
Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† — 97.8%

Communication Services — 8.1%
Activision Blizzard Inc		3,725	$	349
Alphabet Inc, Cl A *		71,325		9,334
Alphabet Inc, Cl C *		61,702		8,135
AT&T Inc		99,170		1,490
Atlanta Braves Holdings, Cl A *		1,732		68
Atlanta Braves Holdings, Cl C *		1,938		69
Bandwidth Inc, Cl A *		74		1
Cable One Inc		79		49
Cardlytics Inc *		761		13
Cars.com Inc *		4,178		70
Charter Communications Inc, Cl A *		1,268		558
Cinemark Holdings Inc *		4,289		79
Cogent Communications Holdings Inc		148		9
Comcast Corp, Cl A		52,817		2,342
EchoStar Corp, Cl A *		1,124		19
Electronic Arts Inc		6,385		769
EverQuote Inc, Cl A *		1,468		11
EW Scripps Co/The, Cl A *		3,299		18
Fox Corp, Cl A		1,372		43
Fox Corp, Cl B		1,428		41
IAC Inc *		376		19
IMAX Corp *		2,244		43
Interpublic Group of Cos Inc/The		8,487		243
Iridium Communications Inc		366		17
John Wiley & Sons Inc, Cl A		236		9
Liberty Broadband Corp, Cl A *		81		7
Liberty Broadband Corp, Cl C *		343		31
Liberty Media -Liberty Live, Cl C *		59		2
Liberty Media -Liberty SiriusXM *		234		6
Live Nation Entertainment Inc *		181		15
Lumen Technologies Inc		872		1
Madison Square Garden Entertainment, Cl A *		697		23
Madison Square Garden Sports Corp		39		7
Magnite Inc *		2,551		19
Match Group Inc *		1,841		72
Meta Platforms Inc, Cl A *		24,218		7,270
Netflix Inc *		4,148		1,566
New York Times Co/The, Cl A		439		18
News Corp, Cl A		829		17
Nexstar Media Group Inc, Cl A		94		13
Omnicom Group Inc		8,191		610
Paramount Global, Cl B		7,304		94
Pinterest Inc, Cl A *		3,339		90
ROBLOX Corp, Cl A *		3,654		106
Shenandoah Telecommunications Co		222		5
Shutterstock Inc		205		8
Sirius XM Holdings Inc		7,153		32
Sphere Entertainment *		697		26
Spotify Technology SA *		1,265		196
Take-Two Interactive Software Inc *		1,416		199


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
TechTarget Inc *		1,986	$	60
TEGNA Inc		3,052		44
TKO Group Holdings		780		66
T-Mobile US Inc		6,126		858
Trade Desk Inc/The, Cl A *		8,290		648
TripAdvisor Inc *		1,712		28
Verizon Communications Inc		57,853		1,875
Vimeo Inc *		610		2
Walt Disney Co/The *		21,958		1,780
Warner Bros Discovery Inc *		4,164		45
Yelp Inc, Cl A *		1,355		56
Ziff Davis Inc *		2,547		162
ZoomInfo Technologies, Cl A *		2,021		33

				39,888
Consumer Discretionary — 10.6%
1-800-Flowers.com Inc, Cl A *		3,668		26
2U Inc *		871		2
Abercrombie & Fitch Co, Cl A *		788		44
Acushnet Holdings Corp		987		52
Adient PLC *		732		27
ADT Inc		4,942		30
Adtalem Global Education Inc *		5,431		233
Advance Auto Parts Inc		317		18
Airbnb Inc, Cl A *		3,103		426
Amazon.com Inc *		101,147		12,858
American Eagle Outfitters Inc		3,416		57
AMMO Inc *		6,414		13
Aptiv PLC *		3,490		344
Aramark		260		9
Asbury Automotive Group Inc *		70		16
AutoNation Inc *		970		147
AutoZone Inc *		235		597
Bath & Body Works Inc		638		22
Best Buy Co Inc		6,266		435
Big Lots Inc		1,758		9
Bloomin' Brands Inc		2,259		56
Booking Holdings Inc *		563		1,736
Boot Barn Holdings Inc *		199		16
BorgWarner Inc		321		13
Bright Horizons Family Solutions Inc *		76		6
Brinker International Inc *		1,180		37
Brunswick Corp/DE		839		66
Buckle Inc/The		1,885		63
Burlington Stores Inc *		482		65
Capri Holdings Ltd *		1,319		69
CarMax Inc *		1,086		77
Carnival Corp *		15,800		217
Carter's Inc		471		33
Carvana Co, Cl A *		1,943		82
Cavco Industries Inc *		60		16
Cheesecake Factory Inc/The		1,236		37
Chegg Inc *		176		2


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Chico's FAS Inc *		7,300	$	55
Children's Place Inc/The *		812		22
Chipotle Mexican Grill Inc, Cl A *		232		425
Choice Hotels International Inc		113		14
Columbia Sportswear Co		891		66
Cracker Barrel Old Country Store Inc		323		22
Dana Inc		2,660		39
Darden Restaurants Inc		705		101
Dave & Buster's Entertainment Inc *		1,283		48
Deckers Outdoor Corp *		1,186		610
Denny's Corp *		2,500		21
Designer Brands Inc, Cl A		3,316		42
Dick's Sporting Goods Inc		1,054		114
Dillard's Inc, Cl A		45		15
Domino's Pizza Inc		33		12
DoorDash Inc, Cl A *		523		42
Dorman Products Inc *		128		10
DR Horton Inc		890		96
eBay Inc		19,465		858
Etsy Inc *		1,162		75
Expedia Group Inc *		389		40
Fisker Inc *		2,626		17
Five Below Inc *		410		66
Floor & Decor Holdings Inc, Cl A *		232		21
Foot Locker Inc		1,308		23
Ford Motor Co		16,002		199
Fox Factory Holding Corp *		749		74
Frontdoor Inc *		251		8
GameStop Corp, Cl A *		2,040		34
Gap Inc/The		11,382		121
Garmin Ltd		418		44
General Motors Co		4,014		132
Gentex Corp		440		14
Gentherm Inc *		184		10
Genuine Parts Co		67		10
Goodyear Tire & Rubber Co/The *		989		12
Graham Holdings Co, Cl B		78		45
Grand Canyon Education Inc *		121		14
Group 1 Automotive Inc		86		23
GrowGeneration Corp *		2,599		8
H&R Block Inc		3,157		136
Hanesbrands Inc		13,319		53
Harley-Davidson Inc		306		10
Hasbro Inc		2,632		174
Helen of Troy Ltd *		57		7
Hilton Grand Vacations Inc *		3,016		123
Hilton Worldwide Holdings Inc		10,511		1,579
Home Depot Inc/The		11,555		3,491
Hyatt Hotels Corp, Cl A		135		14
Installed Building Products Inc		125		16
iRobot Corp *		1,013		38
Jack in the Box Inc		658		45


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Johnson Outdoors Inc, Cl A		659	$	36
KB Home		4,733		219
Kohl's Corp		1,859		39
Kontoor Brands Inc		1,282		56
La-Z-Boy Inc, Cl Z		1,597		49
LCI Industries		483		57
Lear Corp		5,902		792
Leggett & Platt Inc		222		6
Lennar Corp, Cl B		122		12
LGI Homes Inc *		127		13
LKQ Corp		317		16
Lowe's Cos Inc		8,938		1,858
Lululemon Athletica Inc *		1,171		452
M/I Homes Inc *		198		17
Macy's Inc		4,042		47
Malibu Boats Inc, Cl A *		202		10
Marriott International Inc/MD, Cl A		3,599		707
Marriott Vacations Worldwide Corp		394		40
Mattel Inc *		711		16
McDonald's Corp		9,415		2,480
Meritage Homes Corp		794		97
Mohawk Industries Inc *		127		11
Monro Inc		626		17
Murphy USA Inc		422		144
National Vision Holdings Inc *		447		7
Newell Brands Inc		605		5
NIKE Inc, Cl B		8,542		817
Nordstrom Inc		3,866		58
Norwegian Cruise Line Holdings Ltd *		14,956		246
NVR Inc *		13		78
ODP Corp/The *		283		13
Ollie's Bargain Outlet Holdings Inc *		212		16
O'Reilly Automotive Inc *		196		178
Oxford Industries Inc		665		64
Papa John's International Inc		151		10
Peloton Interactive Inc, Cl A *		2,845		14
Penske Automotive Group Inc		957		160
PetMed Express Inc		366		4
Phinia		64		2
Planet Fitness Inc, Cl A *		173		8
Polaris Inc		966		101
PulteGroup Inc		5,125		379
PVH Corp		108		8
Ralph Lauren Corp, Cl A		690		80
Revolve Group Inc, Cl A *		2,223		30
RH *		45		12
Rivian Automotive Inc, Cl A *		1,274		31
Ross Stores Inc		857		97
Royal Caribbean Cruises Ltd *		7,156		659
Sabre Corp *		506		2
Sally Beauty Holdings Inc *		2,794		23
SeaWorld Entertainment Inc *		251		12


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Service Corp International/US		250	$	14
Shake Shack Inc, Cl A *		157		9
Signet Jewelers Ltd		2,402		172
Six Flags Entertainment Corp *		248		6
Sleep Number Corp *		1,033		25
Standard Motor Products Inc		943		32
Starbucks Corp		15,798		1,442
Steven Madden Ltd		1,178		37
Stitch Fix Inc, Cl A *		1,021		3
Strategic Education Inc		331		25
Stride Inc *		348		16
Tapestry Inc *		2,803		81
Taylor Morrison Home Corp, Cl A *		12,743		543
Tempur Sealy International Inc		2,272		98
Tesla Inc *		30,178		7,551
Texas Roadhouse Inc, Cl A		889		85
Thor Industries Inc		106		10
TJX Cos Inc/The		13,629		1,211
Toll Brothers Inc		269		20
TopBuild Corp *		476		120
Topgolf Callaway Brands Corp *		2,383		33
Tractor Supply Co		2,377		483
Travel + Leisure Co		307		11
Tri Pointe Homes Inc *		3,236		88
Udemy Inc *		3,378		32
Ulta Beauty Inc *		279		111
Under Armour Inc, Cl C *		556		4
Upbound Group Inc, Cl A		1,764		52
Urban Outfitters Inc *		417		14
Vail Resorts Inc		46		10
Valvoline Inc		11,216		362
VF Corp		4,023		71
Victoria's Secret & Co *		212		4
Visteon Corp *		85		12
Wayfair Inc, Cl A *		320		19
Wendy's Co/The		11,419		233
Whirlpool Corp		638		85
Williams-Sonoma Inc		160		25
Wingstop Inc		582		105
Winnebago Industries Inc		191		11
Wolverine World Wide Inc		1,511		12
Wyndham Hotels & Resorts Inc		189		13
Yum! Brands Inc		8,356		1,044

				51,883
Consumer Staples — 5.8%
Andersons Inc/The		338		17
Archer-Daniels-Midland Co		5,103		385
B&G Foods Inc		862		9
BellRing Brands Inc *		136		6
Beyond Meat Inc *		166		2
Bunge Ltd		1,596		173
Calavo Growers Inc		571		14


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Campbell Soup Co		10,354	$	425
Casey's General Stores Inc		65		18
Chefs' Warehouse Inc/The *		1,366		29
Church & Dwight Co Inc		1,025		94
Clorox Co/The		2,716		356
Coca-Cola Co/The		48,833		2,734
Colgate-Palmolive Co		7,375		524
Conagra Brands Inc		14,479		397
Costco Wholesale Corp		4,983		2,815
Coty Inc, Cl A *		1,026		11
Darling Ingredients Inc *		716		37
Dollar General Corp		2,608		276
Dollar Tree Inc *		1,320		141
Edgewell Personal Care Co		310		12
elf Beauty Inc *		1,902		209
Energizer Holdings Inc		231		7
Estee Lauder Cos Inc/The, Cl A		2,390		346
Flowers Foods Inc		555		12
Fresh Del Monte Produce Inc		1,442		37
General Mills Inc		13,887		889
Grocery Outlet Holding Corp *		263		8
Hain Celestial Group Inc/The *		461		5
Herbalife Nutrition Ltd *		1,088		15
Hershey Co/The		2,295		459
HF Foods Group Inc *		2,213		9
Hormel Foods Corp		4,797		182
Ingredion Inc		1,110		109
J M Smucker Co/The		6,494		798
Kellanova		6,713		400
Keurig Dr Pepper Inc		32,477		1,025
Kimberly-Clark Corp		6,484		784
Kraft Heinz Co/The		3,923		132
Kroger Co/The		15,936		713
Lamb Weston Holdings Inc		594		55
McCormick & Co Inc/MD		5,832		441
Medifast Inc		71		5
Mondelez International Inc, Cl A		17,402		1,208
Monster Beverage Corp *		889		47
National Beverage Corp *		344		16
PepsiCo Inc		22,254		3,771
Performance Food Group Co *		1,023		60
Pilgrim's Pride Corp *		355		8
Post Holdings Inc *		108		9
PriceSmart Inc		179		13
Procter & Gamble Co/The		24,528		3,578
SpartanNash Co		1,252		28
Spectrum Brands Holdings Inc		183		14
Sprouts Farmers Market Inc *		623		27
Sysco Corp		11,594		766
Target Corp		6,577		727
TreeHouse Foods Inc *		237		10
Tyson Foods Inc, Cl A		1,410		71


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
US Foods Holding Corp *		2,211	$	88
Vita Coco Co Inc/The *		1,354		35
Walgreens Boots Alliance Inc		27,118		603
Walmart Inc		13,857		2,216

				28,410
Energy — 4.5%
Antero Midstream Corp		26,635		319
Antero Resources Corp *		6,426		163
APA Corp		332		14
Baker Hughes Co, Cl A		9,516		336
Borr Drilling Ltd *		11,900		85
Cactus Inc, Cl A		298		15
Callon Petroleum Co *		2,548		100
ChampionX Corp		383		14
Cheniere Energy Inc		6,249		1,037
Chesapeake Energy Corp		1,851		160
Civitas Resources Inc		179		14
Clean Energy Fuels Corp *		4,579		18
CNX Resources Corp *		1,745		39
ConocoPhillips		23,406		2,804
CONSOL Energy Inc		213		22
Coterra Energy Inc		19,841		537
CVR Energy Inc		1,596		54
Delek US Holdings Inc		2,494		71
Denbury Inc *		1,205		118
Devon Energy Corp		10,747		513
DHT Holdings Inc		1,338		14
Diamondback Energy Inc		3,303		512
Dorian LPG		3,602		103
Dril-Quip Inc *		1,072		30
DT Midstream Inc		405		21
Encore Energy *		31,435		102
Energy Fuels *		11,707		96
EOG Resources Inc		12,533		1,589
EQT Corp		7,282		296
Equitrans Midstream Corp		2,185		20
Expro Group Holdings NV *		1,529		36
FLEX LNG Ltd		2,301		69
Golar LNG Ltd		3,888		94
Green Plains Inc *		2,069		62
Halliburton Co		9,891		401
Helix Energy Solutions Group Inc *		10,917		122
Helmerich & Payne Inc		4,134		174
Hess Corp		6,554		1,003
HF Sinclair Corp		5,184		295
International Seaways Inc		329		15
Kinder Morgan Inc		89,784		1,489
Kinetik Holdings Inc, Cl A		2,668		90
Kosmos Energy Ltd *		44,503		364
Magnolia Oil & Gas Corp, Cl A		1,806		41
Marathon Oil Corp		16,949		453
Murphy Oil Corp		449		20


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Nabors Industries Ltd *		367	$	45
New Fortress Energy Inc, Cl A		2,307		76
NextDecade Corp *		10,122		52
Noble Corp PLC		1,325		67
Nordic American Tankers Ltd		3,610		15
NOV Inc		482		10
Occidental Petroleum Corp		1,754		114
ONEOK Inc		10,887		691
Overseas Shipholding Group, Cl A *		23,522		103
Ovintiv Inc		4,569		217
Patterson-UTI Energy Inc		4,952		69
PBF Energy Inc, Cl A		316		17
Peabody Energy Corp		612		16
Pioneer Natural Resources Co		5,512		1,265
Range Resources Corp		4,411		143
RPC Inc		1,226		11
Schlumberger NV		35,254		2,055
Scorpio Tankers Inc		270		15
SM Energy Co		840		33
Southwestern Energy Co *		21,739		140
Targa Resources Corp		5,305		455
Teekay *		15,129		93
Teekay Tankers Ltd, Cl A		1,755		73
Texas Pacific Land Corp		315		574
Uranium Energy Corp *		15,244		79
Valaris Ltd *		739		55
Vitesse Energy Inc		272		6
Weatherford International *		1,190		108
Williams Cos Inc/The		46,253		1,558
World Fuel Services Corp		4,395		99

				22,198
Financials — 13.3%
Affiliated Managers Group Inc		910		119
Affirm Holdings Inc, Cl A *		2,309		49
Aflac Inc		4,907		377
AGNC Investment Corp ^‡		2,838		27
Allstate Corp/The		3,458		385
Ally Financial Inc		1,575		42
Amalgamated Financial Corp		2,110		36
American Express Co		9,360		1,396
American Financial Group Inc/OH		89		10
American International Group Inc		3,342		203
Ameriprise Financial Inc		1,250		412
Ameris Bancorp		1,129		43
AMERISAFE Inc		743		37
Annaly Capital Management Inc ^‡		655		12
Aon PLC, Cl A		3,101		1,005
Apollo Commercial Real Estate Finance Inc ^‡		2,686		27
Apollo Global Management Inc		1,165		105
Arch Capital Group Ltd *		2,404		192
Ares Management Corp, Cl A		632		65


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Argo Group International Holdings Ltd		750	$	22
Arthur J Gallagher & Co		1,610		367
Artisan Partners Asset Management Inc, Cl A		1,589		59
Associated Banc-Corp		4,274		73
Assurant Inc		87		12
Assured Guaranty Ltd		994		60
Atlantic Union Bankshares Corp		1,302		37
Axis Capital Holdings Ltd		825		47
Axos Financial Inc *		310		12
Bank of America Corp		63,441		1,737
Bank of Hawaii Corp		1,051		52
Bank of Marin Bancorp		1,079		20
Bank of New York Mellon Corp/The		12,656		540
Bank of NT Butterfield & Son Ltd/The		1,324		36
Bank OZK		366		14
BankUnited Inc		346		8
Banner Corp		851		36
Berkshire Hathaway Inc, Cl B *		19,929		6,981
Berkshire Hills Bancorp Inc		1,501		30
BlackRock Inc, Cl A		1,878		1,214
Blackstone Inc		6,935		743
Block Inc, Cl A *		4,127		183
BOK Financial Corp		568		45
Bread Financial Holdings Inc		1,335		46
Brighthouse Financial Inc *		268		13
Brown & Brown Inc		290		20
Cadence Bank		1,525		32
Capital One Financial Corp		3,914		380
Capitol Federal Financial Inc		3,529		17
Carlyle Group Inc/The		923		28
Cass Information Systems Inc		865		32
Cathay General Bancorp		1,291		45
Cboe Global Markets Inc		99		15
Central Pacific Financial Corp		1,651		28
Charles Schwab Corp/The		16,432		902
Chimera Investment Corp ^‡		2,402		13
Chubb Ltd		6,169		1,284
Cincinnati Financial Corp		891		91
Citigroup Inc		23,089		950
Citizens Financial Group Inc		3,587		96
City Holding Co		607		55
CME Group Inc, Cl A		4,726		946
CNA Financial Corp		253		10
Cohen & Steers Inc		764		48
Columbia Banking System Inc		1,640		33
Comerica Inc		1,232		51
Commerce Bancshares Inc/MO		1,722		83
Community Bank System Inc		710		30
ConnectOne Bancorp Inc		1,891		34
Credit Acceptance Corp *		177		81
Cullen/Frost Bankers Inc		121		11


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Dime Community Bancshares Inc		1,467	$	29
Discover Financial Services		10,158		880
Eagle Bancorp Inc		1,035		22
East West Bancorp Inc		1,710		90
eHealth Inc *		512		4
Ellington Financial Inc ^‡		2,748		34
Enterprise Financial Services Corp		1,063		40
Equitable Holdings Inc		432		12
Essent Group Ltd		970		46
Euronet Worldwide Inc *		74		6
Evercore Inc, Cl A		659		91
Everest Group		179		67
Eversource Energy		10,983		639
EVERTEC Inc		1,569		58
F&G Annuities & Life Inc		2,571		72
FactSet Research Systems Inc		306		134
FB Financial Corp		1,250		35
Federal Agricultural Mortgage Corp, Cl C		119		18
Fidelity National Financial Inc		1,063		44
Fidelity National Information Services Inc		7,874		435
Fifth Third Bancorp		4,599		117
First American Financial Corp		814		46
First BanCorp/Puerto Rico		821		11
First Busey Corp		1,790		34
First Citizens BancShares Inc/NC, Cl A		75		104
First Commonwealth Financial Corp		3,365		41
First Financial Bancorp		1,921		38
First Financial Bankshares Inc		1,378		35
First Hawaiian Inc		3,126		56
First Horizon Corp		22,027		243
First Interstate BancSystem Inc, Cl A		1,171		29
First Merchants Corp		1,182		33
FirstCash Holdings Inc		612		61
Fiserv Inc *		5,664		640
FleetCor Technologies Inc *		277		71
FNB Corp/PA		3,907		42
Franklin Resources Inc		6,856		169
Fulton Financial Corp		2,789		34
Genworth Financial Inc, Cl A *		10,439		61
German American Bancorp Inc		1,414		38
Global Payments Inc		2,965		342
Globe Life Inc		108		12
Goldman Sachs Group Inc/The		3,960		1,281
Goosehead Insurance Inc, Cl A *		215		16
Hancock Whitney Corp		1,142		42
Hannon Armstrong Sustainable Infrastructure Capital Inc		7,020		149
Hanover Insurance Group Inc/The		124		14
HarborOne Bancorp Inc		861		8
Hartford Financial Services Group Inc/The		1,006		71
Heartland Financial USA Inc		1,003		30
Heritage Financial Corp/WA		1,744		28


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Home BancShares Inc/AR		2,523	$	53
HomeStreet Inc		309		2
Hope Bancorp Inc		3,233		29
Horace Mann Educators Corp		1,125		33
Houlihan Lokey Inc, Cl A		192		21
Huntington Bancshares Inc/OH		9,540		99
Independent Bank Corp		580		28
Independent Bank Group Inc		846		33
Intercontinental Exchange Inc		5,500		605
Invesco Ltd		18,276		265
Invesco Mortgage Capital Inc ^‡		323		3
Jack Henry & Associates Inc		636		96
James River Group Holdings Ltd		1,180		18
Janus Henderson Group PLC		1,207		31
Jefferies Financial Group Inc		2,313		85
JPMorgan Chase & Co		30,522		4,426
KeyCorp		12,904		139
Kinsale Capital Group Inc		73		30
KKR & Co Inc		3,222		198
Lakeland Bancorp Inc		2,890		36
Lazard Ltd, Cl A		2,316		72
Lemonade Inc *		1,665		19
LendingTree Inc *		175		3
Lincoln National Corp		3,621		89
Loews Corp		222		14
LPL Financial Holdings Inc		1,036		246
M&T Bank Corp		1,519		192
MarketAxess Holdings Inc		144		31
Marsh & McLennan Cos Inc		11,475		2,184
Mastercard Inc, Cl A		9,928		3,931
Mercury General Corp		233		7
MetLife Inc		6,576		414
MFA Financial Inc ^‡		1,584		15
MGIC Investment Corp		3,455		58
Moelis & Co, Cl A		461		21
Moody's Corp		4,810		1,521
Morgan Stanley		15,681		1,281
Morningstar Inc		67		16
Mr Cooper Group Inc *		335		18
MSCI Inc, Cl A		635		326
Nasdaq Inc		7,134		347
NBT Bancorp Inc		1,213		38
Nelnet Inc, Cl A		145		13
New York Community Bancorp Inc		951		11
New York Mortgage Trust Inc ^‡		1,944		17
NMI Holdings Inc, Cl A *		1,470		40
Northern Trust Corp		7,549		525
Northfield Bancorp Inc		2,868		27
OFG Bancorp		2,119		63
Old National Bancorp/IN		5,093		74
OneMain Holdings Inc, Cl A		258		10
Orchid Island Capital Inc, Cl A ^‡		3,472		30


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Pacific Premier Bancorp Inc		3,188	$	69
PacWest Bancorp		1,283		10
Palomar Holdings Inc, Cl A *		145		7
Pathward Financial Inc		266		12
PayPal Holdings Inc *		16,718		977
PennyMac Mortgage Investment Trust ^‡		24,099		299
Pinnacle Financial Partners Inc		1,489		100
PNC Financial Services Group Inc/The		5,690		699
Popular Inc		1,507		95
PRA Group Inc *		1,320		25
Primerica Inc		323		63
Principal Financial Group Inc		662		48
Priority Technology Holdings Inc *		10,659		35
ProAssurance Corp		1,351		26
PROG Holdings Inc *		832		28
Progressive Corp/The		7,459		1,039
Prosperity Bancshares Inc		1,192		65
Provident Financial Services Inc		1,988		30
Prudential Financial Inc		15,519		1,473
Radian Group Inc		1,924		48
Raymond James Financial Inc		1,949		196
Redwood Trust Inc ^‡		2,992		21
Regions Financial Corp		62,324		1,072
Reinsurance Group of America Inc, Cl A		578		84
RenaissanceRe Holdings Ltd		69		14
Renasant Corp		1,366		36
Repay Holdings Corp, Cl A *		7,436		56
Rithm Capital Corp ^‡		1,403		13
RLI Corp		545		74
S&P Global Inc		5,805		2,121
Sandy Spring Bancorp Inc		1,350		29
Seacoast Banking Corp of Florida		1,616		35
ServisFirst Bancshares Inc		187		10
SLM Corp		8,316		113
SouthState Corp		216		15
Starwood Property Trust Inc ^‡		2,000		39
State Street Corp		9,970		668
Stellar Bancorp Inc		1,869		40
Stifel Financial Corp		245		15
Synchrony Financial		4,720		144
Synovus Financial Corp		1,267		35
T Rowe Price Group Inc		2,711		284
Texas Capital Bancshares Inc *		822		48
TFS Financial Corp		573		7
TPG RE Finance Trust Inc ^‡		2,439		16
Travelers Cos Inc/The		4,033		659
TriCo Bancshares		1,219		39
Triumph Financial Inc *		822		53
Truist Financial Corp		14,236		407
Trustmark Corp		1,410		31
Two Harbors Investment Corp ^‡		1,597		21
UMB Financial Corp		715		44


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Univest Financial Corp		1,820	$	32
Unum Group		1,638		81
Upstart Holdings Inc *		1,290		37
US Bancorp		3,295		109
Valley National Bancorp		4,269		37
Veritex Holdings Inc		348		6
Virtu Financial Inc, Cl A		3,026		52
Visa Inc, Cl A		21,213		4,879
W R Berkley Corp		247		16
Walker & Dunlop Inc		749		56
Washington Trust Bancorp Inc		924		24
Webster Financial Corp		2,008		81
Wells Fargo & Co		31,052		1,269
Westamerica BanCorp		731		32
Western Alliance Bancorp		1,801		83
Western Union Co/The		425		6
WEX Inc *		55		10
Willis Towers Watson PLC		907		190
Wintrust Financial Corp		708		53
Zions Bancorp NA		1,771		62

				65,481
Health Care — 13.1%
10X Genomics Inc, Cl A *		954		39
Abbott Laboratories		25,893		2,508
AbbVie Inc		22,228		3,313
Acadia Healthcare Co Inc *		220		15
Accolade Inc *		956		10
AdaptHealth Corp, Cl A *		2,632		24
Adaptive Biotechnologies Corp *		1,704		9
Addus HomeCare Corp *		495		42
Agilent Technologies Inc		5,441		608
Agios Pharmaceuticals Inc *		1,062		26
Akero Therapeutics Inc *		913		46
Alector Inc *		2,628		17
Align Technology Inc *		311		95
Allogene Therapeutics Inc *		1,838		6
Alnylam Pharmaceuticals Inc *		562		100
Amedisys Inc *		56		5
Amgen Inc		7,026		1,888
Amicus Therapeutics Inc *		5,193		63
AMN Healthcare Services Inc *		832		71
AnaptysBio Inc *		1,908		34
Anika Therapeutics Inc *		920		17
Apollo Medical Holdings Inc *		344		11
Arcturus Therapeutics Holdings Inc *		483		12
Arcus Biosciences Inc *		2,371		43
Arrowhead Pharmaceuticals Inc *		251		7
Arvinas Inc *		1,298		26
Atara Biotherapeutics Inc *		3,254		5
AtriCure Inc *		1,029		45
Atrion Corp		71		29
Avanos Medical Inc *		301		6


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Avantor Inc *		1,656	$	35
Avidity Biosciences Inc *		2,388		15
Avista Public Acquisition Corp II, Cl W *		2,263		12
Axonics Inc *		351		20
Azenta Inc *		207		10
Baxter International Inc		12,373		467
Becton Dickinson & Co		4,437		1,147
BioCryst Pharmaceuticals Inc *		1,030		7
Biogen Inc *		2,874		739
Biohaven Ltd *		45		1
BioLife Solutions Inc *		2,163		30
BioMarin Pharmaceutical Inc *		1,042		92
Bio-Rad Laboratories Inc, Cl A *		32		12
Bio-Techne Corp		212		14
Bluebird Bio Inc *		645		2
Boston Scientific Corp *		16,399		866
Bridgebio Pharma Inc *		241		6
Bristol-Myers Squibb Co		30,047		1,744
Brookdale Senior Living Inc *		7,397		31
Bruker Corp		233		15
Cara Therapeutics Inc *		2,942		5
Cardinal Health Inc		2,213		192
CareDx Inc *		6,310		44
Cassava Sciences Inc *		614		10
Castle Biosciences Inc *		730		12
Catalent Inc *		949		43
Catalyst Pharmaceuticals Inc *		11,416		133
Cencora, Cl A		589		106
Centene Corp *		4,805		331
Charles River Laboratories International Inc *		77		15
Cigna Group/The		6,030		1,725
Collegium Pharmaceutical Inc *		2,915		65
Cooper Cos Inc/The		236		75
Corcept Therapeutics Inc *		3,878		106
CorVel Corp *		125		25
Crinetics Pharmaceuticals Inc *		2,310		69
CryoPort Inc *		871		12
CVS Health Corp		8,384		585
Cytokinetics Inc *		7,134		210
Danaher Corp		7,586		1,882
DaVita Inc *		160		15
Deciphera Pharmaceuticals Inc *		716		9
Denali Therapeutics Inc *		2,631		54
DENTSPLY SIRONA Inc		3,113		106
Dexcom Inc *		3,388		316
Dynavax Technologies Corp *		4,355		64
Eagle Pharmaceuticals Inc/DE *		1,045		17
Editas Medicine Inc, Cl A *		1,596		12
Edwards Lifesciences Corp *		8,484		588
Elanco Animal Health Inc *		398		5
Elevance Health Inc		5,075		2,210


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Eli Lilly & Co		11,139	$	5,983
Embecta Corp		887		13
Emergent BioSolutions Inc *		950		3
Enanta Pharmaceuticals Inc *		785		9
Encompass Health Corp		164		11
Enhabit Inc *		82		1
Enovis Corp *		485		26
Envista Holdings Corp *		317		9
Exact Sciences Corp *		930		63
Exelixis Inc *		4,344		95
Fate Therapeutics Inc *		3,277		7
Fortrea Holdings *		515		15
Fulgent Genetics Inc *		853		23
GE HealthCare Technologies Inc		153		10
Gilead Sciences Inc		14,228		1,066
Glaukos Corp *		167		13
Globus Medical Inc, Cl A *		179		9
Haemonetics *		195		17
Halozyme Therapeutics Inc *		2,641		101
HCA Healthcare Inc		2,314		569
Health Catalyst Inc *		1,594		16
HealthEquity Inc *		673		49
Henry Schein Inc *		2,612		194
Hologic Inc *		927		64
Horizon Therapeutics PLC *		1,437		166
Humana Inc		529		257
ICON *		572		141
ICU Medical Inc *		62		7
Ideaya Biosciences Inc *		4,068		110
IDEXX Laboratories Inc *		707		309
IGM Biosciences Inc *		1,084		9
Illumina Inc *		3,200		439
ImmunityBio Inc *		12,691		21
Inari Medical Inc *		419		27
Incyte Corp *		1,063		61
Innoviva Inc *		3,557		46
Inogen Inc *		706		4
Insmed Inc *		2,129		54
Insulet Corp *		65		10
Integer Holdings Corp *		625		49
Integra LifeSciences Holdings Corp *		188		7
Intellia Therapeutics Inc *		1,231		39
Intercept Pharmaceuticals Inc *		417		8
Intra-Cellular Therapies Inc *		3,894		203
Intuitive Surgical Inc *		4,209		1,230
Ionis Pharmaceuticals Inc *		782		36
Iovance Biotherapeutics Inc *		1,433		7
IQVIA Holdings Inc *		491		97
iRhythm Technologies Inc *		210		20
Ironwood Pharmaceuticals Inc, Cl A *		3,844		37
Johnson & Johnson		32,711		5,095
Kiniksa Pharmaceuticals Ltd, Cl A *		801		14


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Kodiak Sciences Inc *		1,218	$	2
Krystal Biotech Inc *		823		95
Kura Oncology Inc *		3,438		31
Laboratory Corp of America Holdings		515		104
Lantheus Holdings Inc *		2,408		167
Ligand Pharmaceuticals Inc *		462		28
LivaNova PLC *		657		35
MacroGenics Inc *		1,782		8
Madrigal Pharmaceuticals Inc *		531		78
McKesson Corp		1,233		536
MeiraGTx Holdings plc *		4,240		21
Merck & Co Inc		36,210		3,728
Mettler-Toledo International Inc *		404		448
Mirati Therapeutics Inc *		429		19
Moderna Inc *		4,368		451
Myriad Genetics Inc *		1,860		30
Natera Inc *		229		10
National Research Corp		779		35
Neogen Corp *		300		6
Neurocrine Biosciences Inc *		1,089		123
Nevro Corp *		83		2
NextGen Healthcare Inc *		3,392		81
Novavax Inc *		816		6
Novocure Ltd *		905		15
Omnicell Inc *		466		21
Option Care Health Inc *		648		21
OraSure Technologies Inc *		6,042		36
Organon & Co		649		11
Pediatrix Medical Group Inc *		417		5
Pennant Group Inc/The *		1,609		18
Penumbra Inc *		72		17
Pfizer Inc		71,397		2,368
Phreesia Inc *		361		7
PMV Pharmaceuticals *		12,323		76
Premier Inc, Cl A		2,266		49
Protagonist Therapeutics Inc *		1,083		18
PTC Therapeutics Inc *		1,021		23
QIAGEN NV *		2,338		95
Quest Diagnostics Inc		865		105
Recursion Pharmaceuticals, Cl A *		11,559		88
Regeneron Pharmaceuticals Inc *		1,105		909
REGENXBIO *		456		8
Repligen Corp *		553		88
ResMed Inc		2,930		433
Revance Therapeutics Inc *		3,056		35
Revvity		120		13
Rocket Pharmaceuticals Inc *		932		19
Sage Therapeutics Inc *		516		11
Sarepta Therapeutics Inc *		87		11
Seagen Inc *		750		159
Shockwave Medical Inc *		49		10
Simulations Plus Inc		1,477		62


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
STAAR Surgical Co *		2,233	$	90
Stryker Corp		3,476		950
Supernus Pharmaceuticals Inc *		2,174		60
Surmodics Inc *		1,169		38
Tactile Systems Technology Inc *		728		10
Tandem Diabetes Care Inc *		144		3
Teleflex Inc		742		146
Theravance Biopharma Inc *		2,200		19
Thermo Fisher Scientific Inc		4,827		2,443
Travere Therapeutics Inc *		3,434		31
Twist Bioscience Corp *		606		12
Ultragenyx Pharmaceutical Inc *		1,143		41
United Therapeutics Corp *		559		126
UnitedHealth Group Inc		11,188		5,641
Universal Health Services Inc, Cl B		80		10
US Physical Therapy Inc		428		39
Utah Medical Products Inc		515		44
Varex Imaging Corp *		1,631		31
Vaxcyte Inc *		1,042		53
Veeva Systems Inc, Cl A *		1,157		235
Veradigm Inc *		3,611		47
Vericel Corp *		1,218		41
Vertex Pharmaceuticals Inc *		3,305		1,149
Viatris Inc, Cl W		1,277		13
Waters Corp *		395		108
West Pharmaceutical Services Inc		1,748		656
Xencor Inc *		1,686		34
Y-mAbs Therapeutics Inc *		3,117		17
Zentalis Pharmaceuticals Inc *		497		10
Zimmer Biomet Holdings Inc		3,501		393
Zimvie Inc *		350		3
Zoetis Inc, Cl A		6,022		1,048

				64,611
Industrials — 8.9%
3M Co		10,841		1,015
A O Smith Corp		1,708		113
AAON Inc		288		16
ABM Industries Inc		3,427		137
ACCO Brands Corp		5,214		30
Acuity Brands Inc		84		14
AerSale Corp *		12,013		179
AGCO Corp		149		18
Air Lease Corp, Cl A		1,053		42
Alamo Group Inc		86		15
Alaska Air Group Inc *		4,763		177
Albany International Corp, Cl A		652		56
Allegion PLC		855		89
Allison Transmission Holdings Inc		1,870		110
American Airlines Group Inc *		405		5
American Woodmark Corp *		461		35
AMETEK Inc		1,369		202
Amprius Technologies *		12,555		60


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Apogee Enterprises Inc		1,229	$	58
Applied Industrial Technologies Inc		745		115
ArcBest Corp		336		34
Archer Aviation Inc, Cl A *		42,816		217
Arcosa Inc		1,128		81
Argan Inc		1,315		60
Armstrong World Industries Inc		161		12
ASGN Inc *		146		12
Astec Industries Inc		204		10
Astronics Corp *		3,653		58
Atkore Inc *		453		68
Automatic Data Processing Inc		8,872		2,134
Avis Budget Group Inc *		445		80
Axon Enterprise Inc *		1,577		314
AZZ Inc		1,071		49
Barnes Group Inc		807		27
Blink Charging Co *		1,491		5
Bloom Energy Corp, Cl A *		4,597		61
Brink's Co/The		540		39
Broadridge Financial Solutions Inc		720		129
Cadre Holdings Inc		1,351		36
Carlisle Cos Inc		311		81
Carrier Global Corp		6,184		341
CBIZ Inc *		1,805		94
Ceridian HCM Holding Inc *		792		54
CH Robinson Worldwide Inc		148		13
Chart Industries Inc *		576		97
Cintas Corp		1,907		917
Clarivate *		11,944		80
Clean Harbors Inc *		137		23
CNH Industrial		7,547		91
Comfort Systems USA Inc		988		168
Concentrix Corp		387		31
Construction Partners Inc, Cl A *		391		14
Copart Inc *		5,136		221
Crane		135		12
CSG Systems International Inc		965		49
CSW Industrials Inc		116		20
CSX Corp		29,082		894
Cummins Inc		3,179		726
Custom Truck One Source *		15,463		96
Deere & Co		4,735		1,787
Delta Air Lines Inc		29,646		1,097
Deluxe Corp		981		19
Distribution Solutions Group *		4,890		127
Donaldson Co Inc		202		12
Dover Corp		383		53
Dycom Industries Inc *		1,064		95
Eaton Corp PLC		9,852		2,101
EMCOR Group Inc		565		119
Emerson Electric Co		6,592		637
Enerpac Tool Group Corp, Cl A		2,369		63


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
EnerSys		664	$	63
Eneti		9,684		98
Enovix Corp *		4,020		50
EnPro Industries Inc		738		89
Enviri *		7,225		52
Equifax Inc		64		12
Esab Corp		485		34
ESCO Technologies Inc		568		59
Eve Holding *		12,343		102
ExlService Holdings Inc *		680		19
Expeditors International of Washington Inc		1,163		133
Exponent Inc		135		12
Fastenal Co		242		13
Federal Signal Corp		1,560		93
FedEx Corp		2,712		718
Flowserve Corp		239		10
Forrester Research Inc *		1,169		34
Fortune Brands Innovations Inc		174		11
Forward Air Corp		144		10
Franklin Electric Co Inc		180		16
FTI Consulting Inc *		443		79
Generac Holdings Inc *		203		22
General Electric Co		13,038		1,441
Genpact Ltd		5,562		201
Gibraltar Industries Inc *		164		11
Graco Inc		223		16
GrafTech International Ltd		954		4
Granite Construction Inc		1,780		68
Great Lakes Dredge & Dock Corp *		4,289		34
Greenbrier Cos Inc/The		1,583		63
GXO Logistics Inc *		1,041		61
Healthcare Services Group Inc		422		4
HEICO Corp		4,351		705
HEICO Corp, Cl A		2,955		382
Helios Technologies Inc		1,091		61
Herc Holdings Inc		1,012		120
Hexcel Corp		15,837		1,032
Hillenbrand Inc		300		13
HireRight Holdings Corp *		4,409		42
HNI Corp		1,910		66
Howmet Aerospace Inc		8,758		405
Hubbell Inc, Cl B		78		24
ICF International Inc		545		66
IDEX Corp		68		14
Illinois Tool Works Inc		8,333		1,919
Ingersoll Rand Inc		2,900		185
Insperity Inc		592		58
Interface Inc, Cl A		18,735		184
ITT Inc		1,404		137
JB Hunt Transport Services Inc		437		82
JetBlue Airways Corp *		837		4
Joby Aviation *		15,834		102


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
John Bean Technologies Corp		439	$	46
Kadant Inc		65		15
Kaman Corp		27,873		548
Kelly Services Inc, Cl A		2,214		40
Kennametal Inc		1,343		33
Kforce Inc		444		26
Kirby Corp *		1,032		85
Knight-Swift Transportation Holdings Inc, Cl A		1,357		68
Korn Ferry		1,193		57
Landstar System Inc		83		15
Lennox International Inc		44		16
Leonardo DRS *		6,243		104
Li-Cycle Holdings Corp *		8,390		30
Lincoln Electric Holdings Inc		1,027		187
Lindsay Corp		91		11
Liquidity Services Inc *		2,249		40
Luxfer Holdings		3,194		42
Lyft Inc, Cl A *		7,511		79
ManpowerGroup Inc		3,586		263
Marten Transport Ltd		592		12
Masco Corp		245		13
Masterbrand Inc *		174		2
Matson Inc		1,273		113
Maximus Inc		682		51
McGrath RentCorp		666		67
MDU Resources Group Inc		386		8
Middleby Corp/The *		103		13
MillerKnoll Inc		2,900		71
MRC Global Inc *		3,597		37
MSC Industrial Direct Co Inc, Cl A		1,115		109
Nordson Corp		600		134
Norfolk Southern Corp		2,628		518
NOW Inc *		4,359		52
NV5 Global Inc *		202		19
Old Dominion Freight Line Inc		42		17
Omega Flex Inc		70		6
OPENLANE *		2,303		34
Oshkosh Corp		2,762		264
Otis Worldwide Corp		2,457		197
Owens Corning		4,958		676
PACCAR Inc		2,950		251
Park Aerospace Corp		965		15
Parker-Hannifin Corp		1,231		480
Paychex Inc		2,612		301
Paycom Software Inc		194		50
Paylocity Holding Corp *		417		76
Pentair PLC		245		16
Pitney Bowes Inc		11,792		36
Planet Labs PBC *		11,494		30
Plug Power Inc *		4,368		33
Primoris Services		1,960		64


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Proto Labs Inc *		91	$	2
Quanta Services Inc		2,291		429
RB Global		132		8
RBC Bearings Inc *		64		15
Redwire Corp *		40,312		117
Regal Rexnord Corp		1,068		153
Republic Services Inc, Cl A		969		138
Resideo Technologies Inc *		448		7
Robert Half		806		59
Rocket Lab USA Inc *		16,898		74
Rockwell Automation Inc		1,620		463
Rollins Inc		3,532		132
RXO Inc *		1,041		21
Ryder System Inc		1,425		152
Saia Inc *		96		38
Schneider National Inc, Cl B		521		14
Shyft Group Inc/The		429		6
Simpson Manufacturing Co Inc		643		96
SiteOne Landscape Supply Inc *		361		59
Snap-on Inc		318		81
Southwest Airlines Co		322		9
SP Plus Corp *		1,169		42
Spirit AeroSystems Holdings Inc, Cl A		22,727		367
Spirit Airlines Inc		1,221		20
SPX Technologies Inc *		999		81
Stanley Black & Decker Inc		1,349		113
Steelcase Inc, Cl A		2,620		29
Stem Inc *		5,869		25
Stericycle Inc *		179		8
Sunrun Inc *		1,979		25
Tennant Co		639		47
Terex Corp		341		20
Tetra Tech Inc		564		86
Timken Co/The		204		15
Toro Co/The		1,175		98
TPI Composites Inc *		472		1
TransUnion		135		10
Trex Co Inc *		1,134		70
TriNet Group *		877		102
Trinity Industries Inc		511		12
Triton International Ltd		827		66
Triumph Group Inc *		1,853		14
TrueBlue Inc *		12,400		182
TTEC Holdings Inc		202		5
Uber Technologies Inc *		12,728		585
UFP Industries Inc		196		20
U-Haul Holding Co *		28		2
U-Haul Holding Co, Cl B		252		13
UniFirst Corp/MA		235		38
Union Pacific Corp		7,120		1,450
United Airlines Holdings Inc *		289		12
United Parcel Service Inc, Cl B		8,300		1,294


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
United Rentals Inc		1,692	$	752
Upwork Inc *		3,753		43
Valmont Industries Inc		76		18
Verisk Analytics Inc, Cl A		1,729		408
Vertiv Holdings, Cl A		2,945		110
Virgin Galactic Holdings Inc *		91,477		165
Wabash National Corp		3,217		68
Waste Management Inc		6,467		986
Watsco Inc		52		20
Watts Water Technologies Inc, Cl A		507		88
WESCO International Inc		3,661		527
Westinghouse Air Brake Technologies Corp		465		49
WillScot Mobile Mini Holdings Corp, Cl A *		590		25
Woodward Inc		139		17
WW Grainger Inc		2,015		1,394
Xylem Inc/NY		12,492		1,137
Zurn Elkay Water Solutions Corp		1,629		46

				43,525
Information Technology — 26.2%
8x8 Inc *		2,725		7
Accenture PLC, Cl A		9,741		2,992
ACI Worldwide Inc *		1,373		31
Adeia Inc		2,351		25
Adobe Inc *		7,035		3,587
ADTRAN Holdings Inc		979		8
Advanced Energy Industries Inc		725		75
Advanced Micro Devices Inc *		18,853		1,938
Agilysys Inc *		323		21
Akamai Technologies Inc *		7,949		847
Alarm.com Holdings Inc *		1,192		73
Altair Engineering Inc, Cl A *		269		17
Alteryx Inc, Cl A *		635		24
Ambarella Inc *		160		8
Amdocs Ltd		3,632		307
Amkor Technology Inc		3,864		87
Amphenol Corp, Cl A		4,648		390
Analog Devices Inc		5,627		985
ANSYS Inc *		683		203
Appian Corp, Cl A *		1,246		57
Apple Inc		176,702		30,253
Applied Materials Inc		12,856		1,780
Arista Networks Inc *		3,072		565
Arlo Technologies Inc *		7,542		78
Arrow Electronics Inc *		1,639		205
Asana Inc, Cl A *		3,091		57
Aspen Technology Inc *		173		35
Atlassian Corp Ltd, Cl A *		76		15
Autodesk Inc *		3,559		736
Avnet Inc		325		16
Axcelis Technologies Inc *		1,474		240
Badger Meter Inc		775		111
Belden Inc		155		15


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Benchmark Electronics Inc		1,447	$	35
Bentley Systems Inc, Cl B		1,422		71
BigCommerce Holdings Inc *		3,803		38
BILL Holdings Inc *		185		20
Blackbaud Inc *		629		44
Blackline Inc *		185		10
Box Inc, Cl A *		539		13
Broadcom Inc		4,787		3,976
Cadence Design Systems Inc *		2,312		542
CDW Corp/DE		806		163
Cerence Inc *		493		10
Ciena Corp *		1,223		58
Cirrus Logic Inc *		640		47
Cisco Systems Inc		62,767		3,374
Cloudflare Inc, Cl A *		1,522		96
Cognex Corp		203		9
Cognizant Technology Solutions Corp, Cl A		8,315		563
Coherent Corp *		265		9
CommScope Holding Co Inc *		7,086		24
CommVault Systems Inc *		219		15
Consensus Cloud Solutions Inc *		180		5
Corning Inc		6,104		186
Crane NXT Co		135		7
Crowdstrike Holdings Inc, Cl A *		80		13
CTS Corp		301		13
Datadog Inc, Cl A *		1,589		145
Digital Turbine Inc *		4,674		28
DocuSign Inc, Cl A *		1,618		68
Dolby Laboratories Inc, Cl A		731		58
Domo Inc, Cl B *		297		3
Dropbox Inc, Cl A *		2,914		79
Dynatrace Inc *		465		22
E2open Parent Holdings *		20,021		91
Ebix Inc		299		3
Elastic NV *		183		15
Enphase Energy Inc *		60		7
Envestnet Inc *		717		32
EPAM Systems Inc *		121		31
Extreme Networks Inc *		6,878		166
F5 Inc *		578		93
Fair Isaac Corp *		16		14
Fastly Inc, Cl A *		905		17
First Solar Inc *		2,469		399
Five9 Inc *		93		6
FormFactor Inc *		353		12
Fortinet Inc *		4,535		266
Gartner Inc *		326		112
Gen Digital Inc		4,737		84
GLOBALFOUNDRIES *		1,732		101
Globant SA *		271		54
GoDaddy Inc, Cl A *		1,102		82
Guidewire Software Inc *		109		10


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Hackett Group Inc/The		3,129	$	74
HubSpot Inc *		322		159
Infinera Corp *		6,579		27
Insight Enterprises Inc *		132		19
Intel Corp		51,878		1,844
InterDigital Inc		917		74
International Business Machines Corp		13,123		1,841
Intuit Inc		3,714		1,898
IPG Photonics Corp *		558		57
Itron Inc *		588		36
Jabil Inc		1,012		128
Juniper Networks Inc		7,826		217
Keysight Technologies Inc *		8,514		1,126
Kimball Electronics Inc *		2,142		59
KLA Corp		1,803		827
Knowles Corp *		2,314		34
Kulicke & Soffa Industries Inc		764		37
Kyndryl Holdings Inc *		2,624		40
Lam Research Corp		2,119		1,328
Lattice Semiconductor Corp *		369		32
Littelfuse Inc		60		15
Lumentum Holdings Inc *		660		30
Manhattan Associates Inc *		1,278		253
Marathon Digital Holdings Inc *		3,468		29
Marvell Technology Inc		7,143		387
Matterport Inc *		11,962		26
Microchip Technology Inc		1,268		99
Micron Technology Inc		11,221		763
Microsoft Corp		90,047		28,432
MicroStrategy Inc, Cl A *		69		23
MicroVision Inc *		2,858		6
MKS Instruments Inc		103		9
MongoDB Inc, Cl A *		574		198
Monolithic Power Systems Inc		64		30
N-able Inc *		317		4
National Instruments Corp		2,353		140
NCR Corp *		334		9
NetApp Inc		2,936		223
NetScout Systems Inc *		2,073		58
New Relic Inc *		952		81
Novanta Inc *		98		14
Nutanix Inc, Cl A *		359		12
NVIDIA Corp		30,235		13,152
Okta Inc, Cl A *		812		66
ON Semiconductor Corp *		9,112		847
Oracle Corp		24,339		2,578
OSI Systems Inc *		497		59
PagerDuty Inc *		1,821		41
Palantir Technologies Inc, Cl A *		6,527		104
Palo Alto Networks Inc *		2,616		613
Pegasystems Inc		150		6
Perficient Inc *		181		10


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Plexus Corp *		589	$	55
Power Integrations Inc		196		15
Procore Technologies Inc *		1,013		66
Progress Software Corp		1,206		63
PROS Holdings Inc *		818		28
PTC Inc *		677		96
Pure Storage Inc, Cl A *		685		24
Qorvo Inc *		100		10
QUALCOMM Inc		14,569		1,618
Qualys Inc *		591		90
Rambus Inc *		3,633		203
Rapid7 Inc *		393		18
RingCentral Inc, Cl A *		699		21
Riot Platforms Inc *		3,379		32
Rogers Corp *		392		52
Roper Technologies Inc		289		140
Salesforce Inc *		16,204		3,286
Sanmina Corp *		189		10
ScanSource Inc *		1,292		39
Semtech Corp *		1,000		26
ServiceNow Inc *		2,243		1,254
Silicon Laboratories Inc *		437		51
Skyworks Solutions Inc		308		30
Smartsheet Inc, Cl A *		266		11
Snowflake Inc, Cl A *		3,330		509
SolarWinds Corp *		317		3
Splunk Inc *		1,357		198
SPS Commerce Inc *		152		26
Super Micro Computer *		385		106
Synaptics Inc *		142		13
Synopsys Inc *		1,235		567
TD SYNNEX Corp		387		39
Teledyne Technologies Inc *		31		13
Teradata Corp *		4,437		200
Teradyne Inc		3,500		352
Texas Instruments Inc		9,105		1,448
Trimble Inc *		2,035		110
TTM Technologies Inc *		3,386		44
Tucows Inc, Cl A *		170		3
Turtle Beach *		10,192		92
Twilio Inc, Cl A *		2,168		127
Tyler Technologies Inc *		393		152
Ubiquiti Inc		48		7
UiPath Inc, Cl A *		4,174		71
Unisys Corp *		689		2
Unity Software Inc *		2,638		83
Universal Display Corp		2,553		401
Varonis Systems Inc, Cl B *		327		10
Verint Systems Inc *		947		22
VeriSign Inc *		802		162
ViaSat Inc *		693		13
Viavi Solutions Inc *		3,355		31


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
VMware Inc, Cl A *		3,153	$	525
Western Digital Corp *		2,423		111
Wolfspeed Inc *		248		9
Workday Inc, Cl A *		2,079		447
Workiva Inc, Cl A *		1,224		124
Xerox Holdings Corp		4,697		74
Xperi Inc *		940		9
Zebra Technologies Corp, Cl A *		438		104
Zoom Video Communications Inc, Cl A *		2,001		140
Zscaler Inc *		786		122

				129,008
Materials — 2.5%
AdvanSix Inc		1,143		36
Air Products and Chemicals Inc		4,688		1,329
Albemarle Corp		752		128
Alcoa Corp		5,657		164
Amcor PLC		4,821		44
AptarGroup Inc		1,944		243
Arch Resources Inc		94		16
Ashland Inc		152		12
ATI Inc *		2,362		97
Avery Dennison Corp		88		16
Avient Corp		1,216		43
Axalta Coating Systems Ltd *		7,963		214
Balchem Corp		107		13
Ball Corp		15,648		779
Berry Global Group Inc		3,314		205
Cabot Corp		238		16
Carpenter Technology Corp		1,006		68
Celanese Corp, Cl A		93		12
CF Industries Holdings Inc		1,865		160
Chemours Co/The		2,832		79
Cleveland-Cliffs Inc *		11,888		186
Coeur Mining Inc *		6,945		15
Commercial Metals Co		1,211		60
Compass Minerals International Inc		851		24
Constellium SE, Cl A *		4,520		82
Corteva Inc		885		45
Crown Holdings Inc		6,925		613
Dow Inc		6,392		330
DuPont de Nemours Inc		3,212		240
Eagle Materials Inc		126		21
Eastman Chemical Co		9,101		698
Ecolab Inc		2,293		388
FMC Corp		2,400		161
Freeport-McMoRan Inc		27,003		1,007
Graphic Packaging Holding Co		681		15
Greif Inc, Cl A		1,122		75
HB Fuller Co		158		11
Huntsman Corp		475		12
Ingevity Corp *		563		27
Innospec Inc		499		51


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
International Flavors & Fragrances Inc		2,307	$	157
International Paper Co		360		13
Knife River *		96		5
Livent Corp *		5,807		107
Louisiana-Pacific Corp		1,740		96
LyondellBasell Industries NV, Cl A		2,182		207
Martin Marietta Materials Inc		397		163
Minerals Technologies Inc		182		10
Mosaic Co/The		3,590		128
Newmont Corp		21,956		811
Novagold Resources Inc *		1,266		5
Nucor Corp		1,828		286
Packaging Corp of America		101		16
PPG Industries Inc		2,274		295
Quaker Chemical Corp		55		9
Reliance Steel & Aluminum Co		412		108
Royal Gold Inc		512		54
Schnitzer Steel Industries Inc, Cl A		1,418		40
Scotts Miracle-Gro Co/The		163		8
Sealed Air Corp		293		10
Sensient Technologies Corp		161		9
Sherwin-Williams Co/The		4,241		1,082
Sonoco Products Co		185		10
Southern Copper Corp		272		20
Steel Dynamics Inc		2,648		284
Stepan Co		138		10
Summit Materials Inc, Cl A *		447		14
Sylvamo Corp		32		1
TriMas Corp		1,583		39
Trinseo PLC		1,345		11
Tronox Holdings PLC		4,385		59
United States Lime & Minerals Inc		98		20
United States Steel Corp		3,709		120
Vulcan Materials Co		665		134
Warrior Met Coal Inc		969		50
Westlake Corp		137		17
Westrock Co		336		12
Worthington Industries Inc		223		14

				12,169
Real Estate — 2.8%
Acadia Realty Trust ^‡		1,946		28
Agree Realty Corp ^‡		736		41
Alexander & Baldwin Inc ^‡		2,342		39
Alexandria Real Estate Equities Inc ^‡		1,497		150
American Homes 4 Rent, Cl A ^‡		375		13
American Tower Corp, Cl A ^‡		5,189		853
Anywhere Real Estate Inc *		4,621		30
Apartment Income Corp ^‡		304		9
Apartment Investment and Management Co, Cl A *^‡		1,711		12
Apple Hospitality Inc ^‡		718		11
AvalonBay Communities Inc ^‡		3,261		560


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Boston Properties Inc ^‡		1,468	$	87
Brandywine Realty Trust ^‡		14,492		66
Brixmor Property Group Inc ^‡		4,703		98
Camden Property Trust ^‡		125		12
CareTrust Inc ^‡		2,438		50
CBRE Group Inc, Cl A *		13,376		988
Community Healthcare Trust Inc ^‡		1,136		34
COPT Defense Properties ^‡		7,752		185
CoStar Group Inc *		1,202		92
Cousins Properties Inc ^‡		289		6
Crown Castle Inc ^‡		4,174		384
CubeSmart ^‡		377		14
DiamondRock Hospitality Co ^‡		4,575		37
Digital Realty Trust Inc ^‡		2,674		324
Douglas Emmett Inc ^‡		448		6
EastGroup Properties Inc ^‡		306		51
Elme Communities ^‡		1,705		23
Empire State Realty Trust Inc, Cl A ^‡		5,592		45
EPR Properties ^‡		735		30
Equinix Inc ^‡		1,035		752
Equity Commonwealth ^‡		846		15
Equity LifeStyle Properties Inc ^‡		167		11
Equity Residential ^‡		3,485		205
Essential Properties Realty Trust Inc ^‡		2,028		44
Essex Property Trust Inc ^‡		454		96
Extra Space Storage Inc ^‡		959		117
Federal Realty Investment Trust ^‡		114		10
First Industrial Realty Trust Inc ^‡		263		12
Four Corners Property Trust Inc ^‡		1,848		41
Gaming and Leisure Properties Inc ^‡		283		13
Global Net Lease Inc ^‡		2,484		24
Healthcare Realty Trust Inc, Cl A ^‡		392		6
Healthpeak Properties Inc ^‡		9,384		172
Highwoods Properties Inc ^‡		247		5
Host Hotels & Resorts Inc ^‡		17,568		282
Howard Hughes Holdings *		795		59
Hudson Pacific Properties Inc ^‡		2,475		16
Innovative Industrial Properties Inc, Cl A ^‡		59		4
Invitation Homes Inc ^‡		1,509		48
Iron Mountain Inc ^‡		5,996		356
JBG SMITH Properties ^‡		2,065		30
Jones Lang LaSalle Inc *		1,270		179
Kilroy Realty Corp ^‡		4,516		143
Kimco Realty Corp ^‡		5,716		101
Kite Realty Group Trust ^‡		3,286		70
Lamar Advertising Co, Cl A ^‡		1,059		88
LTC Properties Inc ^‡		1,142		37
LXP Industrial Trust ^‡		966		9
Macerich Co/The ^‡		5,508		60
Marcus & Millichap Inc		1,380		40
Medical Properties Trust Inc ^‡		2,513		14
Mid-America Apartment Communities Inc ^‡		318		41


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
National Health Investors Inc ^‡		635	$	33
Newmark Group Inc, Cl A		3,753		24
Office Properties Income Trust ^‡		1,618		7
Omega Healthcare Investors Inc ^‡		1,229		41
Orion Office Inc ^‡		124		1
Outfront Media Inc ^‡		1,951		20
Paramount Group Inc ^‡		5,922		27
Park Hotels & Resorts Inc ^‡		1,996		25
Pebblebrook Hotel Trust ^‡		1,899		26
Physicians Realty Trust ^‡		2,753		34
Piedmont Office Realty Trust Inc, Cl A ^‡		2,333		13
PotlatchDeltic Corp ^‡		231		10
Prologis Inc ^‡		19,306		2,166
Public Storage ^‡		1,303		343
Rayonier Inc ^‡		1,593		45
RE/MAX Holdings Inc, Cl A		1,292		17
Realty Income Corp ^‡		4,725		236
Redfin Corp *		458		3
Regency Centers Corp ^‡		18,570		1,104
Rexford Industrial Realty Inc ^‡		241		12
RLJ Lodging Trust ^‡		2,849		28
RMR Group Inc/The, Cl A		1,095		27
RPT Realty ^‡		3,429		36
Ryman Hospitality Properties Inc ^‡		577		48
Safehold Inc ^‡		968		17
SBA Communications Corp, Cl A ^‡		684		137
Service Properties Trust ^‡		483		4
Simon Property Group Inc ^‡		3,706		400
SITE Centers Corp ^‡		3,734		46
SL Green Realty Corp ^‡		2,468		92
Spirit Realty Capital Inc ^‡		237		8
St Joe Co/The		460		25
STAG Industrial Inc ^‡		359		12
Star Holdings *^‡		480		6
Summit Hotel Properties Inc ^‡		4,173		24
Sun Communities Inc ^‡		272		32
Tanger Factory Outlet Centers Inc ^‡		647		15
UDR Inc ^‡		250		9
Uniti Group Inc ^‡		1,247		6
Urban Edge Properties ^‡		2,679		41
Ventas Inc ^‡		3,279		138
VICI Properties Inc, Cl A ^‡		5,265		153
Vornado Realty Trust ^‡		2,903		66
Welltower Inc ^‡		4,270		350
Weyerhaeuser Co ^‡		17,005		521
WP Carey Inc ^‡		149		8
Xenia Hotels & Resorts Inc ^‡		2,347		28
Zillow Group Inc, Cl C *		1,112		51

				13,893
Utilities — 2.0%
AES Corp/The		5,282		80
ALLETE Inc		620		33


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Alliant Energy Corp		213	$	10
Ameren Corp		141		11
American Electric Power Co Inc		5,930		446
American States Water Co		580		46
American Water Works Co Inc		2,717		336
Atmos Energy Corp		461		49
Avangrid Inc		1,720		52
CenterPoint Energy Inc		434		12
Clearway Energy Inc, Cl A		1,758		35
Clearway Energy Inc, Cl C		456		10
CMS Energy Corp		20,708		1,100
Consolidated Edison Inc		6,234		533
Constellation Energy Corp		631		69
Dominion Energy Inc		10,171		454
DTE Energy Co		876		87
Duke Energy Corp		11,833		1,044
Edison International		3,288		208
Entergy Corp		2,276		211
Essential Utilities Inc		331		11
Evergy Inc		180		9
Exelon Corp		11,090		419
FirstEnergy Corp		1,531		52
Hawaiian Electric Industries Inc		249		3
IDACORP Inc		108		10
MGE Energy Inc		631		43
National Fuel Gas Co		223		12
New Jersey Resources Corp		1,111		45
NextEra Energy Inc		27,072		1,551
NiSource Inc		419		10
Northwest Natural Holding Co		699		27
NRG Energy Inc		323		12
OGE Energy Corp		261		9
Ormat Technologies Inc		644		45
PG&E Corp *		692		11
Pinnacle West Capital Corp		2,640		195
PNM Resources Inc		975		44
Portland General Electric Co		894		36
PPL Corp		2,577		61
Public Service Enterprise Group Inc		210		12
Sempra		6,186		421
SJW Group		716		43
Southern Co/The		5,796		375
Sunnova Energy International Inc *		810		8
UGI Corp		253		6
Vistra Corp		2,088		69
WEC Energy Group Inc		2,560		206
Xcel Energy Inc		21,147		1,210

				9,781
Total Common Stock
(Cost $258,478) ($ Thousands)				480,847


Description	Shares		Market Value ($ Thousands)
FOREIGN COMMON STOCK^†^† — 1.0%

Ireland — 0.7%
Ardmore Shipping Corp		5,335	$	69
Cimpress PLC *		398		28
Jazz Pharmaceuticals PLC *		616		80
Linde PLC		4,543		1,692
Medtronic PLC		19,976		1,565
Perrigo Co PLC		211		7

				3,441

United Kingdom — 0.3%
Alkermes PLC *		2,433		68
Cushman & Wakefield PLC *		2,593		20
Gates Industrial Corp PLC *		886		10
Johnson Controls International PLC		8,308		442
nVent Electric PLC		457		24
Sensata Technologies Holding PLC		4,273		162
STERIS PLC		1,716		376
Trane Technologies PLC		1,779		361

				1,463

Total Foreign Common Stock
(Cost $4,066) ($ Thousands)				4,904


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


	Shares
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Institutional Class
5.21%**^†		3,983,881		3,984

Total Cash Equivalent
(Cost $3,984) ($ Thousands)				3,984


Total Investments in Securities — 99.6%
(Cost $266,528) ($ Thousands)			$	489,735

A list of the open futures held by the Fund at September 30, 2023 are as follows:

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 September 30, 2023 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 45.3%
Agency Mortgage-Backed Obligations — 38.3%
FHLMC
6.500%, 12/01/2035 to 05/01/2053	$	613	$	619
6.000%, 03/01/2035 to 03/01/2053		734		740
5.500%, 12/01/2036 to 07/01/2053		1,728		1,677
5.000%, 04/01/2024 to 06/01/2053		1,324		1,268
4.799%, US0012M + 1.598%, 06/01/2047(A)		317		316
4.633%, US0012M + 1.625%, 10/01/2046(A)		466		467
4.600%, 02/01/2030		100		95
4.500%, 06/01/2038 to 12/01/2052		3,182		2,976
4.000%, 07/01/2037 to 02/01/2053		3,224		2,922
3.650%, 10/01/2029		100		92
3.500%, 04/01/2033 to 06/01/2052		2,795		2,446
3.097%, US0012M + 1.621%, 02/01/2050(A)		111		104
3.005%, US0012M + 1.628%, 11/01/2048(A)		344		319
3.000%, 09/01/2032 to 11/01/2051		3,752		3,163
2.871%, US0012M + 1.619%, 11/01/2047(A)		111		105
2.500%, 08/01/2030 to 04/01/2052		8,774		7,156
2.000%, 10/01/2040 to 03/01/2052		5,743		4,470
1.500%, 11/01/2040 to 02/01/2051		1,436		1,105
FHLMC CMO, Ser 2011-3947, Cl SG, IO
0.522%, 10/15/2041(A)		68		5
FHLMC CMO, Ser 2012-4057, Cl UI, IO
3.000%, 05/15/2027		28		1
FHLMC CMO, Ser 2012-4085, Cl IO, IO
3.000%, 06/15/2027		60		2
FHLMC CMO, Ser 2012-4099, Cl ST, IO
0.572%, 08/15/2042(A)		43		4
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		47		8
FHLMC CMO, Ser 2013-4203, Cl PS, IO
0.822%, 09/15/2042(A)		65		4
FHLMC CMO, Ser 2014-4310, Cl SA, IO
0.522%, 02/15/2044(A)		17		1
FHLMC CMO, Ser 2014-4335, Cl SW, IO
0.572%, 05/15/2044(A)		36		3
FHLMC CMO, Ser 2014-4415, Cl IO, IO
0.000%, 04/15/2041(A)(B)		17		1
FHLMC Multifamily Structured Pass Through Certificates, Ser K109, Cl A2
1.558%, 04/25/2030		100		80
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1515, Cl X1, IO
1.636%, 02/25/2035(A)		2,285		253
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1516, Cl X1, IO
1.629%, 05/25/2035(A)		843		99


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K118, Cl X1, IO
1.051%, 09/25/2030(A)	$	5,704	$	291
FHLMC Multifamily Structured Pass-Through Certificates, Ser K-1517, Cl X1, IO
1.436%, 07/25/2035(A)		235		24
FHLMC Multifamily Structured Pass-Through Certificates, Ser K740, Cl X1, IO
0.831%, 09/25/2027(A)		7,877		195
FHLMC Multifamily Structured Pass-Through Certificates, Ser KG06, Cl X1, IO
0.626%, 10/25/2031(A)		6,493		211
FHLMC Multifamily WI Certificates Series WI-K160, Ser K160, Cl A2
4.500%, 12/25/2033		100		94
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.815%, SOFR30A + 1.500%, 10/25/2041(A)(C)		230		227
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
7.165%, SOFR30A + 1.850%, 01/25/2042(A)(C)		420		414
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A
6.615%, SOFR30A + 1.300%, 02/25/2042(A)(C)		149		149
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
7.515%, SOFR30A + 2.200%, 05/25/2042(A)(C)		231		234
FHLMC, Ser 2014-334, Cl S7, IO
0.672%, 08/15/2044(A)		20		2
FHLMC, Ser 2014-4391, Cl MZ
3.000%, 09/15/2044		131		108
FHLMC, Ser 2016-353, Cl S1, IO
0.572%, 12/15/2046(A)		64		5
FHLMC, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		28		24
FHLMC, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		264		40
FHLMC, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		237		36
FHLMC, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		80		13
FHLMC, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		83		11
FHLMC, Ser 2021-5071, Cl IH, IO
2.500%, 02/25/2051		495		65
FHLMC, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		300		255
FNMA
7.000%, 11/01/2037 to 11/01/2038		12		12


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
6.500%, 01/01/2038 to 02/01/2053	$	370	$	376
6.000%, 07/01/2041 to 07/01/2053		577		573
5.500%, 02/01/2035 to 09/01/2053		2,465		2,390
5.140%, 11/01/2033		300		298
5.050%, 10/01/2028		100		99
5.000%, 11/01/2025 to 08/01/2053		4,157		3,979
4.680%, 07/01/2033		100		96
4.500%, 02/01/2035 to 08/01/2058		6,233		5,817
4.393%, 01/01/2036(A)		20		19
4.310%, 02/01/2030		100		95
4.246%, US0012M + 1.700%, 03/01/2036(A)		17		17
4.188%, US0012M + 1.423%, 05/01/2043(A)		122		119
4.000%, 06/01/2025 to 06/01/2057		8,601		7,810
3.780%, 01/01/2029		195		182
3.560%, 07/01/2032		100		88
3.500%, 04/01/2033 to 03/01/2057		9,568		8,397
3.450%, 03/01/2029		57		52
3.250%, 05/01/2029		77		70
3.000%, 07/01/2035 to 06/01/2052		10,634		9,030
2.930%, 06/01/2030		94		83
2.500%, 03/01/2035 to 09/01/2061		16,122		13,160
2.149%, 02/01/2032(A)		298		238
2.000%, 07/01/2031 to 04/01/2052		11,977		9,387
1.500%, 01/01/2051 to 03/01/2051		395		284
FNMA CMO, Ser 2003-W2, Cl 2A9
5.900%, 07/25/2042		270		266
FNMA CMO, Ser 2012-93, Cl UI, IO
3.000%, 09/25/2027		94		3
FNMA CMO, Ser 2014-47, Cl AI, IO
0.000%, 08/25/2044(A)(B)		96		4
FNMA CMO, Ser 2015-55, Cl IO, IO
0.000%, 08/25/2055(A)(B)		12		–
FNMA CMO, Ser 2015-56, Cl AS, IO
0.721%, 08/25/2045(A)		28		3
FNMA Interest, Ser 2012-409, Cl C18, IO
4.000%, 04/25/2042		8		1
FNMA or FHLMC TBA
6.500%, 10/01/2036		1,100		1,105
6.000%, 10/01/2036		1,900		1,875
5.500%, 10/01/2034		800		773
2.000%, 10/15/2053		800		609
FNMA TBA
5.000%, 10/01/2036		600		566
4.000%, 10/14/2039		300		267
3.500%, 10/01/2040		100		86
FNMA, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		77		77
FNMA, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		1		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2012-118, Cl VZ
3.000%, 11/25/2042	$	132	$	115
FNMA, Ser 2013-124, Cl SB, IO
0.521%, 12/25/2043(A)		21		2
FNMA, Ser 2013-26, Cl HI, IO
3.000%, 04/25/2032		1		–
FNMA, Ser 2013-54, Cl BS, IO
0.721%, 06/25/2043(A)		17		2
FNMA, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		28		2
FNMA, Ser 2014-6, Cl Z
2.500%, 02/25/2044		127		103
FNMA, Ser 2017-76, Cl SB, IO
0.671%, 10/25/2057(A)		117		10
FNMA, Ser 2017-85, Cl SC, IO
0.771%, 11/25/2047(A)		57		4
FNMA, Ser 2018-74, Cl AB
3.500%, 10/25/2048		67		59
FNMA, Ser 2019-M19, Cl A2
2.560%, 09/25/2029		79		69
FNMA, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		107		57
FNMA, Ser 2020-56, Cl AQ
2.000%, 08/25/2050		200		146
FNMA, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		77		12
FNMA, Ser 2020-57, Cl TA
2.000%, 04/25/2050		101		84
FNMA, Ser 2020-96, Cl IN, IO
3.000%, 01/25/2051		712		112
FNMA, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		423		69
FNMA, Ser 2021-61, Cl KI, IO
2.500%, 04/25/2049		531		73
FRESB Mortgage Trust, Ser 2018-SB48, Cl A10F
3.370%, 02/25/2028(A)		399		368
FRESB Mortgage Trust, Ser 2019-SB58, Cl A10F
3.610%, 10/25/2028(A)		566		525
GNMA
6.000%, 07/20/2053		697		691
5.500%, 02/20/2037 to 05/20/2053		1,137		1,105
5.000%, 12/20/2038 to 05/20/2053		1,486		1,425
4.600%, 09/15/2034		874		834
4.500%, 05/20/2040 to 09/20/2052		2,428		2,281
4.000%, 01/15/2041 to 06/20/2052		1,905		1,744
3.500%, 06/20/2044 to 12/20/2052		2,204		1,944
3.000%, 09/15/2042 to 01/20/2053		3,374		2,865
2.500%, 02/20/2027 to 12/20/2051		4,168		3,408
2.000%, 12/20/2050 to 03/20/2051		423		333


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2012-34, Cl SA, IO
0.611%, 03/20/2042(A)	$	16	$	1
GNMA CMO, Ser 2012-H18, Cl NA
5.952%, US0001M + 0.520%, 08/20/2062(A)		44		44
GNMA CMO, Ser 2012-H30, Cl GA
5.782%, US0001M + 0.350%, 12/20/2062(A)		173		171
GNMA CMO, Ser 2013-85, Cl IA, IO
0.522%, 03/16/2047(A)		295		2
GNMA CMO, Ser 2013-95, Cl IO, IO
0.424%, 04/16/2047(A)		672		6
GNMA CMO, Ser 2013-H01, Cl TA
4.694%, US0001M + 0.500%, 01/20/2063(A)		1		1
GNMA CMO, Ser 2013-H08, Cl BF
5.832%, US0001M + 0.400%, 03/20/2063(A)		217		214
GNMA CMO, Ser 2014-105, Cl IO, IO
0.125%, 06/16/2054(A)		53		–
GNMA CMO, Ser 2014-186, Cl IO, IO
0.372%, 08/16/2054(A)		202		2
GNMA CMO, Ser 2015-H20, Cl FA
5.902%, US0001M + 0.470%, 08/20/2065(A)		170		169
GNMA TBA
6.500%, 03/01/2032		500		503
6.000%, 12/01/2033		800		793
5.500%, 11/01/2034		700		679
5.000%, 10/01/2033		500		474
4.000%, 10/01/2039		100		90
3.500%, 10/15/2041		400		350
3.000%, 10/01/2042		900		762
2.500%, 10/15/2053		100		82
GNMA, Ser 103, Cl AD
1.450%, 01/16/2063		117		84
GNMA, Ser 113, Cl Z
2.000%, 09/16/2061		2,256		1,247
GNMA, Ser 2013-107, Cl AD
2.839%, 11/16/2047(A)		37		32
GNMA, Ser 2013-H21, Cl FB
6.132%, US0001M + 0.700%, 09/20/2063(A)		111		111
GNMA, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		43		8
GNMA, Ser 2018-168, Cl PA
4.000%, 08/20/2048		43		40
GNMA, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		76		10
GNMA, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		74		10
GNMA, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		77		10


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050	$	156	$	21
GNMA, Ser 2020-175, Cl GI, IO
2.000%, 11/20/2050		296		31
GNMA, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		369		40
GNMA, Ser 2020-H04, Cl FP
5.294%, US0001M + 0.500%, 06/20/2069(A)		115		114
GNMA, Ser 2020-H09, Cl FL
4.849%, US0001M + 1.150%, 05/20/2070(A)		62		61
GNMA, Ser 2020-H13, Cl FA
5.000%, US0001M + 0.450%, 07/20/2070(A)		381		369
GNMA, Ser 2020-H13, Cl FM
5.832%, US0001M + 0.400%, 08/20/2070(A)		170		167
GNMA, Ser 2021-176, Cl IN, IO
2.500%, 10/20/2051		1,033		141
GNMA, Ser 2021-188, Cl PA
2.000%, 10/20/2051		215		174
GNMA, Ser 2021-57, Cl BI, IO
3.000%, 03/20/2051		1,358		202
GNMA, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		1,209		164
GNMA, Ser 2022-189, Cl PT
2.500%, 10/20/2051		190		150
GNMA, Ser 220, Cl E
3.000%, 10/16/2064(A)		100		69
GNMA, Ser 3, Cl IO, IO
0.640%, 02/16/2061(A)		969		48
GNMA, Ser 82, Cl Z
2.000%, 02/16/2064		205		114


				127,407
Non-Agency Mortgage-Backed Obligations — 7.0%
280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl A
6.510%, US0001M + 0.880%, 09/15/2034(A)(C)		130		126
Atrium Hotel Portfolio Trust, Ser 2017-ATRM, Cl C
7.280%, US0001M + 1.650%, 12/15/2036(A)(C)		410		374
Benchmark Mortgage Trust, Ser 2021-B26, Cl A3
2.391%, 06/15/2054		604		502
BPR Trust, Ser TY, Cl B
6.597%, US0001M + 1.150%, 09/15/2038(A)(C)		370		349


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(A)(C)	$	25	$	23
BRAVO Residential Funding Trust, Ser 2022-NQM3, Cl A1
5.108%, 07/25/2062(A)(C)		331		320
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
6.367%, US0001M + 0.920%, 10/15/2036(A)(C)		686		684
BX Commercial Mortgage Trust, Ser AHP, Cl A
6.322%, TSFR1M + 0.990%, 01/17/2039(A)(C)		630		615
BX Commercial Mortgage Trust, Ser LP2, Cl A
6.345%, TSFR1M + 1.013%, 02/15/2039(A)(C)		332		324
BX Commercial Mortgage Trust, Ser VOLT, Cl A
6.147%, US0001M + 0.700%, 09/15/2036(A)(C)		635		618
BX Trust, Ser CLS, Cl A
5.760%, 10/13/2027(C)		534		515
BX Trust, Ser LBA6, Cl A
6.332%, TSFR1M + 1.000%, 01/15/2039(A)(C)		110		108
CAMB Commercial Mortgage Trust, Ser LIFE, Cl A
6.450%, US0001M + 1.070%, 12/15/2037(A)(C)		110		109
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035(C)		182		169
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS
4.017%, 10/10/2047		100		96
Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl AAB
3.512%, 12/10/2049		538		518
COLT Mortgage Loan Trust, Ser 2022-2, Cl A1
2.994%, 02/25/2067(C)(D)		80		69
COMM Mortgage Trust, Ser 2013-CR12, Cl C
5.112%, 10/10/2046(A)		10		4
COMM Mortgage Trust, Ser 2013-CR12, Cl B
4.762%, 10/10/2046(A)		20		14
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/2046		20		17


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2
6.965%, SOFR30A + 1.650%, 12/25/2041(A)(C)	$	440	$	431
Credit Suisse Mortgage Trust, Ser 2019-NQM1, Cl A3
3.064%, 10/25/2059(C)(D)		128		122
CSMC Trust, Ser 2014-USA, Cl B
4.185%, 09/15/2037(C)		470		371
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(A)(C)		271		232
CSMC Trust, Ser 2021-NQM3, Cl A3
1.632%, 04/25/2066(A)(C)		153		124
CSMC Trust, Ser 2021-NQM5, Cl A1
0.938%, 05/25/2066(A)(C)		123		93
CSMC Trust, Ser 2021-NQM7, Cl A1
1.756%, 10/25/2066(A)(C)		100		81
CSMC Trust, Ser 2021-RPL3, Cl M3
3.927%, 01/25/2060(A)(C)		120		77
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(A)(C)		125		109
CSMC Trust, Ser 2022-NQM1, Cl A1
2.265%, 11/25/2066(A)(C)		359		295
DC Commercial Mortgage Trust 2023-DC, Ser DC, Cl A
6.314%, 09/12/2040(C)		410		409
Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1
2.205%, 01/25/2067(A)(C)		281		243
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(C)		282		220
Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1
2.206%, 01/25/2067(A)(C)		93		76
GS Mortgage Securities II, Ser 2018-SRP5, Cl B
8.447%, US0001M + 3.000%, 09/15/2031(A)(C)		383		203
GS Mortgage Securities II, Ser 2018-SRP5, Cl A
7.247%, US0001M + 1.800%, 09/15/2031(A)(C)		552		459
GS Mortgage Securities Trust, Ser 2014-GC24, Cl A5
3.931%, 09/10/2047		419		406
GS Mortgage Securities Trust, Ser 2019-GC39, Cl A2
3.457%, 05/10/2052		462		454
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(C)		129		121


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage-Backed Securities Trust, Ser 2020-INV1, Cl A14
2.924%, 10/25/2050(A)(C)	$	255	$	202
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1B
6.179%, US0001M + 0.740%, 06/20/2035(A)		131		117
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C15, Cl B
4.927%, 11/15/2045(A)		210		203
JPMBB Commercial Mortgage Securities Trust, Ser 2013-C17, Cl B
5.032%, 01/15/2047(A)		30		27
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl C
4.700%, 09/15/2047(A)		80		61
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C25, Cl A5
3.672%, 11/15/2047		578		557
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2015-FL7, Cl D
9.193%, US0001M + 3.750%, 05/15/2028(A)(C)		115		102
JPMorgan Chase Commercial Mortgage Securities Trust, Ser ACB, Cl A
6.713%, SOFR30A + 1.400%, 03/15/2039(A)(C)		300		295
JPMorgan Mortgage Trust, Ser 2015-5, Cl A9
6.651%, 05/25/2045(A)(C)		16		15
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1
3.500%, 09/25/2048(A)(C)		85		73
MAD Mortgage Trust, Ser 2017-330M, Cl A
3.294%, 08/15/2034(A)(C)		220		197
Metlife Securitization Trust, Ser 2020-INV1, Cl A2A
2.500%, 05/25/2050(A)(C)		247		195
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1
3.250%, 10/25/2069(A)(C)		158		148
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30, Ser C30, Cl A4
2.600%, 09/15/2049		467		426
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C24, Cl A4
3.732%, 05/15/2048		473		451
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		510		482
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2017-C34, Cl ASB
3.354%, 11/15/2052		481		455


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
7.322%, US0001M + 1.650%, 05/15/2036(A)(C)	$	252	$	242
MSCG Trust, Ser 2015-ALDR, Cl A2
3.577%, 06/07/2035(A)(C)		410		377
MTN Commercial Mortgage Trust, Ser LPFL, Cl A
6.737%, TSFR1M + 1.397%, 03/15/2039(A)(C)		410		405
Natixis Commercial Mortgage Securities Trust, Ser 2019-FAME, Cl B
3.655%, 08/15/2036(C)		410		316
New Residential Mortgage Loan Trust, Ser 2018-RPL1, Cl M2
3.500%, 12/25/2057(A)(C)		240		184
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B2
4.250%, 09/25/2059(A)(C)		193		172
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1
4.000%, 09/25/2059(A)(C)		193		173
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(C)		85		78
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3
1.516%, 11/27/2056(A)(C)		62		50
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(C)		96		77
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1
5.000%, 06/25/2062(C)(D)		329		318
OBX Trust, Ser 2021-NQM2, Cl A3
1.563%, 05/25/2061(A)(C)		195		146
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(C)		237		177
OBX Trust, Ser 2021-NQM3, Cl A1
1.054%, 07/25/2061(A)(C)		139		104
OBX Trust, Ser 2022-NQM1, Cl A1
2.305%, 11/25/2061(A)(C)		333		275
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1
1.957%, 10/25/2061(A)(C)		219		172
PRKCM Trust, Ser 2021-AFC1, Cl A1
1.510%, 08/25/2056(A)(C)		191		146
PRKCM Trust, Ser 2021-AFC2, Cl A1
2.071%, 11/25/2056(A)(C)		134		109
Provident Funding Mortgage Trust, Ser 2021-INV1, Cl A1
2.500%, 08/25/2051(A)(C)		535		404


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Residential Mortgage Loan Trust, Ser 2019-3, Cl A3
3.044%, 09/25/2059(A)(C)	$	30	$	29
Residential Mortgage Loan Trust, Ser 2019-3, Cl A2
2.941%, 09/25/2059(A)(C)		30		29
Residential Mortgage Loan Trust, Ser 2020-2, Cl A1
1.654%, 05/25/2060(A)(C)		30		30
Seasoned Credit Risk Transfer Trust Series, Ser 2017-2, Cl MA
3.000%, 08/25/2056		186		166
Seasoned Credit Risk Transfer Trust, Ser 2018-4, Cl MA
3.500%, 03/25/2058		479		440
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA
3.500%, 07/25/2058		394		360
Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA
3.500%, 08/25/2058		550		501
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA
3.000%, 02/25/2059		721		644
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA
2.000%, 11/25/2059		263		227
Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl MAU
3.250%, 11/25/2061		877		769
Sequoia Mortgage Trust, Ser 2021-1, Cl A1
2.500%, 03/25/2051(A)(C)		105		79
SG Residential Mortgage Trust, Ser 2022-1, Cl A1
3.166%, 03/27/2062(A)(C)		369		318
Shops at Crystals Trust, Ser 2016-CSTL, Cl A
3.126%, 07/05/2036(C)		100		90
SLG Office Trust, Ser 2021-OVA, Cl A
2.585%, 07/15/2041(C)		510		398
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2
7.334%, US0001M + 1.900%, 05/25/2058(A)(C)		100		100
UBS-Barclays Commercial Mortgage Trust, Ser 2012-CN, Cl XA, IO
0.910%, 05/10/2063(A)(C)		27		–
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS3, Cl ASB
3.371%, 09/15/2057		69		66
Wells Fargo Commercial Mortgage Trust, Ser C29, Cl A4
3.637%, 06/15/2048		606		577


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl B
4.535%, 10/15/2057(A)	$	270	$	246
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO
0.693%, 10/15/2057(A)		894		3


				23,083
Total Mortgage-Backed Securities
(Cost $170,145) ($ Thousands)				150,490



CORPORATE OBLIGATIONS — 26.5%
Communication Services — 2.0%
Alphabet
2.050%, 08/15/2050		30		17
1.900%, 08/15/2040		40		25
1.100%, 08/15/2030		40		31
0.450%, 08/15/2025		20		18
AT&T
4.250%, 03/01/2027		150		143
2.550%, 12/01/2033		472		347
2.300%, 06/01/2027		120		106
Charter Communications Operating
5.050%, 03/30/2029		220		206
4.908%, 07/23/2025		490		479
4.800%, 03/01/2050		40		28
4.400%, 04/01/2033		110		93
3.750%, 02/15/2028		200		180
Comcast
4.250%, 10/15/2030		40		37
4.150%, 10/15/2028		250		237
3.950%, 10/15/2025		210		204
3.750%, 04/01/2040		20		16
3.450%, 02/01/2050		40		27
3.400%, 04/01/2030		140		123
3.300%, 04/01/2027		30		28
3.250%, 11/01/2039		30		22
3.150%, 03/01/2026		30		28
2.937%, 11/01/2056		27		15
2.800%, 01/15/2051		30		18
Fox
4.709%, 01/25/2029		30		28
Prosus MTN
3.061%, 07/13/2031 (C)		410		304
TCI Communications
7.875%, 02/15/2026		240		251
T-Mobile USA
3.875%, 04/15/2030		390		346
3.750%, 04/15/2027		20		19
3.500%, 04/15/2025		369		356
2.550%, 02/15/2031		190		151


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.050%, 02/15/2028	$	20	$	17
Verizon Communications
4.500%, 08/10/2033		20		18
4.125%, 08/15/2046		40		30
4.000%, 03/22/2050		30		22
3.875%, 02/08/2029		30		27
3.850%, 11/01/2042		10		7
3.000%, 03/22/2027		120		110
2.650%, 11/20/2040		130		82
2.550%, 03/21/2031		1,199		955
2.355%, 03/15/2032		546		417
2.100%, 03/22/2028		90		77
Walt Disney
3.350%, 03/24/2025		223		216
Warnermedia Holdings
6.412%, 03/15/2026		80		80
4.279%, 03/15/2032		20		17
4.054%, 03/15/2029		447		398
3.755%, 03/15/2027		190		176

				6,532

Consumer Discretionary — 1.6%
Amazon.com
4.250%, 08/22/2057		10		8
3.450%, 04/13/2029		160		148
3.300%, 04/13/2027		140		132
3.150%, 08/22/2027		470		437
1.200%, 06/03/2027		20		17
Aptiv
3.250%, 03/01/2032		639		524
AutoZone
5.050%, 07/15/2026		130		128
Ferguson Finance
4.500%, 10/24/2028 (C)		459		430
3.250%, 06/02/2030 (C)		851		721
General Motors
5.600%, 10/15/2032		210		196
Home Depot
3.900%, 12/06/2028		10		9
3.900%, 06/15/2047		10		8
3.350%, 04/15/2050		50		34
3.300%, 04/15/2040		40		30
2.875%, 04/15/2027		170		157
2.500%, 04/15/2027		450		411
Honda Motor
2.534%, 03/10/2027		632		574
LKQ
5.750%, 06/15/2028 (C)		682		666
Lowe's
4.500%, 04/15/2030		30		28
1.700%, 09/15/2028		80		67


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
McDonald's MTN
4.200%, 04/01/2050	$	70	$	54
3.800%, 04/01/2028		280		263
3.700%, 01/30/2026		10		10
3.625%, 09/01/2049		10		7
3.500%, 03/01/2027		20		19
3.500%, 07/01/2027		10		10
1.450%, 09/01/2025		10		9
NIKE
3.375%, 03/27/2050		30		22
2.750%, 03/27/2027		40		37
2.400%, 03/27/2025		40		38
Toyota Motor
1.339%, 03/25/2026		210		191

				5,385

Consumer Staples — 0.4%
Coca-Cola
3.375%, 03/25/2027		30		28
2.600%, 06/01/2050		10		6
Costco Wholesale
1.600%, 04/20/2030		90		72
1.375%, 06/20/2027		120		105
Hershey
0.900%, 06/01/2025		20		19
Kimberly-Clark
3.100%, 03/26/2030		20		18
Kroger
7.700%, 06/01/2029		565		619
Mars
3.200%, 04/01/2030 (C)		30		26
2.700%, 04/01/2025 (C)		60		58
Mondelez International
1.500%, 05/04/2025		180		168
PepsiCo
3.900%, 07/18/2032		90		82
2.625%, 03/19/2027		10		9
2.250%, 03/19/2025		10		10
1.625%, 05/01/2030		70		56
Procter & Gamble
3.000%, 03/25/2030		40		36
Walmart
1.800%, 09/22/2031		160		126

				1,438

Energy — 2.7%
Berkshire Hathaway Energy
3.700%, 07/15/2030		140		124
BP Capital Markets America
3.633%, 04/06/2030		50		45
3.410%, 02/11/2026		90		86
3.119%, 05/04/2026		170		161


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cameron LNG
2.902%, 07/15/2031 (C)	$	60	$	50
Columbia Pipelines Operating
6.036%, 11/15/2033 (C)		250		244
Continental Resources
5.750%, 01/15/2031 (C)		10		10
4.375%, 01/15/2028		120		111
3.800%, 06/01/2024		190		187
Coterra Energy
4.375%, 03/15/2029		300		278
3.900%, 05/15/2027		160		150
Devon Energy
5.850%, 12/15/2025		210		209
5.250%, 10/15/2027		64		62
5.000%, 06/15/2045		70		57
4.500%, 01/15/2030		32		29
Diamondback Energy
3.500%, 12/01/2029		50		45
3.250%, 12/01/2026		30		28
3.125%, 03/24/2031		40		33
Ecopetrol
5.375%, 06/26/2026		140		134
Energy Transfer
4.950%, 06/15/2028		10		9
4.500%, 11/01/2023		60		60
3.750%, 05/15/2030		220		192
2.900%, 05/15/2025		140		133
Enterprise Products Operating
6.650%, 10/15/2034		40		42
4.800%, 02/01/2049		30		25
4.200%, 01/31/2050		10		8
4.150%, 10/16/2028		140		131
3.950%, 02/15/2027		150		143
3.950%, 01/31/2060		10		7
3.700%, 01/31/2051		80		57
3.125%, 07/31/2029		210		184
2.800%, 01/31/2030		230		195
EOG Resources
4.375%, 04/15/2030		190		179
4.150%, 01/15/2026		160		155
EQT
6.125%, 02/01/2025		56		56
3.900%, 10/01/2027		140		129
KazMunayGas National JSC
5.375%, 04/24/2030 (C)		400		363
Kinder Morgan
5.550%, 06/01/2045		20		17
4.300%, 06/01/2025		60		59
Occidental Petroleum
5.550%, 03/15/2026		170		168
3.400%, 04/15/2026		80		75
3.200%, 08/15/2026		130		119


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.000%, 02/15/2027	$	130	$	117
0.000%, 10/10/2036 (E)		1,346		677
Oncor Electric Delivery
4.150%, 06/01/2032		300		273
ONEOK
5.800%, 11/01/2030		50		49
5.650%, 11/01/2028		170		168
5.550%, 11/01/2026		100		99
Petrobras Global Finance BV
6.850%, 06/05/2115		150		129
Petroleos del Peru
4.750%, 06/19/2032 (C)		400		282
Pioneer Natural Resources
2.150%, 01/15/2031		70		55
1.900%, 08/15/2030		220		173
1.125%, 01/15/2026		50		45
Reliance Industries
3.625%, 01/12/2052 (C)		250		159
Schlumberger Holdings
3.900%, 05/17/2028 (C)		456		423
Shell International Finance BV
3.250%, 05/11/2025		150		145
3.250%, 04/06/2050		110		73
2.875%, 05/10/2026		90		85
2.750%, 04/06/2030		40		34
Targa Resources
5.200%, 07/01/2027		170		166
Tennessee Gas Pipeline
2.900%, 03/01/2030 (C)		160		134
Transcontinental Gas Pipe Line
3.250%, 05/15/2030		100		86
Western Midstream Operating
6.350%, 01/15/2029		490		491
4.750%, 08/15/2028		100		94
4.050%, 02/01/2030		20		17
3.100%, 02/01/2025		30		29
Williams
5.100%, 09/15/2045		70		59
4.900%, 01/15/2045		90		72
3.750%, 06/15/2027		390		363
3.500%, 11/15/2030		20		17

				9,063

Financials — 11.4%
American Express
4.050%, 05/03/2029		140		130
3.375%, 05/03/2024		140		138
American International Group
2.500%, 06/30/2025		26		25
Aviation Capital Group
4.125%, 08/01/2025 (C)		160		152
1.950%, 01/30/2026 (C)		567		510


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Banco Santander
4.175%, H15T1Y + 2.000%, 03/24/2028 (A)	$	200	$	185
2.746%, 05/28/2025		200		188
Bank of America
6.204%, SOFRRATE + 1.990%, 11/10/2028 (A)		584		587
3.841%, SOFRRATE + 1.110%, 04/25/2025 (A)		100		99
3.419%, US0003M + 1.040%, 12/20/2028 (A)		234		210
2.592%, SOFRRATE + 2.150%, 04/29/2031 (A)		380		305
2.572%, SOFRRATE + 1.210%, 10/20/2032 (A)		240		184
1.734%, SOFRRATE + 0.960%, 07/22/2027 (A)		971		860
Bank of America MTN
4.376%, SOFRRATE + 1.580%, 04/27/2028 (A)		100		94
4.250%, 10/22/2026		10		9
4.200%, 08/26/2024		210		206
4.125%, 01/22/2024		370		368
4.083%, US0003M + 3.150%, 03/20/2051 (A)		40		30
4.000%, 04/01/2024		440		436
4.000%, 01/22/2025		80		78
3.974%, US0003M + 1.210%, 02/07/2030 (A)		80		72
3.593%, US0003M + 1.370%, 07/21/2028 (A)		210		192
3.500%, 04/19/2026		130		123
2.972%, SOFRRATE + 1.330%, 02/04/2033 (A)		200		158
Bank of Montreal MTN
1.850%, 05/01/2025		130		122
Bank of New York Mellon MTN
4.289%, SOFRRATE + 1.418%, 06/13/2033 (A)		320		283
3.300%, 08/23/2029		790		690
1.600%, 04/24/2025		40		38
Bank of Nova Scotia
1.300%, 06/11/2025		70		65
Blackstone Holdings Finance
1.600%, 03/30/2031 (C)		590		428
BNP Paribas
5.198%, US0003M + 2.567%, 01/10/2030 (A)(C)		200		190
5.125%, H15T1Y + 1.450%, 01/13/2029 (A)(C)		270		261
4.705%, US0003M + 2.235%, 01/10/2025 (A)(C)		270		268


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.871%, SOFRRATE + 1.387%, 04/19/2032 (A)(C)	$	200	$	157
1.675%, SOFRRATE + 0.912%, 06/30/2027 (A)(C)		290		257
Capital One Financial
4.927%, SOFRRATE + 2.057%, 05/10/2028 (A)		30		28
Carlyle Finance Subsidiary
3.500%, 09/19/2029 (C)		338		303
Charles Schwab
6.136%, SOFRRATE + 2.010%, 08/24/2034 (A)		70		68
5.875%, 08/24/2026		110		110
3.850%, 05/21/2025		110		106
Citigroup
8.125%, 07/15/2039		12		14
5.500%, 09/13/2025		330		326
5.300%, 05/06/2044		31		26
4.658%, SOFRRATE + 1.887%, 05/24/2028 (A)		140		134
4.650%, 07/30/2045		28		22
4.450%, 09/29/2027		90		85
4.412%, SOFRRATE + 3.914%, 03/31/2031 (A)		100		90
4.400%, 06/10/2025		160		155
4.300%, 11/20/2026		40		38
4.125%, 07/25/2028		40		36
4.075%, US0003M + 1.192%, 04/23/2029 (A)		240		221
3.785%, SOFRRATE + 1.939%, 03/17/2033 (A)		250		209
3.668%, US0003M + 1.390%, 07/24/2028 (A)		340		312
3.400%, 05/01/2026		354		332
3.200%, 10/21/2026		287		265
3.106%, SOFRRATE + 2.842%, 04/08/2026 (A)		150		143
2.572%, SOFRRATE + 2.107%, 06/03/2031 (A)		160		128
2.520%, SOFRRATE + 1.177%, 11/03/2032 (A)		110		84
Cooperatieve Rabobank UA
4.375%, 08/04/2025		250		241
3.649%, H15T1Y + 1.220%, 04/06/2028 (A)(C)		580		533
Credit Agricole MTN
1.907%, SOFRRATE + 1.676%, 06/16/2026 (A)(C)		250		232
Credit Suisse NY
7.950%, 01/09/2025		250		254
5.000%, 07/09/2027		530		509
4.750%, 08/09/2024		250		247
2.950%, 04/09/2025		250		238


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Danske Bank
4.298%, H15T1Y + 1.750%, 04/01/2028 (A)(C)	$	240	$	224
Danske Bank MTN
3.773%, H15T1Y + 1.450%, 03/28/2025 (A)(C)		310		305
GA Global Funding Trust
3.850%, 04/11/2025 (C)		1,114		1,070
Goldman Sachs Group
4.387%, SOFRRATE + 1.510%, 06/15/2027 (A)		400		385
4.250%, 10/21/2025		140		135
4.223%, US0003M + 1.301%, 05/01/2029 (A)		650		601
3.691%, US0003M + 1.510%, 06/05/2028 (A)		400		368
3.615%, SOFRRATE + 1.846%, 03/15/2028 (A)		30		28
3.500%, 04/01/2025		80		77
3.500%, 11/16/2026		90		84
2.650%, SOFRRATE + 1.264%, 10/21/2032 (A)		110		85
Goldman Sachs Group MTN
4.000%, 03/03/2024		420		416
Guardian Life Global Funding
1.100%, 06/23/2025 (C)		30		28
HSBC Holdings PLC
4.583%, US0003M + 1.535%, 06/19/2029 (A)		200		185
ING Groep
6.114%, SOFRRATE + 2.090%, 09/11/2034 (A)		539		523
Intercontinental Exchange
4.600%, 03/15/2033		40		37
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (C)		200		195
JPMorgan Chase
4.565%, SOFRRATE + 1.750%, 06/14/2030 (A)		998		931
4.452%, US0003M + 1.330%, 12/05/2029 (A)		200		187
4.203%, US0003M + 1.260%, 07/23/2029 (A)		773		717
4.023%, US0003M + 1.000%, 12/05/2024 (A)		230		229
4.005%, US0003M + 1.120%, 04/23/2029 (A)		100		92
3.875%, 09/10/2024		290		284
3.845%, SOFRRATE + 0.980%, 06/14/2025 (A)		1,180		1,159
2.545%, SOFRRATE + 1.180%, 11/08/2032 (A)		110		85


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.522%, SOFRRATE + 2.040%, 04/22/2031 (A)	$	190	$	154
2.083%, SOFRRATE + 1.850%, 04/22/2026 (A)		130		122
KKR Group Finance VI
3.750%, 07/01/2029 (C)		1,149		1,016
Lincoln National
3.400%, 01/15/2031		451		365
Macquarie Bank
2.300%, 01/22/2025 (C)		1,188		1,136
Mitsubishi UFJ Financial Group
3.837%, H15T1Y + 1.125%, 04/17/2026 (A)		200		193
3.407%, 03/07/2024		510		505
Moody's
2.000%, 08/19/2031		1,000		776
Morgan Stanley MTN
3.772%, US0003M + 1.140%, 01/24/2029 (A)		150		137
3.622%, SOFRRATE + 3.120%, 04/01/2031 (A)		475		409
2.699%, SOFRRATE + 1.143%, 01/22/2031 (A)		200		163
2.188%, SOFRRATE + 1.990%, 04/28/2026 (A)		400		376
NatWest Group
4.269%, US0003M + 1.762%, 03/22/2025 (A)		200		198
New York Life Global Funding
0.950%, 06/24/2025 (C)		60		55
Peachtree Corners Funding Trust
3.976%, 02/15/2025 (C)		944		911
PNC Financial Services Group
5.812%, SOFRRATE + 1.322%, 06/12/2026 (A)		240		238
Principal Life Global Funding II
1.250%, 06/23/2025 (C)		20		18
Royal Bank of Canada MTN
6.000%, 11/01/2027		1,209		1,217
1.150%, 06/10/2025		70		65
State Street
5.159%, SOFRRATE + 1.890%, 05/18/2034 (A)		1,020		949
3.152%, SOFRRATE + 2.650%, 03/30/2031 (A)		50		42
Swedbank
1.538%, 11/16/2026 (C)		400		351
Toronto-Dominion Bank MTN
4.693%, 09/15/2027		1,061		1,020
4.456%, 06/08/2032		140		126
3.200%, 03/10/2032		807		661
1.150%, 06/12/2025		80		74


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Truist Financial MTN
6.047%, SOFRRATE + 2.050%, 06/08/2027 (A)	$	90	$	89
UBS Group
4.253%, 03/23/2028 (C)		250		230
4.125%, 04/15/2026 (C)		634		603
2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(C)		575		434
UBS Group AG
4.194%, SOFRRATE + 3.730%, 04/01/2031 (A)(C)		250		218
US Bancorp
5.775%, SOFRRATE + 2.020%, 06/12/2029 (A)		100		97
3.375%, 02/05/2024		540		535
1.450%, 05/12/2025		120		112
US Bancorp MTN
2.215%, SOFRRATE + 0.730%, 01/27/2028 (A)		60		53
USAA Capital
2.125%, 05/01/2030 (C)		150		121
Wells Fargo
3.000%, 10/23/2026		190		175
2.188%, SOFRRATE + 2.000%, 04/30/2026 (A)		130		122
Wells Fargo MTN
5.557%, SOFRRATE + 1.990%, 07/25/2034 (A)		20		19
5.013%, SOFRRATE + 4.502%, 04/04/2051 (A)		380		319
4.900%, 11/17/2045		30		24
4.540%, SOFRRATE + 1.560%, 08/15/2026 (A)		300		292
4.478%, SOFRRATE + 4.032%, 04/04/2031 (A)		220		200
4.300%, 07/22/2027		200		189
3.750%, 01/24/2024		540		536
3.350%, SOFRRATE + 1.500%, 03/02/2033 (A)		40		32
2.879%, TSFR3M + 1.432%, 10/30/2030 (A)		100		83
2.393%, SOFRRATE + 2.100%, 06/02/2028 (A)		290		254

				38,031

Health Care — 1.8%
Abbott Laboratories
3.400%, 11/30/2023		175		174
AbbVie
4.250%, 11/21/2049		30		24
3.800%, 03/15/2025		40		39
3.750%, 11/14/2023		20		20
3.600%, 05/14/2025		10		10


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.200%, 11/21/2029	$	150	$	132
2.950%, 11/21/2026		20		18
2.600%, 11/21/2024		140		135
Becton Dickinson
4.685%, 12/15/2044		36		30
3.734%, 12/15/2024		7		7
3.363%, 06/06/2024		186		183
Bristol-Myers Squibb
3.400%, 07/26/2029		16		14
3.200%, 06/15/2026		79		75
2.900%, 07/26/2024		154		151
Cigna
4.375%, 10/15/2028		420		397
4.125%, 11/15/2025		200		194
3.500%, 06/15/2024		160		157
1.250%, 03/15/2026		725		653
CVS Health
5.050%, 03/25/2048		60		50
4.300%, 03/25/2028		164		155
3.875%, 07/20/2025		95		92
3.625%, 04/01/2027		180		168
2.125%, 09/15/2031		150		115
1.875%, 02/28/2031		20		15
1.750%, 08/21/2030		200		154
CVS Pass-Through Trust
7.507%, 01/10/2032 (C)		893		915
5.773%, 01/10/2033 (C)		322		314
Elevance Health
4.100%, 05/15/2032		80		71
Humana
4.500%, 04/01/2025		10		10
3.700%, 03/23/2029		160		146
2.150%, 02/03/2032		30		22
Kenvue
5.350%, 03/22/2026 (C)		150		150
5.050%, 03/22/2028 (C)		200		197
Merck
1.900%, 12/10/2028		430		367
1.450%, 06/24/2030		50		39
Pfizer
2.625%, 04/01/2030		100		86
1.700%, 05/28/2030		50		40
UnitedHealth Group
4.450%, 12/15/2048		10		8
4.250%, 06/15/2048		10		8
4.000%, 05/15/2029		200		187
3.875%, 12/15/2028		30		28
2.300%, 05/15/2031		20		16
2.000%, 05/15/2030		30		25
1.250%, 01/15/2026		20		18

				5,809


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Industrials — 1.9%
3M
3.700%, 04/15/2050	$	150	$	107
2.375%, 08/26/2029		30		25
AerCap Ireland Capital DAC
3.000%, 10/29/2028		1,226		1,051
2.450%, 10/29/2026		190		170
Air Lease
5.300%, 02/01/2028		90		87
3.375%, 07/01/2025		100		95
Burlington Northern Santa Fe
4.550%, 09/01/2044		10		8
Carlisle
2.200%, 03/01/2032		634		480
Carrier Global
2.700%, 02/15/2031		10		8
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A
4.000%, 10/29/2024		479		467
Deere
3.750%, 04/15/2050		30		24
3.100%, 04/15/2030		10		9
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl AA
3.625%, 07/30/2027		429		400
Delta Air Lines Pass-Through Trust, Ser 2019-1, Cl AA
3.204%, 04/25/2024		621		611
John Deere Capital MTN
3.350%, 04/18/2029		934		851
Penske Truck Leasing Lp
5.550%, 05/01/2028 (C)		916		887
Republic Services
3.200%, 03/15/2025		180		174
Ryder System MTN
5.250%, 06/01/2028		609		593
3.350%, 09/01/2025		197		188
Union Pacific
3.750%, 07/15/2025		20		20
2.891%, 04/06/2036		20		15

				6,270

Information Technology — 1.1%
Adobe
2.300%, 02/01/2030		210		177
Apple
3.350%, 02/09/2027		210		199
2.900%, 09/12/2027		110		101
2.450%, 08/04/2026		70		65
Broadcom
4.926%, 05/15/2037 (C)		33		29
4.150%, 11/15/2030		26		23


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.137%, 11/15/2035 (C)	$	420	$	306
Intel
5.125%, 02/10/2030		70		69
4.750%, 03/25/2050		10		8
3.700%, 07/29/2025		30		29
1.600%, 08/12/2028		50		42
Mastercard
3.850%, 03/26/2050		10		8
3.375%, 04/01/2024		60		59
Micron Technology
2.703%, 04/15/2032		260		198
Microsoft
3.300%, 02/06/2027		70		66
NVIDIA
3.700%, 04/01/2060		90		66
3.500%, 04/01/2040		130		102
2.850%, 04/01/2030		90		79
NXP BV
5.000%, 01/15/2033		404		372
2.700%, 05/01/2025		40		38
Oracle
4.650%, 05/06/2030		70		65
2.875%, 03/25/2031		30		25
1.650%, 03/25/2026		130		118
PayPal Holdings
4.400%, 06/01/2032		80		74
1.650%, 06/01/2025		60		56
Salesforce
3.700%, 04/11/2028		150		141
1.500%, 07/15/2028		510		434
Texas Instruments
1.750%, 05/04/2030		40		32
TSMC Arizona
2.500%, 10/25/2031		250		201
1.750%, 10/25/2026		230		207
Visa
4.300%, 12/14/2045		10		8
3.150%, 12/14/2025		50		48
1.900%, 04/15/2027		60		54

				3,499

Materials — 0.7%
Anglo American Capital
3.625%, 09/11/2024 (C)		200		195
Corp Nacional del Cobre de Chile
3.150%, 01/15/2051		420		246
Glencore Funding
4.125%, 03/12/2024 (C)		60		59
1.625%, 04/27/2026 (C)		90		81
MEGlobal BV MTN
4.250%, 11/03/2026 (C)		200		190
2.625%, 04/28/2028 (C)		230		198


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
OCP
4.500%, 10/22/2025 (C)	$	400	$	384
Orbia Advance
2.875%, 05/11/2031 (C)		200		156
Suzano Austria GmbH
3.125%, 01/15/2032		510		392
Vale Overseas
6.875%, 11/21/2036		148		149
6.250%, 08/10/2026		240		244

				2,294

Real Estate — 0.6%
Alexandria Real Estate Equities
3.450%, 04/30/2025		802		773
American Tower Trust #1
5.490%, 03/15/2028 (C)		554		545
Healthpeak Properties
2.125%, 12/01/2028		769		646

				1,964

Utilities — 2.3%
American Transmission Systems
2.650%, 01/15/2032 (C)		60		47
American Water Capital
4.450%, 06/01/2032		1,311		1,211
Commonwealth Edison
3.700%, 08/15/2028		468		434
Duke Energy Carolinas
2.850%, 03/15/2032		1,057		863
Duke Energy Florida
3.200%, 01/15/2027		440		412
Exelon
5.625%, 06/15/2035		343		330
FirstEnergy
1.600%, 01/15/2026		30		27
Florida Power & Light
2.450%, 02/03/2032		544		437
MidAmerican Energy
3.650%, 04/15/2029		140		128
Northern States Power
7.125%, 07/01/2025		1,190		1,221
NSTAR Electric
1.950%, 08/15/2031		1,000		764
Pacific Gas and Electric
2.100%, 08/01/2027		130		111
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
5.450%, 05/21/2028 (C)		370		360
PG&E Wildfire Recovery Funding
4.022%, 06/01/2031		744		702


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.594%, 06/01/2030	$	720	$	671

				7,718

Total Corporate Obligations
(Cost $98,016) ($ Thousands)				88,003



U.S. TREASURY OBLIGATIONS — 19.5%
U.S. Treasury Bill
0.000%, 01/30/2024 (F)		2,180		2,141
U.S. Treasury Bond
4.375%, 08/15/2043		660		616
U.S. Treasury Bonds
4.000%, 11/15/2052		610		541
3.875%, 05/15/2043		790		687
3.625%, 08/15/2043		40		33
3.625%, 02/15/2053		100		83
3.625%, 05/15/2053		990		820
3.375%, 11/15/2048		190		149
3.125%, 08/15/2044		50		38
3.000%, 02/15/2049		1,010		738
2.875%, 08/15/2045		60		43
2.875%, 05/15/2049		320		228
2.875%, 05/15/2052		80		57
2.375%, 02/15/2042		618		427
2.375%, 05/15/2051		1,920		1,218
2.250%, 08/15/2049		280		174
2.250%, 02/15/2052		1,186		728
2.000%, 11/15/2041		650		422
2.000%, 08/15/2051		900		519
1.875%, 02/15/2041		600		387
1.875%, 02/15/2051		1,520		852
1.875%, 11/15/2051		780		435
1.750%, 08/15/2041		640		399
1.625%, 11/15/2050		1,080		566
1.375%, 11/15/2040		880		521
1.375%, 08/15/2050		2,130		1,039
1.250%, 05/15/2050		1,020		481
1.125%, 08/15/2040		430		244
U.S. Treasury Inflation-Protected Securities
1.125%, 01/15/2033		1,919		1,733
0.125%, 01/15/2030		1,061		925
U.S. Treasury Note
5.000%, 08/31/2025		350		349
4.625%, 09/15/2026		30		30
4.625%, 09/30/2030		1,930		1,930
4.375%, 08/31/2028		4,339		4,296
4.125%, 08/31/2030		1,640		1,592
4.000%, 07/31/2030		770		742
3.875%, 08/15/2033		20		19
3.625%, 03/31/2028		779		747
3.625%, 05/31/2028		4,468		4,282


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
U.S. Treasury Notes
3.625%, 05/15/2026	$	5,827	$	5,648
3.500%, 01/31/2028		6,527		6,229
3.375%, 05/15/2033		3,600		3,265
3.125%, 08/31/2027		5,691		5,371
2.750%, 08/15/2032		5,166		4,473
1.500%, 01/31/2027		1,197		1,078
0.750%, 05/31/2026		8,110		7,284
0.250%, 05/31/2025		340		314
0.250%, 09/30/2025		10		9

Total U.S. Treasury Obligations
(Cost $73,664) ($ Thousands)				64,902



ASSET-BACKED SECURITIES — 8.8%
Automotive — 0.5%

Avis Budget Rental Car Funding AESOP, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (C)		440		402
Avis Budget Rental Car Funding AESOP, Ser 2021-1A, Cl A
1.380%, 08/20/2027 (C)		430		380
Hertz Vehicle Financing III, Ser 2021-2A, Cl B
2.120%, 12/27/2027 (C)		160		140
Hertz Vehicle Financing III, Ser 2021-2A, Cl C
2.520%, 12/27/2027 (C)		300		261
Hertz Vehicle Financing, Ser 2021-1A, Cl B
1.560%, 12/26/2025 (C)		240		227
Hertz Vehicle Financing, Ser 2021-1A, Cl C
2.050%, 12/26/2025 (C)		210		199
				1,609

Home — 0.1%

Cascade MH Asset Trust, Ser 2021-MH1, Cl A1
1.753%, 02/25/2046 (C)		70		59
Master Asset-Backed Securities Trust, Ser 2007-NCW, Cl A1
5.734%, US0001M + 0.300%, 05/25/2037 (A)(C)		141		118
				177

Other Asset-Backed Securities — 8.2%

AMSR Trust, Ser 2023-SFR1, Cl A
4.000%, 04/17/2040 (C)		960		884
CF Hippolyta Issuer, Ser 2020-1, Cl A1
1.690%, 07/15/2060 (C)		205		186


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CWHEQ Revolving Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
5.587%, US0001M + 0.140%, 07/15/2036 (A)	$	124	$	115
DB Master Finance, Ser 2021-1A, Cl A2II
2.493%, 11/20/2051 (C)		1,031		860
FirstKey Homes Trust, Ser 2021-SFR1, Cl A
1.538%, 08/17/2038 (C)		786		690
FirstKey Homes Trust, Ser 2021-SFR3, Cl A
2.135%, 12/17/2038 (C)		437		386
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B
2.940%, 01/20/2049 (C)		577		426
Hardee's Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/2051 (C)		391		307
Home Partners of America Trust, Ser 2022-1, Cl A
3.930%, 04/17/2039 (C)		986		921
Morgan Stanley ABS Capital I Trust, Ser 2004-NC7, Cl M1
6.289%, US0001M + 0.855%, 07/25/2034 (A)		313		293
Navient Student Loan Trust, Ser 2016-3A, Cl A3
6.779%, US0001M + 1.350%, 06/25/2065 (A)(C)		270		272
Navient Student Loan Trust, Ser 2016-6A, Cl A3
6.729%, US0001M + 1.300%, 03/25/2066 (A)(C)		514		515
Oak Street Investment Grade Net Lease Fund, Ser 2021-1A, Cl A1
1.480%, 01/20/2051 (C)		423		367
Palmer Square CLO, Ser 2021-2A, Cl A1A3
6.570%, US0003M + 1.000%, 10/17/2031 (A)(C)		693		691
Palmer Square CLO, Ser 2022-2A, Cl A1
6.896%, TSFR3M + 1.570%, 07/20/2034 (A)(C)		400		398
Palmer Square Loan Funding, Ser 2022-2A, Cl A1
6.578%, TSFR3M + 1.270%, 10/15/2030 (A)(C)		752		747
PFS Financing, Ser 2023-C, Cl A
5.520%, 10/15/2028 (C)		826		819
Progress Residential Trust, Ser 2021-SFR2, Cl A
1.546%, 04/19/2038 (C)		588		524
Progress Residential Trust, Ser 2022-SFR2, Cl A
2.950%, 04/17/2027 (C)		974		876


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Progress Residential Trust, Ser 2022-SFR3, Cl A
3.200%, 04/17/2039 (C)	$	509	$	460
Sabey Data Center Issuer, Ser 2020-1, Cl A2
3.812%, 04/20/2045 (C)		339		323
Sabey Data Center Issuer, Ser 2021-1, Cl A2
1.881%, 06/20/2046 (C)		1,027		890
SBA Small Business Investment, Ser 2023-10A, Cl 1
5.168%, 03/10/2033		901		881
SLC Student Loan Trust, Ser 2010-1, Cl A
6.300%, US0003M + 0.875%, 11/25/2042 (A)		79		79
SLM Private Credit Student Loan Trust, Ser 2006-A, Cl A5
5.961%, US0003M + 0.290%, 06/15/2039 (A)		145		140
SLM Private Education Loan Trust, Ser 2010-C, Cl A5
10.197%, US0001M + 4.750%, 10/15/2041 (A)(C)		282		298
SLM Student Loan Trust, Ser 2021-10A, Cl A4
6.152%, US0003M + 0.670%, 12/17/2068 (A)(C)		74		73
SMB Private Education Loan Trust 2020-A, Ser 2020-A, Cl A2A
2.230%, 09/15/2037 (C)		146		134
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B
1.590%, 01/15/2053 (C)		273		237
SMB Private Education Loan Trust, Ser 2021-C, Cl B
2.300%, 01/15/2053 (C)		170		153
Stack Infrastructure Issuer, Ser 2019-1A, Cl A2
4.540%, 02/25/2044 (C)		175		174
Store Master Funding I-VII, Ser 2018-1A, Cl A1
3.960%, 10/20/2048 (C)		363		352
Store Master Funding I-VII, Ser 2019-1, Cl A1
2.820%, 11/20/2049 (C)		314		281
Structured Asset Investment Loan Trust, Ser 2004-7, Cl A8
6.634%, US0001M + 1.200%, 08/25/2034 (A)		135		132
Taco Bell Funding, Ser 2021-1A, Cl A2II
2.294%, 08/25/2051 (C)		583		476
Tricon American Homes Trust, Ser 2019-SFR1, Cl A
2.750%, 03/17/2038 (C)		269		250
Tricon Residential Trust, Ser 2021-SFR1, Cl A
1.943%, 07/17/2038 (C)		850		758


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Triumph Rail Holdings, Ser 2021-2, Cl A
2.150%, 06/19/2051 (C)	$	261	$	227
TRP 2021, Ser 2021-1, Cl A
2.070%, 06/19/2051 (C)		475		409
United States Small Business Administration, Ser 2010-20H, Cl 1
3.520%, 08/01/2030		105		98
United States Small Business Administration, Ser 2011-20B, Cl 1
4.220%, 02/01/2031		97		91
United States Small Business Administration, Ser 2011-20J, Cl 1
2.760%, 10/01/2031		73		66
United States Small Business Administration, Ser 2013-20K, Cl 1
3.380%, 11/01/2033		324		301
United States Small Business Administration, Ser 2014-20F, Cl 1
2.990%, 06/01/2034		448		407
United States Small Business Administration, Ser 2015-20C, Cl 1
2.720%, 03/01/2035		363		325
United States Small Business Administration, Ser 2015-20E, Cl 1
2.770%, 05/01/2035		226		205
United States Small Business Administration, Ser 2015-20K, Cl 1
2.700%, 11/01/2035		283		250
United States Small Business Administration, Ser 2017-20J, Cl 1
2.850%, 10/01/2037		367		326
United States Small Business Administration, Ser 2018-20E, Cl 1
3.500%, 05/01/2038		736		665
United States Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		41		35
United States Small Business Administration, Ser 2021-25H, Cl 1
1.450%, 08/01/2046		1,437		1,108
United States Small Business Administration, Ser 2022-25D, Cl 1
3.500%, 04/01/2047		682		598
United States Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047		950		855
United States Small Business Administration, Ser 2022-25F, Cl 1
4.010%, 06/01/2047		962		867
United States Small Business Administration, Ser 2022-25G, Cl 1
3.930%, 07/01/2047		933		841


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	$	455	$	406
United States Small Business Administration, Ser 2022-25K, Cl 1
5.130%, 11/01/2047		541		524
United States Small Business Administration, Ser 2023-25F, Cl 1
4.930%, 06/01/2048		871		832
Wendy's Funding, Ser 2019-1A, Cl A2I
3.783%, 06/15/2049 (C)		307		284
Wendy's Funding, Ser 2021-1A, Cl A2I
2.370%, 06/15/2051 (C)		604		496
Wendy's Funding, Ser 2021-1A, Cl A2II
2.775%, 06/15/2051 (C)		259		203
Wind River CLO, Ser 2021-3A, Cl A
6.738%, US0003M + 1.150%, 07/20/2033 (A)(C)		614		608
				27,395

Total Asset-Backed Securities
(Cost $32,193) ($ Thousands)				29,181


SOVEREIGN DEBT — 1.2%

Colombia Government International Bond
5.625%, 02/26/2044		280		200
5.200%, 05/15/2049		310		203
3.125%, 04/15/2031		220		163
Indonesia Government International Bond MTN
5.125%, 01/15/2045(C)		200		180
Korea Housing Finance
4.625%, 02/24/2033(C)		360		332
Mexico Government International Bond
3.500%, 02/12/2034		1,040		813
Panama Government International Bond
4.500%, 04/16/2050		250		170
4.300%, 04/29/2053		300		195
Peruvian Government International Bond
3.550%, 03/10/2051		90		59
Province of Quebec Canada, Ser A MTN
6.350%, 01/30/2026		1,010		1,026
Uruguay Government International Bond
5.750%, 10/28/2034		430		437
4.375%, 01/23/2031		120		115

Total Sovereign Debt
(Cost $4,682) ($ Thousands)				3,893


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 0.9%
California — 0.3%
California Health Facilities Financing Authority, RB
3.378%, 06/01/2028	$	575	$	534
San Jose, Financing Authority, RB
1.311%, 06/01/2026		540		484

				1,018

Illinois — 0.2%
Sales Tax Securitization, RB
4.847%, 01/01/2031		930		893


New York — 0.2%
New York State Urban Development, RB
3.350%, 03/15/2026 (G)		380		362
3.350%, 03/15/2026		285		272
				634


Wisconsin — 0.2%
State of Wisconsin, Ser A, RB, AGM
5.700%, 05/01/2026		595		599



Total Municipal Bonds
(Cost $3,314) ($ Thousands)				3,144


	Shares
CASH EQUIVALENT — 2.7%
SEI Daily Income Trust, Government Fund, Institutional Class
5.21%**^†		9,061,994		9,062

Total Cash Equivalent
(Cost $9,062) ($ Thousands)				9,062



PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $67) ($ Thousands)				151


Total Investments in Securities — 104.9%
(Cost $391,143) ($ Thousands)			$	348,826


WRITTEN OPTIONS — (0.1)%
Total Written Options
(Premiums Received $43) ($ Thousands)			$	(154	)

A list of the open exchange-traded options contracts held by the Fund at September 30, 2023 are as follows:

A list of the open futures contracts held by the Fund at September 30, 2023 are as follows:

Percentages are based on Net Assets of $332,587 ($ Thousands).

**	The rate reported is the 7-day effective yield as of September 30, 2023.
^†	Investment in Affiliated Security.
(A)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(B)	No interest rate available.

(C)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On September 30, 2023, the value of these securities amounted to $53,660 ($ Thousands), representing 16.1% of the Net Assets of the Fund.
(D)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(E)	Zero coupon security.
(F)	Interest rate represents the security's effective yield at the time of purchase.
(G)	Security is escrowed to maturity.

The following is a summary of the Fund’s transactions with affiliates for the period ended September 30, 2023 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
AFFILIATED INVESTMENT FUNDS — 99.3%
Equity Fund — 61.4%
New Covenant Growth Fund ^†		3,642,084	$	197,546

Total Equity Fund
(Cost $94,853) ($ Thousands)				197,546
Fixed Income Fund — 37.9%
New Covenant Income Fund ^†		6,095,356		121,907

Total Fixed Income Fund
(Cost $137,795) ($ Thousands)				121,907


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.6%
SEI Daily Income Trust, Government Fund, Institutional Class
5.21%**^†		2,067,539	$	2,068

Total Cash Equivalent
(Cost $2,068) ($ Thousands)				2,068


Total Investments in Securities — 99.9%
(Cost $234,716) ($ Thousands)			$	321,521

	Percentages are based on Net Assets of $321,791 ($ Thousands).
**	The rate reported is the 7-day effective yield as of September 30, 2023.
^†	Investment in Affiliated Security.

The following is a summary of the transactions with affiliates for the period ended September 30, 2023 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
AFFILIATED INVESTMENT FUNDS — 99.1%
Fixed Income Fund — 64.6%
New Covenant Income Fund ^†		2,318,324	$	46,367

Total Fixed Income Fund
(Cost $52,862) ($ Thousands)				46,367
Equity Fund — 34.5%
New Covenant Growth Fund ^†		456,014		24,734

Total Equity Fund
(Cost $9,804) ($ Thousands)				24,734


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Institutional Class
5.21%**^†		590,155	$	590

Total Cash Equivalent
(Cost $590) ($ Thousands)				590


Total Investments in Securities — 99.9%
(Cost $63,256) ($ Thousands)			$	71,691

	Percentages are based on Net Assets of $71,796 ($ Thousands).
**	The rate reported is the 7-day effective yield as of September 30, 2023.
^†	Investment in Affiliated Security.

The following is a summary of the Fund’s transactions with affiliates for the period ended September 30, 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

IO — Interest Only - face amount represents notional amount

JSC — Joint Stock Company

L.P. — Limited Partnership

MTN — Medium Term Note

PLC — Public Limited Company

RB — Revenue Bond

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 Depreciation(Thousands)
Long Contracts
Russell 2000 Index E-MINI		13		Dec-2023	$	1,195	$	1,169	$	(26	)
S&P 500 Index E-MINI		14		Dec-2023		3,142		3,028		(114	)
					$	4,337	$	4,197	$	(140	)

Security Description		Value 6/30/2023				Purchases at Cost				Proceeds from Sales				Realized Gain/(Loss)				Change in Unrealized Appreciation/(Depreciation)				Value 9/30/2023				Income				Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class		$	2,867			$	21,620			$	(20,503	)		$	—			$	—			$	3,984			$	33			$	—

	Percentages are based on Net Assets of $491,780 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of September 30, 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 Mid Curve		24		$	5,752		$	95.88		12/16/2023	$	35
November 2023, U.S. 5-Year Treasury Note		30			3,180			106.00		10/21/2023		9
October 2023, SOFR 1-Year Mid Curve		27			6,548			97.00		10/21/2023		107

					15,480							151


Total Purchased Options				$	15,480						$	151
WRITTEN OPTIONS — 0.0%
Put Options
December 2023, SOFR 1-Year Mid Curve		(48	)	$	(11,430	)		95.25		12/16/2023	$	(23	)
October 2023, SOFR 1-Year Mid Curve		(27	)		(6,497	)		96.25		10/21/2023		(57	)
October 2023, SOFR 1-Year Mid Curve		(27	)		(6,514	)		96.50		10/21/2023		(74	)

					(24,441	)						(154	)


Total Written Options				$	(24,441	)					$	(154	)