NEW COVENANT GROWTH FUND


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

Communication Services — 8.0%
Alphabet Inc, Cl A *		60,052	$	9,064
Alphabet Inc, Cl C *		50,229		7,648
AT&T Inc		47,181		830
Atlanta Braves Holdings Inc, Cl A *		1,732		73
Atlanta Braves Holdings Inc, Cl C *		1,938		76
Bandwidth Inc, Cl A *		74		1
Cable One Inc		79		33
Cardlytics Inc *		761		11
Cars.com Inc *		4,178		72
Charter Communications Inc, Cl A *		277		80
Cinemark Holdings Inc *		4,289		77
Cogent Communications Holdings Inc		148		10
Comcast Corp, Cl A		52,817		2,290
EchoStar Corp, Cl A *		1,124		16
Electronic Arts Inc		6,385		847
EverQuote Inc, Cl A *		1,468		27
EW Scripps Co/The, Cl A *		3,299		13
Fox Corp, Cl A		1,372		43
Fox Corp, Cl B		1,428		41
IAC Inc *		376		20
IMAX Corp *		2,244		36
Interpublic Group of Cos Inc/The		8,487		277
Iridium Communications Inc		366		10
John Wiley & Sons Inc, Cl A		236		9
Liberty Broadband Corp, Cl A *		81		5
Liberty Broadband Corp, Cl C *		343		20
Liberty Media Corp-Liberty Live, Cl C *		59		3
Liberty Media Corp-Liberty SiriusXM *		234		7
Madison Square Garden Entertainment Corp, Cl A *		697		27
Madison Square Garden Sports Corp *		39		7
Magnite Inc *		2,551		27
Match Group Inc *		1,841		67
Meta Platforms Inc, Cl A		22,386		10,870
Netflix Inc *		3,772		2,291
New York Times Co/The, Cl A		439		19
News Corp, Cl A		829		22
Nexstar Media Group Inc, Cl A		94		16
Omnicom Group Inc		8,191		792
Paramount Global, Cl B		7,304		86
Pinterest Inc, Cl A *		3,339		116
ROBLOX Corp, Cl A *		3,654		139
Shutterstock Inc		205		9
Sirius XM Holdings Inc		7,153		28
Sphere Entertainment Co *		697		34
Spotify Technology SA *		1,265		334
Take-Two Interactive Software Inc *		897		133
TechTarget Inc *		1,986		66
TEGNA Inc		3,052		46
TKO Group Holdings Inc, Cl A		780		67
T-Mobile US Inc		2,638		431


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Trade Desk Inc/The, Cl A *		8,290	$	725
TripAdvisor Inc *		1,712		48
Verizon Communications Inc		57,853		2,427
Vimeo Inc *		610		2
Walt Disney Co/The		21,958		2,687
Warner Bros Discovery Inc *		4,164		36
Yelp Inc, Cl A *		1,355		53
Ziff Davis Inc *		2,547		161
ZoomInfo Technologies Inc, Cl A *		2,021		32

				43,437
Consumer Discretionary — 10.7%
1-800-Flowers.com Inc, Cl A *		3,668		40
Abercrombie & Fitch Co, Cl A *		788		99
Acushnet Holdings Corp		987		65
Adient PLC *		732		24
ADT Inc		4,942		33
Adtalem Global Education Inc *		5,431		279
Advance Auto Parts Inc		317		27
Airbnb Inc, Cl A *		3,103		512
Amazon.com Inc *		93,237		16,818
American Eagle Outfitters Inc		3,416		88
Aptiv PLC *		3,490		278
Aramark		260		8
Asbury Automotive Group Inc *		70		17
AutoNation Inc *		970		161
AutoZone Inc *		235		741
Bath & Body Works Inc		638		32
Best Buy Co Inc		2,491		204
Big Lots Inc		1,758		8
Bloomin' Brands Inc		2,259		65
Booking Holdings Inc		563		2,042
Boot Barn Holdings Inc *		199		19
BorgWarner Inc		321		11
Bright Horizons Family Solutions Inc *		76		9
Brinker International Inc *		1,180		59
Brunswick Corp/DE		839		81
Buckle Inc/The		1,885		76
Burlington Stores Inc *		482		112
Capri Holdings Ltd *		1,319		60
CarMax Inc *		1,086		95
Carnival Corp *		15,800		258
Carter's Inc		471		40
Carvana Co, Cl A *		1,322		116
Cavco Industries Inc *		60		24
Cheesecake Factory Inc/The		1,236		45
Chegg Inc *		176		1
Children's Place Inc/The *		812		9
Chipotle Mexican Grill Inc, Cl A *		232		674
Choice Hotels International Inc		113		14
Columbia Sportswear Co		891		72
Cracker Barrel Old Country Store Inc		323		23
Crocs Inc *		1,116		160


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Dana Inc		2,660	$	34
Darden Restaurants Inc		705		118
Dave & Buster's Entertainment Inc *		1,283		80
Deckers Outdoor Corp *		1,186		1,116
Denny's Corp *		2,500		22
Designer Brands Inc, Cl A		3,316		36
Dick's Sporting Goods Inc		700		157
Dillard's Inc, Cl A		45		21
Domino's Pizza Inc		33		16
DoorDash Inc, Cl A *		523		72
Dorman Products Inc *		128		12
DR Horton Inc		890		146
eBay Inc		19,465		1,027
Etsy Inc *		1,162		80
Expedia Group Inc *		389		54
Five Below Inc *		410		74
Floor & Decor Holdings Inc, Cl A *		232		30
Foot Locker Inc		1,308		37
Ford Motor Co		16,002		213
Fox Factory Holding Corp *		749		39
Frontdoor Inc *		251		8
GameStop Corp, Cl A *		2,040		26
Gap Inc/The		11,382		314
Garmin Ltd		418		62
General Motors Co		2,770		126
Gentex Corp		440		16
Gentherm Inc *		184		11
Genuine Parts Co		67		10
Goodyear Tire & Rubber Co/The *		989		14
Graham Holdings Co, Cl B		78		60
Grand Canyon Education Inc *		121		16
Group 1 Automotive Inc		86		25
GrowGeneration Corp *		2,599		7
H&R Block Inc		2,109		104
Hanesbrands Inc *		13,319		77
Hasbro Inc		2,632		149
Helen of Troy Ltd *		57		7
Hilton Grand Vacations Inc *		3,016		142
Hilton Worldwide Holdings Inc		8,404		1,793
Home Depot Inc/The		11,555		4,433
Hyatt Hotels Corp, Cl A		135		22
Installed Building Products Inc		125		32
iRobot Corp *		1,013		9
Jack in the Box Inc		658		45
Johnson Outdoors Inc, Cl A		659		30
KB Home		4,733		335
Kohl's Corp		1,859		54
Kontoor Brands Inc		1,282		77
La-Z-Boy Inc, Cl Z		1,597		60
LCI Industries		483		59
Lear Corp		5,902		855
Leggett & Platt Inc		222		4


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Lennar Corp, Cl B		122	$	19
LGI Homes Inc *		127		15
LKQ Corp		317		17
Lowe's Cos Inc		8,938		2,277
Lucid Group Inc *		33,236		95
Lululemon Athletica Inc *		245		96
M/I Homes Inc *		198		27
Macy's Inc		4,042		81
Malibu Boats Inc, Cl A *		202		9
Marriott International Inc/MD, Cl A		3,599		908
Marriott Vacations Worldwide Corp		394		42
Mattel Inc *		711		14
McDonald's Corp		9,415		2,655
Meritage Homes Corp		794		139
Mohawk Industries Inc *		127		17
Monro Inc		626		20
Murphy USA Inc		263		110
National Vision Holdings Inc *		447		10
Newell Brands Inc		605		5
NIKE Inc, Cl B		7,934		746
Nordstrom Inc		3,866		78
Norwegian Cruise Line Holdings Ltd *		5,839		122
NVR Inc *		13		105
ODP Corp/The *		283		15
Ollie's Bargain Outlet Holdings Inc *		212		17
O'Reilly Automotive Inc *		196		221
Oxford Industries Inc		665		75
Papa John's International Inc		151		10
Peloton Interactive Inc, Cl A *		2,845		12
Penske Automotive Group Inc		957		155
PetMed Express Inc		366		2
Phinia Inc		64		2
Planet Fitness Inc, Cl A *		173		11
Polaris Inc		966		97
PulteGroup Inc		1,312		158
PVH Corp		108		15
Ralph Lauren Corp, Cl A		690		130
Revolve Group Inc, Cl A *		2,223		47
RH *		45		16
Rivian Automotive Inc, Cl A *		1,274		14
Ross Stores Inc		857		126
Royal Caribbean Cruises Ltd *		7,156		995
Sabre Corp *		506		1
Sally Beauty Holdings Inc *		2,794		35
Service Corp International/US		250		19
Shake Shack Inc, Cl A *		157		16
Signet Jewelers Ltd		2,402		240
Six Flags Entertainment Corp *		248		7
Sleep Number Corp *		1,033		17
Standard Motor Products Inc		943		32
Starbucks Corp		15,798		1,444
Steven Madden Ltd		1,178		50


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Stitch Fix Inc, Cl A *		1,021	$	3
Strategic Education Inc		331		34
Stride Inc *		348		22
Tapestry Inc		2,803		133
Taylor Morrison Home Corp, Cl A *		12,743		792
Tempur Sealy International Inc		2,272		129
Tesla Inc *		27,064		4,758
Texas Roadhouse Inc, Cl A		889		137
Thor Industries Inc		106		12
TJX Cos Inc/The		13,629		1,382
Toll Brothers Inc		269		35
TopBuild Corp *		315		139
Topgolf Callaway Brands Corp *		2,383		39
Tractor Supply Co		2,377		622
Travel + Leisure Co		307		15
Tri Pointe Homes Inc *		3,236		125
Udemy Inc *		3,378		37
Ulta Beauty Inc *		279		146
Under Armour Inc, Cl C *		556		4
United Parks & Resorts Inc *		251		14
Upbound Group Inc, Cl A		1,764		62
Urban Outfitters Inc *		417		18
Vail Resorts Inc		46		10
Valvoline Inc *		11,216		500
VF Corp		4,023		62
Victoria's Secret & Co *		212		4
Visteon Corp *		85		10
Wayfair Inc, Cl A *		320		22
Wendy's Co/The		11,419		215
Whirlpool Corp		638		76
Williams-Sonoma Inc		160		51
Wingstop Inc		363		133
Winnebago Industries Inc		191		14
Wolverine World Wide Inc		1,511		17
Worthington Enterprises Inc		223		14
Wyndham Hotels & Resorts Inc		189		15
Yum! Brands Inc		8,356		1,159

				58,411
Consumer Staples — 5.4%
Andersons Inc/The		338		19
Archer-Daniels-Midland Co		5,103		321
B&G Foods Inc		862		10
BellRing Brands Inc *		136		8
Beyond Meat Inc *		166		1
Bunge Global SA		929		95
Calavo Growers Inc		571		16
Campbell Soup Co		10,354		460
Casey's General Stores Inc		65		21
Chefs' Warehouse Inc/The *		1,366		52
Church & Dwight Co Inc		1,025		107
Clorox Co/The		2,716		416
Coca-Cola Co/The		48,833		2,988


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Colgate-Palmolive Co		7,375	$	664
Conagra Brands Inc		3,435		102
Costco Wholesale Corp		4,066		2,979
Coty Inc, Cl A *		1,026		12
Darling Ingredients Inc *		716		33
Dollar General Corp		752		117
Dollar Tree Inc *		1,320		176
Edgewell Personal Care Co		310		12
elf Beauty Inc *		1,902		373
Energizer Holdings Inc		231		7
Estee Lauder Cos Inc/The, Cl A		2,390		368
Flowers Foods Inc		555		13
Fresh Del Monte Produce Inc		1,442		37
General Mills Inc		13,887		972
Hain Celestial Group Inc/The *		461		4
Herbalife Ltd *		1,088		11
Hershey Co/The		2,295		446
HF Foods Group Inc *		2,213		8
Hormel Foods Corp		4,797		167
Ingredion Inc		1,110		130
J M Smucker Co/The		6,494		817
Kellanova		6,713		385
Keurig Dr Pepper Inc		32,477		996
Kimberly-Clark Corp		6,484		839
Kraft Heinz Co/The		3,923		145
Kroger Co/The		15,936		910
Lamb Weston Holdings Inc		594		63
McCormick & Co Inc/MD		5,832		448
Medifast Inc		71		3
Mondelez International Inc, Cl A		17,402		1,218
Monster Beverage Corp *		889		53
National Beverage Corp *		344		16
PepsiCo Inc		21,457		3,755
PriceSmart Inc		179		15
Procter & Gamble Co/The		22,146		3,593
SpartanNash Co		1,252		25
Sprouts Farmers Market Inc *		623		40
Sysco Corp		11,594		941
Target Corp		6,577		1,166
TreeHouse Foods Inc *		237		9
Tyson Foods Inc, Cl A		1,410		83
US Foods Holding Corp *		2,211		119
Vita Coco Co Inc/The *		1,354		33
Walgreens Boots Alliance Inc		27,118		588
Walmart Inc		37,056		2,230
WK Kellogg Co		1,678		32

				29,667
Energy — 3.8%
Antero Midstream Corp		26,635		374
Antero Resources Corp *		6,426		186
APA Corp		332		11
Baker Hughes Co, Cl A		9,516		319


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Borr Drilling Ltd		11,900	$	82
Cactus Inc, Cl A		298		15
Callon Petroleum Co *		2,548		91
ChampionX Corp		383		14
Cheniere Energy Inc		6,249		1,008
Chesapeake Energy Corp		1,093		97
Civitas Resources Inc		179		14
Clean Energy Fuels Corp *		4,579		12
CNX Resources Corp *		1,745		41
ConocoPhillips		23,007		2,928
CONSOL Energy Inc		213		18
Coterra Energy Inc		19,841		553
Delek US Holdings Inc		2,494		77
Devon Energy Corp		10,747		539
DHT Holdings Inc		1,338		15
Diamondback Energy Inc		663		131
Dorian LPG Ltd		2,360		91
Dril-Quip Inc *		1,072		24
DT Midstream Inc		405		25
Encore Energy Corp *		31,435		138
Energy Fuels Inc/Canada *		11,707		74
EOG Resources Inc		12,533		1,602
EQT Corp		7,282		270
Equitrans Midstream Corp		2,185		27
Expro Group Holdings NV *		1,529		31
FLEX LNG Ltd		2,301		59
Golar LNG Ltd		3,888		94
Green Plains Inc *		2,069		48
Halliburton Co		2,905		115
Helix Energy Solutions Group Inc *		10,917		118
Helmerich & Payne Inc		4,134		174
Hess Corp		6,554		1,000
HF Sinclair Corp		1,944		117
International Seaways Inc		329		18
Kinder Morgan Inc		84,043		1,541
Kinetik Holdings Inc, Cl A		2,668		106
Kosmos Energy Ltd *		44,503		265
Magnolia Oil & Gas Corp, Cl A		1,806		47
Marathon Oil Corp		4,448		126
Murphy Oil Corp		449		21
Nabors Industries Ltd *		367		32
New Fortress Energy Inc, Cl A		2,307		71
NextDecade Corp *		10,122		58
Noble Corp PLC		1,325		64
Nordic American Tankers Ltd		3,610		14
NOV Inc		482		9
Occidental Petroleum Corp		1,754		114
ONEOK Inc		10,887		873
Overseas Shipholding Group Inc, Cl A		23,522		151
Ovintiv Inc		2,011		104
Patterson-UTI Energy Inc		4,952		59
PBF Energy Inc, Cl A		316		18


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Peabody Energy Corp		612	$	15
Pioneer Natural Resources Co		5,512		1,447
Range Resources Corp		2,839		98
RPC Inc		1,226		10
Schlumberger NV		35,254		1,932
Scorpio Tankers Inc		270		19
SM Energy Co		840		42
Southwestern Energy Co *		14,284		108
Targa Resources Corp		1,165		130
Teekay Corp *		15,129		110
Teekay Tankers Ltd, Cl A		1,755		103
Texas Pacific Land Corp		945		547
Uranium Energy Corp *		15,244		103
Valaris Ltd *		739		56
Vitesse Energy Inc		272		6
Weatherford International PLC *		1,190		137
Williams Cos Inc/The		46,253		1,802
World Kinect Corp		4,395		116

				21,004
Financials — 13.5%
Affiliated Managers Group Inc		910		152
Affirm Holdings Inc, Cl A *		2,309		86
Aflac Inc		4,907		421
AGNC Investment Corp ^‡		2,838		28
Allstate Corp/The		3,458		598
Ally Financial Inc		1,575		64
Amalgamated Financial Corp		2,110		51
American Express Co		9,360		2,131
American Financial Group Inc/OH		89		12
American International Group Inc		1,586		124
Ameriprise Financial Inc		1,250		548
AMERISAFE Inc		743		37
Annaly Capital Management Inc ^‡		655		13
Aon PLC, Cl A		3,101		1,035
Apollo Commercial Real Estate Finance Inc ^‡		2,686		30
Apollo Global Management Inc		1,165		131
Arch Capital Group Ltd *		1,254		116
Ares Management Corp, Cl A		632		84
Arthur J Gallagher & Co		416		104
Artisan Partners Asset Management Inc, Cl A		1,589		73
Associated Banc-Corp		4,274		92
Assurant Inc		87		16
Assured Guaranty Ltd		994		87
Atlantic Union Bankshares Corp		1,302		46
Axis Capital Holdings Ltd		825		54
Axos Financial Inc *		310		17
Banc of California Inc		843		13
Bank of America Corp		58,903		2,234
Bank of Hawaii Corp		1,051		66
Bank of Marin Bancorp		1,079		18


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Bank of New York Mellon Corp/The		12,656	$	729
Bank of NT Butterfield & Son Ltd/The		1,324		42
Bank OZK		366		17
BankUnited Inc		346		10
Banner Corp		851		41
Berkshire Hathaway Inc, Cl B *		18,207		7,656
Berkshire Hills Bancorp Inc		1,501		34
BlackRock Inc, Cl A		1,878		1,566
Blackstone Inc		6,935		911
Block Inc, Cl A *		1,553		131
BOK Financial Corp		568		52
Bread Financial Holdings Inc		1,335		50
Brighthouse Financial Inc *		268		14
Brown & Brown Inc		290		25
Cadence Bank		1,525		44
Capital One Financial Corp		3,914		583
Capitol Federal Financial Inc		3,529		21
Carlyle Group Inc/The		923		43
Cass Information Systems Inc		865		42
Cathay General Bancorp		1,291		49
Cboe Global Markets Inc		99		18
Central Pacific Financial Corp		1,651		33
Charles Schwab Corp/The		16,432		1,189
Chimera Investment Corp ^‡		2,402		11
Chubb Ltd		6,169		1,599
Cincinnati Financial Corp		891		111
Citigroup Inc		11,013		696
Citizens Financial Group Inc		3,587		130
City Holding Co		607		63
CME Group Inc, Cl A		4,480		965
CNA Financial Corp		253		11
Cohen & Steers Inc		764		59
Columbia Banking System Inc		1,640		32
Comerica Inc		1,232		68
Commerce Bancshares Inc/MO		1,808		96
Community Bank System Inc		710		34
ConnectOne Bancorp Inc		1,891		37
Corpay Inc *		277		85
Credit Acceptance Corp *		177		98
Cullen/Frost Bankers Inc		121		14
Dime Community Bancshares Inc		1,467		28
Discover Financial Services		9,192		1,205
Eagle Bancorp Inc		1,035		24
East West Bancorp Inc		1,710		135
eHealth Inc *		512		3
Ellington Financial Inc ^‡		2,748		32
Enterprise Financial Services Corp		1,063		43
Equitable Holdings Inc		432		16
Essent Group Ltd		970		58
Euronet Worldwide Inc *		74		8
Evercore Inc, Cl A		659		127
Everest Group Ltd		179		71


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Eversource Energy		10,983	$	656
EVERTEC Inc		1,569		63
F&G Annuities & Life Inc		2,571		104
FactSet Research Systems Inc		306		139
FB Financial Corp		1,250		47
Federal Agricultural Mortgage Corp, Cl C		119		23
Fidelity National Financial Inc		1,063		56
Fidelity National Information Services Inc		7,874		584
Fifth Third Bancorp		4,599		171
First American Financial Corp		814		50
First BanCorp/Puerto Rico		821		14
First Busey Corp		1,790		43
First Citizens BancShares Inc/NC, Cl A		75		123
First Commonwealth Financial Corp		3,365		47
First Financial Bancorp		1,921		43
First Financial Bankshares Inc		1,378		45
First Hawaiian Inc		3,126		69
First Horizon Corp		22,027		339
First Interstate BancSystem Inc, Cl A		1,171		32
First Merchants Corp		1,182		41
FirstCash Holdings Inc		612		78
Fiserv Inc *		3,118		498
FNB Corp/PA		3,907		55
Franklin Resources Inc		6,856		193
Genworth Financial Inc, Cl A *		10,439		67
German American Bancorp Inc		1,414		49
Global Payments Inc		842		113
Globe Life Inc		108		13
Goldman Sachs Group Inc/The		3,960		1,654
Goosehead Insurance Inc, Cl A *		215		14
Hancock Whitney Corp		1,142		53
Hannon Armstrong Sustainable Infrastructure Capital Inc		7,020		199
Hanover Insurance Group Inc/The		124		17
HarborOne Bancorp Inc		861		9
Hartford Financial Services Group Inc/The		1,006		104
Heartland Financial USA Inc		1,003		35
Heritage Financial Corp/WA		1,744		34
Home BancShares Inc/AR		2,523		62
HomeStreet Inc		309		5
Hope Bancorp Inc		3,233		37
Horace Mann Educators Corp		1,125		42
Houlihan Lokey Inc, Cl A		192		25
Huntington Bancshares Inc/OH		9,540		133
Independent Bank Corp		580		30
Independent Bank Group Inc		846		39
Intercontinental Exchange Inc		2,399		330
Invesco Ltd		18,276		303
Invesco Mortgage Capital Inc ^‡		323		3
Jack Henry & Associates Inc		636		111
Janus Henderson Group PLC		1,207		40
Jefferies Financial Group Inc		2,313		102


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
JPMorgan Chase & Co		27,855	$	5,579
KeyCorp		12,904		204
Kinsale Capital Group Inc		73		38
KKR & Co Inc		3,222		324
Lakeland Bancorp Inc		2,890		35
Lazard Inc, Cl A		2,316		97
Lemonade Inc *		1,665		27
LendingTree Inc *		175		7
Lincoln National Corp		3,621		116
Loews Corp		222		17
LPL Financial Holdings Inc		1,036		274
M&T Bank Corp		765		111
MarketAxess Holdings Inc		144		32
Marsh & McLennan Cos Inc		2,823		581
Mastercard Inc, Cl A		9,928		4,781
Mercury General Corp		233		12
MetLife Inc		6,576		487
MFA Financial Inc ^‡		1,584		18
MGIC Investment Corp		3,455		77
Moelis & Co, Cl A		461		26
Moody's Corp		4,549		1,788
Morgan Stanley		12,464		1,174
Morningstar Inc		67		21
Mr Cooper Group Inc *		335		26
MSCI Inc, Cl A		635		356
Nasdaq Inc		7,134		450
NBT Bancorp Inc		1,213		45
NCR Atleos Corp *		167		3
Nelnet Inc, Cl A		145		14
New York Community Bancorp Inc		951		3
New York Mortgage Trust Inc ^‡		1,944		14
NMI Holdings Inc, Cl A *		1,470		48
Northern Trust Corp		7,549		671
Northfield Bancorp Inc		2,868		28
OFG Bancorp		2,119		78
Old National Bancorp/IN		5,093		89
OneMain Holdings Inc, Cl A		258		13
Orchid Island Capital Inc, Cl A ^‡		3,472		31
Pacific Premier Bancorp Inc		3,188		77
Palomar Holdings Inc, Cl A *		145		12
Pathward Financial Inc		266		13
PayPal Holdings Inc *		16,718		1,120
PennyMac Mortgage Investment Trust ^‡		24,099		354
Pinnacle Financial Partners Inc		1,489		128
PNC Financial Services Group Inc/The		3,448		557
Popular Inc		1,507		133
PRA Group Inc *		1,320		34
Primerica Inc		323		82
Principal Financial Group Inc		662		57
ProAssurance Corp		1,351		17
PROG Holdings Inc		832		29
Progressive Corp/The		7,459		1,543


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Prosperity Bancshares Inc		1,192	$	78
Provident Financial Services Inc		1,988		29
Prudential Financial Inc		974		114
Radian Group Inc		1,924		64
Raymond James Financial Inc		1,949		250
Redwood Trust Inc ^‡		2,992		19
Regions Financial Corp		62,324		1,311
Reinsurance Group of America Inc, Cl A		578		111
RenaissanceRe Holdings Ltd		69		16
Renasant Corp		1,366		43
Rithm Capital Corp ^‡		1,403		16
RLI Corp		545		81
S&P Global Inc		5,805		2,470
Sandy Spring Bancorp Inc		1,350		31
Seacoast Banking Corp of Florida		1,616		41
ServisFirst Bancshares Inc		187		12
SLM Corp		8,316		181
SouthState Corp		216		18
Starwood Property Trust Inc ^‡		2,000		41
State Street Corp		9,970		771
Stifel Financial Corp		245		19
Synchrony Financial		4,720		204
Synovus Financial Corp		1,267		51
T Rowe Price Group Inc		2,711		331
Texas Capital Bancshares Inc *		822		51
TFS Financial Corp		573		7
TPG RE Finance Trust Inc ^‡		2,439		19
Travelers Cos Inc/The		4,033		928
TriCo Bancshares		1,219		45
Triumph Financial Inc *		822		65
Truist Financial Corp		14,236		555
Trustmark Corp		1,410		40
Two Harbors Investment Corp ^‡		1,597		21
UMB Financial Corp		715		62
Univest Financial Corp		1,820		38
Unum Group		1,638		88
Upstart Holdings Inc *		1,290		35
US Bancorp		4,637		207
Valley National Bancorp		4,269		34
Veritex Holdings Inc		348		7
Virtu Financial Inc, Cl A		3,026		62
Visa Inc, Cl A		21,036		5,871
W R Berkley Corp		247		22
Walker & Dunlop Inc		749		76
Washington Trust Bancorp Inc		924		25
Webster Financial Corp		2,008		102
Wells Fargo & Co		29,959		1,736
Westamerica BanCorp		731		36
Western Alliance Bancorp		1,801		116
Western Union Co/The		425		6
WEX Inc *		55		13
Willis Towers Watson PLC		907		249


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Wintrust Financial Corp		708	$	74
XP Inc, Cl A		3,989		102
Zions Bancorp NA		1,771		77

				73,698
Health Care — 12.3%
Abbott Laboratories		25,893		2,943
AbbVie Inc		21,793		3,969
Acadia Healthcare Co Inc *		220		17
Accolade Inc *		956		10
AdaptHealth Corp, Cl A *		2,632		30
Adaptive Biotechnologies Corp *		1,704		5
Addus HomeCare Corp *		495		51
Agilent Technologies Inc		765		111
Agiliti Inc *		16,779		170
Agios Pharmaceuticals Inc *		1,062		31
Akero Therapeutics Inc *		913		23
Alector Inc *		2,628		16
Align Technology Inc *		311		102
Allogene Therapeutics Inc *		1,838		8
Alnylam Pharmaceuticals Inc *		562		84
Amedisys Inc *		56		5
Amgen Inc		7,026		1,998
Amicus Therapeutics Inc *		5,193		61
AMN Healthcare Services Inc *		832		52
AnaptysBio Inc *		1,908		43
Anika Therapeutics Inc *		920		23
Arcturus Therapeutics Holdings Inc *		483		16
Arrowhead Pharmaceuticals Inc *		251		7
Arvinas Inc *		1,298		54
Astrana Health Inc *		344		14
AtriCure Inc *		1,029		31
Atrion Corp		71		33
Avanos Medical Inc *		301		6
Avantor Inc *		1,656		42
Avidity Biosciences Inc *		2,388		61
Avista Public Acquisition Corp II, Cl W *		2,263		12
Axonics Inc *		351		24
Azenta Inc *		207		12
Baxter International Inc		12,373		529
Becton Dickinson & Co		1,013		251
BioCryst Pharmaceuticals Inc *		1,030		5
Biogen Inc *		2,874		620
Biohaven Ltd *		45		2
BioLife Solutions Inc *		2,163		40
BioMarin Pharmaceutical Inc *		1,042		91
Bio-Rad Laboratories Inc, Cl A *		32		11
Bio-Techne Corp		212		15
Boston Scientific Corp *		16,399		1,123
Bridgebio Pharma Inc *		241		7
Bristol-Myers Squibb Co		16,218		880
Brookdale Senior Living Inc *		7,397		49
Cardinal Health Inc		1,413		158


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
CareDx Inc *		6,310	$	67
Cassava Sciences Inc *		614		12
Castle Biosciences Inc *		730		16
Catalent Inc *		949		54
Catalyst Pharmaceuticals Inc *		6,810		109
Cencora Inc, Cl A		589		143
Centene Corp *		4,805		377
Charles River Laboratories International Inc *		77		21
Cigna Group/The		6,030		2,190
Collegium Pharmaceutical Inc *		2,915		113
Cooper Cos Inc/The		944		96
Corcept Therapeutics Inc *		3,878		98
CorVel Corp *		125		33
Crinetics Pharmaceuticals Inc *		2,310		108
CryoPort Inc *		871		15
CVS Health Corp		7,398		590
Cytokinetics Inc *		1,159		81
Danaher Corp		7,586		1,894
DaVita Inc *		160		22
Deciphera Pharmaceuticals Inc *		716		11
Denali Therapeutics Inc *		2,631		54
DENTSPLY SIRONA Inc		3,113		103
Dexcom Inc *		3,388		470
Eagle Pharmaceuticals Inc/DE *		1,045		5
Editas Medicine Inc, Cl A *		1,596		12
Edwards Lifesciences Corp *		8,484		811
Elanco Animal Health Inc *		398		6
Elevance Health Inc		4,863		2,522
Eli Lilly & Co		10,468		8,144
Embecta Corp		887		12
Emergent BioSolutions Inc *		950		2
Enanta Pharmaceuticals Inc *		785		14
Encompass Health Corp		164		14
Enhabit Inc *		82		1
Enovis Corp *		485		30
Envista Holdings Corp *		317		7
Exact Sciences Corp *		930		64
Exelixis Inc *		4,344		103
Fate Therapeutics Inc *		3,277		24
Fortrea Holdings Inc *		515		21
Fulgent Genetics Inc *		853		19
GE HealthCare Technologies Inc		153		14
Gilead Sciences Inc		14,228		1,042
Glaukos Corp *		167		16
Globus Medical Inc, Cl A *		179		10
Haemonetics Corp *		195		17
Halozyme Therapeutics Inc *		2,641		107
HCA Healthcare Inc		2,314		772
Health Catalyst Inc *		1,594		12
HealthEquity Inc *		673		55
Henry Schein Inc *		2,612		197


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Hologic Inc *		927	$	72
Humana Inc		242		84
Ideaya Biosciences Inc *		4,068		179
IDEXX Laboratories Inc *		707		382
IGM Biosciences Inc *		1,084		10
Illumina Inc *		3,200		439
Inari Medical Inc *		419		20
Incyte Corp *		1,063		61
Innoviva Inc *		3,557		54
Inogen Inc *		706		6
Insmed Inc *		2,129		58
Insulet Corp *		65		11
Integer Holdings Corp *		625		73
Integra LifeSciences Holdings Corp *		188		7
Intellia Therapeutics Inc *		1,231		34
Intuitive Surgical Inc *		4,209		1,680
Ionis Pharmaceuticals Inc *		782		34
Iovance Biotherapeutics Inc *		1,433		21
IQVIA Holdings Inc *		491		124
iRhythm Technologies Inc *		210		24
Ironwood Pharmaceuticals Inc, Cl A *		3,844		33
Johnson & Johnson		32,711		5,175
Kiniksa Pharmaceuticals Ltd, Cl A *		801		16
Kodiak Sciences Inc *		1,218		6
Krystal Biotech Inc *		823		146
Kura Oncology Inc *		3,438		73
Laboratory Corp of America Holdings		515		113
Lantheus Holdings Inc *		2,408		150
Ligand Pharmaceuticals Inc *		462		34
LivaNova PLC *		657		37
MacroGenics Inc *		1,782		26
Madrigal Pharmaceuticals Inc *		531		142
McKesson Corp		443		238
MeiraGTx Holdings plc *		4,240		26
Merck & Co Inc		36,210		4,778
Mettler-Toledo International Inc *		404		538
Moderna Inc *		4,368		465
Mural Oncology PLC *		243		1
Myriad Genetics Inc *		1,860		40
National Research Corp		779		31
Neogen Corp *		300		5
Neurocrine Biosciences Inc *		717		99
Nevro Corp *		83		1
Novavax Inc *		816		4
Novocure Ltd *		905		14
Omnicell Inc *		466		14
Option Care Health Inc *		648		22
OraSure Technologies Inc *		6,042		37
Organon & Co		649		12
Pediatrix Medical Group Inc *		417		4
Pennant Group Inc/The *		1,609		32
Penumbra Inc *		72		16


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Pfizer Inc		71,397	$	1,981
Phreesia Inc *		361		9
PMV Pharmaceuticals Inc *		12,323		21
Premier Inc, Cl A		2,266		50
Protagonist Therapeutics Inc *		1,083		31
PTC Therapeutics Inc *		1,021		30
QIAGEN NV		2,267		97
Quest Diagnostics Inc		865		115
Recursion Pharmaceuticals Inc, Cl A *		11,559		115
Regeneron Pharmaceuticals Inc *		1,105		1,064
REGENXBIO Inc *		456		10
Relay Therapeutics Inc *		11,508		96
Repay Holdings Corp, Cl A *		7,436		82
Repligen Corp *		553		102
ResMed Inc		1,284		254
Revance Therapeutics Inc *		3,056		15
Revvity Inc		120		13
Rocket Pharmaceuticals Inc *		932		25
Sage Therapeutics Inc *		516		10
Sarepta Therapeutics Inc *		87		11
Shockwave Medical Inc *		49		16
Simulations Plus Inc		1,477		61
STAAR Surgical Co *		2,233		85
Stryker Corp		2,409		862
Supernus Pharmaceuticals Inc *		2,174		74
Surmodics Inc *		1,169		34
Tactile Systems Technology Inc *		728		12
Tandem Diabetes Care Inc *		144		5
Teleflex Inc		486		110
Theravance Biopharma Inc *		2,200		20
Thermo Fisher Scientific Inc		4,827		2,806
Travere Therapeutics Inc *		3,434		26
Twist Bioscience Corp *		606		21
Ultragenyx Pharmaceutical Inc *		1,143		53
United Therapeutics Corp *		559		128
UnitedHealth Group Inc		9,687		4,792
Universal Health Services Inc, Cl B		80		15
US Physical Therapy Inc		428		48
Utah Medical Products Inc		515		37
Varex Imaging Corp *		1,631		30
Vaxcyte Inc *		1,042		71
Veeva Systems Inc, Cl A *		1,157		268
Vericel Corp *		1,218		63
Vertex Pharmaceuticals Inc *		3,305		1,382
Viatris Inc, Cl W		1,277		15
Waters Corp *		395		136
West Pharmaceutical Services Inc		250		99
Xencor Inc *		1,686		37
Y-mAbs Therapeutics Inc *		3,117		51
Zentalis Pharmaceuticals Inc *		497		8
Zimmer Biomet Holdings Inc		3,501		462
Zimvie Inc *		350		6


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Zoetis Inc, Cl A		6,022	$	1,019

				67,259
Industrials — 9.3%
3M Co		10,841		1,150
A O Smith Corp		1,708		153
AAON Inc		288		25
ABM Industries Inc		3,427		153
ACCO Brands Corp		5,214		29
Acuity Brands Inc		84		23
AerSale Corp *		29,478		212
AGCO Corp		149		18
Air Lease Corp, Cl A		1,053		54
Alamo Group Inc		86		20
Alaska Air Group Inc *		4,763		205
Albany International Corp, Cl A		8,103		758
Allegion PLC		855		115
Allison Transmission Holdings Inc		1,870		152
American Airlines Group Inc *		405		6
American Woodmark Corp *		461		47
AMETEK Inc		794		145
Amprius Technologies Inc *		12,555		33
Apogee Enterprises Inc		1,229		73
Applied Industrial Technologies Inc		745		147
ArcBest Corp		336		48
Archer Aviation Inc, Cl A *		100,684		465
Arcosa Inc		1,128		97
Argan Inc		1,315		66
Armstrong World Industries Inc		161		20
Array Technologies Inc *		7,510		112
ASGN Inc *		146		15
Astec Industries Inc		204		9
Astronics Corp *		3,653		70
Atkore Inc		453		86
Automatic Data Processing Inc		8,872		2,216
Avis Budget Group Inc		445		55
Axon Enterprise Inc *		790		247
AZZ Inc		1,071		83
Barnes Group Inc		807		30
Blink Charging Co *		1,491		5
Bloom Energy Corp, Cl A *		4,597		52
Brink's Co/The		540		50
Broadridge Financial Solutions Inc		720		148
Cadre Holdings Inc		1,351		49
Carlisle Cos Inc		311		122
Carrier Global Corp		6,184		359
CBIZ Inc *		1,805		142
CH Robinson Worldwide Inc		148		11
Chart Industries Inc *		576		95
Cintas Corp		1,907		1,310
Clarivate PLC *		11,944		89
Clean Harbors Inc *		137		28
CNH Industrial NV		7,547		98


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Comfort Systems USA Inc		988	$	314
Concentrix Corp		387		26
Construction Partners Inc, Cl A *		391		22
Copart Inc *		5,136		297
Crane Co		135		18
CSG Systems International Inc		965		50
CSW Industrials Inc		116		27
CSX Corp		29,082		1,078
Cummins Inc		3,179		937
Custom Truck One Source Inc *		15,463		90
Dayforce Inc *		792		52
Deere & Co		4,735		1,945
Delta Air Lines Inc		23,599		1,130
Deluxe Corp		981		20
Distribution Solutions Group Inc *		3,044		108
DNOW Inc *		4,359		66
Donaldson Co Inc		202		15
Dover Corp		383		68
Dycom Industries Inc *		1,064		153
Eaton Corp PLC		8,436		2,638
EMCOR Group Inc		565		198
Emerson Electric Co		1,464		166
Enerpac Tool Group Corp, Cl A		2,369		84
EnerSys		664		63
Enovix Corp *		4,020		32
Enpro Inc		738		125
Enviri Corp *		7,225		66
Equifax Inc		64		17
Esab Corp		485		54
ESCO Technologies Inc		568		61
Eve Holding Inc *		59,391		321
ExlService Holdings Inc *		680		22
Expeditors International of Washington Inc		1,163		141
Exponent Inc		135		11
Fastenal Co		242		19
Federal Signal Corp		1,560		132
FedEx Corp		603		175
Ferguson PLC		582		127
Flowserve Corp		239		11
Forrester Research Inc *		1,169		25
Fortune Brands Innovations Inc		174		15
Forward Air Corp		144		4
Franklin Electric Co Inc		180		19
FTI Consulting Inc *		443		93
Generac Holdings Inc *		203		26
General Electric Co		8,110		1,424
Genpact Ltd		5,562		183
Gibraltar Industries Inc *		164		13
Graco Inc		223		21
Granite Construction Inc		1,780		102
Great Lakes Dredge & Dock Corp *		4,289		38
Greenbrier Cos Inc/The		1,583		82


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
GXO Logistics Inc *		1,041	$	56
Healthcare Services Group Inc *		422		5
Helios Technologies Inc		1,091		49
Herc Holdings Inc		1,012		170
Hexcel Corp		15,837		1,154
Hillenbrand Inc		300		15
HireRight Holdings Corp *		4,409		63
HNI Corp		1,910		86
Howmet Aerospace Inc		8,758		599
Hubbell Inc, Cl B		78		32
ICF International Inc		545		82
IDEX Corp		68		17
Illinois Tool Works Inc		7,609		2,042
Ingersoll Rand Inc		2,900		275
Insperity Inc		592		65
Interface Inc, Cl A		18,735		315
ITT Inc		918		125
JB Hunt Transport Services Inc		437		87
JetBlue Airways Corp *		837		6
Joby Aviation Inc *		15,834		85
John Bean Technologies Corp		439		46
Kadant Inc		65		21
Kelly Services Inc, Cl A		2,214		55
Kennametal Inc		1,343		34
Kforce Inc		444		31
Kirby Corp *		1,032		98
Knight-Swift Transportation Holdings Inc, Cl A		1,357		75
Korn Ferry		1,193		78
Landstar System Inc		83		16
LanzaTech Global Inc *		30,948		96
Lennox International Inc		44		22
Lincoln Electric Holdings Inc		1,027		262
Lindsay Corp		91		11
Liquidity Services Inc *		2,249		42
Luxfer Holdings PLC		3,194		33
Lyft Inc, Cl A *		7,511		145
ManpowerGroup Inc		3,586		278
Marten Transport Ltd		592		11
Masco Corp		245		19
Masterbrand Inc *		174		3
Matson Inc		1,273		143
Maximus Inc		682		57
McGrath RentCorp		666		82
MDU Resources Group Inc		386		10
Middleby Corp/The *		103		17
MillerKnoll Inc		2,900		72
MRC Global Inc *		3,597		45
MSC Industrial Direct Co Inc, Cl A		1,115		108
Nordson Corp		600		165
Norfolk Southern Corp		2,628		670
NuScale Power Corp *		33,427		178


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
NV5 Global Inc *		202	$	20
Old Dominion Freight Line Inc		84		18
Omega Flex Inc		70		5
OPENLANE Inc *		2,303		40
Oshkosh Corp		2,762		344
Otis Worldwide Corp		2,457		244
Owens Corning		4,958		827
PACCAR Inc		2,950		365
Parker-Hannifin Corp		385		214
Paychex Inc		2,612		321
Paycom Software Inc		194		39
Paylocity Holding Corp *		417		72
Pentair PLC		245		21
Pitney Bowes Inc		11,792		51
Planet Labs PBC *		11,494		29
Plug Power Inc *		4,368		15
Primoris Services Corp		1,960		83
Proto Labs Inc *		91		3
Quanta Services Inc		545		142
RB Global Inc		132		10
RBC Bearings Inc *		64		17
Redwire Corp *		40,312		177
Regal Rexnord Corp		1,068		192
Republic Services Inc, Cl A		969		186
Resideo Technologies Inc *		448		10
Resources Connection Inc		7,466		98
Robert Half Inc		806		64
Rocket Lab USA Inc *		87,494		360
Rockwell Automation Inc		1,620		472
Rollins Inc		3,532		163
RXO Inc *		1,041		23
Ryder System Inc		1,425		171
Saia Inc *		96		56
Schneider National Inc, Cl B		521		12
Shyft Group Inc/The		429		5
Simpson Manufacturing Co Inc		643		132
SiteOne Landscape Supply Inc *		361		63
Snap-on Inc		318		94
Southwest Airlines Co		322		9
SP Plus Corp *		1,169		61
Spirit AeroSystems Holdings Inc, Cl A *		36,043		1,300
Spirit Airlines Inc		1,221		6
SPX Technologies Inc *		999		123
Standex International Corp		622		113
Stanley Black & Decker Inc		1,349		132
Steelcase Inc, Cl A		2,620		34
Stem Inc *		5,869		13
Stericycle Inc *		179		9
Sunrun Inc *		1,979		26
Tennant Co		639		78
Terex Corp		341		22
Tetra Tech Inc		564		104


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Timken Co/The		204	$	18
Toro Co/The		1,175		108
TPI Composites Inc *		472		1
TransUnion		135		11
Trex Co Inc *		1,134		113
TriNet Group Inc		877		116
Trinity Industries Inc		511		14
TrueBlue Inc *		6,393		80
TTEC Holdings Inc		202		2
Uber Technologies Inc *		14,340		1,104
UFP Industries Inc		196		24
U-Haul Holding Co *		28		2
U-Haul Holding Co, Cl B		252		17
UniFirst Corp/MA		235		41
Union Pacific Corp		7,120		1,751
United Airlines Holdings Inc *		289		14
United Parcel Service Inc, Cl B		8,300		1,234
United Rentals Inc		1,692		1,220
Upwork Inc *		3,753		46
Valmont Industries Inc		76		17
Veralto Corp		1,397		124
Verisk Analytics Inc, Cl A		1,729		408
Vertiv Holdings Co, Cl A		1,876		153
Vestis Corp		130		3
Virgin Galactic Holdings Inc *		112,574		167
Wabash National Corp		3,217		96
Waste Management Inc		6,467		1,378
Watsco Inc		52		22
Watts Water Technologies Inc, Cl A		507		108
WESCO International Inc		3,661		627
Westinghouse Air Brake Technologies Corp		465		68
WillScot Mobile Mini Holdings Corp, Cl A *		590		27
WW Grainger Inc		1,682		1,711
Xylem Inc/NY		12,056		1,558
Zurn Elkay Water Solutions Corp		1,629		55

				50,496
Information Technology — 28.2%
8x8 Inc *		2,725		7
Accenture PLC, Cl A		9,741		3,376
ACI Worldwide Inc *		1,373		46
Adeia Inc		2,351		26
Adobe Inc *		6,788		3,425
ADTRAN Holdings Inc		979		5
Advanced Energy Industries Inc		725		74
Advanced Micro Devices Inc *		18,853		3,403
Agilysys Inc *		323		27
Akamai Technologies Inc *		7,949		865
Alarm.com Holdings Inc *		1,192		86
Altair Engineering Inc, Cl A *		269		23
Ambarella Inc *		160		8
Amdocs Ltd		3,632		328
Amkor Technology Inc		3,864		125


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Amphenol Corp, Cl A		4,648	$	536
Analog Devices Inc		2,988		591
ANSYS Inc *		683		237
Appian Corp, Cl A *		1,246		50
Apple Inc		154,798		26,545
Applied Materials Inc		12,856		2,651
Arista Networks Inc *		3,072		891
Arlo Technologies Inc *		7,542		95
Arrow Electronics Inc *		1,639		212
Asana Inc, Cl A *		3,091		48
Aspen Technology Inc *		173		37
Atlassian Corp, Cl A *		76		15
Autodesk Inc *		3,559		927
Avnet Inc		325		16
Axcelis Technologies Inc *		1,474		164
Badger Meter Inc		775		125
Belden Inc		155		14
Benchmark Electronics Inc		1,447		43
Bentley Systems Inc, Cl B		1,422		74
BigCommerce Holdings Inc *		3,803		26
BILL Holdings Inc *		185		13
Blackbaud Inc *		629		47
Blackline Inc *		185		12
Box Inc, Cl A *		539		15
Broadcom Inc		5,201		6,893
Cadence Design Systems Inc *		2,312		720
CDW Corp/DE		806		206
Cerence Inc *		493		8
Ciena Corp *		1,223		61
Cirrus Logic Inc *		640		59
Cisco Systems Inc		62,767		3,133
Cloudflare Inc, Cl A *		1,522		147
Cognex Corp		203		9
Cognizant Technology Solutions Corp, Cl A		8,315		609
Coherent Corp *		265		16
CommScope Holding Co Inc *		7,086		9
CommVault Systems Inc *		219		22
Consensus Cloud Solutions Inc *		180		3
Corning Inc		6,104		201
Crane NXT Co		135		8
Crowdstrike Holdings Inc, Cl A *		741		238
CTS Corp		301		14
Datadog Inc, Cl A *		1,589		196
Digital Turbine Inc *		4,674		12
DocuSign Inc, Cl A *		1,618		96
Dolby Laboratories Inc, Cl A		731		61
Domo Inc, Cl B *		297		3
Dropbox Inc, Cl A *		2,914		71
Dynatrace Inc *		465		22
E2open Parent Holdings Inc *		20,021		89
Elastic NV *		183		18
Enphase Energy Inc *		60		7


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Envestnet Inc *		717	$	42
Extreme Networks Inc *		4,187		48
F5 Inc *		578		110
Fair Isaac Corp *		16		20
Fastly Inc, Cl A *		905		12
First Solar Inc *		2,469		417
Five9 Inc *		93		6
FormFactor Inc *		353		16
Fortinet Inc *		1,490		102
Gartner Inc *		326		155
Gen Digital Inc		4,737		106
GLOBALFOUNDRIES Inc *		1,732		90
Globant SA *		271		55
GoDaddy Inc, Cl A *		1,102		131
Guidewire Software Inc *		109		13
Hackett Group Inc/The		3,129		76
HubSpot Inc *		322		202
Infinera Corp *		6,579		40
Insight Enterprises Inc *		132		25
Intel Corp		51,878		2,291
InterDigital Inc		917		98
International Business Machines Corp		13,123		2,506
Intuit Inc		3,714		2,414
IPG Photonics Corp *		558		51
Itron Inc *		588		54
Jabil Inc		1,012		136
Juniper Networks Inc		7,826		290
Keysight Technologies Inc *		8,514		1,331
Kimball Electronics Inc *		2,142		46
KLA Corp		1,803		1,260
Knowles Corp *		2,314		37
Kulicke & Soffa Industries Inc		764		38
Kyndryl Holdings Inc *		2,624		57
Lam Research Corp		2,119		2,059
Lattice Semiconductor Corp *		369		29
Littelfuse Inc		60		15
Lumentum Holdings Inc *		660		31
Manhattan Associates Inc *		522		131
Marathon Digital Holdings Inc *		3,468		78
Marvell Technology Inc		7,143		506
Matterport Inc *		11,962		27
Microchip Technology Inc		1,268		114
Micron Technology Inc		11,221		1,323
Microsoft Corp		81,866		34,443
MicroStrategy Inc, Cl A *		69		118
MicroVision Inc *		2,858		5
MKS Instruments Inc		103		14
MongoDB Inc, Cl A *		574		206
Monolithic Power Systems Inc		64		43
N-able Inc *		317		4
NCR Voyix Corp *		334		4
NetApp Inc		2,936		308


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
NetScout Systems Inc *		2,073	$	45
Novanta Inc *		98		17
Nutanix Inc, Cl A *		359		22
NVIDIA Corp		26,561		23,999
Okta Inc, Cl A *		812		85
ON Semiconductor Corp *		1,757		129
Oracle Corp		24,339		3,057
OSI Systems Inc *		497		71
PagerDuty Inc *		1,821		41
Palantir Technologies Inc, Cl A *		4,251		98
Palo Alto Networks Inc *		2,616		743
Pegasystems Inc		150		10
Perficient Inc *		181		10
Plexus Corp *		589		56
Power Integrations Inc		196		14
Procore Technologies Inc *		1,013		83
Progress Software Corp		1,206		64
PROS Holdings Inc *		818		30
PTC Inc *		677		128
Pure Storage Inc, Cl A *		685		36
Qorvo Inc *		100		12
QUALCOMM Inc		14,569		2,467
Qualys Inc *		591		99
Rambus Inc *		3,633		225
Rapid7 Inc *		393		19
RingCentral Inc, Cl A *		699		24
Riot Platforms Inc *		3,379		41
Rogers Corp *		392		47
Roper Technologies Inc		289		162
Salesforce Inc		14,041		4,229
Sanmina Corp *		189		12
ScanSource Inc *		1,292		57
Semtech Corp *		1,000		28
ServiceNow Inc *		2,243		1,710
Silicon Laboratories Inc *		437		63
Skyworks Solutions Inc		308		33
Smartsheet Inc, Cl A *		266		10
Snowflake Inc, Cl A *		3,330		538
SolarWinds Corp *		317		4
SPS Commerce Inc *		152		28
Super Micro Computer Inc *		122		123
Synaptics Inc *		142		14
Synopsys Inc *		1,235		706
TD SYNNEX Corp		387		44
Teledyne Technologies Inc *		31		13
Teradata Corp *		2,108		82
Teradyne Inc		3,500		395
Texas Instruments Inc		9,105		1,586
Trimble Inc *		2,035		131
TTM Technologies Inc *		3,386		53
Tucows Inc, Cl A *		170		3
Turtle Beach Corp *		10,192		176


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Twilio Inc, Cl A *		1,420	$	87
Tyler Technologies Inc *		393		167
Ubiquiti Inc		48		6
UiPath Inc, Cl A *		4,174		95
Unisys Corp *		689		3
Unity Software Inc *		2,638		70
Universal Display Corp		2,553		430
Varonis Systems Inc, Cl B *		327		15
Verint Systems Inc *		947		31
VeriSign Inc *		802		152
ViaSat Inc *		693		13
Viavi Solutions Inc *		3,355		31
Western Digital Corp *		2,423		165
Wolfspeed Inc *		248		7
Workday Inc, Cl A *		2,079		567
Workiva Inc, Cl A *		1,224		104
Xerox Holdings Corp		4,697		84
Xperi Inc *		940		11
Zebra Technologies Corp, Cl A *		438		132
Zoom Video Communications Inc, Cl A *		2,001		131
Zscaler Inc *		491		95

				154,140
Materials — 2.3%
AdvanSix Inc		1,143		33
Air Products and Chemicals Inc		4,688		1,136
Albemarle Corp		752		99
Alcoa Corp		5,657		191
Amcor PLC		4,821		46
AptarGroup Inc		1,944		280
Arcadium Lithium PLC *		13,971		60
Arch Resources Inc		94		15
Ashland Inc		152		15
ATI Inc *		2,362		121
Avery Dennison Corp		88		20
Avient Corp		1,216		53
Axalta Coating Systems Ltd *		3,085		106
Balchem Corp		107		17
Ball Corp		15,648		1,054
Berry Global Group Inc		3,314		200
Cabot Corp		238		22
Carpenter Technology Corp		1,006		72
Celanese Corp, Cl A		93		16
CF Industries Holdings Inc		1,865		155
Chemours Co/The		2,832		74
Cleveland-Cliffs Inc *		6,197		141
Coeur Mining Inc *		6,945		26
Commercial Metals Co		1,211		71
Compass Minerals International Inc		851		13
Constellium SE, Cl A *		4,520		100
Corteva Inc		885		51
Crown Holdings Inc		6,925		549
Dow Inc		6,392		370


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
DuPont de Nemours Inc		1,359	$	104
Eagle Materials Inc		126		34
Eastman Chemical Co		9,101		912
Ecolab Inc		2,293		529
FMC Corp		2,400		153
Freeport-McMoRan Inc		27,003		1,270
Graphic Packaging Holding Co		681		20
Greif Inc, Cl A		1,122		77
HB Fuller Co		158		13
Huntsman Corp		475		12
Ingevity Corp *		563		27
Innospec Inc		499		64
International Flavors & Fragrances Inc		2,307		198
International Paper Co		360		14
Knife River Corp *		96		8
Louisiana-Pacific Corp		1,740		146
LyondellBasell Industries NV, Cl A		2,182		223
Martin Marietta Materials Inc		397		244
Minerals Technologies Inc		182		14
Mosaic Co/The		3,590		117
Newmont Corp		21,956		787
Novagold Resources Inc *		1,266		4
Nucor Corp		1,828		362
Packaging Corp of America		101		19
PPG Industries Inc		2,274		330
Quaker Chemical Corp		55		11
Radius Recycling Inc, Cl A		1,418		30
Reliance Inc		412		138
Royal Gold Inc		512		62
Scotts Miracle-Gro Co/The		163		12
Sealed Air Corp		293		11
Sensient Technologies Corp		161		11
Sherwin-Williams Co/The		1,073		373
Sonoco Products Co		185		11
Southern Copper Corp		272		29
Steel Dynamics Inc		2,648		393
Stepan Co		138		12
Summit Materials Inc, Cl A *		447		20
Sylvamo Corp		32		2
TriMas Corp		1,583		42
Trinseo PLC		1,345		5
Tronox Holdings PLC		4,385		76
United States Lime & Minerals Inc		98		29
United States Steel Corp		3,709		151
Vulcan Materials Co		665		181
Warrior Met Coal Inc		969		59
Westlake Corp		137		21
Westrock Co		336		17
Worthington Steel Inc		223		8

				12,491
Real Estate — 2.7%
Acadia Realty Trust ^‡		1,946		33


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Agree Realty Corp ^‡		736	$	42
Alexander & Baldwin Inc ^‡		2,342		39
Alexandria Real Estate Equities Inc ^‡		846		109
American Homes 4 Rent, Cl A ^‡		375		14
American Tower Corp, Cl A ^‡		5,189		1,025
Anywhere Real Estate Inc *		4,621		29
Apartment Income REIT Corp ^‡		304		10
Apartment Investment and Management Co, Cl A *^‡		1,711		14
Apple Hospitality REIT Inc ^‡		718		12
AvalonBay Communities Inc ^‡		3,261		605
Boston Properties Inc ^‡		1,468		96
Brandywine Realty Trust ^‡		14,492		70
Brixmor Property Group Inc ^‡		4,703		110
Camden Property Trust ^‡		125		12
CareTrust REIT Inc ^‡		2,438		59
CBRE Group Inc, Cl A *		13,376		1,301
Community Healthcare Trust Inc ^‡		1,136		30
COPT Defense Properties ^‡		3,986		96
CoStar Group Inc *		1,202		116
Cousins Properties Inc ^‡		289		7
Crown Castle Inc ^‡		4,174		442
CubeSmart ^‡		377		17
DiamondRock Hospitality Co ^‡		4,575		44
Digital Realty Trust Inc ^‡		2,674		385
Douglas Emmett Inc ^‡		448		6
EastGroup Properties Inc ^‡		306		55
Elme Communities ^‡		1,705		24
Empire State Realty Trust Inc, Cl A ^‡		5,592		57
EPR Properties ^‡		735		31
Equinix Inc ^‡		1,035		854
Equity Commonwealth *^‡		846		16
Equity LifeStyle Properties Inc ^‡		167		11
Equity Residential ^‡		3,485		220
Essential Properties Realty Trust Inc ^‡		2,028		54
Essex Property Trust Inc ^‡		454		111
Extra Space Storage Inc ^‡		959		141
Federal Realty Investment Trust ^‡		114		12
First Industrial Realty Trust Inc ^‡		263		14
Four Corners Property Trust Inc ^‡		1,848		45
Gaming and Leisure Properties Inc ^‡		283		13
Healthcare Realty Trust Inc, Cl A ^‡		392		6
Healthpeak Properties Inc ^‡		11,240		211
Highwoods Properties Inc ^‡		247		7
Host Hotels & Resorts Inc ^‡		5,040		104
Howard Hughes Holdings Inc *		795		58
Hudson Pacific Properties Inc ^‡		2,475		16
Innovative Industrial Properties Inc, Cl A ^‡		59		6
Invitation Homes Inc ^‡		1,509		54
Iron Mountain Inc ^‡		1,626		130
JBG SMITH Properties ^‡		2,065		33
Jones Lang LaSalle Inc *		1,270		248


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Kilroy Realty Corp ^‡		2,593	$	94
Kimco Realty Corp ^‡		7,790		153
Kite Realty Group Trust ^‡		3,286		71
Lamar Advertising Co, Cl A ^‡		1,059		126
LTC Properties Inc ^‡		1,142		37
LXP Industrial Trust ^‡		966		9
Macerich Co/The ^‡		5,508		95
Marcus & Millichap Inc		1,380		47
Medical Properties Trust Inc ^‡		2,513		12
Mid-America Apartment Communities Inc ^‡		318		42
NET Lease Office Properties ^‡		10		—
Newmark Group Inc, Cl A		3,753		42
Office Properties Income Trust ^‡		1,618		3
Omega Healthcare Investors Inc ^‡		1,229		39
Orion Office REIT Inc ^‡		124		—
Outfront Media Inc ^‡		1,951		33
Paramount Group Inc ^‡		5,922		28
Park Hotels & Resorts Inc ^‡		1,996		35
Pebblebrook Hotel Trust ^‡		1,899		29
Piedmont Office Realty Trust Inc, Cl A ^‡		2,333		16
PotlatchDeltic Corp ^‡		231		11
Prologis Inc ^‡		18,520		2,412
Public Storage ^‡		1,303		378
Rayonier Inc ^‡		1,593		53
RE/MAX Holdings Inc, Cl A		1,292		11
Realty Income Corp ^‡		2,112		114
Redfin Corp *		458		3
Regency Centers Corp ^‡		18,570		1,125
Rexford Industrial Realty Inc ^‡		241		12
RLJ Lodging Trust ^‡		2,849		34
RMR Group Inc/The, Cl A		1,095		26
Ryman Hospitality Properties Inc ^‡		577		67
Safehold Inc ^‡		968		20
SBA Communications Corp, Cl A ^‡		684		148
Service Properties Trust ^‡		483		3
Simon Property Group Inc ^‡		698		109
SITE Centers Corp ^‡		3,734		55
SL Green Realty Corp ^‡		2,468		136
St Joe Co/The		460		27
STAG Industrial Inc ^‡		359		14
Star Holdings *^‡		480		6
Summit Hotel Properties Inc ^‡		4,173		27
Sun Communities Inc ^‡		272		35
Tanger Inc ^‡		647		19
UDR Inc ^‡		250		9
Uniti Group Inc ^‡		1,247		7
Urban Edge Properties ^‡		2,679		46
Ventas Inc ^‡		3,279		143
VICI Properties Inc, Cl A ^‡		3,317		99
Vornado Realty Trust ^‡		2,903		84
Welltower Inc ^‡		4,270		399
Weyerhaeuser Co ^‡		17,005		611


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
WP Carey Inc ^‡		149	$	8
Xenia Hotels & Resorts Inc ^‡		2,347		35
Zillow Group Inc, Cl C *		1,112		54

				14,505
Utilities — 1.6%
AES Corp/The		5,282		95
ALLETE Inc		620		37
Alliant Energy Corp		213		11
Ameren Corp		141		10
American Electric Power Co Inc		5,930		511
American States Water Co		580		42
American Water Works Co Inc		2,717		332
Atmos Energy Corp		461		55
Avangrid Inc		1,720		63
Brookfield Infrastructure Corp, Cl A		1,827		66
CenterPoint Energy Inc		434		12
Clearway Energy Inc, Cl A		1,758		38
Clearway Energy Inc, Cl C		456		10
CMS Energy Corp		20,708		1,249
Consolidated Edison Inc		1,130		103
Constellation Energy Corp		631		117
Dominion Energy Inc		2,121		104
DTE Energy Co		876		98
Duke Energy Corp		11,833		1,144
Edison International		3,288		232
Entergy Corp		2,276		240
Essential Utilities Inc		331		12
Evergy Inc		180		10
Exelon Corp		11,090		417
FirstEnergy Corp		1,531		59
Hawaiian Electric Industries Inc		249		3
IDACORP Inc, Cl Rights		108		10
MGE Energy Inc		631		50
National Fuel Gas Co		223		12
New Jersey Resources Corp		1,111		48
NextEra Energy Inc		27,072		1,730
NiSource Inc		419		12
Northwest Natural Holding Co		699		26
NRG Energy Inc		323		22
OGE Energy Corp		261		9
Ormat Technologies Inc		644		43
PG&E Corp		692		12
Pinnacle West Capital Corp		1,420		106
PNM Resources Inc		975		37
Portland General Electric Co		894		37
PPL Corp		2,577		71
Public Service Enterprise Group Inc		210		14
Sempra		6,186		444
SJW Group		716		40
Southern Co/The		4,652		334
Sunnova Energy International Inc *		810		5
UGI Corp		253		6


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Vistra Corp		2,088	$	145
WEC Energy Group Inc		1,179		97
Xcel Energy Inc		1,637		88

				8,468
Total Common Stock
(Cost $232,807) ($ Thousands)				533,576

FOREIGN COMMON STOCK^†^† — 1.0%

Ireland — 0.7%
Ardmore Shipping Corp		5,335		88
Cimpress PLC *		398		35
ICON PLC ADR *		572		192
Jazz Pharmaceuticals PLC *		616		74
Linde PLC		4,020		1,866
Medtronic PLC		19,976		1,741
Perrigo Co PLC		211		7

				4,003

United Kingdom — 0.3%
Alkermes PLC *		2,433		66
Cushman & Wakefield PLC *		2,593		27
Gates Industrial Corp PLC *		886		16
Johnson Controls International PLC		8,308		543
nVent Electric PLC		457		34
Sensata Technologies Holding PLC		4,273		157
STERIS PLC		501		113
Trane Technologies PLC		1,779		534

				1,490

Total Foreign Common Stock
(Cost $3,886) ($ Thousands)				5,493
		Number of Warrants
WARRANTS — 0.0%
Cassava Sciences Inc, Expires 11/15/2024*		1		–


Total Warrants
(Cost $—) ($ Thousands)				–


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

A list of the open futures contracts held by the Fund at March 31, 2024, is 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 March 31, 2024 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 42.7%
Agency Mortgage-Backed Obligations — 35.8%
FHLMC
6.500%, 12/01/2035 to 05/01/2053	$	568	$	583
6.000%, 03/01/2035 to 09/01/2053		978		1,005
5.797%, US0012M + 1.625%, 10/01/2046(A)		433		440
5.714%, US0012M + 1.598%, 06/01/2047(A)		284		290
5.500%, 12/01/2036 to 09/01/2053		1,940		1,947
5.000%, 04/01/2024 to 04/01/2053		1,461		1,445
4.500%, 06/01/2038 to 11/01/2052		2,662		2,589
4.000%, 07/01/2037 to 02/01/2053		3,079		2,902
3.500%, 04/01/2033 to 06/01/2052		2,269		2,067
3.097%, US0012M + 1.621%, 02/01/2050(A)		106		100
3.005%, US0012M + 1.628%, 11/01/2048(A)		327		308
3.000%, 09/01/2032 to 04/01/2052		3,767		3,309
2.871%, US0012M + 1.619%, 11/01/2047(A)		105		101
2.500%, 08/01/2030 to 04/01/2052		7,631		6,507
2.000%, 09/01/2040 to 03/01/2052		4,569		3,756
1.500%, 11/01/2040 to 02/01/2051		1,386		1,128
FHLMC CMO, Ser 2011-3947, Cl SG, IO
0.517%, 10/15/2041(A)		65		6
FHLMC CMO, Ser 2012-4057, Cl UI, IO
3.000%, 05/15/2027		20		–
FHLMC CMO, Ser 2012-4085, Cl IO, IO
3.000%, 06/15/2027		45		1
FHLMC CMO, Ser 2012-4099, Cl ST, IO
0.567%, 08/15/2042(A)		41		4
FHLMC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		46		7
FHLMC CMO, Ser 2013-4203, Cl PS, IO
0.817%, 09/15/2042(A)		60		5
FHLMC CMO, Ser 2014-4310, Cl SA, IO
0.517%, 02/15/2044(A)		17		2
FHLMC CMO, Ser 2014-4335, Cl SW, IO
0.567%, 05/15/2044(A)		34		3
FHLMC CMO, Ser 2014-4415, Cl IO, IO
0.038%, 04/15/2041(A)		16		1
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1515, Cl X1, IO
1.509%, 02/25/2035(A)		2,281		253
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1516, Cl X1, IO
1.510%, 05/25/2035(A)		842		100
FHLMC Multifamily Structured Pass-Through Certificates, Ser K118, Cl X1, IO
0.956%, 09/25/2030(A)		13,618		661
FHLMC Multifamily Structured Pass-Through Certificates, Ser K-1517, Cl X1, IO
1.323%, 07/25/2035(A)		235		24


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K740, Cl X1, IO
0.741%, 09/25/2027(A)	$	7,845	$	169
FHLMC Multifamily Structured Pass-Through Certificates, Ser KG06, Cl X1, IO
0.532%, 10/25/2031(A)		6,492		205
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.820%, SOFR30A + 1.500%, 10/25/2041(A)(B)		230		230
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
7.170%, SOFR30A + 1.850%, 01/25/2042(A)(B)		420		422
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A
6.620%, SOFR30A + 1.300%, 02/25/2042(A)(B)		56		56
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
7.520%, SOFR30A + 2.200%, 05/25/2042(A)(B)		205		208
FHLMC, Ser 2014-334, Cl S7, IO
0.667%, 08/15/2044(A)		19		2
FHLMC, Ser 2014-4391, Cl MZ
3.000%, 09/15/2044		133		115
FHLMC, Ser 2016-353, Cl S1, IO
0.567%, 12/15/2046(A)		60		6
FHLMC, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		27		23
FHLMC, Ser 2020-4980, Cl KI, IO
4.500%, 06/25/2050		445		101
FHLMC, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		324		48
FHLMC, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		231		37
FHLMC, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		79		13
FHLMC, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		81		11
FHLMC, Ser 2021-5071, Cl IH, IO
2.500%, 02/25/2051		485		63
FHLMC, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		300		269
FHLMC, Ser 2023-5293, Cl IO, IO
2.000%, 03/25/2051		929		114
FNMA
7.000%, 11/01/2037 to 11/01/2038		11		12
6.500%, 01/01/2038 to 03/01/2054		738		760
6.393%, 01/01/2036(A)		19		19
6.246%, US0012M + 1.700%, 03/01/2036(A)		17		17
6.000%, 07/01/2041 to 07/01/2053		930		948


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
5.625%, US0012M + 1.423%, 05/01/2043(A)	$	119	$	119
5.500%, 02/01/2035 to 10/01/2053		3,501		3,498
5.000%, 11/01/2025 to 08/01/2053		5,143		5,105
4.680%, 07/01/2033		100		100
4.500%, 02/01/2035 to 08/01/2058		4,512		4,380
4.000%, 06/01/2025 to 06/01/2057		7,283		6,884
3.500%, 04/01/2033 to 03/01/2057		9,585		8,787
3.000%, 07/01/2035 to 06/01/2052		8,942		7,921
2.500%, 03/01/2035 to 09/01/2061		13,427		11,472
2.000%, 07/01/2031 to 04/01/2052		9,659		7,997
1.500%, 11/01/2041 to 03/01/2051		554		429
FNMA CMO, Ser 2003-W2, Cl 2A9
5.900%, 07/25/2042		252		249
FNMA CMO, Ser 2012-93, Cl UI, IO
3.000%, 09/25/2027		76		2
FNMA CMO, Ser 2014-47, Cl AI, IO
0.221%, 08/25/2044(A)		94		4
FNMA CMO, Ser 2015-55, Cl IO, IO
0.000%, 08/25/2055(A)		10		–
FNMA CMO, Ser 2015-56, Cl AS, IO
0.715%, 08/25/2045(A)		26		3
FNMA Interest, Ser 2012-409, Cl C18, IO
4.000%, 04/25/2042		7		1
FNMA TBA
6.500%, 04/15/2054		100		102
6.000%, 04/15/2054		100		101
5.000%, 04/15/2054		700		683
4.500%, 04/15/2054		400		381
3.000%, 04/15/2054		700		602
FNMA, Ser 2005-29, Cl ZA
5.500%, 04/25/2035		73		75
FNMA, Ser 2012-101, Cl BI, IO
4.000%, 09/25/2027		1		–
FNMA, Ser 2012-118, Cl VZ
3.000%, 11/25/2042		127		113
FNMA, Ser 2013-124, Cl SB, IO
0.515%, 12/25/2043(A)		20		2
FNMA, Ser 2013-26, Cl HI, IO
3.000%, 04/25/2032		1		–
FNMA, Ser 2013-54, Cl BS, IO
0.715%, 06/25/2043(A)		16		2
FNMA, Ser 2013-73, Cl IA, IO
3.000%, 09/25/2032		24		1
FNMA, Ser 2014-6, Cl Z
2.500%, 02/25/2044		129		109
FNMA, Ser 2017-76, Cl SB, IO
0.665%, 10/25/2057(A)		113		13
FNMA, Ser 2017-85, Cl SC, IO
0.765%, 11/25/2047(A)		53		5
FNMA, Ser 2018-74, Cl AB
3.500%, 10/25/2048		64		59


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2020-47, Cl GZ
2.000%, 07/25/2050	$	108	$	64
FNMA, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		75		12
FNMA, Ser 2020-56, Cl AQ
2.000%, 08/25/2050		200		155
FNMA, Ser 2020-57, Cl TA
2.000%, 04/25/2050		96		83
FNMA, Ser 2020-96, Cl IN, IO
3.000%, 01/25/2051		691		115
FNMA, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		409		66
FNMA, Ser 2021-61, Cl KI, IO
2.500%, 04/25/2049		516		71
FNMA, Ser 2023-2, Cl CI, IO
2.000%, 10/25/2050		931		114
FRESB Mortgage Trust, Ser 2018-SB48, Cl A10F
3.354%, 02/25/2028(A)		381		357
FRESB Mortgage Trust, Ser 2019-SB58, Cl A10F
3.610%, 10/25/2028(A)		514		485
GNMA
6.500%, 09/20/2053 to 11/20/2053		197		201
6.000%, 09/20/2053 to 01/20/2054		685		697
5.500%, 02/20/2037 to 08/20/2053		1,868		1,875
5.000%, 12/20/2038 to 08/20/2053		2,337		2,313
4.600%, 09/15/2034		822		808
4.500%, 05/20/2040 to 09/20/2052		2,129		2,078
4.000%, 01/15/2041 to 06/20/2052		1,811		1,717
3.500%, 06/20/2044 to 06/20/2052		1,758		1,612
3.000%, 09/15/2042 to 04/20/2052		2,171		1,913
2.500%, 02/20/2027 to 12/20/2051		5,412		4,606
2.000%, 10/20/2050 to 03/20/2051		3,240		2,647
GNMA CMO, Ser 2012-34, Cl SA, IO
0.607%, 03/20/2042(A)		15		1
GNMA CMO, Ser 2012-H18, Cl NA
5.964%, US0001M + 0.520%, 08/20/2062(A)		33		33
GNMA CMO, Ser 2012-H30, Cl GA
5.794%, US0001M + 0.350%, 12/20/2062(A)		132		132
GNMA CMO, Ser 2013-85, Cl IA, IO
0.525%, 03/16/2047(A)		269		2
GNMA CMO, Ser 2013-95, Cl IO, IO
0.390%, 04/16/2047(A)		658		6
GNMA CMO, Ser 2013-H01, Cl TA
5.944%, US0001M + 0.500%, 01/20/2063(A)		1		1
GNMA CMO, Ser 2013-H08, Cl BF
5.844%, US0001M + 0.400%, 03/20/2063(A)		199		198


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2014-105, Cl IO, IO
0.126%, 06/16/2054(A)	$	45	$	–
GNMA CMO, Ser 2014-186, Cl IO, IO
0.371%, 08/16/2054(A)		198		2
GNMA CMO, Ser 2015-H20, Cl FA
5.914%, US0001M + 0.470%, 08/20/2065(A)		155		155
GNMA TBA
5.500%, 04/15/2054		400		400
5.000%, 04/15/2054		500		491
4.500%, 04/15/2054		600		577
GNMA, Ser 103, Cl AD
1.450%, 01/16/2063		116		87
GNMA, Ser 108, Cl IO, IO
0.967%, 06/16/2061(A)		3,282		233
GNMA, Ser 113, Cl Z
2.000%, 09/16/2061		2,278		1,245
GNMA, Ser 2013-107, Cl AD
2.833%, 11/16/2047(A)		36		32
GNMA, Ser 2013-H21, Cl FB
6.144%, US0001M + 0.700%, 09/20/2063(A)		67		67
GNMA, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		41		8
GNMA, Ser 2018-168, Cl PA
4.000%, 08/20/2048		41		39
GNMA, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		72		10
GNMA, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		71		9
GNMA, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		74		10
GNMA, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		149		20
GNMA, Ser 2020-175, Cl GI, IO
2.000%, 11/20/2050		283		30
GNMA, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		354		39
GNMA, Ser 2020-H04, Cl FP
5.944%, US0001M + 0.500%, 06/20/2069(A)		105		105
GNMA, Ser 2020-H09, Cl FL
6.594%, US0001M + 1.150%, 05/20/2070(A)		61		61
GNMA, Ser 2020-H13, Cl FM
5.844%, US0001M + 0.400%, 08/20/2070(A)		141		139
GNMA, Ser 2020-H13, Cl FA
5.894%, US0001M + 0.450%, 07/20/2070(A)		370		361
GNMA, Ser 2021-176, Cl IN, IO
2.500%, 10/20/2051		1,161		158


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2021-188, Cl PA
2.000%, 10/20/2051	$	206	$	169
GNMA, Ser 2021-57, Cl BI, IO
3.000%, 03/20/2051		1,303		207
GNMA, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		1,165		155
GNMA, Ser 2022-189, Cl PT
2.500%, 10/20/2051		184		153
GNMA, Ser 220, Cl E
3.000%, 10/16/2064(A)		100		74
GNMA, Ser 3, Cl IO, IO
0.640%, 02/16/2061(A)		960		47
GNMA, Ser 82, Cl Z
2.000%, 02/16/2064		207		113


				120,149
Non-Agency Mortgage-Backed Obligations — 6.9%
280 Park Avenue Mortgage Trust, Ser 2017-280P, Cl A
6.498%, US0001M + 0.880%, 09/15/2034(A)(B)		130		128
BANK 2021-BNK36, Ser BN36, Cl A5
2.470%, 09/15/2064		390		328
BANK 2022-BNK42, Ser BNK42, Cl A5
4.493%, 06/15/2055(A)		340		326
BANK5 2023-5YR3, Ser 5YR3, Cl A2
6.255%, 09/15/2056		400		414
Benchmark Mortgage Trust, Ser 2021-B26, Cl A3
2.391%, 06/15/2054		604		534
BPR Trust, Ser TY, Cl B
6.590%, US0001M + 1.150%, 09/15/2038(A)(B)		370		365
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(A)(B)		22		20
BRAVO Residential Funding Trust, Ser 2022-NQM3, Cl A1
5.108%, 07/25/2062(A)(B)		311		305
BX Commercial Mortgage Trust 2024-XL4, Ser XL4, Cl A
6.767%, TSFR1M + 1.442%, 02/15/2039(A)(B)		614		615
BX Commercial Mortgage Trust, Ser AHP, Cl A
6.315%, TSFR1M + 0.990%, 01/17/2039(A)(B)		630		624
BX Commercial Mortgage Trust, Ser LP2, Cl A
6.338%, TSFR1M + 1.013%, 02/15/2039(A)(B)		330		328


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser VOLT, Cl A
6.140%, US0001M + 0.700%, 09/15/2036(A)(B)	$	635	$	630
BX Trust, Ser CLS, Cl A
5.760%, 10/13/2027(B)		534		536
BX Trust, Ser LBA6, Cl A
6.325%, TSFR1M + 1.000%, 01/15/2039(A)(B)		110		109
CAMB Commercial Mortgage Trust, Ser LIFE, Cl A
6.693%, US0001M + 1.070%, 12/15/2037(A)(B)		110		110
Citigroup Commercial Mortgage Trust, Ser 2013-375P, Cl A
3.251%, 05/10/2035(B)		180		173
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS
4.017%, 10/10/2047		100		98
Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl AAB
3.512%, 12/10/2049		458		446
COLT Mortgage Loan Trust, Ser 2022-2, Cl A1
2.994%, 02/25/2067(B)(C)		76		69
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2
6.970%, SOFR30A + 1.650%, 12/25/2041(A)(B)		440		442
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(A)(B)		261		230
CSMC Trust, Ser 2019-NQM1, Cl A3
4.064%, 10/25/2059(B)(C)		108		105
CSMC Trust, Ser 2021-NQM3, Cl A3
1.632%, 04/25/2066(A)(B)		144		119
CSMC Trust, Ser 2021-NQM5, Cl A1
0.938%, 05/25/2066(A)(B)		115		92
CSMC Trust, Ser 2021-NQM7, Cl A1
1.756%, 10/25/2066(A)(B)		95		80
CSMC Trust, Ser 2021-RPL3, Cl M3
3.957%, 01/25/2060(A)(B)		120		95
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(A)(B)		117		102
CSMC Trust, Ser 2022-NQM1, Cl A1
2.265%, 11/25/2066(A)(B)		348		303
DC Commercial Mortgage Trust 2023-DC, Ser DC, Cl A
6.314%, 09/12/2040(B)		410		419
Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1
2.205%, 01/25/2067(A)(B)		258		231


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(B)	$	273	$	219
Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1
2.206%, 01/25/2067(A)(B)		88		75
GS Mortgage Securities II, Ser 2018-SRP5, Cl A
7.173%, US0001M + 1.800%, 09/15/2031(A)(B)		223		145
GS Mortgage Securities II, Ser 2018-SRP5, Cl B
8.373%, US0001M + 3.000%, 09/15/2031(A)(B)		383		94
GS Mortgage Securities Trust, Ser 2014-GC24, Cl A5
3.931%, 09/10/2047		419		415
GS Mortgage Securities Trust, Ser 2019-GC39, Cl A2
3.457%, 05/10/2052		269		263
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(B)		117		112
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1B
6.183%, US0001M + 0.740%, 06/20/2035(A)		127		116
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2015-FL7, Cl D
9.193%, US0001M + 3.750%, 05/15/2028(A)(B)		115		99
JPMorgan Chase Commercial Mortgage Securities Trust, Ser ACB, Cl A
6.719%, SOFR30A + 1.400%, 03/15/2039(A)(B)		300		299
JPMorgan Commercial Mortgage Securities Trust, Ser 2014-C25, Cl A5
3.672%, 11/15/2047		578		567
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1
3.500%, 09/25/2048(A)(B)		82		72
MAD Mortgage Trust, Ser 2017-330M, Cl A
3.082%, 08/15/2034(A)(B)		220		203
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1
3.250%, 10/25/2069(A)(B)		139		133
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C24, Cl A4
3.732%, 05/15/2048		473		459
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C25, Cl A5
3.635%, 10/15/2048		510		495


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2017-C34, Cl ASB
3.354%, 11/15/2052	$	398	$	385
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C30, Cl A4
2.600%, 09/15/2049		399		379
Morgan Stanley Bank of America Merrill Lynch Trust, Ser C33, Cl A5
3.599%, 05/15/2050		170		161
MTN Commercial Mortgage Trust, Ser LPFL, Cl A
6.727%, TSFR1M + 1.397%, 03/15/2039(A)(B)		410		406
Natixis Commercial Mortgage Securities Trust, Ser 2019-FAME, Cl B
3.655%, 08/15/2036(B)		410		323
New Residential Mortgage Loan Trust, Ser 2018-RPL1, Cl M2
3.500%, 12/25/2057(A)(B)		240		200
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1
4.000%, 09/25/2059(A)(B)		187		175
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B2
4.250%, 09/25/2059(A)(B)		187		175
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(B)		80		73
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(B)		88		74
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A3
1.516%, 11/27/2056(A)(B)		57		48
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1
5.000%, 06/25/2062(B)(C)		318		313
OBX Trust, Ser 2021-NQM2, Cl A3
1.563%, 05/25/2061(A)(B)		190		151
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(B)		230		183
OBX Trust, Ser 2021-NQM3, Cl A1
1.054%, 07/25/2061(A)(B)		133		103
OBX Trust, Ser 2022-NQM1, Cl A1
2.305%, 11/25/2061(A)(B)		322		276
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1
1.957%, 10/25/2061(A)(B)		210		173
PRKCM Trust, Ser 2021-AFC1, Cl A1
1.510%, 08/25/2056(A)(B)		181		144
PRKCM Trust, Ser 2021-AFC2, Cl A1
2.071%, 11/25/2056(A)(B)		130		110


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Residential Mortgage Loan Trust, Ser 2019-3, Cl A2
2.941%, 09/25/2059(A)(B)	$	21	$	21
Residential Mortgage Loan Trust, Ser 2019-3, Cl A3
3.044%, 09/25/2059(A)(B)		21		21
Residential Mortgage Loan Trust, Ser 2020-2, Cl A1
1.654%, 05/25/2060(A)(B)		22		22
Sabey Data Center Issuer, Ser 2020-1, Cl A2
3.812%, 04/20/2045(B)		339		328
Sabey Data Center Issuer, Ser 2021-1, Cl A2
1.881%, 06/20/2046(B)		1,027		926
Seasoned Credit Risk Transfer Trust, Ser 2017-2, Cl MA
3.000%, 08/25/2056		179		164
Seasoned Credit Risk Transfer Trust, Ser 2018-4, Cl MA
3.500%, 03/25/2058		449		421
Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA
3.500%, 07/25/2058		368		346
Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA
3.500%, 08/25/2058		518		484
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA
3.000%, 02/25/2059		685		622
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA
2.000%, 11/25/2059		247		216
Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl MAU
3.250%, 11/25/2061		842		754
SG Residential Mortgage Trust, Ser 2022-1, Cl A1
3.166%, 03/27/2062(A)(B)		357		324
Shops at Crystals Trust, Ser 2016-CSTL, Cl A
3.126%, 07/05/2036(B)		100		94
SLG Office Trust, Ser 2021-OVA, Cl A
2.585%, 07/15/2041(B)		510		422
Store Master Funding I-VII, Ser 2018-1A, Cl A1
3.960%, 10/20/2048(B)		361		356
Store Master Funding I-VII, Ser 2019-1, Cl A1
2.820%, 11/20/2049(B)		314		289
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2
7.344%, US0001M + 1.900%, 05/25/2058(A)(B)		100		105
UBS Commercial Mortgage Trust 2019-C16, Ser C16, Cl ASB
3.460%, 04/15/2052		280		268


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS3, Cl ASB
3.371%, 09/15/2057	$	54	$	53
Wells Fargo Commercial Mortgage Trust, Ser C29, Cl A4
3.637%, 06/15/2048		606		591
Wells Fargo Commercial Mortgage Trust, Ser C38, Cl A5
3.453%, 07/15/2050		180		169
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl B
4.388%, 10/15/2057(A)		270		236
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO
0.543%, 10/15/2057(A)		876		–


				23,226
Total Mortgage-Backed Securities
(Cost $155,788) ($ Thousands)				143,375



CORPORATE OBLIGATIONS — 26.5%
Communication Services — 1.8%
Alphabet
1.900%, 08/15/2040		40		27
1.100%, 08/15/2030		40		32
0.450%, 08/15/2025		20		19
AT&T
4.250%, 03/01/2027		150		147
2.550%, 12/01/2033		472		378
2.300%, 06/01/2027		120		111
Charter Communications Operating
5.050%, 03/30/2029		220		212
4.908%, 07/23/2025		490		484
4.400%, 04/01/2033		110		97
3.750%, 02/15/2028		200		186
Comcast
4.250%, 10/15/2030		40		39
4.150%, 10/15/2028		250		244
3.950%, 10/15/2025		210		206
3.750%, 04/01/2040		20		17
3.450%, 02/01/2050		40		29
3.400%, 04/01/2030		140		129
3.300%, 04/01/2027		30		29
3.250%, 11/01/2039		30		24
3.150%, 03/01/2026		30		29
2.937%, 11/01/2056		27		17
2.800%, 01/15/2051		30		19
Fox
4.709%, 01/25/2029		30		29
Prosus MTN
3.061%, 07/13/2031 (B)		410		334


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
T-Mobile USA
5.150%, 04/15/2034	$	30	$	30
3.875%, 04/15/2030		390		365
3.750%, 04/15/2027		20		19
3.500%, 04/15/2025		150		147
3.375%, 04/15/2029		219		203
2.550%, 02/15/2031		190		162
2.050%, 02/15/2028		20		18
Verizon Communications
5.500%, 02/23/2054		70		71
4.500%, 08/10/2033		20		19
4.000%, 03/22/2050		30		24
3.875%, 02/08/2029		30		29
3.850%, 11/01/2042		10		8
3.000%, 03/22/2027		120		114
2.650%, 11/20/2040		130		92
2.550%, 03/21/2031		799		682
2.355%, 03/15/2032		546		449
2.100%, 03/22/2028		90		81
Warnermedia Holdings
6.412%, 03/15/2026		80		80
4.054%, 03/15/2029		447		419
3.755%, 03/15/2027		190		181

				6,031

Consumer Discretionary — 1.9%
Amazon.com
3.450%, 04/13/2029		160		153
3.300%, 04/13/2027		140		134
3.150%, 08/22/2027		470		448
1.200%, 06/03/2027		20		18
Aptiv
3.250%, 03/01/2032		639		556
Ashtead Capital
5.800%, 04/15/2034 (B)		700		699
Ferguson Finance
4.500%, 10/24/2028 (B)		459		449
3.250%, 06/02/2030 (B)		851		762
Ford Motor
6.100%, 08/19/2032		90		91
General Motors
5.600%, 10/15/2032		210		213
Home Depot
3.900%, 12/06/2028		10		10
3.350%, 04/15/2050		50		37
3.300%, 04/15/2040		40		32
2.875%, 04/15/2027		170		161
2.500%, 04/15/2027		450		421
Honda Motor
2.534%, 03/10/2027		632		592
Hyundai Capital America
5.950%, 09/21/2026 (B)		130		132


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
LKQ
5.750%, 06/15/2028	$	682	$	694
Lowe's
4.500%, 04/15/2030		30		29
1.700%, 09/15/2028		80		70
McDonald's MTN
3.800%, 04/01/2028		280		270
3.700%, 01/30/2026		10		10
3.500%, 03/01/2027		20		19
3.500%, 07/01/2027		10		10
1.450%, 09/01/2025		10		9
NIKE
2.750%, 03/27/2027		40		38
2.400%, 03/27/2025		40		39
Toyota Motor
1.339%, 03/25/2026		210		196

				6,292

Consumer Staples — 0.5%
Coca-Cola
3.375%, 03/25/2027		30		29
Costco Wholesale
1.600%, 04/20/2030		90		76
1.375%, 06/20/2027		120		108
Hershey
0.900%, 06/01/2025		20		19
Kenvue
5.350%, 03/22/2026		150		151
5.050%, 03/22/2028		200		202
Kimberly-Clark
3.100%, 03/26/2030		20		18
Kroger
7.700%, 06/01/2029		565		632
Mars
3.200%, 04/01/2030 (B)		30		27
2.700%, 04/01/2025 (B)		60		59
Mondelez International
1.500%, 05/04/2025		180		173
PepsiCo
3.900%, 07/18/2032		90		85
2.625%, 03/19/2027		10		9
2.250%, 03/19/2025		10		10
1.625%, 05/01/2030		70		59
Procter & Gamble
3.000%, 03/25/2030		40		37
Walmart
1.800%, 09/22/2031		160		133

				1,827

Energy — 2.7%
Berkshire Hathaway Energy
3.700%, 07/15/2030		140		131


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
BP Capital Markets America
3.633%, 04/06/2030	$	50	$	47
3.410%, 02/11/2026		90		87
3.119%, 05/04/2026		170		164
Cameron LNG
2.902%, 07/15/2031 (B)		60		52
Columbia Pipelines Operating
6.036%, 11/15/2033 (B)		250		259
Continental Resources
5.750%, 01/15/2031 (B)		10		10
4.375%, 01/15/2028		120		116
3.800%, 06/01/2024		190		189
Coterra Energy
4.375%, 03/15/2029		300		289
3.900%, 05/15/2027		160		154
Devon Energy
5.850%, 12/15/2025		210		211
5.250%, 10/15/2027		64		64
5.000%, 06/15/2045		70		62
4.500%, 01/15/2030		32		31
Diamondback Energy
3.500%, 12/01/2029		50		46
3.250%, 12/01/2026		30		29
3.125%, 03/24/2031		40		35
Ecopetrol
5.375%, 06/26/2026		140		138
Energy Transfer
4.950%, 06/15/2028		10		10
3.750%, 05/15/2030		220		203
2.900%, 05/15/2025		140		136
Enterprise Products Operating
6.650%, 10/15/2034		40		45
4.150%, 10/16/2028		140		136
3.950%, 02/15/2027		150		146
3.125%, 07/31/2029		210		194
2.800%, 01/31/2030		230		206
EOG Resources
4.375%, 04/15/2030		190		186
4.150%, 01/15/2026		160		158
EQT
6.125%, 02/01/2025		56		56
3.900%, 10/01/2027		140		133
KazMunayGas National JSC
5.375%, 04/24/2030 (B)		400		392
Kinder Morgan
4.300%, 06/01/2025		60		59
Occidental Petroleum
5.550%, 03/15/2026		170		171
3.400%, 04/15/2026		80		77
3.200%, 08/15/2026		130		123
3.000%, 02/15/2027		130		122
0.000%, 10/10/2036 (D)		1,346		707


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Oncor Electric Delivery
4.150%, 06/01/2032	$	300	$	282
ONEOK
5.800%, 11/01/2030		50		51
5.650%, 11/01/2028		170		174
5.550%, 11/01/2026		100		101
Petrobras Global Finance BV
6.850%, 06/05/2115		150		139
Petroleos del Peru
4.750%, 06/19/2032 (B)		400		315
Pioneer Natural Resources
2.150%, 01/15/2031		70		59
1.900%, 08/15/2030		220		185
1.125%, 01/15/2026		50		46
Reliance Industries
3.625%, 01/12/2052 (B)		250		180
Schlumberger Holdings
3.900%, 05/17/2028 (B)		456		440
Shell International Finance BV
3.250%, 05/11/2025		150		147
3.250%, 04/06/2050		110		80
2.875%, 05/10/2026		90		86
2.750%, 04/06/2030		40		36
Tennessee Gas Pipeline
2.900%, 03/01/2030 (B)		60		53
Transcontinental Gas Pipe Line
3.250%, 05/15/2030		100		91
Western Midstream Operating
6.350%, 01/15/2029		490		508
4.750%, 08/15/2028		100		97
4.050%, 02/01/2030		20		19
3.100%, 02/01/2025		30		29
Williams
5.100%, 09/15/2045		70		65
4.900%, 01/15/2045		90		81
3.750%, 06/15/2027		390		375
3.500%, 11/15/2030		20		18

				9,031

Financials — 11.0%
American Express
4.050%, 05/03/2029		140		136
3.375%, 05/03/2024		140		139
Aon North America
5.150%, 03/01/2029		210		211
Aviation Capital Group
4.125%, 08/01/2025 (B)		160		156
1.950%, 01/30/2026 (B)		567		529
Banco Santander
4.175%, H15T1Y + 2.000%, 03/24/2028 (A)		200		193
2.746%, 05/28/2025		200		193


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of America
6.204%, SOFRRATE + 1.990%, 11/10/2028 (A)	$	584	$	604
3.841%, SOFRRATE + 1.110%, 04/25/2025 (A)		100		100
3.419%, US0003M + 1.040%, 12/20/2028 (A)		234		219
2.592%, SOFRRATE + 2.150%, 04/29/2031 (A)		380		328
2.572%, SOFRRATE + 1.210%, 10/20/2032 (A)		240		199
1.734%, SOFRRATE + 0.960%, 07/22/2027 (A)		971		895
Bank of America MTN
4.376%, SOFRRATE + 1.580%, 04/27/2028 (A)		100		98
4.250%, 10/22/2026		10		10
4.200%, 08/26/2024		210		209
4.000%, 04/01/2024		440		440
4.000%, 01/22/2025		80		79
3.974%, US0003M + 1.210%, 02/07/2030 (A)		80		76
3.593%, US0003M + 1.370%, 07/21/2028 (A)		210		199
3.500%, 04/19/2026		130		126
2.972%, SOFRRATE + 1.330%, 02/04/2033 (A)		200		170
Bank of Montreal MTN
1.850%, 05/01/2025		130		125
Bank of New York Mellon MTN
4.289%, SOFRRATE + 1.418%, 06/13/2033 (A)		320		301
3.300%, 08/23/2029		790		729
1.600%, 04/24/2025		40		39
Bank of Nova Scotia
1.300%, 06/11/2025		70		67
Barclays
6.490%, SOFRRATE + 2.220%, 09/13/2029 (A)		887		922
Blackstone Holdings Finance
1.600%, 03/30/2031 (B)		590		461
BNP Paribas
5.894%, SOFRRATE + 1.866%, 12/05/2034 (A)(B)		200		209
5.198%, US0003M + 2.567%, 01/10/2030 (A)(B)		200		199
5.125%, H15T1Y + 1.450%, 01/13/2029 (A)(B)		270		269
2.871%, SOFRRATE + 1.387%, 04/19/2032 (A)(B)		200		170
1.675%, SOFRRATE + 0.912%, 06/30/2027 (A)(B)		290		267


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Capital One Financial
7.149%, SOFRRATE + 2.440%, 10/29/2027 (A)	$	635	$	661
5.700%, SOFRRATE + 1.905%, 02/01/2030 (A)		322		325
4.927%, SOFRRATE + 2.057%, 05/10/2028 (A)		30		29
Charles Schwab
6.136%, SOFRRATE + 2.010%, 08/24/2034 (A)		70		73
5.875%, 08/24/2026		110		112
3.850%, 05/21/2025		110		108
Citigroup
8.125%, 07/15/2039		12		16
5.500%, 09/13/2025		330		330
5.300%, 05/06/2044		31		30
4.658%, SOFRRATE + 1.887%, 05/24/2028 (A)		140		138
4.650%, 07/30/2045		28		25
4.450%, 09/29/2027		90		88
4.412%, SOFRRATE + 3.914%, 03/31/2031 (A)		100		95
4.400%, 06/10/2025		160		158
4.300%, 11/20/2026		40		39
4.125%, 07/25/2028		40		38
4.075%, US0003M + 1.192%, 04/23/2029 (A)		240		230
3.785%, SOFRRATE + 1.939%, 03/17/2033 (A)		250		223
3.668%, US0003M + 1.390%, 07/24/2028 (A)		340		323
3.400%, 05/01/2026		354		341
3.200%, 10/21/2026		287		273
3.106%, SOFRRATE + 2.842%, 04/08/2026 (A)		150		146
2.572%, SOFRRATE + 2.107%, 06/03/2031 (A)		160		137
2.520%, SOFRRATE + 1.177%, 11/03/2032 (A)		110		90
Cooperatieve Rabobank UA
4.375%, 08/04/2025		250		246
3.649%, H15T1Y + 1.220%, 04/06/2028 (A)(B)		580		552
Credit Agricole MTN
1.907%, SOFRRATE + 1.676%, 06/16/2026 (A)(B)		250		239
Credit Suisse NY
7.950%, 01/09/2025		250		254
5.000%, 07/09/2027		530		525
4.750%, 08/09/2024		250		249
2.950%, 04/09/2025		250		244


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Danske Bank
4.298%, H15T1Y + 1.750%, 04/01/2028 (A)(B)	$	240	$	232
GA Global Funding Trust
3.850%, 04/11/2025 (B)		1,114		1,093
Goldman Sachs Group
4.387%, SOFRRATE + 1.510%, 06/15/2027 (A)		400		392
4.250%, 10/21/2025		140		137
4.223%, US0003M + 1.301%, 05/01/2029 (A)		650		626
3.691%, US0003M + 1.510%, 06/05/2028 (A)		400		383
3.615%, SOFRRATE + 1.846%, 03/15/2028 (A)		30		29
3.500%, 04/01/2025		80		78
3.500%, 11/16/2026		90		86
2.650%, SOFRRATE + 1.264%, 10/21/2032 (A)		110		92
Guardian Life Global Funding
1.100%, 06/23/2025 (B)		30		28
HSBC Holdings PLC
4.583%, US0003M + 1.535%, 06/19/2029 (A)		200		194
ING Groep
6.114%, SOFRRATE + 2.090%, 09/11/2034 (A)		539		560
Intercontinental Exchange
4.600%, 03/15/2033		40		39
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (B)		200		199
JPMorgan Chase
4.565%, SOFRRATE + 1.750%, 06/14/2030 (A)		998		973
4.452%, US0003M + 1.330%, 12/05/2029 (A)		200		195
4.203%, US0003M + 1.260%, 07/23/2029 (A)		773		745
4.005%, US0003M + 1.120%, 04/23/2029 (A)		100		96
3.875%, 09/10/2024		290		288
3.845%, SOFRRATE + 0.980%, 06/14/2025 (A)		1,180		1,175
2.545%, SOFRRATE + 1.180%, 11/08/2032 (A)		110		92
2.522%, SOFRRATE + 2.040%, 04/22/2031 (A)		190		164
2.083%, SOFRRATE + 1.850%, 04/22/2026 (A)		130		125
KKR Group Finance VI
3.750%, 07/01/2029 (B)		1,149		1,072
Lincoln National
3.400%, 01/15/2031		43		38


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mitsubishi UFJ Financial Group
3.837%, H15T1Y + 1.125%, 04/17/2026 (A)	$	200	$	196
Moody's
2.000%, 08/19/2031		1,000		815
Morgan Stanley MTN
3.772%, US0003M + 1.140%, 01/24/2029 (A)		150		143
3.622%, SOFRRATE + 3.120%, 04/01/2031 (A)		475		435
2.699%, SOFRRATE + 1.143%, 01/22/2031 (A)		200		175
2.188%, SOFRRATE + 1.990%, 04/28/2026 (A)		400		386
New York Life Global Funding
0.950%, 06/24/2025 (B)		60		57
Peachtree Corners Funding Trust
3.976%, 02/15/2025 (B)		544		534
PNC Financial Services Group
6.875%, SOFRRATE + 2.284%, 10/20/2034 (A)		834		913
5.812%, SOFRRATE + 1.322%, 06/12/2026 (A)		240		241
Principal Life Global Funding II
1.250%, 06/23/2025 (B)		20		19
Royal Bank of Canada MTN
6.000%, 11/01/2027		709		733
5.150%, 02/01/2034		80		80
1.150%, 06/10/2025		70		67
SBA Tower Trust
2.593%, 10/15/2031 (B)		996		803
State Street
5.159%, SOFRRATE + 1.890%, 05/18/2034 (A)		520		518
3.152%, SOFRRATE + 2.650%, 03/30/2031 (A)		50		45
Swedbank
1.538%, 11/16/2026 (B)		400		365
Toronto-Dominion Bank MTN
4.693%, 09/15/2027		1,061		1,051
4.456%, 06/08/2032		140		134
3.200%, 03/10/2032		807		710
1.150%, 06/12/2025		80		76
Truist Financial MTN
6.047%, SOFRRATE + 2.050%, 06/08/2027 (A)		90		91
UBS Group
4.253%, 03/23/2028 (B)		250		241
4.194%, SOFRRATE + 3.730%, 04/01/2031 (A)(B)		250		232
4.125%, 04/15/2026 (B)		634		617
2.746%, H15T1Y + 1.100%, 02/11/2033 (A)(B)		575		470


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
US Bancorp
5.775%, SOFRRATE + 2.020%, 06/12/2029 (A)	$	100	$	102
1.450%, 05/12/2025		120		115
US Bancorp MTN
2.215%, SOFRRATE + 0.730%, 01/27/2028 (A)		60		55
USAA Capital
2.125%, 05/01/2030 (B)		150		125
Wells Fargo
3.000%, 10/23/2026		190		180
2.188%, SOFRRATE + 2.000%, 04/30/2026 (A)		130		125
Wells Fargo MTN
5.557%, SOFRRATE + 1.990%, 07/25/2034 (A)		20		20
5.013%, SOFRRATE + 4.502%, 04/04/2051 (A)		380		357
4.900%, 11/17/2045		30		27
4.540%, SOFRRATE + 1.560%, 08/15/2026 (A)		300		296
4.478%, SOFRRATE + 4.032%, 04/04/2031 (A)		220		211
4.300%, 07/22/2027		200		195
3.350%, SOFRRATE + 1.500%, 03/02/2033 (A)		40		35
2.879%, TSFR3M + 1.432%, 10/30/2030 (A)		100		88
2.393%, SOFRRATE + 2.100%, 06/02/2028 (A)		290		265

				36,878

Health Care — 1.9%
AbbVie
4.800%, 03/15/2027		110		110
4.800%, 03/15/2029		180		180
3.800%, 03/15/2025		40		39
3.600%, 05/14/2025		10		10
3.200%, 11/21/2029		150		138
2.950%, 11/21/2026		20		19
2.600%, 11/21/2024		140		138
Becton Dickinson
4.685%, 12/15/2044		36		33
3.734%, 12/15/2024		7		7
3.363%, 06/06/2024		186		185
Bristol-Myers Squibb
5.200%, 02/22/2034		150		152
5.100%, 02/22/2031		50		51
4.950%, 02/20/2026		130		130
3.400%, 07/26/2029		16		15
3.200%, 06/15/2026		79		76
2.900%, 07/26/2024		154		153


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cigna Group
4.375%, 10/15/2028	$	420	$	409
1.250%, 03/15/2026		302		280
CVS Health
5.050%, 03/25/2048		60		55
4.300%, 03/25/2028		164		160
3.875%, 07/20/2025		95		93
3.625%, 04/01/2027		180		173
2.125%, 09/15/2031		150		123
1.875%, 02/28/2031		20		16
1.750%, 08/21/2030		200		164
CVS Pass-Through Trust
7.507%, 01/10/2032 (B)		938		972
5.773%, 01/10/2033 (B)		309		306
Elevance Health
4.100%, 05/15/2032		80		75
Eli Lilly
4.700%, 02/09/2034		270		269
4.500%, 02/09/2029		200		199
Humana
5.750%, 12/01/2028		200		205
4.500%, 04/01/2025		10		10
3.700%, 03/23/2029		160		150
2.150%, 02/03/2032		30		24
Merck
1.900%, 12/10/2028		430		382
1.450%, 06/24/2030		50		41
Pfizer
2.625%, 04/01/2030		100		89
1.700%, 05/28/2030		50		42
Solventum
5.600%, 03/23/2034 (B)		140		140
5.450%, 03/13/2031 (B)		110		110
5.400%, 03/01/2029 (B)		110		110
UnitedHealth Group
4.450%, 12/15/2048		10		9
4.000%, 05/15/2029		200		193
3.875%, 12/15/2028		30		29
2.300%, 05/15/2031		20		17
2.000%, 05/15/2030		30		25
1.250%, 01/15/2026		20		19

				6,325

Industrials — 2.0%
3M
2.375%, 08/26/2029		30		26
AerCap Ireland Capital DAC
3.000%, 10/29/2028		1,226		1,109
2.450%, 10/29/2026		190		177
Air Lease
5.300%, 02/01/2028		90		90
3.375%, 07/01/2025		100		97


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Burlington Northern Santa Fe
4.550%, 09/01/2044	$	10	$	9
Carrier Global
2.700%, 02/15/2031		10		9
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A
4.000%, 10/29/2024		457		451
Cummins
5.150%, 02/20/2034		840		848
Deere
3.100%, 04/15/2030		10		9
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl AA
3.625%, 07/30/2027		414		392
Delta Air Lines Pass-Through Trust, Ser 2019-1, Cl AA
3.204%, 04/25/2024		621		621
John Deere Capital MTN
3.350%, 04/18/2029		934		876
Penske Truck Leasing Lp
5.550%, 05/01/2028 (B)		916		926
Republic Services
3.200%, 03/15/2025		180		176
Ryder System MTN
5.250%, 06/01/2028		609		612
3.350%, 09/01/2025		197		191
Union Pacific
3.750%, 07/15/2025		20		20
2.891%, 04/06/2036		20		16
Waste Connections
5.000%, 03/01/2034		260		257

				6,912

Information Technology — 1.1%
Adobe
2.300%, 02/01/2030		210		185
Apple
3.350%, 02/09/2027		210		203
2.900%, 09/12/2027		110		104
2.450%, 08/04/2026		70		67
Broadcom
4.926%, 05/15/2037 (B)		33		31
4.150%, 11/15/2030		26		25
3.137%, 11/15/2035 (B)		70		56
Intel
5.125%, 02/10/2030		70		71
3.700%, 07/29/2025		30		29
1.600%, 08/12/2028		50		44
Mastercard
3.375%, 04/01/2024		60		60
Micron Technology
5.300%, 01/15/2031		70		70
2.703%, 04/15/2032		260		217


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Microsoft
3.300%, 02/06/2027	$	70	$	68
NVIDIA
2.850%, 04/01/2030		90		82
NXP BV
5.000%, 01/15/2033		916		896
2.700%, 05/01/2025		40		39
Oracle
4.650%, 05/06/2030		70		69
1.650%, 03/25/2026		130		121
PayPal Holdings
4.400%, 06/01/2032		80		77
1.650%, 06/01/2025		60		58
Salesforce
3.700%, 04/11/2028		150		145
1.500%, 07/15/2028		510		449
Texas Instruments
1.750%, 05/04/2030		40		34
TSMC Arizona
2.500%, 10/25/2031		250		214
1.750%, 10/25/2026		230		212
Visa
4.300%, 12/14/2045		10		9
3.150%, 12/14/2025		50		49
1.900%, 04/15/2027		60		55

				3,739

Materials — 0.6%
Anglo American Capital
3.625%, 09/11/2024 (B)		200		198
Glencore Funding
1.625%, 04/27/2026 (B)		90		83
MEGlobal BV MTN
4.250%, 11/03/2026 (B)		200		192
2.625%, 04/28/2028 (B)		230		205
OCP
4.500%, 10/22/2025 (B)		400		390
Orbia Advance
2.875%, 05/11/2031 (B)		200		166
Suzano Austria GmbH
3.125%, 01/15/2032		380		316
Vale Overseas
6.875%, 11/21/2036		148		158
6.250%, 08/10/2026		240		244

				1,952

Real Estate — 0.6%
Alexandria Real Estate Equities
3.950%, 01/15/2028		141		135
3.450%, 04/30/2025		664		650
American Tower Trust #1
5.490%, 03/15/2028 (B)		554		559


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Healthpeak OP
2.125%, 12/01/2028	$	769	$	676

				2,020

Utilities — 2.4%
American Transmission Systems
2.650%, 01/15/2032 (B)		60		50
American Water Capital
2.800%, 05/01/2030		1,203		1,059
Commonwealth Edison
3.700%, 08/15/2028		468		448
Consumers 2023 Securitization Funding
5.210%, 09/01/2030		512		518
Duke Energy Carolinas
2.850%, 03/15/2032		1,057		907
Exelon
5.625%, 06/15/2035		343		348
FirstEnergy
1.600%, 01/15/2026		30		28
Florida Power & Light
2.450%, 02/03/2032		544		458
MidAmerican Energy
3.650%, 04/15/2029		140		133
Northern States Power
7.125%, 07/01/2025		1,190		1,209
NSTAR Electric
1.950%, 08/15/2031		1,000		808
Pacific Gas and Electric
5.550%, 05/15/2029		210		212
2.100%, 08/01/2027		130		117
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
5.450%, 05/21/2028 (B)		370		371
PG&E Wildfire Recovery Funding
4.022%, 06/01/2031		703		679
3.594%, 06/01/2030		673		645

				7,990

Total Corporate Obligations
(Cost $94,413) ($ Thousands)				88,997



U.S. TREASURY OBLIGATIONS — 20.0%
U.S. Treasury Bills
5.305%, 05/09/2024		250		249
U.S. Treasury Bonds
4.750%, 11/15/2043		810		840
4.750%, 11/15/2053		790		843
4.375%, 08/15/2043		750		741
4.250%, 02/15/2054		430		423
4.125%, 08/15/2053		900		865
4.000%, 11/15/2052		730		686


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
3.875%, 05/15/2043	$	790	$	729
3.625%, 08/15/2043		40		36
3.625%, 02/15/2053		290		255
3.625%, 05/15/2053		450		395
3.375%, 11/15/2048		190		159
3.125%, 08/15/2044		50		41
3.000%, 02/15/2049		1,010		787
2.875%, 08/15/2045		60		47
2.875%, 05/15/2049		320		243
2.875%, 05/15/2052		80		60
2.375%, 02/15/2042		618		460
2.375%, 05/15/2051		1,920		1,303
2.250%, 08/15/2049		280		187
2.250%, 02/15/2052		716		471
2.000%, 11/15/2041		650		456
2.000%, 02/15/2050		180		113
2.000%, 08/15/2051		900		558
1.875%, 02/15/2041		30		21
1.875%, 02/15/2051		1,190		717
1.875%, 11/15/2051		780		467
1.750%, 08/15/2041		640		432
1.625%, 11/15/2050		1,080		610
1.375%, 11/15/2040		880		566
1.375%, 08/15/2050		2,130		1,125
1.250%, 05/15/2050		620		317
1.125%, 08/15/2040		260		161
U.S. Treasury Inflation-Protected Securities
1.125%, 01/15/2033		1,263		1,184
0.125%, 01/15/2030		940		851
U.S. Treasury Notes
4.625%, 09/15/2026		30		30
4.625%, 11/15/2026		30		30
4.625%, 09/30/2030		730		746
4.375%, 08/31/2028		4,712		4,731
4.375%, 11/30/2028		5,946		5,978
4.250%, 12/31/2025		110		109
4.250%, 02/28/2031		1,090		1,092
4.125%, 02/15/2027		934		926
4.125%, 08/31/2030		1,640		1,630
4.000%, 01/31/2029		3,487		3,451
4.000%, 07/31/2030		770		760
4.000%, 01/31/2031		2,470		2,438
4.000%, 02/15/2034		1,642		1,615
3.875%, 08/15/2033		4,776		4,649
3.750%, 12/31/2028		100		98
3.625%, 05/31/2028		3,064		2,986
3.500%, 01/31/2028		4,604		4,469
3.375%, 05/15/2033		1,454		1,362
3.125%, 08/31/2027		5,691		5,467
1.500%, 01/31/2027		128		118
0.750%, 05/31/2026		7,510		6,919
0.250%, 05/31/2025		210		199


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

Total U.S. Treasury Obligations
(Cost $73,067) ($ Thousands)				67,210



ASSET-BACKED SECURITIES — 8.2%
Automotive — 0.3%

Avis Budget Rental Car Funding AESOP, Ser 2021-1A, Cl A
1.380%, 08/20/2027 (B)		430		395
Hertz Vehicle Financing III, Ser 2021-2A, Cl B
2.120%, 12/27/2027 (B)		160		146
Hertz Vehicle Financing III, Ser 2021-2A, Cl C
2.520%, 12/27/2027 (B)		300		274
Hertz Vehicle Financing, Ser 2021-1A, Cl C
2.050%, 12/26/2025 (B)		210		205
				1,020

Mortgage Related Securities — 0.1%

Cascade MH Asset Trust, Ser 2021-MH1, Cl A1
1.753%, 02/25/2046 (B)		66		57
Master Asset-Backed Securities Trust, Ser 2007-NCW, Cl A1
5.744%, US0001M + 0.300%, 05/25/2037 (A)(B)		137		118
				175

Other Asset-Backed Securities — 7.8%

AMSR Trust, Ser 2023-SFR1, Cl A
4.000%, 04/17/2040 (B)		960		916
CIFC Funding 2023-III, Ser 2024-3A, Cl A
6.916%, TSFR3M + 1.600%, 01/20/2037 (A)(B)		1,043		1,045
CWHEQ Revolving Home Equity Loan Trust, Ser 2006-F, Cl 2A1A
5.580%, US0001M + 0.140%, 07/15/2036 (A)		116		109
DB Master Finance, Ser 2021-1A, Cl A2II
2.493%, 11/20/2051 (B)		1,025		904
FirstKey Homes Trust, Ser 2021-SFR1, Cl A
1.538%, 08/17/2038 (B)		771		705
FirstKey Homes Trust, Ser 2021-SFR3, Cl A
2.135%, 12/17/2038 (B)		436		401
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl B
2.940%, 01/20/2049 (B)		577		433
Hardee's Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/2051 (B)		263		223


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Home Partners of America Trust, Ser 2022-1, Cl A
3.930%, 04/17/2039 (B)	$	858	$	821
Navient Student Loan Trust, Ser 2016-3A, Cl A3
6.785%, US0001M + 1.350%, 06/25/2065 (A)(B)		238		240
Navient Student Loan Trust, Ser 2016-6A, Cl A3
6.735%, US0001M + 1.300%, 03/25/2066 (A)(B)		471		477
Palmer Square CLO, Ser 2021-2A, Cl A1A3
6.578%, US0003M + 1.000%, 10/17/2031 (A)(B)		621		622
Palmer Square CLO, Ser 2022-2A, Cl A1
6.888%, TSFR3M + 1.570%, 07/20/2034 (A)(B)		400		400
Palmer Square Loan Funding, Ser 2022-2A, Cl A1
6.584%, TSFR3M + 1.270%, 10/15/2030 (A)(B)		657		657
PFS Financing, Ser 2023-C, Cl A
5.520%, 10/15/2028 (B)		826		833
Progress Residential Trust, Ser 2021-SFR2, Cl A
1.546%, 04/19/2038 (B)		546		505
Progress Residential Trust, Ser 2022-SFR2, Cl A
2.950%, 04/17/2027 (B)		974		911
Progress Residential Trust, Ser 2022-SFR3, Cl A
3.200%, 04/17/2039 (B)		504		474
SBA Small Business Investment, Ser 2023-10A, Cl 1
5.168%, 03/10/2033		872		874
SBA Small Business Investment, Ser 2024-10A, Cl 1
5.035%, 03/10/2034		850		852
SLC Student Loan Trust, Ser 2010-1, Cl A
6.495%, US0003M + 0.875%, 11/25/2042 (A)		45		45
SLM Private Credit Student Loan Trust, Ser 2006-A, Cl A5
5.881%, US0003M + 0.290%, 06/15/2039 (A)		131		127
SLM Private Education Loan Trust, Ser 2010-C, Cl A5
10.190%, US0001M + 4.750%, 10/15/2041 (A)(B)		259		278
SMB Private Education Loan Trust 2020-A, Ser 2020-A, Cl A2A
2.230%, 09/15/2037 (B)		128		120


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B
1.590%, 01/15/2053 (B)	$	247	$	221
SMB Private Education Loan Trust, Ser 2021-C, Cl B
2.300%, 01/15/2053 (B)		166		154
Taco Bell Funding, Ser 2021-1A, Cl A2II
2.294%, 08/25/2051 (B)		583		506
Tricon American Homes Trust, Ser 2019-SFR1, Cl A
2.750%, 03/17/2038 (B)		269		255
Tricon Residential Trust, Ser 2021-SFR1, Cl A
1.943%, 07/17/2038 (B)		850		788
Triumph Rail Holdings, Ser 2021-2, Cl A
2.150%, 06/19/2051 (B)		254		230
TRP 2021, Ser 2021-1, Cl A
2.070%, 06/19/2051 (B)		464		418
United States Small Business Administration, Ser 2010-20H, Cl 1
3.520%, 08/01/2030		94		89
United States Small Business Administration, Ser 2011-20B, Cl 1
4.220%, 02/01/2031		89		86
United States Small Business Administration, Ser 2011-20J, Cl 1
2.760%, 10/01/2031		67		62
United States Small Business Administration, Ser 2013-20K, Cl 1
3.380%, 11/01/2033		291		275
United States Small Business Administration, Ser 2014-20F, Cl 1
2.990%, 06/01/2034		428		397
United States Small Business Administration, Ser 2015-20C, Cl 1
2.720%, 03/01/2035		338		308
United States Small Business Administration, Ser 2015-20E, Cl 1
2.770%, 05/01/2035		213		192
United States Small Business Administration, Ser 2015-20K, Cl 1
2.700%, 11/01/2035		267		244
United States Small Business Administration, Ser 2017-20J, Cl 1
2.850%, 10/01/2037		350		318
United States Small Business Administration, Ser 2018-20E, Cl 1
3.500%, 05/01/2038		701		649
United States Small Business Administration, Ser 2022-25D, Cl 1
3.500%, 04/01/2047		668		606
United States Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047		929		866


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
United States Small Business Administration, Ser 2022-25F, Cl 1
4.010%, 06/01/2047	$	945	$	886
United States Small Business Administration, Ser 2022-25G, Cl 1
3.930%, 07/01/2047		911		849
United States Small Business Administration, Ser 2022-25H, Cl 1
3.800%, 08/01/2047		447		413
United States Small Business Administration, Ser 2022-25K, Cl 1
5.130%, 11/01/2047		527		528
United States Small Business Administration, Ser 2023-25F, Cl 1
4.930%, 06/01/2048		856		849
United States Small Business Administration, Ser 2023-25J, Cl 1
5.820%, 10/01/2048		537		557
United States Small Business Administration, Ser 2024-25C, Cl 1
4.970%, 03/01/2049		816		813
Wendy's Funding, Ser 2019-1A, Cl A2I
3.783%, 06/15/2049 (B)		305		293
Wendy's Funding, Ser 2021-1A, Cl A2I
2.370%, 06/15/2051 (B)		601		523
Wendy's Funding, Ser 2021-1A, Cl A2II
2.775%, 06/15/2051 (B)		258		216
Wind River CLO, Ser 2021-3A, Cl A
6.729%, US0003M + 1.150%, 07/20/2033 (A)(B)		614		613
				26,176

Total Asset-Backed Securities
(Cost $28,857) ($ Thousands)				27,371


MUNICIPAL BONDS — 1.2%
California — 0.5%
California Health Facilities Financing Authority, RB
3.378%, 06/01/2028		575		550
San Jose, Financing Authority, RB
1.311%, 06/01/2026		540		502
University of California, Ser BU, RB
4.932%, 05/15/2034		875		886

				1,938

Illinois — 0.3%
Sales Tax Securitization, RB
4.847%, 01/01/2031		930		932


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York — 0.2%
New York State Urban Development, RB
3.350%, 03/15/2026 (E)	$	665	$	647


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



Total Municipal Bonds
(Cost $4,187) ($ Thousands)				4,116



SOVEREIGN DEBT — 0.9%

Colombia Government International Bond
5.625%, 02/26/2044		280		221
5.200%, 05/15/2049		310		227
3.125%, 04/15/2031		220		176
Indonesia Government International Bond MTN
5.125%, 01/15/2045(B)		200		198
Korea Housing Finance
4.625%, 02/24/2033(B)		360		349
Mexico Government International Bond
3.500%, 02/12/2034		1,040		865
Peruvian Government International Bond
3.550%, 03/10/2051		90		65
Province of Quebec Canada, Ser A MTN
6.350%, 01/30/2026		1,010		1,027

Total Sovereign Debt
(Cost $3,578) ($ Thousands)				3,128


	Shares
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl Institutional
5.130%**^†		4,304,358		4,304
Total Cash Equivalent
(Cost $4,304) ($ Thousands)				4,304

PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $47) ($ Thousands)				33

Total Investments in Securities — 100.8%
(Cost $364,241) ($ Thousands)			$	338,534


WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $41) ($ Thousands)			$	(16	)

A list of open exchange traded options contracts for the Fund at March 31, 2024, is as follows:

A list of the open futures contracts held by the Fund at March 31, 2024, is as follows:

	Percentages are based on Net Assets of $335,718 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2024.
^†	Investment in Affiliated Security.
(A)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

(B)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On March 31, 2024, the value of these securities amounted to $49,522 ($ Thousands), representing 14.8% of the Net Assets of the Fund.
(C)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(D)	Zero coupon security.
(E)	Security is escrowed to maturity.

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
AFFILIATED INVESTMENT FUNDS — 98.6%
Equity Fund — 61.5%
New Covenant Growth Fund ^†		3,476,155	$	217,364

Total Equity Fund
(Cost $91,301) ($ Thousands)				217,364
Fixed Income Fund — 37.1%
New Covenant Income Fund ^†		6,337,797		131,192

Total Fixed Income Fund
(Cost $142,828) ($ Thousands)				131,192


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Cl Institutional
5.130%**^†		4,644,129	$	4,644
Total Cash Equivalent
(Cost $4,644) ($ Thousands)				4,644
Total Investments in Securities — 99.9%
(Cost $238,773) ($ Thousands)			$	353,200

	Percentages are based on Net Assets of $353,514 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2024.
^†	Investment in Affiliated Security.

The following is a summary of the transactions with affiliates for the period ended March 31, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
AFFILIATED INVESTMENT FUNDS — 99.0%
Fixed Income Fund — 62.4%
New Covenant Income Fund ^†		2,277,337	$	47,141

Total Fixed Income Fund
(Cost $51,819) ($ Thousands)				47,141
Equity Fund — 36.6%
New Covenant Growth Fund ^†		442,460		27,667

Total Equity Fund
(Cost $9,860) ($ Thousands)				27,667


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Cl Institutional
5.130%**^†		641,122	$	641
Total Cash Equivalent
(Cost $641) ($ Thousands)				641
Total Investments in Securities — 99.8%
(Cost $62,320) ($ Thousands)			$	75,449

	Percentages are based on Net Assets of $75,563 ($ Thousands).
**	The rate reported is the 7-day effective yield as of March 31, 2024.
^†	Investment in Affiliated Security.

The following is a summary of the Fund’s transactions with affiliates for the period ended March 31, 2024 ($ 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 Appreciation(Thousands)
Long Contracts
Russell 2000 Index E-MINI		8		Jun-2024	$	835	$	858	$	23
S&P 500 Index E-MINI		11		Jun-2024		2,852		2,920		68
					$	3,687	$	3,778	$	91

Security Description		Value 6/30/2023				Purchases at Cost				Proceeds from Sales				Realized Gain/(Loss)				Change in Unrealized Appreciation/(Depreciation)				Value 3/31/2024				Income				Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class		$	2,867			$	46,890			$	(46,198	)		$	—			$	—			$	3,559			$	33			$	—

	Percentages are based on Net Assets of $545,614 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of March 31, 2024.
^†	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
3 Month SOFR		39		$	9,311		$	95.50		12/21/2024	$	32
3 Month SOFR		33			7,817			94.75		4/20/2024		–

					17,128							32


Call Options					–
2 Year Futures		7			1,449			103.50		5/18/2024		1



Total Purchased Options				$	18,577						$	33
WRITTEN OPTIONS — 0.0%
Put Options
3 Month SOFR		(39	)	$	(9,262	)		95.00		12/21/2024	$	(11	)



Call Options
2 Year Futures		(7	)		(1,463	)		104.50		05/18/2024		–
3 Month SOFR		(39	)		(9,470	)		97.13		12/21/2024		(5	)
U.S. Bond Futures		(2	)		(260	)		130.00		05/18/2024		–

					(11,193	)						(5	)


Total Written Options				$	(20,455	)					$	(16	)