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

Communication Services — 7.3%
Alphabet Inc, Cl A *		9,353	$	1,613
Alphabet Inc, Cl C *		16,876		2,936
AT&T Inc		63,721		1,161
Cable One Inc		159		61
Charter Communications Inc, Cl A *		128		37
Cogent Communications Holdings Inc		1,022		60
Comcast Corp, Cl A		14,311		573
Dentsu Group Inc		2,600		69
Electronic Arts Inc		3,208		426
Fox Corp		2,882		96
IAC Inc *		443		22
Interpublic Group of Cos Inc/The		4,252		133
ITV PLC		1,529,119		1,550
Liberty Media Corp-Liberty Formula One, Cl C *		1,082		80
Liberty Media Corp-Liberty Live, Cl C *		690		26
Liberty Media Corp-Liberty SiriusXM *		2,161		49
Madison Square Garden Sports Corp *		191		35
Match Group Inc *		514		16
Meta Platforms Inc, Cl A		7,831		3,656
Netflix Inc *		1,697		1,089
New York Times Co/The, Cl A		2,073		106
News Corp		6,196		168
Nexstar Media Group Inc, Cl A		7,373		1,222
Omnicom Group Inc		911		85
Paramount Global, Cl A		2,056		42
Paramount Global, Cl B		2,018		24
Pinterest Inc, Cl A *		5,993		249
Scout24 SE		17,453		1,311
Shutterstock Inc		560		23
Spotify Technology SA *		2,274		675
Take-Two Interactive Software Inc *		1		—
TEGNA Inc		5,058		75
Telefonica Brasil SA		26,800		224
Tencent Holdings Ltd		13,500		626
TKO Group Holdings Inc, Cl A		850		93
T-Mobile US Inc		11,233		1,965
Toei Animation Co Ltd		6,500		99
Trade Desk Inc/The, Cl A *		825		77
TripAdvisor Inc *		1,860		34
Universal Music Group NV		12,959		402
Verizon Communications Inc		25,510		1,050
Walt Disney Co/The		21,199		2,203
WPP PLC		135,751		1,412
ZoomInfo Technologies Inc, Cl A *		2,140		26

				25,879
Consumer Discretionary — 9.2%
ADT Inc		5,625		40
Advance Auto Parts Inc		623		44
Airbnb Inc, Cl A *		1,045		151
Amazon.com Inc *		26,836		4,735


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
American Eagle Outfitters Inc		16,752	$	368
Aptiv PLC *		636		53
Aramark		2,596		83
Autoliv Inc		1,309		167
AutoNation Inc *		266		45
AutoZone Inc *		44		122
Bath & Body Works Inc		2,927		152
Best Buy Co Inc		976		83
Birkenstock Holding Plc *		1,446		82
Booking Holdings Inc		269		1,016
BorgWarner Inc		537		19
BRP Inc		4,398		275
Brunswick Corp/DE		1,228		101
Burberry Group PLC		90,680		1,195
Burlington Stores Inc *		404		97
Capri Holdings Ltd *		1,728		60
CarMax Inc *		744		52
Carnival Corp *		4,654		70
Carter's Inc		1,053		72
Cheesecake Factory Inc/The		2,627		101
Chipotle Mexican Grill Inc, Cl A *		81		253
Choice Hotels International Inc		641		73
Columbia Sportswear Co		602		52
Continental AG		4,785		323
Coupang Inc, Cl A *		3,716		84
Crocs Inc *		590		92
Darden Restaurants Inc		375		56
Deckers Outdoor Corp *		571		625
Dick's Sporting Goods Inc		1,799		410
Dollarama Inc		5,829		552
DoorDash Inc, Cl A *		31		3
Dorman Products Inc *		812		75
DR Horton Inc		286		42
eBay Inc		5,427		294
Etsy Inc *		427		27
Expedia Group Inc *		485		55
Fila Holdings Corp		3,344		95
Five Below Inc *		501		69
Floor & Decor Holdings Inc, Cl A *		1,447		169
Ford Motor Co		4,403		53
Gap Inc/The		4,895		142
Garmin Ltd		814		133
General Motors Co		30,430		1,369
Gentex Corp		2,705		95
Genuine Parts Co		393		57
Goodyear Tire & Rubber Co/The *		5,890		73
Grand Canyon Education Inc *		215		31
H&R Block Inc		2,629		130
Harley-Davidson Inc		4,852		174
Hasbro Inc		526		31
Hilton Worldwide Holdings Inc		2,280		457
Home Depot Inc/The		6,276		2,102
Hyatt Hotels Corp, Cl A		442		65


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Industria de Diseno Textil SA		33,350	$	1,577
Kohl's Corp		27,333		612
Lear Corp		411		52
Leggett & Platt Inc		3,003		35
Lithia Motors Inc, Cl A		418		106
LKQ Corp		1,209		52
Lowe's Cos Inc		4,070		901
Lucid Group Inc *		11,073		31
Lululemon Athletica Inc *		285		89
Macy's Inc		595		12
Magna International Inc		12,236		553
Marriott International Inc/MD, Cl A		4,191		969
Marriott Vacations Worldwide Corp		483		44
Mattel Inc *		910		16
McDonald's Corp		368		95
MercadoLibre Inc *		664		1,146
MGM Resorts International *		2,405		97
Mister Car Wash Inc *		6,801		48
Mobileye Global Inc, Cl A *		2,219		57
Mohawk Industries Inc *		721		88
Murphy USA Inc		644		283
NIKE Inc, Cl B		691		66
Nikon Corp		16,500		172
Nordstrom Inc		1,516		33
Norwegian Cruise Line Holdings Ltd *		2,379		39
NVR Inc *		23		177
Ollie's Bargain Outlet Holdings Inc *		1,782		147
O'Reilly Automotive Inc *		141		136
Oxford Industries Inc		650		72
Peloton Interactive Inc, Cl A *		1,049		4
Penske Automotive Group Inc		933		142
Petco Health & Wellness Co Inc, Cl A *		6,097		24
Phinia Inc		107		5
Planet Fitness Inc, Cl A *		917		58
Polaris Inc		549		46
Pool Corp		3,243		1,179
PulteGroup Inc		48		6
PVH Corp		1,066		128
Ralph Lauren Corp, Cl A		847		158
Ross Stores Inc		6,421		897
Royal Caribbean Cruises Ltd *		765		113
Service Corp International/US		1,305		94
Shimano Inc		2,400		392
Starbucks Corp		9,660		775
Steven Madden Ltd		2,716		121
Swatch Group AG/The		254		54
Tapestry Inc		2,532		110
Tempur Sealy International Inc		2,754		141
Tesla Inc *		3,096		551
Texas Roadhouse Inc, Cl A		566		98
Thor Industries Inc		624		62
TJX Cos Inc/The		5,133		529
TopBuild Corp *		268		112


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Topgolf Callaway Brands Corp *		2,933	$	46
Tractor Supply Co		1,428		407
Travel + Leisure Co		1,185		52
Ulta Beauty Inc *		893		353
Under Armour Inc, Cl A *		4,708		34
Urban Outfitters Inc *		2,117		88
Vail Resorts Inc		213		40
Valvoline Inc *		2,446		99
VF Corp		1,652		22
Victoria's Secret & Co *		3,430		78
Wendy's Co/The		2,626		46
Whirlpool Corp		461		43
Williams-Sonoma Inc		555		163
Wingstop Inc		789		291
Wyndham Hotels & Resorts Inc		874		62
YETI Holdings Inc *		1,751		71
Yum! Brands Inc		560		77

				32,920
Consumer Staples — 7.1%
Archer-Daniels-Midland Co		1,290		81
Brown-Forman Corp, Cl B		1,103		51
Bunge Global SA		963		104
Campbell Soup Co		5,858		260
Carrefour SA		4,051		66
Casey's General Stores Inc		5,380		1,785
Clorox Co/The		495		65
Coca-Cola Co/The		18,597		1,170
Colgate-Palmolive Co		7,124		662
Conagra Brands Inc		45,001		1,345
Constellation Brands Inc, Cl A		3,340		836
Costco Wholesale Corp		2,137		1,731
Coty Inc, Cl A *		5,378		56
Danone SA		22,831		1,465
Darling Ingredients Inc *		1,535		62
Diageo PLC		36,258		1,214
Dollar General Corp		5,115		700
Dollar Tree Inc *		565		67
Estee Lauder Cos Inc/The, Cl A		422		52
Flowers Foods Inc		2,694		63
General Mills Inc		7,218		496
Hain Celestial Group Inc/The *		2,713		21
Hershey Co/The		1,957		387
Hormel Foods Corp		2,233		69
Ingredion Inc		6,376		750
Inter Parfums Inc		1		—
J M Smucker Co/The		5,753		642
Kellanova		3,231		195
Keurig Dr Pepper Inc		1,806		62
Kimberly-Clark Corp		2,896		386
Kraft Heinz Co/The		1,549		55
Kroger Co/The		27,866		1,459
Lamb Weston Holdings Inc		1,288		114
Lancaster Colony Corp		634		118


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LG H&H Co Ltd		3,915	$	1,184
McCormick & Co Inc/MD		1,882		136
MGP Ingredients Inc		213		17
Mondelez International Inc, Cl A		12,727		872
Olaplex Holdings Inc *		17,269		31
PepsiCo Inc		6,225		1,076
Performance Food Group Co *		132		9
Pernod Ricard SA		7,569		1,125
Pigeon Corp		4,200		40
Sysco Corp		10,064		733
Target Corp		1,620		253
TreeHouse Foods Inc *		2,188		79
Tyson Foods Inc, Cl A		7,834		448
Unilever PLC		29,112		1,585
US Foods Holding Corp *		13,632		720
Walgreens Boots Alliance Inc		28,358		460
Walmart Inc		1,126		74
WK Kellogg Co		807		15

				25,446
Energy — 4.3%
Antero Midstream Corp		5,338		78
Antero Resources Corp *		3,254		116
Baker Hughes Co, Cl A		22,837		765
BP PLC ADR		29,443		1,106
BP PLC		62,631		389
Canadian Natural Resources Ltd		19,048		1,464
ChampionX Corp		3,180		104
Cheniere Energy Inc		2,503		395
Chesapeake Energy Corp		749		68
Chevron Corp		12,001		1,948
Chord Energy Corp		419		78
Civitas Resources Inc		1,663		122
ConocoPhillips		8,365		974
Coterra Energy Inc		2,108		60
Devon Energy Corp		6,524		320
Diamondback Energy Inc		8,823		1,758
EOG Resources Inc		6,401		797
EQT Corp		6,571		270
Exxon Mobil Corp		8,511		998
Halliburton Co		4,010		147
Hess Corp		1,868		288
HF Sinclair Corp		1,178		65
Kinder Morgan Inc		19,664		383
Marathon Oil Corp		2,359		68
Marathon Petroleum Corp		2,427		429
New Fortress Energy Inc, Cl A		2,147		54
Occidental Petroleum Corp		1,070		67
ONEOK Inc		2,578		209
Ovintiv Inc		1,218		63
Phillips 66		680		97
Range Resources Corp		2,464		91
Schlumberger NV		4,621		212
Shell PLC ADR		6,492		473


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Southwestern Energy Co *		15,313	$	115
TechnipFMC PLC		4,011		105
Texas Pacific Land Corp		213		131
Valero Energy Corp		1,795		282
Williams Cos Inc/The		4,821		200

				15,289
Financials — 15.3%
Affiliated Managers Group Inc		631		103
Aflac Inc		1,184		106
AGNC Investment Corp ^‡		2,829		27
AIA Group Ltd		177,200		1,376
AIB Group PLC		122,736		696
Allfunds Group PLC		8,950		53
Allstate Corp/The		3,384		567
Ally Financial Inc		2,235		87
American Express Co		2,128		511
Ameriprise Financial Inc		2,810		1,227
Annaly Capital Management Inc ^‡		3,097		61
Aon PLC, Cl A		2,132		600
Apollo Global Management Inc		658		76
Arch Capital Group Ltd *		2,300		236
Ares Management Corp, Cl A		1,251		175
Arthur J Gallagher & Co		272		69
Assurant Inc		485		84
Assured Guaranty Ltd		1,974		153
Axis Capital Holdings Ltd		1,754		130
Banco do Brasil SA		205,800		1,067
Bank of America Corp		18,967		759
Bank of New York Mellon Corp/The		6,146		366
Bank OZK		9,680		405
Barclays PLC		612,495		1,716
Berkshire Hathaway Inc, Cl B *		4,176		1,731
BlackRock Inc, Cl A		860		664
Blackstone Inc		1,004		121
Block Inc, Cl A *		934		60
BOK Financial Corp		794		72
Brighthouse Financial Inc *		1,395		62
Brown & Brown Inc		806		72
Capital One Financial Corp		657		90
Carlyle Group Inc/The		1,855		80
Charles Schwab Corp/The		8,887		651
Chimera Investment Corp ^‡		2,606		31
Chubb Ltd		1,561		423
Cincinnati Financial Corp		726		85
Citigroup Inc		44,629		2,781
Citizens Financial Group Inc		14,083		497
City Holding Co		679		69
CME Group Inc, Cl A		2,621		532
CNA Financial Corp		184		8
Cohen & Steers Inc		792		56
Columbia Banking System Inc		2,761		53
Comerica Inc		724		37
Commerce Bancshares Inc/MO		1,315		73


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Credit Acceptance Corp *		209	$	103
Cullen/Frost Bankers Inc		599		61
Discover Financial Services		6,258		768
East West Bancorp Inc		1,870		139
Equitable Holdings Inc		4,036		167
Euronet Worldwide Inc *		554		65
Evercore Inc, Cl A		786		160
Everest Group Ltd		248		97
Eversource Energy		5,900		349
FactSet Research Systems Inc		1,748		707
Fidelity National Financial Inc		1,791		90
Fidelity National Information Services Inc		613		47
Fifth Third Bancorp		1,877		70
First American Financial Corp		1,122		62
First Citizens BancShares Inc/NC, Cl A		16		27
First Hawaiian Inc		1,924		39
First Horizon Corp		10,810		171
First Interstate BancSystem Inc, Cl A		2,479		66
Fiserv Inc *		689		103
FNB Corp/PA		33,393		460
Franklin Resources Inc		1,707		40
Gjensidige Forsikring ASA		4,629		81
Global Payments Inc		6,612		673
Globe Life Inc		1,091		90
Goldman Sachs Group Inc/The		270		123
Hamilton Lane Inc, Cl A		801		101
Hanover Insurance Group Inc/The		687		91
Hartford Financial Services Group Inc/The		4,339		449
HDFC Bank Ltd ADR		4,249		246
Home BancShares Inc/AR		2,656		62
Houlihan Lokey Inc, Cl A		658		89
Huntington Bancshares Inc/OH		11,006		153
Independent Bank Corp		1,149		58
Intercontinental Exchange Inc		804		108
Invesco Ltd		3,179		50
Jack Henry & Associates Inc		408		67
Janus Henderson Group PLC		2,562		86
Jefferies Financial Group Inc		2,802		130
JPMorgan Chase & Co		12,758		2,585
KeyCorp		3,317		48
Kinsale Capital Group Inc		3,906		1,498
KKR & Co Inc, Cl A		2,511		258
Lincoln National Corp		1,943		64
London Stock Exchange Group PLC		2,688		314
LPL Financial Holdings Inc		709		203
LVMH Moet Hennessy Louis Vuitton SE		2,068		1,650
M&T Bank Corp		1,119		170
MarketAxess Holdings Inc		311		62
Marsh & McLennan Cos Inc		4,488		932
Mastercard Inc, Cl A		677		303
MetLife Inc		4,026		291
MGIC Investment Corp		7,078		149
Moody's Corp		2,034		808


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Morgan Stanley		20,904	$	2,045
Morningstar Inc		253		73
MSCI Inc, Cl A		2,114		1,047
Nasdaq Inc		1,761		104
National Bank Holdings Corp, Cl A		2,089		76
NCR Atleos Corp *		916		26
New York Community Bancorp Inc		16,482		54
NMI Holdings Inc, Cl A *		2,141		71
Northern Trust Corp		2,012		170
NU Holdings Ltd/Cayman Islands, Cl A *		8,157		97
Old National Bancorp/IN		5,074		87
Old Republic International Corp		2,551		81
OneMain Holdings Inc, Cl A		1,860		91
Partners Group Holding AG		1,011		1,352
PayPal Holdings Inc *		4,618		291
Pinnacle Financial Partners Inc		2,549		203
PNC Financial Services Group Inc/The		2,121		334
Popular Inc		8,265		736
Primerica Inc		683		154
Principal Financial Group Inc		1,152		95
Progressive Corp/The		4,580		967
Prosperity Bancshares Inc		1,900		118
Prudential Financial Inc		5,745		691
Raymond James Financial Inc		1,360		167
Regions Financial Corp		5,506		107
Reinsurance Group of America Inc		1		—
RenaissanceRe Holdings Ltd		345		79
Rithm Capital Corp ^‡		6,833		77
Rocket Cos Inc, Cl A *		6,200		86
S&P Global Inc		3,343		1,429
SLM Corp		12,309		264
SoFi Technologies Inc *		7,540		52
Starwood Property Trust Inc ^‡		4,020		78
State Street Corp		10,717		810
Stifel Financial Corp		1,841		149
Synchrony Financial		2,944		129
Synovus Financial Corp		5,299		210
T Rowe Price Group Inc		674		79
TPG Inc, Cl A		2,239		94
Tradeweb Markets Inc, Cl A		874		95
Travelers Cos Inc/The		433		93
Truist Financial Corp		2,659		100
Univest Financial Corp		3,376		74
Unum Group		3,649		197
US Bancorp		1,600		65
UWM Holdings Corp		11,185		82
Valley National Bancorp		7,913		56
Virtu Financial Inc, Cl A		3,660		81
Visa Inc, Cl A		14,423		3,930
W R Berkley Corp		1,406		114
Webster Financial Corp		5,867		259
Western Alliance Bancorp		2,780		175
Western Union Co/The		12,682		162


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WEX Inc *		324	$	61
White Mountains Insurance Group Ltd		78		141
Willis Towers Watson PLC		1,893		483
Wintrust Financial Corp		1,614		159
XP Inc, Cl A		28,710		545
Zions Bancorp NA		1,209		52

				54,378
Health Care — 8.8%
Acadia Healthcare Co Inc *		4,280		295
agilon health Inc *		753		5
Align Technology Inc *		210		54
Alnylam Pharmaceuticals Inc *		472		70
Amedisys Inc *		685		63
Apellis Pharmaceuticals Inc *		1,267		50
Avantor Inc *		2,706		65
Azenta Inc *		9,220		466
Baxter International Inc		11,232		383
Boston Scientific Corp *		15,011		1,134
Cardinal Health Inc		3,870		384
Cencora Inc, Cl A		3,458		784
Certara Inc *		1,816		31
Chemed Corp		108		60
Coloplast A/S, Cl B		7,648		918
CVS Health Corp		26,983		1,608
DENTSPLY SIRONA Inc		5,715		160
Dexcom Inc *		5,879		698
Doximity Inc, Cl A *		19		1
Edwards Lifesciences Corp *		8,452		734
Elanco Animal Health Inc *		45,240		800
Elevance Health Inc		1,813		976
Encompass Health Corp		5,211		450
Enovis Corp *		1,056		53
Ensign Group Inc/The		582		71
Envista Holdings Corp *		2,745		53
Exact Sciences Corp *		2,022		92
Exelixis Inc *		13,403		291
Fortrea Holdings Inc *		513		13
Globus Medical Inc, Cl A *		2,130		143
Henry Schein Inc *		2,467		171
Hologic Inc *		1,306		96
Hoya Corp		9,900		1,206
Humana Inc		345		124
ICON PLC ADR *		2,408		782
ICU Medical Inc *		171		18
IDEXX Laboratories Inc *		1,427		709
Incyte Corp *		7,222		417
Insulet Corp *		385		68
Integra LifeSciences Holdings Corp *		1,163		36
Intuitive Surgical Inc *		2,461		990
Ionis Pharmaceuticals Inc *		1,566		59
IQVIA Holdings Inc *		267		59
Jazz Pharmaceuticals PLC *		7,319		770
Koninklijke Philips NV *		47,002		1,270


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Labcorp Holdings Inc		513	$	100
LeMaitre Vascular Inc		1,045		82
M3 Inc		5,300		51
Masimo Corp *		645		80
Medpace Holdings Inc *		238		92
Medtronic PLC		20,000		1,627
Mettler-Toledo International Inc *		540		758
Molina Healthcare Inc *		1		—
Natera Inc *		6,131		653
Neurocrine Biosciences Inc *		4,676		633
Novocure Ltd *		1,591		35
Penumbra Inc *		330		63
Premier Inc, Cl A		12,059		228
Prestige Consumer Healthcare Inc *		16,138		1,038
Quest Diagnostics Inc		2,735		388
QuidelOrtho Corp *		738		33
Repligen Corp *		2,688		401
ResMed Inc		2,818		582
Royalty Pharma PLC, Cl A		3,976		109
Sotera Health Co *		5,022		56
STERIS PLC		6,619		1,475
Stevanato Group SpA		2,450		50
Stryker Corp		2,405		820
Tandem Diabetes Care Inc *		159		8
Teladoc Health Inc *		293		3
Teleflex Inc		1,029		215
United Therapeutics Corp *		2,281		628
US Physical Therapy Inc		80		8
Vaxcyte Inc *		1,194		84
Veeva Systems Inc, Cl A *		1,171		204
Waters Corp *		2,039		630
West Pharmaceutical Services Inc		425		141
Zimmer Biomet Holdings Inc		5,327		613
Zoetis Inc, Cl A		9,779		1,658

				31,226
Industrials — 13.2%
A O Smith Corp		943		79
Acuity Brands Inc		561		146
AECOM		1,218		106
AerCap Holdings NV		15,761		1,461
AGCO Corp		675		72
Air Lease Corp, Cl A		6,874		328
Alaska Air Group Inc *		2,479		104
Allegion plc		536		65
Allison Transmission Holdings Inc		2,275		173
American Airlines Group Inc *		4,404		51
AMETEK Inc		3,249		551
AP Moller - Maersk A/S, Cl B		783		1,421
Armstrong World Industries Inc		1,080		125
Assa Abloy AB, Cl B		45,170		1,319
Automatic Data Processing Inc		7,280		1,783
AutoStore Holdings Ltd *		26,907		38
Avis Budget Group Inc		323		37


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AZEK Co Inc/The, Cl A *		2,408	$	116
Booz Allen Hamilton Holding Corp, Cl A		1,232		188
Broadridge Financial Solutions Inc		381		77
CACI International Inc, Cl A *		373		158
Carlisle Cos Inc		402		168
Carrier Global Corp		2,640		167
Caterpillar Inc		256		87
CH Robinson Worldwide Inc		994		86
ChargePoint Holdings Inc *		7,231		12
Chart Industries Inc *		1,314		206
Cintas Corp		215		146
Clarivate PLC *		9,578		55
CNH Industrial NV		58,813		621
Computershare Ltd		12,046		213
Concentrix Corp		404		25
Copart Inc *		3,236		172
Core & Main Inc, Cl A *		1,847		106
CSX Corp		4,524		153
Cummins Inc		1,667		470
Dayforce Inc *		1,194		59
Deere & Co		1,975		740
Delta Air Lines Inc		15,680		800
Diploma PLC		8,463		441
Donaldson Co Inc		397		29
Dover Corp		1,366		251
Eaton Corp PLC		3,417		1,137
EMCOR Group Inc		908		353
Emerson Electric Co		1,607		180
Enerpac Tool Group Corp, Cl A		24,622		968
Enpro Inc		439		67
Enviri Corp *		86,138		762
ExlService Holdings Inc *		5,410		162
Expeditors International of Washington Inc		896		108
Experian PLC		33,640		1,545
Fastenal Co		1,128		74
FedEx Corp		2,248		571
Ferguson PLC		409		84
Flowserve Corp		1,306		65
Fortive Corp		627		47
Fortune Brands Innovations Inc		945		66
FTI Consulting Inc *		918		197
Gates Industrial Corp PLC *		5,238		91
Generac Holdings Inc *		427		63
Genpact Ltd		21,598		714
GFL Environmental Inc		32,870		1,034
Graco Inc		401		32
Hayward Holdings Inc *		5,405		78
HEICO Corp		870		193
HEICO Corp, Cl A		600		105
Hertz Global Holdings Inc *		6,414		28
Hexcel Corp		889		61
Howmet Aerospace Inc		2,891		245
Hubbell Inc, Cl B		100		39


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Huron Consulting Group Inc *		270	$	24
IDEX Corp		425		89
Illinois Tool Works Inc		3,263		792
IMCD NV		459		69
Ingersoll Rand Inc		1,197		111
Insperity Inc		1,029		97
ITT Inc		1,117		148
JB Hunt Transport Services Inc		477		77
Johnson Controls International plc		9,066		652
Kirby Corp *		2,029		252
Knight-Swift Transportation Holdings Inc, Cl A		1,117		54
Korn Ferry		1,643		108
Landstar System Inc		336		61
Legrand SA		12,691		1,365
Lennox International Inc		194		98
LG Corp		2,526		149
Lincoln Electric Holdings Inc		809		159
Lyft Inc, Cl A *		1,618		25
ManpowerGroup Inc		944		70
Masco Corp		1,109		78
MasTec Inc *		834		94
MDU Resources Group Inc		2,166		55
Mercury Systems Inc *		1,569		49
Middleby Corp/The *		535		69
MSA Safety Inc		401		72
MSC Industrial Direct Co Inc, Cl A		5,596		481
Nordson Corp		843		198
Norfolk Southern Corp		420		94
nVent Electric PLC		2,436		198
Old Dominion Freight Line Inc		3,432		601
Oshkosh Corp		1,137		129
Otis Worldwide Corp		11,012		1,092
Owens Corning		790		143
PACCAR Inc		1,156		124
Parker-Hannifin Corp		128		68
Paychex Inc		550		66
Paycom Software Inc		217		32
Paycor HCM Inc *		2,683		33
Paylocity Holding Corp *		467		66
Pentair PLC		1,364		111
Quanta Services Inc		191		53
RB Global Inc		1,099		80
Regal Rexnord Corp		733		110
RELX PLC		38,805		1,688
Republic Services Inc, Cl A		700		130
Robert Half Inc		1,607		103
Rockwell Automation Inc		1,053		271
Rollins Inc		2,023		92
Ryder System Inc		2,375		289
Saia Inc *		191		78
Schneider National Inc, Cl B		2,470		56
Science Applications International Corp		487		66


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sensata Technologies Holding PLC		6,719	$	278
Signify NV		55,625		1,505
SiteOne Landscape Supply Inc *		487		75
SMS Co Ltd		28,400		352
Snap-on Inc		234		64
Societe BIC SA		942		70
Southwest Airlines Co		1,122		30
Standex International Corp		1,683		283
Stanley Black & Decker Inc		4,972		433
Sunrun Inc *		439		6
Tetra Tech Inc		1,268		266
Timken Co/The		1,209		105
Toro Co/The		721		58
Toromont Industries Ltd		5,172		452
Trane Technologies PLC		2,634		863
TransDigm Group Inc		58		78
TransUnion		974		70
Trex Co Inc *		956		83
Uber Technologies Inc *		1,349		87
UniFirst Corp/MA		449		71
Union Pacific Corp		3,457		805
United Airlines Holdings Inc *		1,164		62
United Parcel Service Inc, Cl B		5,859		814
United Rentals Inc		308		206
Valmont Industries Inc		292		73
VAT Group AG		141		76
Verisk Analytics Inc, Cl A		474		120
Vertiv Holdings Co, Cl A		1,593		156
Vestis Corp		1,298		16
Waste Connections Inc		8,921		1,466
Waste Management Inc		3,911		824
Watsco Inc		331		157
WESCO International Inc		964		173
Westinghouse Air Brake Technologies Corp		2,694		456
WillScot Mobile Mini Holdings Corp *		1,711		67
Wolters Kluwer NV		5,498		872
Woodward Inc		800		149
WW Grainger Inc		824		759
Xylem Inc/NY		5,273		744

				46,967
Information Technology — 23.6%
Accenture PLC, Cl A		5,970		1,685
Adobe Inc *		2,572		1,144
Advanced Micro Devices Inc *		10,159		1,696
Akamai Technologies Inc *		5,807		536
Allegro MicroSystems Inc *		1,597		48
Amdocs Ltd		872		69
Amphenol Corp, Cl A		1,822		241
Analog Devices Inc		326		76
ANSYS Inc *		247		78
Apple Inc		50,760		9,759
Applied Materials Inc		4,826		1,038
AppLovin Corp, Cl A *		4,000		326


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Arista Networks Inc *		2,910	$	866
Arrow Electronics Inc *		1,030		135
ASML Holding NV		1,677		1,585
Aspen Technology Inc *		322		68
Atlassian Corp, Cl A *		1		—
Autodesk Inc *		334		67
Avnet Inc		1,907		104
Belden Inc		657		63
Bentley Systems Inc, Cl B		2,299		116
Broadcom Inc		3,302		4,387
Brother Industries Ltd		81,900		1,578
Cadence Design Systems Inc *		832		238
CDW Corp/DE		4,127		923
Check Point Software Technologies Ltd *		7,699		1,159
Ciena Corp *		1,878		90
Cirrus Logic Inc *		1,236		142
Cisco Systems Inc		19,204		893
Cloudflare Inc, Cl A *		666		45
Cognex Corp		6,582		300
Cognizant Technology Solutions Corp, Cl A		869		57
Coherent Corp *		2,594		148
Confluent Inc, Cl A *		550		14
Datadog Inc, Cl A *		1,075		118
DocuSign Inc, Cl A *		497		27
Dolby Laboratories Inc, Cl A		1,050		85
Dropbox Inc, Cl A *		2,225		50
DXC Technology Co *		2,083		32
Elastic NV *		642		67
Enphase Energy Inc *		500		64
Entegris Inc		553		70
F5 Inc *		506		86
Fair Isaac Corp *		42		54
First Solar Inc *		733		199
Fortinet Inc *		1,010		60
Gartner Inc *		205		86
Gen Digital Inc		2,665		66
Gitlab Inc, Cl A *		1,223		58
GLOBALFOUNDRIES Inc *		1,155		57
Globant SA *		146		24
GoDaddy Inc, Cl A *		5,660		790
Guidewire Software Inc *		1,075		122
Halma PLC		13,884		394
Harmonic Inc *		9,616		118
Hewlett Packard Enterprise Co		41,813		738
Hexagon AB, Cl B		36,106		396
HP Inc		22,192		810
HubSpot Inc *		83		51
Intel Corp		11,891		367
International Business Machines Corp		678		113
Intuit Inc		4,062		2,342
IPG Photonics Corp *		692		60
Jabil Inc		593		71
Juniper Networks Inc		15,906		567


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Keyence Corp		200	$	90
Keysight Technologies Inc *		2,282		316
KLA Corp		445		338
Kulicke & Soffa Industries Inc		1,690		77
Kyndryl Holdings Inc *		7,926		211
Lam Research Corp		1,016		947
Largan Precision Co Ltd		3,000		212
Lattice Semiconductor Corp *		677		50
Littelfuse Inc		331		85
Lotes Co Ltd		3,000		150
Lumentum Holdings Inc *		1,071		47
Manhattan Associates Inc *		64		14
Marvell Technology Inc		11,348		781
Micron Technology Inc		16,638		2,080
Microsoft Corp		32,892		13,654
MKS Instruments Inc		668		85
MongoDB Inc, Cl A *		261		62
Monolithic Power Systems Inc		659		485
Motorola Solutions Inc		3,946		1,440
National Bank of Canada		17,662		1,509
nCino Inc *		762		23
NCR Voyix Corp *		1,832		24
NetApp Inc		1,531		184
Nokia Oyj		426,148		1,661
Nutanix Inc, Cl A *		3,455		191
NVIDIA Corp		8,487		9,305
Okta Inc, Cl A *		276		24
ON Semiconductor Corp *		3,785		276
Oracle Corp		3,681		431
Palo Alto Networks Inc *		1		—
Power Integrations Inc		800		61
Procore Technologies Inc *		905		61
PTC Inc *		1		—
QUALCOMM Inc		5,570		1,137
RingCentral Inc, Cl A *		199		7
Rogers Corp *		596		70
Roper Technologies Inc		137		73
Salesforce Inc		4,138		970
Samsung Electronics Co Ltd		24,218		1,283
SAP SE		9,517		1,715
ServiceNow Inc *		277		182
Silicon Laboratories Inc *		508		64
Skyworks Solutions Inc		606		56
Smartsheet Inc, Cl A *		1,379		51
Snowflake Inc, Cl A *		867		118
Synopsys Inc *		73		41
Taiwan Semiconductor Manufacturing Co Ltd ADR		16,539		2,498
TD SYNNEX Corp		404		53
Teledyne Technologies Inc *		157		62
Teradata Corp *		1,199		39
Teradyne Inc		2,868		404
Texas Instruments Inc		407		79


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Trimble Inc *		1,500	$	84
Twilio Inc, Cl A *		463		27
Tyler Technologies Inc *		237		114
Ubiquiti Inc		331		47
UiPath Inc, Cl A *		4,862		60
Unity Software Inc *		585		11
Universal Display Corp		2,260		397
VeriSign Inc *		2,996		522
Viasat Inc *		2,518		43
Viavi Solutions Inc *		6,176		46
Vontier Corp		9,773		391
Western Digital Corp *		2,446		184
Wolfspeed Inc *		341		9
Workday Inc, Cl A *		1,592		337
Zebra Technologies Corp, Cl A *		677		211
Zoom Video Communications Inc, Cl A *		186		11
Zscaler Inc *		487		83

				84,169
Materials — 4.0%
Air Products and Chemicals Inc		2,804		748
Albemarle Corp		467		57
Alcoa Corp		4,724		209
Amcor PLC		8,591		87
Anglo American PLC		16,944		542
AptarGroup Inc		1,090		161
Arcadium Lithium PLC *		20,846		92
Ardagh Metal Packaging SA		19,120		76
Avery Dennison Corp		548		125
Axalta Coating Systems Ltd *		19,933		709
Ball Corp		927		64
Berry Global Group Inc		1,072		64
Cabot Corp		1,164		119
Celanese Corp, Cl A		707		107
CF Industries Holdings Inc		2,717		217
Chemours Co/The		3,046		76
Cleveland-Cliffs Inc *		4,585		79
Covestro AG *		14,389		772
Crown Holdings Inc		5,279		444
Dow Inc		975		56
DuPont de Nemours Inc		9,451		777
Eastman Chemical Co		4,713		478
Ecolab Inc		466		108
Element Solutions Inc		5,641		136
FMC Corp		11,270		687
Freeport-McMoRan Inc		5,276		278
Graphic Packaging Holding Co		4,953		140
Huntsman Corp		4,477		111
Ingevity Corp *		1,326		65
Innospec Inc		1,185		155
International Flavors & Fragrances Inc		737		71
International Paper Co		1,238		56
Linde PLC		168		73
Louisiana-Pacific Corp		1,691		155


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LyondellBasell Industries NV, Cl A		607	$	60
Martin Marietta Materials Inc		1,672		957
Mosaic Co/The		2,498		77
NewMarket Corp		145		78
Newmont Corp		14,973		628
Nucor Corp		870		147
O-I Glass Inc, Cl I *		8,446		107
Packaging Corp of America		472		87
PPG Industries Inc		510		67
Quaker Chemical Corp		241		44
Reliance Inc		4,921		1,480
Rio Tinto Ltd		5,521		475
Royal Gold Inc		466		60
Scotts Miracle-Gro Co/The		796		55
Sealed Air Corp		1,831		71
Sherwin-Williams Co/The		3,464		1,052
Sonoco Products Co		903		55
SSR Mining Inc		5,467		29
Steel Dynamics Inc		1,777		238
United States Steel Corp		4,118		158
Vulcan Materials Co		363		93
Westrock Co		1,448		78

				14,190
Real Estate — 2.1%
Alexandria Real Estate Equities Inc ^‡		322		38
American Homes 4 Rent, Cl A ^‡		2,436		88
American Tower Corp ^‡		3,377		661
Americold Realty Trust Inc ^‡		1,965		52
AvalonBay Communities Inc ^‡		909		175
Boston Properties Inc ^‡		2,949		179
Brixmor Property Group Inc ^‡		4,961		112
CBRE Group Inc, Cl A *		5,245		462
COPT Defense Properties ^‡		3,768		93
CoStar Group Inc *		712		56
Cousins Properties Inc ^‡		2,645		61
Crown Castle Inc ^‡		4,114		422
CubeSmart ^‡		1,472		62
Digital Realty Trust Inc ^‡		437		63
EastGroup Properties Inc ^‡		635		105
Equinix Inc ^‡		1,266		966
Equity LifeStyle Properties Inc ^‡		1,548		97
Equity Residential ^‡		780		51
Essex Property Trust Inc ^‡		187		49
Extra Space Storage Inc ^‡		460		67
Federal Realty Investment Trust ^‡		402		41
First Industrial Realty Trust Inc ^‡		1,196		56
Healthpeak Properties Inc ^‡		3,935		78
Highwoods Properties Inc ^‡		2,287		59
Host Hotels & Resorts Inc ^‡		9,310		167
Howard Hughes Holdings Inc *		411		27
Iron Mountain Inc ^‡		1,533		124
Jones Lang LaSalle Inc *		410		83
Kilroy Realty Corp ^‡		811		27


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kimco Realty Corp ^‡		2,506	$	48
Lamar Advertising Co, Cl A ^‡		862		102
Mid-America Apartment Communities Inc ^‡		482		64
NET Lease Office Properties ^‡		3,015		72
Newmark Group Inc, Cl A		11,057		115
NNN REIT Inc ^‡		993		41
Park Hotels & Resorts Inc ^‡		5,035		80
Prologis Inc ^‡		6,809		752
Public Storage ^‡		298		82
Rayonier Inc ^‡		2,788		84
Realty Income Corp ^‡		1,634		87
Regency Centers Corp ^‡		826		51
Rexford Industrial Realty Inc ^‡		1,192		54
SBA Communications Corp, Cl A ^‡		1,053		207
Simon Property Group Inc ^‡		566		86
STAG Industrial Inc ^‡		3,653		128
Swire Pacific Ltd, Cl A		20,000		174
Terreno Realty Corp ^‡		1,746		99
UDR Inc ^‡		2,288		88
Ventas Inc ^‡		1,890		95
Vornado Realty Trust ^‡		765		19
Welltower Inc ^‡		1,829		190
Weyerhaeuser Co ^‡		2,954		89
Zillow Group Inc, Cl C *		1,894		77

				7,405
Utilities — 2.4%
AES Corp/The		4,013		87
Alliant Energy Corp		1,828		94
Ameren Corp		786		58
American Electric Power Co Inc		1,847		167
American Water Works Co Inc		2,358		308
Atmos Energy Corp		534		62
Avangrid Inc		2,174		78
Brookfield Infrastructure Corp, Cl A		1,361		47
Brookfield Renewable Corp, Cl A		3,044		96
CenterPoint Energy Inc		3,540		108
Clearway Energy Inc, Cl C		2,159		60
CMS Energy Corp		5,948		374
Consolidated Edison Inc		3,038		287
Dominion Energy Inc		1,583		85
DTE Energy Co		931		108
Duke Energy Corp		2,448		254
Edison International		7,451		573
Entergy Corp		595		67
Essential Utilities Inc		1,211		46
Evergy Inc		833		46
Exelon Corp		15,856		595
FirstEnergy Corp		11,167		450
IDACORP Inc, Cl Rights		994		95
National Fuel Gas Co		1,319		75
NextEra Energy Inc		14,684		1,175
NiSource Inc		1,440		42
NRG Energy Inc		16,896		1,369


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
OGE Energy Corp		2,708	$	98
Pinnacle West Capital Corp		566		45
PPL Corp		23,068		677
Public Service Enterprise Group Inc		1,010		76
Sempra		932		72
Spire Inc		978		60
UGI Corp		1,904		48
Vistra Corp		1,148		114
WEC Energy Group Inc		737		60
Xcel Energy Inc		6,735		373

				8,429
Total Common Stock
(Cost $243,790) ($ Thousands)				346,298

PREFERRED STOCK — 0.6%

Consumer Discretionary — 0.1%
Volkswagen AG (A)		2,540		317


Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK (continued)
Consumer Staples — 0.5%
Henkel AG & Co KGaA (A)		19,311	$	1,743


Total Preferred Stock
(Cost $1,869) ($ Thousands)				2,060
		Number of Rights
RIGHTS — 0.0%
United States — 0.0%
Abiomed Inc *^‡^‡		297		–
Total Rights
(Cost $—) ($ Thousands)				–


	Shares
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Institutional Class
5.050%**^†		4,582,286		4,582
Total Cash Equivalent
(Cost $4,582) ($ Thousands)				4,582
Total Investments in Securities — 99.2%
(Cost $250,241) ($ Thousands)			$	352,940


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 34.7%
Agency Mortgage-Backed Obligations — 28.0%
FHLMC
6.500%, 02/01/2053 to 02/01/2054	$	353	$	361
6.000%, 03/01/2035 to 03/01/2054		1,195		1,209
5.500%, 04/01/2030 to 09/01/2053		1,186		1,175
5.000%, 06/01/2041 to 05/01/2053		1,477		1,432
4.500%, 06/01/2038 to 11/01/2052		615		588
4.000%, 07/01/2037 to 02/01/2053		744		688
3.500%, 04/01/2033 to 04/01/2052		1,237		1,120
3.000%, 06/01/2034 to 06/01/2052		3,358		2,945
2.500%, 01/01/2050 to 05/01/2052		4,419		3,631
2.000%, 09/01/2040 to 11/01/2051		2,622		2,102
1.500%, 11/01/2040 to 03/01/2052		469		371
FHLMC ARM
5.974%, RFUCCT1Y + 1.623%, 10/01/2046(A)		187		190
5.943%, RFUCCT1Y + 1.598%, 06/01/2047(A)		85		86
3.101%, RFUCCT1Y + 1.621%, 02/01/2050(A)		62		60
3.006%, RFUCCT1Y + 1.627%, 11/01/2048(A)		46		43
2.872%, RFUCCT1Y + 1.619%, 11/01/2047(A)		51		49
2.634%, RFUCCT1Y + 1.634%, 12/01/2050(A)		97		88
FHLMC CMO, Ser 2014-328, Cl S4, IO
0.228%, 02/15/2038(A)		17		1
FHLMC CMO, Ser 2014-4415, IO
0.166%, 04/15/2041(A)		77		5
FHLMC CMO, Ser 2015-4494, Cl AI, IO
0.215%, 11/15/2038(A)		81		6
FHLMC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		46		39
FHLMC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		76		12
FHLMC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		80		11
FHLMC CMO, Ser 2020-5038, Cl PJ
0.750%, 10/25/2050		300		206
FHLMC CMO, Ser 2021-5071, Cl IH, IO
2.500%, 02/25/2051		80		10
FHLMC CMO, Ser 2021-5118, Cl NI, IO
2.000%, 02/25/2051		756		99
FHLMC CMO, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		200		175
FHLMC CMO, Ser 2022-5230, Cl PE
2.000%, 12/25/2051		100		77
FHLMC CMO, Ser 2023-5377, IO
2.500%, 12/25/2051		874		114
FHLMC Multifamily Structured Pass-Through Certificates, Ser 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 1519, Cl X1, IO
0.594%, 12/25/2035(A)	$	2,057	$	94
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2021-K124, Cl X1, IO
0.718%, 12/25/2030(A)		2,983		111
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2022-1, Cl MAU
3.250%, 11/25/2061		293		258
FHLMC STACR REMIC Trust, Ser 2020-DNA1, Cl B1
7.738%, SOFR30A + 2.414%, 01/25/2050(A)(B)		180		184
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.824%, SOFR30A + 1.500%, 10/25/2041(A)(B)		260		261
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B
7.724%, SOFR30A + 2.400%, 02/25/2042(A)(B)		200		205
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M2
9.074%, SOFR30A + 3.750%, 02/25/2042(A)(B)		110		116
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl B1
10.974%, SOFR30A + 5.650%, 04/25/2042(A)(B)		120		131
FHLMC STACR REMIC Trust, Ser 2022-DNA6, Cl M1A
7.474%, SOFR30A + 2.150%, 09/25/2042(A)(B)		71		72
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1A
7.424%, SOFR30A + 2.100%, 04/25/2043(A)(B)		174		177
FHLMC STACR REMIC Trust, Ser 2024-DNA1, Cl M2
7.274%, SOFR30A + 1.950%, 02/25/2044(A)(B)		250		253
FNMA
6.500%, 01/01/2053 to 03/01/2054		360		369
6.000%, 12/01/2052 to 06/01/2053		458		462
5.500%, 08/01/2049 to 11/01/2053		1,840		1,821
5.000%, 07/01/2052 to 08/01/2053		2,564		2,498
4.500%, 07/01/2033 to 01/01/2059		3,634		3,463
4.000%, 01/01/2037 to 06/01/2057		2,829		2,615
3.500%, 12/01/2034 to 05/01/2052		3,555		3,200
3.000%, 11/01/2034 to 09/01/2061		4,312		3,749
2.810%, 04/01/2025		40		39
2.500%, 01/01/2032 to 07/01/2061		7,987		6,671
2.000%, 10/01/2040 to 03/01/2052		3,662		2,936
1.500%, 11/01/2041 to 03/01/2051		337		265


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA ARM
6.186%, RFUCCT1Y + 1.589%, 04/01/2047(A)	$	106	$	106
FNMA CMO, Ser 2012-118, Cl VZ
3.000%, 11/25/2042		125		110
FNMA CMO, Ser 2014-6, Cl Z
2.500%, 02/25/2044		129		108
FNMA CMO, Ser 2015-55, IO
0.176%, 08/25/2055(A)		69		3
FNMA CMO, Ser 2015-56, Cl AS, IO
0.712%, 08/25/2045(A)		103		11
FNMA CMO, Ser 2020-56, Cl AQ
2.000%, 08/25/2050		200		150
FNMA CMO, Ser 2020-57, Cl TA
2.000%, 04/25/2050		47		40
FNMA CMO, Ser 2020-96, Cl IN, IO
3.000%, 01/25/2051		153		23
FNMA CMO, Ser 2020-97, Cl AI, IO
2.000%, 01/25/2051		509		70
GNMA
6.500%, 01/20/2054		785		806
6.000%, 07/20/2053 to 02/20/2054		790		803
5.500%, 11/20/2052 to 08/20/2053		1,035		1,031
5.000%, 11/20/2048 to 08/20/2053		784		763
4.500%, 01/15/2042 to 09/20/2052		1,102		1,057
4.000%, 08/15/2045 to 10/20/2052		769		711
3.500%, 04/20/2046 to 04/20/2052		890		799
3.000%, 09/15/2042 to 04/20/2052		1,468		1,270
2.500%, 05/20/2051 to 12/20/2052		813		675
2.000%, 10/20/2050 to 04/20/2051		2,070		1,651
GNMA CMO, Ser 2007-51, Cl SG, IO
1.145%, 08/20/2037(A)		6		–
GNMA CMO, Ser 2012-34, Cl SA, IO
0.615%, 03/20/2042(A)		60		5
GNMA CMO, Ser 2012-43, Cl SN, IO
1.166%, 04/16/2042(A)		49		6
GNMA CMO, Ser 2012-H27, Cl AI, IO
1.730%, 10/20/2062(A)		18		–
GNMA CMO, Ser 2014-118, Cl HS, IO
0.765%, 08/20/2044(A)		103		11
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		72		10
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		74		10
GNMA CMO, Ser 2020-175, Cl GI, IO
2.000%, 11/20/2050		70		8
GNMA CMO, Ser 2020-H09, Cl FL
6.589%, TSFR1M + 1.264%, 05/20/2070(A)		59		59
GNMA CMO, Ser 2021-176, Cl IN, IO
2.500%, 10/20/2051		246		34
GNMA CMO, Ser 2021-188, Cl PA
2.000%, 10/20/2051		269		212


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2021-223, Cl P
2.000%, 06/20/2051	$	80	$	69
GNMA CMO, Ser 2021-57, Cl BI, IO
3.000%, 03/20/2051		337		53
GNMA CMO, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		247		33
GNMA CMO, Ser 2022-139, Cl AL
4.000%, 07/20/2051		100		87
GNMA CMO, Ser 2022-189, Cl PT
2.500%, 10/20/2051		91		74
GNMA CMO, Ser 2022-63, Cl LM
3.500%, 10/20/2050		100		81
GNMA CMO, Ser 2023-80, Cl IA, IO
4.500%, 10/20/2047		1,356		265
GNMA, Ser 2020-103, Cl AD
1.450%, 01/16/2063		115		85
GNMA, Ser 2020-178, IO
1.422%, 10/16/2060(A)		1,107		104
GNMA, Ser 2022-113, Cl Z
2.000%, 09/16/2061		623		325
GNMA, Ser 2022-3, IO
0.640%, 02/16/2061(A)		287		14


				58,599
Agency Mortgage-Backed Obligatoins — 0.1%
FHLB DN
0.000%, 07/15/2024(C)		180		179

Non-Agency Mortgage-Backed Obligations — 6.6%
Angel Oak Mortgage Trust, Ser 2022-3, Cl A3
4.098%, 01/25/2067(A)(B)		100		90
BANK, Ser 2017-BNK8, Cl XA, IO
0.709%, 11/15/2050(A)		1,342		27
BANK, Ser 2018-BNK10, Cl A5
3.688%, 02/15/2061		160		150
BANK, Ser 2019-BNK21, Cl XA, IO
0.836%, 10/17/2052(A)		4,019		137
BANK5 Trust, Ser 2023-5YR2, Cl A3
6.656%, 07/15/2056(A)		500		519
BANK5 Trust, Ser 2024-5YR6, Cl C
7.199%, 05/15/2057(A)		100		101
BBCCRE Trust, Ser 2015-GTP, Cl D
4.563%, 08/10/2033(A)(B)		140		119
Bear Stearns Asset-Backed Securities I Trust, Ser 2004-AC6, Cl A1
5.750%, 11/25/2034(D)		40		33
Benchmark Mortgage Trust, Ser 2018-B1, Cl A5
3.666%, 01/15/2051(A)		190		177
Benchmark Mortgage Trust, Ser 2019-B17, Cl A2
2.211%, 03/15/2053		395		367


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Benchmark Mortgage Trust, Ser 2020-B22, Cl ASB
1.731%, 01/15/2054	$	474	$	415
BMP, Ser 2024-MF23, Cl D
7.711%, TSFR1M + 2.390%, 06/15/2041(A)(B)		210		210
BPR Trust, Ser 2022-OANA, Cl A
7.215%, TSFR1M + 1.898%, 04/15/2037(A)(B)		140		141
BRAVO Residential Funding Trust, Ser 2022-NQM3, Cl A1
5.108%, 07/25/2062(A)(B)		153		151
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
6.131%, TSFR1M + 0.814%, 09/15/2036(A)(B)		287		285
BX Commercial Mortgage Trust, Ser 2023-XL3, Cl A
7.078%, TSFR1M + 1.761%, 12/09/2040(A)(B)		569		572
BX Commercial Mortgage Trust, Ser 2024-KING, Cl E
8.988%, TSFR1M + 3.688%, 05/15/2034(A)(B)		160		160
BX Commercial Mortgage Trust, Ser 2024-XL5, Cl A
6.708%, TSFR1M + 1.392%, 03/15/2041(A)(B)		594		594
BX Mortgage Trust, Ser 2022-MVRK, Cl A
6.784%, TSFR1M + 1.467%, 03/15/2039(A)(B)		162		160
CD Mortgage Trust, Ser 2017-CD5, Cl A4
3.431%, 08/15/2050		180		168
CENT Trust, Ser 2023-CITY, Cl A
7.937%, TSFR1M + 2.620%, 09/15/2038(A)(B)		130		131
Chevy Chase Funding Mortgage-Backed Certificates, Ser 2004-2A, Cl A1
5.709%, TSFR1M + 0.384%, 05/25/2035(A)(B)		35		32
Citigroup Commercial Mortgage Trust, Ser 2019-C7, Cl XA, IO
0.855%, 12/15/2072(A)		1,064		39
COMM Mortgage Trust, Ser 2015-CR23, Cl A4
3.497%, 05/10/2048		549		538
COMM Mortgage Trust, Ser 2015-CR26, Cl A4
3.630%, 10/10/2048		417		404
Cross Mortgage Trust, Ser 2024-H2, Cl A1
6.093%, 04/25/2069(B)(D)		334		333
CSAIL Commercial Mortgage Trust, Ser 2015-C2, Cl AS
3.849%, 06/15/2057(A)		210		204


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(A)(B)	$	117	$	103
CSMC Trust, Ser 2022-RPL4, Cl A1
3.904%, 04/25/2062(A)(B)		194		181
DTP Commercial Mortgage Trust, Ser 2023-STE2, Cl A
5.843%, 01/15/2041(A)(B)		100		100
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048(A)(B)		34		29
FS Commercial Mortgage Trust, Ser 2023-4SZN, Cl B
7.544%, 11/10/2039(A)(B)		160		165
GCAT Trust, Ser 2024-INV1, Cl 1A2
5.500%, 01/25/2054(A)(B)		184		179
GS Mortgage Securities Trust, Ser 2020-GSA2, Cl AAB
1.662%, 12/12/2053		260		234
ILPT Commercial Mortgage Trust, Ser 2022-LPF2, Cl A
7.562%, TSFR1M + 2.245%, 10/15/2039(A)(B)		160		160
Impac CMB Trust, Ser 2005-4, Cl 1M1
6.084%, TSFR1M + 0.544%, 05/25/2035(A)		17		15
JP Morgan Mortgage Trust, Ser 2024-4, Cl A4A
6.000%, 10/25/2054(A)(B)		315		313
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C7, Cl XA, IO
0.829%, 10/15/2050(A)		1,285		27
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2018-PHH, Cl F
8.674%, TSFR1M + 3.357%, 06/15/2035(A)(B)		250		4
JPMorgan Mortgage Trust, Ser 2005-S2, Cl 2A15
6.000%, 09/25/2035		84		58
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(A)(B)		15		13
JPMorgan Mortgage Trust, Ser 2020-3, Cl A3A
3.000%, 08/25/2050(A)(B)		63		53
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2016-C32, Cl ASB
3.514%, 12/15/2049		156		151
Morgan Stanley Residential Mortgage Loan Trust, Ser 2024-INV2, Cl A1
6.500%, 02/25/2054(A)(B)		206		207
MSCG Trust, Ser 2015-ALDR, Cl A2
3.462%, 06/07/2035(A)(B)		110		102


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MSWF Commercial Mortgage Trust, Ser 2023-2, Cl A5
6.014%, 12/15/2056(A)	$	110	$	115
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057(A)(B)		96		89
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B2
4.250%, 09/25/2059(A)(B)		185		171
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(B)		164		152
NJ Trust, Ser 2023-GSP, Cl A
6.481%, 01/06/2029(A)(B)		100		103
Nomura Asset Acceptance Alternative Loan Trust, Ser 2007-1, Cl 1A4
6.638%, 03/25/2047(D)		88		82
NRTH Mortgage Trust, Ser 2024-PARK, Cl A
6.958%, TSFR1M + 1.641%, 03/15/2041(A)(B)		120		120
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A1
1.850%, 11/20/2050(B)		203		190
Oak Street Investment Grade Net Lease Fund, Ser 2020-1A, Cl A3
2.260%, 11/20/2050(B)		229		210
OBX Trust, Ser 2022-NQM1, Cl A2
3.001%, 11/25/2061(A)(B)		120		87
OBX Trust, Ser 2022-NQM6, Cl A1
4.700%, 07/25/2062(B)(D)		151		147
OBX Trust, Ser 2022-NQM7, Cl A1
5.110%, 08/25/2062(B)(D)		151		148
OBX Trust, Ser 2023-NQM6, Cl A1
6.520%, 07/25/2063(B)(D)		244		245
OBX Trust, Ser 2023-NQM7, Cl A1
6.844%, 04/25/2063(B)(D)		205		207
OBX Trust, Ser 2024-NQM3, Cl A3
6.433%, 12/25/2063(B)(D)		95		95
PRKCM Trust, Ser 2022-AFC1, Cl A1A
4.100%, 04/25/2057(A)(B)		83		79
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1
2.633%, 09/25/2059(A)(B)		4		4
Sabey Data Center Issuer, Ser 2020-1, Cl A2
3.812%, 04/20/2045(B)		77		75
Sabey Data Center Issuer, Ser 2021-1, Cl A2
1.881%, 06/20/2046(B)		466		425
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl MA
3.000%, 05/25/2057		159		144
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl MA
3.500%, 08/25/2057(A)		140		131


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Seasoned Credit Risk Transfer Trust, Ser 2018-4, Cl MA
3.500%, 03/25/2058	$	197	$	183
Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA
3.500%, 08/25/2058		239		221
Seasoned Credit Risk Transfer Trust, Ser 2022-2, Cl MA
3.000%, 04/25/2062		229		198
Sequoia Mortgage Trust, Ser 2024-4, Cl A4
6.000%, 05/25/2054(A)(B)		316		316
SG Commercial Mortgage Securities Trust, Ser 2016-C5, Cl A3
2.779%, 10/10/2048		220		210
SMRT, Ser 2022-MINI, Cl D
7.267%, TSFR1M + 1.950%, 01/15/2039(A)(B)		210		207
SREIT Trust, Ser 2021-MFP2, Cl A
6.253%, TSFR1M + 0.936%, 11/15/2036(A)(B)		110		109
UBS Commercial Mortgage Trust, Ser 2018-C12, Cl A2
4.152%, 08/15/2051		10		10
UBS Commercial Mortgage Trust, Ser 2018-C13, Cl ASB
4.241%, 10/15/2051		479		464
Wells Fargo Commercial Mortgage Trust, Ser 2015-C28, Cl AS
3.872%, 05/15/2048(A)		270		263
Wells Fargo Commercial Mortgage Trust, Ser 2016-C37, Cl A4
3.525%, 12/15/2049		156		150


				13,701
Total Mortgage-Backed Securities
(Cost $77,649) ($ Thousands)				72,479



CORPORATE OBLIGATIONS — 27.8%
Communication Services — 2.7%
AT&T
6.763%, TSFR3M + 1.442%, 06/12/2024 (A)		462		462
5.350%, 09/01/2040		21		20
4.500%, 03/09/2048		39		32
4.350%, 06/15/2045		20		17
3.650%, 09/15/2059		32		22
3.500%, 06/01/2041		151		115
2.550%, 12/01/2033		339		268
2.300%, 06/01/2027		60		55
2.250%, 02/01/2032		50		40
CCO Holdings
4.750%, 02/01/2032 (B)		100		81


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 05/01/2032	$	100	$	79
4.500%, 06/01/2033 (B)		20		15
Charter Communications Operating
6.550%, 06/01/2034		20		20
6.484%, 10/23/2045		20		18
6.384%, 10/23/2035		580		566
5.750%, 04/01/2048		90		76
5.500%, 04/01/2063		30		23
5.375%, 04/01/2038		10		9
5.375%, 05/01/2047		10		8
5.125%, 07/01/2049		10		8
5.050%, 03/30/2029		40		38
4.908%, 07/23/2025		7		7
4.800%, 03/01/2050		30		22
4.400%, 04/01/2033		270		237
3.500%, 03/01/2042		10		7
Comcast
4.250%, 10/15/2030		200		190
4.150%, 10/15/2028		40		39
4.049%, 11/01/2052		150		116
4.000%, 08/15/2047		10		8
4.000%, 03/01/2048		10		8
3.999%, 11/01/2049		10		8
3.969%, 11/01/2047		90		70
3.950%, 10/15/2025		130		128
3.750%, 04/01/2040		20		16
3.450%, 02/01/2050		40		28
3.400%, 04/01/2030		20		18
3.400%, 07/15/2046		10		7
3.300%, 04/01/2027		190		181
3.150%, 03/01/2026		20		19
2.937%, 11/01/2056		27		16
2.887%, 11/01/2051		254		158
2.800%, 01/15/2051		40		25
2.350%, 01/15/2027		260		243
DISH DBS
5.750%, 12/01/2028 (B)		30		21
5.250%, 12/01/2026 (B)		40		32
Fox
6.500%, 10/13/2033		50		52
5.476%, 01/25/2039		70		66
Rogers Communications
5.300%, 02/15/2034		60		59
Telefonica Emisiones SAU
5.213%, 03/08/2047		150		134
T-Mobile USA
5.150%, 04/15/2034		40		39
4.500%, 04/15/2050		50		42
3.875%, 04/15/2030		130		121
3.750%, 04/15/2027		10		10
3.500%, 04/15/2025		270		265
3.500%, 04/15/2031		80		71
3.400%, 10/15/2052		30		20


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.375%, 04/15/2029	$	20	$	18
3.000%, 02/15/2041		10		7
2.875%, 02/15/2031		20		17
2.625%, 02/15/2029		30		27
2.550%, 02/15/2031		20		17
2.250%, 02/15/2026		10		9
2.250%, 11/15/2031		10		8
Verizon Communications
5.500%, 03/16/2047		6		6
5.250%, 03/16/2037		20		20
4.500%, 08/10/2033		200		188
4.329%, 09/21/2028		300		291
4.125%, 08/15/2046		30		24
4.000%, 03/22/2050		30		23
3.400%, 03/22/2041		10		8
3.150%, 03/22/2030		30		27
3.000%, 03/22/2027		10		9
2.650%, 11/20/2040		30		21
2.625%, 08/15/2026		10		10
2.550%, 03/21/2031		61		51
2.100%, 03/22/2028		30		27
1.750%, 01/20/2031		130		104
Warnermedia Holdings
6.412%, 03/15/2026		30		30
5.141%, 03/15/2052		175		138
5.050%, 03/15/2042		10		8
4.279%, 03/15/2032		100		88
4.054%, 03/15/2029		20		18
3.755%, 03/15/2027		20		19

				5,668

Consumer Discretionary — 2.5%
Amazon.com
4.950%, 12/05/2044		157		152
4.250%, 08/22/2057		10		8
4.100%, 04/13/2062		374		299
4.050%, 08/22/2047		30		25
3.875%, 08/22/2037		280		246
3.600%, 04/13/2032		170		155
3.450%, 04/13/2029		20		19
3.300%, 04/13/2027		10		10
3.150%, 08/22/2027		50		47
3.100%, 05/12/2051		120		82
2.100%, 05/12/2031		20		17
1.500%, 06/03/2030		30		25
1.200%, 06/03/2027		60		54
Aptiv
3.250%, 03/01/2032		430		371
Cox Communications
3.350%, 09/15/2026 (B)		231		220
CSC Holdings
4.500%, 11/15/2031 (B)		200		122


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Ford Motor
6.100%, 08/19/2032	$	80	$	80
4.750%, 01/15/2043		20		16
3.250%, 02/12/2032		30		25
Ford Motor Credit
6.798%, 11/07/2028		378		390
4.950%, 05/28/2027		230		224
4.000%, 11/13/2030		200		177
2.900%, 02/16/2028		227		205
2.900%, 02/10/2029		220		193
General Motors
6.250%, 10/02/2043		50		50
6.125%, 10/01/2025		50		50
5.600%, 10/15/2032		10		10
5.150%, 04/01/2038		20		18
General Motors Financial
2.400%, 10/15/2028		553		486
Hilton Domestic Operating
6.125%, 04/01/2032 (B)		30		30
Home Depot
3.350%, 04/15/2050		90		63
3.300%, 04/15/2040		10		8
3.250%, 04/15/2032		100		88
2.700%, 04/15/2030		20		18
2.500%, 04/15/2027		30		28
Lennar
5.000%, 06/15/2027		10		10
4.750%, 11/29/2027		20		20
Lowe's
5.625%, 04/15/2053		245		237
5.000%, 04/15/2040		53		49
4.500%, 04/15/2030		20		19
3.700%, 04/15/2046		96		71
NCL
8.125%, 01/15/2029 (B)		40		42
NIKE
3.375%, 03/27/2050		50		36
3.250%, 03/27/2040		10		8
2.750%, 03/27/2027		20		19
2.400%, 03/27/2025		30		29
Nissan Motor
3.522%, 09/17/2025 (B)		200		194
Royal Caribbean Cruises
6.250%, 03/15/2032 (B)		50		50
Time Warner Cable
7.300%, 07/01/2038		90		91
6.550%, 05/01/2037		10		10
Time Warner Cable Enterprises
8.375%, 07/15/2033		50		55
VOC Escrow
5.000%, 02/15/2028 (B)		30		29


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ZF North America Capital
6.875%, 04/23/2032 (B)	$	170	$	174

				5,154

Consumer Staples — 0.3%
Anheuser-Busch
4.900%, 02/01/2046		180		165
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		50		50
4.350%, 06/01/2040		50		44
3.500%, 06/01/2030		20		19
Coca-Cola
3.375%, 03/25/2027		20		19
2.600%, 06/01/2050		20		13
Constellation Brands
4.750%, 11/15/2024		80		80
4.350%, 05/09/2027		20		19
Costco Wholesale
1.600%, 04/20/2030		40		34
1.375%, 06/20/2027		70		63
Hershey
0.900%, 06/01/2025		10		10
Kraft Heinz Foods
5.200%, 07/15/2045		20		19
4.375%, 06/01/2046		10		8
4.250%, 03/01/2031		10		9
Mars
3.200%, 04/01/2030 (B)		10		9
2.700%, 04/01/2025 (B)		30		29
Mondelez International
1.500%, 05/04/2025		70		67
PepsiCo
2.875%, 10/15/2049		20		13
1.625%, 05/01/2030		20		17

				687

Energy — 3.9%
Apache
7.750%, 12/15/2029		20		22
5.350%, 07/01/2049		20		17
4.750%, 04/15/2043		10		8
4.250%, 01/15/2044		150		109
Blue Racer Midstream
7.250%, 07/15/2032 (B)		20		20
BP Capital Markets America
3.633%, 04/06/2030		20		18
3.588%, 04/14/2027		10		10
3.000%, 02/24/2050		50		33
Cameron LNG
3.302%, 01/15/2035 (B)		70		58
2.902%, 07/15/2031 (B)		60		51
Cheniere Energy
4.625%, 10/15/2028		20		19


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cheniere Energy Partners
4.000%, 03/01/2031	$	10	$	9
3.250%, 01/31/2032		40		34
Chevron
3.078%, 05/11/2050		10		7
2.954%, 05/16/2026		30		29
Chevron USA
3.850%, 01/15/2028		30		29
Columbia Pipelines Operating
6.544%, 11/15/2053 (B)		20		21
6.036%, 11/15/2033 (B)		100		102
Continental Resources
5.750%, 01/15/2031 (B)		40		39
4.900%, 06/01/2044		60		50
4.375%, 01/15/2028		30		29
2.268%, 11/15/2026 (B)		20		18
Coterra Energy
4.375%, 03/15/2029		180		171
3.900%, 05/15/2027		110		106
DCP Midstream Operating
6.450%, 11/03/2036 (B)		10		10
Devon Energy
5.850%, 12/15/2025		30		30
5.600%, 07/15/2041		50		47
5.000%, 06/15/2045		280		242
Diamondback Energy
5.150%, 01/30/2030		535		530
3.500%, 12/01/2029		30		27
3.250%, 12/01/2026		10		10
Ecopetrol
5.875%, 05/28/2045		110		79
4.625%, 11/02/2031		120		98
Energy Transfer
9.612%, TSFR3M + 4.290%(A)(E)		70		70
7.125%, H15T5Y + 5.306%(A)(E)		50		49
6.750%, H15T5Y + 5.134%(A)(E)		10		10
6.500%, H15T5Y + 5.694%(A)(E)		20		19
6.250%, 04/15/2049		190		189
5.750%, 02/15/2033		270		270
5.250%, 04/15/2029		30		30
5.000%, 05/15/2050		30		25
4.950%, 06/15/2028		20		20
4.150%, 09/15/2029		20		19
3.750%, 05/15/2030		140		128
2.900%, 05/15/2025		10		10
Enterprise Products Operating
6.650%, 10/15/2034		20		22
5.375%, TSFR3M + 2.832%, 02/15/2078 (A)		10		9
4.850%, 03/15/2044		90		82
4.150%, 10/16/2028		380		367
EOG Resources
4.950%, 04/15/2050		70		64


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.150%, 01/15/2026	$	50	$	49
3.900%, 04/01/2035		40		36
EQT
3.900%, 10/01/2027		290		276
3.625%, 05/15/2031 (B)		20		17
Exxon Mobil
4.327%, 03/19/2050		30		25
4.114%, 03/01/2046		90		75
3.482%, 03/19/2030		40		37
3.043%, 03/01/2026		40		39
2.992%, 03/19/2025		20		20
Halliburton
5.000%, 11/15/2045		40		37
3.800%, 11/15/2025		2		2
Kinder Morgan
5.200%, 03/01/2048		10		9
4.300%, 06/01/2025		30		30
4.300%, 03/01/2028		80		77
Kinder Morgan Energy Partners
4.250%, 09/01/2024		40		40
MEG Energy
5.875%, 02/01/2029 (B)		10		10
MPLX
5.500%, 02/15/2049		20		18
4.875%, 06/01/2025		140		139
4.800%, 02/15/2029		80		78
4.700%, 04/15/2048		60		50
4.500%, 04/15/2038		10		9
Occidental Petroleum
7.875%, 09/15/2031		10		11
7.500%, 05/01/2031		60		66
6.950%, 07/01/2024		4		4
6.200%, 03/15/2040		105		106
5.550%, 03/15/2026		30		30
4.625%, 06/15/2045		20		16
4.400%, 04/15/2046		60		47
4.400%, 08/15/2049		70		52
4.100%, 02/15/2047		70		51
3.500%, 08/15/2029		20		18
3.400%, 04/15/2026		20		19
3.200%, 08/15/2026		30		28
3.000%, 02/15/2027		20		19
0.000%, 10/10/2036 (C)		665		354
ONEOK
6.625%, 09/01/2053		90		96
6.050%, 09/01/2033		80		82
5.800%, 11/01/2030		30		31
5.550%, 11/01/2026		10		10
Pertamina Persero
6.000%, 05/03/2042 (B)		200		198
Petrobras Global Finance BV
7.375%, 01/17/2027		100		103
6.850%, 06/05/2115		50		44


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.750%, 02/01/2029	$	50	$	49
Phillips 66
3.605%, 02/15/2025		95		94
3.550%, 10/01/2026		232		223
Pioneer Natural Resources
2.150%, 01/15/2031		50		42
1.900%, 08/15/2030		20		17
1.125%, 01/15/2026		10		9
Range Resources
4.875%, 05/15/2025		30		30
Schlumberger Holdings
3.900%, 05/17/2028 (B)		471		449
Shell International Finance BV
4.375%, 05/11/2045		50		43
4.000%, 05/10/2046		50		40
3.250%, 04/06/2050		50		34
2.875%, 05/10/2026		80		77
2.750%, 04/06/2030		20		18
Southwestern Energy
5.375%, 03/15/2030		220		212
Targa Resources
4.200%, 02/01/2033		40		36
Targa Resources Partners
5.500%, 03/01/2030		20		20
5.000%, 01/15/2028		10		10
4.875%, 02/01/2031		50		47
Teck Resources
3.900%, 07/15/2030		30		28
Tennessee Gas Pipeline
2.900%, 03/01/2030 (B)		60		52
Transcontinental Gas Pipe Line
7.850%, 02/01/2026		50		51
Venture Global Calcasieu Pass
3.875%, 11/01/2033 (B)		60		50
Western Midstream Operating
5.250%, 02/01/2050		20		17
4.500%, 03/01/2028		10		10
4.050%, 02/01/2030		100		93
3.100%, 02/01/2025		180		176
Williams
7.750%, 06/15/2031		140		154
7.500%, 01/15/2031		10		11
5.750%, 06/24/2044		70		68

				8,083

Financials — 10.4%
AIA Group MTN
5.375%, 04/05/2034 (B)		276		270
3.200%, 03/11/2025 (B)		270		265
American Express
4.050%, 05/03/2029		50		48
Aon North America
5.450%, 03/01/2034		110		109


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Aviation Capital Group
1.950%, 01/30/2026 (B)	$	301	$	282
Bank of America
5.288%, SOFRRATE + 1.910%, 04/25/2034 (A)		256		252
3.419%, TSFR3M + 1.302%, 12/20/2028 (A)		42		40
3.311%, SOFRRATE + 1.580%, 04/22/2042 (A)		467		354
2.592%, SOFRRATE + 2.150%, 04/29/2031 (A)		90		77
2.572%, SOFRRATE + 1.210%, 10/20/2032 (A)		90		74
Bank of America MTN
5.000%, 01/21/2044		20		19
4.948%, SOFRRATE + 2.040%, 07/22/2028 (A)		221		219
4.450%, 03/03/2026		10		10
4.376%, SOFRRATE + 1.580%, 04/27/2028 (A)		100		97
4.330%, TSFR3M + 1.782%, 03/15/2050 (A)		150		125
4.250%, 10/22/2026		50		49
4.083%, TSFR3M + 3.412%, 03/20/2051 (A)		110		88
4.000%, 01/22/2025		420		415
3.970%, TSFR3M + 1.332%, 03/05/2029 (A)		150		143
3.593%, TSFR3M + 1.632%, 07/21/2028 (A)		90		85
2.972%, SOFRRATE + 1.330%, 02/04/2033 (A)		160		135
Bank of Montreal MTN
1.850%, 05/01/2025		110		106
Bank of New York Mellon MTN
4.289%, SOFRRATE + 1.418%, 06/13/2033 (A)		160		150
1.600%, 04/24/2025		20		19
Bank of Nova Scotia
4.588%, H15T5Y + 2.050%, 05/04/2037 (A)		40		36
1.300%, 06/11/2025		40		38
Barclays
6.490%, SOFRRATE + 2.220%, 09/13/2029 (A)		582		602
Blackstone Holdings Finance
6.250%, 08/15/2042 (B)		118		121
5.000%, 06/15/2044 (B)		200		182
BNP Paribas
5.894%, SOFRRATE + 1.866%, 12/05/2034 (A)(B)		400		411
5.125%, H15T1Y + 1.450%, 01/13/2029 (A)(B)		200		199
4.400%, 08/14/2028 (B)		200		192


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Brighthouse Financial
4.700%, 06/22/2047	$	4	$	3
Capital One Financial
7.624%, SOFRRATE + 3.070%, 10/30/2031 (A)		240		263
6.312%, SOFRRATE + 2.640%, 06/08/2029 (A)		311		317
4.927%, SOFRRATE + 2.057%, 05/10/2028 (A)		42		41
Charles Schwab
6.136%, SOFRRATE + 2.010%, 08/24/2034 (A)		20		21
5.875%, 08/24/2026		100		101
Citigroup
8.125%, 07/15/2039		60		75
4.910%, SOFRRATE + 2.086%, 05/24/2033 (A)		110		106
4.658%, SOFRRATE + 1.887%, 05/24/2028 (A)		20		20
4.650%, 07/23/2048		180		159
4.450%, 09/29/2027		70		68
4.412%, SOFRRATE + 3.914%, 03/31/2031 (A)		233		221
4.125%, 07/25/2028		90		86
3.980%, TSFR3M + 1.600%, 03/20/2030 (A)		110		103
3.785%, SOFRRATE + 1.939%, 03/17/2033 (A)		160		142
3.700%, 01/12/2026		100		97
3.520%, TSFR3M + 1.413%, 10/27/2028 (A)		148		139
3.400%, 05/01/2026		510		492
3.106%, SOFRRATE + 2.842%, 04/08/2026 (A)		30		29
2.572%, SOFRRATE + 2.107%, 06/03/2031 (A)		10		9
Cooperatieve Rabobank UA
4.375%, 08/04/2025		250		246
Credit Agricole
8.125%, USSW5 + 6.185%(A)(B)(E)		260		265
Credit Suisse Group
9.750%, H15T5Y + 6.383%(B)(E)		200		–
GA Global Funding Trust
5.500%, 01/08/2029 (B)		521		519
Guardian Life Global Funding
1.100%, 06/23/2025 (B)		10		10
HSBC Holdings
7.390%, SOFRRATE + 3.350%, 11/03/2028 (A)		230		243
ING Groep
6.114%, SOFRRATE + 2.090%, 09/11/2034 (A)		300		309
Intercontinental Exchange
4.950%, 06/15/2052		10		9


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.600%, 03/15/2033	$	60	$	57
Intesa Sanpaolo MTN
5.017%, 06/26/2024 (B)		200		200
Jane Street Group
7.125%, 04/30/2031 (B)		30		30
JPMorgan Chase
5.766%, SOFRRATE + 1.490%, 04/22/2035 (A)		213		218
4.950%, 06/01/2045		100		93
4.565%, SOFRRATE + 1.750%, 06/14/2030 (A)		180		174
4.493%, TSFR3M + 3.790%, 03/24/2031 (A)		298		286
4.203%, TSFR3M + 1.522%, 07/23/2029 (A)		590		565
3.845%, SOFRRATE + 0.980%, 06/14/2025 (A)		100		100
3.509%, TSFR3M + 1.207%, 01/23/2029 (A)		390		367
3.109%, SOFRRATE + 2.440%, 04/22/2051 (A)		10		7
2.522%, SOFRRATE + 2.040%, 04/22/2031 (A)		130		112
2.083%, SOFRRATE + 1.850%, 04/22/2026 (A)		60		58
KKR Group Finance III
5.125%, 06/01/2044 (B)		215		195
KKR Group Finance VIII
3.500%, 08/25/2050 (B)		137		94
Liberty Mutual Group
4.569%, 02/01/2029 (B)		349		337
Lloyds Banking Group
5.721%, H15T1Y + 1.070%, 06/05/2030 (A)		534		537
Macquarie Group
1.340%, SOFRRATE + 1.069%, 01/12/2027 (A)(B)		302		282
Macquarie Group MTN
5.033%, US0003M + 1.750%, 01/15/2030 (A)(B)		280		275
Manulife Financial
3.703%, 03/16/2032		340		309
Massachusetts Mutual Life Insurance
5.672%, 12/01/2052 (B)		305		297
3.375%, 04/15/2050 (B)		144		97
Mastercard
3.850%, 03/26/2050		10		8
Metropolitan Life Global Funding I MTN
3.300%, 03/21/2029 (B)		361		333
Metropolitan Life Insurance
7.800%, 11/01/2025 (B)		267		273
Mitsubishi UFJ Financial Group
3.837%, H15T1Y + 1.125%, 04/17/2026 (A)		200		197


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Moody's
3.250%, 05/20/2050	$	235	$	160
Morgan Stanley
2.484%, SOFRRATE + 1.360%, 09/16/2036 (A)		20		16
Morgan Stanley MTN
3.772%, TSFR3M + 1.402%, 01/24/2029 (A)		90		85
3.622%, SOFRRATE + 3.120%, 04/01/2031 (A)		384		350
3.125%, 07/27/2026		450		430
2.511%, SOFRRATE + 1.200%, 10/20/2032 (A)		180		148
2.188%, SOFRRATE + 1.990%, 04/28/2026 (A)		100		97
National Securities Clearing
5.000%, 05/30/2028 (B)		351		350
1.500%, 04/23/2025 (B)		250		241
NatWest Group
3.073%, H15T1Y + 2.550%, 05/22/2028 (A)		200		187
New York Life Global Funding
0.950%, 06/24/2025 (B)		30		29
PayPal Holdings
1.650%, 06/01/2025		30		29
Peachtree Corners Funding Trust
3.976%, 02/15/2025 (B)		225		221
PNC Financial Services Group
5.812%, SOFRRATE + 1.322%, 06/12/2026 (A)		20		20
5.676%, SOFRRATE + 1.902%, 01/22/2035 (A)		247		247
5.582%, SOFRRATE + 1.841%, 06/12/2029 (A)		80		81
5.354%, SOFRRATE + 1.620%, 12/02/2028 (A)		470		469
Principal Life Global Funding II
1.250%, 06/23/2025 (B)		10		10
Prudential Funding Asia
3.125%, 04/14/2030		315		281
Royal Bank of Canada MTN
1.150%, 06/10/2025		70		67
Santander Holdings USA
4.500%, 07/17/2025		10		10
State Street
3.152%, SOFRRATE + 2.650%, 03/30/2031 (A)		110		99
2.901%, SOFRRATE + 2.600%, 03/30/2026 (A)		95		93
Teachers Insurance & Annuity Association of America
4.900%, 09/15/2044 (B)		130		115
Toronto-Dominion Bank MTN
4.456%, 06/08/2032		50		47


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.150%, 06/12/2025	$	30	$	29
Truist Financial MTN
6.047%, SOFRRATE + 2.050%, 06/08/2027 (A)		40		40
UBS
4.500%, 06/26/2048		400		352
UBS Group
4.550%, 04/17/2026		250		246
4.194%, SOFRRATE + 3.730%, 04/01/2031 (A)(B)		250		232
1.364%, H15T1Y + 1.080%, 01/30/2027 (A)(B)		200		186
UBS Group Funding Jersey
4.125%, 04/15/2026 (B)		449		437
UBS NY
7.950%, 01/09/2025		322		326
US Bancorp
5.836%, SOFRRATE + 2.260%, 06/12/2034 (A)		20		20
5.775%, SOFRRATE + 2.020%, 06/12/2029 (A)		40		41
5.727%, SOFRRATE + 1.430%, 10/21/2026 (A)		169		169
5.678%, SOFRRATE + 1.860%, 01/23/2035 (A)		192		192
1.450%, 05/12/2025		20		19
US Bancorp MTN
2.215%, SOFRRATE + 0.730%, 01/27/2028 (A)		10		9
Visa
4.300%, 12/14/2045		70		61
3.150%, 12/14/2025		60		58
2.050%, 04/15/2030		20		17
WEA Finance
3.750%, 09/17/2024 (B)		200		198
Wells Fargo MTN
5.574%, SOFRRATE + 1.740%, 07/25/2029 (A)		40		40
5.557%, SOFRRATE + 1.990%, 07/25/2034 (A)		360		359
3.350%, SOFRRATE + 1.500%, 03/02/2033 (A)		20		17

				21,736

Health Care — 0.9%
CVS Health
5.125%, 07/20/2045		60		53
5.050%, 03/25/2048		250		215
4.300%, 03/25/2028		30		29
4.250%, 04/01/2050		70		53
4.125%, 04/01/2040		10		8
3.875%, 07/20/2025		18		18
3.750%, 04/01/2030		30		27
3.625%, 04/01/2027		30		29


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.125%, 09/15/2031	$	30	$	24
1.875%, 02/28/2031		10		8
CVS Pass-Through Trust
7.507%, 01/10/2032 (B)		289		302
6.036%, 12/10/2028		123		123
5.926%, 01/10/2034 (B)		422		414
Elevance Health
4.550%, 05/15/2052		20		17
4.100%, 05/15/2032		100		92
3.650%, 12/01/2027		30		28
3.350%, 12/01/2024		20		20
Fresenius Medical Care US Finance II
4.750%, 10/15/2024 (B)		50		50
Humana
4.500%, 04/01/2025		10		10
2.150%, 02/03/2032		10		8
Medline Borrower
6.250%, 04/01/2029 (B)		40		40
PeaceHealth Obligated Group
1.375%, 11/15/2025		430		403

				1,971

Industrials — 2.5%
AerCap Ireland Capital DAC
3.000%, 10/29/2028		417		377
2.450%, 10/29/2026		150		139
Air Canada Pass-Through Trust, Ser 2015-1, Cl A
3.600%, 03/15/2027 (B)		184		174
Air Lease
5.300%, 02/01/2028		40		40
3.375%, 07/01/2025		20		19
American Airlines
8.500%, 05/15/2029 (B)		70		72
Burlington Northern Santa Fe
2.875%, 06/15/2052		30		19
Canadian National Railway
3.650%, 02/03/2048		151		117
Canadian Pacific Railway
6.125%, 09/15/2115		167		169
3.100%, 12/02/2051		40		26
Carrier Global
2.700%, 02/15/2031		10		8
Cintas No. 2
4.000%, 05/01/2032		20		19
3.700%, 04/01/2027		30		29
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A
4.000%, 10/29/2024		114		113
CSX
3.800%, 04/15/2050		331		252
Deere
3.750%, 04/15/2050		40		32


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.100%, 04/15/2030	$	10	$	9
Delta Air Lines
7.375%, 01/15/2026		30		31
4.750%, 10/20/2028 (B)		50		49
4.500%, 10/20/2025 (B)		15		15
2.900%, 10/28/2024		40		39
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		134		122
Eaton
4.150%, 11/02/2042		70		60
Ferguson Finance
4.500%, 10/24/2028 (B)		394		382
3.250%, 06/02/2030 (B)		230		205
Genpact Luxembourg SARL
6.000%, 06/04/2029		267		268
1.750%, 04/10/2026		292		272
GFL Environmental
6.750%, 01/15/2031 (B)		10		10
4.250%, 06/01/2025 (B)		40		40
Mileage Plus Holdings
6.500%, 06/20/2027 (B)		26		26
Norfolk Southern
4.837%, 10/01/2041		200		183
Penske Truck Leasing LP
5.550%, 05/01/2028 (B)		542		544
Republic Services
2.500%, 08/15/2024		20		20
Ryder System MTN
5.250%, 06/01/2028		355		356
Spirit Loyalty Cayman
8.000%, 09/20/2025 (B)		24		18
TransDigm
7.125%, 12/01/2031 (B)		20		21
6.625%, 03/01/2032 (B)		40		40
6.375%, 03/01/2029 (B)		20		20
United Airlines
4.625%, 04/15/2029 (B)		130		120
4.375%, 04/15/2026 (B)		20		19
United Airlines Pass-Through Trust, Ser 2014-1, Cl A
4.000%, 04/11/2026		426		411
United Rentals North America
6.125%, 03/15/2034 (B)		90		88
3.875%, 02/15/2031		100		88
3.750%, 01/15/2032		20		17
Verisk Analytics
3.625%, 05/15/2050		142		100
Waste Connections
5.000%, 03/01/2034		50		49

				5,227


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Information Technology — 0.8%
Apple
3.850%, 08/04/2046	$	156	$	126
3.200%, 05/13/2025		120		118
Broadcom
4.926%, 05/15/2037 (B)		20		19
4.750%, 04/15/2029		253		248
4.110%, 09/15/2028		237		227
3.137%, 11/15/2035 (B)		150		119
1.950%, 02/15/2028 (B)		139		124
Constellation Software
5.461%, 02/16/2034 (B)		187		186
Lam Research
2.875%, 06/15/2050		92		60
Micron Technology
5.875%, 02/09/2033		20		21
NVIDIA
3.700%, 04/01/2060		50		37
3.500%, 04/01/2050		10		8
2.850%, 04/01/2030		20		18
NXP BV
2.700%, 05/01/2025		30		29
Oracle
3.950%, 03/25/2051		266		196
Prosus MTN
3.061%, 07/13/2031 (B)		200		162
Salesforce
2.700%, 07/15/2041		40		28
Sprint Capital
8.750%, 03/15/2032		10		12
Texas Instruments
1.750%, 05/04/2030		20		17

				1,755

Materials — 0.5%
Anglo American Capital
4.750%, 04/10/2027 (B)		200		196
3.625%, 09/11/2024 (B)		200		199
Ball
3.125%, 09/15/2031		30		25
Freeport-McMoRan
5.450%, 03/15/2043		190		179
5.400%, 11/14/2034		20		19
4.625%, 08/01/2030		10		10
4.550%, 11/14/2024		10		10
MEGlobal BV MTN
4.250%, 11/03/2026 (B)		200		192
Southern Copper
5.250%, 11/08/2042		120		111
Suzano Austria GmbH
3.750%, 01/15/2031		90		78


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.125%, 01/15/2032	$	20	$	16

				1,035

Real Estate — 0.8%
Alexandria Real Estate Equities
4.700%, 07/01/2030		527		506
American Tower Trust #1
5.490%, 03/15/2028 (B)		351		353
Federal Realty OP
1.250%, 02/15/2026		233		217
Service Properties Trust
8.375%, 06/15/2029		40		39
Simon Property Group
1.750%, 02/01/2028		501		444

				1,559

Utilities — 2.5%
American Transmission Systems
2.650%, 01/15/2032 (B)		30		25
Aquarion
4.000%, 08/15/2024 (B)		192		191
Berkshire Hathaway Energy
4.450%, 01/15/2049		600		491
Consolidated Edison of New York
3.950%, 04/01/2050		20		16
3.350%, 04/01/2030		20		18
DTE Electric Securitization Funding I
2.640%, 12/01/2026		197		188
DTE Energy
4.875%, 06/01/2028		192		189
Duke Energy Carolinas
3.950%, 03/15/2048		98		76
Duke Energy Florida
3.200%, 01/15/2027		230		219
Duke Energy Ohio
3.650%, 02/01/2029		50		47
Eversource Energy
3.150%, 01/15/2025		111		109
Exelon
5.625%, 06/15/2035		60		60
5.100%, 06/15/2045		328		298
4.700%, 04/15/2050		69		59
FirstEnergy
5.100%, 07/15/2047		120		103
4.150%, 07/15/2027		90		86
1.600%, 01/15/2026		20		19
Interstate Power and Light
2.300%, 06/01/2030		295		249
NextEra Energy Capital Holdings
3.550%, 05/01/2027		292		278
NSTAR Electric
3.950%, 04/01/2030		230		215


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Oglethorpe Power
6.200%, 12/01/2053 (B)	$	403	$	411
Pacific Gas and Electric
5.450%, 06/15/2027		120		120
4.950%, 06/08/2025		40		40
3.300%, 08/01/2040		10		7
2.500%, 02/01/2031		20		16
2.100%, 08/01/2027		20		18
PG&E Wildfire Recovery Funding
4.722%, 06/01/2037		456		434
3.594%, 06/01/2030		313		298
Southern
3.250%, 07/01/2026		415		398
Virginia Power Fuel Securitization
4.877%, 05/01/2031		389		386
Xcel Energy
3.400%, 06/01/2030		188		168

				5,232

Total Corporate Obligations
(Cost $63,107) ($ Thousands)				58,107



U.S. TREASURY OBLIGATIONS — 24.9%
U.S. Treasury Bonds
4.750%, 11/15/2043		500		501
4.750%, 11/15/2053		1,980		2,017
4.500%, 02/15/2044		1,002		973
4.375%, 08/15/2043		4,480		4,278
4.250%, 02/15/2054		969		909
4.125%, 08/15/2053		539		494
3.875%, 02/15/2043		340		304
3.875%, 05/15/2043		3,183		2,841
3.750%, 11/15/2043		90		79
3.625%, 02/15/2053		210		176
3.625%, 05/15/2053		4,487		3,759
3.375%, 08/15/2042		639		534
3.375%, 11/15/2048		50		40
3.250%, 05/15/2042		110		91
3.000%, 02/15/2049		210		157
3.000%, 08/15/2052		1,878		1,391
2.875%, 08/15/2045		480		360
2.875%, 05/15/2049		70		51
2.875%, 05/15/2052		290		209
2.750%, 08/15/2047		460		331
2.375%, 02/15/2042		526		378
2.375%, 05/15/2051		300		195
2.346%, 05/15/2049 (F)		410		128
2.250%, 02/15/2052		1,049		657
2.000%, 11/15/2041		120		81
2.000%, 02/15/2050		110		66
2.000%, 08/15/2051		749		442


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
1.875%, 02/15/2051	$	3,050	$	1,751
1.875%, 11/15/2051		572		326
1.625%, 11/15/2050		2,320		1,248
1.375%, 08/15/2050		790		397
1.250%, 05/15/2050		310		151
U.S. Treasury Inflation Protected Securities
1.125%, 01/15/2033		273		251
0.125%, 01/15/2030		581		521
U.S. Treasury Notes
5.000%, 08/31/2025		170		170
5.000%, 09/30/2025		50		50
4.750%, 07/31/2025		520		518
4.625%, 09/15/2026		40		40
4.625%, 04/30/2029		239		240
4.625%, 09/30/2030		510		513
4.375%, 08/31/2028		1,020		1,013
4.375%, 11/30/2030		630		625
4.250%, 02/28/2029		60		59
4.250%, 02/28/2031		690		680
4.125%, 07/31/2028		40		39
4.125%, 08/31/2030		270		264
4.000%, 01/31/2029		5,154		5,041
4.000%, 07/31/2030		880		856
4.000%, 01/31/2031		710		689
4.000%, 02/15/2034		1,320		1,269
3.875%, 11/30/2029		130		126
3.875%, 08/15/2033		3,094		2,949
3.375%, 05/15/2033		3,223		2,958
2.750%, 04/30/2027		180		171
2.000%, 11/15/2026		2,220		2,080
1.500%, 01/31/2027		1,840		1,693
1.250%, 11/30/2026		3,010		2,765
1.125%, 01/15/2025		1,110		1,082
0.250%, 05/31/2025		90		86

Total U.S. Treasury Obligations
(Cost $56,944) ($ Thousands)				52,063



ASSET-BACKED SECURITIES — 7.5%
Automotive — 2.0%

Avis Budget Rental Car Funding AESOP, Ser 2021-1A, Cl A
1.380%, 08/20/2027 (B)		130		119
Citizens Auto Receivables Trust, Ser 2024-1, Cl A3
5.110%, 04/17/2028 (B)		509		506
Ford Credit Auto Owner Trust, Ser 2020-1, Cl A
2.040%, 08/15/2031 (B)		400		390


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Owner Trust, Ser 2021-1, Cl A
1.370%, 10/17/2033 (B)	$	254	$	236
Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A
4.060%, 11/15/2030		150		143
GMF Floorplan Owner Revolving Trust, Ser 2023-2, Cl A
5.340%, 06/15/2030 (B)		468		469
GMF Floorplan Owner Revolving Trust, Ser 2024-2A, Cl A
5.060%, 03/15/2031 (B)		537		534
Hertz Vehicle Financing, Ser 2021-1A, Cl A
1.210%, 12/26/2025 (B)		100		98
Hertz Vehicle Financing, Ser 2022-5A, Cl B
4.280%, 09/25/2028 (B)		250		236
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2
2.800%, 03/15/2027 (B)		489		478
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A
1.070%, 02/27/2034 (B)		456		424
Toyota Lease Owner Trust, Ser 2024-A, Cl A3
5.250%, 04/20/2027 (B)		410		409
US Bank, Ser 2023-1, Cl B
6.789%, 08/25/2032 (B)		202		202
				4,244

Manufactured Housing — 0.0%

BankAmerica Manufactured Housing Contract Trust, Ser 1996-1, Cl B1
7.875%, 10/10/2026		510		5


Mortgage Related Securities — 0.3%

Bear Stearns Asset-Backed Securities I Trust, Ser 2004-HE7, Cl M1
6.339%, TSFR1M + 1.014%, 08/25/2034 (A)		134		128
CIT Mortgage Loan Trust, Ser 2007-1, Cl 1M1
6.939%, TSFR1M + 1.614%, 10/25/2037 (A)(B)		109		108
Merrill Lynch Mortgage Investors Trust, Ser 2004-WMC5, Cl M1
6.369%, TSFR1M + 1.044%, 07/25/2035 (A)		196		193
Structured Asset Investment Loan Trust, Ser 2003-BC12, Cl 2A
6.159%, TSFR1M + 0.834%, 11/25/2033 (A)		110		106


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Structured Asset Securities Mortgage Loan Trust, Ser 2007-WF1, Cl A1
5.859%, TSFR1M + 0.534%, 02/25/2037 (A)	$	100	$	96
				631

Other Asset-Backed Securities — 4.9%

AIMCO CLO, Ser 2017-AA, Cl AR
6.636%, TSFR3M + 1.312%, 04/20/2034 (A)(B)		298		298
AMSR Trust, Ser 2022-SFR3, Cl A
4.000%, 10/17/2039 (B)		236		224
AMSR Trust, Ser 2023-SFR1, Cl A
4.000%, 04/17/2040 (B)		410		388
Applebee's Funding, Ser 2023-1A, Cl A2
7.824%, 03/05/2053 (B)		170		176
CIFC Funding, Ser 2024-3A, Cl A
6.916%, TSFR3M + 1.600%, 01/20/2037 (A)(B)		614		617
Corevest American Finance Trust, Ser 2021-1, Cl A
1.569%, 04/15/2053 (B)		268		248
Domino's Pizza Master Issuer, Ser 2021-1A, Cl A2I
2.662%, 04/25/2051 (B)		555		489
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (B)		238		224
FirstKey Homes Trust, Ser 2021-SFR3, Cl A
2.135%, 12/17/2038 (B)		267		244
GoodLeap Sustainable Home Solutions Trust, Ser 2022-1GS, Cl A
2.700%, 01/20/2049 (B)		78		64
Home Partners of America Trust, Ser 2021-2, Cl A
1.901%, 12/17/2026 (B)		282		257
Palmer Square CLO, Ser 2021-2A, Cl A1A3
6.579%, TSFR3M + 1.262%, 10/17/2031 (A)(B)		247		248
Palmer Square CLO, Ser 2022-2A, Cl A1
6.895%, TSFR3M + 1.570%, 07/20/2034 (A)(B)		250		250
Palmer Square Loan Funding, Ser 2022-2A, Cl A1
6.599%, TSFR3M + 1.270%, 10/15/2030 (A)(B)		264		264
PFS Financing, Ser 2022-A, Cl A
2.470%, 02/15/2027 (B)		463		452
Planet Fitness Master Issuer, Ser 2018-1A, Cl A2II
4.666%, 09/05/2048 (B)		294		288
Progress Residential Trust, Ser 2023-SFR2, Cl A
4.500%, 10/17/2040 (B)		528		507


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SBA Small Business Investment, Ser 2023-10A, Cl 1
5.168%, 03/10/2033	$	302	$	300
SBA Small Business Investment, Ser 2024-10A, Cl 1
5.035%, 03/10/2034		520		512
Taco Bell Funding, Ser 2021-1A, Cl A2II
2.294%, 08/25/2051 (B)		424		365
Tricon American Homes Trust, Ser 2019-SFR1, Cl A
2.750%, 03/17/2038 (B)		284		270
Tricon American Homes Trust, Ser 2020-SFR2, Cl A
1.482%, 11/17/2039 (B)		213		187
U.S. Small Business Administration, Ser 2010-20B, Cl 1
4.140%, 02/01/2030		27		26
U.S. Small Business Administration, Ser 2011-20G, Cl 1
3.740%, 07/01/2031		104		99
U.S. Small Business Administration, Ser 2011-20H, Cl 1
3.290%, 08/01/2031		58		54
U.S. Small Business Administration, Ser 2013-20G, Cl 1
3.150%, 07/01/2033		234		217
U.S. Small Business Administration, Ser 2014-20C, Cl 1
3.210%, 03/01/2034		200		185
U.S. Small Business Administration, Ser 2015-20F, Cl 1
2.980%, 06/01/2035		68		62
U.S. Small Business Administration, Ser 2017-20H, Cl 1
2.750%, 08/01/2037		154		137
U.S. Small Business Administration, Ser 2018-20A, Cl 1
2.920%, 01/01/2038		149		134
U.S. Small Business Administration, Ser 2018-20B, Cl 1
3.220%, 02/01/2038		227		206
U.S. Small Business Administration, Ser 2018-20E, Cl 1
3.500%, 05/01/2038		140		127
U.S. Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		17		16
U.S. Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		19		16
U.S. Small Business Administration, Ser 2022-25D, Cl 1
3.500%, 04/01/2047		313		278


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
U.S. Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047	$	317	$	290
U.S. Small Business Administration, Ser 2022-25G, Cl 1
3.930%, 07/01/2047		431		395
U.S. Small Business Administration, Ser 2023-25C, Cl 1
4.930%, 03/01/2048		247		242
U.S. Small Business Administration, Ser 2023-25G, Cl 1
5.180%, 07/01/2048		281		280
Vantage Data Centers Issuer, Ser 2020-1A, Cl A2
1.645%, 09/15/2045 (B)		162		152
Wendy's Funding, Ser 2019-1A, Cl A2I
3.783%, 06/15/2049 (B)		137		131
Wind River CLO, Ser 2021-3A, Cl A
6.736%, TSFR3M + 1.412%, 07/20/2033 (A)(B)		250		250
				10,169

Student Loan — 0.3%

College Ave Student Loans, Ser 2021-C, Cl C
3.060%, 07/26/2055 (B)		150		131
National Collegiate Student Loan Trust, Ser 2006-3, Cl B
5.799%, TSFR1M + 0.474%, 01/26/2032 (A)		250		210
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (B)		112		102
Navient Student Loan Trust, Ser 2016-3A, Cl A3
6.788%, SOFR30A + 1.464%, 06/25/2065 (A)(B)		97		98
SLM Student Loan Trust, Ser 2021-10A, Cl A4
6.285%, SOFR90A + 0.931%, 12/17/2068 (A)(B)		86		86
				627

Total Asset-Backed Securities
(Cost $16,575) ($ Thousands)				15,676


LOAN PARTICIPATIONS — 1.1%
Acrisure, LLC, 2021-2 Additional Term Loan, 1st Lien
9.694%, Syn LIBOR + 4.250%, 02/15/2027 (A)		30		30
Ali Group North America Corporation, Initial Tranche B Term Loan , 1st Lien
7.444%, CME Term SOFR + 2.000%, 07/30/2029 (A)		37		37


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Allied Universal Holdco LLC (f/k/a USAGM Holdco, LLC), Initial U.S. Dollar Term Loan, 1st Lien
9.179%, CME Term SOFR + 3.750%, 05/12/2028 (A)	$	116	$	116
Alterra Mountain Company, Series B-4 Term Loan, 1st Lien
8.579%, CME Term SOFR + 3.250%, 08/17/2028 (A)		38		38
Amwins Group Inc., Intial Term Loan, 1st Lien
8.180%, 02/19/2028		10		10
AmWINS Group, Inc., Term Loan, 1st Lien
7.694%, CME Term SOFR + 2.250%, 02/19/2028 (A)		9		9
APi Group DE, Inc., Repriced 2021 Incremental Term Loan (2024), 1st Lien
7.329%, CME Term SOFR + 2.000%, 12/18/2028 (A)		24		25
Apple Bidco, LLC, Initial Term Loan, 1st Lien
8.194%, CME Term SOFR + 2.750%, 09/22/2028 (A)		30		30
Asplundh Tree Expert, LLC, Amendment No. 1 Term Loan, 1st Lien
7.179%, 09/07/2027 (A)		9		9
Asurion, LLC, New B-11 Term Loan, 1st Lien
9.679%, CME Term SOFR + 4.250%, 08/19/2028 (A)		48		47
Asurion, LLC, New B-8 Term Loan, 1st Lien
8.694%, CME Term SOFR + 3.250%, 12/23/2026 (A)		43		43
Asurion, LLC, New B-9 Term Loan, 1st Lien
8.694%, CME Term SOFR + 3.250%, 07/31/2027 (A)		29		29
athenahealth Group Inc., Initial Term Loan, 1st Lien
8.579%, CME Term SOFR + 3.250%, 02/15/2029 (A)		61		61
Boost Newco Borrower, LLC, Initial USD Term Loan, 1st Lien
8.309%, CME Term SOFR + 3.000%, 01/31/2031 (A)		130		130
Brown Group Holding, LLC, Initial Term Loan, 1st Lien
8.179%, CME Term SOFR + 2.750%, 06/07/2028 (A)		39		39
Castlelake Aviation One Designated Activity Company, Initial Term Loan, 1st Lien
7.829%, CME Term SOFR + 2.500%, 10/22/2026 (A)		48		49
Charter Communications Operating
7.302%, 12/07/2030		73		73


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Citadel Securities LP, Term Loan, 1st Lien
7.579%, CME Term SOFR + 2.250%, 07/29/2030 (A)	$	29	$	29
Cloudera, Inc., Initial Term Loan, 1st Lien
9.179%, CME Term SOFR + 3.750%, 10/08/2028 (A)		21		21
Coherent Corp., Term B1 Loan, 1st Lien
7.829%, CME Term SOFR + 2.500%, 07/02/2029 (A)		52		52
Cotiviti Holdings Inc., 1st Lien
8.563%, 05/01/2031 (A)		170		171
DCert Buyer, Inc., Initial Term Loan, 1st Lien
9.329%, CME Term SOFR + 4.000%, 10/16/2026 (A)		106		105
Deerfield Dakota Holding, LLC, Initial Dollar Term Loan, 1st Lien
9.059%, CME Term SOFR + 3.750%, 04/09/2027 (A)		52		52
First Eagles Holdings, Inc., Refinancing Term Loan (2020), 1st Lien
7.948%, 02/01/2027		19		19
Focus Financial Partners, LLC, Tranche B-7 Term Loan, 1st Lien
8.079%, CME Term SOFR + 2.750%, 06/30/2028 (A)		77		77
Gainwell Acquisition Corp., Term B Loan, 1st Lien
9.409%, CME Term SOFR + 4.000%, 10/01/2027 (A)		58		56
Garda World Security Corporation, Fourth Additional Term Loan, 1st Lien
9.583%, CME Term SOFR + 4.250%, 02/01/2029 (A)		14		14
GFL Environmental Inc., Term Loan
7.826%, 05/31/2027		33		33
Harbor Freight Tools USA, Inc., Initial Loan (2021), 1st Lien
8.194%, CME Term SOFR + 2.750%, 10/19/2027 (A)		48		48
Icon Public Limited Company, Repriced Lux Term Loan, 1st Lien
7.309%, CME Term SOFR + 2.000%, 07/03/2028 (A)		20		21
Icon Public Limited Company, Repriced U.S. Term Loan, 1st Lien
7.309%, CME Term SOFR + 2.000%, 07/03/2028 (A)		9		9
Jazz Pharmaceuticals Public Limited Company, Additional Tranche B-1 Dollar Term Loan, 1st Lien
8.444%, CME Term SOFR + 3.000%, 05/05/2028 (A)		79		79


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Nexstar Media Inc., Term B-4 Loan, 1st Lien
7.944%, CME Term SOFR + 2.500%, 09/18/2026 (A)	$	21	$	21
PCI Gaming Authority, Term B Facility Loan, 1st Lien
7.944%, CME Term SOFR + 2.500%, 05/29/2026 (A)		22		22
Peraton Corp., Term B Loan, 1st Lien
9.179%, CME Term SOFR + 3.750%, 02/01/2028 (A)		105		105
Phoenix Guarantor Inc., Tranche B-4 Term Loan, 1st Lien
8.579%, CME Term SOFR + 3.250%, 02/21/2031 (A)		102		102
Setanta Aircraft, Term Loan B, 1st Lien
7.564%, 11/05/2028		80		80
Sotera Health Holdings, LLC, 2024 Refinancing Term Loan
8.578%, CME Term SOFR + 3.250%, 05/23/2031 (A)		80		80
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.814%, CME Term SOFR + 3.250%, 03/31/2028 (A)		58		58
UFC Holdings, LLC, Term B-3 Loan, 1st Lien
8.336%, 04/29/2026		25		25
VFH Parent LLC, Initial Term Loan, 1st Lien
8.429%, CME Term SOFR + 3.000%, 01/13/2029 (A)		29		29
Virgin Media Bristol LLC, N Facility, 1st Lien
7.931%, CME Term SOFR + 2.500%, 01/31/2028 (A)		75		73


Total Loan Participations
(Cost $2,152) ($ Thousands)				2,156



MUNICIPAL BONDS — 0.7%
California — 0.2%
California State, Build America, GO
7.500%, 04/01/2034		280		322


Colorado — 0.1%
City & County of Denver, Airport System Revenue, Ser C, RB
1.722%, 11/15/2027		190		171


Illinois — 0.2%
Chicago, Metropolitan Water Reclamation District, GO
5.720%, 12/01/2038		345		349


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Massachusetts — 0.1%
Massachusetts State, Educational Financing Authority, Ser A, RB
4.141%, 07/01/2027	$	285	$	277


Michigan — 0.0%
Michigan State University, Ser A, RB
4.165%, 08/15/2122		83		62


New York — 0.1%
New York State, Urban Development, RB
5.770%, 03/15/2039		245		248



Total Municipal Bonds
(Cost $1,602) ($ Thousands)				1,429



SOVEREIGN DEBT — 0.6%

Argentine Republic Government International Bond
3.500%, 07/09/2041(D)		20		8
1.000%, 07/09/2029		14		8
0.750%, 07/09/2030(D)		170		97
Brazilian Government International Bond
4.750%, 01/14/2050		200		144
Colombia Government International Bond
5.625%, 02/26/2044		200		153
Mexico Government International Bond
4.600%, 02/10/2048		430		332
Nigeria Government International Bond MTN
6.500%, 11/28/2027(B)		200		186
Peruvian Government International Bond
5.625%, 11/18/2050		70		67
Provincia de Buenos Aires MTN
6.375%, 09/01/2037(B)(D)		331		146

Total Sovereign Debt
(Cost $1,373) ($ Thousands)				1,141


	Shares
CASH EQUIVALENT — 2.3%
SEI Daily Income Trust, Government Fund, Institutional Class
5.170%**^†		4,900,636		4,901
Total Cash Equivalent
(Cost $4,901) ($ Thousands)				4,901

A list of the open centrally cleared swap agreements held by the Fund at May 31, 2024, is as follows:

A list of open over the counter swap agreements held by the Fund at May 31, 2024, is as follows:

	Percentages are based on Net Assets of $208,901 ($ Thousands).
**	The rate reported is the 7-day effective yield as of May 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 May 31, 2024, the value of these securities amounted to $34,815 ($ Thousands), representing 16.7% of the Net Assets of the Fund.
(C)	Zero coupon security.
(D)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(E)	Perpetual security with no stated maturity date.
(F)	Interest rate represents the security's effective yield at the time of purchase.

ARM — Adjustable Rate Mortgage

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

Cl — Class

CLO — Collateralized Loan Obligation

CMO — Collateralized Mortgage Obligation

CNH — Chinese Yuan Offshore

DAC — Designated Activity Company

DN— Discount Note

EUR — Euro

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GBP — British Pound Sterling

GNMA — Government National Mortgage Association

GO — General Obligation

H15T1Y — U.S. Treasury Yield Curve Rate T Note Constant Maturity 1 Year

H15T5Y — U.S. Treasury Yield Curve Rate T Note Constant Maturity 5 Year

IO — Interest Only — face amount represents notional amount

JPY — Japanese Yen

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LP— Limited Partnership

MTN — Medium Term Note

NOK — Norwegian Krone

OTC — Over The Counter

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

STACR — Structured Agency Credit Risk

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M — Term Secured Overnight Financing Rate 3 Months

USD — U.S. Dollar

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

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation(Thousands)
Long Contracts
Russell 2000 Index E-MINI		6		Jun-2024	$	615	$	623	$	8
S&P 500 Index E-MINI		16		Jun-2024		4,170		4,237		67
					$	4,785	$	4,860	$	75

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

Security Description	Value 2/29/2024		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value 5/31/2024		Income		Capital Gains
SEI Daily Income Trust, Government Fund, Institutional Class	$	4,022	$	5,145	$	(4,585	)	$	—	$	—	$	4,582	$	60	$	—

	Percentages are based on Net Assets of $355,940 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of May 31, 2024.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
^‡^‡	Expiration date not available.
(A)	No interest rate available.

Description	Market Value ($ Thousands)
PURCHASED OPTIONS — 0.0%
Total Purchased Options
(Cost $47) ($ Thousands)	$	14

Description	Market Value ($ Thousands)
Total Investments in Securities — 99.6%
(Cost $224,350) ($ Thousands)	$	207,966


WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $43) ($ Thousands)	$	(26	)

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

Description	Number of Contracts		Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
December 2024, 3 Month SOFR Option		6	$	1,426		$	95.50		12/21/2024	$	9
May 2024, U.S. 10 Year Future Option		9		979			108.00		6/22/2024		–
May 2024, U.S. 10 Year Future Option		18		1,958			108.25		6/22/2024		–
May 2024, Add U.S. 10Y W5 OP May24P 108.5 to Future Option Display		24		2,611			108.50		6/22/2024		–
May 2024, U.S. 5 Year Future Option		24		2,539			105.50		6/22/2024		–
May 2024, U.S. Long Bond Future Option		6		697			116.00		6/22/2024		–
May 2024, U.S. Long Bond Future Option		3		348			116.50		6/22/2024		1
USD P/BRL C EXPIRATION: 6/15/2024 Strike Price $5.1875		570,000		2,957			–		6/15/2024		2
				13,515							12

Call Options				–							–
June 2024, SOFR 1yr MidCurve Opt Jun24C 95.88		75		17,897			95.88		6/22/2024		2
May 2024, U.S. 10 Year Future Option		18		1,958			109.25		6/22/2024		–
May 2024, U.S. 10 Year Future Option		33		3,590			109.50		6/22/2024		–
May 2024, U.S. 5 Year Future Option		5		529			105.75		6/22/2024		–
May 2024, U.S. 5 Year Future Option		24		2,539			106.00		6/22/2024		–
May 2024, U.S. Long Bond Future Option		3		348			118.50		6/22/2024		–
May 2024, U.S. Long Bond Future Option		6		697			119.00		6/22/2024		–
				27,558							2
Total Purchased Options			$	41,073						$	14
WRITTEN OPTIONS — 0.0%
Put Options
December 2024, 3 Month SOFR Option		(6)	$	(1,426	)		95.00		12/21/2024	$	(3	)
May 2024, U.S. 10 Year Future Option		(9)		(979	)		108.75		06/22/2024		–
May 2024, U.S. 10 Year Future Option		(8)		(871	)		109.00		06/22/2024		(2	)
May 2024, U.S. 5 Year Future Option		(8)		(846	)		105.75		06/22/2024		–
May 2024, U.S. Long Bond Future Option		(3)		(348	)		117.50		06/22/2024		(4	)

				(4,470	)						(9	)
Call Options
December 2024, 3 Month SOFR Option		(12)		(2,851	)		97.13		12/21/2024		(1	)
June 2025, 3 Month SOFR Option		(75)		(17,897	)		97.00		06/21/2025		(16	)
May 2024, U.S. 10 Year Future Option		(9)		(979	)		108.75		06/22/2024		–
May 2024, U.S. Long Bond Future Option		(3)		(348	)		117.50		06/22/2024		–

				(22,075	)						(17	)

Total Written Options			$	(26,545	)					$	(26	)

A list of the open forward foreign currency contracts held by the Fund at May 31, 2024, is as follows:

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Citigroup		06/04/24		USD	39		BRL	200	$	(1	)
Citigroup		06/04/24		BRL	200		USD	39		1
Citigroup		06/18/24		BRL	1,186		USD	224		(1	)
Citigroup		07/02/24		USD	217		BRL	1,130		(3	)
Citigroup		07/19/24		USD	128		EUR	120		2
Citigroup		07/19/24		USD	361		NOK	3,944		15
Citigroup		07/19/24		USD	503		CAD	691		4
Citigroup		07/19/24		USD	527		AUD	807		10
Citigroup		07/19/24		GBP	580		USD	727		(12	)
Citigroup		07/19/24		CAD	700		USD	514		—
Citigroup		07/19/24		EUR	946		USD	1,010		(18	)
Citigroup		07/19/24		USD	1,252		BRL	6,423		(36	)
Citigroup		07/19/24		USD	1,462		JPY	220,193		(49	)
Citigroup		07/19/24		CNH	3,835		USD	531		1
Citigroup		07/19/24		NOK	3,940		USD	368		(8	)
Citigroup		07/19/24		JPY	60,530		USD	397		8
									$	(87	)

Credit Default Swap - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDS.NA.IG.42		1.00%		Quarterly		06/20/2029	$	20,729	$	462	$	378	$	84

Credit Default Swap - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.HY.42		5.00%		Quarterly		06/20/2029	$	146	$	(10	)	$	(10	)	$	–

Interest Rate Swaps
Fund Pays		Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
	SOFR		3.65% FIXED		Annually		03/18/2030		USD		2,936	$	(51	)	$	(71	)	$	20
	0.042% FIXED		USD-SOFR-OIS-COMPOUND		Annually		04/30/2031		USD		1,308		(5	)		(2	)		(3	)
	2.60%		SOFR		Annually		02/15/2048		USD		1,170		251			106			145
	3.05% FIXED		USD-SOFR-OIS COMPOUND		Annually		02/15/2048		USD		864		126			32			94
	3.15%		SOFR		Annually		05/15/2048		USD		1,217		160			91			69
	3.51% FIXED		SOFR		Annually		03/18/2055		USD		742		38			51			(13	)
	3.87%		SOFR		Annually		02/28/2031		USD		5,381		102			(14	)		116
												$	621		$	193		$	428