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

Communication Services — 7.1%
Activision Blizzard Inc		7,059	$	525
Alphabet Inc, Cl A *		75,260		7,199
Alphabet Inc, Cl C *		69,700		6,702
AMC Entertainment Holdings, Cl A *		6,903		48
AT&T Inc		119,675		1,836
Bandwidth Inc, Cl A *		74		1
Cable One Inc		79		67
Cardlytics Inc *		761		7
Cars.com Inc *		4,178		48
Charter Communications Inc, Cl A *		1,268		385
Cinemark Holdings Inc *		4,289		52
Cogent Communications Holdings Inc		148		8
Comcast Corp, Cl A		52,817		1,549
EchoStar Corp, Cl A *		1,124		18
Electronic Arts Inc		4,844		560
Eventbrite Inc, Cl A *		2,537		15
EverQuote Inc, Cl A *		1,468		10
EW Scripps Co/The, Cl A *		3,299		37
Fox Corp, Cl A		1,372		42
Fox Corp, Cl B		1,428		41
fuboTV *		3,908		14
IAC Inc *		376		21
IMAX Corp *		2,244		32
Interpublic Group of Cos Inc/The		8,487		217
Iridium Communications Inc *		366		16
John Wiley & Sons Inc, Cl A		236		9
Liberty Broadband Corp, Cl A *		81		6
Liberty Broadband Corp, Cl C *		343		25
Liberty Media Corp-Liberty SiriusXM, Cl C *		234		9
Liberty Media -Liberty Braves *		1,938		53
Live Nation Entertainment Inc *		181		14
Loyalty Ventures *		534		1
Lumen Technologies		872		6
Madison Square Garden Entertainment Corp *		1,768		78
Madison Square Garden Sports Corp *		39		5
Magnite Inc *		2,551		17
Match Group Inc *		1,841		88
Meta Platforms, Cl A *		28,182		3,824
Netflix Inc *		5,046		1,188
New York Times Co/The, Cl A		439		13
News Corp, Cl A		829		12
Nexstar Media Group Inc, Cl A		94		16
Omnicom Group Inc		10,137		640
Paramount Global, Cl B		7,304		139
Pinterest, Cl A *		3,339		78
ROBLOX, Cl A *		6,473		232
Roku Inc, Cl A *		818		46
Scholastic Corp		1,266		39
Shenandoah Telecommunications Co		222		4


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Shutterstock Inc		205	$	10
Sirius XM Holdings Inc		7,153		41
Spotify Technology SA *		1,265		109
Take-Two Interactive Software Inc *		1,416		154
TechTarget Inc *		1,986		118
TEGNA Inc		3,052		63
T-Mobile US Inc *		6,126		822
Trade Desk Inc/The, Cl A *		8,290		495
TripAdvisor Inc *		1,712		38
Twitter Inc *		7,369		323
Verizon Communications Inc		57,853		2,197
Vimeo *		610		2
Walt Disney Co/The *		21,958		2,071
Warner Bros Discovery *		29,305		337
World Wrestling Entertainment Inc, Cl A		780		55
Yelp, Cl A *		1,355		46
Ziff Davis *		2,547		174

				33,047
Consumer Discretionary — 11.6%
1-800-Flowers.com Inc, Cl A *		3,668		24
2U Inc *		871		5
Aaron's Co Inc		416		4
Abercrombie & Fitch Co, Cl A *		2,970		46
Adient PLC *		732		20
ADT Inc		6,039		45
Adtalem Global Education Inc *		5,431		198
Advance Auto Parts Inc		317		50
Airbnb, Cl A *		3,103		326
Amazon.com Inc *		111,956		12,651
American Eagle Outfitters Inc		3,416		33
American Public Education Inc *		1,831		17
AMMO *		41,896		123
Aptiv PLC *		3,490		273
Aramark		260		8
Asbury Automotive Group Inc *		425		64
AutoNation Inc *		970		99
AutoZone Inc *		235		503
Bath & Body Works		638		21
Bed Bath & Beyond Inc *		517		3
Best Buy Co Inc		14,318		907
Big Lots Inc		1,758		27
Bloomin' Brands Inc		2,259		41
Booking Holdings Inc *		563		925
Boot Barn Holdings Inc *		1,181		69
BorgWarner Inc		321		10
Bright Horizons Family Solutions Inc *		76		4
Brinker International Inc *		1,180		30
Brunswick Corp/DE		839		55
Buckle Inc/The		1,885		60
Burlington Stores Inc *		482		54
Canoo *		5,091		10


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Capri Holdings Ltd *		1,319	$	51
CarMax Inc *		1,086		72
Carnival Corp *		15,800		111
Carter's Inc		471		31
Carvana Co, Cl A *		5,499		112
Cavco Industries Inc *		255		53
Cheesecake Factory Inc/The		1,236		36
Chegg Inc *		176		4
Chico's FAS *		7,300		35
Children's Place Inc/The *		812		25
Chipotle Mexican Grill Inc, Cl A *		232		349
Choice Hotels International Inc		113		12
Columbia Sportswear Co		891		60
Cracker Barrel Old Country Store Inc		323		30
Dana Inc		2,660		30
Darden Restaurants Inc		705		89
Dave & Buster's Entertainment Inc *		1,283		40
Deckers Outdoor Corp *		788		246
Denny's Corp *		2,500		24
Designer Brands Inc, Cl A		3,316		51
Dick's Sporting Goods Inc		1,054		110
Dillard's Inc, Cl A		726		198
Dollar General Corp		2,608		626
Dollar Tree Inc *		1,320		180
Domino's Pizza Inc		309		96
DoorDash, Cl A *		523		26
Dorman Products Inc *		128		11
DR Horton Inc		1,973		133
eBay Inc		20,542		756
Etsy Inc *		1,162		116
Expedia Group Inc *		389		37
Fisker *		2,626		20
Five Below Inc *		410		57
Floor & Decor Holdings Inc, Cl A *		232		16
Foot Locker Inc		1,308		41
Ford Motor Co		36,995		414
Fox Factory Holding Corp *		749		59
Frontdoor *		251		5
GameStop, Cl A *		2,040		51
Gap Inc/The		11,382		93
Garmin Ltd		418		34
General Motors Co		13,522		434
Gentex Corp		440		11
Gentherm Inc *		184		9
Genuine Parts Co		433		65
Goodyear Tire & Rubber Co/The *		989		10
Graham Holdings Co, Cl B		78		42
Grand Canyon Education Inc *		121		10
Group 1 Automotive Inc		86		12
GrowGeneration *		2,599		9
Guess? Inc		2,341		34
H&R Block Inc		3,157		134


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Hanesbrands Inc		13,319	$	93
Harley-Davidson Inc		306		11
Hasbro Inc		2,632		178
Helen of Troy Ltd *		57		6
Hilton Grand Vacations Inc *		3,016		99
Hilton Worldwide Holdings Inc		5,265		635
Home Depot Inc/The		13,012		3,591
Hyatt Hotels Corp, Cl A *		135		11
Installed Building Products Inc		694		56
iRobot Corp *		1,013		57
Jack in the Box Inc		658		49
Johnson Outdoors Inc, Cl A		659		34
KB Home		4,733		123
Kohl's Corp		1,859		47
Kontoor Brands Inc		1,282		43
La-Z-Boy Inc, Cl Z		1,597		36
LCI Industries		483		49
Lear Corp		6,486		776
Leggett & Platt Inc		222		7
Lennar Corp, Cl A		596		44
Lennar Corp, Cl B		171		10
LGI Homes Inc *		127		10
Liquidity Services *		2,249		37
LKQ Corp		317		15
Lowe's Cos Inc		13,214		2,482
Lululemon Athletica Inc *		1,171		327
M/I Homes Inc *		198		7
Macy's Inc		4,042		63
Malibu Boats Inc, Cl A *		202		10
Marriott International Inc/MD, Cl A		3,599		504
Marriott Vacations Worldwide Corp		394		48
Mattel Inc *		14,805		280
McDonald's Corp		11,361		2,621
Meritage Homes Corp *		794		56
Mohawk Industries Inc *		127		12
Monro Inc		626		27
Murphy USA Inc		422		116
National Vision Holdings Inc *		447		15
Newell Brands Inc		605		8
NIKE Inc, Cl B		17,693		1,471
Nordstrom Inc		3,866		65
Norwegian Cruise Line Holdings Ltd *		14,956		170
NVR Inc *		13		52
ODP Corp/The *		283		10
Ollie's Bargain Outlet Holdings Inc *		212		11
OneSpaWorld Holdings Ltd *		3,063		26
O'Reilly Automotive Inc *		677		476
Oxford Industries Inc		665		60
Papa John's International Inc		806		56
Peloton Interactive Inc, Cl A *		7,815		54
Penske Automotive Group Inc		957		94
PetMed Express Inc		366		7


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Planet Fitness Inc, Cl A *		173	$	10
Polaris Inc		966		92
PulteGroup Inc		5,125		192
PVH Corp		108		5
Qurate Retail Inc		1,412		3
Ralph Lauren Corp, Cl A		690		59
RealReal Inc/The *		5,091		8
Rent-A-Center Inc/TX, Cl A		1,764		31
RH *		224		55
Rivian Automotive, Cl A *		1,274		42
Ross Stores Inc		3,209		270
Royal Caribbean Cruises Ltd *		8,804		334
Sally Beauty Holdings Inc *		2,794		35
SeaWorld Entertainment Inc *		251		11
Service Corp International/US		250		14
Shake Shack Inc, Cl A *		157		7
Signet Jewelers Ltd		2,402		137
Six Flags Entertainment Corp *		248		4
Sleep Number Corp *		1,033		35
Standard Motor Products Inc		943		31
Starbucks Corp		16,902		1,424
Steven Madden Ltd		1,178		31
Stitch Fix Inc, Cl A *		1,021		4
Strategic Education Inc		331		20
Stride Inc *		348		15
Tapestry Inc		2,803		80
Target Corp		6,577		976
Taylor Morrison Home Corp, Cl A *		12,743		297
Tempur Sealy International Inc		2,272		55
Tenneco Inc, Cl A *		3,599		63
Terminix Global Holdings Inc *		303		12
Tesla Inc *		31,772		8,428
Texas Roadhouse Inc, Cl A		889		78
Thor Industries Inc		106		7
TJX Cos Inc/The		14,736		915
Toll Brothers Inc		2,246		94
TopBuild Corp *		476		78
Topgolf Callaway Brands *		2,383		46
Tractor Supply Co		2,377		442
Travel + Leisure		4,669		159
Tri Pointe Homes *		3,236		49
Tupperware Brands Corp *		3,286		22
Udemy *		3,378		41
Ulta Beauty Inc *		279		112
Under Armour Inc, Cl C *		556		3
Urban Outfitters Inc *		417		8
Vail Resorts Inc		46		10
VF Corp		4,023		120
Victoria's Secret *		212		6
Visteon Corp *		551		58
Wayfair Inc, Cl A *		320		10
Wendy's Co/The		11,419		213


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Whirlpool Corp		638	$	86
Williams-Sonoma Inc		160		19
Wingstop Inc		582		73
Winnebago Industries Inc		191		10
Wolverine World Wide Inc		1,511		23
Workhorse Group Inc *		4,879		14
WW International Inc *		1,262		5
Wyndham Hotels & Resorts Inc		189		12
Yum! Brands Inc		8,356		889
Zumiez Inc *		1,593		34

				53,576
Consumer Staples — 6.2%
Andersons Inc/The		1,960		61
Archer-Daniels-Midland Co		4,581		368
B&G Foods Inc		862		14
BellRing Brands *		136		3
Beyond Meat Inc *		166		2
BJ's Wholesale Club Holdings Inc *		800		58
Bunge Ltd		1,596		132
Calavo Growers Inc		571		18
Campbell Soup Co		10,354		488
Casey's General Stores Inc		65		13
Celsius Holdings *		1,932		175
Chefs' Warehouse Inc/The *		1,366		40
Church & Dwight Co Inc		1,025		73
Clorox Co/The		2,716		349
Coca-Cola Co/The		46,202		2,588
Colgate-Palmolive Co		13,653		959
Conagra Brands Inc		14,479		472
Costco Wholesale Corp		5,215		2,463
Coty Inc, Cl A *		1,026		6
Darling Ingredients *		716		47
Edgewell Personal Care Co		310		12
elf Beauty *		1,902		72
Energizer Holdings Inc		231		6
Estee Lauder Cos Inc/The, Cl A		2,390		516
Flowers Foods Inc		555		14
Fresh Del Monte Produce Inc		1,442		34
General Mills Inc		13,887		1,064
Grocery Outlet Holding Corp *		263		9
Hain Celestial Group Inc/The *		461		8
Herbalife Nutrition Ltd *		1,088		22
Hershey Co/The		2,295		506
HF Foods Group Inc *		2,213		9
Hormel Foods Corp		4,797		218
Ingredion Inc		1,110		89
J M Smucker Co/The		6,494		892
Kellogg Co		6,713		468
Keurig Dr Pepper Inc		30,864		1,106
Kimberly-Clark Corp		6,484		730
Kraft Heinz Co/The		2,612		87


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Kroger Co/The		17,094	$	748
Lamb Weston Holdings Inc		594		46
McCormick & Co Inc/MD		5,832		416
Medifast Inc		71		8
Mondelez International Inc, Cl A		17,402		954
Monster Beverage Corp *		2,566		223
National Beverage Corp		344		13
PepsiCo Inc		25,185		4,112
Performance Food Group Co *		1,023		44
Pilgrim's Pride Corp *		355		8
Post Holdings Inc *		108		9
PriceSmart Inc		179		10
Procter & Gamble Co/The		29,205		3,687
SpartanNash Co		1,252		36
Spectrum Brands Holdings Inc		183		7
Sprouts Farmers Market Inc *		623		17
Sysco Corp		17,657		1,249
TreeHouse Foods Inc *		237		10
Tyson Foods Inc, Cl A		1,410		93
US Foods Holding Corp *		2,211		58
Vita Coco *		3,906		44
Walgreens Boots Alliance Inc		12,551		394
Walmart Inc		16,706		2,167

				28,544
Energy — 4.6%
Antero Midstream Corp		7,912		73
APA Corp		7,933		271
Baker Hughes Co, Cl A		4,496		94
Cactus Inc, Cl A		1,525		59
Callon Petroleum *		2,548		89
ChampionX Corp		383		8
Cheniere Energy Inc		1,963		326
Chevron Corp		23,845		3,426
Clean Energy Fuels *		4,579		24
CNX Resources Corp *		6,091		95
ConocoPhillips		27,675		2,832
Continental Resources Inc/OK		337		23
Coterra Energy		7,300		191
Denbury *		630		54
Devon Energy Corp		5,867		353
Diamondback Energy Inc		853		103
Dril-Quip Inc *		1,072		21
DT Midstream		405		21
EOG Resources Inc		5,951		665
EQT Corp		2,732		111
Equitrans Midstream Corp		2,185		16
Expro Group Holdings *		1,529		20
Exxon Mobil Corp		52,023		4,542
Gevo *		26,517		60
Golar LNG Ltd *		3,888		97
Halliburton Co		5,660		139


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Helix Energy Solutions Group *		10,917	$	42
Helmerich & Payne Inc		1,494		55
Hess Corp		4,195		457
HF Sinclair		3,119		168
International Seaways Inc		642		23
Kinder Morgan Inc		32,576		542
Kinetik Holdings, Cl A		310		10
Kosmos Energy Ltd *		44,503		230
Magnolia Oil & Gas Corp, Cl A		1,806		36
Marathon Oil Corp		5,472		123
Marathon Petroleum Corp		7,000		695
Murphy Oil Corp		449		16
Nabors Industries Ltd *		367		37
NOV Inc		482		8
Occidental Petroleum Corp		8,202		504
Oceaneering International Inc *		3,376		27
ONEOK Inc		3,505		180
Ovintiv		1,009		46
Patterson-UTI Energy Inc		4,952		58
PBF Energy Inc, Cl A		494		17
Phillips 66		5,367		433
Pioneer Natural Resources Co		2,260		489
Range Resources Corp		2,413		61
RPC Inc		1,226		9
Schlumberger NV Ltd		39,202		1,407
SM Energy		5,146		194
Southwestern Energy Co *		21,739		133
Targa Resources Corp		11,252		679
Tellurian *		11,904		28
Texas Pacific Land		29		52
Uranium Energy *		15,244		53
Valero Energy Corp		4,715		504
Williams Cos Inc/The		11,002		315

				21,344
Financials — 12.1%
Affiliated Managers Group Inc		910		102
Aflac Inc		4,037		227
AGNC Investment Corp ^‡		2,838		24
Alleghany Corp *		15		13
Allegiance Bancshares Inc		1,318		55
Allstate Corp/The		3,458		431
Ally Financial Inc		1,575		44
Amalgamated Financial		2,110		48
American Express Co		9,360		1,263
American Financial Group Inc/OH		449		55
American International Group Inc		6,597		313
Ameriprise Financial Inc		1,250		315
Ameris Bancorp		1,129		50
AMERISAFE Inc		743		35
Annaly Capital Management ^‡		9,785		168
Aon PLC, Cl A		3,101		831


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Apollo Commercial Real Estate Finance Inc ^‡		2,686	$	22
Apollo Global Management		2,091		97
Arch Capital Group Ltd *		2,404		109
Ares Management, Cl A		632		39
Argo Group International Holdings Ltd		750		14
Arthur J Gallagher & Co		1,324		227
Artisan Partners Asset Management Inc, Cl A		1,589		43
AssetMark Financial Holdings *		1,796		33
Associated Banc-Corp		4,274		86
Assurant Inc		87		13
Assured Guaranty Ltd		994		48
Atlantic Union Bankshares Corp		1,302		40
Axis Capital Holdings Ltd		825		41
Axos Financial Inc *		310		11
Bank of America Corp		87,545		2,644
Bank of Hawaii Corp		1,051		80
Bank of Marin Bancorp		1,079		32
Bank of New York Mellon Corp/The		12,656		487
Bank of NT Butterfield & Son Ltd/The		1,324		43
Bank OZK		366		14
BankUnited Inc		2,418		83
Banner Corp		851		50
Berkshire Hathaway Inc, Cl B *		22,327		5,962
Berkshire Hills Bancorp Inc		1,501		41
BGC Partners Inc, Cl A		8,389		26
BlackRock Inc, Cl A		1,878		1,033
Blackstone		6,935		580
BOK Financial Corp		568		50
Bread Financial Holdings		1,335		42
Brighthouse Financial Inc *		268		12
Brown & Brown Inc		290		18
Cadence Bank		1,525		39
Capital One Financial Corp		3,914		361
Capitol Federal Financial Inc		3,529		29
Carlyle Group		923		24
Cathay General Bancorp		1,291		50
Cboe Global Markets Inc		99		12
Central Pacific Financial Corp		1,651		34
Charles Schwab Corp/The		16,432		1,181
Chimera Investment Corp ^‡		2,402		13
Chubb Ltd		6,169		1,122
Cincinnati Financial Corp		891		80
Citigroup Inc		24,313		1,013
Citizens Financial Group Inc		3,587		123
City Holding Co		607		54
CME Group Inc, Cl A		4,726		837
CNA Financial Corp		253		9
Cohen & Steers Inc		764		48
Coinbase Global, Cl A *		850		55
Comerica Inc		1,232		88


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Commerce Bancshares Inc/MO		1,640	$	108
Community Bank System Inc		710		43
ConnectOne Bancorp Inc		1,891		44
Credit Acceptance Corp *		177		78
Cullen/Frost Bankers Inc		850		112
Dime Community Bancshares		1,467		43
Discover Financial Services		11,446		1,041
Eagle Bancorp Inc		1,035		46
East West Bancorp Inc		1,710		115
eHealth Inc *		512		2
Ellington Financial Inc ^‡		2,748		31
Enterprise Financial Services Corp		1,063		47
Equitable Holdings Inc		432		11
Erie Indemnity Co, Cl A		433		96
Essent Group Ltd		970		34
Evercore Inc, Cl A		659		54
Everest Re Group Ltd		179		47
Eversource Energy		10,983		856
FactSet Research Systems Inc		306		122
FB Financial Corp		1,250		48
Federal Agricultural Mortgage Corp, Cl C		119		12
Federated Hermes Inc, Cl B		1,492		49
Fidelity National Financial Inc		1,063		38
Fifth Third Bancorp		4,599		147
First American Financial Corp		814		38
First BanCorp/Puerto Rico		4,571		63
First Busey Corp		1,790		39
First Citizens BancShares Inc/NC, Cl A		159		127
First Commonwealth Financial Corp		3,365		43
First Financial Bancorp		1,921		40
First Financial Bankshares Inc		1,378		58
First Hawaiian Inc		3,126		77
First Horizon National Corp		6,041		138
First Interstate BancSystem, Cl A		1,171		47
First Merchants Corp		1,182		46
First Republic Bank/CA		1,080		141
FirstCash Holdings		612		45
FNB Corp/PA		3,907		45
Franklin Resources Inc		6,856		148
Fulton Financial Corp		2,789		44
Genworth Financial Inc, Cl A *		10,439		37
German American Bancorp Inc		1,414		50
Globe Life Inc		108		11
Goldman Sachs Group Inc/The		3,960		1,160
Goosehead Insurance Inc, Cl A *		215		8
Hancock Whitney Corp		1,142		52
Hannon Armstrong Sustainable Infrastructure Capital Inc		20,833		624
Hanover Insurance Group Inc/The		124		16
HarborOne Bancorp Inc		4,621		62
Hartford Financial Services Group Inc/The		1,006		62
Heartland Financial USA Inc		1,003		43


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Heritage Financial Corp/WA		1,744	$	46
Home BancShares Inc/AR		2,523		57
HomeStreet Inc		309		9
Hope Bancorp Inc		3,233		41
Horace Mann Educators Corp		1,125		40
Houlihan Lokey Inc, Cl A		192		14
Huntington Bancshares Inc/OH		9,540		126
Independent Bank Corp		580		43
Independent Bank Group Inc		846		52
Intercontinental Exchange Inc		5,170		467
Invesco Ltd		18,276		250
Invesco Mortgage Capital		323		4
James River Group Holdings Ltd		1,180		27
Janus Henderson Group		1,207		24
Jefferies Financial Group Inc		2,313		68
JPMorgan Chase & Co		35,839		3,745
KeyCorp		12,904		207
Kinsale Capital Group Inc		73		19
KKR & Co Inc		3,222		139
KKR Real Estate Finance Trust Inc ^‡		2,440		40
Lakeland Bancorp Inc		2,890		46
Lazard Ltd, Cl A		2,316		74
Lemonade *		1,665		35
LendingTree Inc *		175		4
Lincoln National Corp		3,621		159
Loews Corp		222		11
LPL Financial Holdings Inc		1,036		226
M&T Bank Corp		1,519		268
MarketAxess Holdings Inc		144		32
Marsh & McLennan Cos Inc		14,595		2,179
Mercury General Corp		233		7
MetLife Inc		6,576		400
MFA Financial ^‡		1,584		12
MGIC Investment Corp		3,455		44
Moelis & Co, Cl A		1,564		53
Moody's Corp		2,613		635
Morgan Stanley		31,017		2,451
Morningstar Inc		67		14
Mr Cooper Group Inc *		335		14
MSCI Inc, Cl A		635		268
Nasdaq Inc		7,134		404
NBT Bancorp Inc		1,213		46
Nelnet Inc, Cl A		145		11
New York Community Bancorp Inc		951		8
New York Mortgage Trust Inc ^‡		7,776		18
NMI Holdings Inc, Cl A *		1,470		30
Northern Trust Corp		7,549		646
Northfield Bancorp Inc		2,868		41
OFG Bancorp		2,119		53
Old National Bancorp/IN		5,093		84
OneMain Holdings Inc, Cl A		258		8
Orchid Island Capital, Cl A ^‡		3,472		28


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Pacific Premier Bancorp Inc		3,188	$	99
PacWest Bancorp		1,283		29
Palomar Holdings Inc, Cl A *		145		12
Pathward Financial		266		9
PennyMac Mortgage Investment Trust ^‡		14,190		167
Pinnacle Financial Partners Inc		1,489		121
PNC Financial Services Group Inc/The		5,690		850
Popular Inc		1,507		109
PRA Group Inc *		1,320		43
Primerica		323		40
Principal Financial Group Inc		662		48
ProAssurance Corp		1,351		26
PROG Holdings Inc *		832		12
Progressive Corp/The		6,231		724
Prosperity Bancshares Inc		1,192		79
Provident Financial Services Inc		1,988		39
Prudential Financial Inc		16,015		1,374
Radian Group Inc		1,924		37
Raymond James Financial Inc		1,949		193
Redwood Trust Inc ^‡		2,992		17
Regional Management		872		24
Regions Financial Corp		72,286		1,451
Reinsurance Group of America Inc, Cl A		578		73
RenaissanceRe Holdings Ltd		248		35
Renasant Corp		1,366		43
Rithm Capital ^‡		14,139		103
RLI Corp		545		56
S&P Global Inc		7,141		2,180
S&T Bancorp Inc		1,247		37
Sandy Spring Bancorp Inc		1,350		48
Seacoast Banking Corp of Florida		1,616		49
ServisFirst Bancshares Inc		187		15
Signature Bank/New York NY		676		102
Silvergate Capital, Cl A *		716		54
SLM Corp		8,316		116
SouthState		216		17
Starwood Property Trust Inc ^‡		2,000		36
State Street Corp		9,970		606
Stifel Financial Corp		245		13
SVB Financial Group *		439		147
Synchrony Financial		4,720		133
Synovus Financial Corp		1,267		48
T Rowe Price Group Inc		2,711		285
Texas Capital Bancshares Inc *		822		49
TFS Financial Corp		573		7
TPG RE Finance Trust Inc ^‡		2,439		17
Travelers Cos Inc/The		2,743		420
TriCo Bancshares		1,219		54
Triumph Bancorp Inc *		822		45
Truist Financial Corp		14,236		620
Trustmark Corp		1,410		43
Two Harbors Investment Corp ^‡		6,390		21


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
UMB Financial Corp		715	$	60
Umpqua Holdings Corp		2,753		47
Univest Financial Corp		1,820		43
Unum Group		1,638		64
Upstart Holdings *		1,290		27
US Bancorp		12,299		496
Valley National Bancorp		4,269		46
Veritex Holdings Inc		348		9
Virtu Financial Inc, Cl A		3,026		63
W R Berkley Corp		247		16
Walker & Dunlop Inc		749		63
Washington Trust Bancorp Inc		924		43
Webster Financial Corp		2,008		91
Wells Fargo & Co		46,926		1,887
Westamerica BanCorp		731		38
Western Alliance Bancorp		1,801		118
Willis Towers Watson PLC		907		182
Wintrust Financial Corp		708		58
Zions Bancorp NA		1,771		90

				55,797
Health Care — 14.4%
10X Genomics, Cl A *		954		27
Abbott Laboratories		27,119		2,624
AbbVie Inc		25,124		3,372
ABIOMED Inc *		332		82
Acadia Healthcare Co Inc *		220		17
Accolade *		956		11
AdaptHealth, Cl A *		2,632		49
Adaptive Biotechnologies Corp *		1,704		12
Aerie Pharmaceuticals Inc *		2,282		35
Agilent Technologies Inc		7,874		957
Agios Pharmaceuticals Inc *		1,062		30
Alector Inc *		2,628		25
Align Technology Inc *		691		143
Allogene Therapeutics Inc *		1,838		20
Alnylam Pharmaceuticals Inc *		1,202		241
Amedisys Inc *		56		5
American Well, Cl A *		10,093		36
AmerisourceBergen Corp, Cl A		266		36
Amgen Inc		7,498		1,690
Amicus Therapeutics Inc *		5,193		54
AMN Healthcare Services Inc *		832		88
Anika Therapeutics Inc *		920		22
Apellis Pharmaceuticals Inc *		246		17
Apollo Medical Holdings Inc *		344		13
Arcturus Therapeutics Holdings *		483		7
Arcus Biosciences Inc *		2,371		62
Arrowhead Pharmaceuticals Inc *		251		8
Arvinas Inc *		1,298		58
Atara Biotherapeutics Inc *		3,254		12
AtriCure *		1,029		40


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Atrion Corp		71	$	40
Avanos Medical Inc *		301		7
Avantor Inc *		1,656		32
Avidity Biosciences *		2,388		39
Axonics Inc *		351		25
Axsome Therapeutics Inc *		618		28
Azenta		207		9
Baxter International Inc		12,373		666
Becton Dickinson and Co		4,437		989
BioCryst Pharmaceuticals Inc *		5,296		67
Biogen Inc *		2,874		767
Biohaven Pharmaceutical Holding Co Ltd *		90		14
BioLife Solutions *		2,163		49
BioMarin Pharmaceutical Inc *		1,042		88
Bio-Rad Laboratories Inc, Cl A *		32		13
Bio-Techne Corp		53		15
Bluebird Bio Inc *		645		4
Boston Scientific Corp *		16,399		635
Bridgebio Pharma Inc *		241		2
Bristol-Myers Squibb Co		34,297		2,438
Brookdale Senior Living Inc *		7,397		32
Bruker Corp		233		12
Cara Therapeutics Inc *		2,942		28
Cardinal Health Inc		2,213		148
CareDx *		6,310		107
Cassava Sciences *		614		26
Castle Biosciences *		730		19
Catalent Inc *		949		69
Catalyst Pharmaceuticals Inc *		11,416		146
Centene Corp *		4,805		374
Change Healthcare Inc *		3,522		97
Charles River Laboratories International Inc *		77		15
Chemed Corp		114		50
ChemoCentryx Inc *		2,278		118
Cigna Corp		7,185		1,994
Cooper Cos Inc/The		236		62
Corcept Therapeutics Inc *		3,878		99
CorVel Corp *		125		17
Covetrus Inc *		1,045		22
Crinetics Pharmaceuticals Inc *		2,310		45
CryoPort *		871		21
CVS Health Corp		21,680		2,068
Cytokinetics Inc *		7,134		346
Danaher Corp		7,387		1,908
DaVita Inc *		160		13
Deciphera Pharmaceuticals Inc *		716		13
Denali Therapeutics Inc *		2,631		81
DENTSPLY SIRONA Inc		3,113		88
Dexcom *		3,388		273
Dynavax Technologies Corp *		8,733		91
Eagle Pharmaceuticals Inc/DE *		1,045		28


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Editas Medicine Inc, Cl A *		1,596	$	20
Edwards Lifesciences Corp *		8,484		701
Elanco Animal Health Inc *		398		5
Elevance Health		4,242		1,927
Eli Lilly and Co		11,234		3,633
Embecta		887		26
Emergent BioSolutions Inc *		950		20
Enanta Pharmaceuticals Inc *		785		41
Encompass Health Corp		164		7
Enhabit *		82		1
Enovis *		485		22
Envista Holdings Corp *		317		10
Esperion Therapeutics Inc *		962		6
Exact Sciences Corp *		930		30
Exelixis Inc *		4,344		68
Fate Therapeutics Inc *		3,277		73
FibroGen Inc *		1,053		14
Fulgent Genetics *		853		33
Gilead Sciences Inc		14,228		878
Glaukos Corp *		167		9
Global Blood Therapeutics Inc *		643		44
Globus Medical Inc, Cl A *		179		11
Gossamer Bio Inc *		3,279		39
Halozyme Therapeutics Inc *		2,641		104
Hanger Inc *		1,891		35
HCA Healthcare Inc		2,314		425
Health Catalyst Inc *		1,594		15
HealthEquity Inc *		673		45
Henry Schein Inc *		2,612		172
Heron Therapeutics Inc *		1,977		8
Heska Corp *		69		5
Hologic Inc *		927		60
Horizon Therapeutics PLC *		1,437		89
Humana Inc		1,171		568
ICU Medical Inc *		62		9
Ideaya Biosciences *		4,068		61
IDEXX Laboratories Inc *		707		230
IGM Biosciences *		1,084		25
Illumina Inc *		3,200		611
ImmunityBio *		12,691		63
Inari Medical *		419		30
Incyte Corp *		1,063		71
Innoviva Inc *		3,557		41
Inogen Inc *		706		17
Inovio Pharmaceuticals Inc *		2,095		4
Insmed Inc *		2,129		46
Inspire Medical Systems Inc *		110		20
Insulet Corp *		65		15
Integer Holdings Corp *		625		39
Integra LifeSciences Holdings Corp *		188		8
Intellia Therapeutics *		1,231		69
Intercept Pharmaceuticals Inc *		417		6


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Intra-Cellular Therapies Inc *		3,894	$	181
Intuitive Surgical Inc *		4,209		789
Invitae Corp *		330		1
Ionis Pharmaceuticals Inc *		782		35
Iovance Biotherapeutics Inc *		8,304		80
IQVIA Holdings Inc *		1,378		250
iRhythm Technologies *		210		26
Ironwood Pharmaceuticals Inc, Cl A *		3,844		40
Johnson & Johnson		32,418		5,296
Karuna Therapeutics Inc *		118		27
Karyopharm Therapeutics Inc *		2,929		16
Kezar Life Sciences *		10,142		87
Kiniksa Pharmaceuticals Ltd, Cl A *		4,016		52
Kodiak Sciences Inc *		1,218		9
Krystal Biotech Inc *		823		57
Kura Oncology Inc *		3,438		47
Laboratory Corp of America Holdings		515		105
Lantheus Holdings Inc *		2,408		169
LHC Group Inc *		57		9
Ligand Pharmaceuticals Inc *		462		40
LivaNova PLC *		657		33
MacroGenics Inc *		1,782		6
Madrigal Pharmaceuticals Inc *		531		35
McKesson Corp		1,233		419
MeiraGTx Holdings *		4,240		36
Merck & Co Inc		36,681		3,159
Meridian Bioscience Inc *		1,293		41
Mersana Therapeutics *		13,514		91
Mettler-Toledo International Inc *		1,016		1,101
Mirati Therapeutics Inc *		429		30
Moderna Inc *		4,368		517
Molina Healthcare *		148		49
Myriad Genetics Inc *		1,860		36
Natera Inc *		229		10
National Research Corp		779		31
Nektar Therapeutics, Cl A *		2,328		7
Neogen Corp *		300		4
Neurocrine Biosciences Inc *		1,089		116
Nevro Corp *		83		4
NextGen Healthcare Inc *		3,392		60
Novavax Inc *		816		15
Novocure *		224		17
Ocugen *		19,686		35
Omnicell *		466		41
Option Care Health Inc *		648		20
OraSure Technologies Inc *		6,042		23
Organon		649		15
Pediatrix Medical Group *		417		7
Pennant Group Inc/The *		1,609		17
Penumbra Inc *		72		14
PerkinElmer Inc		120		14
Pfizer Inc		73,662		3,223


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Phreesia Inc *		361	$	9
Premier Inc, Cl A		2,266		77
Protagonist Therapeutics *		1,083		9
PTC Therapeutics Inc *		1,021		51
QIAGEN NV *		2,338		97
Quest Diagnostics Inc		865		106
Reata Pharmaceuticals Inc, Cl A *		537		14
Regeneron Pharmaceuticals Inc *		1,105		761
Repligen Corp *		553		103
ResMed Inc		2,930		640
Revance Therapeutics Inc *		3,056		83
Rocket Pharmaceuticals *		932		15
Sage Therapeutics Inc *		516		20
Sangamo Therapeutics Inc *		1,002		5
Sarepta Therapeutics Inc *		87		10
Seagen Inc *		750		103
Shockwave Medical Inc *		1,210		336
Simulations Plus Inc		1,477		72
Sorrento Therapeutics Inc *		12,406		19
STAAR Surgical Co *		1,478		104
Stryker Corp		3,476		704
Supernus Pharmaceuticals Inc *		2,174		74
Surmodics Inc *		1,169		36
Tactile Systems Technology Inc *		728		6
Tandem Diabetes Care Inc *		144		7
Teladoc Health Inc *		2,033		52
Teleflex Inc		742		149
Tenon Medical *		21,009		28
TG Therapeutics Inc *		4,916		29
Theravance Biopharma Inc *		2,200		22
Thermo Fisher Scientific Inc		4,827		2,448
Travere Therapeutics *		3,434		85
Twist Bioscience Corp *		606		21
Ultragenyx Pharmaceutical Inc *		1,143		47
United Therapeutics Corp *		559		117
UnitedHealth Group Inc		11,483		5,799
Universal Health Services Inc, Cl B		80		7
US Physical Therapy Inc		428		33
Utah Medical Products		515		44
Varex Imaging Corp *		1,631		34
Vaxart *		13,851		30
Veeva Systems Inc, Cl A *		1,157		191
Vericel *		1,218		28
Vertex Pharmaceuticals Inc *		3,305		957
Viatris Inc, Cl W *		1,277		11
Waters Corp *		395		106
West Pharmaceutical Services Inc		1,875		461
Xencor *		1,686		44
Y-mAbs Therapeutics *		3,117		45
Zentalis Pharmaceuticals *		497		11
Zimmer Biomet Holdings Inc		3,501		366
Zimvie *		350		3


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Zoetis Inc, Cl A		6,022	$	893

				66,703
Industrials — 7.7%
3M Co		10,841		1,198
A O Smith Corp		1,708		83
AAON Inc		192		10
AAR Corp *		1,101		39
ABM Industries Inc		1,349		52
ACCO Brands Corp		5,214		26
Acuity Brands Inc		84		13
AECOM		6,633		454
AerSale *		3,461		64
AGCO Corp		149		14
Air Lease Corp, Cl A		1,053		33
Alamo Group Inc		86		11
Alaska Air Group Inc *		9,238		362
Albany International Corp, Cl A		652		51
Allegion PLC		855		77
Allison Transmission Holdings Inc		1,870		63
Altra Industrial Motion Corp		260		9
AMERCO		28		14
American Airlines Group Inc *		405		5
American Woodmark Corp *		461		20
AMETEK Inc		1,369		155
Apogee Enterprises Inc		1,229		47
Applied Industrial Technologies Inc		745		77
ArcBest Corp		336		24
Arcosa Inc		1,128		65
Argan Inc		1,315		42
Armstrong World Industries Inc		161		13
ASGN Inc *		146		13
Astec Industries Inc		204		6
Astronics *		3,653		29
Atkore *		453		35
Avis Budget Group Inc *		2,276		338
Axon Enterprise Inc *		1,678		194
AZZ Inc		1,071		39
Barnes Group Inc		807		23
Blink Charging *		1,491		26
Bloom Energy Corp, Cl A *		4,597		92
Brady Corp, Cl A		4,773		199
Brink's Co/The		540		26
Cadre Holdings		2,060		50
Carlisle Cos Inc		311		87
Carrier Global Corp		6,184		220
CBIZ Inc *		1,805		77
CH Robinson Worldwide Inc		148		14
Chart Industries Inc *		142		26
Cintas Corp		1,907		740
CIRCOR International Inc *		1,110		18
Clean Harbors Inc *		137		15


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Comfort Systems USA Inc		988	$	96
Construction Partners Inc, Cl A *		391		10
Copa Holdings SA, Cl A *		469		31
Copart Inc *		1,284		137
CoStar Group Inc *		3,260		227
Crane Holdings		135		12
CSW Industrials Inc		116		14
CSX Corp		29,082		775
Cummins Inc		3,179		647
Deere & Co		4,735		1,581
Delta Air Lines Inc *		35,179		987
Deluxe Corp		981		16
Donaldson Co Inc		202		10
Dover Corp		383		45
Dycom Industries Inc *		1,064		102
Eaton Corp PLC		13,217		1,763
EMCOR Group Inc		565		65
Emerson Electric Co		6,592		483
Enerpac Tool Group, Cl A		2,369		42
EnerSys		664		39
EnPro Industries Inc		738		63
Equifax Inc		535		92
Esab		485		16
ESCO Technologies Inc		568		42
ESS Tech *		12,723		52
Expeditors International of Washington Inc		1,163		103
Exponent Inc		135		12
Fastenal Co		2,894		133
Federal Signal Corp		1,560		58
FedEx Corp		2,712		403
Flowserve Corp		239		6
Fluor Corp *		4,373		109
Forrester Research Inc *		1,169		42
Fortune Brands Home & Security Inc		174		9
Forward Air Corp		144		13
Franklin Electric Co Inc		180		15
FTC Solar *		10,081		30
FTI Consulting Inc *		443		73
FuelCell Energy *		8,509		29
Generac Holdings Inc *		203		36
General Electric		11,119		688
Gibraltar Industries Inc *		164		7
Graco Inc		223		13
GrafTech International Ltd		954		4
Granite Construction Inc		1,780		45
Great Lakes Dredge & Dock Corp *		4,289		33
Greenbrier Cos Inc/The		1,583		38
GXO Logistics *		1,041		37
Hawaiian Holdings Inc *		1,619		21
Healthcare Services Group Inc		422		5
HEICO Corp		4,351		626
HEICO Corp, Cl A		4,045		464


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Helios Technologies Inc		1,091	$	55
Herc Holdings Inc		1,012		105
Hexcel Corp		24,223		1,253
Hillenbrand Inc		300		11
HNI Corp		1,268		34
Howmet Aerospace Inc		7,379		228
Hubbell Inc, Cl B		78		17
Hyliion Holdings *		4,149		12
IAA Inc *		253		8
ICF International Inc		545		59
IDEX Corp		68		14
Illinois Tool Works Inc		9,569		1,729
Ingersoll Rand Inc		355		15
Insperity Inc		592		60
Interface Inc, Cl A		7,028		63
ITT Inc		1,404		92
JB Hunt Transport Services Inc		437		68
JetBlue Airways Corp *		837		6
John Bean Technologies Corp		439		38
Kadant Inc		475		79
Kaman Corp		24,669		689
KAR Auction Services Inc *		2,303		26
Kelly Services Inc, Cl A		2,214		30
Kennametal Inc		1,343		28
Kforce Inc		444		26
Kimball International, Cl B		4,936		31
Kirby Corp *		1,032		63
Knight-Swift Transportation Holdings Inc, Cl A		1,357		66
Korn Ferry		1,193		56
Landstar System Inc		83		12
Lennox International Inc		44		10
Li-Cycle Holdings *		8,390		45
Lincoln Electric Holdings Inc		1,027		129
Lindsay Corp		91		13
Lyft Inc, Cl A *		240		3
ManpowerGroup Inc		3,586		232
Marten Transport Ltd		3,469		66
Masco Corp		245		11
Matson Inc		1,273		78
Maxar Technologies Inc		10,873		204
McGrath RentCorp		666		56
MDU Resources Group Inc		386		11
Middleby Corp/The *		103		13
MillerKnoll		2,900		45
MRC Global Inc *		3,597		26
MSA Safety Inc		392		43
MSC Industrial Direct Co Inc, Cl A		1,115		81
Nordson Corp		600		127
Norfolk Southern Corp		2,628		551
NOW Inc *		4,359		44
NV5 Global Inc *		202		25


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Old Dominion Freight Line Inc		516	$	128
Omega Flex Inc		70		6
Oshkosh Corp		2,762		194
Otis Worldwide Corp		2,457		157
Owens Corning		4,958		390
PACCAR Inc		1,967		165
Park Aerospace		4,245		47
Parker-Hannifin Corp		1,231		298
Parsons Corp *		1,198		47
Pentair PLC		245		10
Pitney Bowes Inc		11,792		28
Plug Power Inc *		4,368		92
Proto Labs Inc *		91		3
Quanta Services Inc		2,291		292
RBC Bearings Inc *		64		13
Redwire *		15,060		36
Regal Rexnord		1,068		150
Republic Services Inc, Cl A		969		132
Resideo Technologies Inc *		448		9
Robert Half International Inc		806		62
Rockwell Automation Inc		1,620		348
Rollins Inc		3,532		123
Ryder System Inc		1,425		108
Saia Inc *		96		18
Schneider National Inc, Cl B		521		11
Shoals Technologies Group, Cl A *		697		15
Shyft Group Inc/The		429		9
Simpson Manufacturing Co Inc		643		50
SiteOne Landscape Supply *		361		38
Snap-on Inc		318		64
Southwest Airlines Co *		2,055		63
SP Plus Corp *		1,169		37
Spirit AeroSystems Holdings Inc, Cl A		10,141		222
Spirit Airlines Inc		1,221		23
SPX Technologies *		999		55
Stanley Black & Decker Inc		1,349		101
Steelcase Inc, Cl A		2,620		17
Stem *		5,869		78
Stericycle Inc *		179		8
Sunrun Inc *		1,979		55
Tennant Co		639		36
Terex Corp		341		10
Tetra Tech Inc		564		73
Timken Co/The		204		12
Toro Co/The		1,175		102
TPI Composites Inc *		472		5
TransUnion		135		8
Trex Co Inc *		1,134		50
Trinity Industries Inc		511		11
Triton International		827		45
Triumph Group Inc *		1,853		16
TrueBlue Inc *		2,106		40


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Uber Technologies Inc *		17,665	$	468
UFP Industries Inc		196		14
UniFirst Corp/MA		235		40
Union Pacific Corp		7,120		1,387
United Airlines Holdings Inc *		289		9
United Parcel Service Inc, Cl B		8,569		1,384
United Rentals Inc *		1,692		457
Univar Solutions Inc *		476		11
Valmont Industries Inc		76		20
Verisk Analytics Inc, Cl A		1,729		295
Virgin Galactic Holdings Inc *		141,653		667
Wabash National Corp		3,217		50
Waste Management Inc		6,467		1,036
Watsco Inc		52		13
Watts Water Technologies Inc, Cl A		507		64
WESCO International Inc *		3,661		437
Westinghouse Air Brake Technologies Corp		465		38
WillScot Mobile Mini Holdings Corp, Cl A *		590		24
Woodward Inc		139		11
WW Grainger Inc		3,060		1,497
XPO Logistics Inc *		1,041		46
Xylem Inc/NY		13,846		1,210
Zurn Elkay Water Solutions		1,629		40

				35,801
Information Technology — 25.3%
8x8 Inc *		2,725		9
Accenture PLC, Cl A		11,297		2,907
ACI Worldwide Inc *		1,373		29
Adeia		2,351		33
Adobe Inc *		8,356		2,300
ADTRAN Holdings		979		19
Advanced Energy Industries Inc		725		56
Advanced Micro Devices Inc *		18,853		1,195
Affirm Holdings, Cl A *		2,309		43
Agilysys Inc *		323		18
Akamai Technologies Inc *		7,949		638
Akoustis Technologies Inc *		2,669		8
Alarm.com Holdings Inc *		1,192		77
Altair Engineering Inc, Cl A *		269		12
Alteryx Inc, Cl A *		635		35
Ambarella Inc *		160		9
Amdocs Ltd		3,632		289
Amkor Technology Inc		3,864		66
Amphenol Corp, Cl A		4,648		311
Analog Devices Inc		5,627		784
ANSYS Inc *		683		151
Appian Corp, Cl A *		1,246		51
Apple Inc		196,636		27,175
Applied Materials Inc		13,913		1,140
Arista Networks Inc *		3,072		347
Arlo Technologies *		7,542		35


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Arrow Electronics Inc *		2,084	$	192
Asana, Cl A *		3,091		69
Aspen Technology *		173		41
Autodesk Inc *		3,559		665
Automatic Data Processing Inc		10,896		2,465
Avnet Inc		325		12
Axcelis Technologies Inc *		2,104		127
Badger Meter Inc		775		72
Belden Inc		900		54
Benchmark Electronics Inc		1,447		36
Bentley Systems, Cl B		1,422		44
Bill.com Holdings Inc *		1,644		218
Black Knight Inc *		1,569		102
Blackbaud Inc *		629		28
Blackline Inc *		185		11
Block, Cl A *		4,127		227
Box Inc, Cl A *		539		13
Broadcom Inc		4,787		2,125
Broadridge Financial Solutions Inc		720		104
Cadence Design Systems Inc *		2,312		378
Cass Information Systems Inc		865		30
CDW Corp/DE		806		126
Cerence Inc *		493		8
Ceridian HCM Holding Inc *		792		44
Ciena Corp *		1,223		49
Cirrus Logic Inc *		640		44
Cisco Systems Inc		64,863		2,595
Citrix Systems Inc		100		10
Cloudflare, Cl A *		1,522		84
Cognex Corp		203		8
Cognizant Technology Solutions Corp, Cl A		8,315		478
Coherent *		265		9
Cohu Inc *		2,351		61
CommScope Holding Co Inc *		7,086		65
CommVault Systems Inc *		219		12
Concentrix		387		43
Consensus Cloud Solutions *		180		9
Corning Inc		6,104		177
Coupa Software Inc *		970		57
Crowdstrike Holdings Inc, Cl A *		1,523		251
CSG Systems International Inc		965		51
CTS Corp		1,735		72
Datadog Inc, Cl A *		1,589		141
Dell Technologies Inc, Cl C		4,108		140
Diebold Nixdorf Inc *		4,695		11
Digital Turbine Inc *		4,674		67
DocuSign Inc, Cl A *		1,618		87
Dolby Laboratories Inc, Cl A		731		48
Domo Inc, Cl B *		297		5
Dropbox Inc, Cl A *		2,914		60
Dynatrace Inc *		465		16
Ebix Inc		299		6


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Elastic NV *		183	$	13
Enphase Energy Inc *		2,963		822
Entegris Inc		1,018		85
Envestnet Inc *		717		32
EPAM Systems Inc *		1,434		519
Euronet Worldwide Inc *		74		6
Everbridge Inc *		1,814		56
EVERTEC Inc		1,569		49
ExlService Holdings Inc *		136		20
Extreme Networks Inc *		6,878		90
F5 Inc *		578		84
Fair Isaac Corp *		299		123
Fastly Inc, Cl A *		905		8
Fidelity National Information Services Inc		7,874		595
First Solar Inc *		3,538		468
Fiserv Inc *		5,664		530
Five9 Inc *		93		7
FleetCor Technologies Inc *		277		49
FormFactor Inc *		353		9
Fortinet Inc *		4,535		223
Gartner *		326		90
Genpact Ltd		6,870		301
Global Payments Inc		2,965		320
Globant SA *		271		51
GoDaddy Inc, Cl A *		1,102		78
Guidewire Software Inc *		109		7
Hackett Group Inc/The		3,129		55
HubSpot Inc *		322		87
Ichor Holdings Ltd *		486		12
Infinera Corp *		6,579		32
Inseego Corp *		7,132		15
Insight Enterprises Inc *		132		11
Intel Corp		51,878		1,337
InterDigital Inc		917		37
International Business Machines Corp		13,123		1,559
Intuit Inc		3,714		1,439
IPG Photonics Corp *		558		47
Itron Inc *		588		25
Jabil Inc		6,948		401
Jack Henry & Associates Inc		636		116
Juniper Networks Inc		7,826		204
Keysight Technologies Inc *		10,325		1,625
Kimball Electronics *		2,142		37
KLA Corp		1,904		576
Knowles Corp *		2,314		28
Kulicke & Soffa Industries		764		29
Kyndryl Holdings *		2,624		22
Lam Research Corp		3,493		1,279
Lattice Semiconductor Corp *		369		18
Littelfuse Inc		60		12
Lumentum Holdings Inc *		660		45
Manhattan Associates Inc *		1,278		170


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Marathon Digital Holdings *		3,468	$	37
Marvell Technology		7,143		307
Mastercard Inc, Cl A		12,101		3,441
Matterport *		11,962		45
Maximus		682		39
Microchip Technology Inc		3,873		236
Micron Technology Inc		11,221		562
Microsoft Corp		99,587		23,194
MicroStrategy Inc, Cl A *		69		15
MicroVision *		2,858		10
MKS Instruments Inc		103		9
MongoDB Inc, Cl A *		574		114
Monolithic Power Systems Inc		64		23
N-Able *		317		3
National Instruments Corp		2,353		89
NCR Corp *		334		6
NetApp Inc		2,936		182
NetScout Systems Inc *		2,073		65
NortonLifeLock Inc		4,737		95
Novanta Inc *		98		11
Nutanix Inc, Cl A *		359		7
NVIDIA Corp		35,018		4,251
Okta Inc, Cl A *		812		46
ON Semiconductor Corp *		9,649		601
Oracle Corp		24,339		1,486
OSI Systems Inc *		497		36
PagerDuty Inc *		1,821		42
Palantir Technologies, Cl A *		12,031		98
Palo Alto Networks Inc *		2,616		428
Paychex Inc		2,612		293
Paycom Software Inc *		194		64
Paylocity Holding Corp *		417		101
PayPal Holdings Inc *		16,718		1,439
Pegasystems Inc		150		5
Perficient Inc *		1,142		74
Photronics Inc *		580		8
Plexus Corp *		589		52
Power Integrations Inc		196		13
Priority Technology Holdings *		10,659		48
Progress Software Corp		1,206		51
PROS Holdings Inc *		818		20
PTC Inc *		677		71
Pure Storage Inc, Cl A *		685		19
Qorvo Inc *		100		8
QUALCOMM Inc		17,833		2,015
Qualys Inc *		591		82
Rambus Inc *		3,633		92
Rapid7 Inc *		393		17
Repay Holdings, Cl A *		7,436		53
RingCentral Inc, Cl A *		699		28
Riot Blockchain *		3,379		24
Rogers Corp *		392		95


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Roper Technologies Inc		850	$	306
Sabre Corp *		506		3
Salesforce *		16,945		2,437
Sanmina Corp *		1,459		67
ScanSource Inc *		1,292		34
Semtech Corp *		1,000		29
ServiceNow Inc *		2,243		847
Silicon Laboratories Inc *		437		54
Skyworks Solutions Inc		308		26
Smartsheet Inc, Cl A *		266		9
Snowflake, Cl A *		2,583		439
SolarWinds *		317		2
Splunk Inc *		1,357		102
Sprout Social, Cl A *		832		50
SPS Commerce Inc *		152		19
Sumo Logic *		5,230		39
Switch Inc, Cl A		779		26
Synaptics Inc *		142		14
Synopsys Inc *		1,235		377
TD SYNNEX		387		31
Teledyne Technologies Inc *		997		336
Telos *		6,297		56
Teradata Corp *		4,437		138
Teradyne Inc		4,784		360
Texas Instruments Inc		10,356		1,603
Trimble Inc *		2,035		110
TTEC Holdings Inc		202		9
TTM Technologies Inc *		3,386		45
Tucows Inc, Cl A *		170		6
Twilio Inc, Cl A *		2,168		150
Tyler Technologies Inc *		393		137
Ubiquiti Inc		48		14
Unisys Corp *		689		5
Unity Software *		2,638		84
Universal Display Corp		1,733		164
Upland Software Inc *		255		2
Varonis Systems Inc, Cl B *		327		9
Verint Systems Inc *		947		32
VeriSign Inc *		802		139
Verra Mobility Corp, Cl A *		3,479		53
ViaSat Inc *		693		21
Viavi Solutions Inc *		3,355		44
Visa Inc, Cl A		21,213		3,769
VMware Inc, Cl A		3,153		336
Western Digital Corp *		2,423		79
Western Union Co/The		425		6
WEX Inc *		55		7
Wix.com *		342		27
Wolfspeed *		248		26
Workday Inc, Cl A *		2,079		316
Workiva Inc, Cl A *		1,224		95
Xerox Holdings Corp		4,697		61


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Zebra Technologies Corp, Cl A *		438	$	115
Zendesk Inc *		152		12
Zoom Video Communications Inc, Cl A *		2,001		147
Zscaler Inc *		786		129
Zuora Inc, Cl A *		3,498		26

				117,166
Materials — 2.5%
AdvanSix		1,143		37
Air Products and Chemicals Inc		4,688		1,091
Albemarle Corp		752		199
Alcoa Corp		5,657		190
Amcor PLC		4,821		52
Amyris *		23,256		68
AptarGroup Inc		1,944		185
Arconic Corp *		1,844		31
Ashland		152		14
ATI Inc *		2,362		63
Avery Dennison Corp		88		14
Axalta Coating Systems Ltd *		7,963		168
Balchem Corp		107		13
Ball Corp		14,154		684
Berry Global Group Inc *		4,123		192
Cabot Corp		238		15
Carpenter Technology Corp		1,006		31
Celanese Corp, Cl A		93		8
CF Industries Holdings Inc		1,066		103
Chemours Co/The		2,832		70
Cleveland-Cliffs Inc *		11,888		160
Coeur Mining Inc *		6,945		24
Commercial Metals Co		1,211		43
Compass Minerals International Inc		851		33
Corteva Inc		5,550		317
Crown Holdings Inc		6,925		561
Dow Inc		6,392		281
DuPont de Nemours Inc		3,212		162
Eagle Materials Inc		126		13
Eastman Chemical Co		9,101		647
Ecolab Inc		2,293		331
FMC Corp		2,400		254
Freeport-McMoRan Inc		27,003		738
Graphic Packaging Holding Co		681		13
Greif Inc, Cl A		1,122		67
HB Fuller Co		976		59
Huntsman Corp		475		12
Ingevity Corp *		563		34
Innospec Inc		499		43
International Flavors & Fragrances Inc		2,307		210
International Paper Co		360		11
Livent Corp *		5,807		178
Louisiana-Pacific Corp		1,740		89
LyondellBasell Industries NV, Cl A		2,182		164


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Martin Marietta Materials Inc		397	$	128
Minerals Technologies Inc		182		9
Mosaic Co/The		3,590		173
Newmont Corp		21,956		923
Novagold Resources Inc *		1,266		6
Nucor Corp		1,828		196
Packaging Corp of America		101		11
PPG Industries Inc		2,274		252
Quaker Chemical Corp		55		8
Reliance Steel & Aluminum Co		412		72
Royal Gold Inc		512		48
Schnitzer Steel Industries, Cl A		1,418		40
Scotts Miracle-Gro Co/The		163		7
Sealed Air Corp		293		13
Sensient Technologies Corp		161		11
Sherwin-Williams Co/The		4,705		963
Sonoco Products Co		185		10
Southern Copper Corp		272		12
Steel Dynamics Inc		2,648		188
Stepan Co		138		13
Summit Materials Inc, Cl A *		440		10
Sylvamo		32		1
TriMas Corp		1,583		40
Trinseo		1,345		25
Tronox Holdings PLC		4,385		54
United States Lime & Minerals Inc		98		10
United States Steel Corp		3,709		67
Valvoline Inc		11,216		284
Vulcan Materials Co		665		105
Warrior Met Coal Inc		2,378		68
Westlake		137		12
Westrock Co		3,989		123
Worthington Industries Inc		1,149		44

				11,598
Real Estate — 3.2%
Acadia Realty Trust ^‡		1,946		25
Agree Realty Corp ^‡		736		50
Alexander & Baldwin Inc ^‡		2,342		39
Alexandria Real Estate Equities Inc ^‡		1,497		210
American Homes 4 Rent, Cl A ^‡		375		12
American Tower Corp, Cl A ^‡		5,189		1,114
Anywhere Real Estate *		4,621		37
Apartment Income ^‡		304		12
Apartment Investment and Management, Cl A ^‡		1,711		12
Apple Hospitality Inc ^‡		718		10
AvalonBay Communities Inc ^‡		3,261		601
Boston Properties Inc ^‡		1,468		110
Brandywine Realty Trust ^‡		14,492		98
Brixmor Property Group Inc ^‡		4,703		87
Camden Property Trust ^‡		125		15


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
CareTrust Inc ^‡		2,438	$	44
CBRE Group Inc, Cl A *		19,071		1,287
Community Healthcare Trust Inc ^‡		1,136		37
Corporate Office Properties Trust ^‡		7,752		180
Cousins Properties Inc ^‡		289		7
Crown Castle ^‡		4,174		603
CubeSmart ^‡		377		15
DiamondRock Hospitality Co ^‡		4,575		34
Digital Realty Trust Inc ^‡		2,674		265
Douglas Emmett Inc ^‡		448		8
Duke Realty Corp ^‡		2,798		135
EastGroup Properties Inc ^‡		306		44
Empire State Realty Trust Inc, Cl A ^‡		5,592		37
EPR Properties ^‡		735		26
Equinix Inc ^‡		1,035		589
Equity Commonwealth ^‡		846		21
Equity LifeStyle Properties Inc ^‡		167		10
Equity Residential ^‡		3,485		234
Essential Properties Realty Trust Inc ^‡		2,028		39
Essex Property Trust Inc ^‡		454		110
eXp World Holdings		2,641		30
Extra Space Storage Inc ^‡		811		140
Federal Realty Investment Trust ^‡		664		60
First Industrial Realty Trust Inc ^‡		263		12
Four Corners Property Trust Inc ^‡		1,848		45
Franklin Street Properties Corp ^‡		5,897		15
Gaming and Leisure Properties Inc ^‡		283		13
Global Net Lease Inc ^‡		2,484		26
Healthcare Realty Trust, Cl A ^‡		392		8
Healthpeak Properties Inc ^‡		9,384		215
Highwoods Properties Inc ^‡		247		7
Host Hotels & Resorts Inc ^‡		17,568		279
Howard Hughes Corp/The *		795		44
Hudson Pacific Properties Inc ^‡		2,475		27
Industrial Logistics Properties Trust ^‡		516		3
Innovative Industrial Properties, Cl A ^‡		59		5
Invitation Homes Inc ^‡		1,509		51
Iron Mountain Inc ^‡		5,996		264
iStar ^‡		3,141		29
JBG SMITH Properties ^‡		2,065		38
Jones Lang LaSalle Inc *		1,270		192
Kilroy Realty Corp ^‡		4,516		190
Kimco Realty Corp ^‡		5,716		105
Kite Realty Group Trust ^‡		3,286		57
Lamar Advertising Co, Cl A ^‡		1,059		87
Life Storage Inc ^‡		165		18
LTC Properties Inc ^‡		1,142		43
LXP Industrial Trust ^‡		966		9
Macerich Co/The ^‡		5,508		44
Marcus & Millichap Inc		1,380		45
Medical Properties Trust Inc ^‡		2,513		30
Mid-America Apartment Communities Inc ^‡		318		49


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
National Health Investors Inc ^‡		635	$	36
Necessity Retail REIT ^‡		3,743		22
Newmark Group Inc, Cl A		3,753		30
Office Properties Income Trust ^‡		1,618		23
Omega Healthcare Investors Inc ^‡		1,229		36
Opendoor Technologies *		9,293		29
Orion Office REIT ^‡		124		1
Outfront Media Inc ^‡		1,951		30
Paramount Group Inc ^‡		5,922		37
Park Hotels & Resorts Inc ^‡		1,996		22
Pebblebrook Hotel Trust ^‡		1,899		28
Physicians Realty Trust ^‡		2,753		41
Piedmont Office Realty Trust Inc, Cl A ^‡		2,333		25
PotlatchDeltic Corp ^‡		231		9
Prologis Inc ^‡		17,977		1,826
Public Storage ^‡		1,303		382
Rayonier Inc ^‡		1,593		48
RE/MAX Holdings Inc, Cl A		1,292		24
Realty Income Corp ^‡		4,725		275
Redfin Corp *		458		3
Regency Centers Corp ^‡		22,441		1,208
Rexford Industrial Realty Inc ^‡		241		13
RLJ Lodging Trust ^‡		2,849		29
RMR Group Inc/The, Cl A		1,095		26
RPT Realty ^‡		3,429		26
Ryman Hospitality Properties Inc ^‡		577		42
Sabra Health Care REIT Inc ^‡		2,410		32
Safehold Inc ^‡		226		6
SBA Communications Corp, Cl A ^‡		684		195
Service Properties Trust ^‡		483		2
Simon Property Group Inc ^‡		3,706		333
SITE Centers Corp ^‡		3,734		40
SL Green Realty ^‡		2,468		99
Spirit Realty Capital Inc ^‡		237		9
St Joe Co/The		460		15
STAG Industrial Inc ^‡		359		10
STORE Capital Corp ^‡		2,555		80
Summit Hotel Properties Inc ^‡		4,173		28
Sun Communities ^‡		272		37
Tanger Factory Outlet Centers Inc ^‡		3,357		46
UDR Inc ^‡		250		10
Uniti Group Inc ^‡		1,247		9
Urban Edge Properties ^‡		2,679		36
Urstadt Biddle Properties Inc, Cl A ^‡		2,126		33
Ventas Inc ^‡		3,279		132
VICI Properties Inc ^‡		5,265		157
Vornado Realty Trust ^‡		2,903		67
Washington Real Estate Investment Trust ^‡		1,705		30
Welltower Inc ^‡		4,270		275
Weyerhaeuser Co ^‡		17,005		486
WP Carey Inc ^‡		149		10
Xenia Hotels & Resorts Inc ^‡		2,347		32


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Zillow Group Inc, Cl C *		1,112	$	32

				14,849
Utilities — 2.4%
AES Corp/The		5,282		119
ALLETE Inc		620		31
Alliant Energy Corp		213		11
Ameren Corp		1,020		82
American Electric Power Co Inc		5,930		513
American States Water Co		580		45
American Water Works Co Inc		2,717		354
Atmos Energy Corp		461		47
Avangrid Inc		1,720		72
CenterPoint Energy Inc		434		12
Clearway Energy Inc, Cl C		456		15
CMS Energy Corp		20,708		1,206
Consolidated Edison Inc		3,086		265
Constellation Energy		3,696		307
Dominion Energy Inc		8,106		560
DTE Energy Co		876		101
Duke Energy Corp		7,964		741
Edison International		3,288		186
Entergy Corp		2,276		229
Essential Utilities Inc		331		14
Evergy Inc		180		11
Exelon Corp		11,090		415
FirstEnergy Corp		1,531		57
Hawaiian Electric Industries Inc		249		9
IDACORP Inc *		108		11
MGE Energy Inc		631		41
National Fuel Gas Co		245		15
New Jersey Resources Corp		1,111		43
NextEra Energy Inc		27,072		2,123
NiSource Inc		419		11
Northwest Natural Holding Co		699		30
NRG Energy Inc		323		12
OGE Energy Corp		261		10
Ormat Technologies Inc		644		55
PG&E Corp *		692		9
Pinnacle West Capital Corp		2,640		170
PNM Resources Inc		975		45
Portland General Electric Co		894		39
PPL Corp		2,577		65
Public Service Enterprise Group Inc		3,126		176
Sempra Energy		2,764		414
SJW Group		716		41
South Jersey Industries Inc		1,556		52
Southern Co/The		13,370		909
Sunnova Energy International Inc *		810		18
UGI Corp		253		8
Vistra Corp		2,088		44
WEC Energy Group Inc		1,647		147


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Xcel Energy Inc		21,147	$	1,353

				11,243
Total Common Stock
(Cost $287,234) ($ Thousands)				449,668



FOREIGN COMMON STOCK — 1.2%

Ireland — 0.4%
Cimpress PLC *		398		10
Jazz Pharmaceuticals PLC *		616		82
Medtronic PLC		19,976		1,613
Perrigo Co PLC		211		7

				1,712

United Kingdom — 0.8%
Alkermes PLC *		2,433		54
Atlassian Corp PLC, Cl A *		1,043		220
Cushman & Wakefield PLC *		2,593		30
Gates Industrial Corp PLC *		886		9
Johnson Controls International PLC		8,308		409
Linde PLC		8,393		2,263
Nielsen Holdings PLC		7,584		210
nVent Electric PLC		457		14
Sensata Technologies Holding PLC		4,273		159
STERIS PLC		1,716		285
Trane Technologies PLC		1,779		258

				3,911

Total Foreign Common Stock
(Cost $5,578) ($ Thousands)				5,623


		Number of Rights
RIGHTS — 0.1%
Curtiss-Wright Corp *^‡^‡		1,789		249
Total Rights
(Cost $201) ($ Thousands)				249


	Shares
CASH EQUIVALENT — 1.0%
SEI Daily Income Trust, Government Fund, Cl F
2.600%**^†		4,735,247		4,735

Total Cash Equivalent
(Cost $4,735) ($ Thousands)				4,735


Total Investments in Securities — 99.4%
(Cost $297,748) ($ Thousands)			$	460,275

A list of the open futures held by the Fund at September 30, 2022 are as follows:

The futures contracts are considered to have equity rate risk associated with them.

	Percentages are based on Net Assets of $463,068 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 2022.
^†	Investment in Affiliated Security.
^†^†	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
^‡	Real Estate Investment Trust.
^‡^‡	Expiration date not available.

Cl — Class

Ltd — Limited

MSCI — Morgan Stanley Capital International

PLC — Public Limited Company

REIT — Real Estate investment Trust

S&P— Standard & Poor's

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

Investments in Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Common Stock

449,668

–

449,668

Foreign Common Stock

5,623

–

5,623

Rights

249

–

249

Cash Equivalent

4,735

–

4,735

Total Investments in Securities

460,275

–

460,275

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Depreciation		(567	)		–		–		(567	)
Total Other Financial Instruments		(567	)		–		–		(567	)

*	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 transactions with affiliates for the period ended September 30, 2022 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 41.5%
Agency Mortgage-Backed Obligations — 32.8%
FHLMC
6.500%, 12/01/2035 to 09/01/2039	$	398	$	411
6.000%, 03/01/2035		659		693
5.500%, 12/01/2036 to 12/01/2038		128		132
5.000%, 04/01/2024 to 07/01/2052		947		943
4.500%, 06/01/2038 to 08/01/2052		3,345		3,255
4.000%, 07/01/2037 to 07/01/2052		3,005		2,835
3.500%, 04/01/2033 to 05/01/2052		3,323		3,040
3.083%, ICE LIBOR USD 12 Month + 1.621%, 02/01/2050(A)		129		124
3.008%, ICE LIBOR USD 12 Month + 1.628%, 11/01/2048(A)		402		381
3.000%, 09/01/2032 to 04/01/2052		4,804		4,243
2.997%, ICE LIBOR USD 12 Month + 1.633%, 09/01/2047(A)		301		305
2.873%, ICE LIBOR USD 12 Month + 1.619%, 11/01/2047(A)		127		122
2.808%, ICE LIBOR USD 12 Month + 1.598%, 06/01/2047(A)		401		401
2.631%, ICE LIBOR USD 12 Month + 1.625%, 10/01/2046(A)		593		595
2.500%, 08/01/2030 to 03/01/2052		6,908		5,914
2.000%, 02/01/2042 to 02/01/2052		1,674		1,368
1.500%, 10/01/2041 to 11/01/2041		595		475
FHLMC CMO, Ser 2011-3947, Cl SG, IO
3.132%, 10/15/2041(A)		79		7
FHLMC CMO, Ser 2012-4057, Cl UI, IO
3.000%, 05/15/2027		45		2
FHLMC CMO, Ser 2012-4085, Cl IO, IO
3.000%, 06/15/2027		97		4
FHLMC CMO, Ser 2012-4099, Cl ST, IO
3.182%, 08/15/2042(A)		47		5
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		52		8
FHLMC CMO, Ser 2013-4203, Cl PS, IO
3.432%, 09/15/2042(A)		72		6
FHLMC CMO, Ser 2014-4310, Cl SA, IO
3.132%, 02/15/2044(A)		20		2
FHLMC CMO, Ser 2014-4335, Cl SW, IO
3.182%, 05/15/2044(A)		41		4
FHLMC CMO, Ser 2014-4415, Cl IO, IO
0.180%, 04/15/2041(A)		21		1
FHLMC Multifamily Structured Pass Through Certificates, Ser K140, Cl A2
2.250%, 03/25/2054		1,098		909
FHLMC Multifamily Structured Pass Through Certificates, Ser K740, Cl X1, IO
0.843%, 09/25/2027(A)		7,949		241
FHLMC Multifamily Structured Pass Through Certificates, Ser KG06, Cl X1, IO
0.626%, 10/25/2031(A)		6,497		238


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1515, Cl X1, IO
1.637%, 02/25/2035(A)	$	2,291	$	277
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1516, Cl X1, IO
1.630%, 05/25/2035(A)		845		109
FHLMC Multifamily Structured Pass-Through Certificates, Ser K118, Cl X1, IO
1.053%, 09/25/2030(A)		5,718		333
FHLMC Multifamily Structured Pass-Through Certificates, Ser K-1517, Cl X1, IO
1.443%, 07/25/2035(A)		240		27
FHLMC STACR REMIC Trust 2021-DNA6, Ser 2021-DNA6, Cl M2
3.781%, SOFR30A + 1.500%, 10/25/2041(A)(B)		230		209
FHLMC STACR REMIC Trust 2022-DNA1, Ser 2022-DNA1, Cl M1B
4.131%, SOFR30A + 1.850%, 01/25/2042(A)(B)		420		381
FHLMC STACR REMIC Trust 2022-DNA2, Ser 2022-DNA2, Cl M1A
3.581%, SOFR30A + 1.300%, 02/25/2042(A)(B)		201		198
FHLMC STACR REMIC Trust 2022-DNA4, Ser 2022-DNA4, Cl M1A
4.481%, SOFR30A + 2.200%, 05/25/2042(A)(B)		292		289
FHLMC, Ser 2014-334, Cl S7, IO
3.282%, 08/15/2044(A)		22		2
FHLMC, Ser 2016-353, Cl S1, IO
3.182%, 12/15/2046(A)		72		7
FHLMC, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		30		27
FHLMC, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		250		39
FHLMC, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		282		42
FHLMC, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		87		14
FHLMC, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		88		12
FHLMC, Ser 2021-5071, Cl IH, IO
2.500%, 02/25/2051		538		71
FHLMC, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		300		273
FNMA
7.000%, 11/01/2037 to 11/01/2038		12		12
6.500%, 01/01/2038 to 05/01/2040		106		112
6.000%, 07/01/2037 to 07/01/2041		71		76
5.500%, 02/01/2035		64		66
5.000%, 11/01/2025 to 12/01/2049		3,223		3,198


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
4.500%, 02/01/2035 to 08/01/2058	$	4,955	$	4,801
4.000%, 06/01/2025 to 06/01/2057		9,678		9,151
3.560%, 07/01/2032		100		92
3.500%, 04/01/2033 to 03/01/2057		10,336		9,463
3.450%, 03/01/2029		58		55
3.250%, 05/01/2029		78		73
3.000%, 07/01/2035 to 06/01/2052		16,003		14,205
2.930%, 06/01/2030		96		87
2.500%, 03/01/2035 to 09/01/2061		20,076		17,164
2.393%, 01/01/2036(A)		21		21
2.246%, ICE LIBOR USD 12 Month + 1.700%, 03/01/2036(A)		18		18
2.197%, ICE LIBOR USD 12 Month + 1.423%, 05/01/2043(A)		126		125
2.149%, 02/01/2032(A)		299		247
2.000%, 07/01/2031 to 03/01/2052		10,985		9,051
1.500%, 01/01/2051 to 03/01/2051		455		350
FNMA CMO, Ser 2003-W2, Cl 2A9
5.900%, 07/25/2042		303		307
FNMA CMO, Ser 2012-93, Cl UI, IO
3.000%, 09/25/2027		143		7
FNMA CMO, Ser 2014-47, Cl AI, IO
0.124%, 08/25/2044(A)		58		2
FNMA CMO, Ser 2015-55, Cl IO, IO
0.000%, 08/25/2055(A)(C)		15		–
FNMA CMO, Ser 2015-56, Cl AS, IO
3.066%, 08/25/2045(A)		33		4
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 1M2
7.984%, ICE LIBOR USD 1 Month + 4.900%, 11/25/2024(A)		88		91
FNMA Interest, Ser 2012-409, Cl C18, IO
4.000%, 04/25/2042		9		2
FNMA or FHLMC TBA
2.000%, 10/15/2052		400		324
FNMA, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		87		91
FNMA, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		3		–
FNMA, Ser 2013-124, Cl SB, IO
2.866%, 12/25/2043(A)		24		2
FNMA, Ser 2013-26, Cl HI, IO
3.000%, 04/25/2032		3		–
FNMA, Ser 2013-54, Cl BS, IO
3.066%, 06/25/2043(A)		20		2
FNMA, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		35		2
FNMA, Ser 2017-76, Cl SB, IO
3.016%, 10/25/2057(A)		128		13
FNMA, Ser 2017-85, Cl SC, IO
3.116%, 11/25/2047(A)		65		6


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2019-M19, Cl A2
2.560%, 09/25/2029	$	79	$	70
FNMA, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		105		63
FNMA, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		81		13
FNMA, Ser 2020-56, Cl AQ
2.000%, 08/25/2050		200		158
FNMA, Ser 2020-96, Cl IN, IO
3.000%, 01/25/2051		754		125
FNMA, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		438		74
FNMA, Ser 2021-61, Cl KI, IO
2.500%, 04/25/2049		558		83
FRESB Mortgage Trust, Ser 2018-SB48, Cl A10F
3.370%, 02/25/2028(A)		429		405
FRESB Mortgage Trust, Ser 2019-SB58, Cl A10F
3.610%, 10/25/2028(A)		618		579
GNMA
5.500%, 02/20/2037 to 01/15/2039		63		65
5.000%, 12/20/2038 to 10/20/2047		370		373
4.600%, 09/15/2034		997		983
4.500%, 05/20/2040 to 12/20/2050		1,766		1,731
4.000%, 01/15/2041 to 11/20/2049		1,482		1,411
3.500%, 06/20/2044 to 06/20/2052		2,259		2,071
3.000%, 09/15/2042 to 04/20/2052		2,693		2,390
2.500%, 02/20/2027 to 11/20/2051		4,435		3,847
2.000%, 12/20/2050 to 03/20/2051		388		321
GNMA CMO, Ser 2012-34, Cl SA, IO
3.036%, 03/20/2042(A)		19		2
GNMA CMO, Ser 2012-H18, Cl NA
2.877%, ICE LIBOR USD 1 Month + 0.520%, 08/20/2062(A)		71		71
GNMA CMO, Ser 2012-H30, Cl GA
2.707%, ICE LIBOR USD 1 Month + 0.350%, 12/20/2062(A)		297		295
GNMA CMO, Ser 2013-85, Cl IA, IO
0.523%, 03/16/2047(A)		313		4
GNMA CMO, Ser 2013-95, Cl IO, IO
0.432%, 04/16/2047(A)		846		9
GNMA CMO, Ser 2013-H01, Cl TA
2.857%, ICE LIBOR USD 1 Month + 0.500%, 01/20/2063(A)		1		1
GNMA CMO, Ser 2013-H08, Cl BF
2.757%, ICE LIBOR USD 1 Month + 0.400%, 03/20/2063(A)		341		338
GNMA CMO, Ser 2014-105, Cl IO, IO
0.119%, 06/16/2054(A)		65		1
GNMA CMO, Ser 2014-186, Cl IO, IO
0.375%, 08/16/2054(A)		211		2


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2015-H20, Cl FA
2.827%, ICE LIBOR USD 1 Month + 0.470%, 08/20/2065(A)	$	186	$	184
GNMA TBA
3.000%, 10/01/2042		1,200		1,060
2.500%, 10/15/2052		200		172
GNMA, Ser 103, Cl AD
1.450%, 01/16/2063		120		97
GNMA, Ser 113, Cl Z
2.000%, 09/16/2061		2,211		1,485
GNMA, Ser 2013-107, Cl AD
2.849%, 11/16/2047(A)		39		36
GNMA, Ser 2013-H21, Cl FB
3.057%, ICE LIBOR USD 1 Month + 0.700%, 09/20/2063(A)		224		223
GNMA, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		49		8
GNMA, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		82		11
GNMA, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		82		12
GNMA, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		85		13
GNMA, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		172		23
GNMA, Ser 2020-175, Cl GI, IO
2.000%, 11/20/2050		327		35
GNMA, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		410		46
GNMA, Ser 2020-H04, Cl FP
2.857%, ICE LIBOR USD 1 Month + 0.500%, 06/20/2069(A)		128		126
GNMA, Ser 2020-H09, Cl FL
2.883%, ICE LIBOR USD 1 Month + 1.150%, 05/20/2070(A)		65		65
GNMA, Ser 2020-H13, Cl FA
2.807%, ICE LIBOR USD 1 Month + 0.450%, 07/20/2070(A)		403		391
GNMA, Ser 2020-H13, Cl FM
2.757%, ICE LIBOR USD 1 Month + 0.400%, 08/20/2070(A)		241		238
GNMA, Ser 2021-176, Cl IN, IO
2.500%, 10/20/2051		1,122		153
GNMA, Ser 2021-57, Cl BI, IO
3.000%, 03/20/2051		1,489		219
GNMA, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		1,310		196
GNMA, Ser 3, Cl IO, IO
0.640%, 02/16/2061(A)		988		56


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 82, Cl Z
2.000%, 02/16/2064	$	201	$	133


				118,661
Non-Agency Mortgage-Backed Obligations — 8.7%
280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl A
3.585%, ICE LIBOR USD 1 Month + 0.880%, 09/15/2034(A)(B)		130		127
Atrium Hotel Portfolio Trust, Ser 2017-ATRM, Cl C
4.468%, ICE LIBOR USD 1 Month + 1.650%, 12/15/2036(A)(B)		410		391
BANK 2021-BNK36, Ser BN36, Cl A5
2.470%, 09/15/2064		644		517
Benchmark Mortgage Trust, Ser 2021-B26, Cl A3
2.391%, 06/15/2054		604		518
BPR Trust 2021-TY, Ser TY, Cl B
3.968%, ICE LIBOR USD 1 Month + 1.150%, 09/15/2038(A)(B)		370		350
BRAVO Residential Funding Trust 2021-NQM2, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(A)(B)		37		35
BRAVO Residential Funding Trust 2022-NQM3, Ser 2022-NQM3, Cl A1
5.108%, 07/25/2062(A)(B)		375		365
BX Commercial Mortgage Trust 2021-VOLT, Ser VOLT, Cl A
3.518%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(B)		635		606
BX Commercial Mortgage Trust 2021-XL2, Ser XL2, Cl A
3.507%, ICE LIBOR USD 1 Month + 0.689%, 10/15/2038(A)(B)		112		107
BX Commercial Mortgage Trust 2022-AHP, Ser AHP, Cl A
3.835%, TSFR1M + 0.990%, 01/17/2039(A)(B)		630		604
BX Commercial Mortgage Trust 2022-LP2, Ser LP2, Cl A
3.935%, TSFR1M + 1.013%, 02/15/2039(A)(B)		383		368
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
3.738%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(A)(B)		835		822
BX Trust 2022-LBA6, Ser LBA6, Cl A
3.845%, TSFR1M + 1.000%, 01/15/2039(A)(B)		110		106


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CAMB Commercial Mortgage Trust 2019-LIFE, Ser LIFE, Cl A
3.888%, ICE LIBOR USD 1 Month + 1.070%, 12/15/2037(A)(B)	$	110	$	108
Cascade MH Asset Trust, Ser 2021-MH1, Cl A1
1.753%, 02/25/2046(B)		80		69
CIM Trust, Ser 2020-INV1, Cl A2
2.500%, 04/25/2050(A)(B)		192		161
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035(B)		190		185
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS
4.017%, 10/10/2047		100		96
Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl AAB
3.512%, 12/10/2049		691		665
COLT 2022-2 Mortgage Loan Trust, Ser 2022-2, Cl A1
2.994%, 02/25/2067(B)(D)		89		79
COMM Mortgage Trust, Ser 2012-CR5, Cl AM
3.223%, 12/10/2045(B)		590		588
COMM Mortgage Trust, Ser 2012-CR5, Cl A4
2.771%, 12/10/2045		257		256
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		20		19
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.216%, 10/10/2046(A)		10		7
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046(A)		20		19
COMM Mortgage Trust, Ser 2013-CR8, Cl A4
3.334%, 06/10/2046		90		89
Connecticut Avenue Securities Trust 2021-R03, Ser 2021-R03, Cl 1M2
3.931%, SOFR30A + 1.650%, 12/25/2041(A)(B)		440		401
Credit Suisse Mortgage Trust, Ser 2019-NQM1, Cl A3
3.064%, 10/25/2059(B)(D)		186		177
CSMC 2014-USA OA, Ser 2014-USA, Cl B
4.185%, 09/15/2037(B)		470		412
CSMC 2021-NQM5 Trust, Ser 2021-NQM5, Cl A1
0.938%, 05/25/2066(A)(B)		140		108
CSMC 2021-NQM7, Ser 2021-NQM7, Cl A1
1.756%, 10/25/2066(A)(B)		111		92
CSMC 2021-RPL6 Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(A)(B)		145		127


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC 2022-NQM1, Ser 2022-NQM1, Cl A1
2.265%, 11/25/2066(A)(B)	$	384	$	329
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(A)(B)		306		269
CSMC Trust, Ser 2021-NQM3, Cl A3
1.632%, 04/25/2066(A)(B)		176		147
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060(A)(B)		259		225
CSMC Trust, Ser 2021-RPL3, Cl M3
3.827%, 01/25/2060(A)(B)		120		91
Deephaven Residential Mortgage Trust 2022-1, Ser 2022-1, Cl A1
2.205%, 01/25/2067(A)(B)		310		273
Ellington Financial Mortgage Trust 2021-2, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(B)		318		265
Ellington Financial Mortgage Trust 2022-1, Ser 2022-1, Cl A1
2.206%, 01/25/2067(A)(B)		100		85
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048(A)(B)		6		6
GS Mortgage Securities II, Ser 2018-SRP5, Cl A
4.618%, ICE LIBOR USD 1 Month + 1.800%, 09/15/2031(A)(B)		570		482
GS Mortgage Securities II, Ser 2018-SRP5, Cl B
5.818%, ICE LIBOR USD 1 Month + 3.000%, 09/15/2031(A)(B)		395		306
GS Mortgage Securities Trust, Ser 2013-GC16, Cl B
5.161%, 11/10/2046(A)		80		78
GS Mortgage Securities Trust, Ser 2014-GC24, Cl A5
3.931%, 09/10/2047		511		496
GS Mortgage Securities Trust, Ser 2015-GC30, Cl A3
3.119%, 05/10/2050		951		904
GS Mortgage Securities Trust, Ser 2019-GC39, Cl A2
3.457%, 05/10/2052		520		506
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(B)		156		152
GS Mortgage-Backed Securities Trust, Ser 2020-INV1, Cl A14
2.942%, 10/25/2050(A)(B)		279		232
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1B
3.733%, ICE LIBOR USD 1 Month + 0.740%, 06/20/2035(A)		145		133


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
ILPT Commercial Mortgage Trust 2022-LPF2, Ser LPF2, Cl A
4.495%, TSFR1M + 2.245%, 10/15/2039(A)(B)	$	230	$	229
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB, Ser ACB, Cl A
3.685%, SOFR30A + 1.400%, 03/15/2039(A)(B)		300		293
J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP, Ser NLP, Cl A
3.442%, TSFR1M + 0.597%, 04/15/2037(A)(B)		120		113
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH, Ser NYAH, Cl D
4.358%, ICE LIBOR USD 1 Month + 1.540%, 06/15/2038(A)(B)		520		493
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl B
4.927%, 11/15/2045(A)		210		207
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
5.049%, 01/15/2047(A)		30		29
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.699%, 09/15/2047(A)		80		72
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C25, Cl A5
3.672%, 11/15/2047		578		559
JPMDB Commercial Mortgage Securities Trust, Ser 2019-COR6, Cl A4
3.057%, 11/13/2052		537		462
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2012-LC9, Cl AS
3.353%, 12/15/2047(B)		380		379
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2015-FL7, Cl D
6.568%, ICE LIBOR USD 1 Month + 3.750%, 05/15/2028(A)(B)		115		106
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
2.974%, 05/25/2045(A)(B)		27		26
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1
3.500%, 09/25/2048(A)(B)		92		82
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(A)(B)		65		58
JPMorgan Mortgage Trust, Ser 2021-3, Cl A3
2.500%, 07/25/2051(A)(B)		674		538


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MAD Mortgage Trust, Ser 2017-330M, Cl A
3.294%, 08/15/2034(A)(B)	$	220	$	207
Metlife Securitization Trust, Ser 2020-INV1, Cl A2A
2.500%, 05/25/2050(A)(B)		278		235
Mill City Mortgage Loan Trust 2019-1, Ser 2019-1, Cl A1
3.250%, 10/25/2069(A)(B)		192		181
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl A4
3.102%, 05/15/2046		714		705
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C24, Cl A4
3.732%, 05/15/2048		473		452
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		510		486
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2017-C34, Cl ASB
3.354%, 11/15/2052		590		562
Morgan Stanley Capital I Trust, Ser 2015-UBS8, Cl A4
3.809%, 12/15/2048		732		691
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
4.468%, ICE LIBOR USD 1 Month + 1.650%, 05/15/2036(A)(B)		281		273
Mortgage Repurchase Agreement Financing Trust II Series 2022-1, Ser 2022-S1, Cl A1
4.637%, SOFR30A + 2.000%, 03/30/2025(A)(B)		260		260
MSCG Trust, Ser 2015-ALDR, Cl A2
3.577%, 06/07/2035(A)(B)		410		372
MTN Commercial Mortgage Trust 2022-LPFL, Ser LPFL, Cl A
4.242%, TSFR1M + 1.397%, 03/15/2039(A)(B)		410		399
Natixis Commercial Mortgage Securities Trust, Ser 2019-FAME, Cl B
3.655%, 08/15/2036(B)		410		376
New Residential Mortgage Loan Trust 2021-NQM3, Ser 2021-NQM3, Cl A3
1.516%, 11/27/2056(A)(B)		70		58
New Residential Mortgage Loan Trust 2021-NQM3, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(B)		108		92
New Residential Mortgage Loan Trust 2022-NQM4, Ser 2022-NQM4, Cl A1
5.000%, 06/25/2062(B)(D)		357		347
New Residential Mortgage Loan Trust, Ser 2018-RPL1, Cl M2
3.500%, 12/25/2057(A)(B)		240		201


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New Residential Mortgage Loan Trust, Ser 2019-4A, Cl A1B
3.500%, 12/25/2058(A)(B)	$	173	$	163
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B2
4.250%, 09/25/2059(A)(B)		206		184
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1
4.000%, 09/25/2059(A)(B)		206		185
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(B)		102		94
New Residential Mortgage Loan Trust, Ser 2019-RPL3, Cl A1
2.750%, 07/25/2059(A)(B)		191		179
OBX 2021-NQM2 Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(B)		265		218
OBX 2021-NQM2 Trust, Ser 2021-NQM2, Cl A3
1.563%, 05/25/2061(A)(B)		219		181
OBX 2021-NQM3 Trust, Ser 2021-NQM3, Cl A1
1.054%, 07/25/2061(A)(B)		153		122
OBX 2022-NQM1 Trust, Ser 2022-NQM1, Cl A1
2.305%, 11/25/2061(A)(B)		365		313
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1
1.957%, 10/25/2061(A)(B)		239		196
PRKCM 2021-AFC1 Trust, Ser 2021-AFC1, Cl A1
1.510%, 08/25/2056(A)(B)		210		172
PRKCM 2021-AFC2 Trust, Ser 2021-AFC2, Cl A1
2.071%, 11/25/2056(A)(B)		146		121
Provident Funding Mortgage Trust 2021-INV1, Ser 2021-INV1, Cl A1
2.500%, 08/25/2051(A)(B)		557		440
Residential Mortgage Loan Trust, Ser 2019-3, Cl A3
3.044%, 09/25/2059(A)(B)		62		60
Residential Mortgage Loan Trust, Ser 2019-3, Cl A2
2.941%, 09/25/2059(A)(B)		62		60
Residential Mortgage Loan Trust, Ser 2020-2, Cl A1
1.654%, 05/25/2060(A)(B)		70		69
Seasoned Credit Risk Transfer Trust Series 2017-2, Ser 2017-2, Cl MA
3.000%, 08/25/2056		204		192


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Seasoned Credit Risk Transfer Trust Series 2022-1, Ser 2022-1, Cl MAU
3.250%, 11/25/2061	$	954	$	890
Seasoned Credit Risk Transfer Trust, Ser 2018-4, Cl MA
3.500%, 03/25/2058		551		528
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA
3.500%, 07/25/2058		459		438
Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA
3.500%, 08/25/2058		625		596
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA
3.000%, 02/25/2059		808		758
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA
2.000%, 11/25/2059		298		270
Sequoia Mortgage Trust, Ser 2021-1, Cl A1
2.500%, 03/25/2051(A)(B)		111		88
SG Residential Mortgage Trust 2022-1, Ser 2022-1, Cl A1
3.166%, 03/27/2062(A)(B)		394		353
Shops at Crystals Trust, Ser 2016-CSTL, Cl A
3.126%, 07/05/2036(B)		100		87
SLG Office Trust, Ser 2021-OVA, Cl A
2.585%, 07/15/2041(B)		510		409
Towd Point Mortgage Trust 2019-HY2, Ser 2019-HY2, Cl M2
4.984%, ICE LIBOR USD 1 Month + 1.900%, 05/25/2058(A)(B)		100		97
UBS-Barclays Commercial Mortgage Trust, Ser 2012-C2, Cl A4
3.525%, 05/10/2063		20		20
UBS-Barclays Commercial Mortgage Trust, Ser 2012-CN, Cl XA, IO
0.803%, 05/10/2063(A)(B)		58		–
Wells Fargo Commercial Mortgage Trust 2015-C29, Ser C29, Cl A4
3.637%, 06/15/2048		606		579
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS3, Cl ASB
3.371%, 09/15/2057		98		95
WFRBS Commercial Mortgage Trust, Ser 2013-C11, Cl AS
3.311%, 03/15/2045		160		159
WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl XA, IO
1.307%, 05/15/2045(A)(B)		948		2
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO
0.701%, 10/15/2057(A)		933		8


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl B
4.535%, 10/15/2057(A)	$	270	$	258


				31,680
Total Mortgage-Backed Securities
(Cost $169,037) ($ Thousands)				150,341



CORPORATE OBLIGATIONS — 30.0%
Communication Services — 2.3%
Alphabet
2.050%, 08/15/2050		30		18
1.900%, 08/15/2040		40		26
1.100%, 08/15/2030		40		31
0.800%, 08/15/2027		30		25
0.450%, 08/15/2025		20		18
AT&T
4.250%, 03/01/2027		150		144
2.550%, 12/01/2033		492		364
2.300%, 06/01/2027		120		105
1.650%, 02/01/2028		400		329
Charter Communications Operating
5.050%, 03/30/2029		220		202
4.908%, 07/23/2025		490		478
4.800%, 03/01/2050		40		29
4.400%, 04/01/2033		110		91
3.750%, 02/15/2028		200		177
Comcast
4.250%, 10/15/2030		40		37
4.150%, 10/15/2028		250		236
3.950%, 10/15/2025		210		204
3.750%, 04/01/2040		20		16
3.450%, 02/01/2050		40		28
3.400%, 04/01/2030		140		123
3.300%, 04/01/2027		30		28
3.250%, 11/01/2039		30		22
3.150%, 03/01/2026		30		28
2.937%, 11/01/2056		27		16
2.800%, 01/15/2051		30		18
Fox
4.709%, 01/25/2029		30		28
Prosus MTN
3.061%, 07/13/2031 (B)		410		281
TCI Communications
7.875%, 02/15/2026		240		259
T-Mobile USA
3.875%, 04/15/2030		390		346
3.750%, 04/15/2027		20		18
3.500%, 04/15/2025		369		353
2.550%, 02/15/2031		190		151


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.050%, 02/15/2028	$	20	$	17
Verizon Communications
4.862%, 08/21/2046		40		34
4.500%, 08/10/2033		30		27
4.329%, 09/21/2028		435		409
4.125%, 08/15/2046		40		32
4.000%, 03/22/2050		40		31
3.875%, 02/08/2029		30		27
3.850%, 11/01/2042		10		8
3.000%, 03/22/2027		120		109
2.650%, 11/20/2040		300		195
2.550%, 03/21/2031		1,414		1,129
2.355%, 03/15/2032		983		754
2.100%, 03/22/2028		90		76
Walt Disney
3.350%, 03/24/2025		223		215
Warnermedia Holdings
4.279%, 03/15/2032 (B)		400		329
4.054%, 03/15/2029 (B)		447		386
3.755%, 03/15/2027 (B)		190		170

				8,177

Consumer Discretionary — 1.6%
Amazon.com
4.250%, 08/22/2057		10		8
3.450%, 04/13/2029		160		148
3.300%, 04/13/2027		140		132
3.150%, 08/22/2027		470		438
1.200%, 06/03/2027		20		17
American Honda Finance MTN
0.875%, 07/07/2023		846		822
Aptiv
3.250%, 03/01/2032		639		509
Dollar General
3.250%, 04/15/2023		10		10
Ferguson Finance
4.500%, 10/24/2028 (B)		459		425
3.250%, 06/02/2030 (B)		851		700
General Motors
5.600%, 10/15/2032		180		161
General Motors Financial
3.700%, 05/09/2023		190		189
3.100%, 01/12/2032		30		23
Home Depot
3.900%, 12/06/2028		10		9
3.900%, 06/15/2047		10		8
3.350%, 04/15/2050		50		36
3.300%, 04/15/2040		40		31
2.875%, 04/15/2027		170		157
2.500%, 04/15/2027		450		409
Honda Motor
2.534%, 03/10/2027		632		572


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lowe's
4.500%, 04/15/2030	$	30	$	28
1.700%, 09/15/2028		80		65
McDonald's MTN
4.200%, 04/01/2050		70		56
3.800%, 04/01/2028		280		263
3.700%, 01/30/2026		10		10
3.625%, 09/01/2049		10		7
3.500%, 03/01/2027		20		19
3.500%, 07/01/2027		10		9
3.350%, 04/01/2023		280		278
3.300%, 07/01/2025		50		48
1.450%, 09/01/2025		10		9
Newell Brands
4.100%, 04/01/2023		53		53
NIKE
3.375%, 03/27/2050		30		22
2.750%, 03/27/2027		40		37
2.400%, 03/27/2025		40		38
Target
2.250%, 04/15/2025		80		75
Toyota Motor
1.339%, 03/25/2026		210		186

				6,007

Consumer Staples — 0.5%
Cargill
1.375%, 07/23/2023 (B)		70		68
Coca-Cola
3.375%, 03/25/2027		30		29
2.600%, 06/01/2050		10		6
1.450%, 06/01/2027		80		69
Costco Wholesale
1.600%, 04/20/2030		90		72
1.375%, 06/20/2027		120		104
Hershey
0.900%, 06/01/2025		20		18
Kimberly-Clark
3.100%, 03/26/2030		20		18
Kroger
7.700%, 06/01/2029		565		619
Mars
3.200%, 04/01/2030 (B)		30		27
2.700%, 04/01/2025 (B)		60		57
Mondelez International
1.500%, 05/04/2025		180		165
PepsiCo
3.900%, 07/18/2032		90		83
2.625%, 03/19/2027		10		9
2.250%, 03/19/2025		10		9
1.625%, 05/01/2030		70		56
0.750%, 05/01/2023		80		79


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Procter & Gamble
3.000%, 03/25/2030	$	40	$	36
2.800%, 03/25/2027		10		9
Walmart
1.800%, 09/22/2031		160		127

				1,660

Energy — 2.7%
Berkshire Hathaway Energy
3.700%, 07/15/2030		140		126
BP Capital Markets America
3.633%, 04/06/2030		50		45
3.410%, 02/11/2026		90		86
3.119%, 05/04/2026		170		159
Cameron LNG
2.902%, 07/15/2031 (B)		60		49
Chevron
1.995%, 05/11/2027		40		35
1.554%, 05/11/2025		70		65
Chevron USA
3.850%, 01/15/2028		30		28
3.250%, 10/15/2029		80		72
Continental Resources
5.750%, 01/15/2031 (B)		10		9
4.375%, 01/15/2028		120		108
3.800%, 06/01/2024		190		184
Coterra Energy
4.375%, 03/15/2029 (B)		300		277
3.900%, 05/15/2027 (B)		160		148
Devon Energy
5.850%, 12/15/2025		210		212
5.250%, 10/15/2027		64		64
5.000%, 06/15/2045		70		58
4.500%, 01/15/2030		32		29
Diamondback Energy
3.500%, 12/01/2029		50		43
3.250%, 12/01/2026		30		28
3.125%, 03/24/2031		40		32
Ecopetrol
5.375%, 06/26/2026		140		127
Energy Transfer
4.950%, 06/15/2028		10		9
4.500%, 11/01/2023		60		59
3.750%, 05/15/2030		220		186
2.900%, 05/15/2025		140		130
Enterprise Products Operating
4.800%, 02/01/2049		30		25
4.200%, 01/31/2050		10		8
4.150%, 10/16/2028		140		130
3.950%, 02/15/2027		150		143
3.950%, 01/31/2060		10		7
3.900%, 02/15/2024		457		449


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.700%, 01/31/2051	$	80	$	56
3.125%, 07/31/2029		210		181
2.800%, 01/31/2030		230		192
EOG Resources
4.375%, 04/15/2030		190		181
4.150%, 01/15/2026		160		156
EQT
6.125%, 02/01/2025		100		100
3.900%, 10/01/2027		140		127
Exxon Mobil
4.327%, 03/19/2050		30		26
3.043%, 03/01/2026		150		142
2.992%, 03/19/2025		270		259
2.610%, 10/15/2030		100		85
1.571%, 04/15/2023		10		10
KazMunayGas National JSC
5.375%, 04/24/2030 (B)		400		317
Kinder Morgan
5.550%, 06/01/2045		20		17
4.300%, 06/01/2025		60		59
Lukoil Capital DAC
3.600%, 10/26/2031 (B)		230		162
MPLX
5.200%, 03/01/2047		30		25
5.200%, 12/01/2047		50		40
4.800%, 02/15/2029		50		47
4.125%, 03/01/2027		110		103
4.000%, 03/15/2028		40		36
Occidental Petroleum
5.550%, 03/15/2026		170		170
3.400%, 04/15/2026		80		76
3.200%, 08/15/2026		130		121
3.000%, 02/15/2027		130		117
0.000%, 10/10/2036 (E)		1,641		843
Petrobras Global Finance BV
6.850%, 06/05/2115		150		117
Petroleos del Peru
4.750%, 06/19/2032 (B)		400		282
Phillips 66
3.700%, 04/06/2023		582		580
Pioneer Natural Resources
2.150%, 01/15/2031		70		54
1.900%, 08/15/2030		220		168
1.125%, 01/15/2026		50		44
Reliance Industries
3.625%, 01/12/2052 (B)		250		157
Schlumberger Holdings
3.900%, 05/17/2028 (B)		456		411
Shell International Finance BV
3.250%, 05/11/2025		150		144
3.250%, 04/06/2050		110		77
2.875%, 05/10/2026		90		84


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.750%, 04/06/2030	$	40	$	34
Sinopec Group Overseas Development
4.375%, 04/10/2024 (B)		290		289
Targa Resources
5.200%, 07/01/2027		170		164
Tennessee Gas Pipeline
2.900%, 03/01/2030 (B)		160		131
Transcontinental Gas Pipe Line
3.250%, 05/15/2030		100		85
Western Midstream Operating
4.300%, 02/01/2030		20		17
3.555%, ICE LIBOR USD 3 Month + 1.100%, 01/13/2023 (A)		20		20
3.350%, 02/01/2025		30		28
Williams
5.100%, 09/15/2045		70		59
4.900%, 01/15/2045		90		73
3.750%, 06/15/2027		390		360
3.500%, 11/15/2030		20		17

				10,173

Financials — 12.8%
American Express
4.050%, 05/03/2029		200		184
3.375%, 05/03/2024		140		137
2.650%, 12/02/2022		264		263
American International Group
2.500%, 06/30/2025		40		37
Aviation Capital Group
4.125%, 08/01/2025 (B)		160		146
1.950%, 01/30/2026 (B)		567		476
Banco Santander
4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (A)		200		180
3.543%, ICE LIBOR USD 3 Month + 1.120%, 04/12/2023 (A)		200		200
3.125%, 02/23/2023		200		199
2.746%, 05/28/2025		200		183
Bank of America
3.841%, U.S. SOFR + 1.110%, 04/25/2025 (A)		100		97
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (A)		234		208
3.004%, ICE LIBOR USD 3 Month + 0.790%, 12/20/2023 (A)		258		257
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (A)		200		156
2.592%, U.S. SOFR + 2.150%, 04/29/2031 (A)		380		301
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (A)		240		184


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (A)	$	2,006	$	1,721
Bank of America MTN
4.376%, U.S. SOFR + 1.580%, 04/27/2028 (A)		100		94
4.250%, 10/22/2026		10		10
4.200%, 08/26/2024		210		207
4.125%, 01/22/2024		370		367
4.100%, 07/24/2023		280		279
4.083%, ICE LIBOR USD 3 Month + 3.150%, 03/20/2051 (A)		40		30
4.000%, 04/01/2024		440		435
4.000%, 01/22/2025		80		77
3.974%, ICE LIBOR USD 3 Month + 1.210%, 02/07/2030 (A)		80		71
3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (A)		210		190
3.550%, ICE LIBOR USD 3 Month + 0.780%, 03/05/2024 (A)		80		79
3.500%, 04/19/2026		130		122
3.300%, 01/11/2023		60		60
Bank of Montreal MTN
1.850%, 05/01/2025		130		120
Bank of New York Mellon MTN
4.289%, U.S. SOFR + 1.418%, 06/13/2033 (A)		320		293
3.300%, 08/23/2029		790		696
1.600%, 04/24/2025		40		37
Bank of Nova Scotia
1.300%, 06/11/2025		70		63
Blackstone Holdings Finance
1.600%, 03/30/2031 (B)		590		433
BNP Paribas
5.198%, ICE LIBOR USD 3 Month + 2.567%, 01/10/2030 (A)(B)		200		185
4.705%, ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (A)(B)		270		266
4.400%, 08/14/2028 (B)		200		180
2.871%, U.S. SOFR + 1.387%, 04/19/2032 (A)(B)		200		151
2.591%, U.S. SOFR + 1.228%, 01/20/2028 (A)(B)		542		463
1.675%, U.S. SOFR + 0.912%, 06/30/2027 (A)(B)		290		245
BPCE
1.625%, 01/14/2025 (B)		1,085		996
Capital One Financial
4.927%, U.S. SOFR + 2.057%, 05/10/2028 (A)		30		29
3.300%, 10/30/2024		480		462
Carlyle Finance Subsidiary
3.500%, 09/19/2029 (B)		716		608


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Charles Schwab
3.850%, 05/21/2025	$	110	$	108
Citigroup
8.125%, 07/15/2039		12		14
5.500%, 09/13/2025		450		449
5.300%, 05/06/2044		31		27
4.658%, U.S. SOFR + 1.887%, 05/24/2028 (A)		140		133
4.650%, 07/30/2045		28		23
4.450%, 09/29/2027		120		111
4.412%, U.S. SOFR + 3.914%, 03/31/2031 (A)		100		90
4.400%, 06/10/2025		160		156
4.300%, 11/20/2026		40		38
4.125%, 07/25/2028		40		36
4.075%, ICE LIBOR USD 3 Month + 1.192%, 04/23/2029 (A)		240		217
3.785%, U.S. SOFR + 1.939%, 03/17/2033 (A)		250		210
3.668%, ICE LIBOR USD 3 Month + 1.390%, 07/24/2028 (A)		340		306
3.500%, 05/15/2023		100		99
3.400%, 05/01/2026		354		330
3.200%, 10/21/2026		287		263
3.106%, U.S. SOFR + 2.842%, 04/08/2026 (A)		150		141
2.572%, U.S. SOFR + 2.107%, 06/03/2031 (A)		200		157
2.520%, U.S. SOFR + 1.177%, 11/03/2032 (A)		110		83
1.678%, U.S. SOFR + 1.667%, 05/15/2024 (A)		903		884
Cooperatieve Rabobank UA
4.375%, 08/04/2025		500		478
3.649%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.220%, 04/06/2028 (A)(B)		580		526
Credit Agricole MTN
1.907%, U.S. SOFR + 1.676%, 06/16/2026 (A)(B)		250		223
Credit Suisse Group
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (A)(B)		250		196
Credit Suisse NY
5.000%, 07/09/2027		530		489
2.950%, 04/09/2025		250		230
Danske Bank
4.298%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 04/01/2028 (A)(B)		240		214


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.773%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.450%, 03/28/2025 (A)(B)	$	310	$	298
1.226%, 06/22/2024 (B)		200		186
Equitable Financial Life Global Funding
1.400%, 07/07/2025 (B)		673		606
GA Global Funding Trust
3.850%, 04/11/2025 (B)		1,114		1,061
Goldman Sachs Group
4.387%, U.S. SOFR + 1.510%, 06/15/2027 (A)		400		381
4.250%, 10/21/2025		190		183
4.223%, ICE LIBOR USD 3 Month + 1.301%, 05/01/2029 (A)		650		591
3.691%, ICE LIBOR USD 3 Month + 1.510%, 06/05/2028 (A)		400		362
3.615%, U.S. SOFR + 1.846%, 03/15/2028 (A)		30		27
3.500%, 04/01/2025		80		76
3.500%, 11/16/2026		90		83
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (A)		110		84
Goldman Sachs Group MTN
4.000%, 03/03/2024		420		414
Guardian Life Global Funding
1.100%, 06/23/2025 (B)		30		27
HSBC Holdings PLC
4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (A)		200		178
Intercontinental Exchange
4.600%, 03/15/2033		70		65
Intesa Sanpaolo
3.375%, 01/12/2023 (B)		200		199
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (B)		200		186
JPMorgan Chase
4.565%, U.S. SOFR + 1.750%, 06/14/2030 (A)		998		920
4.452%, ICE LIBOR USD 3 Month + 1.330%, 12/05/2029 (A)		200		183
4.203%, ICE LIBOR USD 3 Month + 1.260%, 07/23/2029 (A)		773		703
4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (A)		230		226
4.005%, ICE LIBOR USD 3 Month + 1.120%, 04/23/2029 (A)		100		90
3.875%, 09/10/2024		290		284
3.845%, U.S. SOFR + 0.980%, 06/14/2025 (A)		1,180		1,148
2.545%, U.S. SOFR + 1.180%, 11/08/2032 (A)		110		84


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.522%, U.S. SOFR + 2.040%, 04/22/2031 (A)	$	190	$	150
2.083%, U.S. SOFR + 1.850%, 04/22/2026 (A)		130		118
1.514%, U.S. SOFR + 1.455%, 06/01/2024 (A)		210		205
KKR Group Finance VI
3.750%, 07/01/2029 (B)		1,149		1,023
Lincoln National
3.400%, 01/15/2031		451		377
Macquarie Bank
2.300%, 01/22/2025 (B)		1,188		1,118
Macquarie Group MTN
4.150%, ICE LIBOR USD 3 Month + 1.330%, 03/27/2024 (A)(B)		495		492
MassMutual Global Funding II MTN
0.850%, 06/09/2023 (B)		220		214
Mitsubishi UFJ Financial Group
3.837%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 04/17/2026 (A)		200		191
3.407%, 03/07/2024		510		498
Moody's
2.000%, 08/19/2031		1,000		761
Morgan Stanley MTN
3.772%, ICE LIBOR USD 3 Month + 1.140%, 01/24/2029 (A)		150		135
3.750%, 02/25/2023		1,110		1,107
3.622%, U.S. SOFR + 3.120%, 04/01/2031 (A)		475		411
2.699%, U.S. SOFR + 1.143%, 01/22/2031 (A)		200		162
2.188%, U.S. SOFR + 1.990%, 04/28/2026 (A)		400		367
NatWest Group
4.519%, ICE LIBOR USD 3 Month + 1.550%, 06/25/2024 (A)		290		287
4.269%, ICE LIBOR USD 3 Month + 1.762%, 03/22/2025 (A)		200		195
New York Life Global Funding
0.950%, 06/24/2025 (B)		60		54
Oncor Electric Delivery
4.150%, 06/01/2032 (B)		300		279
Peachtree Corners Funding Trust
3.976%, 02/15/2025 (B)		944		911
Principal Life Global Funding II
1.250%, 06/23/2025 (B)		20		18
Royal Bank of Canada MTN
1.600%, 04/17/2023		120		118
1.150%, 06/10/2025		70		63


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Standard Chartered
0.991%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.780%, 01/12/2025 (A)(B)	$	670	$	627
State Street
4.164%, U.S. SOFR + 1.726%, 08/04/2033 (A)		1,095		988
3.152%, U.S. SOFR + 2.650%, 03/30/2031 (A)		50		43
Swedbank
1.538%, 11/16/2026 (B)		400		348
1.300%, 06/02/2023 (B)		200		195
Toronto-Dominion Bank MTN
4.693%, 09/15/2027		1,951		1,886
4.456%, 06/08/2032		210		192
3.200%, 03/10/2032		807		661
1.150%, 06/12/2025		80		72
0.750%, 06/12/2023		130		126
UBS Group
2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (A)(B)		575		427
UBS Group Funding Jersey
4.125%, 04/15/2026 (B)		634		600
UBS Group Funding Switzerland
4.253%, 03/23/2028 (B)		250		230
US Bancorp
3.375%, 02/05/2024		540		531
1.450%, 05/12/2025		160		147
USAA Capital
2.125%, 05/01/2030 (B)		150		120
Wells Fargo
3.000%, 10/23/2026		190		172
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (A)		130		119
Wells Fargo MTN
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (A)		380		328
4.900%, 11/17/2045		30		25
4.540%, U.S. SOFR + 1.560%, 08/15/2026 (A)		300		290
4.478%, U.S. SOFR + 4.032%, 04/04/2031 (A)		220		201
4.300%, 07/22/2027		200		187
3.750%, 01/24/2024		540		532
3.350%, U.S. SOFR + 1.500%, 03/02/2033 (A)		40		32
2.879%, TSFR3M + 1.432%, 10/30/2030 (A)		100		82
2.393%, U.S. SOFR + 2.100%, 06/02/2028 (A)		290		249


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.654%, U.S. SOFR + 1.600%, 06/02/2024 (A)	$	160	$	156

				45,873

Health Care — 2.5%
Abbott Laboratories
3.400%, 11/30/2023		175		173
AbbVie
4.250%, 11/21/2049		30		24
3.800%, 03/15/2025		40		39
3.750%, 11/14/2023		20		20
3.600%, 05/14/2025		10		10
3.200%, 11/21/2029		150		131
2.950%, 11/21/2026		20		18
2.600%, 11/21/2024		140		133
2.300%, 11/21/2022		1,046		1,043
Adventist Health System
2.433%, 09/01/2024		431		409
Aetna
2.800%, 06/15/2023		20		20
Becton Dickinson
4.685%, 12/15/2044		36		31
3.734%, 12/15/2024		7		7
3.363%, 06/06/2024		186		181
Bristol-Myers Squibb
3.400%, 07/26/2029		16		14
3.200%, 06/15/2026		79		75
2.900%, 07/26/2024		154		149
Cigna
4.375%, 10/15/2028		420		397
4.125%, 11/15/2025		200		194
3.750%, 07/15/2023		16		16
3.500%, 06/15/2024		160		157
1.250%, 03/15/2026		725		635
CommonSpirit Health
4.200%, 08/01/2023		473		471
CVS Health
5.050%, 03/25/2048		60		53
4.300%, 03/25/2028		164		155
3.875%, 07/20/2025		95		92
3.625%, 04/01/2027		180		168
2.125%, 09/15/2031		150		116
1.875%, 02/28/2031		20		15
1.750%, 08/21/2030		200		153
CVS Pass-Through Trust
7.507%, 01/10/2032 (B)		970		1,025
5.773%, 01/10/2033 (B)		348		337
Elevance Health
4.100%, 05/15/2032		80		72
Gilead Sciences
2.500%, 09/01/2023		50		49


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Humana
4.500%, 04/01/2025	$	10	$	10
3.700%, 03/23/2029		160		143
3.150%, 12/01/2022		240		240
2.900%, 12/15/2022		290		289
2.150%, 02/03/2032		30		23
Johnson & Johnson
0.950%, 09/01/2027		100		85
0.550%, 09/01/2025		50		45
Merck
1.900%, 12/10/2028		430		361
1.450%, 06/24/2030		50		39
0.750%, 02/24/2026		80		70
Pfizer
2.625%, 04/01/2030		100		86
1.700%, 05/28/2030		50		40
0.800%, 05/28/2025		110		100
SSM Health Care
3.688%, 06/01/2023		644		640
Teva Pharmaceutical Finance BV
2.950%, 12/18/2022		30		30
UnitedHealth Group
4.450%, 12/15/2048		10		8
4.250%, 06/15/2048		10		8
4.000%, 05/15/2029		200		186
3.875%, 12/15/2028		30		28
3.750%, 07/15/2025		30		29
3.500%, 06/15/2023		20		20
2.375%, 10/15/2022		10		10
2.300%, 05/15/2031		20		16
2.000%, 05/15/2030		30		24
1.250%, 01/15/2026		20		18

				9,130

Industrials — 1.9%
3M
3.700%, 04/15/2050		150		109
2.375%, 08/26/2029		30		25
AerCap Ireland Capital DAC
3.000%, 10/29/2028		1,226		983
2.450%, 10/29/2026		190		160
Air Lease
3.375%, 07/01/2025		100		93
Burlington Northern Santa Fe
4.550%, 09/01/2044		10		9
Canadian Pacific Railway
2.450%, 12/02/2031		330		264
Carlisle
2.200%, 03/01/2032		634		472
Carrier Global
2.700%, 02/15/2031		10		8


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A
4.000%, 10/29/2024	$	523	$	494
Deere
3.750%, 04/15/2050		30		24
3.100%, 04/15/2030		10		9
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl AA
3.625%, 07/30/2027		458		412
Delta Air Lines Pass-Through Trust, Ser 2019-1, Cl AA
3.204%, 04/25/2024		621		600
John Deere Capital MTN
3.350%, 04/18/2029		934		843
Penske Truck Leasing LP
3.900%, 02/01/2024 (B)		965		944
Republic Services
3.200%, 03/15/2025		180		172
Ryder System MTN
3.350%, 09/01/2025		806		762
SMBC Aviation Capital Finance DAC
4.125%, 07/15/2023 (B)		200		198
Union Pacific
3.750%, 07/15/2025		20		20
2.891%, 04/06/2036		20		15

				6,616

Information Technology — 1.2%
Adobe
2.300%, 02/01/2030		210		175
Apple
3.350%, 02/09/2027		210		201
2.900%, 09/12/2027		110		102
2.450%, 08/04/2026		70		65
1.125%, 05/11/2025		130		119
Broadcom
4.926%, 05/15/2037 (B)		33		27
4.150%, 11/15/2030		26		23
3.137%, 11/15/2035 (B)		420		294
Intel
4.750%, 03/25/2050		10		9
3.700%, 07/29/2025		30		29
1.600%, 08/12/2028		50		41
Mastercard
3.850%, 03/26/2050		10		8
3.375%, 04/01/2024		60		59
Micron Technology
2.703%, 04/15/2032		260		189
Microsoft
3.300%, 02/06/2027		210		200
NVIDIA
3.700%, 04/01/2060		90		64


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 04/01/2040	$	130	$	101
3.500%, 04/01/2050		290		212
2.850%, 04/01/2030		90		77
NXP BV
5.000%, 01/15/2033		404		363
2.700%, 05/01/2025		40		37
Oracle
2.875%, 03/25/2031		30		24
2.500%, 10/15/2022		130		130
1.650%, 03/25/2026		150		131
PayPal Holdings
4.400%, 06/01/2032		80		75
1.650%, 06/01/2025		60		55
Salesforce
3.700%, 04/11/2028		150		142
3.250%, 04/11/2023		70		70
1.500%, 07/15/2028		510		428
Texas Instruments
1.750%, 05/04/2030		40		32
TSMC Arizona
2.500%, 10/25/2031		250		199
1.750%, 10/25/2026		230		202
Visa
4.300%, 12/14/2045		10		9
3.150%, 12/14/2025		110		105
1.900%, 04/15/2027		60		53
Workday
3.800%, 04/01/2032		250		217
3.700%, 04/01/2029		60		54
3.500%, 04/01/2027		40		37

				4,358

Materials — 1.0%
Anglo American Capital
3.625%, 09/11/2024 (B)		200		193
Equate Petrochemical BV MTN
4.250%, 11/03/2026 (B)		200		188
2.625%, 04/28/2028 (B)		230		195
Glencore Funding
4.125%, 05/30/2023 (B)		890		884
4.125%, 03/12/2024 (B)		60		59
1.625%, 04/27/2026 (B)		90		78
Nacional del Cobre de Chile
3.150%, 01/15/2051		420		258
Nutrien
1.900%, 05/13/2023		501		492
OCP
4.500%, 10/22/2025 (B)		400		382
Orbia Advance
2.875%, 05/11/2031 (B)		200		145
Southern Copper
3.500%, 11/08/2022		130		130


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Suzano Austria GmbH
3.125%, 01/15/2032	$	510	$	367
Vale Overseas
6.875%, 11/21/2036		148		140
6.250%, 08/10/2026		240		242

				3,753

Real Estate — 0.7%
Alexandria Real Estate Equities
3.450%, 04/30/2025		802		769
Digital Realty Trust
3.600%, 07/01/2029		815		714
Healthpeak Properties
2.125%, 12/01/2028		769		630
Spirit Realty
2.100%, 03/15/2028		583		463

				2,576

Utilities — 2.8%
American Transmission Systems
2.650%, 01/15/2032 (B)		60		47
American Water Capital
4.450%, 06/01/2032		1,311		1,217
Aquarion
4.000%, 08/15/2024 (B)		227		221
Commonwealth Edison
3.700%, 08/15/2028		468		434
Duke Energy Carolinas
2.850%, 03/15/2032		1,057		875
Duke Energy Florida
3.200%, 01/15/2027		440		412
Exelon
5.625%, 06/15/2035		343		335
FirstEnergy
1.600%, 01/15/2026		30		26
Florida Power & Light
2.450%, 02/03/2032		544		441
MidAmerican Energy
3.650%, 04/15/2029		140		129
National Rural Utilities Cooperative Finance
2.850%, 01/27/2025		1,060		1,015
Northern States Power
7.125%, 07/01/2025		1,190		1,261
NSTAR Electric
1.950%, 08/15/2031		1,000		781
ORIX
4.050%, 01/16/2024		365		360
Pacific Gas and Electric
2.100%, 08/01/2027		130		105
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
5.450%, 05/21/2028 (B)		370		353


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PG&E Wildfire Recovery Funding
4.022%, 06/01/2031	$	791	$	762
3.594%, 06/01/2030		817		770
Public Service Enterprise Group
2.875%, 06/15/2024		713		686

				10,230

Total Corporate Obligations
(Cost $121,584) ($ Thousands)				108,553



U.S. TREASURY OBLIGATIONS — 15.5%
U.S. Treasury Bonds
3.625%, 08/15/2043		40		37
3.000%, 08/15/2052		1,310		1,130
2.875%, 05/15/2049		170		142
2.875%, 05/15/2052		500		419
2.375%, 02/15/2042		968		742
2.375%, 05/15/2051		1,340		1,003
2.250%, 08/15/2049		280		205
2.250%, 02/15/2052		1,396		1,014
2.000%, 11/15/2041		830		594
2.000%, 02/15/2050		850		584
2.000%, 08/15/2051		900		615
1.875%, 02/15/2041		1,544		1,094
1.875%, 02/15/2051		3,060		2,026
1.875%, 11/15/2051		780		516
1.750%, 08/15/2041		1,140		779
1.625%, 11/15/2050		1,400		869
1.375%, 11/15/2040		880		569
1.375%, 08/15/2050		2,600		1,505
1.250%, 05/15/2050		3,660		2,048
1.125%, 08/15/2040		1,000		619
U.S. Treasury Inflation-Protected Securities
0.125%, 01/15/2030		1,028		909
U.S. Treasury Notes
3.125%, 08/31/2027		320		307
3.125%, 08/31/2029		320		304
2.750%, 08/15/2032		610		558
2.625%, 07/31/2029		550		505
1.875%, 02/15/2032		4,499		3,812
1.500%, 01/31/2027		18,758		16,815
1.250%, 11/30/2026		2,260		2,011
0.750%, 05/31/2026		12,120		10,704
0.625%, 11/30/2027		1,400		1,177
0.500%, 03/31/2025		22		20
0.375%, 11/30/2025		290		257
0.250%, 05/31/2025		2,540		2,285


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
0.250%, 09/30/2025	$	10	$	9

Total U.S. Treasury Obligations
(Cost $67,369) ($ Thousands)				56,183



ASSET-BACKED SECURITIES — 9.7%
Automotive — 0.7%

Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (B)		440		392
Avis Budget Rental Car Funding AESOP, Ser 2021-1A, Cl A
1.380%, 08/20/2027 (B)		430		370
Ford Credit Auto Owner Trust, Ser 2020-REV2, Cl A
1.060%, 04/15/2033 (B)		1,144		1,013
Hertz Vehicle Financing III, Ser 2021-2A, Cl B
2.120%, 12/27/2027 (B)		160		137
Hertz Vehicle Financing III, Ser 2021-2A, Cl C
2.520%, 12/27/2027 (B)		300		251
Hertz Vehicle Financing, Ser 2021-1A, Cl B
1.560%, 12/26/2025 (B)		240		220
Hertz Vehicle Financing, Ser 2021-1A, Cl C
2.050%, 12/26/2025 (B)		210		189
				2,572

Home — 0.0%

Bayview Financial Mortgage Pass-Through Trust 2006-A, Ser 2006-A, Cl M3
4.088%, ICE LIBOR USD 1 Month + 0.975%, 02/28/2041 (A)		53		53
Master Asset-Backed Securities Trust, Ser 2007-NCW, Cl A1
3.384%, ICE LIBOR USD 1 Month + 0.300%, 05/25/2037 (A)(B)		153		137
				190

Other Asset-Backed Securities — 9.0%

AEP Texas Restoration Funding, Ser 2019-1, Cl A2
2.294%, 08/01/2031		1,646		1,469
Applebee's Funding, Ser 2019-1A, Cl A2I
4.194%, 06/05/2049 (B)		297		281
CF Hippolyta Issuer, Ser 2020-1, Cl A1
1.690%, 07/15/2060 (B)		504		448


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Countrywide Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
2.958%, ICE LIBOR USD 1 Month + 0.140%, 07/15/2036 (A)	$	155	$	141
DB Master Finance, Ser 2021-1A, Cl A2II
2.493%, 11/20/2051 (B)		1,041		852
FirstKey Homes 2021-SFR3 Trust, Ser 2021-SFR3, Cl A
2.135%, 12/17/2038 (B)		440		386
FirstKey Homes 2022-SFR1 Trust, Ser 2022-SFR1, Cl A
4.145%, 05/17/2039 (B)		418		394
FirstKey Homes Trust, Ser 2021-SFR1, Cl A
1.538%, 08/17/2038 (B)		791		679
GoodLeap Sustainable Home Solutions Trust 2022-1, Ser 2022-1GS, Cl B
2.940%, 01/20/2049 (B)		591		489
Hardee's Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/2051 (B)		395		313
Home Partners of America 2022-1 Trust, Ser 2022-1, Cl A
3.930%, 04/17/2039 (B)		1,015		954
Invitation Homes Trust, Ser 2018-SFR1, Cl A
3.693%, ICE LIBOR USD 1 Month + 0.700%, 03/17/2037 (A)(B)		1,250		1,233
Merrill Lynch Mortgage Investors Trust, Ser 2004-WMC5, Cl M1
4.014%, ICE LIBOR USD 1 Month + 0.930%, 07/25/2035 (A)		150		144
Morgan Stanley ABS Capital I Trust, Ser 2004-NC7, Cl M1
3.939%, ICE LIBOR USD 1 Month + 0.855%, 07/25/2034 (A)		334		313
Navient Student Loan Trust, Ser 2016-3A, Cl A3
4.434%, ICE LIBOR USD 1 Month + 1.350%, 06/25/2065 (A)(B)		333		333
Navient Student Loan Trust, Ser 2016-6A, Cl A3
4.384%, ICE LIBOR USD 1 Month + 1.300%, 03/25/2066 (A)(B)		550		547
Oak Street Investment Grade Net Lease Fund, Ser 2021-1A, Cl A1
1.480%, 01/20/2051 (B)		950		839
Palmer Square CLO 2022-2, Ser 2022-2A, Cl A1
3.683%, TSFR3M + 1.570%, 07/20/2034 (A)(B)		400		387
Palmer Square CLO, Ser 2021-2A, Cl A1A3
3.738%, ICE LIBOR USD 3 Month + 1.000%, 10/17/2031 (A)(B)		693		675


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Palmer Square Loan Funding 2022-2, Ser 2022-2A, Cl A1
2.358%, TSFR3M + 1.270%, 10/15/2030 (A)(B)	$	871	$	854
Progress Residential 2022-SFR2 Trust, Ser 2022-SFR2, Cl A
2.950%, 04/17/2027		980		875
Progress Residential 2022-SFR3 Trust, Ser 2022-SFR3, Cl A
3.200%, 04/17/2039 (B)		512		464
Progress Residential Trust, Ser 2021-SFR2, Cl A
1.546%, 04/19/2038 (B)		597		521
RAAC Series Trust, Ser 2005-SP3, Cl M2
4.284%, ICE LIBOR USD 1 Month + 1.200%, 12/25/2035 (A)		49		49
Sabey Data Center Issuer, Ser 2020-1, Cl A2
3.812%, 04/20/2045 (B)		339		322
Sabey Data Center Issuer, Ser 2021-1, Cl A2
1.881%, 06/20/2046 (B)		1,027		870
SLC Student Loan Trust, Ser 2010-1, Cl A
3.872%, ICE LIBOR USD 3 Month + 0.875%, 11/25/2042 (A)		144		143
SLM Private Credit Student Loan Trust, Ser 2006-A, Cl A5
3.583%, ICE LIBOR USD 3 Month + 0.290%, 06/15/2039 (A)		175		165
SLM Private Education Loan Trust 2010-C, Ser 2010-C, Cl A5
7.568%, ICE LIBOR USD 1 Month + 4.750%, 10/15/2041 (A)(B)		338		364
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
4.493%, ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (A)(B)		96		94
SLM Student Loan Trust, Ser 2005-8, Cl A5
2.953%, ICE LIBOR USD 3 Month + 0.170%, 01/25/2040 (A)		575		543
SLM Student Loan Trust, Ser 2021-10A, Cl A4
3.963%, ICE LIBOR USD 3 Month + 0.670%, 12/17/2068 (A)(B)		91		89
SMB Private Education Loan Trust 2020-A, Ser 2020-A, Cl A2A
2.230%, 09/15/2037 (B)		187		174
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B
1.590%, 01/15/2053 (B)		353		307
SMB Private Education Loan Trust, Ser 2021-C, Cl B
2.300%, 01/15/2053 (B)		170		146


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Stack Infrastructure Issuer, Ser 2019-1A, Cl A2
4.540%, 02/25/2044 (B)	$	456	$	450
Store Master Funding I-VII, Ser 2018-1A, Cl A1
3.960%, 10/20/2048 (B)		367		356
Store Master Funding I-VII, Ser 2019-1, Cl A1
2.820%, 11/20/2049 (B)		316		283
Structured Asset Investment Loan Trust 2004-7, Ser 2004-7, Cl A8
4.284%, ICE LIBOR USD 1 Month + 1.200%, 08/25/2034 (A)		158		153
Taco Bell Funding, Ser 2021-1A, Cl A2II
2.294%, 08/25/2051 (B)		589		470
Tricon American Homes Trust, Ser 2019-SFR1, Cl A
2.750%, 03/17/2038 (B)		271		249
Tricon Residential 2021-SFR1 Trust, Ser 2021-SFR1, Cl A
1.943%, 07/17/2038 (B)		850		747
Triumph Rail Holdings, Ser 2021-2, Cl A
2.150%, 06/19/2051 (B)		272		233
TRP 2021, Ser 2021-1, Cl A
2.070%, 06/19/2051 (B)		490		418
United States Small Business Administration, Ser 2010-20H, Cl 1
3.520%, 08/01/2030		128		121
United States Small Business Administration, Ser 2011-20B, Cl 1
4.220%, 02/01/2031		118		113
United States Small Business Administration, Ser 2011-20J, Cl 1
2.760%, 10/01/2031		95		87
United States Small Business Administration, Ser 2013-20K, Cl 1
3.380%, 11/01/2033		434		411
United States Small Business Administration, Ser 2014-20F, Cl 1
2.990%, 06/01/2034		554		520
United States Small Business Administration, Ser 2015-20C, Cl 1
2.720%, 03/01/2035		412		378
United States Small Business Administration, Ser 2015-20E, Cl 1
2.770%, 05/01/2035		263		245
United States Small Business Administration, Ser 2015-20K, Cl 1
2.700%, 11/01/2035		323		302
United States Small Business Administration, Ser 2017-20J, Cl 1
2.850%, 10/01/2037		416		382


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
United States Small Business Administration, Ser 2018-20E, Cl 1
3.500%, 05/01/2038	$	878	$	827
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		45		39
United States Small Business Administration, Ser 2021-25H, Cl 1
1.450%, 08/01/2046		1,526		1,250
United States Small Business Administration, Ser 2022-25A, Cl 1
2.040%, 01/01/2047		1,069		910
United States Small Business Administration, Ser 2022-25D, Cl 1
3.500%, 04/01/2047		712		662
United States Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047		1,001		960
United States Small Business Administration, Ser 2022-25F, Cl 1
4.010%, 06/01/2047		999		958
United States Small Business Administration, Ser 2022-25G, Cl 1
3.930%, 07/01/2047		971		927
United States Small Business Administration, Ser 2022-25H, Cl 1
3.800%, 08/01/2047		470		443
Vantage Data Centers, Ser 2020-2A, Cl A2
1.992%, 09/15/2045 (B)		1,000		833
Wendy's Funding, Ser 2019-1A, Cl A2I
3.783%, 06/15/2049 (B)		310		284
Wendy's Funding, Ser 2021-1A, Cl A2I
2.370%, 06/15/2051 (B)		1,015		807
Wendy's Funding, Ser 2021-1A, Cl A2II
2.775%, 06/15/2051 (B)		262		205
Wind River 2021-3 CLO, Ser 2021-3A, Cl A
3.860%, ICE LIBOR USD 3 Month + 1.150%, 07/20/2033 (A)(B)		614		586
				32,466

Total Asset-Backed Securities
(Cost $38,933) ($ Thousands)				35,228


MUNICIPAL BONDS — 1.6%
California — 0.7%
California Health Facilities Financing Authority, RB
3.378%, 06/01/2028		1,450		1,336
Regents of the University of California Medical Center Pooled Revenue, RB
4.132%, 05/15/2032		600		547


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
San Jose, Financing Authority, RB
1.311%, 06/01/2026	$	540	$	474

				2,357

Michigan — 0.2%
Michigan State, Finance Authority, RB
2.988%, 09/01/2049 (A)		755		730


Missouri — 0.2%
University of Missouri, System Facilities, RB
1.714%, 11/01/2025		725		666


New Jersey — 0.0%
New Jersey State, Transportation Trust Fund Authority, RB
2.551%, 06/15/2023		125		124


New York — 0.3%
New York State Dormitory Authority, Ser B, RB
3.329%, 03/15/2031		415		367
New York State, Urban Development, RB
3.350%, 03/15/2026		665		635

				1,002

Wisconsin — 0.2%
Wisconsin State, Ser A, RB, AGM
5.700%, 05/01/2026		685		703



Total Municipal Bonds
(Cost $6,008) ($ Thousands)				5,582



SOVEREIGN DEBT — 1.3%

Abu Dhabi Government International Bond
2.500%, 10/11/2022(B)		690		689
Colombia Government International Bond
5.625%, 02/26/2044		280		185
5.200%, 05/15/2049		310		191
3.125%, 04/15/2031		220		153
Indonesia Government International Bond MTN
5.125%, 01/15/2045(B)		200		175
Mexico Government International Bond
3.500%, 02/12/2034		1,040		790
Panama Government International Bond
6.700%, 01/26/2036		190		187
4.300%, 04/29/2053		300		200
Peruvian Government International Bond
3.550%, 03/10/2051		90		60
Province of Quebec Canada
2.625%, 02/13/2023		500		497


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Province of Quebec Canada, Ser A MTN
6.350%, 01/30/2026	$	1,010	$	1,057
Uruguay Government International Bond
4.375%, 01/23/2031		580		555

Total Sovereign Debt
(Cost $5,617) ($ Thousands)				4,739


	Shares
CASH EQUIVALENT — 0.5%
SEI Daily Income Trust, Government Fund, Cl F
2.600%**^†		1,649,092		1,649

Total Cash Equivalent
(Cost $1,649) ($ Thousands)				1,649


PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $57) ($ Thousands)				48


Total Investments in Securities — 100.1%
(Cost $410,254) ($ Thousands)			$	362,323


WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $199) ($ Thousands)			$	(75	)

A list of open option contracts held by the Fund at September 30, 2022 are as follows:

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

The futures contracts are considered to have interest rate risk associated with them.

(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 September 30, 2022, the value of these securities amounted to $66,719 ($ Thousands), representing 18.4% of the Net Assets of the Fund.
(C)	No interest rate available.
(D)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(E)	Zero coupon security.

ABS — Asset-Backed Security

AGM— Assured Guaranty Municipal

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

FRESB — Freddie Mac Small Balance Mortgage Trust

GNMA — Government National Mortgage Association

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount

JSC — Joint-Stock Company

LIBOR — London Interbank Offered Rate

LP — Limited Partnership

MTN — Medium Term Note

PLC — Public Limited Company

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

STACR — Structured Agency Credit Risk

TBA — To Be Announced

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M — Term Secured Overnight Financing Rate 3 Month

USD — U.S. Dollar

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

Investments in Securities	Level 1 ($)		Level 2 ($)		Level 3 ($)		Total ($)
Mortgage-Backed Securities		–		150,341		–		150,341
Corporate Obligations		–		108,553		–		108,553
U.S. Treasury Obligations		22,014		34,169		–		56,183
Asset-Backed Securities		–		35,228		–		35,228
Municipal Bonds		–		5,582		–		5,582
Sovereign Debt		–		4,739		–		4,739
Cash Equivalent		1,649		–		–		1,649
Purchased Options		48		–		–		48
Total Investments in Securities		23,711		338,612		–		362,323

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Written Options		(75	)		–		–		(75	)
Futures Contracts*
Unrealized Appreciation		3,326			–		–		3,326
Unrealized Depreciation		(2,430	)		–		–		(2,430	)
Total Other Financial Instruments		821			–		–		821

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


Description	Shares		Market Value ($ Thousands)
AFFILIATED INVESTMENT FUNDS — 99.2%
Equity Fund — 57.6%
New Covenant Growth Fund ^†		3,865,439	$	178,467

Total Equity Fund
(Cost $105,590) ($ Thousands)				178,467
Fixed Income Fund — 41.6%
New Covenant Income Fund ^†		6,340,495		128,776

Total Fixed Income Fund
(Cost $145,333) ($ Thousands)				128,776

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.7%
SEI Daily Income Trust, Government Fund, Cl F
2.600%**^†		2,022,255	$	2,022

Total Cash Equivalent
(Cost $2,022) ($ Thousands)				2,022


Total Investments in Securities — 99.9%
(Cost $252,945) ($ Thousands)			$	309,265

	Percentages are based on Net Assets of $309,464 ($ Thousands).
**	The rate reported is the 7-day effective yield as of September 30, 2022.
^†	Investment in Affiliated Security.

Cl — Class

As of September 30, 2022, all of the Fund's investments were considered Level 1, in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

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


Description	Shares		Market Value ($ Thousands)
AFFILIATED INVESTMENT FUNDS — 99.1%
Fixed Income Fund — 64.5%
New Covenant Income Fund ^†		2,693,730	$	54,710

Total Fixed Income Fund
(Cost $62,031) ($ Thousands)				54,710
Equity Fund — 34.6%
New Covenant Growth Fund ^†		635,959		29,362

Total Equity Fund
(Cost $17,887) ($ Thousands)				29,362

Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Cl F
2.600%**^†		641,991	$	642

Total Cash Equivalent
(Cost $642) ($ Thousands)				642


Total Investments in Securities — 99.9%
(Cost $80,560) ($ Thousands)			$	84,714

	Percentages are based on Net Assets of $84,812 ($ Thousands).
**	The rate reported is the 7-day effective yield as of September 30, 2022.
^†	Investment in Affiliated Security.

Cl — Class

As of September 30, 2022, all of the Fund's investments were considered Level 1 in accordance with the authoritative guidance on fair value measurements and disclosure under U.S. GAAP.

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

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Russell 2000 Index E-MINI		10		Dec-2022	$	885	$	835	$	(50	)
S&P 500 Index E-MINI		23		Dec-2022		4,659		4,142		(517	)
					$	5,544	$	4,977	$	(567	)

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
November 2022, U.S. 10-Year Future Option*		14		$	1,596		$	114.00		10/22/2022	$	33



Call Options
November 2022, U.S. 10-Year Future Option*		14		$	1,568			112.00		10/22/2022	$	–
November 2022, U.S. 5-Year Future Option*		22			2,393			108.75		10/22/2022		6
November 2022, U.S. 5-Year Future Option*		11			1,226			111.50		10/22/2022		–
November 2022, U.S. Long Treasury Bond*		7			896			128.00		10/22/2022		9

					6,083							15


Total Purchased Options				$	7,679						$	48
WRITTEN OPTIONS — 0.0%
Put Options
November 2022, U.S. 10-Year Future Option*		(14	)	$	(1,610	)		115.00		10/22/22	$	(44	)



Call Options
December 2022, IMM Eurodollar Future Option*		(38	)	$	(9,167	)		96.50		12/17/22	$	(3	)
December 2022, IMM Eurodollar Future Option*		(130	)		(31,525	)		97.00		12/17/22		(6	)
November 2022, U.S. 10-Year Future Option*		(14	)		(1,575	)		112.50		10/22/22		–
November 2022, U.S. 5-Year Future Option*		(66	)		(7,211	)		109.25		10/22/22		(10	)
November 2022, U.S. Long Treasury Bond*		(7	)		(889	)		127.00		10/22/22		(12	)

					(50,367	)						(31	)


Total Written Options				$	(51,977	)					$	(75	)

Security Description	Value 6/30/2022		Purchases at Cost		Proceeds from Sales			Realized Gain/(Loss)			Change in Unrealized Appreciation (Depreciation)			Value 9/30/2022		Shares		Income		Capital Gains
New Covenant Growth Fund	$	197,912	$	—	$	(11,664	)	$	(476	)	$	(7,305	)	$	178,467		3,865,439	$	385	$	—
New Covenant Income Fund		125,653		9,230		—			—			(6,107	)		128,776		6,340,495		716		—
SEI Daily Income Trust, Government Fund, Cl F		2,729		5,559		(6,266	)		—			—			2,022		2,022,255		11		—
Totals	$	326,294	$	14,789	$	(17,930	)	$	(476	)	$	(13,412	)	$	309,265			$	1,112	$	—