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

Communication Services — 7.5%
Activision Blizzard Inc		8,354	$	715
Alphabet Inc, Cl A *		75,260		7,807
Alphabet Inc, Cl C *		69,700		7,249
AMC Entertainment Holdings Inc, Cl A *		6,903		35
AT&T Inc		119,675		2,304
Bandwidth Inc, Cl A *		74		1
Cable One Inc		79		55
Cardlytics Inc *		761		3
Cars.com Inc *		4,178		81
Charter Communications Inc, Cl A *		1,268		453
Cinemark Holdings Inc *		4,289		63
Cogent Communications Holdings Inc		148		9
Comcast Corp, Cl A		52,817		2,002
Cumulus Media Inc, Cl A *		7,164		26
EchoStar Corp, Cl A *		1,124		21
Electronic Arts Inc		5,989		721
Eventbrite Inc, Cl A *		2,537		22
EverQuote Inc, Cl A *		1,468		20
EW Scripps Co/The, Cl A *		3,299		31
Fox Corp, Cl A		1,372		47
Fox Corp, Cl B		1,428		45
fuboTV Inc *		3,908		5
IAC Inc *		376		19
IMAX Corp *		2,244		43
Interpublic Group of Cos Inc/The		8,487		316
Iridium Communications Inc		366		23
John Wiley & Sons Inc, Cl A		236		9
Liberty Broadband Corp, Cl A *		81		7
Liberty Broadband Corp, Cl C *		343		28
Liberty Media Corp-Liberty Braves *		3,670		125
Liberty Media Corp-Liberty SiriusXM, Cl C *		234		7
Live Nation Entertainment Inc *		181		13
Lumen Technologies Inc		872		2
Madison Square Garden Entertainment Corp *		697		41
Madison Square Garden Sports Corp		39		8
Magnite Inc *		2,551		24
Match Group Inc *		1,841		71
Meta Platforms Inc, Cl A *		26,860		5,693
Netflix Inc *		5,216		1,802
New York Times Co/The, Cl A		439		17
News Corp, Cl A		829		14
Nexstar Media Group Inc, Cl A		94		16
Omnicom Group Inc		8,814		831
Paramount Global, Cl B		7,304		163
Pinterest Inc, Cl A *		3,339		91
ROBLOX Corp, Cl A *		6,473		291
Roku Inc, Cl A *		818		54
Scholastic Corp		1,266		43
Shenandoah Telecommunications Co		222		4


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Shutterstock Inc		205	$	15
Sirius XM Holdings Inc		7,153		28
Spotify Technology SA *		1,265		169
Take-Two Interactive Software Inc *		1,416		169
TechTarget Inc *		1,986		72
TEGNA Inc		3,052		52
T-Mobile US Inc *		6,126		887
Trade Desk Inc/The, Cl A *		8,290		505
TripAdvisor Inc *		1,712		34
Verizon Communications Inc		57,853		2,250
Vimeo Inc *		610		2
Walt Disney Co/The *		21,958		2,199
Warner Bros Discovery Inc *		29,305		442
World Wrestling Entertainment Inc, Cl A		780		71
Yelp Inc, Cl A *		1,355		42
Ziff Davis Inc *		2,547		199

				38,606
Consumer Discretionary — 10.4%
1-800-Flowers.com Inc, Cl A *		3,668		42
2U Inc *		871		6
Abercrombie & Fitch Co, Cl A *		788		22
Acushnet Holdings Corp		987		50
Adient PLC *		732		30
ADT Inc		4,942		36
Adtalem Global Education Inc *		5,431		210
Advance Auto Parts Inc		317		39
Airbnb Inc, Cl A *		3,103		386
Amazon.com Inc *		110,528		11,417
American Eagle Outfitters Inc		3,416		46
American Public Education Inc *		1,831		10
AMMO Inc *		41,896		83
Aptiv PLC *		3,490		392
Aramark		260		9
Asbury Automotive Group Inc *		70		15
AutoNation Inc *		970		130
AutoZone Inc *		235		578
Bath & Body Works Inc		638		23
Bed Bath & Beyond Inc *		517		—
Best Buy Co Inc		7,091		555
Big Lots Inc		1,758		19
Bloomin' Brands Inc		2,259		58
Booking Holdings Inc *		563		1,493
Boot Barn Holdings Inc *		199		15
BorgWarner Inc		321		16
Bright Horizons Family Solutions Inc *		76		6
Brinker International Inc *		1,180		45
Brunswick Corp/DE		839		69
Buckle Inc/The		1,885		67
Burlington Stores Inc *		482		97
Capri Holdings Ltd *		1,319		62
CarMax Inc *		1,086		70


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Carnival Corp *		15,800	$	160
Carter's Inc		471		34
Carvana Co, Cl A *		5,499		54
Cavco Industries Inc *		60		19
Cheesecake Factory Inc/The		1,236		43
Chegg Inc *		176		3
Chico's FAS Inc *		7,300		40
Children's Place Inc/The *		812		33
Chipotle Mexican Grill Inc, Cl A *		232		396
Choice Hotels International Inc		113		13
Columbia Sportswear Co		891		80
Cracker Barrel Old Country Store Inc		323		37
Dana Inc		2,660		40
Darden Restaurants Inc		705		109
Dave & Buster's Entertainment Inc *		1,283		47
Deckers Outdoor Corp *		1,186		533
Denny's Corp *		2,500		28
Designer Brands Inc, Cl A		3,316		29
Dick's Sporting Goods Inc		1,054		150
Dillard's Inc, Cl A		303		93
Domino's Pizza Inc		33		11
DoorDash Inc, Cl A *		523		33
Dorman Products Inc *		128		11
DR Horton Inc		1,973		193
eBay Inc		20,542		911
Etsy Inc *		1,162		129
Expedia Group Inc *		389		38
Fisker Inc *		2,626		16
Five Below Inc *		410		84
Floor & Decor Holdings Inc, Cl A *		232		23
Foot Locker Inc		1,308		52
Ford Motor Co		14,150		178
Fox Factory Holding Corp *		749		91
Frontdoor Inc *		251		7
GameStop Corp, Cl A *		2,040		47
Gap Inc/The		11,382		114
Garmin Ltd		418		42
General Motors Co		6,587		242
Gentex Corp		440		12
Gentherm Inc *		184		11
Genuine Parts Co		67		11
Goodyear Tire & Rubber Co/The *		989		11
Graham Holdings Co, Cl B		78		46
Grand Canyon Education Inc *		121		14
Group 1 Automotive Inc		86		19
GrowGeneration Corp *		2,599		9
H&R Block Inc		3,157		111
Hanesbrands Inc		13,319		70
Harley-Davidson Inc		306		12
Hasbro Inc		2,632		141
Helen of Troy Ltd *		57		5
Hilton Grand Vacations Inc *		3,016		134


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Hilton Worldwide Holdings Inc		11,185	$	1,576
Home Depot Inc/The		13,012		3,840
Hyatt Hotels Corp, Cl A *		135		15
Installed Building Products Inc		125		14
iRobot Corp *		1,013		44
Jack in the Box Inc		658		58
Johnson Outdoors Inc, Cl A		659		42
KB Home		4,733		190
Kohl's Corp		1,859		44
Kontoor Brands Inc		1,282		62
La-Z-Boy Inc, Cl Z		1,597		46
LCI Industries		483		53
Lear Corp		6,486		905
Leggett & Platt Inc		222		7
Lennar Corp, Cl A		596		63
Lennar Corp, Cl B		171		15
LGI Homes Inc *		127		14
LKQ Corp		317		18
Lowe's Cos Inc		12,159		2,431
Lululemon Athletica Inc *		1,171		426
M/I Homes Inc *		198		13
Macy's Inc		4,042		71
Malibu Boats Inc, Cl A *		202		11
Marriott International Inc/MD, Cl A		3,599		598
Marriott Vacations Worldwide Corp		394		53
Mattel Inc *		8,898		164
McDonald's Corp		11,361		3,177
Meritage Homes Corp		794		93
Mohawk Industries Inc *		127		13
Monro Inc		626		31
Murphy USA Inc		422		109
National Vision Holdings Inc *		447		8
Newell Brands Inc		605		8
NIKE Inc, Cl B		17,693		2,170
Nordstrom Inc		3,866		63
Norwegian Cruise Line Holdings Ltd *		14,956		201
NVR Inc *		13		72
ODP Corp/The *		283		13
Ollie's Bargain Outlet Holdings Inc *		212		12
O'Reilly Automotive Inc *		677		575
Oxford Industries Inc		665		70
Papa John's International Inc		151		11
Peloton Interactive Inc, Cl A *		2,845		32
Penske Automotive Group Inc		957		136
PetMed Express Inc		366		6
Planet Fitness Inc, Cl A *		173		13
Polaris Inc		966		107
PulteGroup Inc		5,125		299
PVH Corp		108		10
Qurate Retail Inc *		1,412		1
Ralph Lauren Corp, Cl A		690		81
Revolve Group Inc, Cl A *		2,223		58


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
RH *		224	$	55
Rivian Automotive Inc, Cl A *		1,274		20
Ross Stores Inc		3,209		341
Royal Caribbean Cruises Ltd *		8,804		575
Sabre Corp *		506		2
Sally Beauty Holdings Inc *		2,794		44
SeaWorld Entertainment Inc *		251		15
Service Corp International/US		250		17
Shake Shack Inc, Cl A *		157		9
Signet Jewelers Ltd		2,402		187
Six Flags Entertainment Corp *		248		7
Sleep Number Corp *		1,033		31
Standard Motor Products Inc		943		35
Starbucks Corp		16,902		1,760
Steven Madden Ltd		1,178		42
Stitch Fix Inc, Cl A *		1,021		5
Strategic Education Inc		331		30
Stride Inc *		348		14
Tapestry Inc		2,803		121
Taylor Morrison Home Corp, Cl A *		12,743		488
Tempur Sealy International Inc		2,272		90
Tesla Inc *		32,614		6,766
Texas Roadhouse Inc, Cl A		889		96
Thor Industries Inc		106		8
TJX Cos Inc/The		14,736		1,155
Toll Brothers Inc		269		16
TopBuild Corp *		476		99
Topgolf Callaway Brands Corp *		2,383		52
Tractor Supply Co		2,377		559
Travel + Leisure Co		307		12
Tri Pointe Homes Inc *		3,236		82
Tupperware Brands Corp *		3,286		8
Udemy Inc *		3,378		30
Ulta Beauty Inc *		279		152
Under Armour Inc, Cl C *		556		5
Upbound Group Inc, Cl A		1,764		43
Urban Outfitters Inc *		417		12
Vail Resorts Inc		46		11
VF Corp		4,023		92
Victoria's Secret & Co *		212		7
Visteon Corp *		85		13
Wayfair Inc, Cl A *		320		11
Wendy's Co/The		11,419		249
Whirlpool Corp		638		84
Williams-Sonoma Inc		160		19
Wingstop Inc		582		107
Winnebago Industries Inc		191		11
Wolverine World Wide Inc		1,511		26
Workhorse Group Inc *		4,879		6
Wyndham Hotels & Resorts Inc *		189		13


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Yum! Brands Inc		8,356	$	1,104

				53,743
Consumer Staples — 6.7%
Andersons Inc/The		338		14
Archer-Daniels-Midland Co		5,103		407
B&G Foods Inc		862		13
BellRing Brands Inc *		136		5
Beyond Meat Inc *		166		3
BJ's Wholesale Club Holdings Inc *		800		61
Bunge Ltd		1,596		152
Calavo Growers Inc		571		16
Campbell Soup Co		10,354		569
Casey's General Stores Inc		65		14
Celsius Holdings Inc *		430		40
Chefs' Warehouse Inc/The *		1,366		46
Church & Dwight Co Inc		1,025		91
Clorox Co/The		2,716		430
Coca-Cola Co/The		48,833		3,029
Colgate-Palmolive Co		13,653		1,026
Conagra Brands Inc		14,479		544
Costco Wholesale Corp		5,215		2,591
Coty Inc, Cl A *		1,026		12
Darling Ingredients Inc *		716		42
Dollar General Corp		2,608		549
Dollar Tree Inc *		1,320		189
Edgewell Personal Care Co		310		13
elf Beauty Inc *		1,902		157
Energizer Holdings Inc		231		8
Estee Lauder Cos Inc/The, Cl A		2,390		589
Flowers Foods Inc		555		15
Fresh Del Monte Produce Inc		1,442		43
General Mills Inc		13,887		1,187
Grocery Outlet Holding Corp *		263		7
Hain Celestial Group Inc/The *		461		8
Herbalife Nutrition Ltd *		1,088		18
Hershey Co/The		2,295		584
HF Foods Group Inc *		2,213		9
Hormel Foods Corp		4,797		191
Ingredion Inc		1,110		113
J M Smucker Co/The		6,494		1,022
Kellogg Co		6,713		450
Keurig Dr Pepper Inc		30,864		1,089
Kimberly-Clark Corp		6,484		870
Kraft Heinz Co/The		3,923		152
Kroger Co/The		17,094		844
Lamb Weston Holdings Inc		594		62
McCormick & Co Inc/MD		5,832		485
Medifast Inc		71		7
Mondelez International Inc, Cl A		17,402		1,213
Monster Beverage Corp *		5,132		277
National Beverage Corp *		344		18


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
PepsiCo Inc		24,307	$	4,431
Performance Food Group Co *		1,023		62
Pilgrim's Pride Corp *		355		8
Post Holdings Inc *		108		10
PriceSmart Inc		179		13
Procter & Gamble Co/The		29,205		4,342
SpartanNash Co		1,252		31
Spectrum Brands Holdings Inc		183		12
Sprouts Farmers Market Inc *		623		22
Sysco Corp		17,657		1,364
Target Corp		6,577		1,089
TreeHouse Foods Inc *		237		12
Tyson Foods Inc, Cl A		1,410		84
US Foods Holding Corp *		2,211		82
Vita Coco Co Inc/The *		3,906		77
Walgreens Boots Alliance Inc		25,794		892
Walmart Inc		17,088		2,520

				34,325
Energy — 4.3%
Antero Midstream Corp		26,635		279
Antero Resources Corp *		6,426		148
APA Corp		3,852		139
Arch Resources Inc		755		99
Baker Hughes Co, Cl A		9,516		275
Borr Drilling Ltd *		11,900		90
Cactus Inc, Cl A		1,525		63
Callon Petroleum Co *		2,548		85
ChampionX Corp		383		10
Cheniere Energy Inc		6,249		985
Chesapeake Energy Corp		1,851		141
Civitas Resources Inc		2,018		138
Clean Energy Fuels Corp *		4,579		20
CNX Resources Corp *		1,745		28
ConocoPhillips		25,233		2,503
CONSOL Energy Inc		1,364		79
Coterra Energy Inc		22,434		551
CVR Energy Inc		1,596		52
Delek US Holdings Inc		2,494		57
Denbury Inc *		1,205		106
Devon Energy Corp		10,747		544
DHT Holdings Inc		11,889		129
Diamondback Energy Inc		4,378		592
Dril-Quip Inc *		1,072		31
DT Midstream Inc		405		20
EOG Resources Inc		12,533		1,437
EQT Corp		7,282		232
Equitrans Midstream Corp		2,185		13
Expro Group Holdings NV *		1,529		28
FLEX LNG Ltd		2,301		77
Gevo Inc *		26,517		41
Golar LNG Ltd *		3,888		84


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Green Plains Inc *		2,069	$	64
Halliburton Co		9,891		313
Helix Energy Solutions Group Inc *		10,917		84
Helmerich & Payne Inc		4,134		148
Hess Corp		6,554		867
HF Sinclair Corp		5,184		251
International Seaways Inc		6,062		253
Kinder Morgan Inc		86,689		1,518
Kinetik Holdings Inc, Cl A		2,668		84
Kosmos Energy Ltd *		44,503		331
Magnolia Oil & Gas Corp, Cl A		1,806		40
Marathon Oil Corp		16,949		406
Murphy Oil Corp		449		17
Nabors Industries Ltd *		367		45
New Fortress Energy Inc, Cl A		2,307		68
NextDecade Corp *		10,122		50
Noble Corp PLC *		1,325		52
Nordic American Tankers Ltd		24,290		96
NOV Inc		482		9
Occidental Petroleum Corp		13,308		831
ONEOK Inc		9,782		622
Ovintiv Inc		4,569		165
Patterson-UTI Energy Inc		4,952		58
PBF Energy Inc, Cl A		3,788		164
PDC Energy Inc		2,236		143
Peabody Energy Corp *		4,576		117
Pioneer Natural Resources Co		5,512		1,126
Range Resources Corp		4,411		117
RPC Inc		1,226		9
Schlumberger NV		36,941		1,814
Scorpio Tankers Inc		3,895		219
SM Energy Co		5,146		145
Southwestern Energy Co *		21,739		109
Targa Resources Corp		11,252		821
Teekay Tankers Ltd, Cl A *		1,755		75
Texas Pacific Land Corp		140		238
Uranium Energy Corp *		15,244		44
Valaris Ltd *		739		48
Vitesse Energy Inc		272		5
Williams Cos Inc/The		49,246		1,470
World Fuel Services Corp		4,395		112

				22,224
Financials — 13.5%
Affiliated Managers Group Inc		910		130
Affirm Holdings Inc, Cl A *		2,309		26
Aflac Inc		4,907		317
AGNC Investment Corp ^‡		2,838		29
Allstate Corp/The		3,458		383
Ally Financial Inc		1,575		40
Amalgamated Financial Corp		2,110		37
American Express Co		9,360		1,544


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
American Financial Group Inc/OH		89	$	11
American International Group Inc		6,597		332
Ameriprise Financial Inc		1,250		383
Ameris Bancorp		1,129		41
AMERISAFE Inc		743		36
Annaly Capital Management Inc ^‡		5,357		102
Aon PLC, Cl A		3,101		978
Apollo Commercial Real Estate Finance Inc ^‡		2,686		25
Apollo Global Management Inc		2,091		132
Arch Capital Group Ltd *		2,404		163
Ares Management Corp, Cl A		632		53
Argo Group International Holdings Ltd		750		22
Arthur J Gallagher & Co		1,610		308
Artisan Partners Asset Management Inc, Cl A		1,589		51
Associated Banc-Corp		4,274		77
Assurant Inc		87		10
Assured Guaranty Ltd		994		50
Atlantic Union Bankshares Corp		1,302		46
Axis Capital Holdings Ltd		825		45
Axos Financial Inc *		310		11
Bank of America Corp		87,545		2,504
Bank of Hawaii Corp		1,051		55
Bank of Marin Bancorp		1,079		24
Bank of New York Mellon Corp/The		12,656		575
Bank of NT Butterfield & Son Ltd/The		1,324		36
Bank OZK		366		13
BankUnited Inc		346		8
Banner Corp		851		46
Berkshire Hathaway Inc, Cl B *		21,322		6,584
Berkshire Hills Bancorp Inc		1,501		38
BGC Partners Inc, Cl A		8,389		44
BlackRock Inc, Cl A		1,878		1,257
Blackstone Inc		6,935		609
Block Inc, Cl A *		4,127		283
BOK Financial Corp		568		48
Bread Financial Holdings Inc		1,335		40
Brighthouse Financial Inc *		268		12
Brown & Brown Inc		290		17
Cadence Bank		1,525		32
Capital One Financial Corp		3,914		376
Capitol Federal Financial Inc		3,529		24
Carlyle Group Inc/The		923		29
Cass Information Systems Inc		865		37
Cathay General Bancorp		1,291		45
Cboe Global Markets Inc		99		13
Central Pacific Financial Corp		1,651		30
Charles Schwab Corp/The		16,432		861
Chimera Investment Corp ^‡		2,402		14
Chubb Ltd		6,169		1,198
Cincinnati Financial Corp		891		100


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Citigroup Inc		24,313	$	1,140
Citizens Financial Group Inc		3,587		109
City Holding Co		607		55
CME Group Inc, Cl A		4,726		905
CNA Financial Corp		253		10
Cohen & Steers Inc		764		49
Coinbase Global Inc, Cl A *		850		57
Columbia Banking System Inc		1,640		35
Comerica Inc		1,232		53
Commerce Bancshares Inc/MO		1,722		100
Community Bank System Inc		710		37
ConnectOne Bancorp Inc		1,891		33
Credit Acceptance Corp *		177		77
Cullen/Frost Bankers Inc		850		90
Dime Community Bancshares Inc		1,467		33
Discover Financial Services		11,446		1,131
Eagle Bancorp Inc		1,035		35
East West Bancorp Inc		1,710		95
eHealth Inc *		512		5
Ellington Financial Inc ^‡		2,748		34
Enterprise Financial Services Corp		1,063		47
Equitable Holdings Inc		432		11
Erie Indemnity Co, Cl A		433		100
Essent Group Ltd		970		39
Euronet Worldwide Inc *		74		8
Evercore Inc, Cl A		659		76
Everest Re Group Ltd		179		64
Eversource Energy		10,983		860
EVERTEC Inc		1,569		53
F&G Annuities & Life Inc		2,571		47
FactSet Research Systems Inc		306		127
FB Financial Corp		1,250		39
Federal Agricultural Mortgage Corp, Cl C		119		16
Federated Hermes Inc, Cl B		1,492		60
Fidelity National Financial Inc		1,063		37
Fidelity National Information Services Inc		7,874		428
Fifth Third Bancorp		4,599		123
First American Financial Corp		814		45
First BanCorp/Puerto Rico		821		9
First Busey Corp		1,790		36
First Citizens BancShares Inc/NC, Cl A		159		155
First Commonwealth Financial Corp		3,365		42
First Financial Bancorp		1,921		42
First Financial Bankshares Inc		1,378		44
First Hawaiian Inc		3,126		64
First Horizon Corp		22,027		392
First Interstate BancSystem Inc, Cl A		1,171		35
First Merchants Corp		1,182		39
First Republic Bank/CA		1,080		15
FirstCash Holdings Inc		612		58
Fiserv Inc *		5,664		640
FleetCor Technologies Inc *		277		58


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
FNB Corp/PA		3,907	$	45
Franklin Resources Inc		6,856		185
Fulton Financial Corp		2,789		39
Genworth Financial Inc, Cl A *		10,439		52
German American Bancorp Inc		1,414		47
Global Payments Inc		2,965		312
Globe Life Inc		108		12
Goldman Sachs Group Inc/The		3,960		1,295
Goosehead Insurance Inc, Cl A *		215		11
Hancock Whitney Corp		1,142		42
Hannon Armstrong Sustainable Infrastructure Capital Inc		9,246		264
Hanover Insurance Group Inc/The		124		16
HarborOne Bancorp Inc		861		11
Hartford Financial Services Group Inc/The		1,006		70
Heartland Financial USA Inc		1,003		38
Heritage Financial Corp/WA		1,744		37
Home BancShares Inc/AR		2,523		55
HomeStreet Inc		309		6
Hope Bancorp Inc		3,233		32
Horace Mann Educators Corp		1,125		38
Houlihan Lokey Inc, Cl A		192		17
Huntington Bancshares Inc/OH		9,540		107
Independent Bank Corp		580		38
Independent Bank Group Inc		846		39
Intercontinental Exchange Inc		5,170		539
Invesco Ltd		18,276		300
Invesco Mortgage Capital Inc ^‡		323		4
Jack Henry & Associates Inc		636		96
James River Group Holdings Ltd		1,180		24
Janus Henderson Group PLC		1,207		32
Jefferies Financial Group Inc		2,313		73
JPMorgan Chase & Co		35,839		4,670
KeyCorp		12,904		162
Kinsale Capital Group Inc		73		22
KKR & Co Inc		3,222		169
Lakeland Bancorp Inc		2,890		45
Lazard Ltd, Cl A		2,316		77
Lemonade Inc *		1,665		24
LendingTree Inc *		175		5
Lincoln National Corp		3,621		81
Loews Corp		222		13
LPL Financial Holdings Inc		1,036		210
M&T Bank Corp		1,519		182
MarketAxess Holdings Inc		144		56
Marsh & McLennan Cos Inc		12,844		2,139
Mastercard Inc, Cl A		12,101		4,398
Mercury General Corp		233		7
MetLife Inc		6,576		381
MFA Financial Inc ^‡		1,584		16
MGIC Investment Corp		3,455		46
Moelis & Co, Cl A		461		18


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Moody's Corp		4,810	$	1,472
Morgan Stanley		15,681		1,377
Morningstar Inc		67		14
Mr Cooper Group Inc *		335		14
MSCI Inc, Cl A		635		355
Nasdaq Inc		7,134		390
NBT Bancorp Inc		1,213		41
Nelnet Inc, Cl A		145		13
New York Community Bancorp Inc		951		9
New York Mortgage Trust Inc ^‡		1,944		19
NMI Holdings Inc, Cl A *		1,470		33
Northern Trust Corp		7,549		665
Northfield Bancorp Inc		2,868		34
OFG Bancorp		2,119		53
Old National Bancorp/IN		5,093		73
OneMain Holdings Inc, Cl A		258		10
Orchid Island Capital Inc, Cl A ^‡		3,472		37
Pacific Premier Bancorp Inc		3,188		77
PacWest Bancorp		1,283		12
Palomar Holdings Inc, Cl A *		145		8
Pathward Financial Inc		266		11
PayPal Holdings Inc *		16,718		1,270
PennyMac Mortgage Investment Trust ^‡		21,728		268
Pinnacle Financial Partners Inc		1,489		82
PNC Financial Services Group Inc/The		5,690		723
Popular Inc		1,507		87
PRA Group Inc *		1,320		51
Primerica Inc		323		56
Principal Financial Group Inc		662		49
Priority Technology Holdings Inc *		10,659		38
ProAssurance Corp		1,351		25
PROG Holdings Inc *		832		20
Progressive Corp/The		7,459		1,067
Prosperity Bancshares Inc		1,192		73
Provident Financial Services Inc		1,988		38
Prudential Financial Inc		15,519		1,284
Radian Group Inc		1,924		43
Raymond James Financial Inc		1,949		182
Redwood Trust Inc ^‡		2,992		20
Regions Financial Corp		62,324		1,157
Reinsurance Group of America Inc, Cl A		578		77
RenaissanceRe Holdings Ltd		916		184
Renasant Corp		1,366		42
Repay Holdings Corp, Cl A *		7,436		49
Rithm Capital Corp ^‡		1,403		11
RLI Corp		545		72
S&P Global Inc		7,141		2,462
S&T Bancorp Inc		1,247		39
Sandy Spring Bancorp Inc		1,350		35
Seacoast Banking Corp of Florida		1,616		38
ServisFirst Bancshares Inc		187		10
SLM Corp		8,316		103


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
SouthState Corp		216	$	15
Starwood Property Trust Inc ^‡		2,000		35
State Street Corp		9,970		755
Stellar Bancorp Inc		1,869		46
Stifel Financial Corp		245		14
Synchrony Financial		4,720		137
Synovus Financial Corp		1,267		39
T Rowe Price Group Inc		2,711		306
Texas Capital Bancshares Inc *		822		40
TFS Financial Corp		573		7
TPG RE Finance Trust Inc ^‡		2,439		18
Travelers Cos Inc/The		4,033		691
TriCo Bancshares		1,219		51
Triumph Financial Inc *		822		48
Truist Financial Corp		14,236		485
Trustmark Corp		1,410		35
Two Harbors Investment Corp ^‡		1,597		23
UMB Financial Corp		715		41
Univest Financial Corp		1,820		43
Unum Group		1,638		65
Upstart Holdings Inc *		1,290		21
US Bancorp		12,299		443
Valley National Bancorp		4,269		39
Veritex Holdings Inc		348		6
Virtu Financial Inc, Cl A		3,026		57
Visa Inc, Cl A		21,213		4,783
W R Berkley Corp		247		15
Walker & Dunlop Inc		749		57
Washington Trust Bancorp Inc		924		32
Webster Financial Corp		2,008		79
Wells Fargo & Co		38,683		1,446
Westamerica BanCorp		731		32
Western Alliance Bancorp		1,801		64
Western Union Co/The		425		5
WEX Inc *		55		10
Willis Towers Watson PLC		907		211
Wintrust Financial Corp		708		52
Zions Bancorp NA		1,771		53

				69,494
Health Care — 13.6%
10X Genomics Inc, Cl A *		954		53
Abbott Laboratories		27,119		2,746
AbbVie Inc		25,124		4,004
Acadia Healthcare Co Inc *		220		16
Accolade Inc *		956		14
AdaptHealth Corp, Cl A *		2,632		33
Adaptive Biotechnologies Corp *		1,704		15
Addus HomeCare Corp *		495		53
Agilent Technologies Inc		7,874		1,089
Agios Pharmaceuticals Inc *		1,062		24
Akero Therapeutics Inc *		913		35


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Alector Inc *		2,628	$	16
Align Technology Inc *		691		231
Allogene Therapeutics Inc *		1,838		9
Alnylam Pharmaceuticals Inc *		1,202		241
Amedisys Inc *		56		4
American Well Corp, Cl A *		10,093		24
AmerisourceBergen Corp, Cl A		589		94
Amgen Inc		7,498		1,813
Amicus Therapeutics Inc *		5,193		58
AMN Healthcare Services Inc *		832		69
AnaptysBio Inc *		1,908		41
Anika Therapeutics Inc *		920		26
Apellis Pharmaceuticals Inc *		246		16
Apollo Medical Holdings Inc *		344		12
Arcturus Therapeutics Holdings Inc *		483		12
Arcus Biosciences Inc *		2,371		43
Arrowhead Pharmaceuticals Inc *		251		6
Arvinas Inc *		1,298		35
Atara Biotherapeutics Inc *		3,254		9
AtriCure Inc *		1,029		43
Atrion Corp		71		45
Avanos Medical Inc *		301		9
Avantor Inc *		1,656		35
Avidity Biosciences Inc *		2,388		37
Avista Public Acquisition Corp II, Cl W *		2,263		8
Axonics Inc *		351		19
Axsome Therapeutics Inc *		618		38
Azenta Inc *		207		9
Baxter International Inc		12,373		502
Becton Dickinson & Co		4,437		1,098
BioCryst Pharmaceuticals Inc *		1,030		9
Biogen Inc *		2,874		799
Biohaven Ltd *		45		1
BioLife Solutions Inc *		2,163		47
BioMarin Pharmaceutical Inc *		1,042		101
Bio-Rad Laboratories Inc, Cl A *		32		15
Bio-Techne Corp		212		16
Bluebird Bio Inc *		645		2
Boston Scientific Corp *		16,399		820
Bridgebio Pharma Inc *		241		4
Bristol-Myers Squibb Co		34,297		2,377
Brookdale Senior Living Inc *		7,397		22
Bruker Corp		233		18
Cara Therapeutics Inc *		2,942		14
Cardinal Health Inc		2,213		167
CareDx Inc *		6,310		58
Cassava Sciences Inc *		614		15
Castle Biosciences Inc *		730		17
Catalent Inc *		949		62
Catalyst Pharmaceuticals Inc *		11,416		189
Centene Corp *		4,805		304


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Charles River Laboratories International Inc *		77	$	15
Chemed Corp		114		61
Cigna Group/The		7,185		1,836
Collegium Pharmaceutical Inc *		2,915		70
Cooper Cos Inc/The		236		88
Corcept Therapeutics Inc *		3,878		84
CorVel Corp *		125		24
Crinetics Pharmaceuticals Inc *		2,310		37
CryoPort Inc *		871		21
CVS Health Corp		19,003		1,412
Cytokinetics Inc *		7,134		251
Danaher Corp		7,586		1,912
DaVita Inc *		160		13
Deciphera Pharmaceuticals Inc *		716		11
Denali Therapeutics Inc *		2,631		61
DENTSPLY SIRONA Inc		3,113		122
Dexcom Inc *		3,388		394
Dynavax Technologies Corp *		4,355		43
Eagle Pharmaceuticals Inc/DE *		1,045		30
Editas Medicine Inc, Cl A *		1,596		12
Edwards Lifesciences Corp *		8,484		702
Elanco Animal Health Inc *		398		4
Elevance Health Inc		5,444		2,503
Eli Lilly & Co		11,234		3,858
Embecta Corp		887		25
Emergent BioSolutions Inc *		950		10
Enanta Pharmaceuticals Inc *		785		32
Encompass Health Corp		164		9
Enhabit Inc *		82		1
Enovis Corp *		485		26
Envista Holdings Corp *		317		13
Esperion Therapeutics Inc *		962		1
Exact Sciences Corp *		930		63
Exelixis Inc *		4,344		84
Fate Therapeutics Inc *		3,277		19
FibroGen Inc *		1,053		20
Fulgent Genetics Inc *		853		27
GE HealthCare Technologies Inc *		4,346		356
Gilead Sciences Inc		14,228		1,181
Glaukos Corp *		167		8
Globus Medical Inc, Cl A *		179		10
Gossamer Bio Inc *		3,279		4
Halozyme Therapeutics Inc *		2,641		101
HCA Healthcare Inc		2,314		610
Health Catalyst Inc *		1,594		19
HealthEquity Inc *		673		39
Henry Schein Inc *		2,612		213
Heron Therapeutics Inc *		1,977		3
Heska Corp *		69		7
Hologic Inc *		927		75
Horizon Therapeutics PLC *		1,437		157


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Humana Inc		1,261	$	612
ICU Medical Inc *		62		10
Ideaya Biosciences Inc *		4,068		56
IDEXX Laboratories Inc *		707		354
IGM Biosciences Inc *		1,084		15
Illumina Inc *		3,200		744
ImmunityBio Inc *		12,691		23
Inari Medical Inc *		419		26
Incyte Corp *		1,063		77
Innoviva Inc *		3,557		40
Inogen Inc *		706		9
Inovio Pharmaceuticals Inc *		2,095		2
Insmed Inc *		2,129		36
Inspire Medical Systems Inc *		110		26
Insulet Corp *		65		21
Integer Holdings Corp *		625		48
Integra LifeSciences Holdings Corp *		188		11
Intellia Therapeutics Inc *		1,231		46
Intercept Pharmaceuticals Inc *		417		6
Intra-Cellular Therapies Inc *		3,894		211
Intuitive Surgical Inc *		4,209		1,075
Invitae Corp *		54,164		73
Ionis Pharmaceuticals Inc *		782		28
Iovance Biotherapeutics Inc *		8,304		51
IQVIA Holdings Inc *		968		192
iRhythm Technologies Inc *		210		26
Ironwood Pharmaceuticals Inc, Cl A *		3,844		40
IVERIC bio Inc *		2,336		57
Johnson & Johnson		32,711		5,070
Karuna Therapeutics Inc *		118		21
Karyopharm Therapeutics Inc *		2,929		11
Kezar Life Sciences Inc *		10,142		32
Kiniksa Pharmaceuticals Ltd, Cl A *		801		9
Kodiak Sciences Inc *		1,218		7
Krystal Biotech Inc *		823		66
Kura Oncology Inc *		3,438		42
Laboratory Corp of America Holdings		515		118
Lantheus Holdings Inc *		2,408		199
Ligand Pharmaceuticals Inc *		462		34
LivaNova PLC *		657		29
MacroGenics Inc *		1,782		13
Madrigal Pharmaceuticals Inc *		531		129
McKesson Corp		1,233		439
MeiraGTx Holdings plc *		4,240		22
Merck & Co Inc		36,681		3,903
Mersana Therapeutics Inc *		13,514		55
Mettler-Toledo International Inc *		771		1,180
Mirati Therapeutics Inc *		429		16
Moderna Inc *		4,368		671
Myriad Genetics Inc *		1,860		43
Natera Inc *		229		13
National Research Corp		779		34


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Nektar Therapeutics, Cl A *		2,328	$	2
Neogen Corp *		300		6
Neurocrine Biosciences Inc *		1,089		110
Nevro Corp *		83		3
NextGen Healthcare Inc *		3,392		59
Novavax Inc *		816		6
Novocure Ltd *		905		54
OmniAb *		350		—
Omnicell Inc *		466		27
Option Care Health Inc *		648		21
OraSure Technologies Inc *		6,042		37
Organon & Co		649		15
Pediatrix Medical Group Inc *		417		6
Pennant Group Inc/The *		1,609		23
Penumbra Inc *		72		20
PerkinElmer Inc		120		16
Pfizer Inc		73,662		3,006
Phreesia Inc *		361		12
Premier Inc, Cl A		2,266		73
Prometheus Biosciences Inc *		454		49
Protagonist Therapeutics Inc *		1,083		25
PTC Therapeutics Inc *		1,021		49
QIAGEN NV *		2,338		107
Quest Diagnostics Inc		865		122
Reata Pharmaceuticals Inc, Cl A *		537		49
Regeneron Pharmaceuticals Inc *		1,105		908
Repligen Corp *		553		93
ResMed Inc		2,930		642
Revance Therapeutics Inc *		3,056		98
Rocket Pharmaceuticals Inc *		932		16
Sage Therapeutics Inc *		516		22
Sangamo Therapeutics Inc *		1,002		2
Sarepta Therapeutics Inc *		87		12
Seagen Inc *		750		152
Shockwave Medical Inc *		452		98
Simulations Plus Inc		1,477		65
STAAR Surgical Co *		2,233		143
Stryker Corp		3,476		992
Supernus Pharmaceuticals Inc *		2,174		79
Surmodics Inc *		1,169		27
Tactile Systems Technology Inc *		728		12
Tandem Diabetes Care Inc *		144		6
Teladoc Health Inc *		2,033		53
Teleflex Inc		742		188
Tenon Medical Inc *		21,009		37
TG Therapeutics Inc *		1,128		17
Theravance Biopharma Inc *		2,200		24
Thermo Fisher Scientific Inc		4,827		2,782
Travere Therapeutics Inc *		3,434		77
Twist Bioscience Corp *		606		9
Ultragenyx Pharmaceutical Inc *		1,143		46
United Therapeutics Corp *		559		125


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
UnitedHealth Group Inc		11,675	$	5,517
Universal Health Services Inc, Cl B		80		10
US Physical Therapy Inc		428		42
Utah Medical Products Inc		515		49
Varex Imaging Corp *		1,631		30
Vaxcyte Inc *		1,042		39
Veeva Systems Inc, Cl A *		1,157		213
Veradigm Inc *		3,611		47
Vericel Corp *		1,218		36
Vertex Pharmaceuticals Inc *		3,305		1,041
Viatris Inc, Cl W		1,277		12
Waters Corp *		395		122
West Pharmaceutical Services Inc		1,875		650
Xencor Inc *		1,686		47
Y-mAbs Therapeutics Inc *		3,117		16
Zentalis Pharmaceuticals Inc *		497		8
Zimmer Biomet Holdings Inc		3,501		452
Zimvie Inc *		350		2
Zoetis Inc, Cl A		6,022		1,002

				70,446
Industrials — 8.7%
3M Co		10,841		1,139
A O Smith Corp		1,708		118
AAON Inc		192		19
ABM Industries Inc		1,349		61
ACCO Brands Corp		5,214		28
Acuity Brands Inc		84		15
AerSale Corp *		12,013		207
AGCO Corp		149		20
Air Lease Corp, Cl A		1,053		41
Alamo Group Inc		86		16
Alaska Air Group Inc *		9,238		388
Albany International Corp, Cl A		652		58
Allegion PLC		855		91
Allison Transmission Holdings Inc		1,870		85
American Airlines Group Inc *		405		6
American Woodmark Corp *		461		24
AMETEK Inc		1,369		199
Apogee Enterprises Inc		1,229		53
Applied Industrial Technologies Inc		745		106
ArcBest Corp		336		31
Archer Aviation Inc, Cl A *		26,738		76
Arcosa Inc		1,128		71
Argan Inc		1,315		53
Armstrong World Industries Inc		161		11
ASGN Inc *		146		12
Astec Industries Inc		204		8
Astronics Corp *		3,653		49
Atkore Inc *		453		64
Automatic Data Processing Inc		9,709		2,162
Avis Budget Group Inc *		784		153


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Axon Enterprise Inc *		2,777	$	624
AZZ Inc		1,071		44
Barnes Group Inc		807		32
Blink Charging Co *		1,491		13
Bloom Energy Corp, Cl A *		4,597		92
Brady Corp, Cl A		10,884		585
Brink's Co/The		540		36
Broadridge Financial Solutions Inc		720		106
Cadre Holdings Inc		4,543		98
Carlisle Cos Inc		311		70
Carrier Global Corp		6,184		283
CBIZ Inc *		1,805		89
CH Robinson Worldwide Inc		148		15
Chart Industries Inc *		576		72
Cintas Corp		1,907		882
CIRCOR International Inc *		1,110		35
Clean Harbors Inc *		137		20
Comfort Systems USA Inc		988		144
Concentrix Corp		387		47
Construction Partners Inc, Cl A *		391		11
Copa Holdings SA, Cl A		469		43
Copart Inc *		2,568		193
CoStar Group Inc *		3,260		224
Crane NXT Co		135		15
CSG Systems International Inc		965		52
CSW Industrials Inc		116		16
CSX Corp		29,082		871
Cummins Inc		3,179		759
Deere & Co		4,735		1,955
Delta Air Lines Inc *		35,179		1,228
Deluxe Corp		981		16
Donaldson Co Inc		202		13
Dover Corp		383		58
Dycom Industries Inc *		1,064		100
Eaton Corp PLC		12,068		2,068
EMCOR Group Inc		565		92
Emerson Electric Co		6,592		574
Enerpac Tool Group Corp, Cl A		2,369		60
EnerSys		664		58
Enovix Corp *		4,020		60
EnPro Industries Inc		738		77
Equifax Inc		64		13
Esab Corp		485		29
ESCO Technologies Inc		568		54
ESS Tech Inc *		12,723		18
ExlService Holdings Inc *		136		22
Expeditors International of Washington Inc		1,163		128
Exponent Inc		135		13
Fastenal Co		242		13
Federal Signal Corp		1,560		85
FedEx Corp		2,712		620
Flowserve Corp		239		8


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Forrester Research Inc *		1,169	$	38
Fortune Brands Innovations Inc		174		10
Forward Air Corp		144		16
Franklin Electric Co Inc		180		17
FTC Solar Inc *		10,081		23
FTI Consulting Inc *		443		87
FuelCell Energy Inc *		8,509		24
Generac Holdings Inc *		203		22
General Electric Co		13,038		1,246
Genpact Ltd		6,870		318
Gibraltar Industries Inc *		164		8
Graco Inc		223		16
GrafTech International Ltd		954		5
Granite Construction Inc		1,780		73
Great Lakes Dredge & Dock Corp *		4,289		23
Greenbrier Cos Inc/The		1,583		51
GXO Logistics Inc *		1,041		53
Healthcare Services Group Inc		422		6
HEICO Corp		4,351		744
HEICO Corp, Cl A		3,243		441
Helios Technologies Inc		1,091		71
Herc Holdings Inc		1,012		115
Hexcel Corp		17,797		1,215
Hillenbrand Inc		300		14
HireRight Holdings Corp *		4,409		47
HNI Corp		1,268		35
Howmet Aerospace Inc		7,379		313
Hubbell Inc, Cl B		78		19
Hyliion Holdings Corp *		4,149		8
ICF International Inc		545		60
IDEX Corp		68		16
Illinois Tool Works Inc		8,760		2,133
Ingersoll Rand Inc		355		21
Insperity Inc		592		72
Interface Inc, Cl A		20,500		166
ITT Inc		1,404		121
JB Hunt Transport Services Inc		437		77
JetBlue Airways Corp *		837		6
John Bean Technologies Corp		439		48
Kadant Inc		65		14
Kaman Corp		36,136		826
KAR Auction Services Inc *		2,303		31
Kelly Services Inc, Cl A		2,214		37
Kennametal Inc		1,343		37
Kforce Inc		444		28
Kimball International Inc, Cl B		4,936		61
Kirby Corp *		1,032		72
Knight-Swift Transportation Holdings Inc, Cl A		1,357		77
Korn Ferry		1,193		62
Landstar System Inc		83		15
Lennox International Inc		44		11


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Li-Cycle Holdings Corp *		8,390	$	47
Lincoln Electric Holdings Inc		1,027		174
Lindsay Corp		91		14
Liquidity Services Inc *		2,249		30
Lyft Inc, Cl A *		7,511		70
ManpowerGroup Inc		3,586		296
Marten Transport Ltd		592		12
Masco Corp		245		12
Masterbrand Inc *		174		1
Matson Inc		1,273		76
Maximus Inc		682		54
McGrath RentCorp		666		62
MDU Resources Group Inc		386		12
Middleby Corp/The *		103		15
MillerKnoll Inc		2,900		59
MRC Global Inc *		3,597		35
MSC Industrial Direct Co Inc, Cl A		1,115		94
Nikola Corp *		23,149		28
Nordson Corp		600		133
Norfolk Southern Corp		2,628		557
NOW Inc *		4,359		49
NV5 Global Inc *		202		21
Old Dominion Freight Line Inc		42		14
Omega Flex Inc		70		8
Oshkosh Corp		2,762		230
Otis Worldwide Corp		2,457		207
Owens Corning		4,958		475
PACCAR Inc		2,950		216
Park Aerospace Corp		13,994		188
Parker-Hannifin Corp		1,231		414
Paychex Inc		2,612		299
Pentair PLC		245		14
Pitney Bowes Inc		11,792		46
Planet Labs PBC *		11,494		45
Plug Power Inc *		4,368		51
Proto Labs Inc *		91		3
Quanta Services Inc		2,291		382
RBC Bearings Inc *		64		15
Redwire Corp *		40,312		122
Regal Rexnord Corp		1,068		150
Republic Services Inc, Cl A		969		131
Resideo Technologies Inc *		448		8
Ritchie Bros Auctioneers Inc		133		7
Robert Half International Inc		806		65
Rocket Lab USA Inc *		16,898		68
Rockwell Automation Inc		1,620		475
Rollins Inc		3,532		133
RXO Inc *		1,041		20
Ryder System Inc		1,425		127
Saia Inc *		96		26
Schneider National Inc, Cl B		521		14
Shoals Technologies Group Inc, Cl A *		2,723		62


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Shyft Group Inc/The		429	$	10
Simpson Manufacturing Co Inc		643		70
SiteOne Landscape Supply Inc *		361		49
Snap-on Inc		318		78
Southwest Airlines Co		322		10
SP Plus Corp *		1,169		40
Spirit AeroSystems Holdings Inc, Cl A		22,727		785
Spirit Airlines Inc		1,221		21
SPX Technologies Inc *		999		71
Stanley Black & Decker Inc		1,349		109
Steelcase Inc, Cl A		2,620		22
Stem Inc *		5,869		33
Stericycle Inc *		179		8
Sunrun Inc *		1,979		40
Tennant Co		639		44
Terex Corp		341		16
Tetra Tech Inc		564		83
Timken Co/The		204		17
Toro Co/The		1,175		131
TPI Composites Inc *		472		6
TransUnion		135		8
Trex Co Inc *		1,134		55
Trinity Industries Inc		511		12
Triton International Ltd		827		52
Triumph Group Inc *		1,853		21
TrueBlue Inc *		9,445		168
TTEC Holdings Inc		202		8
Uber Technologies Inc *		20,882		662
UFP Industries Inc		196		16
U-Haul Holding Co		28		2
U-Haul Holding Co, Cl B		252		13
UniFirst Corp/MA		235		41
Union Pacific Corp		7,120		1,433
United Airlines Holdings Inc *		289		13
United Parcel Service Inc, Cl B		8,569		1,662
United Rentals Inc		1,692		670
Univar Solutions Inc *		476		17
Upwork Inc *		3,753		42
Valmont Industries Inc		76		24
Verisk Analytics Inc, Cl A		1,729		332
Virgin Galactic Holdings Inc *		100,234		406
Wabash National Corp		3,217		79
Waste Management Inc		6,467		1,055
Watsco Inc		52		17
Watts Water Technologies Inc, Cl A		507		85
WESCO International Inc		3,661		566
Westinghouse Air Brake Technologies Corp		465		47
WillScot Mobile Mini Holdings Corp, Cl A *		590		28
Woodward Inc		139		14
WW Grainger Inc		2,209		1,522
XPO Inc *		1,041		33
Xylem Inc/NY		12,011		1,258


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Zurn Elkay Water Solutions Corp		1,629	$	35

				45,151
Information Technology — 25.1%
8x8 Inc *		2,725		11
Accenture PLC, Cl A		11,297		3,229
ACI Worldwide Inc *		1,373		37
Adeia Inc		2,351		21
Adobe Inc *		8,356		3,220
ADTRAN Holdings Inc		979		16
Advanced Energy Industries Inc		725		71
Advanced Micro Devices Inc *		18,853		1,848
Agilysys Inc *		323		27
Akamai Technologies Inc *		7,949		622
Akoustis Technologies Inc *		2,669		8
Alarm.com Holdings Inc *		1,192		60
Altair Engineering Inc, Cl A *		269		19
Alteryx Inc, Cl A *		635		37
Ambarella Inc *		160		12
Amdocs Ltd		3,632		349
Amkor Technology Inc		3,864		101
Amphenol Corp, Cl A		4,648		380
Analog Devices Inc		5,627		1,110
ANSYS Inc *		683		227
Appian Corp, Cl A *		1,246		55
Apple Inc		196,636		32,425
Applied Materials Inc		13,913		1,709
Arista Networks Inc *		3,072		516
Arlo Technologies Inc *		7,542		46
Arrow Electronics Inc *		1,639		205
Asana Inc, Cl A *		3,091		65
Aspen Technology Inc *		173		40
Atlassian Corp Ltd, Cl A *		1,043		179
Autodesk Inc *		3,559		741
Avnet Inc		325		15
Axcelis Technologies Inc *		1,474		196
Badger Meter Inc		775		94
Belden Inc		155		13
Benchmark Electronics Inc		1,447		34
Bentley Systems Inc, Cl B		1,422		61
BigCommerce Holdings Inc *		3,803		34
BILL Holdings Inc *		1,644		133
Black Knight Inc *		1,569		90
Blackbaud Inc *		629		44
Blackline Inc *		185		12
Box Inc, Cl A *		539		14
Broadcom Inc		4,787		3,071
Cadence Design Systems Inc *		2,312		486
CDW Corp/DE		806		157
Cerence Inc *		493		14
Ceridian HCM Holding Inc *		792		58
Ciena Corp *		1,223		64


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Cirrus Logic Inc *		640	$	70
Cisco Systems Inc		75,656		3,955
Cloudflare Inc, Cl A *		1,522		94
Cognex Corp		203		10
Cognizant Technology Solutions Corp, Cl A		8,315		507
Coherent Corp *		265		10
CommScope Holding Co Inc *		7,086		45
CommVault Systems Inc *		219		12
Consensus Cloud Solutions Inc *		180		6
Corning Inc		6,104		215
Crowdstrike Holdings Inc, Cl A *		2,166		297
CTS Corp		301		15
Datadog Inc, Cl A *		1,589		115
Dell Technologies Inc, Cl C		4,108		165
Digital Turbine Inc *		4,674		58
DocuSign Inc, Cl A *		1,618		94
Dolby Laboratories Inc, Cl A		731		62
Domo Inc, Cl B *		297		4
Dropbox Inc, Cl A *		2,914		63
Dynatrace Inc *		465		20
Ebix Inc		299		4
Elastic NV *		183		11
Enphase Energy Inc *		2,249		473
Envestnet Inc *		717		42
EPAM Systems Inc *		121		36
Everbridge Inc *		1,814		63
Extreme Networks Inc *		6,878		132
F5 Inc *		578		84
Fair Isaac Corp *		299		210
Fastly Inc, Cl A *		905		16
First Solar Inc *		3,538		770
Five9 Inc *		93		7
FormFactor Inc *		353		11
Fortinet Inc *		4,535		301
Gartner Inc *		326		106
Gen Digital Inc		4,737		81
Globant SA *		271		44
GoDaddy Inc, Cl A *		1,102		86
Guidewire Software Inc *		109		9
Hackett Group Inc/The		3,129		58
HubSpot Inc *		322		138
Infinera Corp *		6,579		51
Insight Enterprises Inc *		132		19
Intel Corp		51,878		1,695
InterDigital Inc		917		67
International Business Machines Corp		13,123		1,720
Intuit Inc		3,714		1,656
IPG Photonics Corp *		558		69
Itron Inc *		588		33
Jabil Inc		3,162		279
Juniper Networks Inc		7,826		269
Keysight Technologies Inc *		8,514		1,375


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Kimball Electronics Inc *		2,142	$	52
KLA Corp		1,904		760
Knowles Corp *		2,314		39
Kulicke & Soffa Industries Inc		764		40
Kyndryl Holdings Inc *		2,624		39
Lam Research Corp		2,584		1,370
Lattice Semiconductor Corp *		369		35
Littelfuse Inc		60		16
Lumentum Holdings Inc *		660		36
Manhattan Associates Inc *		1,278		198
Marathon Digital Holdings Inc *		3,468		30
Marvell Technology Inc		7,143		309
Matterport Inc *		11,962		33
Microchip Technology Inc		1,617		136
Micron Technology Inc		11,221		677
Microsoft Corp		99,587		28,711
MicroStrategy Inc, Cl A *		69		20
MicroVision Inc *		2,858		8
MKS Instruments Inc		103		9
MongoDB Inc, Cl A *		574		134
Monolithic Power Systems Inc		64		32
N-able Inc *		317		4
National Instruments Corp		2,353		123
NCR Corp *		334		8
NetApp Inc		2,936		188
NetScout Systems Inc *		2,073		59
New Relic Inc *		952		72
Novanta Inc *		98		16
Nutanix Inc, Cl A *		359		9
NVIDIA Corp		34,071		9,464
Okta Inc, Cl A *		812		70
ON Semiconductor Corp *		9,649		794
Oracle Corp		24,339		2,262
OSI Systems Inc *		497		51
PagerDuty Inc *		1,821		64
Palantir Technologies Inc, Cl A *		12,031		102
Palo Alto Networks Inc *		2,616		523
Paycom Software Inc *		194		59
Paylocity Holding Corp *		417		83
Pegasystems Inc		150		7
Perficient Inc *		181		13
Plexus Corp *		589		58
Power Integrations Inc		196		17
Procore Technologies Inc *		1,013		63
Progress Software Corp		1,206		69
PROS Holdings Inc *		818		22
PTC Inc *		677		87
Pure Storage Inc, Cl A *		685		18
Qorvo Inc *		100		10
QUALCOMM Inc		17,833		2,275
Qualys Inc *		591		77
Rambus Inc *		3,633		186


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Rapid7 Inc *		393	$	18
RingCentral Inc, Cl A *		699		21
Riot Platforms Inc *		3,379		34
Rogers Corp *		392		64
Roper Technologies Inc		687		303
Salesforce Inc *		16,945		3,385
Sanmina Corp *		189		12
ScanSource Inc *		1,292		39
Semtech Corp *		1,000		24
ServiceNow Inc *		2,243		1,042
Silicon Laboratories Inc *		437		77
Skyworks Solutions Inc		308		36
Smartsheet Inc, Cl A *		266		13
Snowflake Inc, Cl A *		3,330		514
SolarWinds Corp *		317		3
Splunk Inc *		1,357		130
Sprout Social Inc, Cl A *		832		51
SPS Commerce Inc *		152		23
Sumo Logic Inc *		5,230		63
Synaptics Inc *		142		16
Synopsys Inc *		1,235		477
TD SYNNEX Corp		387		38
Teledyne Technologies Inc *		657		294
Telos Corp *		6,297		16
Teradata Corp *		4,437		179
Teradyne Inc		4,784		514
Texas Instruments Inc		10,356		1,926
Trimble Inc *		2,035		107
TTM Technologies Inc *		3,386		46
Tucows Inc, Cl A *		170		3
Twilio Inc, Cl A *		2,168		144
Tyler Technologies Inc *		393		139
Ubiquiti Inc		48		13
UiPath Inc, Cl A *		4,174		73
Unisys Corp *		689		3
Unity Software Inc *		2,638		86
Universal Display Corp		2,553		396
Upland Software Inc *		255		1
Varonis Systems Inc, Cl B *		327		9
Verint Systems Inc *		947		35
VeriSign Inc *		802		170
ViaSat Inc *		693		23
Viavi Solutions Inc *		3,355		36
VMware Inc, Cl A *		3,153		394
Western Digital Corp *		2,423		91
Wix.com Ltd *		342		34
Wolfspeed Inc *		248		16
Workday Inc, Cl A *		2,079		429
Workiva Inc, Cl A *		1,224		125
Xerox Holdings Corp		4,697		72
Xperi Inc *		940		10
Zebra Technologies Corp, Cl A *		438		139


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Zoom Video Communications Inc, Cl A *		2,001	$	148
Zscaler Inc *		786		92
Zuora Inc, Cl A *		3,498		35

				129,426
Materials — 2.6%
AdvanSix Inc		1,143		44
Air Products and Chemicals Inc		4,688		1,346
Albemarle Corp		752		166
Alcoa Corp		5,657		241
Amcor PLC		4,821		55
AptarGroup Inc		1,944		230
Arconic Corp *		1,844		48
Ashland Inc		152		16
ATI Inc *		2,362		93
Avery Dennison Corp		88		16
Avient Corp		1,216		50
Axalta Coating Systems Ltd *		7,963		241
Balchem Corp		107		14
Ball Corp		15,648		862
Berry Global Group Inc		3,314		195
Cabot Corp		238		18
Carpenter Technology Corp		1,006		45
Celanese Corp, Cl A		93		10
CF Industries Holdings Inc		1,865		135
Chemours Co/The		2,832		85
Cleveland-Cliffs Inc *		11,888		218
Coeur Mining Inc *		6,945		28
Commercial Metals Co		1,211		59
Compass Minerals International Inc		851		29
Constellium SE, Cl A *		4,520		69
Corteva Inc		2,291		138
Crown Holdings Inc		6,925		573
Dow Inc		6,392		350
DuPont de Nemours Inc		3,212		231
Eagle Materials Inc		126		19
Eastman Chemical Co		9,101		768
Ecolab Inc		2,293		380
FMC Corp		2,400		293
Freeport-McMoRan Inc		27,003		1,105
Graphic Packaging Holding Co		681		17
Greif Inc, Cl A		1,122		71
HB Fuller Co		158		11
Huntsman Corp		475		13
Ingevity Corp *		563		40
Innospec Inc		499		51
International Flavors & Fragrances Inc		2,307		212
International Paper Co		360		13
Livent Corp *		5,807		126
Louisiana-Pacific Corp		1,740		94
LyondellBasell Industries NV, Cl A		2,182		205
Martin Marietta Materials Inc		397		141


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Minerals Technologies Inc		182	$	11
Mosaic Co/The		3,590		165
Newmont Corp		21,956		1,076
Novagold Resources Inc *		1,266		8
Nucor Corp		1,828		282
Packaging Corp of America		101		14
PPG Industries Inc		2,274		304
Quaker Chemical Corp		55		11
Reliance Steel & Aluminum Co		412		106
Royal Gold Inc		512		66
Schnitzer Steel Industries Inc, Cl A		1,418		44
Scotts Miracle-Gro Co/The		163		11
Sealed Air Corp		293		14
Sensient Technologies Corp		161		12
Sherwin-Williams Co/The		4,705		1,058
Sonoco Products Co		185		11
Southern Copper Corp		272		21
Steel Dynamics Inc		2,648		299
Stepan Co		138		14
Summit Materials Inc, Cl A *		447		13
Sylvamo Corp		32		2
TriMas Corp		1,583		44
Trinseo PLC		1,345		28
Tronox Holdings PLC		4,385		63
United States Lime & Minerals Inc		98		15
United States Steel Corp		3,709		97
Valvoline Inc		11,216		392
Vulcan Materials Co		665		114
Warrior Met Coal Inc		969		36
Westlake Corp		137		16
Westrock Co		336		10
Worthington Industries Inc		223		14

				13,535
Real Estate — 2.9%
Acadia Realty Trust ^‡		1,946		27
Agree Realty Corp ^‡		736		50
Alexander & Baldwin Inc ^‡		2,342		44
Alexandria Real Estate Equities Inc ^‡		1,497		188
American Homes 4 Rent, Cl A ^‡		375		12
American Tower Corp, Cl A ^‡		5,189		1,060
Anywhere Real Estate Inc *		4,621		24
Apartment Income Corp ^‡		304		11
Apartment Investment and Management Co, Cl A ^‡		1,711		13
Apple Hospitality Inc ^‡		718		11
AvalonBay Communities Inc ^‡		3,261		548
Boston Properties Inc ^‡		1,468		79
Brandywine Realty Trust ^‡		14,492		69
Brixmor Property Group Inc ^‡		4,703		101
Camden Property Trust ^‡		125		13
CareTrust Inc ^‡		2,438		48


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
CBRE Group Inc, Cl A *		17,256	$	1,256
Community Healthcare Trust Inc ^‡		1,136		42
Corporate Office Properties Trust ^‡		7,752		184
Cousins Properties Inc ^‡		289		6
Crown Castle Inc ^‡		4,174		559
CubeSmart ^‡		377		17
DiamondRock Hospitality Co ^‡		4,575		37
Digital Realty Trust Inc ^‡		2,674		263
Douglas Emmett Inc ^‡		448		6
EastGroup Properties Inc ^‡		306		51
Elme Communities ^‡		1,705		30
Empire State Realty Trust Inc, Cl A ^‡		5,592		36
EPR Properties ^‡		735		28
Equinix Inc ^‡		1,035		746
Equity Commonwealth ^‡		846		18
Equity LifeStyle Properties Inc ^‡		167		11
Equity Residential ^‡		3,485		209
Essential Properties Realty Trust Inc ^‡		2,028		50
Essex Property Trust Inc ^‡		454		95
eXp World Holdings Inc		2,641		34
Extra Space Storage Inc ^‡		811		132
Federal Realty Investment Trust ^‡		114		11
First Industrial Realty Trust Inc ^‡		263		14
Four Corners Property Trust Inc ^‡		1,848		50
Franklin Street Properties Corp ^‡		5,897		9
Gaming and Leisure Properties Inc ^‡		283		15
Global Net Lease Inc ^‡		2,484		32
Healthcare Realty Trust Inc, Cl A ^‡		392		8
Healthpeak Properties Inc ^‡		9,384		206
Highwoods Properties Inc ^‡		247		6
Host Hotels & Resorts Inc ^‡		17,568		290
Howard Hughes Corp/The *		795		64
Hudson Pacific Properties Inc ^‡		2,475		16
Industrial Logistics Properties Trust ^‡		516		2
Innovative Industrial Properties Inc, Cl A ^‡		59		4
Invitation Homes Inc ^‡		1,509		47
Iron Mountain Inc ^‡		5,996		317
JBG SMITH Properties ^‡		2,065		31
Jones Lang LaSalle Inc *		1,270		185
Kilroy Realty Corp ^‡		4,516		146
Kimco Realty Corp ^‡		5,716		112
Kite Realty Group Trust ^‡		3,286		69
Lamar Advertising Co, Cl A ^‡		1,059		106
Life Storage Inc ^‡		165		22
LTC Properties Inc ^‡		1,142		40
LXP Industrial Trust ^‡		966		10
Macerich Co/The ^‡		5,508		58
Marcus & Millichap Inc		1,380		44
Medical Properties Trust Inc ^‡		2,513		21
Mid-America Apartment Communities Inc ^‡		318		48
National Health Investors Inc ^‡		635		33
Necessity Retail Inc/The ^‡		3,743		24


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Newmark Group Inc, Cl A		3,753	$	27
Office Properties Income Trust ^‡		1,618		20
Omega Healthcare Investors Inc ^‡		1,229		34
Orion Office Inc ^‡		124		1
Outfront Media Inc ^‡		1,951		32
Paramount Group Inc ^‡		5,922		27
Park Hotels & Resorts Inc ^‡		1,996		25
Pebblebrook Hotel Trust ^‡		1,899		27
Physicians Realty Trust ^‡		2,753		41
Piedmont Office Realty Trust Inc, Cl A ^‡		2,333		17
PotlatchDeltic Corp ^‡		231		11
Prologis Inc ^‡		19,306		2,409
Public Storage ^‡		1,303		394
Rayonier Inc ^‡		1,593		53
RE/MAX Holdings Inc, Cl A		1,292		24
Realty Income Corp ^‡		4,725		299
Redfin Corp *		458		4
Regency Centers Corp ^‡		19,332		1,183
Rexford Industrial Realty Inc ^‡		241		14
RLJ Lodging Trust ^‡		2,849		30
RMR Group Inc/The, Cl A		1,095		29
RPT Realty ^‡		3,429		33
Ryman Hospitality Properties Inc ^‡		577		52
Sabra Health Care Inc ^‡		2,410		28
Safehold Inc ^‡		969		28
SBA Communications Corp, Cl A ^‡		684		179
Service Properties Trust ^‡		483		5
Simon Property Group Inc ^‡		3,706		415
SITE Centers Corp ^‡		3,734		46
SL Green Realty Corp ^‡		2,468		58
Spirit Realty Capital Inc ^‡		237		9
St Joe Co/The		460		19
STAG Industrial Inc ^‡		359		12
Star Holdings *		481		8
Summit Hotel Properties Inc ^‡		4,173		29
Sun Communities Inc ^‡		272		38
Tanger Factory Outlet Centers Inc ^‡		647		13
UDR Inc ^‡		250		10
Uniti Group Inc ^‡		1,247		4
Urban Edge Properties ^‡		2,679		40
Urstadt Biddle Properties Inc, Cl A ^‡		2,126		37
Ventas Inc ^‡		3,279		142
VICI Properties Inc, Cl A ^‡		5,265		172
Vornado Realty Trust ^‡		2,903		45
Welltower Inc ^‡		4,270		306
Weyerhaeuser Co ^‡		17,005		512
WP Carey Inc ^‡		149		12
Xenia Hotels & Resorts Inc ^‡		2,347		31
Zillow Group Inc, Cl C *		1,112		49

				15,181


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Utilities — 2.4%
AES Corp/The		5,282	$	127
ALLETE Inc		620		40
Alliant Energy Corp		213		11
Ameren Corp		1,020		88
American Electric Power Co Inc		5,930		540
American States Water Co		580		51
American Water Works Co Inc		2,717		398
Atmos Energy Corp		461		52
Avangrid Inc		1,720		69
CenterPoint Energy Inc		434		13
Clearway Energy Inc, Cl A		1,758		53
Clearway Energy Inc, Cl C		456		14
CMS Energy Corp		20,708		1,271
Consolidated Edison Inc		6,234		596
Constellation Energy Corp		3,696		290
Dominion Energy Inc		10,171		569
DTE Energy Co		876		96
Duke Energy Corp		11,833		1,141
Edison International		3,288		232
Entergy Corp		2,276		245
Essential Utilities Inc		331		14
Evergy Inc		180		11
Exelon Corp		11,090		465
FirstEnergy Corp		1,531		61
Hawaiian Electric Industries Inc		249		10
IDACORP Inc		108		12
MGE Energy Inc		631		49
National Fuel Gas Co		1,119		65
New Jersey Resources Corp		1,111		59
NextEra Energy Inc		27,072		2,087
NiSource Inc		419		12
Northwest Natural Holding Co		699		33
NRG Energy Inc		323		11
OGE Energy Corp		261		10
Ormat Technologies Inc		644		55
PG&E Corp *		692		11
Pinnacle West Capital Corp		2,640		209
PNM Resources Inc		975		47
Portland General Electric Co		894		44
PPL Corp		2,577		72
Public Service Enterprise Group Inc		3,126		195
Sempra Energy		3,093		467
SJW Group		716		54
Southern Co/The		6,656		463
Sunnova Energy International Inc *		810		13
UGI Corp		253		9
Vistra Corp		2,088		50
WEC Energy Group Inc		2,560		243


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Xcel Energy Inc		21,147	$	1,426

				12,153
Total Common Stock
(Cost $286,393) ($ Thousands)				504,284



FOREIGN COMMON STOCK^†^† — 1.2%

Ireland — 0.9%
Ardmore Shipping Corp		5,335		79
Cimpress PLC *		398		17
Jazz Pharmaceuticals PLC *		616		90
Linde PLC		8,795		3,126
Medtronic PLC		19,976		1,611
Perrigo Co PLC		211		8

				4,931

United Kingdom — 0.3%
Alkermes PLC *		2,433		69
Cushman & Wakefield PLC *		2,593		28
Gates Industrial Corp PLC *		886		12
Johnson Controls International PLC		8,308		500
nVent Electric PLC		457		20
Sensata Technologies Holding PLC		4,273		214
STERIS PLC		1,716		328
Trane Technologies PLC		1,779		327

				1,498

Total Foreign Common Stock
(Cost $5,326) ($ Thousands)				6,429


		Number of Rights
RIGHTS — 0.0%
Abiomed Inc *^‡^‡		332		–
Total Rights
(Cost $—) ($ Thousands)				–


	Shares
CASH EQUIVALENT — 0.4%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**^†		2,146,330		2,146

Total Cash Equivalent
(Cost $2,146) ($ Thousands)				2,146


Total Investments in Securities — 99.3%
(Cost $293,865) ($ Thousands)			$	512,859

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

The following is a summary of the transactions with affiliates for the period ended March 31, 2023 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 44.0%
Agency Mortgage-Backed Obligations — 36.5%
FHLB DN
4.842%, 05/26/2023(A)	$	590	$	586
FHLMC
6.500%, 12/01/2035 to 09/01/2039		360		373
6.000%, 03/01/2035 to 12/01/2052		705		737
5.500%, 12/01/2036 to 01/01/2053		932		951
5.000%, 04/01/2024 to 07/01/2052		881		893
4.500%, 06/01/2038 to 11/01/2052		2,790		2,785
4.000%, 07/01/2037 to 07/01/2050		2,574		2,503
3.696%, ICE LIBOR USD 12 Month + 1.625%, 10/01/2046(B)		534		536
3.535%, ICE LIBOR USD 12 Month + 1.598%, 06/01/2047(B)		359		359
3.500%, 04/01/2033 to 05/01/2052		2,539		2,397
3.097%, ICE LIBOR USD 12 Month + 1.621%, 02/01/2050(B)		119		115
3.007%, ICE LIBOR USD 12 Month + 1.628%, 11/01/2048(B)		373		356
3.000%, 09/01/2032 to 11/01/2051		3,831		3,494
2.877%, ICE LIBOR USD 12 Month + 1.619%, 11/01/2047(B)		119		115
2.500%, 08/01/2030 to 04/01/2052		8,654		7,599
2.000%, 11/01/2050 to 03/01/2052		4,164		3,455
1.500%, 10/01/2041 to 02/01/2051		663		541
FHLMC CMO, Ser 2011-3947, Cl SG, IO
1.266%, 10/15/2041(B)		74		7
FHLMC CMO, Ser 2012-4057, Cl UI, IO
3.000%, 05/15/2027		36		1
FHLMC CMO, Ser 2012-4085, Cl IO, IO
3.000%, 06/15/2027		79		3
FHLMC CMO, Ser 2012-4099, Cl ST, IO
1.316%, 08/15/2042(B)		45		5
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		52		8
FHLMC CMO, Ser 2013-4203, Cl PS, IO
1.566%, 09/15/2042(B)		69		6
FHLMC CMO, Ser 2014-4310, Cl SA, IO
1.266%, 02/15/2044(B)		19		2
FHLMC CMO, Ser 2014-4335, Cl SW, IO
1.316%, 05/15/2044(B)		39		4
FHLMC CMO, Ser 2014-4415, Cl IO, IO
0.000%, 04/15/2041(B)(C)		19		1
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1515, Cl X1, IO
1.511%, 02/25/2035(B)		2,288		271
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1516, Cl X1, IO
1.511%, 05/25/2035(B)		844		107
FHLMC Multifamily Structured Pass-Through Certificates, Ser K118, Cl X1, IO
0.959%, 09/25/2030(B)		5,711		318


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K-1517, Cl X1, IO
1.324%, 07/25/2035(B)	$	235	$	26
FHLMC Multifamily Structured Pass-Through Certificates, Ser K740, Cl X1, IO
0.749%, 09/25/2027(B)		7,897		216
FHLMC Multifamily Structured Pass-Through Certificates, Ser KG06, Cl X1, IO
0.532%, 10/25/2031(B)		6,495		230
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.060%, SOFR30A + 1.500%, 10/25/2041(B)(D)		230		219
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
6.410%, SOFR30A + 1.850%, 01/25/2042(B)(D)		420		397
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A
5.860%, SOFR30A + 1.300%, 02/25/2042(B)(D)		178		176
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
6.760%, SOFR30A + 2.200%, 05/25/2042(B)(D)		263		265
FHLMC, Ser 2014-334, Cl S7, IO
1.416%, 08/15/2044(B)		21		2
FHLMC, Ser 2014-4391, Cl MZ
3.000%, 09/15/2044		129		115
FHLMC, Ser 2016-353, Cl S1, IO
1.316%, 12/15/2046(B)		67		7
FHLMC, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		29		26
FHLMC, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		274		40
FHLMC, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		244		38
FHLMC, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		82		13
FHLMC, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		86		11
FHLMC, Ser 2021-5071, Cl IH, IO
2.500%, 02/25/2051		519		67
FHLMC, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		300		283
FNMA
7.000%, 11/01/2037 to 11/01/2038		12		12
6.500%, 01/01/2038 to 02/01/2053		395		412
6.000%, 07/01/2041		99		103
5.500%, 02/01/2035 to 04/01/2053		1,533		1,554
5.000%, 11/01/2025 to 12/01/2049		2,987		3,034
4.500%, 02/01/2035 to 08/01/2058		6,173		6,149


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
4.393%, 01/01/2036(B)	$	20	$	20
4.310%, 02/01/2030		100		100
4.000%, 06/01/2025 to 06/01/2057		8,186		7,978
3.560%, 07/01/2032		100		95
3.500%, 04/01/2033 to 03/01/2057		8,986		8,489
3.450%, 03/01/2029		57		55
3.296%, ICE LIBOR USD 12 Month + 1.700%, 03/01/2036(B)		18		17
3.250%, 05/01/2029		78		74
3.024%, ICE LIBOR USD 12 Month + 1.423%, 05/01/2043(B)		125		124
3.000%, 07/01/2035 to 06/01/2052		9,697		8,882
2.930%, 06/01/2030		95		88
2.500%, 03/01/2035 to 09/01/2061		16,478		14,508
2.149%, 02/01/2032(B)		299		254
2.000%, 07/01/2031 to 04/01/2052		10,656		8,968
1.500%, 03/01/2051		321		252
FNMA CMO, Ser 2003-W2, Cl 2A9
5.900%, 07/25/2042		287		291
FNMA CMO, Ser 2012-93, Cl UI, IO
3.000%, 09/25/2027		117		5
FNMA CMO, Ser 2014-47, Cl AI, IO
0.000%, 08/25/2044(B)(C)		53		2
FNMA CMO, Ser 2015-55, Cl IO, IO
0.000%, 08/25/2055(B)(C)		13		–
FNMA CMO, Ser 2015-56, Cl AS, IO
1.305%, 08/25/2045(B)		31		4
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 1M2
9.745%, ICE LIBOR USD 1 Month + 4.900%, 11/25/2024(B)		81		84
FNMA Interest, Ser 2012-409, Cl C18, IO
4.000%, 04/25/2042		9		2
FNMA TBA
6.500%, 04/15/2053		200		206
6.000%, 04/15/2053		200		204
5.500%, 04/15/2053		500		505
5.000%, 04/15/2053		1,100		1,097
4.500%, 04/15/2053		1,200		1,176
4.000%, 04/15/2053		2,000		1,913
3.500%, 04/15/2053		2,100		1,951
3.000%, 04/15/2053		2,900		2,602
2.500%, 04/15/2053		700		604
2.000%, 04/15/2053		600		496
FNMA, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		82		85
FNMA, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		2		–
FNMA, Ser 2013-124, Cl SB, IO
1.105%, 12/25/2043(B)		22		2
FNMA, Ser 2013-26, Cl HI, IO
3.000%, 04/25/2032		1		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2013-54, Cl BS, IO
1.305%, 06/25/2043(B)	$	19	$	2
FNMA, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		32		2
FNMA, Ser 2014-6, Cl Z
2.500%, 02/25/2044		126		109
FNMA, Ser 2017-76, Cl SB, IO
1.255%, 10/25/2057(B)		122		13
FNMA, Ser 2017-85, Cl SC, IO
1.355%, 11/25/2047(B)		61		6
FNMA, Ser 2018-74, Cl AB
3.500%, 10/25/2048		71		67
FNMA, Ser 2019-M19, Cl A2
2.560%, 09/25/2029		79		72
FNMA, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		106		65
FNMA, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		79		12
FNMA, Ser 2020-56, Cl AQ
2.000%, 08/25/2050		200		154
FNMA, Ser 2020-96, Cl IN, IO
3.000%, 01/25/2051		726		114
FNMA, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		431		70
FNMA, Ser 2021-61, Cl KI, IO
2.500%, 04/25/2049		544		75
FRESB Mortgage Trust, Ser 2018-SB48, Cl A10F
3.353%, 02/25/2028(B)		425		403
FRESB Mortgage Trust, Ser 2019-SB58, Cl A10F
3.610%, 10/25/2028(B)		584		566
GNMA
5.500%, 02/20/2037 to 11/20/2052		258		263
5.000%, 12/20/2038 to 02/20/2053		820		835
4.600%, 09/15/2034		936		945
4.500%, 05/20/2040 to 12/20/2050		1,660		1,668
4.000%, 01/15/2041 to 11/20/2049		1,397		1,359
3.500%, 06/20/2044 to 12/20/2052		2,319		2,190
3.000%, 09/15/2042 to 12/20/2052		3,235		2,953
2.500%, 02/20/2027 to 02/20/2053		4,955		4,377
2.000%, 12/20/2050 to 10/20/2051		1,152		979
GNMA CMO, Ser 2012-34, Cl SA, IO
1.289%, 03/20/2042(B)		18		2
GNMA CMO, Ser 2012-H18, Cl NA
5.086%, ICE LIBOR USD 1 Month + 0.520%, 08/20/2062(B)		57		56
GNMA CMO, Ser 2012-H30, Cl GA
4.916%, ICE LIBOR USD 1 Month + 0.350%, 12/20/2062(B)		229		228
GNMA CMO, Ser 2013-85, Cl IA, IO
0.523%, 03/16/2047(B)		304		3


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2013-95, Cl IO, IO
0.421%, 04/16/2047(B)	$	744	$	7
GNMA CMO, Ser 2013-H01, Cl TA
4.694%, ICE LIBOR USD 1 Month + 0.500%, 01/20/2063(B)		1		1
GNMA CMO, Ser 2013-H08, Cl BF
4.966%, ICE LIBOR USD 1 Month + 0.400%, 03/20/2063(B)		286		283
GNMA CMO, Ser 2014-105, Cl IO, IO
0.122%, 06/16/2054(B)		63		1
GNMA CMO, Ser 2014-186, Cl IO, IO
0.374%, 08/16/2054(B)		207		2
GNMA CMO, Ser 2015-H20, Cl FA
5.036%, ICE LIBOR USD 1 Month + 0.470%, 08/20/2065(B)		180		178
GNMA TBA
6.000%, 04/15/2053		100		102
5.500%, 04/15/2053		900		910
5.000%, 04/15/2053		900		901
4.500%, 04/15/2053		900		886
4.000%, 04/15/2053		900		867
3.000%, 04/15/2053		200		182
2.500%, 04/15/2048		1,600		1,408
2.000%, 04/15/2053		600		510
GNMA TBA TBA
3.500%, 04/15/2053		600		562
GNMA, Ser 103, Cl AD
1.450%, 01/16/2063		118		94
GNMA, Ser 113, Cl Z
2.000%, 09/16/2061		2,233		1,523
GNMA, Ser 2013-107, Cl AD
2.844%, 11/16/2047(B)		38		35
GNMA, Ser 2013-H21, Cl FB
5.266%, ICE LIBOR USD 1 Month + 0.700%, 09/20/2063(B)		168		168
GNMA, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		46		8
GNMA, Ser 2018-168, Cl PA
4.000%, 08/20/2048		46		45
GNMA, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		80		11
GNMA, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		78		11
GNMA, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		81		11
GNMA, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		164		22
GNMA, Ser 2020-175, Cl GI, IO
2.000%, 11/20/2050		312		32
GNMA, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		388		42


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2020-H04, Cl FP
5.066%, ICE LIBOR USD 1 Month + 0.500%, 06/20/2069(B)	$	122	$	121
GNMA, Ser 2020-H09, Cl FL
5.716%, ICE LIBOR USD 1 Month + 1.150%, 05/20/2070(B)		63		63
GNMA, Ser 2020-H13, Cl FA
5.016%, ICE LIBOR USD 1 Month + 0.450%, 07/20/2070(B)		390		377
GNMA, Ser 2020-H13, Cl FM
4.966%, ICE LIBOR USD 1 Month + 0.400%, 08/20/2070(B)		209		207
GNMA, Ser 2021-176, Cl IN, IO
2.500%, 10/20/2051		1,089		153
GNMA, Ser 2021-57, Cl BI, IO
3.000%, 03/20/2051		1,422		206
GNMA, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		1,262		173
GNMA, Ser 2022-189, Cl PT
2.500%, 10/20/2051		196		172
GNMA, Ser 220, Cl E
3.000%, 10/16/2064(B)		100		80
GNMA, Ser 3, Cl IO, IO
0.640%, 02/16/2061(B)		979		56
GNMA, Ser 82, Cl Z
2.000%, 02/16/2064		203		133


				131,187
Non-Agency Mortgage-Backed Obligations — 7.5%
280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl A
5.599%, ICE LIBOR USD 1 Month + 0.880%, 09/15/2034(B)(D)		130		126
Atrium Hotel Portfolio Trust, Ser 2017-ATRM, Cl C
6.584%, ICE LIBOR USD 1 Month + 1.650%, 12/15/2036(B)(D)		410		381
Benchmark Mortgage Trust, Ser 2021-B26, Cl A3
2.391%, 06/15/2054		604		524
BPR Trust, Ser TY, Cl B
5.834%, ICE LIBOR USD 1 Month + 1.150%, 09/15/2038(B)(D)		370		347
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(B)(D)		29		27
BRAVO Residential Funding Trust, Ser 2022-NQM3, Cl A1
5.108%, 07/25/2062(B)(D)		353		344


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
5.862%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(B)(D)	$	832	$	822
BX Commercial Mortgage Trust, Ser AHP, Cl A
5.817%, TSFR1M + 0.990%, 01/17/2039(B)(D)		630		604
BX Commercial Mortgage Trust, Ser LP2, Cl A
5.840%, TSFR1M + 1.013%, 02/15/2039(B)(D)		381		366
BX Commercial Mortgage Trust, Ser VOLT, Cl A
5.384%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(B)(D)		635		611
BX Trust, Ser CLS, Cl A
5.760%, 10/13/2027(D)		534		522
BX Trust, Ser LBA6, Cl A
5.827%, TSFR1M + 1.000%, 01/15/2039(B)(D)		110		106
CAMB Commercial Mortgage Trust, Ser LIFE, Cl A
5.754%, ICE LIBOR USD 1 Month + 1.070%, 12/15/2037(B)(D)		110		108
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035(D)		190		173
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS
4.017%, 10/10/2047		100		95
Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl AAB
3.512%, 12/10/2049		614		591
COLT Mortgage Loan Trust, Ser 2022-2, Cl A1
2.994%, 02/25/2067(D)(E)		84		75
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046(B)		20		17
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.110%, 10/10/2046(B)		10		7
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		20		18
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2
6.210%, SOFR30A + 1.650%, 12/25/2041(B)(D)		440		416
Credit Suisse Mortgage Trust, Ser 2019-NQM1, Cl A3
3.064%, 10/25/2059(D)(E)		162		156


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC Trust, Ser 2014-USA, Cl B
4.185%, 09/15/2037(D)	$	470	$	405
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(B)(D)		286		256
CSMC Trust, Ser 2021-NQM3, Cl A3
1.632%, 04/25/2066(B)(D)		166		136
CSMC Trust, Ser 2021-NQM5, Cl A1
0.938%, 05/25/2066(B)(D)		133		104
CSMC Trust, Ser 2021-NQM7, Cl A1
1.756%, 10/25/2066(B)(D)		107		89
CSMC Trust, Ser 2021-RPL3, Cl M3
3.801%, 01/25/2060(B)(D)		120		83
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(B)(D)		136		120
CSMC Trust, Ser 2022-NQM1, Cl A1
2.265%, 11/25/2066(B)(D)		374		321
Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1
2.205%, 01/25/2067(B)(D)		299		266
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(B)(D)		295		237
Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1
2.206%, 01/25/2067(B)(D)		98		82
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048(B)(D)		4		4
GS Mortgage Securities II, Ser 2018-SRP5, Cl A
6.484%, ICE LIBOR USD 1 Month + 1.800%, 09/15/2031(B)(D)		562		467
GS Mortgage Securities II, Ser 2018-SRP5, Cl B
7.684%, ICE LIBOR USD 1 Month + 3.000%, 09/15/2031(B)(D)		390		273
GS Mortgage Securities Trust, Ser 2014-GC24, Cl A5
3.931%, 09/10/2047		511		494
GS Mortgage Securities Trust, Ser 2015-GC30, Cl A3
3.119%, 05/10/2050		951		906
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(D)		142		136
GS Mortgage-Backed Securities Trust, Ser 2020-INV1, Cl A14
2.929%, 10/25/2050(B)(D)		271		232


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1B
5.501%, ICE LIBOR USD 1 Month + 0.740%, 06/20/2035(B)	$	140	$	123
ILPT Commercial Mortgage Trust, Ser LPF2, Cl A
7.072%, TSFR1M + 2.245%, 10/15/2039(B)(D)		230		229
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl B
4.927%, 11/15/2045(B)		210		203
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
4.884%, 01/15/2047(B)		30		29
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.548%, 09/15/2047(B)		80		70
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C25, Cl A5
3.672%, 11/15/2047		578		558
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2015-FL7, Cl D
8.434%, ICE LIBOR USD 1 Month + 3.750%, 05/15/2028(B)(D)		115		106
JPMorgan Chase Commercial Mortgage Securities Trust, Ser ACB, Cl A
5.958%, SOFR30A + 1.400%, 03/15/2039(B)(D)		300		290
JPMorgan Chase Commercial Mortgage Securities Trust, Ser NYAH, Cl D
6.224%, ICE LIBOR USD 1 Month + 1.540%, 06/15/2038(B)(D)		520		478
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
5.853%, 05/25/2045(B)(D)		19		19
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1
3.500%, 09/25/2048(B)(D)		89		79
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(B)(D)		63		56
MAD Mortgage Trust, Ser 2017-330M, Cl A
2.976%, 08/15/2034(B)(D)		220		209
Metlife Securitization Trust, Ser 2020-INV1, Cl A2A
2.500%, 05/25/2050(B)(D)		262		217
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1
3.250%, 10/25/2069(B)(D)		177		169
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2013-C9, Cl A4
3.102%, 05/15/2046		430		429


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C24, Cl A4
3.732%, 05/15/2048	$	473	$	454
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		510		487
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2017-C34, Cl ASB
3.354%, 11/15/2052		536		511
Morgan Stanley Capital I Trust, Ser 2015-UBS8, Cl A4
3.809%, 12/15/2048		732		699
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
6.334%, ICE LIBOR USD 1 Month + 1.650%, 05/15/2036(B)(D)		281		272
MSCG Trust, Ser 2015-ALDR, Cl A2
3.462%, 06/07/2035(B)(D)		410		376
MTN Commercial Mortgage Trust, Ser LPFL, Cl A
6.224%, TSFR1M + 1.397%, 03/15/2039(B)(D)		410		404
Natixis Commercial Mortgage Securities Trust, Ser 2019-FAME, Cl B
3.655%, 08/15/2036(D)		410		365
New Residential Mortgage Loan Trust, Ser 2018-RPL1, Cl M2
3.500%, 12/25/2057(B)(D)		240		196
New Residential Mortgage Loan Trust, Ser 2019-4A, Cl A1B
3.500%, 12/25/2058(B)(D)		159		148
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1
4.000%, 09/25/2059(B)(D)		199		179
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B2
4.250%, 09/25/2059(B)(D)		199		179
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(B)(D)		96		87
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(B)(D)		102		84
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3
1.516%, 11/27/2056(B)(D)		66		54
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1
5.000%, 06/25/2062(D)(E)		342		336
OBX Trust, Ser 2021-NQM2, Cl A3
1.563%, 05/25/2061(B)(D)		208		161


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(B)(D)	$	252	$	199
OBX Trust, Ser 2021-NQM3, Cl A1
1.054%, 07/25/2061(B)(D)		148		112
OBX Trust, Ser 2022-NQM1, Cl A1
2.305%, 11/25/2061(B)(D)		349		298
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1
1.957%, 10/25/2061(B)(D)		230		186
PRKCM Trust, Ser 2021-AFC1, Cl A1
1.510%, 08/25/2056(B)(D)		200		159
PRKCM Trust, Ser 2021-AFC2, Cl A1
2.071%, 11/25/2056(B)(D)		139		116
Provident Funding Mortgage Trust, Ser 2021-INV1, Cl A1
2.500%, 08/25/2051(B)(D)		545		441
Residential Mortgage Loan Trust, Ser 2019-3, Cl A3
3.044%, 09/25/2059(B)(D)		47		46
Residential Mortgage Loan Trust, Ser 2019-3, Cl A2
2.941%, 09/25/2059(B)(D)		47		46
Residential Mortgage Loan Trust, Ser 2020-2, Cl A1
1.654%, 05/25/2060(B)(D)		52		50
Seasoned Credit Risk Transfer Trust Series, Ser 2017-2, Cl MA
3.000%, 08/25/2056		195		184
Seasoned Credit Risk Transfer Trust, Ser 2018-4, Cl MA
3.500%, 03/25/2058		511		490
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA
3.500%, 07/25/2058		426		407
Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA
3.500%, 08/25/2058		588		561
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA
3.000%, 02/25/2059		764		717
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA
2.000%, 11/25/2059		280		254
Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl MAU
3.250%, 11/25/2061		913		853
Sequoia Mortgage Trust, Ser 2021-1, Cl A1
2.500%, 03/25/2051(B)(D)		108		88
SG Residential Mortgage Trust, Ser 2022-1, Cl A1
3.166%, 03/27/2062(B)(D)		382		343


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Shops at Crystals Trust, Ser 2016-CSTL, Cl A
3.126%, 07/05/2036(D)	$	100	$	88
SLG Office Trust, Ser 2021-OVA, Cl A
2.585%, 07/15/2041(D)		510		406
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2
6.745%, ICE LIBOR USD 1 Month + 1.900%, 05/25/2058(B)(D)		100		95
UBS-Barclays Commercial Mortgage Trust, Ser 2012-CN, Cl XA, IO
0.601%, 05/10/2063(B)(D)		43		–
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS3, Cl ASB
3.371%, 09/15/2057		83		80
Wells Fargo Commercial Mortgage Trust, Ser C29, Cl A4
3.637%, 06/15/2048		606		581
WFRBS Commercial Mortgage Trust, Ser 2013-C13, Cl XA, IO
1.047%, 05/15/2045(B)(D)		277		–
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl B
4.389%, 10/15/2057(B)		270		255
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO
0.550%, 10/15/2057(B)		910		5


				26,869
Total Mortgage-Backed Securities
(Cost $170,078) ($ Thousands)				158,056



CORPORATE OBLIGATIONS — 28.6%
Communication Services — 2.4%
Alphabet
2.050%, 08/15/2050		30		19
1.900%, 08/15/2040		40		28
1.100%, 08/15/2030		40		33
0.450%, 08/15/2025		20		18
AT&T
4.250%, 03/01/2027		150		149
2.550%, 12/01/2033		492		396
2.300%, 06/01/2027		120		110
1.650%, 02/01/2028		400		351
Charter Communications Operating
5.050%, 03/30/2029		220		212
4.908%, 07/23/2025		490		485
4.800%, 03/01/2050		40		30
4.400%, 04/01/2033		110		98
3.750%, 02/15/2028		200		186


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Comcast
4.250%, 10/15/2030	$	40	$	39
4.150%, 10/15/2028		250		247
3.950%, 10/15/2025		210		208
3.750%, 04/01/2040		20		17
3.450%, 02/01/2050		40		31
3.400%, 04/01/2030		140		131
3.300%, 04/01/2027		30		29
3.250%, 11/01/2039		30		25
3.150%, 03/01/2026		30		29
2.937%, 11/01/2056		27		18
2.800%, 01/15/2051		30		20
Fox
4.709%, 01/25/2029		30		30
Prosus MTN
3.061%, 07/13/2031 (D)		410		323
TCI Communications
7.875%, 02/15/2026		240		262
T-Mobile USA
3.875%, 04/15/2030		390		366
3.750%, 04/15/2027		20		19
3.500%, 04/15/2025		369		359
2.550%, 02/15/2031		190		161
2.050%, 02/15/2028		20		18
Verizon Communications
4.862%, 08/21/2046		40		38
4.500%, 08/10/2033		30		29
4.329%, 09/21/2028		435		430
4.125%, 08/15/2046		40		34
4.000%, 03/22/2050		40		33
3.875%, 02/08/2029		30		29
3.850%, 11/01/2042		10		8
3.000%, 03/22/2027		120		114
2.650%, 11/20/2040		300		214
2.550%, 03/21/2031		1,264		1,077
2.355%, 03/15/2032		983		807
2.100%, 03/22/2028		90		80
Walt Disney
3.350%, 03/24/2025		223		219
Warnermedia Holdings
6.412%, 03/15/2026		80		80
4.279%, 03/15/2032 (D)		400		357
4.054%, 03/15/2029 (D)		447		416
3.755%, 03/15/2027 (D)		190		179

				8,591

Consumer Discretionary — 1.5%
Amazon.com
4.250%, 08/22/2057		10		9
3.450%, 04/13/2029		160		154
3.300%, 04/13/2027		140		135
3.150%, 08/22/2027		470		453


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.200%, 06/03/2027	$	20	$	18
Aptiv
3.250%, 03/01/2032		639		556
Ferguson Finance
4.500%, 10/24/2028 (D)		459		440
3.250%, 06/02/2030 (D)		851		739
General Motors
5.600%, 10/15/2032		210		205
General Motors Financial
3.700%, 05/09/2023		190		190
Home Depot
3.900%, 12/06/2028		10		10
3.900%, 06/15/2047		10		9
3.350%, 04/15/2050		50		39
3.300%, 04/15/2040		40		33
2.875%, 04/15/2027		170		162
2.500%, 04/15/2027		450		422
Honda Motor
2.534%, 03/10/2027		632		592
Lowe's
4.500%, 04/15/2030		30		30
1.700%, 09/15/2028		80		69
McDonald's MTN
4.200%, 04/01/2050		70		62
3.800%, 04/01/2028		280		275
3.700%, 01/30/2026		10		10
3.625%, 09/01/2049		10		8
3.500%, 03/01/2027		20		19
3.500%, 07/01/2027		10		10
3.350%, 04/01/2023		280		280
3.300%, 07/01/2025		50		49
1.450%, 09/01/2025		10		9
NIKE
3.375%, 03/27/2050		30		25
2.750%, 03/27/2027		40		38
2.400%, 03/27/2025		40		38
Target
2.250%, 04/15/2025		80		77
Toyota Motor
1.339%, 03/25/2026		210		192

				5,357

Consumer Staples — 0.5%
Cargill
1.375%, 07/23/2023 (D)		70		69
Coca-Cola
3.375%, 03/25/2027		30		29
2.600%, 06/01/2050		10		7
1.450%, 06/01/2027		80		73
Costco Wholesale
1.600%, 04/20/2030		90		76
1.375%, 06/20/2027		120		108


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hershey
0.900%, 06/01/2025	$	20	$	19
Kimberly-Clark
3.100%, 03/26/2030		20		19
Kroger
7.700%, 06/01/2029		565		653
Mars
3.200%, 04/01/2030 (D)		30		27
2.700%, 04/01/2025 (D)		60		58
Mondelez International
1.500%, 05/04/2025		180		168
PepsiCo
3.900%, 07/18/2032		90		88
2.625%, 03/19/2027		10		9
2.250%, 03/19/2025		10		10
1.625%, 05/01/2030		70		59
0.750%, 05/01/2023		80		80
Procter & Gamble
3.000%, 03/25/2030		40		37
2.800%, 03/25/2027		10		10
Walmart
1.800%, 09/22/2031		160		135

				1,734

Energy — 2.5%
Berkshire Hathaway Energy
3.700%, 07/15/2030		140		133
BP Capital Markets America
3.633%, 04/06/2030		50		47
3.410%, 02/11/2026		90		88
3.119%, 05/04/2026		170		164
Cameron LNG
2.902%, 07/15/2031 (D)		60		53
Continental Resources
5.750%, 01/15/2031 (D)		10		10
4.375%, 01/15/2028		120		113
3.800%, 06/01/2024		190		186
Coterra Energy
4.375%, 03/15/2029		300		285
3.900%, 05/15/2027		160		153
Devon Energy
5.850%, 12/15/2025		210		213
5.250%, 10/15/2027		64		64
5.000%, 06/15/2045		70		62
4.500%, 01/15/2030		32		31
Diamondback Energy
3.500%, 12/01/2029		50		46
3.250%, 12/01/2026		30		28
3.125%, 03/24/2031		40		35
Ecopetrol
5.375%, 06/26/2026		140		134


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Energy Transfer
4.950%, 06/15/2028	$	10	$	10
4.500%, 11/01/2023		60		60
3.750%, 05/15/2030		220		203
2.900%, 05/15/2025		140		133
Enterprise Products Operating
4.800%, 02/01/2049		30		28
4.200%, 01/31/2050		10		8
4.150%, 10/16/2028		140		136
3.950%, 02/15/2027		150		146
3.950%, 01/31/2060		10		8
3.700%, 01/31/2051		80		62
3.125%, 07/31/2029		210		192
2.800%, 01/31/2030		230		204
EOG Resources
4.375%, 04/15/2030		190		189
4.150%, 01/15/2026		160		159
EQT
6.125%, 02/01/2025		100		101
3.900%, 10/01/2027		140		131
KazMunayGas National JSC
5.375%, 04/24/2030 (D)		400		357
Kinder Morgan
5.550%, 06/01/2045		20		19
4.300%, 06/01/2025		60		59
Lukoil Capital DAC
3.600%, 10/26/2031 (D)		230		171
Occidental Petroleum
5.550%, 03/15/2026		170		171
3.400%, 04/15/2026		80		75
3.200%, 08/15/2026		130		120
3.000%, 02/15/2027		130		119
0.000%, 10/10/2036 (F)		1,641		837
Oncor Electric Delivery
4.150%, 06/01/2032		300		289
Petrobras Global Finance BV
6.850%, 06/05/2115		150		132
Petroleos del Peru
4.750%, 06/19/2032 (D)		400		297
Pioneer Natural Resources
2.150%, 01/15/2031		70		58
1.900%, 08/15/2030		220		179
1.125%, 01/15/2026		50		45
Reliance Industries
3.625%, 01/12/2052 (D)		250		176
Schlumberger Holdings
3.900%, 05/17/2028 (D)		456		438
Shell International Finance BV
3.250%, 05/11/2025		150		147
3.250%, 04/06/2050		110		84
2.875%, 05/10/2026		90		86
2.750%, 04/06/2030		40		36


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sinopec Group Overseas Development
4.375%, 04/10/2024 (D)	$	290	$	288
Targa Resources
5.200%, 07/01/2027		170		169
Tennessee Gas Pipeline
2.900%, 03/01/2030 (D)		160		139
Transcontinental Gas Pipe Line
3.250%, 05/15/2030		100		90
Western Midstream Operating
4.300%, 02/01/2030		20		18
3.350%, 02/01/2025		30		29
Williams
5.100%, 09/15/2045		70		64
4.900%, 01/15/2045		90		80
3.750%, 06/15/2027		390		374
3.500%, 11/15/2030		20		18

				8,779

Financials — 12.5%
American Express
4.050%, 05/03/2029		200		195
3.375%, 05/03/2024		140		137
American International Group
2.500%, 06/30/2025		26		25
Aviation Capital Group
4.125%, 08/01/2025 (D)		160		152
1.950%, 01/30/2026 (D)		567		504
Banco Santander
5.926%, ICE LIBOR USD 3 Month + 1.120%, 04/12/2023 (B)		200		200
4.175%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.000%, 03/24/2028 (B)		200		188
2.746%, 05/28/2025		200		188
Bank of America
6.204%, U.S. SOFR + 1.990%, 11/10/2028 (B)		584		611
3.841%, U.S. SOFR + 1.110%, 04/25/2025 (B)		100		98
3.419%, ICE LIBOR USD 3 Month + 1.040%, 12/20/2028 (B)		234		217
2.592%, U.S. SOFR + 2.150%, 04/29/2031 (B)		380		322
2.572%, U.S. SOFR + 1.210%, 10/20/2032 (B)		240		196
1.734%, U.S. SOFR + 0.960%, 07/22/2027 (B)		2,006		1,799
Bank of America MTN
4.376%, U.S. SOFR + 1.580%, 04/27/2028 (B)		100		97
4.250%, 10/22/2026		10		10
4.200%, 08/26/2024		210		206


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
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 (B)		40		33
4.000%, 04/01/2024		440		435
4.000%, 01/22/2025		80		78
3.974%, ICE LIBOR USD 3 Month + 1.210%, 02/07/2030 (B)		80		75
3.593%, ICE LIBOR USD 3 Month + 1.370%, 07/21/2028 (B)		210		197
3.500%, 04/19/2026		130		125
2.972%, U.S. SOFR + 1.330%, 02/04/2033 (B)		200		168
Bank of Montreal MTN
1.850%, 05/01/2025		130		122
Bank of New York Mellon MTN
4.289%, U.S. SOFR + 1.418%, 06/13/2033 (B)		320		307
3.300%, 08/23/2029		790		721
1.600%, 04/24/2025		40		37
Bank of Nova Scotia
1.300%, 06/11/2025		70		65
Blackstone Holdings Finance
1.600%, 03/30/2031 (D)		590		444
BNP Paribas
5.198%, ICE LIBOR USD 3 Month + 2.567%, 01/10/2030 (B)(D)		200		195
5.125%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.450%, 01/13/2029 (B)(D)		270		271
4.705%, ICE LIBOR USD 3 Month + 2.235%, 01/10/2025 (B)(D)		270		267
4.400%, 08/14/2028 (D)		200		189
2.871%, U.S. SOFR + 1.387%, 04/19/2032 (B)(D)		200		166
1.675%, U.S. SOFR + 0.912%, 06/30/2027 (B)(D)		290		255
BPCE
1.625%, 01/14/2025 (D)		1,085		1,015
Capital One Financial
4.927%, U.S. SOFR + 2.057%, 05/10/2028 (B)		30		29
3.300%, 10/30/2024		480		458
Carlyle Finance Subsidiary
3.500%, 09/19/2029 (D)		716		655
Charles Schwab
3.850%, 05/21/2025		110		106
Citigroup
8.125%, 07/15/2039		12		15
5.500%, 09/13/2025		450		449
5.300%, 05/06/2044		31		29


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.658%, U.S. SOFR + 1.887%, 05/24/2028 (B)	$	140	$	138
4.650%, 07/30/2045		28		25
4.450%, 09/29/2027		120		116
4.412%, U.S. SOFR + 3.914%, 03/31/2031 (B)		100		95
4.400%, 06/10/2025		160		156
4.300%, 11/20/2026		40		39
4.125%, 07/25/2028		40		38
4.075%, ICE LIBOR USD 3 Month + 1.192%, 04/23/2029 (B)		240		229
3.785%, U.S. SOFR + 1.939%, 03/17/2033 (B)		250		224
3.668%, ICE LIBOR USD 3 Month + 1.390%, 07/24/2028 (B)		340		322
3.500%, 05/15/2023		100		100
3.400%, 05/01/2026		354		338
3.200%, 10/21/2026		287		271
3.106%, U.S. SOFR + 2.842%, 04/08/2026 (B)		150		143
2.572%, U.S. SOFR + 2.107%, 06/03/2031 (B)		200		169
2.520%, U.S. SOFR + 1.177%, 11/03/2032 (B)		110		90
1.678%, U.S. SOFR + 1.667%, 05/15/2024 (B)		80		80
Cooperatieve Rabobank UA
4.375%, 08/04/2025		500		484
3.649%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.220%, 04/06/2028 (B)(D)		580		544
Credit Agricole MTN
1.907%, U.S. SOFR + 1.676%, 06/16/2026 (B)(D)		250		229
Credit Suisse Group
4.194%, U.S. SOFR + 3.730%, 04/01/2031 (B)(D)		250		222
Credit Suisse NY
7.950%, 01/09/2025		250		254
5.000%, 07/09/2027		530		510
4.750%, 08/09/2024		250		242
2.950%, 04/09/2025		250		232
Danske Bank
4.298%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.750%, 04/01/2028 (B)(D)		240		226
3.773%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.450%, 03/28/2025 (B)(D)		310		303
1.226%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.000%, 06/22/2024 (B)(D)		200		197


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Equitable Financial Life Global Funding
1.400%, 07/07/2025 (D)	$	673	$	622
GA Global Funding Trust
3.850%, 04/11/2025 (D)		1,114		1,079
Goldman Sachs Group
4.387%, U.S. SOFR + 1.510%, 06/15/2027 (B)		400		391
4.250%, 10/21/2025		190		184
4.223%, ICE LIBOR USD 3 Month + 1.301%, 05/01/2029 (B)		650		623
3.691%, ICE LIBOR USD 3 Month + 1.510%, 06/05/2028 (B)		400		379
3.615%, U.S. SOFR + 1.846%, 03/15/2028 (B)		30		28
3.500%, 04/01/2025		80		78
3.500%, 11/16/2026		90		86
2.650%, U.S. SOFR + 1.264%, 10/21/2032 (B)		110		91
Goldman Sachs Group MTN
4.000%, 03/03/2024		420		414
Guardian Life Global Funding
1.100%, 06/23/2025 (D)		30		28
HSBC Holdings PLC
4.583%, ICE LIBOR USD 3 Month + 1.535%, 06/19/2029 (B)		200		190
Intercontinental Exchange
4.600%, 03/15/2033		70		69
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (D)		200		192
JPMorgan Chase
4.565%, U.S. SOFR + 1.750%, 06/14/2030 (B)		998		971
4.452%, ICE LIBOR USD 3 Month + 1.330%, 12/05/2029 (B)		200		194
4.203%, ICE LIBOR USD 3 Month + 1.260%, 07/23/2029 (B)		773		747
4.023%, ICE LIBOR USD 3 Month + 1.000%, 12/05/2024 (B)		230		228
4.005%, ICE LIBOR USD 3 Month + 1.120%, 04/23/2029 (B)		100		96
3.875%, 09/10/2024		290		285
3.845%, U.S. SOFR + 0.980%, 06/14/2025 (B)		1,180		1,157
2.545%, U.S. SOFR + 1.180%, 11/08/2032 (B)		110		91
2.522%, U.S. SOFR + 2.040%, 04/22/2031 (B)		190		162
2.083%, U.S. SOFR + 1.850%, 04/22/2026 (B)		130		122
1.514%, U.S. SOFR + 1.455%, 06/01/2024 (B)		210		209


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
KKR Group Finance VI
3.750%, 07/01/2029 (D)	$	1,149	$	1,074
Lincoln National
3.400%, 01/15/2031		451		369
Macquarie Bank
2.300%, 01/22/2025 (D)		1,188		1,134
MassMutual Global Funding II MTN
0.850%, 06/09/2023 (D)		220		218
Mitsubishi UFJ Financial Group
3.837%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.125%, 04/17/2026 (B)		200		194
3.407%, 03/07/2024		510		500
Moody's
2.000%, 08/19/2031		1,000		816
Morgan Stanley MTN
3.772%, ICE LIBOR USD 3 Month + 1.140%, 01/24/2029 (B)		150		142
3.622%, U.S. SOFR + 3.120%, 04/01/2031 (B)		475		435
2.699%, U.S. SOFR + 1.143%, 01/22/2031 (B)		200		172
2.188%, U.S. SOFR + 1.990%, 04/28/2026 (B)		400		375
NatWest Group
4.519%, ICE LIBOR USD 3 Month + 1.550%, 06/25/2024 (B)		290		289
4.269%, ICE LIBOR USD 3 Month + 1.762%, 03/22/2025 (B)		200		196
New York Life Global Funding
0.950%, 06/24/2025 (D)		60		55
Peachtree Corners Funding Trust
3.976%, 02/15/2025 (D)		944		917
Principal Life Global Funding II
1.250%, 06/23/2025 (D)		20		18
Royal Bank of Canada MTN
6.000%, 11/01/2027		1,209		1,261
1.600%, 04/17/2023		120		120
1.150%, 06/10/2025		70		64
State Street
4.164%, U.S. SOFR + 1.726%, 08/04/2033 (B)		1,095		1,030
3.152%, U.S. SOFR + 2.650%, 03/30/2031 (B)		50		45
Swedbank
1.538%, 11/16/2026 (D)		400		352
1.300%, 06/02/2023 (D)		200		198
Toronto-Dominion Bank MTN
4.693%, 09/15/2027		1,951		1,932
4.456%, 06/08/2032		210		204
3.200%, 03/10/2032		807		706
1.150%, 06/12/2025		80		74


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.750%, 06/12/2023	$	130	$	129
UBS Group
4.253%, 03/23/2028 (D)		250		232
4.125%, 04/15/2026 (D)		634		602
2.746%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 02/11/2033 (B)(D)		575		461
US Bancorp
3.375%, 02/05/2024		540		530
1.450%, 05/12/2025		160		147
USAA Capital
2.125%, 05/01/2030 (D)		150		125
Wells Fargo
3.000%, 10/23/2026		190		178
2.188%, U.S. SOFR + 2.000%, 04/30/2026 (B)		130		122
Wells Fargo MTN
5.013%, U.S. SOFR + 4.502%, 04/04/2051 (B)		380		357
4.900%, 11/17/2045		30		27
4.540%, U.S. SOFR + 1.560%, 08/15/2026 (B)		300		294
4.478%, U.S. SOFR + 4.032%, 04/04/2031 (B)		220		211
4.300%, 07/22/2027		200		194
3.750%, 01/24/2024		540		533
3.350%, U.S. SOFR + 1.500%, 03/02/2033 (B)		40		35
2.879%, TSFR3M + 1.432%, 10/30/2030 (B)		100		87
2.393%, U.S. SOFR + 2.100%, 06/02/2028 (B)		290		261
1.654%, U.S. SOFR + 1.600%, 06/02/2024 (B)		160		159

				45,003

Health Care — 2.1%
Abbott Laboratories
3.400%, 11/30/2023		175		173
AbbVie
4.250%, 11/21/2049		30		27
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		139
2.950%, 11/21/2026		20		19
2.600%, 11/21/2024		140		135
Aetna
2.800%, 06/15/2023		20		20
Becton Dickinson
4.685%, 12/15/2044		36		33
3.734%, 12/15/2024		7		7


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.363%, 06/06/2024	$	186	$	183
Bristol-Myers Squibb
3.400%, 07/26/2029		16		15
3.200%, 06/15/2026		79		77
2.900%, 07/26/2024		154		151
Cigna
4.375%, 10/15/2028		420		414
4.125%, 11/15/2025		200		196
3.750%, 07/15/2023		16		16
3.500%, 06/15/2024		160		157
1.250%, 03/15/2026		725		657
CommonSpirit Health
6.073%, 11/01/2027		890		913
CVS Health
5.050%, 03/25/2048		60		56
4.300%, 03/25/2028		164		161
3.875%, 07/20/2025		95		93
3.625%, 04/01/2027		180		173
2.125%, 09/15/2031		150		123
1.875%, 02/28/2031		20		16
1.750%, 08/21/2030		200		163
CVS Pass-Through Trust
7.507%, 01/10/2032 (D)		932		1,004
5.773%, 01/10/2033 (D)		335		339
Elevance Health
4.100%, 05/15/2032		80		76
Gilead Sciences
2.500%, 09/01/2023		50		49
Humana
4.500%, 04/01/2025		10		10
3.700%, 03/23/2029		160		151
2.150%, 02/03/2032		30		24
Johnson & Johnson
0.950%, 09/01/2027		100		89
0.550%, 09/01/2025		50		46
Kenvue
5.350%, 03/22/2026 (D)		150		154
5.050%, 03/22/2028 (D)		200		207
Merck
1.900%, 12/10/2028		430		381
1.450%, 06/24/2030		50		42
0.750%, 02/24/2026		80		73
Pfizer
2.625%, 04/01/2030		100		90
1.700%, 05/28/2030		50		42
0.800%, 05/28/2025		110		102
UnitedHealth Group
4.450%, 12/15/2048		10		9
4.250%, 06/15/2048		10		9
4.000%, 05/15/2029		200		196
3.875%, 12/15/2028		30		29
3.750%, 07/15/2025		30		30


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.500%, 06/15/2023	$	20	$	20
2.300%, 05/15/2031		20		17
2.000%, 05/15/2030		30		26
1.250%, 01/15/2026		20		18

				7,419

Industrials — 1.9%
3M
3.700%, 04/15/2050		150		123
2.375%, 08/26/2029		30		26
AerCap Ireland Capital DAC
3.000%, 10/29/2028		1,226		1,070
2.450%, 10/29/2026		190		171
Air Lease
5.300%, 02/01/2028		90		89
3.375%, 07/01/2025		100		95
Burlington Northern Santa Fe
4.550%, 09/01/2044		10		9
Canadian Pacific Railway
2.450%, 12/02/2031		330		286
Carlisle
2.200%, 03/01/2032		634		493
Carrier Global
2.700%, 02/15/2031		10		9
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A
4.000%, 10/29/2024		501		484
Deere
3.750%, 04/15/2050		30		27
3.100%, 04/15/2030		10		9
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl AA
3.625%, 07/30/2027		443		409
Delta Air Lines Pass-Through Trust, Ser 2019-1, Cl AA
3.204%, 04/25/2024		621		608
John Deere Capital MTN
3.350%, 04/18/2029		934		884
Penske Truck Leasing Lp
5.550%, 05/01/2028 (D)		916		914
Republic Services
3.200%, 03/15/2025		180		175
Ryder System MTN
3.350%, 09/01/2025		806		769
SMBC Aviation Capital Finance DAC
4.125%, 07/15/2023 (D)		200		199
Union Pacific
3.750%, 07/15/2025		20		20
2.891%, 04/06/2036		20		16

				6,885


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Information Technology — 1.1%
Adobe
2.300%, 02/01/2030	$	210	$	186
Apple
3.350%, 02/09/2027		210		205
2.900%, 09/12/2027		110		105
2.450%, 08/04/2026		70		67
1.125%, 05/11/2025		130		122
Broadcom
4.926%, 05/15/2037 (D)		33		30
4.150%, 11/15/2030		26		24
3.137%, 11/15/2035 (D)		420		323
Intel
5.125%, 02/10/2030		70		71
4.750%, 03/25/2050		10		9
3.700%, 07/29/2025		30		30
1.600%, 08/12/2028		50		44
Mastercard
3.850%, 03/26/2050		10		9
3.375%, 04/01/2024		60		59
Micron Technology
2.703%, 04/15/2032		260		208
Microsoft
3.300%, 02/06/2027		210		206
NVIDIA
3.700%, 04/01/2060		90		72
3.500%, 04/01/2040		130		112
2.850%, 04/01/2030		90		82
NXP BV
5.000%, 01/15/2033		404		396
2.700%, 05/01/2025		40		38
Oracle
4.650%, 05/06/2030		70		68
2.875%, 03/25/2031		30		26
1.650%, 03/25/2026		130		119
PayPal Holdings
4.400%, 06/01/2032		80		78
1.650%, 06/01/2025		60		57
Salesforce
3.700%, 04/11/2028		150		147
3.250%, 04/11/2023		70		70
1.500%, 07/15/2028		510		450
Texas Instruments
1.750%, 05/04/2030		40		34
TSMC Arizona
2.500%, 10/25/2031		250		215
1.750%, 10/25/2026		230		208
Visa
4.300%, 12/14/2045		10		10
3.150%, 12/14/2025		110		107
1.900%, 04/15/2027		60		55


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Workday
3.700%, 04/01/2029	$	60	$	56

				4,098

Materials — 0.9%
Anglo American Capital
3.625%, 09/11/2024 (D)		200		195
Equate Petrochemical BV MTN
4.250%, 11/03/2026 (D)		200		194
2.625%, 04/28/2028 (D)		230		202
Glencore Funding
4.125%, 05/30/2023 (D)		890		887
4.125%, 03/12/2024 (D)		60		59
1.625%, 04/27/2026 (D)		90		82
Nacional del Cobre de Chile
3.150%, 01/15/2051		420		297
OCP
4.500%, 10/22/2025 (D)		400		387
Orbia Advance
2.875%, 05/11/2031 (D)		200		161
Suzano Austria GmbH
3.125%, 01/15/2032		510		417
Vale Overseas
6.875%, 11/21/2036		148		155
6.250%, 08/10/2026		240		246

				3,282

Real Estate — 0.9%
Alexandria Real Estate Equities
3.450%, 04/30/2025		802		769
American Tower Trust #1
5.490%, 03/15/2028 (D)		554		559
Digital Realty Trust
3.600%, 07/01/2029		815		732
Healthpeak Properties
2.125%, 12/01/2028		769		667
Spirit Realty
2.100%, 03/15/2028		583		490

				3,217

Utilities — 2.3%
American Transmission Systems
2.650%, 01/15/2032 (D)		60		50
American Water Capital
4.450%, 06/01/2032		1,311		1,291
Commonwealth Edison
3.700%, 08/15/2028		468		449
Duke Energy Carolinas
2.850%, 03/15/2032		1,057		919
Duke Energy Florida
3.200%, 01/15/2027		440		420


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Exelon
5.625%, 06/15/2035	$	343	$	358
FirstEnergy
1.600%, 01/15/2026		30		27
Florida Power & Light
2.450%, 02/03/2032		544		464
MidAmerican Energy
3.650%, 04/15/2029		140		134
Northern States Power
7.125%, 07/01/2025		1,190		1,251
NSTAR Electric
1.950%, 08/15/2031		1,000		813
Pacific Gas and Electric
2.100%, 08/01/2027		130		113
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
5.450%, 05/21/2028 (D)		370		369
PG&E Wildfire Recovery Funding
4.022%, 06/01/2031		791		770
3.594%, 06/01/2030		766		732

				8,160

Total Corporate Obligations
(Cost $111,061) ($ Thousands)				102,525



U.S. TREASURY OBLIGATIONS — 19.1%
U.S. Treasury Bills
5.042%, 06/01/2023 (A)		520		516
4.736%, 05/18/2023 (A)		1,860		1,849
4.689%, 05/02/2023 (A)		690		688
4.625%, 05/25/2023 (A)		1,070		1,063
4.606%, 04/04/2023 (A)		680		680
4.506%, 04/18/2023 (A)		410		409
U.S. Treasury Bonds
4.000%, 11/15/2042		380		390
4.000%, 11/15/2052		400		425
3.625%, 08/15/2043		40		39
3.375%, 11/15/2048		190		178
3.125%, 08/15/2044		50		45
3.000%, 08/15/2052		1,440		1,265
2.875%, 08/15/2045		60		51
2.875%, 05/15/2049		170		145
2.875%, 05/15/2052		1,310		1,121
2.375%, 02/15/2042		618		497
2.375%, 05/15/2051		1,920		1,474
2.250%, 08/15/2049		280		211
2.250%, 02/15/2052		1,186		884
2.000%, 11/15/2041		830		626
2.000%, 02/15/2050		200		142
2.000%, 08/15/2051		900		633


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
1.875%, 02/15/2041	$	600	$	449
1.875%, 02/15/2051		2,120		1,448
1.875%, 11/15/2051		780		531
1.750%, 08/15/2041		640		463
1.625%, 11/15/2050		1,260		808
1.375%, 11/15/2040		880		606
1.375%, 08/15/2050		2,390		1,435
1.250%, 05/15/2050		1,020		593
1.125%, 08/15/2040		430		284
U.S. Treasury Inflation-Protected Securities
1.125%, 01/15/2033		2,079		2,073
0.125%, 01/15/2030		1,038		968
U.S. Treasury Notes
4.625%, 03/15/2026		10		10
4.125%, 01/31/2025		286		286
4.000%, 10/31/2029		620		635
3.500%, 01/31/2028		6,015		5,984
3.500%, 02/15/2033		90		90
3.125%, 08/31/2027		8,802		8,609
2.750%, 08/15/2032		7,795		7,336
2.625%, 07/31/2029		550		520
1.500%, 01/31/2027		5,747		5,291
1.250%, 11/30/2026		2,260		2,067
0.750%, 05/31/2026		12,120		11,025
0.625%, 11/30/2027		1,400		1,220
0.375%, 11/30/2025		290		265
0.250%, 05/31/2025		2,540		2,344
0.250%, 09/30/2025		10		9

Total U.S. Treasury Obligations
(Cost $75,152) ($ Thousands)				68,680



ASSET-BACKED SECURITIES — 9.5%
Automotive — 0.4%

Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (D)		440		404
Avis Budget Rental Car Funding AESOP, Ser 2021-1A, Cl A
1.380%, 08/20/2027 (D)		430		381
Hertz Vehicle Financing III, Ser 2021-2A, Cl B
2.120%, 12/27/2027 (D)		160		141
Hertz Vehicle Financing III, Ser 2021-2A, Cl C
2.520%, 12/27/2027 (D)		300		259
Hertz Vehicle Financing, Ser 2021-1A, Cl B
1.560%, 12/26/2025 (D)		240		224


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hertz Vehicle Financing, Ser 2021-1A, Cl C
2.050%, 12/26/2025 (D)	$	210	$	195
				1,604

Home — 0.1%

Bayview Financial Mortgage Pass-Through Trust, Ser 2006-A, Cl M3
5.806%, ICE LIBOR USD 1 Month + 0.975%, 02/28/2041 (B)		24		24
Cascade MH Asset Trust, Ser 2021-MH1, Cl A1
1.753%, 02/25/2046 (D)		75		64
Master Asset-Backed Securities Trust, Ser 2007-NCW, Cl A1
5.145%, ICE LIBOR USD 1 Month + 0.300%, 05/25/2037 (B)(D)		148		122
				210

Other Asset-Backed Securities — 9.0%

AEP Texas Restoration Funding, Ser 2019-1, Cl A2
2.294%, 08/01/2031		1,646		1,517
AMSR Trust, Ser 2023-SFR1, Cl A
4.000%, 04/17/2040 (D)		960		906
Applebee's Funding, Ser 2019-1A, Cl A2I
4.194%, 06/05/2049 (D)		297		290
CF Hippolyta Issuer, Ser 2020-1, Cl A1
1.690%, 07/15/2060 (D)		206		187
CWHEQ Revolving Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
4.824%, ICE LIBOR USD 1 Month + 0.140%, 07/15/2036 (B)		142		128
DB Master Finance, Ser 2021-1A, Cl A2II
2.493%, 11/20/2051 (D)		1,036		879
FirstKey Homes Trust, Ser 2021-SFR1, Cl A
1.538%, 08/17/2038 (D)		789		695
FirstKey Homes Trust, Ser 2021-SFR3, Cl A
2.135%, 12/17/2038 (D)		437		388
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B
2.940%, 01/20/2049 (D)		577		443
Hardee's Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/2051 (D)		393		317
Home Partners of America Trust, Ser 2022-1, Cl A
3.930%, 04/17/2039 (D)		995		943
Merrill Lynch Mortgage Investors Trust, Ser 2004-WMC5, Cl M1
5.775%, ICE LIBOR USD 1 Month + 0.930%, 07/25/2035 (B)		145		138


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
MMAF Equipment Finance, Ser 2022-B, Cl A3
5.610%, 07/10/2028 (D)	$	339	$	345
Morgan Stanley ABS Capital I Trust, Ser 2004-NC7, Cl M1
5.700%, ICE LIBOR USD 1 Month + 0.855%, 07/25/2034 (B)		321		293
Navient Student Loan Trust, Ser 2016-3A, Cl A3
6.195%, ICE LIBOR USD 1 Month + 1.350%, 06/25/2065 (B)(D)		292		289
Navient Student Loan Trust, Ser 2016-6A, Cl A3
6.145%, ICE LIBOR USD 1 Month + 1.300%, 03/25/2066 (B)(D)		548		545
Oak Street Investment Grade Net Lease Fund, Ser 2021-1A, Cl A1
1.480%, 01/20/2051 (D)		938		833
Palmer Square CLO, Ser 2021-2A, Cl A1A3
5.792%, ICE LIBOR USD 3 Month + 1.000%, 10/17/2031 (B)(D)		693		684
Palmer Square CLO, Ser 2022-2A, Cl A1
6.209%, TSFR3M + 1.570%, 07/20/2034 (B)(D)		400		394
Palmer Square Loan Funding, Ser 2022-2A, Cl A1
5.928%, TSFR3M + 1.270%, 10/15/2030 (B)(D)		809		800
Progress Residential Trust, Ser 2021-SFR2, Cl A
1.546%, 04/19/2038 (D)		595		532
Progress Residential Trust, Ser 2022-SFR2, Cl A
2.950%, 04/17/2027 (D)		980		907
Progress Residential Trust, Ser 2022-SFR3, Cl A
3.200%, 04/17/2039 (D)		511		471
RAAC Series Trust, Ser 2005-SP3, Cl M2
6.045%, ICE LIBOR USD 1 Month + 1.200%, 12/25/2035 (B)		3		3
Sabey Data Center Issuer, Ser 2020-1, Cl A2
3.812%, 04/20/2045 (D)		339		324
Sabey Data Center Issuer, Ser 2021-1, Cl A2
1.881%, 06/20/2046 (D)		1,027		902
SBA Small Business Investment, Ser 2023-10A, Cl 1
5.168%, 03/01/2033		910		917
SLC Student Loan Trust, Ser 2010-1, Cl A
5.833%, ICE LIBOR USD 3 Month + 0.875%, 11/25/2042 (B)		104		103


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Private Credit Student Loan Trust, Ser 2006-A, Cl A5
5.156%, ICE LIBOR USD 3 Month + 0.290%, 06/15/2039 (B)	$	160	$	149
SLM Private Education Loan Trust, Ser 2010-C, Cl A5
9.434%, ICE LIBOR USD 1 Month + 4.750%, 10/15/2041 (B)(D)		311		337
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
6.066%, ICE LIBOR USD 3 Month + 1.200%, 12/15/2033 (B)(D)		85		84
SLM Student Loan Trust, Ser 2005-8, Cl A5
4.988%, ICE LIBOR USD 3 Month + 0.170%, 01/25/2040 (B)		494		467
SLM Student Loan Trust, Ser 2021-10A, Cl A4
5.536%, ICE LIBOR USD 3 Month + 0.670%, 12/17/2068 (B)(D)		80		78
SMB Private Education Loan Trust 2020-A, Ser 2020-A, Cl A2A
2.230%, 09/15/2037 (D)		165		153
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B
1.590%, 01/15/2053 (D)		303		265
SMB Private Education Loan Trust, Ser 2021-C, Cl B
2.300%, 01/15/2053 (D)		170		152
Stack Infrastructure Issuer, Ser 2019-1A, Cl A2
4.540%, 02/25/2044 (D)		333		327
Store Master Funding I-VII, Ser 2018-1A, Cl A1
3.960%, 10/20/2048 (D)		365		356
Store Master Funding I-VII, Ser 2019-1, Cl A1
2.820%, 11/20/2049 (D)		315		289
Structured Asset Investment Loan Trust, Ser 2004-7, Cl A8
6.045%, ICE LIBOR USD 1 Month + 1.200%, 08/25/2034 (B)		148		142
Taco Bell Funding, Ser 2021-1A, Cl A2II
2.294%, 08/25/2051 (D)		586		489
Tricon American Homes Trust, Ser 2019-SFR1, Cl A
2.750%, 03/17/2038 (D)		270		253
Tricon Residential Trust, Ser 2021-SFR1, Cl A
1.943%, 07/17/2038 (D)		850		765
Triumph Rail Holdings, Ser 2021-2, Cl A
2.150%, 06/19/2051 (D)		268		234
TRP 2021, Ser 2021-1, Cl A
2.070%, 06/19/2051 (D)		486		422


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
United States Small Business Administration, Ser 2010-20H, Cl 1
3.520%, 08/01/2030	$	112	$	107
United States Small Business Administration, Ser 2011-20B, Cl 1
4.220%, 02/01/2031		104		101
United States Small Business Administration, Ser 2011-20J, Cl 1
2.760%, 10/01/2031		84		78
United States Small Business Administration, Ser 2013-20K, Cl 1
3.380%, 11/01/2033		368		351
United States Small Business Administration, Ser 2014-20F, Cl 1
2.990%, 06/01/2034		496		467
United States Small Business Administration, Ser 2015-20C, Cl 1
2.720%, 03/01/2035		382		356
United States Small Business Administration, Ser 2015-20E, Cl 1
2.770%, 05/01/2035		242		228
United States Small Business Administration, Ser 2015-20K, Cl 1
2.700%, 11/01/2035		300		284
United States Small Business Administration, Ser 2017-20J, Cl 1
2.850%, 10/01/2037		382		355
United States Small Business Administration, Ser 2018-20E, Cl 1
3.500%, 05/01/2038		798		759
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		43		38
United States Small Business Administration, Ser 2021-25H, Cl 1
1.450%, 08/01/2046		1,466		1,200
United States Small Business Administration, Ser 2022-25A, Cl 1
2.040%, 01/01/2047		1,029		879
United States Small Business Administration, Ser 2022-25D, Cl 1
3.500%, 04/01/2047		698		655
United States Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047		981		947
United States Small Business Administration, Ser 2022-25F, Cl 1
4.010%, 06/01/2047		980		953
United States Small Business Administration, Ser 2022-25G, Cl 1
3.930%, 07/01/2047		953		923


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
United States Small Business Administration, Ser 2022-25H, Cl 1
3.800%, 08/01/2047	$	464	$	442
United States Small Business Administration, Ser 2022-25K, Cl 1
5.130%, 11/01/2047		549		571
Vantage Data Centers, Ser 2020-2A, Cl A2
1.992%, 09/15/2045 (D)		1,000		846
Wendy's Funding, Ser 2019-1A, Cl A2I
3.783%, 06/15/2049 (D)		309		290
Wendy's Funding, Ser 2021-1A, Cl A2I
2.370%, 06/15/2051 (D)		607		509
Wendy's Funding, Ser 2021-1A, Cl A2II
2.775%, 06/15/2051 (D)		260		210
Wind River CLO, Ser 2021-3A, Cl A
5.958%, ICE LIBOR USD 3 Month + 1.150%, 07/20/2033 (B)(D)		614		595
				32,279

Total Asset-Backed Securities
(Cost $36,971) ($ Thousands)				34,093


MUNICIPAL BONDS — 1.4%
California — 0.4%
California Health Facilities Financing Authority, RB
3.378%, 06/01/2028		575		542
Regents of the University of California Medical Center Pooled Revenue, RB
4.132%, 05/15/2032		600		576
San Jose, Financing Authority, RB
1.311%, 06/01/2026		540		486

				1,604

Illinois — 0.3%
Sales Tax Securitization, RB
4.847%, 01/01/2031		930		933


Michigan — 0.2%
Michigan State, Finance Authority, RB
2.988%, 09/01/2049 (B)		755		734


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


New York — 0.3%
New York State Dormitory Authority, Ser B, RB
3.329%, 03/15/2031		415		378


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York State Urban Development, RB
3.350%, 03/15/2026 (G)	$	380	$	371
3.350%, 03/15/2026		285		276

				1,025

Wisconsin — 0.2%
State of Wisconsin, Ser A, RB, AGM
5.700%, 05/01/2026		685		701



Total Municipal Bonds
(Cost $5,306) ($ Thousands)				5,122



SOVEREIGN DEBT — 1.2%

Colombia Government International Bond
5.625%, 02/26/2044		280		211
5.200%, 05/15/2049		310		216
3.125%, 04/15/2031		220		168
Indonesia Government International Bond MTN
5.125%, 01/15/2045(D)		200		196
Korea Housing Finance
4.625%, 02/24/2033(D)		360		361
Mexico Government International Bond
3.500%, 02/12/2034		1,040		882
Panama Government International Bond
6.700%, 01/26/2036		190		201
4.300%, 04/29/2053		300		219
Peruvian Government International Bond
3.550%, 03/10/2051		90		66
Province of Quebec Canada, Ser A MTN
6.350%, 01/30/2026		1,010		1,061
Uruguay Government International Bond
5.750%, 10/28/2034		440		481
4.375%, 01/23/2031		120		119

Total Sovereign Debt
(Cost $4,738) ($ Thousands)				4,181


	Shares
CASH EQUIVALENT — 1.4%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**^†		5,011,372		5,011

Total Cash Equivalent
(Cost $5,011) ($ Thousands)				5,011

A list of the open exchange-traded options contracts held by the Fund at March 31, 2023 are as follows:

A list of the open futures contracts held by the Fund at March 31, 2023 are as follows:

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

	Percentages are based on Net Assets of $358,999 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2023.
^†	Investment in Affiliated Security.
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

(C)	No interest rate available.
(D)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2023, the value of these securities amounted to $61,886 ($ Thousands), representing 17.2% of the Net Assets of the Fund.
(E)	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.
(F)	Zero coupon security.
(G)	Security is escrowed to maturity.

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.6%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**^†		1,926,398	$	1,926

Total Cash Equivalent
(Cost $1,926) ($ Thousands)				1,926


Total Investments in Securities — 99.9%
(Cost $244,311) ($ Thousands)			$	330,200

	Percentages are based on Net Assets of $330,429 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2023.
^†	Investment in Affiliated Security.

The following is a summary of the transactions with affiliates for the period ended March 31, 2023 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Institutional Class
4.570%**^†		720,548	$	721

Total Cash Equivalent
(Cost $721) ($ Thousands)				721


Total Investments in Securities — 99.9%
(Cost $72,586) ($ Thousands)			$	83,041

	Percentages are based on Net Assets of $83,144 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2023.
^†	Investment in Affiliated Security.

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2023 ($ Thousands):

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

Portfolio Abbreviations

ABS — Asset-Backed Security

AGM — Assured Guaranty Municipal

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

DAC — Designated Activity Company

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

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

L.P. — Limited Partnership

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

PLC — Public Limited Company

RB — Revenue Bond

REIT — Real Estate Investment Trust

REMIC — Real Estate Mortgage Investment Conduit

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

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
Russell 2000 Index E-MINI		3		Jun-2023	$	264	$	272	$	8
S&P 500 Index E-MINI		10		Jun-2023		1,948		2,069		121
					$	2,212	$	2,341	$	129

Security Description		Value 6/30/2022				Purchases at Cost				Proceeds from Sales				Realized Gain/(Loss)				Change in Unrealized Appreciation/(Depreciation)				Value 3/31/2023				Income				Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class		$	17,346			$	22,210			$	(37,410	)		$	—			$	—			$	2,146			$	137			$	—

	Percentages are based on Net Assets of $516,265 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2023.
^†	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.

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
December 2023, SOFR 1 Year MidCurve Future		72		$	17,280		$	96.00		12/16/2023	$	43
December 2023, SOFR 1 Year MidCurve Future		31			7,430			95.88		12/16/2023		16

					24,710							59

Total Purchased Options				$	24,710						$	59
WRITTEN OPTIONS — 0.0%
Put Options
December 2023, SOFR 1 Year MidCurve Future		(62	)	$	(14,764	)		95.25		12/16/2023	$	(13	)
December 2023, SOFR 1 Year MidCurve Future		(144	)		(34,335	)		95.38		12/16/2023		(38	)

					(49,099	)						(51	)

Total Written Options				$	(49,099	)					$	(51	)