/2028 (A)		1,202		1,079
2.309%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.950%, 07/20/2032 (A)		1,908		1,535
Moody's
4.250%, 08/08/2032		552		534
Morgan Stanley
3.737%, ICE LIBOR USD 3 Month + 0.847%, 04/24/2024 (A)		1,810		1,802
2.484%, U.S. SOFR + 1.360%, 09/16/2036 (A)		1,860		1,432
1.593%, U.S. SOFR + 0.879%, 05/04/2027 (A)		4,680		4,171
0.985%, U.S. SOFR + 0.720%, 12/10/2026 (A)		3,820		3,383
0.790%, U.S. SOFR + 0.525%, 05/30/2025 (A)		4,840		4,524
Morgan Stanley MTN
4.431%, ICE LIBOR USD 3 Month + 1.628%, 01/23/2030 (A)		725		706
4.350%, 09/08/2026		235		232
4.100%, 05/22/2023		110		110
4.000%, 07/23/2025		580		576
3.772%, ICE LIBOR USD 3 Month + 1.140%, 01/24/2029 (A)		280		264


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.622%, U.S. SOFR + 3.120%, 04/01/2031 (A)	$	5,705	$	5,227
3.591%, ICE LIBOR USD 3 Month + 1.340%, 07/22/2028 (A)		270		255
2.720%, U.S. SOFR + 1.152%, 07/22/2025 (A)		370		357
2.699%, U.S. SOFR + 1.143%, 01/22/2031 (A)		10		9
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (A)		3,930		3,218
2.475%, U.S. SOFR + 1.000%, 01/21/2028 (A)		746		678
2.239%, U.S. SOFR + 1.178%, 07/21/2032 (A)		8,485		6,835
2.188%, U.S. SOFR + 1.990%, 04/28/2026 (A)		2,020		1,897
1.512%, U.S. SOFR + 0.858%, 07/20/2027 (A)		12,772		11,310
1.164%, U.S. SOFR + 0.560%, 10/21/2025 (A)		1,770		1,643
0.864%, U.S. SOFR + 0.745%, 10/21/2025 (A)		1,493		1,379
0.791%, U.S. SOFR + 0.509%, 01/22/2025 (A)		4,789		4,542
Morgan Stanley Direct Lending Fund
4.500%, 02/11/2027		628		578
National Securities Clearing
1.500%, 04/23/2025 (D)		510		478
1.200%, 04/23/2023 (D)		620		611
Nationwide Building Society
4.363%, ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (A)(D)		5,240		5,201
3.766%, ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (A)(D)		1,735		1,727
Nationwide Building Society MTN
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (A)(D)		2,565		2,310
Nationwide Mutual Insurance
4.119%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (A)(D)		4,407		4,408
Natwest Group PLC
4.519%, ICE LIBOR USD 3 Month + 1.550%, 06/25/2024 (A)		820		815
4.269%, ICE LIBOR USD 3 Month + 1.762%, 03/22/2025 (A)		4,630		4,577
1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027 (A)		1,640		1,436
New York Life Global Funding
0.950%, 06/24/2025 (D)		550		503
New York Life Insurance
3.750%, 05/15/2050 (D)		1,870		1,556


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nomura Holdings
2.648%, 01/16/2025	$	1,430	$	1,362
Nordea Bank ABP
1.000%, 06/09/2023 (D)		1,370		1,340
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (D)		2,966		2,264
Ohio National Financial Services
6.050%, 01/24/2030 (D)		1,775		1,693
Owl Rock Capital
3.400%, 07/15/2026		2,008		1,796
Owl Rock Capital III
3.125%, 04/13/2027 (D)		1,020		856
Park Aerospace Holdings
5.500%, 02/15/2024 (D)		238		235
4.500%, 03/15/2023 (D)		4,470		4,444
PNC Bank
3.875%, 04/10/2025		910		900
PNC Financial Services Group
3.500%, 01/23/2024		255		254
Principal Life Global Funding II
2.250%, 11/21/2024 (D)		2,940		2,803
1.250%, 06/23/2025 (D)		270		247
Prospect Capital
3.706%, 01/22/2026		1,005		904
Raymond James Financial
4.950%, 07/15/2046		1,525		1,487
Royal Bank of Canada
2.438%, N/A + 0.250%, 06/29/2085 (A)		860		688
Royal Bank of Canada MTN
2.250%, 11/01/2024		170		163
1.600%, 04/17/2023		1,170		1,156
1.150%, 06/10/2025		730		672
S&P Global
4.750%, 08/01/2028 (D)		1,000		1,024
Santander Holdings USA
3.450%, 06/02/2025		1,150		1,099
Santander UK Group Holdings PLC
4.796%, ICE LIBOR USD 3 Month + 1.570%, 11/15/2024 (A)		4,580		4,563
2.896%, U.S. SOFR + 1.475%, 03/15/2032 (A)		350		281
2.469%, U.S. SOFR + 1.220%, 01/11/2028 (A)		705		618
1.673%, U.S. SOFR + 0.989%, 06/14/2027 (A)		1,885		1,630
1.532%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.250%, 08/21/2026 (A)		1,140		1,019
1.089%, U.S. SOFR + 0.787%, 03/15/2025 (A)		4,785		4,477


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SBL Holdings
5.000%, 02/18/2031 (D)	$	2,598	$	2,078
Scentre Group Trust 1/ Scentre Group Trust 2
3.625%, 01/28/2026 (D)		1,675		1,602
Societe Generale
3.625%, 03/01/2041 (D)		1,370		906
Societe Generale MTN
2.625%, 01/22/2025 (D)		1,345		1,267
Standard Chartered PLC
5.700%, 03/26/2044 (D)		427		397
5.200%, 01/26/2024 (D)		410		411
State Street
3.300%, 12/16/2024		310		307
Stewart Information Services
3.600%, 11/15/2031		1,012		834
Swedbank
1.300%, 06/02/2023 (D)		930		910
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (D)		148		174
4.900%, 09/15/2044 (D)		600		581
4.270%, 05/15/2047 (D)		175		158
3.300%, 05/15/2050 (D)		2,360		1,795
Toronto-Dominion Bank MTN
4.456%, 06/08/2032		4,460		4,372
2.800%, 03/10/2027		3,445		3,229
1.150%, 06/12/2025		730		672
0.750%, 06/12/2023		1,430		1,397
Travelers
4.600%, 08/01/2043		50		48
Truist Bank
3.800%, 10/30/2026		250		244
Truist Financial MTN
4.260%, U.S. SOFR + 1.456%, 07/28/2026 (A)		5,800		5,787
4.123%, U.S. SOFR + 1.368%, 06/06/2028 (A)		2,672		2,619
Trust Fibra Uno
6.390%, 01/15/2050 (D)		956		777
UBS MTN
4.500%, 06/26/2048 (D)		1,540		1,425
UBS Group
4.751%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 05/12/2028 (A)(D)		660		647
4.703%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.050%, 08/05/2027 (A)(D)		5,399		5,299
4.490%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 08/05/2025 (A)(D)		2,605		2,596


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 (A)(D)	$	520	$	515
4.253%, 03/23/2028 (D)		1,490		1,430
4.125%, 09/24/2025 (D)		1,010		999
2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (A)(D)		400		321
US Bancorp
4.967%, U.S. SOFR + 2.110%, 07/22/2033 (A)		1,395		1,375
1.450%, 05/12/2025		1,610		1,508
US Bancorp MTN
3.600%, 09/11/2024		160		160
Validus Holdings
8.875%, 01/26/2040		1,460		1,913
WEA Finance LLC / Westfield UK & Europe Finance PLC
3.750%, 09/17/2024 (D)		1,370		1,314
Wells Fargo
7.950%, 11/15/2029		925		1,072
5.606%, 01/15/2044		700		708
5.375%, 11/02/2043		220		219
4.480%, 01/16/2024		392		395
3.000%, 10/23/2026		1,640		1,549
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (A)		9,725		9,103
Wells Fargo MTN
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (A)		9,875		9,645
4.900%, 11/17/2045		1,310		1,210
4.897%, U.S. SOFR + 2.100%, 07/25/2033 (A)		4,276		4,207
4.808%, U.S. SOFR + 1.980%, 07/25/2028 (A)		1,570		1,558
4.750%, 12/07/2046		2,365		2,159
4.650%, 11/04/2044		560		505
4.478%, U.S. SOFR + 4.032%, 04/04/2031 (A)		7,175		6,900
4.400%, 06/14/2046		220		193
4.300%, 07/22/2027		1,180		1,161
4.150%, 01/24/2029		1,450		1,406
3.908%, U.S. SOFR + 1.320%, 04/25/2026 (A)		2,981		2,921
3.750%, 01/24/2024		360		359
3.584%, ICE LIBOR USD 3 Month + 1.310%, 05/22/2028 (A)		2,075		1,958
3.526%, U.S. SOFR + 1.510%, 03/24/2028 (A)		13,570		12,819
3.350%, U.S. SOFR + 1.500%, 03/02/2033 (A)		7,035		6,141


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (A)	$	3,675	$	3,462
2.879%, U.S. SOFR + 1.432%, 10/30/2030 (A)		2,530		2,219
2.572%, U.S. SOFR + 1.262%, 02/11/2031 (A)		415		351
2.406%, U.S. SOFR + 1.087%, 10/30/2025 (A)		2,570		2,456
2.393%, U.S. SOFR + 2.100%, 06/02/2028 (A)		4,380		3,923
2.164%, ICE LIBOR USD 3 Month + 0.750%, 02/11/2026 (A)		760		715
Westpac Banking
2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (A)		840		661

				902,520

Health Care — 2.5%
Abbott Laboratories
4.900%, 11/30/2046		840		882
4.750%, 11/30/2036		440		463
3.750%, 11/30/2026		406		407
AbbVie
4.875%, 11/14/2048		130		126
4.550%, 03/15/2035		2,800		2,687
4.500%, 05/14/2035		1,399		1,331
4.450%, 05/14/2046		551		496
4.400%, 11/06/2042		2,350		2,126
4.300%, 05/14/2036		543		505
4.250%, 11/14/2028		795		781
4.250%, 11/21/2049		7,325		6,441
4.050%, 11/21/2039		887		782
3.800%, 03/15/2025		700		692
3.750%, 11/14/2023		160		160
3.600%, 05/14/2025		1,605		1,576
3.200%, 05/14/2026		145		139
3.200%, 11/21/2029		5,825		5,320
2.950%, 11/21/2026		610		575
2.900%, 11/06/2022		350		350
2.600%, 11/21/2024		2,760		2,667
2.300%, 11/21/2022		5,250		5,239
Advocate Health & Hospitals
2.211%, 06/15/2030		3,565		3,049
Amgen
6.375%, 06/01/2037		1,785		2,047
5.150%, 11/15/2041		316		314
4.875%, 03/01/2053		1,298		1,259
4.663%, 06/15/2051		104		97
4.400%, 05/01/2045		900		810
4.200%, 03/01/2033		1,570		1,513
4.050%, 08/18/2029		1,965		1,911


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.625%, 05/22/2024	$	220	$	219
3.150%, 02/21/2040		880		696
3.000%, 02/22/2029		1,000		919
3.000%, 01/15/2052		2,417		1,702
2.000%, 01/15/2032		3,445		2,805
Astrazeneca Finance LLC
1.750%, 05/28/2028		2,644		2,334
AstraZeneca PLC
1.375%, 08/06/2030		758		621
Baxter International
3.950%, 04/01/2030		890		838
BayCare Health System
3.831%, 11/15/2050		2,765		2,395
Bayer US Finance II LLC
4.875%, 06/25/2048 (D)		2,228		2,018
4.700%, 07/15/2064 (D)		400		327
4.625%, 06/25/2038 (D)		2,097		1,865
4.400%, 07/15/2044 (D)		2,750		2,239
Becton Dickinson
4.685%, 12/15/2044		412		391
3.734%, 12/15/2024		446		442
3.363%, 06/06/2024		531		525
1.957%, 02/11/2031		3,595		2,927
Becton Dickinson and
4.298%, 08/22/2032		1,730		1,680
Biogen
3.250%, 02/15/2051		280		195
Bon Secours Mercy Health
3.464%, 06/01/2030		1,480		1,378
Bristol-Myers Squibb
3.700%, 03/15/2052		1,830		1,550
3.400%, 07/26/2029		253		241
3.200%, 06/15/2026		768		753
2.950%, 03/15/2032		2,315		2,098
2.900%, 07/26/2024		1,352		1,335
Centene
3.000%, 10/15/2030		7,299		6,100
2.500%, 03/01/2031		700		559
2.450%, 07/15/2028		3,867		3,261
Cigna
4.900%, 12/15/2048		1,089		1,034
4.800%, 08/15/2038		1,281		1,235
4.375%, 10/15/2028		1,260		1,241
4.125%, 11/15/2025		450		447
3.875%, 10/15/2047		770		621
3.750%, 07/15/2023		715		715
3.400%, 03/15/2050		2,030		1,526
3.400%, 03/15/2051		1,050		799
3.250%, 04/15/2025		1,000		977
CommonSpirit Health
4.350%, 11/01/2042		1,385		1,235
4.187%, 10/01/2049		2,025		1,658


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CVS Health
5.125%, 07/20/2045	$	170	$	163
5.050%, 03/25/2048		13,571		13,066
4.300%, 03/25/2028		3,518		3,478
4.250%, 04/01/2050		630		541
4.125%, 04/01/2040		240		210
3.875%, 07/20/2025		929		922
3.750%, 04/01/2030		1,835		1,723
3.625%, 04/01/2027		620		603
3.375%, 08/12/2024		95		94
3.000%, 08/15/2026		809		778
2.750%, 12/01/2022		230		230
2.125%, 09/15/2031		660		538
1.875%, 02/28/2031		210		169
Danaher
2.800%, 12/10/2051		1,608		1,141
2.600%, 10/01/2050		891		615
DH Europe Finance II Sarl
2.200%, 11/15/2024		2,055		1,977
2.050%, 11/15/2022		1,195		1,191
Elevance Health
4.625%, 05/15/2042		219		208
4.550%, 05/15/2052		490		460
4.100%, 05/15/2032		1,090		1,049
3.650%, 12/01/2027		330		320
3.500%, 08/15/2024		1,950		1,927
3.350%, 12/01/2024		1,190		1,172
3.300%, 01/15/2023		133		133
2.950%, 12/01/2022		560		559
Gilead Sciences
4.750%, 03/01/2046		40		38
4.600%, 09/01/2035		2,000		1,957
4.000%, 09/01/2036		668		609
3.700%, 04/01/2024		1,540		1,537
3.650%, 03/01/2026		890		874
2.800%, 10/01/2050		1,211		830
2.600%, 10/01/2040		1,299		944
HCA
5.500%, 06/15/2047		2,920		2,695
5.250%, 04/15/2025		750		758
5.250%, 06/15/2026		1,015		1,020
5.250%, 06/15/2049		2,905		2,599
4.625%, 03/15/2052 (D)		4,883		4,041
4.125%, 06/15/2029		2,500		2,301
3.625%, 03/15/2032 (D)		3,085		2,665
2.375%, 07/15/2031		1,015		805
Humana
4.950%, 10/01/2044		200		192
4.800%, 03/15/2047		50		48
4.500%, 04/01/2025		120		121
3.950%, 03/15/2027		860		837
3.850%, 10/01/2024		2,530		2,517


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.700%, 03/23/2029	$	7,750	$	7,318
3.150%, 12/01/2022		190		190
2.150%, 02/03/2032		250		202
Johnson & Johnson
3.700%, 03/01/2046		970		865
2.450%, 09/01/2060		2,085		1,389
0.950%, 09/01/2027		990		870
0.550%, 09/01/2025		490		449
Mass General Brigham
3.192%, 07/01/2049		245		188
Medtronic
4.625%, 03/15/2045		123		123
Merck
2.750%, 12/10/2051		1,050		759
1.450%, 06/24/2030		480		397
0.750%, 02/24/2026		840		759
Pfizer
4.000%, 12/15/2036		1,050		1,001
2.700%, 05/28/2050		1,400		1,044
2.625%, 04/01/2030		720		648
2.550%, 05/28/2040		2,605		2,001
1.750%, 08/18/2031		1,516		1,257
1.700%, 05/28/2030		680		575
0.800%, 05/28/2025		1,050		972
Roche Holdings
2.607%, 12/13/2051 (D)		3,154		2,239
Royalty Pharma PLC
1.200%, 09/02/2025		980		891
0.750%, 09/02/2023		1,650		1,590
RWJ Barnabas Health
3.949%, 07/01/2046		2,445		2,162
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		1,175		906
Takeda Pharmaceutical
3.175%, 07/09/2050		603		442
3.025%, 07/09/2040		869		673
Thermo Fisher Scientific
2.800%, 10/15/2041		1,203		933
2.000%, 10/15/2031		1,266		1,066
1.750%, 10/15/2028		754		666
UnitedHealth Group
6.625%, 11/15/2037		200		236
5.800%, 03/15/2036		560		618
4.750%, 05/15/2052		1,050		1,039
4.625%, 07/15/2035		2,120		2,112
4.450%, 12/15/2048		140		133
4.250%, 06/15/2048		180		166
4.200%, 05/15/2032		520		514
4.000%, 05/15/2029		1,922		1,891
3.875%, 12/15/2028		250		246
3.875%, 08/15/2059		570		486
3.750%, 07/15/2025		330		329


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.700%, 08/15/2049	$	140	$	119
3.500%, 06/15/2023		230		230
3.250%, 05/15/2051		3,496		2,745
3.125%, 05/15/2060		90		66
3.050%, 05/15/2041		392		313
2.900%, 05/15/2050		2,212		1,622
2.875%, 03/15/2023		150		150
2.750%, 05/15/2040		1,144		884
2.375%, 10/15/2022		100		100
2.300%, 05/15/2031		150		128
2.000%, 05/15/2030		220		187
1.250%, 01/15/2026		260		238
Universal Health Services
1.650%, 09/01/2026 (D)		1,260		1,088
Viatris
4.000%, 06/22/2050		1,455		940
2.700%, 06/22/2030		305		240
Wyeth LLC
6.450%, 02/01/2024		365		379
5.950%, 04/01/2037		320		363

				209,438

Industrials — 1.9%
3M
3.700%, 04/15/2050 (E)		300		244
2.375%, 08/26/2029		2,320		1,996
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.125%, 07/03/2023		262		262
3.300%, 01/30/2032		6,720		5,423
3.000%, 10/29/2028		8,758		7,445
2.450%, 10/29/2026		5,425		4,784
1.650%, 10/29/2024		3,505		3,243
1.150%, 10/29/2023		4,522		4,326
Air Lease
3.375%, 07/01/2025		490		465
3.250%, 03/01/2025		525		501
Air Lease MTN
2.875%, 01/15/2026		3,019		2,785
2.300%, 02/01/2025		605		567
American Airlines Pass-Through Trust, Ser 2015-1, Cl A
3.375%, 05/01/2027		88		76
Boeing
7.250%, 06/15/2025		107		113
5.930%, 05/01/2060		800		764
5.805%, 05/01/2050		2,130		2,043
5.705%, 05/01/2040		1,090		1,040
5.150%, 05/01/2030		1,240		1,220
4.875%, 05/01/2025		2,290		2,296
4.508%, 05/01/2023		2,225		2,229
3.750%, 02/01/2050		2,021		1,450


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.250%, 02/01/2035	$	3,148	$	2,422
3.200%, 03/01/2029		720		636
3.100%, 05/01/2026		230		217
2.800%, 03/01/2027		280		255
2.700%, 02/01/2027		340		308
2.196%, 02/04/2026		4,770		4,365
1.433%, 02/04/2024		5,034		4,826
Burlington Northern Santa Fe LLC
7.290%, 06/01/2036		200		252
4.550%, 09/01/2044		1,220		1,178
3.650%, 09/01/2025		140		139
2.875%, 06/15/2052		610		450
Canadian National Railway
4.400%, 08/05/2052		785		751
3.850%, 08/05/2032		1,178		1,140
Canadian Pacific Railway
6.125%, 09/15/2115		34		36
3.000%, 12/02/2041		1,488		1,172
2.450%, 12/02/2031		2,952		2,522
1.750%, 12/02/2026		359		326
1.350%, 12/02/2024		1,859		1,746
Carrier Global
3.577%, 04/05/2050		70		53
Caterpillar
4.300%, 05/15/2044		50		48
Cintas No. 2
4.000%, 05/01/2032		3,495		3,422
3.700%, 04/01/2027		590		581
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A
4.000%, 10/29/2024		43		41
CoStar Group
2.800%, 07/15/2030 (D)		1,485		1,211
Crowley Conro LLC
4.181%, 08/15/2043		773		765
CSX
4.100%, 11/15/2032		1,965		1,898
Deere
3.750%, 04/15/2050 (E)		920		848
3.100%, 04/15/2030		160		149
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		2,641		2,290
Delta Air Lines/Skymiles LP
4.750%, 10/20/2028 (D)		5,688		5,434
4.500%, 10/20/2025 (D)		1,330		1,303
Eaton
7.625%, 04/01/2024		325		343
4.150%, 11/02/2042		530		475
4.000%, 11/02/2032		99		95
2.750%, 11/02/2022		1,740		1,739


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Emerson Electric
2.800%, 12/21/2051	$	2,935	$	2,133
Equifax
3.950%, 06/15/2023		3,015		3,008
2.600%, 12/15/2025		445		419
GE Capital International Funding Unlimited
4.418%, 11/15/2035		3,868		3,657
General Dynamics
4.250%, 04/01/2040		1,915		1,843
4.250%, 04/01/2050		200		191
General Electric MTN
6.750%, 03/15/2032		103		117
3.385%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (A)		3,035		2,477
Honeywell International
1.350%, 06/01/2025		510		479
ILFC E-Capital Trust II
5.100%, ICE LIBOR USD 3 Month + 1.800%, 12/21/2065 (A)(D)		1,200		864
JetBlue Pass-Through Trust, Ser 2019-1, Cl AA
2.750%, 05/15/2032		147		125
John Deere Capital MTN
3.350%, 04/18/2029		2,525		2,413
2.350%, 03/08/2027 (E)		1,873		1,755
2.150%, 09/08/2022		145		145
2.125%, 03/07/2025		1,126		1,081
L3Harris Technologies
5.054%, 04/27/2045		330		319
4.854%, 04/27/2035		210		204
Lockheed Martin
4.150%, 06/15/2053		2,240		2,091
3.900%, 06/15/2032		410		402
3.550%, 01/15/2026		716		710
Northrop Grumman
5.250%, 05/01/2050		3,940		4,139
4.400%, 05/01/2030		2,676		2,667
3.850%, 04/15/2045		350		299
3.250%, 01/15/2028		480		455
2.930%, 01/15/2025		2,020		1,968
Otis Worldwide
3.112%, 02/15/2040		605		463
2.056%, 04/05/2025		340		321
Parker-Hannifin
4.500%, 09/15/2029		1,519		1,496
4.250%, 09/15/2027		4,267		4,223
2.700%, 06/14/2024		830		811
Penske Truck Leasing LP / PTL Finance
3.950%, 03/10/2025 (D)		225		220
Quanta Services
0.950%, 10/01/2024		1,492		1,396


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Raytheon Technologies
4.125%, 11/16/2028	$	480	$	470
3.950%, 08/16/2025		800		800
3.150%, 12/15/2024		320		312
3.125%, 07/01/2050		1,290		960
2.250%, 07/01/2030		680		581
Republic Services
4.750%, 05/15/2023		119		119
2.500%, 08/15/2024		2,035		1,976
1.450%, 02/15/2031		4,370		3,443
Roper Technologies
1.000%, 09/15/2025		940		852
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (D)		2,830		2,546
Southwest Airlines
5.125%, 06/15/2027		85		87
Triton Container International
2.050%, 04/15/2026 (D)		1,490		1,293
Union Pacific
3.839%, 03/20/2060		970		814
3.750%, 07/15/2025		530		528
3.750%, 02/05/2070		700		560
3.375%, 02/14/2042		898		755
3.250%, 02/05/2050		1,065		838
2.891%, 04/06/2036		835		695
2.800%, 02/14/2032		1,873		1,665
2.150%, 02/05/2027		270		251
United Parcel Service
5.200%, 04/01/2040		525		556
US Airways Pass-Through Trust, Ser 2012-1, Cl A
5.900%, 10/01/2024		21		21
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		2,376		2,156

				151,877

Information Technology — 1.8%
Adobe
2.300%, 02/01/2030		1,300		1,156
Advanced Micro Devices
3.924%, 06/01/2032		2,414		2,334
Apple
4.650%, 02/23/2046		2,460		2,515
4.375%, 05/13/2045		1,275		1,249
4.100%, 08/08/2062		4,073		3,740
3.950%, 08/08/2052		1,575		1,453
3.850%, 05/04/2043		375		345
3.450%, 05/06/2024		350		349
3.350%, 08/08/2032		1,963		1,856
3.250%, 08/08/2029		3,145		3,007
2.800%, 02/08/2061		531		375


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.650%, 05/11/2050	$	1,152	$	843
2.650%, 02/08/2051		513		375
2.450%, 08/04/2026		2,560		2,434
2.400%, 05/03/2023		95		94
2.400%, 08/20/2050		95		66
2.375%, 02/08/2041		609		458
1.400%, 08/05/2028		1,080		939
1.125%, 05/11/2025		1,720		1,607
Applied Materials
1.750%, 06/01/2030		1,070		897
Broadcom
4.926%, 05/15/2037 (D)		2,335		2,080
4.300%, 11/15/2032		1,110		999
4.150%, 11/15/2030		1,725		1,573
4.150%, 04/15/2032 (D)		1,125		1,006
4.000%, 04/15/2029 (D)		1,500		1,389
3.469%, 04/15/2034 (D)		1,672		1,354
3.419%, 04/15/2033 (D)		5,806		4,789
3.150%, 11/15/2025		980		947
3.137%, 11/15/2035 (D)		2,980		2,258
2.450%, 02/15/2031 (D)		1,309		1,044
Corning
5.450%, 11/15/2079		1,800		1,667
Dell International LLC/EMC
6.100%, 07/15/2027		762		801
4.900%, 10/01/2026		384		386
3.450%, 12/15/2051 (D)		2,230		1,458
3.375%, 12/15/2041 (D)		1,859		1,302
Global Payments
5.950%, 08/15/2052		551		534
5.300%, 08/15/2029		1,575		1,558
4.950%, 08/15/2027		3,485		3,452
1.500%, 11/15/2024		298		279
HP
4.200%, 04/15/2032		2,625		2,319
Intel
5.050%, 08/05/2062		785		757
4.900%, 08/05/2052		2,200		2,147
4.750%, 03/25/2050		1,115		1,062
3.734%, 12/08/2047		119		97
3.250%, 11/15/2049		660		491
3.050%, 08/12/2051		310		223
2.800%, 08/12/2041		1,957		1,452
1.600%, 08/12/2028		650		564
International Business Machines
3.000%, 05/15/2024		2,340		2,311
KLA
4.950%, 07/15/2052		695		698
4.650%, 07/15/2032		640		650
3.300%, 03/01/2050		1,791		1,400
Kyndryl Holdings
2.050%, 10/15/2026 (D)		2,500		2,073


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lam Research
3.800%, 03/15/2025	$	150	$	149
Lenovo Group
6.536%, 07/27/2032 (D)		1,120		1,110
Marvell Technology
1.650%, 04/15/2026		2,010		1,808
Mastercard
3.850%, 03/26/2050		2,850		2,581
3.375%, 04/01/2024		240		239
Microsoft
4.100%, 02/06/2037		245		246
3.500%, 02/12/2035		460		440
3.450%, 08/08/2036		1,622		1,526
3.300%, 02/06/2027		2,680		2,634
3.041%, 03/17/2062		281		214
2.921%, 03/17/2052		646		508
2.875%, 02/06/2024		970		960
2.700%, 02/12/2025		360		354
2.675%, 06/01/2060		59		42
2.525%, 06/01/2050		240		175
2.400%, 08/08/2026		1,990		1,899
2.375%, 05/01/2023		50		50
NVIDIA
3.700%, 04/01/2060		680		554
3.500%, 04/01/2040		990		850
3.500%, 04/01/2050		2,010		1,665
2.850%, 04/01/2030		1,325		1,196
NXP BV / NXP FUNDING LLC / NXP USA
4.400%, 06/01/2027		906		883
3.400%, 05/01/2030		1,039		920
3.250%, 05/11/2041		820		596
2.700%, 05/01/2025		430		407
2.650%, 02/15/2032		1,547		1,244
Oracle
4.300%, 07/08/2034		285		248
4.000%, 11/15/2047		330		240
3.950%, 03/25/2051		4,590		3,297
3.900%, 05/15/2035		4,920		4,024
3.800%, 11/15/2037		4,295		3,335
3.600%, 04/01/2040		1,834		1,334
2.950%, 11/15/2024		675		656
2.950%, 05/15/2025		695		666
2.950%, 04/01/2030		1,415		1,208
2.875%, 03/25/2031		2,480		2,056
2.800%, 04/01/2027		625		572
1.650%, 03/25/2026		1,820		1,641
PayPal Holdings
5.050%, 06/01/2052		2,445		2,383
4.400%, 06/01/2032		740		729
2.300%, 06/01/2030		6,600		5,670
1.650%, 06/01/2025		640		602


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
QUALCOMM
1.650%, 05/20/2032	$	119	$	95
salesforce.com
3.250%, 04/11/2023		740		739
Texas Instruments
4.150%, 05/15/2048		1,250		1,191
1.750%, 05/04/2030		440		375
TSMC Arizona
2.500%, 10/25/2031		3,950		3,342
1.750%, 10/25/2026		3,310		3,003
TSMC Global
4.625%, 07/22/2032 (D)		500		501
1.375%, 09/28/2030 (D)		4,320		3,393
Visa
4.300%, 12/14/2045		810		779
3.150%, 12/14/2025		660		645
VMware
4.700%, 05/15/2030		1,504		1,425
1.800%, 08/15/2028		453		377
1.400%, 08/15/2026		2,617		2,307
1.000%, 08/15/2024		2,601		2,437
0.600%, 08/15/2023		3,664		3,543
Vontier
2.950%, 04/01/2031		925		712
1.800%, 04/01/2026		1,170		1,023
Workday
3.800%, 04/01/2032 (E)		2,510		2,297
3.700%, 04/01/2029		500		469
3.500%, 04/01/2027		360		343
Xilinx
2.375%, 06/01/2030		641		559

				152,678

Materials — 0.9%
Amcor Finance USA
3.625%, 04/28/2026		2,000		1,904
Anglo American Capital PLC
4.750%, 03/16/2052 (D)		1,707		1,440
4.000%, 09/11/2027 (D)		280		264
3.875%, 03/16/2029 (D)		2,142		1,940
3.625%, 09/11/2024 (D)		1,810		1,774
Barrick Gold
5.250%, 04/01/2042		740		722
Barrick North America Finance LLC
5.700%, 05/30/2041		470		482
Berry Global
4.875%, 07/15/2026 (D)		3,270		3,183
1.650%, 01/15/2027		775		666
1.570%, 01/15/2026		1,010		902
BHP Billiton Finance USA
5.000%, 09/30/2043		40		40


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Celanese US Holdings LLC
6.379%, 07/15/2032	$	1,785	$	1,772
6.330%, 07/15/2029		1,995		1,989
6.050%, 03/15/2025		4,910		4,923
Dow Chemical
7.375%, 11/01/2029		1,005		1,154
4.800%, 05/15/2049		925		843
3.600%, 11/15/2050		762		582
DuPont de Nemours
4.493%, 11/15/2025		2,095		2,110
Equate Petrochemical MTN
4.250%, 11/03/2026 (D)		1,640		1,610
2.625%, 04/28/2028 (D)		2,250		2,014
Freeport-McMoRan
5.450%, 03/15/2043		270		243
5.400%, 11/14/2034		330		313
5.250%, 09/01/2029		3,430		3,305
Glencore Finance Canada
6.900%, 11/15/2037 (D)		863		926
6.000%, 11/15/2041 (D)		95		91
Glencore Funding LLC
4.125%, 05/30/2023 (D)		50		50
4.000%, 03/27/2027 (D)		1,570		1,508
Industrias Penoles
4.150%, 09/12/2029 (D)		2,290		2,114
International Flavors and Fragrances
5.000%, 09/26/2048		2,365		2,170
2.300%, 11/01/2030 (D)		4,800		3,933
1.230%, 10/01/2025 (D)		4,110		3,697
Nacional del Cobre de Chile
4.250%, 07/17/2042 (D)		350		283
3.625%, 08/01/2027 (D)		2,770		2,622
Newcrest Finance Pty
3.250%, 05/13/2030 (D)		1,140		1,008
OCP
4.500%, 10/22/2025 (D)		1,860		1,817
Orbia Advance
2.875%, 05/11/2031 (D)		1,340		1,107
1.875%, 05/11/2026 (D)		1,410		1,261
Rohm & Haas
7.850%, 07/15/2029		954		1,110
Sealed Air
1.573%, 10/15/2026 (D)		1,600		1,403
Southern Copper
5.250%, 11/08/2042		4,540		4,375
Suzano Austria GmbH
6.000%, 01/15/2029		2,540		2,545
Vale Overseas
6.875%, 11/21/2036		1,595		1,656
6.250%, 08/10/2026		2,290		2,402


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Westlake
3.600%, 08/15/2026	$	820	$	794

				71,047

Real Estate — 1.1%
Agree
4.800%, 10/01/2032		785		753
2.600%, 06/15/2033		355		277
2.000%, 06/15/2028		1,566		1,319
American Assets Trust
3.375%, 02/01/2031		2,580		2,173
American Homes 4 Rent
4.300%, 04/15/2052		645		520
3.625%, 04/15/2032		1,441		1,258
American Tower
3.650%, 03/15/2027		1,109		1,055
3.125%, 01/15/2027		785		731
2.700%, 04/15/2031		598		495
1.875%, 10/15/2030		3,215		2,535
AvalonBay Communities MTN
2.450%, 01/15/2031		2,490		2,157
Boston Properties
3.800%, 02/01/2024		2,000		1,986
3.400%, 06/21/2029		1,510		1,353
2.900%, 03/15/2030		125		107
Brixmor Operating Partnership
4.050%, 07/01/2030		1,845		1,640
2.500%, 08/16/2031		1,596		1,235
2.250%, 04/01/2028		504		426
Camden Property Trust
2.800%, 05/15/2030		480		425
Crown Castle
2.900%, 04/01/2041		380		274
Crown Castle International
4.000%, 03/01/2027		376		365
3.300%, 07/01/2030		1,293		1,146
2.900%, 03/15/2027		2,453		2,273
1.050%, 07/15/2026		2,246		1,967
Equinix
3.900%, 04/15/2032		1,740		1,579
2.950%, 09/15/2051		1,895		1,273
Essential Properties
2.950%, 07/15/2031		2,595		1,993
Essex Portfolio
2.550%, 06/15/2031		742		617
1.700%, 03/01/2028		1,887		1,605
Extra Space Storage
3.900%, 04/01/2029		721		669
2.350%, 03/15/2032		645		507
Federal Realty Investment Trust
3.950%, 01/15/2024		997		992


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
GLP Capital LP / GLP Financing II
5.750%, 06/01/2028	$	1,250	$	1,240
5.375%, 11/01/2023		839		828
5.375%, 04/15/2026		1,870		1,837
5.300%, 01/15/2029		2,502		2,415
5.250%, 06/01/2025		2,330		2,301
4.000%, 01/15/2030		1,100		964
Healthcare Realty Holdings
3.875%, 05/01/2025		1,455		1,412
3.100%, 02/15/2030		30		26
Healthcare Trust of America Holdings
3.500%, 08/01/2026		1,010		963
2.000%, 03/15/2031		1,600		1,245
Hudson Pacific Properties
4.650%, 04/01/2029		3,200		3,004
Invitation Homes Operating Partnership
4.150%, 04/15/2032		1,441		1,295
Kimco Realty
4.600%, 02/01/2033		1,179		1,140
Life Storage
3.875%, 12/15/2027		935		883
2.400%, 10/15/2031		1,625		1,297
Mid-America Apartments
4.300%, 10/15/2023		738		738
4.000%, 11/15/2025		884		866
3.950%, 03/15/2029		723		690
Piedmont Operating Partnership
4.450%, 03/15/2024		125		125
Realty Income
3.400%, 01/15/2028		766		719
2.850%, 12/15/2032		1,043		894
2.200%, 06/15/2028		773		678
Regency Centers
2.950%, 09/15/2029		1,562		1,364
Rexford Industrial Realty
2.150%, 09/01/2031		797		636
Sabra Health Care
3.900%, 10/15/2029		1,335		1,164
Simon Property Group LP
2.450%, 09/13/2029		1,915		1,653
SL Green Operating Partnership
3.250%, 10/15/2022		3,000		2,994
SL Green Realty
4.500%, 12/01/2022 (E)		500		500
Spirit Realty
3.400%, 01/15/2030		512		440
STORE Capital
4.625%, 03/15/2029		918		887
4.500%, 03/15/2028		2,719		2,610
2.750%, 11/18/2030		1,273		1,033
2.700%, 12/01/2031		500		397


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sun Communities Operating
4.200%, 04/15/2032	$	1,441	$	1,291
Sun Communities Operating LP
2.300%, 11/01/2028		721		609
VICI Properties
5.750%, 02/01/2027 (D)		855		842
5.625%, 05/15/2052		1,158		1,071
5.125%, 05/15/2032		2,390		2,278
4.950%, 02/15/2030		50		48
4.625%, 06/15/2025 (D)		190		184
4.500%, 09/01/2026 (D)		725		683
4.500%, 01/15/2028 (D)		345		320
3.875%, 02/15/2029 (D)		1,320		1,174
3.750%, 02/15/2027 (D)		125		113
Welltower
4.500%, 01/15/2024		183		184
Weyerhaeuser
3.375%, 03/09/2033		2,480		2,173

				85,913

Utilities — 2.0%
AES
1.375%, 01/15/2026		849		753
Alabama Power
3.700%, 12/01/2047		1,490		1,238
American Transmission Systems
2.650%, 01/15/2032 (D)		1,241		1,044
Appalachian Power
4.500%, 03/01/2049		60		53
4.450%, 06/01/2045		1,600		1,392
Baltimore Gas and Electric
2.250%, 06/15/2031		1,117		946
Berkshire Hathaway Energy
2.850%, 05/15/2051		3,035		2,165
Boston Gas
4.487%, 02/15/2042 (D)		140		123
CenterPoint Energy Houston Electric LLC
3.600%, 03/01/2052		824		696
Comision Federal de Electricidad
4.875%, 01/15/2024 (D)		300		295
4.750%, 02/23/2027 (D)		710		667
3.875%, 07/26/2033 (D)		790		606
Consolidated Edison of New York
4.650%, 12/01/2048		2,000		1,888
4.450%, 03/15/2044		2,885		2,679
3.950%, 04/01/2050		210		182
3.350%, 04/01/2030		260		244
Consumers Energy
2.650%, 08/15/2052		499		350
2.500%, 05/01/2060		639		406
Dominion Energy
3.071%, 08/15/2024 (C)		1,800		1,764


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DTE Electric
3.650%, 03/01/2052	$	598	$	510
2.950%, 03/01/2050		1,305		992
DTE Energy
2.529%, 10/01/2024 (C)		1,775		1,709
1.050%, 06/01/2025		3,898		3,567
Duke Energy
5.000%, 08/15/2052		787		747
4.500%, 08/15/2032		2,122		2,046
4.300%, 03/15/2028		2,360		2,310
3.750%, 09/01/2046		230		180
3.500%, 06/15/2051		231		175
3.150%, 08/15/2027		850		801
2.550%, 06/15/2031		4,930		4,114
0.900%, 09/15/2025		1,955		1,775
Duke Energy Carolinas LLC
4.250%, 12/15/2041		1,000		917
4.000%, 09/30/2042		1,512		1,337
3.550%, 03/15/2052		1,010		832
2.850%, 03/15/2032		1,387		1,230
2.550%, 04/15/2031		758		663
Duke Energy Florida LLC
3.200%, 01/15/2027		1,600		1,550
2.400%, 12/15/2031		1,113		948
Duke Energy Indiana LLC
2.750%, 04/01/2050		1,205		841
Duke Energy Progress LLC
4.150%, 12/01/2044		250		223
2.500%, 08/15/2050		1,125		771
Entergy Arkansas LLC
2.650%, 06/15/2051		1,005		686
Entergy Texas
3.450%, 12/01/2027		1,625		1,558
Evergy Metro
5.300%, 10/01/2041		250		254
Eversource Energy
4.600%, 07/01/2027		4,167		4,179
3.375%, 03/01/2032		1,504		1,351
2.900%, 10/01/2024		3,730		3,633
1.400%, 08/15/2026		633		563
Exelon
5.625%, 06/15/2035		1,720		1,803
3.950%, 06/15/2025		1,020		1,010
FirstEnergy
4.400%, 07/15/2027		1,310		1,241
1.600%, 01/15/2026		300		270
Florida Power and Light
3.250%, 06/01/2024		455		452
ITC Holdings
4.050%, 07/01/2023		2,075		2,074
2.700%, 11/15/2022		1,516		1,513


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Jersey Central Power & Light
2.750%, 03/01/2032 (D)	$	1,227	$	1,037
KeySpan Gas East
3.586%, 01/18/2052 (D)		4,825		3,471
2.742%, 08/15/2026 (D)		1,175		1,088
Korea Hydro & Nuclear Power
4.250%, 07/27/2027 (D)		1,612		1,598
Metropolitan Edison
4.300%, 01/15/2029 (D)		2,032		1,984
4.000%, 04/15/2025 (D)		1,000		954
3.500%, 03/15/2023 (D)		5,050		5,040
MidAmerican Energy
4.800%, 09/15/2043		1,500		1,473
3.650%, 04/15/2029		1,330		1,289
2.700%, 08/01/2052		969		688
Mid-Atlantic Interstate Transmission LLC
4.100%, 05/15/2028 (D)		190		183
Mississippi Power
4.250%, 03/15/2042		513		450
3.950%, 03/30/2028		1,338		1,287
3.100%, 07/30/2051		1,340		953
National Rural Utilities Cooperative Finance MTN
1.875%, 02/07/2025		720		686
NextEra Energy Capital Holdings
4.625%, 07/15/2027		1,165		1,170
3.254%, ICE LIBOR USD 3 Month + 0.270%, 02/22/2023 (A)		5,000		4,989
0.650%, 03/01/2023		1,095		1,075
NiSource
5.800%, 02/01/2042		471		470
Northern States Power
3.200%, 04/01/2052		754		589
NSTAR Electric
4.550%, 06/01/2052		906		886
3.100%, 06/01/2051		687		520
Oncor Electric Delivery LLC
2.750%, 05/15/2030		1,950		1,769
Pacific Gas and Electric
5.250%, 03/01/2052		750		624
4.950%, 07/01/2050		1,508		1,204
4.750%, 02/15/2044		375		289
4.500%, 07/01/2040		384		299
4.200%, 06/01/2041		648		482
3.950%, 12/01/2047		1,732		1,183
3.500%, 08/01/2050		220		146
3.300%, 08/01/2040		90		63
2.500%, 02/01/2031		2,795		2,137
2.100%, 08/01/2027		3,653		3,089
1.700%, 11/15/2023		2,910		2,811
PacifiCorp
2.900%, 06/15/2052		2,590		1,868


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PECO Energy
4.150%, 10/01/2044	$	1,985	$	1,797
2.850%, 09/15/2051		1,348		981
Pennsylvania Electric
4.150%, 04/15/2025 (D)		995		967
3.250%, 03/15/2028 (D)		1,086		1,005
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (D)		2,090		1,991
5.450%, 05/21/2028 (D)		1,030		1,056
4.125%, 05/15/2027 (D)		1,990		1,926
Piedmont Natural Gas
5.050%, 05/15/2052		2,000		1,963
2.500%, 03/15/2031		2,000		1,685
Progress Energy
6.000%, 12/01/2039		200		209
Public Service Electric and Gas MTN
3.700%, 05/01/2028		3,090		3,005
2.700%, 05/01/2050		609		435
2.050%, 08/01/2050		310		191
1.900%, 08/15/2031		1,496		1,245
Public Service Enterprise Group
2.450%, 11/15/2031		965		806
1.600%, 08/15/2030		859		684
Public Service of Oklahoma
3.150%, 08/15/2051		754		547
2.200%, 08/15/2031		746		616
Southern California Edison
4.125%, 03/01/2048		841		699
Southern California Gas
2.550%, 02/01/2030		1,840		1,641
Southern Gas Capital
3.250%, 06/15/2026		1,550		1,481
1.750%, 01/15/2031		1,180		937
Southwestern Electric Power
2.750%, 10/01/2026		1,000		933
1.650%, 03/15/2026		3,990		3,617
Southwestern Public Service
3.750%, 06/15/2049		2,000		1,673
Texas Electric Market Stabilization Funding N LLC
4.265%, 08/01/2034 (D)		6,135		6,100
Trans-Allegheny Interstate Line
3.850%, 06/01/2025 (D)		527		515
Virginia Electric and Power
4.650%, 08/15/2043		1,205		1,146
4.625%, 05/15/2052		758		738
3.450%, 02/15/2024		150		149
2.950%, 11/15/2051		1,117		828
Vistra Operations LLC
4.300%, 07/15/2029 (D)		2,725		2,449


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
WEC Energy Group
0.800%, 03/15/2024	$	1,480	$	1,409
Wisconsin Electric Power
1.700%, 06/15/2028		670		584
Xcel Energy
4.600%, 06/01/2032		1,133		1,125

				161,293

Total Corporate Obligations
(Cost $2,701,758) ($ Thousands)				2,431,377



U.S. TREASURY OBLIGATIONS — 26.8%
U.S. Treasury Bills
2.506%, 11/10/2022 (I)		24,160		24,038
2.415%, 12/22/2022 (I)		6,600		6,538
1.239%, 09/20/2022 (I)		19,710		19,688
1.047%, 10/20/2022 (I)		6,900		6,877
U.S. Treasury Bonds
3.625%, 08/15/2043		460		462
3.375%, 08/15/2042		9,566		9,334
3.250%, 05/15/2042		22,139		21,177
3.000%, 08/15/2052		39,927		37,850
2.875%, 05/15/2052		31,758		29,267
2.375%, 02/15/2042		70,118		58,121
2.375%, 05/15/2051		8,310		6,842
2.250%, 05/15/2041		240		196
2.250%, 02/15/2052		91,089		72,757
2.000%, 11/15/2041		213,309		165,698
2.000%, 02/15/2050		7,650		5,787
2.000%, 08/15/2051		35,434		26,620
1.875%, 02/15/2041		7,390		5,662
1.875%, 02/15/2051		30,980		22,605
1.875%, 11/15/2051		27,590		20,091
1.750%, 08/15/2041		128,366		95,372
1.625%, 11/15/2050		26,776		18,320
1.375%, 11/15/2040		70,309		49,464
1.375%, 08/15/2050		77,606		49,625
1.250%, 05/15/2050		41,070		25,394
1.125%, 05/15/2040		29,657		20,185
1.125%, 08/15/2040		39,294		26,502
U.S. Treasury Inflation-Protected Securities
0.125%, 02/15/2052		4,142		3,240
U.S. Treasury Notes
3.250%, 08/31/2024		138,615		138,019
3.250%, 06/30/2027		87,855		87,436
3.250%, 06/30/2029		6,764		6,737
3.125%, 08/15/2025		42,085		41,661
3.125%, 08/31/2027		129,025		127,876
3.000%, 06/30/2024		16,937		16,790
3.000%, 07/31/2024		100,894		100,011


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
3.000%, 07/15/2025	$	100,765	$	99,419
2.875%, 04/30/2025		7,646		7,523
2.875%, 05/15/2032		3,510		3,421
2.750%, 04/30/2027		6,110		5,947
2.750%, 07/31/2027		108,155		105,257
2.750%, 02/15/2028		19,912		19,290
2.750%, 05/31/2029		22,825		22,024
2.750%, 08/15/2032		50,115		48,345
2.625%, 07/31/2029		62,218		59,642
2.500%, 04/30/2024		26,241		25,825
2.375%, 05/15/2027		7,954		7,606
2.375%, 03/31/2029		26,630		25,110
2.000%, 11/15/2026		18,547		17,511
1.625%, 05/15/2026		22,623		21,190
1.625%, 05/15/2031		10,230		9,037
1.500%, 08/15/2026		44,353		41,172
1.500%, 01/31/2027		21,815		20,130
1.500%, 11/30/2028		11,529		10,330
1.375%, 10/31/2028		44,098		39,258
1.250%, 04/30/2028		23,590		21,027
1.250%, 05/31/2028		16,350		14,559
1.250%, 06/30/2028		24,594		21,854
1.000%, 07/31/2028		20,729		18,121
0.875%, 06/30/2026		32,111		29,156
0.750%, 05/31/2026		26,999		24,439
0.750%, 01/31/2028		2,340		2,039
0.625%, 11/30/2027		16,839		14,639
0.375%, 11/30/2025		6,306		5,705
0.375%, 01/31/2026		25,332		22,804
0.250%, 08/31/2025		20,260		18,396
0.125%, 09/30/2022		11,550		11,530
0.125%, 04/30/2023		15,146		14,828

Total U.S. Treasury Obligations
(Cost $2,356,069) ($ Thousands)				2,153,376



ASSET-BACKED SECURITIES — 9.6%
Automotive — 2.0%

Ally Auto Receivables Trust, Ser 2022-1, Cl A3
3.310%, 11/15/2026		2,019		2,000
Americredit Automobile Receivables Trust, Ser 2022-1, Cl A2
2.050%, 01/20/2026		3,820		3,781
Americredit Automobile Receivables Trust, Ser 2022-1, Cl A3
2.450%, 11/18/2026		682		665
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3
4.380%, 04/18/2028		1,739		1,739


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/2031 (D)	$	1,570	$	1,541
Avis Budget Rental Car Funding AESOP LLC, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (D)		1,574		1,497
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-1A, Cl A
2.330%, 08/20/2026 (D)		4,538		4,273
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (D)		3,620		3,317
Avis Budget Rental Car Funding AESOP LLC, Ser 2021-1A, Cl A
1.380%, 08/20/2027 (D)		1,050		929
Avis Budget Rental Car Funding AESOP LLC, Ser 2021-2A, Cl A
1.660%, 02/20/2028 (D)		3,473		3,095
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-3A, Cl A
4.620%, 02/20/2027 (D)		3,126		3,109
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-4A, Cl A
4.770%, 02/20/2029 (D)		1,550		1,544
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3
3.660%, 05/17/2027		2,825		2,808
Chase Auto Owner Trust, Ser 2022-AA, Cl A4
3.990%, 03/27/2028 (D)		1,120		1,109
Chesapeake Funding II LLC, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (D)		211		211
Chesapeake Funding II LLC, Ser 2020-1A, Cl B
1.240%, 08/15/2032 (D)		1,830		1,773
Chesapeake Funding II LLC, Ser 2020-1A, Cl D
2.830%, 08/15/2032 (D)		500		481
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (D)		1,890		1,830
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl B
0.980%, 12/11/2034 (D)		1,140		1,073
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl C
1.200%, 12/11/2034 (D)		1,990		1,866
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (D)		905		841
Ford Credit Auto Lease Trust, Ser 2022-A, Cl A3
3.230%, 05/15/2025		4,074		4,031


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Lease Trust, Ser 2022-A, Cl A4
3.370%, 07/15/2025	$	1,567	$	1,544
Ford Credit Auto Owner Trust, Ser 2020-2, Cl A
1.060%, 04/15/2033 (D)		1,188		1,077
Ford Credit Auto Owner Trust, Ser 2022-1, Cl A
3.880%, 11/15/2034 (D)		5,480		5,410
Ford Credit Auto Owner Trust, Ser 2022-A, Cl A3
1.290%, 06/15/2026		1,082		1,037
Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A
4.060%, 11/15/2030		2,740		2,700
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2
1.150%, 09/15/2025 (D)		1,477		1,448
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A
0.420%, 01/15/2025 (D)		663		656
GM Financial Automobile Leasing Trust, Ser 2022-2, Cl A3
3.420%, 06/20/2025		1,645		1,633
GM Financial Automobile Leasing Trust, Ser 2022-2, Cl A4
3.540%, 05/20/2026		1,802		1,779
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3
4.010%, 09/22/2025		2,175		2,179
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A4
4.110%, 08/20/2026		2,343		2,337
GM Financial Consumer Automobile Receivables Trust, Ser 2022-2, Cl A3
3.100%, 02/16/2027		4,709		4,637
GM Financial Consumer Automobile Receivables Trust, Ser 2022-2, Cl A4
3.250%, 04/17/2028		2,511		2,459
GM Financial Consumer Automobile Receivables Trust, Ser 2022-3, Cl A4
3.710%, 12/16/2027		1,431		1,419
Hertz Vehicle Financing III LLC, Ser 2022-1A, Cl A
1.990%, 06/25/2026 (D)		5,990		5,568
Hertz Vehicle Financing III LLC, Ser 2022-3A, Cl A
3.370%, 03/25/2025 (D)		1,040		1,019
Hertz Vehicle Financing III, Ser 2021-2A, Cl A
1.680%, 12/27/2027 (D)		1,983		1,767


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hertz Vehicle Financing III, Ser 2021-2A, Cl C
2.520%, 12/27/2027 (D)	$	2,030	$	1,749
Hertz Vehicle Financing LLC, Ser 2022-2A, Cl A
2.330%, 06/26/2028 (D)		3,726		3,341
Hertz Vehicle Financing LLC, Ser 2022-4A, Cl A
3.730%, 09/25/2026 (D)		2,373		2,303
Hertz Vehicle Financing LLC, Ser 2022-5A, Cl A
3.890%, 09/25/2028 (D)		3,943		3,756
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3
3.730%, 07/20/2026		1,490		1,480
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A4
3.760%, 12/18/2028		1,070		1,062
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4
1.030%, 12/15/2027		1,347		1,241
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3
2.220%, 10/15/2026		2,641		2,549
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4
2.350%, 04/17/2028		899		851
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B
0.991%, 01/25/2028 (D)		290		285
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B
0.840%, 02/25/2028 (D)		666		650
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B
0.889%, 12/26/2028 (D)		1,134		1,095
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B
0.760%, 02/26/2029 (D)		2,292		2,204
Nissan Auto Lease Trust, Ser 2022-A, Cl A3
3.810%, 05/15/2025		3,143		3,138
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3
3.960%, 04/15/2026 (D)		1,654		1,648
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4
4.180%, 12/15/2028 (D)		813		811
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025		2,845		2,823


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl C
0.900%, 06/15/2026	$	1,730	$	1,685
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A2
2.120%, 10/15/2026		3,710		3,696
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3
2.980%, 10/15/2026		4,987		4,906
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3
3.400%, 12/15/2026		3,519		3,474
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3
4.140%, 02/16/2027		2,380		2,366
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3
4.110%, 08/17/2026		1,973		1,966
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3
3.280%, 11/20/2025 (D)		2,920		2,871
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A
2.560%, 11/25/2031 (D)		885		862
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A
1.350%, 05/25/2033 (D)		1,600		1,486
Toyota Auto Loan Extended Note Trust, Ser 2022-1A, Cl A
3.820%, 04/25/2035 (D)		8,775		8,665
Toyota Auto Receivables Owner Trust, Ser 2019-D, Cl A3
1.920%, 01/16/2024		130		130
Toyota Auto Receivables Owner Trust, Ser 2021-D, Cl A3
0.710%, 04/15/2026		766		730
Toyota Auto Receivables Owner Trust, Ser 2022-B, Cl A4
3.110%, 08/16/2027		1,873		1,821
Toyota Auto Receivables Owner Trust, Ser 2022-C, Cl A3
3.760%, 04/15/2027		2,255		2,239
Toyota Auto Receivables Owner Trust, Ser 2022-C, Cl A4
3.770%, 02/15/2028		1,787		1,764
Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3
3.440%, 07/21/2025		1,135		1,125
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl C
2.490%, 10/15/2024 (D)		395		395


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A
0.390%, 10/15/2024 (D)	$	542	$	539
Wheels SPV II LLC, Ser 2020-1A, Cl A2
0.510%, 08/20/2029 (D)		1,116		1,102
World Omni Auto Receivables Trust, Ser 2022-C, Cl A3
3.660%, 10/15/2027		1,665		1,655
World Omni Automobile Lease Securitization Trust, Ser 2022-A, Cl A3
3.210%, 02/18/2025		1,765		1,743
World Omni Automobile Lease Securitization Trust, Ser 2022-A, Cl A4
3.340%, 06/15/2027		1,040		1,031
				159,419

Credit Cards — 0.7%

American Express Credit Account Master Trust, Ser 2022-2, Cl A
3.390%, 05/17/2027		8,182		8,084
American Express Credit Account Master Trust, Ser 2022-3, Cl A
3.750%, 08/16/2027		18,084		18,004
BA Credit Card Trust, Ser 2022-A1, Cl A1
3.530%, 11/15/2027		3,297		3,267
Capital One Multi-Asset Execution Trust, Ser 2021-A2, Cl A2
1.390%, 07/15/2030		2,458		2,128
Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A
3.490%, 05/15/2027		2,377		2,354
Citibank Credit Card Issuance Trust, Ser 2017-A6, Cl A6
3.161%, ICE LIBOR USD 1 Month + 0.770%, 05/14/2029 (A)		5,880		5,821
Discover Card Execution Note Trust, Ser 2022-A3, Cl A3
3.560%, 07/15/2027		12,310		12,191
Synchrony Card Funding LLC, Ser 2022-A1, Cl A
3.370%, 04/15/2028		2,821		2,777
Synchrony Card Funding LLC, Ser 2022-A2, Cl A
3.860%, 07/15/2028		2,827		2,813
				57,439

Mortgage Related Securities — 0.2%

Aames Mortgage Trust, Ser 2002-1, Cl A3
7.396%, 06/25/2032 (C)		16		16


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Accredited Mortgage Loan Trust, Ser 2005-3, Cl M3
3.164%, ICE LIBOR USD 1 Month + 0.720%, 09/25/2035 (A)	$	3,728	$	3,681
Bayview Financial Mortgage Pass-Through Trust, Ser 2006-A, Cl M3
3.468%, ICE LIBOR USD 1 Month + 0.975%, 02/28/2041 (A)		488		486
Centex Home Equity Loan Trust, Ser 2005-A, Cl M1
3.164%, ICE LIBOR USD 1 Month + 0.720%, 01/25/2035 (A)		2,343		2,317
Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A
3.211%, ICE LIBOR USD 1 Month + 0.820%, 09/15/2029 (A)		166		153
Master Asset-Backed Securities Trust, Ser 2006-WMC3, Cl A4
2.604%, ICE LIBOR USD 1 Month + 0.160%, 08/25/2036 (A)		688		268
Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S
5.858%, 01/25/2047 (C)		13		5
RASC Trust, Ser 2005-KS9, Cl M5
3.389%, ICE LIBOR USD 1 Month + 0.630%, 10/25/2035 (A)		6,566		6,516
Soundview Home Loan Trust, Ser 2006-OPT3, Cl 2A3
2.784%, ICE LIBOR USD 1 Month + 0.340%, 06/25/2036 (A)		77		77
Structured Asset Securities Pass-Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		19		17
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33
3.444%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2034 (A)		2,018		1,952
				15,488

Other Asset-Backed Securities — 6.7%

522 Funding CLO, Ser 2021-6A, Cl A1R
3.933%, 10/23/2034 (A)(D)		1,000		975
ABPCI Direct Lending Fund CLO X, Ser 2020-10A, Cl A1A
4.660%, ICE LIBOR USD 3 Month + 1.950%, 01/20/2032 (A)(D)		2,420		2,400
ABPCI Direct Lending Fund IX LLC, Ser 2021-9A, Cl A1R
4.169%, ICE LIBOR USD 3 Month + 1.400%, 11/18/2031 (A)(D)		4,190		4,111


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
AccessLex Institute, Ser 2007-A, Cl A3
3.297%, ICE LIBOR USD 3 Month + 0.300%, 05/25/2036 (A)	$	1,874	$	1,810
ACRES Commercial Realty, Ser 2021-FL1, Cl AS
3.980%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2036 (A)(D)		6,000		5,850
AGL CLO VI, Ser 2021-6A, Cl AR
3.910%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034 (A)(D)		1,360		1,327
Aimco CLO XI, Ser 2021-11A, Cl AR
3.870%, ICE LIBOR USD 3 Month + 1.130%, 10/17/2034 (A)(D)		5,500		5,335
Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2
1.937%, 08/15/2046 (D)		3,630		3,196
American Homes 4 Rent, Ser 2015-SFR1, Cl A
3.467%, 04/17/2052 (D)		4,441		4,323
AMMC CLO IX, Ser 2019-19A, Cl AR
3.652%, ICE LIBOR USD 3 Month + 1.140%, 10/16/2028 (A)(D)		758		753
AMMC CLO XIII, Ser 2021-13A, Cl A1R2
3.833%, ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (A)(D)		5,415		5,360
Antares CLO, Ser 2021-1A, Cl A1R
4.243%, ICE LIBOR USD 3 Month + 1.460%, 10/23/2033 (A)(D)		2,500		2,414
Apidos CLO XXXV, Ser 2021-35A, Cl A
3.760%, ICE LIBOR USD 3 Month + 1.050%, 04/20/2034 (A)(D)		1,320		1,285
Applebee's Funding LLC / IHOP Funding LLC, Ser 2019-1A, Cl A2I
4.194%, 06/05/2049 (D)		1,980		1,901
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (D)		2,123		1,965
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL4, Cl AS
4.091%, ICE LIBOR USD 1 Month + 1.700%, 11/15/2036 (A)(D)		4,831		4,632
Arbor Realty Commercial Real Estate Notes, Ser 2022-FL1, Cl A
3.333%, SOFR30A + 1.450%, 01/15/2037 (A)(D)		1,848		1,808
Ares LXIII CLO, Ser 2022-63A, Cl A1A
2.267%, TSFR3M + 1.380%, 04/20/2035 (A)(D)		2,750		2,693
Ares XLII Clo, Ser 2021-42A, Cl BR
4.259%, ICE LIBOR USD 3 Month + 1.500%, 01/22/2028 (A)(D)		2,000		1,956


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Balboa Bay Loan Funding, Ser 2021-2A, Cl A1
3.880%, ICE LIBOR USD 3 Month + 1.170%, 01/20/2035 (A)(D)	$	1,230	$	1,195
Barings CLO, Ser 2017-IA, Cl AR
3.510%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (A)(D)		2,808		2,772
Blackbird Capital Aircraft, Ser 2021-1A, Cl A
2.443%, 07/15/2046 (D)		915		774
Brazos Education Loan Authority, Ser 2012-1, Cl A1
3.144%, ICE LIBOR USD 1 Month + 0.700%, 12/26/2035 (A)		953		934
Brazos Higher Education Authority, Ser 2010-1, Cl A2
4.197%, ICE LIBOR USD 3 Month + 1.200%, 02/25/2035 (A)		4,835		4,782
Brazos Higher Education Authority, Ser 2011-1, Cl A2
3.797%, ICE LIBOR USD 3 Month + 0.800%, 02/25/2030 (A)		205		205
Brazos Higher Education Authority, Ser 2011-2, Cl A3
3.783%, ICE LIBOR USD 3 Month + 1.000%, 10/27/2036 (A)		3,456		3,422
BSPRT Issuer, Ser 2019-FL5, Cl A
3.541%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (A)(D)		1,207		1,202
Carlyle Global Market Strategies CLO, Ser 2018-3RA, Cl A1A
3.819%, ICE LIBOR USD 3 Month + 1.050%, 07/27/2031 (A)(D)		863		846
Carlyle US CLO, Ser 2021-1A, Cl A2R
4.360%, ICE LIBOR USD 3 Month + 1.650%, 07/20/2034 (A)(D)		3,030		2,915
Catskill Park CLO, Ser 2017-1A, Cl A2
4.410%, ICE LIBOR USD 3 Month + 1.700%, 04/20/2029 (A)(D)		1,500		1,470
Cayuga Park CLO, Ser 2021-1A, Cl AR
3.860%, ICE LIBOR USD 3 Month + 1.120%, 07/17/2034 (A)(D)		2,360		2,299
CBAM, Ser 2017-1A, Cl A1
3.960%, ICE LIBOR USD 3 Month + 1.250%, 07/20/2030 (A)(D)		750		743
Cedar Funding V CLO, Ser 2020-5A, Cl AFRR
1.937%, 07/17/2031 (D)		1,580		1,453
Cerberus Loan Funding XXVIII, Ser 2020-1A, Cl A
4.362%, ICE LIBOR USD 3 Month + 1.850%, 10/15/2031 (A)(D)		700		695
Chase Funding Trust, Ser 2003-6, Cl 1A5
4.887%, 11/25/2034 (C)		102		98


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Chase Funding Trust, Ser 2003-6, Cl 1A7
4.887%, 11/25/2034 (C)	$	101	$	97
CIFC Funding, Ser 2021-7A, Cl A1
3.913%, ICE LIBOR USD 3 Month + 1.130%, 01/23/2035 (A)(D)		6,225		6,023
CIT Education Loan Trust, Ser 2007-1, Cl A
2.287%, ICE LIBOR USD 3 Month + 0.090%, 03/25/2042 (A)(D)		1,254		1,192
Citicorp Residential Mortgage Trust, Ser 2006-2, Cl A5
5.031%, 09/25/2036 (C)		619		616
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
5.009%, 03/25/2037 (C)		383		375
CLI Funding VIII LLC, Ser 2022-1A, Cl A1
2.720%, 01/18/2047 (D)		1,710		1,520
CNH Equipment Trust, Ser 2022-B, Cl A3
3.890%, 08/16/2027		3,130		3,130
College Avenue Student Loans LLC, Ser 2017-A, Cl A1
4.094%, ICE LIBOR USD 1 Month + 1.650%, 11/26/2046 (A)(D)		619		613
College Avenue Student Loans LLC, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (D)		447		429
College Avenue Student Loans LLC, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (D)		940		898
College Avenue Student Loans LLC, Ser 2021-A, Cl A2
1.600%, 07/25/2051 (D)		1,329		1,140
College Avenue Student Loans LLC, Ser 2021-B, Cl A2
1.760%, 06/25/2052 (D)		755		669
College Avenue Student Loans LLC, Ser 2021-C, Cl A2
2.320%, 07/26/2055 (D)		483		428
COOF Securitization Trust, Ser 2014-1, Cl A, IO
2.779%, 06/25/2040 (A)(D)		155		12
Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1
2.984%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2034 (A)		2,111		2,006
Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1
3.344%, ICE LIBOR USD 1 Month + 0.900%, 10/25/2047 (A)		214		206
Countrywide Asset-Backed Certificates, Ser 2006-SD3, Cl A1
3.104%, ICE LIBOR USD 1 Month + 0.660%, 07/25/2036 (A)(D)		31		30


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Countrywide Home Equity Loan Revolving Home Equity Loan Trust, Ser 2007-A, Cl A
2.511%, ICE LIBOR USD 1 Month + 0.120%, 04/15/2037 (A)	$	1,309	$	1,218
Credit-Based Asset Servicing and Securitization LLC, Ser 2003-CB3, Cl AF1
3.379%, 12/25/2032 (C)		24		23
Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2
3.022%, 12/25/2036 (C)		334		281
DLLST LLC, Ser 2022-1A, Cl A3
3.400%, 01/21/2025 (D)		5,820		5,702
Dryden LXXV CLO, Ser 2021-75A, Cl AR2
3.552%, ICE LIBOR USD 3 Month + 1.040%, 04/15/2034 (A)(D)		1,260		1,221
Dryden LXXVII CLO, Ser 2021-77A, Cl BR
4.634%, ICE LIBOR USD 3 Month + 1.650%, 05/20/2034 (A)(D)		2,910		2,779
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR
3.412%, ICE LIBOR USD 3 Month + 0.900%, 04/15/2029 (A)(D)		3,752		3,706
Eaton Vance CLO, Ser 2021-2A, Cl AR
3.662%, ICE LIBOR USD 3 Month + 1.150%, 01/15/2035 (A)(D)		1,830		1,782
Educational Funding of the South, Ser 2011-1, Cl A2
3.433%, ICE LIBOR USD 3 Month + 0.650%, 04/25/2035 (A)		964		960
EFS Volunteer No. 3 LLC, Ser 2012-1, Cl A3
3.444%, ICE LIBOR USD 1 Month + 1.000%, 04/25/2033 (A)(D)		2,127		2,100
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (D)		8,598		7,896
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		179		172
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4
3.104%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2036 (A)		7,243		7,013
Global SC Finance II SRL, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (D)		528		515
GoldentTree Loan Management US CLO I, Ser 2021-11A, Cl B
4.310%, ICE LIBOR USD 3 Month + 1.600%, 10/20/2034 (A)(D)		6,000		5,769
Golub Capital Partners CLO XLV MM, Ser 2019-45A, Cl A
4.430%, ICE LIBOR USD 3 Month + 1.720%, 10/20/2031 (A)(D)		1,500		1,482


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Golub Capital Partners CLO XXV MM, Ser 2018-25A, Cl AR
4.212%, ICE LIBOR USD 3 Month + 1.380%, 05/05/2030 (A)(D)	$	3,046	$	3,002
Great Lakes Kcap F3c Senior LLC, Ser 2017-1A, Cl A
3.996%, ICE LIBOR USD 3 Month + 1.900%, 12/20/2029 (A)(D)		3,397		3,368
Halsey Point CLO I, Ser 2019-1A, Cl A1A1
4.060%, ICE LIBOR USD 3 Month + 1.350%, 01/20/2033 (A)(D)		590		583
Halsey Point CLO III, Ser 2020-3A, Cl A1A
4.232%, ICE LIBOR USD 3 Month + 1.450%, 11/30/2032 (A)(D)		700		691
Hardee's Funding LLC, Ser 2021-1A, Cl A2
2.865%, 06/20/2051 (D)		3,722		3,105
HGI CRE CLO, Ser 2021-FL1, Cl A
3.437%, ICE LIBOR USD 1 Month + 1.050%, 06/16/2036 (A)(D)		3,020		2,939
Higher Education Funding I, Ser 2014-1, Cl A
4.047%, ICE LIBOR USD 3 Month + 1.050%, 05/25/2034 (A)(D)		1,080		1,077
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR
2.600%, 11/01/2035 (D)		2,220		1,931
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (D)		1,204		1,153
Home Partners of America Trust, Ser 2019-2, Cl A
2.703%, 10/19/2039 (D)		3,263		2,962
Home Partners of America Trust, Ser 2022-1, Cl A
3.930%, 04/17/2039 (D)		8,384		8,084
Hotwire Funding LLC, Ser 2021-1, Cl A2
2.311%, 11/20/2051 (D)		1,625		1,436
HPS Loan Management, Ser 2021-16A, Cl A1
3.923%, ICE LIBOR USD 3 Month + 1.140%, 01/23/2035 (A)(D)		7,730		7,520
JGWPT XXX LLC, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (D)		1,246		1,175
JGWPT XXXII LLC, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (D)		1,679		1,557
John Deere Owner Trust, Ser 2022-A, Cl A2
1.900%, 11/15/2024		905		895
KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO
0.823%, 08/25/2038 (A)(D)		676		13
KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO
3.097%, 04/25/2040 (A)(D)		122		9


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
KKR CLO XXXII, Ser 2020-32A, Cl A1
3.832%, ICE LIBOR USD 3 Month + 1.320%, 01/15/2032 (A)(D)	$	900	$	890
KREF, Ser 2022-FL3, Cl A
3.751%, TSFR1M + 1.450%, 02/17/2039 (A)(D)		4,100		3,968
LCM Loan Income Fund I Income Note Issuer, Ser 2018-27A, Cl A1
3.820%, ICE LIBOR USD 3 Month + 1.080%, 07/16/2031 (A)(D)		925		913
LCM XVIII, Ser 2019-19A, Cl AR
3.752%, ICE LIBOR USD 3 Month + 1.240%, 07/15/2027 (A)(D)		119		118
LCM XXI, Ser 2018-21A, Cl AR
3.590%, ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (A)(D)		614		608
Madison Park Funding XXXV, Ser 2021-35A, Cl A1R
3.700%, ICE LIBOR USD 3 Month + 0.990%, 04/20/2032 (A)(D)		4,010		3,922
Magnetite XIV-R, Ser 2018-14RA, Cl A2
3.860%, ICE LIBOR USD 3 Month + 1.120%, 10/18/2031 (A)(D)		2,910		2,857
MF1 LLC, Ser 2022-FL10, Cl A
4.920%, TSFR1M + 2.635%, 09/17/2037 (A)(D)		1,365		1,361
MF1, Ser 2020-FL4, Cl A
4.111%, TSFR1M + 1.814%, 11/15/2035 (A)(D)		1,421		1,417
MF1, Ser 2021-FL6, Cl A
3.477%, ICE LIBOR USD 1 Month + 1.100%, 07/16/2036 (A)(D)		570		550
MF1, Ser 2021-FL7, Cl A
3.457%, ICE LIBOR USD 1 Month + 1.080%, 10/16/2036 (A)(D)		3,875		3,730
Mid-State Capital Trust, Ser 2006-1, Cl A
5.787%, 10/15/2040 (D)		2,270		2,241
Mid-State Trust XI, Ser 2003-11, Cl A1
4.864%, 07/15/2038		967		945
MKS CLO, Ser 2018-2A, Cl A
3.900%, ICE LIBOR USD 3 Month + 1.190%, 01/20/2031 (A)(D)		1,500		1,483
MVW LLC, Ser 2021-1WA, Cl A
1.140%, 01/22/2041 (D)		1,216		1,120
MVW LLC, Ser 2021-1WA, Cl B
1.440%, 01/22/2041 (D)		611		567
Myers Park CLO, Ser 2018-1A, Cl B1
4.310%, ICE LIBOR USD 3 Month + 1.600%, 10/20/2030 (A)(D)		890		864


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
3.991%, ICE LIBOR USD 1 Month + 1.600%, 10/15/2031 (A)(D)	$	1,086	$	1,086
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
4.541%, ICE LIBOR USD 1 Month + 2.150%, 12/15/2045 (A)(D)		416		421
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (D)		724		710
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1A
1.330%, 04/15/2069 (D)		3,120		2,811
Navient Private Education Refi Loan Trust, Ser 2018-A, Cl A2
3.190%, 02/18/2042 (D)		68		68
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (D)		183		181
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (D)		2,170		2,129
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (D)		1,271		1,243
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (D)		2,058		1,993
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (D)		2,391		2,255
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (D)		2,894		2,737
Navient Private Education Refi Loan Trust, Ser 2020-BA, Cl A2
2.120%, 01/15/2069 (D)		851		793
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (D)		1,408		1,307
Navient Private Education Refi Loan Trust, Ser 2020-EA, Cl A
1.690%, 05/15/2069 (D)		1,549		1,420
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (D)		2,830		2,592
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (D)		1,758		1,621


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (D)	$	737	$	662
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (D)		1,972		1,740
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A
1.060%, 10/15/2069 (D)		3,202		2,868
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A
0.970%, 12/16/2069 (D)		5,657		4,959
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A
1.110%, 02/18/2070 (D)		2,505		2,175
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A
1.580%, 04/15/2070 (D)		1,673		1,464
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A
2.230%, 07/15/2070 (D)		3,351		3,054
Navient Student Loan Trust, Ser 2014-1, Cl A3
2.954%, ICE LIBOR USD 1 Month + 0.510%, 06/25/2031 (A)		2,826		2,723
Navient Student Loan Trust, Ser 2014-3, Cl A
3.064%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (A)		3,355		3,264
Navient Student Loan Trust, Ser 2014-4, Cl A
3.064%, ICE LIBOR USD 1 Month + 0.620%, 03/25/2083 (A)		2,282		2,213
Navient Student Loan Trust, Ser 2016-3A, Cl A3
3.794%, ICE LIBOR USD 1 Month + 1.350%, 06/25/2065 (A)(D)		1,541		1,533
Navient Student Loan Trust, Ser 2017-3A, Cl A3
3.494%, ICE LIBOR USD 1 Month + 1.050%, 07/26/2066 (A)(D)		6,630		6,576
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (D)		2,672		2,595
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (D)		1,147		969
Navient Student Loan Trust, Ser 2021-3A, Cl A1A
1.770%, 08/25/2070 (D)		2,729		2,392
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
2.963%, ICE LIBOR USD 3 Month + 0.180%, 10/27/2036 (A)		736		710


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
2.943%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2037 (A)	$	1,347	$	1,307
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
2.893%, ICE LIBOR USD 3 Month + 0.110%, 10/25/2033 (A)		4,622		4,504
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
2.196%, ICE LIBOR USD 3 Month + 0.100%, 03/23/2037 (A)		4,231		4,093
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
2.216%, ICE LIBOR USD 3 Month + 0.120%, 12/24/2035 (A)		3,690		3,578
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
2.276%, ICE LIBOR USD 3 Month + 0.180%, 03/22/2032 (A)		584		555
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
3.394%, ICE LIBOR USD 1 Month + 0.950%, 11/25/2048 (A)(D)		3,735		3,672
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX
1.320%, 04/20/2062 (D)		2,770		2,490
New Economy Assets Phase I Sponsor LLC, Ser 2021-1, Cl B1
2.410%, 10/20/2061 (D)		5,740		4,926
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1
2.634%, ICE LIBOR USD 1 Month + 0.190%, 04/25/2037 (A)		6,753		6,475
NP SPE X, Ser 2021-1A, Cl A1
2.230%, 03/19/2051 (D)		2,570		2,268
Octagon Investment Partners L, Ser 2021-4A, Cl AR
3.662%, ICE LIBOR USD 3 Month + 1.150%, 01/15/2035 (A)(D)		3,235		3,155
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR
3.462%, ICE LIBOR USD 3 Month + 0.950%, 07/15/2029 (A)(D)		6,000		5,916
Octagon Investment Partners XXI, Ser 2021-1A, Cl AAR3
3.905%, ICE LIBOR USD 3 Month + 1.000%, 02/14/2031 (A)(D)		1,300		1,271
OHA Credit Funding VII, Ser 2022-7A, Cl AR
3.853%, TSFR3M + 1.300%, 02/24/2037 (A)(D)		1,730		1,691


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Orange Lake Timeshare Trust, Ser 2018-A, Cl A
3.100%, 11/08/2030 (D)	$	142	$	138
Orange Lake Timeshare Trust, Ser 2019-A, Cl A
3.060%, 04/09/2038 (D)		861		828
Owl Rock CLO III, Ser 2020-3A, Cl A1L
4.510%, ICE LIBOR USD 3 Month + 1.800%, 04/20/2032 (A)(D)		1,620		1,600
Palmer Square CLO, Ser 2021-1A, Cl A1R
4.055%, ICE LIBOR USD 3 Month + 1.150%, 11/14/2034 (A)(D)		2,430		2,361
Palmer Square CLO, Ser 2022-1A, Cl A
1.786%, TSFR3M + 1.320%, 04/20/2035 (A)(D)		5,800		5,599
Pawneee Equipment Receivables, Ser 2021-1, Cl A2
1.100%, 07/15/2027 (D)		1,949		1,869
Point Au Roche Park CLO, Ser 2021-1A, Cl A
3.790%, ICE LIBOR USD 3 Month + 1.080%, 07/20/2034 (A)(D)		3,130		3,047
Progress Residential Trust, Ser 2019-SFR3, Cl A
2.271%, 09/17/2036 (D)		2,653		2,551
Progress Residential Trust, Ser 2019-SFR4, Cl A
2.687%, 10/17/2036 (D)		2,235		2,172
Progress Residential Trust, Ser 2021-SFR11, Cl A
2.283%, 01/17/2039 (D)		1,761		1,521
Progress Residential Trust, Ser 2021-SFR3, Cl A
1.637%, 05/17/2026 (D)		6,184		5,538
Progress Residential Trust, Ser 2022-SFR3, Cl A
3.200%, 04/17/2039 (D)		2,435		2,265
RAMP Trust, Ser 2007-RZ1, Cl A3
2.944%, ICE LIBOR USD 1 Month + 0.500%, 02/25/2037 (A)		4,725		4,664
RASC Trust, Ser 2006-KS2, Cl M2
3.029%, ICE LIBOR USD 1 Month + 0.585%, 03/25/2036 (A)		1,821		1,792
Recette CLO, Ser 2021-1A, Cl ARR
3.790%, ICE LIBOR USD 3 Month + 1.080%, 04/20/2034 (A)(D)		760		739
REESE PARK CLO, Ser 2021-1A, Cl AR
3.642%, ICE LIBOR USD 3 Month + 1.130%, 10/15/2034 (A)(D)		3,690		3,597
Rockford Tower CLO, Ser 2021-2A, Cl AR
4.084%, ICE LIBOR USD 3 Month + 1.100%, 08/20/2032 (A)(D)		5,000		4,871


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
RR III, Ser 2018-3A, Cl A1R2
3.602%, ICE LIBOR USD 3 Month + 1.090%, 01/15/2030 (A)(D)	$	1,100	$	1,084
SBA Small Business Investment, Ser 2018-10B, Cl 1
3.548%, 09/10/2028		1,603		1,561
SBA Small Business Investment, Ser 2019-10A, Cl 1
3.113%, 03/10/2029		869		840
SBA Small Business Investment, Ser 2022-10A, Cl 1
2.938%, 03/10/2032		1,775		1,693
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A
3.912%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(D)		1,274		1,266
Sierra Timeshare Receivables Funding LLC, Ser 2018-3A, Cl B
3.870%, 09/20/2035 (D)		1,065		1,043
Silver Rock CLO I, Ser 2020-1A, Cl A
4.360%, ICE LIBOR USD 3 Month + 1.650%, 10/20/2031 (A)(D)		2,350		2,332
SLM Private Education Loan Trust, Ser 2010-C, Cl A5
7.141%, ICE LIBOR USD 1 Month + 4.750%, 10/15/2041 (A)(D)		1,754		1,912
SLM Student Loan Trust, Ser 2003-4, Cl A5D
2.579%, ICE LIBOR USD 3 Month + 0.750%, 03/15/2033 (A)(D)		750		748
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
3.029%, ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (A)(D)		2,764		2,699
SLM Student Loan Trust, Ser 2006-8, Cl A6
2.943%, ICE LIBOR USD 3 Month + 0.160%, 01/25/2041 (A)		3,697		3,455
SLM Student Loan Trust, Ser 2008-2, Cl B
3.983%, ICE LIBOR USD 3 Month + 1.200%, 01/25/2083 (A)		1,155		909
SLM Student Loan Trust, Ser 2008-3, Cl B
3.983%, ICE LIBOR USD 3 Month + 1.200%, 04/26/2083 (A)		1,155		967
SLM Student Loan Trust, Ser 2008-4, Cl B
4.633%, ICE LIBOR USD 3 Month + 1.850%, 04/25/2073 (A)		1,155		1,110
SLM Student Loan Trust, Ser 2008-5, Cl B
4.633%, ICE LIBOR USD 3 Month + 1.850%, 07/25/2073 (A)		1,155		1,133
SLM Student Loan Trust, Ser 2008-6, Cl A4
3.883%, ICE LIBOR USD 3 Month + 1.100%, 07/25/2023 (A)		3,930		3,838


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-6, Cl B
4.633%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (A)	$	1,155	$	1,079
SLM Student Loan Trust, Ser 2008-7, Cl B
4.633%, ICE LIBOR USD 3 Month + 1.850%, 07/26/2083 (A)		1,155		1,039
SLM Student Loan Trust, Ser 2008-8, Cl B
5.033%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2075 (A)		1,155		1,118
SLM Student Loan Trust, Ser 2008-9, Cl A
4.283%, ICE LIBOR USD 3 Month + 1.500%, 04/25/2023 (A)		2,605		2,592
SLM Student Loan Trust, Ser 2008-9, Cl B
5.033%, ICE LIBOR USD 3 Month + 2.250%, 10/25/2083 (A)		1,155		1,089
SLM Student Loan Trust, Ser 2011-2, Cl A2
3.644%, ICE LIBOR USD 1 Month + 1.200%, 10/25/2034 (A)		421		418
SLM Student Loan Trust, Ser 2014-3A, Cl A6A
3.333%, ICE LIBOR USD 3 Month + 0.550%, 10/25/2064 (A)(D)		6,073		5,905
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (D)		485		471
SMB Private Education Loan Trust, Ser 2016-B, Cl A2B
3.841%, ICE LIBOR USD 1 Month + 1.450%, 02/17/2032 (A)(D)		630		629
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
3.491%, ICE LIBOR USD 1 Month + 1.100%, 09/15/2034 (A)(D)		567		566
SMB Private Education Loan Trust, Ser 2018-C, Cl A2A
3.630%, 11/15/2035 (D)		736		716
SMB Private Education Loan Trust, Ser 2019-A, Cl A2A
3.440%, 07/15/2036 (D)		3,455		3,352
SMB Private Education Loan Trust, Ser 2020-A, Cl A2A
2.230%, 09/15/2037 (D)		1,108		1,050
SMB Private Education Loan Trust, Ser 2020-BA, Cl A1A
1.290%, 07/15/2053 (D)		1,928		1,751
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (D)		2,283		2,082
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A
1.600%, 09/15/2054 (D)		6,574		5,991


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B
1.590%, 01/15/2053 (D)	$	1,430	$	1,280
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (D)		5,332		4,736
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (D)		3,350		3,043
SMB Private Education Loan Trust, Ser 2021-C, Cl A2
3.191%, ICE LIBOR USD 1 Month + 0.800%, 01/15/2053 (A)(D)		3,005		2,897
SMB Private Education Loan Trust, Ser 2021-C, Cl APT1
1.390%, 01/15/2053 (D)		2,847		2,540
SMB Private Education Loan Trust, Ser 2021-C, Cl B
2.300%, 01/15/2053 (D)		1,010		891
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A
1.340%, 03/17/2053 (D)		6,071		5,501
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051 (D)		4,742		4,331
SMB Private Education Loan Trust, Ser 2022-A, Cl APT
2.850%, 11/16/2054 (D)		2,209		2,024
SMB Private Education Loan Trust, Ser 2022-C, Cl A1A
4.480%, 05/16/2050 (D)		1,589		1,574
SoFi Professional Loan Program LLC, Ser 2017-D, Cl A2FX
2.650%, 09/25/2040 (D)		50		48
SoFi Professional Loan Program LLC, Ser 2017-E, Cl A2B
2.720%, 11/26/2040 (D)		136		135
SoFi Professional Loan Program LLC, Ser 2021-A, Cl AFX
1.030%, 08/17/2043 (D)		1,695		1,513
SoFi Professional Loan Program LLC, Ser 2021-B, Cl AFX
1.140%, 02/15/2047 (D)		1,909		1,643
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (D)		264		247
South Carolina Student Loan, Ser 2015-A, Cl A
3.944%, ICE LIBOR USD 1 Month + 1.500%, 01/25/2036 (A)		1,161		1,154


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Southwick Park CLO LLC, Ser 2021-4A, Cl A1R
3.770%, ICE LIBOR USD 3 Month + 1.060%, 07/20/2032 (A)(D)	$	5,170	$	5,066
Stack Infrastructure Issuer LLC, Ser 2019-1A, Cl A2
4.540%, 02/25/2044 (D)		979		975
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2
1.893%, 08/25/2045 (D)		6,252		5,667
Structured Asset Investment Loan Trust, Ser 2004-7, Cl A8
3.644%, ICE LIBOR USD 1 Month + 1.200%, 08/25/2034 (A)		991		966
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
2.994%, ICE LIBOR USD 1 Month + 0.550%, 09/25/2034 (A)		2,407		2,276
Structured Asset Securities Mortgage Loan Trust, Ser 2006-BC5, Cl A4
2.784%, ICE LIBOR USD 1 Month + 0.340%, 12/25/2036 (A)		2,251		2,209
STWD, Ser 2019-FL1, Cl A
3.491%, TSFR1M + 1.194%, 07/15/2038 (A)(D)		571		567
STWD, Ser 2022-FL3, Cl A
3.233%, SOFR30A + 1.350%, 11/15/2038 (A)(D)		200		193
Towd Point Mortgage Trust, Ser 2019-MH1, Cl A1
3.000%, 11/25/2058 (A)(D)		1,708		1,681
Trestles CLO IV, Ser 2021-4A, Cl B1
4.432%, ICE LIBOR USD 3 Month + 1.700%, 07/21/2034 (A)(D)		6,300		6,066
Triton Container Finance VIII LLC, Ser 2020-1A, Cl A
2.110%, 09/20/2045 (D)		1,033		912
Triumph Rail Holdings LLC, Ser 2021-2, Cl A
2.150%, 06/19/2051 (D)		2,138		1,893
TRTX Issuer, Ser 2022-FL5, Cl A
3.633%, SOFR30A + 1.650%, 02/15/2039 (A)(D)		4,050		3,947
U.S. Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		249		239
U.S. Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		459		416
U.S. Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047		1,025		1,025


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
U.S. Small Business Administration, Ser 2022-25F, Cl 1
4.010%, 06/01/2047	$	1,270	$	1,270
U.S. Small Business Administration, Ser 2022-25G, Cl 1
3.930%, 07/01/2047		9,324		9,275
U.S. Small Business Administration, Ser 2022-25H, Cl 1
3.800%, 08/01/2047		5,262		5,168
Venture XXXII CLO, Ser 2018-32A, Cl A2A
3.810%, ICE LIBOR USD 3 Month + 1.070%, 07/18/2031 (A)(D)		900		886
Verizon Master Trust, Ser 2022-2, Cl A
1.530%, 07/20/2028		1,524		1,437
Verizon Master Trust, Ser 2022-4, Cl A
3.400%, 11/20/2028 (C)		3,208		3,159
Verizon Master Trust, Ser 2022-6, Cl A
3.670%, 01/22/2029 (C)		2,888		2,865
Verizon Owner Trust, Ser 2020-A, Cl A1A
1.850%, 07/22/2024		236		235
Voya CLO, Ser 2018-3A, Cl A1A
3.662%, ICE LIBOR USD 3 Month + 1.150%, 10/15/2031 (A)(D)		2,810		2,765
Voya CLO, Ser 2018-3A, Cl A1R
3.930%, ICE LIBOR USD 3 Month + 1.190%, 10/18/2031 (A)(D)		750		741
Voya CLO, Ser 2021-3A, Cl A1R
3.750%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2034 (A)(D)		1,110		1,080
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
2.734%, ICE LIBOR USD 1 Month + 0.290%, 07/25/2036 (A)		9,386		9,200
Wendy's Funding LLC, Ser 2021-1A, Cl A2I
2.370%, 06/15/2051 (D)		4,000		3,346
Whitebox CLO II, Ser 2021-2A, Cl A1R
4.003%, ICE LIBOR USD 3 Month + 1.220%, 10/24/2034 (A)(D)		1,810		1,759
Whitebox CLO III, Ser 2021-3A, Cl A1
3.732%, ICE LIBOR USD 3 Month + 1.220%, 10/15/2034 (A)(D)		2,140		2,085
Z Capital Credit Partners CLO, Ser 2021-1A, Cl A1R
4.250%, ICE LIBOR USD 3 Month + 1.510%, 07/16/2031 (A)(D)		1,910		1,896


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Zais CLO XIII, Ser 2019-13A, Cl A1A
4.002%, ICE LIBOR USD 3 Month + 1.490%, 07/15/2032 (A)(D)	$	1,302	$	1,289
				537,822

Total Asset-Backed Securities
(Cost $798,219) ($ Thousands)				770,168


U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.1%
FHLB
1.610%, 09/04/2024		6,180		5,922
1.610%, 09/04/2024		6,180		5,922
1.200%, 12/23/2024		24,815		23,513
1.040%, 06/14/2024		24,830		23,657
FHLB DN
0.000%, 02/28/2023(B)		10,000		9,842
FHLMC
0.000%, 07/15/2031(B)		600		435
FHLMC MTN
0.000%, 12/14/2029(B)		2,887		2,256
FNMA
2.625%, 09/06/2024		510		501
0.000%, 11/15/2030(B)		8,487		6,342
0.500%, 06/17/2025		7,405		6,807
Resolution Funding Interest STRIP
0.000%, 01/15/2030(B)		1,930		1,481
Resolution Funding Principal STRIP
0.000%, 04/15/2030(B)		2,570		1,952
Tennessee Valley Authority
0.750%, 05/15/2025		1,895		1,755
Tennessee Valley Authority Principal STRIP, PO
0.000%, 11/01/2025(B)		1,000		887



Total U.S. Government Agency Obligations
(Cost $96,845) ($ Thousands)				91,272



SOVEREIGN DEBT — 0.9%

Abu Dhabi Government International Bond
2.500%, 10/11/2022(D)		4,220		4,216
Bermuda Government International Bond
5.000%, 07/15/2032(D)		953		959
Chile Government International Bond
4.340%, 03/07/2042		1,207		1,036
3.500%, 01/31/2034		538		467
3.100%, 05/07/2041		1,970		1,442
China Government Bond
3.310%, 11/30/2025	CNY	5,000		743


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Colombia Government International Bond
5.625%, 02/26/2044	$	2,570	$	1,869
5.200%, 05/15/2049		3,500		2,382
5.000%, 06/15/2045		3,310		2,222
3.125%, 04/15/2031		1,010		762
Export-Import Bank of India
3.375%, 08/05/2026(D)		1,410		1,347
Hong Kong Airport Authority
3.250%, 01/12/2052(D)		2,580		2,026
Indonesia Government International Bond
5.250%, 01/08/2047(D)		1,210		1,206
4.750%, 07/18/2047(D)		400		380
Israel Government AID Bond
5.500%, 09/18/2033		1,000		1,159
0.000%, 11/01/2024(B)		1,000		920
0.000%, 02/15/2025(B)		1,000		910
0.000%, 08/15/2025(B)		1,000		890
Israel Government International Bond
3.375%, 01/15/2050		430		357
2.750%, 07/03/2030		720		682
Italy Government International Bond
3.875%, 05/06/2051		619		453
Kazakhstan Government International Bond
4.875%, 10/14/2044(D)		2,480		2,096
Mexico Government International Bond
6.050%, 01/11/2040		4,408		4,412
4.875%, 05/19/2033		3,946		3,780
4.750%, 03/08/2044		4,300		3,643
4.600%, 02/10/2048		393		315
4.500%, 04/22/2029		1,983		1,940
4.400%, 02/12/2052		2,092		1,600
3.500%, 02/12/2034		1,011		846
2.659%, 05/24/2031		3,630		3,010
Panama Government International Bond
6.700%, 01/26/2036		1,830		1,969
4.500%, 05/15/2047		2,430		1,947
4.500%, 04/01/2056		830		642
4.300%, 04/29/2053		950		726
3.160%, 01/23/2030		310		273
2.252%, 09/29/2032		870		676
Paraguay Government International Bond
5.400%, 03/30/2050(D)		1,321		1,105
4.950%, 04/28/2031(D)		441		424
3.849%, 06/28/2033(D)		388		332
Peruvian Government International Bond
3.600%, 01/15/2072		2,500		1,710
3.550%, 03/10/2051		240		179
Poland Government International Bond
4.000%, 01/22/2024		7,800		7,784
Province of Saskatchewan Canada
3.250%, 06/08/2027		1,136		1,115


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Russian Foreign Bond - Eurobond
5.625%, 04/04/2042	$	1,000	$	640
Uruguay Government International Bond
5.100%, 06/18/2050		2,630		2,682
4.375%, 01/23/2031(E)		3,280		3,357

Total Sovereign Debt
(Cost $85,058) ($ Thousands)				73,631



MUNICIPAL BONDS — 0.3%
California — 0.1%
California State University, Ser B, RB
2.374%, 11/01/2035		1,260		985
California State, Health Facilities Financing Authority, RB
3.000%, 08/15/2051		1,490		1,143
Regents of the University of California Medical Center, Ser N, RB
3.256%, 05/15/2060		4,750		3,497

				5,625

Georgia — 0.1%
Georgia State, Municipal Electric Authority, Build America Project, RB
7.055%, 04/01/2057		158		172
6.637%, 04/01/2057		2,301		2,632

				2,804

Michigan — 0.0%
University of Michigan, Ser A, RB
3.504%, 04/01/2052		1,270		1,097


Nevada — 0.0%
Clark County, Airport System Revenue, Build America Project, Ser C, RB
6.820%, 07/01/2045		1,170		1,483


New York — 0.1%
New York & New Jersey, Port Authority, RB
4.458%, 10/01/2062		1,600		1,547
New York City, GO
3.000%, 08/01/2034		870		749
New York City, Ser D, GO
1.823%, 08/01/2030		2,205		1,833
New York City, Transitional Finance Authority Future Tax Secured Revenue, Ser D-3, RB
2.400%, 11/01/2032		1,085		896
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
5.508%, 08/01/2037		1,670		1,809


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York State, Dormitory Authority, Ser F, RB
3.110%, 02/15/2039	$	2,795	$	2,411
New York State, Transportation Authority, Ser C2, RB
5.175%, 11/15/2049		480		477

				9,722

Ohio — 0.0%
Ohio State University, Build America Project, Ser A, RB
4.800%, 06/01/2111		689		642


Oregon — 0.0%
Oregon State, GO
5.762%, 06/01/2023		499		507


Texas — 0.0%
North Texas, Tollway Authority, Build America Project, RB
6.718%, 01/01/2049		1,154		1,484
University of Texas, Ser B, RB
2.439%, 08/15/2049		585		414

				1,898

Virginia — 0.0%
University of Virginia, RB
2.256%, 09/01/2050		1,595		1,067
Virginia State, Housing Development Authority, Ser 2006-C, Cl CTFS, RB
6.000%, 06/25/2034		73		73

				1,140


Total Municipal Bonds
(Cost $28,798) ($ Thousands)				24,918


	Shares
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, LP
2.260% **^†(J)		9,605,314		9,592


Total Affiliated Partnership
(Cost $9,606) ($ Thousands)				9,592

A list of exchange traded option contracts held by the Fund at August 31, 2022, is as follows:

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

A list of the open forward foreign currency contracts held by the Fund at August 31, 2022, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $8,038,380 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
(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)	Zero coupon security.
(C)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(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 August 31, 2022, the value of these securities amounted to $1,425,414 ($ Thousands), representing 17.7% of the Net Assets of the Fund.
(E)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $9,555 ($ Thousands).
(F)	Security is in default on interest payment.
(G)	Security considered restricted, excluding 144A. The total market value of such securities as of August 31, 2022 was $1,442 ($ Thousands) and represented 0.0% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(H)	Perpetual security with no stated maturity date.
(I)	Interest rate represents the security's effective yield at the time of purchase.
(J)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $9,592 ($ Thousands).

ACES — Alternative Credit Enhancement Securities

AID — Agency for International Development

ARM — Adjustable Rate Mortgage

AUD — Australian Dollar

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Renminbi

DAC — Designated Activity Company

DN— Discount Note

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount.

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LP — Limited Partnership

MTN — Medium Term Note

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Finance Rate

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

USD — United States Dollar

The following is a summary of the level of inputs used as of August 31, 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

–

2,943,526

–

2,943,526

Corporate Obligations

–

2,431,377

–

2,431,377

U.S. Treasury Obligations

–

2,153,376

–

2,153,376

Asset-Backed Securities

–

770,168

–

770,168

U.S. Government Agency Obligations

–

91,272

–

91,272

Sovereign Debt

–

73,631

–

73,631

Municipal Bonds

–

24,918

–

24,918

Affiliated Partnership

–

9,592

–

9,592

Cash Equivalent

167,687

–

167,687

Purchased Options

746

–

746

Total Investments in Securities

168,433

8,497,860

–

8,666,293

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(6,786	)		–			–		(6,786	)
Futures Contracts*
Unrealized Appreciation		3,154			–			–		3,154
Unrealized Depreciation		(8,493	)		–			–		(8,493	)
Forwards Contracts*
Unrealized Appreciation		–			320			–		320
Unrealized Depreciation		–			(168	)		–		(168	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(3,039	)		–		(3,039	)
Interest Rate Swaps*
Unrealized Appreciation		–			30,493			–		30,493
Unrealized Depreciation		–			(16,429	)		–		(16,429	)
Total Other Financial Instruments		(12,125	)		11,177			–		(948)

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

A list of the restricted securities, excluding 144a, held by the Fund at August 31, 2022, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 76.1%
Communication Services — 14.6%
Altice Financing
5.750%, 08/15/2029 (A)	$	3,859	$	3,109
5.000%, 01/15/2028 (A)		7,013		5,659
Altice France
8.125%, 02/01/2027 (A)		1,161		1,105
5.500%, 10/15/2029 (A)		2,420		1,911
5.125%, 07/15/2029 (A)		1,818		1,381
Altice France Holding
10.500%, 05/15/2027 (A)		4,501		3,883
6.000%, 02/15/2028 (A)		2,612		1,771
AMC Entertainment Holdings
10.000%, 06/15/2026 (A)		1,485		1,194
6.125%, 05/15/2027		680		400
5.750%, 06/15/2025		115		94
ANGI Group LLC
3.875%, 08/15/2028 (A)		2,623		1,987
Arches Buyer
6.125%, 12/01/2028 (A)		2,962		2,317
4.250%, 06/01/2028 (A)		378		304
Audacy Capital
6.750%, 03/31/2029 (A)		8,176		2,459
6.500%, 05/01/2027 (A)		1,830		599
Beasley Mezzanine Holdings LLC
8.625%, 02/01/2026 (A)		3,220		2,512
Belo
7.250%, 09/15/2027		442		438
CCO Holdings LLC
5.375%, 06/01/2029 (A)		738		674
5.125%, 05/01/2027 (A)		6,972		6,618
5.000%, 02/01/2028 (A)		5,041		4,607
4.750%, 03/01/2030 (A)		1,945		1,672
4.750%, 02/01/2032 (A)		190		157
4.500%, 08/15/2030 (A)		8,311		6,989
4.500%, 05/01/2032		3,490		2,832
4.250%, 02/01/2031 (A)		8,295		6,768
4.250%, 01/15/2034 (A)		1,395		1,062
Charter Communications Operating LLC / Charter Communications Operating Capital
4.400%, 12/01/2061		305		214
3.950%, 06/30/2062		1,360		897
3.900%, 06/01/2052		835		566
Cinemark USA
8.750%, 05/01/2025 (A)		261		268
5.250%, 07/15/2028 (A)		240		194
Clear Channel International BV
6.625%, 08/01/2025 (A)		887		839
Clear Channel Outdoor Holdings
7.750%, 04/15/2028 (A)		513		417
7.500%, 06/01/2029 (A)		817		657


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Clear Channel Worldwide Holdings
5.125%, 08/15/2027 (A)	$	3,315	$	2,969
CMG Media
8.875%, 12/15/2027 (A)		6,633		5,705
Comcast
2.987%, 11/01/2063		4,000		2,675
2.937%, 11/01/2056		2,845		1,928
Consolidated Communications
6.500%, 10/01/2028 (A)		4,598		3,700
CSC Holdings LLC
7.500%, 04/01/2028 (A)		2,140		1,902
6.500%, 02/01/2029 (A)		3,610		3,322
5.750%, 01/15/2030 (A)		5,879		4,553
4.625%, 12/01/2030 (A)		2,981		2,131
4.500%, 11/15/2031 (A)		909		729
3.375%, 02/15/2031 (A)		1,337		1,001
Cumulus Media New Holdings
6.750%, 07/01/2026 (A)		1,616		1,445
Diamond Sports Group LLC
6.625%, 08/15/2027 (A)		5,251		479
5.375%, 08/15/2026 (A)		10,086		1,916
Directv Financing LLC
5.875%, 08/15/2027 (A)		6,844		6,262
DISH DBS
7.750%, 07/01/2026		5,212		4,109
7.375%, 07/01/2028		9,555		6,259
5.875%, 11/15/2024		4,671		4,228
5.750%, 12/01/2028 (A)		3,218		2,471
5.250%, 12/01/2026 (A)		3,720		3,071
5.125%, 06/01/2029		3,980		2,358
5.000%, 03/15/2023		2,654		2,597
DKT Finance ApS
9.375%, 06/17/2023 (A)		1,979		1,901
Frontier Communications
6.750%, 05/01/2029 (A)		475		410
5.875%, 10/15/2027 (A)		367		342
5.000%, 05/01/2028 (A)		1,145		1,004
Frontier Communications Holdings LLC
8.750%, 05/15/2030 (A)		3,058		3,148
6.000%, 01/15/2030 (A)		1,662		1,370
5.875%, 11/01/2029		1,773		1,447
Gannett Holdings LLC
6.000%, 11/01/2026 (A)		264		206
GCI LLC
4.750%, 10/15/2028 (A)		795		716
Gray Escrow II
5.375%, 11/15/2031 (A)		2,749		2,323
Gray Television
7.000%, 05/15/2027 (A)		424		418
4.750%, 10/15/2030 (A)		2,444		2,014
iHeartCommunications
8.375%, 05/01/2027		945		832


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.375%, 05/01/2026	$	154	$	146
5.250%, 08/15/2027 (A)		1,957		1,756
4.750%, 01/15/2028 (A)		1,772		1,521
Iliad Holding SASU
7.000%, 10/15/2028 (A)		310		280
6.500%, 10/15/2026 (A)		1,545		1,412
Intelsat Jackson
0.000%, 12/31/2049 (B)(C)		6,854		–
Intelsat Jackson Holdings
6.500%, 03/15/2030 (A)		3,167		2,871
ION Trading Technologies Sarl
5.750%, 05/15/2028 (A)		3,125		2,664
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		3,076		2,903
Level 3 Financing
5.375%, 05/01/2025		1,260		1,260
4.625%, 09/15/2027 (A)		3,763		3,324
4.250%, 07/01/2028 (A)		453		377
3.750%, 07/15/2029 (A)		535		430
3.625%, 01/15/2029 (A)		4,227		3,393
Live Nation Entertainment
6.500%, 05/15/2027 (A)		2,884		2,879
5.625%, 03/15/2026 (A)		466		450
4.875%, 11/01/2024 (A)		1,660		1,606
4.750%, 10/15/2027 (A)		3,304		3,007
3.750%, 01/15/2028 (A)		96		84
Lumen Technologies
5.625%, 04/01/2025		2,162		2,097
5.375%, 06/15/2029 (A)		3,226		2,519
5.125%, 12/15/2026 (A)		4,798		4,146
4.500%, 01/15/2029 (A)		2,650		1,977
4.000%, 02/15/2027 (A)		2,580		2,243
McGraw-Hill Education
5.750%, 08/01/2028 (A)		4,595		4,035
Midcontinent Communications
5.375%, 08/15/2027 (A)		1,062		993
Millennium Escrow
6.625%, 08/01/2026 (A)		2,465		2,000
Netflix
5.875%, 11/15/2028		463		468
5.375%, 11/15/2029 (A)		275		271
News
5.125%, 02/15/2032 (A)		965		888
3.875%, 05/15/2029 (A)		433		377
Nexstar Broadcasting
5.625%, 07/15/2027 (A)		4,802		4,572
4.750%, 11/01/2028 (A)		3,603		3,261
Northwest Fiber LLC
4.750%, 04/30/2027 (A)		3,620		3,157
Photo Holdings Merger Sub
8.500%, 10/01/2026 (A)		905		676


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Radiate Holdco LLC
6.500%, 09/15/2028 (A)	$	4,457	$	3,319
4.500%, 09/15/2026 (A)		882		760
ROBLOX
3.875%, 05/01/2030 (A)		1,284		1,071
Sable International Finance
5.750%, 09/07/2027 (A)		1,407		1,288
Salem Media Group
6.750%, 06/01/2024 (A)		1,713		1,662
Scripps Escrow
5.875%, 07/15/2027 (A)		190		172
Scripps Escrow II
5.375%, 01/15/2031 (A)		142		117
3.875%, 01/15/2029 (A)		3,136		2,659
Sinclair Television Group
5.125%, 02/15/2027 (A)		365		313
4.125%, 12/01/2030 (A)		7,060		5,747
Sirius XM Radio
5.500%, 07/01/2029 (A)		871		814
5.000%, 08/01/2027 (A)		3,081		2,900
4.125%, 07/01/2030 (A)		4,262		3,611
4.000%, 07/15/2028 (A)		1,267		1,104
3.875%, 09/01/2031 (A)		2,005		1,619
SoftBank Group
6.000%, USD ICE Swap 11:00 NY 5 Yr + 4.226%(D)(E)		950		876
5.125%, 09/19/2027		799		685
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		4,678		3,696
Sprint
7.625%, 02/15/2025		495		518
Sprint Capital
8.750%, 03/15/2032		4,090		4,938
6.875%, 11/15/2028		2,674		2,824
Stagwell Global LLC
5.625%, 08/15/2029 (A)		435		369
TEGNA
4.625%, 03/15/2028		2,173		2,082
Telecom Italia Capital
6.000%, 09/30/2034		265		209
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		3,800		3,458
Telesat Canada
6.500%, 10/15/2027 (A)		5,509		2,278
5.625%, 12/06/2026 (A)		2,048		1,194
Time Warner Entertainment
8.375%, 07/15/2033		1,540		1,773
T-Mobile USA
4.750%, 02/01/2028		980		959
3.500%, 04/15/2031		3,430		3,037
3.375%, 04/15/2029		1,075		968


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Twitter
3.875%, 12/15/2027 (A)	$	866	$	806
U.S. Cellular
6.700%, 12/15/2033		2,575		2,507
Univision Communications
7.375%, 06/30/2030 (A)		229		227
6.625%, 06/01/2027 (A)		1,460		1,409
4.500%, 05/01/2029 (A)		2,906		2,542
Urban One
7.375%, 02/01/2028 (A)		8,400		7,539
Verizon Communications
3.000%, 11/20/2060		1,320		880
2.987%, 10/30/2056		2,270		1,526
Virgin Media Finance
5.000%, 07/15/2030 (A)		1,185		936
Virgin Media Secured Finance
5.500%, 05/15/2029 (A)		1,983		1,764
4.500%, 08/15/2030 (A)		757		630
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		1,593		1,361
Vmed O2 UK Financing I
4.250%, 01/31/2031 (A)		1,680		1,358
VZ Secured Financing BV
5.000%, 01/15/2032 (A)		1,680		1,382
Windstream Escrow LLC
7.750%, 08/15/2028 (A)		3,278		2,818
WMG Acquisition
3.875%, 07/15/2030 (A)		50		43
3.750%, 12/01/2029 (A)		830		709
3.000%, 02/15/2031 (A)		2,131		1,691
ZipRecruiter
5.000%, 01/15/2030 (A)		2,830		2,349

				302,035

Consumer Discretionary — 12.3%
1011778 BC ULC / New Red Finance
4.375%, 01/15/2028 (A)		1,445		1,292
4.000%, 10/15/2030 (A)		375		304
3.875%, 01/15/2028 (A)		222		197
3.500%, 02/15/2029 (A)		163		140
Abercrombie & Fitch Management
8.750%, 07/15/2025 (A)		873		852
Academy
6.000%, 11/15/2027 (A)		1,425		1,330
Adient Global Holdings, Ltd.
4.875%, 08/15/2026 (A)		4,020		3,720
Adtalem Global Education
5.500%, 03/01/2028 (A)		1,552		1,474
Air Canada
3.875%, 08/15/2026 (A)		1,775		1,584
American Axle & Manufacturing
6.875%, 07/01/2028		492		467


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.500%, 04/01/2027	$	750	$	701
5.000%, 10/01/2029		285		240
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		1,831		1,656
American Greetings
8.750%, 04/15/2025 (A)		4,275		4,154
Aramark Services
5.000%, 02/01/2028 (A)		745		686
Asbury Automotive Group
4.750%, 03/01/2030		202		172
4.625%, 11/15/2029 (A)		1,175		1,008
4.500%, 03/01/2028		3,403		3,039
Ashton Woods USA LLC
6.625%, 01/15/2028 (A)		5,606		5,033
4.625%, 08/01/2029 (A)		1,553		1,219
Aston Martin Capital Holdings
10.500%, 11/30/2025 (A)		1,411		1,411
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(C)(F)		2,600		–
Avianca Midco 2
9.000%, 12/01/2028 (A)		3,123		2,465
Bath & Body Works
9.375%, 07/01/2025 (A)		29		31
7.600%, 07/15/2037		780		640
7.500%, 06/15/2029		542		521
6.875%, 11/01/2035		979		855
6.750%, 07/01/2036		3,177		2,741
6.694%, 01/15/2027		149		145
6.625%, 10/01/2030 (A)		2,383		2,165
5.250%, 02/01/2028		2,816		2,523
BCPE Ulysses Intermediate
7.750%cash/8.500% PIK, 04/01/2027 (A)		2,466		1,830
Bloomin' Brands
5.125%, 04/15/2029 (A)		2,420		2,101
Boyne USA
4.750%, 05/15/2029 (A)		1,484		1,320
Brookfield Residential Properties
4.875%, 02/15/2030 (A)		1,081		832
Caesars Entertainment
8.125%, 07/01/2027 (A)		2,341		2,300
6.250%, 07/01/2025 (A)		1,238		1,209
4.625%, 10/15/2029 (A)		281		226
Carnival
10.500%, 02/01/2026 (A)		619		638
9.875%, 08/01/2027 (A)		2,660		2,670
6.000%, 05/01/2029 (A)		130		99
5.750%, 03/01/2027 (A)		7,970		6,197
4.000%, 08/01/2028 (A)		413		344
Carvana
10.250%, 05/01/2030 (A)		87		69
5.875%, 10/01/2028 (A)		413		248


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.625%, 10/01/2025 (A)	$	788	$	589
5.500%, 04/15/2027 (A)		1,008		653
4.875%, 09/01/2029 (A)		1,635		929
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		627		583
Cedar Fair
5.500%, 05/01/2025 (A)		185		181
5.250%, 07/15/2029		1,912		1,741
Cengage Learning
9.500%, 06/15/2024 (A)		2,965		2,827
Century Communities
6.750%, 06/01/2027		624		612
3.875%, 08/15/2029 (A)		392		315
Clarios Global
8.500%, 05/15/2027 (A)		3,355		3,297
6.750%, 05/15/2025 (A)		896		891
6.250%, 05/15/2026 (A)		1,431		1,415
Cooper-Standard Automotive
13.000%, 06/01/2024 (A)		768		803
5.625%, 11/15/2026 (A)		1,485		725
Crocs
4.125%, 08/15/2031 (A)		985		775
CSC Holdings LLC
5.875%, 09/15/2022		152		152
Dana
5.625%, 06/15/2028		868		779
5.375%, 11/15/2027		958		854
Dornoch Debt Merger Sub
6.625%, 10/15/2029 (A)		4,159		3,244
eG Global Finance
8.500%, 10/30/2025 (A)		842		786
6.750%, 02/07/2025 (A)		7,081		6,690
Empire Resorts
7.750%, 11/01/2026 (A)		5,240		4,553
Fertitta Entertainment LLC
6.750%, 01/15/2030 (A)		824		672
4.625%, 01/15/2029 (A)		1,235		1,076
Fontainebleau Las Vegas
11.000%, 06/15/2015 (A)(G)		3,481		–
Ford Motor
6.100%, 08/19/2032		1,338		1,303
4.750%, 01/15/2043		2,530		1,893
Ford Motor Credit LLC
5.125%, 06/16/2025		2,583		2,523
5.113%, 05/03/2029		2,565		2,370
4.687%, 06/09/2025		1,245		1,195
4.542%, 08/01/2026		1,481		1,379
4.271%, 01/09/2027		485		443
4.134%, 08/04/2025		1,600		1,511
4.125%, 08/17/2027		3,227		2,907
4.063%, 11/01/2024		1,287		1,249
4.000%, 11/13/2030		2,273		1,899


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.810%, 01/09/2024	$	90	$	89
3.625%, 06/17/2031		9,097		7,366
3.375%, 11/13/2025		207		189
2.900%, 02/16/2028		3,550		2,969
2.900%, 02/10/2029		890		720
2.700%, 08/10/2026		200		173
Ford Motor Credit LLC MTN
4.389%, 01/08/2026		650		612
Gap
3.875%, 10/01/2031 (A)		108		75
3.625%, 10/01/2029 (A)		385		268
Goodyear Tire & Rubber
5.250%, 04/30/2031		604		527
5.250%, 07/15/2031		199		171
5.000%, 07/15/2029		522		468
Hanesbrands
4.625%, 05/15/2024 (A)		3,394		3,269
Hertz (Escrow Security) (C)
0.000%, 10/15/2024		1,573		8
0.000%, 08/01/2026		715		36
0.000%, 01/15/2028		420		25
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		326		319
5.375%, 05/01/2025 (A)		114		113
4.875%, 01/15/2030		130		119
3.750%, 05/01/2029 (A)		171		148
Hilton Worldwide Finance LLC
4.875%, 04/01/2027		403		385
International Game Technology
6.500%, 02/15/2025 (A)		2,162		2,146
6.250%, 01/15/2027 (A)		2,220		2,174
Jacobs Entertainment
6.750%, 02/15/2029 (A)		2,095		1,859
Jaguar Land Rover Automotive
5.500%, 07/15/2029 (A)		3,750		2,630
Ken Garff Automotive LLC
4.875%, 09/15/2028 (A)		442		371
LBM Acquisition LLC
6.250%, 01/15/2029 (A)		2,181		1,630
LCM Investments Holdings II LLC
4.875%, 05/01/2029 (A)		3,779		3,155
Liberty Interactive LLC
8.250%, 02/01/2030		6,509		4,979
Life Time
5.750%, 01/15/2026 (A)		2,697		2,429
Lions Gate Capital Holdings LLC
5.500%, 04/15/2029 (A)		2,138		1,693
Lithia Motors
4.375%, 01/15/2031 (A)		1,194		1,051
3.875%, 06/01/2029 (A)		1,513		1,277
LSF9 Atlantis Holdings LLC
7.750%, 02/15/2026 (A)		5,270		4,875


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Macy's Retail Holdings
5.125%, 01/15/2042	$	1,919	$	1,298
MajorDrive Holdings IV LLC
6.375%, 06/01/2029 (A)		6,005		4,613
Marriott Ownership Resorts
6.125%, 09/15/2025 (A)		191		190
4.500%, 06/15/2029 (A)		72		61
Mattamy Group
4.625%, 03/01/2030 (A)		1,082		877
Mattel
5.875%, 12/15/2027 (A)		300		299
Meritage Homes
3.875%, 04/15/2029 (A)		1,843		1,566
MGM Resorts International
6.750%, 05/01/2025		500		499
6.000%, 03/15/2023		1,115		1,115
5.750%, 06/15/2025		336		326
5.500%, 04/15/2027		150		138
Michaels
7.875%, 05/01/2029 (A)		3,935		2,617
5.250%, 05/01/2028 (A)		1,810		1,388
Midwest Gaming Borrower LLC
4.875%, 05/01/2029 (A)		2,219		1,947
NCL
5.875%, 02/15/2027 (A)		1,675		1,518
Neiman Marcus Group (Escrow Security)
0.000%, 10/15/2022 (B)(C)		2,835		841
Nordstrom
4.375%, 04/01/2030		1,553		1,183
Peninsula Pacific Entertainment LLC
8.500%, 11/15/2027 (A)		3,950		4,245
PetSmart
7.750%, 02/15/2029 (A)		250		236
4.750%, 02/15/2028 (A)		1,334		1,189
PM General Purchaser LLC
9.500%, 10/01/2028 (A)		543		470
Royal Caribbean Cruises
11.625%, 08/15/2027 (A)		1,327		1,301
9.125%, 06/15/2023 (A)		87		88
5.500%, 08/31/2026 (A)		2,425		1,938
Royal Caribbean Cruises Ltd
11.500%, 06/01/2025 (A)		437		464
10.875%, 06/01/2023 (A)		253		258
Service International
5.125%, 06/01/2029		82		78
3.375%, 08/15/2030		278		229
Shea Homes
4.750%, 02/15/2028 (A)		1,081		898
4.750%, 04/01/2029 (A)		1,323		1,053
Six Flags Entertainment
5.500%, 04/15/2027 (A)		160		147
4.875%, 07/31/2024 (A)		3,623		3,476


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Six Flags Theme Parks
7.000%, 07/01/2025 (A)(F)	$	647	$	654
Sonic Automotive
4.625%, 11/15/2029 (A)		322		275
Specialty Building Products Holdings LLC
6.375%, 09/30/2026 (A)		4,696		4,230
Speedway Motorsports LLC
4.875%, 11/01/2027 (A)		1,360		1,196
SRS Distribution
6.125%, 07/01/2029 (A)		1,813		1,504
6.000%, 12/01/2029 (A)		750		611
4.625%, 07/01/2028 (A)		752		666
Staples
10.750%, 04/15/2027 (A)		2,230		1,639
7.500%, 04/15/2026 (A)		2,829		2,391
Starbucks
3.550%, 08/15/2029		887		832
Station Casinos LLC
4.625%, 12/01/2031 (A)		2,839		2,372
4.500%, 02/15/2028 (A)		2,287		1,970
StoneMor
8.500%, 05/15/2029 (A)		2,435		2,118
Studio City Finance
5.000%, 01/15/2029 (A)		4,170		2,168
Sugarhouse HSP Gaming Prop Mezz LP
5.875%, 05/15/2025 (A)		1,349		1,250
Superior Plus
4.500%, 03/15/2029 (A)		368		324
Tempur Sealy International
4.000%, 04/15/2029 (A)		764		628
3.875%, 10/15/2031 (A)		2,097		1,614
Tenneco
7.875%, 01/15/2029 (A)		242		241
5.375%, 12/15/2024		300		291
5.125%, 04/15/2029 (A)		305		296
5.000%, 07/15/2026		288		275
Thor Industries
4.000%, 10/15/2029 (A)		3,155		2,558
Vail Resorts
6.250%, 05/15/2025 (A)		981		982
Vista Outdoor
4.500%, 03/15/2029 (A)		828		616
VOC Escrow
5.000%, 02/15/2028 (A)		2,025		1,711
Volkswagen Group of America Finance LLC
1.250%, 11/24/2025 (A)		974		878
Wesco Aircraft Holdings
13.125%, 11/15/2027 (A)		180		59
9.000%, 11/15/2026 (A)		950		570
8.500%, 11/15/2024 (A)		145		78
Wheel Pros
6.500%, 05/15/2029 (A)		3,825		2,773


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
White Capital Buyer LLC
6.875%, 10/15/2028 (A)	$	188	$	165
White Capital Parent LLC
8.250%cash/0.000% PIK, 03/15/2026 (A)		4,595		3,997
Wolverine World Wide
4.000%, 08/15/2029 (A)		2,460		2,002
WW International
4.500%, 04/15/2029 (A)		2,845		1,777
Wynn Las Vegas LLC
5.500%, 03/01/2025 (A)		1,061		1,016
Wynn Macau
5.625%, 08/26/2028 (A)		85		59
5.500%, 01/15/2026 (A)		965		744
5.500%, 10/01/2027 (A)		915		657
5.125%, 12/15/2029 (A)		85		59
Wynn Resorts Finance LLC
7.750%, 04/15/2025 (A)		50		50
5.125%, 10/01/2029 (A)		656		550
Yum! Brands
6.875%, 11/15/2037		1,840		1,933
5.375%, 04/01/2032		330		304
5.350%, 11/01/2043		180		156
4.625%, 01/31/2032		396		350
3.625%, 03/15/2031		3,656		3,079

				256,194

Consumer Staples — 6.7%
180 Medical
3.875%, 10/15/2029 (A)		414		361
AHP Health Partners
5.750%, 07/15/2029 (A)		276		212
Akumin
7.000%, 11/01/2025 (A)		4,740		4,026
Akumin Escrow
7.500%, 08/01/2028 (A)		1,745		1,383
Albertsons
5.875%, 02/15/2028 (A)		161		153
4.625%, 01/15/2027 (A)		3,913		3,571
3.500%, 03/15/2029 (A)		870		715
3.250%, 03/15/2026 (A)		350		315
Allied Universal Holdco LLC
6.625%, 07/15/2026 (A)		330		309
4.625%, 06/01/2028 (A)		684		574
Ashtead Capital
5.500%, 08/11/2032 (A)		267		262
Bausch Health
9.000%, 12/15/2025 (A)		3,430		2,129
7.250%, 05/30/2029 (A)		295		114
7.000%, 01/15/2028 (A)		1,470		566
6.250%, 02/15/2029 (A)		2,054		775
5.750%, 08/15/2027 (A)		180		131


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 11/01/2025 (A)	$	2,325	$	1,918
5.250%, 01/30/2030 (A)		7,554		2,795
5.250%, 02/15/2031 (A)		2,162		831
5.000%, 01/30/2028 (A)		360		135
5.000%, 02/15/2029 (A)		455		177
4.875%, 06/01/2028 (A)		2,303		1,592
Bausch Health Americas
9.250%, 04/01/2026 (A)		1,725		1,035
8.500%, 01/31/2027 (A)		583		280
BellRing Brands
7.000%, 03/15/2030 (A)		2,510		2,397
Central Garden & Pet
5.125%, 02/01/2028		1,515		1,397
4.125%, 10/15/2030		422		351
Chobani LLC
7.500%, 04/15/2025 (A)		3,408		3,237
4.625%, 11/15/2028 (A)		2,322		2,032
Coca-Cola
2.750%, 06/01/2060		671		478
2.500%, 06/01/2040		1,400		1,080
CoreLogic
4.500%, 05/01/2028 (A)		1,028		810
Coty
6.500%, 04/15/2026 (A)		1,410		1,344
5.000%, 04/15/2026 (A)		1,814		1,719
4.750%, 01/15/2029 (A)		3,970		3,513
CPI CG
8.625%, 03/15/2026 (A)		2,046		1,966
Edgewell Personal Care
5.500%, 06/01/2028 (A)		565		522
4.125%, 04/01/2029 (A)		217		186
Embecta
5.000%, 02/15/2030 (A)		1,585		1,390
Endo DAC
9.500%, 07/31/2027 (A)(G)		2,088		545
6.000%, 06/30/2028 (A)(G)		2,293		126
Endo Luxembourg Finance I Sarl
6.125%, 04/01/2029 (A)(G)		1,905		1,633
Energizer Holdings
6.500%, 12/31/2027 (A)		237		220
4.750%, 06/15/2028 (A)		881		733
4.375%, 03/31/2029 (A)		1,948		1,585
Envision Healthcare
8.750%, 10/15/2026 (A)(F)		3,255		1,075
Garda World Security
9.500%, 11/01/2027 (A)		565		515
6.000%, 06/01/2029 (A)		429		332
Grifols Escrow Issuer
4.750%, 10/15/2028 (A)		600		500
High Ridge Brands (Escrow Security)
0.821%, 03/15/2025		800		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HLF Financing Sarl LLC
4.875%, 06/01/2029 (A)	$	2,485	$	1,961
JBS USA LUX
5.500%, 01/15/2030 (A)		4,270		4,270
Lamb Weston Holdings
4.875%, 05/15/2028 (A)		73		70
4.375%, 01/31/2032 (A)		108		96
4.125%, 01/31/2030 (A)		2,064		1,860
Legacy LifePoint Health LLC
4.375%, 02/15/2027 (A)		5,383		4,679
LifePoint Health
5.375%, 01/15/2029 (A)		2,175		1,649
Mallinckrodt International Finance
11.500%, 12/15/2028 (A)		925		834
10.000%, 06/15/2029 (A)		360		182
Medline Borrower
5.250%, 10/01/2029 (A)		1,593		1,339
3.875%, 04/01/2029 (A)		6,618		5,609
MPH Acquisition Holdings LLC
5.750%, 11/01/2028 (A)		2,801		2,224
NESCO Holdings II
5.500%, 04/15/2029 (A)		322		283
New Albertsons
8.700%, 05/01/2030		2,229		2,305
8.000%, 05/01/2031		2,095		2,104
Organon Finance 1 LLC
5.125%, 04/30/2031 (A)		3,745		3,277
4.125%, 04/30/2028 (A)		2,190		1,965
Par Pharmaceutical
7.500%, 04/01/2027 (A)(G)		2,227		1,893
PECF USS Intermediate Holding III
8.000%, 11/15/2029 (A)		3,650		3,048
Performance Food Group
6.875%, 05/01/2025 (A)		80		80
5.500%, 10/15/2027 (A)		579		546
4.250%, 08/01/2029 (A)		500		428
Post Holdings
5.750%, 03/01/2027 (A)		357		349
5.625%, 01/15/2028 (A)		640		608
5.500%, 12/15/2029 (A)		327		300
4.625%, 04/15/2030 (A)		319		277
Prime Security Services Borrower LLC
6.250%, 01/15/2028 (A)		1,895		1,668
5.750%, 04/15/2026 (A)		1,933		1,860
3.375%, 08/31/2027 (A)		1,085		934
Radiology Partners
9.250%, 02/01/2028 (A)		1,514		1,128
Rite Aid
8.000%, 11/15/2026 (A)		3,784		3,084
7.700%, 02/15/2027		281		202
7.500%, 07/01/2025 (A)		3,203		2,727


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
RP Escrow Issuer LLC
5.250%, 12/15/2025 (A)	$	4,669	$	4,168
Sabre Global
7.375%, 09/01/2025 (A)		312		296
Sigma Holdco BV
7.875%, 05/15/2026 (A)		6,174		4,406
Simmons Foods
4.625%, 03/01/2029 (A)		3,833		3,390
Sotheby's
5.875%, 06/01/2029 (A)		842		740
Spectrum Brands
5.500%, 07/15/2030 (A)		916		789
5.000%, 10/01/2029 (A)		630		548
3.875%, 03/15/2031 (A)		2,510		1,947
Team Health Holdings
6.375%, 02/01/2025 (A)		5,642		4,457
Triton Water Holdings
6.250%, 04/01/2029 (A)		4,622		3,791
US Acute Care Solutions LLC
6.375%, 03/01/2026 (A)		3,312		2,958
US Foods
4.750%, 02/15/2029 (A)		50		45
4.625%, 06/01/2030 (A)		405		349
US Renal Care
10.625%, 07/15/2027 (A)		3,590		1,697
Vector Group
10.500%, 11/01/2026 (A)		3,750		3,629
5.750%, 02/01/2029 (A)		1,715		1,487
Verscend Escrow
9.750%, 08/15/2026 (A)		1,236		1,248

				143,829

Energy — 10.5%
Aethon United BR
8.250%, 02/15/2026 (A)		1,906		1,905
Antero Midstream Partners
7.875%, 05/15/2026 (A)		323		329
5.750%, 03/01/2027 (A)		1,571		1,489
5.750%, 01/15/2028 (A)		342		324
5.375%, 06/15/2029 (A)		505		463
Antero Resources
8.375%, 07/15/2026 (A)		351		377
7.625%, 02/01/2029 (A)		907		923
5.375%, 03/01/2030 (A)		158		149
Apache
5.100%, 09/01/2040		4,782		4,065
Archrock Partners
6.250%, 04/01/2028 (A)		3,760		3,422
Ascent Resources Utica Holdings LLC
8.250%, 12/31/2028 (A)		2,308		2,294
7.000%, 11/01/2026 (A)		1,489		1,448
5.875%, 06/30/2029 (A)		3,482		3,134


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Baytex Energy
8.750%, 04/01/2027 (A)	$	570	$	583
Blue Racer Midstream LLC
7.625%, 12/15/2025 (A)		4,385		4,363
Buckeye Partners
4.500%, 03/01/2028 (A)		590		522
4.125%, 03/01/2025 (A)		204		191
4.125%, 12/01/2027		240		212
California Resources
7.125%, 02/01/2026 (A)		530		521
Cheniere Energy
4.625%, 10/15/2028		800		771
Cheniere Energy Partners
4.500%, 10/01/2029		1,931		1,778
4.000%, 03/01/2031		741		649
3.250%, 01/31/2032		497		398
Chesapeake Energy
6.750%, 04/15/2029 (A)		1,039		1,014
5.500%, 02/01/2026 (A)		299		288
Chesapeake Energy (Escrow Security)
0.000%, 12/31/2049 (B)(C)		6,045		154
Chord Energy
6.375%, 06/01/2026 (A)		184		179
Citgo Holding
9.250%, 08/01/2024 (A)		9,871		9,837
CITGO Petroleum
6.375%, 06/15/2026 (A)		535		509
CNX Midstream Partners
4.750%, 04/15/2030 (A)		92		78
Colgate Energy Partners III LLC
5.875%, 07/01/2029 (A)		1,525		1,413
Comstock Resources
6.750%, 03/01/2029 (A)		2,437		2,326
5.875%, 01/15/2030 (A)		245		224
CQP Holdco
5.500%, 06/15/2031 (A)		3,450		3,051
Crestwood Midstream Partners
8.000%, 04/01/2029 (A)		864		857
5.625%, 05/01/2027 (A)		150		140
CrownRock
5.625%, 10/15/2025 (A)		1,975		1,945
DCP Midstream Operating
8.125%, 08/16/2030		1,630		1,836
5.625%, 07/15/2027		750		759
5.125%, 05/15/2029		896		873
3.250%, 02/15/2032		315		265
Delek Logistics Partners
6.750%, 05/15/2025		1,462		1,412
DT Midstream
4.375%, 06/15/2031 (A)		185		158
4.125%, 06/15/2029 (A)		2,941		2,582


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Encino Acquisition Partners Holdings LLC
8.500%, 05/01/2028 (A)	$	3,608	$	3,435
Energy Transfer
5.500%, 06/01/2027		2,863		2,786
EnLink Midstream LLC
6.500%, 09/01/2030 (A)		1,608		1,600
5.375%, 06/01/2029		3,502		3,274
EnLink Midstream Partners
4.850%, 07/15/2026		140		138
Enviva Partners
6.500%, 01/15/2026 (A)		4,836		4,697
EQM Midstream Partners
7.500%, 06/01/2027 (A)		170		168
7.500%, 06/01/2030 (A)		212		211
6.500%, 07/01/2027 (A)		1,116		1,077
6.500%, 07/15/2048		4,636		3,934
6.000%, 07/01/2025 (A)(F)		450		434
5.500%, 07/15/2028		61		56
4.750%, 01/15/2031 (A)		357		309
4.500%, 01/15/2029 (A)		951		819
EQT
7.000%, 02/01/2030		1,545		1,653
Exterran Energy Solutions
8.125%, 05/01/2025		3,935		3,830
Genesis Energy
8.000%, 01/15/2027		2,507		2,375
7.750%, 02/01/2028		2,428		2,251
6.500%, 10/01/2025		40		37
6.250%, 05/15/2026		70		63
Gulfport Energy
8.000%, 05/17/2026		145		146
Gulfport Energy (Escrow Securities) (C)
0.000%, 10/15/2024		470		–
0.000%, 05/15/2025 (B)		311		–
0.000%, 01/15/2026		780		–
Gulfport Energy Operating
8.000%, 05/17/2026 (A)		3,372		3,395
Harvest Midstream I
7.500%, 09/01/2028 (A)		3,035		2,872
Hess Midstream Operations
5.625%, 02/15/2026 (A)		600		585
5.500%, 10/15/2030 (A)		675		615
4.250%, 02/15/2030 (A)		2,665		2,288
Hilcorp Energy I
6.250%, 04/15/2032 (A)		138		124
6.000%, 04/15/2030 (A)		165		152
5.750%, 02/01/2029 (A)		190		173
Holly Energy Partners
6.375%, 04/15/2027 (A)		265		258
Howard Midstream Energy Partners LLC
6.750%, 01/15/2027 (A)		5,555		5,026


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ITT Holdings LLC
6.500%, 08/01/2029 (A)	$	4,637	$	3,916
Kinetik Holdings
5.875%, 06/15/2030 (A)		202		192
Laredo Petroleum
10.125%, 01/15/2028		1,108		1,119
9.500%, 01/15/2025		511		513
MEG Energy
7.125%, 02/01/2027 (A)		585		591
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		1,560		1,507
7.500%, 01/15/2026 (A)		3,603		3,277
Motiva Enterprises
6.850%, 01/15/2040 (A)		1,713		1,680
Nabors Industries
7.250%, 01/15/2026 (A)		147		134
5.750%, 02/01/2025		510		470
New Fortress Energy
6.750%, 09/15/2025 (A)		2,356		2,279
6.500%, 09/30/2026 (A)		3,911		3,705
NGL Energy Operating LLC
7.500%, 02/01/2026 (A)		7,149		6,541
NGL Energy Partners
7.500%, 11/01/2023		4,421		4,189
7.500%, 04/15/2026		1,375		1,057
6.125%, 03/01/2025		5,326		4,329
Northern Oil and Gas
8.125%, 03/01/2028 (A)		3,543		3,401
NuStar Logistics
6.375%, 10/01/2030		1,092		994
6.000%, 06/01/2026		485		458
5.750%, 10/01/2025		187		178
5.625%, 04/28/2027		245		223
Occidental Petroleum
8.875%, 07/15/2030		525		613
8.500%, 07/15/2027		1,950		2,184
8.000%, 07/15/2025		652		708
6.625%, 09/01/2030		908		970
6.600%, 03/15/2046		2,100		2,311
6.450%, 09/15/2036		775		828
6.375%, 09/01/2028		1,021		1,066
6.125%, 01/01/2031		4,536		4,714
4.625%, 06/15/2045		1,445		1,279
PBF Holding LLC
7.250%, 06/15/2025		1,803		1,751
6.000%, 02/15/2028		352		316
Peabody Energy
6.375%, 03/31/2025 (A)		262		255
Precision Drilling
7.125%, 01/15/2026 (A)		325		311
6.875%, 01/15/2029 (A)		57		52


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Range Resources
8.250%, 01/15/2029	$	189	$	198
4.875%, 05/15/2025		345		335
Rockcliff Energy II LLC
5.500%, 10/15/2029 (A)		2,813		2,600
Seventy Seven Operating LLC (Escrow Security)
6.625%, 11/15/2019 (B)(G)		2,787		–
Shelf Drilling Holdings
8.250%, 02/15/2025 (A)		3,135		2,461
SM Energy
6.500%, 07/15/2028		925		891
5.625%, 06/01/2025		1,660		1,614
Southwestern Energy
8.375%, 09/15/2028		100		105
7.750%, 10/01/2027		285		295
5.375%, 03/15/2030		490		459
4.750%, 02/01/2032		109		97
Strathcona Resources
6.875%, 08/01/2026 (A)		2,510		2,209
Summit Midstream Holdings LLC
8.500%, 10/15/2026 (A)		665		644
5.750%, 04/15/2025		2,836		2,398
Sunoco
5.875%, 03/15/2028		2,791		2,595
4.500%, 05/15/2029		2,037		1,731
4.500%, 04/30/2030		2,186		1,865
Tallgrass Energy Partners
7.500%, 10/01/2025 (A)		875		876
6.000%, 03/01/2027 (A)		430		392
6.000%, 12/31/2030 (A)		7,918		6,930
6.000%, 09/01/2031 (A)		910		796
5.500%, 01/15/2028 (A)		165		143
Targa Resources Partners
6.875%, 01/15/2029		516		527
6.500%, 07/15/2027		559		575
5.500%, 03/01/2030		540		527
4.875%, 02/01/2031		2,528		2,343
TerraForm Power Operating LLC
5.000%, 01/31/2028 (A)		5,015		4,597
4.750%, 01/15/2030 (A)		225		199
Transocean
11.500%, 01/30/2027 (A)		1,715		1,653
8.000%, 02/01/2027 (A)		2,180		1,619
7.500%, 04/15/2031		720		407
Transocean Guardian
5.875%, 01/15/2024 (A)		668		633
Transocean Pontus
6.125%, 08/01/2025 (A)		200		191
USA Compression Partners
6.875%, 09/01/2027		3,650		3,374


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Venture Global Calcasieu Pass LLC
3.875%, 11/01/2033 (A)	$	4,766	$	3,960
Weatherford International
8.625%, 04/30/2030 (A)		3,058		2,764
Western Midstream Operating
5.500%, 02/01/2050		4,089		3,539

				223,644

Financials — 6.6%
Acrisure LLC
10.125%, 08/01/2026 (A)		1,031		1,031
4.250%, 02/15/2029 (A)		2,519		2,136
Advisor Group Holdings
10.750%, 08/01/2027 (A)		2,095		2,085
Air Methods
8.000%, 05/15/2025 (A)		4,360		2,432
Alliant Holdings Intermediate LLC
6.750%, 10/15/2027 (A)		1,800		1,635
5.875%, 11/01/2029 (A)		2,135		1,836
Apollo Commercial Real Estate Finance
4.625%, 06/15/2029 (A)		1,369		1,109
Armor Holdco
8.500%, 11/15/2029 (A)		2,315		1,912
AssuredPartners
5.625%, 01/15/2029 (A)		929		772
Blackstone Private Credit Fund
2.625%, 12/15/2026		3,423		2,891
Bread Financial Holdings
4.750%, 12/15/2024 (A)		1,341		1,188
BroadStreet Partners
5.875%, 04/15/2029 (A)		3,795		3,129
Brookfield Property
5.750%, 05/15/2026 (A)		3,355		3,129
4.500%, 04/01/2027 (A)		5,866		5,026
Coinbase Global
3.625%, 10/01/2031 (A)		1,692		1,030
3.375%, 10/01/2028 (A)		140		90
Finance of America Funding LLC
7.875%, 11/15/2025 (A)		7,566		4,805
FirstCash
5.625%, 01/01/2030 (A)		3,755		3,361
Freedom Mortgage
8.250%, 04/15/2025 (A)		4,850		4,196
8.125%, 11/15/2024 (A)		820		728
7.625%, 05/01/2026 (A)		360		295
6.625%, 01/15/2027 (A)		2,455		1,850
HAT Holdings I LLC
6.000%, 04/15/2025 (A)		1,466		1,420
3.750%, 09/15/2030 (A)		3,490		2,807
3.375%, 06/15/2026 (A)		883		766
Home Point Capital
5.000%, 02/01/2026 (A)		2,705		1,921


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HSBC Holdings PLC
4.600%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.649%(D)(E)	$	1,377	$	1,082
HUB International
5.625%, 12/01/2029 (A)		4,070		3,560
Hunt
5.250%, 04/15/2029 (A)		1,725		1,458
Issuer LLC
6.250%, 03/01/2028 (A)		1,910		1,751
Jane Street Group
4.500%, 11/15/2029 (A)		3,705		3,357
JPMorgan Chase
5.000%, U.S. SOFR + 3.380%(D)(E)		1,299		1,202
Ladder Capital Finance Holdings LLLP
5.250%, 10/01/2025 (A)		1,046		1,017
4.750%, 06/15/2029 (A)		2,462		2,086
4.250%, 02/01/2027 (A)		2,571		2,249
LD Holdings Group LLC
6.500%, 11/01/2025 (A)		1,755		1,008
6.125%, 04/01/2028 (A)		1,990		1,057
LPL Holdings
4.625%, 11/15/2027 (A)		3,347		3,149
4.375%, 05/15/2031 (A)		149		131
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		4,958		4,251
5.625%, 01/15/2030 (A)		1,503		1,147
Nationstar Mortgage Holdings
6.000%, 01/15/2027 (A)		1,424		1,267
5.500%, 08/15/2028 (A)		2,642		2,209
5.125%, 12/15/2030 (A)		242		191
Navient
5.500%, 03/15/2029		3,298		2,671
5.000%, 03/15/2027		2,541		2,175
4.875%, 03/15/2028		552		451
OneMain Finance
7.125%, 03/15/2026		1,850		1,723
6.625%, 01/15/2028		1,644		1,503
5.375%, 11/15/2029		2,688		2,226
4.000%, 09/15/2030		4,793		3,571
3.500%, 01/15/2027		497		410
PennyMac Financial Services
5.750%, 09/15/2031 (A)		830		673
5.375%, 10/15/2025 (A)		2,153		1,970
4.250%, 02/15/2029 (A)		2,168		1,695
Rithm Capital
6.250%, 10/15/2025 (A)		7,312		6,486
Rocket Mortgage LLC
4.000%, 10/15/2033 (A)		2,960		2,206
3.625%, 03/01/2029 (A)		4,446		3,579
2.875%, 10/15/2026 (A)		315		265


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ryan Specialty Group LLC
4.375%, 02/01/2030 (A)	$	4,354	$	3,924
TTMT Escrow Issuer LLC
8.625%, 09/30/2027 (A)		627		627
United Wholesale Mortgage LLC
5.750%, 06/15/2027 (A)		2,080		1,713
VistaJet Malta Finance
6.375%, 02/01/2030 (A)		9,430		8,110
Voya Financial
4.700%, ICE LIBOR USD 3 Month + 2.084%, 01/23/2048 (D)		1,183		982
WeWork
7.875%, 05/01/2025 (A)		5,430		4,051

				136,763

Health Care — 3.7%
Acadia Healthcare
5.500%, 07/01/2028 (A)		494		468
5.000%, 04/15/2029 (A)		2,281		2,112
Avantor Funding
4.625%, 07/15/2028 (A)		1,103		1,004
Bristol-Myers Squibb
2.550%, 11/13/2050		2,795		1,924
Centene
4.625%, 12/15/2029		2,453		2,311
3.375%, 02/15/2030		660		566
2.500%, 03/01/2031		5,942		4,741
Centene Corp
2.625%, 08/01/2031		3,180		2,539
CHS
8.000%, 03/15/2026 (A)		396		370
6.875%, 04/01/2028 (A)		3,888		2,026
6.125%, 04/01/2030 (A)		551		342
6.000%, 01/15/2029 (A)		490		402
5.250%, 05/15/2030 (A)		2,617		1,983
4.750%, 02/15/2031 (A)		2,001		1,478
DaVita
4.625%, 06/01/2030 (A)		635		511
3.750%, 02/15/2031 (A)		995		732
Embecta
6.750%, 02/15/2030 (A)		455		433
Emergent BioSolutions
3.875%, 08/15/2028 (A)		522		365
Encompass Health
4.750%, 02/01/2030		2,499		2,137
4.625%, 04/01/2031		80		66
4.500%, 02/01/2028		1,355		1,185
Global Medical Response
6.500%, 10/01/2025 (A)		5,056		4,513
HCA
5.875%, 02/15/2026		5,405		5,519
5.875%, 02/01/2029		1,385		1,412


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 09/01/2030	$	1,575	$	1,374
Hologic
3.250%, 02/15/2029 (A)		1,062		905
IQVIA
5.000%, 10/15/2026 (A)		890		862
Lannett
7.750%, 04/15/2026 (A)		4,515		1,388
ModivCare Escrow Issuer
5.000%, 10/01/2029 (A)		1,735		1,530
Molina Healthcare
4.375%, 06/15/2028 (A)		2,690		2,482
Owens & Minor
6.625%, 04/01/2030 (A)		1,195		1,104
4.500%, 03/31/2029 (A)		568		484
Pediatrix Medical Group
5.375%, 02/15/2030 (A)		3,632		3,096
PRA Health Sciences
2.875%, 07/15/2026 (A)		2,226		1,981
Prestige Brands
5.125%, 01/15/2028 (A)		500		461
Royalty Pharma PLC
2.200%, 09/02/2030		1,083		878
Syneos Health
3.625%, 01/15/2029 (A)		4,119		3,482
Tenet Healthcare
6.250%, 02/01/2027 (A)		1,338		1,290
6.125%, 06/15/2030 (A)		2,787		2,676
5.125%, 11/01/2027 (A)		920		852
4.875%, 01/01/2026 (A)		4,796		4,556
4.625%, 06/15/2028 (A)		3,743		3,402
4.375%, 01/15/2030 (A)		1,165		1,019
4.250%, 06/01/2029 (A)		2,668		2,301
Varex Imaging
7.875%, 10/15/2027 (A)		1,920		1,853

				77,115

Industrials — 8.2%
ACCO Brands
4.250%, 03/15/2029 (A)		950		792
ADT Security
4.875%, 07/15/2032 (A)		2,663		2,228
4.125%, 08/01/2029 (A)		520		447
Allegiant Travel
7.250%, 08/15/2027 (A)		1,907		1,894
Allison Transmission
5.875%, 06/01/2029 (A)		855		804
4.750%, 10/01/2027 (A)		2,056		1,912
3.750%, 01/30/2031 (A)		2,422		1,963
American Airlines
5.750%, 04/20/2029 (A)		4,955		4,473
5.500%, 04/20/2026 (A)		2,223		2,115


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
American Airlines Group
3.750%, 03/01/2025 (A)	$	2,248	$	1,891
APi Group DE
4.750%, 10/15/2029 (A)		234		194
4.125%, 07/15/2029 (A)		365		297
ARD Finance
6.500%cash/7.250% PIK, 06/30/2027 (A)		3,738		2,899
Ardagh Metal Packaging Finance USA LLC
6.000%, 06/15/2027 (A)		200		196
3.250%, 09/01/2028 (A)		1,352		1,166
Ardagh Packaging Finance
5.250%, 04/30/2025 (A)		3,828		3,620
5.250%, 08/15/2027 (A)		1,170		845
4.125%, 08/15/2026 (A)		1,285		1,109
Artera Services LLC
9.033%, 12/04/2025 (A)		3,975		3,266
ATS Automation Tooling Systems
4.125%, 12/15/2028 (A)		493		433
Avis Budget Car Rental LLC
5.750%, 07/15/2027 (A)		840		787
5.375%, 03/01/2029 (A)		381		332
4.750%, 04/01/2028 (A)		50		44
Boeing
3.625%, 02/01/2031		1,302		1,152
Bombardier
7.875%, 04/15/2027 (A)		5,090		4,874
7.500%, 03/15/2025 (A)		725		709
7.125%, 06/15/2026 (A)		772		736
Builders FirstSource
6.375%, 06/15/2032 (A)		372		345
5.000%, 03/01/2030 (A)		1,297		1,149
4.250%, 02/01/2032 (A)		353		282
BWAY Holding Co
7.250%, 04/15/2025 (A)		6,563		5,972
5.500%, 04/15/2024 (A)		135		131
BWX Technologies
4.125%, 06/30/2028 (A)		692		637
4.125%, 04/15/2029 (A)		1,285		1,147
Cargo Aircraft Management
4.750%, 02/01/2028 (A)		1,917		1,754
CEMEX Materials LLC
7.700%, 07/21/2025 (A)		2,820		2,899
Clean Harbors
4.875%, 07/15/2027 (A)		2,216		2,054
CoreCivic
8.250%, 04/15/2026		482		476
CP Atlas Buyer
7.000%, 12/01/2028 (A)		5,046		4,119
Delta Air Lines
7.000%, 05/01/2025 (A)		1,302		1,348


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Deluxe
8.000%, 06/01/2029 (A)	$	4,090	$	3,639
Dycom Industries
4.500%, 04/15/2029 (A)		603		538
EnerSys
4.375%, 12/15/2027 (A)		892		812
EnPro Industries
5.750%, 10/15/2026		404		396
First Student Bidco
4.000%, 07/31/2029 (A)		35		30
Fortress Transportation and Infrastructure Investors LLC
6.500%, 10/01/2025 (A)		561		523
5.500%, 05/01/2028 (A)		1,780		1,515
GFL Environmental
4.750%, 06/15/2029 (A)		318		276
4.375%, 08/15/2029 (A)		2,647		2,243
4.000%, 08/01/2028 (A)		614		519
3.750%, 08/01/2025 (A)		490		463
3.500%, 09/01/2028 (A)		5,564		4,833
Global Infrastructure Solutions
7.500%, 04/15/2032 (A)		285		234
5.625%, 06/01/2029 (A)		580		464
GrafTech Finance
4.625%, 12/15/2028 (A)		3,535		3,016
Graham Packaging
7.125%, 08/15/2028 (A)		312		268
Granite US Holdings
11.000%, 10/01/2027 (A)		3,162		3,076
Griffon
5.750%, 03/01/2028		770		712
H&E Equipment Services
3.875%, 12/15/2028 (A)		3,950		3,337
Harsco
5.750%, 07/31/2027 (A)		766		543
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		3,479		3,176
Herc Holdings
5.500%, 07/15/2027 (A)		315		297
Hertz
5.000%, 12/01/2029 (A)		643		517
4.625%, 12/01/2026 (A)		758		649
Icahn Enterprises
6.250%, 05/15/2026		1,831		1,755
4.375%, 02/01/2029		916		779
IEA Energy Services LLC
6.625%, 08/15/2029 (A)		2,115		2,104
Imola Merger
4.750%, 05/15/2029 (A)		1,481		1,257
JELD-WEN
6.250%, 05/15/2025 (A)		235		229
4.875%, 12/15/2027 (A)		337		261


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 12/15/2025 (A)	$	560	$	482
Korn Ferry
4.625%, 12/15/2027 (A)		3,475		3,219
LABL
10.500%, 07/15/2027 (A)		480		454
6.750%, 07/15/2026 (A)		640		608
Madison IAQ LLC
5.875%, 06/30/2029 (A)		555		457
4.125%, 06/30/2028 (A)		290		249
MasTec
4.500%, 08/15/2028 (A)		825		757
Mileage Plus Holdings LLC
6.500%, 06/20/2027 (A)		3,612		3,621
MIWD Holdco II LLC
5.500%, 02/01/2030 (A)		190		156
Moog
4.250%, 12/15/2027 (A)		1,212		1,109
Nielsen Finance LLC
5.625%, 10/01/2028 (A)		385		386
4.500%, 07/15/2029 (A)		160		161
Pactiv Evergreen Group Issuer
4.000%, 10/15/2027 (A)		4,732		4,130
Pactiv Evergreen Group Issuer LLC
4.375%, 10/15/2028 (A)		1,055		928
PGT Innovations
4.375%, 10/01/2029 (A)		233		197
Raytheon Technologies
3.030%, 03/15/2052		1,260		917
2.820%, 09/01/2051		1,780		1,244
Science Applications International
4.875%, 04/01/2028 (A)		3,734		3,454
Sensata Technologies
5.625%, 11/01/2024 (A)		80		80
3.750%, 02/15/2031 (A)		172		142
Sensata Technologies BV
5.875%, 09/01/2030 (A)		219		214
4.000%, 04/15/2029 (A)		1,025		885
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		1,806		1,675
Spirit AeroSystems
7.500%, 04/15/2025 (A)		440		430
5.500%, 01/15/2025 (A)		240		235
4.600%, 06/15/2028		3,775		3,001
3.950%, 06/15/2023		2,288		2,208
SRM Escrow Issuer LLC
6.000%, 11/01/2028 (A)		1,370		1,243
Standard Industries
4.750%, 01/15/2028 (A)		1,415		1,237
3.375%, 01/15/2031 (A)		139		102
Stericycle
3.875%, 01/15/2029 (A)		503		436


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Summit Materials LLC
5.250%, 01/15/2029 (A)	$	2,793	$	2,512
Terex
5.000%, 05/15/2029 (A)		385		344
TK Elevator US Newco
5.250%, 07/15/2027 (A)		2,576		2,344
TransDigm
8.000%, 12/15/2025 (A)		851		872
6.250%, 03/15/2026 (A)		5,486		5,390
5.500%, 11/15/2027		3,161		2,845
4.625%, 01/15/2029		860		727
Trident TPI Holdings
9.250%, 08/01/2024 (A)(F)		3,165		2,942
TriMas
4.125%, 04/15/2029 (A)		522		458
Triumph Group
7.750%, 08/15/2025		1,825		1,537
6.250%, 09/15/2024 (A)		115		106
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		250		238
5.500%, 08/15/2026 (A)		976		936
Tutor Perini
6.875%, 05/01/2025 (A)		10,241		8,372
Uber Technologies
7.500%, 09/15/2027 (A)		305		305
6.250%, 01/15/2028 (A)		2,674		2,554
4.500%, 08/15/2029 (A)		424		368
United Airlines
4.625%, 04/15/2029 (A)		1,654		1,451
4.375%, 04/15/2026 (A)		3,852		3,512
Vertiv Group
4.125%, 11/15/2028 (A)		1,298		1,123
Wabash National
4.500%, 10/15/2028 (A)		415		353
WESCO Distribution
7.250%, 06/15/2028 (A)		913		921
7.125%, 06/15/2025 (A)		556		556
Western Global Airlines LLC
10.375%, 08/15/2025 (A)		1,990		1,813

				178,948

Information Technology — 4.1%
ACI Worldwide
5.750%, 08/15/2026 (A)		667		660
Ahead DB Holdings LLC
6.625%, 05/01/2028 (A)		3,585		3,218
ams-OSRAM
7.000%, 07/31/2025 (A)		2,573		2,455
Apple
2.700%, 08/05/2051		395		290
2.650%, 05/11/2050		4,410		3,229
2.650%, 02/08/2051		740		541


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.375%, 02/08/2041	$	705	$	530
Avaya
6.125%, 09/15/2028 (A)		5,251		2,871
Black Knight InfoServ LLC
3.625%, 09/01/2028 (A)		372		325
Block
3.500%, 06/01/2031		470		387
Castle US Holding
9.500%, 02/15/2028 (A)		2,110		1,646
CDW LLC
4.250%, 04/01/2028		420		389
3.250%, 02/15/2029		270		234
Ciena
4.000%, 01/31/2030 (A)		1,600		1,382
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		326		269
3.875%, 07/01/2028 (A)		288		247
CommScope
7.125%, 07/01/2028 (A)		3,035		2,496
4.750%, 09/01/2029 (A)		694		591
CommScope Finance LLC
8.250%, 03/01/2027 (A)		7,378		6,323
6.000%, 03/01/2026 (A)		1,455		1,375
CommScope Technologies LLC
6.000%, 06/15/2025 (A)		3,998		3,633
5.000%, 03/15/2027 (A)		340		268
Condor Merger Sub
7.375%, 02/15/2030 (A)		3,225		2,693
Conduent Business Services LLC
6.000%, 11/01/2029 (A)		580		499
Elastic
4.125%, 07/15/2029 (A)		2,680		2,268
Entegris
4.375%, 04/15/2028 (A)		320		282
3.625%, 05/01/2029 (A)		3,394		2,858
Entegris Escrow
4.750%, 04/15/2029 (A)		3,142		2,890
Gartner
4.500%, 07/01/2028 (A)		335		309
3.750%, 10/01/2030 (A)		83		71
3.625%, 06/15/2029 (A)		295		254
Go Daddy Operating LLC
5.250%, 12/01/2027 (A)		2,784		2,617
II-VI
5.000%, 12/15/2029 (A)		3,888		3,462
Intel
3.200%, 08/12/2061		1,915		1,344
3.100%, 02/15/2060		580		397
Minerva Merger Sub
6.500%, 02/15/2030 (A)		2,383		2,023
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (B)		10,706		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NCR
6.125%, 09/01/2029 (A)	$	735	$	701
5.750%, 09/01/2027 (A)		740		712
5.125%, 04/15/2029 (A)		378		353
5.000%, 10/01/2028 (A)		178		168
ON Semiconductor
3.875%, 09/01/2028 (A)		553		493
Open Text Holdings
4.125%, 02/15/2030 (A)		3,430		2,761
Oracle Corp
2.500%, 04/01/2025		2,166		2,056
Paysafe Finance
4.000%, 06/15/2029 (A)		5,523		4,128
Plantronics
4.750%, 03/01/2029 (A)		304		303
Presidio Holdings
4.875%, 02/01/2027 (A)		425		398
PTC
4.000%, 02/15/2028 (A)		2,648		2,421
Seagate HDD Cayman
5.750%, 12/01/2034		2,672		2,371
3.375%, 07/15/2031		2,523		1,972
SS&C Technologies
5.500%, 09/30/2027 (A)		1,191		1,129
Synaptics
4.000%, 06/15/2029 (A)		3,456		2,970
Veritas US
7.500%, 09/01/2025 (A)		6,870		5,290
ViaSat
6.500%, 07/15/2028 (A)		3,575		2,742
Virtusa
7.125%, 12/15/2028 (A)		2,365		1,868
Xerox Holdings
5.500%, 08/15/2028 (A)		442		387

				88,549

Materials — 5.9%
Alcoa Nederland Holding BV
6.125%, 05/15/2028 (A)		200		194
5.500%, 12/15/2027 (A)		200		192
Arconic
6.125%, 02/15/2028 (A)		1,617		1,518
Ashland LLC
6.875%, 05/15/2043		1,384		1,419
ASP Unifrax Holdings
5.250%, 09/30/2028 (A)		3,778		3,031
ATI
5.875%, 12/01/2027		276		262
5.125%, 10/01/2031		137		121
4.875%, 10/01/2029		267		239
Avient
7.125%, 08/01/2030 (A)		106		105


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Axalta Coating Systems LLC
4.750%, 06/15/2027 (A)	$	699	$	647
3.375%, 02/15/2029 (A)		358		297
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		3,870		3,569
Ball
3.125%, 09/15/2031		2,288		1,853
Big River Steel LLC
6.625%, 01/31/2029 (A)		367		365
Carpenter Technology
7.625%, 03/15/2030		103		101
6.375%, 07/15/2028		281		269
CF Industries
5.150%, 03/15/2034		1,330		1,282
Chemours
5.750%, 11/15/2028 (A)		2,257		2,020
4.625%, 11/15/2029 (A)		2,028		1,673
Cleveland-Cliffs
4.875%, 03/01/2031 (A)		190		166
4.625%, 03/01/2029 (A)		460		408
Constellium
5.875%, 02/15/2026 (A)		1,112		1,070
Cornerstone Chemical
6.750%, 08/15/2024 (A)		12,005		10,272
Crown Americas LLC
4.750%, 02/01/2026		1,324		1,277
CVR Partners
6.125%, 06/15/2028 (A)		2,131		1,946
Domtar
6.750%, 10/01/2028 (A)		3,090		2,776
Eldorado
6.250%, 09/01/2029 (A)		1,366		1,122
Element Solutions
3.875%, 09/01/2028 (A)		2,028		1,762
ERO Copper
6.500%, 02/15/2030 (A)		3,965		2,971
First Quantum Minerals
7.500%, 04/01/2025 (A)		411		404
6.500%, 03/01/2024 (A)		2,707		2,680
Freeport-McMoRan
5.450%, 03/15/2043		2,181		1,963
5.400%, 11/14/2034		3,218		3,051
4.625%, 08/01/2030		979		906
GCP Applied Technologies
5.500%, 04/15/2026 (A)		420		420
Glatfelter
4.750%, 11/15/2029 (A)		267		166
INEOS Quattro Finance 2
3.375%, 01/15/2026 (A)		630		545
Infrabuild Australia Pty
12.000%, 10/01/2024 (A)		1,373		1,295


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Innophos Holdings
9.375%, 02/15/2028 (A)	$	4,020	$	3,937
LSB Industries
6.250%, 10/15/2028 (A)		2,485		2,300
Methanex
5.125%, 10/15/2027		1,375		1,251
Mineral Resources
8.125%, 05/01/2027 (A)		2,145		2,150
Mineral Resources MTN
8.500%, 05/01/2030 (A)		1,020		1,027
8.000%, 11/01/2027 (A)		1,405		1,402
Mountain Province Diamonds
8.000%, 12/15/2022 (A)		3,400		3,204
NMG Holding
7.125%, 04/01/2026 (A)		3,910		3,658
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(F)(G)		3,290		–
NOVA Chemicals
5.250%, 06/01/2027 (A)		1,105		976
5.000%, 05/01/2025 (A)		1,451		1,365
4.875%, 06/01/2024 (A)		535		511
4.250%, 05/15/2029 (A)		385		317
Novelis
4.750%, 01/30/2030 (A)		470		409
3.875%, 08/15/2031 (A)		3,064		2,473
3.250%, 11/15/2026 (A)		288		256
OI European Group BV
4.750%, 02/15/2030 (A)		3,291		2,665
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		561		521
5.875%, 08/15/2023 (A)		752		748
Polar US Borrower LLC
6.750%, 05/15/2026 (A)		6,205		4,016
Rain CII Carbon LLC
7.250%, 04/01/2025 (A)		4,460		4,171
SCIH Salt Holdings
6.625%, 05/01/2029 (A)		10,039		8,265
4.875%, 05/01/2028 (A)		3,336		2,862
Scotts Miracle-Gro
5.250%, 12/15/2026		121		115
4.500%, 10/15/2029		134		107
4.375%, 02/01/2032		366		276
4.000%, 04/01/2031		391		294
Tacora Resources
8.250%, 05/15/2026 (A)		2,660		2,250
Taseko Mines
7.000%, 02/15/2026 (A)		2,943		2,427
Trinseo Materials Operating SCA
5.375%, 09/01/2025 (A)		975		840
5.125%, 04/01/2029 (A)		284		202
Tronox
4.625%, 03/15/2029 (A)		3,262		2,713


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
U.S. Steel
6.875%, 03/01/2029	$	1,467	$	1,434
Venator Finance Sarl
9.500%, 07/01/2025 (A)		1,104		1,087
5.750%, 07/15/2025 (A)		8,028		5,901
WR Grace Holdings LLC
5.625%, 08/15/2029 (A)		177		140
4.875%, 06/15/2027 (A)		390		361

				120,988

Real Estate — 1.9%
American Tower
3.700%, 10/15/2049		245		186
3.100%, 06/15/2050		905		631
2.950%, 01/15/2051		1,945		1,309
2.100%, 06/15/2030		2,167		1,749
Crown Castle
3.250%, 01/15/2051		350		249
2.900%, 04/01/2041		2,075		1,494
Cushman & Wakefield US Borrower LLC
6.750%, 05/15/2028 (A)		706		700
Diversified Healthcare Trust
4.375%, 03/01/2031		2,150		1,475
Iron Mountain
5.250%, 03/15/2028 (A)		281		258
5.250%, 07/15/2030 (A)		1,145		1,013
5.000%, 07/15/2028 (A)		400		365
4.875%, 09/15/2029 (A)		2,135		1,852
4.500%, 02/15/2031 (A)		424		352
Lamar Media
4.000%, 02/15/2030		877		764
Outfront Media Capital LLC
5.000%, 08/15/2027 (A)		766		701
4.250%, 01/15/2029 (A)		2,710		2,262
Prologis
3.000%, 04/15/2050		745		567
2.125%, 10/15/2050		1,470		932
Realogy Group LLC
5.250%, 04/15/2030 (A)		620		466
RHP Hotel Properties
4.750%, 10/15/2027		1,277		1,161
4.500%, 02/15/2029 (A)		447		386
SBA Communications
3.125%, 02/01/2029		2,279		1,878
Service Properties Trust
5.500%, 12/15/2027		740		640
4.950%, 02/15/2027		5,143		4,165
4.500%, 06/15/2023		872		855
4.375%, 02/15/2030		3,245		2,379
3.950%, 01/15/2028		2,059		1,533
Uniti Group
6.000%, 01/15/2030 (A)		2,187		1,542


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
VICI Properties
5.750%, 02/01/2027 (A)	$	357	$	351
5.625%, 05/01/2024 (A)		315		315
4.625%, 06/15/2025 (A)		411		398
4.625%, 12/01/2029 (A)		855		790
4.500%, 09/01/2026 (A)		225		212
4.500%, 01/15/2028 (A)		175		162
4.250%, 12/01/2026 (A)		687		644
4.125%, 08/15/2030 (A)		4,396		3,865
3.875%, 02/15/2029 (A)		396		352
3.750%, 02/15/2027 (A)		902		816
3.500%, 02/15/2025 (A)		22		21

				39,790

Utilities — 1.6%
AmeriGas Partners
5.875%, 08/20/2026		235		224
5.500%, 05/20/2025		210		199
Calpine
5.000%, 02/01/2031 (A)		275		230
4.625%, 02/01/2029 (A)		390		331
4.500%, 02/15/2028 (A)		3,785		3,462
Clearway Energy Operating LLC
3.750%, 02/15/2031 (A)		3,155		2,635
NRG Energy
6.625%, 01/15/2027		1,108		1,099
5.250%, 06/15/2029 (A)		610		545
3.875%, 02/15/2032 (A)		1,758		1,393
3.625%, 02/15/2031 (A)		5,080		4,035
3.375%, 02/15/2029 (A)		515		423
Pattern Energy Operations
4.500%, 08/15/2028 (A)		2,060		1,856
PG&E
5.250%, 07/01/2030		3,204		2,770
5.000%, 07/01/2028		412		366
Pike
5.500%, 09/01/2028 (A)		3,595		2,972
Solaris Midstream Holdings LLC
7.625%, 04/01/2026 (A)		1,584		1,547
Vistra
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(A)(D)(E)		435		401
Vistra Operations LLC
5.625%, 02/15/2027 (A)		1,975		1,901
5.000%, 07/31/2027 (A)		4,395		4,091
4.375%, 05/01/2029 (A)		2,520		2,197


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.300%, 07/15/2029 (A)	$	1,401	$	1,259

				33,936

Total Corporate Obligations
(Cost $1,870,694) ($ Thousands)				1,601,791



LOAN PARTICIPATIONS — 10.2%
1236904 B.C. LTD., Initial Term Loan, 1st Lien
8.024%, LIBOR + 5.500%, 03/04/2027 (D)		4,026		3,889
19th Holdings Golf, LLC, Initial Term Loan, 1st Lien
5.387%, CME Term SOFR + 3.000%, 02/07/2029 (B)(D)		1,973		1,834
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien
7.460%, LIBOR + 4.750%, 04/20/2028 (D)		5,672		5,575
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
7.127%, LIBOR + 4.250%, 05/17/2028 (D)		594		485
Adient US LLC, Term B-1 Loan, 1st Lien
5.774%, 04/10/2028		515		503
AgroFresh, 1st Lien
8.774%, 12/31/2024 (D)(H)		972		957
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien
8.024%, LIBOR + 5.500%, 10/10/2025 (D)		1,696		1,622
Alvogen Pharma US, Inc., January 2020 Loan, 1st Lien
7.500%, LIBOR + 5.250%, 12/31/2023 (D)		3,219		2,781
ANI Technologies, Term Loan, 1st Lien
8.657%, 12/15/2026		3,946		3,759
AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien
8.024%, LIBOR + 5.500%, 09/01/2027 (D)		536		506
AP Core Holdings II, LLC, Term B-2 Loan, 1st Lien
8.024%, LIBOR + 5.500%, 09/01/2027 (D)		1,897		1,794
Apollo Commercial Real Estate Finance, Inc., Term B-1 Loan, 1st Lien
5.944%, LIBOR + 3.500%, 03/11/2028 (B)(D)		1,384		1,329


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Applied Systems, Inc., Closing Date Term Loan, 1st Lien
5.250%, LIBOR + 3.000%, 09/19/2024 (D)(H)	$	2,253	$	2,232
Arctic Canadian Diamond Company, 2nd Lien
7.500%, 12/31/2027 (B)		1,799		1,791
Bausch Health Companies Inc., Second Amendment Term Loan, 1st Lien
7.662%, CME Term SOFR + 5.250%, 02/01/2027 (D)		3,705		2,945
Blackhawk Network, Temr Loan, 2nd Lien
8.313%, 06/15/2026		2,412		2,195
BoardRiders Inc., Tranche A Loan, 1st Lien
12.367%, 10/23/2023 (B)		612		600
BoardRiders Inc., Tranche B-2 Loan, 1st Lien
12.367%, 04/23/2024		2,931		2,660
Bright Bidco B.V., 2018 Refinancing Term B Loan
4.774%, 06/30/2024 (H)		1,356		494
Byju's, Term Loan, 1st Lien
8.980%, 11/24/2026 (H)		4,882		3,547
Caesars Resort Collection, LLC, Term B Loan, 1st Lien
5.274%, LIBOR + 2.750%, 12/23/2024 (D)		1,325		1,306
Carecentrix, Term Loan, 1st Lien
6.750%, 04/03/2025 (D)		1,334		1,321
Carestream Health, Extended Loan, 2nd Lien
14.750%, 08/08/2023 (F)		4,655		3,840
Carestream Health, Term Loan
0.000%, 11/07/2022 (H)		611		611
Carestream, Extended Loan, 1st Lien
9.500%, 05/08/2023 (F)		1,937		1,820
Carnival Corporation, Initial Advance (USD), 1st Lien
5.877%, LIBOR + 3.000%, 06/30/2025 (D)		1,297		1,233
Cenveo, Term Loan
9.807%, 12/31/2024		949		949
Cincinnati Bell Inc., Term B-2 Loan, 1st Lien
5.805%, CME Term SOFR + 3.250%, 11/22/2028 (D)		179		175
Claire's Stores, Inc., Initial Term Loan, 1st Lien
9.024%, LIBOR + 6.500%, 12/18/2026 (D)		2,001		1,890


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
ClubCorp Holdings, Inc., Term B Loan, 1st Lien
5.000%, LIBOR + 2.750%, 09/18/2024 (D)(H)	$	2,612	$	2,499
Clydesdale Acquisition Holdings, Inc., Term B Loan, 1st Lien
6.730%, CME Term SOFR + 4.175%, 04/13/2029 (D)(H)		1,117		1,076
ConvergeOne Holdings, Corp., Initial Term Loan, 1st Lien
7.524%, LIBOR + 5.000%, 01/04/2026 (D)(H)		4,193		3,333
Delivery Hero, Term Loan, 1st Lien
8.493%, 08/12/2027 (H)		1,772		1,712
Delta Topco, Inc., Initial Term Loan, 2nd Lien
9.336%, LIBOR + 7.250%, 12/01/2028 (D)		1,518		1,358
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien
6.000%, LIBOR + 3.750%, 10/04/2028 (D)		599		572
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien
7.524%, LIBOR + 5.000%, 08/02/2027 (D)		2,042		1,949
DMT Solutions Global Corporation, Initial Term Loan, 1st Lien
9.563%, 07/02/2024 (D)		973		949
DMT Solutions Global Corporation, Term Loan, 1st Lien
8.500%, 07/02/2024 (D)		1,017		991
East Valley Tourist Development Authority , Term Loan, 1st Lien
9.000%, LIBOR + 7.500%, 11/23/2026 (B)(D)		4,686		4,546
Envision Healthcare Corporation, Initial Term Loan, 1st Lien
6.122%, LIBOR + 3.750%, 10/10/2025 (D)(F)		2,140		554
Envision Healthcare, Term Loan
10.531%, 03/31/2027		938		896
Envision Healthcare, Term Loan, 1st Lien
0.000%, 03/31/2027 (H)		6,582		3,291
Epic Crude Services, LP, Term Loan, 1st Lien
7.080%, LIBOR + 5.000%, 03/02/2026 (D)		1,545		1,309
Epic Y-Grade Services, 1st Lien
8.080%, 06/30/2027 (D)(H)		10,334		8,810


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
First Student Bidco Inc., 2022 Incremental Term B Loan, 1st Lien
6.154%, CME Term SOFR + 4.000%, 07/21/2028 (D)	$	404	$	390
First Student Bidco Inc., 2022 Incremental Term C Loan, 1st Lien
6.154%, CME Term SOFR + 4.000%, 07/21/2028 (D)		28		27
First Student Bidco Inc., Initial Term B Loan, 1st Lien
5.232%, LIBOR + 3.000%, 07/21/2028 (D)		425		408
First Student Bidco Inc., Initial Term C Loan, 1st Lien
5.232%, LIBOR + 3.000%, 07/21/2028 (D)		158		151
Focus Financial Partners LLC, Tranche B-3 Term Loan, 1st Lien
4.524%, LIBOR + 2.000%, 07/03/2024 (D)(H)		427		420
Foresight Energy Operating LLC, Tranche A Term Loan, 1st Lien
10.250%, LIBOR + 8.000%, 06/30/2027 (B)(D)		416		421
GatesAir, Term Loan
12.190%, 08/01/2027		1,763		1,710
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
6.524%, LIBOR + 4.000%, 12/01/2027 (D)		502		492
Geon Performance Solutions, LLC, Initial Term Loan, 1st Lien
7.024%, LIBOR + 4.500%, 08/18/2028 (D)(H)		2,091		2,054
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
6.774%, LIBOR + 4.250%, 03/14/2025 (D)		785		718
Grab Holdings, Inc., Initial Term Loan, 1st Lien
7.030%, LIBOR + 4.500%, 01/29/2026 (D)		5,795		5,425
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien
5.524%, LIBOR + 3.000%, 08/04/2027 (D)		536		523
Gulf Finance, LLC, Term Loan, 1st Lien
9.130%, LIBOR + 6.750%, 08/25/2026 (D)		3,953		3,220


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Hercules Achievement, Inc. (Varsity Brands Holding Co., Inc.), Initial Term Loan, 1st Lien
6.024%, LIBOR + 3.500%, 12/16/2024 (D)	$	474	$	460
Hudson River Trading LLC, Term Loan, 1st Lien
6.164%, CME Term SOFR + 3.000%, 03/20/2028 (D)		710		653
Hyland Software, Inc., 2018 Refinancing Term Loan, 1st Lien
6.024%, LIBOR + 3.500%, 07/01/2024 (D)		3,265		3,220
iHeartCommunications, Inc. (fka Clear Channel Communications, Inc.), New Term Loan, 1st Lien
5.524%, LIBOR + 3.000%, 05/01/2026 (D)		643		621
IRB Holding Corp., 2020 Replacement Term B Loan, 1st Lien
5.274%, LIBOR + 2.750%, 02/05/2025 (D)(H)		2,432		2,378
JC Penney, 1st Lien
5.250%, LIBOR + 4.250%, 06/23/2023 (B)(D)		3,751		—
Journey Personal Care, 1st Lien
6.500%, 03/01/2028 (D)		3,732		2,547
Jump Financial, LLC, Term Loan, 1st Lien
6.816%, CME Term SOFR + 4.500%, 08/07/2028 (D)		6,500		6,272
LABL, Inc., Initial Dollar Term Loan, 1st Lien
7.524%, LIBOR + 5.000%, 10/29/2028 (D)		490		472
LifeScan Global Corporation, Initial Term Loan, 1st Lien
8.285%, LIBOR + 6.000%, 10/01/2024 (D)		9,298		7,685
Lightstone Holdco LLC, Extended Term B Loan, 1st Lien
8.051%, CME Term SOFR + 5.750%, 02/01/2027 (D)		2,014		1,806
Lightstone Holdco LLC, Extended Term C Loan, 1st Lien
8.051%, CME Term SOFR + 5.750%, 02/01/2027 (D)		114		102
Madison IAQ LLC, Initial Term Loan, 1st Lien
4.524%, LIBOR + 3.250%, 06/21/2028 (D)		440		424
Magnite, Inc., Initial Term Loan, 1st Lien
7.530%, LIBOR + 5.000%, 04/28/2028 (D)		1,144		1,099


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Mashantucket (Western) Pequot Tribe, Term B Loan, 1st Lien
9.649%, Euribor + 3.250%, 02/16/2025 (D)	$	6,685	$	6,602
Mauser Packaging Solutions Holding Company, Initial Term Loan, 1st Lien
5.623%, LIBOR + 3.250%, 04/03/2024 (D)		2,864		2,799
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
7.711%, LIBOR + 4.750%, 08/18/2028 (B)(D)(F)		1,876		1,697
Mavenir Systems, Inc., Term Loan, 1st Lien
8.487%, 08/18/2028		695		634
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien
5.774%, LIBOR + 3.250%, 10/23/2028 (D)(H)		290		277
Mitnick Corporate Purchaser, Inc., Initial Term Loan, 1st Lien
7.393%, CME Term SOFR + 4.750%, 05/02/2029 (D)(H)		1,297		1,261
MLN US HoldCo LLC, Term B Loan, 1st Lien
6.873%, LIBOR + 4.500%, 11/30/2025 (D)		1,157		655
Monitronics International Inc., Term Loan, 1st Lien
10.306%, 03/29/2024		381		251
Mountaineer Merger Corp, Term Loan, 1st Lien
9.788%, 10/26/2028 (B)(D)(H)		2,513		2,237
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
7.320%, LIBOR + 4.250%, 09/01/2028 (D)		1,371		1,294
Naked Juice LLC, Initial Loan, 2nd Lien
8.154%, CME Term SOFR + 6.000%, 01/24/2030 (D)		2,015		1,840
Nexus Buyer LLC, Initial Term Loan, 2nd Lien
8.630%, LIBOR + 6.250%, 11/05/2029 (D)		1,140		1,076
Nine West Holdings Inc., Term Loan
10.250%, 03/20/2024		910		745
10.096%, 03/20/2024		977		800
Nouryon Finance B.V., Initial Dollar Term Loan, 1st Lien
5.000%, LIBOR + 2.750%, 10/01/2025 (D)		727		708


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Olympus Water US Holding Corporation, Initial Dollar Term Loan, 1st Lien
6.063%, LIBOR + 3.750%, 11/09/2028 (D)	$	127	$	122
Pactiv Evergreen Inc., Tranche B-3 U.S. Term Loan, 1st Lien
6.024%, LIBOR + 3.500%, 09/24/2028 (D)		194		188
Padagis LLC, Term B Loan, 1st Lien
7.043%, LIBOR + 4.750%, 07/06/2028 (D)		1,279		1,170
Park River Holdings, Inc., Initial Term Loan, 1st Lien
5.527%, LIBOR + 3.250%, 12/28/2027 (D)		229		208
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
5.500%, LIBOR + 3.250%, 03/03/2028 (D)		637		617
Phoenix Newco, Inc., Initial Term Loan, 1st Lien
5.774%, LIBOR + 3.250%, 11/15/2028 (D)		441		429
Plantronics, Inc., Initial Term B Loan, 1st Lien
4.872%, LIBOR + 2.500%, 07/02/2025 (D)		362		360
PMHC II, Inc., Initial Term Loan, 1st Lien
6.977%, CME Term SOFR + 4.250%, 04/23/2029 (D)(H)		1,463		1,306
Project Castle, Inc., Initial Term Loan, 1st Lien
6.900%, CME Term SOFR + 5.500%, 06/01/2029 (D)		1,674		1,525
Quest Software US Holdings Inc., Initial Loan, 2nd Lien
10.227%, CME Term SOFR + 7.500%, 02/01/2030 (D)		923		812
Revlon Consumer Products Corporation, 2016 Term Loan, 1st Lien
5.576%, LIBOR + 3.500%, 09/07/2023 (B)(D)		7,947		3,264
4.250%, LIBOR + 3.500%, 09/07/2023 (B)(D)		33		13
S&S Holdings LLC, Initial Term Loan, 1st Lien
6.745%, LIBOR + 5.000%, 03/11/2028 (D)(H)		1,634		1,568
Serta Simmons Bedding, LLC, Initial Exchange Term Loan (Super-Priority)
9.891%, 08/10/2023 (D)		132		73


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Serta Simmons Bedding, LLC, Initial Exchange Term Loan (Super-Priority), 1st Lien
9.891%, LIBOR + 7.500%, 08/10/2023 (D)	$	548	$	305
Shutterfly, LLC, 2021 Refinancing Term B Loan, 1st Lien
7.250%, LIBOR + 5.000%, 09/25/2026 (D)(H)		327		246
SIJ LLC, 1st Lien
10.139%, 07/15/2026 (B)		291		276
Skillsoft Finance II, Inc., Initial Term Loan, 1st Lien
7.652%, CME Term SOFR + 5.250%, 07/14/2028 (D)		327		314
Smyrna Ready Mix Concrete, LLC, Initial Term Loan, 1st Lien
6.805%, CME Term SOFR + 4.250%, 04/02/2029 (D)(H)		1,826		1,776
SP PF Buyer LLC, Closing Date Term Loan, 1st Lien
7.024%, LIBOR + 4.500%, 12/22/2025 (D)		2,738		2,296
Spirit Aerosystems, Inc. (fka Mid-Western Aircraft Systems, Inc and Onex Wind Finance LP.), 2021 Refinancing Term Loan, 1st Lien
6.274%, LIBOR + 3.750%, 01/15/2025 (D)		220		218
SPX Flow, Inc., Term Loan, 1st Lien
7.055%, CME Term SOFR + 4.500%, 04/05/2029 (D)		353		334
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien
7.782%, LIBOR + 5.000%, 04/16/2026 (D)		6,285		5,521
Summer (BC) Bidco B LLC, Additional Facility B2 (USD), 1st Lien
6.750%, LIBOR + 4.500%, 12/04/2026 (D)		157		152
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
6.000%, LIBOR + 3.750%, 10/01/2026 (D)(H)		1,517		1,459
SWF Holdings I Corp., Initial Term Loan, 1st Lien
6.368%, LIBOR + 4.000%, 10/06/2028 (D)(H)		1,979		1,723
Syniverse Holdings, LLC, Initial Term Loan, 1st Lien
8.618%, 05/13/2027 (B)		2,660		2,345


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Team Health Holdings, Inc., Extended Term Loan, 1st Lien
7.705%, CME Term SOFR + 5.250%, 03/02/2027 (D)	$	4,893	$	4,338
TK Elevator Midco GmbH, Facility B1 (USD), 1st Lien
6.871%, LIBOR + 3.500%, 07/30/2027 (D)		424		411
Tortoise Borrower LLC, Initial Term Loan, 1st Lien
4.500%, LIBOR + 3.500%, 01/31/2025 (D)		1,829		1,132
Travelport Finance (Luxembourg) S.a r.l., 2021 Consented Term Loan, 1st Lien
7.250%, LIBOR + 5.000%, 05/29/2026 (D)(H)		1,755		1,297
Travelport Finance (Luxembourg) S.a r.l., Initial Term Loan (Priority), 1st Lien
3.750%, LIBOR + 1.500%, 02/28/2025 (D)(H)		1,351		1,321
Traverse Midstream Partners LLC, Advance, 1st Lien
5.950%, CME Term SOFR + 4.250%, 09/27/2024 (D)		3,430		3,400
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
5.750%, LIBOR + 3.500%, 03/31/2028 (D)		379		354
Tutor Perini Corporation, Term Loan, 1st Lien
7.127%, LIBOR + 3.500%, 08/18/2027 (B)(D)		3,661		3,406
U.S. Renal Care, Inc., Initial Term Loan, 1st Lien
7.563%, LIBOR + 5.000%, 06/26/2026 (D)		725		550
USI, Inc., 2017 New Term Loan, 1st Lien
5.250%, LIBOR + 3.000%, 05/16/2024 (D)		2,734		2,699
Venator Finance S.A.R.L. (Venator Materials LLC), Initial Term Loan, 1st Lien
5.524%, LIBOR + 3.000%, 08/08/2024 (B)(D)		367		339
VeriFone Systems, Inc., Initial Term Loan, 1st Lien
6.997%, LIBOR + 4.000%, 08/20/2025 (D)		2,680		2,469
Wand Newco 3, Inc., Tranche B-1 Term Loan, 1st Lien
5.524%, LIBOR + 3.000%, 02/05/2026 (D)		1,328		1,272


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Wellful Inc., Initial Term Loan, 1st Lien
8.500%, LIBOR + 6.250%, 04/21/2027 (D)	$	3,385	$	3,193
White Cap Supply Holdings, LLC, Initial Closing Date Term Loan, 1st Lien
6.205%, CME Term SOFR + 3.750%, 10/19/2027 (D)		784		756
Woodford Express LLC, Initial Term Loan, 1st Lien
7.250%, LIBOR + 3.500%, 01/27/2025 (D)		3,792		3,786


Total Loan Participations
(Cost $235,234) ($ Thousands)				214,405



ASSET-BACKED SECURITIES — 9.3%
Other Asset-Backed Securities — 9.3%

Airplanes Pass-Through Trust, Ser 2001-1A, Cl A9(I)
0.735%, ICE LIBOR USD 1 Month + 0.550%, 03/15/2019 (A)(B)(D)		835		27
Ares XXXIV CLO, Ser 2020-2A, Cl FR
11.340%, ICE LIBOR USD 3 Month + 8.600%, 04/17/2033 (A)(B)(D)		2,304		1,728
B&M CLO, Ser 2014-1A, Cl E
8.490%, ICE LIBOR USD 3 Month + 5.750%, 04/16/2026 (A)(B)(D)		473		1
Battalion CLO VII, Ser 2014-7A, Cl SUB
0.000%, 07/17/2028 (A)(B)(C)(D)		4,614		127
Battalion CLO VIII, Ser 2015-8A, Cl SUB
0.000%, 07/18/2030 (A)(B)(C)(D)		4,378		2,058
Battalion CLO X, Ser 2016-10A, Cl SUB
0.000%, 01/25/2035 (A)(B)(C)(D)		6,380		5,391
Battalion CLO XI, Ser 2017-11A, Cl SUB
0.000%, 04/24/2034 (A)(B)(C)(D)		10,431		6,989
Battalion CLO XII, Ser 2018-12A, Cl SUB
0.000%, 05/17/2031 (A)(B)(C)(D)		8,633		4,878
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (B)(C)		6,147		4,887
Battalion CLO XVI, Ser 2019-16A, Cl SUB
0.000%, 12/19/2032 (A)(B)(C)(D)		3,572		2,500
Battalion CLO XX, Ser 2021-20A, Cl SUB
0.000%, 07/15/2034 (B)(C)		8,543		7,048
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB
0.000%, 07/20/2029 (A)(B)(C)(D)		2,640		396
Benefit Street Partners CLO IV
0.000%, 07/20/2026 (A)(B)(J)		7		2,663
Benefit Street Partners CLO IX
0.000%, 07/20/2025 (A)(B)(J)		3,363		1,597


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Benefit Street Partners CLO V
0.000%, 10/20/2026 (A)(B)(J)	$	6,413	$	–
Benefit Street Partners CLO V, Ser 2018-5BA
0.000%, 04/20/2031 (B)(C)		10,301		3,904
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB
0.000%, 10/18/2029 (A)(B)(C)(D)		9,535		3,653
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB
0.000%, 07/18/2027 (B)(C)(D)		9,035		31
Benefit Street Partners CLO VIII
0.000%, 01/20/2031 (A)(B)(C)		9,000		3,600
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB
0.000%, 04/20/2034 (A)(B)(C)(D)		10,939		5,469
Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB
0.000%, 10/15/2030 (A)(B)(C)(D)		10,091		3,330
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB
0.000%, 04/20/2031 (A)(B)(C)(D)		6,857		3,600
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB
0.000%, 10/15/2034 (A)(B)(C)(D)		6,048		3,954
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB
0.000%, 07/15/2034 (A)(B)(C)(D)		3,469		2,861
Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB
0.000%, 04/25/2034 (B)(C)		7,870		5,436
Cathedral Lake CLO III, Ser 2015-3A, Cl SUB
0.000%, 01/15/2026 (A)(B)(C)(D)		3,653		1,205
Cathedral Lake V, Ser 2018-5A, Cl SUB
0.000%, 10/21/2030 (A)(B)(C)(D)		5,673		1,929
CVP Cascade CLO, Ser 2014-2A, Cl E
6.041%, ICE LIBOR USD 3 Month + 5.800%, 07/18/2026 (A)(B)(D)		2,635		–
First Eagle Berkeley Fund CLO LLC, Ser 2016-1A, Cl SUB
0.000%, 10/25/2028 (A)(B)(C)(D)		21,812		7,198
Great Lakes CLO, Ser 2015-1A, Cl SUB
0.000%, 01/16/2030 (A)(B)(C)(D)		6,015		2,740
Great Lakes CLO, Ser 2017-1A, Cl ER
10.012%, ICE LIBOR USD 3 Month + 7.500%, 10/15/2029 (A)(B)(D)		3,376		2,912
Great Lakes CLO, Ser 2018-1A, Cl ER
10.100%, ICE LIBOR USD 3 Month + 7.360%, 01/16/2030 (A)(B)(D)		4,328		3,679
Great Lakes CLO, Ser 2018-1A, Cl FR
12.740%, ICE LIBOR USD 3 Month + 10.000%, 01/16/2030 (A)(B)(D)		1,595		1,272


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
IVY Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB
0.000%, 07/20/2029 (A)(B)(C)(D)	$	1,149	$	875
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
9.810%, ICE LIBOR USD 3 Month + 7.070%, 04/18/2030 (A)(B)(D)		2,886		2,626
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB
0.000%, 04/18/2030 (A)(B)(C)(D)		2,164		1,526
LCM Ltd
0.000%, 01/20/2032 (B)(C)		1,998		1,420
Lockwood Grove CLO, Ser 2014-1A, Cl SUB
0.000%, 01/25/2030 (A)(B)(C)(D)		4,865		2,432
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
8.633%, ICE LIBOR USD 3 Month + 5.850%, 01/25/2030 (A)(B)(D)		3,201		2,657
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB
0.000%, 10/17/2030 (A)(B)(C)(D)		5,235		2,094
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl INC
0.000%, 04/20/2033 (A)(B)(C)(D)		1,780		1,166
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl SPIN
0.114%, 04/20/2033 (A)(B)(D)		23		15
Neuberger Berman Loan Advisers CLO 38
0.000%, 10/20/2032 (B)(C)		5,458		3,808
Neuberger Berman Loan Advisers CLO 39
0.000%, 10/20/2032 (B)(C)		5,795		3,621
Neuberger Berman Loan Advisers CLO 41
0.000%, 10/20/2032 (B)(C)		3,394		2,452
NewStar Clarendon Fund CLO LLC, Ser 2015-1A, Cl E
8.833%, ICE LIBOR USD 3 Month + 6.050%, 01/25/2027 (A)(B)(D)		2,529		2,472
NewStar Exeter Fund CLO, Ser 2015-1RA, Cl E
9.910%, ICE LIBOR USD 3 Month + 7.200%, 01/20/2027 (A)(B)(D)		2,981		2,772
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB
0.000%, 04/20/2030 (A)(B)(C)(D)		9,028		4,046
NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN
10.090%, ICE LIBOR USD 3 Month + 7.380%, 04/20/2030 (A)(B)(D)		4,200		3,560
OCP CLO, Ser 2017-14A, Cl SUB
0.000%, 11/20/2030 (A)(B)(C)(D)		3,012		1,416
OCP CLO, Ser 2020-19A, Cl SUB
0.000%, 10/20/2034 (A)(B)(C)(D)		1,876		1,668


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
OCP CLO, Ser 2021-21A, Cl SUB
0.000%, 07/20/2034 (B)(C)	$	7,945	$	5,918
Shackleton CLO, Ser 2014-6RA
0.000%, 07/17/2028 (B)(C)		6,412		192
Shackleton CLO, Ser 2019-14A, Cl SUB
0.000%, 07/20/2034 (A)(B)(C)(D)		3,251		2,016
TCP Whitney CLO, Ser 2017-1I, Cl SUB
0.000%, 08/20/2029 (B)(C)(D)		13,119		9,817
TCW CLO, Ser 2017-1A, Cl SUB
0.000%, 10/29/2034 (A)(B)(C)(D)		7,377		4,352
TCW CLO, Ser 2018-1A, Cl SUB
0.000%, 04/25/2031 (A)(B)(C)(D)		5,509		3,193
TCW CLO, Ser 2019-2A, Cl SUB
0.000%, 10/20/2032 (A)(B)(C)(D)		5,959		3,635
TCW CLO, Warehouse Note, Ser 2020-1
0.000%, (B)(C)		8,523		5,029
Venture 35 CLO, Ser 2018-35A, Cl SUB
0.000%, 10/22/2031 (A)(B)(C)(D)		15,819		5,853
Venture XXV CLO, Ser 2016-25A, Cl SUB
0.000%, 04/20/2029 (A)(B)(C)(D)		2,950		826
Venture XXVI CLO, Ser 2017-26A, Cl SUB
0.000%, 01/20/2029 (A)(B)(C)(D)		2,865		688
Venture XXVIII CLO, Ser 2017-28A, Cl SUB
0.000%, 07/20/2030 (A)(B)(C)(D)		5,750		2,156
VOYA CLO, Ser 2020-2A
0.000%, 07/20/2031 (B)(C)		7,797		6,660
Wind River
0.000%, (B)(C)		11,611		8,534
				196,558

Total Asset-Backed Securities
(Cost $116,080) ($ Thousands)				196,558

	Shares
COMMON STOCK — 1.2%
21st Century Oncology *(B)		22,017		222
Aquity Equity *(B)		89,545		1,007
Arctic Canadian Diamond Co *(B)		1,633		—
Berry Corp		174,242		1,594
CHC Group LLC *		1,444		—
Chord Energy Corp		12,382		1,753
Clear Channel Outdoor Holdings Inc, Cl A *		345,144		552
EP Energy Corp *		25,685		206
Frontier Communications Parent Inc *		24,654		635
Guitar Center *(B)(F)		24,502		4,685
Gulfport Energy Corp *		11,017		1,077
Gymboree Corp *(B)(F)		18,542		—
Gymboree Holding Corp *(B)(F)		52,848		—
iHeartMedia Inc, Cl A *		63,646		563
Intelsat Emergene SA *(B)		65,585		1,804
Intelsat Jackson (B)		13,734		—
Mallinckrodt *		12,665		152


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Medical Card Systems *(B)		395,653	$	236
Monitronics International Inc *(B)		381,412		1,957
MYT Holding LLC *(B)		461,765		583
Neiman Marcus Group *(B)		9,899		1,732
Neiman Marcus Group *(B)(F)		1,051		184
Nine West *(B)		163,718		115
Noble Corp *		16,455		499
Parker Drilling *(B)(F)		5,140		31
Parker Drilling Co *(B)(F)		138,594		832
Penney Borrower LLC *(B)		31,845		183
Propco Certificates *		210,522		2,732
Rue 21 *		2,551		149
SandRidge Energy Inc *		11,510		241
VICI Properties Inc ^‡		59,063		1,948
Windstream Services *(B)		46,229		705

Total Common Stock
(Cost $29,610) ($ Thousands)				26,377



PREFERRED STOCK — 0.7%
BoardRiders, 0.000% *(B)(C)		336,591		383
Bowlero, 0.000% *(B)(C)		1,940		1,902
Claire's Stores Inc, 0.000% *(B)(C)		1,476		1,754
Crestwood Equity Partners, 9.250% (E)		224,639		2,119
FHLMC, 0.000% *(C)(E)		29,819		114
FNMA, 0.000% *(C)(E)		43,993		174
Foresight, 0.000% *(B)(C)		60,593		636
Guitar Center Inc, 0.000% *(B)(C)(F)		782		73
Gulfport Energy, 0.000% *(B)(C)		43		300
Ladenburg Thalmann Financial Services, 6.500% *		102,399		1,562
MPLX, 8.462% *(B)(E)		41,696		1,557
MYT Holding LLC, 10.000%		516,164		560
Syniverse, 0.000% *(B)(C)		4,273,537		4,184

Total Preferred Stock
(Cost $15,007) ($ Thousands)				15,318


	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.6%
Air Canada
4.000% , 07/01/2025	$	400		446
Avaya
8.000% , 12/15/2027		3,175		2,062
Coinbase Global
0.500% , 06/01/2026		1,632		1,101
DISH Network
3.375% , 08/15/2026		804		578


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Liberty Interactive LLC
4.000% , 11/15/2029	$	2,293	$	1,112
3.750% , 02/15/2030		3,719		1,776
North Sea Natural Resources
0.000%, (C)		889		889
Pebblebrook Hotel Trust
1.750% , 12/15/2026		1,275		1,207
Royal Caribbean Cruises
6.000% , 08/15/2025(A)		340		377
Silver Airways LLC
13.000% , 12/31/2027(B)		2,192		2,168

Total Convertible Bonds
(Cost $14,260) ($ Thousands)				11,716


		Number of Warrants
WARRANTS — 0.2%
Carestream
Strike Price $0.00 *^‡^‡(B)(F)		139		–
Chesapeake Energy Corp, Expires 02/12/2026
Strike Price $27.63 *		3,137		276
Chesapeake Energy Corp, Expires 02/12/2026
Strike Price $32.13 *		2,986		250
Chesapeake Energy Corp, Expires 02/12/2026
Strike Price $36.18 *		2,106		170
Guitar Center Tranche I, Expires 12/22/2070
Strike Price $100.00 *(B)(F)		5,960		572
Guitar Center Tranche II, Expires 12/22/2070
Strike Price $160.00 *(B)(F)		6,486		367
Guitar Center Tranche III, Expires 12/22/2070
Strike Price $100.00 *(B)(F)		526		30
Intelsat
Strike Price $0.00 *^‡^‡(B)		6		–
Neiman Marcus Group, Expires 09/24/2027
Strike Price $213.16 *(B)		6,679		339
Noble Corp, Expires 02/08/2028
Strike Price $0.01 *		36,606		532
SandRidge Energy Inc, Expires 10/07/2022
Strike Price $41.34 *		9,764		–
SandRidge Energy Inc, Expires 10/07/2022
Strike Price $42.03 *		4,110		–
Windstream Services
Strike Price $0.00 *^‡^‡(B)		50,968		777


Total Warrants
(Cost $1,282) ($ Thousands)				3,313

	Percentages are based on Net Assets of $2,104,593 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^‡	Real Estate Investment Trust.
^†	Investment in Affiliated Security.
^‡^‡	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 August 31, 2022, the value of these securities amounted to $1,388,054 ($ Thousands), representing 66.0% 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 considered restricted, excluding 144A. The total market value of such securities as of August 31, 2022 was $19,790 ($ Thousands) and represented 0.9% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(G)	Security is in default on interest payment.
(H)	Unsettled bank loan. Interest rate may not be available.
(I)	Security, or a portion thereof, is owned through a holding entity, 717 AEP Leasing, LLC.
(J)	Zero coupon security.

Cl — Class

CLO — Collateralized Loan Obligation

CME — Chicago Mercantile Exchange

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

PLC — Public Limited Company

Pty — Proprietary

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 August 31, 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		–		1,600,799		992		1,601,791
Loan Participations		–		190,307		24,098		214,405
Asset-Backed Securities		–		–		196,558		196,558
Common Stock		9,220		2,881		14,276		26,377
Preferred Stock		2,293		2,236		10,789		15,318
Convertible Bonds		–		9,548		2,168		11,716
Warrants		170		1,058		2,085		3,313
Cash Equivalent		27,377		–		–		27,377
Total Investments in Securities		39,060		1,806,829		250,966		2,096,855

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

(1) Of the $250,966 ($ Thousands) in Level 3 securities as of August 31, 2022, $26,637 ($ thousand) or 1.3% 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.

For the period ended August 31, 2022, there were no transfers in or out of Level 3.

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):

A list of the restricted securities, excluding 144a, held by the Fund at August 31, 2022, is as follows:


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 63.9%
Communication Services — 8.7%
Alphabet
2.250%, 08/15/2060	$	280	$	179
America Movil
6.375%, 03/01/2035		195		220
6.125%, 03/30/2040		390		427
AT&T
4.750%, 05/15/2046		550		510
4.500%, 05/15/2035		2,560		2,404
3.800%, 12/01/2057		5,150		3,898
3.650%, 09/15/2059		1,966		1,425
3.550%, 09/15/2055		2,020		1,479
3.500%, 09/15/2053		2,701		1,991
Bell Canada
4.464%, 04/01/2048		305		280
Charter Communications Operating LLC / Charter Communications Operating Capital
6.484%, 10/23/2045		1,908		1,821
6.384%, 10/23/2035		1,725		1,707
5.750%, 04/01/2048		941		837
5.375%, 05/01/2047		1,864		1,589
3.900%, 06/01/2052		245		166
3.850%, 04/01/2061		485		310
3.700%, 04/01/2051		335		224
3.500%, 06/01/2041		170		118
Comcast
4.250%, 01/15/2033		195		189
4.049%, 11/01/2052		845		726
3.999%, 11/01/2049		148		126
3.969%, 11/01/2047		2,478		2,128
3.900%, 03/01/2038		900		809
2.987%, 11/01/2063		1,163		778
2.937%, 11/01/2056		4,123		2,793
2.887%, 11/01/2051		796		560
COX Communications
4.500%, 06/30/2043 (A)		382		330
Discovery Communications LLC
5.200%, 09/20/2047		549		450
4.650%, 05/15/2050		310		236
4.000%, 09/15/2055		705		467
Fox
5.576%, 01/25/2049		170		164
Level 3 Financing
3.875%, 11/15/2029 (A)		740		628
Magallanes
5.391%, 03/15/2062 (A)		161		129
5.141%, 03/15/2052 (A)		1,635		1,309
5.050%, 03/15/2042 (A)		1,705		1,394
Meta Platforms
4.650%, 08/15/2062 (A)		245		221
4.450%, 08/15/2052 (A)		1,055		960


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Paramount Global
5.850%, 09/01/2043	$	1,225	$	1,112
4.950%, 05/19/2050		378		309
4.850%, 12/15/2034		765		650
Rogers Communications
5.000%, 03/15/2044		442		403
4.550%, 03/15/2052 (A)		402		353
4.500%, 03/15/2043		257		221
SES GLOBAL Americas Holdings GP
5.300%, 03/25/2044 (A)		950		808
Tencent Holdings MTN
3.840%, 04/22/2051 (A)		560		416
Time Warner Cable LLC
7.300%, 07/01/2038		305		313
6.750%, 06/15/2039		305		297
6.550%, 05/01/2037		725		712
5.875%, 11/15/2040		330		296
5.500%, 09/01/2041		760		653
4.500%, 09/15/2042		400		302
T-Mobile USA
3.600%, 11/15/2060		395		284
3.400%, 10/15/2052		555		401
3.000%, 02/15/2041		1,680		1,230
TWDC Enterprises 18 MTN
3.700%, 12/01/2042		750		639
Verizon Communications
4.500%, 08/10/2033		2,660		2,562
4.400%, 11/01/2034		700		662
3.700%, 03/22/2061		723		557
3.550%, 03/22/2051		1,203		945
3.400%, 03/22/2041		3,565		2,872
2.987%, 10/30/2056		2,057		1,383
2.650%, 11/20/2040		170		123
Vodafone Group PLC
5.250%, 05/30/2048		1,241		1,145
5.000%, 05/30/2038		190		180
4.875%, 06/19/2049		341		303
4.375%, 02/19/2043		315		271
4.250%, 09/17/2050		260		213
Walt Disney
7.625%, 11/30/2028		1		1
6.550%, 03/15/2033		790		909
3.600%, 01/13/2051		1,885		1,579
3.500%, 05/13/2040		360		307
2.750%, 09/01/2049		502		360

				57,753

Consumer Discretionary — 2.3%
Alimentation Couche-Tard
4.500%, 07/26/2047 (A)		475		393
Amazon.com
4.950%, 12/05/2044		1,494		1,561


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.050%, 08/22/2047	$	491	$	456
3.950%, 04/13/2052		377		343
3.100%, 05/12/2051		1,845		1,438
2.875%, 05/12/2041		652		520
2.700%, 06/03/2060		570		382
2.500%, 06/03/2050		185		129
Aptiv PLC
5.400%, 03/15/2049		544		479
3.100%, 12/01/2051		462		289
Dollar Tree
3.375%, 12/01/2051		165		117
eBay
3.650%, 05/10/2051		369		278
General Motors
6.600%, 04/01/2036		145		146
6.250%, 10/02/2043		125		120
5.950%, 04/01/2049		555		515
5.600%, 10/15/2032		310		297
5.150%, 04/01/2038		150		132
5.000%, 04/01/2035		65		58
Home Depot
4.250%, 04/01/2046		715		663
3.900%, 06/15/2047		367		323
3.625%, 04/15/2052		465		390
3.350%, 04/15/2050		470		375
Lowe's
4.250%, 04/01/2052		525		447
4.050%, 05/03/2047		190		158
3.700%, 04/15/2046		675		536
3.000%, 10/15/2050		710		487
Massachusetts Institute of Technology
5.600%, 07/01/2111		360		417
McDonald's MTN
4.600%, 05/26/2045		460		432
4.450%, 03/01/2047		1,015		942
3.625%, 09/01/2049		275		223
President & Fellows of Harvard College
3.745%, 11/15/2052		215		199
Starbucks
4.450%, 08/15/2049		305		273
3.350%, 03/12/2050		660		495
Target
2.950%, 01/15/2052		120		90
XLIT
5.250%, 12/15/2043		587		619

				14,722

Consumer Staples — 4.6%
Altria Group
4.450%, 05/06/2050		195		141
4.000%, 02/04/2061		590		394
3.875%, 09/16/2046		830		576


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.700%, 02/04/2051	$	320	$	208
3.400%, 02/04/2041		660		446
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046		4,415		4,191
4.700%, 02/01/2036		3,935		3,807
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		816		848
4.750%, 04/15/2058		120		110
4.600%, 04/15/2048		790		717
4.439%, 10/06/2048		1,127		1,002
4.375%, 04/15/2038		360		332
4.350%, 06/01/2040		551		501
Bacardi
5.300%, 05/15/2048 (A)		185		175
BAT Capital
5.650%, 03/16/2052		275		233
5.282%, 04/02/2050		90		72
4.758%, 09/06/2049		410		308
4.540%, 08/15/2047		1,320		964
4.390%, 08/15/2037		1,390		1,099
3.734%, 09/25/2040		660		461
Baylor Scott & White Holdings
2.839%, 11/15/2050		30		22
Bimbo Bakeries USA
4.000%, 05/17/2051 (A)		265		220
Church & Dwight
5.000%, 06/15/2052		650		662
City of Hope
4.378%, 08/15/2048		650		594
Constellation Brands
4.100%, 02/15/2048		465		391
Fomento Economico Mexicano
3.500%, 01/16/2050		420		327
GSK Consumer Healthcare Capital US LLC
4.000%, 03/24/2052 (A)		470		382
Indiana University Health Obligated Group
2.852%, 11/01/2051		350		249
JBS USA LUX
6.500%, 12/01/2052 (A)		825		868
4.375%, 02/02/2052 (A)		850		672
3.000%, 05/15/2032 (A)		582		481
Kaiser Foundation Hospitals
3.266%, 11/01/2049		580		457
3.002%, 06/01/2051		535		397
Keurig Dr Pepper
4.500%, 04/15/2052		489		425
Kraft Heinz Foods
5.500%, 06/01/2050		460		458
5.200%, 07/15/2045		130		122
5.000%, 06/04/2042		540		503
4.875%, 10/01/2049		734		666


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kroger
4.450%, 02/01/2047	$	1,280	$	1,162
3.950%, 01/15/2050		550		467
MedStar Health
3.626%, 08/15/2049		530		427
Nestle Holdings
3.900%, 09/24/2038 (A)		620		573
New York and Presbyterian Hospital
2.256%, 08/01/2040		395		281
Philip Morris International
4.500%, 03/20/2042		730		602
4.250%, 11/10/2044		15		12
3.875%, 08/21/2042		640		481
Reynolds American
5.850%, 08/15/2045		290		245
Stanford Health Care
3.027%, 08/15/2051		380		285
University of Southern California
5.250%, 10/01/2111		885		917
Walmart
2.650%, 09/22/2051		200		150

				30,083

Energy — 6.9%
Aker BP
3.100%, 07/15/2031 (A)		240		202
BG Energy Capital
5.125%, 10/15/2041 (A)		205		205
BP Capital Markets America
3.379%, 02/08/2061		645		484
3.060%, 06/17/2041		690		542
3.001%, 03/17/2052		510		370
3.000%, 02/24/2050		25		18
2.939%, 06/04/2051		28		20
2.772%, 11/10/2050		1,085		761
Canadian Natural Resources MTN
4.950%, 06/01/2047		350		331
Chevron
3.078%, 05/11/2050		289		230
Columbia Pipeline Group
5.800%, 06/01/2045		290		300
ConocoPhillips
4.300%, 11/15/2044		670		616
4.025%, 03/15/2062 (A)		633		539
3.800%, 03/15/2052		370		319
3.758%, 03/15/2042 (A)		270		237
Devon Energy
7.950%, 04/15/2032		10		12
5.600%, 07/15/2041		125		124
5.000%, 06/15/2045		80		74
Diamondback Energy
4.250%, 03/15/2052		213		176


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
El Paso Natural Gas
8.375%, 06/15/2032	$	125	$	148
Energy Transfer
6.500%, 02/01/2042		45		45
6.250%, 04/15/2049		290		284
6.125%, 12/15/2045		838		807
6.000%, 06/15/2048		30		29
5.950%, 10/01/2043		1,100		1,035
5.800%, 06/15/2038		40		37
5.400%, 10/01/2047		1,545		1,376
5.350%, 05/15/2045		255		225
5.300%, 04/15/2047		475		416
5.150%, 02/01/2043		75		64
5.150%, 03/15/2045		200		172
4.900%, 03/15/2035		1,000		911
Eni SpA
5.700%, 10/01/2040 (A)		170		169
Enterprise Products Operating LLC
6.650%, 10/15/2034		880		980
6.125%, 10/15/2039		280		297
5.700%, 02/15/2042		540		549
5.100%, 02/15/2045		400		382
4.950%, 10/15/2054		545		497
4.900%, 05/15/2046		1,300		1,212
4.850%, 03/15/2044		290		268
4.250%, 02/15/2048		155		132
4.200%, 01/31/2050		105		89
3.700%, 01/31/2051		95		74
3.300%, 02/15/2053		140		104
3.200%, 02/15/2052		240		173
EOG Resources
4.950%, 04/15/2050		234		243
EQM Midstream Partners
6.500%, 07/15/2048		500		424
Equinor
3.625%, 04/06/2040		930		817
Exxon Mobil
4.227%, 03/19/2040		170		162
3.452%, 04/15/2051		2,353		1,942
3.095%, 08/16/2049		155		121
Halliburton
5.000%, 11/15/2045		155		141
Hess
6.000%, 01/15/2040		55		56
5.800%, 04/01/2047		345		342
5.600%, 02/15/2041		440		425
Kinder Morgan
5.550%, 06/01/2045		520		506
5.450%, 08/01/2052		165		160
5.300%, 12/01/2034		2,406		2,355
5.050%, 02/15/2046		130		119
3.250%, 08/01/2050		165		115


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kinder Morgan Energy Partners
6.375%, 03/01/2041	$	636	$	645
5.000%, 08/15/2042		700		622
Marathon Petroleum
6.500%, 03/01/2041		193		208
4.750%, 09/15/2044		50		44
Motiva Enterprises
6.850%, 01/15/2040 (A)		610		598
MPLX
5.500%, 02/15/2049		120		114
4.950%, 09/01/2032		80		78
4.950%, 03/14/2052		90		79
4.500%, 04/15/2038		665		588
Northern Natural Gas
4.300%, 01/15/2049 (A)		275		230
Occidental Petroleum
6.574%, 10/10/2036 (B)		2,731		1,420
4.300%, 08/15/2039		436		376
Petroleos Mexicanos
6.350%, 02/12/2048		745		451
Petroleos Mexicanos MTN
6.750%, 09/21/2047		525		331
Phillips 66
4.900%, 10/01/2046 (A)		1,279		1,208
4.875%, 11/15/2044		650		622
4.650%, 11/15/2034		999		966
Plains All American Pipeline/PAA Finance
4.900%, 02/15/2045		425		344
Rockies Express Pipeline LLC
6.875%, 04/15/2040 (A)		935		778
Sabal Trail Transmission LLC
4.832%, 05/01/2048 (A)		520		463
4.682%, 05/01/2038 (A)		290		266
Shell International Finance BV
6.375%, 12/15/2038		877		1,020
5.500%, 03/25/2040		435		468
4.550%, 08/12/2043		635		608
4.375%, 05/11/2045		1,645		1,536
3.750%, 09/12/2046		254		217
Suncor Energy
6.800%, 05/15/2038		385		424
3.750%, 03/04/2051		270		216
Texas Eastern Transmission
7.000%, 07/15/2032		470		525
4.150%, 01/15/2048 (A)		465		381
TotalEnergies Capital International
3.386%, 06/29/2060		40		31
3.127%, 05/29/2050		1,405		1,083
TransCanada PipeLines
7.250%, 08/15/2038		880		1,038
4.875%, 05/15/2048		195		186
4.750%, 05/15/2038		310		293


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 03/01/2034	$	350	$	334
Transcontinental Gas Pipe Line LLC
5.400%, 08/15/2041		735		734
4.600%, 03/15/2048		536		486
4.450%, 08/01/2042		460		411
Williams
7.500%, 01/15/2031		265		300
5.300%, 08/15/2052		305		294
3.500%, 10/15/2051		410		306
2.600%, 03/15/2031		315		263

				45,548

Financials — 11.0%
AIG SunAmerica Global Financing X
6.900%, 03/15/2032 (A)		1,347		1,541
Allstate
4.500%, 06/15/2043		50		46
American International Group
4.800%, 07/10/2045		50		47
4.750%, 04/01/2048		155		147
4.375%, 06/30/2050		370		332
Aon
3.900%, 02/28/2052		1,314		1,090
Arthur J Gallagher
3.500%, 05/20/2051		435		331
ASB Bank
2.375%, 10/22/2031 (A)		195		160
Athene Holding
3.450%, 05/15/2052		500		340
Bank of America
6.110%, 01/29/2037		660		700
6.000%, 10/15/2036		1,860		2,013
3.311%, U.S. SOFR + 1.580%, 04/22/2042 (C)		1,040		811
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (C)		200		168
2.687%, U.S. SOFR + 1.320%, 04/22/2032 (C)		50		41
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (C)		480		392
Bank of America MTN
5.875%, 02/07/2042		1,210		1,313
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (C)		225		201
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (C)		1,340		1,149
4.078%, ICE LIBOR USD 3 Month + 1.320%, 04/23/2040 (C)		1,000		872
2.676%, U.S. SOFR + 1.930%, 06/19/2041 (C)		1,711		1,225
2.496%, ICE LIBOR USD 3 Month + 0.990%, 02/13/2031 (C)		695		583


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Berkshire Hathaway
4.500%, 02/11/2043	$	218	$	211
Berkshire Hathaway Finance
4.400%, 05/15/2042		1,300		1,254
4.200%, 08/15/2048		550		512
3.850%, 03/15/2052		987		852
Blackstone Holdings Finance LLC
6.250%, 08/15/2042 (A)		869		947
BNP Paribas
3.132%, U.S. SOFR + 1.561%, 01/20/2033 (A)(C)		55		45
Brown & Brown
4.950%, 03/17/2052		405		361
Carlyle Holdings II Finance LLC
5.625%, 03/30/2043 (A)		723		678
Chubb INA Holdings
6.700%, 05/15/2036		627		739
CI Financial
4.100%, 06/15/2051		435		285
3.200%, 12/17/2030		260		198
Cincinnati Financial
6.920%, 05/15/2028		509		560
Citigroup
6.625%, 06/15/2032		800		869
4.750%, 05/18/2046		1,096		987
4.650%, 07/23/2048		775		731
4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (C)		1,053		943
3.878%, ICE LIBOR USD 3 Month + 1.168%, 01/24/2039 (C)		200		174
2.904%, U.S. SOFR + 1.379%, 11/03/2042 (C)		290		212
2.561%, U.S. SOFR + 1.167%, 05/01/2032 (C)		465		380
Commonwealth Bank of Australia MTN
3.743%, 09/12/2039 (A)		225		180
Cooperatieve Rabobank UA
5.250%, 08/04/2045		100		97
Corebridge Financial
4.400%, 04/05/2052 (A)		380		317
4.350%, 04/05/2042 (A)		100		85
3.900%, 04/05/2032 (A)		360		323
Credit Suisse Group
6.537%, U.S. SOFR + 3.920%, 08/12/2033 (A)(C)		260		248
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(C)		680		514
Farmers Exchange Capital
7.200%, 07/15/2048 (A)		225		255
Farmers Exchange Capital II
6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (A)(C)		375		381


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Farmers Exchange Capital III
5.454%, ICE LIBOR USD 3 Month + 3.454%, 10/15/2054 (A)(C)	$	200	$	194
Farmers Insurance Exchange
4.747%, ICE LIBOR USD 3 Month + 3.231%, 11/01/2057 (A)(C)		300		263
Fifth Third Bancorp
8.250%, 03/01/2038		286		369
Global Atlantic Finance
3.125%, 06/15/2031 (A)		310		242
Goldman Sachs Group
6.750%, 10/01/2037		1,185		1,313
6.250%, 02/01/2041		1,303		1,459
4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (C)		495		450
4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (C)		3,080		2,685
3.436%, U.S. SOFR + 1.632%, 02/24/2043 (C)		545		429
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (C)		650		498
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (C)		20		15
Goldman Sachs Group MTN
4.800%, 07/08/2044		75		72
Guardian Life Insurance of America
4.875%, 06/19/2064 (A)		755		712
Hartford Financial Services Group
6.625%, 03/30/2040		300		331
HSBC Bank USA
7.000%, 01/15/2039		315		366
HSBC Holdings PLC
6.800%, 06/01/2038		737		785
6.500%, 09/15/2037		1,275		1,323
5.402%, U.S. SOFR + 2.870%, 08/11/2033 (C)		395		376
ING Groep
4.252%, U.S. SOFR + 2.070%, 03/28/2033 (C)		145		134
Intercontinental Exchange
4.950%, 06/15/2052		738		720
3.000%, 06/15/2050		250		183
3.000%, 09/15/2060		425		288
Jefferies Group
6.250%, 01/15/2036		338		340
JPMorgan Chase
5.600%, 07/15/2041		1,461		1,553
4.032%, ICE LIBOR USD 3 Month + 1.460%, 07/24/2048 (C)		760		650
3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (C)		1,465		1,236


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (C)	$	955	$	796
3.328%, U.S. SOFR + 1.580%, 04/22/2052 (C)		906		684
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (C)		1,125		812
3.109%, U.S. SOFR + 2.460%, 04/22/2041 (C)		465		359
KKR Group Finance II LLC
5.500%, 02/01/2043 (A)		588		578
Liberty Mutual Group
3.951%, 10/15/2050 (A)		220		169
3.950%, 05/15/2060 (A)		40		28
Lloyds Banking Group PLC
4.976%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/11/2033 (C)		295		280
4.344%, 01/09/2048		391		319
Macquarie Group MTN
2.871%, U.S. SOFR + 1.532%, 01/14/2033 (A)(C)		745		597
Marsh & McLennan
4.750%, 03/15/2039		449		437
4.200%, 03/01/2048		540		479
Massachusetts Mutual Life Insurance
3.729%, 10/15/2070 (A)		428		320
3.375%, 04/15/2050 (A)		537		410
MetLife
5.875%, 02/06/2041		280		305
5.000%, 07/15/2052		840		850
4.875%, 11/13/2043		375		368
4.721%, 12/15/2044		255		243
4.050%, 03/01/2045		781		689
Mitsubishi UFJ Financial Group
4.153%, 03/07/2039		235		214
Moody's
4.875%, 12/17/2048		560		540
3.750%, 02/25/2052		65		53
2.750%, 08/19/2041		455		332
Morgan Stanley
5.297%, U.S. SOFR + 2.620%, 04/20/2037 (C)		125		120
3.217%, U.S. SOFR + 1.485%, 04/22/2042 (C)		710		554
Morgan Stanley MTN
6.375%, 07/24/2042		894		1,019
5.597%, U.S. SOFR + 4.840%, 03/24/2051 (C)		200		217
4.300%, 01/27/2045		540		483
3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (C)		545		486


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (C)	$	435	$	356
1.794%, U.S. SOFR + 1.034%, 02/13/2032 (C)		575		451
Nasdaq
3.950%, 03/07/2052		410		341
Nationwide Mutual Insurance
4.350%, 04/30/2050 (A)		320		266
New York Life Insurance
6.750%, 11/15/2039 (A)		725		847
5.875%, 05/15/2033 (A)		452		493
4.450%, 05/15/2069 (A)		750		665
3.750%, 05/15/2050 (A)		176		146
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (A)		776		592
Progressive
3.700%, 03/15/2052		320		270
Prudential Financial
3.935%, 12/07/2049		45		39
3.905%, 12/07/2047		55		48
Prudential Financial MTN
5.700%, 12/14/2036		782		842
Raymond James Financial
4.950%, 07/15/2046		305		297
3.750%, 04/01/2051		425		347
S&P Global
3.900%, 03/01/2062 (A)		100		86
3.250%, 12/01/2049		250		197
Teachers Insurance & Annuity Association of America
4.270%, 05/15/2047 (A)		480		432
3.300%, 05/15/2050 (A)		300		228
Travelers
3.050%, 06/08/2051		315		240
UBS Group
4.988%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.400%, 08/05/2033 (A)(C)		445		429
2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (A)(C)		30		24
UBS Group MTN
2.095%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 02/11/2032 (A)(C)		55		43
Wells Fargo
5.850%, 02/01/2037		2,205		2,331
5.606%, 01/15/2044		155		157
Wells Fargo MTN
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (C)		2,439		2,382
4.900%, 11/17/2045		285		263


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.897%, U.S. SOFR + 2.100%, 07/25/2033 (C)	$	325	$	320
4.650%, 11/04/2044		685		618
4.611%, U.S. SOFR + 2.130%, 04/25/2053 (C)		1,830		1,678
4.400%, 06/14/2046		80		70
Westpac Banking
5.405%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.680%, 08/10/2033 (C)		195		187
3.133%, 11/18/2041		240		173
3.020%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.530%, 11/18/2036 (C)		200		158
2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (C)		60		47
Willis North America
3.875%, 09/15/2049		410		318

				72,948

Health Care — 7.6%
Abbott Laboratories
4.900%, 11/30/2046		599		629
AbbVie
4.875%, 11/14/2048		735		713
4.850%, 06/15/2044		525		498
4.550%, 03/15/2035		1,700		1,631
4.500%, 05/14/2035		1,275		1,213
4.400%, 11/06/2042		2,039		1,845
4.250%, 11/21/2049		2,003		1,761
4.050%, 11/21/2039		447		394
Advocate Health & Hospitals
4.272%, 08/15/2048		391		365
Aetna
4.125%, 11/15/2042		400		338
Alcon Finance
3.800%, 09/23/2049 (A)		325		255
Amgen
4.950%, 10/01/2041		825		802
4.875%, 03/01/2053		470		456
4.400%, 05/01/2045		1,819		1,636
4.400%, 02/22/2062		125		108
4.200%, 02/22/2052		65		57
AstraZeneca PLC
6.450%, 09/15/2037		896		1,054
Baxter International
3.132%, 12/01/2051		565		397
BayCare Health System
3.831%, 11/15/2050		365		316
Bayer US Finance II LLC
4.400%, 07/15/2044 (A)		1,080		879


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.950%, 04/15/2045 (A)	$	200	$	152
Baylor Scott & White Holdings
4.185%, 11/15/2045		390		362
Becton Dickinson
3.794%, 05/20/2050		335		277
Biogen
3.250%, 02/15/2051		100		70
Boston Scientific
4.550%, 03/01/2039		167		156
Bristol-Myers Squibb
4.550%, 02/20/2048		182		176
4.250%, 10/26/2049		1,158		1,073
3.700%, 03/15/2052		660		559
3.550%, 03/15/2042		300		257
Children's Hospital Medical Center
2.820%, 11/15/2050		450		322
Cigna
4.900%, 12/15/2048		225		214
4.800%, 07/15/2046		828		774
3.875%, 10/15/2047		1,290		1,040
Cleveland Clinic Foundation
4.858%, 01/01/2114		72		69
CommonSpirit Health
4.187%, 10/01/2049		1,081		885
CVS Health
5.125%, 07/20/2045		195		187
5.050%, 03/25/2048		2,605		2,508
4.780%, 03/25/2038		1,720		1,635
4.125%, 04/01/2040		595		520
2.700%, 08/21/2040		295		213
Danaher
2.800%, 12/10/2051		525		373
2.600%, 10/01/2050		60		41
Elevance Health
4.650%, 01/15/2043		15		14
4.375%, 12/01/2047		1,808		1,662
3.700%, 09/15/2049		625		513
Gilead Sciences
4.800%, 04/01/2044		320		307
4.600%, 09/01/2035		525		514
4.500%, 02/01/2045		695		632
GlaxoSmithKline Capital
6.375%, 05/15/2038		260		305
HCA
5.500%, 06/15/2047		235		217
5.250%, 06/15/2049		775		693
4.625%, 03/15/2052 (A)		725		600
4.375%, 03/15/2042 (A)		75		61
3.500%, 07/15/2051		100		69
Health Care Service, A Mutual Legal Reserve
3.200%, 06/01/2050 (A)		647		480


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Humana
4.950%, 10/01/2044	$	490	$	470
3.950%, 08/15/2049		450		380
Johnson & Johnson
3.750%, 03/03/2047		475		428
3.400%, 01/15/2038		410		367
Kaiser Foundation Hospitals
4.150%, 05/01/2047		390		360
2.810%, 06/01/2041		819		627
Mass General Brigham
3.192%, 07/01/2049		85		65
Memorial Health Services
3.447%, 11/01/2049		270		217
Merck
4.150%, 05/18/2043		250		233
2.900%, 12/10/2061		395		273
2.750%, 12/10/2051		520		376
2.450%, 06/24/2050		150		104
New York and Presbyterian Hospital
4.763%, 08/01/2116		179		165
Northwell Healthcare
4.260%, 11/01/2047		265		232
Pfizer
4.000%, 12/15/2036		790		753
3.900%, 03/15/2039		400		372
Providence St. Joseph Health Obligated Group
3.744%, 10/01/2047		525		446
Regeneron Pharmaceuticals
2.800%, 09/15/2050		150		101
Roche Holdings
2.607%, 12/13/2051 (A)		980		696
Stanford Health Care
3.795%, 11/15/2048		431		384
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		425		328
Stryker
4.100%, 04/01/2043		590		509
Takeda Pharmaceutical
3.175%, 07/09/2050		707		519
Thermo Fisher Scientific
4.100%, 08/15/2047		140		131
2.800%, 10/15/2041		880		682
UnitedHealth Group
6.875%, 02/15/2038		445		541
6.625%, 11/15/2037		555		656
4.950%, 05/15/2062		165		165
4.750%, 05/15/2052		729		721
4.625%, 07/15/2035		475		473
4.250%, 04/15/2047		725		672
4.200%, 01/15/2047		630		580
3.700%, 08/15/2049		365		311


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.250%, 05/15/2051	$	595	$	467
3.050%, 05/15/2041		390		312
2.900%, 05/15/2050		165		121
2.750%, 05/15/2040		95		73
Viatris
4.000%, 06/22/2050		770		498
3.850%, 06/22/2040		190		132
Wyeth LLC
6.000%, 02/15/2036		760		856
5.950%, 04/01/2037		436		495

				49,568

Industrials — 6.2%
AerCap Ireland Capital DAC
3.850%, 10/29/2041		185		136
3.400%, 10/29/2033		130		102
3.300%, 01/30/2032		1,280		1,033
Air Lease
3.250%, 10/01/2029		155		134
Air Lease MTN
3.000%, 02/01/2030		180		151
BAE Systems Holdings
4.750%, 10/07/2044 (A)		563		514
BAE Systems PLC
5.800%, 10/11/2041 (A)		150		156
3.000%, 09/15/2050 (A)		525		372
Boeing
5.930%, 05/01/2060		500		478
5.805%, 05/01/2050		3,563		3,417
5.705%, 05/01/2040		2,475		2,361
3.625%, 02/01/2031		49		43
Burlington Northern Santa Fe LLC
6.200%, 08/15/2036		880		1,007
6.150%, 05/01/2037		445		512
5.750%, 05/01/2040		120		132
5.050%, 03/01/2041		135		138
4.900%, 04/01/2044		130		130
4.450%, 01/15/2053		206		199
4.400%, 03/15/2042		1,685		1,598
3.300%, 09/15/2051		490		394
3.050%, 02/15/2051		130		100
2.875%, 06/15/2052		155		114
Canadian National Railway
6.200%, 06/01/2036		156		178
4.400%, 08/05/2052		395		378
3.650%, 02/03/2048		450		382
Canadian Pacific Railway
6.125%, 09/15/2115		1,070		1,144
3.100%, 12/02/2051		770		569
3.000%, 12/02/2041		155		122
Carrier Global
3.577%, 04/05/2050		835		637


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.377%, 04/05/2040	$	270	$	212
Caterpillar
3.250%, 09/19/2049		225		185
Crane Holdings
4.200%, 03/15/2048		450		356
CSX
4.750%, 05/30/2042		755		726
4.750%, 11/15/2048		202		197
4.500%, 11/15/2052		595		554
4.100%, 11/15/2032		880		850
Deere
3.750%, 04/15/2050		431		397
Emerson Electric
2.800%, 12/21/2051		673		489
FedEx
5.100%, 01/15/2044		125		120
4.550%, 04/01/2046		768		688
4.400%, 01/15/2047		205		181
3.900%, 02/01/2035		410		368
GE Capital International Funding Unlimited
4.418%, 11/15/2035		2,883		2,726
General Dynamics
4.250%, 04/01/2040		245		236
General Electric MTN
3.385%, ICE LIBOR USD 3 Month + 0.480%, 08/15/2036 (C)		450		367
Kansas City Southern
4.200%, 11/15/2069		453		370
Lockheed Martin
4.700%, 05/15/2046		841		842
4.070%, 12/15/2042		97		90
3.600%, 03/01/2035		810		747
Norfolk Southern
5.100%, 08/01/2118		710		636
4.800%, 08/15/2043		528		487
4.050%, 08/15/2052		264		230
3.942%, 11/01/2047		201		174
3.700%, 03/15/2053		265		217
Northrop Grumman
4.750%, 06/01/2043		685		659
4.030%, 10/15/2047		370		325
3.850%, 04/15/2045		570		487
Parker-Hannifin
4.000%, 06/14/2049		165		140
Parker-Hannifin MTN
4.450%, 11/21/2044		405		365
Raytheon Technologies
4.500%, 06/01/2042		725		687
4.350%, 04/15/2047		740		674
3.030%, 03/15/2052		1,125		819
Snap-on
3.100%, 05/01/2050		571		455


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Trane Technologies Global Holding
4.300%, 02/21/2048	$	140	$	119
TTX
4.600%, 02/01/2049 (A)		538		510
Union Pacific
3.839%, 03/20/2060		1,045		877
3.799%, 04/06/2071		652		524
3.500%, 02/14/2053		295		240
3.375%, 02/14/2042		80		67
3.250%, 02/05/2050		805		634
2.973%, 09/16/2062		308		212
Union Pacific MTN
3.550%, 08/15/2039		375		325
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA
4.150%, 08/25/2031		235		215
United Parcel Service
5.300%, 04/01/2050		270		301
US Airways, Pass-Through Trust, Ser 2010-1, Cl A
6.250%, 04/22/2023		580		575
Verisk Analytics
3.625%, 05/15/2050		580		448
Waste Management
3.900%, 03/01/2035		360		328
2.950%, 06/01/2041		360		280
WW Grainger
4.600%, 06/15/2045		340		329
4.200%, 05/15/2047		322		293

				39,964

Information Technology — 4.0%
Activision Blizzard
4.500%, 06/15/2047		235		223
Analog Devices
2.950%, 10/01/2051		700		530
2.800%, 10/01/2041		325		253
Apple
4.650%, 02/23/2046		959		980
4.500%, 02/23/2036		430		444
4.450%, 05/06/2044		125		123
4.375%, 05/13/2045		1,950		1,910
3.850%, 05/04/2043		155		142
3.750%, 09/12/2047		250		224
3.450%, 02/09/2045		665		577
2.950%, 09/11/2049		170		133
2.700%, 08/05/2051		1,175		862
2.650%, 02/08/2051		320		234
2.550%, 08/20/2060		635		431
2.375%, 02/08/2041		350		263
Applied Materials
4.350%, 04/01/2047		226		219


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Broadcom
3.750%, 02/15/2051 (A)	$	620	$	455
3.500%, 02/15/2041 (A)		460		345
3.137%, 11/15/2035 (A)		490		371
2.600%, 02/15/2033 (A)		450		346
Cisco Systems
5.900%, 02/15/2039		331		375
Corning
5.850%, 11/15/2068		159		153
5.450%, 11/15/2079		425		394
Fidelity National Information Services
5.625%, 07/15/2052		350		347
Fiserv
4.400%, 07/01/2049		200		174
Global Payments
5.950%, 08/15/2052		420		407
Intel
5.050%, 08/05/2062		365		352
4.900%, 08/05/2052		760		742
3.734%, 12/08/2047		1,020		831
3.250%, 11/15/2049		575		428
3.100%, 02/15/2060		320		219
KLA
5.000%, 03/15/2049		317		319
4.950%, 07/15/2052		315		317
Lam Research
2.875%, 06/15/2050		312		231
Mastercard
3.850%, 03/26/2050		170		154
3.650%, 06/01/2049		190		167
Micron Technology
3.366%, 11/01/2041		165		117
Microsoft
3.450%, 08/08/2036		163		153
3.041%, 03/17/2062		582		444
2.921%, 03/17/2052		3,228		2,539
2.675%, 06/01/2060		380		270
NVIDIA
3.500%, 04/01/2040		230		198
3.500%, 04/01/2050		457		378
NXP BV / NXP FUNDING LLC / NXP USA
3.250%, 05/11/2041		500		363
Oracle
4.375%, 05/15/2055		885		667
4.300%, 07/08/2034		470		410
4.125%, 05/15/2045		1,180		881
4.000%, 07/15/2046		1,085		794
4.000%, 11/15/2047		405		294
3.950%, 03/25/2051		190		136
3.800%, 11/15/2037		1,420		1,103
3.650%, 03/25/2041		115		84
3.600%, 04/01/2050		290		197


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PayPal Holdings
3.250%, 06/01/2050	$	125	$	94
QUALCOMM
4.500%, 05/20/2052		285		276
Salesforce
3.050%, 07/15/2061		225		162
2.900%, 07/15/2051		745		550
Texas Instruments
4.150%, 05/15/2048		117		111
TSMC Arizona
4.500%, 04/22/2052		255		249
3.125%, 10/25/2041		375		307
Visa
4.300%, 12/14/2045		460		442
4.150%, 12/14/2035		585		580

				26,474

Materials — 1.1%
Anglo American Capital PLC
4.750%, 03/16/2052 (A)		381		321
BHP Billiton Finance USA
5.000%, 09/30/2043		360		365
Celanese US Holdings LLC
6.379%, 07/15/2032		865		859
6.330%, 07/15/2029		515		513
Dow Chemical
4.375%, 11/15/2042		195		169
3.600%, 11/15/2050		370		283
DuPont de Nemours
5.319%, 11/15/2038		1,175		1,172
FMC
4.500%, 10/01/2049		280		235
Freeport-McMoRan
5.450%, 03/15/2043		938		844
5.400%, 11/14/2034		84		80
Glencore Finance Canada
6.000%, 11/15/2041 (A)		476		456
International Flavors & Fragrances
3.268%, 11/15/2040 (A)		295		225
International Flavors and Fragrances
5.000%, 09/26/2048		575		527
3.468%, 12/01/2050 (A)		890		653
LYB International Finance III LLC
4.200%, 10/15/2049		425		341
Newmont Goldcorp
5.875%, 04/01/2035		120		124

				7,167

Real Estate — 1.6%
Agree
2.900%, 10/01/2030		240		203
2.600%, 06/15/2033		185		144


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Alexandria Real Estate Equities
4.850%, 04/15/2049	$	310	$	287
3.550%, 03/15/2052		810		614
American Homes 4 Rent
4.300%, 04/15/2052		675		544
3.625%, 04/15/2032		165		144
3.375%, 07/15/2051		260		177
2.375%, 07/15/2031		25		20
American Tower
3.100%, 06/15/2050		190		132
Boston Properties
2.450%, 10/01/2033		130		98
Equinix
2.950%, 09/15/2051		540		363
Extra Space Storage
2.350%, 03/15/2032		155		122
GLP Capital
3.250%, 01/15/2032		395		320
Invitation Homes Operating Partnership
4.150%, 04/15/2032		30		27
Kilroy Realty
2.650%, 11/15/2033		215		163
Kimco Realty
4.250%, 04/01/2045		110		91
National Retail Properties
4.800%, 10/15/2048		335		305
Regency Centers
4.650%, 03/15/2049		415		367
4.400%, 02/01/2047		195		168
Rexford Industrial Realty
2.150%, 09/01/2031		470		375
Rexford Industrial Realty Inc
2.125%, 12/01/2030		110		89
Simon Property Group LP
6.750%, 02/01/2040		634		714
4.250%, 11/30/2046		50		44
3.800%, 07/15/2050		315		256
3.250%, 09/13/2049		135		98
Spirit Realty
3.200%, 02/15/2031		695		576
Sun Communities Operating
4.200%, 04/15/2032		465		416
Ventas Realty
5.700%, 09/30/2043		700		702
VICI Properties
5.625%, 05/15/2052		790		730
5.125%, 05/15/2032		505		481
Welltower
5.125%, 03/15/2043		999		933
4.950%, 09/01/2048		274		258


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Weyerhaeuser
4.000%, 03/09/2052	$	440	$	359

				10,320

Utilities — 9.9%
AEP Transmission LLC
3.800%, 06/15/2049		280		237
3.650%, 04/01/2050		600		494
AES
2.450%, 01/15/2031		155		128
Alabama Power
4.300%, 07/15/2048		475		432
4.150%, 08/15/2044		450		399
3.700%, 12/01/2047		861		715
American Water Capital
3.450%, 05/01/2050		1,030		806
Appalachian Power
4.450%, 06/01/2045		650		566
Arizona Public Service
3.350%, 05/15/2050		400		287
Baltimore Gas and Electric
5.200%, 06/15/2033		788		804
2.900%, 06/15/2050		290		213
Berkshire Hathaway Energy
6.125%, 04/01/2036		3,321		3,647
Black Hills
4.350%, 05/01/2033		320		294
4.200%, 09/15/2046		500		414
Brooklyn Union Gas
4.273%, 03/15/2048 (A)		595		476
CenterPoint Energy Houston Electric LLC
3.600%, 03/01/2052		155		131
Cleco Power
6.000%, 12/01/2040		310		322
CMS Energy
4.875%, 03/01/2044		677		635
Commonwealth Edison
4.350%, 11/15/2045		775		715
3.850%, 03/15/2052		140		122
3.700%, 03/01/2045		600		502
3.200%, 11/15/2049		290		226
3.125%, 03/15/2051		625		478
Connecticut Light & Power
4.000%, 04/01/2048		325		294
Consolidated Edison of New York
6.750%, 04/01/2038		275		314
6.300%, 08/15/2037		865		967
4.450%, 03/15/2044		95		88
3.850%, 06/15/2046		500		420
3.700%, 11/15/2059		600		470
Constellation Energy Generation LLC
5.750%, 10/01/2041		339		337


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.600%, 06/15/2042	$	580	$	580
Consumers Energy
3.100%, 08/15/2050		260		201
Dominion Energy
5.250%, 08/01/2033		1,620		1,639
4.900%, 08/01/2041		1,215		1,161
4.850%, 08/15/2052		95		91
3.300%, 04/15/2041		415		328
DTE Electric
4.050%, 05/15/2048		360		326
Duke Energy
5.000%, 08/15/2052		888		843
Duke Energy Carolinas LLC
6.100%, 06/01/2037		1,210		1,294
6.000%, 01/15/2038		614		679
5.300%, 02/15/2040		930		962
4.250%, 12/15/2041		850		780
3.550%, 03/15/2052		140		115
Duke Energy Florida LLC
6.350%, 09/15/2037		290		326
Duke Energy Indiana LLC
6.350%, 08/15/2038		195		224
4.900%, 07/15/2043		495		470
Duke Energy Progress LLC
4.375%, 03/30/2044		1,720		1,586
Electricite de France
6.000%, 01/22/2114 (A)		173		164
5.000%, 09/21/2048 (A)		335		292
Elm Road Generating Station Supercritical
5.848%, 01/19/2041 (A)		2,007		2,117
Entergy
3.750%, 06/15/2050		114		90
Entergy Louisiana LLC
4.750%, 09/15/2052		100		97
4.200%, 04/01/2050		520		466
Entergy Texas
5.000%, 09/15/2052		155		153
3.550%, 09/30/2049		305		239
Essential Utilities
5.300%, 05/01/2052		370		370
Exelon
4.950%, 06/15/2035		1,060		1,037
Exelon Generation LLC
6.250%, 10/01/2039		683		720
FirstEnergy Transmission LLC
5.450%, 07/15/2044 (A)		195		194
4.550%, 04/01/2049 (A)		125		109
Florida Power & Light
5.960%, 04/01/2039		980		1,102
5.690%, 03/01/2040		656		716
5.400%, 09/01/2035		2,315		2,435
3.950%, 03/01/2048		175		159


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Georgia Power
4.300%, 03/15/2042	$	410	$	364
3.700%, 01/30/2050		1,045		834
Indianapolis Power & Light
6.050%, 10/01/2036 (A)		756		823
Interstate Power and Light
3.100%, 11/30/2051		330		239
Jersey Central Power & Light
6.400%, 05/15/2036		1,225		1,297
KeySpan Gas East
5.819%, 04/01/2041 (A)		710		714
MidAmerican Energy
4.800%, 09/15/2043		325		319
4.400%, 10/15/2044		1,350		1,273
MidAmerican Energy MTN
5.800%, 10/15/2036		295		324
Narragansett Electric
4.170%, 12/10/2042 (A)		1,320		1,136
Northern States Power
5.350%, 11/01/2039		1,195		1,279
4.500%, 06/01/2052		65		63
3.600%, 09/15/2047		200		168
3.400%, 08/15/2042		320		267
3.200%, 04/01/2052		125		98
NSTAR Electric
4.550%, 06/01/2052		628		614
4.400%, 03/01/2044		430		399
Oglethorpe Power
5.250%, 09/01/2050		701		657
5.050%, 10/01/2048		650		600
4.500%, 04/01/2047 (A)		275		237
Oncor Electric Delivery LLC
5.350%, 10/01/2052		440		474
5.300%, 06/01/2042		245		258
5.250%, 09/30/2040		425		447
2.700%, 11/15/2051		535		382
Pacific Gas and Electric
5.250%, 03/01/2052		550		458
4.200%, 06/01/2041		185		138
3.500%, 08/01/2050		120		80
3.300%, 08/01/2040		155		109
2.500%, 02/01/2031		230		176
PacifiCorp
6.000%, 01/15/2039		627		679
PECO Energy
4.375%, 08/15/2052		185		176
3.900%, 03/01/2048		600		533
Piedmont Natural Gas
4.650%, 08/01/2043		330		299
PPL Electric Utilities
4.150%, 06/15/2048		335		304
4.125%, 06/15/2044		570		508


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Public Service Electric and Gas MTN
4.050%, 05/01/2048	$	255	$	230
Public Service of Colorado
6.500%, 08/01/2038		320		372
6.250%, 09/01/2037		470		544
4.500%, 06/01/2052		100		97
4.100%, 06/15/2048		280		253
4.050%, 09/15/2049		93		82
Puget Sound Energy
4.223%, 06/15/2048		680		606
2.893%, 09/15/2051		190		135
San Diego Gas & Electric
3.320%, 04/15/2050		70		55
Sempra Energy
6.000%, 10/15/2039		865		926
3.800%, 02/01/2038		585		502
Southern California Edison
6.050%, 03/15/2039		405		424
3.900%, 03/15/2043		245		199
3.650%, 02/01/2050		80		61
Southern California Gas
3.750%, 09/15/2042		430		359
Southern Gas Capital
5.875%, 03/15/2041		1,008		1,050
4.400%, 06/01/2043		395		342
Southwestern Electric Power
6.200%, 03/15/2040		1,070		1,135
Southwestern Public Service
4.400%, 11/15/2048		385		350
Tampa Electric
4.300%, 06/15/2048		700		631
Tucson Electric Power
3.250%, 05/01/2051		760		555
Virginia Electric and Power
4.600%, 12/01/2048		400		380
4.450%, 02/15/2044		750		694
Wisconsin Public Service
3.300%, 09/01/2049		175		136
2.850%, 12/01/2051		500		364

				65,206

Total Corporate Obligations
(Cost $478,121) ($ Thousands)				419,753



U.S. TREASURY OBLIGATIONS — 25.0%
U.S. Treasury Bonds
3.750%, 08/15/2041		1,215		1,254
3.750%, 11/15/2043		1,905		1,951
3.625%, 08/15/2043		1,617		1,625
3.625%, 02/15/2044		1,666		1,671


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
3.432%, 11/15/2047 (B)	$	4,170	$	1,724
3.375%, 08/15/2042		2,585		2,522
3.250%, 05/15/2042		10,320		9,872
3.125%, 11/15/2041		1,925		1,812
3.125%, 02/15/2043		2,315		2,152
3.125%, 08/15/2044		3,205		2,964
3.000%, 05/15/2042		1,105		1,015
3.000%, 11/15/2044		5,815		5,259
3.000%, 05/15/2045		2,515		2,272
3.000%, 05/15/2047		2,195		1,994
3.000%, 08/15/2052		2,985		2,830
2.875%, 11/15/2046		2,920		2,588
2.875%, 05/15/2052		12,700		11,704
2.750%, 08/15/2042		680		597
2.750%, 11/15/2047		895		779
2.500%, 05/15/2046		1,835		1,512
2.375%, 02/15/2042		35,540		29,459
2.375%, 05/15/2051		2,905		2,392
2.250%, 02/15/2052		18,754		14,980
2.000%, 11/15/2041		23,940		18,597
2.000%, 08/15/2051		14,327		10,763
1.875%, 02/15/2051		2,637		1,924
1.875%, 11/15/2051		14,850		10,814
1.375%, 11/15/2040		120		84
1.375%, 08/15/2050		5,485		3,507
1.125%, 05/15/2040		1,220		830
U.S. Treasury Inflation-Protected Securities
1.000%, 02/15/2049		1,425		1,390
0.125%, 02/15/2052		358		280
U.S. Treasury Notes
2.750%, 08/15/2032		1,760		1,698
2.625%, 07/31/2029		520		498
1.875%, 02/15/2032		578		517
1.375%, 10/31/2028		1,840		1,638
U.S. Treasury STRIPS
3.358%, 08/15/2043 (B)		9,912		4,641
2.050%, 08/15/2045 (B)		5,325		2,308

Total U.S. Treasury Obligations
(Cost $183,290) ($ Thousands)				164,417



U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.8%
FNMA, PO MTN
0.000%, 05/15/2030(B)		8,380		6,387
Resolution Funding Principal STRIP
4.326%, 04/15/2030(B)		17,770		13,495
Tennessee Valley Authority
5.250%, 09/15/2039		2,615		2,949


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
Tennessee Valley Authority, PO
0.000%, 01/15/2038(B)	$	3,700	$	1,930



Total U.S. Government Agency Obligations
(Cost $23,795) ($ Thousands)				24,761



MUNICIPAL BONDS — 3.6%
California — 1.8%
Bay Area, Toll Authority, Build America Project, RB
6.263%, 04/01/2049		600		734
California State, Build America Project, GO
7.500%, 04/01/2034		2,165		2,764
7.350%, 11/01/2039		1,160		1,482
California State, Health Facilities Financing Authority, RB
3.000%, 08/15/2051		125		96
Los Angeles, Community College District, Build America Project, GO
6.750%, 08/01/2049		590		789
Los Angeles, Department of Airports, RB
6.582%, 05/15/2039		265		303
Los Angeles, Unified School District, Build America Project, Ser RY, GO
6.758%, 07/01/2034		1,360		1,587
Regents of the University of California Medical Center, Ser N, RB
3.256%, 05/15/2060		795		585
Riverside County, Pension Obligation, RB
3.818%, 02/15/2038		345		319
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB
6.000%, 11/01/2040		1,235		1,394
University of California Regents, Ser H, RB
6.548%, 05/15/2048		605		748
University of California, Ser AD, RB
4.858%, 05/15/2112		635		592
University of California, Ser AP, RB
3.931%, 05/15/2045		475		441

				11,834

Georgia — 0.1%
Georgia State, Municipal Electric Authority, Build America Project, RB
6.637%, 04/01/2057		605		692


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Illinois — 0.2%
Greater Chicago, Metropolitan Water Reclamation District, GO
5.720%, 12/01/2038	$	1,005	$	1,156


Maryland — 0.0%
Baltimore, Revenue Authority, Water Project, Ser B, RB
2.814%, 07/01/2040		370		298


Massachusetts — 0.0%
Massachusetts State, School Building Authority, Sub-Ser B, RB
3.395%, 10/15/2040		240		205


Michigan — 0.1%
Michigan State University, Ser A, RB
4.165%, 08/15/2122		274		224
University of Michigan, Ser B, RB
3.504%, 04/01/2052		615		531

				755

Missouri — 0.1%
Missouri State, Joint Municipal Electric Utility Commission, Build America Project, Ser A, RB
6.890%, 01/01/2042		600		726


New Jersey — 0.0%
New Jersey State, Turnpike Authority, Build America Project, RB
7.414%, 01/01/2040		60		78


New York — 0.9%
New York & New Jersey, Port Authority, RB
4.458%, 10/01/2062		350		338
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, RB
5.572%, 11/01/2038		885		957
5.508%, 08/01/2037		1,000		1,084
New York State, Dormitory Authority, Ser F, RB
3.110%, 02/15/2039		1,215		1,048
New York State, Urban Development, RB
5.770%, 03/15/2039		1,470		1,591

				5,018

Ohio — 0.0%
JobsOhio Beverage System, Ser A, RB
2.833%, 01/01/2038		325		270


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Texas — 0.4%
Grand Parkway, Transportation Corp, Ser E, RB
5.184%, 10/01/2042	$	530	$	567
North Texas, Tollway Authority, Build America Project, RB
6.718%, 01/01/2049		490		630
North Texas, Tollway Authority, RB
3.029%, 01/01/2040		735		603
Texas State, Private Activity Bond Surface Transportation, RB
3.922%, 12/31/2049		355		299
University of Texas, Build America Bonds, RB
5.262%, 07/01/2039		575		633

				2,732


Total Municipal Bonds
(Cost $24,757) ($ Thousands)				23,764



SOVEREIGN DEBT — 1.3%

Airport Authority Hong Kong
3.500%, 01/12/2062(A)		505		401
Chile Government International Bond
4.340%, 03/07/2042		735		631
4.000%, 01/31/2052		55		43
Indonesia Government International Bond
4.350%, 01/11/2048		40		36
3.700%, 10/30/2049		1,020		839
Israel Government AID Bond
5.500%, 09/18/2033		1,400		1,622
Israel Government International Bond
3.875%, 07/03/2050		179		162
3.375%, 01/15/2050		788		655
Mexico Government International Bond
5.750%, 10/12/2110		229		196
5.000%, 04/27/2051		1,085		915
4.500%, 01/31/2050		920		728
4.400%, 02/12/2052		340		260
4.280%, 08/14/2041		239		191
Minera Mexico
4.500%, 01/26/2050(A)		275		215
Panama Government International Bond
4.500%, 04/16/2050		450		357
4.500%, 04/01/2056		108		83
4.300%, 04/29/2053		50		38
3.870%, 07/23/2060		255		176
Perusahaan Penerbit SBSN Indonesia III
3.550%, 06/09/2051(A)		120		95


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Philippine Government International Bond
3.200%, 07/06/2046	$	540	$	419
2.950%, 05/05/2045		155		116
Uruguay Government International Bond
5.100%, 06/18/2050		250		255

Total Sovereign Debt
(Cost $10,002) ($ Thousands)				8,433



MORTGAGE-BACKED SECURITIES — 1.0%
Agency Mortgage-Backed Obligations — 1.0%
FHLMC REMIC CMO, Ser 2004-2733, Cl ME
5.000%, 01/15/2034		50		52
FHLMC REMIC CMO, Ser 2004-2748, Cl ZT
5.500%, 02/15/2024		93		93
FHLMC REMIC CMO, Ser 2010-3756, Cl PZ
4.000%, 11/15/2040		3,371		3,342
FNMA CMO, Ser 2004-12, Cl ZX
6.000%, 03/25/2034		885		941
FNMA CMO, Ser 2004-80, Cl XZ
5.000%, 11/25/2034		623		635
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO
4.256%, 07/25/2037(C)		12		2
GNMA ARM
2.875%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 06/20/2032(C)		25		25
GNMA CMO, Ser 2009-8, Cl PS, IO
3.913%, 08/16/2038(C)		13		–
GNMA CMO, Ser 2010-4, Cl NS, IO
4.003%, 01/16/2040(C)		41		5
GNMA CMO, Ser 2011-70, Cl BO, PO
0.000%, 05/20/2041(B)		1,675		1,356


				6,451
Non-Agency Mortgage-Backed Obligations — 0.0%
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5(D)
5.009%, 03/25/2037		70		68
DSLA Mortgage Loan Trust, Ser 2005-AR2, Cl 2A1A
2.786%, ICE LIBOR USD 1 Month + 0.420%, 03/19/2045(C)		23		22
Harborview Mortgage Loan Trust, Ser 2004-8, Cl 2A4A
2.766%, ICE LIBOR USD 1 Month + 0.800%, 11/19/2034(C)		50		47
Indymac Index Mortgage Loan Trust, Ser 2004-AR12, Cl A1
3.224%, ICE LIBOR USD 1 Month + 0.780%, 12/25/2034(C)		53		42


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2
3.304%, ICE LIBOR USD 1 Month + 0.860%, 09/25/2034(C)	$	9	$	8
RAMP Trust, Ser 2004-SL1, Cl A7
7.000%, 11/25/2031		7		6
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
2.871%, 12/25/2034(C)		13		12
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21
3.104%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2045(C)		27		26


				231
Total Mortgage-Backed Securities
(Cost $5,124) ($ Thousands)				6,682


	Shares
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		5,904,792		5,905

Total Cash Equivalent
(Cost $5,905) ($ Thousands)				5,905


Total Investments in Securities — 99.5%
(Cost $730,994) ($ Thousands)			$	653,715

A list of open futures contracts held by the Fund at August 31, 2022, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $656,687 ($ Thousands).
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
(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 August 31, 2022, the value of these securities amounted to $43,846 ($ Thousands), representing 6.7% of the Net Assets of the Fund.
(B)	Zero coupon security.
(C)	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.
(D)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.

ARM — Adjustable Rate Mortgage

Cl — Class

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MTN — Medium Term Note

NASDAQ – National Association of Securities Dealers and Automated Quotations

PLC — Public Limited Company

PO — Principal Only

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

S&P— Standard & Poor's

Ser — Series

SOFR — Secured Overnight Financing Rate

STRIPS — Separately Traded Registered Interest and Principal Securities

USD — U.S. Dollar

The following is a summary of the level of inputs used as of August 31, 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

–

419,753

–

419,753

U.S. Treasury Obligations

–

164,417

–

164,417

U.S. Government Agency Obligations

–

24,761

–

24,761

Municipal Bonds

–

23,764

–

23,764

Sovereign Debt

–

8,433

–

8,433

Mortgage-Backed Securities

–

6,682

–

6,682

Cash Equivalent

5,905

–

5,905

Total Investments in Securities

5,905

647,810

–

653,715

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		232			–			–		232
Unrealized Depreciation		(173	)		–			–		(173	)
Centrally Cleared Swaps
Interest Rate Swaps*
Unrealized Appreciation		–			491			–		491
Unrealized Depreciation		–			(1,176	)		–		(1,176	)
Total Other Financial Instruments		59			(685	)		–		(626	)

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 86.9%
Communication Services — 6.3%
Activision Blizzard
2.500%, 09/15/2050	$	4,760	$	3,220
Alphabet
2.250%, 08/15/2060		4,358		2,778
1.900%, 08/15/2040		1,260		888
America Movil
6.125%, 03/30/2040		3,325		3,638
AT&T
4.300%, 12/15/2042		500		433
3.800%, 12/01/2057		1,324		1,002
3.500%, 09/15/2053		5,627		4,148
Charter Communications Operating LLC / Charter Communications Operating Capital
6.834%, 10/23/2055		580		580
6.484%, 10/23/2045		535		511
4.800%, 03/01/2050		1,480		1,162
3.850%, 04/01/2061		500		320
Comcast
6.500%, 11/15/2035		420		474
5.650%, 06/15/2035		3,540		3,789
4.600%, 08/15/2045		1,150		1,070
4.250%, 01/15/2033		3,930		3,811
4.200%, 08/15/2034		3,340		3,195
4.049%, 11/01/2052		6,068		5,211
4.000%, 03/01/2048		5,465		4,687
3.969%, 11/01/2047		5,270		4,526
3.900%, 03/01/2038		5,000		4,495
3.400%, 07/15/2046		6,725		5,240
3.250%, 11/01/2039		250		204
2.987%, 11/01/2063		30,269		20,239
2.937%, 11/01/2056		31,795		21,542
2.887%, 11/01/2051		6,678		4,702
2.800%, 01/15/2051		2,040		1,411
Cox Communications
4.800%, 02/01/2035 (A)		1,400		1,311
4.700%, 12/15/2042 (A)		294		264
Level 3 Financing
3.875%, 11/15/2029 (A)		535		454
Magallanes
5.391%, 03/15/2062 (A)		2,050		1,645
5.141%, 03/15/2052 (A)		2,830		2,265
5.050%, 03/15/2042 (A)		275		225
Meta Platforms
4.650%, 08/15/2062 (A)		1,525		1,376
4.450%, 08/15/2052 (A)		8,335		7,587
NBCUniversal Media LLC
4.450%, 01/15/2043		1,147		1,059
NTT Finance
1.591%, 04/03/2028 (A)		2,360		2,041


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Paramount Global
5.900%, 10/15/2040	$	40	$	37
5.850%, 09/01/2043		795		721
4.850%, 12/15/2034		300		255
4.600%, 01/15/2045		515		400
4.375%, 03/15/2043		1,569		1,184
SES GLOBAL Americas Holdings GP
5.300%, 03/25/2044 (A)		1,550		1,319
Tencent Holdings MTN
3.840%, 04/22/2051 (A)		1,245		924
Time Warner Cable LLC
7.300%, 07/01/2038		381		391
5.500%, 09/01/2041		650		558
4.500%, 09/15/2042		500		378
Time Warner Entertainment
8.375%, 07/15/2033		1,709		1,968
T-Mobile USA
3.400%, 10/15/2052		1,920		1,387
3.000%, 02/15/2041		1,175		860
TWDC Enterprises 18
4.125%, 12/01/2041		1,490		1,349
TWDC Enterprises 18 MTN
4.125%, 06/01/2044		1,854		1,701
Verizon Communications
5.250%, 03/16/2037		840		854
4.862%, 08/21/2046		1,100		1,069
3.875%, 03/01/2052		2,584		2,145
3.700%, 03/22/2061		2,355		1,815
3.400%, 03/22/2041		1,970		1,587
2.650%, 11/20/2040		1,450		1,047
Vodafone Group PLC
5.250%, 05/30/2048		1,065		983
4.875%, 06/19/2049		538		479
Walt Disney
6.650%, 11/15/2037		990		1,174
6.400%, 12/15/2035		2,043		2,351
4.700%, 03/23/2050		2,445		2,445
4.625%, 03/23/2040		785		772
3.600%, 01/13/2051		14,549		12,184
3.500%, 05/13/2040		1,395		1,189
2.750%, 09/01/2049		22,701		16,297

				181,326

Consumer Discretionary — 4.9%
7-Eleven
2.500%, 02/10/2041 (A)		870		592
Alimentation Couche-Tard
4.500%, 07/26/2047 (A)		1,200		993
Amazon.com
4.050%, 08/22/2047		8,820		8,184
3.950%, 04/13/2052		6,691		6,084
3.875%, 08/22/2037		1,674		1,571


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.250%, 05/12/2061	$	9,671	$	7,344
3.100%, 05/12/2051		6,534		5,091
2.875%, 05/12/2041		3,685		2,940
2.700%, 06/03/2060		6,095		4,086
2.500%, 06/03/2050		9,292		6,465
BMW US Capital LLC
4.150%, 04/09/2030 (A)		1,030		1,005
2.550%, 04/01/2031 (A)		1,615		1,384
Boston University
4.061%, 10/01/2048		1,800		1,676
California Institute of Technology
4.321%, 08/01/2045		650		621
Dollar Tree
3.375%, 12/01/2051		655		464
Emory University
2.969%, 09/01/2050		1,660		1,287
Georgetown University
5.215%, 10/01/2118		1,921		1,835
4.315%, 04/01/2049		1,775		1,592
2.943%, 04/01/2050		540		387
Home Depot
5.950%, 04/01/2041		2,700		3,025
4.500%, 12/06/2048		3,735		3,636
4.400%, 03/15/2045		6,980		6,595
4.250%, 04/01/2046		8,912		8,260
4.200%, 04/01/2043		1,850		1,697
3.900%, 06/15/2047		12,293		10,808
3.350%, 04/15/2050		3,035		2,419
3.300%, 04/15/2040		1,420		1,188
3.125%, 12/15/2049		380		291
2.750%, 09/15/2051		3,480		2,490
2.375%, 03/15/2051		5,579		3,664
Johns Hopkins University
4.083%, 07/01/2053		2,000		1,921
2.813%, 01/01/2060		490		342
Lowe's
4.250%, 04/01/2052		550		468
3.700%, 04/15/2046		2,116		1,681
Massachusetts Institute of Technology
5.600%, 07/01/2111		2,760		3,198
3.067%, 04/01/2052		2,540		2,051
2.294%, 07/01/2051		21		15
McDonald's MTN
3.625%, 09/01/2049		400		324
NIKE
3.625%, 05/01/2043		1,260		1,101
3.375%, 03/27/2050		215		179
3.250%, 03/27/2040		2,885		2,446
Northwestern University
3.688%, 12/01/2038		2,070		1,888
Pomona College
2.888%, 01/01/2051		1,240		932


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
President & Fellows of Harvard College
3.745%, 11/15/2052	$	5,005	$	4,634
3.619%, 10/01/2037		400		370
2.517%, 10/15/2050		1,370		1,003
Princeton University
5.700%, 03/01/2039		1,129		1,317
Starbucks
3.500%, 11/15/2050		770		592
Target
2.950%, 01/15/2052		3,500		2,632
Trustees of Boston College
3.042%, 07/01/2057		1,230		864
Trustees of Tufts College
3.099%, 08/15/2051		2,667		1,933
University of Chicago
4.411%, 10/01/2044		715		692
2.761%, 04/01/2045		2,520		2,010
University of Miami
4.063%, 04/01/2052		4,625		4,084
University of Southern California
3.841%, 10/01/2047		1,285		1,181
3.028%, 10/01/2039		2,300		1,956
2.805%, 10/01/2050		925		685
XLIT
5.250%, 12/15/2043		2,405		2,535

				140,708

Consumer Staples — 3.9%
Altria Group
10.200%, 02/06/2039		2,501		3,359
9.950%, 11/10/2038		1,555		2,052
5.800%, 02/14/2039		480		444
4.500%, 05/02/2043		100		76
4.250%, 08/09/2042		575		431
3.875%, 09/16/2046		640		444
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046		4,541		4,311
Anheuser-Busch InBev Worldwide
8.200%, 01/15/2039		1,445		1,878
8.000%, 11/15/2039		2,786		3,578
4.600%, 04/15/2048		220		199
4.500%, 06/01/2050		200		181
3.750%, 07/15/2042		320		264
BAT Capital
4.390%, 08/15/2037		1,095		866
3.734%, 09/25/2040		110		77
Cargill
4.375%, 04/22/2052 (A)		4,100		3,915
Church & Dwight
5.000%, 06/15/2052		1,220		1,242


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Coca-Cola
2.500%, 06/01/2040	$	320	$	247
2.500%, 03/15/2051		6,250		4,440
2.000%, 03/05/2031		675		577
Coca-Cola Femsa
5.250%, 11/26/2043		3,070		3,100
Constellation Brands
3.750%, 05/01/2050		750		596
CSL Finance PLC
4.950%, 04/27/2062 (A)		580		558
4.750%, 04/27/2052 (A)		2,849		2,740
4.625%, 04/27/2042 (A)		320		303
Estee Lauder
3.125%, 12/01/2049		2,510		1,983
Fomento Economico Mexicano
3.500%, 01/16/2050		2,890		2,248
Ford Foundation
2.815%, 06/01/2070		860		582
GSK Consumer Healthcare Capital US LLC
4.000%, 03/24/2052 (A)		1,095		890
Hormel Foods
3.050%, 06/03/2051		1,305		1,010
JBS USA LUX
6.500%, 12/01/2052 (A)		1,085		1,141
5.750%, 04/01/2033 (A)		7,330		7,302
4.375%, 02/02/2052 (A)		1,250		988
Kaiser Foundation Hospitals
4.150%, 05/01/2047		1,790		1,653
3.266%, 11/01/2049		1,910		1,505
3.002%, 06/01/2051		3,385		2,513
2.810%, 06/01/2041		7,470		5,723
Kimberly-Clark
5.300%, 03/01/2041		555		580
3.900%, 05/04/2047		2,275		2,006
Kraft Heinz Foods
7.125%, 08/01/2039 (A)		1,160		1,291
5.200%, 07/15/2045		600		564
5.000%, 06/04/2042		770		718
4.875%, 10/01/2049		470		426
Kroger
5.400%, 01/15/2049		1,371		1,416
Mars
4.125%, 04/01/2054 (A)		345		310
3.950%, 04/01/2049 (A)		1,780		1,578
3.875%, 04/01/2039 (A)		1,650		1,466
2.375%, 07/16/2040 (A)		1,680		1,215
Nestle Holdings
4.000%, 09/24/2048 (A)		445		416
3.900%, 09/24/2038 (A)		2,685		2,481
PepsiCo
4.200%, 07/18/2052		1,835		1,799
3.450%, 10/06/2046		6,625		5,740


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.750%, 10/21/2051	$	2,965	$	2,238
2.625%, 10/21/2041		1,370		1,075
Philip Morris International
4.875%, 11/15/2043		2,830		2,456
4.500%, 03/20/2042		5,945		4,906
4.125%, 03/04/2043		806		634
3.875%, 08/21/2042		1,715		1,290
Reynolds American
8.125%, 05/01/2040		2,390		2,589
5.850%, 08/15/2045		1,895		1,601
Walmart
2.650%, 09/22/2051		5,825		4,368
2.500%, 09/22/2041		3,701		2,860

				109,439

Energy — 5.2%
Aker BP
3.100%, 07/15/2031 (A)		475		400
BG Energy Capital
5.125%, 10/15/2041 (A)		3,605		3,602
BP Capital Markets America
3.379%, 02/08/2061		12,796		9,604
3.060%, 06/17/2041		2,010		1,577
3.001%, 03/17/2052		1,465		1,064
3.000%, 02/24/2050		1,930		1,409
2.939%, 06/04/2051		6,415		4,597
2.772%, 11/10/2050		3,150		2,209
Chevron USA
2.343%, 08/12/2050		1,685		1,162
ConocoPhillips
4.300%, 11/15/2044		3,695		3,398
4.025%, 03/15/2062 (A)		12,614		10,739
3.800%, 03/15/2052		2,455		2,114
Devon Energy
7.875%, 09/30/2031		815		940
Energy Transfer
6.250%, 04/15/2049		945		926
6.050%, 06/01/2041		2,225		2,161
5.400%, 10/01/2047		2,202		1,962
5.300%, 04/15/2047		170		149
5.150%, 03/15/2045		75		65
Eni SpA
5.700%, 10/01/2040 (A)		2,285		2,269
Enterprise Products Operating LLC
5.950%, 02/01/2041		602		628
4.250%, 02/15/2048		500		427
4.200%, 01/31/2050		1,205		1,022
EOG Resources
4.950%, 04/15/2050		1,600		1,659
Equinor
5.100%, 08/17/2040		1,415		1,471
4.800%, 11/08/2043		899		902


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.700%, 04/06/2050	$	2,985	$	2,591
3.625%, 04/06/2040		2,605		2,288
2.375%, 05/22/2030		1,370		1,202
Exxon Mobil
4.327%, 03/19/2050		2,198		2,091
4.227%, 03/19/2040		3,650		3,469
4.114%, 03/01/2046		995		916
3.567%, 03/06/2045		4,100		3,470
3.452%, 04/15/2051		12,517		10,329
3.095%, 08/16/2049		715		560
Hess
6.000%, 01/15/2040		3,100		3,157
Marathon Petroleum
5.000%, 09/15/2054		530		475
Motiva Enterprises
6.850%, 01/15/2040 (A)		2,225		2,183
MPLX
4.500%, 04/15/2038		465		411
Northern Natural Gas
4.300%, 01/15/2049 (A)		1,530		1,281
Occidental Petroleum
4.300%, 08/15/2039		462		399
Petroleos Mexicanos
7.690%, 01/23/2050		2,320		1,599
Phillips 66
3.300%, 03/15/2052		1,425		1,060
Shell International Finance BV
6.375%, 12/15/2038		3,286		3,822
4.550%, 08/12/2043		1,865		1,785
4.375%, 05/11/2045		8,042		7,511
4.000%, 05/10/2046		5,123		4,564
3.750%, 09/12/2046		6,344		5,437
3.625%, 08/21/2042		2,185		1,863
3.000%, 11/26/2051		3,147		2,363
Suncor Energy
5.950%, 12/01/2034		3,080		3,187
Suncor Energy Ventures
6.000%, 04/01/2042 (A)		2,375		2,253
Tennessee Gas Pipeline LLC
8.375%, 06/15/2032		2,020		2,372
TotalEnergies Capital International
3.386%, 06/29/2060		425		327
3.127%, 05/29/2050		10,415		8,030
2.986%, 06/29/2041		1,330		1,056
TransCanada PipeLines
7.250%, 08/15/2038		1,765		2,081
4.625%, 03/01/2034		1,965		1,873
Williams
5.400%, 03/04/2044		1,000		955
5.300%, 08/15/2052		250		241

				143,657


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Financials — 21.5%
AIA Group MTN
4.875%, 03/11/2044 (A)	$	3,372	$	3,343
AIG SunAmerica Global Financing X
6.900%, 03/15/2032 (A)		4,150		4,746
Alleghany
4.900%, 09/15/2044		1,340		1,294
3.250%, 08/15/2051		820		620
Allstate
4.500%, 06/15/2043		528		488
American Express
4.989%, U.S. SOFR + 2.255%, 05/26/2033 (B)		1,410		1,402
American International Group
4.800%, 07/10/2045		190		177
4.750%, 04/01/2048		55		52
4.375%, 06/30/2050		315		283
Aon
3.900%, 02/28/2052		1,785		1,481
Apollo Management Holdings
4.872%, 02/15/2029 (A)		2,245		2,184
Arthur J Gallagher
3.500%, 05/20/2051		1,275		971
Athene Global Funding
2.673%, 06/07/2031 (A)		6,440		5,135
Athene Holding
3.450%, 05/15/2052		810		551
Bank of America
7.750%, 05/14/2038		3,920		4,842
6.110%, 01/29/2037		1,655		1,754
6.000%, 10/15/2036		3,705		4,009
4.571%, U.S. SOFR + 1.830%, 04/27/2033 (B)		2,135		2,038
3.311%, U.S. SOFR + 1.580%, 04/22/2042 (B)		7,467		5,826
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (B)		930		781
2.972%, U.S. SOFR + 1.560%, 07/21/2052 (B)		5,739		4,007
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (B)		3,260		2,665
2.299%, U.S. SOFR + 1.220%, 07/21/2032 (B)		1,075		858
Bank of America MTN
5.875%, 02/07/2042		6,600		7,162
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (B)		8,330		7,449
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (B)		10,090		8,651
4.078%, ICE LIBOR USD 3 Month + 1.320%, 04/23/2040 (B)		8,865		7,734


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.676%, U.S. SOFR + 1.930%, 06/19/2041 (B)	$	27,731	$	19,856
Berkshire Hathaway
4.500%, 02/11/2043		1,100		1,065
Berkshire Hathaway Finance
4.400%, 05/15/2042		1,750		1,688
4.300%, 05/15/2043		1,485		1,399
4.250%, 01/15/2049		2,990		2,817
4.200%, 08/15/2048		1,575		1,465
3.850%, 03/15/2052		11,445		9,874
2.850%, 10/15/2050		7,131		5,201
Blackstone Holdings Finance LLC
6.250%, 08/15/2042 (A)		1,313		1,431
5.000%, 06/15/2044 (A)		2,050		1,964
2.000%, 01/30/2032 (A)		1,025		806
BNP Paribas
3.132%, U.S. SOFR + 1.561%, 01/20/2033 (A)(B)		230		187
Brown & Brown
4.950%, 03/17/2052		1,100		980
Carlyle Holdings II Finance LLC
5.625%, 03/30/2043 (A)		3,818		3,582
Chubb INA Holdings
6.700%, 05/15/2036		4,870		5,741
4.350%, 11/03/2045		2,975		2,797
3.050%, 12/15/2061		1,890		1,340
2.850%, 12/15/2051		3,215		2,350
CI Financial
4.100%, 06/15/2051		1,800		1,179
Cincinnati Financial
6.125%, 11/01/2034		3,553		3,909
Citigroup
8.125%, 07/15/2039		3,670		4,792
6.125%, 08/25/2036		690		724
5.316%, U.S. SOFR + 4.548%, 03/26/2041 (B)		5,920		5,927
4.910%, U.S. SOFR + 2.086%, 05/24/2033 (B)		810		792
4.650%, 07/30/2045		1,539		1,412
4.650%, 07/23/2048		6,049		5,702
4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (B)		1,494		1,338
3.878%, ICE LIBOR USD 3 Month + 1.168%, 01/24/2039 (B)		3,430		2,976
2.904%, U.S. SOFR + 1.379%, 11/03/2042 (B)		4,340		3,172
Citigroup Capital III
7.625%, 12/01/2036		890		1,026
CME Group
4.150%, 06/15/2048		1,634		1,551
Commonwealth Bank of Australia
4.316%, 01/10/2048 (A)		2,536		2,100


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Credit Suisse Group
3.091%, U.S. SOFR + 1.730%, 05/14/2032 (A)(B)	$	1,395	$	1,054
Farmers Exchange Capital
7.200%, 07/15/2048 (A)		800		907
Farmers Exchange Capital II
6.151%, ICE LIBOR USD 3 Month + 3.744%, 11/01/2053 (A)(B)		2,890		2,940
Fifth Third Bancorp
8.250%, 03/01/2038		1,875		2,417
Goldman Sachs Capital I
6.345%, 02/15/2034		3,940		4,098
Goldman Sachs Group
6.750%, 10/01/2037		1,668		1,849
6.450%, 05/01/2036		890		963
6.250%, 02/01/2041		6,718		7,521
4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (B)		11,360		10,337
4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (B)		7,925		6,908
3.436%, U.S. SOFR + 1.632%, 02/24/2043 (B)		2,620		2,064
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (B)		5,600		4,291
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (B)		3,405		2,897
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (B)		185		135
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (B)		320		259
Goldman Sachs Group MTN
4.800%, 07/08/2044		6,333		6,037
Guardian Life Insurance of America
4.875%, 06/19/2064 (A)		3,240		3,055
3.700%, 01/22/2070 (A)		1,030		750
HSBC Bank PLC
7.650%, 05/01/2025		1,915		2,033
HSBC Bank USA
7.000%, 01/15/2039		7,072		8,208
HSBC Holdings PLC
6.800%, 06/01/2038		3,469		3,695
6.500%, 09/15/2037		5,125		5,319
5.402%, U.S. SOFR + 2.870%, 08/11/2033 (B)		1,170		1,113
5.250%, 03/14/2044		431		393
2.804%, U.S. SOFR + 1.187%, 05/24/2032 (B)		1,260		1,000
ING Groep
4.252%, U.S. SOFR + 2.070%, 03/28/2033 (B)		650		600
Intercontinental Exchange
5.200%, 06/15/2062		2,475		2,454


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.950%, 06/15/2052	$	7,306	$	7,127
4.250%, 09/21/2048		697		630
3.000%, 06/15/2050		2,175		1,595
2.650%, 09/15/2040		125		93
JPMorgan Chase
8.750%, 09/01/2030		1,005		1,213
6.400%, 05/15/2038		9,137		10,410
5.600%, 07/15/2041		6,115		6,500
5.500%, 10/15/2040		8,310		8,678
5.400%, 01/06/2042		6,315		6,509
4.912%, U.S. SOFR + 2.080%, 07/25/2033 (B)		3,890		3,847
4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (B)		615		546
4.032%, ICE LIBOR USD 3 Month + 1.460%, 07/24/2048 (B)		2,330		1,994
3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (B)		9,369		7,901
3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (B)		9,950		8,297
3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (B)		17,455		15,335
3.328%, U.S. SOFR + 1.580%, 04/22/2052 (B)		11,448		8,640
3.157%, U.S. SOFR + 1.460%, 04/22/2042 (B)		2,570		1,983
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (B)		1,235		891
3.109%, U.S. SOFR + 2.460%, 04/22/2041 (B)		325		251
2.963%, U.S. SOFR + 1.260%, 01/25/2033 (B)		935		794
2.956%, U.S. SOFR + 2.515%, 05/13/2031 (B)		960		823
2.525%, U.S. SOFR + 1.510%, 11/19/2041 (B)		445		312
1.953%, U.S. SOFR + 1.065%, 02/04/2032 (B)		1,605		1,272
1.764%, TSFR3M + 1.105%, 11/19/2031 (B)		3,640		2,864
KKR Group Finance II LLC
5.500%, 02/01/2043 (A)		1,073		1,054
KKR Group Finance III LLC
5.125%, 06/01/2044 (A)		4,157		3,923
KKR Group Finance X LLC
3.250%, 12/15/2051 (A)		1,473		1,062
Lloyds Banking Group
4.976%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/11/2033 (B)		1,240		1,178
LSEGA Financing PLC
3.200%, 04/06/2041 (A)		2,914		2,311


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Macquarie Group MTN
2.871%, U.S. SOFR + 1.532%, 01/14/2033 (A)(B)	$	2,015	$	1,615
Marsh & McLennan
4.900%, 03/15/2049		3,112		3,100
4.200%, 03/01/2048		4,400		3,903
2.900%, 12/15/2051		975		698
Massachusetts Mutual Life Insurance
4.900%, 04/01/2077 (A)		2,690		2,438
3.729%, 10/15/2070 (A)		1,975		1,478
3.200%, 12/01/2061 (A)		615		423
MetLife
5.875%, 02/06/2041		1,675		1,826
5.700%, 06/15/2035		6,239		6,774
5.000%, 07/15/2052		6,465		6,542
4.875%, 11/13/2043		3,080		3,021
4.721%, 12/15/2044		2,970		2,832
Mitsubishi UFJ Financial Group
3.751%, 07/18/2039		846		728
Moody's
4.875%, 12/17/2048		1,891		1,825
3.750%, 02/25/2052		455		373
3.250%, 05/20/2050		770		573
2.750%, 08/19/2041		250		182
Morgan Stanley
5.297%, U.S. SOFR + 2.620%, 04/20/2037 (B)		240		229
4.457%, ICE LIBOR USD 3 Month + 1.431%, 04/22/2039 (B)		3,743		3,482
4.375%, 01/22/2047		400		366
3.217%, U.S. SOFR + 1.485%, 04/22/2042 (B)		1,380		1,077
Morgan Stanley MTN
6.375%, 07/24/2042		6,520		7,432
5.597%, U.S. SOFR + 4.840%, 03/24/2051 (B)		440		477
4.889%, U.S. SOFR + 2.076%, 07/20/2033 (B)		2,430		2,419
4.300%, 01/27/2045		13,150		11,751
3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (B)		8,210		7,314
2.943%, U.S. SOFR + 1.290%, 01/21/2033 (B)		1,075		915
2.802%, U.S. SOFR + 1.430%, 01/25/2052 (B)		3,580		2,438
2.239%, U.S. SOFR + 1.178%, 07/21/2032 (B)		985		793
Mutual of Omaha Insurance
4.297%, ICE LIBOR USD 3 Month + 2.640%, 07/15/2054 (A)(B)		555		532
Nasdaq
3.950%, 03/07/2052		925		769


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
National Rural Utilities Cooperative Finance
4.400%, 11/01/2048	$	2,190	$	2,014
4.300%, 03/15/2049		3,643		3,290
4.023%, 11/01/2032		372		356
Nationwide Mutual Insurance
9.375%, 08/15/2039 (A)		1,170		1,587
4.350%, 04/30/2050 (A)		1,430		1,189
New York Life Global Funding
1.850%, 08/01/2031 (A)		1,515		1,224
New York Life Insurance
6.750%, 11/15/2039 (A)		2,215		2,588
5.875%, 05/15/2033 (A)		2,224		2,425
3.750%, 05/15/2050 (A)		2,254		1,875
Northwestern Mutual Life Insurance
3.850%, 09/30/2047 (A)		1,238		1,037
3.625%, 09/30/2059 (A)		3,480		2,657
3.450%, 03/30/2051 (A)		850		660
Ontario Teachers' Cadillac Fairview Properties Trust
2.500%, 10/15/2031 (A)		4,340		3,647
Pacific Life Insurance
4.300%, ICE LIBOR USD 3 Month + 2.796%, 10/24/2067 (A)(B)		1,350		1,161
Progressive
3.700%, 03/15/2052		4,560		3,853
Prudential Financial
3.905%, 12/07/2047		2,240		1,956
Prudential Financial MTN
5.700%, 12/14/2036		6,384		6,870
Raymond James Financial
4.950%, 07/15/2046		165		161
3.750%, 04/01/2051		1,440		1,174
S&P Global
3.900%, 03/01/2062 (A)		1,225		1,055
3.700%, 03/01/2052 (A)		2,450		2,102
3.250%, 12/01/2049		2,331		1,833
Securian Financial Group
4.800%, 04/15/2048 (A)		2,921		2,483
Societe Generale
3.625%, 03/01/2041 (A)		1,475		976
State Street
3.031%, U.S. SOFR + 1.490%, 11/01/2034 (B)		3,480		3,033
Swiss Re Treasury US
4.250%, 12/06/2042 (A)		3,081		2,869
Teachers Insurance & Annuity Association of America
4.900%, 09/15/2044 (A)		2,355		2,280
4.270%, 05/15/2047 (A)		2,793		2,515
3.300%, 05/15/2050 (A)		1,510		1,149
Toronto-Dominion Bank MTN
4.456%, 06/08/2032		1,345		1,318


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Travelers
5.350%, 11/01/2040	$	1,565	$	1,656
4.100%, 03/04/2049		3,853		3,459
4.050%, 03/07/2048		1,300		1,160
3.050%, 06/08/2051		200		152
Travelers MTN
6.250%, 06/15/2037		1,205		1,410
Truist Financial MTN
4.916%, U.S. SOFR + 2.240%, 07/28/2033 (B)		3,150		3,015
UBS MTN
4.500%, 06/26/2048 (A)		2,190		2,026
UBS Group
4.988%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.400%, 08/05/2033 (A)(B)		1,950		1,880
4.703%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.050%, 08/05/2027 (A)(B)		6,875		6,748
2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (A)(B)		110		88
UBS Group MTN
2.095%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 02/11/2032 (A)(B)		230		180
Validus Holdings
8.875%, 01/26/2040		2,035		2,666
Wachovia
7.500%, 04/15/2035		440		518
WEA Finance LLC
4.625%, 09/20/2048 (A)		2,000		1,568
Wells Fargo
7.950%, 11/15/2029		695		806
6.600%, 01/15/2038		9,325		10,686
5.950%, 08/26/2036		4,720		5,002
5.950%, 12/15/2036		1,002		1,005
5.850%, 02/01/2037		11,063		11,694
5.606%, 01/15/2044		2,766		2,799
3.900%, 05/01/2045		3,674		3,107
3.068%, U.S. SOFR + 2.530%, 04/30/2041 (B)		2,490		1,906
Wells Fargo MTN
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (B)		15,328		14,970
4.900%, 11/17/2045		1,605		1,483
4.897%, U.S. SOFR + 2.100%, 07/25/2033 (B)		880		866
4.750%, 12/07/2046		5,616		5,128
4.650%, 11/04/2044		2,430		2,190
4.611%, U.S. SOFR + 2.130%, 04/25/2053 (B)		5,515		5,058


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.400%, 06/14/2046	$	6,225	$	5,452
Western & Southern Life Insurance
3.750%, 04/28/2061 (A)		695		533
Westpac Banking
5.405%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.680%, 08/10/2033 (B)		870		836
Willis North America
3.875%, 09/15/2049		875		678

				613,363

Health Care — 11.3%
Abbott Laboratories
5.300%, 05/27/2040		1,370		1,469
4.900%, 11/30/2046		7,088		7,443
AbbVie
4.875%, 11/14/2048		275		267
4.850%, 06/15/2044		225		214
4.400%, 11/06/2042		1,100		995
4.250%, 11/21/2049		4,588		4,035
4.050%, 11/21/2039		485		427
Advocate Health & Hospitals
4.272%, 08/15/2048		1,717		1,602
Aetna
4.125%, 11/15/2042		780		658
Alcon Finance
3.800%, 09/23/2049 (A)		1,210		948
Allina Health System
4.805%, 11/15/2045		1,666		1,662
3.887%, 04/15/2049		1,454		1,270
Amgen
4.875%, 03/01/2053		250		242
4.400%, 05/01/2045		250		225
4.200%, 02/22/2052		250		218
2.800%, 08/15/2041		948		711
2.770%, 09/01/2053		696		462
Ascension Health
4.847%, 11/15/2053		520		547
3.945%, 11/15/2046		1,291		1,176
3.106%, 11/15/2039		3,155		2,595
AstraZeneca PLC
6.450%, 09/15/2037		1,220		1,435
4.375%, 11/16/2045		2,084		2,002
3.000%, 05/28/2051		1,173		918
Banner Health
2.907%, 01/01/2042		1,781		1,370
Baptist Health South Florida
4.342%, 11/15/2041		610		572
BayCare Health System
3.831%, 11/15/2050		1,000		866
Bayer US Finance II LLC
4.700%, 07/15/2064 (A)		1,080		882


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 06/25/2038 (A)	$	645	$	574
4.400%, 07/15/2044 (A)		1,385		1,127
3.950%, 04/15/2045 (A)		2,680		2,040
Baylor Scott & White Holdings
4.185%, 11/15/2045		2,636		2,448
3.967%, 11/15/2046		120		107
Becton Dickinson
3.794%, 05/20/2050		1,230		1,016
Bon Secours Mercy Health
3.205%, 06/01/2050		1,100		840
Bristol-Myers Squibb
4.550%, 02/20/2048		1,614		1,562
4.250%, 10/26/2049		17,304		16,027
3.900%, 03/15/2062		1,340		1,125
3.700%, 03/15/2052		7,679		6,506
3.550%, 03/15/2042		5,330		4,569
2.550%, 11/13/2050		1,579		1,087
2.350%, 11/13/2040		380		278
Carilion Clinic Obligated Group
3.147%, 07/01/2051		535		407
Children's Health Care
3.448%, 08/15/2049		815		665
Children's Hospital Medical Center
2.820%, 11/15/2050		1,180		844
Cigna
4.900%, 12/15/2048		1,385		1,315
4.800%, 08/15/2038		3,105		2,993
3.875%, 10/15/2047		1,450		1,169
City of Hope
5.623%, 11/15/2043		920		976
Cleveland Clinic Foundation
4.858%, 01/01/2114		1,223		1,174
CommonSpirit Health
4.187%, 10/01/2049		805		659
3.910%, 10/01/2050		370		291
3.817%, 10/01/2049		2,510		2,050
CVS Health
5.050%, 03/25/2048		3,449		3,321
4.780%, 03/25/2038		1,015		965
Danaher
2.800%, 12/10/2051		1,425		1,011
Dartmouth-Hitchcock Health
4.178%, 08/01/2048		3,560		3,127
Duke University Health System
3.920%, 06/01/2047		2,115		1,883
Elevance Health
4.625%, 05/15/2042		65		62
Eli Lilly
3.950%, 03/15/2049		5,600		5,383
Gilead Sciences
4.800%, 04/01/2044		500		480
4.750%, 03/01/2046		450		431


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 02/01/2045	$	3,550	$	3,230
GlaxoSmithKline Capital
6.375%, 05/15/2038		8,439		9,886
HCA
5.250%, 06/15/2049		1,780		1,593
4.625%, 03/15/2052 (A)		580		480
Hoag Memorial Hospital Presbyterian
3.803%, 07/15/2052		1,385		1,182
Humana
8.150%, 06/15/2038		1,510		1,905
4.625%, 12/01/2042		705		651
Indiana University Health Obligated Group
3.970%, 11/01/2048		1,880		1,686
Johnson & Johnson
4.850%, 05/15/2041		5,652		5,856
3.750%, 03/03/2047		2,052		1,849
3.625%, 03/03/2037		2,760		2,561
3.400%, 01/15/2038		3,100		2,775
2.450%, 09/01/2060		4,550		3,031
2.250%, 09/01/2050		985		680
2.100%, 09/01/2040		1,385		1,007
Mass General Brigham
3.765%, 07/01/2048		1,000		853
3.342%, 07/01/2060		1,015		761
3.192%, 07/01/2049		2,260		1,736
Medtronic
4.375%, 03/15/2035		2,330		2,313
Memorial Health Services
3.447%, 11/01/2049		2,815		2,262
Memorial Sloan-Kettering Cancer Center
5.000%, 07/01/2042		235		239
4.125%, 07/01/2052		2,405		2,207
2.955%, 01/01/2050		489		360
Merck
4.150%, 05/18/2043		2,700		2,517
4.000%, 03/07/2049		550		499
3.900%, 03/07/2039		3,365		3,104
3.700%, 02/10/2045		7,540		6,527
3.600%, 09/15/2042		1,100		951
2.900%, 12/10/2061		3,106		2,149
2.750%, 12/10/2051		4,310		3,117
2.350%, 06/24/2040		325		239
Merck Sharp & Dohme Corp
5.750%, 11/15/2036		1,200		1,348
MidMichigan Health
3.409%, 06/01/2050		2,220		1,665
Mount Sinai Hospitals Group
3.737%, 07/01/2049		2,700		2,166
Nationwide Children's Hospital
4.556%, 11/01/2052		355		345
New York and Presbyterian Hospital
4.763%, 08/01/2116		1,705		1,567


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.063%, 08/01/2056	$	2,300	$	2,042
Northwell Healthcare
4.260%, 11/01/2047		630		552
Novant Health
3.168%, 11/01/2051		2,330		1,784
Novartis Capital
4.400%, 05/06/2044		515		508
4.000%, 11/20/2045		4,325		3,989
2.750%, 08/14/2050		4,226		3,211
NYU Langone Hospitals
5.750%, 07/01/2043		1,645		1,789
4.368%, 07/01/2047		1,570		1,427
3.380%, 07/01/2055		2,805		2,098
OhioHealth
3.042%, 11/15/2050		1,462		1,104
Orlando Health Obligated Group
3.327%, 10/01/2050		725		555
PeaceHealth Obligated Group
3.218%, 11/15/2050		4,875		3,557
PerkinElmer
3.625%, 03/15/2051		325		248
Pfizer
5.600%, 09/15/2040		808		891
4.400%, 05/15/2044		3,010		2,920
4.300%, 06/15/2043		3,520		3,376
4.200%, 09/15/2048		1,380		1,333
4.100%, 09/15/2038		1,400		1,342
4.000%, 12/15/2036		2,301		2,193
4.000%, 03/15/2049		1,645		1,545
3.900%, 03/15/2039		2,100		1,952
2.700%, 05/28/2050		250		186
2.550%, 05/28/2040		575		442
Pharmacia LLC
6.600%, 12/01/2028		1,045		1,160
Providence St. Joseph Health Obligated Group
3.744%, 10/01/2047		1,520		1,292
Rady Children's Hospital-San Diego
3.154%, 08/15/2051		865		662
Roche Holdings
2.607%, 12/13/2051 (A)		8,178		5,807
Royalty Pharma
3.550%, 09/02/2050		475		328
RWJ Barnabas Health
3.949%, 07/01/2046		50		44
Sentara Healthcare
2.927%, 11/01/2051		805		590
Shands Teaching Hospital and Clinics
4.741%, 12/01/2042		1,750		1,623
Sharp HealthCare
2.680%, 08/01/2050		1,500		1,010


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Stanford Health Care
3.795%, 11/15/2048	$	5,272	$	4,692
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		325		251
Thermo Fisher Scientific
2.800%, 10/15/2041		1,110		861
Trinity Health
4.125%, 12/01/2045		2,392		2,191
UnitedHealth Group
6.875%, 02/15/2038		2,005		2,438
6.625%, 11/15/2037		1,080		1,277
6.500%, 06/15/2037		1,160		1,361
5.950%, 02/15/2041		1,130		1,261
5.800%, 03/15/2036		620		684
5.700%, 10/15/2040		350		383
4.750%, 07/15/2045		5,750		5,663
4.750%, 05/15/2052		6,035		5,972
4.625%, 07/15/2035		910		907
4.450%, 12/15/2048		12,939		12,291
4.375%, 03/15/2042		30		28
4.250%, 03/15/2043		746		695
4.250%, 04/15/2047		3,060		2,837
4.250%, 06/15/2048		3,505		3,229
4.200%, 01/15/2047		1,477		1,360
3.950%, 10/15/2042		890		795
3.750%, 10/15/2047		730		624
3.700%, 08/15/2049		1,726		1,469
3.500%, 08/15/2039		4,370		3,764
3.250%, 05/15/2051		5,505		4,323
3.050%, 05/15/2041		5,375		4,296
2.900%, 05/15/2050		1,760		1,291
2.300%, 05/15/2031		2,770		2,366
West Virginia United Health System Obligated Group
3.129%, 06/01/2050		900		643
Willis-Knighton Medical Center
4.813%, 09/01/2048		1,775		1,723
Wyeth LLC
6.500%, 02/01/2034		1,930		2,262
5.950%, 04/01/2037		17,189		19,501

				322,018

Industrials — 6.5%
3M
3.250%, 08/26/2049		1,557		1,164
3M MTN
4.000%, 09/14/2048		1,281		1,080
AerCap Ireland Capital DAC
3.300%, 01/30/2032		1,335		1,077
Air Canada Pass-Through Trust, Ser 2013-1, Cl A
4.125%, 05/15/2025 (A)		321		288


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Airbus
3.950%, 04/10/2047 (A)	$	2,500	$	2,150
American Airlines Pass-Through Trust, Ser 2016-2, Cl AA
3.200%, 06/15/2028		2,683		2,322
BAE Systems PLC
3.000%, 09/15/2050 (A)		1,200		850
Boeing
5.930%, 05/01/2060		755		721
5.805%, 05/01/2050		4,945		4,743
5.705%, 05/01/2040		325		310
5.150%, 05/01/2030		1,040		1,024
Burlington Northern Santa Fe LLC
5.150%, 09/01/2043		1,295		1,343
4.900%, 04/01/2044		8,861		8,863
4.550%, 09/01/2044		3,780		3,649
4.450%, 03/15/2043		560		535
4.450%, 01/15/2053		2,769		2,674
4.400%, 03/15/2042		2,825		2,679
4.375%, 09/01/2042		255		241
4.150%, 04/01/2045		6,375		5,825
4.050%, 06/15/2048		2,635		2,396
3.900%, 08/01/2046		1,400		1,235
3.300%, 09/15/2051		1,150		924
2.875%, 06/15/2052		4,245		3,131
Canadian National Railway
6.200%, 06/01/2036		6,610		7,548
4.500%, 11/07/2043		3,800		3,461
4.400%, 08/05/2052		2,100		2,009
Canadian Pacific Railway
6.125%, 09/15/2115		1,405		1,502
Caterpillar
4.750%, 05/15/2064		440		450
Crane Holdings
4.200%, 03/15/2048		775		614
CSX
4.500%, 11/15/2052		2,595		2,417
Cummins
2.600%, 09/01/2050		3,535		2,454
Deere
3.900%, 06/09/2042		2,155		2,012
3.750%, 04/15/2050		1,355		1,249
2.875%, 09/07/2049		1,795		1,400
Emerson Electric
2.800%, 12/21/2051		8,631		6,273
2.750%, 10/15/2050		820		594
FedEx
5.250%, 05/15/2050		1,160		1,147
GE Capital International Funding Unlimited
4.418%, 11/15/2035		5,043		4,768
General Dynamics
4.250%, 04/01/2040		2,510		2,415


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 04/01/2050	$	2,040	$	1,949
General Electric MTN
6.750%, 03/15/2032		658		745
Georgia-Pacific LLC
8.875%, 05/15/2031		475		610
7.250%, 06/01/2028		330		373
Lockheed Martin
4.700%, 05/15/2046		800		801
4.300%, 06/15/2062		1,876		1,752
4.090%, 09/15/2052		6,647		6,183
4.070%, 12/15/2042		5,770		5,361
2.800%, 06/15/2050		3,550		2,634
Nature Conservancy
3.957%, 03/01/2052		2,180		1,944
Norfolk Southern
5.100%, 08/01/2118		1,900		1,703
4.837%, 10/01/2041		2,600		2,542
4.050%, 08/15/2052		876		762
3.700%, 03/15/2053		500		409
Parker-Hannifin
4.100%, 03/01/2047		2,404		2,104
Raytheon Technologies
6.125%, 07/15/2038		295		326
4.625%, 11/16/2048		415		393
4.500%, 06/01/2042		4,490		4,253
3.750%, 11/01/2046		2,039		1,696
3.030%, 03/15/2052		150		109
Rockefeller Foundation
2.492%, 10/01/2050		3,020		2,149
Rockwell Automation
4.200%, 03/01/2049		740		686
Siemens Financieringsmaatschappij
3.300%, 09/15/2046 (A)		1,500		1,215
2.875%, 03/11/2041 (A)		5,485		4,256
Snap-on
4.100%, 03/01/2048		1,786		1,627
TTX
4.600%, 02/01/2049 (A)		1,642		1,555
Union Pacific
3.875%, 02/01/2055		2,090		1,788
3.839%, 03/20/2060		10,024		8,413
3.750%, 02/05/2070		1,200		959
3.500%, 02/14/2053		4,110		3,340
3.375%, 02/14/2042		730		614
2.973%, 09/16/2062		3,115		2,144
2.950%, 03/10/2052		14,142		10,375
Union Pacific MTN
3.550%, 08/15/2039		860		744
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA
4.150%, 08/25/2031		927		850


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
United Parcel Service
7.620%, 04/01/2030 (C)	$	710	$	852
6.200%, 01/15/2038		4,172		4,905
5.300%, 04/01/2050		3,560		3,965
5.200%, 04/01/2040		725		767
3.625%, 10/01/2042		1,195		1,052
US Airways Pass-Through Trust, Ser 2012-1, Cl A
5.900%, 10/01/2024		536		525
Waste Connections
2.950%, 01/15/2052		500		358
WW Grainger
4.600%, 06/15/2045		1,328		1,286
4.200%, 05/15/2047		2,738		2,491

				183,102

Information Technology — 9.0%
Analog Devices
2.950%, 10/01/2051		7,209		5,455
2.800%, 10/01/2041		4,380		3,415
Apple
4.650%, 02/23/2046		10,636		10,874
4.375%, 05/13/2045		13,013		12,746
3.850%, 05/04/2043		4,865		4,471
3.850%, 08/04/2046		14,142		12,856
3.750%, 09/12/2047		6,190		5,546
3.750%, 11/13/2047		155		140
3.450%, 02/09/2045		8,600		7,465
2.950%, 09/11/2049		20		16
2.850%, 08/05/2061		2,770		1,967
2.700%, 08/05/2051		3,165		2,322
2.650%, 05/11/2050		1,690		1,237
2.650%, 02/08/2051		9,365		6,853
2.550%, 08/20/2060		1,145		778
2.375%, 02/08/2041		1,415		1,064
Applied Materials
4.350%, 04/01/2047		2,239		2,169
Broadcom
3.137%, 11/15/2035 (A)		1,000		758
Cisco Systems
5.900%, 02/15/2039		3,985		4,518
5.500%, 01/15/2040		2,094		2,282
Deutsche Telekom International Finance
9.250%, 06/01/2032		2,192		2,890
Fidelity National Information Services
5.625%, 07/15/2052		870		861
Global Payments
5.950%, 08/15/2052		955		925
Intel
5.050%, 08/05/2062		1,570		1,515
4.900%, 08/05/2052		3,560		3,474
4.750%, 03/25/2050		1,195		1,138


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.600%, 03/25/2040	$	2,270	$	2,171
4.100%, 05/19/2046		2,319		2,052
4.100%, 05/11/2047		3,665		3,210
3.734%, 12/08/2047		10,970		8,934
3.250%, 11/15/2049		3,575		2,662
International Business Machines
4.250%, 05/15/2049		3,725		3,309
4.000%, 06/20/2042		1,740		1,500
KLA
4.950%, 07/15/2052		5,777		5,804
Kyndryl Holdings
4.100%, 10/15/2041 (A)		850		523
Lam Research
2.875%, 06/15/2050		1,673		1,236
Mastercard
3.950%, 02/26/2048		1,195		1,097
3.850%, 03/26/2050		7,326		6,636
3.650%, 06/01/2049		1,520		1,332
Microsoft
3.700%, 08/08/2046		3,493		3,216
3.500%, 02/12/2035		1,485		1,419
3.450%, 08/08/2036		2,080		1,957
3.041%, 03/17/2062		11,948		9,114
2.921%, 03/17/2052		20,674		16,263
2.675%, 06/01/2060		5,490		3,899
2.525%, 06/01/2050		24,907		18,128
NVIDIA
3.500%, 04/01/2040		2,785		2,392
3.500%, 04/01/2050		3,130		2,592
Oracle
4.375%, 05/15/2055		1,610		1,213
4.125%, 05/15/2045		2,570		1,920
4.000%, 07/15/2046		7,864		5,757
3.800%, 11/15/2037		4,215		3,273
3.600%, 04/01/2040		4,893		3,558
PayPal Holdings
5.250%, 06/01/2062		2,000		1,964
5.050%, 06/01/2052		1,200		1,169
3.250%, 06/01/2050		2,000		1,510
QUALCOMM
4.500%, 05/20/2052		2,315		2,241
4.300%, 05/20/2047		4,855		4,563
Salesforce
3.050%, 07/15/2061		4,315		3,115
2.900%, 07/15/2051		1,330		982
2.700%, 07/15/2041		1,670		1,273
Texas Instruments
4.150%, 05/15/2048		5,652		5,384
4.100%, 08/16/2052		4,110		3,926
TSMC Arizona
4.500%, 04/22/2052		465		454
3.250%, 10/25/2051		2,890		2,304


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Visa
4.300%, 12/14/2045	$	9,085	$	8,732
4.150%, 12/14/2035		1,020		1,011
2.700%, 04/15/2040		895		715
2.000%, 08/15/2050		5,410		3,506

				255,751

Materials — 0.9%
Barrick Gold
5.250%, 04/01/2042		280		273
Barrick North America Finance LLC
5.750%, 05/01/2043		1,570		1,617
Barrick PD Australia Finance Pty
5.950%, 10/15/2039		1,245		1,305
BHP Billiton Finance USA
6.420%, 03/01/2026		1,320		1,408
5.000%, 09/30/2043		5,220		5,286
Ecolab
2.750%, 08/18/2055		2,757		1,931
2.700%, 12/15/2051		9,410		6,667
International Flavors and Fragrances
5.000%, 09/26/2048		360		330
3.468%, 12/01/2050 (A)		870		638
International Paper
8.700%, 06/15/2038		1,000		1,254
Packaging Corp of America
3.050%, 10/01/2051		440		311
Rio Tinto Finance USA
5.200%, 11/02/2040		2,502		2,612
2.750%, 11/02/2051		3,650		2,635
Vale Overseas
6.875%, 11/21/2036		1,150		1,194

				27,461

Real Estate — 1.1%
Alexandria Real Estate Equities
4.850%, 04/15/2049		210		194
3.550%, 03/15/2052		540		409
American Homes 4 Rent
4.300%, 04/15/2052		770		621
3.375%, 07/15/2051		300		205
AvalonBay Communities MTN
4.350%, 04/15/2048		220		200
4.150%, 07/01/2047		1,200		1,071
Crown Castle
4.150%, 07/01/2050		500		416
Crown Castle Towers LLC
3.663%, 05/15/2025 (A)		2,585		2,553
ERP Operating
4.500%, 06/01/2045		900		829
Kilroy Realty
2.650%, 11/15/2033		455		346


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mid-America Apartments
2.875%, 09/15/2051	$	4,672	$	3,248
Nationwide Health Properties MTN
6.900%, 10/01/2037		1,600		1,642
Prologis
3.000%, 04/15/2050		65		50
2.125%, 10/15/2050		1,080		685
Realty Income
4.650%, 03/15/2047		1,355		1,294
1.800%, 03/15/2033		1,540		1,171
Regency Centers
4.650%, 03/15/2049		1,286		1,137
4.400%, 02/01/2047		455		392
Scentre Group Trust 2
5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.685%, 09/24/2080 (A)(B)		1,880		1,614
4.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.379%, 09/24/2080 (A)(B)		1,250		1,155
Simon Property Group LP
6.750%, 02/01/2040		2,365		2,662
4.250%, 11/30/2046		2,255		1,973
3.800%, 07/15/2050		3,390		2,753
3.250%, 09/13/2049		2,330		1,690
Ventas Realty
5.700%, 09/30/2043		850		852
VICI Properties
5.625%, 05/15/2052		1,220		1,128
Welltower
5.125%, 03/15/2043		1,085		1,013
Weyerhaeuser
4.000%, 03/09/2052		1,020		833

				32,136

Utilities — 16.3%
AEP Texas
4.150%, 05/01/2049		2,150		1,810
AEP Transmission LLC
4.000%, 12/01/2046		5,703		4,986
3.800%, 06/15/2049		1,895		1,603
3.650%, 04/01/2050		1,415		1,165
2.750%, 08/15/2051		405		283
Alabama Power
5.500%, 03/15/2041		648		662
5.200%, 06/01/2041		155		156
4.300%, 07/15/2048		1,450		1,319
3.850%, 12/01/2042		3,767		3,250
3.700%, 12/01/2047		1,500		1,246
Ameren Illinois
3.700%, 12/01/2047		4,435		3,766
3.250%, 03/15/2050		50		39


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.900%, 06/15/2051	$	3,724	$	2,697
American Transmission Systems
5.000%, 09/01/2044 (A)		400		388
American Water Capital
4.150%, 06/01/2049		190		169
3.750%, 09/01/2047		1,675		1,407
Appalachian Power
6.700%, 08/15/2037		50		55
5.800%, 10/01/2035		125		129
4.500%, 03/01/2049		700		623
Arizona Public Service
5.050%, 09/01/2041		50		47
4.500%, 04/01/2042		12		10
4.350%, 11/15/2045		1,735		1,482
4.250%, 03/01/2049		450		383
4.200%, 08/15/2048		1,200		1,006
Atmos Energy
4.125%, 10/15/2044		2,805		2,466
Avista
4.350%, 06/01/2048		1,385		1,272
4.000%, 04/01/2052		4,540		4,030
Baltimore Gas and Electric
5.200%, 06/15/2033		1,195		1,219
3.500%, 08/15/2046		4,995		4,104
2.900%, 06/15/2050		1,055		773
2.250%, 06/15/2031		2,760		2,337
Berkshire Hathaway Energy
4.600%, 05/01/2053 (A)		2,590		2,467
4.450%, 01/15/2049		2,705		2,517
4.250%, 10/15/2050		4,855		4,439
3.800%, 07/15/2048		10,040		8,475
Black Hills
4.200%, 09/15/2046		1,135		940
Boston Gas
4.487%, 02/15/2042 (A)		250		220
Brooklyn Union Gas
4.273%, 03/15/2048 (A)		2,050		1,638
CenterPoint Energy Houston Electric LLC
4.500%, 04/01/2044		500		476
4.250%, 02/01/2049		1,760		1,645
3.950%, 03/01/2048		500		446
3.600%, 03/01/2052		760		642
3.350%, 04/01/2051		695		562
2.900%, 07/01/2050		875		644
Commonwealth Edison
4.700%, 01/15/2044		6,023		5,830
4.600%, 08/15/2043		2,070		1,978
4.000%, 03/01/2048		2,515		2,253
4.000%, 03/01/2049		1,150		1,021
3.750%, 08/15/2047		2,665		2,288
3.700%, 03/01/2045		6,675		5,583
3.125%, 03/15/2051		3,710		2,840


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Connecticut Light & Power
4.150%, 06/01/2045	$	3,015	$	2,807
4.000%, 04/01/2048		2,712		2,455
Consolidated Edison of New York
6.750%, 04/01/2038		1,915		2,189
6.200%, 06/15/2036		65		72
5.700%, 06/15/2040		40		42
4.500%, 05/15/2058		930		839
4.450%, 03/15/2044		375		348
3.950%, 03/01/2043		6,265		5,383
3.875%, 06/15/2047		3,073		2,585
3.850%, 06/15/2046		3,427		2,876
3.700%, 11/15/2059		850		666
3.000%, 12/01/2060		1,700		1,153
Consumers Energy
4.350%, 04/15/2049		4,823		4,554
4.200%, 09/01/2052		790		735
3.500%, 08/01/2051		2,200		1,817
2.500%, 05/01/2060		600		381
Dominion Energy
5.250%, 08/01/2033		20		20
4.600%, 03/15/2049		1,754		1,625
Dominion Energy South Carolina
5.100%, 06/01/2065		1,215		1,240
DTE Electric
3.950%, 06/15/2042		80		70
3.700%, 03/15/2045		4,340		3,672
3.650%, 03/01/2052		1,480		1,262
Duke Energy
5.000%, 08/15/2052		565		536
Duke Energy Carolinas LLC
6.450%, 10/15/2032		110		123
6.050%, 04/15/2038		2,285		2,536
6.000%, 01/15/2038		2,166		2,394
5.300%, 02/15/2040		6,675		6,904
4.250%, 12/15/2041		6,590		6,046
4.000%, 09/30/2042		11,230		9,928
3.875%, 03/15/2046		1,570		1,365
3.550%, 03/15/2052		670		552
Duke Energy Florida LLC
6.400%, 06/15/2038		2,350		2,711
3.400%, 10/01/2046		2,000		1,591
Duke Energy Florida Project Finance LLC
3.112%, 09/01/2036		4,040		3,489
Duke Energy Indiana LLC
6.450%, 04/01/2039		4,275		4,819
6.350%, 08/15/2038		1,505		1,732
4.900%, 07/15/2043		805		764
3.750%, 05/15/2046		750		624
3.250%, 10/01/2049		3,110		2,386
2.750%, 04/01/2050		1,885		1,315


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Duke Energy Ohio
4.300%, 02/01/2049	$	630	$	569
2.125%, 06/01/2030		825		695
Duke Energy Progress LLC
4.375%, 03/30/2044		2,880		2,656
4.200%, 08/15/2045		3,455		3,107
4.150%, 12/01/2044		975		869
4.100%, 03/15/2043		860		767
3.600%, 09/15/2047		1,850		1,533
East Ohio Gas
3.000%, 06/15/2050 (A)		1,335		949
Electricite de France
6.000%, 01/22/2114 (A)		695		661
5.000%, 09/21/2048 (A)		2,215		1,931
Elm Road Generating Station Supercritical
5.848%, 01/19/2041 (A)		1,000		1,055
Entergy Arkansas LLC
4.200%, 04/01/2049		1,660		1,511
3.350%, 06/15/2052		2,760		2,146
Entergy Louisiana LLC
4.200%, 09/01/2048		1,740		1,559
4.200%, 04/01/2050		1,445		1,294
4.000%, 03/15/2033		1,225		1,162
3.100%, 06/15/2041		3,360		2,648
2.900%, 03/15/2051		3,825		2,744
Entergy Texas
3.550%, 09/30/2049		1,355		1,063
Essential Utilities
5.300%, 05/01/2052		700		701
4.276%, 05/01/2049		1,045		901
Evergy Kansas Central
3.450%, 04/15/2050		930		741
Evergy Metro
5.300%, 10/01/2041		150		152
4.200%, 06/15/2047		500		445
4.200%, 03/15/2048		1,000		889
Exelon
4.950%, 06/15/2035		1,370		1,341
4.700%, 04/15/2050		700		658
4.100%, 03/15/2052 (A)		400		346
Florida Power & Light
5.960%, 04/01/2039		2,245		2,525
5.690%, 03/01/2040		4,978		5,434
5.650%, 02/01/2037		1,000		1,081
4.050%, 06/01/2042		2,960		2,722
4.050%, 10/01/2044		2,715		2,476
3.950%, 03/01/2048		2,930		2,665
3.800%, 12/15/2042		3,605		3,218
3.700%, 12/01/2047		1,900		1,660
2.450%, 02/03/2032		4,735		4,110
Georgia Power
4.300%, 03/15/2042		6,850		6,088


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.300%, 03/15/2043	$	2,265	$	1,999
3.700%, 01/30/2050		3,230		2,578
Gulf Power
4.550%, 10/01/2044		700		661
Idaho Power
4.200%, 03/01/2048		1,560		1,398
Indiana Michigan Power
4.550%, 03/15/2046		780		715
4.250%, 08/15/2048		1,050		913
Indianapolis Power & Light
4.650%, 06/01/2043 (A)		1,750		1,615
International Transmission
4.625%, 08/15/2043		2,525		2,283
Jersey Central Power & Light
6.150%, 06/01/2037		775		800
John Sevier Combined Cycle Generation
4.626%, 01/15/2042		4,137		4,090
Kentucky Utilities
3.300%, 06/01/2050		710		554
KeySpan Gas East
5.819%, 04/01/2041 (A)		2,117		2,129
MidAmerican Energy
4.800%, 09/15/2043		5,260		5,165
4.400%, 10/15/2044		5,190		4,896
4.250%, 05/01/2046		1,925		1,777
3.950%, 08/01/2047		540		476
3.650%, 08/01/2048		3,075		2,585
3.150%, 04/15/2050		2,025		1,574
MidAmerican Energy MTN
5.800%, 10/15/2036		635		697
5.750%, 11/01/2035		640		698
Narragansett Electric
4.170%, 12/10/2042 (A)		1,000		860
Niagara Mohawk Power
4.278%, 10/01/2034 (A)		2,303		2,142
4.119%, 11/28/2042 (A)		2,000		1,699
NiSource
5.800%, 02/01/2042		900		898
Northern States Power
6.250%, 06/01/2036		5,255		6,037
6.200%, 07/01/2037		4,450		5,083
4.500%, 06/01/2052		1,195		1,160
3.600%, 05/15/2046		500		424
3.400%, 08/15/2042		214		179
3.200%, 04/01/2052		775		606
2.250%, 04/01/2031		810		702
NSTAR Electric
4.550%, 06/01/2052		955		934
3.100%, 06/01/2051		2,625		1,986
Oglethorpe Power
5.375%, 11/01/2040		1,855		1,806
5.250%, 09/01/2050		835		782


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 04/01/2047 (A)	$	1,180	$	1,015
4.250%, 04/01/2046		1,320		1,078
4.200%, 12/01/2042		2,920		2,353
Ohio Edison
8.250%, 10/15/2038		655		835
Oncor Electric Delivery LLC
5.350%, 10/01/2052		761		821
5.300%, 06/01/2042		384		405
5.250%, 09/30/2040		3,696		3,885
4.600%, 06/01/2052 (A)		400		393
4.550%, 12/01/2041		3,790		3,654
4.100%, 11/15/2048		750		683
3.800%, 06/01/2049		4,650		4,064
3.700%, 05/15/2050		1,500		1,285
3.100%, 09/15/2049		70		54
2.700%, 11/15/2051		2,090		1,492
Pacific Gas and Electric
4.450%, 04/15/2042		1,465		1,111
4.200%, 06/01/2041		505		375
3.750%, 08/15/2042		95		66
PacifiCorp
6.250%, 10/15/2037		3,760		4,123
6.000%, 01/15/2039		4,930		5,342
4.100%, 02/01/2042		1,980		1,718
3.300%, 03/15/2051		820		634
2.900%, 06/15/2052		2,210		1,594
PECO Energy
4.800%, 10/15/2043		1,505		1,429
4.600%, 05/15/2052		1,300		1,279
3.050%, 03/15/2051		1,919		1,446
Pennsylvania Electric
6.150%, 10/01/2038		100		107
Piedmont Natural Gas
4.650%, 08/01/2043		1,330		1,203
3.640%, 11/01/2046		1,300		1,009
PPL Electric Utilities
4.750%, 07/15/2043		3,600		3,517
4.125%, 06/15/2044		1,925		1,716
3.950%, 06/01/2047		2,425		2,148
Public Service Electric and Gas MTN
4.150%, 11/01/2045		2,106		1,863
4.050%, 05/01/2048		2,176		1,961
4.000%, 06/01/2044		945		810
3.800%, 03/01/2046		900		775
3.650%, 09/01/2042		1,250		1,062
3.600%, 12/01/2047		3,720		3,111
3.200%, 08/01/2049		3,735		2,920
Public Service of Colorado
6.500%, 08/01/2038		40		47
6.250%, 09/01/2037		1,200		1,388
4.750%, 08/15/2041		40		38
4.500%, 06/01/2052		3,250		3,155


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.300%, 03/15/2044	$	1,425	$	1,307
4.100%, 06/15/2048		475		429
4.050%, 09/15/2049		1,455		1,290
3.950%, 03/15/2043		4,325		3,646
3.200%, 03/01/2050		1,150		906
Public Service of New Hampshire
3.600%, 07/01/2049		1,690		1,414
Puget Sound Energy
5.795%, 03/15/2040		130		138
4.223%, 06/15/2048		2,470		2,203
2.893%, 09/15/2051		2,315		1,650
San Diego Gas & Electric
6.000%, 06/01/2026		340		360
4.100%, 06/15/2049		1,340		1,185
3.750%, 06/01/2047		2,380		2,008
3.320%, 04/15/2050		4,639		3,619
Sempra Energy
4.000%, 02/01/2048		1,022		856
Southern California Edison
5.950%, 02/01/2038		280		290
4.650%, 10/01/2043		2,480		2,244
4.125%, 03/01/2048		4,265		3,546
4.050%, 03/15/2042		5,355		4,462
4.000%, 04/01/2047		2,650		2,146
3.650%, 02/01/2050		335		256
Southern California Gas
4.300%, 01/15/2049		1,200		1,071
4.125%, 06/01/2048		2,865		2,472
3.750%, 09/15/2042		2,370		1,980
Southern Gas Capital
4.400%, 06/01/2043		825		715
4.400%, 05/30/2047		50		43
3.950%, 10/01/2046		800		638
Southwest Gas
3.180%, 08/15/2051		1,065		722
Southwestern Electric Power
6.200%, 03/15/2040		1,204		1,277
3.850%, 02/01/2048		3,860		3,074
Southwestern Public Service
5.150%, 06/01/2052		440		436
4.500%, 08/15/2041		8,995		8,453
3.700%, 08/15/2047		1,060		861
Tampa Electric
4.350%, 05/15/2044		1,225		1,107
3.625%, 06/15/2050		1,629		1,329
3.450%, 03/15/2051		600		481
Tucson Electric Power
4.850%, 12/01/2048		1,850		1,781
4.000%, 06/15/2050		225		188
3.250%, 05/01/2051		1,500		1,095
Virginia Electric and Power
8.875%, 11/15/2038		1,982		2,779


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.350%, 11/30/2037	$	2,435	$	2,742
4.650%, 08/15/2043		5,290		5,030
4.600%, 12/01/2048		3,310		3,144
4.450%, 02/15/2044		4,950		4,580
4.000%, 01/15/2043		300		267
4.000%, 11/15/2046		1,108		972
2.950%, 11/15/2051		400		296
2.450%, 12/15/2050		540		363
Wisconsin Electric Power
3.650%, 12/15/2042		2,310		1,839
Wisconsin Power & Light
4.100%, 10/15/2044		325		273
3.650%, 04/01/2050		360		296
Wisconsin Public Service
2.850%, 12/01/2051		800		582
Xcel Energy
4.800%, 09/15/2041		1,907		1,768

				462,938

Total Corporate Obligations
(Cost $2,886,899) ($ Thousands)				2,471,899



U.S. TREASURY OBLIGATIONS — 6.3%
U.S. Treasury Bills
2.846%, 01/26/2023 (D)		970		958
U.S. Treasury Bonds
3.375%, 08/15/2042		46,480		45,354
3.250%, 05/15/2042		17,860		17,084
3.000%, 08/15/2052		11,310		10,722
2.875%, 05/15/2052		32,500		29,951
2.375%, 02/15/2042		31,177		25,843
2.250%, 02/15/2052		26,489		21,158
1.875%, 11/15/2051		11,305		8,232
1.750%, 08/15/2041		3,140		2,333
U.S. Treasury Inflation-Protected Securities
1.000%, 02/15/2049		1,990		1,942
U.S. Treasury Notes
2.750%, 08/15/2032		12,510		12,068
1.875%, 02/15/2032		3,343		2,989

Total U.S. Treasury Obligations
(Cost $184,070) ($ Thousands)				178,634

MUNICIPAL BONDS — 5.8%
Alabama — 0.0%
Alabama State, Federal Aid Highway Finance Authority, Ser B, RB
2.650%, 09/01/2037		1,075		856


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
California — 2.6%
Bay Area, Toll Authority, Build America Project, RB
6.263%, 04/01/2049	$	2,545	$	3,114
California State University, Ser B, RB
3.899%, 11/01/2047		2,375		2,194
2.719%, 11/01/2052		890		661
California State, Build America Project, GO
7.625%, 03/01/2040		870		1,152
7.600%, 11/01/2040		385		520
7.550%, 04/01/2039		1,535		2,039
7.500%, 04/01/2034		14,945		19,077
7.300%, 10/01/2039		9,875		12,551
California State, Health Facilities Financing Authority, RB
4.353%, 06/01/2041		1,975		1,861
3.000%, 08/15/2051		390		299
East Bay, Municipal Utility District Water System Revenue, RB
5.874%, 06/01/2040		1,255		1,447
Los Angeles County, Metropolitan Transportation Authority, RB
5.735%, 06/01/2039		960		1,060
Los Angeles, Community College District, Build America Project, GO
6.750%, 08/01/2049		1,025		1,370
Los Angeles, Community College District, Ser D, GO
6.680%, 08/01/2036		500		611
Los Angeles, Department of Airports, RB
3.887%, 05/15/2038		1,430		1,297
Los Angeles, Department of Water & Power, RB
5.716%, 07/01/2039		1,510		1,732
Los Angeles, Unified School District, Build America Project, GO
5.750%, 07/01/2034		1,785		1,946
Los Angeles, Unified School District, Build America Project, Ser RY, GO
6.758%, 07/01/2034		3,950		4,610
Regents of the University of California Medical Center, RB
4.563%, 05/15/2053		2,395		2,366
Regents of the University of California Medical Center, Ser N, RB
3.256%, 05/15/2060		1,995		1,469
3.006%, 05/15/2050		2,005		1,483
San Diego County, Water Authority, Build America Project, RB
6.138%, 05/01/2049		1,000		1,199


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
San Francisco Bay Area, Rapid Transit District, GO
3.000%, 08/01/2049	$	665	$	532
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB
6.000%, 11/01/2040		1,000		1,128
San Francisco, Public Utilities Commission, Water Revenue, Ser E, RB
2.825%, 11/01/2041		835		657
San Jose, Redevelopment Agency, Ser A-T, TA
3.375%, 08/01/2034		1,250		1,135
University of California, RB
5.946%, 05/15/2045		3,000		3,435
University of California, Ser AP, RB
3.931%, 05/15/2045		950		881
University of California, Ser AQ, RB
4.767%, 05/15/2115		1,076		978
University of California, Ser J, RB
4.131%, 05/15/2045		1,000		928
				73,732
District of Columbia — 0.0%
District of Columbia, Water & Sewer Authority, RB
4.814%, 10/01/2114		530		506
Florida — 0.0%
Florida State, Board of Administration Finance, Ser A, RB
2.154%, 07/01/2030		1,369		1,171
Georgia — 0.1%
Georgia State, Municipal Electric Authority, Build America Project, RB
7.055%, 04/01/2057		2,016		2,195
6.637%, 04/01/2057		136		156
				2,351
Illinois — 0.1%
Greater Chicago, Metropolitan Water Reclamation District, GO
5.720%, 12/01/2038		3,205		3,687
Kansas — 0.1%
Kansas State, Development Finance Authority, Ser H, RB
4.727%, 04/15/2037		2,890		2,908


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Maryland — 0.0%
Baltimore, Revenue Authority, Water Project, Ser B, RB
2.814%, 07/01/2040	$	890	$	717


Massachusetts — 0.2%
Massachusetts State, Build America Project, GO
5.456%, 12/01/2039		3,085		3,385
Massachusetts State, Educational Financing Authority, Ser A, RB
3.105%, 07/01/2030		1,695		1,508
Massachusetts State, School Building Authority, Sub-Ser A, RB
2.500%, 02/15/2037		1,120		899

				5,792

Michigan — 0.1%
University of Michigan, Ser B, RB
3.504%, 04/01/2052		1,030		889
University of Michigan, Ser C, RB
3.599%, 04/01/2047		2,525		2,301

				3,190

Missouri — 0.0%
Missouri State, Health & Educational Facilities Authority, Ser A, RB
3.685%, 02/15/2047		675		569


New Jersey — 0.1%
New Jersey State, Turnpike Authority, Build America Project, RB
7.102%, 01/01/2041		2,460		3,108
New Jersey State, Turnpike Authority, Ser F, RB
3.729%, 01/01/2036		1,000		913

				4,021

New York — 1.2%
New York & New Jersey, Port Authority, RB
4.926%, 10/01/2051		245		256
4.458%, 10/01/2062		2,690		2,600
New York & New Jersey, Port Authority, Ser 181, RB
4.960%, 08/01/2046		465		484
New York City, Build America Project, GO
5.985%, 12/01/2036		1,340		1,495
New York City, Municipal Water Finance Authority, Build America Project, RB
6.011%, 06/15/2042		750		891
5.882%, 06/15/2044		500		592
5.724%, 06/15/2042		3,720		4,285
5.440%, 06/15/2043		3,000		3,372


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, RB
5.572%, 11/01/2038	$	2,475	$	2,677
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
5.767%, 08/01/2036		3,820		4,138
5.508%, 08/01/2037		1,890		2,048
New York State Dormitory Authority, RB
5.628%, 03/15/2039		1,385		1,514
New York State, Dormitory Authority, Ser F, RB
3.110%, 02/15/2039		4,220		3,640
New York State, Urban Development, RB
5.770%, 03/15/2039		1,970		2,132
New York State, Urban Development, Ser B, RB
2.590%, 03/15/2035		810		664

				30,788

Ohio — 0.2%
JobsOhio Beverage System, Ser A, RB
2.833%, 01/01/2038		460		383
Ohio State University, Build America Project, GO
4.910%, 06/01/2040		2,265		2,451
Ohio State University, Ser A, RB
4.048%, 12/01/2056		1,650		1,517
Ohio State, Hospital Facilities Revenue Authority, Cleveland Clinic, RB
3.700%, 01/01/2043		970		849

				5,200

Pennsylvania — 0.1%
Pennsylvania State, Financing Authority, Ser A, RB
4.144%, 06/01/2038		2,865		2,744


Texas — 0.9%
Dallas County, Hospital District, Build America Project, Ser C, GO
5.621%, 08/15/2044		2,250		2,484
Dallas Fort Worth, International Airport, Ser A, RB
2.994%, 11/01/2038		4,095		3,528
Grand Parkway, Transportation Corp, Ser E, RB
5.184%, 10/01/2042		325		348
Houston, GO
3.961%, 03/01/2047		1,500		1,400


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
North Texas, Tollway Authority, Build America Project, RB
6.718%, 01/01/2049	$	315	$	405
North Texas, Tollway Authority, RB
3.079%, 01/01/2042		1,170		911
San Antonio, Electric & Gas Systems Revenue, RB
5.808%, 02/01/2041		2,800		3,218
Texas State, Build America Project, GO
5.517%, 04/01/2039		3,925		4,420
University of Texas, Build America Bonds, RB
5.262%, 07/01/2039		4,540		4,995
University of Texas, Ser B, RB
2.439%, 08/15/2049		2,220		1,569

				23,278

Virginia — 0.0%
Virginia Commonwealth University, Health System Authority, Ser A, RB
4.956%, 01/01/2044		475		480


Washington — 0.1%
Washington State, Build America Project, GO
5.140%, 08/01/2040		2,495		2,733



Total Municipal Bonds
(Cost $181,197) ($ Thousands)				164,723



SOVEREIGN DEBT — 0.4%

Airport Authority
3.500%, 01/12/2062(A)		1,340		1,065
Chile Government International Bond
3.500%, 01/25/2050		1,930		1,417
3.100%, 05/07/2041		4,930		3,609
Indonesia Government International Bond
3.700%, 10/30/2049		1,530		1,258
Israel Government International Bond
4.125%, 01/17/2048		1,190		1,127
3.875%, 07/03/2050		3,150		2,847
Mexico Government International Bond MTN
5.750%, 10/12/2110		285		243
4.750%, 03/08/2044		490		415

Total Sovereign Debt
(Cost $15,473) ($ Thousands)				11,981


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITY — 0.1%
Other Asset-Backed Security — 0.1%

American Tower Trust I, Ser 2013-13, Cl 2A
3.070%, 03/15/2048 (A)	$	2,774	$	2,759


Total Asset-Backed Security
(Cost $2,707) ($ Thousands)				2,759

	Shares
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		30,980,443		30,980

Total Cash Equivalent
(Cost $30,980) ($ Thousands)				30,980


Total Investments in Securities — 100.6%
(Cost $3,301,326) ($ Thousands)			$	2,860,976

The list of open futures contracts held by the Fund at August 31, 2022, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $2,843,430 ($ Thousands).
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
(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 August 31, 2022, the value of these securities amounted to $222,973 ($ Thousands), representing 7.8% of the Net Assets of the Fund.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(D)	Interest rate represents the security's effective yield at the time of purchase.

Cl — Class

DAC — Designated Activity Company

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

The following is a summary of the level of inputs used as of August 31, 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

–

2,471,899

–

2,471,899

U.S. Treasury Obligations

–

178,634

–

178,634

Municipal Bonds

–

164,723

–

164,723

Sovereign Debt

–

11,981

–

11,981

Asset-Backed Security

–

2,759

–

2,759

Cash Equivalent

30,980

–

30,980

Total Investments in Securities

30,980

2,829,996

–

2,860,976

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts *
Unrealized Appreciation		288			—			—		288
Unrealized Depreciation		(962	)		—			—		(962	)
Centrally Cleared Swaps
Interest Rate Swaps *
Unrealized Appreciation		—			769			—		769
Unrealized Depreciation		—			(1,844	)		—		(1,844	)
Total Other Financial Instruments		(674	)		(1,075	)		—		(1,749	)

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

For information on 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 Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 37.5%
Communication Services — 1.9%
AT&T
2.635%, SOFRINDX + 0.640%, 03/25/2024 (A)	$	1,570	$	1,560
Magallanes
3.428%, 03/15/2024 (B)		1,320		1,291
NTT Finance
0.373%, 03/03/2023 (B)		2,545		2,505
Take-Two Interactive Software
3.300%, 03/28/2024		550		542
Verizon Communications
2.724%, SOFRINDX + 0.790%, 03/20/2026 (A)		1,200		1,178
2.455%, SOFRINDX + 0.500%, 03/22/2024 (A)		1,200		1,191

				8,267

Consumer Discretionary — 3.8%
7-Eleven
0.625%, 02/10/2023 (B)		4,295		4,231
Daimler Trucks Finance North America LLC
3.068%, U.S. SOFR + 1.000%, 04/05/2024 (A)(B)		750		747
2.633%, U.S. SOFR + 0.750%, 12/13/2024 (A)(B)		1,125		1,112
General Motors Financial
4.250%, 05/15/2023		800		800
2.789%, U.S. SOFR + 0.620%, 10/15/2024 (A)		4,410		4,303
2.525%, U.S. SOFR + 0.760%, 03/08/2024 (A)		1,000		985
1.200%, 10/15/2024		750		701
Hyatt Hotels
1.300%, 10/01/2023		340		330
Hyundai Capital America MTN
0.800%, 04/03/2023 (B)		1,445		1,415
Nordstrom
2.300%, 04/08/2024		530		498
Volkswagen Group of America Finance LLC
3.125%, 05/12/2023 (B)		1,600		1,591

				16,713

Consumer Staples — 1.9%
Conagra Brands
0.500%, 08/11/2023		675		653
Constellation Brands
3.600%, 05/09/2024		550		545
GSK Consumer Healthcare Capital US LLC
3.024%, 03/24/2024 (B)		735		719
JDE Peet's
0.800%, 09/24/2024 (B)		1,000		922


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Keurig Dr Pepper
0.750%, 03/15/2024	$	2,215	$	2,105
SSM Health Care
3.688%, 06/01/2023		1,295		1,292
Takeda Pharmaceutical
4.400%, 11/26/2023		2,010		2,013

				8,249

Energy — 1.9%
ConocoPhillips
2.400%, 12/15/2022		915		912
Enbridge
2.925%, SOFRINDX + 0.630%, 02/16/2024 (A)		1,400		1,389
2.695%, U.S. SOFR + 0.400%, 02/17/2023 (A)		1,665		1,660
Pioneer Natural Resources
0.550%, 05/15/2023		1,635		1,596
Saudi Arabian Oil
1.250%, 11/24/2023 (B)		200		193
Saudi Arabian Oil MTN
2.875%, 04/16/2024 (B)		1,895		1,857
Southern Natural Gas LLC
0.625%, 04/28/2023 (B)		695		678

				8,285

Financials — 15.6%
American Express
3.950%, 08/01/2025		350		347
0.750%, 11/03/2023		2,700		2,609
Aon
2.200%, 11/15/2022		55		55
Athene Global Funding
2.996%, SOFRINDX + 0.700%, 05/24/2024 (A)(B)		1,820		1,783
2.818%, SOFRINDX + 0.715%, 01/07/2025 (A)(B)		800		775
Banco Santander
3.892%, 05/24/2024		600		594
Bank of America
2.954%, U.S. SOFR + 0.660%, 02/04/2025 (A)		950		939
2.934%, U.S. SOFR + 0.690%, 04/22/2025 (A)		1,600		1,573
Bank of America MTN
3.342%, BSBY3M + 0.430%, 05/28/2024 (A)		1,350		1,336
1.486%, U.S. SOFR + 1.460%, 05/19/2024 (A)		475		465
Bank of Montreal MTN
2.582%, SOFRINDX + 0.465%, 01/10/2025 (A)		800		786


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.503%, SOFRINDX + 0.620%, 09/15/2026 (A)	$	1,350	$	1,305
Bank of Nova Scotia
2.665%, U.S. SOFR + 0.380%, 07/31/2024 (A)		1,375		1,355
2.433%, SOFRINDX + 0.550%, 09/15/2023 (A)		1,165		1,161
1.950%, 02/01/2023		2,220		2,206
Banque Federative du Credit Mutuel
4.524%, 07/13/2025 (B)		475		473
Brighthouse Financial Global Funding MTN
2.886%, U.S. SOFR + 0.760%, 04/12/2024 (A)(B)		1,080		1,068
Canadian Imperial Bank of Commerce
2.597%, SOFRINDX + 0.420%, 10/18/2024 (A)		825		812
2.242%, SOFRINDX + 0.400%, 12/14/2023 (A)		2,230		2,216
Capital One Financial
4.985%, U.S. SOFR + 2.160%, 07/24/2026 (A)		250		250
2.987%, U.S. SOFR + 0.690%, 12/06/2024 (A)		800		779
Charles Schwab
2.430%, SOFRINDX + 0.500%, 03/18/2024 (A)		1,000		995
Citigroup
2.963%, U.S. SOFR + 0.669%, 05/01/2025 (A)		800		786
2.929%, U.S. SOFR + 0.694%, 01/25/2026 (A)		650		634
Citizens Bank
4.119%, U.S. SOFR + 1.395%, 05/23/2025 (A)		400		396
CNA Financial
7.250%, 11/15/2023		500		518
Commonwealth Bank of Australia
2.403%, U.S. SOFR + 0.520%, 06/15/2026 (A)(B)		850		836
Corebridge Financial
3.500%, 04/04/2025 (B)		385		371
Credit Suisse NY
2.684%, SOFRINDX + 0.390%, 02/02/2024 (A)		3,855		3,785
0.520%, 08/09/2023		1,375		1,325
Deutsche Bank NY
3.514%, U.S. SOFR + 1.219%, 11/16/2027 (A)		1,100		1,015
2.794%, U.S. SOFR + 0.500%, 11/08/2023 (A)		1,150		1,142
Discover Bank
3.350%, 02/06/2023		2,580		2,573


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DNB Bank
2.968%, SOFRINDX + 0.810%, 03/28/2025 (A)(B)	$	450	$	439
GA Global Funding Trust
2.315%, U.S. SOFR + 0.500%, 09/13/2024 (A)(B)		3,525		3,431
Goldman Sachs Group
3.200%, 02/23/2023		1,730		1,727
2.935%, U.S. SOFR + 0.700%, 01/24/2025 (A)		800		786
2.299%, U.S. SOFR + 0.500%, 09/10/2024 (A)		550		542
0.627%, U.S. SOFR + 0.538%, 11/17/2023 (A)		895		888
HSBC Bank Canada
0.950%, 05/14/2023 (B)		2,000		1,961
HSBC Holdings
3.600%, 05/25/2023		1,315		1,313
HSBC Holdings PLC
2.875%, U.S. SOFR + 0.580%, 11/22/2024 (A)		825		807
Huntington National Bank
4.008%, U.S. SOFR + 1.205%, 05/16/2025 (A)		345		343
Jackson Financial
1.125%, 11/22/2023 (B)		825		793
JPMorgan Chase
3.112%, U.S. SOFR + 0.885%, 04/22/2027 (A)		1,600		1,558
KeyCorp MTN
3.878%, U.S. SOFR + 1.250%, 05/23/2025 (A)		470		466
Macquarie Group MTN
2.871%, U.S. SOFR + 0.710%, 10/14/2025 (A)(B)		825		807
Mitsubishi UFJ Financial Group
4.788%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.700%, 07/18/2025 (A)		600		602
Mizuho Financial Group
3.627%, ICE LIBOR USD 3 Month + 0.630%, 05/25/2024 (A)		1,200		1,195
Morgan Stanley
3.620%, U.S. SOFR + 1.160%, 04/17/2025 (A)		550		542
Morgan Stanley MTN
3.750%, 02/25/2023		2,935		2,938
Nationwide Building Society
2.000%, 01/27/2023 (B)		600		595
0.550%, 01/22/2024 (B)		750		711


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NatWest Markets
2.824%, U.S. SOFR + 0.530%, 08/12/2024 (A)(B)	$	1,265	$	1,250
Principal Life Global Funding II
2.676%, U.S. SOFR + 0.380%, 08/23/2024 (A)(B)		900		891
2.576%, U.S. SOFR + 0.450%, 04/12/2024 (A)(B)		430		426
Protective Life Global Funding
1.082%, 06/09/2023 (B)		610		597
Societe Generale
4.351%, 06/13/2025 (B)		525		521
3.268%, U.S. SOFR + 1.050%, 01/21/2026 (A)(B)		800		776
Sumitomo Mitsui Trust Bank MTN
2.282%, U.S. SOFR + 0.440%, 09/16/2024 (A)(B)		1,000		987
Toronto-Dominion Bank MTN
2.748%, U.S. SOFR + 0.480%, 01/27/2023 (A)		1,074		1,074
2.389%, U.S. SOFR + 0.590%, 09/10/2026 (A)		850		819
Truist Financial MTN
2.182%, U.S. SOFR + 0.400%, 06/09/2025 (A)		900		882
UBS AG/London
0.700%, 08/09/2024 (B)		850		794

				68,724

Health Care — 2.5%
Baxter International
2.736%, SOFRINDX + 0.440%, 11/29/2024 (A)		825		813
Cigna
3.750%, 07/15/2023		2,325		2,324
Humana
0.650%, 08/03/2023		2,630		2,553
Illumina
0.550%, 03/23/2023		1,000		981
PerkinElmer
0.550%, 09/15/2023		1,250		1,199
Royalty Pharma PLC
0.750%, 09/02/2023		1,450		1,397
Thermo Fisher Scientific
2.707%, SOFRINDX + 0.530%, 10/18/2024 (A)		1,810		1,793

				11,060

Industrials — 1.3%
AerCap Ireland Capital DAC
2.715%, U.S. SOFR + 0.680%, 09/29/2023 (A)		1,325		1,309


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Air Lease MTN
2.179%, ICE LIBOR USD 3 Month + 0.350%, 12/15/2022 (A)	$	1,200	$	1,199
Boeing
4.508%, 05/01/2023		1,000		1,002
1.167%, 02/04/2023		1,100		1,088
DAE Funding LLC MTN
1.550%, 08/01/2024 (B)		965		902

				5,500

Information Technology — 2.3%
Analog Devices
2.302%, U.S. SOFR + 0.250%, 10/01/2024 (A)		590		582
Fidelity National Information Services
0.375%, 03/01/2023		950		935
Microchip Technology
0.972%, 02/15/2024		610		581
Qorvo
1.750%, 12/15/2024 (B)		635		593
Salesforce
0.625%, 07/15/2024		2,105		1,993
Skyworks Solutions
0.900%, 06/01/2023		1,610		1,571
TD SYNNEX
1.250%, 08/09/2024		1,375		1,277
VMware
1.000%, 08/15/2024		1,950		1,827
0.600%, 08/15/2023		830		802

				10,161

Materials — 0.3%
Celanese US Holdings LLC
5.900%, 07/05/2024		475		479
Martin Marietta Materials
0.650%, 07/15/2023		495		480
Sherwin-Williams
4.050%, 08/08/2024		325		325

				1,284

Utilities — 6.0%
American Electric Power
3.262%, ICE LIBOR USD 3 Month + 0.480%, 11/01/2023 (A)		1,430		1,425
CenterPoint Energy
2.944%, SOFRINDX + 0.650%, 05/13/2024 (A)		625		618
CenterPoint Energy Resources
3.600%, ICE LIBOR USD 3 Month + 0.500%, 03/02/2023 (A)		876		875
0.700%, 03/02/2023		2,060		2,030


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Dominion Energy
2.450%, 01/15/2023 (B)	$	800	$	796
2.359%, ICE LIBOR USD 3 Month + 0.530%, 09/15/2023 (A)		1,726		1,720
Eversource Energy
2.800%, 05/01/2023		1,155		1,146
Mississippi Power
2.314%, U.S. SOFR + 0.300%, 06/28/2024 (A)		740		728
NextEra Energy Capital Holdings
2.940%, 03/21/2024		625		614
2.837%, SOFRINDX + 0.540%, 03/01/2023 (A)		1,715		1,713
2.694%, SOFRINDX + 0.400%, 11/03/2023 (A)		1,325		1,314
OGE Energy
0.703%, 05/26/2023		540		527
ONE Gas
2.331%, ICE LIBOR USD 3 Month + 0.610%, 03/11/2023 (A)		698		698
Pacific Gas and Electric
3.444%, SOFRINDX + 1.150%, 11/14/2022 (A)		750		749
3.250%, 02/16/2024		625		611
1.700%, 11/15/2023		525		507
PPL Electric Utilities
2.484%, ICE LIBOR USD 3 Month + 0.250%, 09/28/2023 (A)		1,235		1,229
Public Service Enterprise Group
0.841%, 11/08/2023		3,425		3,287
Southern California Edison
2.882%, SOFRINDX + 0.830%, 04/01/2024 (A)		1,690		1,675
Southern California Gas
2.095%, ICE LIBOR USD 3 Month + 0.350%, 09/14/2023 (A)		1,795		1,786
Tampa Electric
3.875%, 07/12/2024		475		473
Virginia Electric and Power
3.450%, 09/01/2022		1,600		1,600

				26,121

Total Corporate Obligations
(Cost $167,583) ($ Thousands)				164,364


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 26.0%
Automotive — 13.8%

American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B
0.680%, 05/13/2025 (B)	$	318	$	317
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A
0.330%, 06/13/2025 (B)		32		32
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B
0.660%, 02/13/2026 (B)		590		584
American Credit Acceptance Receivables Trust, Ser 2021-4, Cl A
0.450%, 09/15/2025 (B)		485		481
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C
1.480%, 02/18/2026		2,145		2,061
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C
1.060%, 08/18/2026		1,225		1,161
ARI Fleet Lease Trust, Ser 2020-A, Cl A2
1.770%, 08/15/2028 (B)		72		72
ARI Fleet Lease Trust, Ser 2020-A, Cl A3
1.800%, 08/15/2028 (B)		250		249
ARI Fleet Lease Trust, Ser 2021-A, Cl A2
0.370%, 03/15/2030 (B)		685		673
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/2031 (B)		1,475		1,448
Avid Automobile Receivables Trust, Ser 2021-1, Cl A
0.610%, 01/15/2025 (B)		129		128
Capital One Prime Auto Receivables Trust, Ser 2020-1, Cl A3
1.600%, 11/15/2024		291		289
CarMax Auto Owner Trust, Ser 2019-3, Cl A3
2.180%, 08/15/2024		286		285
Carmax Auto Owner Trust, Ser 2019-3, Cl C
2.600%, 06/16/2025		675		659
Carmax Auto Owner Trust, Ser 2020-3, Cl B
1.090%, 03/16/2026		1,300		1,237
Carmax Auto Owner Trust, Ser 2021-1, Cl A3
0.340%, 12/15/2025		938		913
Carmax Auto Owner Trust, Ser 2021-2, Cl A3
0.520%, 02/17/2026		1,070		1,037
CarMax Auto Owner Trust, Ser 2022-2, Cl A2A
2.810%, 05/15/2025		1,745		1,732
Carmax Auto Owner Trust, Ser 2022-3, Cl A2A
3.810%, 09/15/2025		800		798


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A
0.700%, 01/10/2028	$	1,138	$	1,077
Carvana Auto Receivables Trust, Ser 2021-N2, Cl A1
0.320%, 03/10/2028		45		44
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B
0.750%, 03/10/2028		213		200
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/2028		860		834
Carvana Auto Receivables Trust, Ser 2021-N4, Cl A1
0.830%, 09/11/2028		416		405
Carvana Auto Receivables Trust, Ser 2021-P3, Cl A2
0.380%, 01/10/2025		350		346
CFMT LLC, Ser 2021-AL1, Cl B
1.390%, 09/22/2031 (B)		940		902
Chesapeake Funding II LLC, Ser 2018-3A, Cl A1
3.390%, 01/15/2031 (B)		34		34
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2
2.621%, ICE LIBOR USD 1 Month + 0.230%, 04/15/2033 (A)(B)		402		400
CPS Auto Receivables Trust, Ser 2021-B, Cl A
0.370%, 03/17/2025 (B)		44		43
CPS Auto Receivables Trust, Ser 2021-B, Cl B
0.810%, 12/15/2025 (B)		1,100		1,083
CPS Auto Receivables Trust, Ser 2022-A, Cl A
0.980%, 04/16/2029 (B)		1,555		1,528
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A
2.380%, 11/15/2028 (B)		137		137
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/2030 (B)		570		544
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (B)		1,176		1,139
Drive Auto Receivables Trust, Ser 2018-2, Cl D
4.140%, 08/15/2024		28		28
DT Auto Owner Trust, Ser 2020-2A, Cl B
2.080%, 03/16/2026 (B)		311		310
DT Auto Owner Trust, Ser 2020-3A, Cl B
0.910%, 12/16/2024 (B)		1,160		1,153


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
DT Auto Owner Trust, Ser 2021-1A, Cl A
0.350%, 01/15/2025 (B)	$	184	$	184
DT Auto Owner Trust, Ser 2021-1A, Cl B
0.620%, 09/15/2025 (B)		580		571
DT Auto Owner Trust, Ser 2021-2A, Cl B
0.810%, 01/15/2027 (B)		530		516
DT Auto Owner Trust, Ser 2021-4A, Cl A
0.560%, 09/15/2025 (B)		1,281		1,256
Enterprise Fleet Financing LLC, Ser 2020-1, Cl A2
1.780%, 12/22/2025 (B)		529		525
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2
0.480%, 05/20/2027 (B)		429		410
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2
4.650%, 05/21/2029 (B)		1,870		1,876
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2
4.380%, 07/20/2029 (B)		80		80
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2
0.440%, 12/21/2026 (B)		1,457		1,409
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D
4.350%, 06/17/2024 (B)		181		181
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B
0.570%, 09/15/2025		1,242		1,231
Exeter Automobile Receivables Trust, Ser 2022-4A, Cl A2
3.990%, 08/15/2024		245		245
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (B)		342		327
FHF Trust, Ser 2022-1A, Cl A
4.430%, 01/18/2028 (B)		603		594
First Investors Auto Owner Trust, Ser 2021-1A, Cl A
0.450%, 03/16/2026 (B)		646		638
First Investors Auto Owner Trust, Ser 2022-1A, Cl A
2.030%, 01/15/2027 (B)		753		736
Flagship Credit Auto Trust, Ser 2019-3, Cl C
2.740%, 10/15/2025 (B)		1,000		992
Flagship Credit Auto Trust, Ser 2020-3, Cl A
0.700%, 04/15/2025 (B)		29		29
Flagship Credit Auto Trust, Ser 2021-2, Cl B
0.930%, 06/15/2027 (B)		755		718
Flagship Credit Auto Trust, Ser 2021-3, Cl A
0.360%, 07/15/2027 (B)		388		379


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Flagship Credit Auto Trust, Ser 2022-2, Cl A2
3.280%, 08/15/2025 (B)	$	1,200	$	1,193
Ford Credit Auto Owner Trust, Ser 2017-2, Cl A
2.360%, 03/15/2029 (B)		322		322
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2
0.400%, 04/15/2025 (B)		166		165
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3
0.810%, 05/15/2026 (B)		265		257
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2
1.150%, 09/15/2025 (B)		219		214
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl B
0.820%, 04/15/2025 (B)		746		742
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A
0.420%, 01/15/2025 (B)		271		268
GLS Auto Receivables Trust, Ser 2021-2A, Cl B
0.770%, 09/15/2025 (B)		865		848
GM Financial Consumer Automobile Receivables Trust, Ser 2022-3, Cl A2A
3.500%, 09/16/2025		750		746
Harley-Davidson Motorcycle Trust, Ser 2022-A, Cl A2A
2.450%, 05/15/2025		1,525		1,513
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B
0.991%, 01/25/2028 (B)		378		372
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B
0.840%, 02/25/2028 (B)		888		867
LAD Auto Receivables Trust, Ser 2022-1A, Cl A
5.210%, 06/15/2027 (B)		385		384
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A
1.460%, 06/15/2026 (B)		944		915
Prestige Auto Receivables Trust, Ser 2021-1A, Cl A2
0.550%, 09/16/2024 (B)		432		429
Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A
1.370%, 10/15/2024 (B)		100		100
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C
1.460%, 09/15/2025		182		181


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C
1.010%, 01/15/2026	$	1,600	$	1,580
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl C
0.750%, 02/17/2026		1,625		1,596
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025		410		407
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B
0.600%, 12/15/2025		495		488
Santander Drive Auto Receivables Trust, Ser 2021-4, Cl C
1.260%, 02/16/2027		1,600		1,541
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A2
2.760%, 03/17/2025		600		596
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A2
4.050%, 07/15/2025		975		972
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A2
3.980%, 01/15/2025		140		140
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl B
1.610%, 03/17/2025 (B)		133		133
Tricolor Auto Securitization Trust, Ser 2021-1A, Cl A
0.740%, 04/15/2024 (B)		180		179
Tricolor Auto Securitization Trust, Ser 2022-1A, Cl A
3.300%, 02/18/2025 (B)		320		317
UNIFY Auto Receivables Trust, Ser 2021-1A, Cl A3
0.510%, 06/16/2025 (B)		517		510
United Auto Credit Securitization Trust, Ser 2022-1, Cl A
1.110%, 07/10/2024 (B)		273		271
United Auto Credit Securitization Trust, Ser 2022-1, Cl B
2.100%, 03/10/2025 (B)		805		786
United Auto Credit Securitization Trust, Ser 2022-2, Cl A
4.390%, 04/10/2025 (B)		933		932
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl E
4.020%, 04/15/2025 (B)		1,050		1,047
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl A2
0.560%, 05/15/2024 (B)		132		132


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl B
0.780%, 11/17/2025 (B)	$	330	$	327
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B
0.640%, 03/16/2026 (B)		950		930
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A
0.320%, 04/15/2025 (B)		276		273
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B
0.620%, 07/15/2026 (B)		485		468
				60,401

Credit Cards — 0.7%

Citibank Credit Card Issuance Trust, Ser 2018-A3, Cl A3
3.290%, 05/23/2025		490		488
Evergreen Credit Card Trust Series, Ser 2022-CRT1, Cl B
5.610%, 07/15/2026 (B)		675		673
Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A
1.540%, 03/20/2026 (B)		1,225		1,160
Synchrony Card Funding LLC, Ser 2022-A1, Cl A
3.370%, 04/15/2028		525		517
				2,838

Mortgage Related Securities — 0.0%

Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
3.124%, ICE LIBOR USD 1 Month + 0.680%, 01/25/2035 (A)		62		62


Other Asset-Backed Securities — 11.5%

Affirm Asset Securitization Trust, Ser 2020-Z1, Cl A
3.460%, 10/15/2024 (B)		77		76
Affirm Asset Securitization Trust, Ser 2020-Z2, Cl A
1.900%, 01/15/2025 (B)		205		201
Affirm Asset Securitization Trust, Ser 2021-A, Cl A
0.880%, 08/15/2025 (B)		285		283
Affirm Asset Securitization Trust, Ser 2021-B, Cl A
1.030%, 08/17/2026 (B)		740		701
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025 (B)		795		771


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)	$	371	$	359
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027 (B)		961		939
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2
0.750%, 11/20/2026 (B)		654		631
Apidos CLO XII, Ser 2018-12A, Cl AR
3.592%, ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)(B)		925		911
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (B)		387		358
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2
1.230%, 05/15/2026 (B)		429		418
Avant Loans Funding Trust, Ser 2021-REV1, Cl A
1.210%, 07/15/2030 (B)		610		574
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A
3.500%, 10/28/2057 (A)(B)		205		200
Benefit Street Partners CLO X, Ser 2021-10A, Cl X
3.310%, ICE LIBOR USD 3 Month + 0.600%, 04/20/2034 (A)(B)		188		187
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R
3.462%, ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (A)(B)		1,200		1,179
BHG Securitization Trust, Ser 2022-A, Cl A
1.710%, 02/20/2035 (B)		1,033		981
BHG Securitization Trust, Ser 2022-B, Cl A
3.750%, 06/18/2035 (B)		942		932
BSPRT Issuer, Ser 2022-FL8, Cl A
3.383%, SOFR30A + 1.500%, 02/15/2037 (A)(B)		825		800
Carbone CLO, Ser 2017-1A, Cl A1
3.850%, ICE LIBOR USD 3 Month + 1.140%, 01/20/2031 (A)(B)		350		345
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2
3.710%, ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (A)(B)		997		979
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
3.690%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)(B)		1,940		1,911
CCG Receivables Trust, Ser 2021-1, Cl A2
0.300%, 06/14/2027 (B)		177		171


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CIFC Funding, Ser 2017-1A, Cl ARR
3.869%, ICE LIBOR USD 3 Month + 1.110%, 01/22/2031 (A)(B)	$	750	$	739
CIFC Funding, Ser 2018-3A, Cl AR
3.608%, ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)(B)		1,138		1,122
Cloud Pass-Through Trust, Ser 2019-1A, Cl CLOU
3.554%, 12/05/2022 (A)(B)		2		2
CNH Equipment Trust, Ser 2019-B, Cl B
2.870%, 11/16/2026		1,050		1,041
Crossroads Asset Trust, Ser 2021-A, Cl A2
0.820%, 03/20/2024 (B)		263		260
DB Master Finance LLC, Ser 2019-1A, Cl A2II
4.021%, 05/20/2049 (B)		1,116		1,063
Dell Equipment Finance Trust, Ser 2022-2, Cl A2
4.030%, 07/22/2027 (B)		515		513
Dext ABS LLC, Ser 2021-1, Cl A
1.120%, 02/15/2028 (B)		338		325
FCI Funding LLC, Ser 2021-1A, Cl A
1.130%, 04/15/2033 (B)		223		218
Ford Credit Floorplan Master Owner Trust A, Ser 2019-2, Cl B
3.250%, 04/15/2026		1,290		1,261
FREED ABS Trust, Ser 2021-3FP, Cl A
0.620%, 11/20/2028 (B)		14		14
FREED ABS Trust, Ser 2022-1FP, Cl A
0.940%, 03/19/2029 (B)		105		104
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (B)		1,398		1,338
HPEFS Equipment Trust, Ser 2021-2A, Cl B
0.610%, 09/20/2028 (B)		535		511
HPS Loan Management, Ser 2021-19, Cl XR
3.383%, ICE LIBOR USD 3 Month + 0.600%, 01/25/2034 (A)(B)		290		290
John Deere Owner Trust, Ser 2022-B, Cl A2
3.730%, 06/16/2025		800		796
KKR CLO 21, Ser 2018-21, Cl A
3.512%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)(B)		775		759
KKR CLO, Ser 2017-11, Cl AR
3.692%, ICE LIBOR USD 3 Month + 1.180%, 01/15/2031 (A)(B)		750		740
Kubota Credit Owner Trust, Ser 2020-2A, Cl A3
0.590%, 10/15/2024 (B)		168		164
LCM XXIV, Ser 2021-24A, Cl AR
3.690%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(B)		1,000		984


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
3.732%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(B)	$	1,685	$	1,664
Magnetite VIII, Ser 2018-8A, Cl AR2
3.492%, ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (A)(B)		681		673
Marlette Funding Trust, Ser 2021-2A, Cl A
0.510%, 09/15/2031 (B)		91		90
Marlette Funding Trust, Ser 2021-3A, Cl A
0.650%, 12/15/2031 (B)		223		220
Marlette Funding Trust, Ser 2022-1A, Cl A
1.360%, 04/15/2032 (B)		956		937
MF1, Ser 2022-FL8, Cl A
3.383%, SOFR30A + 1.350%, 02/19/2037 (A)(B)		750		734
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A2
0.380%, 08/14/2023 (B)		97		97
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3
0.560%, 06/13/2028 (B)		185		174
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (B)		372		355
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (B)		934		866
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (B)		446		401
Navient Student Loan Trust, Ser 2018-1A, Cl A2
2.794%, ICE LIBOR USD 1 Month + 0.350%, 03/25/2067 (A)(B)		136		136
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR
3.660%, ICE LIBOR USD 3 Month + 0.920%, 10/18/2030 (A)(B)		1,150		1,133
NYCTL Trust, Ser 2019-A, Cl A
2.190%, 11/10/2032 (B)		47		46
Nyctl Trust, Ser 2022-A, Cl A
2.100%, 11/10/2034 (B)		1,075		1,036
OCP CLO, Ser 2018-5A, Cl A1R
3.846%, ICE LIBOR USD 3 Month + 1.080%, 04/26/2031 (A)(B)		300		295
Octagon Investment Partners 30, Ser 2021-1A, Cl A1R
3.710%, ICE LIBOR USD 3 Month + 1.000%, 03/17/2030 (A)(B)		670		661


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
OHA Credit Funding 3, Ser 2021-3A, Cl XR
3.310%, ICE LIBOR USD 3 Month + 0.600%, 07/02/2035 (A)(B)	$	375	$	375
OZLM VII, Ser 2018-7RA, Cl A1R
3.750%, ICE LIBOR USD 3 Month + 1.010%, 07/17/2029 (A)(B)		740		731
OZLM VIII, Ser 2021-8A, Cl A1R3
3.720%, ICE LIBOR USD 3 Month + 0.980%, 10/17/2029 (A)(B)		695		686
PFS Financing, Ser 2020-A, Cl A
1.270%, 06/15/2025 (B)		620		605
PFS Financing, Ser 2020-E, Cl A
1.000%, 10/15/2025 (B)		1,240		1,193
SCF Equipment Leasing LLC, Ser 2022-1A, Cl A2
2.060%, 02/22/2028 (B)		1,264		1,230
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A
3.912%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(B)		1,326		1,317
Sierra Timeshare Receivables Funding LLC, Ser 2018-2A, Cl A
3.500%, 06/20/2035 (B)		83		81
SoFi Consumer Loan Program Trust, Ser 2019-3, Cl C
3.350%, 05/25/2028 (B)		120		120
SoFi Consumer Loan Program Trust, Ser 2021-1, Cl A
0.490%, 09/25/2030 (B)		351		341
SOUND POINT CLO XVII, Ser 2021-3A, Cl A1R
3.690%, ICE LIBOR USD 3 Month + 0.980%, 10/20/2030 (A)(B)		750		742
Structured Asset Investment Loan Trust, Ser 2005-6, Cl M2
3.224%, ICE LIBOR USD 1 Month + 0.780%, 07/25/2035 (A)		44		44
Symphony CLO XIV, Ser 2019-14A, Cl AR
3.433%, ICE LIBOR USD 3 Month + 0.950%, 07/14/2026 (A)(B)		86		85
Symphony CLO XVIII, Ser 2021-18A, Cl X
3.533%, ICE LIBOR USD 3 Month + 0.750%, 07/23/2033 (A)(B)		667		663
Symphony Static CLO I, Ser 2021-1A, Cl A
3.613%, ICE LIBOR USD 3 Month + 0.830%, 10/25/2029 (A)(B)		1,019		1,002
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030 (B)		98		98
Upstart Securitization Trust, Ser 2021-2, Cl A
0.910%, 06/20/2031 (B)		463		452


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Upstart Securitization Trust, Ser 2021-4, Cl A
0.840%, 09/20/2031 (B)	$	587	$	564
Verde CLO, Ser 2021-1A, Cl XR
3.262%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2032 (A)(B)		263		263
Verizon Master Trust, Ser 2022-5, Cl A1A
3.720%, 07/20/2027 (C)		140		140
Verizon Owner Trust, Ser 2019-B, Cl B
2.400%, 12/20/2023		505		504
Verizon Owner Trust, Ser 2020-A, Cl A1A
1.850%, 07/22/2024		404		402
Verizon Owner Trust, Ser 2020-C, Cl A
0.410%, 04/21/2025		400		392
Vibrant CLO VI, Ser 2021-6A, Cl AR
3.046%, ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)(B)		769		758
Volvo Financial Equipment LLC Series, Ser 2020-1A, Cl A3
0.510%, 10/15/2024 (B)		494		484
Voya CLO, Ser 2017-1A, Cl A1R
3.640%, ICE LIBOR USD 3 Month + 0.900%, 01/18/2029 (A)(B)		637		629
Voya CLO, Ser 2018-2A, Cl A1R
3.773%, TSFR3M + 1.232%, 04/25/2031 (A)(B)		950		931
				50,501

Total Asset-Backed Securities
(Cost $116,326) ($ Thousands)				113,802


MORTGAGE-BACKED SECURITIES — 17.5%
Agency Mortgage-Backed Obligations — 4.6%
FHLMC
4.050%, 07/21/2025 to 08/28/2025		3,540		3,530
4.000%, 12/30/2024		1,245		1,240
2.940%, 11/24/2023		850		846
2.250%, 03/25/2025		2,150		2,068
FHLMC ARM
3.268%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.082%, 02/01/2030(A)		6		6
FHLMC CMO, Ser 2012-4030, Cl AN
1.750%, 04/15/2027		314		306
FHLMC CMO, Ser 2013-4272, Cl YG
2.000%, 11/15/2026		240		237
FHLMC CMO, Ser 2014-4379, Cl CB
2.250%, 04/15/2033		111		108
FHLMC CMO, Ser 2014-4387, Cl DA
3.000%, 01/15/2032		115		115


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2017-4721, Cl HV
3.500%, 09/15/2030	$	443	$	441
FHLMC CMO, Ser 2018-4818, Cl BD
3.500%, 03/15/2045		403		400
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A
2.770%, 05/25/2025		700		679
FNMA
6.000%, 01/01/2027 to 04/01/2040		85		92
5.500%, 12/01/2023 to 12/01/2024		4		4
5.000%, 02/01/2023 to 03/01/2025		1		–
3.875%, 08/28/2024		2,225		2,220
3.000%, 10/01/2030		289		284
FNMA ARM
2.983%, ICE LIBOR USD 6 Month + 1.773%, 09/01/2024(A)		2		2
2.633%, ICE LIBOR USD 6 Month + 1.835%, 09/01/2024(A)		6		6
2.465%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.215%, 01/01/2029(A)		4		4
2.231%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.120%, 11/01/2025(A)		–		–
2.045%, 05/01/2028(A)		–		–
FNMA CMO, Ser 1993-58, Cl H
5.500%, 04/25/2023		–		–
FNMA CMO, Ser 2001-33, Cl FA
2.894%, ICE LIBOR USD 1 Month + 0.450%, 07/25/2031(A)		4		4
FNMA CMO, Ser 2002-64, Cl FG
2.627%, ICE LIBOR USD 1 Month + 0.250%, 10/18/2032(A)		1		1
FNMA CMO, Ser 2012-137, Cl UE
1.750%, 09/25/2041		179		170
FNMA CMO, Ser 2013-97, Cl KA
3.000%, 11/25/2031		35		34
FNMA CMO, Ser 2016-99, Cl H
3.000%, 08/25/2043		791		778
FNMA, Ser 2017-M13, Cl FA
2.520%, LIBOR USD 1 Month + 0.400%, 10/25/2024(A)		68		68
FNMA, Ser M2, Cl A3
3.112%, 12/25/2024(A)		2,279		2,238
FREMF Mortgage Trust, Ser 2013-K32, Cl B
3.645%, 10/25/2046(A)(B)		725		719
FREMF Mortgage Trust, Ser K24, Cl B
3.603%, 11/25/2045(A)(B)		1,200		1,197
FREMF Mortgage Trust, Ser K28, Cl B
3.608%, 06/25/2046(A)(B)		715		710
FREMF Mortgage Trust, Ser K33, Cl B
3.611%, 08/25/2046(A)(B)		1,110		1,096


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FREMF Mortgage Trust, Ser K37, Cl B
4.716%, 01/25/2047(A)(B)	$	125	$	124
GNMA CMO, Ser 2010-151, Cl KA
3.000%, 09/16/2039		3		3
GNMA CMO, Ser 2011-158, Cl CA
3.000%, 10/20/2026		132		131
GNMA CMO, Ser 2015-56, Cl LB
1.500%, 04/16/2040		274		270


				20,131
Non-Agency Mortgage-Backed Obligations — 12.9%
Angel Oak Mortgage Trust I LLC, Ser 2018-3, Cl A1
3.649%, 09/25/2048(A)(B)		10		10
Angel Oak Mortgage Trust I LLC, Ser 2019-1, Cl A1
3.920%, 11/25/2048(A)(B)		25		25
Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1
3.628%, 03/25/2049(A)(B)		12		12
Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1
2.993%, 07/26/2049(A)(B)		34		34
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1
2.466%, 12/25/2059(A)(B)		39		37
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(A)(B)		250		239
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1
1.691%, 04/25/2065(A)(B)		365		340
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1
1.469%, 06/25/2065(A)(B)		210		200
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1
0.990%, 04/25/2053(A)(B)		317		305
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1
0.909%, 01/25/2066(A)(B)		691		622
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1
1.068%, 05/25/2066(A)(B)		558		495
Angel Oak Mortgage Trust, Ser 2021-5, Cl A1
0.951%, 07/25/2066(A)(B)		938		829
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048(A)(B)		170		161
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
3.942%, 07/25/2035(A)		38		35


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
2.447%, 11/25/2035(A)	$	6	$	6
BBCMS Mortgage Trust, Ser 2017-DELC, Cl A
3.366%, LIBOR USD 1 Month + 0.850%, 08/15/2036(A)(B)		595		586
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1
0.601%, 10/15/2053		724		677
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1
3.351%, 06/25/2035(A)		21		21
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1
3.650%, 08/25/2035(A)		46		43
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2
2.211%, 03/15/2053		285		267
BFLD Trust, Ser 2020-OBRK, Cl A
4.441%, ICE LIBOR USD 1 Month + 2.050%, 11/15/2028(A)(B)		840		831
BPR Trust, Ser 2021-TY, Cl A
3.441%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(A)(B)		1,000		960
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1
1.449%, 05/25/2060(A)(B)		166		162
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1
0.941%, 02/25/2049(A)(B)		305		283
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(A)(B)		278		265
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1
1.699%, 04/25/2060(A)(B)		470		445
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055(A)(B)		166		160
BWay Mortgage Trust, Ser 2013-1515, Cl A1
2.809%, 03/10/2033(B)		261		254
BX Commercial Mortgage Trust, Ser 2019-XL, Cl B
3.471%, ICE LIBOR USD 1 Month + 1.080%, 10/15/2036(A)(B)		977		960
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
3.311%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(A)(B)		755		746
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A
3.043%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(B)		1,025		990


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
3.091%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(B)	$	540	$	522
BX Commerical Mortgage Trust, Ser 2021-MFM1, Cl B
3.341%, ICE LIBOR USD 1 Month + 0.950%, 01/15/2034(A)(B)		1,370		1,315
BX Trust, Ser 2021-LGCY, Cl A
2.897%, ICE LIBOR USD 1 Month + 0.506%, 10/15/2023(A)(B)		1,200		1,143
BX Trust, Ser 2022-LBA6, Cl A
3.307%, TSFR1M + 1.000%, 01/15/2039(A)(B)		670		651
CFMT LLC, Ser 2022-EBO2, Cl A
3.169%, 07/25/2054(A)(B)		125		123
Chase Mortgage Finance, Ser 2021-CL1, Cl M1
3.383%, SOFR30A + 1.200%, 02/25/2050(A)(B)		497		473
CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1
2.984%, ICE LIBOR USD 1 Month + 0.540%, 02/25/2035(A)		10		9
CIM Trust, Ser 2017-7, Cl A
3.000%, 04/25/2057(A)(B)		42		42
Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB
3.470%, 09/15/2048		166		164
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB
3.127%, 04/15/2049		179		175
Citigroup Commercial Mortgage Trust, Ser 2019-SMRT, Cl A
4.149%, 01/10/2036(B)		625		615
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
3.546%, 09/25/2034(A)		9		8
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1
2.966%, 03/25/2036(A)		52		42
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1
2.548%, 02/25/2058(A)(B)		204		200
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064(A)(B)		374		343
COLT Mortgage Loan Trust, Ser 2020-2, Cl A1
1.853%, 03/25/2065(A)(B)		69		68
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065(A)(B)		182		171


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065(A)(B)	$	92	$	89
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1
0.910%, 06/25/2066(A)(B)		455		398
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(A)(B)		577		491
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054(B)		215		198
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(A)(B)		1,008		872
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1
1.110%, 10/25/2066(A)(B)		917		798
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1
0.857%, 05/25/2065(A)(B)		490		450
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2
3.031%, 09/10/2047		27		27
Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1
1.101%, 05/25/2066(A)(B)		854		729
CSMC Trust, Ser 2019-AFC1, Cl A1
2.573%, 07/25/2049(B)		707		669
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056(A)(B)		506		427
CSMC, Ser 2021-NQM1, Cl A1
0.809%, 05/25/2065(A)(B)		550		520
CSMC, Ser 2021-NQM3, Cl A1
1.015%, 04/25/2066(A)(B)		834		732
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065(A)(B)		163		151
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1
0.899%, 04/25/2066(A)(B)		209		183
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065(A)(B)		73		69
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066(A)(B)		124		111
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(B)		331		291


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A
3.093%, ICE LIBOR USD 1 Month + 0.701%, 11/15/2038(A)(B)	$	1,060	$	1,022
Extended Stay America Trust, Ser ESH, Cl B
3.772%, ICE LIBOR USD 1 Month + 1.380%, 07/15/2038(A)(B)		497		483
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2
7.444%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(A)		259		262
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
8.344%, ICE LIBOR USD 1 Month + 5.900%, 10/25/2028(A)		428		437
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065(B)		123		116
GCAT Trust, Ser 2021-CM1, Cl A
1.469%, 04/25/2065(A)(B)		759		726
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066(A)(B)		436		399
GCAT Trust, Ser 2021-NQM3, Cl A1
1.091%, 05/25/2066(A)(B)		521		458
GCAT Trust, Ser 2021-NQM5, Cl A1
1.262%, 07/25/2066(A)(B)		1,454		1,221
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.079%, 11/19/2035(A)		89		82
GS Mortgage Securities Trust, Ser 2022-SHIP, Cl A
3.038%, TSFR1M + 0.731%, 08/15/2036(A)(B)		70		69
GS Mortgage-Backed Securities Trust, Ser 2019-SL1, Cl A1
2.625%, 01/25/2059(A)(B)		103		102
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
3.196%, 07/25/2035(A)		115		70
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
2.986%, 05/25/2037(A)		80		47
Impac CMB Trust, Ser 2004-9, Cl 1A1
3.204%, ICE LIBOR USD 1 Month + 0.760%, 01/25/2035(A)		19		18
Impac CMB Trust, Ser 2005-2, Cl 1A1
2.964%, ICE LIBOR USD 1 Month + 0.520%, 04/25/2035(A)		23		22
Impac CMB Trust, Ser 2005-3, Cl A1
2.924%, ICE LIBOR USD 1 Month + 0.480%, 08/25/2035(A)		25		23


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Impac CMB Trust, Ser 2005-5, Cl A1
3.084%, ICE LIBOR USD 1 Month + 0.320%, 08/25/2035(A)	$	17	$	16
Impac CMB Trust, Ser 2005-8, Cl 1A
2.964%, ICE LIBOR USD 1 Month + 0.520%, 02/25/2036(A)		54		51
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1
1.071%, 06/25/2056(A)(B)		723		647
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1
1.073%, 09/25/2056(A)(B)		464		388
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1
1.595%, 11/25/2056(A)(B)		463		408
JPMBB Commercial Mortgage Securities Trust, Ser C31, Cl ASB
3.540%, 08/15/2048		197		194
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
3.962%, 08/25/2035(A)		21		18
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
3.215%, 05/25/2037(A)		46		41
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
3.194%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2046(A)(B)		190		186
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1
3.483%, SOFR30A + 1.300%, 03/25/2051(A)(B)		958		882
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A
3.191%, LIBOR USD 1 Month + 0.800%, 05/15/2036(A)(B)		290		287
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(B)		832		825
LSTAR Securities Investment, Ser 2019-4, Cl A1
6.064%, ICE LIBOR USD 1 Month + 3.500%, 05/01/2024(A)(B)		316		308
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
3.194%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2055(A)(B)		1,295		1,265
Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1
3.509%, 06/25/2037(A)		57		37
MetLife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055(A)(B)		112		107


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065(A)(B)	$	116	$	112
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065(A)(B)		146		141
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056(A)(B)		343		319
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(A)(B)		413		366
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B
3.492%, ICE LIBOR USD 1 Month + 1.101%, 04/15/2038(A)(B)		2,800		2,688
MHP, Ser 2021-STOR, Cl A
3.091%, ICE LIBOR USD 1 Month + 0.700%, 07/15/2038(A)(B)		325		314
MHP, Ser 2022-MHIL, Cl A
3.122%, TSFR1M + 0.815%, 01/15/2027(A)(B)		390		376
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061(A)(B)		134		132
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1
3.250%, 05/25/2062(A)(B)		93		91
Mill City Mortgage Loan Trust, Ser 2018-2, Cl A1
3.500%, 05/25/2058(A)(B)		225		222
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B
3.473%, 04/25/2066(A)(B)		511		494
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(A)(B)		359		337
MortgageIT Trust, Ser 2005-5, Cl A1
2.964%, ICE LIBOR USD 1 Month + 0.520%, 12/25/2035(A)		47		45
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057(A)(B)		162		156
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057(A)(B)		401		387
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1
3.940%, 09/25/2057(A)(B)		171		165
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(B)		69		66
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1
2.464%, 01/26/2060(A)(B)		309		290


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060(A)(B)	$	128	$	119
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1
0.941%, 10/25/2058(A)(B)		176		167
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(B)		742		657
OBX Trust, Ser 2018-1, Cl A2
3.094%, ICE LIBOR USD 1 Month + 0.650%, 06/25/2057(A)(B)		29		28
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(B)		685		590
Paragon Mortgages, Ser 2006-12A, Cl A2C
3.125%, ICE LIBOR USD 3 Month + 0.220%, 11/15/2038(A)(B)		80		75
PRPM LLC, Ser 2021-RPL1, Cl A1
1.319%, 07/25/2051(B)		267		244
Residential Funding Mortgage Securities, Ser 2007-SA3, Cl 2A1
4.574%, 07/27/2037(A)		63		52
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1
2.376%, 01/26/2060(A)(B)		75		72
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
2.908%, ICE LIBOR USD 1 Month + 0.540%, 01/20/2035(A)		9		8
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048(A)(B)		19		19
SG Residential Mortgage Trust, Ser 2021-1, Cl A1
1.160%, 07/25/2061(A)(B)		996		854
Silverstone Master Issuer, Ser 2022-1A, Cl 1A
2.557%, U.S. SOFR + 0.380%, 01/21/2070(A)(B)		1,660		1,654
SREIT Trust, Ser 2021-MFP, Cl B
3.471%, ICE LIBOR USD 1 Month + 1.080%, 11/15/2038(A)(B)		900		860
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(A)(B)		385		359
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(A)(B)		24		24
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(A)(B)		75		73
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1
0.943%, 05/25/2065(A)(B)		207		194


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1
1.127%, 06/25/2056(A)(B)	$	598	$	491
Toorak Mortgage, Ser 2021-INV1, Cl A1
1.153%, 07/25/2056(A)(B)		465		419
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056(A)(B)		243		241
Towd Point Mortgage Trust, Ser 2017-2, Cl A1
2.750%, 04/25/2057(A)(B)		305		303
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057(A)(B)		339		328
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
3.044%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057(A)(B)		213		211
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057(A)(B)		97		94
Towd Point Mortgage Trust, Ser 2019-HY3, Cl A1A
3.444%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2059(A)(B)		279		276
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1
2.250%, 07/25/2068(A)(B)		938		891
Towd Point Mortgage Trust, Ser 2022-EBO1, Cl A
2.161%, 01/25/2052(A)(B)		584		574
TTAN, Ser 2021-MHC, Cl B
3.492%, ICE LIBOR USD 1 Month + 1.100%, 03/15/2038(A)(B)		698		671
UBS Commercial Mortgage Trust, Ser 2017-C3, Cl ASB
3.215%, 08/15/2050		250		242
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB
3.504%, 12/15/2050		250		243
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059(B)		79		77
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059(A)(B)		122		119
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060(B)		34		33
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065(B)		168		161
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066(A)(B)		395		351


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(A)(B)	$	303	$	271
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(A)(B)		398		352
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(A)(B)		479		449
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064(A)(B)		569		522
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(A)(B)		362		343
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
3.090%, 03/25/2036(A)		69		66
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2
3.020%, 07/15/2058		481		470


				56,434
Total Mortgage-Backed Securities
(Cost $80,946) ($ Thousands)				76,565



U.S. TREASURY OBLIGATIONS — 13.6%
U.S. Cash Management Bill
0.000%, 01/03/2023 (D)		1,000		990
U.S. Treasury Bills
3.051%, 07/13/2023 (E)		5,000		4,857
2.532%, 01/05/2023 (E)		1,325		1,311
2.294%, 01/26/2023 (E)		2,800		2,765
1.616%, 03/23/2023 (E)		3,125		3,075
0.000%, 03/02/2023 (D)		3,100		3,049
U.S. Treasury Notes
0.500%, 03/15/2023		9,700		9,560
0.375%, 04/15/2024		4,675		4,446
0.250%, 06/15/2024		6,375		6,021
0.125%, 05/15/2023		20,905		20,434
0.125%, 10/15/2023		3,155		3,039

Total U.S. Treasury Obligations
(Cost $60,317) ($ Thousands)				59,547



MUNICIPAL BONDS — 3.8%
California — 0.4%
Golden State Tobacco Securitization, RB
0.672%, 06/01/2023		1,945		1,898


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Connecticut — 0.2%
State of Connecticut, Ser A, GO
2.000%, 07/01/2023	$	790	$	779


District of Columbia — 0.1%
District of Columbia Water & Sewer Authority, Sub-Ser D-SUBORDINATE, RB
1.672%, 10/01/2023		565		553


Illinois — 0.0%
Chicago, Transit Authority, Ser B, RB
1.838%, 12/01/2023		145		141


Massachusetts — 0.3%
Massachusetts School Building Authority, Sub-Ser B, RB
2.078%, 10/15/2023		1,290		1,269


New York — 2.0%
City of New York New York, Ser D-2, GO
1.150%, 03/01/2023		1,380		1,364
New York & New Jersey, Port Authority, Ser AAA, RB
1.086%, 07/01/2023		2,390		2,339
New York City Housing Development, RB
2.324%, 01/01/2023		1,410		1,405
New York City Transitional Finance Authority Building Aid Revenue, Sub-Ser S-1B, RB
0.380%, 07/15/2023		2,865		2,780
New York State Dormitory Authority, RB
0.267%, 03/15/2023		910		894

				8,782

South Carolina — 0.6%
South Carolina State, Public Service Authority, Ser E, RB
3.722%, 12/01/2023		2,470		2,463


Virginia — 0.2%
Virginia College Building Authority, RB
2.660%, 02/01/2023		835		833



Total Municipal Bonds
(Cost $17,019) ($ Thousands)				16,718



COMMERCIAL PAPER — 0.3%
Sony Capital
2.651%, 09/06/2022 (E)		1,500		1,500


Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENT — 1.0%
BNP Paribas
2.290%, dated 08/31/2022, to be repurchased on 09/1/2022, repurchase price $4,600,293 (collateralized by various U.S. Government Agency), 3.000% - 4.500%, 11/01/2044 - 08/01/2052, par value $1,000 - $4,160,607; with total market value of $4,692,000) (F)	$	4,600	$	4,600
Total Repurchase Agreement
(Cost $4,600) ($ Thousands)				4,600


Total Investments in Securities — 99.8%
(Cost $448,659) ($ Thousands)			$	437,465

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $438,245 ($ Thousands).
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
(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)	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 August 31, 2022, the value of these securities amounted to $180,012 ($ Thousands), representing 41.1% of the Net Assets of the Fund.
(C)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(D)	Zero coupon security.
(E)	Interest rate represents the security's effective yield at the time of purchase.
(F)	Tri-Party Repurchase Agreement.

ABS — Asset-Backed Security

ARM — Adjustable Rate Mortgage

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GMAC — General Motors Acceptance Corporation

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

MTN — Medium Term Note

PLC — Public Limited Company

RB — Revenue Bond

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFRINDX — Custom SOFR Index

SOFR30A — Secured Overnight Financing Rate 30-day Average

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M - Term Secured Overnight Financing Rate 3 Months

USD — U.S. Dollar

The following is a summary of the level of inputs used as of August 31, 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

–

164,364

–

164,364

Asset-Backed Securities

–

113,802

–

113,802

Mortgage-Backed Securities

–

76,565

–

76,565

U.S. Treasury Obligations

–

59,547

–

59,547

Municipal Bonds

–

16,718

–

16,718

Commercial Paper

–

1,500

–

1,500

Cash Equivalent

369

–

369

Repurchase Agreement

–

4,600

–

4,600

Total Investments in Securities

369

437,096

–

437,465

The following is a summary of the transactions with affiliates for the period ended August 31, 2022:


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS — 92.9%
Angola — 1.3%
Angola Via Avenir II BV MTN
10.447%, ICE LIBOR USD 6 Month + 7.500%, 07/01/2023 (A)	$	3,312	$	3,312
Angolan Government International Bond
9.500%, 11/12/2025		465		443
9.375%, 05/08/2048		5,113		3,896
9.375%, 05/08/2048 (B)		590		449
8.750%, 04/14/2032		2,917		2,386
8.750%, 04/14/2032 (B)		5,249		4,293
8.250%, 05/09/2028 (B)		2,425		2,100
8.250%, 05/09/2028		1,796		1,555
Angolan Government International Bond MTN
9.125%, 11/26/2049 (B)		1,181		886
9.125%, 11/26/2049		572		429
8.000%, 11/26/2029		2,180		1,806
Republic of Angola Via Avenir Issuer II Ireland DAC
6.927%, 02/19/2027		3,907		3,536
				25,091

Argentina — 1.3%
Argentine Republic Government International Bond
4.875%, 07/09/2029 (C)		15,071		3,954
4.250%, 07/09/2023 (C)		3,853		1,080
3.625%, 07/09/2023 (C)		35,053		7,882
1.000%, 07/09/2029		1,627		377
0.750%, 07/09/2023 (C)		36,209		8,600
0.500%, 07/09/2029	EUR	13		3
0.125%, 07/09/2030		407		86
Provincia de Buenos Aires MTN
4.000%, 09/01/2023 (C)		977		219
Provincia de Cordoba
6.875%, 12/10/2025 (B)(C)	$	721		542
Rio Energy
6.875%, 02/01/2025 (B)		372		249
YPF
8.750%, 04/04/2024 (B)		726		605
				23,597

Armenia — 0.0%
Republic of Armenia International Bond
3.600%, 02/02/2031		1,247		897


Azerbaijan — 1.1%
Republic of Azerbaijan International Bond
5.125%, 09/01/2029		3,222		3,013
3.500%, 09/01/2032		1,205		1,040
Southern Gas Corridor CJSC
6.875%, 03/24/2026 (B)		1,774		1,867
6.875%, 03/24/2026		8,079		8,502


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
State Oil of the Azerbaijan Republic
6.950%, 03/18/2030	$	4,011	$	4,143
6.950%, 03/18/2030		340		351
State Oil of the Azerbaijan Republic MTN
4.750%, 03/13/2023		1,100		1,098
4.750%, 03/13/2023		229		228
				20,242

Bahamas — 0.0%
Bahamas Government International Bond
6.000%, 11/21/2028		1,370		880


Bahrain — 0.5%
Bahrain Government International Bond
5.450%, 09/16/2032		5,975		5,108
Bahrain Government International Bond MTN
4.250%, 01/25/2028		1,254		1,138
CBB International Sukuk Programme WLL
3.875%, 05/18/2029 (B)		1,359		1,201
Oil and Gas Holding BSCC
8.375%, 11/07/2028 (B)		810		848
8.375%, 11/07/2028		300		314
7.625%, 11/07/2024 (B)		304		309
				8,918

Belarus — 0.1%
Development Bank of the Republic of Belarus JSC
6.750%, 05/02/2024		1,896		304
Republic of Belarus International Bond
6.875%, 02/28/2023 (B)		2,423		630
6.875%, 02/28/2023		200		52
6.378%, 02/24/2031 (B)		1,061		196
5.875%, 02/24/2026		2,270		454
				1,636

Belize — 0.0%
Belize Government International Bond
4.938%, 02/20/2038		94		47


Benin — 0.2%
Benin Government International Bond
6.875%, 01/19/2052	EUR	115		82
4.950%, 01/22/2035		581		425
4.875%, 01/19/2032 (B)		3,509		2,638
4.875%, 01/19/2032		156		117
				3,262

Bermuda — 0.4%
Bermuda Government International Bond
5.000%, 07/15/2032 (B)	$	1,808		1,820
5.000%, 07/15/2032		592		596
4.750%, 02/15/2029		2,968		2,982


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
3.717%, 01/25/2027	$	1,048	$	1,026
3.375%, 08/20/2050		1,013		744
2.375%, 08/20/2030		532		447
				7,615

Brazil — 6.7%
Braskem Netherlands Finance BV
5.875%, 01/31/2050 (B)		2,392		1,949
Brazil Letras do Tesouro Nacional
11.710%, 01/01/2025 (D)	BRL	51,000		7,549
7.620%, 07/01/2023 (D)		23,000		3,993
7.520%, 01/01/2024 (D)		68,174		11,180
Brazil Loan Trust 1
5.477%, 07/24/2023 (B)	$	321		317
Brazil Minas SPE via State of Minas Gerais
5.333%, 02/15/2028		1,296		1,261
5.333%, 02/15/2028		994		967
Brazil Notas do Tesouro Nacional, Ser B
6.000%, 05/15/2045	BRL	435		332
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2023		74,831		14,274
10.000%, 01/01/2025		84,607		15,640
10.000%, 01/01/2027		100,021		18,041
10.000%, 01/01/2029		73,996		12,970
10.000%, 01/01/2031		36,818		6,310
Brazil Notas do Tesouro Nacional Serie F
10.000%, 01/01/2033		6,164		1,062
Brazilian Government International Bond
5.625%, 01/07/2041	$	523		447
5.625%, 02/21/2047		2,018		1,667
5.000%, 01/27/2045		3,758		2,892
4.750%, 01/14/2050		3,302		2,390
3.750%, 09/12/2031		5,892		5,019
2.875%, 06/06/2025		5,034		4,809
Centrais Eletricas Brasileiras
4.625%, 02/04/2030 (B)		232		208
CSN Inova Ventures
6.750%, 01/28/2028 (B)		800		759
CSN Resources
4.625%, 06/10/2031 (B)		804		623
Gol Finance
7.000%, 01/31/2025 (B)		1,322		794
Iochpe-Maxion Austria GmbH
5.000%, 05/07/2028 (B)		866		742
MC Brazil Downstream Trading SARL
7.250%, 06/30/2031 (B)		1,867		1,561
7.250%, 06/30/2031		420		351
Minerva Luxembourg
4.375%, 03/18/2031 (B)		462		385
MV24 Capital BV
6.748%, 06/01/2034 (B)		571		525


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Nexa Resources
5.375%, 05/04/2027 (B)	$	4,041	$	3,878
Suzano Austria GmbH (B)
7.000%, 03/16/2047		572		574
6.000%, 01/15/2029		406		407
5.000%, 01/15/2030		687		644
				124,520

Cameroon — 0.0%
Republic of Cameroon International Bond
5.950%, 07/07/2032	EUR	823		589


Cayman Islands — 0.1%
Neon Capital MTN
2.216%, 01/06/2028 (A)	JPY	314,610		1,792


Chile — 1.8%
ALFA Desarrollo SPA
4.550%, 09/27/2051 (B)	$	353		254
ATP Tower Holdings LLC
4.050%, 04/27/2026 (B)	CLP	381		334
Banco de Credito e Inversiones
3.500%, 10/12/2027 (B)	$	1,691		1,594
Bonos de la Tesoreria de la Republica
1.900%, 09/01/2030	CLP	903,412		999
Bonos de la Tesoreria de la Republica en pesos
6.000%, 01/01/2043		570,000		594
5.000%, 10/01/2028 (B)		1,565,000		1,632
5.000%, 03/01/2035		580,000		560
4.700%, 09/01/2030 (B)		2,110,000		2,137
4.500%, 03/01/2026		1,530,000		1,586
2.800%, 10/01/2033 (B)		625,000		499
Cencosud
4.375%, 07/17/2027 (B)	$	2,283		2,202
Chile Government International Bond
4.340%, 03/07/2042		951		816
4.000%, 01/31/2052		625		492
3.625%, 10/30/2042		1,368		1,061
3.500%, 01/31/2034		336		292
3.250%, 09/21/2071		4,642		2,946
3.100%, 05/07/2041		605		443
3.100%, 01/22/2061		730		469
2.750%, 01/31/2027		2,052		1,900
2.550%, 07/27/2033		10,125		8,116
2.450%, 01/31/2031		378		319
Empresa de los Ferrocarriles del Estado
3.830%, 09/14/2061		500		355
Empresa de Transporte de Pasajeros Metro
3.650%, 05/07/2030 (B)		217		201
Empresa Nacional del Petroleo
3.450%, 09/16/2031 (B)		504		423


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Nacional del Cobre de Chile
3.750%, 01/15/2031 (B)	$	234	$	212
3.700%, 01/30/2050 (B)		669		487
3.150%, 01/14/2030		750		662
3.000%, 09/30/2029		1,050		926
3.000%, 09/30/2029 (B)		390		344
				32,855

China — 5.2%
Alibaba Group Holding Ltd
3.250%, 02/09/2061		208		134
Blossom Joy
3.100% (A)(E)		243		231
China Government Bond
3.810%, 09/14/2050	CNY	8,700		1,412
3.720%, 04/12/2051		3,800		608
3.530%, 10/18/2051		16,870		2,633
3.280%, 12/03/2027		61,730		9,332
3.270%, 11/19/2030		80,930		12,247
3.020%, 10/22/2025		54,100		8,038
3.010%, 05/13/2028		2,000		298
2.910%, 10/14/2028		5,000		739
2.890%, 11/18/2031		64,850		9,544
2.880%, 11/05/2023		37,000		5,429
2.850%, 06/04/2027		72,270		10,690
2.800%, 03/24/2029		4,700		690
2.760%, 05/15/2032		2,160		316
2.750%, 02/17/2032		1,530		223
2.690%, 08/12/2026		6,000		881
2.240%, 05/25/2025		4,000		581
1.990%, 04/09/2025		85,700		12,361
China Government International Bond
3.250%, 10/19/2023	$	2,175		2,171
1.250%, 10/26/2026 (B)		2,160		1,996
0.550%, 10/21/2025		1,465		1,338
0.400%, 10/21/2023		3,830		3,709
China Minmetals Corp
3.750% (A)(E)		2,559		2,556
Chinalco Capital Holdings
2.125%, 06/03/2026		632		583
Chinalco Capital Holdings Ltd
4.100% (A)(E)		307		304
CNAC HK Finbridge
4.125%, 07/19/2027		575		550
3.000%, 09/22/2030		1,021		868
CNAC HK Finbridge Co Ltd
5.125%, 03/14/2028		361		357
Dianjian Haiyu Ltd
4.300% (A)(E)		205		204
Dianjian International Finance Ltd
4.600% (A)(E)		448		449


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
ENN Clean Energy International Investment
3.375%, 05/12/2026 (B)	$	308	$	271
Huarong Finance II MTN
5.500%, 01/16/2025		311		288
Leader Goal International MTN
4.250% (A)(E)		263		263
Meituan
3.050%, 10/28/2030		238		172
Minmetals Bounteous Finance BVI
3.375% (A)(E)		1,080		1,051
Powerchina Roadbridge Group British Virgin Islands
3.080% (A)(E)		423		399
Prosus NV MTN
3.061%, 07/13/2031 (B)	CNY	1,409		1,046
Shimao Group Holdings
5.600%, 07/15/2026	$	2,542		318
5.200%, 01/30/2025		2,111		275
Sinopec Group Overseas Development 2018
2.300%, 01/08/2031 (F)		1,040		907
Tencent Holdings MTN
3.240%, 06/03/2050 (B)		620		413
Wanda Properties International
7.250%, 01/29/2024		1,217		876
Wanda Properties Overseas
6.950%, 12/05/2022		200		186
6.875%, 07/23/2023		244		200
				98,137

Colombia — 4.3%
AI Candelaria Spain
7.500%, 12/15/2028 (B)(F)		1,453		1,377
Colombia Government International Bond
9.850%, 06/28/2027	COP	7,914,000		1,609
9.850%, 06/28/2027		994,000		202
8.125%, 05/21/2024	$	288		299
7.375%, 09/18/2037		382		362
6.125%, 01/18/2041		4,004		3,200
5.625%, 02/26/2044		1,555		1,131
5.200%, 05/15/2049		4,851		3,302
5.000%, 06/15/2045		4,862		3,264
4.500%, 03/15/2029		3,192		2,786
4.375%, 03/21/2023	COP	4,586,000		1,000
4.125%, 02/22/2042	$	4,731		2,963
3.875%, 04/25/2027		725		649
3.875%, 02/15/2061		804		451
3.250%, 04/22/2032		4,054		2,991
3.125%, 04/15/2031		1,746		1,317
3.000%, 01/30/2030		1,198		929
Colombian TES
10.000%, 07/24/2024	COP	13,754,400		3,052
9.250%, 05/28/2042		6,455,600		1,134


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
7.750%, 09/18/2030	COP	7,800,300	$	1,386
7.500%, 08/26/2026		48,073,200		9,476
7.250%, 10/18/2034		28,503,600		4,492
7.250%, 10/26/2050		6,253,600		864
7.000%, 03/26/2031		41,434,200		6,914
7.000%, 03/26/2031		1,757,100		293
7.000%, 06/30/2032		29,893,000		4,833
6.250%, 11/26/2025		13,845,700		2,707
6.250%, 07/09/2036		9,621,900		1,339
6.000%, 04/28/2028		22,723,100		3,924
5.750%, 11/03/2027		20,080,900		3,504
3.000%, 03/25/2033		1,516,300		857
2.250%, 04/18/2029		1,309,400		768
Ecopetrol
6.875%, 04/29/2030	$	686		638
5.875%, 11/02/2051		504		337
Empresas Publicas de Medellin ESP (B)
8.375%, 11/08/2027	COP	4,600,000		802
7.625%, 09/10/2024		2,224,000		449
7.625%, 09/10/2024		1,827,000		369
Financiera de Desarrollo Territorial Findeter
7.875%, 08/12/2024 (B)		1,408,000		293
7.875%, 08/12/2024		1,095,000		228
Geopark
5.500%, 01/17/2027 (B)	$	1,438		1,249
Gran Tierra Energy
7.750%, 05/23/2027 (B)		390		320
Grupo Aval
4.375%, 02/04/2030 (B)		1,083		869
Millicom International Cellular
5.125%, 01/15/2028 (B)		733		676
SierraCol Energy Andina LLC
6.000%, 06/15/2028 (B)		1,819		1,338
				80,943

Costa Rica — 0.2%
Costa Rica Government International Bond
7.000%, 04/04/2044		780		680
7.000%, 04/04/2044		732		638
6.125%, 02/19/2031		2,401		2,247
				3,565

Côte d'Ivoire — 0.5%
Ivory Coast Government International Bond
6.875%, 10/17/2040	EUR	2,734		1,982
6.625%, 03/22/2048 (B)		1,859		1,271
6.625%, 03/22/2048		4,364		2,984
6.625%, 03/22/2048		1,137		777
6.125%, 06/15/2033	$	200		169
5.875%, 10/17/2031 (B)	EUR	198		160
5.750%, 12/31/2032 (C)	$	27		24
5.250%, 03/22/2030	EUR	1,000		814


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
4.875%, 01/30/2032	EUR	520	$	395
				8,576

Czechia — 2.0%
Czech Republic Government Bond
4.200%, 12/04/2036	CZK	12,390		483
2.750%, 07/23/2029		134,160		4,801
2.500%, 08/25/2028		293,280		10,496
2.400%, 09/17/2025		167,370		6,261
2.000%, 10/13/2033		71,520		2,252
1.250%, 02/14/2025		137,070		5,015
1.200%, 03/13/2031		38,160		1,176
1.000%, 06/26/2026		77,590		2,710
0.950%, 05/15/2030		47,180		1,449
0.250%, 02/10/2027		29,920		989
0.050%, 11/29/2029		62,880		1,816
				37,448

Dominican Republic — 1.4%
Dominican Republic International Bond
9.750%, 06/05/2026	DOP	24,700		451
7.450%, 04/30/2044	$	2,024		1,842
7.450%, 04/30/2044 (B)		587		534
6.850%, 01/27/2045		2,518		2,132
6.500%, 02/15/2048		6,323		5,084
6.400%, 06/05/2049		1,762		1,383
6.000%, 02/22/2033 (B)		2,273		1,980
6.000%, 02/22/2033		4,733		4,123
5.875%, 01/30/2060		3,748		2,649
5.500%, 02/22/2029		1,603		1,462
5.300%, 01/21/2041		2,025		1,499
4.500%, 01/30/2030		2,744		2,300
				25,439

Ecuador — 0.8%
Ecuador Government International Bond
9.388%, 07/31/2030 (D)		100		34
7.262%, 07/31/2030 (B)(D)		2,261		769
6.000%, 07/31/2023 (B)(C)		7,293		3,836
6.000%, 07/31/2023 (C)		679		357
3.500%, 07/31/2023 (B)(C)		4,432		1,706
3.500%, 07/31/2023 (C)		16,196		6,232
2.500%, 07/31/2023 (B)(C)		5,695		1,993
2.500%, 07/31/2023 (C)		2,334		817
				15,744

Egypt — 2.0%
Egypt Government Bond
16.100%, 05/07/2029	EGP	21,345		1,011
14.664%, 10/06/2030		7,247		326
14.556%, 10/13/2027		17,572		812
14.406%, 07/07/2027		24,826		1,128
14.382%, 01/12/2031		5,367		231
14.292%, 01/05/2028		28,937		1,297


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Egypt Government International Bond
8.875%, 05/29/2050	$	2,020	$	1,299
8.875%, 05/29/2050 (B)		1,808		1,163
8.700%, 03/01/2049		1,710		1,085
8.700%, 03/01/2049 (B)		724		459
7.903%, 02/21/2048		1,618		972
7.903%, 02/21/2048 (B)		1,140		685
7.625%, 05/29/2032 (B)		2,905		2,037
7.625%, 05/29/2032		5,283		3,704
6.588%, 02/21/2028 (B)		936		739
Egypt Government International Bond MTN
8.500%, 01/31/2047		5,294		3,371
8.500%, 01/31/2047 (B)		1,381		879
8.150%, 11/20/2059		874		544
7.600%, 03/01/2029 (B)		910		716
7.600%, 03/01/2029		1,133		891
7.500%, 02/16/2061 (B)		2,122		1,232
7.300%, 09/30/2033		3,976		2,693
7.300%, 09/30/2033 (B)		2,493		1,689
7.053%, 01/15/2032 (B)		1,551		1,084
6.375%, 04/11/2031 (B)	EUR	1,498		1,009
6.375%, 04/11/2031		2,820		1,900
5.875%, 02/16/2031	$	1,314		894
5.800%, 09/30/2027		642		501
5.800%, 09/30/2027 (B)		740		578
5.625%, 04/16/2030	EUR	1,081		728
4.750%, 04/11/2025		633		541
4.750%, 04/11/2025 (B)		325		278
4.750%, 04/16/2026		900		707
				37,183

El Salvador — 0.5%
El Salvador Government International Bond
9.500%, 07/15/2052	$	9,569		3,504
8.625%, 02/28/2029		1,919		707
8.250%, 04/10/2032		1,208		452
7.625%, 02/01/2041		1,185		398
7.625%, 02/01/2041 (B)		755		253
7.125%, 01/20/2050		328		105
6.375%, 01/18/2027 (B)		1,014		385
5.875%, 01/30/2025		4,230		2,105
5.875%, 01/30/2025 (B)		1,401		697
				8,606

Ethiopia — 0.0%
Ethiopia International Bond
6.625%, 12/11/2024		431		238
Federal Democratic Republic of Ethiopia
6.625%, 12/11/2024 (B)		692		382
				620

Gabon — 0.3%
Gabon Government International Bond
7.000%, 11/24/2031 (B)		4,419		3,285


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
6.625%, 02/06/2031 (B)	$	1,706	$	1,262
6.625%, 02/06/2031		366		271
6.375%, 12/12/2024 (B)		699		641
				5,459

Georgia — 0.0%
Georgia Government International Bond
2.750%, 04/22/2026		580		502


Ghana — 0.8%
Ghana Government International Bond
10.750%, 10/14/2030		5,489		3,938
10.750%, 10/14/2030 (B)		604		433
8.950%, 03/26/2051 (B)		912		320
8.950%, 03/26/2051		200		70
8.875%, 05/07/2042		1,946		681
8.875%, 05/07/2042 (B)		1,486		520
8.750%, 03/11/2061 (B)		1,817		622
8.750%, 03/11/2061		1,039		356
8.627%, 06/16/2049 (B)		731		255
8.625%, 04/07/2034		4,601		1,630
7.875%, 03/26/2027 (B)		89		39
7.875%, 02/11/2035 (B)		1,175		415
7.875%, 02/11/2035		1,640		579
7.750%, 04/07/2029		1,521		570
7.750%, 04/07/2029 (B)		450		169
7.625%, 05/16/2029		3,054		1,146
Republic of Ghana Government Bonds
20.750%, 03/06/2023	GHS	2,770		267
19.250%, 12/18/2023		5,730		485
Tullow Oil (B)
10.250%, 05/15/2026	$	506		470
7.000%, 03/01/2025		1,747		1,385
				14,350

Guatemala — 0.5%
CT Trust
5.125%, 02/03/2032 (B)		1,444		1,246
Guatemala Government Bond
5.375%, 04/24/2032		1,382		1,324
5.375%, 04/24/2032 (B)		187		179
5.250%, 08/10/2029 (B)		2,962		2,890
4.900%, 06/01/2030		1,211		1,150
4.650%, 10/07/2041		1,714		1,356
4.500%, 05/03/2026		941		922
3.700%, 10/07/2033		1,055		853
3.700%, 10/07/2033 (B)		320		259
				10,179

Honduras — 0.1%
Honduras Government International Bond
6.250%, 01/19/2027		479		407


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
5.625%, 06/24/2030	$	2,043	$	1,542
				1,949

Hong Kong — 0.0%
NWD
4.125%, 07/18/2029		1,026		861


Hungary — 0.9%
Hungary Government Bond
4.750%, 11/24/2032	HUF	1,801,830		3,295
4.500%, 03/23/2028		1,049,560		2,046
4.000%, 04/28/2051		453,050		596
2.750%, 12/22/2026		1,555,570		2,870
Hungary Government International Bond
5.500%, 06/16/2034	$	544		507
5.250%, 06/16/2029 (B)		1,395		1,342
5.250%, 06/16/2029		615		592
3.125%, 09/21/2051		4,848		3,028
2.125%, 09/22/2031		1,898		1,389
1.750%, 06/05/2035	EUR	2,232		1,593
1.500%, 11/17/2050		800		459
				17,717

India — 0.4%
Adani Electricity Mumbai
3.949%, 02/12/2030 (B)	$	720		595
Export-Import Bank of India MTN
3.250%, 01/15/2030		1,179		1,051
2.250%, 01/13/2031		1,052		857
Greenko Power II MTN
4.300%, 12/13/2028		710		573
Network i2i
5.650%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.277% (A)(B)(E)		290		277
Power Finance MTN
3.950%, 04/23/2030 (B)		786		709
Reliance Industries (B)
3.625%, 01/12/2052		986		744
2.875%, 01/12/2032		1,175		996
Vedanta Resources
7.125%, 05/31/2023		300		276
Vedanta Resources Finance II
13.875%, 01/21/2024 (B)		403		349
8.950%, 03/11/2025		760		586
				7,013

Indonesia — 6.4%
Freeport Indonesia
6.200%, 04/14/2052 (B)		949		842
Freeport Indonesia MTN
5.315%, 04/14/2032 (B)		1,605		1,484
Indonesia Asahan Aluminium Persero
6.757%, 11/15/2048		345		326


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
6.530%, 11/15/2028 (B)	$	593	$	618
5.800%, 05/15/2050 (B)		1,683		1,437
5.710%, 11/15/2023 (B)		866		879
Indonesia Government International Bond
8.500%, 10/12/2035		2,310		2,975
8.500%, 10/12/2035		400		515
7.750%, 01/17/2038		1,710		2,099
4.750%, 02/11/2029		534		553
3.550%, 03/31/2032 (F)		1,455		1,371
3.500%, 01/11/2028		2,736		2,661
3.200%, 09/23/2061		2,423		1,771
3.050%, 03/12/2051		1,640		1,255
2.850%, 02/14/2030		4,270		3,936
2.150%, 07/28/2031		2,191		1,882
1.400%, 10/30/2031	EUR	1,262		1,009
1.300%, 03/23/2034		755		558
1.100%, 03/12/2033		1,000		744
Indonesia Government International Bond MTN
5.250%, 01/17/2042	$	3,928		3,933
5.125%, 01/15/2045		458		451
4.625%, 04/15/2043		1,563		1,472
3.750%, 06/14/2028	EUR	372		372
Indonesia Treasury Bond
9.000%, 03/15/2029	IDR	53,386,000		3,975
8.750%, 05/15/2031		81,954,000		6,090
8.375%, 03/15/2024		58,925,000		4,125
8.375%, 03/15/2034		25,425,000		1,862
8.375%, 04/15/2039		69,773,000		5,183
8.250%, 05/15/2029		98,767,000		7,100
8.250%, 05/15/2036		108,493,000		7,884
8.125%, 05/15/2024		126,936,000		8,882
7.500%, 08/15/2032		33,735,000		2,330
7.500%, 06/15/2035		54,500,000		3,782
7.500%, 05/15/2038		23,246,000		1,596
7.500%, 04/15/2040		44,557,000		3,083
7.125%, 06/15/2042		24,817,000		1,674
7.000%, 05/15/2027		27,100,000		1,844
7.000%, 09/15/2030		25,941,000		1,744
6.625%, 05/15/2033		16,461,000		1,069
6.500%, 06/15/2025		12,559,000		853
6.500%, 02/15/2031		18,400,000		1,198
6.375%, 04/15/2032		102,637,000		6,557
5.125%, 04/15/2027		42,000,000		2,661
Medco Bell Pte
6.375%, 01/30/2027 (B)	$	626		553
Minejesa Capital BV (B)
5.625%, 08/10/2037		1,448		1,189
4.625%, 08/10/2030		582		531
Pertamina Persero
2.300%, 02/09/2031 (B)		3,682		3,044


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Pertamina Persero MTN
3.650%, 07/30/2029 (B)	$	985	$	928
Perusahaan Penerbit SBSN Indonesia III
4.400%, 06/06/2027 (B)		1,077		1,088
Perusahaan Perseroan Persero Perusahaan Listrik Negara
1.875%, 11/05/2031 (B)	EUR	1,143		910
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
6.150%, 05/21/2048	$	1,070		1,019
5.250%, 10/24/2042		1,097		968
5.250%, 05/15/2047		710		614
4.375%, 02/05/2050 (B)		355		273
3.375%, 02/05/2030		206		181
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (B)		1,015		967
				118,900

Iraq — 0.1%
Iraq Government International Bond
5.800%, 01/15/2028		1,391		1,158


Israel — 0.5%
Bank Leumi Le-Israel
3.275%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.631%, 01/29/2031 (A)(B)		592		525
Bank of Israel Bill - Makam
1.938%, 11/02/2022 (D)	ILS	23,881		7,160
Israel Government International Bond
4.500%, 04/03/2120	$	1,737		1,581
Leviathan Bond
6.750%, 06/30/2030 (B)		550		522
State of Israel
3.800%, 05/13/2060		269		229
				10,017

Jamaica — 0.1%
Digicel Holdings Bermuda
8.750%, 05/25/2024 (B)		790		757
Digicel International Finance
8.750%, 05/25/2024 (B)		650		622
				1,379

Jordan — 0.2%
Jordan Government International Bond
7.750%, 01/15/2028 (B)		1,431		1,416
7.375%, 10/10/2047		1,120		918
7.375%, 10/10/2047 (B)		62		51
5.850%, 07/07/2030 (B)		850		744
5.850%, 07/07/2030		731		640
				3,769


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Kazakhstan — 1.5%
Development Bank of Kazakhstan JSC
4.125%, 12/10/2022	$	880	$	876
2.950%, 05/06/2031		1,539		1,197
2.950%, 05/06/2031 (B)		723		562
Kazakhstan Government International Bond
4.875%, 10/14/2044		1,804		1,524
4.875%, 10/14/2044 (B)		922		779
Kazakhstan Government International Bond MTN
6.500%, 07/21/2045 (B)		3,895		3,917
KazMunayGas National JSC
6.375%, 10/24/2048 (B)		1,764		1,485
6.375%, 10/24/2048		350		295
5.750%, 04/19/2047 (B)		3,294		2,707
5.375%, 04/24/2030		1,549		1,444
5.375%, 04/24/2030 (B)		1,295		1,207
5.375%, 04/24/2030		6,045		5,636
4.750%, 04/24/2025 (B)		985		960
3.500%, 04/14/2033		1,830		1,437
3.500%, 04/14/2033 (B)		384		302
KazTransGas JSC
4.375%, 09/26/2027 (B)		1,219		1,106
4.375%, 09/26/2027		308		279
Tengizchevroil Finance International
3.250%, 08/15/2030 (B)		630		476
2.625%, 08/15/2025		1,594		1,381
				27,570

Kenya — 0.4%
Republic of Kenya Government International Bond
8.250%, 02/28/2048		1,237		840
8.000%, 05/22/2032		3,632		2,687
8.000%, 05/22/2032 (B)		437		323
7.000%, 05/22/2027		2,729		2,156
7.000%, 05/22/2027 (B)		423		334
6.875%, 06/24/2024 (B)		1,005		875
6.300%, 01/23/2034		768		524
				7,739

Kuwait — 0.1%
Meglobal Canada ULC MTN MTN
5.875%, 05/18/2030 (B)		250		261
NBK SPC
1.625%, U.S. SOFR + 1.050%, 09/15/2027 (A)(B)		1,000		894
NBK Tier 1 Financing 2
4.500%, CMTUSD6Y + 2.832% (A)(B)(E)		693		642
				1,797


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Lebanon — 0.3%
Lebanon Government International Bond
8.250%, 05/17/2034 (G)	$	11,222	$	795
8.200%, 05/17/2033 (G)		3,557		252
6.850%, 03/23/2027 (G)		1,116		82
6.750%, 11/29/2027 (G)		3,188		208
6.650%, 04/22/2024 (G)		2,000		131
6.000%, 01/27/2023 (G)		738		51
Lebanon Government International Bond MTN
8.250%, 04/12/2021 (G)		23,098		1,506
7.000%, 03/20/2028 (G)		2,671		177
6.850%, 05/25/2029 (G)		2,941		202
6.650%, 02/26/2030 (G)		2,063		142
6.600%, 11/27/2026 (G)		2,218		145
6.400%, 05/26/2023 (G)		2,645		172
6.375%, 03/09/2020 (G)		8,235		581
6.250%, 05/27/2022 (G)		409		27
6.150%, 06/19/2020 (G)		8,161		532
6.100%, 10/04/2022 (G)		5,652		368
6.100%, 10/04/2022 (G)		3,411		222
5.800%, 04/14/2020 (G)		10,239		668
				6,261

Macao — 0.0%
Studio City Finance (B)
6.500%, 01/15/2028		507		286
6.000%, 07/15/2025		119		76
				362

Malaysia — 6.5%
1MDB Global Investments
4.400%, 03/09/2023		7,000		6,690
1MDB Global Investments Ltd
4.400%, 03/09/2023		6,600		6,307
Malaysia Government Bond
5.248%, 09/15/2028	MYR	4,975		1,193
4.935%, 09/30/2043		1,200		283
4.921%, 07/06/2048		3,873		905
4.762%, 04/07/2037		2,775		653
4.736%, 03/15/2046		1,052		240
4.696%, 10/15/2042		2,300		532
4.504%, 04/30/2029		1,000		231
4.392%, 04/15/2026		5,125		1,179
4.254%, 05/31/2035		18,929		4,238
4.232%, 06/30/2031		2,000		454
4.181%, 07/15/2024		25,895		5,881
4.065%, 06/15/2050		3,800		781
4.059%, 09/30/2024		17,428		3,954
3.955%, 09/15/2025		49,844		11,310
3.906%, 07/15/2026		26,876		6,078
3.900%, 11/30/2026		9,147		2,063
3.899%, 11/16/2027		4,402		990


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
3.885%, 08/15/2029	MYR	10,218	$	2,273
3.882%, 03/14/2025		12,532		2,836
3.828%, 07/05/2034		44,271		9,547
3.800%, 08/17/2023		42,002		9,462
3.795%, 09/30/2022		4,800		1,073
3.757%, 04/20/2023		24,623		5,536
3.757%, 05/22/2040		30,517		6,291
3.733%, 06/15/2028		29,774		6,619
3.582%, 07/15/2032		1,000		216
3.502%, 05/31/2027		9,500		2,104
3.478%, 06/14/2024		9,387		2,106
2.632%, 04/15/2031		33,667		6,783
Malaysia Government Investment Issue
4.369%, 10/31/2028		2,000		457
4.119%, 11/30/2034		5,418		1,193
4.070%, 09/30/2026		14,000		3,169
Malaysia Wakala Sukuk
2.070%, 04/28/2031	$	1,970		1,752
Petronas Capital MTN
4.550%, 04/21/2050		1,931		1,886
3.500%, 04/21/2030		1,790		1,716
2.480%, 01/28/2032		2,421		2,106
				121,087

Mexico — 9.5%
America Movil
7.125%, 12/09/2024	MXN	23,310		1,061
Banco Mercantil del Norte (B)(E)
7.500%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 5.470% (A)	$	623		567
6.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.967% (A)		1,569		1,509
Banco Nacional de Comercio Exterior SNC
2.720%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.000%, 08/11/2031 (A)(B)		1,777		1,545
Cemex (B)
5.450%, 11/19/2029		622		576
5.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.534% (A)(E)		277		230
3.875%, 07/11/2031		782		659
Comision Federal de Electricidad
7.350%, 11/25/2025	MXN	52,305		2,378
6.264%, 02/15/2052 (B)	$	1,125		909
5.750%, 02/14/2042 (B)		570		473
4.750%, 02/23/2027 (B)		364		342
4.688%, 05/15/2029 (B)		2,843		2,580
4.688%, 05/15/2029		2,267		2,057
3.875%, 07/26/2033		800		614
3.348%, 02/09/2031 (B)		605		478
FEL Energy VI Sarl
5.750%, 12/01/2040 (B)		275		208


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Mexican Bonos
10.000%, 12/05/2024	MXN	120,907	$	6,049
8.500%, 05/31/2029		119,482		5,775
8.500%, 11/18/2038		259,923		12,308
8.000%, 11/07/2047		91,207		4,071
7.750%, 05/29/2031		423,345		19,353
7.750%, 11/13/2042		170,924		7,482
7.500%, 06/03/2027		247,313		11,518
5.750%, 03/05/2026		47,634		2,121
5.750%, 03/05/2026		19,946		888
Mexican Udibonos
4.500%, 12/04/2025		211,022		10,598
4.000%, 11/30/2028		141,396		6,977
3.500%, 11/16/2023		289,187		14,347
Mexico City Airport Trust
5.500%, 07/31/2047 (B)	$	1,068		804
Mexico Government International Bond
4.875%, 05/19/2033		5,203		4,984
4.750%, 04/27/2032 (F)		999		969
4.600%, 02/10/2048		578		464
4.280%, 08/14/2041		765		611
3.771%, 05/24/2061		7,262		4,816
3.500%, 02/12/2034		216		181
2.659%, 05/24/2031		4,193		3,476
2.375%, 02/11/2030	EUR	820		724
2.250%, 08/12/2036		608		440
Mexico Government International Bond MTN
6.050%, 01/11/2040	$	859		860
5.750%, 10/12/2110		3,850		3,290
Minera Mexico
4.500%, 01/26/2050 (B)		870		682
Petroleos Mexicanos
7.690%, 01/23/2050 (B)		2,359		1,625
7.690%, 01/23/2050		5,333		3,674
6.840%, 01/23/2030		1,781		1,447
6.840%, 01/23/2030 (B)		534		434
6.700%, 02/16/2032		11,554		9,022
6.625%, 06/15/2035		7,616		5,465
6.625%, 06/15/2038		205		136
6.500%, 01/23/2029 (B)		1,111		925
6.500%, 06/02/2041		1,481		945
6.375%, 01/23/2045		1,020		638
5.950%, 01/28/2031		1,757		1,327
5.950%, 01/28/2031 (B)		727		549
5.350%, 02/12/2028 (B)		576		469
Petroleos Mexicanos MTN
8.750%, 06/02/2029 (B)		2,987		2,753
6.750%, 09/21/2047		2,283		1,440
6.750%, 09/21/2047		440		277
Poinsettia Finance
6.625%, 06/17/2031		7,220		6,570


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
United Mexican States MTN
5.550%, 01/21/2045	$	676	$	632
				178,302

Mongolia — 0.3%
Development Bank of Mongolia LLC
7.250%, 10/23/2023 (B)		1,149		1,120
Mongolia Government International Bond
5.125%, 04/07/2026		546		502
4.450%, 07/07/2031		200		154
3.500%, 07/07/2027		2,155		1,788
Mongolia Government International Bond MTN
8.750%, 03/09/2024		2,896		2,947
				6,511

Morocco — 0.1%
Morocco Government International Bond
5.500%, 12/11/2042		260		212
4.000%, 12/15/2050		1,029		668
3.000%, 12/15/2032		1,542		1,153
				2,033

Mozambique — 0.0%
Mozambique International Bond
9.000%, 09/15/2023 (C)		400		282
9.000%, 09/15/2023 (B)(C)		355		250
				532

Nigeria — 0.9%
IHS Netherlands Holdco BV
8.000%, 09/18/2027 (B)		399		365
Nigeria Government International Bond
9.248%, 01/21/2049		524		369
8.747%, 01/21/2031		303		236
7.875%, 02/16/2032		1,402		1,010
7.696%, 02/23/2038 (B)		852		544
Nigeria Government International Bond MTN
8.375%, 03/24/2029		2,665		2,108
8.375%, 03/24/2029 (B)		4,144		3,278
8.250%, 09/28/2051 (B)		3,933		2,487
7.625%, 11/28/2047 (B)		1,380		845
7.375%, 09/28/2033 (B)		1,092		729
7.375%, 09/28/2033		4,206		2,807
6.500%, 11/28/2027 (B)		610		467
6.500%, 11/28/2027		70		54
6.125%, 09/28/2028		2,061		1,489
				16,788

Oman — 0.7%
Oman Government International Bond
7.000%, 01/25/2051		1,349		1,243
6.750%, 10/28/2027		4,931		5,142
6.750%, 01/17/2048		5,007		4,477


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
6.500%, 03/08/2047	$	300	$	262
6.250%, 01/25/2031		1,965		1,981
				13,105

Pakistan — 0.4%
Pakistan Government International Bond
8.250%, 09/30/2025 (B)		335		228
7.875%, 03/31/2036		285		153
6.875%, 12/05/2027		1,954		1,202
6.875%, 12/05/2027 (B)		1,073		660
Pakistan Government International Bond MTN
8.875%, 04/08/2051		470		248
7.375%, 04/08/2031		4,223		2,354
6.000%, 04/08/2026 (B)		3,716		2,311
				7,156

Panama — 1.2%
Aeropuerto Internacional de Tocumen
5.125%, 08/11/2061 (B)		469		378
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (B)		639		555
Banco Nacional de Panama
2.500%, 08/11/2030 (B)		1,160		938
Cable Onda
4.500%, 01/30/2030 (B)		227		200
Empresa de Transmision Electrica
5.125%, 05/02/2049 (B)		873		719
Panama Bonos del Tesoro
3.362%, 06/30/2031		2,115		1,840
Panama Government International Bond
9.375%, 04/01/2029		870		1,061
8.125%, 04/28/2034		699		853
6.700%, 01/26/2036		400		431
4.500%, 04/16/2050		3,381		2,681
4.500%, 04/01/2056		2,566		1,983
4.500%, 01/19/2063		2,266		1,711
4.300%, 04/29/2053		360		275
3.870%, 07/23/2060		2,324		1,600
3.750%, 03/16/2025		1,420		1,404
3.298%, 01/19/2033		1,656		1,405
2.252%, 09/29/2032		4,453		3,461
				21,495

Papua New Guinea — 0.0%
Papua New Guinea Government International Bond
8.375%, 10/04/2028		850		696


Paraguay — 0.4%
Bioceanico Sovereign Certificate Ltd
2.742%, 06/05/2034 (D)		2,468		1,624
Paraguay Government International Bond
6.100%, 08/11/2044		1,980		1,840


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
5.600%, 03/13/2048	$	417	$	354
5.400%, 03/30/2050		946		791
4.950%, 04/28/2031		1,086		1,045
2.739%, 01/29/2033		1,410		1,111
				6,765

Peru — 3.5%
ABY Transmission Sur
6.875%, 04/30/2043 (B)		310		314
Fondo MIVIVIENDA
7.000%, 02/14/2024 (B)	PEN	5,422		1,399
Inkia Energy
5.875%, 11/09/2027 (B)	$	487		463
Kallpa Generacion
4.875%, 05/24/2026 (B)		398		386
Kallpa Generacion SA
4.125%, 08/16/2027 (B)		1,197		1,113
Peru Government Bond
6.950%, 08/12/2031	PEN	4,251		1,037
6.350%, 08/12/2028		2,325		567
6.150%, 08/12/2032		31,269		7,087
5.940%, 02/12/2029		13,490		3,182
5.400%, 08/12/2034		12,040		2,481
5.350%, 08/12/2040		959		182
5.200%, 09/12/2023		1,204		309
Peruvian Government International Bond
8.750%, 11/21/2033	$	540		693
8.200%, 08/12/2026	PEN	18		5
8.200%, 08/12/2026		6,280		1,705
6.950%, 08/12/2031		30,735		7,501
6.950%, 08/12/2031		724		177
6.900%, 08/12/2037		4,039		931
6.850%, 02/12/2042		882		199
6.350%, 08/12/2028		13,329		3,252
5.940%, 02/12/2029		15,595		3,679
5.700%, 08/12/2024 (B)		6,317		1,622
5.625%, 11/18/2050	$	626		651
5.400%, 08/12/2034	PEN	1,738		358
3.750%, 03/01/2030	EUR	170		170
3.600%, 01/15/2072	$	299		205
3.550%, 03/10/2051		850		633
3.230%, 07/28/2121		3,035		1,893
3.000%, 01/15/2034		1,931		1,574
2.844%, 06/20/2030		255		222
2.783%, 01/23/2031		9,785		8,334
1.950%, 11/17/2036	EUR	1,461		1,048
1.250%, 03/11/2033		3,208		2,385
Petroleos del Peru
5.625%, 06/19/2047	$	8,816		6,080
5.625%, 06/19/2047 (B)		1,432		988
4.750%, 06/19/2032		1,799		1,434


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
4.750%, 06/19/2032 (B)	$	1,695	$	1,351
				65,610

Philippines — 0.8%
Philippine Government International Bond
4.200%, 03/29/2047		2,366		2,144
3.900%, 11/26/2022	PHP	52,000		917
3.700%, 02/02/2042	$	1,115		959
3.200%, 07/06/2046		1,110		861
3.000%, 02/01/2028		693		668
1.950%, 01/06/2032		7,171		6,004
1.750%, 04/28/2041	EUR	606		426
1.648%, 06/10/2031	$	2,599		2,150
				14,129

Poland — 2.2%
Republic of Poland Government Bond
3.750%, 05/25/2027	PLN	18,320		3,433
3.250%, 07/25/2025		12,260		2,370
2.750%, 04/25/2028		23,662		4,192
2.750%, 10/25/2029		27,414		4,649
2.500%, 04/25/2024		7,644		1,524
2.500%, 07/25/2026		44,147		8,064
2.500%, 07/25/2027		18,610		3,292
1.750%, 04/25/2032		56,120		8,208
1.250%, 10/25/2030		25,063		3,661
0.250%, 10/25/2026		15,264		2,506
				41,899

Qatar — 1.2%
Qatar Energy
3.300%, 07/12/2051 (B)	$	382		304
3.125%, 07/12/2041 (B)		466		379
2.250%, 07/12/2031		3,850		3,357
2.250%, 07/12/2031 (B)		973		848
Qatar Government International Bond
5.103%, 04/23/2048 (B)		1,813		1,945
5.103%, 04/23/2048		1,583		1,698
4.817%, 03/14/2049		4,678		4,827
4.817%, 03/14/2049 (B)		333		344
4.400%, 04/16/2050 (B)		1,261		1,236
4.400%, 04/16/2050		3,250		3,184
3.750%, 04/16/2030		4,327		4,349
3.750%, 04/16/2030 (B)		287		288
				22,759

Romania — 2.5%
Romania Government Bond
6.700%, 02/25/2032	RON	36,850		7,021
5.850%, 04/26/2023		2,330		479
5.000%, 02/12/2029		18,895		3,351
4.850%, 07/25/2029		4,155		724
4.750%, 10/11/2034		3,575		560
4.400%, 09/25/2023		970		195


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
4.250%, 06/28/2023	RON	3,930	$	796
4.150%, 01/26/2028		5,910		1,029
4.150%, 10/24/2030		4,200		679
4.000%, 10/25/2023		4,865		972
3.650%, 07/28/2025		16,080		2,987
3.650%, 09/24/2031		7,895		1,200
3.250%, 06/24/2026		4,730		836
2.500%, 10/25/2027		15,580		2,515
Romanian Government International Bond
5.250%, 11/25/2027 (B)	$	1,074		1,043
5.125%, 06/15/2048		354		292
4.000%, 02/14/2051		2,474		1,706
4.000%, 02/14/2051 (B)		930		641
3.625%, 03/27/2032 (B)		1,752		1,413
3.624%, 05/26/2030	EUR	590		492
3.000%, 02/27/2027 (B)	$	542		488
2.750%, 04/14/2041 (B)	EUR	3,215		1,869
2.625%, 12/02/2040 (B)		452		262
2.000%, 04/14/2033 (B)		381		252
Romanian Government International Bond MTN
6.125%, 01/22/2044	$	312		295
4.625%, 04/03/2049	EUR	1,781		1,324
4.125%, 03/11/2039		546		405
3.875%, 10/29/2035		1,700		1,310
3.750%, 02/07/2034		3,142		2,450
3.375%, 02/08/2038 (B)		1,496		1,051
3.375%, 01/28/2050		3,177		1,884
3.375%, 01/28/2050 (B)		1,556		923
2.875%, 05/26/2028		377		326
2.875%, 04/13/2042 (B)		773		450
2.875%, 04/13/2042		1,290		752
2.500%, 02/08/2030 (B)		935		739
2.125%, 03/07/2028		982		828
2.124%, 07/16/2031		166		119
2.000%, 01/28/2032		206		142
2.000%, 04/14/2033		2,128		1,407
				46,207

Russia — 1.2%
Gazprom PJSC Via Gaz Capital
4.950%, 02/06/2028 (B)	$	684		342
Gazprom PJSC via Gaz Finance
4.599%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.264% (B)(E)		1,233		463
Russian Federal Bond - OFZ
8.500%, 09/17/2031	RUB	148,472		730
8.150%, 02/03/2027		567,929		2,790
7.700%, 03/23/2033		115,299		567
7.700%, 03/16/2039		120,219		591
7.650%, 04/10/2030		12,078		59


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
7.250%, 05/10/2034	RUB	60,340	$	296
7.050%, 01/19/2028		1,035,010		5,085
7.000%, 08/16/2023		52,160		256
7.000%, 07/30/2036		127,961		629
6.900%, 05/23/2029		128,287		630
6.900%, 07/23/2031		423,320		2,080
6.700%, 03/14/2029		463,192		2,276
6.100%, 07/18/2035		84,790		417
4.500%, 07/16/2025		738,130		3,627
Russian Foreign Bond - Eurobond
4.375%, 03/21/2029	$	4,200		1,974
Vnesheconombank Via VEB Finance
6.800%, 11/22/2025 (B)		600		29
6.800%, 11/22/2025		240		11
				22,852

Saudi Arabia — 1.1%
EIG Pearl Holdings Sarl (B)
4.387%, 11/30/2046		1,240		1,000
3.545%, 08/31/2036		992		867
Global Sukuk
1.602%, 06/17/2026		3,876		3,558
KSA Sukuk
2.250%, 05/17/2031 (B)		2,576		2,301
Saudi Arabian Oil
1.625%, 11/24/2025		1,108		1,027
Saudi Arabian Oil MTN
4.250%, 04/16/2039		1,620		1,522
Saudi Government International Bond MTN
5.000%, 04/17/2049		2,911		2,894
4.500%, 10/26/2046		2,958		2,760
4.500%, 10/26/2046 (B)		704		657
3.450%, 02/02/2061		1,529		1,172
3.250%, 10/22/2030		1,914		1,845
3.250%, 11/17/2051 (B)		2,160		1,660
				21,263

Senegal — 0.2%
Senegal Government International Bond
6.750%, 03/13/2048		1,037		725
5.375%, 06/08/2037	EUR	906		616
4.750%, 03/13/2028		1,820		1,537
4.750%, 03/13/2028 (B)		170		143
				3,021

Serbia — 0.2%
Serbia International Bond
3.125%, 05/15/2027		451		392
2.125%, 12/01/2030	$	512		368
1.650%, 03/03/2033	EUR	406		249
1.500%, 06/26/2029		2,518		1,816
Serbia International Bond MTN
2.050%, 09/23/2036		1,524		878


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Serbia Treasury Bonds
5.875%, 02/08/2028	RSD	31,570	$	255
4.500%, 01/11/2026		24,780		199
4.500%, 08/20/2032		14,680		99
				4,256

South Africa — 6.4%
AngloGold Ashanti Holdings
3.750%, 10/01/2030	$	323		274
Bidvest Group
3.625%, 09/23/2026 (B)		528		483
Eskom Holdings SOC
4.314%, 07/23/2027		1,785		1,572
Eskom Holdings SOC MTN
8.450%, 08/10/2028		1,117		1,015
6.350%, 08/10/2028		650		615
Eskom Holdings SOC Ltd
7.125%, 02/11/2025 (B)		3,690		3,468
Eskom Holdings SOC Ltd MTN
8.450%, 08/10/2028 (B)		1,284		1,167
7.500%, 09/15/2033	ZAR	52,500		2,228
6.750%, 08/06/2023	$	1,174		1,139
6.750%, 08/06/2023 (B)		1,100		1,067
Republic of South Africa Government Bond
10.500%, 12/21/2026	ZAR	203,288		12,524
9.000%, 01/31/2040		99,963		4,812
8.875%, 02/28/2035		289,587		14,406
8.750%, 01/31/2044		181,227		8,397
8.750%, 02/28/2048		202,738		9,330
8.500%, 01/31/2037		331,953		15,627
8.250%, 03/31/2032		192,471		9,536
8.000%, 01/31/2030		72,850		3,740
7.000%, 02/28/2031		147,868		6,877
6.500%, 02/28/2041		33,672		1,244
6.250%, 03/31/2036		103,805		4,026
Republic of South Africa Government International Bond
7.300%, 04/20/2052	$	2,605		2,161
6.300%, 06/22/2048		570		442
5.875%, 09/16/2025		1,067		1,081
5.875%, 06/22/2030		199		186
5.875%, 04/20/2032		5,139		4,574
5.750%, 09/30/2049		6,979		4,967
5.650%, 09/27/2047		899		642
5.000%, 10/12/2046		475		320
4.850%, 09/27/2027		690		650
Sasol Financing USA LLC
6.500%, 09/27/2028		540		522
5.875%, 03/27/2024		661		664
4.375%, 09/18/2026		532		495
				120,251


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Sri Lanka — 0.5%
Sri Lanka Government International Bond
7.850%, 03/14/2029	$	2,519	$	838
7.550%, 03/28/2030		1,701		566
6.850%, 03/14/2024		1,445		477
6.825%, 07/18/2026 (B)		1,612		546
6.825%, 07/18/2026		800		271
6.750%, 04/18/2028 (B)		7,034		2,335
6.750%, 04/18/2028		3,680		1,222
6.350%, 06/28/2024		1,840		607
6.200%, 05/11/2027		3,486		1,157
5.750%, 04/18/2023		1,124		377
				8,396

Supranational — 0.8%
Africa Finance
2.875%, 04/28/2028 (B)		2,555		2,198
African Export-Import Bank
3.798%, 05/17/2031 (B)		301		247
African Export-Import Bank MTN
3.994%, 09/21/2029 (B)		543		477
Banque Ouest Africaine de Developpement
5.000%, 07/27/2027 (B)		1,274		1,197
4.700%, 10/22/2031 (B)		934		799
4.700%, 10/22/2031		430		368
Inter-American Development Bank MTN
7.875%, 03/14/2023	IDR	134,700,000		9,185
				14,471

Taiwan — 0.1%
TSMC Arizona
4.250%, 04/22/2032	$	631		621
3.250%, 10/25/2051		220		175
2.500%, 10/25/2031		254		215
				1,011

Thailand — 2.6%
GC Treasury Center MTN
4.300%, 03/18/2051 (B)		1,054		815
Thailand Government Bond
5.670%, 03/13/2028	THB	3,000		97
4.875%, 06/22/2029		15,000		477
3.775%, 06/25/2032		300,593		9,094
3.650%, 06/20/2031		62,000		1,858
3.625%, 06/16/2023		34,000		952
3.400%, 06/17/2036		268,387		7,651
3.300%, 06/17/2038		126,579		3,479
2.875%, 12/17/2028		30,402		866
2.875%, 06/17/2046		4,865		119
2.400%, 12/17/2023		167,000		4,649
2.125%, 12/17/2026		13,087		362
2.000%, 12/17/2031		122,008		3,201
2.000%, 06/17/2042		141,323		3,095
1.600%, 12/17/2029		15,000		390


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
1.600%, 06/17/2035	THB	51,336	$	1,209
1.585%, 12/17/2035		116,002		2,669
1.450%, 12/17/2024		124,000		3,386
1.250%, 03/12/2028		89,293		2,446
1.000%, 06/17/2027		50,000		1,309
				48,124

Tunisia — 0.3%
Tunisian Republic
6.375%, 07/15/2026 (B)	EUR	2,441		1,437
6.375%, 07/15/2026		962		566
5.750%, 01/30/2025	$	628		376
5.750%, 01/30/2025 (B)		194		116
5.625%, 02/17/2024	EUR	6,046		3,965
				6,460

Turkey — 1.4%
Aydem Yenilenebilir Enerji
7.750%, 02/02/2027 (B)	$	972		722
Export Credit Bank of Turkey
8.250%, 01/24/2024 (B)		327		321
Hazine Mustesarligi Varlik Kiralama
7.250%, 02/24/2027 (B)		4,097		4,041
Turkey Government Bond
1.500%, 06/18/2025	TRY	56,008		4,088
Turkey Government International Bond
7.250%, 12/23/2023 (F)	$	1,210		1,210
6.875%, 03/17/2036		1,313		985
6.375%, 10/14/2025		409		371
6.125%, 10/24/2028		1,486		1,204
6.000%, 01/14/2041		1,091		707
5.950%, 01/15/2031		4,335		3,237
5.750%, 03/22/2024		145		138
5.750%, 05/11/2047		869		526
5.125%, 02/17/2028		2,826		2,218
4.875%, 10/09/2026		847		704
4.875%, 04/16/2043		4,778		2,730
4.750%, 01/26/2026		2,048		1,751
Turkiye Ihracat Kredi Bankasi
5.750%, 07/06/2026		967		811
Turkiye Sise ve Cam Fabrikalari AS
6.950%, 03/14/2026 (B)		725		672
Yapi ve Kredi Bankasi MTN
5.850%, 06/21/2024 (B)		632		597
				27,033

Uganda — 0.1%
Republic of Uganda Government Bonds
14.250%, 06/22/2034	UGX	5,200,000		1,191


Ukraine — 0.5%
NAK Naftogaz Ukraine via Kondor Finance
7.625%, 11/08/2026 (B)	$	1,334		266
7.125%, 07/19/2024	EUR	970		196


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
NPC Ukrenergo
6.875%, 11/09/2028 (B)	$	1,499	$	277
6.875%, 11/09/2028		400		74
State Agency of Roads of Ukraine
6.250%, 06/24/2030		1,456		259
6.250%, 06/24/2030 (B)		554		99
Ukraine Government Bond
15.840%, 02/26/2025	UAH	92,615		1,324
Ukraine Government International Bond
9.750%, 11/01/2030	$	846		167
7.750%, 09/01/2027 (B)		3,051		610
7.750%, 09/01/2028 (B)		3,030		621
7.750%, 09/01/2028		1,155		237
7.750%, 09/01/2029		2,093		411
7.375%, 09/25/2034		2,509		433
7.253%, 03/15/2035		1,242		210
6.876%, 05/21/2031		8,935		1,667
6.876%, 05/21/2031 (B)		423		79
6.750%, 06/20/2028	EUR	1,790		334
1.258%, 08/01/2041 (A)(B)	$	3,182		944
1.258%, 08/01/2041 (A)		800		237
				8,445

United Arab Emirates — 1.7%
Abu Dhabi Crude Oil Pipeline LLC (B)
4.600%, 11/02/2047		2,286		2,241
3.650%, 11/02/2029		923		908
Abu Dhabi Government International Bond
4.125%, 10/11/2047 (B)		520		492
Abu Dhabi Government International Bond MTN
3.875%, 04/16/2050		628		569
3.000%, 09/15/2051		970		752
3.000%, 09/15/2051 (B)		764		592
2.500%, 04/16/2025		2,472		2,403
1.700%, 03/02/2031		1,640		1,404
1.625%, 06/02/2028		1,810		1,620
DAE Funding LLC
3.375%, 03/20/2028 (B)		850		757
DP World MTN (B)
6.850%, 07/02/2037		245		271
5.625%, 09/25/2048		648		639
4.700%, 09/30/2049		1,207		1,041
DP World Crescent MTN
4.848%, 09/26/2028		725		736
DP World Salaam
6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.750% (A)(E)		4,046		4,026
Emirate of Dubai Government International Bonds MTN
5.250%, 01/30/2043		670		620


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Finance Department Government of Sharjah MTN
4.000%, 07/28/2050 (B)	$	2,246	$	1,426
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040		5,898		4,925
2.940%, 09/30/2040 (B)		884		738
2.625%, 03/31/2036 (B)		827		696
2.160%, 03/31/2034		2,116		1,846
MDGH GMTN RSC MTN
4.500%, 11/07/2028 (B)		796		826
3.950%, 05/21/2050		338		314
Sharjah Sukuk Program MTN
3.854%, 04/03/2026		1,037		1,002
				30,844

United Kingdom — 0.0%
Standard Chartered Bank MTN
8.250%, 05/18/2029 (B)	IDR	3,251,000		234


United States — 0.6%
JPMorgan Chase Bank MTN (B)
8.375%, 04/19/2039		1,563,000		112
7.500%, 06/15/2035		48,361,000		3,356
7.000%, 09/18/2030 (A)		117,660,000		7,912
Sagicor Financial
5.300%, 05/13/2028 (B)	$	712		670
				12,050

Uruguay — 0.5%
Uruguay Government International Bond
8.250%, 05/21/2031	UYU	19,962		410
5.100%, 06/18/2050	$	260		265
4.975%, 04/20/2055		2,538		2,550
4.375%, 01/23/2031		5,738		5,874
				9,099

Uzbekistan — 0.2%
Republic of Uzbekistan International Bond
3.900%, 10/19/2031		774		595
Republic of Uzbekistan International Bond MTN
5.375%, 02/20/2029		1,819		1,637
3.700%, 11/25/2030		301		234
Uzauto Motors AJ
4.850%, 05/04/2026 (B)		1,269		1,002
Uzbekneftegaz JSC
4.750%, 11/16/2028 (B)		1,187		872
				4,340

Venezuela — 0.2%
Petroleos de Venezuela
9.750%, 05/17/2035 (G)		3,202		96
6.000%, 05/16/2024 (G)		16,821		505
6.000%, 05/16/2024 (G)		7,900		237


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
6.000%, 05/16/2024 (G)	$	1,777	$	53
6.000%, 11/15/2026 (G)		24,577		737
5.500%, 04/12/2037 (G)		1,620		49
5.375%, 04/12/2027 (G)		7,825		235
Venezuela Government International Bond
9.250%, 09/15/2027 (G)		3,400		280
9.250%, 05/07/2028 (G)		4,965		410
8.250%, 10/13/2024 (G)		4,151		311
7.750%, 10/13/2019 (G)		7,816		547
				3,460

Vietnam — 0.1%
Mong Duong Finance Holdings BV
5.125%, 05/07/2029 (B)		1,594		1,312


Zambia — 1.0%
First Quantum Minerals (B)
7.500%, 04/01/2025		528		520
6.875%, 03/01/2026		531		509
6.875%, 10/15/2027		928		885
Zambia Government Bond
13.000%, 08/29/2026	ZMW	2,040		87
13.000%, 12/18/2027		8,370		324
13.000%, 01/25/2031		23,763		795
11.000%, 01/25/2026		27,670		1,127
11.000%, 06/28/2026		118,640		4,806
10.000%, 06/28/2024		99,750		5,224
Zambia Government International Bond
8.970%, 07/30/2027	$	3,476		2,086
5.375%, 09/20/2022		3,663		2,040
5.375%, 09/20/2022 (B)		1,822		1,015
				19,418

Total Global Bonds
(Cost $2,135,989) ($ Thousands)				1,737,789


	Shares
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, LP
2.260% **^†(H)		1,833,120		1,833


Total Affiliated Partnership
(Cost $1,833) ($ Thousands)				1,833


Total Investments in Securities — 93.0%
(Cost $2,137,822) ($ Thousands)			$	1,739,622

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

A list of the open forward foreign currency contracts held by the Fund at August 31, 2022, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2022, is as follows:

A list of open OTC swap agreements held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $1,871,158 ($ Thousands).
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
(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)	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 August 31, 2022, the value of these securities amounted to $254,865 ($ Thousands), representing 13.6% of the Net Assets of the Fund.

(C)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(D)	Zero coupon security.
(E)	Perpetual security with no stated maturity date.
(F)	Certain securities or partial positions of certain securities are on loan at August 31, 2022. The total market value of securities on loan at August 31, 2022 was $1,767 ($ Thousands).
(G)	Security is in default on interest payment.
(H)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of August 31, 2022 was $1,833 ($ Thousands).

BRL — Brazilian Real

BUBOR— Budapest Interbank Offered Rate

CDI — Chess Depositary Interest

CETIP— Central of Custody and Financial Settlement of Securities

CLICP — Sinacofi Chile Interbank Rate Avg

CLP — Chilean Peso

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CZK — Czech Koruna

DAC — Designated Activity Company

EGP — Egyptian Pound

EUR — Euro

GHS — Ghanaian Cedi

HKD — Hong Kong Dollar

HUF — Hungarian Forint

IBR — Interbank Rate

IBRCOL — Colombia IBR Overnight Interbank Reference Rate

ICE— Intercontinental Exchange

IDR — Indonesian Rupiah

ILS — Israeli New Sheckels

INR — Indian Rupee

JPY — Japanese Yen

JSC — Joint-Stock Company

KRW — Korean Won

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

L.P. — Limited Partnership

Ltd. — Limited

MIBID — Mumbai Interbank Bid Rate

MIBOR — Mumbai Interbank Overnight Rate

MTN — Medium Term Note

MXN — Mexican Peso

MYR — Malaysian Ringgit

NGN — Nigerian Naira

OTC — Over The Counter

PEN — Peruvian Nuevo Sol

PHP— Philippine Peso

PJSC — Public Joint-Stock Company

PLN — Polish Zloty

PRIBOR— Prague Interbank Offered Rate

RON — Romanian Leu

RSD — Serbian Dinar

RUB — Russian Ruble

SAR— Saudi Riyal

Ser — Series

SGD — Singapore Dollar

SOFR — Secured Overnight Financing Rate

THB — Thai Baht

TIIE — Interbank Equilibrium Interest Rate

TRY — Turkish Lira

TWD — Taiwan Dollar

UAH — Ukrainian Hryvnia

UGX — Ugandan Shilling

ULC — Unlimited Liability Company

USD — U.S. Dollar

UYU — Uruguayan Peso

WIBOR— Warsaw Interbank Offered Rate

ZAR — South African Rand

The following is a summary of the level of inputs used as of August 31, 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
($)

Global Bonds

–

1,737,789

–

1,737,789

Affiliated Partnership

–

1,833

–

1,833

Total Investments in Securities

–

1,739,622

–

1,739,622

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		880			–			–		880
Unrealized Depreciation		(306	)		–			–		(306	)
Forwards Contracts*
Unrealized Appreciation		–			22,625			–		22,625
Unrealized Depreciation		–			(22,133	)		–		(22,133	)
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(119	)		–		(119	)
Interest Rate Swaps*
Unrealized Appreciation		–			2,305			–		2,305
Unrealized Depreciation		–			(8,547	)		–		(8,547	)
OTC Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(259	)		–		(259	)
Interest Rate Swaps*
Unrealized Appreciation		–			1,276			–		1,276
Unrealized Depreciation		–			(1,092	)		–		(1,092	)
Total Other Financial Instruments		574			(5,944	)		–		(5,370	)

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 99.2%
U.S. Treasury Inflation-Protected Securities
2.375%, 01/15/2025	$	12,879	$	13,303
2.375%, 01/15/2027		8,265		8,826
2.000%, 01/15/2026		8,262		8,571
0.625%, 01/15/2024		22,862		22,645
0.625%, 01/15/2026		17,491		17,382
0.500%, 04/15/2024		12,771		12,634
0.375%, 07/15/2025		20,802		20,538
0.375%, 01/15/2027		16,526		16,247
0.375%, 07/15/2027		18,203		17,927
0.250%, 01/15/2025		18,956		18,654
0.125%, 07/15/2024		20,743		20,425
0.125%, 10/15/2024		18,487		18,190
0.125%, 04/15/2025		15,115		14,787
0.125%, 10/15/2025		17,181		16,841
0.125%, 10/15/2025		1,242		1,218
0.125%, 04/15/2026		14,200		13,849
0.125%, 07/15/2026		17,431		17,066
0.125%, 10/15/2026		19,703		19,239
0.125%, 04/15/2027		20,438		19,834

Total U.S. Treasury Obligations
(Cost $312,392) ($ Thousands)				298,176


Total Investments in Securities — 99.2%
(Cost $312,392) ($ Thousands)			$	298,176

Percentages are based on Net Assets of $300,575 ($ Thousands).

As of August 31, 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.

For information on 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.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 32.0%
Communication Services — 0.7%
AT&T
2.300%, 06/01/2027	$	2,000	$	1,820
Level 3 Financing
3.400%, 03/01/2027 (A)		700		621
Magallanes
3.755%, 03/15/2027 (A)		2,400		2,242
Netflix
5.875%, 02/15/2025		915		936
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
5.152%, 03/20/2028 (A)		1,000		1,006
4.738%, 03/20/2025 (A)		1,134		1,138
Take-Two Interactive Software
3.300%, 03/28/2024		1,140		1,124
T-Mobile USA
3.875%, 04/15/2030		770		712
3.750%, 04/15/2027		640		614
3.500%, 04/15/2025		705		688

				10,901

Consumer Discretionary — 0.8%
7-Eleven
0.800%, 02/10/2024 (A)		12,395		11,788
Alimentation Couche-Tard
3.550%, 07/26/2027 (A)		400		375
Hyatt Hotels
1.300%, 10/01/2023		1,400		1,357

				13,520

Consumer Staples — 3.0%
BAT Capital
3.557%, 08/15/2027		895		822
3.222%, 08/15/2024		860		840
Bayer US Finance II LLC
4.250%, 12/15/2025 (A)		580		571
3.875%, 12/15/2023 (A)		745		739
2.850%, 04/15/2025 (A)		520		492
CommonSpirit Health
2.760%, 10/01/2024		1,445		1,400
1.547%, 10/01/2025		10,550		9,607
Constellation Brands
4.350%, 05/09/2027		695		693
Fresenius US Finance II
4.500%, 01/15/2023 (A)		955		953
GSK Consumer Healthcare Capital US LLC
3.375%, 03/24/2027 (A)		1,125		1,056
3.024%, 03/24/2024 (A)		4,375		4,278
Hormel Foods
0.650%, 06/03/2024		8,800		8,364
Imperial Brands Finance PLC
4.250%, 07/21/2025 (A)		1,035		1,013


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
JBS USA LUX/ JBS USA Food/ JBS USA Finance
5.125%, 02/01/2028 (A)	$	520	$	519
3.000%, 02/02/2029 (A)		1,025		891
Keurig Dr Pepper
0.750%, 03/15/2024		7,575		7,199
Kraft Heinz Foods
3.875%, 05/15/2027		1,400		1,353
Takeda Pharmaceutical
4.400%, 11/26/2023		4,080		4,086

				44,876

Energy — 1.6%
Enbridge
0.550%, 10/04/2023		11,500		11,070
Energy Transfer
5.950%, 12/01/2025		748		766
4.250%, 04/01/2024		250		250
4.050%, 03/15/2025		1,000		982
Petroleos Mexicanos
6.700%, 02/16/2032		1,089		850
Sabine Pass Liquefaction LLC
5.000%, 03/15/2027		770		767
Saudi Arabian Oil MTN
2.875%, 04/16/2024 (A)		11,985		11,747

				26,432

Financials — 17.3%
American Campus Communities Operating Partnership
3.750%, 04/15/2023		1,505		1,506
American Express
2.250%, 03/04/2025		2,485		2,372
0.750%, 11/03/2023		11,545		11,155
Athene Global Funding
2.996%, SOFRINDX + 0.700%, 05/24/2024 (A)(B)		920		902
2.514%, 03/08/2024 (A)		575		556
Avolon Holdings Funding
3.250%, 02/15/2027 (A)		990		857
2.750%, 02/21/2028 (A)		580		472
2.528%, 11/18/2027 (A)		133		109
Bank of America
4.948%, U.S. SOFR + 2.040%, 07/22/2028 (B)		465		465
3.366%, ICE LIBOR USD 3 Month + 0.810%, 01/23/2026 (B)		2,025		1,958
Bank of America MTN
1.319%, U.S. SOFR + 1.150%, 06/19/2026 (B)		8,290		7,542
0.810%, U.S. SOFR + 0.740%, 10/24/2024 (B)		9,200		8,825


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of Montreal
3.750%, 07/25/2025 (A)	$	5,510	$	5,475
Bank of Montreal MTN
2.150%, 03/08/2024		10,780		10,504
Bank of New York Mellon MTN
3.430%, U.S. SOFR + 0.565%, 06/13/2025 (B)		10,845		10,714
Bank of Nova Scotia
3.450%, 04/11/2025		10,175		9,948
Canadian Imperial Bank of Commerce
3.300%, 04/07/2025		10,660		10,384
Capital One Financial
2.636%, U.S. SOFR + 1.290%, 03/03/2026 (B)		995		943
Citigroup
3.668%, ICE LIBOR USD 3 Month + 1.390%, 07/24/2028 (B)		1,805		1,700
3.290%, U.S. SOFR + 1.528%, 03/17/2026 (B)		1,645		1,588
0.981%, U.S. SOFR + 0.669%, 05/01/2025 (B)		8,965		8,438
Corebridge Financial
3.500%, 04/04/2025 (A)		6,190		5,961
Credit Suisse Group
6.442%, U.S. SOFR + 3.700%, 08/11/2028 (A)(B)		1,075		1,054
3.869%, ICE LIBOR USD 3 Month + 1.410%, 01/12/2029 (A)(B)		770		667
2.593%, U.S. SOFR + 1.560%, 09/11/2025 (A)(B)		2,210		2,044
Discover Bank
2.450%, 09/12/2024		987		948
DNB Bank
0.856%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.330%, 09/30/2025 (A)(B)		1,405		1,300
F&G Global Funding
0.900%, 09/20/2024 (A)		10,100		9,299
Federation des Caisses Desjardins du Quebec
0.450%, 10/07/2023 (A)		7,660		7,377
General Electric MTN
3.212%, ICE LIBOR USD 3 Month + 0.380%, 05/05/2026 (B)		330		314
Goldman Sachs Group
0.925%, U.S. SOFR + 0.486%, 10/21/2024 (B)		13,525		12,945
HSBC Holdings PLC
0.976%, U.S. SOFR + 0.708%, 05/24/2025 (B)		5,000		4,661


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Huntington National Bank
4.008%, U.S. SOFR + 1.205%, 05/16/2025 (B)	$	7,770	$	7,723
ING Groep
3.869%, U.S. SOFR + 1.640%, 03/28/2026 (B)		1,230		1,199
Intercontinental Exchange
4.000%, 09/15/2027		1,155		1,137
Jackson National Life Global Funding
1.750%, 01/12/2025 (A)		5,650		5,284
JPMorgan Chase
4.851%, U.S. SOFR + 1.990%, 07/25/2028 (B)		465		464
4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (B)		11,510		11,458
3.900%, 07/15/2025		8,470		8,405
3.125%, 01/23/2025		2,025		1,992
2.947%, U.S. SOFR + 1.170%, 02/24/2028 (B)		2,595		2,408
0.969%, TSFR3M + 0.580%, 06/23/2025 (B)		385		361
0.697%, U.S. SOFR + 0.580%, 03/16/2024 (B)		2,325		2,282
Lloyds Banking Group PLC
4.716%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 08/11/2026 (B)		2,075		2,047
3.870%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 3.500%, 07/09/2025 (B)		180		176
1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (B)		620		548
Macquarie Group
3.189%, ICE LIBOR USD 3 Month + 1.023%, 11/28/2023 (A)(B)		920		917
1.340%, U.S. SOFR + 1.069%, 01/12/2027 (A)(B)		705		617
Macquarie Group MTN
1.201%, U.S. SOFR + 0.694%, 10/14/2025 (A)(B)		910		840
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (A)		2,500		2,396
Morgan Stanley
2.630%, U.S. SOFR + 0.940%, 02/18/2026 (B)		465		442
Morgan Stanley MTN
2.475%, U.S. SOFR + 1.000%, 01/21/2028 (B)		2,775		2,521
0.791%, U.S. SOFR + 0.509%, 01/22/2025 (B)		725		688


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.529%, U.S. SOFR + 0.455%, 01/25/2024 (B)	$	2,745	$	2,703
Nationwide Building Society
4.363%, ICE LIBOR USD 3 Month + 1.392%, 08/01/2024 (A)(B)		335		333
3.766%, ICE LIBOR USD 3 Month + 1.064%, 03/08/2024 (A)(B)		350		348
0.550%, 01/22/2024 (A)		9,170		8,694
Nationwide Mutual Insurance
4.119%, ICE LIBOR USD 3 Month + 2.290%, 12/15/2024 (A)(B)		1,000		1,000
New York Life Global Funding MTN
3.150%, 06/06/2024 (A)		12,010		11,829
Park Aerospace Holdings
4.500%, 03/15/2023 (A)		170		169
Royal Bank of Canada MTN
1.600%, 01/21/2025		11,675		11,014
Santander UK Group Holdings PLC
4.796%, ICE LIBOR USD 3 Month + 1.570%, 11/15/2024 (B)		410		409
3.373%, ICE LIBOR USD 3 Month + 1.080%, 01/05/2024 (B)		355		353
1.089%, U.S. SOFR + 0.787%, 03/15/2025 (B)		200		187
Toronto-Dominion Bank
3.815%, 07/25/2025 (A)		6,135		6,107
Toronto-Dominion Bank MTN
2.350%, 03/08/2024		9,210		8,993
Trinity Acquisition
4.625%, 08/15/2023		860		859
UBS Group
4.703%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.050%, 08/05/2027 (A)(B)		385		378
4.490%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.600%, 08/05/2025 (A)(B)		7,460		7,435
Wells Fargo
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (B)		2,145		2,008
Wells Fargo MTN
3.750%, 01/24/2024		10,785		10,753
3.526%, U.S. SOFR + 1.510%, 03/24/2028 (B)		3,950		3,731
Willis North America
4.650%, 06/15/2027		615		603

				274,794

Health Care — 1.6%
AbbVie
3.800%, 03/15/2025		35		35
3.750%, 11/14/2023		550		549


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Baxter International
0.868%, 12/01/2023	$	8,655	$	8,322
HCA
5.375%, 02/01/2025		465		469
5.000%, 03/15/2024		610		614
3.125%, 03/15/2027 (A)		1,000		921
Humana
3.850%, 10/01/2024		1,500		1,492
0.650%, 08/03/2023		675		655
PerkinElmer
0.850%, 09/15/2024		1,170		1,090
Royalty Pharma PLC
0.750%, 09/02/2023		985		949
Thermo Fisher Scientific
1.215%, 10/18/2024		10,155		9,606

				24,702

Industrials — 1.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
4.875%, 01/16/2024		580		577
2.450%, 10/29/2026		255		225
1.650%, 10/29/2024		650		601
Air Lease
3.375%, 07/01/2025		400		380
2.200%, 01/15/2027		770		676
BAE Systems Holdings
3.850%, 12/15/2025 (A)		625		605
Boeing
1.433%, 02/04/2024		680		652
Canadian Pacific Railway
1.350%, 12/02/2024		910		855
Parker-Hannifin
3.650%, 06/15/2024		10,840		10,742
Sydney Airport Finance
3.900%, 03/22/2023 (A)		965		963

				16,276

Information Technology — 1.6%
Broadcom
3.625%, 01/15/2024		9,320		9,243
Fidelity National Information Services
4.500%, 07/15/2025		945		946
Global Payments
4.950%, 08/15/2027		1,460		1,446
Oracle
1.650%, 03/25/2026		1,865		1,682
Skyworks Solutions
0.900%, 06/01/2023		1,145		1,117
TSMC Arizona
3.875%, 04/22/2027		1,165		1,145


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
VMware
1.000%, 08/15/2024	$	9,175	$	8,597

				24,176

Materials — 0.2%
Amcor Flexibles North America
4.000%, 05/17/2025		1,165		1,151
Berry Global
0.950%, 02/15/2024		1,415		1,340
International Flavors & Fragrances
0.697%, 09/15/2022 (A)		750		749

				3,240

Real Estate — 0.5%
Camden Property Trust
2.950%, 12/15/2022		1,490		1,488
GLP Capital LP / GLP Financing II
5.375%, 11/01/2023		2,803		2,767
HCP
4.000%, 06/01/2025		635		628
Kilroy Realty
3.450%, 12/15/2024		1,215		1,188
Piedmont Operating Partnership
3.400%, 06/01/2023		690		686
SL Green Operating Partnership
3.250%, 10/15/2022		210		210
VICI Properties
5.750%, 02/01/2027 (A)		465		458
5.625%, 05/01/2024 (A)		125		125
4.625%, 06/15/2025 (A)		625		605
4.250%, 12/01/2026 (A)		245		229

				8,384

Utilities — 3.7%
American Electric Power
2.031%, 03/15/2024		5,795		5,613
Dominion Energy
3.300%, 03/15/2025		1,570		1,533
2.450%, 01/15/2023 (A)		500		498
DTE Energy
4.220%, 11/01/2024 (C)		8,830		8,787
Duke Energy
3.750%, 04/15/2024		7,200		7,166
Eversource Energy
4.200%, 06/27/2024		11,020		11,013
2.900%, 03/01/2027		1,505		1,411
Exelon
2.750%, 03/15/2027 (A)		505		472
Jersey Central Power & Light
4.700%, 04/01/2024 (A)		1,545		1,537
Monongahela Power
4.100%, 04/15/2024 (A)		815		808


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NextEra Energy Capital Holdings
4.255%, 09/01/2024	$	7,355	$	7,359
2.940%, 03/21/2024		745		732
0.650%, 03/01/2023		1,250		1,228
PacifiCorp
3.600%, 04/01/2024		7,405		7,388
Public Service Enterprise Group
2.875%, 06/15/2024		2,825		2,755

				58,300

Total Corporate Obligations
(Cost $523,969) ($ Thousands)				505,601



U.S. TREASURY OBLIGATIONS — 29.9%
U.S. Treasury Bills
2.828%, 01/19/2023 (D)		13,920		13,756
U.S. Treasury Notes
3.250%, 08/31/2024		16,310		16,240
3.250%, 06/30/2027		10,810		10,759
3.125%, 08/15/2025		82,564		81,732
3.125%, 08/31/2027		60		60
3.000%, 07/31/2024		19,040		18,873
2.125%, 05/15/2025		6,000		5,788
1.750%, 12/31/2024		59,580		57,302
0.500%, 03/31/2025		28,000		25,951
0.375%, 04/15/2024		89,795		85,396
0.250%, 06/15/2024		93,550		88,350
0.125%, 12/15/2023		70,500		67,564

Total U.S. Treasury Obligations
(Cost $487,750) ($ Thousands)				471,771



MORTGAGE-BACKED SECURITIES — 18.6%
Agency Mortgage-Backed Obligations — 9.7%
FHLB
2.200%, 02/28/2025		7,815		7,554
FHLMC
4.050%, 07/21/2025		11,005		10,969
4.000%, 12/30/2024		6,275		6,252
3.500%, 02/01/2034 to 12/01/2034		5,138		5,051
2.500%, 09/01/2030 to 01/01/2052		3,862		3,530
2.000%, 03/01/2052		2,657		2,287
FHLMC ARM
1.875%, ICE LIBOR USD 12 Month + 1.488%, 03/01/2037(B)		5		5
FHLMC CMO, Ser 2005-2922, Cl FE
2.641%, LIBOR USD 1 Month + 0.250%, 02/15/2035(B)		542		538


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2005-2990, Cl LK
2.761%, LIBOR USD 1 Month + 0.370%, 10/15/2034(B)	$	678	$	678
FHLMC CMO, Ser 2006-3102, Cl FB
2.691%, LIBOR USD 1 Month + 0.300%, 01/15/2036(B)		281		281
FHLMC CMO, Ser 2006-3136, Cl KF
2.691%, LIBOR USD 1 Month + 0.300%, 04/15/2036(B)		291		290
FHLMC CMO, Ser 2009-3616, Cl FG
3.041%, LIBOR USD 1 Month + 0.650%, 03/15/2032(B)		317		319
FHLMC CMO, Ser 2010-3762, Cl FP
2.841%, LIBOR USD 1 Month + 0.450%, 03/15/2040(B)		67		67
FHLMC CMO, Ser 2010-3774, Cl EW
3.500%, 12/15/2025		188		187
FHLMC CMO, Ser 2011-3895, Cl FM
2.741%, LIBOR USD 1 Month + 0.350%, 12/15/2040(B)		158		158
FHLMC CMO, Ser 2011-3946, Cl FG
2.741%, LIBOR USD 1 Month + 0.350%, 10/15/2039(B)		9		10
FHLMC CMO, Ser 2011-3960, Cl JF
2.841%, LIBOR USD 1 Month + 0.450%, 04/15/2041(B)		39		39
FHLMC CMO, Ser 2012-4048, Cl GF
2.741%, LIBOR USD 1 Month + 0.350%, 10/15/2040(B)		52		52
FHLMC CMO, Ser 2012-4094, Cl BF
2.791%, LIBOR USD 1 Month + 0.400%, 08/15/2032(B)		470		468
FHLMC CMO, Ser 2012-4102, Cl LF
2.641%, LIBOR USD 1 Month + 0.250%, 01/15/2040(B)		96		96
FHLMC CMO, Ser 2013-4203, Cl DM
3.000%, 04/15/2033		229		225
FHLMC CMO, Ser 2014-4379, Cl CD
2.500%, 04/15/2033		208		204
FHLMC CMO, Ser 2015-4482, Cl CA
3.000%, 04/15/2034		274		270
FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl A1
2.592%, 04/25/2023		134		133
FHLMC Multifamily Structured Pass-Through Certificates, Ser K038, Cl A1
2.604%, 10/25/2023		59		59
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF34, Cl A
2.722%, LIBOR USD 1 Month + 0.360%, 08/25/2024(B)		165		165


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF37, Cl A
2.722%, ICE LIBOR USD 1 Month + 0.360%, 09/25/2027(B)	$	84	$	83
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF38, Cl A
2.692%, LIBOR USD 1 Month + 0.330%, 09/25/2024(B)		336		336
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF39, Cl A
2.682%, LIBOR USD 1 Month + 0.320%, 11/25/2024(B)		224		223
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF40, Cl A
2.702%, LIBOR USD 1 Month + 0.340%, 11/25/2027(B)		57		56
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF43, Cl A
2.602%, ICE LIBOR USD 1 Month + 0.240%, 01/25/2028(B)		420		418
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF51, Cl A
2.762%, ICE LIBOR USD 1 Month + 0.400%, 08/25/2025(B)		395		394
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF68, Cl A
2.852%, ICE LIBOR USD 1 Month + 0.490%, 07/25/2026(B)		690		689
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF86, Cl AL
2.652%, ICE LIBOR USD 1 Month + 0.290%, 08/25/2027(B)		676		672
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ29, Cl A1
0.735%, 01/25/2026		627		597
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ30, Cl A1
0.526%, 01/25/2025		1,692		1,640
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ31, Cl A1
0.569%, 05/25/2026		1,203		1,141
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ32, Cl A1
0.516%, 06/25/2025		1,124		1,066
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ34, Cl A1
0.681%, 06/25/2026		952		880
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ37, Cl A1
1.679%, 12/25/2027		2,394		2,210


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A
2.770%, 05/25/2025	$	900	$	873
FHLMC Multifamily Structured Pass-Through Certificates, Ser Q004, Cl AFL
1.844%, 12 Month Treas Avg + 0.740%, 05/25/2044(B)		453		453
FNMA
3.000%, 10/01/2030 to 02/01/2035		3,707		3,618
2.998%, 01/01/2026(B)		889		866
2.500%, 02/01/2031 to 11/01/2034		4,038		3,866
2.000%, 12/01/2036		2,328		2,148
FNMA CMO, Ser 2005-83, Cl FP
2.774%, LIBOR USD 1 Month + 0.330%, 10/25/2035(B)		610		607
FNMA CMO, Ser 2006-31, Cl FP
2.744%, LIBOR USD 1 Month + 0.300%, 05/25/2036(B)		109		109
FNMA CMO, Ser 2006-56, Cl FE
2.874%, LIBOR USD 1 Month + 0.430%, 07/25/2036(B)		505		504
FNMA CMO, Ser 2007-98, Cl FD
2.894%, LIBOR USD 1 Month + 0.450%, 06/25/2037(B)		284		283
FNMA CMO, Ser 2008-24, Cl PF
3.094%, LIBOR USD 1 Month + 0.650%, 02/25/2038(B)		121		122
FNMA CMO, Ser 2010-43, Cl VF
2.994%, LIBOR USD 1 Month + 0.550%, 05/25/2040(B)		368		369
FNMA CMO, Ser 2012-111, Cl NF
2.794%, LIBOR USD 1 Month + 0.350%, 05/25/2042(B)		526		523
FNMA CMO, Ser 2012-113, Cl PB
2.000%, 10/25/2040		629		608
FNMA CMO, Ser 2012-54, Cl CF
3.144%, LIBOR USD 1 Month + 0.700%, 05/25/2042(B)		167		169
FNMA CMO, Ser 2012-93, Cl GF
2.694%, LIBOR USD 1 Month + 0.250%, 07/25/2040(B)		11		11
FNMA CMO, Ser 2013-116, Cl CB
2.500%, 04/25/2033		226		222
FNMA CMO, Ser 2013-6, Cl MC
2.000%, 02/25/2040		16		16
FNMA CMO, Ser 2016-48, Cl UF
2.844%, LIBOR USD 1 Month + 0.400%, 08/25/2046(B)		223		223
FNMA CMO, Ser 2020-10, Cl FA
2.944%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2050(B)		1,333		1,332


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2019-79, Cl FA
2.944%, ICE LIBOR USD 1 Month + 0.500%, 01/25/2050(B)	$	451	$	450
FNMA TBA
4.500%, 09/15/2033 to 10/14/2034		12,025		11,945
4.000%, 09/14/2039		2,325		2,269
3.500%, 09/15/2052		2,400		2,287
3.000%, 10/15/2042		13,150		12,163
2.500%, 10/01/2042		25,275		22,557
2.000%, 10/15/2052		13,050		11,223
FREMF Mortgage Trust, Ser K28, Cl B
3.608%, 06/25/2046(A)(B)		2,855		2,833
FREMF Mortgage Trust, Ser K33, Cl B
3.611%, 08/25/2046(A)(B)		2,000		1,975
FREMF Mortgage Trust, Ser K35, Cl B
4.067%, 12/25/2046(A)(B)		3,175		3,151
FREMF Mortgage Trust, Ser K37, Cl B
4.716%, 01/25/2047(A)(B)		1,000		995
GNMA
3.000%, 01/20/2027 to 02/20/2028		1,223		1,202
GNMA ARM
2.625%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.500%, 02/20/2041(B)		82		82
GNMA CMO, Ser 2007-1, Cl F
2.668%, LIBOR USD 1 Month + 0.300%, 01/20/2037(B)		392		391
GNMA CMO, Ser 2010-98, Cl QF
2.768%, LIBOR USD 1 Month + 0.400%, 01/20/2040(B)		223		223
GNMA CMO, Ser 2011-151, Cl BF
2.718%, LIBOR USD 1 Month + 0.350%, 04/20/2041(B)		318		315
GNMA CMO, Ser 2012-77, Cl FM
3.057%, LIBOR USD 1 Month + 0.670%, 11/16/2039(B)		493		495
GNMA TBA
2.500%, 09/15/2052		10,075		9,180
GNMA, Ser 157, Cl C
3.150%, 10/16/2054(B)		1,189		1,170
GNMA, Ser 2008-92, Cl E
5.556%, 03/16/2044(B)		448		446
GNMA, Ser 2010-159, Cl D
4.558%, 09/16/2044(B)		784		768


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 23, Cl D
3.488%, 07/16/2049(B)	$	518	$	500


				153,834
Non-Agency Mortgage-Backed Obligations — 8.9%
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
3.392%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2035(A)(B)		825		803
Banc of America Commercial Mortgage Trust, Ser BNK3, Cl ASB
3.366%, 02/15/2050		1,362		1,332
Banc of America Funding Trust, Ser 2014-R6, Cl 2A13
2.519%, 07/26/2036(A)(B)		2,429		2,342
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
4.531%, ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(A)(B)		2,100		2,072
BBCMS Mortgage Trust, Ser C7, Cl A1
1.079%, 04/15/2053		1,008		963
Benchmark Mortgage Trust, Ser 2018-B1, Cl A2
3.571%, 01/15/2051		243		242
Benchmark Mortgage Trust, Ser B19, Cl A1
0.628%, 09/15/2053		504		478
Benchmark Mortgage Trust, Ser B5, Cl A2
4.077%, 07/15/2051		1,750		1,732
Braemar Hotels & Resorts Trust, Ser 2018-PRME, Cl A
3.211%, ICE LIBOR USD 1 Month + 0.820%, 06/15/2035(A)(B)		2,777		2,666
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A
3.043%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(B)		1,577		1,523
BX Commercial Mortgage Trust, Ser VKNG, Cl A
3.321%, ICE LIBOR USD 1 Month + 0.930%, 10/15/2037(A)(B)		1,229		1,199
CD Commercial Mortgage Trust, Ser 2016-CD1, Cl ASB
2.622%, 08/10/2049		5,606		5,405
CD Commercial Mortgage Trust, Ser 2017-CD4, Cl ASB
3.317%, 05/10/2050		1,964		1,906
Centex Home Equity Loan Trust, Ser 2006-A, Cl M1
2.894%, ICE LIBOR USD 1 Month + 0.450%, 06/25/2036(B)		497		494
CIM Trust, Ser 2022-I1, Cl A1
4.350%, 02/25/2067(A)(B)		1,198		1,173


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CIT Mortgage Loan Trust, Ser 2007-1, Cl 1A
3.794%, ICE LIBOR USD 1 Month + 1.350%, 10/25/2037(A)(B)	$	189	$	189
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB
3.431%, 06/10/2048		1,062		1,046
Citigroup Commercial Mortgage Trust, Ser 2015-GC35, Cl AAB
3.608%, 11/10/2048		4,048		3,989
Citigroup Commercial Mortgage Trust, Ser 2019-SMRT, Cl A
4.149%, 01/10/2036(A)		1,115		1,097
Citigroup Commercial Mortgage Trust, Ser GC36, Cl AAB
3.368%, 02/10/2049		948		928
Citigroup Commercial Mortgage Trust, Ser GC37, Cl AAB
3.098%, 04/10/2049		1,415		1,381
Citigroup Commercial Mortgage Trust, Ser PRM2, Cl A
3.342%, ICE LIBOR USD 1 Month + 0.950%, 10/15/2036(A)(B)		1,782		1,726
Citigroup Mortgage Loan Trust, Ser 2006-AMC1, Cl A1
2.734%, ICE LIBOR USD 1 Month + 0.290%, 09/25/2036(A)(B)		2,017		1,966
Cold Storage Trust, Ser 2020-ICE5, Cl A
3.291%, ICE LIBOR USD 1 Month + 0.900%, 11/15/2037(A)(B)		1,474		1,442
COMM Mortgage Trust, Ser 2013-CR11, Cl ASB
3.660%, 08/10/2050		94		94
COMM Mortgage Trust, Ser 2013-CR9, Cl ASB
3.834%, 07/10/2045		230		229
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2
3.031%, 09/10/2047		152		151
COMM Mortgage Trust, Ser 2014-UBS6, Cl ASB
3.387%, 12/10/2047		905		896
COMM Mortgage Trust, Ser CR13, Cl A3
3.928%, 11/10/2046		889		880
COMM Mortgage Trust, Ser CR8, Cl AM
3.911%, 06/10/2046(A)(B)		750		743
COMM Mortgage Trust, Ser PC1, Cl A4
3.620%, 07/10/2050		1,366		1,340
CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl ASB
3.533%, 11/15/2048		34		33


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC Series, Ser 2014-6R, Cl 15A2
2.559%, ICE LIBOR USD 1 Month + 0.150%, 11/27/2036(A)(B)	$	1,239	$	1,186
CSMC Trust, Ser 2022-RPL3, Cl A1
3.613%, 03/25/2061(A)(B)		2,100		2,040
DBGS Mortgage Trust, Ser 2018-BIOD, Cl A
3.172%, ICE LIBOR USD 1 Month + 0.803%, 05/15/2035(A)(B)		1,773		1,751
DBJPM Mortgage Trust, Ser C3, Cl ASB
2.756%, 08/10/2049		1,502		1,456
DBWF Mortgage Trust, Ser 2018-GLKS, Cl A
3.396%, ICE LIBOR USD 1 Month + 1.030%, 12/19/2030(A)(B)		1,600		1,563
First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1
2.554%, ICE LIBOR USD 1 Month + 0.110%, 12/25/2037(B)		2,093		1,994
GCAT Trust, Ser 2021-NQM6, Cl A1
1.855%, 08/25/2066(A)(B)		3,116		2,834
Great Wolf Trust, Ser WOLF, Cl A
3.425%, ICE LIBOR USD 1 Month + 1.034%, 12/15/2036(A)(B)		1,500		1,466
GS Mortgage Securities II, Ser 2018-GS10, Cl A1
3.199%, 07/10/2051		362		360
GS Mortgage Securities Trust, Ser 2013-GC13, Cl AAB
3.719%, 07/10/2046(B)		150		150
GS Mortgage Securities Trust, Ser 2013-GC14, Cl AAB
3.817%, 08/10/2046		189		189
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB
2.777%, 10/10/2049		2,241		2,172
GS Mortgage Securities Trust, Ser GC14, Cl A4
3.955%, 08/10/2046		1,294		1,285
GS Mortgage Securities Trust, Ser GS5, Cl AAB
3.467%, 03/10/2050		693		678
GS Mortgage Securities Trust, Ser GS9, Cl A2
3.839%, 03/10/2051		900		899
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(A)		799		782
GSAA Home Equity Trust, Ser 2005-6, Cl M1
3.089%, ICE LIBOR USD 1 Month + 0.645%, 06/25/2035(B)		1,294		1,281
GSAA Home Equity Trust, Ser 2005-MTR1, Cl A4
3.184%, ICE LIBOR USD 1 Month + 0.740%, 10/25/2035(B)		51		51


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GSAA Home Equity Trust, Ser 2007-8, Cl A3
3.344%, ICE LIBOR USD 1 Month + 0.900%, 08/25/2037(B)	$	492	$	494
Houston Galleria Mall Trust, Ser HGLR, Cl A1A1
3.087%, 03/05/2037(A)		1,000		943
Irvine Core Office Trust, Ser IRV, Cl B
3.279%, 05/15/2048(A)(B)		1,600		1,570
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl ASB
3.705%, 01/15/2047		115		115
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl ASB
3.428%, 08/15/2047		1,040		1,028
JPMBB Commercial Mortgage Securities Trust, Ser C31, Cl ASB
3.540%, 08/15/2048		1,512		1,487
JPMCC Commercial Mortgage Securities Trust, Ser JP7, Cl ASB
3.241%, 09/15/2050		2,264		2,194
JPMDB Commercial Mortgage Securities Trust, Ser 2016-C2, Cl ASB
2.954%, 06/15/2049		669		651
JPMDB Commercial Mortgage Securities Trust, Ser C8, Cl A2
4.031%, 06/15/2051		1,527		1,515
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2013-LC11, Cl ASB
2.554%, 04/15/2046		297		296
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2021-MHC, Cl A
3.191%, ICE LIBOR USD 1 Month + 0.800%, 04/15/2038(A)(B)		926		903
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP3, Cl ASB
2.777%, 08/15/2049		3,946		3,825
JPMorgan Chase Commercial Mortgage Securities Trust, Ser MARG, Cl A
3.491%, ICE LIBOR USD 1 Month + 1.100%, 05/15/2034(A)(B)		1,418		1,400
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1
3.483%, SOFR30A + 1.300%, 03/25/2051(A)(B)		2,810		2,586
LHOME Mortgage Trust, Ser 2021-RTL3, Cl A1(C)
2.363%, 09/25/2026(A)		2,500		2,388
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(A)		2,839		2,814


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1
2.904%, ICE LIBOR USD 1 Month + 0.460%, 04/25/2029(B)	$	205	$	191
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B
3.492%, ICE LIBOR USD 1 Month + 1.101%, 04/15/2038(A)(B)		11,040		10,598
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(A)(B)		2,816		2,646
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C13, Cl ASB
3.557%, 11/15/2046		106		105
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C15, Cl A3
3.773%, 04/15/2047		255		252
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C18, Cl ASB
3.621%, 10/15/2047		264		261
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C26, Cl ASB
3.323%, 10/15/2048		486		477
Nationstar Home Equity Loan Trust, Ser 2007-A, Cl AV4
2.674%, ICE LIBOR USD 1 Month + 0.230%, 03/25/2037(B)		243		241
Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4
2.764%, ICE LIBOR USD 1 Month + 0.320%, 04/25/2037(B)		682		671
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1
2.634%, ICE LIBOR USD 1 Month + 0.190%, 04/25/2037(B)		1,692		1,623
OBX Trust, Ser 2022-NQM1, Cl A1
2.305%, 11/25/2061(A)(B)		5,953		5,387
PRKCM Trust, Ser 2021-AFC2, Cl A1
2.071%, 11/25/2056(A)(B)		6,078		5,145
RASC Trust, Ser 2006-KS6, Cl A4
2.694%, ICE LIBOR USD 1 Month + 0.250%, 08/25/2036(B)		151		151
RBS Commercial Funding Trust, Ser GSP, Cl A
3.961%, 01/15/2032(A)(B)		2,010		1,959
Structured Asset Securities Mortgage Loan Trust, Ser 2005-WF2, Cl M1
3.014%, ICE LIBOR USD 1 Month + 0.570%, 05/25/2035(B)		124		123


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Structured Asset Securities Mortgage Loan Trust, Ser 2006-WF3, Cl M1
2.694%, ICE LIBOR USD 1 Month + 0.250%, 09/25/2036(B)	$	215	$	214
Terwin Mortgage Trust, Ser 2006-3, Cl 1A2
2.904%, ICE LIBOR USD 1 Month + 0.460%, 04/25/2037(A)(B)		194		192
Towd Point Mortgage Trust, Ser 2020-4, Cl A1
1.750%, 10/25/2060(A)		1,339		1,222
Towd Point Mortgage Trust, Ser 2021-1, Cl A1
2.250%, 11/25/2061(A)(B)		2,001		1,834
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1
2.250%, 07/25/2068(A)(B)		1,066		1,012
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB
3.504%, 12/15/2050		1,000		973
UBS Commercial Mortgage Trust, Ser C12, Cl A2
4.152%, 08/15/2051		2,034		2,012
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
2.964%, ICE LIBOR USD 1 Month + 0.520%, 11/25/2045(B)		971		888
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB
3.324%, 01/15/2059		1,549		1,522
Wells Fargo Commercial Mortgage Trust, Ser 2020-C56, Cl A1
1.341%, 06/15/2053		939		911
Wells Fargo Commercial Mortgage Trust, Ser BNK1, Cl ASB
2.514%, 08/15/2049		707		684
Wells Fargo Commercial Mortgage Trust, Ser C28, Cl A3
3.290%, 05/15/2048		2,052		1,984
Wells Fargo Commercial Mortgage Trust, Ser C34, Cl ASB
2.911%, 06/15/2049		1,896		1,840
Wells Fargo Commercial Mortgage Trust, Ser C41, Cl ASB
3.390%, 11/15/2050		1,100		1,070
Wells Fargo Commercial Mortgage Trust, Ser C57, Cl A1
0.903%, 08/15/2053		1,814		1,707
Wells Fargo Commercial Mortgage Trust, Ser LC16, Cl A4
3.548%, 08/15/2050		1,501		1,478


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser SMP, Cl A
3.266%, ICE LIBOR USD 1 Month + 0.875%, 12/15/2034(A)(B)	$	1,125	$	1,117
WFRBS Commercial Mortgage Trust, Ser C18, Cl A4
3.896%, 12/15/2046		1,166		1,149


				140,445
Total Mortgage-Backed Securities
(Cost $305,552) ($ Thousands)				294,279



ASSET-BACKED SECURITIES — 15.6%
Automotive — 4.8%

American Credit Acceptance Receivables Trust, Ser 2020-3, Cl D
2.400%, 06/15/2026 (A)		2,460		2,404
ARI Fleet Lease Trust, Ser 2019-A, Cl A2A
2.410%, 11/15/2027 (A)		101		101
Chesapeake Funding II LLC, Ser 2019-1A, Cl A1
2.940%, 04/15/2031 (A)		303		303
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl B
2.860%, 01/16/2029 (A)		500		498
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl B
2.390%, 04/16/2029 (A)		3,690		3,639
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl B
0.980%, 12/11/2034 (A)		3,743		3,522
Drive Auto Receivables Trust, Ser 2021-2, Cl C
0.870%, 10/15/2027		2,000		1,926
Drive Auto Receivables Trust, Ser 2021-2, Cl D
1.390%, 03/15/2029		2,470		2,315
DT Auto Owner Trust, Ser 2022-1A, Cl B
2.430%, 09/15/2026 (A)		4,770		4,607
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2
4.650%, 05/21/2029 (A)		8,195		8,224
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (A)		360		335
Exeter Automobile Receivables Trust, Ser 2021-4A, Cl C
1.460%, 10/15/2027		2,550		2,405
Flagship Credit Auto Trust, Ser 2019-4, Cl D
3.120%, 01/15/2026 (A)		2,450		2,377


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Owner Trust, Ser 2018-2, Cl A
3.470%, 01/15/2030 (A)	$	1,675	$	1,665
JPMorgan Chase Bank - CACLN, Ser 2020-1, Cl B
0.991%, 01/25/2028 (A)		1,182		1,162
JPMorgan Chase Bank - CACLN, Ser 2020-2, Cl B
0.840%, 02/25/2028 (A)		625		610
Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl A4
0.540%, 04/15/2025 (A)		7,700		7,613
Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl B
0.770%, 12/15/2025 (A)		4,710		4,578
Santander Drive Auto Receivables Trust, Ser 2019-2, Cl D
3.220%, 07/15/2025		1,850		1,841
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl D
1.480%, 01/15/2027		2,500		2,403
Santander Drive Auto Receivables Trust, Ser 2021-4, Cl B
0.880%, 06/15/2026		1,560		1,516
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A2
2.760%, 03/17/2025		8,330		8,280
Santander Retail Auto Lease Trust, Ser 2020-A, Cl B
1.880%, 03/20/2024 (A)		750		745
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl B
0.780%, 11/17/2025 (A)		5,215		5,161
Wheels SPV 2 LLC, Ser 2020-1A, Cl A3
0.620%, 08/20/2029 (A)		4,110		3,922
World Omni Auto Receivables Trust, Ser 2021-B, Cl B
1.040%, 06/15/2027		3,050		2,816
				74,968

Credit Cards — 0.8%

Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A
3.490%, 05/15/2027		8,680		8,598
Master Credit Card Trust, Ser 2021-1A, Cl A
0.530%, 11/21/2025 (A)		3,500		3,301
Master Credit Card Trust, Ser 2021-1A, Cl B
0.790%, 11/21/2025 (A)		550		516
Synchrony Card Funding LLC, Ser 2022-A1, Cl A
3.370%, 04/15/2028		750		738
				13,153


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Mortgage Related Securities — 0.2%

Bear Stearns Asset Backed Securities Trust, Ser 2006-HE9, Cl 1A2
2.594%, ICE LIBOR USD 1 Month + 0.150%, 11/25/2036 (B)	$	2,741	$	2,626
RASC Series Trust, Ser 2005-EMX2, Cl M5
3.494%, ICE LIBOR USD 1 Month + 0.700%, 07/25/2035 (B)		1,180		1,168
				3,794

Other Asset-Backed Securities — 9.8%

ACRES Commercial Realty, Ser 2021-FL1, Cl A
3.580%, ICE LIBOR USD 1 Month + 1.200%, 06/15/2036 (A)(B)		975		954
Ameriquest Mortgage Securities Asset-Backed Pass-Through, Ser 2005-R9, Cl M1
3.149%, ICE LIBOR USD 1 Month + 0.705%, 11/25/2035 (B)		1,454		1,431
AMMC CLO IX, Ser 2019-19A, Cl AR
3.652%, ICE LIBOR USD 3 Month + 1.140%, 10/16/2028 (A)(B)		1,490		1,481
AMMC CLO XIII, Ser 2021-13A, Cl A1R2
3.833%, ICE LIBOR USD 3 Month + 1.050%, 07/24/2029 (A)(B)		1,173		1,161
BANK, Ser BN14, Cl A2
4.128%, 09/15/2060		449		448
BANK, Ser BN28, Cl A1
0.628%, 03/15/2063		429		403
BANK, Ser BNK7, Cl ASB
3.265%, 09/15/2060		2,669		2,595
BANK, Ser BNK8, Cl ASB
3.314%, 11/15/2050		2,230		2,158
Barings CLO, Ser 2017-IA, Cl AR
3.510%, ICE LIBOR USD 3 Month + 0.800%, 01/20/2028 (A)(B)		1,451		1,432
Barings CLO, Ser 2018-3A, Cl A1
3.660%, ICE LIBOR USD 3 Month + 0.950%, 07/20/2029 (A)(B)		515		509
BBCMS Trust, Ser BXH, Cl A
3.391%, ICE LIBOR USD 1 Month + 1.000%, 10/15/2037 (A)(B)		1,200		1,164
BDS, Ser 2019-FL4, Cl AS
3.780%, ICE LIBOR USD 1 Month + 1.400%, 08/15/2036 (A)(B)		1,000		995
Bear Stearns Asset Backed Securities I Trust, Ser 2005-HE6, Cl M2
3.449%, ICE LIBOR USD 1 Month + 1.005%, 06/25/2035 (B)		399		398


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Bear Stearns Asset Backed Securities Trust, Ser 2006-2, Cl M5
4.469%, ICE LIBOR USD 1 Month + 2.025%, 07/25/2036 (B)	$	2,011	$	2,002
BSPRT Issuer, Ser 2019-FL5, Cl A
3.541%, ICE LIBOR USD 1 Month + 1.150%, 05/15/2029 (A)(B)		1,111		1,107
Cedar Funding II CLO, Ser 2021-1A, Cl AXR
3.560%, ICE LIBOR USD 3 Month + 0.850%, 04/20/2034 (A)(B)		2,244		2,235
CF Hippolyta Issuer LLC, Ser 2020-1, Cl A1
1.690%, 07/15/2060 (A)		1,105		1,003
CNH Equipment Trust, Ser 2020-A, Cl A3
1.160%, 06/16/2025		1,359		1,339
Countrywide Asset-Backed Certificates, Ser 2006-BC4, Cl 2A3
2.924%, ICE LIBOR USD 1 Month + 0.480%, 11/25/2036 (B)		989		977
Credit-Based Asset Servicing & Securitization LLC, Ser 2005-CB3, Cl M3
3.419%, ICE LIBOR USD 1 Month + 0.975%, 06/25/2035 (B)		343		341
Dryden 30 Senior Loan Fund, Ser 2017-30A, Cl AR
3.725%, ICE LIBOR USD 3 Month + 0.820%, 11/15/2028 (A)(B)		641		633
EFS Volunteer No. 3 LLC, Ser 2012-1, Cl A3
3.444%, ICE LIBOR USD 1 Month + 1.000%, 04/25/2033 (A)(B)		1,153		1,139
First Franklin Mortgage Loan Asset-Backed Certificates, Ser 2006-FF15, Cl A5
2.604%, ICE LIBOR USD 1 Month + 0.160%, 11/25/2036 (B)		1,745		1,724
First Franklin Mortgage Loan Trust, Ser 2006-FF9, Cl 1A
2.694%, ICE LIBOR USD 1 Month + 0.250%, 06/25/2036 (B)		1,754		1,728
Ford Credit Floorplan Master Owner Trust A, Ser 2019-4, Cl A
2.440%, 09/15/2026		12,000		11,607
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4
3.104%, ICE LIBOR USD 1 Month + 0.660%, 01/25/2036 (B)		2,712		2,625
FS Rialto, Ser 2019-FL1, Cl A
3.587%, ICE LIBOR USD 1 Month + 1.200%, 12/16/2036 (A)(B)		1,082		1,077
Greystone CRE Notes, Ser 2019-FL2, Cl A
3.571%, ICE LIBOR USD 1 Month + 1.180%, 09/15/2037 (A)(B)		1,018		1,005


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GSAMP Trust, Ser 2006-HE3, Cl A2C
2.764%, ICE LIBOR USD 1 Month + 0.320%, 05/25/2046 (B)	$	157	$	157
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (A)		1,923		1,841
HSI Asset Securitization Trust, Ser 2006-OPT1, Cl M1
2.984%, ICE LIBOR USD 1 Month + 0.540%, 12/25/2035 (B)		982		973
HSI Asset Securitization Trust, Ser 2006-OPT2, Cl M2
3.029%, ICE LIBOR USD 1 Month + 0.585%, 01/25/2036 (B)		778		766
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl A5
2.684%, ICE LIBOR USD 1 Month + 0.240%, 05/25/2037 (B)		1,938		1,918
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl M1
2.674%, ICE LIBOR USD 1 Month + 0.230%, 05/25/2037 (B)		3,000		2,864
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH5, Cl A1
2.604%, ICE LIBOR USD 1 Month + 0.160%, 06/25/2037 (B)		2,103		2,080
Kubota Credit Owner Trust, Ser 2020-1A, Cl A4
2.260%, 07/15/2026 (A)		1,332		1,308
LCM XXI, Ser 2018-21A, Cl AR
3.590%, ICE LIBOR USD 3 Month + 0.880%, 04/20/2028 (A)(B)		1,385		1,372
LCM XXIV, Ser 2021-24A, Cl AR
3.690%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(B)		1,245		1,225
LMREC, Ser 2019-CRE3, Cl A
3.827%, ICE LIBOR USD 1 Month + 1.400%, 12/22/2035 (A)(B)		1,775		1,751
LoanCore Issuer, Ser 2018-CRE1, Cl A
3.521%, ICE LIBOR USD 1 Month + 1.130%, 05/15/2028 (A)(B)		343		344
Madison Park Funding LII, Ser 2021-52A, Cl X
3.659%, ICE LIBOR USD 3 Month + 0.900%, 01/22/2035 (A)(B)		2,237		2,235
Madison Park Funding XIX, Ser 2020-19A, Cl A1R2
3.679%, ICE LIBOR USD 3 Month + 0.920%, 01/22/2028 (A)(B)		1,109		1,095


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
3.732%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(B)	$	2,000	$	1,975
Magnetite XVI, Ser 2018-16A, Cl AR
3.540%, ICE LIBOR USD 3 Month + 0.800%, 01/18/2028 (A)(B)		579		572
Magnetite XVIII, Ser 2021-18A, Cl AR2
3.785%, ICE LIBOR USD 3 Month + 0.880%, 11/15/2028 (A)(B)		2,525		2,484
MF1, Ser 2020-FL4, Cl A
4.111%, TSFR1M + 1.814%, 11/15/2035 (A)(B)		691		689
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3
0.490%, 08/14/2025 (A)		2,770		2,657
Morgan Stanley ABS Capital I Trust, Ser 2006-NC3, Cl A2D
2.984%, ICE LIBOR USD 1 Month + 0.540%, 03/25/2036 (B)		576		559
Morgan Stanley ABS Capital I Trust, Ser 2007-HE7, Cl A2B
3.444%, ICE LIBOR USD 1 Month + 1.000%, 07/25/2037 (B)		1,486		1,469
MVW LLC, Ser 2021-1WA, Cl A
1.140%, 01/22/2041 (A)		2,300		2,120
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (A)		5,999		5,724
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (A)		2,435		2,259
Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A
1.220%, 07/15/2069 (A)		3,862		3,542
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (A)		2,493		2,283
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (A)		2,426		2,236
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (A)		4,472		4,020
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (A)		7,189		6,341
Navient Student Loan Trust, Ser 2015-2, Cl A3
3.014%, ICE LIBOR USD 1 Month + 0.570%, 11/26/2040 (B)		781		756


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Student Loan Trust, Ser 2017-2A, Cl A
3.494%, ICE LIBOR USD 1 Month + 1.050%, 12/27/2066 (A)(B)	$	671	$	657
Navient Student Loan Trust, Ser 2017-3A, Cl A2
3.044%, ICE LIBOR USD 1 Month + 0.600%, 07/26/2066 (A)(B)		385		384
Nelnet Student Loan Trust, Ser 2012-5A, Cl A
3.044%, ICE LIBOR USD 1 Month + 0.600%, 10/27/2036 (A)(B)		261		254
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1
1.360%, 04/20/2062 (A)		6,929		6,239
One New York Plaza Trust, Ser 1NYP, Cl A
3.341%, ICE LIBOR USD 1 Month + 0.950%, 01/15/2036 (A)(B)		952		917
Ownit Mortgage Loan Trust Series, Ser 2006-3, Cl A2D
2.984%, ICE LIBOR USD 1 Month + 0.540%, 03/25/2037 (B)		3,487		3,371
Palmer Square CLO, Ser 2018-1A, Cl A1
3.770%, ICE LIBOR USD 3 Month + 1.030%, 04/18/2031 (A)(B)		500		492
Palmer Square Loan Funding, Ser 2020-1A, Cl A1
3.784%, ICE LIBOR USD 3 Month + 0.800%, 02/20/2028 (A)(B)		407		403
Palmer Square Loan Funding, Ser 2021-2A, Cl A1
3.784%, ICE LIBOR USD 3 Month + 0.800%, 05/20/2029 (A)(B)		1,406		1,388
Park Place Securities Asset-Backed Pass-Through Certificates, Ser 2005-WCW3, Cl M1
3.164%, ICE LIBOR USD 1 Month + 0.720%, 08/25/2035 (B)		233		241
People's Choice Home Loan Securities Trust, Ser 2005-4, Cl 1A3
3.124%, ICE LIBOR USD 1 Month + 0.680%, 12/25/2035 (B)		1,650		1,560
PFS Financing, Ser 2021-A, Cl A
0.710%, 04/15/2026 (A)		1,350		1,270
PFS Financing, Ser 2022-B, Cl A
2.483%, SOFR30A + 0.600%, 02/15/2026 (A)(B)		2,400		2,383
PHEAA Student Loan Trust, Ser 2016-1A, Cl A
3.594%, ICE LIBOR USD 1 Month + 1.150%, 09/25/2065 (A)(B)		1,141		1,125


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Progress Residential Trust, Ser 2019-SFR3, Cl E
3.369%, 09/17/2036 (A)	$	1,110	$	1,073
Progress Residential Trust, Ser 2020-SFR2, Cl A
2.078%, 06/17/2037 (A)		1,879		1,782
RAMP Series Trust, Ser 2006-NC2, Cl A3
3.024%, ICE LIBOR USD 1 Month + 0.580%, 02/25/2036 (B)		372		369
RAMP Series Trust, Ser 2006-RZ4, Cl A3
2.714%, ICE LIBOR USD 1 Month + 0.270%, 10/25/2036 (B)		18		18
Reese Park CLO, Ser 2021-1A, Cl XR
3.412%, ICE LIBOR USD 3 Month + 0.900%, 10/15/2034 (A)(B)		1,100		1,100
Saxon Asset Securities Trust, Ser 2006-3, Cl A3
2.614%, ICE LIBOR USD 1 Month + 0.170%, 10/25/2046 (B)		1,835		1,793
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A
3.912%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(B)		3,929		3,904
Sierra Timeshare Receivables Funding LLC, Ser 2019-1A, Cl A
3.200%, 01/20/2036 (A)		997		972
Sierra Timeshare Receivables Funding LLC, Ser 2019-3A, Cl A
2.340%, 08/20/2036 (A)		757		723
SLC Student Loan Trust, Ser 2005-3, Cl A3
1.949%, ICE LIBOR USD 3 Month + 0.120%, 06/15/2029 (B)		365		364
SLC Student Loan Trust, Ser 2007-1, Cl A4
2.965%, ICE LIBOR USD 3 Month + 0.060%, 05/15/2029 (B)		698		688
SLM Student Loan Trust, Ser 2003-11, Cl A6
2.379%, ICE LIBOR USD 3 Month + 0.550%, 12/15/2025 (A)(B)		107		107
SLM Student Loan Trust, Ser 2004-1, Cl A4
3.043%, ICE LIBOR USD 3 Month + 0.260%, 10/27/2025 (B)		71		71
SLM Student Loan Trust, Ser 2005-4, Cl A3
2.903%, ICE LIBOR USD 3 Month + 0.120%, 01/25/2027 (B)		344		343
SLM Student Loan Trust, Ser 2005-5, Cl A4
2.923%, ICE LIBOR USD 3 Month + 0.140%, 10/25/2028 (B)		390		386
SLM Student Loan Trust, Ser 2012-2, Cl A
3.144%, ICE LIBOR USD 1 Month + 0.700%, 01/25/2029 (B)		855		816


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2013-2, Cl A
2.894%, ICE LIBOR USD 1 Month + 0.450%, 06/25/2043 (B)	$	1,038	$	1,009
SLM Student Loan Trust, Ser 2013-4, Cl A
2.994%, ICE LIBOR USD 1 Month + 0.550%, 06/25/2043 (B)		1,073		1,041
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (A)		807		733
SoFi Professional Loan Program LLC, Ser 2021-B, Cl AFX
1.140%, 02/15/2047 (A)		1,188		1,022
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2
1.893%, 08/25/2045 (A)		1,000		906
Tricon American Homes Trust, Ser 2017-SFR2, Cl A
2.928%, 01/17/2036 (A)		1,884		1,852
Tricon American Homes Trust, Ser 2017-SFR2, Cl B
3.275%, 01/17/2036 (A)		1,545		1,513
TRTX Issuer, Ser 2019-FL3, Cl A
3.561%, TSFR1M + 1.264%, 10/15/2034 (A)(B)		613		611
Vantage Data Centers Issuer LLC, Ser 2020-1A, Cl A2
1.645%, 09/15/2045 (A)		800		714
Voya CLO, Ser 2021-2A, Cl A1R
3.492%, ICE LIBOR USD 3 Month + 0.980%, 06/07/2030 (A)(B)		1,950		1,923
Voya CLO, Ser 2021-3A, Cl XR
3.560%, ICE LIBOR USD 3 Month + 0.850%, 04/20/2034 (A)(B)		1,929		1,917
Wells Fargo Home Equity Trust, Ser 2006-1, Cl M3
2.939%, ICE LIBOR USD 1 Month + 0.495%, 05/25/2036 (B)		1,232		1,220
				154,940

Total Asset-Backed Securities
(Cost $253,745) ($ Thousands)				246,855


MUNICIPAL BONDS — 4.4%
Alabama — 0.3%
Alabama State, Federal Aid Highway Finance Authority, Ser B, RB
1.038%, 09/01/2025		5,635		5,209


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Colorado — 0.3%
Denver, Airport System Revenue, Ser C, RB
1.115%, 11/15/2024	$	3,475	$	3,278
0.877%, 11/15/2023		2,350		2,269

				5,547

Florida — 0.4%
Hillsborough County, Aviation Authority, Sub-Ser, RB
2.036%, 10/01/2024		2,575		2,481
Miami-Dade County, Aviation Revenue, Ser B, RB
2.949%, 10/01/2025		3,145		3,044
1.229%, 10/01/2025		370		340

				5,865

Illinois — 0.2%
Chicago O'Hare, International Airport, Ser D, RB
1.168%, 01/01/2024		2,375		2,289


Massachusetts — 0.1%
Massachusetts State, Ser B, RB
4.110%, 07/15/2031		1,000		989


Michigan — 0.3%
Michigan State, Finance Authority, RB
0.487%, 10/01/2023		4,460		4,318


New Jersey — 0.2%
New Jersey State, Turnpike Authority, Ser B, RB
0.638%, 01/01/2024		3,595		3,446


New York — 2.0%
New York & New Jersey, Port Authority, Ser AAA, RB
1.086%, 07/01/2023		11,480		11,235
New York City, Housing Development, RB, HUD SECT 8
2.774%, 01/01/2024		6,650		6,544
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser A3, RB
2.710%, 08/01/2023		5,095		5,055
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser B, RB
2.310%, 11/01/2026		820		772
New York State, Dormitory Authority, RB
0.887%, 03/15/2025		6,915		6,443


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York State, Dormitory Authority, Ser D, RB
5.000%, 03/15/2024	$	950	$	965

				31,014

South Carolina — 0.4%
South Carolina State, Public Service Authority, Ser D, RB
2.388%, 12/01/2023		6,892		6,762


Texas — 0.2%
Dallas Fort Worth, International Airport, Ser A, RB
1.939%, 11/01/2023		3,500		3,430



Total Municipal Bonds
(Cost $71,636) ($ Thousands)				68,869



COMMERCIAL PAPER — 2.0%
Consumer Discretionary — 1.1%
Sony Capital
2.651%, 09/06/2022 (D)		17,250		17,243



Financials — 0.9%
Concord Minutemen Capital
2.351%, 09/06/2022 (D)		14,000		13,994



Total Commercial Paper
(Cost $31,239) ($ Thousands)				31,237


	Shares
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		11,063,930		11,064

Total Cash Equivalent
(Cost $11,064) ($ Thousands)				11,064

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $1,578,932 ($ Thousands).
**	The rate reported is the 7-day effective yield as of August 31, 2022.
^†	Investment in Affiliated Security.
(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 August 31, 2022, the value of these securities amounted to $368,667 ($ Thousands), representing 23.3% of the Net Assets of the Fund.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(D)	Interest rate represents the security's effective yield at the time of purchase.
(E)	Tri-Party Repurchase Agreement.

ABS — Asset-Backed Security

ARM — Adjustable Rate Mortgage

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GNMA — Government National Mortgage Association

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

MTN — Medium Term Note

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFRINDX — Custom SOFR Index

SOFR30A — Secured Overnight Financing Rate 30-day Average

TBA — To Be Announced

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M — Term Secured Overnight Financing Rate 3 Months

USD — U.S. Dollar

The following is a summary of the level of inputs used as of August 31, 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

–

505,601

–

505,601

U.S. Treasury Obligations

–

471,771

–

471,771

Mortgage-Backed Securities

–

294,279

–

294,279

Asset-Backed Securities

–

246,855

–

246,855

Municipal Bonds

–

68,869

–

68,869

Commercial Paper

–

31,237

–

31,237

Cash Equivalent

11,064

–

11,064

Repurchase Agreement

–

22,000

–

22,000

Total Investments in Securities

11,064

1,640,612

–

1,651,676

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

231

–

231

Unrealized Depreciation

(78

)

–

(78

)

Total Other Financial Instruments

153

–

153

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 84.8%
Communication Services — 5.0%
Alphabet
2.250%, 08/15/2060	$	1,273	$	811
America Movil
6.125%, 03/30/2040		3,475		3,802
AT&T
8.750%, 11/15/2031		1,150		1,415
6.800%, 05/15/2036		2,915		3,181
4.900%, 08/15/2037		3,040		2,953
3.650%, 06/01/2051		3,295		2,521
3.650%, 09/15/2059		2,151		1,559
3.550%, 09/15/2055		1,455		1,065
2.250%, 02/01/2032		2,430		1,961
0.000%, 11/27/2022 (A)(B)		6,000		5,939
Charter Communications Operating LLC / Charter Communications Operating Capital
4.908%, 07/23/2025		115		115
Comcast
5.650%, 06/15/2035		285		305
4.200%, 08/15/2034		11,767		11,256
3.969%, 11/01/2047		3,418		2,936
3.950%, 10/15/2025		4,215		4,208
3.900%, 03/01/2038		1,390		1,250
3.400%, 04/01/2030		1,135		1,060
3.400%, 07/15/2046		1,115		869
3.375%, 02/15/2025		8,335		8,224
3.375%, 08/15/2025		2,425		2,385
3.300%, 02/01/2027		1,870		1,805
3.150%, 03/01/2026		3,475		3,382
2.987%, 11/01/2063		4,549		3,042
2.937%, 11/01/2056		5,978		4,050
2.887%, 11/01/2051		3,460		2,436
1.500%, 02/15/2031		15,045		12,083
Comcast Cable Communications Holdings
9.455%, 11/15/2022		3,850		3,895
Cox Communications
1.800%, 10/01/2030 (A)		3,600		2,856
Discovery Communications LLC
5.000%, 09/20/2037		1		1
2.950%, 03/20/2023		2,362		2,351
Magallanes
5.141%, 03/15/2052 (A)		6,585		5,271
5.050%, 03/15/2042 (A)		1,970		1,611
4.279%, 03/15/2032 (A)		2,625		2,287
Meta Platforms
4.450%, 08/15/2052 (A)		8,750		7,964
3.850%, 08/15/2032 (A)		5,925		5,572
NTT Finance
1.591%, 04/03/2028 (A)		3,545		3,066
1.162%, 04/03/2026 (A)		6,955		6,240


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Paramount Global
6.875%, 04/30/2036	$	2,760	$	2,837
5.850%, 09/01/2043		589		534
4.750%, 05/15/2025		1,188		1,197
4.375%, 03/15/2043		3,105		2,343
Time Warner Cable LLC
6.750%, 06/15/2039		1,635		1,590
6.550%, 05/01/2037		2,145		2,107
T-Mobile USA
4.500%, 04/15/2050		3,110		2,714
2.050%, 02/15/2028		4,220		3,662
Verizon Communications
7.750%, 12/01/2030		1,750		2,085
4.329%, 09/21/2028		3,235		3,193
4.272%, 01/15/2036		3,735		3,443
2.987%, 10/30/2056		1,857		1,248
1.750%, 01/20/2031		1,478		1,172
Walt Disney
6.400%, 12/15/2035		1,255		1,444
4.700%, 03/23/2050		3,690		3,690
3.600%, 01/13/2051		3,895		3,262
2.750%, 09/01/2049		8,348		5,993
2.000%, 09/01/2029		2,450		2,116

				170,357

Consumer Discretionary — 2.9%
7-Eleven
0.800%, 02/10/2024 (A)		1,669		1,587
Air Canada Pass-Through Trust, Ser 2015-1, Cl A
3.600%, 03/15/2027 (A)		3,301		3,041
Amazon.com
3.950%, 04/13/2052		13,678		12,438
3.875%, 08/22/2037		4,395		4,124
3.100%, 05/12/2051		6,300		4,908
2.800%, 08/22/2024		2,985		2,948
1.650%, 05/12/2028		2,445		2,171
Aptiv PLC
2.396%, 02/18/2025		3,180		3,025
BMW US Capital LLC
3.250%, 04/01/2025 (A)		1,360		1,330
2.550%, 04/01/2031 (A)		11,170		9,576
British Airways Pass-Through Trust, Ser 2020-1A
4.250%, 11/15/2032 (A)		1,413		1,318
Ferguson Finance PLC
4.500%, 10/24/2028 (A)		1,717		1,654
3.250%, 06/02/2030 (A)		4,865		4,189
General Motors Financial
1.700%, 08/18/2023		7,235		7,049
Home Depot
4.500%, 12/06/2048		2,015		1,962


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.400%, 03/15/2045	$	2,450	$	2,315
3.900%, 06/15/2047		1,505		1,323
3.500%, 09/15/2056		3,095		2,458
3.350%, 09/15/2025		620		615
3.350%, 04/15/2050		760		606
3.300%, 04/15/2040		860		720
3.250%, 04/15/2032		4,344		4,008
2.800%, 09/14/2027		3,340		3,172
2.750%, 09/15/2051		3,000		2,146
Hyundai Capital America
1.250%, 09/18/2023 (A)		4,925		4,778
Lowe's
1.300%, 04/15/2028		3,000		2,545
Massachusetts Institute of Technology
5.600%, 07/01/2111		3,465		4,015
President & Fellows of Harvard College
3.745%, 11/15/2052		6,905		6,393
QVC
4.850%, 04/01/2024		1,060		1,020
Resorts World Las Vegas LLC / RWLV Capital
4.625%, 04/06/2031 (A)		2,465		1,910
University of Southern California
2.805%, 10/01/2050		209		155
XLIT
5.250%, 12/15/2043		2,417		2,547

				102,046

Consumer Staples — 4.5%
Altria Group
9.950%, 11/10/2038		1,818		2,400
4.500%, 05/02/2043		415		316
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046		270		256
4.700%, 02/01/2036		2,761		2,671
Anheuser-Busch InBev Worldwide
8.000%, 11/15/2039		5,774		7,416
5.550%, 01/23/2049		3,395		3,530
4.750%, 01/23/2029		5,220		5,327
Archer-Daniels-Midland
2.700%, 09/15/2051		2,580		1,934
BAT Capital
4.390%, 08/15/2037		3,458		2,735
2.259%, 03/25/2028		5,075		4,283
Coca-Cola
2.000%, 03/05/2031		2,010		1,719
Colgate-Palmolive
3.100%, 08/15/2025		14,535		14,291
Costco Wholesale
1.600%, 04/20/2030		3,000		2,526
CVS Pass-Through Trust
8.353%, 07/10/2031 (A)		1,760		1,975


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
7.507%, 01/10/2032 (A)	$	1,220	$	1,310
6.036%, 12/10/2028		2,163		2,214
4.163%, 08/11/2036 (A)		1,767		1,620
Hormel Foods
0.650%, 06/03/2024		2,850		2,709
JBS USA LUX
6.500%, 12/01/2052 (A)		2,510		2,640
5.125%, 02/01/2028 (A)		9,705		9,693
2.500%, 01/15/2027 (A)		4,395		3,944
JBS USA LUX/ JBS USA Food/ JBS USA Finance
3.000%, 02/02/2029 (A)		2,905		2,525
JDE Peet's
0.800%, 09/24/2024 (A)		10,480		9,665
Mars
4.200%, 04/01/2059 (A)		1,620		1,455
3.600%, 04/01/2034 (A)		1,790		1,634
3.200%, 04/01/2030 (A)		2,435		2,264
2.700%, 04/01/2025 (A)		6,085		5,904
2.375%, 07/16/2040 (A)		5,406		3,909
Nestle Holdings
3.500%, 09/24/2025 (A)		5,415		5,364
Northwestern University
4.643%, 12/01/2044		120		123
3.662%, 12/01/2057		2,060		1,773
PepsiCo
4.200%, 07/18/2052		1,730		1,696
1.950%, 10/21/2031		5,320		4,505
1.625%, 05/01/2030		1,420		1,198
Philip Morris International
4.500%, 03/20/2042		2,830		2,335
4.375%, 11/15/2041		2,207		1,827
3.875%, 08/21/2042		3,890		2,925
0.875%, 05/01/2026		3,360		2,986
Reynolds American
8.125%, 05/01/2040		980		1,062
7.250%, 06/15/2037		2,870		2,949
4.450%, 06/12/2025		1,685		1,669
Roche Holdings
2.625%, 05/15/2026 (A)		3,145		3,000
1.930%, 12/13/2028 (A)		10,791		9,440
Takeda Pharmaceutical
2.050%, 03/31/2030		3,352		2,802
University of Southern California
5.250%, 10/01/2111		3,475		3,602
Walmart
2.375%, 09/24/2029		729		655

				152,776

Energy — 5.0%
Baker Hughes Holdings LLC
3.337%, 12/15/2027		1,408		1,317


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.061%, 12/15/2026	$	3,887	$	3,537
BP Capital Markets America
3.937%, 09/21/2028		2,330		2,274
3.379%, 02/08/2061		3,066		2,301
3.060%, 06/17/2041		335		263
3.001%, 03/17/2052		2,680		1,947
3.000%, 02/24/2050		340		248
2.939%, 06/04/2051		3,695		2,648
2.772%, 11/10/2050		1,760		1,235
2.721%, 01/12/2032		1,505		1,312
BP Capital Markets PLC
3.723%, 11/28/2028		7,159		6,931
Cameron LNG LLC
2.902%, 07/15/2031 (A)		478		420
Cheniere Corpus Christi Holdings LLC
5.125%, 06/30/2027		2,120		2,116
3.700%, 11/15/2029		2,205		2,026
2.742%, 12/31/2039		2,925		2,281
Chevron
2.895%, 03/03/2024		4,260		4,215
2.236%, 05/11/2030		7,687		6,735
Colonial Enterprises
3.250%, 05/15/2030 (A)		3,560		3,240
ConocoPhillips
4.025%, 03/15/2062 (A)		4,165		3,546
Diamondback Energy
3.125%, 03/24/2031		2,740		2,363
Energy Transfer
4.000%, 10/01/2027		1,345		1,277
Eni SpA
4.000%, 09/12/2023 (A)		6,800		6,776
Enterprise Products Operating LLC
3.900%, 02/15/2024		4,250		4,237
EOG Resources
4.375%, 04/15/2030		2,055		2,052
Equinor
3.250%, 11/18/2049		1,385		1,107
2.875%, 04/06/2025		3,480		3,385
2.375%, 05/22/2030		2,190		1,922
Exxon Mobil
4.227%, 03/19/2040		5,890		5,597
4.114%, 03/01/2046		1,675		1,542
3.452%, 04/15/2051		9,760		8,054
3.095%, 08/16/2049		1,080		846
2.995%, 08/16/2039		2,830		2,317
1.571%, 04/15/2023		7,330		7,248
Galaxy Pipeline Assets Bidco
2.625%, 03/31/2036 (A)		2,555		2,150
1.750%, 09/30/2027 (A)		3,947		3,700
Hess
6.000%, 01/15/2040		2,790		2,841


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
HF Sinclair
5.875%, 04/01/2026 (A)	$	2,080	$	2,098
MPLX
4.950%, 03/14/2052		2,580		2,275
Reliance Industries
3.625%, 01/12/2052 (A)		4,510		3,403
Sabal Trail Transmission LLC
4.246%, 05/01/2028 (A)		3,660		3,532
Saudi Arabian Oil
1.625%, 11/24/2025 (A)		1,810		1,677
1.250%, 11/24/2023 (A)		8,875		8,575
Schlumberger Finance Canada
1.400%, 09/17/2025		2,565		2,399
Shell International Finance BV
6.375%, 12/15/2038		1,560		1,815
4.550%, 08/12/2043		3,145		3,011
4.125%, 05/11/2035		4,275		4,059
4.000%, 05/10/2046		3,265		2,909
3.750%, 09/12/2046		4,600		3,942
3.250%, 05/11/2025		2,315		2,276
2.500%, 09/12/2026		345		327
2.375%, 11/07/2029		2,890		2,548
Spectra Energy Partners
3.375%, 10/15/2026		1,970		1,877
Tennessee Gas Pipeline LLC
8.375%, 06/15/2032		3,445		4,045
2.900%, 03/01/2030 (A)		4,230		3,635
Texas Eastern Transmission LP
3.500%, 01/15/2028 (A)		3,373		3,149
TotalEnergies Capital
3.883%, 10/11/2028		5,330		5,206
TotalEnergies Capital International
3.386%, 06/29/2060		675		520
3.127%, 05/29/2050		2,305		1,777
2.986%, 06/29/2041		265		210
TransCanada PipeLines
3.750%, 10/16/2023		5,000		4,984

				176,255

Financials — 32.3%
AIA Group
3.600%, 04/09/2029 (A)		9,500		9,053
AIG Global Funding
0.450%, 12/08/2023 (A)		5,260		5,029
AIG SunAmerica Global Financing X
6.900%, 03/15/2032 (A)		1,531		1,751
Alleghany
3.250%, 08/15/2051		1,347		1,018
American International Group
4.800%, 07/10/2045		300		280
4.750%, 04/01/2048		165		156
4.375%, 06/30/2050		555		498


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ameriprise Financial
4.000%, 10/15/2023	$	2,450	$	2,452
Antares Holdings
3.950%, 07/15/2026 (A)		2,915		2,581
ANZ New Zealand International
1.250%, 06/22/2026 (A)		6,015		5,337
Apollo Management Holdings
4.400%, 05/27/2026 (A)		1,140		1,110
4.000%, 05/30/2024 (A)		6,353		6,251
ASB Bank
1.625%, 10/22/2026 (A)		4,790		4,259
Athene Global Funding
2.950%, 11/12/2026 (A)		6,830		6,201
2.673%, 06/07/2031 (A)		9,805		7,818
2.500%, 03/24/2028 (A)		5,135		4,399
Banco Bilbao Vizcaya Argentaria
1.125%, 09/18/2025		4,055		3,669
Banco Santander
2.746%, 05/28/2025		4,150		3,902
2.706%, 06/27/2024		7,425		7,215
1.722%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 09/14/2027 (C)		820		706
Bank of America
6.000%, 10/15/2036		485		525
4.948%, U.S. SOFR + 2.040%, 07/22/2028 (C)		18,565		18,548
4.571%, U.S. SOFR + 1.830%, 04/27/2033 (C)		5,000		4,774
3.366%, ICE LIBOR USD 3 Month + 0.810%, 01/23/2026 (C)		12,525		12,110
3.311%, U.S. SOFR + 1.580%, 04/22/2042 (C)		12,260		9,565
3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (C)		2,399		2,390
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (C)		1,465		1,231
2.972%, U.S. SOFR + 1.560%, 07/21/2052 (C)		4,498		3,140
2.687%, U.S. SOFR + 1.320%, 04/22/2032 (C)		2,585		2,143
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (C)		6,860		5,607
Bank of America MTN
4.330%, ICE LIBOR USD 3 Month + 1.520%, 03/15/2050 (C)		1,370		1,225
4.271%, ICE LIBOR USD 3 Month + 1.310%, 07/23/2029 (C)		10,245		9,799
4.244%, ICE LIBOR USD 3 Month + 1.814%, 04/24/2038 (C)		4,228		3,804
4.183%, 11/25/2027		7,325		7,142


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.705%, ICE LIBOR USD 3 Month + 1.512%, 04/24/2028 (C)	$	18,945	$	17,996
3.559%, ICE LIBOR USD 3 Month + 1.060%, 04/23/2027 (C)		665		635
3.458%, ICE LIBOR USD 3 Month + 0.970%, 03/15/2025 (C)		10,105		9,939
3.248%, 10/21/2027		3,635		3,430
2.884%, ICE LIBOR USD 3 Month + 1.190%, 10/22/2030 (C)		2,870		2,491
2.676%, U.S. SOFR + 1.930%, 06/19/2041 (C)		14,655		10,493
Bank of Montreal MTN
1.250%, 09/15/2026		3,825		3,412
0.625%, 07/09/2024		4,375		4,121
Bank of New York Mellon MTN
2.450%, 08/17/2026		705		664
Bank of Nova Scotia
4.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.551%(C)(D)		3,150		2,985
0.650%, 07/31/2024		5,281		4,946
Barclays PLC
4.375%, 01/12/2026		4,465		4,376
3.932%, ICE LIBOR USD 3 Month + 1.610%, 05/07/2025 (C)		4,615		4,511
Berkshire Hathaway
4.500%, 02/11/2043		865		838
Berkshire Hathaway Finance
3.850%, 03/15/2052		9,350		8,066
2.850%, 10/15/2050		3,685		2,688
1.450%, 10/15/2030		4,000		3,257
Blackstone Holdings Finance LLC
5.000%, 06/15/2044 (A)		738		707
4.750%, 02/15/2023 (A)		2,014		2,012
4.450%, 07/15/2045 (A)		1,534		1,377
3.500%, 09/10/2049 (A)		2,250		1,715
3.150%, 10/02/2027 (A)		1,878		1,755
2.550%, 03/30/2032 (A)		2,000		1,660
2.000%, 01/30/2032 (A)		4,795		3,770
Blackstone Private Credit Fund
2.625%, 12/15/2026		2,920		2,466
Blackstone Secured Lending Fund
3.625%, 01/15/2026		3,105		2,912
BNP Paribas
2.219%, U.S. SOFR + 2.074%, 06/09/2026 (A)(C)		4,170		3,844
2.159%, U.S. SOFR + 1.218%, 09/15/2029 (A)(C)		2,305		1,897
1.323%, U.S. SOFR + 1.004%, 01/13/2027 (A)(C)		6,005		5,267
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (A)		3,400		3,207


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Brookfield Finance
2.724%, 04/15/2031	$	2,500	$	2,106
Canadian Imperial Bank of Commerce
0.950%, 10/23/2025		3,400		3,071
Cantor Fitzgerald
4.500%, 04/14/2027 (A)		2,435		2,316
Capital One Financial
4.927%, U.S. SOFR + 2.057%, 05/10/2028 (C)		167		165
3.650%, 05/11/2027		4,523		4,324
3.300%, 10/30/2024		2,868		2,812
Carlyle Finance Subsidiary LLC
3.500%, 09/19/2029 (A)		2,697		2,409
CDP Financial
5.600%, 11/25/2039 (A)		700		798
Charles Schwab
2.650%, 01/25/2023		3,996		3,985
Chubb INA Holdings
4.350%, 11/03/2045		1,138		1,070
2.850%, 12/15/2051		3,645		2,664
CI Financial
4.100%, 06/15/2051		4,895		3,206
3.200%, 12/17/2030		6,030		4,591
Cincinnati Financial
6.920%, 05/15/2028		3,363		3,702
6.125%, 11/01/2034		2,882		3,171
Citadel
4.875%, 01/15/2027 (A)		3,820		3,657
Citadel Finance LLC
3.375%, 03/09/2026 (A)		3,615		3,301
Citigroup
8.125%, 07/15/2039		3,119		4,073
5.500%, 09/13/2025		920		944
4.910%, U.S. SOFR + 2.086%, 05/24/2033 (C)		3,330		3,257
4.750%, 05/18/2046		1,040		937
4.650%, 07/23/2048		3,288		3,099
4.450%, 09/29/2027		195		190
4.281%, ICE LIBOR USD 3 Month + 1.839%, 04/24/2048 (C)		2,918		2,614
4.140%, U.S. SOFR + 1.372%, 05/24/2025 (C)		3,535		3,511
3.400%, 05/01/2026		6,375		6,150
3.352%, ICE LIBOR USD 3 Month + 0.897%, 04/24/2025 (C)		6,380		6,253
2.904%, U.S. SOFR + 1.379%, 11/03/2042 (C)		2,110		1,542
1.462%, U.S. SOFR + 0.770%, 06/09/2027 (C)		3,767		3,323
CME Group
5.300%, 09/15/2043		2,500		2,743
4.150%, 06/15/2048		1,989		1,887


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Commonwealth Bank of Australia
1.125%, 06/15/2026 (A)	$	3,668	$	3,264
Cooperatieve Rabobank UA
3.758%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.420%, 04/06/2033 (A)(C)		5,555		4,931
Corebridge Financial
3.900%, 04/05/2032 (A)		2,590		2,327
3.850%, 04/05/2029 (A)		4,850		4,464
3.500%, 04/04/2025 (A)		4,280		4,122
Credit Agricole
1.247%, U.S. SOFR + 0.892%, 01/26/2027 (A)(C)		4,185		3,677
Credit Agricole MTN
3.750%, 04/24/2023 (A)		4,640		4,632
Credit Suisse Group
6.537%, U.S. SOFR + 3.920%, 08/12/2033 (A)(C)		4,190		4,001
2.193%, U.S. SOFR + 2.044%, 06/05/2026 (A)(C)		6,950		6,210
Credit Suisse NY
4.750%, 08/09/2024		9,630		9,576
3.700%, 02/21/2025		6,800		6,576
Deutsche Bank NY
0.898%, 05/28/2024		5,135		4,827
Empower Finance 2020
3.075%, 09/17/2051 (A)		1,255		876
Enstar Group
3.100%, 09/01/2031		3,285		2,473
Equitable Financial Life Global Funding
1.400%, 07/07/2025 (A)		1,473		1,347
1.400%, 08/27/2027 (A)		1,973		1,691
0.800%, 08/12/2024 (A)		2,165		2,017
Equitable Financial Life Global Funding MTN
1.300%, 07/12/2026 (A)		5,101		4,526
F&G Global Funding
1.750%, 06/30/2026 (A)		5,611		5,005
Fairfax Financial Holdings
3.375%, 03/03/2031		2,495		2,132
Farmers Exchange Capital III
5.454%, ICE LIBOR USD 3 Month + 3.454%, 10/15/2054 (A)(C)		1,750		1,697
Federation des Caisses Desjardins du Quebec
0.700%, 05/21/2024 (A)		5,645		5,303
Fifth Third Bancorp
2.550%, 05/05/2027		1,920		1,769
First Republic Bank
1.912%, U.S. SOFR + 0.620%, 02/12/2024 (C)		2,800		2,769
Five Corners Funding Trust
4.419%, 11/15/2023 (A)		4,190		4,191


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
GA Global Funding Trust
3.850%, 04/11/2025 (A)	$	5,800	$	5,614
1.950%, 09/15/2028 (A)		5,945		4,994
1.625%, 01/15/2026 (A)		2,345		2,099
Goldman Sachs Capital I
6.345%, 02/15/2034		2,200		2,288
Goldman Sachs Group
6.750%, 10/01/2037		445		493
6.450%, 05/01/2036		670		725
4.411%, ICE LIBOR USD 3 Month + 1.430%, 04/23/2039 (C)		3,315		3,016
4.017%, ICE LIBOR USD 3 Month + 1.373%, 10/31/2038 (C)		1,517		1,322
3.850%, 01/26/2027		155		150
3.800%, 03/15/2030		770		710
3.500%, 01/23/2025		2,385		2,338
3.500%, 11/16/2026		8,613		8,274
3.436%, U.S. SOFR + 1.632%, 02/24/2043 (C)		2,228		1,756
3.272%, ICE LIBOR USD 3 Month + 1.201%, 09/29/2025 (C)		7,830		7,626
3.210%, U.S. SOFR + 1.513%, 04/22/2042 (C)		8,460		6,483
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (C)		14,920		12,693
2.908%, U.S. SOFR + 1.472%, 07/21/2042 (C)		415		302
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (C)		1,439		1,182
2.640%, U.S. SOFR + 1.114%, 02/24/2028 (C)		4,800		4,353
2.600%, 02/07/2030		725		621
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (C)		6,145		4,974
1.948%, U.S. SOFR + 0.913%, 10/21/2027 (C)		6,225		5,529
1.431%, U.S. SOFR + 0.798%, 03/09/2027 (C)		8,975		7,985
Goldman Sachs Group MTN
4.800%, 07/08/2044		5,605		5,343
HSBC Bank PLC
7.650%, 05/01/2025		3,080		3,270
HSBC Bank USA
7.000%, 01/15/2039		7,096		8,236
HSBC Holdings PLC
4.041%, ICE LIBOR USD 3 Month + 1.546%, 03/13/2028 (C)		11,362		10,689
2.999%, U.S. SOFR + 1.430%, 03/10/2026 (C)		1,140		1,080
ING Groep
4.625%, 01/06/2026 (A)		3,690		3,666


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.252%, U.S. SOFR + 2.070%, 03/28/2033 (C)	$	415	$	383
4.100%, 10/02/2023		3,950		3,947
3.869%, U.S. SOFR + 1.640%, 03/28/2026 (C)		5,405		5,268
Intercontinental Exchange
4.950%, 06/15/2052		5,115		4,990
4.250%, 09/21/2048		1,454		1,315
3.000%, 06/15/2050		1,100		807
Jackson Financial
3.125%, 11/23/2031 (A)		3,295		2,640
JPMorgan Chase
8.750%, 09/01/2030		1,361		1,643
7.750%, 07/15/2025		1,690		1,845
6.400%, 05/15/2038		5,612		6,394
5.500%, 10/15/2040		1,000		1,044
4.586%, U.S. SOFR + 1.800%, 04/26/2033 (C)		3,125		3,009
4.565%, U.S. SOFR + 1.750%, 06/14/2030 (C)		5,880		5,704
4.260%, ICE LIBOR USD 3 Month + 1.580%, 02/22/2048 (C)		1,375		1,220
3.964%, ICE LIBOR USD 3 Month + 1.380%, 11/15/2048 (C)		45		38
3.897%, ICE LIBOR USD 3 Month + 1.220%, 01/23/2049 (C)		2,830		2,360
3.882%, ICE LIBOR USD 3 Month + 1.360%, 07/24/2038 (C)		6,195		5,443
3.875%, 09/10/2024		4,785		4,764
3.509%, ICE LIBOR USD 3 Month + 0.945%, 01/23/2029 (C)		15,247		14,108
3.332%, ICE LIBOR USD 3 Month + 0.550%, 02/01/2027 (C)		1,630		1,514
3.328%, U.S. SOFR + 1.580%, 04/22/2052 (C)		8,270		6,242
3.220%, ICE LIBOR USD 3 Month + 1.155%, 03/01/2025 (C)		2,395		2,349
3.157%, U.S. SOFR + 1.460%, 04/22/2042 (C)		10,745		8,292
3.109%, U.S. SOFR + 2.440%, 04/22/2051 (C)		250		180
2.963%, U.S. SOFR + 1.260%, 01/25/2033 (C)		1,475		1,253
2.522%, U.S. SOFR + 2.040%, 04/22/2031 (C)		2,203		1,863
2.069%, U.S. SOFR + 1.015%, 06/01/2029 (C)		4,860		4,153
1.953%, U.S. SOFR + 1.065%, 02/04/2032 (C)		2,425		1,922
1.045%, U.S. SOFR + 0.800%, 11/19/2026 (C)		1,300		1,155


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
KKR Group Finance III LLC
5.125%, 06/01/2044 (A)	$	6,248	$	5,896
KKR Group Finance VIII LLC
3.500%, 08/25/2050 (A)		1,275		964
KKR Group Finance XII LLC
4.850%, 05/17/2032 (A)		3,073		2,998
Korea Development Bank MTN
1.750%, 02/18/2025		5,905		5,587
Kreditanstalt fuer Wiederaufbau
2.125%, 01/17/2023		3,320		3,304
Lincoln National
3.400%, 01/15/2031		3,100		2,761
Lloyds Banking Group PLC
4.976%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/11/2033 (C)		2,145		2,038
2.438%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 02/05/2026 (C)		4,500		4,229
1.627%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 05/11/2027 (C)		2,636		2,328
LSEGA Financing PLC
3.200%, 04/06/2041 (A)		3,618		2,869
1.375%, 04/06/2026 (A)		4,681		4,214
Macquarie Group
3.189%, ICE LIBOR USD 3 Month + 1.023%, 11/28/2023 (A)(C)		9,208		9,181
Macquarie Group MTN
1.629%, U.S. SOFR + 0.910%, 09/23/2027 (A)(C)		1,844		1,586
Marsh & McLennan
3.500%, 03/10/2025		4,200		4,134
Massachusetts Mutual Life Insurance
3.375%, 04/15/2050 (A)		1,153		880
3.200%, 12/01/2061 (A)		7,385		5,083
MassMutual Global Funding II
1.200%, 07/16/2026 (A)		6,000		5,362
Met Tower Global Funding MTN
1.250%, 09/14/2026 (A)		3,545		3,125
MetLife
5.000%, 07/15/2052		5,140		5,201
4.050%, 03/01/2045		1,250		1,102
Metropolitan Life Global Funding I MTN
3.600%, 01/11/2024 (A)		6,135		6,113
2.400%, 01/11/2032 (A)		3,850		3,220
Mitsubishi UFJ Financial Group
1.538%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.750%, 07/20/2027 (C)		9,420		8,299
Moody's
4.250%, 08/08/2032		3,406		3,294


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.550%, 08/18/2060	$	2,136	$	1,310
Morgan Stanley
4.210%, U.S. SOFR + 1.610%, 04/20/2028 (C)		14,314		13,948
3.217%, U.S. SOFR + 1.485%, 04/22/2042 (C)		790		616
1.593%, U.S. SOFR + 0.879%, 05/04/2027 (C)		2,650		2,362
Morgan Stanley MTN
6.375%, 07/24/2042		2,120		2,417
4.300%, 01/27/2045		4,535		4,052
3.971%, ICE LIBOR USD 3 Month + 1.455%, 07/22/2038 (C)		2,955		2,632
3.750%, 02/25/2023		3,317		3,320
2.943%, U.S. SOFR + 1.290%, 01/21/2033 (C)		2,245		1,910
2.720%, U.S. SOFR + 1.152%, 07/22/2025 (C)		2,540		2,454
2.511%, U.S. SOFR + 1.200%, 10/20/2032 (C)		2,490		2,039
2.475%, U.S. SOFR + 1.000%, 01/21/2028 (C)		3,845		3,493
2.239%, U.S. SOFR + 1.178%, 07/21/2032 (C)		4,150		3,343
1.512%, U.S. SOFR + 0.858%, 07/20/2027 (C)		2,237		1,981
Mutual of Omaha Insurance
4.297%, ICE LIBOR USD 3 Month + 2.640%, 07/15/2054 (A)(C)		1,515		1,452
National Rural Utilities Cooperative Finance
4.750%, ICE LIBOR USD 3 Month + 2.910%, 04/30/2043 (C)		2,056		1,912
4.400%, 11/01/2048		1,000		919
4.300%, 03/15/2049		2,648		2,392
4.023%, 11/01/2032		435		416
Nationwide Building Society MTN
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (A)(C)		5,295		4,768
Nationwide Mutual Insurance
9.375%, 08/15/2039 (A)		1,450		1,967
4.350%, 04/30/2050 (A)		3,471		2,886
Natwest Group PLC
1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/2027 (C)		4,320		3,782
New York Life Global Funding
1.850%, 08/01/2031 (A)		2,415		1,951
New York Life Insurance
5.875%, 05/15/2033 (A)		2,224		2,425
3.750%, 05/15/2050 (A)		1,420		1,181


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ontario Teachers' Cadillac Fairview Properties Trust
2.500%, 10/15/2031 (A)	$	6,865	$	5,768
Owl Rock Capital
2.875%, 06/11/2028		3,498		2,831
Pacific Life Insurance
4.300%, ICE LIBOR USD 3 Month + 2.796%, 10/24/2067 (A)(C)		1,555		1,337
Peachtree Corners Funding Trust
3.976%, 02/15/2025 (A)		4,431		4,369
PNC Bank
3.300%, 10/30/2024		1,760		1,730
PNC Financial Services Group
2.600%, 07/23/2026		8,220		7,761
Pricoa Global Funding I
3.450%, 09/01/2023 (A)		5,140		5,115
Principal Life Global Funding II
2.250%, 11/21/2024 (A)		3,110		2,965
1.500%, 08/27/2030 (A)		3,374		2,648
Prospect Capital
3.706%, 01/22/2026		2,520		2,267
Prudential Financial
3.935%, 12/07/2049		140		120
Prudential Financial MTN
5.700%, 12/14/2036		1,660		1,786
1.500%, 03/10/2026		4,945		4,528
Prudential PLC
3.125%, 04/14/2030		2,008		1,793
Royal Bank of Canada MTN
2.300%, 11/03/2031		2,075		1,723
0.650%, 07/29/2024		1,971		1,850
S&P Global
2.900%, 03/01/2032 (A)		5,760		5,109
2.700%, 03/01/2029 (A)		6,138		5,585
2.450%, 03/01/2027 (A)		5,925		5,527
Scentre Group Trust 1/ Scentre Group Trust 2
4.375%, 05/28/2030 (A)		631		597
3.750%, 03/23/2027 (A)		805		761
3.625%, 01/28/2026 (A)		8,801		8,418
3.500%, 02/12/2025 (A)		1,390		1,346
Scentre Group Trust 2
4.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.379%, 09/24/2080 (A)(C)		6,340		5,857
Securian Financial Group
4.800%, 04/15/2048 (A)		3,138		2,668
Security Benefit Global Funding MTN
1.250%, 05/17/2024 (A)		1,501		1,411
Societe Generale
3.625%, 03/01/2041 (A)		2,840		1,879


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
State Street
4.421%, U.S. SOFR + 1.605%, 05/13/2033 (C)	$	3,026	$	2,979
3.031%, U.S. SOFR + 1.490%, 11/01/2034 (C)		5,280		4,602
Sumitomo Mitsui Financial Group
0.948%, 01/12/2026		3,000		2,670
Swiss Re Treasury US
4.250%, 12/06/2042 (A)		3,000		2,794
Synchrony Bank
5.400%, 08/22/2025		5,420		5,412
Toronto-Dominion Bank MTN
4.456%, 06/08/2032		3,035		2,975
0.700%, 09/10/2024		3,763		3,519
Travelers
3.750%, 05/15/2046		1,505		1,299
Truist Bank
3.800%, 10/30/2026		2,090		2,041
2.250%, 03/11/2030		915		762
Truist Financial
4.000%, 05/01/2025		8,220		8,197
Truist Financial MTN
4.916%, U.S. SOFR + 2.240%, 07/28/2033 (C)		5,320		5,092
2.850%, 10/26/2024		2,500		2,452
1.887%, U.S. SOFR + 0.862%, 06/07/2029 (C)		4,036		3,451
1.267%, U.S. SOFR + 0.609%, 03/02/2027 (C)		12,535		11,250
UBS MTN
4.500%, 06/26/2048 (A)		3,285		3,039
UBS Group
4.703%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.050%, 08/05/2027 (A)(C)		11,620		11,406
4.488%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 05/12/2026 (A)(C)		5,720		5,660
4.125%, 09/24/2025 (A)		1,345		1,330
1.494%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.850%, 08/10/2027 (A)(C)		2,100		1,824
1.008%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 07/30/2024 (A)(C)		8,100		7,850
US Bancorp
4.967%, U.S. SOFR + 2.110%, 07/22/2033 (C)		4,130		4,070
USAA Capital
3.375%, 05/01/2025 (A)		3,949		3,884
Validus Holdings
8.875%, 01/26/2040		1,880		2,463


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wells Fargo
6.600%, 01/15/2038	$	2,620	$	3,002
5.950%, 12/15/2036		1,035		1,039
5.606%, 01/15/2044		3,666		3,709
3.068%, U.S. SOFR + 2.530%, 04/30/2041 (C)		3,585		2,744
3.000%, 04/22/2026		8,965		8,529
Wells Fargo MTN
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (C)		530		518
4.900%, 11/17/2045		1,575		1,455
4.897%, U.S. SOFR + 2.100%, 07/25/2033 (C)		1,465		1,441
4.750%, 12/07/2046		3,473		3,171
4.611%, U.S. SOFR + 2.130%, 04/25/2053 (C)		5,805		5,324
4.400%, 06/14/2046		2,750		2,409
3.584%, ICE LIBOR USD 3 Month + 1.310%, 05/22/2028 (C)		12,541		11,833
3.350%, U.S. SOFR + 1.500%, 03/02/2033 (C)		2,805		2,449
3.196%, ICE LIBOR USD 3 Month + 1.170%, 06/17/2027 (C)		11,945		11,252
2.879%, U.S. SOFR + 1.432%, 10/30/2030 (C)		4,585		4,022
2.572%, U.S. SOFR + 1.262%, 02/11/2031 (C)		3,185		2,698
2.393%, U.S. SOFR + 2.100%, 06/02/2028 (C)		8,635		7,735
Westpac Banking
5.405%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.680%, 08/10/2033 (C)		955		918
2.668%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.750%, 11/15/2035 (C)		3,760		2,960
1.953%, 11/20/2028		7,025		6,112

				1,106,841

Health Care — 6.6%
AbbVie
4.250%, 11/21/2049		2,100		1,847
Advocate Health & Hospitals
4.272%, 08/15/2048		2,984		2,784
2.211%, 06/15/2030		3,670		3,138
Ascension Health
3.945%, 11/15/2046		2,394		2,180
3.106%, 11/15/2039		1,725		1,419
2.532%, 11/15/2029		3,660		3,268
Astrazeneca Finance LLC
1.750%, 05/28/2028		5,400		4,767
1.200%, 05/28/2026		9,045		8,167


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AstraZeneca PLC
3.375%, 11/16/2025	$	1,393	$	1,367
Banner Health
2.907%, 01/01/2042		2,652		2,040
Bayer US Finance II LLC
4.700%, 07/15/2064 (A)		3,935		3,214
Blue Cross & Blue Shield of Minnesota
3.790%, 05/01/2025 (A)		2,086		1,998
Bon Secours Mercy Health
3.464%, 06/01/2030		1,930		1,797
2.095%, 06/01/2031		1,430		1,170
Bristol-Myers Squibb
4.550%, 02/20/2048		217		210
3.700%, 03/15/2052		2,010		1,703
3.550%, 03/15/2042		3,715		3,185
3.400%, 07/26/2029		1,362		1,300
3.200%, 06/15/2026		1,775		1,739
2.950%, 03/15/2032		5,810		5,265
2.550%, 11/13/2050		495		341
2.350%, 11/13/2040		690		504
Cigna
4.125%, 11/15/2025		2,154		2,140
2.375%, 03/15/2031		3,000		2,521
CommonSpirit Health
4.350%, 11/01/2042		1,680		1,498
4.187%, 10/01/2049		3,085		2,526
CVS Health
5.050%, 03/25/2048		2,310		2,224
Eli Lilly
3.375%, 03/15/2029		3,155		3,055
Gilead Sciences
4.750%, 03/01/2046		1,735		1,660
GlaxoSmithKline Capital
3.875%, 05/15/2028		2,190		2,153
HCA
5.500%, 06/15/2047		2,385		2,201
Health Care Service, A Mutual Legal Reserve
3.200%, 06/01/2050 (A)		3,025		2,246
Johnson & Johnson
3.750%, 03/03/2047		3,000		2,703
2.900%, 01/15/2028		2,565		2,465
2.625%, 01/15/2025		1,660		1,626
1.300%, 09/01/2030		5,355		4,487
Kaiser Foundation Hospitals
4.150%, 05/01/2047		3,020		2,789
3.150%, 05/01/2027		2,005		1,935
2.810%, 06/01/2041		4,970		3,807
McKesson
0.900%, 12/03/2025		2,000		1,799
Medtronic
4.375%, 03/15/2035		1,732		1,719


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Memorial Health Services
3.447%, 11/01/2049	$	1,805	$	1,451
Merck
3.600%, 09/15/2042		2,145		1,854
3.400%, 03/07/2029		2,385		2,289
1.900%, 12/10/2028		4,930		4,349
MultiCare Health System
2.803%, 08/15/2050		4,400		3,035
Nationwide Children's Hospital
4.556%, 11/01/2052		1,135		1,103
New York and Presbyterian Hospital
4.763%, 08/01/2116		1,395		1,282
1.651%, 08/01/2030		2,487		2,030
Northwell Healthcare
4.260%, 11/01/2047		2,055		1,800
Novartis Capital
4.400%, 05/06/2044		670		661
3.000%, 11/20/2025		4,380		4,287
2.750%, 08/14/2050		4,606		3,500
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery
2.667%, 10/01/2050		5,260		3,605
OhioHealth
2.834%, 11/15/2041		4,000		3,047
Orlando Health Obligated Group
3.327%, 10/01/2050		755		577
PerkinElmer
0.850%, 09/15/2024		6,845		6,378
Pfizer
3.000%, 12/15/2026		2,220		2,160
2.625%, 04/01/2030		5,250		4,722
Pharmacia LLC
6.600%, 12/01/2028		1,100		1,221
Providence St. Joseph Health Obligated Group
2.532%, 10/01/2029		8,461		7,444
RWJ Barnabas Health
3.477%, 07/01/2049		4,050		3,290
SSM Health Care
3.688%, 06/01/2023		7,331		7,317
Stanford Health Care
3.310%, 08/15/2030		1,040		959
Thermo Fisher Scientific
1.750%, 10/15/2028		990		874
1.215%, 10/18/2024		13,955		13,201
UnitedHealth Group
6.875%, 02/15/2038		2,380		2,894
6.625%, 11/15/2037		1,609		1,903
6.500%, 06/15/2037		1,675		1,965
4.625%, 07/15/2035		5,480		5,460
4.200%, 05/15/2032		7,285		7,204
4.200%, 01/15/2047		1,432		1,318


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.000%, 05/15/2029	$	2,879	$	2,833
3.875%, 12/15/2028		1,835		1,805
3.850%, 06/15/2028		1,360		1,343
3.750%, 07/15/2025		3,700		3,689
3.700%, 12/15/2025		1,825		1,814
3.500%, 02/15/2024		4,395		4,385
3.050%, 05/15/2041		1,620		1,295
2.300%, 05/15/2031		8,415		7,187
Wyeth LLC
6.000%, 02/15/2036		1,400		1,577
5.950%, 04/01/2037		3,960		4,493

				232,558

Industrials — 9.2%
AerCap Ireland Capital DAC
3.300%, 01/30/2032		1,575		1,271
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.000%, 10/29/2028		7,130		6,061
2.450%, 10/29/2026		2,780		2,451
1.650%, 10/29/2024		7,345		6,797
1.150%, 10/29/2023		7,575		7,246
Air Lease
3.875%, 07/03/2023		4,406		4,391
Airbus
3.950%, 04/10/2047 (A)		2,800		2,408
BAE Systems Holdings
3.800%, 10/07/2024 (A)		1,700		1,677
BAE Systems PLC
5.800%, 10/11/2041 (A)		1,940		2,013
3.400%, 04/15/2030 (A)		2,307		2,100
1.900%, 02/15/2031 (A)		4,286		3,438
Boeing
5.805%, 05/01/2050		3,410		3,271
5.705%, 05/01/2040		2,195		2,094
5.150%, 05/01/2030		9,430		9,281
3.100%, 05/01/2026		3,935		3,715
1.875%, 06/15/2023		3,100		3,051
Burlington Northern Santa Fe LLC
6.150%, 05/01/2037		2,590		2,978
4.900%, 04/01/2044		2,563		2,563
4.550%, 09/01/2044		5,015		4,841
4.450%, 01/15/2053		3,424		3,307
4.375%, 09/01/2042		370		349
4.150%, 04/01/2045		3,100		2,833
Canadian National Railway
3.850%, 08/05/2032		2,990		2,894
Caterpillar
3.803%, 08/15/2042		1,510		1,376
3.400%, 05/15/2024		3,050		3,040
Caterpillar Financial Services MTN
3.600%, 08/12/2027		9,460		9,288


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.950%, 01/10/2024	$	24,860	$	23,962
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A
4.000%, 10/29/2024		3,009		2,863
CSX
4.100%, 11/15/2032		6,490		6,270
3.350%, 09/15/2049		4,726		3,703
Deere
3.750%, 04/15/2050		220		203
3.100%, 04/15/2030		4,033		3,768
2.750%, 04/15/2025		1,295		1,260
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl A
3.875%, 07/30/2027		1,093		976
Delta Air Lines Pass-Through Trust, Ser 2019-1, Cl A
3.404%, 04/25/2024		2,800		2,662
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		2,817		2,443
Emerson Electric
2.200%, 12/21/2031		6,250		5,309
1.800%, 10/15/2027		1,855		1,665
GE Capital International Funding Unlimited
4.418%, 11/15/2035		11,869		11,223
General Dynamics
4.250%, 04/01/2040		920		885
4.250%, 04/01/2050		2,100		2,006
2.850%, 06/01/2041		3,640		2,853
1.875%, 08/15/2023		2,655		2,609
Honeywell International
1.750%, 09/01/2031		1,980		1,639
John Deere Capital MTN
3.900%, 06/07/2032		6,325		6,223
3.450%, 06/07/2023		5,091		5,090
2.800%, 07/18/2029		4,220		3,900
2.650%, 06/24/2024		4,835		4,757
2.650%, 06/10/2026		355		341
2.350%, 03/08/2027		4,820		4,515
1.250%, 01/10/2025		15,465		14,607
0.400%, 10/10/2023		11,200		10,813
Lockheed Martin
4.070%, 12/15/2042		3,300		3,066
3.900%, 06/15/2032		6,960		6,822
Norfolk Southern
3.800%, 08/01/2028		3,180		3,098
Northrop Grumman
2.930%, 01/15/2025		4,900		4,774
PACCAR Financial MTN
1.100%, 05/11/2026		3,079		2,792
Penske Truck Leasing LP / PTL Finance
4.000%, 07/15/2025 (A)		2,904		2,841


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.950%, 03/10/2025 (A)	$	2,752	$	2,695
3.450%, 07/01/2024 (A)		5,540		5,406
Protective Life Global Funding
1.618%, 04/15/2026 (A)		7,358		6,660
1.170%, 07/15/2025 (A)		1,476		1,347
Raytheon Technologies
4.500%, 06/01/2042		2,300		2,179
Ryder System MTN
4.625%, 06/01/2025		4,800		4,793
Siemens Financieringsmaatschappij
1.700%, 03/11/2028 (A)		5,110		4,453
Snap-on
3.100%, 05/01/2050		3,240		2,579
Southwest Airlines
5.125%, 06/15/2027		2,770		2,825
Triton Container International
2.050%, 04/15/2026 (A)		2,335		2,026
TTX
4.600%, 02/01/2049 (A)		2,100		1,989
TTX MTN
3.600%, 01/15/2025 (A)		5,563		5,413
Union Pacific
3.500%, 02/14/2053		2,510		2,040
3.375%, 02/14/2042		1,120		941
2.950%, 03/10/2052		8,661		6,354
2.375%, 05/20/2031		3,595		3,118
Union Pacific MTN
3.550%, 08/15/2039		1,295		1,121
United Airlines Pass-Through Trust, Ser 2012-1, Cl A
4.150%, 04/11/2024		2,217		2,158
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA
4.150%, 08/25/2031		1,423		1,305
United Parcel Service
5.300%, 04/01/2050		3,026		3,370
Verisk Analytics
3.625%, 05/15/2050		2,930		2,261
WW Grainger
4.600%, 06/15/2045		419		406

				310,111

Information Technology — 6.6%
Adobe
1.700%, 02/01/2023		13,040		12,944
Analog Devices
2.950%, 10/01/2051		1,918		1,451
2.100%, 10/01/2031		1,400		1,186
1.700%, 10/01/2028		5,070		4,437
Apple
4.650%, 02/23/2046		3,755		3,839
4.500%, 02/23/2036		2,525		2,604


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.375%, 05/13/2045	$	515	$	504
4.100%, 08/08/2062		9,530		8,751
3.850%, 08/04/2046		5,065		4,604
3.350%, 02/09/2027		4,050		3,983
3.250%, 02/23/2026		8,915		8,760
3.000%, 02/09/2024		4,040		4,006
2.850%, 05/11/2024		1,055		1,042
2.850%, 08/05/2061		2,000		1,420
2.650%, 05/11/2050		3,755		2,749
2.375%, 02/08/2041		2,195		1,651
1.650%, 02/08/2031		4,730		3,935
Applied Materials
3.900%, 10/01/2025		3,155		3,157
Cisco Systems
5.900%, 02/15/2039		2,007		2,275
2.200%, 09/20/2023		4,315		4,257
Corning
7.250%, 08/15/2036		1,844		2,017
Genpact Luxembourg Sarl
3.375%, 12/01/2024		5,226		5,099
Intel
4.950%, 03/25/2060		1,052		1,012
4.900%, 08/05/2052		5,625		5,489
4.000%, 12/15/2032		4,300		4,141
3.200%, 08/12/2061		888		623
2.875%, 05/11/2024		5,830		5,753
International Business Machines
4.150%, 05/15/2039		2,325		2,100
3.300%, 05/15/2026		1,805		1,750
3.000%, 05/15/2024		1,140		1,126
2.200%, 02/09/2027		2,700		2,487
Intuit
1.350%, 07/15/2027		2,989		2,631
KLA
4.950%, 07/15/2052		5,427		5,453
Mastercard
3.850%, 03/26/2050		3,110		2,817
3.300%, 03/26/2027		2,720		2,662
2.950%, 06/01/2029		2,420		2,256
Microsoft
3.700%, 08/08/2046		4,759		4,382
3.500%, 02/12/2035		1,225		1,171
3.450%, 08/08/2036		130		122
3.041%, 03/17/2062		1,100		839
2.921%, 03/17/2052		4,102		3,227
2.875%, 02/06/2024		1,985		1,964
2.675%, 06/01/2060		1,078		766
2.525%, 06/01/2050		7,590		5,524
2.400%, 08/08/2026		6,875		6,562
NXP BV
4.875%, 03/01/2024		3,252		3,265


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NXP BV / NXP FUNDING LLC / NXP USA
5.000%, 01/15/2033	$	1,975	$	1,900
Oracle
4.375%, 05/15/2055		680		512
4.000%, 07/15/2046		5,360		3,924
3.800%, 11/15/2037		2,190		1,701
3.600%, 04/01/2040		9,370		6,814
2.950%, 04/01/2030		7,955		6,789
PayPal Holdings
5.050%, 06/01/2052		4,270		4,162
QUALCOMM
4.300%, 05/20/2047		3,141		2,952
1.650%, 05/20/2032		1,540		1,235
1.300%, 05/20/2028		5,677		4,902
Salesforce
1.500%, 07/15/2028		12,640		11,061
Texas Instruments
4.150%, 05/15/2048		3,754		3,576
3.875%, 03/15/2039		195		182
2.250%, 09/04/2029		8,370		7,480
TSMC Arizona
2.500%, 10/25/2031		1,565		1,324
1.750%, 10/25/2026		3,120		2,830
Visa
4.150%, 12/14/2035		1,125		1,115
2.700%, 04/15/2040		740		591
2.000%, 08/15/2050		3,610		2,339
Vontier
2.950%, 04/01/2031		7,500		5,769
1.800%, 04/01/2026		1,205		1,054
Wipro IT Services LLC
1.500%, 06/23/2026 (A)		4,937		4,420

				229,425

Materials — 1.3%
Air Products and Chemicals
1.850%, 05/15/2027		3,050		2,772
BHP Billiton Finance USA
6.420%, 03/01/2026		1,590		1,696
5.000%, 09/30/2043		1,400		1,418
Celanese US Holdings LLC
6.379%, 07/15/2032		1,895		1,881
6.330%, 07/15/2029		2,120		2,113
6.050%, 03/15/2025		5,200		5,213
Ecolab
1.650%, 02/01/2027		3,565		3,247
Freeport Indonesia
6.200%, 04/14/2052 (A)		1,350		1,198
Freeport Indonesia MTN
5.315%, 04/14/2032 (A)		2,250		2,081
4.763%, 04/14/2027 (A)		1,155		1,121


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Freeport-McMoRan
5.250%, 09/01/2029	$	4,759	$	4,585
4.625%, 08/01/2030		1,545		1,430
4.250%, 03/01/2030		745		675
Linde
3.200%, 01/30/2026		2,315		2,270
Lubrizol
6.500%, 10/01/2034		1,000		1,168
Nacional del Cobre de Chile
4.250%, 07/17/2042 (A)		1,095		884
Newcrest Finance Pty
3.250%, 05/13/2030 (A)		2,440		2,158
PPG Industries
1.200%, 03/15/2026		3,315		2,979
Rio Tinto Finance USA
5.200%, 11/02/2040		1,185		1,237
2.750%, 11/02/2051		4,000		2,887
Sealed Air
1.573%, 10/15/2026 (A)		1,950		1,710

				44,723

Real Estate — 2.1%
AvalonBay Communities MTN
3.350%, 05/15/2027		2,980		2,837
Boston Properties
4.500%, 12/01/2028		2,630		2,560
Crown Castle Towers LLC
3.663%, 05/15/2025 (A)		3,940		3,891
Essential Properties
2.950%, 07/15/2031		3,050		2,343
Federal Realty Investment Trust
1.250%, 02/15/2026		5,026		4,521
Newmark Group
6.125%, 11/15/2023		3,140		3,140
Realty Income
1.800%, 03/15/2033		2,435		1,852
Regency Centers
4.650%, 03/15/2049		285		252
4.400%, 02/01/2047		1,550		1,336
Rexford Industrial Realty Inc
2.125%, 12/01/2030		3,895		3,140
Sabra Health Care
3.900%, 10/15/2029		4,275		3,727
3.200%, 12/01/2031		3,025		2,405
Simon Property Group
2.650%, 02/01/2032		2,055		1,708
Simon Property Group LP
6.750%, 02/01/2040		470		529
4.250%, 11/30/2046		2,164		1,894
3.800%, 07/15/2050		1,400		1,137
3.375%, 10/01/2024		5,488		5,426
2.450%, 09/13/2029		2,356		2,033


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Spirit Realty
2.100%, 03/15/2028	$	2,685	$	2,239
Sun Communities Operating LP
2.300%, 11/01/2028		7,515		6,345
VICI Properties
4.750%, 02/15/2028		6,265		6,012
4.375%, 05/15/2025		2,545		2,485
Vornado Realty
3.500%, 01/15/2025		3,895		3,727
Welltower
4.950%, 09/01/2048		2,632		2,476
WP Carey
4.600%, 04/01/2024		2,670		2,678

				70,693

Utilities — 9.3%
AEP Texas
3.450%, 01/15/2050		2,695		2,066
Alabama Power
3.850%, 12/01/2042		600		518
3.700%, 12/01/2047		2,800		2,326
1.450%, 09/15/2030		3,416		2,775
Ameren Illinois
4.500%, 03/15/2049		7,530		7,221
3.850%, 09/01/2032		12,805		12,297
2.700%, 09/01/2022		2,000		2,000
Atmos Energy
4.125%, 03/15/2049		3,750		3,368
Baltimore Gas and Electric
2.250%, 06/15/2031		4,415		3,739
Berkshire Hathaway Energy
6.125%, 04/01/2036		1,472		1,617
4.600%, 05/01/2053 (A)		2,145		2,043
4.450%, 01/15/2049		140		130
3.800%, 07/15/2048		1,065		899
3.250%, 04/15/2028		1,720		1,627
CenterPoint Energy Houston Electric LLC
4.500%, 04/01/2044		2,215		2,109
3.000%, 03/01/2032		1,550		1,402
2.900%, 07/01/2050		735		541
Cleco Corporate Holdings LLC
3.375%, 09/15/2029		1,735		1,536
CMS Energy
3.000%, 05/15/2026		7,285		6,907
Commonwealth Edison
4.700%, 01/15/2044		2,000		1,936
4.000%, 03/01/2048		3,855		3,453
3.200%, 11/15/2049		1,515		1,183
3.000%, 03/01/2050		1,815		1,368
2.550%, 06/15/2026		4,665		4,429
Consolidated Edison of New York
3.875%, 06/15/2047		3,000		2,523


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumers Energy
3.500%, 08/01/2051	$	555	$	458
Dominion Energy
3.375%, 04/01/2030		595		541
Dominion Energy South Carolina
4.600%, 06/15/2043		1,000		944
DTE Electric
3.375%, 03/01/2025		2,289		2,251
DTE Energy
4.220%, 11/01/2024 (E)		7,255		7,219
2.529%, 10/01/2024 (E)		3,695		3,557
Duke Energy Carolinas LLC
5.300%, 02/15/2040		1,700		1,758
3.875%, 03/15/2046		5,500		4,782
2.850%, 03/15/2032		2,695		2,389
2.550%, 04/15/2031		2,855		2,499
Duke Energy Indiana LLC
6.350%, 08/15/2038		250		288
4.900%, 07/15/2043		255		242
Duke Energy Ohio
2.125%, 06/01/2030		1,260		1,061
Duke Energy Progress LLC
4.200%, 08/15/2045		2,445		2,199
4.100%, 05/15/2042		1,016		907
East Ohio Gas
3.000%, 06/15/2050 (A)		1,050		746
2.000%, 06/15/2030 (A)		2,370		1,945
1.300%, 06/15/2025 (A)		2,700		2,467
Eastern Energy Gas Holdings LLC
2.500%, 11/15/2024		2,410		2,320
Entergy
2.400%, 06/15/2031		4,650		3,771
Entergy Arkansas LLC
4.200%, 04/01/2049		2,690		2,449
3.350%, 06/15/2052		3,685		2,865
Entergy Louisiana LLC
4.200%, 09/01/2048		3,215		2,881
0.950%, 10/01/2024		10,295		9,677
Entergy Mississippi LLC
2.850%, 06/01/2028		3,890		3,539
Entergy Texas
3.550%, 09/30/2049		2,020		1,584
Eversource Energy
3.800%, 12/01/2023		2,905		2,892
2.900%, 10/01/2024		3,708		3,611
Florida Power & Light
5.960%, 04/01/2039		155		174
5.690%, 03/01/2040		4,657		5,083
4.125%, 02/01/2042		3,635		3,371
2.850%, 04/01/2025		2,515		2,461
2.450%, 02/03/2032		16,055		13,937


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Georgia Power
4.300%, 03/15/2043	$	4,175	$	3,684
3.700%, 01/30/2050		5,140		4,102
Idaho Power
4.200%, 03/01/2048		2,450		2,195
Indiana Michigan Power
4.250%, 08/15/2048		575		500
Indianapolis Power & Light
4.050%, 05/01/2046 (A)		65		59
Jersey Central Power & Light
2.750%, 03/01/2032 (A)		3,755		3,173
Massachusetts Electric
1.729%, 11/24/2030 (A)		1,300		1,012
MidAmerican Energy
3.150%, 04/15/2050		2,700		2,098
NextEra Energy Capital Holdings
4.450%, 06/20/2025		10,625		10,655
1.900%, 06/15/2028		6,095		5,273
Niagara Mohawk Power
4.278%, 10/01/2034 (A)		1,959		1,822
Northern States Power
7.125%, 07/01/2025		3,220		3,485
6.250%, 06/01/2036		600		689
4.500%, 06/01/2052		8,361		8,118
2.250%, 04/01/2031		2,695		2,334
NSTAR Electric
3.250%, 05/15/2029		2,684		2,529
Oglethorpe Power
5.375%, 11/01/2040		1,640		1,597
4.500%, 04/01/2047 (A)		1,895		1,631
4.250%, 04/01/2046		1,215		993
4.200%, 12/01/2042		190		153
Ohio Power
2.600%, 04/01/2030		3,565		3,122
Oncor Electric Delivery LLC
7.500%, 09/01/2038		120		152
5.350%, 10/01/2052		2,074		2,236
5.300%, 06/01/2042		1,216		1,282
3.750%, 04/01/2045		3,680		3,130
Pacific Gas and Electric
4.200%, 06/01/2041		2,340		1,740
PacifiCorp
6.250%, 10/15/2037		2,375		2,604
6.000%, 01/15/2039		4,410		4,779
2.950%, 06/01/2023		4,940		4,904
2.900%, 06/15/2052		5,290		3,816
PECO Energy
2.850%, 09/15/2051		3,000		2,184
PG&E Wildfire Recovery Funding LLC
4.022%, 06/01/2031		4,225		4,194
PPL Electric Utilities
4.150%, 06/15/2048		2,400		2,180


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.950%, 06/01/2047	$	1,802	$	1,596
Public Service Electric and Gas MTN
4.050%, 05/01/2048		2,792		2,517
3.700%, 05/01/2028		1,180		1,148
3.250%, 09/01/2023		1,450		1,443
Public Service of Colorado
6.250%, 09/01/2037		215		249
4.100%, 06/01/2032		4,570		4,479
3.200%, 03/01/2050		1,685		1,328
Public Service of New Hampshire
3.600%, 07/01/2049		2,000		1,674
2.200%, 06/15/2031		5,310		4,500
San Diego Gas & Electric
4.500%, 08/15/2040		2,025		1,894
3.600%, 09/01/2023		1,224		1,221
3.320%, 04/15/2050		440		343
Sempra Energy
4.000%, 02/01/2048		400		335
3.800%, 02/01/2038		1,225		1,051
Southern
4.475%, 08/01/2024 (E)		2,435		2,443
2.664%, U.S. SOFR + 0.370%, 05/10/2023 (C)		5,225		5,199
Southern California Edison
2.850%, 08/01/2029		2,715		2,392
Southern California Gas
4.300%, 01/15/2049		1,100		982
3.750%, 09/15/2042		195		163
2.550%, 02/01/2030		4,835		4,312
Southwestern Public Service
5.150%, 06/01/2052		2,115		2,095
Union Electric
4.000%, 04/01/2048		1,095		959
3.900%, 09/15/2042		90		78
Virginia Electric and Power
6.350%, 11/30/2037		1,735		1,954
3.150%, 01/15/2026		3,000		2,912
2.950%, 11/15/2051		5,960		4,417
Vistra Operations LLC
4.875%, 05/13/2024 (A)		3,925		3,874
Wisconsin Electric Power
1.700%, 06/15/2028		2,300		2,005
Wisconsin Power & Light
6.375%, 08/15/2037		50		56
3.650%, 04/01/2050		40		33
3.050%, 10/15/2027		2,435		2,305


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wisconsin Public Service
3.300%, 09/01/2049	$	2,475	$	1,927

				321,190

Total Corporate Obligations
(Cost $3,252,495) ($ Thousands)				2,916,975



U.S. TREASURY OBLIGATIONS — 9.3%
U.S. Treasury Bonds
3.375%, 08/15/2042		52,990		51,707
2.875%, 05/15/2052		50,765		46,783
2.375%, 02/15/2042		7,373		6,111
2.250%, 02/15/2052		12,960		10,352
U.S. Treasury Notes
3.250%, 06/30/2027		14,485		14,416
3.000%, 07/31/2024		27,150		26,912
3.000%, 07/15/2025		6,155		6,073
2.875%, 06/15/2025		15,825		15,563
2.750%, 05/15/2025		23,345		22,895
2.750%, 04/30/2027		10,775		10,488
2.750%, 07/31/2027		27,325		26,593
2.750%, 08/15/2032		26,675		25,733
2.625%, 07/31/2029		8,995		8,623
2.375%, 03/31/2029		13,860		13,069
1.875%, 02/15/2032		694		620
1.500%, 01/31/2027		13,755		12,692
0.125%, 01/15/2024		21,652		20,683

Total U.S. Treasury Obligations
(Cost $326,246) ($ Thousands)				319,313



MUNICIPAL BONDS — 3.1%
California — 0.9%
Bay Area, Toll Authority, RB
2.574%, 04/01/2031		3,300		2,961
2.425%, 04/01/2026		1,400		1,333
California State University, Ser D, RB
1.490%, 11/01/2028		2,580		2,203
California State, Build America Project, GO
7.600%, 11/01/2040		585		790
7.550%, 04/01/2039		2,305		3,062
7.500%, 04/01/2034		5,125		6,542
California State, Health Facilities Financing Authority, RB
1.679%, 06/01/2028		4,975		4,364
East Bay, Municipal Utility District Water System Revenue, RB
5.874%, 06/01/2040		300		346


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Los Angeles, Community College District, GO
1.606%, 08/01/2028	$	4,780	$	4,246
Los Angeles, Unified School District, Build America Project, Ser RY, GO
6.758%, 07/01/2034		1,120		1,307
Riverside County, Pension Obligation, RB
3.818%, 02/15/2038		1,300		1,203
University of California Regents, RB
4.132%, 05/15/2032		3,210		3,164
University of California Regents, Ser H, RB
6.548%, 05/15/2048		120		148
University of California, RB
5.770%, 05/15/2043		1,375		1,532

				33,201

Colorado — 0.1%
City & County of Denver's Airport System Revenue, Ser C, RB
2.037%, 11/15/2028		4,000		3,531


Connecticut — 0.1%
State of Connecticut, Ser A, GO
3.875%, 06/15/2028		2,555		2,519


Florida — 0.0%
Florida State, Board of Administration Finance, Ser A, RB
1.705%, 07/01/2027		1,383		1,237


Georgia — 0.2%
Georgia State, Municipal Electric Authority, Build America Project, RB
7.055%, 04/01/2057		2,789		3,037
6.637%, 04/01/2057		2,417		2,765

				5,802

Illinois — 0.1%
Greater Chicago, Metropolitan Water Reclamation District, GO
5.720%, 12/01/2038		2,580		2,968


Kansas — 0.0%
Kansas State, Development Finance Authority, Ser H, RB
4.727%, 04/15/2037		1,455		1,464


Massachusetts — 0.2%
Massachusetts State, Build America Project, GO
4.910%, 05/01/2029		100		106


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Massachusetts State, Build America Project, RB
5.731%, 06/01/2040	$	80	$	90
Massachusetts State, Educational Financing Authority, Ser A, RB
2.925%, 07/01/2028		2,550		2,330
1.638%, 07/01/2026		2,125		1,915

				4,441

Michigan — 0.3%
Michigan State, Finance Authority, RB
3.084%, 12/01/2034		1,685		1,491
2.671%, 09/01/2049 (C)		4,600		4,401
University of Michigan, Ser C, RB
3.599%, 04/01/2047		4,520		4,118

				10,010

New Jersey — 0.2%
New Jersey State, Transportation Trust Fund Authority, Ser C, RB
5.754%, 12/15/2028		2,300		2,375
New Jersey State, Turnpike Authority, Build America Project, RB
7.102%, 01/01/2041		2,500		3,159

				5,534

New York — 0.7%
New York & New Jersey, Port Authority, RB
4.926%, 10/01/2051		165		173
4.458%, 10/01/2062		205		198
New York & New Jersey, Port Authority, Ser 181, RB
4.960%, 08/01/2046		1,315		1,368
New York & New Jersey, Port Authority, Ser AAA, RB
1.086%, 07/01/2023		2,225		2,178
New York City, Transitional Finance Authority, Future Tax Secured Revenue, RB
5.767%, 08/01/2036		470		509
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB
3.480%, 08/01/2026		2,100		2,073
New York State, Dormitory Authority, Ser F, RB
3.110%, 02/15/2039		2,435		2,100
New York State, Thruway Authority, Ser M, RB
2.900%, 01/01/2035		4,150		3,628


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York State, Urban Development, RB
5.770%, 03/15/2039	$	8,225	$	8,902

				21,129

Oregon — 0.1%
Oregon State, School Boards Association, Ser B, GO, NATL
5.550%, 06/30/2028		4,000		4,178


Pennsylvania — 0.1%
Pennsylvania, Economic Development Financing Authority, RB
2.152%, 06/15/2029		5,465		4,779


Texas — 0.1%
City of Houston, Airport System Revenue, Sub-Ser C, RB
2.085%, 07/01/2028		2,320		2,077
Grand Parkway, Transportation Corp, Ser E, RB
5.184%, 10/01/2042		555		594
North Texas, Tollway Authority, Build America Project, RB
6.718%, 01/01/2049		845		1,087
Texas State, Build America Project, GO
5.517%, 04/01/2039		565		636
Texas State, Dallas Area, Rapid Transit, RB
1.147%, 12/01/2026		1,200		1,077

				5,471


Total Municipal Bonds
(Cost $116,387) ($ Thousands)				106,264


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT — 0.6%

European Investment Bank
1.375%, 09/06/2022	$	2,790	$	2,789
Israel Government International Bond
3.875%, 07/03/2050		1,125		1,017
Japan Bank for International Cooperation
1.750%, 01/23/2023		7,580		7,530
Province of Quebec Canada
6.350%, 01/30/2026		270		290
2.500%, 04/09/2024		8,105		7,964

Total Sovereign Debt
(Cost $19,888) ($ Thousands)				19,590



ASSET-BACKED SECURITY — 0.0%
Other Asset-Backed Securities — 0.0%

American Tower Trust I, Ser 2013-13, Cl 2A
3.070%, 03/15/2048 (A)		65		65


Total Asset-Backed Security
(Cost $64) ($ Thousands)				65

	Shares
CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Cl F
1.840%**^†		39,101,473		39,101

Total Cash Equivalent
(Cost $39,101) ($ Thousands)				39,101


Total Investments in Securities — 98.9%
(Cost $3,754,181) ($ Thousands)			$	3,401,308

Cl — Class

DAC — Designated Activity Company

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

MTN — Medium Term Note

NATL— National Public Finance Guarantee Corporation

PLC — Public Limited Company

Pty — Proprietary

RB — Revenue Bond

Ser — Series

SOFR — Secured Overnight Financing Rate

USD — U.S. Dollar

The following is a summary of the level of inputs used as of August 31, 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

–

2,916,975

–

2,916,975

U.S. Treasury Obligations

–

319,313

–

319,313

Municipal Bonds

–

106,264

–

106,264

Sovereign Debt

–

19,590

–

19,590

Asset-Backed Security

–

Cash Equivalent

39,101

–

39,101

Total Investments in Securities

39,101

3,362,207

–

3,401,308

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

(14

)

–

(14

)

Total Other Financial Instruments

–

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

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

The following is a summary of the Fund’s transactions with affiliates for the period ended August 31, 2022 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 90.8%

Communication Services — 7.7%
Activision Blizzard Inc		37,800	$	2,967
Alphabet Inc, Cl A *		290,700		31,460
Alphabet Inc, Cl C *		266,520		29,091
AT&T Inc		345,219		6,055
Charter Communications Inc, Cl A *		5,600		2,311
Comcast Corp, Cl A		215,500		7,799
DISH Network Corp, Cl A *		12,501		217
Electronic Arts Inc		13,500		1,713
Fox Corp		21,566		719
Interpublic Group of Cos Inc/The		19,000		525
Live Nation Entertainment Inc *		6,700		605
Lumen Technologies Inc		45,915		457
Match Group Inc *		13,900		786
Meta Platforms Inc, Cl A *		110,800		18,052
Netflix Inc *		21,400		4,784
News Corp		6,300		109
News Corp, Cl A		18,900		320
Omnicom Group Inc		10,000		669
Paramount Global, Cl B		29,740		696
Take-Two Interactive Software Inc *		7,500		919
T-Mobile US Inc *		28,565		4,112
Twitter Inc *		37,200		1,441
Verizon Communications Inc		202,600		8,471
Walt Disney Co/The *		87,877		9,849
Warner Bros Discovery Inc *		105,525		1,397

				135,524
Consumer Discretionary — 10.4%
Advance Auto Parts Inc		3,000		506
Amazon.com Inc *		422,900		53,611
Aptiv PLC *		13,000		1,215
AutoZone Inc *		969		2,053
Bath & Body Works Inc		12,000		448
Best Buy Co Inc		9,700		686
Booking Holdings Inc *		2,000		3,752
BorgWarner Inc		11,500		433
Caesars Entertainment Inc *		10,700		461
CarMax Inc *		7,800		690
Carnival Corp, Cl A *		39,300		372
Chipotle Mexican Grill Inc, Cl A *		1,300		2,076
Darden Restaurants Inc		6,100		755
Dollar General Corp		11,000		2,612
Dollar Tree Inc *		10,984		1,490
Domino's Pizza Inc		1,700		632
DR Horton Inc		15,300		1,088
eBay Inc		27,300		1,205
Etsy Inc *		6,200		655
Expedia Group Inc *		7,200		739
Ford Motor Co		189,900		2,894
Garmin Ltd		7,500		664
General Motors Co		70,400		2,690


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Genuine Parts Co		6,851	$	1,069
Hasbro Inc		6,200		489
Hilton Worldwide Holdings Inc		13,500		1,719
Home Depot Inc/The		49,932		14,401
Las Vegas Sands Corp *		16,600		625
Lennar Corp, Cl A		12,500		968
LKQ Corp		12,300		655
Lowe's Cos Inc		31,869		6,187
Marriott International Inc/MD, Cl A		13,220		2,032
McDonald's Corp		35,800		9,032
MGM Resorts International		17,300		565
Mohawk Industries Inc *		2,628		290
Newell Brands Inc		17,999		321
NIKE Inc, Cl B		61,200		6,515
Norwegian Cruise Line Holdings Ltd *		21,300		279
NVR Inc *		150		621
O'Reilly Automotive Inc *		3,200		2,231
Penn Entertainment Inc *		7,900		247
Pool Corp		1,900		644
PulteGroup Inc		11,300		459
PVH Corp		3,500		197
Ralph Lauren Corp, Cl A		2,400		219
Ross Stores Inc		17,200		1,484
Royal Caribbean Cruises Ltd *		11,000		449
Starbucks Corp		55,300		4,649
Tapestry Inc		12,200		424
Target Corp		22,300		3,575
Tesla Inc *		121,600		33,514
TJX Cos Inc/The		56,900		3,548
Tractor Supply Co		5,500		1,018
Ulta Beauty Inc *		2,500		1,050
VF Corp		15,824		656
Whirlpool Corp		2,800		438
Wynn Resorts Ltd *		5,100		309
Yum! Brands Inc		13,600		1,513

				184,119
Consumer Staples — 6.2%
Altria Group Inc		87,700		3,957
Archer-Daniels-Midland Co		27,400		2,408
Brown-Forman Corp, Cl B		8,725		634
Campbell Soup Co		9,700		489
Church & Dwight Co Inc		11,800		988
Clorox Co/The		5,900		851
Coca-Cola Co/The		188,400		11,626
Colgate-Palmolive Co		40,700		3,183
Conagra Brands Inc		23,500		808
Constellation Brands Inc, Cl A		7,900		1,944
Costco Wholesale Corp		21,400		11,173
Estee Lauder Cos Inc/The, Cl A		11,100		2,824
General Mills Inc		28,900		2,220
Hershey Co/The		7,000		1,573


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hormel Foods Corp		13,400	$	674
J M Smucker Co/The		5,282		739
Kellogg Co		12,300		895
Keurig Dr Pepper Inc		35,200		1,342
Kimberly-Clark Corp		16,300		2,079
Kraft Heinz Co/The		34,466		1,289
Kroger Co/The		31,700		1,520
Lamb Weston Holdings Inc		6,900		549
McCormick & Co Inc/MD		12,000		1,009
Molson Coors Beverage Co, Cl B		8,800		455
Mondelez International Inc, Cl A		66,600		4,120
Monster Beverage Corp *		18,220		1,618
PepsiCo Inc		66,762		11,501
Philip Morris International Inc		75,100		7,171
Procter & Gamble Co/The		115,914		15,989
Sysco Corp		24,400		2,006
Tyson Foods Inc, Cl A		14,100		1,063
Walgreens Boots Alliance Inc		34,700		1,216
Walmart Inc		67,765		8,982

				108,895
Energy — 4.2%
APA Corp		16,200		634
Baker Hughes Co, Cl A		45,700		1,154
Chevron Corp		94,882		14,997
ConocoPhillips		62,368		6,826
Coterra Energy Inc, Cl A		39,300		1,215
Devon Energy Corp		29,900		2,112
Diamondback Energy Inc		8,000		1,066
EOG Resources Inc		28,400		3,445
Exxon Mobil Corp		203,500		19,453
Halliburton Co		43,600		1,314
Hess Corp		13,500		1,630
Kinder Morgan Inc		94,477		1,731
Marathon Oil Corp		34,200		875
Marathon Petroleum Corp		26,211		2,641
Occidental Petroleum Corp		43,228		3,069
ONEOK Inc		21,500		1,316
Phillips 66		23,100		2,066
Pioneer Natural Resources Co		10,800		2,735
Schlumberger NV		67,937		2,592
Valero Energy Corp		19,800		2,319
Williams Cos Inc/The		58,900		2,004

				75,194
Financials — 9.7%
Aflac Inc		28,400		1,688
Allstate Corp/The		13,400		1,615
American Express Co		29,400		4,469
American International Group Inc		38,000		1,967
Ameriprise Financial Inc		5,300		1,420
Aon PLC, Cl A		10,306		2,878
Arthur J Gallagher & Co		10,100		1,834


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Assurant Inc		2,700	$	428
Bank of America Corp		342,300		11,505
Bank of New York Mellon Corp/The		35,500		1,474
Berkshire Hathaway Inc, Cl B *		87,400		24,542
BlackRock Inc, Cl A		6,906		4,602
Brown & Brown Inc		11,300		712
Capital One Financial Corp		18,900		2,000
Cboe Global Markets Inc		5,100		602
Charles Schwab Corp/The		72,700		5,158
Chubb Ltd		20,526		3,880
Cincinnati Financial Corp		7,300		708
Citigroup Inc		94,100		4,593
Citizens Financial Group Inc		23,900		877
CME Group Inc, Cl A		17,400		3,404
Comerica Inc		6,500		522
Discover Financial Services		13,400		1,347
Everest Re Group Ltd		1,900		511
FactSet Research Systems Inc		1,800		780
Fifth Third Bancorp		32,700		1,117
First Republic Bank/CA		8,800		1,336
Franklin Resources Inc		13,800		360
Globe Life Inc		4,500		437
Goldman Sachs Group Inc/The		16,600		5,522
Hartford Financial Services Group Inc/The		16,150		1,039
Huntington Bancshares Inc/OH		70,500		945
Intercontinental Exchange Inc		27,045		2,727
Invesco Ltd		15,800		260
JPMorgan Chase & Co		141,800		16,127
KeyCorp		45,699		808
Lincoln National Corp		7,900		364
Loews Corp		9,700		537
M&T Bank Corp		8,734		1,588
MarketAxess Holdings Inc		1,800		447
Marsh & McLennan Cos Inc		24,300		3,921
MetLife Inc		33,100		2,129
Moody's Corp		7,747		2,204
Morgan Stanley		67,465		5,749
MSCI Inc, Cl A		3,900		1,752
Nasdaq Inc		16,400		976
Northern Trust Corp		10,100		960
PNC Financial Services Group Inc/The		19,900		3,144
Principal Financial Group Inc		11,500		860
Progressive Corp/The		28,300		3,471
Prudential Financial Inc		18,300		1,752
Raymond James Financial Inc		9,550		997
Regions Financial Corp		44,400		962
S&P Global Inc		16,690		5,878
Signature Bank/New York NY		3,100		541
SVB Financial Group *		2,800		1,138
Synchrony Financial		24,411		799
T Rowe Price Group Inc		11,100		1,332
Travelers Cos Inc/The		11,700		1,891


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Truist Financial Corp		64,382	$	3,016
US Bancorp		65,300		2,978
W R Berkley Corp		9,950		645
Wells Fargo & Co		182,900		7,995
Willis Towers Watson PLC		5,395		1,116
Zions Bancorp NA		7,000		385

				173,721
Health Care — 12.8%
Abbott Laboratories		84,439		8,668
AbbVie Inc		85,353		11,477
ABIOMED Inc *		2,200		570
Agilent Technologies Inc		14,400		1,847
Align Technology Inc *		3,600		877
AmerisourceBergen Corp, Cl A		7,361		1,079
Amgen Inc		25,800		6,200
Baxter International Inc		24,038		1,381
Becton Dickinson and Co		13,737		3,468
Biogen Inc *		7,000		1,368
Bio-Rad Laboratories Inc, Cl A *		1,063		516
Bio-Techne Corp		1,900		630
Boston Scientific Corp *		68,700		2,769
Bristol-Myers Squibb Co		102,700		6,923
Cardinal Health Inc		13,300		941
Catalent Inc *		8,800		774
Centene Corp *		28,130		2,524
Charles River Laboratories International Inc *		2,400		493
Cigna Corp		15,281		4,331
Cooper Cos Inc/The		2,400		690
CVS Health Corp		63,243		6,207
Danaher Corp		31,200		8,421
DaVita Inc *		3,100		264
DENTSPLY SIRONA Inc		10,700		351
Dexcom Inc *		19,200		1,578
Edwards Lifesciences Corp *		30,100		2,712
Elevance Health Inc		11,600		5,627
Eli Lilly & Co		38,043		11,460
Gilead Sciences Inc		60,756		3,856
HCA Healthcare Inc		10,900		2,157
Henry Schein Inc *		6,900		507
Hologic Inc *		12,200		824
Humana Inc		6,100		2,939
IDEXX Laboratories Inc *		4,100		1,425
Illumina Inc *		7,500		1,512
Incyte Corp *		8,900		627
Intuitive Surgical Inc *		17,416		3,583
IQVIA Holdings Inc *		9,100		1,935
Johnson & Johnson		127,107		20,507
Laboratory Corp of America Holdings		4,554		1,026
McKesson Corp		7,036		2,582
Medtronic PLC		64,655		5,684


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Merck & Co Inc		122,100	$	10,422
Mettler-Toledo International Inc *		1,100		1,334
Moderna Inc *		16,600		2,196
Molina Healthcare Inc *		2,800		945
Organon & Co		12,690		362
PerkinElmer Inc		6,200		837
Pfizer Inc		270,896		12,253
Quest Diagnostics Inc		5,700		714
Regeneron Pharmaceuticals Inc *		5,200		3,022
ResMed Inc		7,100		1,561
STERIS PLC		4,900		987
Stryker Corp		16,300		3,345
Teleflex Inc		2,300		520
Thermo Fisher Scientific Inc		18,846		10,277
UnitedHealth Group Inc		45,300		23,526
Universal Health Services Inc, Cl B		3,300		323
Vertex Pharmaceuticals Inc *		12,400		3,494
Viatris Inc, Cl W *		59,174		565
Waters Corp *		2,900		866
West Pharmaceutical Services Inc		3,600		1,068
Zimmer Biomet Holdings Inc		10,100		1,074
Zoetis Inc, Cl A		22,767		3,564

				226,565
Industrials — 7.2%
3M Co		27,600		3,432
A O Smith Corp		6,400		361
Alaska Air Group Inc *		6,300		274
Allegion PLC		4,333		412
American Airlines Group Inc *		32,100		417
AMETEK Inc		11,300		1,358
Boeing Co/The *		26,800		4,295
Carrier Global Corp		41,479		1,623
Caterpillar Inc		25,700		4,747
CH Robinson Worldwide Inc		6,200		708
Cintas Corp		4,200		1,709
Copart Inc *		10,200		1,220
CSX Corp		105,100		3,326
Cummins Inc		6,900		1,486
Deere & Co		13,500		4,931
Delta Air Lines Inc *		30,900		960
Dover Corp		7,000		875
Eaton Corp PLC		19,201		2,624
Emerson Electric Co		28,500		2,330
Equifax Inc		5,900		1,114
Expeditors International of Washington Inc		7,900		813
Fastenal Co		28,100		1,414
FedEx Corp		11,449		2,414
Fortive Corp		17,524		1,110
Fortune Brands Home & Security Inc		6,500		399
Generac Holdings Inc *		3,000		661
General Dynamics Corp		11,100		2,541


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
General Electric Co		53,199	$	3,907
Honeywell International Inc		32,800		6,211
Howmet Aerospace Inc		18,666		661
Huntington Ingalls Industries Inc		2,000		461
IDEX Corp		3,700		744
Illinois Tool Works Inc		13,656		2,661
Ingersoll Rand Inc		19,230		911
Jacobs Solutions Inc		6,400		797
JB Hunt Transport Services Inc		4,100		713
Johnson Controls International plc		33,303		1,803
L3Harris Technologies Inc		9,210		2,102
Leidos Holdings Inc		6,800		646
Lockheed Martin Corp		11,424		4,799
Masco Corp		11,700		595
Nielsen Holdings PLC		17,200		479
Nordson Corp		2,600		591
Norfolk Southern Corp		11,500		2,796
Northrop Grumman Corp		7,100		3,394
Old Dominion Freight Line Inc		4,500		1,221
Otis Worldwide Corp		20,389		1,472
PACCAR Inc		16,800		1,470
Parker-Hannifin Corp		6,100		1,617
Pentair PLC		7,946		354
Quanta Services Inc		7,000		989
Raytheon Technologies Corp		72,071		6,468
Republic Services Inc, Cl A		10,100		1,441
Robert Half International Inc		5,400		416
Rockwell Automation Inc		5,600		1,327
Rollins Inc		10,825		365
Snap-on Inc		2,600		567
Southwest Airlines Co *		28,700		1,053
Stanley Black & Decker Inc		7,300		643
Textron Inc		10,500		655
Trane Technologies PLC		11,300		1,741
TransDigm Group Inc		2,500		1,501
Union Pacific Corp		30,300		6,803
United Airlines Holdings Inc *		15,600		546
United Parcel Service Inc, Cl B		35,400		6,886
United Rentals Inc *		3,500		1,022
Verisk Analytics Inc, Cl A		7,600		1,422
Waste Management Inc		18,530		3,132
Westinghouse Air Brake Technologies Corp		8,872		778
WW Grainger Inc		2,100		1,165
Xylem Inc/NY		8,700		793

				127,672
Information Technology — 24.8%
Accenture PLC, Cl A		30,600		8,827
Adobe Inc *		22,800		8,514
Advanced Micro Devices Inc *		78,136		6,631
Akamai Technologies Inc *		7,800		704
Amphenol Corp, Cl A		29,000		2,132


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Analog Devices Inc		25,344	$	3,840
ANSYS Inc *		4,200		1,043
Apple Inc		742,831		116,788
Applied Materials Inc		42,800		4,026
Arista Networks Inc *		10,900		1,307
Autodesk Inc *		10,600		2,138
Automatic Data Processing Inc		20,200		4,937
Broadcom Inc		19,693		9,829
Broadridge Financial Solutions Inc		5,700		976
Cadence Design Systems Inc *		13,200		2,294
CDW Corp/DE		6,500		1,110
Ceridian HCM Holding Inc *		6,500		388
Cisco Systems Inc		200,500		8,966
Citrix Systems Inc		6,000		617
Cognizant Technology Solutions Corp, Cl A		24,900		1,573
Corning Inc		37,200		1,277
DXC Technology Co *		12,038		298
Enphase Energy Inc *		6,500		1,862
EPAM Systems Inc *		2,800		1,194
F5 Inc *		2,900		455
Fidelity National Information Services Inc		29,400		2,686
Fiserv Inc *		28,100		2,843
FleetCor Technologies Inc *		3,800		808
Fortinet Inc *		31,900		1,553
Gartner Inc *		3,900		1,113
Global Payments Inc		13,472		1,674
Hewlett Packard Enterprise Co		63,400		862
HP Inc		51,500		1,479
Intel Corp		197,200		6,295
International Business Machines Corp		43,358		5,569
Intuit Inc		13,700		5,915
Jack Henry & Associates Inc		3,500		673
Juniper Networks Inc		15,500		440
Keysight Technologies Inc *		8,900		1,459
KLA Corp		7,223		2,486
Lam Research Corp		6,687		2,928
Mastercard Inc, Cl A		41,500		13,461
Microchip Technology Inc		26,900		1,755
Micron Technology Inc		53,700		3,036
Microsoft Corp		361,270		94,461
Monolithic Power Systems Inc		2,100		952
Motorola Solutions Inc		7,967		1,939
NetApp Inc		10,900		786
NortonLifeLock Inc		28,800		651
NVIDIA Corp		121,000		18,264
NXP Semiconductors NV		12,700		2,090
ON Semiconductor Corp *		20,900		1,437
Oracle Corp		75,900		5,628
Paychex Inc		15,400		1,899
Paycom Software Inc *		2,300		808
PayPal Holdings Inc *		55,800		5,214
PTC Inc *		5,200		597


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Qorvo Inc *		5,300	$	476
QUALCOMM Inc		54,000		7,143
Roper Technologies Inc		5,100		2,053
salesforce.com *		48,100		7,509
Seagate Technology Holdings PLC		9,700		650
ServiceNow Inc *		9,700		4,216
Skyworks Solutions Inc		7,900		779
SolarEdge Technologies Inc *		2,700		745
Synopsys Inc *		7,400		2,561
TE Connectivity Ltd		15,700		1,982
Teledyne Technologies Inc *		2,281		840
Teradyne Inc		7,900		669
Texas Instruments Inc		44,500		7,352
Trimble Inc *		12,300		778
Tyler Technologies Inc *		2,000		743
VeriSign Inc *		4,700		856
Visa Inc, Cl A		79,455		15,789
Western Digital Corp *		15,103		638
Zebra Technologies Corp, Cl A *		2,600		784

				440,050
Materials — 2.3%
Air Products and Chemicals Inc		10,700		2,701
Albemarle Corp		5,700		1,527
Amcor PLC		74,188		891
Avery Dennison Corp		4,000		735
Ball Corp		15,600		871
Celanese Corp, Cl A		5,300		588
CF Industries Holdings Inc		10,200		1,055
Corteva Inc		34,705		2,132
Dow Inc		34,871		1,779
DuPont de Nemours Inc		24,840		1,382
Eastman Chemical Co		6,400		582
Ecolab Inc		12,075		1,978
FMC Corp		6,200		670
Freeport-McMoRan Inc, Cl B		69,500		2,057
International Flavors & Fragrances Inc		12,357		1,365
International Paper Co		18,100		753
Linde PLC		24,253		6,860
LyondellBasell Industries NV, Cl A		12,300		1,021
Martin Marietta Materials Inc		3,000		1,043
Mosaic Co/The		17,200		926
Newmont Corp		38,000		1,572
Nucor Corp		13,000		1,728
Packaging Corp of America		4,600		630
PPG Industries Inc		11,500		1,460
Sealed Air Corp		7,000		377
Sherwin-Williams Co/The		11,525		2,675
Vulcan Materials Co		6,400		1,066
Westrock Co		12,341		501

				40,925


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Real Estate — 2.6%
Alexandria Real Estate Equities Inc ^‡		7,300	$	1,120
American Tower Corp, Cl A ^‡		22,447		5,703
AvalonBay Communities Inc ^‡		6,800		1,366
Boston Properties Inc ^‡		7,100		564
Camden Property Trust ^‡		5,000		643
CBRE Group Inc, Cl A *		15,600		1,232
Crown Castle Inc ^‡		21,000		3,587
Digital Realty Trust Inc ^‡		13,700		1,694
Duke Realty Corp ^‡		18,300		1,077
Equinix Inc ^‡		4,357		2,864
Equity Residential ^‡		16,700		1,222
Essex Property Trust Inc ^‡		3,200		848
Extra Space Storage Inc ^‡		6,500		1,292
Federal Realty Investment Trust ^‡		3,300		334
Healthpeak Properties Inc ^‡		26,600		698
Host Hotels & Resorts Inc ^‡		34,185		608
Iron Mountain Inc ^‡		14,271		751
Kimco Realty Corp ^‡		30,500		643
Mid-America Apartment Communities Inc ^‡		5,500		911
Prologis Inc ^‡		35,698		4,445
Public Storage ^‡		7,400		2,448
Realty Income Corp ^‡		28,800		1,966
Regency Centers Corp ^‡		7,700		469
SBA Communications Corp, Cl A ^‡		5,200		1,691
Simon Property Group Inc ^‡		15,900		1,622
UDR Inc ^‡		14,600		655
Ventas Inc ^‡		19,400		929
VICI Properties Inc ^‡		46,300		1,527
Vornado Realty Trust ^‡		7,600		199
Welltower Inc ^‡		21,700		1,663
Weyerhaeuser Co ^‡		36,427		1,244

				46,015
Utilities — 2.9%
AES Corp/The		32,600		830
Alliant Energy Corp		12,400		757
Ameren Corp		12,500		1,158
American Electric Power Co Inc		24,700		2,475
American Water Works Co Inc		8,800		1,306
Atmos Energy Corp		6,700		760
CenterPoint Energy Inc		30,800		971
CMS Energy Corp		14,200		959
Consolidated Edison Inc		17,300		1,691
Constellation Energy Corp		15,566		1,270
Dominion Energy Inc		39,232		3,209
DTE Energy Co		9,400		1,225
Duke Energy Corp		37,230		3,980
Edison International		18,400		1,247
Entergy Corp		9,900		1,141
Evergy Inc		10,999		754
Eversource Energy		16,500		1,480


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Exelon Corp		47,500	$	2,086
FirstEnergy Corp		27,200		1,076
NextEra Energy Inc		94,700		8,055
NiSource Inc		19,500		575
NRG Energy Inc		11,800		487
Pinnacle West Capital Corp		5,700		430
PPL Corp		35,900		1,044
Public Service Enterprise Group Inc		24,400		1,570
Sempra Energy		15,300		2,524
Southern Co/The		51,500		3,969
WEC Energy Group Inc		15,062		1,553
Xcel Energy Inc		26,500		1,968

				50,550
Total Common Stock
(Cost $617,651) ($ Thousands)				1,609,230


Total Investments in Securities — 90.8%
(Cost $617,651) ($ Thousands)			$	1,609,230

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

A list of OTC swap agreements held by the Fund at August 31, 2022, is as follows:

	Percentages are based on Net Assets of $1,772,191 ($ Thousands).
*	Non-income producing security.
^‡	Real Estate Investment Trust.
^	Security, or a portion thereof, is held by DAA Commodity Strategy Subsidiary, Ltd. as of August 31, 2022.

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

USD — U.S. Dollar

The following is a summary of the level of inputs used as of August 31, 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

1,609,230

–

1,609,230

Total Investments in Securities

1,609,230

–

1,609,230

Other Financial Instruments	Level 1 ($)		Level 2 ($)			Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		7,853		–			–		7,853
OTC Swaps
Total Return Swaps*
Unrealized Depreciation		–		(10,269	)		–		(10,269	)
Total Other Financial Instruments		7,853		(10,269	)		–		(2,416	)


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 61.9%
U.S. Treasury Bills ^ (A)
3.299%, 08/10/2023	$	400	$	387
3.121%, 06/15/2023		400		390
3.083%, 02/09/2023		700		690
2.301%, 10/20/2022		9,000		8,970
2.281%, 10/13/2022		12,000		11,968
2.014%, 10/06/2022		12,000		11,974
1.535%, 09/29/2022		14,000		13,977
1.253%, 09/15/2022		10,000		9,992
1.247%, 09/08/2022		7,000		6,997
U.S. Treasury Inflation-Protected Securities
2.375%, 01/15/2027		29,411		31,406
1.750%, 01/15/2028		2,703		2,837
0.375%, 07/15/2025 (H)		52,509		51,843
0.375%, 01/15/2027		46,315		45,533
0.375%, 07/15/2027		13,236		13,036
0.250%, 01/15/2025 (H)		48,397		47,627
0.125%, 07/15/2024		14,504		14,282
0.125%, 10/15/2024 (H)		57,964		57,035
0.125%, 10/15/2025		28,608		28,041
0.125%, 07/15/2026 (H)		63,157		61,835
U.S. Treasury Notes ^
3.250%, 08/31/2024		400		398
2.956%, US Treasury 3 Month Bill Money Market Yield + 0.055%, 10/31/2022 (B)		1,900		1,901
2.950%, US Treasury 3 Month Bill Money Market Yield + 0.049%, 01/31/2023 (B)		10,100		10,109
2.938%, US Treasury 3 Month Bill Money Market Yield + 0.037%, 07/31/2024 (B)		3,000		2,996
2.935%, US Treasury 3 Month Bill Money Market Yield + 0.034%, 04/30/2023 (B)		16,700		16,714
2.930%, US Treasury 3 Month Bill Money Market Yield + 0.029%, 07/31/2023 (B)		6,500		6,506
2.886%, US Treasury 3 Month Bill Money Market Yield + -0.015%, 01/31/2024 (B)		6,700		6,697
0.125%, 04/30/2023		300		294

Total U.S. Treasury Obligations
(Cost $482,058) ($ Thousands)				464,435


	Shares
COMMON STOCK — 29.2%

Communication Services — 2.3%
Activision Blizzard Inc		6,799		534
Alphabet Inc, Cl A *		22,163		2,398


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Alphabet Inc, Cl C *		20,322	$	2,218
AMC Entertainment Holdings Inc, Cl A		3,340		30
Anterix Inc *		528		22
AT&T Inc (G)		107,537		1,886
Cogent Communications Holdings Inc		573		31
EchoStar Corp, Cl A *		750		14
Electronic Arts Inc		2,334		296
Frontier Communications Parent Inc *		3,995		103
Iridium Communications Inc *		2,037		90
Liberty Media Corp-Liberty Formula One, Cl C *		2,073		132
Live Nation Entertainment Inc *		1,245		113
Lumen Technologies Inc		18,661		186
Madison Square Garden Sports Corp, Cl A *		216		35
Match Group Inc *		890		50
Meta Platforms Inc, Cl A *		9,195		1,498
Netflix Inc *		3,710		829
Pinterest Inc, Cl A *		1,556		36
ROBLOX Corp, Cl A *		3,779		148
Roku Inc, Cl A *		1,715		117
Spotify Technology SA *		1,207		131
Take-Two Interactive Software Inc *		1,454		178
T-Mobile US Inc *		9,044		1,302
Twitter Inc *		2,458		95
Verizon Communications Inc		62,410		2,610
Walt Disney Co/The *		14,972		1,678
Warner Bros Discovery Inc (G) *		20,639		273
World Wrestling Entertainment Inc, Cl A		859		58
ZoomInfo Technologies Inc, Cl A *		677		31

				17,122
Consumer Staples — 7.4%
Albertsons Cos Inc, Cl A		3,436		94
Altria Group Inc (G)		41,274		1,862
Archer-Daniels-Midland Co		12,435		1,093
B&G Foods Inc, Cl A		971		21
Beauty Health Co/The *		2,481		29
BellRing Brands Inc *		2,022		48
Beyond Meat Inc *		1,172		29
BJ's Wholesale Club Holdings Inc *		3,438		256
Boston Beer Co Inc/The, Cl A *		216		73
Brown-Forman Corp, Cl A		885		62
Brown-Forman Corp, Cl B		3,993		290
Bunge Ltd		3,480		345
Cal-Maine Foods Inc		1,002		54
Campbell Soup Co		4,943		249
Casey's General Stores Inc		757		162
Celsius Holdings Inc *		1,245		129
Central Garden & Pet Co, Cl A *		1,432		54
Chefs' Warehouse Inc/The *		1,432		48
Church & Dwight Co Inc		5,514		461
Clorox Co/The		2,854		412


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Coca-Cola Co/The (G)		86,952	$	5,366
Coca-Cola Consolidated Inc		133		63
Colgate-Palmolive Co		19,078		1,492
Conagra Brands Inc		10,468		360
Constellation Brands Inc, Cl A		3,567		878
Costco Wholesale Corp (G)		9,711		5,070
Coty Inc, Cl A *		9,133		69
Darling Ingredients Inc *		3,487		265
Edgewell Personal Care Co		1,591		62
elf Beauty Inc *		1,400		53
Energizer Holdings Inc		2,200		62
Estee Lauder Cos Inc/The, Cl A		5,099		1,297
Flowers Foods Inc		3,956		108
Fresh Del Monte Produce Inc		1,527		42
Freshpet Inc *		1,051		46
General Mills Inc		13,438		1,032
Grocery Outlet Holding Corp *		1,611		65
Hain Celestial Group Inc/The *		1,934		39
Herbalife Nutrition Ltd *		1,941		51
Hershey Co/The		3,172		713
Hormel Foods Corp		6,381		321
Hostess Brands Inc, Cl A *		2,892		67
Ingles Markets Inc, Cl A		477		42
Ingredion Inc		1,593		139
Inter Parfums Inc		382		30
J & J Snack Foods Corp		323		48
J M Smucker Co/The		2,383		334
Kellogg Co		5,722		416
Keurig Dr Pepper Inc		19,117		729
Kimberly-Clark Corp		7,890		1,006
Kraft Heinz Co/The		15,861		593
Kroger Co/The		14,720		706
Lamb Weston Holdings Inc		3,577		284
Lancaster Colony Corp		443		75
McCormick & Co Inc/MD		5,729		482
Medifast Inc		235		29
MGP Ingredients Inc		200		22
Molson Coors Beverage Co, Cl B		4,542		235
Mondelez International Inc, Cl A		31,197		1,930
Monster Beverage Corp *		8,216		730
National Beverage Corp		955		53
Nu Skin Enterprises Inc, Cl A		819		33
Olaplex Holdings Inc *		3,340		44
PepsiCo Inc (G)		30,705		5,289
Performance Food Group Co *		3,703		185
Philip Morris International Inc (G)		35,052		3,347
Pilgrim's Pride Corp *		988		28
Post Holdings Inc *		1,501		133
PriceSmart Inc		483		30
Primo Water Corp		3,602		47
Procter & Gamble Co/The (G)		56,770		7,831
Reynolds Consumer Products Inc		1,050		29


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Seaboard Corp		14	$	54
Simply Good Foods Co/The *		1,623		50
SpartanNash Co		1,337		41
Spectrum Brands Holdings Inc		860		54
Sprouts Farmers Market Inc *		2,483		72
Sysco Corp		12,056		991
TreeHouse Foods Inc *		935		43
Tyson Foods Inc, Cl A (G)		6,426		484
United Natural Foods Inc *		1,337		59
Universal Corp/VA		718		37
US Foods Holding Corp *		4,695		144
USANA Health Sciences Inc *		445		29
Utz Brands Inc		1,122		19
Vector Group Ltd		5,841		57
Veru Inc *		2,863		44
Walgreens Boots Alliance Inc		16,598		582
Walmart Inc (G)		31,232		4,140
WD-40 Co		244		46
Weis Markets Inc		551		43

				55,160
Energy — 7.6%
Antero Midstream Corp		12,598		127
Antero Resources Corp *		9,452		379
APA Corp		10,062		394
Arch Resources Inc		573		83
Archaea Energy, Cl A *		3,435		68
Baker Hughes Co, Cl A		28,895		730
Brigham Minerals Inc, Cl A		1,371		41
Bristow Group *		1,431		42
Cactus Inc, Cl A		1,910		76
California Resources Corp		2,578		129
Callon Petroleum Co *		1,623		69
Centennial Resource Development Inc/DE, Cl A *		7,063		58
ChampionX Corp		6,062		132
Cheniere Energy Inc		7,888		1,263
Chesapeake Energy Corp		4,397		442
Chevron Corp (G)		56,831		8,983
Chord Energy		1,276		181
Civitas Resources Inc		2,854		192
Clean Energy Fuels Corp *		5,577		37
CNX Resources Corp *		6,426		114
Comstock Resources Inc *		2,576		50
ConocoPhillips (G)		39,255		4,296
CONSOL Energy Inc		764		55
Continental Resources Inc/OK		1,012		71
Coterra Energy Inc, Cl A		25,045		774
CVR Energy Inc		1,432		47
Delek US Holdings Inc		2,655		75
Denbury Inc *		1,623		144
Devon Energy Corp		19,751		1,395


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
DHT Holdings Inc		7,636	$	60
Diamond Offshore Drilling *		7,541		54
Diamondback Energy Inc		5,424		723
Dril-Quip Inc *		1,860		41
DT Midstream Inc		3,600		199
Earthstone Energy Inc, Cl A *		3,244		49
Energy Fuels Inc/Canada *		5,918		48
Enviva Inc		1,145		80
EOG Resources Inc		18,037		2,188
EQT Corp		12,176		582
Equitrans Midstream Corp		11,393		106
Expro Group Holdings *		1,766		24
Exxon Mobil Corp (G)		126,610		12,102
FLEX LNG		1,622		54
Frontline Ltd/Bermuda *		5,836		69
Gevo Inc *		15,700		49
Golar LNG Ltd *		4,317		118
Green Plains Inc *		1,432		52
Gulfport Energy Corp *		573		56
Halliburton Co		27,862		839
Helmerich & Payne Inc		3,640		156
Hess Corp		8,476		1,024
HF Sinclair Corp		4,680		246
International Seaways Inc		2,291		68
Kinder Morgan Inc		63,245		1,159
Kinetik Holdings, Cl A		137		5
Kosmos Energy Ltd *		14,717		104
Laredo Petroleum *		477		37
Liberty Oilfield Services Inc, Cl A *		3,842		58
Magnolia Oil & Gas Corp, Cl A		4,783		114
Marathon Oil Corp		21,500		550
Marathon Petroleum Corp (G)		16,860		1,699
Matador Resources Co		3,588		214
Murphy Oil Corp		4,911		191
Nabors Industries Ltd *		477		63
New Fortress Energy Inc, Cl A		1,337		77
NexTier Oilfield Solutions Inc *		3,626		34
Noble Corp *		1,717		52
Northern Oil and Gas Inc		1,813		57
NOV Inc		11,845		209
Occidental Petroleum Corp		24,823		1,762
Oceaneering International Inc *		2,223		20
ONEOK Inc		14,428		883
Ovintiv Inc		7,765		413
Par Pacific Holdings Inc *		2,840		53
Patterson-UTI Energy Inc		6,457		96
PBF Energy Inc, Cl A *		2,749		94
PDC Energy Inc		3,150		214
Peabody Energy Corp *		3,341		82
Phillips 66		15,290		1,368
Pioneer Natural Resources Co		7,256		1,837
ProPetro Holding Corp *		2,306		21


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Range Resources Corp		8,725	$	287
Ranger Oil, Cl A		1,337		52
Schlumberger NV		44,341		1,692
Scorpio Tankers Inc		1,185		49
SFL Corp Ltd		5,170		55
SM Energy Co		4,010		177
Southwestern Energy Co *		35,647		267
Talos Energy Inc *		3,149		65
Targa Resources Corp		6,935		473
Tellurian Inc *		13,554		54
Texas Pacific Land Corp		188		346
Tidewater Inc *		2,098		46
Uranium Energy Corp *		13,459		61
US Silica Holdings Inc *		3,340		47
Valaris Ltd *		1,587		81
Valero Energy Corp (G)		13,032		1,526
Weatherford International *		3,149		89
Williams Cos Inc/The		38,362		1,305
World Fuel Services Corp		1,125		29

				57,601
Health Care — 5.6%
10X Genomics Inc, Cl A *		862		28
1Life Healthcare Inc *		2,700		46
Abbott Laboratories		13,634		1,400
AbbVie Inc		14,080		1,893
AbCellera Biologics Inc *		4,199		45
ABIOMED Inc *		247		64
Acadia Healthcare Co Inc *		997		82
ACADIA Pharmaceuticals Inc *		2,767		45
Agilent Technologies Inc		2,504		321
agilon health Inc *		900		19
Align Technology Inc *		613		149
Alkermes PLC *		2,099		50
Alnylam Pharmaceuticals Inc *		939		194
Amedisys Inc *		193		23
AmerisourceBergen Corp, Cl A		1,138		167
Amgen Inc (G)		4,314		1,037
AMN Healthcare Services Inc *		573		59
Apellis Pharmaceuticals Inc *		1,145		69
Arrowhead Pharmaceuticals Inc *		785		31
Arvinas Inc *		900		38
Avantor Inc *		6,082		152
Axonics Inc *		300		22
Azenta Inc		387		20
Baxter International Inc (G)		4,198		241
Beam Therapeutics Inc *		477		26
Becton Dickinson and Co		2,329		588
BioCryst Pharmaceuticals Inc *		4,200		58
Biogen Inc *		1,410		276
Biohaven Pharmaceutical Holding Co Ltd *		477		71
BioMarin Pharmaceutical Inc *		1,630		145


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bio-Rad Laboratories Inc, Cl A *		121	$	59
Bio-Techne Corp		289		96
Blueprint Medicines Corp *		456		33
Boston Scientific Corp *		10,906		440
Bristol-Myers Squibb Co		16,816		1,134
Bruker Corp		836		47
Cardinal Health Inc		1,918		136
Catalent Inc *		1,185		104
Centene Corp *		4,682		420
Century Therapeutics *		2,046		22
Change Healthcare Inc *		1,717		42
Charles River Laboratories International Inc *		440		90
Chemed Corp		192		91
Cigna Corp		2,424		687
CONMED Corp		382		34
Cooper Cos Inc/The		315		91
Corcept Therapeutics Inc *		1,909		49
CorVel Corp *		193		30
Covetrus Inc *		1,493		31
CVS Health Corp		10,109		992
Cytokinetics Inc *		1,145		61
Danaher Corp		4,943		1,334
DaVita Inc *		488		42
Denali Therapeutics Inc *		1,051		29
DENTSPLY SIRONA Inc		1,599		52
Dexcom Inc *		2,969		244
Doximity Inc, Cl A *		1,337		44
Edwards Lifesciences Corp *		4,886		440
Elanco Animal Health Inc *		3,587		54
Elevance Health Inc		1,793		870
Eli Lilly & Co		6,585		1,984
Enanta Pharmaceuticals Inc *		483		29
Encompass Health Corp		844		41
Ensign Group Inc/The		349		30
Envista Holdings Corp *		1,528		57
Exact Sciences Corp *		1,603		57
Exelixis Inc *		2,095		37
Fate Therapeutics Inc *		590		15
Forma Therapeutics Holdings Inc *		2,518		34
Gilead Sciences Inc (G)		10,222		649
Globus Medical Inc, Cl A *		669		40
Guardant Health Inc *		1,366		68
Haemonetics Corp *		541		41
Halozyme Therapeutics Inc *		1,176		48
HCA Healthcare Inc		1,781		352
HealthEquity Inc *		483		32
HealthStream Inc *		1,129		25
Henry Schein Inc *		894		66
Hologic Inc *		1,947		132
Horizon Therapeutics Plc *		2,175		129
Humana Inc		1,022		492


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ICU Medical Inc *		126	$	20
IDEXX Laboratories Inc *		633		220
Illumina Inc *		1,132		228
Inari Medical Inc *		477		33
Incyte Corp *		1,486		105
Insmed Inc *		1,064		26
Inspire Medical Systems Inc *		191		37
Insulet Corp *		586		150
Integer Holdings Corp *		387		24
Integra LifeSciences Holdings Corp *		553		26
Intellia Therapeutics Inc *		1,087		65
Intra-Cellular Therapies Inc *		1,051		53
Intuitive Surgical Inc *		2,832		583
Ionis Pharmaceuticals Inc *		978		42
IQVIA Holdings Inc *		1,539		327
iRhythm Technologies Inc *		300		44
Ironwood Pharmaceuticals Inc, Cl A *		2,320		25
Jazz Pharmaceuticals PLC *		523		81
Johnson & Johnson (G)		20,411		3,293
Karuna Therapeutics Inc *		382		97
Laboratory Corp of America Holdings		899		203
Lantheus Holdings Inc *		764		60
LHC Group Inc *		418		68
Ligand Pharmaceuticals Inc *		477		44
LivaNova PLC *		428		24
Maravai LifeSciences Holdings Inc, Cl A *		1,813		38
Masimo Corp *		409		60
McKesson Corp		1,186		435
Medpace Holdings Inc *		286		42
Medtronic PLC		10,964		964
Merck & Co Inc		20,412		1,742
Merit Medical Systems Inc *		483		29
Mettler-Toledo International Inc *		170		206
Mirati Therapeutics Inc *		282		23
Moderna Inc *		2,481		328
Molina Healthcare Inc *		448		151
Natera Inc *		541		27
National HealthCare Corp		669		46
Neurocrine Biosciences Inc *		736		77
NextGen Healthcare Inc *		2,274		39
Novavax Inc *		463		15
Novocure Ltd *		679		56
Oak Street Health Inc *		1,600		42
Omnicell Inc *		242		25
Option Care Health Inc *		1,910		59
Organon & Co		1,780		51
Owens & Minor Inc		1,051		31
Pacira BioSciences Inc *		580		30
Penumbra Inc *		195		32
PerkinElmer Inc		868		117
Perrigo Co PLC		933		35
Pfizer Inc		43,513		1,968


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Premier Inc, Cl A		500	$	18
Prestige Consumer Healthcare Inc *		859		43
Progyny Inc *		774		31
PTC Therapeutics Inc *		580		29
QIAGEN NV *		2,274		103
Quest Diagnostics Inc		1,175		147
QuidelOrtho Corp *		200		16
Regeneron Pharmaceuticals Inc *		863		501
Repligen Corp *		413		91
ResMed Inc		1,112		245
Royalty Pharma PLC, Cl A		2,006		84
Sage Therapeutics Inc *		703		26
Sarepta Therapeutics Inc *		675		74
Seagen Inc *		1,051		162
Shockwave Medical Inc *		191		57
STAAR Surgical Co *		220		21
STERIS PLC		552		111
Stryker Corp		2,735		561
Syneos Health Inc, Cl A *		981		59
Tandem Diabetes Care Inc *		700		32
Teladoc Health Inc *		1,153		36
Teleflex Inc		476		108
Tenet Healthcare Corp *		859		49
Thermo Fisher Scientific Inc		2,886		1,574
Travere Therapeutics Inc *		2,099		56
Twist Bioscience Corp *		1,100		44
Ultragenyx Pharmaceutical Inc *		358		17
United Therapeutics Corp *		354		80
UnitedHealth Group Inc (G)		7,221		3,750
Universal Health Services Inc, Cl B		500		49
Vaxcyte *		1,813		47
Veeva Systems Inc, Cl A *		1,051		210
Vertex Pharmaceuticals Inc *		1,952		550
Viatris Inc, Cl W *		13,229		126
Waters Corp *		354		106
West Pharmaceutical Services Inc		721		214
Xencor Inc *		1,281		34
Zimmer Biomet Holdings Inc		1,926		205
Zoetis Inc, Cl A		3,796		594

				42,321
Information Technology — 2.0%
Accenture PLC, Cl A		1,813		523
Adobe Inc *		1,357		507
Akamai Technologies Inc *		477		43
Amdocs Ltd		809		69
ANSYS Inc *		321		80
AppLovin Corp, Cl A *		1,300		32
Aspen Technology Inc *		172		36
Atlassian Corp PLC, Cl A *		403		100
Autodesk Inc *		615		124
Automatic Data Processing Inc		1,334		326


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Avalara Inc *		600	$	55
Bill.com Holdings Inc *		500		81
Black Knight Inc *		955		63
Block Inc, Cl A *		1,689		116
Broadridge Financial Solutions Inc		286		49
Cadence Design Systems Inc *		821		143
Cass Information Systems Inc		1,210		44
Ceridian HCM Holding Inc *		1,145		68
Citrix Systems Inc		669		69
Cloudflare Inc, Cl A *		580		36
Cognizant Technology Solutions Corp, Cl A		1,332		84
Crowdstrike Holdings Inc, Cl A *		593		108
Datadog Inc, Cl A *		692		73
DocuSign Inc, Cl A *		408		24
Dynatrace Inc *		774		30
Elastic NV *		600		50
EPAM Systems Inc *		126		54
Fair Isaac Corp *		96		43
Fidelity National Information Services Inc		1,873		171
Fiserv Inc *		1,908		193
Five9 Inc *		400		39
FleetCor Technologies Inc *		187		40
Fortinet Inc *		1,575		77
Gartner Inc *		226		64
Global Payments Inc		746		93
Globant SA *		90		19
GoDaddy Inc, Cl A *		700		53
Guidewire Software Inc *		387		28
HubSpot Inc *		97		33
International Business Machines Corp		2,686		345
Intuit Inc		825		356
Jack Henry & Associates Inc		333		64
Manhattan Associates Inc *		274		39
Mastercard Inc, Cl A		2,500		811
Microsoft Corp (G)		20,782		5,434
MongoDB Inc, Cl A *		133		43
NortonLifeLock Inc		1,234		28
Okta Inc, Cl A *		345		32
Oracle Corp		4,470		331
Palantir Technologies Inc, Cl A *		7,549		58
Palo Alto Networks Inc *		285		159
Paychex Inc		831		102
Paycom Software Inc *		86		30
Paylocity Holding Corp *		193		46
PayPal Holdings Inc *		3,890		363
PTC Inc *		477		55
Roper Technologies Inc		382		154
Salesforce Inc *		2,863		447
ServiceNow Inc *		642		279
Snowflake Inc, Cl A *		573		104
Splunk Inc *		356		32
SS&C Technologies Holdings Inc		425		24


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Synopsys Inc *		339	$	117
Trade Desk Inc/The, Cl A *		1,898		119
Twilio Inc, Cl A *		426		30
Tyler Technologies Inc *		87		32
UiPath Inc, Cl A *		2,767		45
Unity Software Inc *		400		17
VeriSign Inc *		500		91
Visa Inc, Cl A		4,829		960
VMware Inc, Cl A		488		57
WEX Inc *		193		30
Workday Inc, Cl A *		649		107
Zendesk Inc *		573		44
Zoom Video Communications Inc, Cl A *		1,014		81
Zscaler Inc *		300		48

				14,954
Real Estate — 2.8%
Acadia Realty Trust ^‡		3,818		61
Agree Realty Corp ^‡		764		58
Alexander & Baldwin Inc ^‡		1,231		23
Alexander's Inc ^‡		91		22
Alexandria Real Estate Equities Inc ^‡		2,686		412
American Homes 4 Rent, Cl A ^‡		4,273		152
American Tower Corp, Cl A ^‡		7,019		1,783
Americold Realty Trust Inc ^‡		3,930		116
Apartment Income REIT Corp ^‡		2,019		82
Apple Hospitality Inc ^‡		2,065		33
AvalonBay Communities Inc ^‡		2,126		427
Boston Properties Inc ^‡		2,802		223
Brixmor Property Group Inc ^‡		4,237		91
Broadstone Net Lease Inc, Cl A ^‡		3,054		58
Camden Property Trust ^‡		1,514		195
CareTrust Inc ^‡		2,005		43
CBRE Group Inc, Cl A *		5,123		405
Centerspace ^‡		573		43
Compass, Cl A *		13,459		39
Corporate Office Properties Trust ^‡		1,364		35
Cousins Properties Inc ^‡		2,218		60
Crown Castle Inc ^‡		6,624		1,132
CubeSmart ^‡		4,184		193
Cushman & Wakefield PLC *		1,464		22
DiamondRock Hospitality Co ^‡		5,440		48
Digital Realty Trust Inc ^‡		4,379		541
DigitalBridge Group *		1,700		30
Douglas Emmett Inc ^‡		2,275		44
Duke Realty Corp ^‡		5,649		332
Easterly Government Properties Inc, Cl A ^‡		3,504		63
EastGroup Properties Inc ^‡		439		72
Empire State Realty Trust Inc, Cl A ^‡		4,069		28
EPR Properties ^‡		905		39
Equinix Inc ^‡		1,342		882
Equity Commonwealth *^‡		1,909		50


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Equity LifeStyle Properties Inc ^‡		2,959	$	207
Equity Residential ^‡		5,424		397
Essential Properties Realty Trust Inc ^‡		1,525		35
Essex Property Trust Inc ^‡		1,132		300
eXp World Holdings Inc		3,100		40
Extra Space Storage Inc ^‡		2,107		419
Federal Realty Investment Trust ^‡		1,144		116
First Industrial Realty Trust Inc ^‡		1,673		85
Four Corners Property Trust Inc ^‡		1,772		48
Franklin Street Properties Corp ^‡		7,637		21
Gaming and Leisure Properties Inc ^‡		3,079		149
Getty Realty Corp ^‡		1,064		32
Global Net Lease Inc ^‡		2,826		39
Healthcare Realty Trust Inc, Cl A ^‡		5,964		145
Healthpeak Properties Inc ^‡		8,546		224
Highwoods Properties Inc ^‡		1,650		50
Host Hotels & Resorts Inc ^‡		11,147		198
Howard Hughes Corp/The *		1,000		64
Hudson Pacific Properties Inc ^‡		2,003		26
Independence Realty Trust Inc ^‡		2,958		58
Innovative Industrial Properties Inc, Cl A ^‡		483		44
InvenTrust Properties ^‡		1,072		28
Invitation Homes Inc ^‡		9,467		343
Iron Mountain Inc ^‡		3,873		204
JBG SMITH Properties ^‡		1,631		36
Jones Lang LaSalle Inc *		661		114
Kilroy Realty Corp ^‡		1,546		75
Kimco Realty Corp ^‡		9,084		192
Kite Realty Group Trust ^‡		3,985		77
Lamar Advertising Co, Cl A ^‡		1,116		105
Life Storage Inc ^‡		1,187		151
LTC Properties Inc ^‡		1,145		51
LXP Industrial Trust, Cl B ^‡		4,515		45
Macerich Co/The ^‡		3,438		33
Medical Properties Trust Inc ^‡		8,507		124
Mid-America Apartment Communities Inc ^‡		1,845		306
National Health Investors Inc ^‡		725		48
National Retail Properties Inc ^‡		2,764		124
National Storage Affiliates Trust ^‡		1,582		80
NETSTREIT Corp ^‡		754		15
Office Properties Income Trust ^‡		1,905		33
Omega Healthcare Investors Inc ^‡		3,188		104
Opendoor Technologies Inc *		6,968		30
Outfront Media Inc ^‡		2,218		39
Paramount Group Inc ^‡		4,104		28
Park Hotels & Resorts Inc ^‡		3,539		50
Pebblebrook Hotel Trust ^‡		2,334		41
Phillips Edison ^‡		2,483		81
Physicians Realty Trust ^‡		2,684		45
PotlatchDeltic Corp ^‡		975		45
Prologis Inc ^‡		11,100		1,382
Public Storage ^‡		2,419		800


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Rayonier Inc ^‡		2,412	$	86
Realty Income Corp ^‡		8,615		588
Redfin Corp *		5,300		43
Regency Centers Corp ^‡		3,484		212
Retail Opportunity Investments Corp ^‡		1,823		31
Rexford Industrial Realty Inc ^‡		3,006		187
RLJ Lodging Trust ^‡		3,694		45
Ryman Hospitality Properties Inc *^‡		828		68
Sabra Health Care Inc ^‡		2,825		42
Saul Centers Inc ^‡		827		37
SBA Communications Corp, Cl A ^‡		1,500		488
Simon Property Group Inc ^‡		4,963		506
SITE Centers Corp ^‡		2,671		35
SL Green Realty Corp ^‡		790		35
Spirit Realty Capital Inc ^‡		1,783		73
STAG Industrial Inc ^‡		2,691		83
STORE Capital Corp ^‡		4,142		112
Sun Communities Inc ^‡		2,048		315
Sunstone Hotel Investors Inc *^‡		4,861		53
Tanger Factory Outlet Centers Inc ^‡		2,767		43
Terreno Realty Corp ^‡		880		54
UDR Inc ^‡		4,705		211
Uniti Group Inc ^‡		3,663		34
Urban Edge Properties ^‡		2,435		38
Ventas Inc ^‡		6,341		303
Veris Residential *^‡		2,458		33
VICI Properties Inc ^‡		14,571		481
Vornado Realty Trust ^‡		2,403		63
Washington Real Estate Investment Trust ^‡		2,091		41
Welltower Inc ^‡		7,063		541
Weyerhaeuser Co ^‡		11,555		395
WP Carey Inc ^‡		3,140		264
Xenia Hotels & Resorts Inc *^‡		2,072		33
Zillow Group Inc, Cl A *		1,051		35
Zillow Group Inc, Cl C *		2,578		86

				21,057
Utilities — 1.5%
AES Corp/The		6,247		159
ALLETE Inc		764		45
Alliant Energy Corp		2,090		128
Ameren Corp		2,520		233
American Electric Power Co Inc		5,022		503
American States Water Co		477		40
American Water Works Co Inc		1,730		257
Atmos Energy Corp		1,290		146
Avangrid Inc		955		47
Avista Corp		1,051		43
Black Hills Corp		764		58
Brookfield Infrastructure Corp, Cl A		676		32
Brookfield Renewable Corp, Cl A		1,051		40
California Water Service Group		345		20


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CenterPoint Energy Inc		5,543	$	175
Clearway Energy Inc, Cl C		1,223		45
CMS Energy Corp		2,823		191
Consolidated Edison Inc		3,283		321
Constellation Energy Corp		3,027		247
Dominion Energy Inc		7,473		611
DTE Energy Co		1,746		228
Duke Energy Corp		7,427		794
Edison International		3,491		237
Entergy Corp		1,681		194
Essential Utilities Inc		1,850		91
Evergy Inc		1,944		133
Eversource Energy		3,424		307
Exelon Corp		9,260		407
FirstEnergy Corp		5,058		200
Hawaiian Electric Industries Inc		1,853		72
IDACORP Inc		354		39
MGE Energy Inc		245		19
National Fuel Gas Co		923		66
New Jersey Resources Corp		1,241		55
NextEra Energy Inc		17,976		1,529
NiSource Inc		3,264		96
NRG Energy Inc		2,657		110
OGE Energy Corp		1,514		61
ONE Gas Inc		388		30
Ormat Technologies Inc		612		57
PG&E Corp *		14,762		182
Pinnacle West Capital Corp		1,345		101
PNM Resources Inc		516		24
Portland General Electric Co		978		51
PPL Corp		7,646		222
Public Service Enterprise Group Inc		4,749		306
Sempra Energy		2,947		486
SJW Group		669		43
South Jersey Industries Inc		2,006		68
Southern Co/The		9,728		750
Southwest Gas Holdings Inc		573		45
Spire Inc		669		47
Sunnova Energy International Inc *		1,800		45
UGI Corp		1,492		59
Vistra Corp		3,712		92
WEC Energy Group Inc		2,981		307
Xcel Energy Inc		5,009		372

				11,266
Total Common Stock
(Cost $132,982) ($ Thousands)				219,481


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 8.3%
Communication Services — 0.9%
Altice Financing
3.000%, 01/15/2028	EUR	226	$	181
Altice France
3.375%, 01/15/2028		112		90
Baidu
3.425%, 04/07/2030	$	201		182
CCO Holdings LLC
4.750%, 02/01/2032 (C)		489		405
4.500%, 08/15/2030 (C)		54		45
4.500%, 06/01/2033 (C)		189		148
DISH DBS
5.250%, 12/01/2026 (C)		920		760
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (C)		415		339
Lorca Telecom Bondco
4.000%, 09/18/2027	EUR	226		202
Magallanes
3.755%, 03/15/2027 (C)	$	525		490
Prosus
3.680%, 01/21/2030 (C)		479		385
3.257%, 01/19/2027 (C)		262		227
Summer BC Holdco B SARL
5.750%, 10/31/2026	EUR	226		210
Tencent Holdings MTN
3.240%, 06/03/2050 (C)	$	412		275
2.390%, 06/03/2030		200		166
1.810%, 01/26/2026 (C)		621		571
Time Warner Cable LLC
4.500%, 09/15/2042		245		185
T-Mobile USA
3.375%, 04/15/2029		63		57
2.625%, 02/15/2029		107		92
2.550%, 02/15/2031		837		697
Weibo
3.375%, 07/08/2030		1,183		936

				6,643

Consumer Discretionary — 0.9%
Adient Global Holdings
3.500%, 08/15/2024	EUR	226		211
Advance Auto Parts
3.900%, 04/15/2030	$	784		705
Carnival
4.000%, 08/01/2028 (C)		527		439
Clarios Global
4.375%, 05/15/2026 (C)	EUR	161		150
Expedia Group
6.250%, 05/01/2025 (C)	$	24		25
Ford Motor
6.100%, 08/19/2032		369		359


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Harley-Davidson Financial Services
3.350%, 06/08/2025 (C)	$	591	$	567
3.050%, 02/14/2027 (C)		300		268
Las Vegas Sands Corp
3.900%, 08/08/2029		653		556
MDC Holdings
6.000%, 01/15/2043		340		278
MercadoLibre
2.375%, 01/14/2026		200		179
NH Hotel Group
4.000%, 07/02/2026	EUR	107		100
Nissan Motor
4.345%, 09/17/2027 (C)	$	1,034		957
Nobel Bidco BV
3.125%, 06/15/2028	EUR	226		160
Ross Stores
4.700%, 04/15/2027	$	946		948
Royal Caribbean Cruises Ltd
11.500%, 06/01/2025 (C)		301		319
Wynn Macau
5.625%, 08/26/2028 (C)		341		239

				6,460

Consumer Staples — 0.5%
Albertsons
3.500%, 03/15/2029 (C)		351		288
Altria Group
4.800%, 02/14/2029		160		155
3.400%, 05/06/2030		850		737
Ashtead Capital
5.500%, 08/11/2032 (C)		364		357
BAT Capital
4.906%, 04/02/2030		447		421
2.259%, 03/25/2028		1,268		1,070
Natura & Luxembourg Holdings Sarl
6.000%, 04/19/2029 (C)		319		282
Natura Cosmeticos
4.125%, 05/03/2028 (C)		271		224
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (C)(D)		500		–

				3,534

Energy — 0.5%
BP Capital Markets America
2.939%, 06/04/2051		1,066		764
Continental Resources/Oklahoma
2.268%, 11/15/2026 (C)		960		846
Enbridge Energy Partners
7.375%, 10/15/2045		587		698
Energy Transfer
6.250%, 04/15/2049		297		291


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Marathon Petroleum
6.500%, 03/01/2041	$	150	$	162
Oleoducto Central
4.000%, 07/14/2027 (C)		235		204
ONEOK
6.350%, 01/15/2031		124		129
ONEOK Partners
6.125%, 02/01/2041		54		52
Tengizchevroil Finance International
3.250%, 08/15/2030 (C)		255		193
TransCanada PipeLines
6.200%, 10/15/2037		302		324
6.100%, 06/01/2040		486		519

				4,182

Financials — 3.4%
Aircastle
5.250%, 08/11/2025 (C)		432		415
4.250%, 06/15/2026		54		50
4.125%, 05/01/2024		172		168
2.850%, 01/26/2028 (C)		778		636
Alfa
5.250%, 03/25/2024 (C)		814		816
Aviation Capital Group LLC
5.500%, 12/15/2024 (C)		432		423
4.875%, 10/01/2025 (C)		175		167
4.375%, 01/30/2024 (C)		152		148
4.125%, 08/01/2025 (C)		6		6
3.500%, 11/01/2027 (C)		157		134
1.950%, 01/30/2026 (C)		406		350
1.950%, 09/20/2026 (C)		142		119
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)(C)		728		670
Banco Santander
4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (B)		200		187
Bank of America
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (B)		1,043		926
Bank of America MTN
4.376%, U.S. SOFR + 1.580%, 04/27/2028 (B)		773		753
Barclays
5.304%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 08/09/2026 (B)		365		362


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BNP Paribas
7.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.899%(B)(C)(E)	$	724	$	723
2.871%, U.S. SOFR + 1.387%, 04/19/2032 (B)(C)		687		557
Capital One Financial
4.927%, U.S. SOFR + 2.057%, 05/10/2028 (B)		270		267
2.636%, U.S. SOFR + 1.290%, 03/03/2026 (B)		447		424
CDBL Funding 1 MTN
3.500%, 10/24/2027		520		491
Charles Schwab
5.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.971%(B)(E)		382		380
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.168%(B)(E)		583		501
CITIC MTN
2.850%, 02/25/2030		278		243
Citigroup
5.950%, ICE LIBOR USD 3 Month + 4.068%(B)(E)		232		230
4.140%, U.S. SOFR + 1.372%, 05/24/2025 (B)		759		754
4.075%, ICE LIBOR USD 3 Month + 1.192%, 04/23/2029 (B)		288		274
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.597%(B)(E)		348		305
3.980%, ICE LIBOR USD 3 Month + 1.338%, 03/20/2030 (B)		196		183
Credit Suisse Group
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.598%(B)(C)(E)		200		189
7.500%, USD Swap Semi 30/360 5 Yr Curr + 4.600%(B)(C)(E)		544		479
6.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.822%(B)(C)(E)		300		235
6.373%, U.S. SOFR + 3.340%, 07/15/2026 (B)(C)		277		276
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (B)(C)		382		321
Danske Bank
4.298%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 04/01/2028 (B)(C)		207		193


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Deutsche Bank NY
6.119%, U.S. SOFR + 3.190%, 07/14/2026 (B)	$	194	$	194
3.961%, U.S. SOFR + 2.581%, 11/26/2025 (B)		295		283
2.129%, U.S. SOFR + 1.870%, 11/24/2026 (B)		330		291
Discover Financial Services
6.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.783%(B)(E)		1,248		1,265
Federation des Caisses Desjardins du Quebec
4.550%, 08/23/2027 (C)		369		362
Fifth Third Bancorp
4.500%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.215%(B)(E)		236		224
Goldman Sachs Group
4.125%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.949%(B)(E)		296		254
3.102%, U.S. SOFR + 1.410%, 02/24/2033 (B)		93		79
2.615%, U.S. SOFR + 1.281%, 04/22/2032 (B)		688		568
2.383%, U.S. SOFR + 1.248%, 07/21/2032 (B)		231		187
HSBC Holdings PLC
5.402%, U.S. SOFR + 2.870%, 08/11/2033 (B)		364		346
ING Groep
4.017%, U.S. SOFR + 1.830%, 03/28/2028 (B)		286		271
JPMorgan Chase
6.276%, ICE LIBOR USD 3 Month + 3.470%(B)(E)		213		212
5.597%, ICE LIBOR USD 3 Month + 3.320%(B)(E)		10		10
2.580%, U.S. SOFR + 1.250%, 04/22/2032 (B)		688		568
Morgan Stanley
4.210%, U.S. SOFR + 1.610%, 04/20/2028 (B)		305		297
Morgan Stanley MTN
4.679%, U.S. SOFR + 1.669%, 07/17/2026 (B)		212		212
Nationwide Building Society MTN
2.972%, U.S. SOFR + 1.290%, 02/16/2028 (B)(C)		307		277
OEC Finance
7.125%cash/0% PIK, 12/26/2046 (C)		233		6


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%cash/0% PIK, 12/27/2033 (C)	$	214	$	5
S&P Global
4.750%, 08/01/2028 (C)		31		32
4.250%, 05/01/2029 (C)		145		143
Santander Holdings USA
4.260%, SOFRINDX + 1.380%, 06/09/2025 (B)		117		115
2.490%, U.S. SOFR + 1.249%, 01/06/2028 (B)		85		74
Societe Generale
2.797%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 01/19/2028 (B)(C)		613		540
Standard Chartered
6.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.661%(B)(C)(E)		514		488
4.316%, ICE LIBOR USD 3 Month + 1.510%(B)(C)(E)		400		318
3.971%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.650%, 03/30/2026 (B)(C)		207		200
Svenska Handelsbanken
4.375%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.942%(B)(E)		600		517
Swiss Re Finance Luxembourg
5.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.582%, 04/02/2049 (B)		400		380
Synchrony Financial
4.875%, 06/13/2025		570		563
Truist Financial
5.100%, US Treas Yield Curve Rate T Note Const Mat 10 Yr + 4.349%(B)(E)		792		750
UniCredit
3.127%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.550%, 06/03/2032 (B)(C)		350		263
2.569%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.300%, 09/22/2026 (B)(C)		421		368
1.982%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.200%, 06/03/2027 (B)(C)		229		194
US Bancorp
5.300%, ICE LIBOR USD 3 Month + 2.914%(B)(E)		408		363
Voya Financial
5.650%, ICE LIBOR USD 3 Month + 3.580%, 05/15/2053 (B)		258		252


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wells Fargo
3.900%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.453%(B)(E)	$	306	$	270
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (B)		420		393

				25,489

Health Care — 0.1%
Amgen
3.000%, 02/22/2029		237		218
Cigna
4.375%, 10/15/2028		384		378
IQVIA
2.250%, 03/15/2029	EUR	200		167
Organon & Co
2.875%, 04/30/2028		200		178

				941

Industrials — 0.7%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
2.450%, 10/29/2026	$	569		502
Air Lease
3.625%, 04/01/2027		38		35
2.100%, 09/01/2028		165		135
Air Lease MTN
2.875%, 01/15/2026		83		77
APCOA Parking Holdings GmbH
4.625%, 01/15/2027	EUR	226		186
CNH Industrial Capital LLC
3.950%, 05/23/2025	$	583		574
Delta Air Lines/Skymiles LP
4.750%, 10/20/2028 (C)		450		430
4.500%, 10/20/2025 (C)		388		380
Deutsche Lufthansa MTN
3.000%, 05/29/2026	EUR	100		87
Embraer Netherlands Finance BV
6.950%, 01/17/2028 (C)	$	242		241
5.400%, 02/01/2027		575		556
ENA Master Trust
4.000%, 05/19/2048 (C)		269		205
Flowserve
2.800%, 01/15/2032		228		178
Lima Metro Line 2 Finance
5.875%, 07/05/2034		228		226
4.350%, 04/05/2036 (C)		214		192
Odebrecht Holdco Finance
0.000%, 09/10/2058 (C)(F)		480		2
Parker-Hannifin
4.500%, 09/15/2029		443		436


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
TK Elevator Midco GmbH
4.375%, 07/15/2027	EUR	118	$	104
TransDigm
6.250%, 03/15/2026 (C)	$	448		440
Westinghouse Air Brake Technologies
3.200%, 06/15/2025		134		128

				5,114

Information Technology — 0.5%
Broadcom
4.926%, 05/15/2037 (C)		247		220
4.150%, 11/15/2030		183		167
4.150%, 04/15/2032 (C)		144		129
4.000%, 04/15/2029 (C)		41		38
Entegris Escrow
4.750%, 04/15/2029 (C)		611		562
Global Payments
5.300%, 08/15/2029		98		97
2.900%, 11/15/2031		131		106
HP
4.750%, 01/15/2028		464		456
Infor
1.750%, 07/15/2025 (C)		323		297
International Business Machines
4.900%, 07/27/2052		371		359
Kyndryl Holdings
2.050%, 10/15/2026 (C)		568		471
Playtech
4.250%, 03/07/2026	EUR	200		190
SK Hynix
2.375%, 01/19/2031 (C)	$	262		206
TSMC Arizona
3.875%, 04/22/2027		345		339
Workday
3.800%, 04/01/2032		156		143
3.700%, 04/01/2029		61		57

				3,837

Materials — 0.4%
Anglo American Capital PLC
3.875%, 03/16/2029 (C)		226		205
Braskem Netherlands Finance BV
4.500%, 01/31/2030 (C)		220		195
Celanese US Holdings LLC
5.900%, 07/05/2024		711		716
Freeport Indonesia MTN
4.763%, 04/14/2027 (C)		225		218
INEOS Quattro Finance 2
2.500%, 01/15/2026 (C)	EUR	280		250
Inversiones CMPC
4.375%, 05/15/2023	$	237		237


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nucor
4.300%, 05/23/2027	$	273	$	272
Suzano Austria GmbH
3.750%, 01/15/2031		163		138
2.500%, 09/15/2028		861		728
Volcan Cia Minera SAA
4.375%, 02/11/2026 (C)		69		60

				3,019

Real Estate — 0.1%
American Tower
4.050%, 03/15/2032		104		95
3.650%, 03/15/2027		205		195
Host Hotels & Resorts
4.000%, 06/15/2025		391		378
3.500%, 09/15/2030		131		111
2.900%, 12/15/2031		214		167

				946

Utilities — 0.3%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (C)		297		258
Chile Electricity PEC
0.000%, 01/25/2028 (C)(F)		491		349
Comision Federal de Electricidad
4.688%, 05/15/2029 (C)		294		267
3.348%, 02/09/2031 (C)		574		453
Duke Energy Carolinas NC Storm Funding LLC
2.617%, 07/01/2041		314		254
Engie Energia Chile
3.400%, 01/28/2030		349		285
Terraform Global Operating LLC
6.125%, 03/01/2026 (C)		77		73
Vistra
7.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 5.740%(B)(C)(E)		272		251

				2,190

Total Corporate Obligations
(Cost $71,388) ($ Thousands)				62,355



MORTGAGE-BACKED SECURITIES — 5.5%
Agency Mortgage-Backed Obligations — 2.4%
FHLMC CMO, Ser 2016-4585, Cl DS, IO
3.609%, 05/15/2046(B)		722		92
FHLMC CMO, Ser 2017-4693, Cl SL, IO
3.759%, 06/15/2047(B)		1,060		139


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2017-4719, Cl JS, IO
3.759%, 09/15/2047(B)	$	772	$	97
FHLMC CMO, Ser 2020-4954, Cl SL, IO
3.606%, 02/25/2050(B)		1,177		136
FHLMC CMO, Ser 2020-4981, Cl HS, IO
3.656%, 06/25/2050(B)		2,228		260
FHLMC CMO, Ser 2020-5015, Cl BI, IO
4.000%, 09/25/2050		1,579		300
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
3.683%, SOFR30A + 1.500%, 10/25/2041(B)(C)		976		922
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A
3.183%, SOFR30A + 1.000%, 01/25/2042(B)(C)		456		446
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A
3.483%, SOFR30A + 1.300%, 02/25/2042(B)(C)		643		640
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
4.383%, SOFR30A + 2.200%, 05/25/2042(B)(C)		567		569
FNMA
3.000%, 02/01/2052		2,224		2,070
FNMA CMO, Ser 2011-131, Cl ST, IO
4.096%, 12/25/2041(B)		504		69
FNMA CMO, Ser 2014-17, Cl SA, IO
3.606%, 04/25/2044(B)		1,492		206
FNMA CMO, Ser 2014-78, Cl SE, IO
3.656%, 12/25/2044(B)		811		97
FNMA CMO, Ser 2016-77, Cl DS, IO
3.556%, 10/25/2046(B)		751		91
FNMA CMO, Ser 2017-62, Cl AS, IO
3.706%, 08/25/2047(B)		925		125
FNMA CMO, Ser 2017-81, Cl SA, IO
3.756%, 10/25/2047(B)		1,085		146
FNMA CMO, Ser 2020-89, Cl KI, IO
4.000%, 12/25/2050		3,391		635
FNMA TBA
3.000%, 09/15/2052		5,862		5,426
GNMA CMO, Ser 2017-122, Cl SA, IO
3.832%, 08/20/2047(B)		709		86
UMBS TBA
2.500%, 09/15/2043		5,956		5,318


				17,870
Non-Agency Mortgage-Backed Obligations — 3.1%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		37		28


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/25/2036	$	204	$	127
Alternative Loan Trust, Ser 2006-28CB, Cl A14
6.250%, 10/25/2036		157		95
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		86		66
AREIT Trust, Ser 2022-CRE6, Cl A
3.258%, SOFR30A + 1.250%, 01/16/2037(B)(C)		1,388		1,334
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
3.392%, ICE LIBOR USD 1 Month + 1.000%, 06/15/2035(B)(C)		526		512
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.652%, 03/10/2037(B)(C)		395		344
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
3.392%, ICE LIBOR USD 1 Month + 1.000%, 11/15/2033(B)(C)		1,535		1,450
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
4.531%, ICE LIBOR USD 1 Month + 2.140%, 10/15/2037(B)(C)		710		700
Bellemeade Re, Ser 2019-1A, Cl M1B
4.194%, ICE LIBOR USD 1 Month + 1.750%, 03/25/2029(B)(C)		148		148
Bellemeade Re, Ser 2019-3A, Cl M1B
4.044%, ICE LIBOR USD 1 Month + 1.600%, 07/25/2029(B)(C)		150		150
Bellemeade Re, Ser 2019-3A, Cl M1C
4.394%, ICE LIBOR USD 1 Month + 1.950%, 07/25/2029(B)(C)		366		363
Bellemeade Re, Ser 2019-4A, Cl M1B
4.444%, ICE LIBOR USD 1 Month + 2.000%, 10/25/2029(B)(C)		69		69
Bellemeade Re, Ser 2021-1A, Cl M1C
5.133%, SOFR30A + 2.950%, 03/25/2031(B)(C)		378		371
Bellemeade Re, Ser 2021-2A, Cl M1B
3.683%, SOFR30A + 1.500%, 06/25/2031(B)(C)		617		602
BFLD Trust, Ser 2021-FPM, Cl A
3.992%, ICE LIBOR USD 1 Month + 1.600%, 06/15/2038(B)(C)		1,065		1,031
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D
4.291%, ICE LIBOR USD 1 Month + 1.900%, 04/15/2034(B)(C)		152		144


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
4.541%, ICE LIBOR USD 1 Month + 2.150%, 04/15/2034(B)(C)	$	610	$	572
CGRBS Commercial Mortgage Trust, Ser 2013-VN05, Cl A
3.369%, 03/13/2035(C)		285		285
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17
6.000%, 07/25/2037		70		36
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036		93		49
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		49		25
Citigroup Commercial Mortgage Trust, Ser 2013-GC11, Cl D
4.332%, 04/10/2046(B)(C)		250		243
CLNY Trust, Ser 2019-IKPR, Cl D
4.416%, ICE LIBOR USD 1 Month + 2.025%, 11/15/2038(B)(C)		750		704
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.985%, 07/10/2046(B)(C)		653		639
COMM Mortgage Trust, Ser 2013-SFS, Cl A1
1.873%, 04/12/2035(C)		127		126
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
4.844%, ICE LIBOR USD 1 Month + 2.400%, 04/25/2031(B)(C)		46		45
Connecticut Avenue Securities Trust, Ser 2019-R02, Cl 1M2
4.744%, ICE LIBOR USD 1 Month + 2.300%, 08/25/2031(B)(C)		22		22
Connecticut Avenue Securities Trust, Ser 2019-R03, Cl 1M2
4.594%, ICE LIBOR USD 1 Month + 2.150%, 09/25/2031(B)(C)		12		12
Connecticut Avenue Securities Trust, Ser 2019-R06, Cl 2M2
4.544%, ICE LIBOR USD 1 Month + 2.100%, 09/25/2039(B)(C)		18		18
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
4.444%, ICE LIBOR USD 1 Month + 2.000%, 01/25/2040(B)(C)		147		147
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2
3.833%, SOFR30A + 1.650%, 12/25/2041(B)(C)		304		286


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2
4.083%, SOFR30A + 1.900%, 12/25/2041(B)(C)	$	1,008	$	940
Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1
3.383%, SOFR30A + 1.200%, 01/25/2042(B)(C)		676		672
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2
5.683%, SOFR30A + 3.500%, 03/25/2042(B)(C)		744		754
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2
5.283%, SOFR30A + 3.100%, 03/25/2042(B)(C)		185		184
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
2.824%, ICE LIBOR USD 1 Month + 0.380%, 12/25/2036(B)		145		55
Eagle Re, Ser 2020-1, Cl M1A
3.344%, ICE LIBOR USD 1 Month + 0.900%, 01/25/2030(B)(C)		142		142
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1
4.183%, SOFR30A + 2.000%, 01/25/2051(B)(C)		67		65
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
3.833%, SOFR30A + 1.650%, 01/25/2034(B)(C)		232		231
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2
4.533%, SOFR30A + 2.350%, 12/25/2041(B)(C)		635		579
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
4.033%, SOFR30A + 1.850%, 01/25/2042(B)(C)		533		511
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A
5.133%, SOFR30A + 2.950%, 06/25/2042(B)(C)		678		695
FHLMC STACR Trust, Ser 2019-DNA3, Cl M2
4.494%, ICE LIBOR USD 1 Month + 2.050%, 07/25/2049(B)(C)		37		38
FHLMC STACR Trust, Ser 2019-DNA4, Cl M2
4.394%, ICE LIBOR USD 1 Month + 1.950%, 10/25/2049(B)(C)		68		66
FHLMC STACR Trust, Ser 2019-FTR2, Cl M2
4.594%, ICE LIBOR USD 1 Month + 2.150%, 11/25/2048(B)(C)		403		390


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR Trust, Ser 2019-HQA3, Cl M2
4.294%, ICE LIBOR USD 1 Month + 1.850%, 09/25/2049(B)(C)	$	348	$	347
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2021-DNA7, Cl M2
3.983%, SOFR30A + 1.800%, 11/25/2041(B)(C)		953		896
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 1M2
7.344%, ICE LIBOR USD 1 Month + 4.900%, 11/25/2024(B)		122		128
FNMA Connecticut Avenue Securities, Ser 2015-C02, Cl 1M2
6.444%, ICE LIBOR USD 1 Month + 4.000%, 05/25/2025(B)		117		119
FNMA Connecticut Avenue Securities, Ser 2015-C03, Cl 1M2
7.444%, ICE LIBOR USD 1 Month + 5.000%, 07/25/2025(B)		111		113
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
8.144%, ICE LIBOR USD 1 Month + 5.700%, 04/25/2028(B)		74		78
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2
4.183%, SOFR30A + 2.000%, 11/25/2041(B)(C)		429		405
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D
5.302%, 08/10/2044(B)(C)		12		5
GS Mortgage Securities Trust, Ser 2013-G1, Cl A2
3.557%, 04/10/2031(B)(C)		795		789
GS Mortgage Securities Trust, Ser 2014-GC18, Cl D
5.226%, 01/10/2047(B)(C)		172		71
GS Mortgage Securities Trust, Ser 2021-1, Cl A2
2.435%, 08/17/2026		657		636
GS Mortgage Securities Trust, Ser 2021-1, Cl AS
2.638%, 08/17/2026		23		22
GS Mortgage Securities Trust, Ser 2021-1, Cl A1
1.433%, 08/17/2026		255		241
HFX, Ser 2017-1A, Cl A3
3.647%, 03/15/2035		800		758
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
2.944%, ICE LIBOR USD 1 Month + 0.500%, 03/25/2035(B)		26		23


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.962%, 09/15/2047(B)	$	14,786	$	174
JPMorgan Chase, Ser 2019-CL1, Cl M3
4.544%, ICE LIBOR USD 1 Month + 2.100%, 04/25/2047(B)(C)		106		102
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039(B)		84		37
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(C)		189		188
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
3.891%, ICE LIBOR USD 1 Month + 1.500%, 07/15/2036(B)(C)		346		341
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A
5.243%, ICE LIBOR USD 1 Month + 2.750%, 05/27/2023(B)(C)		264		259
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
5.193%, ICE LIBOR USD 1 Month + 2.700%, 10/27/2022(B)(C)		39		38
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A
4.843%, ICE LIBOR USD 1 Month + 2.350%, 02/27/2023(B)(C)		125		124
Radnor Re, Ser 2019-1, Cl M1B
4.394%, ICE LIBOR USD 1 Month + 1.950%, 02/25/2029(B)(C)		404		401
Radnor Re, Ser 2019-2, Cl M1B
4.194%, ICE LIBOR USD 1 Month + 1.750%, 06/25/2029(B)(C)		146		146
Radnor Re, Ser 2020-1, Cl M1A
3.394%, ICE LIBOR USD 1 Month + 0.950%, 01/25/2030(B)(C)		201		200
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.531%, 11/15/2049(B)		620		572
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
7.944%, ICE LIBOR USD 1 Month + 5.500%, 11/25/2025(B)(C)		29		22


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
7.694%, ICE LIBOR USD 1 Month + 5.250%, 11/25/2025(B)(C)	$	111	$	85


				23,385
Total Mortgage-Backed Securities
(Cost $43,349) ($ Thousands)				41,255



ASSET-BACKED SECURITIES — 3.4%
Automotive — 1.3%

ACM Auto Trust, Ser 2022-1A, Cl A
3.230%, 04/20/2029(C)		676		673
Avis Budget Rental Car Funding AESOP LLC, Ser 2018-1A, Cl A
3.700%, 09/20/2024(C)		1,000		995
Avis Budget Rental Car Funding AESOP LLC, Ser 2018-2A, Cl A
4.000%, 03/20/2025(C)		1,100		1,091
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-2A, Cl D
4.560%, 03/20/2024(C)		766		762
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C
1.020%, 06/12/2028		333		320
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D
2.300%, 09/11/2028		329		307
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D
2.610%, 09/11/2028		420		356
CPS Auto Receivables Trust, Ser 2022-A, Cl C
2.170%, 04/16/2029(C)		600		563
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026(C)		230		219
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D
2.310%, 10/17/2033(C)		510		453
Hertz Vehicle Financing III LLC, Ser 2022-1A, Cl C
2.630%, 06/25/2026(C)		600		547
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026(C)		368		356
LAD Auto Receivables Trust, Ser 2022-1A, Cl A
5.210%, 06/15/2027(C)		735		733


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A
5.380%, 11/25/2030(C)	$	748	$	747
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B
5.281%, 05/15/2032(C)		775		765
United Auto Credit Securitization Trust, Ser 2022-2, Cl A
4.390%, 04/10/2025(C)		711		709
				9,596

Credit Cards — 0.2%

Brex Commercial Charge Card Master Trust, Ser 2021-1, Cl A
2.090%, 07/15/2024(C)		373		366
Brex Commercial Charge Card Master Trust, Ser 2022-1, Cl A
4.630%, 07/15/2025(C)		880		861
Mission Lane Credit Card Master Trust, Ser 2021-A, Cl B
2.240%, 09/15/2026(C)		152		147
				1,374

Other Asset-Backed Securities — 1.9%

Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025(C)		157		152
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026(C)		183		176
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027(C)		558		546
AGL CLO 12, Ser 2021-12A, Cl A1
3.870%, ICE LIBOR USD 3 Month + 1.160%, 07/20/2034(B)(C)		837		817
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B
2.080%, 02/15/2027(C)		170		160
Balboa Bay Loan Funding, Ser 2021-1A, Cl A
3.910%, ICE LIBOR USD 3 Month + 1.200%, 07/20/2034(B)(C)		521		507
Ballyrock CLO 15, Ser 2021-1A, Cl C
5.612%, ICE LIBOR USD 3 Month + 3.100%, 04/15/2034(B)(C)		500		469
Ballyrock CLO 16, Ser 2021-16A, Cl A1
3.840%, ICE LIBOR USD 3 Month + 1.130%, 07/20/2034(B)(C)		1,054		1,024
Cajun Global LLC, Ser 2021-1, Cl A2
3.931%, 11/20/2051(C)		164		144


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
College Ave Student Loans LLC, Ser 2021-C, Cl B
2.720%, 07/26/2055(C)	$	212	$	186
Conn's Receivables Funding LLC, Ser 2021-A, Cl A
1.050%, 05/15/2026(C)		254		253
Diamond Issuer, Ser 2021-1A, Cl A
2.305%, 11/20/2051(C)		768		669
Domino's Pizza Master Issuer LLC, Ser 2021-1A, Cl A2I
2.662%, 04/25/2051(C)		390		335
Dryden 78 CLO, Ser 2020-78A, Cl C
4.690%, ICE LIBOR USD 3 Month + 1.950%, 04/17/2033(B)(C)		660		615
Dryden 78 CLO, Ser 2020-78A, Cl D
5.740%, ICE LIBOR USD 3 Month + 3.000%, 04/17/2033(B)(C)		340		321
Elevation CLO, Ser 2020-11A, Cl C
4.712%, ICE LIBOR USD 3 Month + 2.200%, 04/15/2033(B)(C)		580		550
Elmwood CLO IX, Ser 2021-2A, Cl D
5.660%, ICE LIBOR USD 3 Month + 2.950%, 07/20/2034(B)(C)		509		468
Flatiron CLO 21, Ser 2021-1A, Cl D
5.638%, ICE LIBOR USD 3 Month + 2.900%, 07/19/2034(B)(C)		540		507
GCI Funding I LLC, Ser 2021-1, Cl A
2.380%, 06/18/2046(C)		273		242
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
3.780%, ICE LIBOR USD 3 Month + 1.070%, 04/20/2034(B)(C)		553		539
Hardee's Funding LLC, Ser 2018-1A, Cl A23
5.710%, 06/20/2048(C)		372		358
Hardee's Funding LLC, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(C)		262		234
Issuer LLC, Ser 2021-1, Cl A2
3.734%, 07/30/2051(C)		719		609
Magnetite XXVI, Ser 2021-26A, Cl A1R
3.903%, ICE LIBOR USD 3 Month + 1.120%, 07/25/2034(B)(C)		985		958
MVW LLC, Ser 2021-2A, Cl B
1.830%, 05/20/2039(C)		358		323
Neighborly Issuer LLC, Ser 2021-1A, Cl A2
3.584%, 04/30/2051(C)		276		238
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX
1.630%, 04/20/2062(C)		220		205
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A
3.870%, ICE LIBOR USD 3 Month + 1.130%, 07/17/2035(B)(C)		624		606


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
OCP CLO, Ser 2021-18A, Cl AR
3.800%, ICE LIBOR USD 3 Month + 1.090%, 07/20/2032(B)(C)	$	722	$	705
Octane Receivables Trust, Ser 2021-2A, Cl B
2.020%, 09/20/2028(C)		575		524
Rad CLO 7, Ser 2020-7A, Cl C
4.740%, ICE LIBOR USD 3 Month + 2.000%, 04/17/2033(B)(C)		300		281
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051(C)		508		464
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030(C)		28		28
Upstart Securitization Trust, Ser 2021-3, Cl B
1.660%, 07/20/2031(C)		460		422
Voya CLO, Ser 2019-1A, Cl DR
5.362%, ICE LIBOR USD 3 Month + 2.850%, 04/15/2031(B)(C)		265		240
				14,875

Total Asset-Backed Securities
(Cost $27,232) ($ Thousands)				25,845


U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.2%
FFCB^
3.179%, US Treasury 3 Month Bill Money Market Yield + 0.420%, 11/07/2022(B)		1,200		1,201
2.670%, U.S. SOFR + 0.380%, 05/08/2023(B)		7,400		7,415
2.600%, U.S. SOFR + 0.310%, 11/07/2022(B)		2,500		2,501
2.425%, U.S. SOFR + 0.135%, 11/06/2023(B)		2,000		2,002
2.380%, U.S. SOFR + 0.090%, 09/23/2022(B)		500		500
2.330%, U.S. SOFR + 0.040%, 05/15/2024(B)		200		200
FHLB^
2.320%, U.S. SOFR + 0.030%, 10/20/2022(B)		900		900
2.300%, U.S. SOFR + 0.010%, 09/16/2022(B)		600		600
FHLMC^
4.200%, 08/28/2025		700		699
0.375%, 07/21/2025		1,400		1,281


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS (continued)
FNMA^
3.875%, 08/28/2024	$	700	$	699
0.625%, 04/22/2025		1,300		1,204
0.500%, 06/17/2025		1,500		1,379
0.250%, 05/22/2023		1,500		1,464
0.250%, 07/10/2023		1,800		1,751
0.250%, 11/27/2023		100		96



Total U.S. Government Agency Obligations
(Cost $24,277) ($ Thousands)				23,892



SOVEREIGN DEBT — 0.2%

Colombia Government International Bond
3.125%, 04/15/2031		213		161
Dominican Republic International Bond
4.875%, 09/23/2032(C)		871		703
Egypt Government International Bond MTN
5.875%, 02/16/2031(C)		364		248

Total Sovereign Debt
(Cost $1,446) ($ Thousands)				1,112



MUNICIPAL BONDS — 0.2%
New York — 0.2%
New York & New Jersey, Port Authority, Ser AAA, RB
1.086%, 07/01/2023		490		480
New York City, Ser D, GO
1.923%, 08/01/2031		530		433

				913

West Virginia — 0.0%
Tobacco Settlement Finance Authority, RB
3.000%, 06/01/2035		200		188



Total Municipal Bonds
(Cost $1,221) ($ Thousands)				1,101


	Shares
PREFERRED STOCK — 0.0%

Communication Services — 0.0%
AMC Entertainment Holdings (E)(F)		3,340		16


Total Preferred Stock
(Cost $19) ($ Thousands)				16


Description	Shares			Market Value ($ Thousands)
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $484) ($ Thousands)				$	325


Total Investments in Securities — 111.9%
(Cost $784,456) ($ Thousands)				$	839,817





COMMON STOCK SOLD SHORT— (12.9)%
Communication Services — (0.6)%
Cable One Inc		(80	)		(91	)
Charter Communications Inc, Cl A *		(1,481	)		(611	)
Comcast Corp, Cl A		(59,519	)		(2,154	)
DISH Network Corp, Cl A *		(3,397	)		(59	)
Fox Corp		(6,983	)		(232	)
Interpublic Group of Cos Inc/The		(3,859	)		(107	)
John Wiley & Sons Inc, Cl A		(1,200	)		(55	)
Liberty Broadband Corp, Cl A *		(400	)		(40	)
Liberty Broadband Corp, Cl C *		(1,733	)		(176	)
Liberty Media Corp-Liberty SiriusXM, Cl A *		(1,200	)		(50	)
Liberty Media Corp-Liberty SiriusXM, Cl C *		(2,248	)		(93	)
New York Times Co/The, Cl A		(1,936	)		(59	)
News Corp, Cl A		(4,914	)		(83	)
Nexstar Media Group Inc, Cl A		(627	)		(120	)
Omnicom Group Inc		(2,639	)		(177	)
Paramount Global, Cl B		(7,118	)		(166	)
Scholastic Corp		(600	)		(28	)
Sirius XM Holdings Inc		(12,243	)		(75	)
TEGNA Inc		(2,486	)		(53	)


					(4,429	)

Consumer Discretionary — (8.6)%
Academy Sports & Outdoors Inc		(1,244	)		(54	)
Acushnet Holdings Corp		(1,722	)		(82	)
Adient PLC *		(5,197	)		(173	)
ADT Inc		(6,790	)		(49	)
Adtalem Global Education Inc *		(500	)		(19	)
Advance Auto Parts Inc		(642	)		(108	)
Airbnb Inc, Cl A *		(7,166	)		(811	)
Amazon.com Inc *		(41,420	)		(5,251	)
American Axle & Manufacturing Holdings Inc *		(4,223	)		(44	)
Aptiv PLC *		(13,520	)		(1,263	)
Aramark		(4,024	)		(144	)
Asbury Automotive Group Inc *		(194	)		(34	)
AutoNation Inc *		(478	)		(60	)
AutoZone Inc *		(199	)		(422	)
Bath & Body Works Inc		(2,519	)		(94	)
Best Buy Co Inc		(1,746	)		(123	)
Bloomin' Brands Inc		(1,646	)		(33	)
Booking Holdings Inc *		(786	)		(1,474	)
Boot Barn Holdings Inc *		(574	)		(38	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
BorgWarner Inc		(12,827	)	$	(484	)
Boyd Gaming Corp		(1,357	)		(74	)
Bright Horizons Family Solutions Inc *		(1,062	)		(72	)
Brinker International Inc *		(759	)		(19	)
Brunswick Corp/DE		(2,748	)		(205	)
Burlington Stores Inc *		(620	)		(87	)
Caesars Entertainment Inc *		(3,989	)		(172	)
Callaway Golf Co *		(4,676	)		(103	)
Canoo *		(7,747	)		(25	)
Capri Holdings Ltd *		(5,252	)		(248	)
CarMax Inc *		(1,473	)		(130	)
Carnival Corp, Cl A *		(17,662	)		(167	)
Carter's Inc		(1,429	)		(106	)
Carvana Co, Cl A *		(300	)		(10	)
Cavco Industries Inc *		(233	)		(55	)
Century Communities Inc		(918	)		(43	)
Chegg Inc *		(2,363	)		(47	)
Chipotle Mexican Grill Inc, Cl A *		(546	)		(872	)
Choice Hotels International Inc		(480	)		(55	)
Churchill Downs Inc		(776	)		(153	)
Columbia Sportswear Co		(1,622	)		(116	)
Coursera Inc *		(1,500	)		(17	)
Crocs Inc *		(1,836	)		(135	)
Dana Inc		(7,556	)		(117	)
Darden Restaurants Inc		(2,547	)		(315	)
Dave & Buster's Entertainment Inc *		(956	)		(40	)
Deckers Outdoor Corp *		(950	)		(305	)
Dick's Sporting Goods Inc		(574	)		(61	)
Dollar General Corp		(2,258	)		(536	)
Dollar Tree Inc *		(2,004	)		(272	)
Domino's Pizza Inc		(711	)		(264	)
DoorDash Inc, Cl A *		(2,530	)		(152	)
Dorman Products Inc *		(1,489	)		(135	)
DR Horton Inc		(12,021	)		(855	)
DraftKings Inc, Cl A *		(7,652	)		(123	)
Duolingo, Cl A *		(574	)		(54	)
eBay Inc		(6,103	)		(269	)
Etsy Inc *		(1,357	)		(143	)
Everi Holdings Inc *		(1,721	)		(32	)
Expedia Group Inc *		(3,033	)		(311	)
Fisker *		(4,495	)		(41	)
Five Below Inc *		(382	)		(49	)
Floor & Decor Holdings Inc, Cl A *		(1,083	)		(88	)
Foot Locker Inc		(1,000	)		(37	)
Ford Motor Co		(182,467	)		(2,781	)
Fox Factory Holding Corp *		(2,361	)		(220	)
Frontdoor Inc *		(1,164	)		(27	)
GameStop Corp, Cl A *		(1,530	)		(44	)
Gap Inc/The		(1,700	)		(16	)
Garmin Ltd		(5,569	)		(493	)
General Motors Co		(72,146	)		(2,757	)
Gentex Corp		(13,048	)		(356	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Gentherm Inc *		(2,162	)	$	(130	)
Genuine Parts Co		(1,833	)		(286	)
Goodyear Tire & Rubber Co/The *		(14,491	)		(203	)
GoPro Inc, Cl A *		(5,260	)		(32	)
Graham Holdings Co, Cl B		(96	)		(54	)
Grand Canyon Education Inc *		(436	)		(35	)
Green Brick Partners Inc *		(877	)		(21	)
Group 1 Automotive Inc		(287	)		(51	)
H&R Block Inc		(2,777	)		(125	)
Hanesbrands Inc		(12,775	)		(111	)
Harley-Davidson Inc		(6,519	)		(251	)
Hasbro Inc		(4,803	)		(379	)
Helen of Troy Ltd *		(764	)		(94	)
Hilton Grand Vacations Inc *		(1,626	)		(66	)
Hilton Worldwide Holdings Inc		(5,475	)		(697	)
Holley *		(4,208	)		(24	)
Home Depot Inc/The		(10,189	)		(2,939	)
Hyatt Hotels Corp, Cl A *		(766	)		(69	)
Installed Building Products Inc		(982	)		(89	)
International Game Technology PLC		(1,549	)		(28	)
iRobot Corp *		(872	)		(51	)
Jack in the Box Inc		(561	)		(45	)
KB Home		(2,419	)		(69	)
Kohl's Corp		(1,147	)		(33	)
Kontoor Brands Inc		(1,952	)		(73	)
Las Vegas Sands Corp *		(6,836	)		(257	)
Laureate Education Inc, Cl A		(3,825	)		(42	)
La-Z-Boy Inc, Cl Z		(1,681	)		(44	)
LCI Industries		(1,302	)		(151	)
Lear Corp		(3,227	)		(447	)
Leggett & Platt Inc		(5,925	)		(226	)
Lennar Corp, Cl A		(9,293	)		(720	)
Lennar Corp, Cl B		(478	)		(29	)
Leslie's Inc *		(2,390	)		(34	)
LGI Homes Inc *		(716	)		(68	)
Light & Wonder, Cl A *		(1,624	)		(80	)
Lithia Motors Inc, Cl A		(382	)		(101	)
LKQ Corp		(3,451	)		(184	)
Lowe's Cos Inc		(6,611	)		(1,283	)
Lululemon Athletica Inc *		(3,877	)		(1,163	)
Luminar Technologies, Cl A *		(11,861	)		(102	)
M/I Homes Inc *		(1,685	)		(73	)
Macy's Inc		(4,112	)		(71	)
Malibu Boats Inc, Cl A *		(1,052	)		(63	)
Marriott International Inc/MD, Cl A		(5,578	)		(858	)
Marriott Vacations Worldwide Corp		(993	)		(141	)
Mattel Inc *		(13,255	)		(293	)
McDonald's Corp		(14,794	)		(3,732	)
MDC Holdings Inc		(2,183	)		(68	)
Meritage Homes Corp *		(1,172	)		(92	)
MGM Resorts International		(6,779	)		(221	)
Modine Manufacturing Co *		(4,208	)		(63	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Mohawk Industries Inc *		(2,084	)	$	(230	)
Motorcar Parts of America Inc *		(3,443	)		(51	)
Murphy USA Inc		(287	)		(83	)
National Vision Holdings Inc *		(700	)		(23	)
Newell Brands Inc		(13,395	)		(239	)
NIKE Inc, Cl B		(41,913	)		(4,462	)
Nordstrom Inc		(1,200	)		(21	)
Norwegian Cruise Line Holdings Ltd *		(6,717	)		(88	)
NVR Inc *		(105	)		(435	)
Ollie's Bargain Outlet Holdings Inc *		(300	)		(17	)
O'Reilly Automotive Inc *		(673	)		(469	)
Oxford Industries Inc		(479	)		(51	)
Papa John's International Inc		(442	)		(36	)
Patrick Industries Inc		(861	)		(46	)
Peloton Interactive Inc, Cl A *		(11,840	)		(121	)
Penn Entertainment Inc *		(2,752	)		(86	)
Penske Automotive Group Inc		(574	)		(68	)
Planet Fitness Inc, Cl A *		(1,423	)		(96	)
Polaris Inc		(1,831	)		(207	)
Pool Corp		(450	)		(153	)
PulteGroup Inc		(8,556	)		(348	)
PVH Corp		(2,642	)		(149	)
QuantumScape Corp, Cl A *		(13,531	)		(149	)
Ralph Lauren Corp, Cl A		(1,789	)		(163	)
Red Rock Resorts Inc, Cl A		(956	)		(37	)
RH *		(134	)		(34	)
Rivian Automotive Inc, Cl A *		(8,548	)		(280	)
Ross Stores Inc		(3,418	)		(295	)
Royal Caribbean Cruises Ltd *		(3,504	)		(143	)
SeaWorld Entertainment Inc *		(678	)		(34	)
Service Corp International/US		(3,415	)		(211	)
Signet Jewelers Ltd		(484	)		(32	)
Six Flags Entertainment Corp *		(1,524	)		(34	)
Skechers USA Inc, Cl A *		(5,318	)		(201	)
Skyline Champion Corp *		(1,639	)		(93	)
Sonos Inc *		(4,412	)		(66	)
Standard Motor Products Inc		(1,061	)		(39	)
Starbucks Corp		(22,388	)		(1,882	)
Steven Madden Ltd		(2,965	)		(86	)
Stoneridge Inc *		(1,270	)		(24	)
Sturm Ruger & Co Inc		(1,000	)		(52	)
Tapestry Inc		(9,320	)		(324	)
Target Corp		(4,395	)		(705	)
Taylor Morrison Home Corp, Cl A *		(4,256	)		(107	)
Tempur Sealy International Inc		(6,640	)		(166	)
Tenneco Inc, Cl A *		(4,757	)		(90	)
Terminix Global Holdings Inc *		(2,191	)		(93	)
Tesla Inc *		(18,810	)		(5,184	)
Texas Roadhouse Inc, Cl A		(1,503	)		(133	)
Thor Industries Inc		(2,705	)		(219	)
TJX Cos Inc/The		(11,869	)		(740	)
Toll Brothers Inc		(4,444	)		(195	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
TopBuild Corp *		(1,212	)	$	(223	)
Tractor Supply Co		(1,142	)		(211	)
Travel + Leisure Co		(1,867	)		(79	)
Tri Pointe Homes Inc *		(3,281	)		(57	)
Ulta Beauty Inc *		(589	)		(247	)
Under Armour Inc, Cl A *		(6,777	)		(57	)
Under Armour Inc, Cl C *		(5,830	)		(44	)
Vail Resorts Inc		(986	)		(222	)
VF Corp		(12,975	)		(538	)
Victoria's Secret & Co *		(577	)		(19	)
Vista Outdoor Inc *		(1,874	)		(53	)
Visteon Corp *		(1,447	)		(173	)
Wayfair Inc, Cl A *		(540	)		(28	)
Wendy's Co/The		(3,224	)		(62	)
Whirlpool Corp		(1,975	)		(309	)
Williams-Sonoma Inc		(929	)		(138	)
Wingstop Inc		(578	)		(66	)
Winnebago Industries Inc		(1,562	)		(90	)
Wolverine World Wide Inc		(3,781	)		(74	)
Workhorse Group Inc *		(1,507	)		(5	)
Wyndham Hotels & Resorts Inc		(1,865	)		(122	)
Wynn Resorts Ltd *		(2,433	)		(147	)
XPEL Inc *		(1,435	)		(98	)
YETI Holdings Inc *		(3,349	)		(124	)
Yum! Brands Inc		(5,865	)		(652	)


					(64,253	)

Information Technology — (2.2)%
Advanced Micro Devices Inc *		(7,231	)		(614	)
Amphenol Corp, Cl A		(3,451	)		(254	)
Analog Devices Inc		(2,485	)		(377	)
Apple Inc		(34,400	)		(5,408	)
Applied Materials Inc		(4,238	)		(399	)
Arista Networks Inc *		(1,402	)		(168	)
Arrow Electronics Inc *		(476	)		(50	)
Avnet Inc		(1,148	)		(50	)
Broadcom Inc		(1,892	)		(944	)
CDW Corp/DE		(653	)		(111	)
Ciena Corp *		(861	)		(44	)
Cisco Systems Inc		(19,925	)		(891	)
Cognex Corp		(861	)		(36	)
Corning Inc		(3,248	)		(111	)
Dell Technologies Inc, Cl C		(1,279	)		(49	)
Enphase Energy Inc *		(533	)		(153	)
Entegris Inc		(478	)		(45	)
F5 Inc *		(400	)		(63	)
First Solar Inc *		(478	)		(61	)
Hewlett Packard Enterprise Co		(5,698	)		(77	)
HP Inc		(5,108	)		(147	)
II-VI Inc *		(661	)		(31	)
Intel Corp		(21,162	)		(675	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Jabil Inc		(649	)	$	(39	)
Juniper Networks Inc		(2,486	)		(71	)
Keysight Technologies Inc *		(767	)		(126	)
KLA Corp		(723	)		(249	)
Lam Research Corp		(616	)		(270	)
Lattice Semiconductor Corp *		(861	)		(46	)
Lumentum Holdings Inc *		(478	)		(40	)
Marvell Technology Inc		(3,945	)		(185	)
Microchip Technology Inc		(2,643	)		(172	)
Micron Technology Inc		(5,463	)		(309	)
MKS Instruments Inc		(406	)		(40	)
Monolithic Power Systems Inc		(194	)		(88	)
Motorola Solutions Inc		(917	)		(223	)
NetApp Inc		(792	)		(57	)
NVIDIA Corp		(10,867	)		(1,640	)
ON Semiconductor Corp *		(2,370	)		(163	)
Pure Storage Inc, Cl A *		(1,077	)		(31	)
Qorvo Inc *		(420	)		(38	)
QUALCOMM Inc		(5,675	)		(751	)
Sanmina Corp *		(1,148	)		(56	)
Skyworks Solutions Inc		(566	)		(56	)
Synaptics Inc *		(200	)		(23	)
TD SYNNEX Corp		(478	)		(46	)
Teledyne Technologies Inc *		(300	)		(111	)
Teradyne Inc		(577	)		(49	)
Texas Instruments Inc		(4,510	)		(745	)
Trimble Inc *		(838	)		(53	)
Universal Display Corp		(382	)		(43	)
Western Digital Corp *		(1,254	)		(53	)
Wolfspeed Inc *		(578	)		(66	)
Zebra Technologies Corp, Cl A *		(230	)		(69	)


					(16,666	)

Materials — (1.5)%
Air Products and Chemicals Inc		(2,260	)		(570	)
Albemarle Corp		(1,203	)		(322	)
Alcoa Corp		(2,391	)		(118	)
Alpha Metallurgical Resources		(382	)		(60	)
Amcor PLC		(18,086	)		(217	)
AptarGroup Inc		(766	)		(79	)
Arconic Corp *		(1,530	)		(39	)
Ashland Inc		(582	)		(59	)
ATI *		(1,800	)		(54	)
Avery Dennison Corp		(1,051	)		(193	)
Avient Corp		(1,052	)		(46	)
Axalta Coating Systems Ltd *		(1,982	)		(51	)
Balchem Corp		(500	)		(66	)
Ball Corp		(3,381	)		(189	)
Berry Global Group Inc *		(1,762	)		(96	)
Cabot Corp		(766	)		(55	)
Celanese Corp, Cl A		(1,123	)		(124	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
CF Industries Holdings Inc		(2,079	)	$	(215	)
Chemours Co/The		(1,818	)		(61	)
Cleveland-Cliffs Inc *		(3,804	)		(66	)
Commercial Metals Co		(1,214	)		(49	)
Compass Minerals International Inc		(861	)		(35	)
Constellium, Cl A *		(2,677	)		(36	)
Corteva Inc		(6,816	)		(419	)
Crown Holdings Inc		(1,468	)		(133	)
Dow Inc		(7,521	)		(384	)
DuPont de Nemours Inc		(5,564	)		(310	)
Eagle Materials Inc		(382	)		(46	)
Eastman Chemical Co		(1,244	)		(113	)
Ecolab Inc		(2,526	)		(414	)
Element Solutions Inc		(3,538	)		(66	)
FMC Corp		(1,547	)		(167	)
Freeport-McMoRan Inc, Cl B		(13,477	)		(399	)
Graphic Packaging Holding Co		(2,333	)		(52	)
HB Fuller Co		(766	)		(50	)
Hecla Mining Co		(9,469	)		(37	)
Huntsman Corp		(1,909	)		(53	)
International Flavors & Fragrances Inc		(2,671	)		(295	)
International Paper Co		(3,212	)		(134	)
Linde PLC		(4,961	)		(1,403	)
Livent Corp *		(1,817	)		(58	)
Louisiana-Pacific Corp		(1,027	)		(56	)
LyondellBasell Industries NV, Cl A		(2,695	)		(224	)
Martin Marietta Materials Inc		(753	)		(262	)
Minerals Technologies Inc		(861	)		(50	)
Mosaic Co/The		(3,563	)		(192	)
Newmont Corp		(8,106	)		(335	)
Nucor Corp		(2,627	)		(349	)
O-I Glass Inc, Cl I *		(3,634	)		(47	)
Olin Corp		(1,818	)		(99	)
Packaging Corp of America		(749	)		(103	)
PPG Industries Inc		(2,379	)		(302	)
Reliance Steel & Aluminum Co		(594	)		(112	)
Royal Gold Inc		(700	)		(64	)
RPM International Inc		(1,729	)		(161	)
Scotts Miracle-Gro Co/The, Cl A		(550	)		(37	)
Sealed Air Corp		(1,385	)		(74	)
Sherwin-Williams Co/The		(2,342	)		(544	)
Silgan Holdings Inc		(775	)		(35	)
Sonoco Products Co		(1,700	)		(107	)
Southern Copper Corp		(885	)		(42	)
SSR Mining Inc		(2,800	)		(38	)
Steel Dynamics Inc		(1,718	)		(139	)
Summit Materials Inc, Cl A *		(1,243	)		(35	)
SunCoke Energy Inc		(700	)		(5	)
Tronox Holdings PLC		(2,103	)		(31	)
United States Steel Corp		(2,486	)		(57	)
Valvoline Inc		(1,435	)		(42	)
Vulcan Materials Co		(1,411	)		(235	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Westlake Corp		(478	)	$	(47	)
Westrock Co		(1,824	)		(74	)


					(11,231	)

Total Common Stock Sold Short
(Proceeds $107,169) ($ Thousands)					(96,579	)


Total Investments Sold Short — (12.9)%
(Proceeds $107,169) ($ Thousands)				$	(96,579	)


WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $287) ($ Thousands)				$	(228	)

A list of the open exchange traded option contracts held by the Fund at August 31, 2022, is as follows:

A list of the open futures contracts held by the Fund at August 31, 2022, is as follows:

A list of the open forward foreign currency contracts held by the Fund at August 31, 2022, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at August 31, 2022, is as follows:

A list of the open OTC swap agreements held by the Fund at August 31, 2022, is as follows:

As of August 31, 2022, the Reverse Repurchase Agreements held by the Fund are listed below:

Principal Amount ($ Thousands)			Counterparty	Rate		Value Maturity ($ Thousands)
$	(65,878	)	HSBC		2.35%	Open Ended	$	(65,878	)
	(52,724	)	HSBC		1.60%	Open Ended		(52,724	)
							$	(118,602	)

	Percentages are based on Net Assets of $750,455 ($ Thousands).
^	Security, or a portion thereof, is held by the MARR Commodity Strategy Subsidiary, Ltd. as of August 31, 2022.
*	Non-income producing security.
^‡	Real Estate Investment Trust.
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	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 August 31, 2022, the value of these securities amounted to $73,653 ($ Thousands), representing 9.8% of the Net Assets of the Fund.
(D)	Security is in default on interest payment.
(E)	Perpetual security with no stated maturity date.
(F)	Zero coupon security.
(G)	Security, or a portion thereof, has been pledged as collateral on securities sold short.
(H)	Security, or a portion thereof, has been pledged as collateral on reverse repurchase agreements.

BPS — Basis Points

Cl — Class

CLO — Collateralized Loan Obligation

CMBX — Commercial Mortgage-Backed Index

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

EAFE — Europe, Australasia and Far East

EUR — Euro

FFCB — Federal Farm Credit 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

LLC — Limited Liability Company

LME — London Metal Exchange

LP — 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

REIT — Real Estate Investment Trust

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

STACR — Structured Agency Credit Risk

TBA — To Be Announced

ULSD — Ultra-Low Sulfur Diesel

UMBS — Uniform Mortgage Backed Securities

USD — U.S. Dollar

WTI — West Texas Intermediate

The following is a summary of the level of inputs used as of August 31, 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		–			464,435		–		464,435
Common Stock		219,481			–		–		219,481
Corporate Obligations		–			62,355		–		62,355
Mortgage-Backed Securities		–			41,255		–		41,255
Asset-Backed Securities		–			25,845		–		25,845
U.S. Government Agency Obligations		–			23,892		–		23,892
Municipal Bonds		–			1,101		–		1,101
Sovereign Debt		–			1,112		–		1,112
Purchased Options		325			–		–		325
Preferred Stock		–			16		–		16
Total Investments in Securities		219,806			620,011		–		839,817
Securities Sold Short
Common Stock		(96,579	)		–		–		(96,579	)
Total Securities Sold Short		(96,579	)		–		–		(96,579	)

Other Financial Instruments	Level 1 ($)			Level 2 ($)			Level 3 ($)		Total ($)
Written Options		(228	)		–			–		(228	)
Futures Contracts*
Unrealized Appreciation		5,158			–			–		5,158
Unrealized Depreciation		(3,717	)		–			–		(3,717	)
Forwards Contracts*
Unrealized Appreciation		–			42			–		42
Centrally Cleared Swaps
Credit Default Swaps*
Unrealized Appreciation		–			1,018			–		1,018
Unrealized Depreciation		–			(337	)		–		(337	)
Interest Rate Swaps*
Unrealized Appreciation		–			5,672			–		5,672
OTC Swaps
Credit Default Swaps*
Unrealized Depreciation		–			(441	)		–		(441	)
Total Return Swaps*
Unrealized Appreciation		–			1,238			–		1,238
Unrealized Depreciation		–			(388	)		–		(388	)
Reverse Repurchase Agreements		–			(118,602	)		–		(118,602	)
Total Other Financial Instruments		1,213			(111,798	)		–		(110,585	)

*	Futures contracts, forwards contracts and swaps 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 (Depreciation) (Thousands)
Long Contracts
S&P 500 Index E-MINI		47		Sep-2022	$	9,335	$	9,298	$	(37	)
S&P Mid Cap 400 Index E-MINI		3		Sep-2022		778		729		(49	)
					$	10,113	$	10,027	$	(86	)

Security Description	Value 5/31/2022		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 08/31/2022		Shares		Income		Capital Gains
SEI Liquidity Fund, L.P.	$	—	$	13,973	$	(8,806	)	$	—	$	—	$	5,167		5,165,039	$	3	$	—
SEI Daily Income Trust, Government Fund, Cl F		23,692		35,554		(41,848	)		—		—		17,398		17,398,301		63		—
Totals	$	23,692	$	49,527	$	(50,654	)	$	-	$	-	$	22,565			$	66	$	-

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		100		Sep-2022	$	19,865	$	19,783	$	(82	)

Security Description		Value 5/31/2022				Purchases at Cost				Proceeds from Sales				Realized Gain (Loss)				Change in Unrealized Appreciation (Depreciation)				Value 8/31/2022				Shares				Income				Capital Gains
SEI Daily Income Trust, Government Fund, Cl F		$	56,710			$	146,783			$	(131,970	)		$	—			$	1			$	71,524				71,523,532			$	253			$	—

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation (Thousands)
Long Contracts
S&P 500 Index E-MINI		29		Sep-2022	$	5,455	$	5,737	$	282
S&P Mid Cap 400 Index E-MINI		5		Sep-2022		1,213		1,215		2
					$	6,668	$	6,952	$	284

Shares		Description	Currency		Notional Amount (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)			Fair Value (Thousands)			Percentage Value of Underlying Investment
	112,247	Amazon.Com Inc		USD	$	16,072	$	(1,895	)	$	(1,895	)		11.7	%
	116,620	Alphabet Inc		USD		14,237		(1,667	)		(1,667	)		10.3
	35,518	Tesla Inc		USD		10,986		(1,228	)		(1,228	)		7.6
	26,908	Marsh & Mclennan Cos Inc		USD		4,659		(327	)		(327	)		2.0
	50,107	Merck & Co Inc		USD		4,489		(217	)		(217	)		1.3
	2,081	Booking Holdings Inc		USD		4,432		(534	)		(534	)		3.3
	22,567	Cadence Design Systems Inc		USD		4,357		(449	)		(449	)		2.8
	42,430	Philip Morris International Inc		USD		4,285		(244	)		(244	)		1.5
	47,681	Colgate-Palmolive Co		USD		3,874		(151	)		(151	)		0.9
	10,642	Public Storage		USD		3,758		(243	)		(243	)		1.5
	36,924	Paypal Holdings Inc		USD		3,748		(357	)		(357	)		2.2
	32,579	Expedia Group Inc		USD		3,687		(354	)		(354	)		2.2
	35,915	Teradyne Inc		USD		3,667		(638	)		(638	)		3.9
	55,402	Oneok Inc		USD		3,517		(127	)		(127	)		0.8
	24,023	Republic Services Inc		USD		3,507		(84	)		(84	)		0.5
	48,914	The Hartford Financial Services Group Inc		USD		3,365		(208	)		(208	)		1.3
	26,501	Airbnb Inc		USD		3,340		(354	)		(354	)		2.2
	47,700	Textron Inc		USD		3,259		(292	)		(292	)		1.8
	47,551	Pvh Corp		USD		3,257		(591	)		(591	)		3.6
	6,129	Palo Alto Networks Inc		USD		3,235		186			186			(1.1	)
	23,586	Dte Energy Co		USD		3,209		(140	)		(140	)		0.9
	128,375	Dropbox Inc		USD		3,181		(448	)		(448	)		2.8
	213,649	Hewlett Packard Enterprise Co		USD		3,175		(279	)		(279	)		1.7
	103,981	Pure Storage Inc		USD		3,149		(140	)		(140	)		0.9
	46,135	Targa Resources Corp		USD		3,145		1			1			-
	164,002	Invesco Ltd		USD		3,106		(384	)		(384	)		2.4
	4,168	O'Reilly Automotive Inc		USD		3,076		(174	)		(174	)		1.1
	13,069	Equifax Inc		USD		2,878		(422	)		(422	)		2.6
	15,481	Zscaler Inc		USD		2,813		(357	)		(357	)		2.2
	24,658	Universal Health Services Inc		USD		2,757		(348	)		(348	)		2.1
	41,344	Gilead Sciences Inc		USD		2,737		(121	)		(121	)		0.7
	59,458	Altria Group Inc		USD		2,692		(12	)		(12	)		0.1
	16,745	Cheniere Energy Inc		USD		2,663		21			21			(0.1	)
	9,526	Lennox International Inc		USD		2,546		(257	)		(257	)		1.6
	52,447	Alaska Air Group Inc		USD		2,541		(288	)		(288	)		1.8
	12,382	Crowdstrike Holdings Inc		USD		2,499		(243	)		(243	)		1.5
	20,388	Penske Automotive Group Inc		USD		2,397		17			17			(0.1	)
	77,481	Albertsons Companies Inc		USD		2,193		(65	)		(65	)		0.4
	5,689	Mckesson Corp		USD		2,113		(26	)		(26	)		0.2
	59,008	Vici Properties Inc		USD		2,097		(155	)		(155	)		1.0
	46,009	Pultegroup Inc		USD		2,043		(207	)		(207	)		1.3

Security Description	Value 5/31/2022		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)			Change in Unrealized Appreciation/ (Depreciation)			Value 8/31/2022		Shares		Income		Capital Gains
SEI Investments Co	$	1,433	$	80	$	(155	)	$	(10	)	$	(83	)	$	1,265		23,119	$	10	$	—
SEI Liquidity Fund, L.P.		45,524		67,050		(60,692	)		1			—			51,883		51,875,482		422		—
SEI Daily Income Trust, Government Fund, Cl F		11,449		35,997		(41,324	)		—			—			6,122		6,121,881		28		—
Totals	$	58,406	$	103,127	$	(102,171	)	$	(9	)	$	(83	)	$	59,270			$	460	$	—

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		09/19/22		CHF	48,845		USD	51,460	$	1,328
Barclays PLC		09/19/22		DKK	82,655		USD	11,331		140
Barclays PLC		09/19/22		NOK	131,466		USD	13,565		310
Barclays PLC		09/19/22		SEK	173,853		USD	16,757		388
Barclays PLC		09/20/22		JPY	13,119,880		USD	97,545		2,739
BNP Paribas		09/19/22		AUD	3,228		USD	2,249		36
BNP Paribas		09/19/22		NZD	6,579		USD	4,149		117
BNP Paribas		09/19/22		GBP	48,444		USD	58,572		2,188
BNP Paribas		09/19/22		CAD	70,546		USD	54,744		878
BNP Paribas		09/19/22		EUR	115,706		USD	117,780		1,294
Brown Brothers Harriman		09/19/22		AUD	113		USD	78		—
Brown Brothers Harriman		09/19/22		USD	3		AUD	4		—
Brown Brothers Harriman		09/19/22		USD	127		AUD	183		(1	)
Brown Brothers Harriman		09/19/22		USD	27		NZD	44		—
Brown Brothers Harriman		09/19/22		USD	200		NZD	322		(2	)
Brown Brothers Harriman		09/19/22		NZD	292		USD	181		2
Brown Brothers Harriman		09/19/22		USD	581		DKK	4,320		3
Brown Brothers Harriman		09/19/22		SGD	579		USD	417		2
Brown Brothers Harriman		09/19/22		SGD	6		USD	4		—
Brown Brothers Harriman		09/19/22		USD	681		NOK	6,621		(14	)
Brown Brothers Harriman		09/19/22		CHF	886		USD	925		17
Brown Brothers Harriman		09/19/22		USD	444		SEK	4,736		2
Brown Brothers Harriman		09/19/22		USD	471		SEK	4,981		(2	)
Brown Brothers Harriman		09/19/22		USD	568		SGD	794		1
Brown Brothers Harriman		09/19/22		USD	449		SGD	625		(2	)
Brown Brothers Harriman		09/19/22		USD	399		HKD	3,134		—
Brown Brothers Harriman		09/19/22		USD	1,128		HKD	8,845		—
Brown Brothers Harriman		09/19/22		GBP	1,681		USD	1,995		39
Brown Brothers Harriman		09/19/22		DKK	535		USD	73		1
Brown Brothers Harriman		09/19/22		DKK	1,228		USD	166		(1	)
Brown Brothers Harriman		09/19/22		USD	222		CHF	217		—
Brown Brothers Harriman		09/19/22		USD	1,552		CHF	1,497		(16	)
Brown Brothers Harriman		09/19/22		CAD	1,884		USD	1,452		13
Brown Brothers Harriman		09/19/22		USD	360		GBP	309		—
Brown Brothers Harriman		09/19/22		USD	1,991		GBP	1,689		(25	)
Brown Brothers Harriman		09/19/22		EUR	714		USD	726		7
Brown Brothers Harriman		09/19/22		EUR	1,752		USD	1,758		(6	)

Security Description		Value 5/31/2022				Purchases at Cost				Proceeds from Sales				Realized Gain/ (Loss)				Change in Unrealized Appreciation/(Depreciation)				Value 8/31/2022				Shares				Income				Capital Gains
SEI Daily Income Trust, Government Fund, Cl F		$	2,628			$	12,310			$	(10,986	)		$	—			$	—			$	3,952				3,951,951			$	13			$	—

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
October 2022, U.S. 10 Year Future Option		331		$	38,696		$	117.00		9/17/2022	$	331
September 2022, U.S. 5 Year Future Option		647			71,696			110.25		9/17/2022		197
September 2022, U.S. 5 Year Future Option		86			84			111.00		9/17/2022		36
USD Put /CAD Call		6,017,000			7,876			1.27		10/22/2022		6
USD Put /CAD Call		5,993,000			7,844			1.27		10/22/2022		5
USD Put /CAD Call		4,110,000			5,380			1.27		10/22/2022		3
USD Put /CAD Call		1,989,000			2,603			1.27		10/22/2022		2
USD Put /CAD Call		1,989,000			2,603			1.27		10/22/2022		1

					136,782							581


Call Options
September 2022, Eurodollars 1 Year Mid Curve Option		652			156,602			98.75		9/17/2022		4
September 2022, Eurodollars 1 Year Mid Curve Option		301			72,297			98.38		9/17/2022		2
December 2022, IMM Eurodollar Future Option		792			189,951			98.38		12/17/2022		20
September 2022, U.S. 10 Year Future Option		530			61,960			118.00		9/17/2022		41
October 2022, U.S. 10 Year Future Option		323			37,761			120.00		9/17/2022		35
September 2022, U.S. 5 Year Future Option		575			563			111.50		9/17/2022		50
October 2022, U.S. 5 Year Future Option		271			30,032			113.25		9/17/2022		13

					549,166							165


Total Purchased Options				$	685,948						$	746
WRITTEN OPTIONS — (0.1)%
Put Options
June 2023, IMM Eurodollar Future Option		(165	)	$	(39,561	)		97.00		06/17/23	$	(496	)
December 2022, IMM Eurodollar Future Option		(792	)		(189,951	)		98.13		12/17/22		(4,341	)
November 2022, U.S. 10 Year Future Option		(662	)		(77,392	)		113.50		10/22/22		(207	)
October 2022, U.S. 10 Year Future Option		(556	)		(65,000	)		118.50		09/17/22		(1,077	)
October 2022, U.S. 5 Year Future Option		(86	)		(9,531	)		109.50		09/17/22		(17	)
October 2022, U.S. 5 Year Future Option		(420	)		(46,544	)		111.25		09/17/22		(368	)

					(427,979	)						(6,506	)

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)
CDS-CDX.NA.IG.3806/27		1.00%		Quarterly		06/20/2027	$	472,084	$	1,598	$	4,637	$	(3,039	)

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)
CPI-U		3.97%		Annually		11/18/2023		USD		21,190	$	1,397		$	(73	)	$	1,470
3-MONTH USD - LIBOR		1.785%		Quarterly		07/24/2053		USD		3,535		782			–			782
3-MONTH USD - LIBOR		1.7725%		Quarterly		07/24/2053		USD		4,780		1,070			–			1,070
SOFR		2.50%		Annually		04/21/2052		USD		9,190		371			15			356
SOFR		2.62%		Annually		02/15/2048		USD		2,934		90			4			86
SOFR		2.51%		Annually		02/15/2048		USD		3,780		190			25			165
SOFR		1.65%		Annually		08/15/2047		USD		7,577		1,545			748			797
SOFR		1.63%		Annually		05/15/2047		USD		15,520		3,213			663			2,550
SOFR		1.52%		Annually		02/15/2047		USD		20,626		4,655			(25	)		4,680
3-MONTH USD - LIBOR		1.72875%		Annually		02/15/2047		USD		9,870		1,868			120			1,748
SOFR		0.56%		Annually		07/20/2045		USD		7,490		2,853			89			2,764
SOFR		3.97%		Annually		03/18/2032		USD		10,958		857			68			789
SOFR		1.7334		Annually		10/20/2031		USD		18,650		770			67			703
2.77%		CPI-U		Annually		10/20/2031		USD		18,650		(1,497	)		15			(1,512	)
SOFR		3.27%		Annually		04/30/2029		USD		52,971		(862	)		(932	)		70
SOFR		2.85%		Annually		02/15/2029		USD		17,852		154			(37	)		191
SOFR		1.22%		Annually		08/15/2028		USD		15,938		1,556			(1	)		1,557
1.13%		SOFR		Annually		08/15/2028		USD		39,576		4,056			245			3,811
SOFR		0.71%		Annually		05/15/2027		USD		26,488		2,765			56			2,709
2.77%		SOFR		Annually		03/04/2027		USD		21,338		(1,406	)		(30	)		(1,376	)
SOFR		1.52%		Annually		11/20/2026		USD		24,090		938			(49	)		987
3.37%		GBLO, USNY		Annually		11/18/2026		USD		21,190		(1,329	)		282			(1,611	)
CPI-U		2.95%		Annually		10/20/2026		USD		18,650		1,554			(8	)		1,562
1.0355%		FLOAT		Semi-Annually		09/28/2025		USD		65,735		(2,473	)		–			(2,473	)
SOFR		3 MONTH USD - LIBOR		Semi-Annually		07/24/2025		USD		28,610		(1,302	)		–			(1,302	)
1.0355%		3 MONTH USD - LIBOR		Semi-Annually		07/24/2025		USD		42,325		(1,957	)		–			(1,957	)
1.0255%		3 MONTH USD - LIBOR		Semi-Annually		07/24/2025		USD		57,220		(2,654	)		–			(2,654	)
FLOAT		1.95%		Annually		06/10/2024		USD		125,970		(3,544	)		–			(3,544	)
SOFR		1.8075%		Quarterly		07/24/2053		USD		2,390		519			–			519
FLOAT		1.87%		Quarterly		09/28/2053		USD		5,610		1,127			–			1,127
											$	15,306		$	1,242		$	14,064

	Investments in Corporate Obligations			Investments in Loan Participations			Investments in Asset-Backed Securities			Investments in Common Stock			Investments in Preferred Stock			Investments in Convertible Bonds			Investments in Warrants
Balance as of May 31, 2022	$	959		$	26,081		$	210,619			17,044		$	10,965		$	2,123		$	2,109
Accrued discounts/premiums		10			13			(161	)		—			—			2			—
Realized gain/(loss)		—			(24	)		2,056			(2,267	)		—			—			—
Change in unrealized appreciation/(depreciation)		23			(811	)		(3,135	)		2,780			(609	)		(26	)		(24	)
Purchases		—			57			—			—			433			69			—
Sales		—			(1,218	)		(12,821	)		(3,281	)		—			—			—
Net transfer into Level 3		—			—			—			—			—			—			—
Net transfer out of Level 3		—			—			—			—			—			—			——
Ending Balance as of August 31, 2022	$	992		$	24,098		$	196,558		$	14,276		$	10,789		$	2,168		$	2,085
Changes in unrealized gains/(losses) included in earnings related to securities still held at reporting date	$	(106	)	$	(811	)	$	(4,791	)	$	(5,480	)	$	(184	)	$	(26	)	$	(24	)

Description	Number of Shares/Face Amount ($ Thousands)/Number of Warrants		Acquisition Date/Right to Acquire Date		Cost ($ Thousands)		Market Value ($ Thousands)
Common Stock
Guitar Center		24,502	1/8/2021		$	3,105	$	4,685
Gymboree Corp		18,542		10/2/2017		232		–
Gymboree Holding Corp		52,848		10/2/2017		958		–
Neiman Marcus Group		1,051		10/2/2020		–		184
Parker Drilling		5,140		3/26/2019		78		31
Parker Drilling Co		138,594		3/26/2019		1,740		832
Corporate Obligation
Aventine (Escrow Security)		2,600,000		4/21/2010		–		–
Envision Healthcare		3,255,000		10/1/2018		2,755		1,075
EQM Midstream Partners		450,000		6/17/2020		450		434
Northwest Acquisitions ULC		3,290,000		10/1/2019		2,312		–
Six Flags Theme Parks		647,000		4/16/2020		668		654
Trident TPI Holdings		3,165,000		7/22/2019		3,232		2,942
Loan Participation
Carestream Health, Extended Loan, 2nd Lien		4,655,068		5/29/2020		4,375		3,840
Carestream, Extended Loan, 1st Lien		1,936,752		8/11/2020		1,859		1,820
Envision Healthcare Corporation, Initial Term Loan, 1st Lien		2,139,989		10/1/2018		2,092		554
Mavenir Systems, Inc., Initial Term Loan, 1st Lien		1,875,575		8/17/2021		1,859		1,697
Preferred Stock
Guitar Center Inc		782		1/8/2021		74		73
Warrant
Carestream		139		6/3/2020		–		–
Guitar Center Tranche I		5,960		1/8/2021		328		572
Guitar Center Tranche II		6,486		1/8/2021		233		367
Guitar Center Tranche III		526		1/8/2021		19		30
					$	26,369	$	19,790

Credit Default Swap – Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Depreciation (Thousands)
CDS ICE CHINA 6/20/2027		1.00%		Quarterly		06/20/2027		24,653	$	(289	)	$	(170	)	$	(119	)

Credit Default Swaps - Buy Protection
Counterparty	Reference Entity/ Obligation		Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Depreciation (Thousands)
JPMorgan Chase		CDX.EM.37.V1 06/20/2027		1.00%		Quarterly		06/20/2027		3,366	$	211	$	335	$	(124	)
Goldman Sachs		CDX.EM.37.V1 6/20/2027		1.00%		Quarterly		06/20/2027	$	3,200		291		360		(69	)
Goldman Sachs		CDX.EM.37.V1 6/20/2027		1.00%		Quarterly		06/20/2027		3,289		299		365		(66	)
												801		1,060		(259	)

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 Depreciation (Thousands)
BNP Paribas^		PAYB +BCOMTR/0.10	%		0.10	%		INDEX RETURN		Quarterly		09/10/2022		USD		94,936	$	(10,269	)	$	–	$	(10,269	)
																	$	(10,269	)	$	–	$	(10,269	)

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)
CDX-NAHYS38V2-5Y		5.00%		Quarterly		06/20/2027	$	1,395	$	5	$	(18	)	$	23
CDX-NAHYS38V2-5Y		5.00%		Quarterly		06/20/2027		2,016		7		11			(4	)
CDX-NAIGS38V1-5Y		1.00%		Quarterly		06/20/2027		13,200		45		154			(109	)
CDX-NAIGS38V1-5Y		1.00%		Quarterly		06/20/2027		5,465		19		54			(35	)
CDX-NAIGS38V1-5Y		1.00%		Quarterly		06/20/2027		29,685		100		213			(113	)
CDX-NAIGS38V1-5Y		1.00%		Quarterly		06/20/2027		12,231		41		76			(35	)
									$	217	$	490		$	(273	)