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SCHEDULE OF INVESTMENTS

REPURCHASE AGREEMENTS — 32.0%

	Face Amount		Value
Gold Triparty Mortgage 2.250%, dated 07/31/22, to be repurchased on 08/01/22, repurchase price $7,901,481, collateralized by various U.S. Government obligations, par value $5,546,262-$17,295,424, 4.000%, 05/20/46-05/20/49, with a total market value of $8,058,001	$	7,900,000	$	7,900,000

Socgen Triparty Tsy 2.265%, dated 07/31/22, to be repurchased on 08/01/22, repurchase price $9,101,718, collateralized by a U.S. Government Treasury Bill, par value $9,407,800, 0.000%, 01/19/23, with a total market value of $9,282,065		9,100,000		9,100,000


Total Repurchase Agreements (Cost $17,000,000)				17,000,000


U.S. TREASURY OBLIGATIONS — 23.0%

	Face Amount		Value
U.S. Cash Management Bill
2.248%, 11/08/22(A)	$	611,600	$	607,474
0.000%, 11/29/22(A)		3,000,000		2,973,399
U.S. Treasury Bill
2.964%, 01/26/23(A)		1,650,000		1,627,263
2.532%, 01/05/23(A)		1,200,000		1,185,809
2.238%, 09/20/22(A)		2,225,000		2,218,456
1.282%, 09/27/22(A)		1,175,000		1,170,917
1.161%, 09/13/22(A)		232,800		232,213
U.S. Treasury Note
2.561%, US Treasury 3 Month Bill Money Market Yield + 0.055%, 10/31/22(B)		2,200,000		2,202,578


Total U.S. Treasury Obligations (Cost $12,217,741)				12,218,109


ASSET-BACKED SECURITIES — 17.9%

	Face Amount		Value
Automotive — 14.9%
Ally Auto Receivables Trust, Ser 2022-1, Cl A1
1.355%, 05/15/23	$	48,007	$	47,902
American Credit Acceptance Receivables Trust, Ser 2019-1, Cl D
3.810%, 04/14/25 (C)		56,944		56,947



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
American Credit Acceptance Receivables Trust, Ser 2020-1, Cl C
2.190%, 03/13/26 (C)	$	144,638	$	144,417
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl B
0.610%, 03/13/25 (C)		101,547		101,363
American Credit Acceptance Receivables Trust, Ser 2021-2, Cl A
0.370%, 10/15/24 (C)		1,522		1,521
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A
0.330%, 06/13/25 (C)		23,882		23,800
American Credit Acceptance Receivables Trust, Ser 2022-2, Cl A
2.660%, 02/13/26 (C)		168,607		167,038
AmeriCredit Automobile Receivables Trust, Ser 2019-2, Cl B
2.540%, 07/18/24		31,188		31,160
AmeriCredit Automobile Receivables Trust, Ser 2019-3, Cl B
2.130%, 07/18/25		132,956		132,626
AmeriCredit Automobile Receivables Trust, Ser 2021-3, Cl A2
0.410%, 02/18/25		141,005		139,463
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A1
2.192%, 06/19/23		273,000		272,738
ARI Fleet Lease Trust, Ser 2020-A, Cl A2
1.770%, 08/15/28 (C)		46,764		46,727
ARI Fleet Lease Trust, Ser 2021-A, Cl A2
0.370%, 03/15/30 (C)		256,929		251,904
BMW Vehicle Owner Trust, Ser 2022-A, Cl A2B
2.034%, SOFR30A + 0.520%, 12/26/24 (B)		65,000		64,911
Canadian Pacer Auto Receivables Trust, Ser 2019-1A, Cl A3
2.800%, 10/19/23 (C)		71,187		71,134
CarMax Auto Owner Trust, Ser 2022-2, Cl A2B
2.017%, SOFR30A + 0.600%, 05/15/25 (B)		60,000		59,932
Carvana Auto Receivables Trust, Ser 2021-N2, Cl A1
0.320%, 03/10/28		14,570		14,356



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Chesapeake Funding II, Ser 2019-1A, Cl A1
2.940%, 04/15/31 (C)	$	43,379	$	43,370
CIG Auto Receivables Trust, Ser 2020-1A, Cl B
1.550%, 01/13/25 (C)		187,068		186,435
CPS Auto Receivables Trust, Ser 2021-A, Cl B
0.610%, 02/18/25 (C)		86,373		86,063
CPS Auto Receivables Trust, Ser 2021-B, Cl A
0.370%, 03/17/25 (C)		13,950		13,899
CPS Auto Receivables Trust, Ser 2021-C, Cl A
0.330%, 07/15/24 (C)		94,086		93,733
CPS Auto Receivables Trust, Ser 2022-C, Cl A
4.180%, 04/15/30 (C)		100,000		99,995
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A
2.380%, 11/15/28 (C)		62,592		62,486
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl A
2.010%, 02/15/29 (C)		138,683		138,135
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl A1
1.530%, ICE LIBOR USD 1 Month + 0.330%, 12/11/34 (B),(C)		165,273		164,183
Drive Auto Receivables Trust, Ser 2018-2, Cl D
4.140%, 08/15/24		48,335		48,349
Drive Auto Receivables Trust, Ser 2018-3, Cl D
4.300%, 09/16/24		114,244		114,329
Drive Auto Receivables Trust, Ser 2019-4, Cl C
2.510%, 11/17/25		18,508		18,488
Drive Auto Receivables Trust, Ser 2020-1, Cl C
2.360%, 03/16/26		213,767		213,309
Drive Auto Receivables Trust, Ser 2020-2, Cl B
1.420%, 03/17/25		12,440		12,427
Drive Auto Receivables Trust, Ser 2020-2, Cl C
2.280%, 08/17/26		150,000		149,284
Drive Auto Receivables Trust, Ser 2021-1, Cl B
0.650%, 07/15/25		249,550		248,236
Drive Auto Receivables Trust, Ser 2021-2, Cl A3
0.350%, 03/17/25		136,082		135,389
Drive Auto Receivables Trust, Ser 2021-3, Cl A2
0.520%, 01/15/25		118,032		117,382



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
DT Auto Owner Trust, Ser 2020-3A, Cl B
0.910%, 12/16/24 (C)	$	130,510	$	129,542
DT Auto Owner Trust, Ser 2021-1A, Cl A
0.350%, 01/15/25 (C)		33,883		33,745
DT Auto Owner Trust, Ser 2021-2A, Cl A
0.410%, 03/17/25 (C)		68,588		68,067
DT Auto Owner Trust, Ser 2021-3A, Cl A
0.330%, 04/15/25 (C)		231,450		228,250
Exeter Automobile Receivables Trust, Ser 2020-2A, Cl C
3.280%, 05/15/25 (C)		128,321		128,149
Exeter Automobile Receivables Trust, Ser 2021-4A, Cl A2
0.400%, 04/15/24		17,096		17,074
Exeter Automobile Receivables Trust, Ser 2022-1A, Cl A2
1.150%, 06/17/24		283,982		282,718
Exeter Automobile Receivables Trust, Ser 2022-2A, Cl A1
1.042%, 05/12/23		24,189		24,166
Exeter Automobile Receivables Trust, Ser 2022-3A, Cl A2
3.450%, 08/15/24		100,000		99,914
First Investors Auto Owner Trust, Ser 2021-1A, Cl A
0.450%, 03/16/26 (C)		158,168		155,619
Flagship Credit Auto Trust, Ser 2018-4, Cl C
4.110%, 10/15/24 (C)		41,550		41,556
Flagship Credit Auto Trust, Ser 2020-1, Cl B
2.050%, 02/17/25 (C)		107,763		107,365
Flagship Credit Auto Trust, Ser 2020-3, Cl A
0.700%, 04/15/25 (C)		99,549		99,061
Flagship Credit Auto Trust, Ser 2020-4, Cl A
0.530%, 04/15/25 (C)		66,577		66,242
Flagship Credit Auto Trust, Ser 2021-1, Cl A
0.310%, 06/16/25 (C)		181,141		179,050
Ford Credit Auto Lease Trust, Ser 2022-A, Cl A1
1.374%, 05/15/23		19,930		19,901
Ford Credit Auto Lease Trust, Ser 2022-A, Cl A2B
2.017%, SOFR30A + 0.600%, 10/15/24 (B)		40,000		39,978
Foursight Capital Automobile Receivables Trust, Ser 2022-2, Cl A1
3.312%, 08/15/23 (C)		157,000		157,000



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
GLS Auto Receivables Issuer Trust, Ser 2020-4A, Cl B
0.870%, 12/16/24 (C)	$	37,411	$	37,259
GLS Auto Receivables Issuer Trust, Ser 2022-2A, Cl A1
1.723%, 06/15/23 (C)		88,084		87,987
GM Financial Automobile Leasing Trust, Ser 2021-1, Cl A3
0.260%, 02/20/24		235,834		233,542
GM Financial Consumer Automobile Receivables Trust, Ser 2019-1, Cl A4
3.110%, 07/16/24		196,727		196,748
GM Financial Consumer Automobile Receivables Trust, Ser 2019-1, Cl C
3.520%, 09/16/24		100,000		100,035
Honda Auto Receivables Owner Trust, Ser 2020-1, Cl A3
1.610%, 04/22/24		193,419		192,023
Hyundai Auto Lease Securitization Trust, Ser 2022-B, Cl A2B
2.037%, SOFR30A + 0.620%, 10/15/24 (B),(C)		100,000		100,000
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C
1.460%, 09/15/25		250,187		249,176
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl B
0.730%, 03/17/25		78,955		78,841
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A2
4.050%, 07/15/25		160,000		159,942
Santander Retail Auto Lease Trust, Ser 2020-A, Cl A3
1.740%, 07/20/23 (C)		28,237		28,205
United Auto Credit Securitization Trust, Ser 2021-1, Cl B
0.680%, 03/11/24 (C)		72,258		72,051
United Auto Credit Securitization Trust, Ser 2022-1, Cl A
1.110%, 07/10/24 (C)		59,924		59,444
United Auto Credit Securitization Trust, Ser 2022-2, Cl A
4.390%, 04/10/25 (C)		171,000		171,050
Westlake Automobile Receivables Trust, Ser 2019-1A, Cl E
4.490%, 07/15/24 (C)		125,000		125,286
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl C
2.490%, 10/15/24 (C)		39,751		39,719
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl A2A
0.390%, 10/15/24 (C)		35,869		35,607
Westlake Automobile Receivables Trust, Ser 2021-3A, Cl A2
0.570%, 09/16/24 (C)		301,917		298,671



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Westlake Automobile Receivables Trust, Ser 2022-2A, Cl A1
1.808%, 06/15/23 (C)	$	155,981	$	155,719
World Omni Auto Receivables Trust, Ser 2022-A, Cl A1
0.396%, 02/15/23		20,489		20,463
World Omni Auto Receivables Trust, Ser 2022-B, Cl A2B
1.987%, SOFR30A + 0.570%, 10/15/25 (B)		60,000		60,046

				7,952,642

Other Asset-Backed Securities — 3.0%
CCG Receivables Trust, Ser 2022-1, Cl A1
1.842%, 06/14/23 (C)		86,202		86,003
Cloud Pass-Through Trust, Ser 2019-1A, Cl CLOU
3.554%, 12/05/22 (B),(C)		812		811
Dell Equipment Finance Trust, Ser 2022-2, Cl A1
3.062%, 07/24/23 (C)		199,000		198,931
DLLAD, Ser 2021-1A, Cl A2
0.350%, 09/20/24 (C)		179,384		176,191
DLLST, Ser 2022-1A, Cl A1
1.560%, 05/22/23 (C)		149,419		148,776
FREED ABS Trust, Ser 2021-3FP, Cl A
0.620%, 11/20/28 (C)		11,570		11,540
FREED ABS Trust, Ser 2022-1FP, Cl A
0.940%, 03/19/29 (C)		42,470		41,967
HPEFS Equipment Trust, Ser 2019-1A, Cl C
2.490%, 09/20/29 (C)		41,316		41,289
HPEFS Equipment Trust, Ser 2022-1A, Cl A1
0.427%, 01/20/23 (C)		81,085		80,804
Hpefs Equipment Trust, Ser 2022-2A, Cl A1
1.905%, 05/22/23 (C)		121,000		120,639
Kubota Credit Owner Trust, Ser 2022-2A, Cl A1
3.052%, 07/17/23 (C)		170,000		170,033
Marlin Receivables, Ser 2022-1A, Cl A1
3.372%, 07/20/23 (C)		300,000		299,383
SCF Equipment Leasing, Ser 2022-1A, Cl A1
0.632%, 03/13/23 (C)		20,124		20,091
Volvo Financial Equipment Series, Ser 2019-1A, Cl B
3.260%, 01/16/24 (C)		175,000		174,949

				1,571,407


Total Asset-Backed Securities (Cost $9,555,373)				9,524,049



CORPORATE OBLIGATIONS — 15.7%

	Face Amount		Value

COMMUNICATION SERVICES — 0.4%
Magallanes
3.665%, SOFRINDX + 1.780%, 03/15/24(B),(C)	$	215,000	$	214,226


CONSUMER DISCRETIONARY — 0.3%
Starbucks
1.767%, SOFRINDX + 0.420%, 02/14/24(B)		175,000		173,302


CONSUMER STAPLES — 0.9%
Daimler Trucks Finance North America
3.071%, U.S. SOFR + 1.000%, 04/05/24(B),(C)		175,000		174,148
McCormick
2.700%, 08/15/22		110,000		110,000
Volkswagen Group of America Finance
2.700%, 09/26/22(C)		200,000		199,844


				483,992


ENERGY — 0.5%
Enbridge
1.988%, SOFRINDX + 0.630%, 02/16/24(B)		250,000		246,676


FINANCIALS — 10.2%
American Express
3.017%, SOFRINDX + 0.720%, 05/03/24(B)		150,000		148,944
Bank of Montreal MTN
2.478%, SOFRINDX + 0.710%, 03/08/24(B)		300,000		297,852
BNP Paribas NY
2.420%, U.S. SOFR + 0.130%, 09/09/22(B)		650,000		649,894
Canadian Imperial Bank of Commerce
2.754%, U.S. SOFR + 0.800%, 03/17/23(B)		175,000		174,942
Cooperatieve Rabobank UA
2.820%, U.S. SOFR + 0.530%, 06/28/23(B)		300,000		299,572
Credit Suisse NY
1.622%, SOFRINDX + 0.380%, 08/09/23(B)		300,000		297,908
Deutsche Bank NY
2.797%, U.S. SOFR + 0.500%, 11/08/23(B)		225,000		222,444



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Dexia Credit Local
2.375%, 09/20/22	$	300,000	$	299,913
Equitable Financial Life Global Funding
2.496%, U.S. SOFR + 0.390%, 04/06/23(B),(C)		450,000		448,154
Morgan Stanley MTN
3.125%, 01/23/23		350,000		350,180
NatWest Markets
3.625%, 09/29/22(C)		500,000		500,154
New York Life Global Funding MTN
2.126%, SOFRINDX + 0.430%, 06/06/24(B),(C)		300,000		298,552
Nordea Bank Abp NY
2.460%, U.S. SOFR + 0.170%, 11/28/22(B)		250,000		249,790
Societe Generale NY
2.450%, U.S. SOFR + 0.160%, 08/08/22(B)		625,000		625,016
Toronto-Dominion Bank MTN
2.319%, U.S. SOFR + 0.240%, 01/06/23(B)		150,000		149,582
UBS
1.946%, U.S. SOFR + 0.320%, 06/01/23(B),(C)		375,000		373,832


				5,386,729


INDUSTRIALS — 0.7%
Caterpillar Financial Services MTN
2.284%, U.S. SOFR + 0.170%, 01/10/24(B)		175,000		172,955
1.791%, U.S. SOFR + 0.450%, 11/13/23(B)		200,000		199,742


				372,697


INFORMATION TECHNOLOGY — 0.4%
QUALCOMM
3.536%, ICE LIBOR USD 3 Month + 0.730%, 01/30/23(B)		194,000		194,467


UTILITIES — 2.3%
Florida Power & Light
1.531%, SOFRINDX + 0.250%, 05/10/23(B)		200,000		199,132
National Rural Utilities Cooperative Finance MTN
2.697%, U.S. SOFR + 0.400%, 08/07/23(B)		225,000		223,897



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

UTILITIES — continued
NextEra Energy Capital Holdings
2.166%, SOFRINDX + 0.540%, 03/01/23(B)	$	225,000	$	224,003
1.775%, ICE LIBOR USD 3 Month + 0.270%, 02/22/23(B)		300,000		298,556
Southern
1.651%, U.S. SOFR + 0.370%, 05/10/23(B)		300,000		297,700


				1,243,288


Total Corporate Obligations (Cost $8,353,444)				8,315,377


U.S. GOVERNMENT AGENCY OBLIGATIONS — 7.4%

	Face Amount		Value
FFCB
2.325%, U.S. SOFR + 0.035%, 07/12/23(B)	$	600,000	$	600,109
FHLB
2.320%, U.S. SOFR + 0.030%, 10/20/22(B)		850,000		850,037
2.295%, U.S. SOFR + 0.005%, 09/15/22(B)		2,500,000		2,500,007


Total U.S. Government Agency Obligations (Cost $3,949,971)				3,950,153


COMMERCIAL PAPER — 5.9%

	Face Amount		Value
Banco Santander
1.275%, 08/01/22	$	300,000	$	299,942
Bank of Montreal
2.811%, 05/24/23		250,000		242,423
BofA Securities
0.985%, 09/01/22		450,000		448,980
Canadian Imperial Holdings
2.872%, 12/16/22		250,000		247,213
ING US Funding
2.141%, 09/19/22		250,000		249,111
Landesbank Baden-Wuerttemberg NY
2.305%, 01/10/23		250,000		246,288
National Bank of Canada
0.180%, 08/10/22		625,000		624,520
Royal Bank of Canada NY
0.638%, 10/04/22		500,000		497,494
Standard Chartered Bank
0.241%, 10/06/22		250,000		248,799


Total Commercial Paper (Cost $3,112,623)				3,104,770



CERTIFICATES OF DEPOSIT — 4.3%

	Face Amount		Value
Australia & New Zealand Banking Group
0.240%, 10/07/22	$	600,000	$	599,805
Bank of Montreal
0.640%, 10/18/22		600,000		599,949
BNZ International Funding
0.750%, 09/09/22		250,000		250,063
BofA Securities
1.320%, 06/16/23		250,000		249,605
Credit Suisse New York
0.490%, 08/18/22		286,000		285,998
Westpac Banking
0.180%, 08/10/22		300,000		300,005


Total Certificates of Deposit (Cost $2,285,973)				2,285,425


Total Investments in Securities— 106.2% (Cost $56,475,125)			$	56,397,883

Percentages are based on Nest Assets of $53,117,295.

(A)	Interest rate represents the security’s effective yield at the time of purchase.

(B)

Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates for certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.

(C)

Securities sold within the terms of a private placement memorandum, exempt from registration under section 144A of the Securities Act of 1933, as amended, and maybe sold only to dealers in the program or other “accredited investors”. The total value of these securities at July 31, 2022 was $11,205,952 and represented 21.1% of Net Assets.

Cl — Class

FFCB — Federal Farm Credit Bank

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

MTN — Medium Term Note

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFRINDX — Secured Overnight Financing Rate Index

USD — U.S. Dollar

As of July 31, 2022, all of the Fund’s investments in securities were considered Level 2, in accordance with the authoritative guidance of fair value measurements and disclosure under U.S. generally accepted accounting principles.



SCHEDULE OF INVESTMENTS

U.S. TREASURY OBLIGATIONS — 45.3%

	Face Amount		Value
U.S. Treasury Notes
3.000%, 06/30/24	$	1,975,000	$	1,977,855
2.875%, 04/30/25		3,000,000		3,000,352
2.875%, 06/15/25		28,000,000		28,021,875
2.750%, 02/28/25		7,640,000		7,617,020
2.625%, 03/31/25		3,640,000		3,618,814
2.500%, 05/31/24		86,930,000		86,267,838
2.375%, 08/15/24		6,260,000		6,193,732
2.250%, 11/15/24		19,350,000		19,083,182
2.250%, 12/31/24		2,580,000		2,542,509
2.125%, 02/29/24		23,775,000		23,464,810
2.125%, 05/15/25		1,000,000		980,469
1.750%, 12/31/24		14,145,000		13,777,009
1.625%, 10/31/23		5,555,000		5,465,816
1.125%, 02/28/25		3,780,000		3,618,021
0.375%, 12/31/25		15,150,000		13,952,795
0.250%, 06/30/25		16,500,000		15,310,840


Total U.S. Treasury Obligations (Cost $239,806,191)				234,892,937


CORPORATE OBLIGATIONS — 33.3%

	Face Amount		Value

COMMUNICATION SERVICES — 2.1%
AT&T
3.800%, 11/27/22(A)	$	2,000,000	$	1,975,336
Magallanes
3.428%, 03/15/24(A)		2,625,000		2,584,193
NTT Finance
4.239%, 07/25/25(A)		740,000		752,302
Sky
3.125%, 11/26/22(A)		1,000,000		999,535
Sprint Spectrum
4.738%, 03/20/25(A)		1,760,004		1,768,593
Time Warner Entertainment
8.375%, 03/15/23		2,400,000		2,466,124


				10,546,083


CONSUMER DISCRETIONARY — 2.9%
DR Horton
2.600%, 10/15/25		2,575,000		2,440,598
Ford Motor Credit
2.300%, 02/10/25		2,500,000		2,342,978
General Motors Financial
4.150%, 06/19/23		1,975,000		1,979,623
Leland Stanford Junior University
6.875%, 02/01/24		1,250,000		1,313,497



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

CONSUMER DISCRETIONARY — continued
Lennar
4.875%, 12/15/23	$	2,000,000	$	2,017,673
4.750%, 05/30/25		1,825,000		1,840,331
Marriott International
3.125%, 02/15/23		780,000		780,219
Mileage Plus Holdings
6.500%, 06/20/27(A)		1,350,000		1,363,487
Mohawk Industries
3.850%, 02/01/23		1,200,000		1,198,663


				15,277,069


CONSUMER STAPLES — 0.9%
Bunge Finance
1.630%, 08/17/25		2,200,000		2,058,231
CVS Pass-Through Trust
6.036%, 12/10/28		2,618,465		2,710,827


				4,769,058


ENERGY — 1.8%
Continental Resources
3.800%, 06/01/24		1,695,000		1,675,729
Equities
6.125%, 02/01/25		1,250,000		1,301,525
Hydro Quebec
8.050%, 07/07/24		500,000		544,896
Petroleos Mexicanos
2.830%, 02/15/24		369,000		368,081
1.950%, 12/20/22		315,000		313,558
1.700%, 12/20/22		292,000		290,400
Phillips 66
3.700%, 04/06/23		2,250,000		2,255,255
Plains All American Pipeline
4.650%, 10/15/25		2,250,000		2,253,086


				9,002,530


FINANCIALS — 17.9%
Abay Leasing 2014
2.654%, 11/09/26		689,168		676,575
ABN AMRO Bank
7.750%, 05/15/23(A)		1,700,000		1,736,586
African Development Bank
0.750%, 04/03/23		1,000,000		984,536
American Express
3.950%, 08/01/25		825,000		831,358
3.700%, 08/03/23		2,400,000		2,410,267
Asian Development Bank MTN
1.750%, 08/14/26		2,387,000		2,281,142
Athene Global Funding
2.800%, 05/26/23(A)		1,000,000		992,041
2.514%, 03/08/24(A)		1,570,000		1,522,448



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Bank of America
3.004%, ICE LIBOR USD 3 MONTH + 0.790%, 12/20/23(B)	$	2,075,000	$	2,069,484
2.456%, ICE LIBOR USD 3 Month + 0.870%, 10/22/25(B)		1,000,000		960,682
0.810%, U.S. SOFR + 0.740%, 10/24/24(B)		2,000,000		1,919,877
Bank One Michigan
8.250%, 11/01/24		1,925,000		2,094,488
Banque Federative du Credit Mutuel
4.524%, 07/13/25(A)		1,225,000		1,239,316
BPCE
4.000%, 04/15/24		1,050,000		1,049,136
Brighthouse Financial Global Funding MTN
1.200%, 12/15/23(A)		1,720,000		1,659,955
1.000%, 04/12/24(A)		594,000		563,005
Caisse d’Amortissement de la Dette Sociale
0.375%, 05/27/24(A)		1,000,000		951,064
Canadian Imperial Bank of Commerce
3.945%, 08/04/25		1,000,000		1,001,927
Capital One Financial
4.985%, U.S. SOFR + 2.160%, 07/24/26(B)		825,000		832,483
4.166%, U.S. SOFR + 1.370%, 05/09/25(B)		1,185,000		1,175,046
Citigroup
2.014%, U.S. SOFR + 0.694%, 01/25/26(B)		1,000,000		948,854
Council of Europe Development Bank
3.000%, 06/16/25		500,000		500,443
Credit Agricole MTN
1.907%, U.S. SOFR + 1.676%, 06/16/26(A)(B)		2,525,000		2,333,709
Credit Suisse Group
2.593%, U.S. SOFR + 1.560%, 09/11/25(A)(B)		3,050,000		2,860,176
Deutsche Bank NY
2.222%, U.S. SOFR + 2.159%, 09/18/24(B)		2,605,000		2,517,398
Equitable Financial Life Global Funding
1.100%, 11/12/24(A)		2,670,000		2,511,242



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
European Investment Bank
2.125%, 04/13/26	$	447,000	$	434,438
0.625%, 10/21/27		1,000,000		893,372
Federation des Caisses Desjardins du Quebec
0.700%, 05/21/24(A)		1,500,000		1,416,188
Five Corners Funding Trust
4.419%, 11/15/23(A)		3,875,000		3,893,949
GATX Financial 2005-1 Pass Through Trust
5.697%, 01/02/25(A)		217,146		219,603
ING Bank
5.800%, 09/25/23(A)		2,500,000		2,545,327
Inter-American Development Bank
0.500%, 05/24/23		1,000,000		979,650
International Finance MTN
2.000%, 10/24/22		500,000		499,174
JPMorgan Chase
1.045%, U.S. SOFR + 0.800%, 11/19/26(B)		1,500,000		1,352,641
0.768%, U.S. SOFR + 0.490%, 08/09/25(B)		1,000,000		933,401
Kansas City Southern
3.850%, 11/15/23		1,975,000		1,974,042
Massachusetts Mutual Life Insurance
7.625%, 11/15/23(A)		2,250,000		2,320,798
Metropolitan Tower Life Insurance
7.625%, 01/15/24(A)		2,000,000		2,101,994
Mitsubishi UFJ Financial Group
4.788%, US Treas Yield Curve Rate T Note Const Mat 1 Yr +1.700%, 07/18/25(B)		1,000,000		1,010,802
2.527%, 09/13/23		1,000,000		989,287
Mizuho Financial Group
1.241%, U.S. SOFR + 1.252%, 07/10/24(B)		2,300,000		2,238,297
Morgan Stanley
5.000%, 11/24/25		3,425,000		3,528,484
3.737%, ICE LIBOR USD 3 Month + 0.847%, 04/24/24(B)		1,000,000		998,165
NatWest Group
6.125%, 12/15/22		1,200,000		1,206,955
6.000%, 12/19/23		1,480,000		1,509,895
NatWest Markets
3.479%, 03/22/25(A)		1,585,000		1,557,479



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Pershing Road Development
1.998%, ICE LIBOR USD 3 Month + 0.400%, 09/01/26(A)(B)	$	1,319,650	$	1,266,864
Reliance Standard Life Global Funding II
2.150%, 01/21/23(A)		2,275,000		2,256,478
Royal Bank of Canada MTN
3.970%, 07/26/24		1,025,000		1,031,200
Schneider Electric
2.950%, 09/27/22(A)		2,175,000		2,174,566
State Street
3.100%, 05/15/23		2,000,000		2,003,506
Swiss Re Treasury US
2.875%, 12/06/22(A)		1,575,000		1,572,871
Truist Financial MTN
4.260%, U.S. SOFR + 1.456%, 07/28/26(B)		1,025,000		1,030,724
TTX MTN
3.600%, 01/15/25(A)		2,500,000		2,467,819
UBS Group
1.008%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.830%, 07/30/24(A)(B)		2,500,000		2,428,375
USAA Capital
1.500%, 05/01/23(A)		1,000,000		984,835
Wells Fargo MTN
2.406%, U.S. SOFR + 1.087%, 10/30/25(B)		4,825,000		4,643,459


				93,087,876


HEALTH CARE — 0.3%
Adventist Health System
2.433%, 09/01/24		1,415,000		1,373,303


INDUSTRIALS — 2.2%
AerCap Ireland Capital DAC
4.875%, 01/16/24		1,000,000		1,000,811
4.125%, 07/03/23		1,925,000		1,913,615
Burlington Northern and Santa Fe Railway Pass Through Trust, Ser 2006-1
5.720%, 01/15/24		591,337		601,449
CNH Industrial
4.500%, 08/15/23		2,375,000		2,384,407
Georgia-Pacific
3.734%, 07/15/23(A)		2,100,000		2,099,620
Lennox International
3.000%, 11/15/23		2,000,000		1,981,940



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

INDUSTRIALS — continued
Nature Conservancy
0.467%, 07/01/23	$	425,000	$	412,545
Republic Services
4.750%, 05/15/23		900,000		906,462


				11,300,849


INFORMATION TECHNOLOGY — 1.4%
Fiserv
3.800%, 10/01/23		2,015,000		2,020,704
Global Payments
4.000%, 06/01/23		2,000,000		1,999,940
International Business Machines
4.000%, 07/27/25		825,000		836,672
TD SYNNEX
1.250%, 08/09/24		2,655,000		2,491,624

				7,348,940


MATERIALS — 1.9%
Air Liquide Finance
2.250%, 09/27/23(A)		2,000,000		1,977,956
Berry Global
4.875%, 07/15/26(A)		1,250,000		1,227,150
0.950%, 02/15/24		1,300,000		1,234,754
Celanese US Holdings
6.050%, 03/15/25		1,025,000		1,033,869
Graphic Packaging International
0.821%, 04/15/24(A)		1,025,000		969,240
LG Chemical
4.375%, 07/14/25(A)		570,000		575,960
Nutrien
1.900%, 05/13/23		1,175,000		1,160,483
Union Carbide
7.875%, 04/01/23		1,950,000		2,003,977

				10,183,389


UTILITIES — 1.9%
Avangrid
3.150%, 12/01/24		1,000,000		981,919
Electricite de France
3.625%, 10/13/25(A)		500,000		498,043
National Rural Utilities Cooperative Finance MTN
2.300%, 09/15/22		2,825,000		2,822,360
NextEra Energy Capital Holdings
2.940%, 03/21/24		1,300,000		1,288,145
0.650%, 03/01/23		1,100,000		1,083,011



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

UTILITIES — continued
NorthWestern
1.000%, 03/26/24	$	2,600,000	$	2,495,508
Pacific Gas and Electric
2.497%, SOFRINDX + 1.150%, 11/14/22(B)		370,000		369,159
Southern Power
0.900%, 01/15/26		500,000		453,902

				9,992,047

Total Corporate Obligations (Cost $178,315,131)				172,881,144


ASSET-BACKED SECURITIES — 15.3%

	Face Amount		Value

Automotive — 5.2%
ARI Fleet Lease Trust, Ser 2022- A, Cl A2
3.120%, 01/15/31 (A)	$	935,000	$	921,624
Avis Budget Rental Car Funding AESOP, Ser 2017-2A, Cl A
2.970%, 03/20/24 (A)		3,050,000		3,037,731
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/28		606,553		593,312
CPS Auto Receivables Trust, Ser 2022-C, Cl A
4.180%, 04/15/30 (A)		690,000		689,964
Drive Auto Receivables Trust, Ser 2021-2, Cl C
0.870%, 10/15/27		1,250,000		1,200,517
Flagship Credit Auto Trust, Ser 2022-2, Cl A2
3.280%, 08/15/25 (A)		2,000,000		1,989,469
Foursight Capital Automobile Receivables Trust, Ser 2022-2, Cl A2
4.490%, 03/16/26 (A)		1,895,000		1,895,000
Hertz Vehicle Financing, Ser 2021-1A, Cl A
1.210%, 12/26/25 (A)		2,575,000		2,410,126
Hyundai Auto Lease Securitization Trust, Ser 2022- B, Cl A3
3.350%, 06/16/25 (A)		1,435,000		1,431,594
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/25		3,460,000		3,417,011



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A2
4.050%, 07/15/25	$	1,160,000	$	1,159,583
Toyota Auto Receivables Owner Trust, Ser 2022-B, Cl A3
2.930%, 09/15/26		935,000		924,335
United Auto Credit Securitization Trust, Ser 2022-2, Cl A
4.390%, 04/10/25 (A)		1,753,000		1,753,515
Westlake Automobile Receivables Trust, Ser 2021- 3A, Cl A3
0.950%, 06/16/25 (A)		1,908,000		1,854,602
World Omni Auto Receivables Trust, Ser 2020-C, Cl A3
0.480%, 11/17/25		1,307,423		1,280,036
World Omni Select Auto Trust, Ser 2020-A, Cl B
0.840%, 06/15/26		2,500,000		2,428,199

				26,986,618

Other Asset-Backed Securities — 10.1%
American Tower Trust #1, Ser 2013-13, Cl 2A
3.070%, 03/15/48 (A)		3,265,000		3,247,432
Amur Equipment Finance Receivables VII, Ser 2019-1A, Cl A2
2.630%, 06/20/24 (A)		261,523		260,766
BX Commercial Mortgage Trust, Ser 2022-AHP, Cl A
2.949%, TSFR1M + 0.990%, 01/17/39 (A)(B)		492,000		476,338
CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1
5.401%, ICE LIBOR USD 1 Month + 0.540%, 02/25/35 (B)		11,752		10,833
COMM Mortgage Trust, Ser 2013-CR11, Cl A4
4.258%, 08/10/50		1,500,000		1,501,319
COMM Mortgage Trust, Ser 2013-WWP, Cl A1
2.499%, 03/10/31 (A)		295,060		293,934
COMM Mortgage Trust, Ser 2014-UBS5, Cl ASB
3.548%, 09/10/47		673,412		669,954
Community Program Loan Trust, Ser 1987-A, Cl B
4.500%, 10/01/29		6,032		5,853
CSAIL Commercial Mortgage Trust, Ser 2015-C1, Cl ASB
3.351%, 04/15/50		1,208,327		1,197,614



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
CSAIL Commercial Mortgage Trust, Ser 2018-CX11, Cl A3
4.095%, 04/15/51	$	1,818,419	$	1,815,366
DBGS Mortgage Trust, Ser 2018-C1, Cl A1
3.409%, 10/15/51		352,244		351,717
Dell Equipment Finance Trust, Ser 2022-2, Cl A2
4.030%, 07/22/27 (A)		875,000		875,772
DLLST, Ser 2022-1A, Cl A2
2.790%, 01/22/24 (A)		810,000		802,677
Extended Stay America Trust, Ser 2021-ESH, Cl B
3.380%, ICE LIBOR USD 1 Month + 1.380%, 07/15/38 (A)(B)		1,093,271		1,063,028
FCI Funding, Ser 2021-1A, Cl A
1.130%, 04/15/33 (A)		581,510		567,194
FREED ABS Trust, Ser 2022-2CP, Cl A
3.030%, 05/18/29 (A)		2,056,531		2,037,118
Golub Capital Partners CLO, Ser 2017-24A, Cl AR
2.963%, ICE LIBOR USD 3 Month + 1.600%, 11/05/29 (A)(B)		2,600,000		2,564,130
GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B
5.500%, 07/20/49 (A)		500,000		485,157
GS Mortgage Securities Trust, Ser 2022-SHIP, Cl A
2.690%, TSFR1M + 0.731%, 08/15/24 (A)(B)		115,000		112,700
GSR Mortgage Loan Trust, Ser 2004-9, Cl 3A1
3.501%, 08/25/34 (B)		17,155		16,571
JP Morgan Mortgage Trust, Ser 2006-A2, Cl 4A1
4.061%, 08/25/34 (B)		14,864		14,988
Life Mortgage Trust, Ser 2021-BMR, Cl A
2.699%, ICE LIBOR USD 1 Month + 0.700%, 03/15/38 (A)(B)		1,867,643		1,807,165
Mariner Finance Issuance Trust, Ser 2020-AA, Cl A
2.190%, 08/21/34 (A)		3,250,000		3,150,441
Marlette Funding Trust, Ser 2022-2A, Cl A
4.250%, 08/15/32 (A)		380,000		378,265



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A
2.800%, ICE LIBOR USD 1 Month + 0.801%, 04/15/38 (A)(B)	$	4,650,000	$	4,504,590
MMAF Equipment Finance, Ser 2019-A, Cl A3
2.840%, 11/13/23 (A)		216,836		216,632
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C20, Cl ASB
3.069%, 02/15/48		912,992		901,902
Morgan Stanley Capital I Trust, Ser 2017-CLS, Cl A
2.699%, ICE LIBOR USD 1 Month + 0.700%, 11/15/34 (A)(B)		1,300,000		1,289,354
Morgan Stanley Capital I Trust, Ser 2017-CLS, Cl B
2.849%, ICE LIBOR USD 1 Month + 0.850%, 11/15/34 (A)(B)		2,700,000		2,675,979
Octane Receivables Trust, Ser 2021-1A, Cl A
0.930%, 03/22/27 (A)		1,018,595		990,560
OnDeck Asset Securitization Trust III, Ser 2021-1A, Cl A
1.590%, 05/17/27 (A)		1,910,000		1,747,771
One Market Plaza Trust, Ser 2017-1MKT, Cl B
3.845%, 02/10/32 (A)		250,000		242,039
One Market Plaza Trust, Ser 2017-1MKT, Cl C
4.016%, 02/10/32 (A)		965,000		931,515
PFS Financing, Ser 2020-A, Cl A
1.270%, 06/15/25 (A)		4,000,000		3,896,756
SCF Equipment Leasing, Ser 2020-1A, Cl A3
1.190%, 10/20/27 (A)		1,437,921		1,406,274
Sequoia Mortgage Trust, Ser 2013-2, Cl A
1.874%, 02/25/43 (B)		96,794		87,325
TCI-Flatiron CLO, Ser 2021-1A, Cl AR
2.404%, ICE LIBOR USD 3 Month + 0.960%, 11/18/30 (A)(B)		785,000		770,468
TES, Ser 2017-1A, Cl B
7.740%, 10/20/47 (A)		500,000		458,599
TES, Ser 2017-2A, Cl B
6.990%, 02/20/48 (A)		500,000		464,086



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Transportation Finance Equipment Trust, Ser 2019-1, Cl A4
1.880%, 03/25/24 (A)	$	3,000,000	$	2,970,330
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl A3
3.581%, 12/15/50		2,550,000		2,491,134
Vivint Solar Financing V, Ser 2018-1A, Cl B
7.370%, 04/30/48 (A)		366,006		354,230
WFRBS Commercial Mortgage Trust, Ser 2012-C10, Cl A3
2.875%, 12/15/45		2,508,796		2,500,643

				52,606,519


Total Asset-Backed Securities (Cost $81,517,985)				79,593,137


MUNICIPAL BONDS — 2.2%

	Face Amount		Value

California — 0.4%
City of Union City California, RB
5.920%, 07/01/24	$	1,730,000	$	1,793,489


Illinois — 0.4%
Chicago Housing Authority, Ser B, RB
3.822%, 01/01/26		250,000		250,692
Sales Tax Securitization, Ser B, RB
2.225%, 01/01/24		1,800,000		1,764,846

				2,015,538


Louisiana — 0.2%
Louisiana Local Government Environmental Facilities & Community Development Auth, RB
3.615%, 02/01/29		1,145,000		1,144,311


New Jersey — 0.7%
New Jersey Economic Development Authority, Ser B, RB
1.171%, 02/15/24 (C)		2,250,000		2,131,764
New Jersey State, Transportation Trust Fund Authority, RB
2.551%, 06/15/23		1,750,000		1,731,327

				3,863,091


New York — 0.5%
New York State Energy Research & Development Authority, Ser A, RB
4.480%, 04/01/25		500,000		500,057
4.336%, 04/01/24		1,000,000		999,541



MUNICIPAL BONDS — continued

	Face Amount		Value
Utility Debt Securitization Authority, Ser T, RB
3.435%, 12/15/25	$	953,000	$	953,933

				2,453,531


Total Municipal Bonds (Cost $11,438,128)				11,269,960


U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.1%

	Face Amount		Value
Export-Import Bank of the United States
2.628%, 11/12/26	$	2,385,568	$	2,338,852
1.900%, 07/12/24		863,974		851,812
United States International Development Finance
2.820%, 03/20/24		2,600,000		2,585,819
2.290%, 09/15/26		1,172,804		1,147,800
1.790%, 10/15/29		419,865		394,309
0.000%, 08/16/24(C)		3,300,000		3,497,701


Total U.S. Government Agency Obligations (Cost $10,995,288)				10,816,293


MORTGAGE-BACKED SECURITIES — 1.0%

	Face Amount		Value
Agency Mortgage-Backed Obligation — 1.0%
FHLB
3.250%, 06/09/23	$	1,520,000	$	1,523,427
FHLMC
5.000%, 07/01/35		138,615		147,320
FNMA
5.000%, 03/01/34		111,527		118,005
3.500%, 11/01/34		2,218,529		2,244,581
FNMA, Ser 2009-62, Cl WA
5.579%, 08/25/39 (B)		34,388		35,962
FNMA, Ser 2013-9, Cl AE
1.750%, 03/25/39		141,783		140,417
FNMA, Ser M15, Cl A
2.476%, 10/25/22 (B)		155,738		155,358
GNMA, Ser 131, Cl A
2.200%, 04/16/57		166,558		164,982
GNMA, Ser 2011-57, Cl BA
3.000%, 05/20/40		35,591		35,451
GNMA, Ser 2017-99, Cl WA
4.866%, 12/20/32 (B)		346,334		355,781

				4,921,284

Other Mortgage-Backed Obligation — 0.0%
SBA
2.500%, Prime Rate + - 2.250%, 09/25/28 (B)		39,916		39,625



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
2.150%, Prime Rate + - 2.600%, 01/25/26 (B)	$	28,674	$	28,781

				68,406


Total Mortgage-Backed Securities
(Cost $5,018,280)				4,989,690


REPURCHASE AGREEMENT — 0.1%

	Face Amount		Value
Socgen Triparty Tsy 2.265%, dated 07/31/22, to be repurchased on 08/01/22, repurchase price $600,113, collateralized by a U.S. Government Treasury Bill, par value $620,300, 0.000%, 01/19/23, with a total market value of $9,282,065	$	600,000	$	600,000


Total Repurchase Agreements (Cost $600,000)				600,000


Total Investments in Securities— 99.3% (Cost $527,691,003)			$	515,043,161

Percentages are based on Nest Assets of $518,799,180.

(A)

(B)

(C)	Zero coupon security.

Cl — Class

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

ICE — Intercontinental Exchange

LIBOR — London Interbank Offered Rate

MTN — Medium Term Note

RB — Revenue Bond

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average



SCHEDULE OF INVESTMENTS

U.S. TREASURY OBLIGATIONS — 51.4%

	Face Amount		Value
U.S. Treasury Bonds
2.875%, 05/15/52	$	11,800,000	$	11,562,156
2.250%, 02/15/52		30,235,000		25,822,579
U.S. Treasury Notes
3.250%, 06/30/27		1,490,000		1,527,250
3.000%, 07/15/25		43,450,000		43,663,856
2.875%, 06/15/25		760,000		760,594
2.750%, 05/15/25		16,665,000		16,616,828
2.750%, 04/30/27		1,325,000		1,326,967
2.625%, 05/31/27		24,300,000		24,218,367
2.541%, US Treasury 3 Month Bill Money Market Yield + 0.035%, 10/31/23(A)		33,930,000		34,044,514
2.500%, 04/30/24		10,000,000		9,923,047
2.500%, 01/31/25		1,440,000		1,426,894
2.431%, US Treasury 3 Month Bill Money Market Yield + - 0.075%, 04/30/24(A)		56,735,000		56,794,999
2.375%, 08/15/24		8,750,000		8,657,373
2.375%, 05/15/27		9,000,000		8,853,750
1.750%, 12/31/24		6,000,000		5,843,906
1.125%, 02/28/25		600,000		574,289


Total U.S. Treasury Obligations (Cost $249,444,625)				251,617,369


CORPORATE OBLIGATIONS — 20.6%

	Face Amount		Value

COMMUNICATION SERVICES — 0.5%
CommScope
6.000%, 03/01/26(B)	$	1,060,000	$	1,030,850
Time Warner Entertainment
8.375%, 03/15/23		1,500,000		1,541,327


				2,572,177


CONSUMER DISCRETIONARY — 2.1%
General Motors
5.600%, 10/15/32		900,000		898,228
5.400%, 10/15/29		1,175,000		1,175,684
General Motors Financial
4.300%, 07/13/25		1,577,000		1,578,438
Lennar
5.250%, 06/01/26		1,500,000		1,537,938
Marriott International
4.650%, 12/01/28		1,500,000		1,504,983
Mileage Plus Holdings
6.500%, 06/20/27(B)		3,370,000		3,403,666


				10,098,937


CONSUMER STAPLES — 0.9%
CVS Pass-Through Trust
6.036%, 12/10/28		1,686,162		1,745,639



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

CONSUMER STAPLES — continued
Delta Air Lines
4.750%, 10/20/28(B)	$	500,000	$	488,255
Kraft Heinz Foods
3.000%, 06/01/26		1,388,000		1,344,902
Pilgrim’s Pride
5.875%, 09/30/27(B)		1,000,000		999,400


				4,578,196


ENERGY — 0.3%
Continental Resources
3.800%, 06/01/24		980,000		968,858
Hydro Quebec
8.050%, 07/07/24		500,000		544,896


				1,513,754


FINANCIALS — 12.0%
ABN AMRO Bank
2.470%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 12/13/29(A)(B)		1,000,000		870,590
African Development Bank
0.750%, 04/03/23		1,000,000		984,536
American Express
4.050%, 05/03/29		1,000,000		1,008,992
Athene Global Funding
2.500%, 03/24/28(B)		1,750,000		1,528,570
Bank of America MTN
4.827%, U.S. SOFR + 1.750%, 07/22/26(A)		945,000		960,064
3.559%, ICE LIBOR USD 3 Month + 1.060%, 04/23/27(A)		1,750,000		1,709,233
2.456%, ICE LIBOR USD 3 Month + 0.870%, 10/22/25(A)		1,000,000		960,681
Bank of Nova Scotia
2.435%, SOFRINDX + 0.550%, 09/15/23(A)		2,230,000		2,219,017
Banque Federative du Credit Mutuel
1.604%, 10/04/26(B)		2,000,000		1,815,114
Blackstone Private Credit Fund
2.350%, 11/22/24(B)		3,000,000		2,760,582
Blue Owl Finance
3.125%, 06/10/31(B)		845,000		665,627
BNP Paribas
1.675%, U.S. SOFR + 0.912%, 06/30/27(A)(B)		1,000,000		893,749
BPCE
2.045%, U.S. SOFR + 1.087%, 10/19/27(A)(B)		1,000,000		894,443



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Caisse d’Amortissement de la Dette Sociale
0.375%, 05/27/24(B)	$	1,000,000	$	951,063
Cantor Fitzgerald
4.875%, 05/01/24(B)		1,140,000		1,145,456
Capital One Financial
4.166%, U.S. SOFR + 1.370%, 05/09/25(A)		2,805,000		2,781,439
2.458%, U.S. SOFR + 0.690%, 12/06/24(A)		665,000		641,725
Commonwealth Bank of Australia
2.512%, U.S. SOFR + 0.400%, 07/07/25(A)(B)		1,565,000		1,536,392
Council of Europe Development Bank
3.000%, 06/16/25		500,000		500,443
European Investment Bank
2.125%, 04/13/26		500,000		485,949
0.625%, 10/21/27		1,000,000		893,372
GA Global Funding Trust
1.625%, 01/15/26(B)		1,000,000		913,467
1.000%, 04/08/24(B)		1,000,000		945,982
Goldman Sachs Group
4.250%, 10/21/25		1,750,000		1,768,994
Golub Capital BDC
2.500%, 08/24/26		960,000		834,354
HSBC Holdings
4.292%, ICE LIBOR USD 3 Month + 1.348%, 09/12/26(A)		1,750,000		1,727,018
ING Groep
1.400%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 07/01/26(A)(B)		1,000,000		913,571
Inter-American Development Bank
0.500%, 05/24/23		1,000,000		979,650
International Finance MTN
2.000%, 10/24/22		500,000		499,174
Jefferies Finance
5.000%, 08/15/28(B)		875,000		733,414
John Hancock Life Insurance
7.375%, 02/15/24(B)		1,500,000		1,575,320
JPMorgan Chase
3.559%, ICE LIBOR USD 3 Month + 0.730%, 04/23/24(A)		2,000,000		1,996,460
0.768%, U.S. SOFR + 0.490%, 08/09/25(A)		1,000,000		933,401



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Kansas City Southern
3.850%, 11/15/23	$	435,000	$	434,789
Kreditanstalt fuer Wiederaufbau
1.750%, 09/14/29		1,000,000		932,660
Liberty Mutual Insurance
7.875%, 10/15/26(B)		1,250,000		1,426,443
Morgan Stanley MTN
5.000%, 11/24/25		1,750,000		1,802,875
NatWest Group
6.000%, 12/19/23		1,500,000		1,530,299
OWS Cre Funding I
7.273%, ICE LIBOR USD 1 MONTH + 4.900%, 09/01/23(A)(B)		1,300,000		1,289,487
Prudential Financial
5.700%, ICE LIBOR USD 3 Month + 2.665%, 09/15/48(A)		2,115,000		2,117,901
1.500%, 03/10/26		500,000		465,865
Prudential Insurance of America
8.300%, 07/01/25(B)		800,000		887,190
Reliance Standard Life Global Funding II
2.500%, 10/30/24(B)		1,000,000		967,054
Societe Generale
5.000%, 01/17/24(B)		1,500,000		1,505,618
Swiss Re Treasury US
2.875%, 12/06/22(B)		1,725,000		1,722,668
Synchrony Financial
4.875%, 06/13/25		1,200,000		1,196,515
Truist Bank
2.636%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.150%, 09/17/29(A)		2,000,000		1,906,976
TTX MTN
3.600%, 01/15/25(B)		700,000		690,989


				58,905,171


INDUSTRIALS — 2.9%
AerCap Ireland Capital DAC
1.650%, 10/29/24		2,500,000		2,322,572
American Airlines Class A Pass Through Trust, Cl A
4.950%, 01/15/23		2,394,036		2,348,640
Delta Air Lines
4.500%, 10/20/25(B)		1,500,000		1,481,498



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

INDUSTRIALS — continued
JetBlue Class B Pass Through Trust
7.750%, 11/15/28	$	1,474,424	$	1,533,311
Lennox International
3.000%, 11/15/23		1,500,000		1,486,455
Nature Conservancy
0.467%, 07/01/23		425,000		412,545
Protective Life Global Funding
1.170%, 07/15/25		1,425,000		1,320,173
Spirit Airlines Pass Through Trust
3.650%, 02/15/30		1,016,908		896,090
Weir Group
2.200%, 05/13/26(B)		1,000,000		885,461
Westinghouse Air Brake Technologies
3.200%, 06/15/25		1,075,000		1,036,646


				13,723,391


INFORMATION TECHNOLOGY — 0.7%
Apple
3.000%, 06/20/27		1,000,000		998,562
Qorvo
4.375%, 10/15/29		1,500,000		1,402,245
TD SYNNEX
1.250%, 08/09/24		1,000,000		938,465


				3,339,272


MATERIALS — 0.8%
Berry Global
4.875%, 07/15/26(B)		1,500,000		1,472,580
Celanese US Holdings
5.900%, 07/05/24		295,000		297,209
Dow Chemical
7.375%, 03/01/23		600,000		614,412
LG Chemical
4.375%, 07/14/25(B)		570,000		575,960
Vulcan Materials
4.500%, 04/01/25		1,215,000		1,233,505


				4,193,666


UTILITIES — 0.4%
Avangrid
3.150%, 12/01/24		1,000,000		981,919
Electricite de France
3.625%, 10/13/25(B)		500,000		498,043



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

UTILITIES — continued
Southern Power
0.900%, 01/15/26	$	500,000	$	453,902


				1,933,864


Total Corporate Obligations (Cost $105,192,237)				100,858,428


ASSET-BACKED SECURITIES — 20.2%

	Face Amount		Value

Automotive — 3.0%
Carvana Auto Receivables Trust, Ser 2019-3A, Cl C
2.710%, 10/15/24 (B)	$	631,128	$	630,569
Carvana Auto Receivables Trust, Ser 2021-N2, Cl C
1.070%, 03/10/28		908,124		874,468
Drive Auto Receivables Trust, Ser 2021-2, Cl D
1.390%, 03/15/29		2,345,000		2,183,522
Flagship Credit Auto Trust, Ser 2019-3, Cl E
3.840%, 12/15/26 (B)		1,175,000		1,132,663
GM Financial Automobile Leasing Trust, Ser 2020-2, Cl C
2.560%, 07/22/24		2,260,000		2,239,245
GTE Auto Receivables Trust, Ser 2019-1, Cl A3
2.390%, 08/15/24 (B)		137,129		137,026
Hertz Vehicle Financing III, Ser 2022-1A, Cl A
1.990%, 06/25/26 (B)		1,000,000		940,621
Hertz Vehicle Financing, Ser 2021-1A, Cl B
1.560%, 12/26/25 (B)		1,500,000		1,393,644
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl D
1.480%, 01/15/27		2,000,000		1,925,013
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl D
1.130%, 11/16/26		800,000		764,304
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl C
5.000%, 11/15/29		2,500,000		2,525,952


				14,747,027


Other Asset-Backed Securities — 17.2%
Aligned Data Centers Issuer, Ser 2021-1A, Cl A2
1.937%, 08/15/46 (B)		1,500,000		1,348,612



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
BBCMS Mortgage Trust, Ser 2018-TALL, Cl A
2.721%, ICE LIBOR USD 1 Month + 0.722%, 03/15/37 (A)(B)	$	2,000,000	$	1,894,342
Blackrock Rainier CLO VI, Ser 2021-6A, Cl A
4.410%, ICE LIBOR USD 3 Month + 1.700%, 04/20/33 (A)(B)		1,500,000		1,450,798
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl C
3.099%, ICE LIBOR USD 1 Month + 1.100%, 09/15/36 (A)(B)		1,250,000		1,168,311
Cajun Global, Ser 2021-1, Cl A2
3.931%, 11/20/51 (B)		1,488,750		1,340,229
CFCRE Commercial Mortgage Trust, Ser 2016-C6, Cl AM
3.502%, 11/10/49 (A)		3,005,000		2,846,564
CFCRE Commercial Mortgage Trust, Ser 2016-C7, Cl A3
3.839%, 12/10/54		1,750,000		1,733,356
CIFC Funding, Ser 2021-4A, Cl C
4.362%, ICE LIBOR USD 3 Month + 1.850%, 07/15/33 (A)(B)		3,500,000		3,294,228
Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl AS
4.026%, 05/10/47		1,650,000		1,624,593
Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl C
4.780%, 05/10/47 (A)		3,400,000		3,278,230
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl A4
3.635%, 10/10/47		750,000		741,998
Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl AS
4.032%, 12/10/49 (A)		1,400,000		1,360,027
CLI Funding VI, Ser 2020-1A, Cl A
2.080%, 09/18/45 (B)		1,615,000		1,466,592
COMM Mortgage Trust, Ser 2015-CR24, Cl B
4.376%, 08/10/48 (A)		2,500,000		2,431,081
COMM Mortgage Trust, Ser 2020-CBM, Cl A2
2.896%, 02/10/37 (B)		600,000		570,160
Commonbond Student Loan Trust, Ser 2021-AGS, Cl B
1.400%, 03/25/52 (B)		654,554		588,974



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Extended Stay America Trust, Ser 2021-ESH, Cl B
3.380%, ICE LIBOR USD 1 Month + 1.380%, 07/15/38 (A)(B)	$	447,247	$	434,875
FREMF Mortgage Trust, Ser 2016-K58, Cl C
3.738%, 09/25/49 (A)(B)		1,080,000		1,031,446
FREMF Mortgage Trust, Ser 2017-K63, Cl C
3.875%, 02/25/50 (A)(B)		1,055,000		1,016,527
FREMF Mortgage Trust, Ser 2017-K729, Cl B
3.671%, 11/25/49 (A)(B)		1,111,948		1,094,279
FREMF Mortgage Trust, Ser 2018-K80, Cl C
4.231%, 08/25/50 (A)(B)		270,000		258,806
FREMF Mortgage Trust, Ser 2019-K91, Cl C
4.255%, 04/25/51 (A)(B)		770,000		733,254
FREMF Mortgage Trust, Ser 2019-K93, Cl C
4.119%, 05/25/52 (A)(B)		505,000		477,114
Golub Capital Partners CLO, Ser 2017-24A, Cl AR
2.963%, ICE LIBOR USD 3 Month + 1.600%, 11/05/29 (A)(B)		1,600,000		1,577,926
GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B
5.500%, 07/20/49 (B)		500,000		485,157
GS Mortgage Securities Corportation Trust, Ser 2021-IP, Cl A
2.949%, ICE LIBOR USD 1 Month + 0.950%, 10/15/36 (A)(B)		2,000,000		1,919,427
GS Mortgage Securities II, Ser 2012-BWTR, Cl A
2.954%, 11/05/34 (B)		1,750,000		1,737,129
GS Mortgage Securities II, Ser 2013-GC10, Cl A4
2.681%, 02/10/46		1,729,418		1,725,436
GS Mortgage Securities Trust, Ser 2013-GC12, Cl A3
2.860%, 06/10/46		848,533		840,909
Guggenheim MM CLO, Ser 2021-3A, Cl A
4.282%, ICE LIBOR USD 3 Month + 1.550%, 01/21/34 (A)(B)		2,000,000		1,914,192
Hardee’s Funding, Ser 2020-1A, Cl A2
3.981%, 12/20/50 (B)		985,000		911,979



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Hardee’s Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/51 (B)	$	1,361,250	$	1,181,773
Home Equity Loan Trust, Ser 2006-HSA2, Cl AI3
4.768%, 03/25/36 (A)		40,889		11,919
Hudson Yards Mortgage Trust, Ser 2016-10HY, Cl A
2.835%, 08/10/38 (B)		500,000		471,369
Jersey Mike’s Funding, Ser 2019-1A, Cl A2
4.433%, 02/15/50 (B)		1,641,750		1,575,049
JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2013-C10, Cl B
3.674%, 12/15/47 (A)		3,900,000		3,855,149
JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl AS
4.043%, 07/15/47		1,170,000		1,150,056
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl B
3.986%, 10/15/48		3,095,000		2,951,223
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl AS
3.858%, 03/15/50 (A)		2,500,000		2,401,130
Life Mortgage Trust, Ser 2021-BMR, Cl C
3.099%, ICE LIBOR USD 1 Month + 1.100%, 03/15/38 (A)(B)		737,228		702,014
Maranon Loan Funding, Ser 2021-2RA, Cl A1R
4.202%, ICE LIBOR USD 3 Month + 1.690%, 07/15/33 (A)(B)		1,750,000		1,716,325
ME Funding, Ser 2019-1, Cl A2
6.448%, 07/30/49 (B)		1,486,875		1,478,461
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A
2.800%, ICE LIBOR USD 1 Month + 0.801%, 04/15/38 (A)(B)		2,500,000		2,421,823
Morgan Stanley Capital I Trust, Ser 2017-CLS, Cl A
2.699%, ICE LIBOR USD 1 Month + 0.700%, 11/15/34 (A)(B)		1,200,000		1,190,173
Octane Receivables Trust, Ser 2021-2A, Cl A
1.210%, 09/20/28 (B)		688,499		665,363



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
One Market Plaza Trust, Ser 2017-1MKT, Cl A
3.614%, 02/10/32 (B)	$	2,372,000	$	2,329,172
One Market Plaza Trust, Ser 2017-1MKT, Cl B
3.845%, 02/10/32 (B)		250,000		242,039
One Market Plaza Trust, Ser 2017-1MKT, Cl C
4.016%, 02/10/32 (B)		500,000		482,650
ServiceMaster Funding, Ser 2020-1, Cl A2I
2.841%, 01/30/51 (B)		987,500		848,164
SERVPRO Master Issuer, Ser 2019-1A, Cl A2
3.882%, 10/25/49 (B)		1,750,500		1,635,524
SOFI PROFESSIONAL LOAN PROGRAM, Ser 2017-F, Cl A2FX
2.840%, 01/25/41 (B)		568,570		558,628
Sonic Capital, Ser 2020-1A, Cl A2I
3.845%, 01/20/50 (B)		980,833		917,034
TES, Ser 2017-1A, Cl B
7.740%, 10/20/47 (B)		500,000		458,599
TES, Ser 2017-2A, Cl B
6.990%, 02/20/48 (B)		500,000		464,086
TICP CLO XI, Ser 2018-11A, Cl E
8.710%, ICE LIBOR USD 3 MONTH + 6.000%, 10/20/31 (A)(B)		700,000		592,474
Vivint Solar Financing V, Ser 2018-1A, Cl B
7.370%, 04/30/48 (B)		366,006		354,230
Wells Fargo Commercial Mortgage Trust, Ser 2016-LC24, Cl A4
2.942%, 10/15/49		1,500,000		1,445,853
Wells Fargo Commercial Mortgage Trust, Ser 2017-C40, Cl A4
3.581%, 10/15/50		1,500,000		1,475,041
Wells Fargo Commercial Mortgage Trust, Ser 2017-RB1, Cl D
3.401%, 03/15/50 (B)		3,000,000		2,367,128
WFRBS Commercial Mortgage Trust, Ser 2013-C15, Cl A4
4.153%, 08/15/46 (A)		2,000,000		1,990,891
WFRBS Commercial Mortgage Trust, Ser 2013-C15, Cl B
4.519%, 08/15/46 (A)		1,000,000		949,554



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/47 (A)	$	2,093,258	$	2,045,300


				84,224,745


Total Asset-Backed Securities (Cost $101,692,555)				98,971,772


MORTGAGE-BACKED SECURITIES — 5.3%

	Face Amount		Value
Agency Mortgage-Backed Obligation — 3.8%
FHLMC
4.000%, 07/01/52	$	4,382,520	$	4,411,005
FNMA
4.000%, 06/01/52		11,978,755		12,054,833
FREMF Mortgage Trust, Ser 2016-K60, Cl C
3.540%, 12/25/49 (A)(B)		620,000		589,742
FREMF Mortgage Trust, Ser 2017-K61, Cl C
3.689%, 12/25/49 (A)(B)		770,000		726,286
FREMF Mortgage Trust, Ser 2017-K62, Cl C
3.880%, 01/25/50 (A)(B)		495,000		473,117


				18,254,983

Non-Agency Mortgage-Backed Obligation — 1.5%
COMM Mortgage Trust, Ser 2022-HC, Cl C
3.376%, 01/10/39 (B)		500,000		453,800
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
4.659%, ICE LIBOR USD 1 MONTH + 2.400%, 04/25/31 (A)(B)		143,263		143,091
CSMC Trust, Ser 2016-NXSR, Cl AS
4.049%, 12/15/49 (A)		1,455,000		1,418,833
GS Mortgage Securities II, Ser 2013-GC10, Cl B
3.682%, 02/10/46 (B)		2,465,000		2,437,526
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C26, Cl AS
3.800%, 01/15/48		2,089,000		2,028,803
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1
2.633%, 09/25/59 (A)(B)		222,295		217,439



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
Wells Fargo Commercial Mortgage Trust, Ser 2019-C49, Cl D
3.000%, 03/15/52 (B)	$	950,000	$	705,681


				7,405,173


Total Mortgage-Backed Securities (Cost $26,003,479)				25,660,156


MUNICIPAL BONDS — 0.6%

	Face Amount		Value
California — 0.2%
City of Los Angeles Department of Airports Customer Facility Charge Revenue, RB
3.258%, 05/15/30	$	1,000,000	$	948,920

Illinois — 0.1%
Chicago Housing Authority, Ser B, RB
3.822%, 01/01/26		500,000		501,384

New York — 0.3%
New York State Energy Research & Development Authority, Ser A, RB
4.621%, 04/01/27		820,000		820,432
4.480%, 04/01/25		500,000		500,057


				1,320,489


Total Municipal Bonds (Cost $2,765,965)				2,770,793


COMMON STOCK — 0.1%

	Shares		Value

DIVERSIFIED — 0.1%

North Atlantic Acquisition		58,023	$	572,107


Total Common Stock (Cost $579,728)				572,107


U.S. GOVERNMENT AGENCY OBLIGATION — 0.1%

	Face Amount		Value
United States International Development Finance
1.790%, 10/15/29	$	335,892	$	315,447


Total U.S. Government Agency Obligations (Cost $312,603)				315,447


Total Investments in Securities— 98.3% (Cost $485,991,192)			$	480,766,072

Percentages are based on Nest Assets of $489,110,807.

(A)

(B)

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GNMA — Government National Mortgage Association

GO — General Obligation

ICE— Intercontinental Exchange

LIBOR— London Interbank Offered Rate

MTN — Medium Term Note

RB — Revenue Bond

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFRINDX — Secured Overnight Financing Rate Index

USD — U.S. Dollar

The following is a summary of the inputs used as of July 31, 2022, in valuing the Fund’s investments carried at market value:


Investments in Securities	Level 1		Level 2		Level 3		Total
U.S. Treasury Obligations	$	—	$	251,617,369	$	—	$	251,617,369
Corporate Obligations		—		100,858,428		—		100,858,428
Asset-Backed Securities		—		98,971,772		—		98,971,772
Mortgage-Backed Securities		—		25,660,156		—		25,660,156
Municipal Bonds		—		2,770,793		—		2,770,793
Common Stock		572,107		—		—		572,107
U.S. Government Agency Obligation		—		315,447		—		315,447

Total Investments in Securities	$	572,107	$	480,193,965	$	—	$	480,766,072

For information on the Fund’s policy regarding valuation of investments, fair value hierarchy levels and other significant accounting policies, please refer to the Fund’s most recent financial statements.

CRI-QH-001-0200



SCHEDULE OF INVESTMENTS

U.S. TREASURY OBLIGATIONS — 36.4%

	Face Amount		Value
U.S. Treasury Bond
3.000%, 02/15/48	$	250,000	$	243,076
3.000%, 08/15/48		725,000		707,894
3.000%, 02/15/49		985,000		971,341
2.875%, 05/15/52		40,025,000		39,218,246
2.500%, 02/15/45		30,310,000		26,554,402
2.500%, 02/15/46		1,775,000		1,555,690
2.500%, 05/15/46		880,000		770,928
2.375%, 02/15/42		800,000		702,750
2.375%, 11/15/49		395,000		345,826
2.250%, 08/15/46		895,000		745,542
2.250%, 02/15/52		36,100,000		30,831,656
2.000%, 11/15/41		1,305,000		1,075,198
2.000%, 02/15/50		4,745,000		3,818,057
2.000%, 08/15/51		11,730,000		9,413,783
1.875%, 02/15/41		6,840,000		5,550,019
1.875%, 02/15/51		65,000		50,621
1.875%, 11/15/51		71,970,000		56,114,109
1.750%, 08/15/41		2,700,000		2,128,465
1.625%, 11/15/50		4,565,000		3,334,055
1.375%, 11/15/40		2,295,000		1,710,044
1.375%, 08/15/50		5,080,000		3,475,236
1.250%, 05/15/50		800,000		529,469
1.125%, 05/15/40		605,000		436,025
1.125%, 08/15/40		3,550,000		2,542,826
U.S. Treasury Note
2.875%, 08/15/28		305,000		307,395
2.875%, 04/30/29		3,830,000		3,870,993
2.875%, 05/15/32		11,455,000		11,682,310
2.750%, 05/15/25		660,000		658,092
2.750%, 04/30/27		1,785,000		1,787,650
2.750%, 05/31/29		2,455,000		2,462,288
2.625%, 02/15/29		33,850,000		33,692,650
2.541%, US Treasury 3 Month Bill Money Market Yield + 0.035%, 10/31/23(A)		50,420,000		50,590,167
2.431%, US Treasury 3 Month Bill Money Market Yield + -0.075%, 04/30/24(A)		50,750,000		50,803,670
2.375%, 03/31/29		10,470,000		10,254,056
2.375%, 05/15/29		915,000		896,915
2.000%, 02/15/25		5,000		4,895
1.875%, 02/15/32		16,445,000		15,383,784
1.750%, 07/31/24		40,000		39,111
1.750%, 12/31/26		3,240,000		3,109,894
1.750%, 11/15/29		740,000		697,334
1.625%, 08/15/29		625,000		584,106
1.625%, 05/15/31		20,810,000		19,191,535
1.500%, 01/31/27		4,325,000		4,101,654
1.500%, 11/30/28		285,000		264,794
1.375%, 10/31/28		1,200,000		1,107,000
1.375%, 12/31/28		4,360,000		4,024,995
1.375%, 11/15/31		13,405,000		12,020,515



U.S. TREASURY OBLIGATIONS — continued

	Face Amount		Value
1.250%, 11/30/26	$	19,000,000	$	17,854,063
1.250%, 03/31/28		190,000		175,208
1.250%, 08/15/31		10,385,000		9,238,593
1.125%, 10/31/26		3,100,000		2,899,227
1.125%, 02/29/28		4,575,000		4,197,384
1.125%, 08/31/28		505,000		459,905
1.125%, 02/15/31		4,180,000		3,707,464
0.875%, 06/30/26		11,605,000		10,790,383

0.875%, 09/30/26		107,950,000		100,026,638
0.875%, 11/15/30		15,570,000		13,568,404
0.750%, 08/31/26		3,662,000		3,380,341
0.750%, 01/31/28		20,875,000		18,771,191
0.625%, 11/30/27		6,850,000		6,136,102
0.625%, 12/31/27		7,560,000		6,760,884
0.625%, 05/15/30		595,000		510,794
0.625%, 08/15/30		295,000		252,248
0.500%, 04/30/27		5,525,000		4,979,838
0.500%, 05/31/27		1,195,000		1,075,500
0.500%, 08/31/27		9,175,000		8,212,700
0.500%, 10/31/27		480,000		427,913
0.375%, 11/30/25		625,000		576,831
0.250%, 07/31/25		95,000		87,964
0.250%, 09/30/25		400,000		368,922
0.250%, 10/31/25		245,000		225,572


Total U.S. Treasury Obligations (Cost $675,270,515)				635,045,130


MORTGAGE-BACKED SECURITIES — 29.4%

	Face Amount		Value
Agency Mortgage-Backed Obligation — 22.8%
FHLMC
7.000%, 11/01/32	$	255,266	$	274,463
7.000%, 10/01/32		7,067		7,662
7.000%, 09/01/32		9,840		10,884
7.000%, 07/01/32		3,036		3,336
7.000%, 06/01/32		54,109		59,826
6.500%, 01/01/38		851		928
6.500%, 11/01/37		1,236		1,311
6.500%, 09/01/37		25,421		27,607
6.500%, 08/01/37		2,165		2,289
6.500%, 12/01/32		83,196		89,834
6.500%, 12/01/31		2,337		2,490
6.000%, 05/01/39		42,228		45,615
6.000%, 04/01/39		16,060		17,017
6.000%, 02/01/39		17,336		18,525
6.000%, 09/01/38		10,590		11,535
6.000%, 06/01/38		3,255		3,311
6.000%, 11/01/36		30,220		32,547
6.000%, 12/01/33		11,897		12,957
6.000%, 01/01/24		14,247		14,355
5.500%, 06/01/37		596		624
5.500%, 01/01/35		89,680		96,315
5.000%, 04/01/34		6,104		6,288



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
4.500%, 09/01/48	$	691,270	$	712,182
4.500%, 03/01/47		860,257		890,530
4.500%, 03/01/46		93,238		97,237
4.500%, 11/01/45		346,128		361,004
4.500%, 02/01/45		1,145,541		1,183,532
4.500%, 10/01/44		29,218		30,125
4.500%, 08/01/44		892,092		930,166
4.500%, 07/01/44		294,764		306,717
4.500%, 03/01/44		11,642		12,088
4.500%, 01/01/44		113,121		117,235
4.500%, 12/01/43		99,880		103,913
4.500%, 11/01/43		12,791		13,397
4.500%, 05/01/42		46,062		48,025
4.500%, 09/01/41		282,578		294,638
4.500%, 07/01/41		22,270		23,222
4.500%, 05/01/41		47,961		50,058
4.500%, 04/01/40		64,147		66,915
4.500%, 12/01/33		22,863		23,586
4.500%, 06/01/31		22,228		22,931
4.500%, 06/01/26		4,485		4,620
4.500%, 02/01/26		6,621		6,820
4.000%, 01/01/52		1,286,262		1,296,022
4.000%, 05/01/46		1,425,660		1,463,779
4.000%, 07/01/34		74,680		77,418
4.000%, 10/01/31		44,819		46,194
3.743%, ICE LIBOR USD 12 MONTH + 1.630%, 07/01/44 (A)		47,848		48,774
3.507%, ICE LIBOR USD 12 MONTH + 1.791%, 08/01/42 (A)		3,264		3,336
3.500%, 07/01/52		10,084,000		10,031,132
3.500%, 05/01/52		2,278,538		2,266,593
3.500%, 04/01/52		16,183,237		16,084,333
3.500%, 02/01/52		1,902,927		1,888,016
3.500%, 01/01/52		1,807,654		1,794,713
3.500%, 04/01/37		745,066		763,308
3.427%, ICE LIBOR USD 12 Month + 1.962%, 04/01/40 (A)		4,771		4,761
3.247%, ICE LIBOR USD 12 MONTH + 1.877%, 01/01/42 (A)		34,594		35,463
3.168%, ICE LIBOR USD 12 Month + 1.630%, 02/01/45 (A)		173,642		174,500
3.005%, ICE LIBOR USD 12 MONTH + 1.630%, 05/01/44 (A)		7,417		7,587
3.000%, 11/01/51		3,464,657		3,348,915
3.000%, 07/01/51		0		—
3.000%, 02/01/50		1,616,394		1,570,079
3.000%, 04/01/42		2,365,075		2,318,418
2.964%, ICE LIBOR USD 12 MONTH + 1.610%, 10/01/44 (A)		61,846		62,835



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
2.893%, ICE LIBOR USD 12 MONTH + 1.650%, 04/01/43 (A)	$	51,169	$	51,781
2.753%, ICE LIBOR USD 12 MONTH + 1.623%, 12/01/45 (A)		361,091		368,917
2.716%, ICE LIBOR USD 12 Month + 1.631%, 05/01/46 (A)		31,341		31,940
2.707%, ICE LIBOR USD 12 MONTH + 1.608%, 11/01/44 (A)		724,650		735,072
2.648%, ICE LIBOR USD 12 MONTH + 1.822%, 10/01/41 (A)		9,986		10,212
2.635%, ICE LIBOR USD 12 MONTH + 1.652%, 08/01/44 (A)		475,951		481,069
2.593%, ICE LIBOR USD 12 MONTH + 1.762%, 11/01/39 (A)		101,984		104,775
2.560%, ICE LIBOR USD 12 Month + 1.630%, 01/01/45 (A)		25,729		26,064
2.500%, 02/01/51		4,372,783		4,117,516
2.500%, 11/01/50		7,350,162		6,906,380
2.500%, 10/01/50		5,875,118		5,541,845
2.500%, 07/01/50		8,905,459		8,366,608
2.500%, 03/01/37		1,494,992		1,459,798
2.489%, ICE LIBOR USD 12 MONTH + 1.703%, 04/01/38 (A)		98,004		99,930
2.285%, ICE LIBOR USD 12 Month + 2.035%, 09/01/37 (A)		1,989		1,983
2.233%, ICE LIBOR USD 12 Month + 1.615%, 11/01/44 (A)		34,467		34,967
2.224%, ICE LIBOR USD 12 Month + 1.724%, 04/01/36 (A)		5,830		5,813
2.000%, 01/01/52		1,475,073		1,331,850
2.000%, 12/01/50		5,856,820		5,311,838
2.000%, 11/01/50		1,399,353		1,270,039
2.000%, 09/01/50		2,102,552		1,901,917
2.000%, 07/01/50		10,294,942		9,328,577
2.000%, 02/01/42		1,789,043		1,657,235
1.992%, ICE LIBOR USD 12 MONTH + 1.630%, 02/01/45 (A)		15,543		15,624
1.980%, ICE LIBOR USD 12 MONTH + 1.630%, 02/01/45 (A)		157,059		157,903
1.906%, ICE LIBOR USD 12 MONTH + 1.630%, 01/01/45 (A)		321,325		323,204



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
1.880%, ICE LIBOR USD 12 MONTH + 1.630%, 12/01/44 (A)	$	38,152	$	38,391
1.876%, ICE LIBOR USD 12 MONTH + 1.613%, 01/01/44 (A)		28,636		28,858
FHLMC Multifamily Variable Rate Certificate, Ser M069, Cl A
4.013%, 04/15/37		1,250,000		1,271,419
FHLMC STACR REMIC Trust 2021-DNA3, Ser 2021-DNA3, Cl M2
3.614%, SOFR30A + 2.100%, 10/25/33 (A)(B)		875,000		833,155
FHLMC STACR REMIC Trust 2021-DNA6, Ser 2021-DNA6, Cl M2
3.014%, SOFR30A + 1.500%, 10/25/41 (A)(B)		2,210,000		2,061,833
FHLMC Structured Pass-Through Certificates, Ser 2002-41, Cl 2A
4.833%, 07/25/32 (A)		22,877		22,917
FHLMC Structured Pass-Through Certificates, Ser 2002-48, Cl 1A
4.434%, 07/25/33 (A)		203,401		204,959
FHLMC Structured Pass-Through Certificates, Ser 2002-51, Cl 1A
6.500%, 09/25/43 (A)		117,600		133,949
FHLMC Structured Pass-Through Certificates, Ser 2002-51, Cl 2A
7.500%, 08/25/42 (A)		46,950		51,132
FHLMC Structured Pass-Through Certificates, Ser 2003-54, Cl 3A
7.000%, 02/25/43		363,748		396,511
FHLMC Structured Pass-Through Certificates, Ser 2003-57, Cl 1A2
7.000%, 07/25/43		22,618		25,353
FHLMC, Ser 1998-2084, Cl ZC
6.500%, 08/15/28		56,411		59,615
FHLMC, Ser 2001-2295, Cl BD
6.000%, 03/15/31		13,002		14,019
FHLMC, Ser 2003-2676, Cl PZ
5.500%, 09/15/33		48,856		51,931
FHLMC, Ser 2005-2944, Cl OH
5.500%, 03/15/35		155,354		168,133
FHLMC, Ser 2005-2957, Cl VZ
5.000%, 02/15/35		48,784		51,418
FHLMC, Ser 2006-3143, Cl BC
5.500%, 02/15/36		138,953		150,490
FHLMC, Ser 2006-3185, Cl GT
6.000%, 07/15/26		49,117		50,828
FHLMC, Ser 2007-3330, Cl GZ
5.500%, 06/15/37		2,732		2,870



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
FHLMC, Ser 2013-299, Cl F1
2.499%, ICE LIBOR USD 1 MONTH + 0.500%, 01/15/43 (A)	$	178,130	$	178,411
FHLMC, Ser 2013-4283, Cl EW
4.500%, 12/15/43 (A)		134,605		141,061
FHLMC, Ser 2014-4319, Cl MA
4.500%, 03/15/44 (A)		236,241		248,684
FHLMC, Ser 2021-5092, Cl BC
2.500%, 06/25/36		567,386		558,072
FNMA
7.000%, 12/01/37		312		349
7.000%, 08/01/32		142,850		153,369
7.000%, 11/01/29		48,642		51,784
6.500%, 01/01/49		6,889		7,517
6.500%, 10/01/39		45,752		49,731
6.500%, 08/01/39		18,339		20,130
6.500%, 10/01/38		15,583		17,120
6.500%, 03/01/38		5,792		6,158
6.500%, 02/01/38		4,116		4,494
6.500%, 12/01/37		16,840		18,442
6.500%, 11/01/37		1,165		1,267
6.500%, 03/01/35		199,955		213,619
6.500%, 05/01/33		2,914		3,089
6.500%, 12/01/32		10,629		11,395
6.500%, 08/01/32		25,170		26,762
6.000%, 07/01/39		72,610		76,595
6.000%, 05/01/38		36,564		39,795
6.000%, 08/01/37		98,794		107,558
6.000%, 07/01/37		21,541		22,943
6.000%, 03/01/37		11,779		12,658
6.000%, 09/01/36		76,618		83,364
6.000%, 03/01/36		10,362		11,225
6.000%, 11/01/35		13,727		14,891
6.000%, 07/01/35		5,798		6,234
6.000%, 04/01/35		57,717		62,457
6.000%, 04/01/34		13,786		14,869
6.000%, 03/01/34		203,701		219,943
6.000%, 12/01/33		3,778		4,111
6.000%, 11/01/33		3,411		3,682
6.000%, 12/01/32		5,044		5,488
6.000%, 06/01/23		524		525
6.000%, 10/01/22		76		76
5.500%, 02/01/38		3,056		3,222
5.500%, 04/01/37		133,168		142,292
5.500%, 09/01/36		11,216		12,007
5.500%, 10/01/35		57,165		61,133
5.500%, 04/01/35		188,466		200,843
5.500%, 11/01/33		6,911		7,387
5.500%, 06/01/33		38,994		41,649
5.500%, 11/01/29		6,978		7,270
5.500%, 01/01/25		2,660		2,673
5.500%, 05/01/24		700		704
5.500%, 03/01/24		1,162		1,166
5.500%, 01/01/24		7		7
5.500%, 11/01/23		22		22



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
5.193%, 11/01/36	$	6,488	$	6,457
5.000%, 03/01/49		401,039		415,191
5.000%, 12/01/48		305,170		318,458
5.000%, 08/01/40		16,550		17,581
5.000%, 09/01/39		49,869		52,870
5.000%, 09/01/25		17,889		18,433
5.000%, 04/01/25		115		119
4.500%, 03/01/52		683,564		706,053
4.500%, 06/01/48		526,647		542,112
4.500%, 02/01/46		1,080,649		1,125,456
4.500%, 09/01/45		53,184		55,407
4.500%, 02/01/45		422,700		439,466
4.500%, 10/01/44		28,412		29,603
4.500%, 09/01/43		9,255		9,643
4.500%, 01/01/43		956,020		987,111
4.500%, 07/01/42		221,408		230,684
4.500%, 01/01/42		68,981		71,604
4.500%, 12/01/41		29,195		30,356
4.500%, 11/01/41		30,301		31,578
4.500%, 09/01/41		15,795		16,303
4.500%, 08/01/41		13,004		13,480
4.500%, 05/01/41		1,937,529		2,015,070
4.500%, 06/01/36		24,179		25,266
4.500%, 09/01/31		52,507		54,122
4.500%, 06/01/31		15,048		15,512
4.500%, 01/01/31		136,439		141,554
4.500%, 08/01/26		84,927		87,418
4.500%, 10/01/24		23,543		24,233
4.143%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.143%, 08/01/34 (A)		2,670		2,679
4.000%, 06/01/52		40,886,165		41,145,834
4.000%, 04/01/52		1,583,948		1,607,909
4.000%, 10/01/51		1,752,490		1,770,119
4.000%, 04/01/48		1,648,641		1,686,345
4.000%, 03/01/46		3,802,924		3,907,314
4.000%, 01/01/37		650,654		669,101
4.000%, 11/01/35		77,936		80,210
4.000%, 01/01/35		2,182,097		2,260,278
4.000%, 10/01/34		1,128,255		1,168,516
4.000%, 06/01/34		1,250,696		1,295,585
4.000%, 03/01/34		506,007		524,192
4.000%, 11/01/33		764,337		791,678
4.000%, 10/01/33		57,108		59,160
4.000%, 10/01/32		63,350		65,608
4.000%, 09/01/31		174,207		180,438
4.000%, 12/01/30		264,632		274,094
4.000%, 11/01/30		185,400		192,032
3.978%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.290%, 08/01/34 (A)		12,889		12,911
3.690%, ICE LIBOR USD 12 Month + 1.685%, 06/01/42 (A)		27,450		28,109



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
3.665%, ICE LIBOR USD 12 MONTH + 1.620%, 11/01/48 (A)	$	572,627	$	576,781
3.574%, ICE LIBOR USD 12 MONTH + 1.592%, 07/01/44 (A)		269,982		275,573
3.527%, ICE LIBOR USD 12 MONTH + 1.471%, 06/01/35 (A)		2,918		2,912
3.500%, 05/01/52		1,243,892		1,237,371
3.500%, 04/01/52		13,531,970		13,476,219
3.500%, 03/01/52		2,016,830		2,000,890
3.500%, 01/01/52		2,348,335		2,330,131
3.500%, 11/01/51		1,462,722		1,451,609
3.500%, 04/01/37		642,433		657,282
3.500%, 02/01/31		1,064,446		1,085,236
3.500%, 12/01/29		396,533		401,550
3.403%, ICE LIBOR USD 12 Month + 1.813%, 07/01/41 (A)		54,735		56,499
3.217%, ICE LIBOR USD 12 Month + 1.564%, 06/01/44 (A)		53,146		54,071
3.096%, ICE LIBOR USD 12 Month + 1.603%, 10/01/48 (A)		139,318		139,260
3.031%, ICE LIBOR USD 12 MONTH + 1.572%, 08/01/43 (A)		3,629		3,686
3.000%, 05/01/52		1,776,290		1,720,893
3.000%, 03/01/52		3,022,230		2,929,172
3.000%, 11/01/51		2,291,569		2,222,445
3.000%, 10/01/51		2,799,307		2,705,798
3.000%, 07/01/50		1,149,159		1,122,199
3.000%, 05/01/35		1,704,622		1,700,838
3.000%, 01/01/31		1,423,466		1,423,765
2.961%, ICE LIBOR USD 12 MONTH + 1.610%, 10/01/47 (A)		203,882		204,520
2.958%, ICE LIBOR USD 12 MONTH + 1.580%, 09/01/47 (A)		394,253		389,691
2.878%, ICE LIBOR USD 12 Month + 1.451%, 05/01/35 (A)		26,547		27,073
2.814%, ICE LIBOR USD 12 MONTH + 1.580%, 04/01/44 (A)		150,090		152,090
2.808%, ICE LIBOR USD 12 Month + 1.658%, 05/01/46 (A)		52,012		51,913
2.743%, ICE LIBOR USD 12 MONTH + 1.568%, 05/01/45 (A)		430,589		436,922



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
2.696%, ICE LIBOR USD 12 MONTH + 1.789%, 06/01/38 (A)	$	5,437	$	5,620
2.673%, ICE LIBOR USD 12 MONTH + 1.699%, 04/01/44 (A)		91,545		93,365
2.639%, ICE LIBOR USD 12 Month + 1.557%, 01/01/45 (A)		32,894		33,343
2.632%, ICE LIBOR USD 12 MONTH + 1.566%, 05/01/44 (A)		70,081		70,899
2.500%, 02/01/52		4,851,843		4,550,119
2.500%, 12/01/51		7,604,039		7,124,618
2.500%, 08/01/51		5,493,286		5,157,291
2.500%, 05/01/51		0		—
2.500%, 02/01/51		11,055,328		10,400,775
2.500%, 01/01/51		1,498,897		1,403,268
2.500%, 11/01/50		11,114,123		10,464,403
2.500%, 10/01/50		11,423,699		10,735,520
2.500%, 07/01/50		15,032,608		14,109,909
2.500%, 10/01/41		1,386,747		1,326,803
2.500%, 05/01/41		947,266		903,396
2.500%, 08/01/36		2,137,709		2,084,119
2.500%, 07/01/36		1,205,552		1,175,662
2.081%, US Treas Yield Curve Rate T Note Const Mat 1 Yr +1.999%, 09/01/34 (A)		979		1,009
2.053%, ICE LIBOR USD 12 Month + 1.580%, 11/01/44 (A)		25,699		26,045
2.050%, ICE LIBOR USD 12 MONTH + 1.550%, 02/01/44 (A)		874		877
2.028%, ICE LIBOR USD 12 MONTH + 1.778%, 12/01/39 (A)		13,840		13,815
2.000%, 11/01/51		0		—
2.000%, 10/01/51		1,944,099		1,766,699
2.000%, 09/01/51		1,710,355		1,548,748
2.000%, 04/01/51		0		—
2.000%, 02/01/51		1,219,081		1,103,904
2.000%, 01/01/51		5,593,373		5,065,122
2.000%, 12/01/50		562,269		509,177
2.000%, 09/01/50		2,058,276		1,861,358
2.000%, 08/01/50		813,384		735,618
2.000%, 09/01/36		1,607,687		1,536,324
2.000%, 03/01/36		0		—
2.000%, 01/01/36		1,389,189		1,325,056
1.935%, ICE LIBOR USD 12 MONTH + 1.572%, 02/01/44 (A)		27,167		27,362
1.910%, ICE LIBOR USD 12 MONTH + 1.551%, 02/01/44 (A)		15,177		15,277



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
1.850%, ICE LIBOR USD 12 MONTH + 1.600%, 12/01/44 (A)	$	38,393	$	38,845
1.840%, ICE LIBOR USD 12 MONTH + 1.590%, 12/01/44 (A)		288,522		291,379
1.830%, ICE LIBOR USD 12 MONTH + 1.580%, 09/01/44 (A)		2,794		2,842
1.827%, ICE LIBOR USD 12 MONTH + 1.577%, 10/01/44 (A)		155,136		157,589
1.815%, ICE LIBOR USD 12 MONTH + 1.565%, 01/01/44 (A)		67,530		68,745
1.500%, 10/01/50		1,839,938		1,590,465
FNMA Connecticut Avenue Securities, Ser 2018-C06, Cl 1M2
4.259%, ICE LIBOR USD 1 MONTH + 2.000%, 03/25/31 (A)		1,933,950		1,931,859
FNMA Grantor Trust 2000-T6, Ser 2000-T6, Cl A1
7.500%, 11/25/40		17,634		17,822
FNMA Grantor Trust 2001-T1, Ser 2001-T1, Cl A1
7.500%, 10/25/40		147,287		154,531
FNMA Grantor Trust 2001-T10, Ser 2001-T10, Cl A1
7.000%, 12/25/41		100,811		107,903
FNMA Grantor Trust 2001-T12, Ser 2001-T12, Cl A1
6.500%, 08/25/41		3,500		3,700
FNMA Grantor Trust 2001-T3, Ser 2001-T3, Cl A1
7.500%, 11/25/40		9,305		9,745
FNMA Grantor Trust 2001-T4, Ser 2001-T4, Cl A1
7.500%, 07/25/41		41,747		45,958
FNMA Grantor Trust 2001-T7, Ser 2001-T7, Cl A1
7.500%, 02/25/41		1,806		2,014
FNMA Grantor Trust 2001-T8, Ser 2001-T8, Cl A1
7.500%, 07/25/41		5,506		5,675
FNMA Grantor Trust 2004-T1, Ser 2004-T1, Cl 1A2
6.500%, 01/25/44		1,602		1,726
FNMA REMIC Trust 2001-W3, Ser 2001-W3, Cl A
7.000%, 09/25/41 (A)		85,409		87,020
FNMA REMIC Trust 2002-W6, Ser 2002-W6, Cl 2A
7.500%, 06/25/42 (A)		6,574		6,854



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
FNMA REMIC Trust 2002-W6, Ser 2002-W6, Cl 2A1
7.000%, 06/25/42 (A)	$	6,574	$	6,680
FNMA REMIC Trust 2003-W4, Ser 2003-W4, Cl 3A
4.818%, 10/25/42 (A)		71,578		76,381
FNMA REMIC Trust 2003-W4, Ser 2003-W4, Cl 4A
5.632%, 10/25/42 (A)		28,864		30,733
FNMA Trust 2003-W2, Ser 2003- W2, Cl 1A3
7.500%, 07/25/42		8,897		9,881
FNMA Trust 2004-W2, Ser 2004- W2, Cl 2A2
7.000%, 02/25/44		16,878		18,365
FNMA Trust 2004-W2, Ser 2004- W2, Cl 5A
7.500%, 03/25/44		6,550		7,151
FNMA, Ser 2001-2, Cl ZK
6.500%, 02/25/31		45,228		48,207
FNMA, Ser 2001-79, Cl BA
7.000%, 03/25/45		14,411		15,431
FNMA, Ser 2002-33, Cl A1
7.000%, 06/25/32		70,879		76,061
FNMA, Ser 2007-104, Cl ZE
6.000%, 08/25/37		18,429		20,054
FNMA, Ser 2007-21, Cl MT
5.750%, 03/25/37		5,303		5,581
FNMA, Ser 2009-11, Cl MP
7.000%, 03/25/49		6,272		6,984
FNMA, Ser 2010-136, Cl BA
3.500%, 12/25/30		221,567		223,538
FNMA, Ser 2010-49, Cl ZJ
4.500%, 05/25/40		55,512		57,692
FNMA, Ser 2013-128, Cl CF
2.859%, ICE LIBOR USD 1 Month + 0.600%, 12/25/43 (A)		301,627		302,120
FNMA, Ser 2014-1, Cl KF
2.859%, ICE LIBOR USD 1 MONTH + 0.600%, 02/25/44 (A)		426,616		429,502
FREMF 2015-K44 Mortgage Trust, Ser K44, Cl C
3.719%, 01/25/48 (A)(B)		1,900,000		1,855,201
FREMF 2015-K46 Mortgage Trust, Ser K46, Cl C
3.698%, 04/25/48 (A)(B)		2,740,000		2,671,044
FREMF 2016-K55 Mortgage Trust, Ser K55, Cl C
4.167%, 04/25/49 (A)(B)		1,310,000		1,277,247
FREMF 2016-K56 Mortgage Trust, Ser K56, Cl C
3.943%, 06/25/49 (A)(B)		2,840,000		2,768,543



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
FREMF 2016-K57 Mortgage Trust, Ser K57, Cl C
3.918%, 08/25/49 (A)(B)	$	3,245,000	$	3,146,406
FREMF 2017-K69 Mortgage Trust, Ser K69, Cl C
3.727%, 10/25/49 (A)(B)		2,592,000		2,460,079
FREMF 2018-K732 Mortgage Trust, Ser K732, Cl C
4.049%, 05/25/25 (A)(B)		3,275,000		3,204,008
FREMF 2018-K74 Mortgage Trust, Ser K74, Cl C
4.092%, 02/25/51 (A)(B)		2,880,000		2,782,947
FREMF 2018-K83 Mortgage Trust, Ser K83, Cl C
4.278%, 11/25/51 (A)(B)		2,815,000		2,723,102
FREMF 2018-K85 Mortgage Trust, Ser K85, Cl B
4.320%, 12/25/50 (A)(B)		3,105,000		3,075,951
FREMF 2018-K86 Mortgage Trust, Ser K86, Cl C
4.294%, 11/25/51 (A)(B)		1,917,000		1,860,790
FREMF 2019-K736 Mortgage Trust, Ser K736, Cl B
3.759%, 07/25/26 (A)(B)		3,235,000		3,174,197
FREMF 2019-K89 Mortgage Trust, Ser K89, Cl C
4.287%, 01/25/51 (A)(B)		5,291,042		5,114,487
FREMF 2019-K96 Mortgage Trust, Ser K96, Cl C
3.812%, 08/25/56 (A)(B)		1,790,000		1,677,064
FREMF 2020-K737 Mortgage Trust, Ser K737, Cl C
3.303%, 01/25/53 (A)(B)		590,000		560,112
FREMF K-100 Mortgage Trust, Ser K100, Cl C
3.493%, 11/25/52 (A)(B)		60,000		54,996
FREMF Mortgage Trust, Ser 2016-K60, Cl C
3.540%, 12/25/49 (A)(B)		1,490,000		1,417,282
FREMF Mortgage Trust, Ser 2017-K61, Cl C
3.689%, 12/25/49 (A)(B)		2,160,000		2,037,374
FREMF Mortgage Trust, Ser 2017-K62, Cl C
3.880%, 01/25/50 (A)(B)		2,461,000		2,352,203
GNMA
7.000%, 12/15/29		919		995
6.500%, 05/15/29		1,637		1,740
4.000%, 04/20/52		1,482,646		1,501,673
4.000%, 03/20/52		1,693,753		1,715,489
4.000%, 02/20/52		1,718,009		1,740,057
4.000%, 01/20/52		1,381,762		1,399,495
3.500%, 03/20/52		2,030,296		2,025,509
3.500%, 02/20/52		1,505,511		1,501,970
3.500%, 01/20/52		1,618,887		1,615,080
3.500%, 06/20/51		1,640,756		1,637,321



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
3.000%, 10/20/51	$	2,008,072	$	1,961,637
3.000%, 07/20/51		1,436,868		1,404,252
3.000%, 05/20/51		1,280,707		1,250,079
2.500%, 05/20/51		870,473		829,547
2.500%, 03/20/51		2,037,756		1,937,477
GNMA, Ser 2002-49, Cl ZG
6.000%, 07/20/32		412,107		411,655
GNMA, Ser 2012-98, Cl BM
4.904%, 08/20/42 (A)		206,600		211,901
GNMA, Ser 2017-H17, Cl FQ
0.502%, ICE LIBOR USD 12 MONTH + 0.270%, 09/20/67 (A)		2,644,044		2,618,279
GNMA, Ser 2017-H22, Cl FH
0.455%, ICE LIBOR USD 12 MONTH + 0.220%, 11/20/67 (A)		1,743,545		1,716,253
GNMA, Ser 2017-H24, Cl FQ
0.567%, ICE LIBOR USD 12 MONTH + 0.200%, 11/20/67 (A)		1,821,761		1,787,645
GNMA, Ser 2018-H04, Cl FK
0.988%, ICE LIBOR USD 12 MONTH + 0.040%, 03/20/68 (A)		1,639,017		1,581,343
GNMA, Ser 2018-H05, Cl CF
1.008%, ICE LIBOR USD 12 MONTH + 0.060%, 03/20/68 (A)		1,740,653		1,680,114
GNMA, Ser 2018-H05, Cl FE
1.018%, ICE LIBOR USD 12 Month + 0.070%, 02/20/68 (A)		386,981		376,000
GNMA, Ser 2019-H09, Cl FG
2.522%, ICE LIBOR USD 12 MONTH + 0.350%, 05/20/69 (A)		734,981		721,954
GNMA, Ser 2019-H16, Cl CF
1.820%, ICE LIBOR USD 1 Month + 0.700%, 10/20/69 (A)		335,626		332,366
GNMA, Ser 2020-H01, Cl FV
1.770%, ICE LIBOR USD 1 MONTH + 0.650%, 01/20/70 (A)		6,602,456		6,505,841
GNMA, Ser 2020-H02, Cl FB
1.720%, ICE LIBOR USD 1 Month + 0.600%, 01/20/70 (A)		498,876		489,281
GNMA, Ser 2022-H04, Cl FG
0.883%, SOFR30A + 0.550%, 02/20/67 (A)		4,027,998		3,949,495
GNMA, Ser 2022-H08, Cl FE
1.521%, SOFR30A + 0.750%, 03/20/72 (A)		3,159,558		3,140,994



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
GNMA, Ser 2022-H09, Cl FA
2.176%, SOFR30A + 0.670%, 04/20/72 (A)	$	3,252,946	$	3,216,571
GNMA, Ser 2022-H11, Cl EF
2.476%, SOFR30A + 0.970%, 05/20/72 (A)		3,420,216		3,442,377
Vendee Mortgage Trust 1993-1, Ser 1993-1, Cl ZB
7.250%, 02/15/23		2,342		2,357
Vendee Mortgage Trust 1995-1, Ser 1995-1, Cl 2
7.793%, 02/15/25		2,808		2,876
Vendee Mortgage Trust 1995-2, Ser 1995-2C, Cl 3A
8.793%, 06/15/25		1,864		1,978
Vendee Mortgage Trust 1998-2, Ser 1998-2, Cl 2A
8.612%, 08/15/27 (A)		546		565

				399,463,091

Non-Agency Mortgage-Backed Obligation — 6.6%
Benchmark 2019-B10 Mortgage Trust, Ser B10, Cl E
3.000%, 03/15/62 (B)		1,175,000		819,455
Benchmark 2020-B16 Mortgage Trust, Ser B16, Cl D
2.500%, 02/15/53 (B)		5,085,000		3,733,971
Benchmark 2022-B35 Mortgage Trust, Ser B35, Cl D
2.500%, 05/15/55 (B)		4,000,000		2,543,554
BIG Commercial Mortgage Trust 2022-BIG, Ser BIG, Cl D
4.998%, TSFR1M + 3.039%, 02/15/39 (A)(B)		3,800,000		3,639,342
Century Plaza Towers 2019-CPT, Ser CPT, Cl B
2.997%, 11/13/39 (A)(B)		733,000		639,341
Century Plaza Towers 2019-CPT, Ser CPT, Cl C
2.997%, 11/13/39 (A)(B)		500,000		422,573
CFCRE Commercial Mortgage Trust 2016-C6, Ser C6, Cl D
4.194%, 11/10/49 (A)(B)		2,385,000		1,904,281
Citigroup Commercial Mortgage Trust 2014-GC21, Ser GC21, Cl D
4.946%, 05/10/47 (A)(B)		3,185,000		2,888,087
Citigroup Commercial Mortgage Trust 2022-GC48, Ser GC48, Cl C
4.875%, 05/15/54 (A)		3,470,000		3,224,068
COMM 2014-CCRE20 Mortgage Trust, Ser CR20, Cl C
4.490%, 11/10/47 (A)		2,770,000		2,635,453
COMM 2015-CCRE24 Mortgage Trust, Ser CR24, Cl D
3.463%, 08/10/48 (A)		525,000		449,878



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
COMM Mortgage Trust, Ser 2022-HC, Cl C
3.376%, 01/10/39 (B)	$	1,000,000	$	907,600
Commercial Mortgage Trust 2022-LPFL, Ser LPFL, Cl C
4.353%, TSFR1M + 2.394%, 03/15/39 (A)(B)		2,260,000		2,155,656
Connecticut Avenue Securities Trust 2022-R03, Ser 2022-R03, Cl 1M2
5.014%, SOFR30A + 3.500%, 03/25/42 (A)(B)		3,060,000		3,037,248
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
4.659%, ICE LIBOR USD 1 MONTH + 2.400%, 04/25/31 (A)(B)		403,492		403,008
CSMC 2014-USA OA, Ser USA, Cl A2
3.953%, 09/15/37 (B)		1,560,000		1,481,881
CSMC 2014-USA OA, Ser USA, Cl C
4.336%, 09/15/37 (B)		3,330,000		2,970,806
CSMC 2021-NQM5 Trust, Ser 2021-NQM5, Cl M1
2.168%, 05/25/66 (A)(B)		1,215,000		845,928
CSMC Trust, Ser 2016-NXSR, Cl AS
4.049%, 12/15/49 (A)		4,145,000		4,041,969
FASST 2021-JR1 A2
2.000%, 04/25/51		2,405,830		2,294,153
FASST 2021-S2 A2 09/2051
1.750%, 09/25/51		2,354,102		2,210,037
FASST 21-S1-A2 07/25/2051
1.750%, 07/25/51		4,088,677		3,851,102
FIN AMER 19-JR2 06/25/69
2.000%, 06/25/69		1,802,214		1,946,158
FIN AMER 19-JR3 09/25/69
2.000%, 09/25/69		1,332,954		1,392,113
GS Mortgage Securities II, Ser 2013-GC10, Cl B
3.682%, 02/10/46 (B)		6,785,000		6,709,378
GS Mortgage Securities Trust 2017-GS8, Ser GS8, Cl D
2.700%, 11/10/50 (B)		2,400,000		1,878,257
Hudson Yards 2019-55HY Mortgage Trust, Ser 55HY, Cl A
2.943%, 12/10/41 (A)(B)		1,000,000		916,762
JPMBB Commercial Mortgage Securities Trust 2014-C19, Ser C19, Cl D
4.651%, 04/15/47 (A)(B)		1,545,000		1,436,131
JPMBB Commercial Mortgage Securities Trust 2014-C26, Ser C26, Cl D
3.879%, 01/15/48 (A)(B)		1,095,000		968,230



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
JPMBB Commercial Mortgage Securities Trust 2015-C28, Ser C28, Cl C
4.143%, 10/15/48 (A)	$	4,939,000	$	4,617,127
JPMBB Commercial Mortgage Securities Trust 2015-C29, Ser C29, Cl C
4.184%, 05/15/48 (A)		5,350,000		5,003,676
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C26, Cl AS
3.800%, 01/15/48		5,885,000		5,715,416
NCMF Trust 2022-MFP, Ser MFP, Cl E
5.792%, TSFR1M + 3.833%, 03/15/39 (A)(B)		2,500,000		2,417,831
New Residential Mortgage Loan Trust 2021-NQM2R, Ser 2021-NQ2R, Cl M1
2.201%, 10/25/58 (A)(B)		1,809,000		1,712,494
NW RE-REMIC TRUST 2021-FRR1, Ser FRR1, Cl AK88
2.817%, 12/18/51 (A)(B)		2,500,000		2,327,432
OBX 2022-NQM1 Trust, Ser 2022-NQM1, Cl M1
3.504%, 11/25/61 (A)(B)		950,000		755,712
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl M1
3.248%, 10/25/61 (B)		1,630,000		1,098,098
Palisades Center Trust 2016-PLSD, Ser PLSD, Cl A
2.713%, 04/13/33 (B)		4,325,000		3,849,250
Residential Mortgage Loan Trust, Ser 2019-3, Cl A1
2.633%, 09/25/59 (A)(B)		675,778		661,013
SFAVE Commercial Mortgage Securities Trust 2015-5AVE, Ser 5AVE, Cl A1
3.872%, 01/05/43 (A)(B)		2,775,000		2,238,770
SFAVE Commercial Mortgage Securities Trust 2015-5AVE, Ser 5AVE, Cl A2B
4.144%, 01/05/43 (A)(B)		1,910,000		1,560,266
Shops at Crystals Trust 2016-CSTL, Ser CSTL, Cl C
3.731%, 07/05/36 (A)(B)		2,640,000		2,293,905
SPGN 2022-TFLM Mortgage Trust, Ser TFLM, Cl D
5.459%, TSFR1M + 3.500%, 02/15/39 (A)(B)		2,500,000		2,371,359
Taubman Centers Commercial Mortgage Trust 2022-DPM, Ser DPM, Cl C
5.736%, TSFR1M + 3.777%, 05/15/37 (A)(B)		1,040,000		996,322



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
Taubman Centers Commercial Mortgage Trust 2022-DPM, Ser DPM, Cl D
6.730%, TSFR1M + 4.771%, 05/15/37 (A)(B)	$	2,180,000	$	2,068,785
Verus Securitization Trust 2021-2, Ser 2021-2, Cl M1
2.187%, 02/25/66 (A)(B)		2,690,000		2,155,344
Verus Securitization Trust 2021-3, Ser 2021-3, Cl M1
2.397%, 06/25/66 (A)(B)		1,445,000		1,127,968
Verus Securitization Trust 2021-4, Ser 2021-4, Cl M1
2.195%, 07/25/66 (A)(B)		1,300,000		952,393
Verus Securitization Trust 2021-R3, Ser 2021-R3, Cl M1
2.411%, 04/25/64 (A)(B)		2,545,000		2,391,982
Wells Fargo Commercial Mortgage Trust 2015-C28, Ser C28, Cl D
4.083%, 05/15/48 (A)		1,560,000		1,375,098
Wells Fargo Commercial Mortgage Trust, Ser 2019-C49, Cl D
3.000%, 03/15/52 (B)		3,100,000		2,302,750

				112,339,411


Total Mortgage-Backed Securities (Cost $539,092,442)				511,802,502


CORPORATE OBLIGATIONS — 24.8%

	Face Amount		Value

COMMUNICATION SERVICES — 3.7%
Alphabet
1.100%, 08/15/30	$	2,500,000	$	2,139,701
America Movil
4.375%, 04/22/49		1,565,000		1,506,344
AT&T
4.500%, 03/09/48		471,000		438,142
4.350%, 06/15/45		2,525,000		2,341,640
3.800%, 12/01/57		750,000		614,702
3.650%, 09/15/59		1,861,000		1,459,378
3.550%, 09/15/55		1,238,000		966,278
3.500%, 09/15/53		649,000		518,536
2.750%, 06/01/31		725,000		650,828
2.550%, 12/01/33		150,000		127,255
CCO Holdings
4.500%, 06/01/33(B)		1,575,000		1,323,142
4.500%, 05/01/32		1,600,000		1,401,128
4.250%, 01/15/34(B)		1,325,000		1,094,496
Charter Communications Operating
6.484%, 10/23/45		3,360,000		3,389,847



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

COMMUNICATION SERVICES — continued
5.750%, 04/01/48	$	950,000	$	882,889
5.375%, 05/01/47		800,000		709,660
5.250%, 04/01/53		525,000		463,557
4.400%, 04/01/33		250,000		232,436
Comcast
4.400%, 08/15/35		2,265,000		2,316,826
3.450%, 02/01/50		830,000		695,825
2.800%, 01/15/51		205,000		152,644
CommScope
6.000%, 03/01/26(B)		3,435,000		3,340,537
Cox Communications
3.850%, 02/01/25(B)		800,000		796,470
3.500%, 08/15/27(B)		1,575,000		1,531,816
3.350%, 09/15/26(B)		575,000		559,785
Magallanes
5.050%, 03/15/42(B)		40,000		35,823
3.755%, 03/15/27(B)		40,000		38,454
Paramount Global
4.950%, 01/15/31		1,240,000		1,213,450
Prosus
4.987%, 01/19/52(B)		2,200,000		1,720,964
4.850%, 07/06/27(B)		500,000		477,950
4.193%, 01/19/32(B)		225,000		191,415
3.680%, 01/21/30(B)		2,275,000		1,922,871
3.061%, 07/13/31(B)		3,875,000		3,032,115
Rogers Communications
3.800%, 03/15/32(B)		1,215,000		1,178,253
Telecom Italia
5.303%, 05/30/24(B)		2,300,000		2,236,175
Telecom Italia Capital
7.721%, 06/04/38		1,345,000		1,116,350
7.200%, 07/18/36		300,000		248,814
Tencent Holdings MTN
3.975%, 04/11/29(B)		1,840,000		1,765,682
Time Warner Cable
6.750%, 06/15/39		800,000		819,099
T-Mobile USA
4.500%, 04/15/50		475,000		443,737
4.375%, 04/15/40		300,000		281,220
3.875%, 04/15/30		3,525,000		3,393,105
3.500%, 04/15/31(B)		1,000,000		925,815
3.400%, 10/15/52		100,000		77,778
3.375%, 04/15/29(B)		1,000,000		933,590
2.250%, 02/15/26(B)		1,025,000		957,093
Verizon Communications
4.400%, 11/01/34		3,015,000		3,016,942
4.272%, 01/15/36		900,000		889,992
3.550%, 03/22/51		420,000		353,976
2.987%, 10/30/56		345,000		253,082
2.850%, 09/03/41		2,500,000		1,979,064
2.650%, 11/20/40		1,755,000		1,358,653
2.100%, 03/22/28		475,000		434,238



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

COMMUNICATION SERVICES — continued
1.500%, 09/18/30	$	1,000,000	$	833,901
Vodafone Group
7.000%, USD Swap Semi 30/360 5 Yr Curr + 4.873%, 04/04/79(A)		2,575,000		2,706,969
Walt Disney
6.650%, 11/15/37		555,000		697,732

				65,188,164


CONSUMER DISCRETIONARY — 1.7%
Aptiv
3.250%, 03/01/32		235,000		207,818
Elanco Animal Health
6.400%, 08/28/28		1,785,000		1,825,162
Ford Motor
3.250%, 02/12/32		1,000,000		835,000
Ford Motor Credit
5.125%, 06/16/25		600,000		599,037
4.542%, 08/01/26		700,000		679,697
4.389%, 01/08/26		650,000		632,618
4.375%, 08/06/23		1,050,000		1,051,606
4.140%, 02/15/23		900,000		898,753
4.134%, 08/04/25		675,000		665,719
4.063%, 11/01/24		3,200,000		3,148,000
3.810%, 01/09/24		700,000		691,458
3.375%, 11/13/25		775,000		734,448
3.350%, 11/01/22		925,000		921,973
General Motors
5.600%, 10/15/32		2,700,000		2,694,683
5.400%, 10/15/29		2,350,000		2,351,368
General Motors Financial
3.250%, 01/05/23		440,000		438,397
Mileage Plus Holdings
6.500%, 06/20/27(B)		5,110,000		5,161,049
Nordstrom
6.950%, 03/15/28		1,340,000		1,329,700
RELX Capital
4.000%, 03/18/29		375,000		375,336
3.000%, 05/22/30		50,000		46,350
Starbucks
4.450%, 08/15/49		2,500,000		2,387,933
Whirlpool
2.400%, 05/15/31		2,500,000		2,153,238

				29,829,343


CONSUMER STAPLES — 0.6%
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
4.900%, 02/01/46		400,000		407,106



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

CONSUMER STAPLES — continued
Anheuser-Busch InBev Worldwide
5.550%, 01/23/49	$	650,000	$	720,543
5.450%, 01/23/39		1,390,000		1,499,830
4.350%, 06/01/40		275,000		264,520
Coca-Cola
3.450%, 03/25/30		350,000		352,058
1.650%, 06/01/30		525,000		462,630
1.450%, 06/01/27		25,000		23,295
Keurig Dr Pepper
4.417%, 05/25/25		89,000		90,645
PepsiCo
3.900%, 07/18/32		1,650,000		1,707,764
2.875%, 10/15/49		3,340,000		2,816,949
Sysco
2.400%, 02/15/30		2,500,000		2,227,293

				10,572,633


ENERGY — 2.5%
BP Capital Markets America
3.060%, 06/17/41		1,790,000		1,485,871
Cameron LNG
3.701%, 01/15/39(B)		1,395,000		1,226,571
ConocoPhillips
4.150%, 11/15/34		417,000		401,567
Energy Transfer
4.400%, 03/15/27		2,705,000		2,675,796
2.900%, 05/15/25		1,785,000		1,714,755
Exxon Mobil
4.227%, 03/19/40		650,000		646,633
3.452%, 04/15/51		50,000		43,674
2.610%, 10/15/30		575,000		536,142
Hydro Quebec
8.050%, 07/07/24		1,400,000		1,525,709
Kinder Morgan
5.550%, 06/01/45		3,285,000		3,305,171
5.200%, 03/01/48		450,000		432,824
4.800%, 02/01/33		210,000		212,889
4.300%, 06/01/25		580,000		585,223
Kinder Morgan Energy Partners
6.500%, 09/01/39		50,000		53,537
5.500%, 03/01/44		340,000		333,086
Marathon Petroleum
4.700%, 05/01/25		205,000		208,743
MPLX
5.500%, 02/15/49		1,310,000		1,277,065
Occidental Petroleum
2.900%, 08/15/24		1,750,000		1,734,845
Petrobras Global Finance BV
7.250%, 03/17/44		500,000		503,255
6.900%, 03/19/49		100,000		95,000



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

ENERGY — continued
6.750%, 06/03/50	$	1,450,000	$	1,352,560
5.500%, 06/10/51		375,000		309,664
5.093%, 01/15/30		167,000		161,606
Petroleos Mexicanos
7.690%, 01/23/50		6,425,000		4,682,219
6.950%, 01/28/60		115,000		77,265
6.700%, 02/16/32		2,219,000		1,777,419
6.625%, 06/15/35		1,925,000		1,408,811
6.375%, 01/23/45		655,000		438,850
6.350%, 02/12/48		306,000		201,195
Rio Oil Finance Trust Series 2014-1
9.250%, 07/06/24(B)		2,017,376		2,098,596
Rio Oil Finance Trust Series 2014-3
9.750%, 01/06/27(B)		1,475,317		1,559,797
Rio Oil Finance Trust Series 2018-1
8.200%, 04/06/28(B)		829,730		857,274
TransCanada PipeLines
4.625%, 03/01/34		1,185,000		1,199,172
Transcanada Trust
5.875%, ICE LIBOR USD 3 MONTH + 4.640%, 08/15/76(A)		975,000		957,056
5.625%, ICE LIBOR USD 3 MONTH + 3.528%, 05/20/75(A)		275,000		264,770
5.600%, US Treas Yield Curve Rate T Note Const Mat 5 Yr +3.986%, 03/07/82(A)		375,000		349,605
5.500%, U.S. SOFR + 4.416%, 09/15/79(A)		1,100,000		1,011,205
5.300%, ICE LIBOR USD 3 MONTH + 3.208%, 03/15/77(A)		3,150,000		2,862,160
Ultrapar International
5.250%, 10/06/26(B)		1,075,000		1,069,625
5.250%, 06/06/29(B)		429,000		389,317
Williams
3.500%, 11/15/30		575,000		535,755

				42,562,277


FINANCIALS — 11.1%
ABN AMRO Bank
2.470%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 12/13/29(A)(B) .		2,500,000		2,176,474
AerCap Ireland Capital DAC
3.300%, 01/30/32		1,540,000		1,295,589
3.000%, 10/29/28		225,000		197,085
African Development Bank
0.750%, 04/03/23		2,500,000		2,461,341



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Alexandria Real Estate Equities
2.950%, 03/15/34	$	2,500,000	$	2,180,595
American Express
4.050%, 05/03/29		2,500,000		2,522,480
American International Group
3.900%, 04/01/26		795,000		792,742
Ares Capital
4.250%, 03/01/25		1,370,000		1,334,518
Aviation Capital Group
4.125%, 08/01/25(B)		456,000		434,639
Avolon Holdings Funding
4.375%, 05/01/26(B)		1,330,000		1,241,404
Bank of America MTN
4.450%, 03/03/26		1,230,000		1,247,902
4.250%, 10/22/26		725,000		729,688
4.200%, 08/26/24		440,000		444,376
4.183%, 11/25/27		1,275,000		1,271,428
3.846%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.000%, 03/08/37(A)		1,875,000		1,698,003
3.705%, ICE LIBOR USD 3 MONTH + 1.512%, 04/24/28(A)		1,480,000		1,441,531
3.093%, ICE LIBOR USD 3 MONTH + 1.090%, 10/01/25(A)		1,480,000		1,441,545
3.004%, ICE LIBOR USD 3 MONTH + 0.790%, 12/20/23(A)		2,537,000		2,530,256
2.676%, U.S. SOFR + 1.930%, 06/19/41(A)		1,740,000		1,325,946
2.496%, ICE LIBOR USD 3 Month + 0.990%, 02/13/31(A)		50,000		43,716
2.456%, ICE LIBOR USD 3 Month + 0.870%, 10/22/25(A)		2,500,000		2,401,704
Bank of Nova Scotia
2.435%, SOFRINDX + 0.550%, 09/15/23(A)		6,955,000		6,920,745
Barclays
4.836%, 05/09/28		1,225,000		1,189,457
4.375%, 09/11/24		1,375,000		1,369,337
2.894%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.300%, 11/24/32(A)		1,000,000		819,769
1.007%, US Treas Yield Curve Rate T Note Const Mat 1 Yr
+ 0.800%, 12/10/24(A)		2,340,000		2,227,508
Belrose Funding Trust
2.330%, 08/15/30(B)		1,820,000		1,507,087



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
BGC Partners
5.375%, 07/24/23	$	3,790,000	$	3,816,868
Blackstone Private Credit Fund
2.625%, 12/15/26(B)		2,230,000		1,896,327
Blue Owl Finance
3.125%, 06/10/31(B)		2,800,000		2,205,627
BNP Paribas MTN
4.625%, 03/13/27(B)		2,200,000		2,182,389
4.375%, 09/28/25(B)		2,175,000		2,155,774
4.375%, 05/12/26(B)		250,000		248,219
4.250%, 10/15/24		2,150,000		2,153,499
1.675%, U.S. SOFR + 0.912%, 06/30/27(A)(B)		2,500,000		2,234,372
Boston Properties
3.250%, 01/30/31		2,450,000		2,176,560
3.125%, 09/01/23		1,410,000		1,401,529
BPCE
2.045%, U.S. SOFR + 1.087%, 10/19/27(A)(B)		2,500,000		2,236,107
Brookfield Finance
4.850%, 03/29/29		1,320,000		1,333,505
Caisse d’Amortissement de la Dette Sociale
0.375%, 05/27/24(B)		2,500,000		2,377,659
Cantor Fitzgerald
4.875%, 05/01/24(B)		100,000		100,479
Capital One Financial
5.268%, U.S. SOFR + 2.370%, 05/10/33(A)		1,680,000		1,711,828
4.927%, U.S. SOFR + 2.057%, 05/10/28(A)		675,000		681,782
4.200%, 10/29/25		1,050,000		1,050,816
3.750%, 04/24/24		475,000		473,483
3.500%, 06/15/23		828,000		828,289
2.636%, U.S. SOFR + 1.290%, 03/03/26(A)		50,000		47,505
2.458%, U.S. SOFR + 0.690%, 12/06/24(A)		1,660,000		1,601,900
Citigroup
8.125%, 07/15/39		685,000		936,046
6.625%, 06/15/32		525,000		593,328
4.650%, 07/23/48		465,000		462,290
4.450%, 09/29/27		1,795,000		1,800,246
4.412%, U.S. SOFR + 3.914%, 03/31/31(A)		600,000		593,958
3.785%, U.S. SOFR + 1.939%, 03/17/33(A)		750,000		706,326
3.700%, 01/12/26		55,000		54,861
3.400%, 05/01/26		280,000		275,501
2.666%, U.S. SOFR + 1.146%, 01/29/31(A)		1,465,000		1,294,271



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Colombia Government International Bond
5.625%, 02/26/44	$	425,000	$	329,954
Commonwealth Bank of Australia
2.512%, U.S. SOFR + 0.400%, 07/07/25(A)(B)		3,920,000		3,848,342
Corebridge Financial
3.900%, 04/05/32(B)		35,000		32,633
Corporate Office Properties
2.750%, 04/15/31		965,000		789,729
Council of Europe Development Bank
3.000%, 06/16/25		1,000,000		1,000,886
European Investment Bank
2.125%, 04/13/26		1,000,000		971,897
0.625%, 10/21/27		2,500,000		2,233,428
Fairfax Financial Holdings
4.850%, 04/17/28		830,000		831,772
Goldman Sachs Group MTN
4.017%, ICE LIBOR USD 3 MONTH + 1.373%, 10/31/38(A)		2,570,000		2,388,838
4.000%, 03/03/24		1,545,000		1,556,094
3.615%, U.S. SOFR + 1.846%, 03/15/28(A)		3,075,000		2,987,099
3.272%, ICE LIBOR USD 3 MONTH + 1.201%, 09/29/25(A)		1,055,000		1,034,421
Golub Capital BDC
2.500%, 08/24/26		3,530,000		3,067,989
Host Hotels & Resorts
2.900%, 12/15/31		1,581,000		1,269,578
HSBC Holdings
6.800%, 06/01/38		425,000		476,320
6.500%, 09/15/37		1,525,000		1,693,943
6.500%, 05/02/36		510,000		568,691
4.950%, 03/31/30		725,000		731,156
4.762%, U.S. SOFR + 2.530%, 03/29/33(A)		1,275,000		1,212,555
4.375%, 11/23/26		420,000		419,741
4.300%, 03/08/26		2,700,000		2,715,532
3.950%, ICE LIBOR USD 3 MONTH + 0.987%, 05/18/24(A)		1,575,000		1,569,454
2.848%, U.S. SOFR + 2.387%, 06/04/31(A)		675,000		580,215
2.357%, U.S. SOFR + 1.947%, 08/18/31(A)		700,000		576,816
0.976%, U.S. SOFR + 0.708%, 05/24/25(A)		850,000		795,431



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
ING Groep
1.400%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.100%, 07/01/26(A)(B)	$	1,000,000	$	913,572
Inter-American Development Bank
0.500%, 05/24/23		2,500,000		2,449,125
Intercontinental Exchange
2.650%, 09/15/40		2,090,000		1,645,798
International Bank for Reconstruction & Development
0.750%, 08/26/30		2,500,000		2,124,530
International Finance MTN
2.000%, 10/24/22		1,000,000		998,349
JPMorgan Chase
8.750%, 09/01/30		1,395,000		1,745,089
7.625%, 10/15/26		100,000		113,737
4.493%, U.S. SOFR + 3.790%, 03/24/31(A)		850,000		856,165
4.250%, 10/01/27		699,000		712,184
4.125%, 12/15/26		300,000		303,890
4.032%, ICE LIBOR USD 3 MONTH + 1.460%, 07/24/48(A)		740,000		672,556
4.023%, ICE LIBOR USD 3 MONTH + 1.000%, 12/05/24(A)		1,630,000		1,631,898
3.900%, 07/15/25		110,000		111,320
3.897%, ICE LIBOR USD 3 MONTH + 1.220%, 01/23/49(A)		270,000		239,833
3.797%, ICE LIBOR USD 3 MONTH + 0.890%, 07/23/24(A)		2,425,000		2,420,005
3.625%, 12/01/27		240,000		235,282
3.328%, U.S. SOFR + 1.580%, 04/22/52(A)		1,935,000		1,561,061
2.956%, U.S. SOFR + 2.515%, 05/13/31(A)		2,770,000		2,479,803
2.522%, U.S. SOFR + 2.040%, 04/22/31(A)		725,000		636,988
0.768%, U.S. SOFR + 0.490%, 08/09/25(A)		2,500,000		2,333,503
Kreditanstalt fuer Wiederaufbau
1.750%, 09/14/29		2,500,000		2,331,650
Lloyds Banking Group
4.650%, 03/24/26		1,000,000		987,615
4.582%, 12/10/25		1,463,000		1,442,268
4.500%, 11/04/24		325,000		325,712



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Macquarie Group
1.340%, U.S. SOFR + 1.069%, 01/12/27(A)(B)	$	765,000	$	681,482
Massachusetts Higher Education Assistance
2.673%, 07/01/31		500,000		450,323
Mitsubishi UFJ Financial Group
1.538%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.750%, 07/20/27(A)		1,960,000		1,753,013
Morgan Stanley MTN
4.431%, ICE LIBOR USD 3 MONTH + 1.628%, 01/23/30(A)		435,000		436,357
3.950%, 04/23/27		2,035,000		2,008,565
3.875%, 04/29/24		1,630,000		1,640,690
3.217%, U.S. SOFR + 1.485%, 04/22/42(A)		870,000		727,331
3.125%, 01/23/23		1,840,000		1,840,948
3.125%, 07/27/26		125,000		121,763
NatWest Group
6.125%, 12/15/22		785,000		789,549
6.000%, 12/19/23		3,725,000		3,800,243
5.125%, 05/28/24		100,000		100,470
4.269%, ICE LIBOR USD 3 MONTH + 1.762%, 03/22/25(A)		1,775,000		1,759,258
1.642%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.900%, 06/14/27(A)		1,750,000		1,560,398
OMERS Finance Trust
4.000%, 04/19/52(B)		2,000,000		1,929,810
Owl Rock Capital
3.400%, 07/15/26		1,065,000		959,524
2.875%, 06/11/28		1,105,000		903,589
OWS Cre Funding I
7.273%, ICE LIBOR USD 1 MONTH + 4.900%, 09/01/23(A)(B)		3,500,000		3,471,695
Prudential Financial MTN
1.500%, 03/10/26		1,000,000		931,730
Santander Holdings USA
3.244%, 10/05/26		2,810,000		2,673,494
Shell International Finance BV
3.750%, 09/12/46		880,000		792,066
Spirit Realty
3.400%, 01/15/30		1,440,000		1,279,793
Truist Bank
2.636%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 1.150%, 09/17/29(A)		2,510,000		2,393,254



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
UBS Group
1.494%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 0.850%, 08/10/27(A)(B)	$	460,000	$	408,553
UDR MTN
1.900%, 03/15/33		2,500,000		1,947,849
UniCredit MTN
7.296%, USD ICE Swap 11:00 NY 5 Yr + 4.914%, 04/02/34(A)(B)		3,200,000		2,969,322
5.459%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 4.750%, 06/30/35(A)(B)		1,600,000		1,313,553
Unum Group
6.750%, 12/15/28		715,000		774,496
USAA Capital
2.125%, 05/01/30(B)		2,500,000		2,221,920
Wells Fargo MTN
5.013%, U.S. SOFR + 4.502%, 04/04/51(A)		2,005,000		2,100,120
4.897%, U.S. SOFR + 2.100%, 07/25/33(A)		600,000		622,183
4.300%, 07/22/27		1,225,000		1,242,116
4.100%, 06/03/26		625,000		626,972
3.068%, U.S. SOFR + 2.530%, 04/30/41(A)		625,000		507,035
2.572%, U.S. SOFR + 1.262%, 02/11/31(A)		50,000		44,103
2.188%, U.S. SOFR + 2.000%, 04/30/26(A)		615,000		583,285
2.164%, ICE LIBOR USD 3 MONTH + 0.750%, 02/11/26(A)		930,000		886,249

				195,085,757


HEALTH CARE — 0.6%
Aetna
2.800%, 06/15/23		1,510,000		1,501,520
Cigna
7.875%, 05/15/27		951,000		1,116,074
4.125%, 11/15/25		250,000		253,643
3.750%, 07/15/23		848,000		849,585
CVS Health
5.050%, 03/25/48		3,565,000		3,628,181
4.780%, 03/25/38		1,050,000		1,057,592
4.125%, 04/01/40		225,000		207,286
3.750%, 04/01/30		175,000		170,679
Royalty Pharma
1.750%, 09/02/27		1,050,000		931,296
Zoetis
4.500%, 11/13/25		600,000		615,462

				10,331,318



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

INDUSTRIALS — 0.6%
BNSF Railway 2007-1 Pass Through Trust
5.996%, 04/01/24	$	10,932	$	11,091
Burlington Northern and Santa Fe Railway Pass Through Trust, Ser 2006-1
5.720%, 01/15/24		17,247		17,542
Burlington Northern Santa Fe
3.750%, 04/01/24		1,025,000		1,033,758
Cemex
7.375%, 06/05/27(B)		1,000,000		1,015,000
5.450%, 11/19/29(B)		475,000		434,677
5.200%, 09/17/30(B)		1,925,000		1,732,500
CRH America
3.875%, 05/18/25(B)		1,175,000		1,174,628
CSX Transportation
6.251%, 01/15/23		30,928		31,302
Family Forest Impact Foundation
5.500%, 07/01/32		1,250,000		1,250,000
FedEx
5.250%, 05/15/50		800,000		834,931
Union Pacific
3.375%, 02/14/42		225,000		199,060
3.200%, 05/20/41		850,000		738,590
2.950%, 01/15/23		1,975,000		1,975,767
Union Pacific Railroad 2002 Pass Through Trust
6.061%, 01/17/23		43,678		43,785
Union Pacific Railroad 2003 Pass Through Trust
4.698%, 01/02/24		1,912		1,920
Union Pacific Railroad 2005 Pass Through Trust
5.082%, 01/02/29		67,338		69,455
Union Pacific Railroad 2007-3 Pass Through Trust
6.176%, 01/02/31		23,216		25,120
Xylem
2.250%, 01/30/31		1,000,000		860,752

				11,449,878


INFORMATION TECHNOLOGY — 1.2%
Apple
3.000%, 06/20/27		1,500,000		1,497,842
2.650%, 02/08/51		625,000		493,256
2.400%, 08/20/50		1,500,000		1,126,021
Arrow Electronics
3.875%, 01/12/28		1,817,000		1,758,286
3.250%, 09/08/24		1,730,000		1,699,670



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

INFORMATION TECHNOLOGY — continued
Broadcom
4.150%, 11/15/30	$	400,000	$	380,079
4.110%, 09/15/28		483,000		472,675
3.875%, 01/15/27		1,865,000		1,845,551
Dell International
8.350%, 07/15/46		333,000		429,448
6.020%, 06/15/26		275,000		292,131
5.450%, 06/15/23		19,000		19,209
3.375%, 12/15/41(B)		225,000		169,477
International Business Machines
2.950%, 05/15/50		740,000		558,956
Microchip Technology
0.983%, 09/01/24		975,000		914,278
NXP BV
4.875%, 03/01/24		140,000		141,843
3.875%, 06/18/26		230,000		226,511
Oracle
3.950%, 03/25/51		650,000		507,047
3.900%, 05/15/35		2,220,000		1,913,521
3.600%, 04/01/40		505,000		394,200
2.950%, 04/01/30		700,000		619,369
PayPal Holdings
3.250%, 06/01/50		2,735,000		2,188,317
VMware
4.650%, 05/15/27		1,780,000		1,804,560
1.400%, 08/15/26		525,000		472,798
0.600%, 08/15/23		650,000		629,373
Western Digital
2.850%, 02/01/29		450,000		379,687

				20,934,105


MATERIALS — 0.2%
Dow Chemical
9.400%, 05/15/39		166,000		238,105
7.375%, 11/01/29		430,000		510,944
5.550%, 11/30/48		35,000		37,141
Glencore Funding
1.625%, 09/01/25(B)		210,000		193,268
LG Chemical
4.375%, 07/14/25(B)		1,150,000		1,162,024
LYB International Finance III
4.200%, 05/01/50		125,000		105,571
3.375%, 10/01/40		1,150,000		923,976
2.250%, 10/01/30		100,000		85,147

				3,256,176


UTILITIES — 2.6%
Alabama Power
3.700%, 12/01/47		1,695,000		1,478,041
Avangrid
3.800%, 06/01/29		2,500,000		2,393,523



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

UTILITIES — continued
Berkshire Hathaway Energy
6.125%, 04/01/36	$	74,000	$	85,364
CenterPoint Energy Houston Electric
3.350%, 04/01/51		1,015,000		874,885
CenterPoint Energy Resources
1.750%, 10/01/30		1,220,000		1,031,626
Commonwealth Edison
4.000%, 03/01/48		525,000		498,117
Consolidated Edison of New York
4.450%, 03/15/44		2,145,000		2,042,050
Dominion Energy
5.750%, ICE LIBOR USD 3 MONTH + 3.057%, 10/01/54(A)		2,325,000		2,218,980
2.250%, 08/15/31		2,500,000		2,153,385
Duke Energy Florida
3.850%, 11/15/42		460,000		418,366
3.200%, 01/15/27		675,000		669,250
Electricite de France
3.625%, 10/13/25(B)		1,000,000		996,086
Enel Finance International
6.800%, 09/15/37(B)		1,725,000		1,935,605
6.000%, 10/07/39(B)		1,275,000		1,286,181
Exelon
3.950%, 06/15/25		1,270,000		1,274,883
Georgia Power
5.125%, 05/15/52		2,500,000		2,658,371
MidAmerican Energy
5.800%, 10/15/36		320,000		370,165
3.950%, 08/01/47		2,500,000		2,335,248
NextEra Energy Capital Holdings
4.625%, 07/15/27		100,000		103,673
Niagara Mohawk Power
1.960%, 06/27/30(B)		2,500,000		2,137,051
NSTAR Electric
3.100%, 06/01/51		175,000		141,054
Pacific Gas and Electric
4.950%, 07/01/50		1,295,000		1,081,554
PacifiCorp
6.350%, 07/15/38		690,000		811,526
PECO Energy
4.150%, 10/01/44		925,000		885,869
3.000%, 09/15/49		920,000		740,038
Public Service Electric and Gas MTN
3.100%, 03/15/32		2,500,000		2,405,065
San Diego Gas & Electric
2.950%, 08/15/51		2,500,000		1,967,513



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

UTILITIES — continued
Southern
5.113%, 08/01/27	$	1,650,000	$	1,690,284
4.475%, 08/01/24		1,150,000		1,160,064
4.000%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 3.733%, 01/15/51(A)		1,550,000		1,443,580
3.750%, US Treas Yield Curve Rate T Note Const Mat 5 Yr + 2.915%, 09/15/51(A)		1,450,000		1,278,016
Southern Power
0.900%, 01/15/26		1,000,000		907,804
Union Electric
3.900%, 04/01/52		2,040,000		1,914,200
Virginia Electric and Power
4.650%, 08/15/43		700,000		696,646

				44,084,063


Total Corporate Obligations (Cost $452,988,026)				433,293,714


ASSET-BACKED SECURITIES — 4.8%

	Face Amount		Value
Automotive — 1.8%
American Credit Acceptance Receivables Trust 2022-2, Ser 2022-2, Cl D
4.850%, 06/13/28 (B)	$	2,375,000	$	2,308,538
CAL Receivables 2022-1, Ser 2022-1, Cl B
5.767%, SOFR30A + 4.350%, 10/15/26 (A)(B)		2,520,000		2,400,114
Carmax Auto Owner Trust 2019-2, Ser 2019-2, Cl D
3.410%, 10/15/25		1,850,000		1,835,248
Carvana Auto Receivables Trust 2019-2, Ser 2019-2A, Cl D
3.280%, 01/15/25 (B)		3,470,000		3,453,099
Credit Acceptance Auto Loan Trust 2020-3, Ser 2020-3A, Cl C
2.280%, 02/15/30 (B)		1,120,000		1,065,491
Drive Auto Receivables Trust 2019-3, Ser 2019-3, Cl D
3.180%, 10/15/26		4,135,000		4,091,012
Drive Auto Receivables Trust 2020-1, Ser 2020-1, Cl D
2.700%, 05/17/27		2,450,000		2,414,707
Drive Auto Receivables Trust 2020-2, Ser 2020-2, Cl D
3.050%, 05/15/28		2,200,000		2,173,734



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Exeter Automobile Receivables Trust 2020-2, Ser 2020-2A, Cl D
4.730%, 04/15/26 (B)	$	145,000	$	145,506
Exeter Automobile Receivables Trust 2022-2, Ser 2022-2A, Cl D
4.560%, 07/17/28		2,000,000		1,928,463
Flagship Credit Auto Trust, Ser 2019-3, Cl E
3.840%, 12/15/26 (B)		3,825,000		3,687,180
Ford Credit Auto Owner Trust 2021-REV1, Ser 2021-1, Cl D
2.310%, 10/17/33 (B)		1,615,000		1,456,757
Santander Drive Auto Receivables Trust 2019-1, Ser 2019-1, Cl D
3.650%, 04/15/25		1,443,217		1,442,630
Santander Drive Auto Receivables Trust 2020-3, Ser 2020-3, Cl D
1.640%, 11/16/26		2,630,000		2,551,436
Westlake Automobile Receivables Trust 2022-1, Ser 2022-1A, Cl D
3.490%, 03/15/27 (B)		160,000		152,727

				31,106,642

Other Asset-Backed Securites — 3.0%
AEP Texas Central Transition Funding III, Ser 2012-1, Cl A3
2.845%, 03/01/26		74,792		73,865
BANK 2017-BNK5, Ser BNK5, Cl D
3.078%, 06/15/60 (A)(B)		186,000		144,995
DRIVEN BRANDS FUNDING, Ser 2019-1A, Cl A2
4.641%, 04/20/49 (B)		3,213,450		3,099,732
GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B
5.500%, 07/20/49 (B)		1,250,000		1,212,893
KKR CLO 41, Ser 2022-41A, Cl C
2.942%, TSFR3M + 2.250%, 04/15/35 (A)(B)		3,500,000		3,237,475
Navient Student Loan Trust 2016-1, Ser 2016-1A, Cl A
2.959%, ICE LIBOR USD 1 Month + 0.700%, 02/25/70 (A)(B)		494,852		476,269
Navient Student Loan Trust 2016-5, Ser 2016-5A, Cl A
3.509%, ICE LIBOR USD 1 MONTH + 1.250%, 06/25/65 (A)(B)		939,285		920,500



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Navient Student Loan Trust 2016-6, Ser 2016-6A, Cl A3
3.559%, ICE LIBOR USD 1 Month + 1.300%, 03/25/66 (A)(B)	$	115,000	$	113,839
Navient Student Loan Trust 2018-2, Ser 2018-2A, Cl A3
3.009%, ICE LIBOR USD 1 MONTH + 0.750%, 03/25/67 (A)(B)		9,523,000		9,189,090
Navient Student Loan Trust 2021-1, Ser 2021-1A, Cl A1B
2.859%, ICE LIBOR USD 1 MONTH + 0.600%, 12/26/69 (A)(B)		5,473,687		5,291,111
Neuberger Berman Loan Advisers CLO, Ser 2022-47A, Cl C
4.348%, TSFR3M + 2.050%, 04/14/35 (A)(B)		6,000,000		5,545,098
One Market Plaza Trust, Ser 2017-1MKT, Cl B
3.845%, 02/10/32 (B)		400,000		387,262
One Market Plaza Trust, Ser 2017-1MKT, Cl C
4.016%, 02/10/32 (B)		1,000,000		965,301
SBAP 2004-20K 1
4.880%, 11/01/24		2,086		2,081
SBAP 2006-20B 1
5.350%, 02/01/26		1,898		1,909
SBAP 2006-20C 1
5.570%, 03/01/26		1,864		1,875
SBAP 2007-20C 1
5.230%, 03/01/27		1,800		1,839
SLM Student Loan Trust 2004-3, Ser 2014-3A, Cl A6B
3.333%, ICE LIBOR USD 3 MONTH + 0.550%, 10/25/64 (A)(B)		6,187,904		5,953,654
SLM Student Loan Trust 2009-3, Ser 2009-3, Cl A
3.009%, ICE LIBOR USD 1 MONTH + 0.750%, 01/25/45 (A)(B)		3,658,100		3,517,382
SMB Private Education Loan Trust 2017-B, Ser 2017-B, Cl A2A
2.820%, 10/15/35 (B)		116,426		112,942
SMB Private Education Loan Trust 2018-A, Ser 2018-A, Cl A2A
3.500%, 02/15/36 (B)		2,027,882		1,976,948



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
SOUND POINT CLO XXII, Ser 2021-1A, Cl CR
4.960%, ICE LIBOR USD 3 MONTH + 2.250%, 01/20/32 (A)(B)	$	3,480,000	$	3,276,483
TES, Ser 2017-1A, Cl B
7.740%, 10/20/47 (B)		1,000,000		917,199
TES, Ser 2017-2A, Cl B
6.990%, 02/20/48 (B)		1,000,000		928,172
TICP CLO XI, Ser 2018-11A, Cl E
8.710%, ICE LIBOR USD 3 MONTH + 6.000%, 10/20/31 (A)(B)		2,230,000		1,887,452
United States Small Business Administration
5.090%, 10/01/25		10,441		10,395
United States Small Business Administration, Ser 2003-20B, Cl 1
4.840%, 02/01/23		1,162		1,165
United States Small Business Administration, Ser 2003-20J, Cl 1
4.920%, 10/01/23		998		997
United States Small Business Administration, Ser 2003-20K, Cl 1
4.980%, 11/01/23		5,091		5,089
United States Small Business Administration, Ser 2004-20L, Cl 1
4.870%, 12/01/24		2,067		2,108
United States Small Business Administration, Ser 2005-20A, Cl 1
4.860%, 01/01/25		717		731
United States Small Business Administration, Ser 2005-20E, Cl 1
4.840%, 05/01/25		608		621
United States Small Business Administration, Ser 2005-20G, Cl 1
4.750%, 07/01/25		3,110		3,083
United States Small Business Administration, Ser 2005-20H, Cl 1
5.110%, 08/01/25		6,791		6,782
United States Small Business Administration, Ser 2006-20F, Cl 1
5.820%, 06/01/26		901		903
United States Small Business Administration, Ser 2006-20G, Cl 1
6.070%, 07/01/26		2,596		2,622



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
United States Small Business Administration, Ser 2006-20H, Cl 1
5.700%, 08/01/26	$	2,045	$	2,082
United States Small Business Administration, Ser 2007-20D, Cl 1
5.320%, 04/01/27		6,616		6,680
United States Small Business Administration, Ser 2007-20E, Cl 1
5.310%, 05/01/27		2,092		2,123
United States Small Business Administration, Ser 2007-20F, Cl 1
5.710%, 06/01/27		4,900		5,002
Vivint Solar Financing V, Ser 2018-1A, Cl B
7.370%, 04/30/48 (B)		732,013		708,459
Wellfleet CLO X, Ser 2021-XA, Cl BR
4.910%, ICE LIBOR USD 3 MONTH + 2.200%, 07/20/32 (A)(B)		2,000,000		1,876,042

				51,870,250


Total Asset-Backed Securities (Cost $86,515,914)				82,976,892


MUNICIPAL BONDS — 1.0%

	Face Amount		Value
California — 0.4%
California Health Facilities Financing Authority
2.984%, 06/01/33	$	590,000	$	537,864
City of Los Angeles Department of Airports Customer Facility Charge Revenue, RB
3.258%, 05/15/30		2,250,000		2,135,070
City of San Francisco California Public Utilities Commission Water Revenue, Ser E
2.825%, 11/01/41		1,000,000		815,001
Los Angeles Unified School District, Ser RY
6.758%, 07/01/34		150,000		181,954
Regents of the University of California Medical Center Pooled Revenue
4.563%, 05/15/53		950,000		962,767
State of California
7.625%, 03/01/40		40,000		54,309
7.550%, 04/01/39		100,000		137,700
7.500%, 04/01/34		1,150,000		1,510,289
7.300%, 10/01/39		1,075,000		1,405,702

				7,740,656



MUNICIPAL BONDS — continued

	Face Amount		Value
District of Columbia — 0.1%
District of Columbia
2.932%, 04/01/33	$	1,590,000	$	1,385,150

Illinois — 0.2%
State of Illinois
5.100%, 06/01/33		3,000,000		3,059,706

New Jersey — 0.1%
New Jersey Turnpike Authority
7.414%, 01/01/40		400,000		541,237
7.102%, 01/01/41		1,475,000		1,939,824

				2,481,061

New York — 0.2%
New York State Energy Research & Development Authority, Ser A
4.871%, 04/01/37		3,330,000		3,327,233


Total Municipal Bonds (Cost $17,278,604)				17,993,806


PREFERRED STOCK — 0.3%

	Shares		Value
FINANCIALS — 0.3%
Citigroup Capital XIII, 9.176%, ICE LIBOR USD 3 MONTH + 6.370%, 10/30/40 (A)		175,340	$	4,792,042


Total Preferred Stock (Cost $4,599,815)				4,792,042


U.S. GOVERNMENT AGENCY OBLIGATION — 0.0%

	Face Amount		Value
United States International Development Finance
1.790%, 10/15/29	$	419,865	$	394,310


Total U.S. Government Agency Obligations (Cost $390,754)				394,310


Total Investments in Securities— 96.7% (Cost $1,776,136,070)			$	1,686,298,396

Percentages are based on Nest Assets of $1,743,055,414.

A list of the open futures contracts held by the Fund at July 31, 2022 is as follows:


Type of Contract	Number of Contracts	Expiration Date		Notional Amount		Value		Unrealized Appreciation
Long Contracts U.S. Ultra Long Treasury Bond	86		Sep-2022	$	13,588,462	$	13,614,875	$	26,413

(A)	Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets.

(B)

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

GNMA — Government National Mortgage Association

ICE — Intercontinental Exchange

LIBOR — London Interbank Offered Rate

LLC — Limited Liability Company

MTN — Medium Term Note

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Secured Overnight Financing Rate Index

STACR — Structured Agency Credit Risk

TSFR3M — Term Structured Financing Rate 3 Month Average

The following is summary of the level of inputs used as of July 31, 2022, in valuing the Fund’s investments and other financial instruments carried at value:


Investments in Securities	Level 1		Level 2		Level 3		Total
U.S. Treasury Obligations	$	116,630,012	$	518,415,118	$	—	$	635,045,130
Mortgage- Backed Securities		—		511,802,502		—		511,802,502
Corporate Obligations		—		433,293,714		—		433,293,714
Asset-Backed Securities		—		82,976,892		—		82,976,892
Municipal Bonds		—		17,993,806		—		17,993,806
Preferred Stock		4,792,042		—		—		4,792,042
U.S. Government Agency Obligation		—		394,310		—		394,310

Total Investments ⁱⁿSecurities	$	121,422,054	$	1,564,876,342	$	—	$	1,686,298,396



Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation		26,413		–		–		26,413

Total Other Financial Instruments	$	26,413	$	–	$	–	$	26,413

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

Amounts designated as “—” are $0 or have been rounded to $0.

CRI-QH-001-0200



SCHEDULE OF INVESTMENTS

COMMON STOCK — 99.7%

	Shares		Value

COMMUNICATION SERVICES — 8.8%
Activision Blizzard		68,115	$	5,445,794
Alphabet, Cl A *		537,820		62,559,222
Alphabet, Cl C *		497,220		57,995,741
AT&T		810,421		15,219,706
Charter Communications, Cl A *		10,086		4,358,161
Comcast, Cl A		389,305		14,606,724
DISH Network, Cl A *		21,836		379,291
Electronic Arts		24,490		3,213,823
Fox		12,542		387,548
Fox		27,186		900,128
Interpublic Group of		34,279		1,023,914
Lumen Technologies		80,977		881,840
Match Group *		24,904		1,825,712
Meta Platforms, Cl A *		199,731		31,777,202
Netflix *		38,690		8,701,381
News		33,832		579,880
News		10,437		180,351
Omnicom Group		17,890		1,249,438
Paramount Global, Cl B		52,980		1,252,977
Take-Two Interactive Software *		13,767		1,827,294
T-Mobile US *		65,577		9,381,446
Twitter *		66,379		2,762,030
Verizon Communications		482,495		22,286,444
Walt Disney *		158,577		16,825,020
Warner Bros Discovery *		192,327		2,884,905


				268,505,972


CONSUMER DISCRETIONARY — 11.4%
Advance Auto Parts		5,320		1,030,058
Amazon.com *		774,746		104,551,973
Aptiv *		23,626		2,478,131
AutoZone *		1,729		3,695,547
Bath & Body Works		20,727		736,638
Best Buy		17,595		1,354,639
Booking Holdings *		3,538		6,848,471
BorgWarner		20,842		801,583
CarMax *		13,961		1,389,678
Carnival *		70,722		640,741
Chipotle Mexican Grill, Cl A *		2,435		3,808,876
Darden Restaurants		10,862		1,352,210
Dollar General		19,924		4,949,719
Dollar Tree *		21,816		3,607,494
Domino’s Pizza		3,139		1,230,833
DR Horton		27,916		2,178,286
eBay		48,775		2,371,928



COMMON STOCK — continued

	Shares		Value

CONSUMER DISCRETIONARY — continued
Etsy *		11,040	$	1,145,069
Expedia Group *		13,200		1,399,860
Ford Motor		343,917		5,052,141
Garmin		13,317		1,300,005
General Motors *		127,016		4,605,600
Genuine Parts		12,331		1,885,040
Hasbro		11,385		896,227
Hilton Worldwide Holdings		24,239		3,104,289
Home Depot		92,134		27,726,806
Lennar, Cl A		22,550		1,916,750
LKQ		22,620		1,240,481
Lowe’s		57,574		11,027,148
Marriott International, Cl A		23,942		3,802,468
McDonald’s		64,404		16,962,082
Mohawk Industries *		4,482		575,847
NIKE, Cl B		110,490		12,697,511
Norwegian Cruise Line Holdings *		36,471		443,123
NVR *		269		1,181,744
O’Reilly Automotive *		5,724		4,027,349
Pool		3,490		1,248,373
PulteGroup		20,661		901,233
PVH		5,866		363,223
Ralph Lauren, Cl A		3,996		394,125
Ross Stores		30,604		2,486,881
Starbucks		99,886		8,468,335
Tapestry		21,910		736,833
Target		40,270		6,579,313
Tesla *		74,067		66,027,027
TJX		102,298		6,256,546
Tractor Supply		9,743		1,865,590
Ulta Beauty *		4,548		1,768,763
VF		28,070		1,254,168
Whirlpool		4,894		846,026
Yum! Brands		24,834		3,043,158

				346,255,939


CONSUMER STAPLES — 6.9%
Archer-Daniels-Midland		69,749		5,773,125
Brown-Forman, Cl B		15,873		1,178,094
Campbell Soup		17,587		867,918
Clorox		10,718		1,520,241
Coca-Cola		520,628		33,408,699
Colgate-Palmolive		147,360		11,603,126
Conagra Brands		41,810		1,430,320
Constellation Brands, Cl A		14,174		3,491,198



COMMON STOCK — continued

	Shares		Value

CONSUMER STAPLES— continued
Costco Wholesale		59,295	$	32,096,384
Estee Lauder, Cl A		25,288		6,906,153
General Mills		52,460		3,923,483
Hershey		18,008		4,105,104
Hormel Foods		24,717		1,219,537
J M Smucker		9,445		1,249,762
Kellogg		22,094		1,633,189
Keurig Dr Pepper		64,200		2,487,108
Kimberly-Clark		61,708		8,132,497
Kraft Heinz		61,856		2,278,156
Kroger		95,142		4,418,394
Lamb Weston Holdings		12,536		998,618
McCormick		21,761		1,900,823
Molson Coors Beverage, Cl B		16,428		981,573
Mondelez International, Cl A		120,528		7,718,613
Monster Beverage *		32,743		3,261,858
PepsiCo		190,135		33,266,020
Sysco		44,318		3,762,598
Tyson Foods, Cl A		25,377		2,233,430
Walgreens Boots Alliance		62,437		2,473,754
Walmart		196,842		25,992,986

				210,312,761


ENERGY — 4.5%
APA		29,452		1,094,731
Baker Hughes, Cl A		81,431		2,091,962
Chevron		191,349		31,339,139
ConocoPhillips		115,441		11,247,417
Coterra Energy		70,139		2,145,552
Devon Energy		63,780		4,008,573
Diamondback Energy		14,530		1,860,131
EOG Resources		51,007		5,672,999
Exxon Mobil		375,983		36,444,032
Halliburton		78,513		2,300,431
Hess		24,125		2,713,339
Kinder Morgan		169,814		3,054,954
Marathon Oil		61,641		1,528,697
Marathon Petroleum		47,094		4,316,636
Occidental Petroleum		83,487		5,489,270
ONEOK		38,896		2,323,647
Phillips 66		41,897		3,728,833
Pioneer Natural Resources		19,596		4,643,272
Schlumberger		123,042		4,556,245
Valero Energy		35,539		3,936,655
Williams		106,047		3,615,142

				138,111,657



COMMON STOCK — continued

	Shares		Value

FINANCIALS — 11.1%
Aflac		51,644	$	2,959,201
Allstate		23,947		2,801,081
American Express		53,120		8,181,542
American International Group		69,026		3,573,476
Ameriprise Financial		9,571		2,583,404
Aon, Cl A		18,495		5,382,785
Arthur J Gallagher		18,294		3,274,443
Assurant		4,710		827,924
Bank of America		617,469		20,876,627
Bank of New York Mellon		64,695		2,811,645
Berkshire Hathaway, Cl B *		212,824		63,974,894
BlackRock, Cl A		12,402		8,299,170
Brown & Brown		20,400		1,328,040
Capital One Financial		34,229		3,759,371
Cboe Global Markets		9,247		1,140,895
Charles Schwab		131,349		9,069,648
Chubb		36,899		6,960,627
Cincinnati Financial		12,987		1,264,155
Citigroup		169,081		8,775,304
Citizens Financial Group		42,749		1,623,179
CME Group, Cl A		31,300		6,243,724
Comerica		11,357		883,234
Discover Financial Services		24,463		2,470,763
Everest Re Group		3,434		897,476
FactSet Research Systems		3,300		1,417,944
Fifth Third Bancorp		59,726		2,037,851
First Republic Bank		15,629		2,542,995
Franklin Resources		24,360		668,682
Globe Life		7,943		800,098
Goldman Sachs Group		29,909		9,971,362
Hartford Financial Services Group		28,649		1,847,001
Huntington Bancshares		125,351		1,665,915
Intercontinental Exchange		48,572		4,953,858
Invesco		29,286		519,534
JPMorgan Chase		255,773		29,505,973
KeyCorp		81,167		1,485,356
Lincoln National		14,053		721,481
Loews		16,943		986,930
M&T Bank		15,625		2,772,656
MarketAxess Holdings		3,287		890,054
Marsh & McLennan		43,709		7,166,528
MetLife		60,229		3,809,484
Moody’s		13,978		4,336,674
Morgan Stanley		121,915		10,277,435



COMMON STOCK — continued

	Shares		Value

FINANCIALS — continued
MSCI, Cl A		7,065	$	3,400,667
Nasdaq		10,039		1,816,055
Northern Trust		18,136		1,809,610
PNC Financial Services Group		36,017		5,976,661
Principal Financial Group		20,439		1,368,187
Progressive		50,934		5,860,466
Prudential Financial		32,633		3,262,974
Raymond James Financial		16,936		1,667,688
Regions Financial		81,380		1,723,628
S&P Global		30,227		11,393,463
Signature Bank NY		5,480		1,016,924
State Street		31,976		2,271,575
SVB Financial Group *		5,125		2,068,194
Synchrony Financial		43,661		1,461,770
T Rowe Price Group		19,794		2,443,965
Travelers		20,897		3,316,354
Truist Financial		115,934		5,851,189
US Bancorp		117,738		5,557,234
W R Berkley		18,245		1,140,860
Wells Fargo		330,035		14,478,636
Willis Towers Watson		9,709		2,009,180
Zions Bancorp		13,209		720,551


				338,956,250


HEALTH CARE — 11.8%
ABIOMED *		5,485		1,607,160
Align Technology *		6,382		1,793,151
AmerisourceBergen, Cl A		60,961		8,896,039
Baxter International		103,500		6,071,310
Boston Scientific *		272,345		11,179,762
Cardinal Health		54,479		3,244,769
Cigna		55,059		15,161,046
CVS Health		258,240		24,708,403
DaVita *		7,848		660,488
DENTSPLY SIRONA		18,740		677,638
Dexcom *		45,408		3,727,089
Edwards Lifesciences *		104,534		10,509,848
Elevance Health		50,475		24,081,623
Henry Schein *		38,450		3,031,014
Hologic *		87,751		6,263,666
Humana		26,949		12,989,418
IDEXX Laboratories *		9,334		3,725,946
Incyte *		218,158		16,946,513
Intuitive Surgical *		48,324		11,122,735
IQVIA Holdings *		117,749		28,291,552



COMMON STOCK — continued

	Shares		Value

HEALTH CARE — continued
Laboratory Corp of America Holdings		24,919	$	6,533,513
McKesson		47,165		16,110,621
Medtronic		217,790		20,149,931
Mettler-Toledo International *		15,278		20,621,175
Molina Healthcare *		22,921		7,511,670
Quest Diagnostics		37,476		5,118,097
ResMed		21,033		5,058,857
STERIS		24,812		5,598,828
Stryker		65,592		14,085,882
Teleflex		4,084		982,039
Waters *		39,672		14,441,798
West Pharmaceutical Services		48,725		16,739,961
Zimmer Biomet Holdings		33,349		3,681,396
Zoetis, Cl A		163,548		29,855,687


				361,178,625


INDUSTRIALS — 6.8%
3M		73,391		10,512,527
A O Smith		11,356		718,494
Alaska Air Group *		11,023		488,650
Allegion		7,647		808,288
American Airlines Group *		56,576		775,657
AMETEK		20,109		2,483,461
Carrier Global		73,886		2,994,600
Caterpillar		77,828		15,429,401
CH Robinson Worldwide		11,083		1,226,888
Cintas		7,574		3,222,661
Copart *		18,614		2,384,453
CSX		189,382		6,122,720
Cummins		12,288		2,719,457
Deere		45,545		15,630,133
Delta Air Lines *		55,794		1,774,249
Dover		12,554		1,678,219
Eaton		62,836		9,324,234
Emerson Electric		76,983		6,933,859
Equifax		10,654		2,225,727
Expeditors International of Washington		14,625		1,553,906
Fastenal		84,129		4,320,865
FedEx		20,765		4,840,114
Fortive		31,250		2,014,062
Fortune Brands Home & Security		11,376		792,680
Generac Holdings *		5,559		1,491,480
Howmet Aerospace		32,709		1,214,485
IDEX		6,619		1,381,716



COMMON STOCK — continued

	Shares		Value

INDUSTRIALS — continued
Illinois Tool Works		47,524	$	9,873,586
Ingersoll Rand		35,343		1,760,081
JB Hunt Transport Services		7,300		1,337,871
Johnson Controls International		60,624		3,268,240
Masco		20,591		1,140,330
Nielsen Holdings		31,339		750,569
Nordson		4,693		1,084,036
Norfolk Southern		20,755		5,213,033
Old Dominion Freight Line		7,996		2,426,866
Otis Worldwide		41,100		3,212,787
PACCAR		37,667		3,447,284
Parker-Hannifin		12,636		3,652,941
Pentair		14,388		703,429
Quanta Services		20,253		2,809,699
Republic Services, Cl A		18,156		2,517,511
Robert Half International		9,619		761,248
Rockwell Automation		10,125		2,584,710
Rollins		19,770		762,529
Snap-on		4,648		1,041,385
Southwest Airlines *		51,671		1,969,699
Stanley Black & Decker		13,147		1,279,598
Trane Technologies		20,366		2,993,598
TransDigm Group *		4,516		2,810,487
Union Pacific		59,234		13,463,888
United Airlines Holdings *		28,438		1,045,096
United Parcel Service, Cl B		63,959		12,464,970
United Rentals *		6,236		2,012,170
Verisk Analytics, Cl A		13,751		2,616,128
Waste Management		40,460		6,658,098
Westinghouse Air Brake Technologies		16,785		1,568,894
WW Grainger		6,362		3,457,938
Xylem		15,655		1,440,730


				207,192,415


INFORMATION TECHNOLOGY — 29.1%
Accenture, Cl A		55,160		16,893,302
Adobe *		41,148		16,875,618
Advanced Micro Devices *		144,392		13,640,712
Akamai Technologies *		13,992		1,346,310
Amphenol, Cl A		51,964		4,007,983
Analog Devices		45,573		7,836,733
ANSYS *		7,576		2,113,628
Apple		1,437,316		233,578,223
Applied Materials		76,961		8,156,327
Arista Networks *		19,566		2,281,982



COMMON STOCK — continued

	Shares		Value

INFORMATION TECHNOLOGY — continued
Autodesk *		18,943	$	4,097,750
Automatic Data Processing		36,380		8,771,946
Broadcom		44,836		24,008,781
Broadridge Financial Solutions		10,209		1,639,055
Cadence Design Systems *		24,015		4,468,711
CDW		11,767		2,136,063
Ceridian HCM Holding *		11,970		655,597
Cisco Systems		361,750		16,412,597
Citrix Systems		10,867		1,102,022
Cognizant Technology Solutions, Cl A		45,401		3,085,452
DXC Technology *		21,328		673,965
Enphase Energy *		11,759		3,341,673
EPAM Systems *		4,977		1,738,217
F5 *		5,266		881,318
Fidelity National Information Services		53,227		5,437,670
Fiserv *		50,641		5,351,741
FleetCor Technologies *		6,735		1,482,306
Fortinet *		58,015		3,460,595
Gartner *		7,014		1,862,077
Global Payments		24,518		2,999,042
Hewlett Packard Enterprise		113,219		1,612,239
HP		91,723		3,062,631
Intel		356,066		12,928,756
International Business Machines		78,327		10,244,388
Intuit		24,629		11,235,011
Jack Henry & Associates		6,345		1,318,301
Juniper Networks		28,099		787,615
Keysight Technologies *		15,847		2,576,722
KLA		12,996		4,984,486
Lam Research		12,080		6,046,161
Mastercard, Cl A		74,787		26,458,893
Microchip Technology		48,428		3,334,752
Micron Technology		97,246		6,015,638
Microsoft		716,735		201,216,184
Monolithic Power Systems		3,818		1,774,301
Motorola Solutions		14,569		3,476,018
NetApp		19,415		1,384,872
NortonLifeLock		50,648		1,242,395
NVIDIA		224,857		40,840,777
NXP Semiconductors		22,866		4,204,600
ON Semiconductor *		46,000		3,071,880
Oracle		137,126		10,673,888
Paychex		27,981		3,589,403
Paycom Software *		4,193		1,385,744



COMMON STOCK — continued

	Shares		Value

INFORMATION TECHNOLOGY — continued
PayPal Holdings *		100,799	$	8,722,137
PTC *		9,168		1,131,148
Qorvo *		9,461		984,606
QUALCOMM		101,451		14,716,482
Roper Technologies		9,223		4,027,407
Salesforce *		86,521		15,921,594
Seagate Technology Holdings		17,213		1,376,696
ServiceNow *		17,457		7,797,344
Skyworks Solutions		14,059		1,530,744
SolarEdge Technologies *		4,823		1,736,907
Synopsys *		13,333		4,899,877
TE Connectivity		28,057		3,752,063
Teledyne Technologies *		4,079		1,596,521
Teradyne		13,972		1,409,635
Texas Instruments		84,730		15,157,350
Trimble *		21,800		1,513,574
Tyler Technologies *		3,612		1,441,188
VeriSign *		8,300		1,570,028
Visa, Cl A		143,318		30,399,181
Western Digital *		27,247		1,337,828
Zebra Technologies, Cl A *		4,573		1,635,716


				886,461,077


MATERIALS — 3.1%
Air Products and Chemicals		19,313		4,794,066
Albemarle		12,790		3,124,725
Amcor		130,835		1,694,313
Avery Dennison		7,116		1,355,313
Ball		27,868		2,046,069
Celanese, Cl A		9,432		1,108,354
CF Industries Holdings		54,211		5,176,608
Corteva		109,839		6,321,235
Dow		101,128		5,381,021
DuPont de Nemours		44,265		2,710,346
Eastman Chemical		11,237		1,077,965
Ecolab		21,642		3,574,609
FMC		10,967		1,218,434
Freeport-McMoRan		126,251		3,983,219
International Flavors & Fragrances		22,193		2,753,042
International Paper		32,230		1,378,477
Linde		57,692		17,422,984
LyondellBasell Industries, Cl A		24,762		2,206,789
Martin Marietta Materials		5,431		1,912,147
Mosaic		88,866		4,679,684
Newmont		72,015		3,260,839



COMMON STOCK — continued

	Shares		Value

MATERIALS — continued
Nucor		29,086	$	3,949,879
Packaging Corp of America		8,160		1,147,378
PPG Industries		20,569		2,659,366
Sealed Air		12,678		774,879
Sherwin-Williams		27,846		6,737,061
Vulcan Materials		11,573		1,913,364
Westrock		22,241		942,129


				95,304,295


REAL ESTATE — 2.9%
Alexandria Real Estate Equities ‡		12,935		2,144,364
American Tower ‡		47,266		12,801,051
AvalonBay Communities ‡		12,176		2,604,933
Boston Properties ‡		12,372		1,127,832
Camden Property Trust ‡		9,276		1,308,844
CBRE Group, Cl A *		28,468		2,437,430
Crown Castle International ‡		37,711		6,812,869
Digital Realty Trust ‡		24,791		3,283,568
Duke Realty ‡		33,500		2,095,760
Equinix		7,927		5,578,547
Equity Residential ‡		29,782		2,334,611
Essex Property Trust ‡		5,690		1,630,356
Extra Space Storage ‡		11,694		2,216,247
Federal Realty Investment Trust ‡		6,208		655,627
Host Hotels & Resorts ‡		62,291		1,109,403
Iron Mountain ‡		25,260		1,224,857
Kimco Realty ‡		53,855		1,190,734
Mid-America Apartment Communities ‡		10,052		1,866,958
Prologis ‡		95,064		12,601,684
Public Storage ‡		18,754		6,121,493
Realty Income ‡		52,430		3,879,296
Regency Centers ‡		13,487		868,967
SBA Communications, Cl A		9,390		3,153,068
Simon Property Group ‡		28,569		3,103,736
UDR ‡		26,083		1,262,417
Vornado Realty Trust ‡		13,905		422,573
Welltower ‡		39,512		3,411,466
Weyerhaeuser ‡		64,869		2,356,042


				89,604,733


UTILITIES — 3.3%
American Water Works		15,828		2,460,304
Atmos Energy		12,106		1,469,547
CenterPoint Energy		54,786		1,736,168
CMS Energy		25,237		1,734,539



COMMON STOCK — continued

	Shares		Value

UTILITIES — continued
Consolidated Edison		56,885	$	5,646,974
Constellation Energy		28,404		1,877,526
Dominion Energy		138,227		11,331,850
Edison International		33,187		2,249,083
Entergy		17,711		2,039,067
Eversource Energy		30,069		2,652,687
Exelon		303,713		14,119,617
FirstEnergy		49,757		2,045,013
NextEra Energy		246,428		20,820,702
NRG Energy		20,678		780,595
Pinnacle West Capital		9,804		720,300
Public Service Enterprise Group .		43,446		2,853,099
Sempra Energy		46,386		7,690,799
Southern		232,343		17,864,853

				100,092,723


Total Common Stock

(Cost $2,000,603,507)				3,041,976,447


Total Investments in Securities — 99.7%
(Cost $2,000,603,507)			$	3,041,976,447

Percentages are based on Nest Assets of $3,050,716,278.

A list of the open futures contracts held by the Fund at July 31, 2022 is as follows:


Type of Contract	Number of Contracts		Expiration Date		Notional Amount		Value		Unrealized Appreciation/ (Depreciation)
Long Contracts S&P 500 Index E-MINI		26		Sep-2022	$	4,965,314	$	5,373,550	$	408,236

*	Non-income producing security.

‡	Real Estate Investment Trust.

Cl — Class

S&P — Standard & Poor’s

As of July 31, 2022, all of the Fund’s investments in securities were considered Level 1, in accordance with the authoritative guidance of fair value measurements and disclosure under U.S. generally accepted accounting principles.

The following is a list of the level of inputs used as of July 31, 2022, in valuing the Fund’s other financial instruments carried at value:


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	408,236	$	–	$	–	$	408,236

Total Other Financial Instruments	$	408,236	$	–	$	–	$	408,236

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

Amounts designated as “—” are $0 or have been rounded to $0.

CRI-QH-001-0200



SCHEDULE OF INVESTMENTS

COMMON STOCK — 94.0%#

	Shares		Value

COMMUNICATION SERVICES — 9.4%
Alphabet, Cl A *		16,500	$	1,919,280
Alphabet, Cl C *		242,349		28,267,587
Charter Communications, Cl A *		10,300		4,450,630
Comcast, Cl A		160,000		6,003,200
DISH Network, Cl A *		74,500		1,294,065
Electronic Arts		9,142		1,199,705
Fox		73,080		2,419,679
Fox		55,033		1,700,520
Match Group *		9,938		728,555
Meta Platforms, Cl A *		32,051		5,099,314
News		29,775		510,343
T-Mobile US *		29,000		4,148,740
Walt Disney *		53,222		5,646,854
ZoomInfo Technologies, Cl A *		96,581		3,659,454


				67,047,926


CONSUMER DISCRETIONARY — 7.6%
Airbnb, Cl A *		31,913		3,541,705
Amazon.com *		135,674		18,309,206
Booking Holdings *		1,400		2,709,966
Chegg *		27,775		591,608
Etsy *		23,578		2,445,510
Gap		88,000		846,560
Hilton Worldwide Holdings		30,225		3,870,916
Honda Motor ADR		96,000		2,469,120
Lululemon Athletica *		9,844		3,056,660
NIKE, Cl B		67,783		7,789,622
Qurate Retail		128,500		350,805
Starbucks		28,665		2,430,219
Tesla *		4,892		4,360,973
Wingstop		11,531		1,454,982


				54,227,852


CONSUMER STAPLES — 2.4%
Anheuser-Busch InBev ADR		49,000		2,623,460
Constellation Brands, Cl A		21,517		5,299,852
Freshpet *		10,196		544,874
Molson Coors Beverage, Cl B		55,500		3,316,125
PepsiCo		31,629		5,533,810


				17,318,121


ENERGY — 3.8%
ConocoPhillips		44,000		4,286,920
Occidental Petroleum		152,000		9,994,000
Schlumberger		176,895		6,550,422
Williams		178,000		6,068,020


				26,899,362



COMMON STOCK — continued

	Shares		Value

FINANCIALS — 16.0%
Aegon		240,169	$	1,056,744
American Express		41,536		6,397,375
Ares Management, Cl A		15,460		1,107,709
Bank of America		76,000		2,569,560
Bank of New York Mellon		116,000		5,041,360
Berkshire Hathaway, Cl B *		25,012		7,518,607
Brighthouse Financial *		18,208		790,591
Capital One Financial		65,000		7,138,950
Charles Schwab		258,149		17,825,188
First Republic Bank		52,551		8,550,573
Goldman Sachs Group		14,500		4,834,155
Hamilton Lane, Cl A		17,623		1,331,770
Lincoln National		11,000		564,740
Markel *		7,551		9,794,704
Marsh & McLennan		3,918		642,395
MetLife		111,000		7,020,750
Moody’s		25,914		8,039,819
S&P Global		8,413		3,171,257
State Street		47,000		3,338,880
Truist Financial		36,000		1,816,920
UBS Group		87,500		1,421,000
US Bancorp		80,368		3,793,370
Wells Fargo		226,500		9,936,555


				113,702,972


HEALTH CARE — 8.7%
Align Technology *		3,453		970,189
Alnylam Pharmaceuticals *		18,000		2,556,720
BioMarin Pharmaceutical *		37,000		3,183,850
Boston Scientific *		82,080		3,369,384
Cigna		43,000		11,840,480
CVS Health		50,500		4,831,840
Elanco Animal Health *		100,000		2,026,000
Elevance Health		17,603		8,398,391
ICON *		7,688		1,854,730
Incyte *		41,000		3,184,880
Medtronic		94,539		8,746,748
Mettler-Toledo International *		5,033		6,793,191
Omnicell *		10,114		1,113,754
Seagen *		6,478		1,165,911
Zimmer Biomet Holdings		14,000		1,545,460


				61,581,528


INDUSTRIALS — 8.0%
AMETEK		43,154		5,329,519
Carrier Global		70,500		2,857,365
Equifax		11,738		2,452,186



COMMON STOCK — continued

	Shares		Value

INDUSTRIALS — continued
FedEx		34,000	$	7,925,060
Fortive		79,757		5,140,339
Fortune Brands Home & Security		8,278		576,811
GXO Logistics *		121,843		5,848,464
Hexcel		18,024		1,090,632
Johnson Controls International		124,000		6,684,840
Mercury Systems *		16,635		981,631
Otis Worldwide		20,000		1,563,400
TransDigm Group *		16,275		10,128,584
TransUnion		74,493		5,902,080


				56,480,911


INFORMATION TECHNOLOGY — 33.1%
Adobe *		27,582		11,311,930
Advanced Micro Devices *		19,604		1,851,990
Amphenol, Cl A		73,146		5,641,751
Apple		170,878		27,769,384
ASML Holding, Cl G		3,873		2,224,806
Autodesk *		12,344		2,670,254
Avalara *		37,895		3,312,781
Block, Cl A *		25,367		1,929,414
CDW		8,086		1,467,852
Ceridian HCM Holding *		63,066		3,454,125
Cisco Systems		88,000		3,992,560
Cognizant Technology Solutions, Cl A		58,400		3,968,864
Dell Technologies, Cl C		63,000		2,838,780
Fidelity National Information Services		67,042		6,849,011
Fiserv *		67,300		7,112,264
FleetCor Technologies *		21,426		4,715,648
Gartner *		7,419		1,969,596
Global Payments		38,843		4,751,276
Hewlett Packard Enterprise		210,000		2,990,400
HP		120,000		4,006,800
II-VI *		23,035		1,212,562
Intuit		14,401		6,569,304
Juniper Networks		84,000		2,354,520
Mastercard, Cl A		26,613		9,415,413
Micro Focus International ADR		78,792		270,257
Microchip Technology		239,572		16,496,928
Microsoft		137,991		38,739,593
MongoDB, Cl A *		3,201		1,000,216
NVIDIA		19,936		3,620,976
Okta, Cl A *		13,227		1,302,198
Palo Alto Networks *		956		477,140



COMMON STOCK — continued

	Shares		Value

INFORMATION TECHNOLOGY — continued
PayPal Holdings *		16,300	$	1,410,439
Roper Technologies		11,518		5,029,565
Salesforce *		54,547		10,037,739
SAP ADR		37,595		3,504,230
ServiceNow *		4,661		2,081,882
Shift4 Payments, Cl A *		25,085		913,847
Synaptics *		4,104		594,875
TE Connectivity		25,000		3,343,250
Varonis Systems, Cl B *		26,863		683,126
Visa, Cl A		49,655		10,532,322
VMware, Cl A		52,653		6,118,259
Vontier		183,059		4,722,922


				235,261,049


MATERIALS — 2.9%
Air Products and Chemicals		41,225		10,233,282
Celanese, Cl A		16,500		1,938,915
Ecolab		14,551		2,403,388
Linde		17,788		5,371,976
LyondellBasell Industries, Cl A		3,800		338,656


				20,286,217


REAL ESTATE — 2.1%
American Tower ‡		45,137		12,224,454
Equinix		3,430		2,413,828


				14,638,282


Total Common Stock (Cost $680,624,998)				667,444,220


WARRANTS — 0.1%

	Number of Warrants		Value
Occidental Petroleum, Expires 08/06/27 *		22,750		$ 999,862


Total Warrants (Cost $396,753)				999,862


Total Investments in Securities — 94.1% (Cost $681,021,751)				$ 668,444,082

Percentages are based on Nest Assets of $710,119,592.

*	Non-income producing security.

‡	Real Estate Investment Trust.

ADR — American Depositary Receipt

Cl — Class



SCHEDULE OF INVESTMENTS

COMMON STOCK — 96.4%

	Shares		Value

AUSTRALIA — 1.7%
CSL		86,263	$	17,541,926
Rio Tinto		26,062		1,803,362


				19,345,288


BRAZIL — 0.9%
Adecoagro		26,547		217,685
Banco do Brasil		291,400		2,026,550
Cia Brasileira de Distribuicao		55,800		174,655
Localiza Rent a Car		175,500		1,965,662
Marfrig Global Foods		114,000		289,055
MercadoLibre *		847		689,212
Minerva		83,200		208,398
Petroleo Brasileiro ADR		108,404		1,548,009
Petroleo Brasileiro ADR, Cl A		138,629		1,820,199
Sao Martinho		81,300		550,076
SLC Agricola		30,760		261,795
Suzano		25,200		235,127
Vale ADR, Cl B		62,808		845,396


				10,831,819


CANADA — 5.5%
Alimentation Couche-Tard		190,570		8,508,612
Canadian National Railway		117,359		14,858,665
Canadian Pacific Railway		215,728		17,014,467
Canadian Pacific Railway		61,900		4,877,702
Dollarama		32,700		1,980,604
Franco-Nevada		23,300		2,981,622
Gildan Activewear		88,800		2,600,900
Northland Power		59,000		1,932,977
Nutrien		34,800		2,977,154
Shopify, Cl A *		107,230		3,734,821
TFI International		13,000		1,297,616
Toronto-Dominion Bank		16,100		1,045,146


				63,810,286


CHINA — 5.9%
360 DigiTech ADR		90,810		1,318,561
Alibaba Group Holding ADR *		29,630		2,648,033
Anhui Conch Cement, Cl H		328,641		1,300,328
Baidu ADR *		5,696		777,903
Bank of China, Cl H		3,962,000		1,408,829
Bank of Communications, Cl A		1,262,700		866,502
Beijing New Building Materials, Cl A		174,400		745,665
Bosideng International Holdings		2,436,000		1,421,769
Chengxin Lithium Group, Cl A		53,500		451,406



COMMON STOCK — continued

	Shares		Value

CHINA — continued
China Construction Bank, Cl H		5,856,921	$	3,740,293
China Everbright Environment Group		983,000		523,194
China Galaxy Securities, Cl H		806,500		398,837
China Northern Rare Earth Group High-Tech, Cl A		56,000		261,384
China Petroleum & Chemical ADR		30,140		1,414,470
China Railway Group, Cl H		1,943,000		1,156,658
China State Construction Engineering, Cl A		1,075,086		804,355
CITIC		868,000		938,814
COSCO SHIPPING Holdings, Cl H		1,257,200		1,886,156
Daqo New Energy ADR *		21,269		1,376,104
Dongfeng Motor Group, Cl H		786,000		543,122
East Money Information, Cl A		198,720		658,196
FinVolution Group ADR		101,942		427,137
Ganfeng Lithium, Cl H		41,440		374,712
Guangzhou Automobile Group, Cl H		456,000		428,025
Haier Smart Home, Cl H		650,400		2,081,612
Hisense Home Appliances Group, Cl A		106,900		223,730
Industrial & Commercial Bank of China, Cl H		2,734,000		1,445,433
Intco Medical Technology, Cl A .		123,693		422,674
JD.com ADR		19,351		1,151,385
Jiangxi Copper, Cl H		475,000		581,876
Kweichow Moutai, Cl A		5,300		1,493,283
Lenovo Group		934,000		905,788
Li Ning		1,223,872		9,927,600
NARI Technology, Cl A		163,800		710,756
NetEase ADR		4,885		454,207
PetroChina, Cl H		4,060,000		1,895,857
PICC Property & Casualty, Cl H .		1,616,000		1,658,811
Pinduoduo ADR *		11,682		572,535
Pop Mart International Group		148,600		339,771
Shanghai Friendess Electronic Technology, Cl A		23,628		869,056
Shenzhou International Group Holdings		468,600		4,928,810
Sinopharm Group, Cl H		320,400		734,096
Tencent Holdings		232,394		8,981,752
Tongwei, Cl A		183,400		1,466,697
Want Want China Holdings		1,029,000		837,442



COMMON STOCK — continued

	Shares		Value

CHINA — continued
Zhejiang Expressway, Cl H		634,000	$	510,289


				68,063,913


COLUMBIA — 0.0%

Bancolombia ADR		9,482		274,694


DENMARK — 1.4%
AP Moller - Maersk, Cl B		690		1,879,223
Coloplast, Cl B		14,168		1,654,063
DSV		35,999		6,050,707
GN Store Nord		24,425		848,453
Pandora		15,848		1,174,433
Royal Unibrew		9,357		796,005
Tryg		66,062		1,502,539
Vestas Wind Systems		62,843		1,647,621


				15,553,044


FINLAND — 0.1%

Nordea Bank Abp		165,072		1,622,345


FRANCE — 10.6%
Air Liquide		89,706		12,303,951
Alstom		381,275		9,039,981
Amundi		2,194		118,843
AXA		377,181		8,670,786
BNP Paribas		66,860		3,151,534
Capgemini		21,554		4,101,485
Carrefour		204,735		3,480,909
Cie de Saint-Gobain		57,922		2,694,548
Danone		200,084		11,006,548
Dassault Systemes		55,627		2,380,332
Hermes International		2,813		3,850,215
Ipsen		11,460		1,156,538
Kering		30		17,134
L’Oreal		14,195		5,353,916
LVMH Moet Hennessy Louis Vuitton		32,992		22,854,330
Pernod Ricard		71,786		14,068,833
Publicis Groupe		22,321		1,185,030
Teleperformance		8,289		2,765,340
TotalEnergies		109,876		5,598,992
Valeo		108,014		2,314,694
Vinci		69,178		6,615,738


				122,729,677


GERMANY — 3.4%
Bayerische Motoren Werke		24,794		2,021,242
Carl Zeiss Meditec		18,408		2,680,150



COMMON STOCK — continued

	Shares		Value

GERMANY — continued
CompuGroup Medical & KgaA		19,138	$	827,651
Deutsche Telekom		365,009		6,918,509
RWE		214,804		8,815,842
SAP		130,272		12,122,277
Siemens		30,968		3,446,181
Siemens Healthineers		56,705		2,898,945


				39,730,797


GREECE — 0.0%

FF Group (A) *		8,921		4,366


HONG KONG — 2.9%
AIA Group		1,874,935		18,836,816
China Lumena New Materials (A) *		15,350		—
Prudential		1,129,473		13,921,068
Skyworth Group		460,000		215,904
WH Group		998,034		755,849


				33,729,637


INDIA — 2.4%
APL Apollo Tubes		81,997		990,241
HDFC Bank ADR		63,979		4,017,881
ICICI Bank ADR		456,929		9,494,985
Infosys ADR		330,002		6,431,739
Kotak Mahindra Bank		71,634		1,645,140
Tata Motors ADR *		102,116		2,912,348
Wipro ADR		169,973		900,857
WNS Holdings ADR *		15,405		1,335,767


				27,728,958


INDONESIA — 0.8%
Bank Central Asia		3,382,900		1,682,182
Bank Mandiri Persero		2,571,400		1,439,363
Bank Negara Indonesia Persero		2,458,300		1,304,659
Bank Rakyat Indonesia Persero		12,320,800		3,637,012
Indofood Sukses Makmur		520,600		238,774
Telkom Indonesia Persero		2,204,300		629,592
Vale Indonesia *		934,600		385,782


				9,317,364


IRELAND — 0.9%
Bank of Ireland Group		213,834		1,221,913
CRH		35,990		1,377,841
Ryanair Holdings ADR *		103,533		7,557,909


				10,157,663



COMMON STOCK — continued

	Shares		Value

ISRAEL — 0.1%
Nice ADR *		7,066	$	1,512,265


ITALY — 4.0%
Amplifon		47,150		1,555,501
Enel		2,592,345		13,037,999
Ferrari		71,655		15,181,076
UniCredit		1,715,495		16,925,852


				46,700,428


JAPAN — 7.1%
Daifuku		22,500		1,431,526
Ebara		48,600		1,899,588
FANUC		63,200		10,875,044
GMO Payment Gateway		10,800		895,497
Harmonic Drive Systems		22,900		871,145
Hoya		42,100		4,208,600
Inpex		74,800		855,417
Keyence		33,610		13,291,159
Lasertec		58,200		8,313,796
M3		39,500		1,373,088
Murata Manufacturing		146,500		8,537,961
Nexon		44,200		1,001,181
Nintendo		10,200		4,550,930
Nippon Telegraph & Telephone		96,300		2,744,666
Nomura Research Institute		61,800		1,852,571
Obic		9,600		1,531,304
Renesas Electronics *		186,500		1,772,397
Seven & i Holdings		52,100		2,118,840
Shimano		12,300		2,050,057
Shin-Etsu Chemical		22,600		2,888,433
SoftBank Group		37,500		1,571,719
Sumitomo Mitsui Financial Group		179,300		5,612,392
Sundrug		36,000		842,565
TOPPAN INC		52,900		898,098


				81,987,974


MALAYSIA — 0.1%
Kuala Lumpur Kepong		67,400		331,974
Sime Darby Plantation		335,600		328,862


				660,836


MEXICO — 0.6%
Alfa, Cl A		460,300		316,731
Arca Continental		89,300		618,111
Fomento Economico Mexicano ADR		3,738		231,681
Grupo Financiero Banorte, Cl O		255,000		1,455,067
Grupo Mexico		129,500		513,853



COMMON STOCK — continued

	Shares		Value

MEXICO — continued
Wal-Mart de Mexico		1,143,066	$	4,160,636


				7,296,079


NETHERLANDS — 6.5%
Adyen *		7,657		13,740,848
Akzo Nobel		113,151		7,597,232
ASM International		34,199		10,480,290
ASML Holding, Cl G		23,052		13,241,991
ASML Holding		18,699		10,722,155
BE Semiconductor Industries		18,372		983,924
ING Groep		770,345		7,465,423
Koninklijke Philips		273,893		5,655,241
Shell		65,390		1,743,077
Shell		122,650		3,261,085


				74,891,266


NEW ZEALAND — 0.1%
Fisher & Paykel Healthcare		78,823		1,050,970


NORWAY — 0.3%
Equinor		68,443		2,634,669
Nordic Semiconductor *		50,551		888,140


				3,522,809


POLAND — 0.1%
Dino Polska *		18,997		1,485,259


QATAR — 0.1%
Commercial Bank PSQC		93,875		189,135
Industries Qatar QSC		166,840		785,517


				974,652


RUSSIA — 0.0%
Gazprom PJSC ADR (A) *		270,588		—
Gazprom PJSC ADR (A) *		28,025		—
LUKOIL PJSC ADR (A)		15,962		—
LUKOIL PJSC ADR (A)		4,815		—
Sberbank of Russia PJSC ADR (A) *		55,964		—


				—


SAUDI ARABIA — 0.5%
Arab National Bank		27,191		224,883
Arabian Internet & Communications Services		6,933		439,152
Etihad Etisalat		23,959		241,917
Riyad Bank		70,854		689,937
SABIC Agri-Nutrients		18,404		656,763
Sahara International Petrochemical		50,000		638,149



COMMON STOCK — continued

	Shares		Value

SAUDI ARABIA — continued
Saudi Arabian Mining *		48,034	$	730,402
Saudi Arabian Oil		96,465		1,030,956
Saudi Electricity		72,077		476,995
Saudi Tadawul Group Holding		7,173		426,217


				5,555,371


SINGAPORE — 0.4%
DBS Group Holdings		173,500		3,954,689


SOUTH AFRICA — 0.4%
Absa Group		84,334		862,168
Anglo American		48,130		1,738,368
Sasol *		49,032		1,027,568
Sibanye Stillwater		549,315		1,346,223


				4,974,327


SOUTH KOREA — 2.5%
DB Insurance		5,217		242,800
DL E&C		8,174		255,851
Hana Financial Group		44,977		1,288,883
Hyosung TNC		1,666		443,375
Hyundai Marine & Fire Insurance		12,717		321,243
KB Financial Group ADR		41,725		1,547,163
Kia		78,572		4,919,189
LG		17,762		1,108,628
LG Electronics		9,969		727,163
LG Innotek		1,468		411,597
LX INTERNATIONAL CORP		19,991		506,541
LX Semicon		5,733		441,126
Mirae Asset Securities		34,670		176,188
POSCO Holdings ADR		24,482		1,146,982
Samsung Electro-Mechanics		2,187		240,831
Samsung Electronics GDR		5,182		6,076,991
Samsung Electronics		122,077		5,778,535
Samsung Securities		7,461		201,246
SK Hynix		18,741		1,416,760
S-Oil		12,512		891,798
Woori Financial Group		48,797		447,795
Youngone		10,571		328,955


				28,919,640


SPAIN — 4.1%
Aena SME *		52,505		6,625,740
Amadeus IT Group *		352,085		20,481,923
Banco Bilbao Vizcaya Argentaria		614,287		2,777,209
CaixaBank		860,972		2,579,198
Iberdrola		677,490		7,217,566



COMMON STOCK — continued

	Shares		Value

SPAIN — continued
Iberdrola		677,490	$	185,688
Industria de Diseno Textil		287,148		6,957,567


				46,824,891


SWEDEN — 1.8%
AAK		63,539		1,107,068
Atlas Copco, Cl A		752,417		8,766,853
Boliden		32,250		1,074,276
Nibe Industrier, Cl B		229,839		2,307,939
Swedbank		490,540		6,772,101
Thule Group		27,518		796,315


				20,824,552


SWITZERLAND — 3.9%
Alcon		237,734		18,699,841
Credit Suisse Group		350,655		2,038,431
Logitech International		36,877		2,073,582
Partners Group Holding		1,725		1,882,174
Sika		48,625		12,007,689
Straumann Holding		12,550		1,696,414
Zurich Insurance Group		15,959		6,962,533


				45,360,664


TAIWAN — 3.7%
Asustek Computer		40,000		377,346
ChipMOS Technologies		161,000		191,237
CTBC Financial Holding		794,000		610,007
Evergreen Marine Taiwan		166,000		533,421
Fubon Financial Holding		238,000		447,062
Gigabyte Technology		175,000		540,730
Hon Hai Precision Industry		692,000		2,529,084
King Yuan Electronics		163,000		215,027
Lite-On Technology		280,000		614,374
MediaTek		163,000		3,755,534
Novatek Microelectronics		69,000		614,707
Primax Electronics		104,000		243,437
Sino-American Silicon Products .		47,000		224,231
Taiwan Semiconductor Manufacturing		38,000		651,683
Taiwan Semiconductor Manufacturing ADR		320,368		28,346,161
Unimicron Technology		139,000		741,523
United Microelectronics ADR		172,099		1,173,715
Yang Ming Marine Transport		404,000		1,218,378


				43,027,657


THAILAND — 0.5%
AP Thailand		756,800		201,711



COMMON STOCK — continued

	Shares		Value

THAILAND — continued
Kasikornbank		459,500	$	1,841,960
Kiatnakin Phatra Bank		319,100		576,893
Krung Thai Bank		1,499,200		652,003
PTT		813,600		775,319
PTT Exploration & Production		291,300		1,309,699
Thai Union Group, Cl F		408,800		181,605
Tisco Financial Group		91,700		221,572


				5,760,762


TURKEY — 0.1%
KOC Holding		117,676		243,235
Turk Hava Yollari AO *		163,826		460,830


				704,065


UNITED ARAB EMIRATES — 0.3%
Abu Dhabi Commercial Bank PJSC		383,426		953,042
Aldar Properties PJSC		427,571		571,207
Dubai Islamic Bank PJSC		564,086		903,964
Fertiglobe		313,832		409,897


				2,838,110


UNITED KINGDOM — 9.5%
3i Group		213,418		3,313,586
Ashtead Group		33,077		1,860,520
Balfour Beatty		407,519		1,391,523
Barclays		5,148,330		9,854,676
BP		1,240,480		6,066,751
CNH Industrial		97,071		1,247,596
Compass Group		410,627		9,616,533
Dechra Pharmaceuticals		35,893		1,614,088
Experian		390,444		13,660,238
Halma		47,506		1,336,918
Howden Joinery Group		197,700		1,630,721
JD Sports Fashion		1,397,175		2,217,582
Lloyds Banking Group		3,935,658		2,177,399
Persimmon		39,633		913,508
RELX		189,248		5,599,393
RELX		197,891		5,859,409
Segro ‡		121,234		1,620,669
SSE		56,962		1,229,379
SSP Group *		2,811,059		8,735,153
Tate & Lyle		962,800		9,424,972
Taylor Wimpey		873,595		1,358,728
Unilever		292,749		14,247,195
WH Smith *		288,381		5,086,307


				110,062,844



COMMON STOCK — continued

	Shares		Value

UNITED STATES — 13.2%
Accenture, Cl A		41,451	$	12,694,783
Aon, Cl A		51,495		14,987,105
Atlassian, Cl A *		26,375		5,520,815
EPAM Systems *		18,025		6,295,231
Ferguson		82,369		10,354,264
Globant *		4,648		926,068
ICON *		71,127		17,159,389
JBS		334,800		2,055,928
Lululemon Athletica *		38,510		11,957,740
Mettler-Toledo International *		6,437		8,688,212
Nestle		192,961		23,629,336
ResMed		55,656		13,386,381
Schneider Electric		83,947		11,582,925
STERIS		52,239		11,787,730
Tenaris		80,692		1,126,555


				152,152,462


Total Common Stock (Cost $1,062,270,764)				1,113,942,423


Total Investments in Securities — 96.4% (Cost $1,062,270,764)			$	1,113,942,423

Percentages are based on Nest Assets of $1,155,363,832.

*	Non-income producing security.

‡	Real Estate Investment Trust.

(A)	Level 3 security in accordance with fair value hierarchy.

ADR — American Depositary Receipt

Cl — Class

GDR — Global Depositary Receipt

PJSC — Public Joint-Stock Company

The following is a summary of the inputs used as of July 31, 2022, in valuing the Fund’s investments carried at market value:


Investments in Securities	Level 1		Level 2		Level 3 ^		Total
Common Stock
Australia	$	—	$	19,345,288	$	—	$	19,345,288
Brazil		10,831,819		—		—		10,831,819
Canada		63,810,286		—		—		63,810,286
China		10,140,335		57,923,578		—		68,063,913
Columbia		274,694		—		—		274,694
Denmark		—		15,553,044		—		15,553,044
Finland		—		1,622,345		—		1,622,345
France		—		122,729,677		—		122,729,677
Germany		—		39,730,797		—		39,730,797
Greece		—		—		4,366		4,366
Hong Kong		—		33,729,637		—		33,729,637
India		25,093,577		2,635,381		—		27,728,958
Indonesia		—		9,317,364		—		9,317,364
Ireland		7,557,909		2,599,754		—		10,157,663
Israel		1,512,265		—		—		1,512,265
Italy		—		46,700,428		—		46,700,428
Japan		—		81,987,974		—		81,987,974
Malaysia		—		660,836		—		660,836
Mexico		7,296,079		—		—		7,296,079
Netherlands		13,241,991		61,649,275		—		74,891,266
New Zealand		—		1,050,970		—		1,050,970
Norway		—		3,522,809		—		3,522,809
Poland		—		1,485,259		—		1,485,259
Qatar		—		974,652		—		974,652
Russia		—		—		—#		—
Saudi Arabia		—		5,555,371		—		5,555,371
Singapore		—		3,954,689		—		3,954,689
South Africa		—		4,974,327		—		4,974,327
South Korea		2,694,145		26,225,495		—		28,919,640
Spain		185,688		46,639,203		—		46,824,891
Sweden		—		20,824,552		—		20,824,552
Switzerland		—		45,360,664		—		45,360,664
Taiwan		29,519,876		13,507,781		—		43,027,657
Thailand		—		5,760,762		—		5,760,762
Turkey		—		704,065		—		704,065
United Arab Emirates		—		2,838,110		—		2,838,110
United Kingdom		1,391,523		108,671,321		—		110,062,844
United States		105,459,382		46,693,080		—		152,152,462

Total Common Stock		279,009,569		834,928,488		4,366		1,113,942,423

Total Investments in Securities	$	279,009,569	$	834,928,488	$	4,366	$	1,113,942,423

^ A reconciliation of Level 3 instruments is presented when the Fund has a significant amount of Level 3 investments at the end of the period in relation to the net assets. Management has concluded that Level 3 investments are not material in relation to net assets.

# Security or securities with a market value of $0.

Amounts designated as “—” are $0 or have been rounded to $0.



SCHEDULE OF INVESTMENTS

COMMON STOCK — 98.0%

	Shares		Value

COMMUNICATION SERVICES — 2.2%
AMC Networks, Cl A *		15,832	$	483,193
ATN International		5,540		255,062
Cars.com *		33,169		390,067
Cinemark Holdings *		54,131		992,221
Cogent Communications Holdings		22,055		1,407,330
Consolidated Communications Holdings *		36,723		242,372
EW Scripps, Cl A *		29,159		415,807
Gannett *		73,349		220,780
Gogo *		37,913		658,170
Marcus		11,175		183,605
QuinStreet *		25,474		273,845
Scholastic		15,302		720,265
Shenandoah Telecommunications		26,113		582,320
Shutterstock		11,787		665,966
TechTarget *		13,474		878,370
Telephone and Data Systems		50,081		791,781
Thryv Holdings *		9,300		226,362
Yelp, Cl A *		33,817		1,036,829


				10,424,345


CONSUMER DISCRETIONARY — 12.2%
Aaron’s		15,366		200,065
Abercrombie & Fitch, Cl A *		26,049		463,933
Academy Sports & Outdoors		43,773		1,883,552
Adtalem Global Education *		22,707		910,551
American Axle & Manufacturing Holdings *		57,691		514,027
American Public Education *		9,391		147,533
America’s Car-Mart *		3,062		317,131
Asbury Automotive Group *		11,365		1,950,689
Bed Bath & Beyond *		41,578		209,137
Big Lots		14,433		291,402
BJ’s Restaurants *		11,829		277,627
Bloomin’ Brands		40,601		827,854
Boot Barn Holdings *		15,178		945,589
Brinker International *		22,419		622,127
Buckle		15,743		475,439
Caleres		19,863		493,000
Cato, Cl A		8,761		108,198
Cavco Industries *		4,552		1,173,460
Century Communities		16,247		831,359
Cheesecake Factory		24,698		721,922
Chico’s FAS *		65,402		328,318



COMMON STOCK — continued

	Shares		Value

CONSUMER DISCRETIONARY — continued
Children’s Place *		6,964	$	301,820
Chuy’s Holdings *		9,476		210,651
Conn’s *		7,736		72,873
Dave & Buster’s Entertainment *		19,700		735,992
Designer Brands, Cl A		31,812		459,047
Dine Brands Global		8,426		600,858
Dorman Products *		14,236		1,439,117
El Pollo Loco Holdings *		9,781		95,071
Ethan Allen Interiors		12,305		282,892
Fossil Group *		24,214		146,010
Frontdoor *		41,375		1,107,609
Genesco *		6,687		374,806
Gentherm *		16,665		1,075,892
G-III Apparel Group *		23,569		520,639
Golden Entertainment *		10,487		460,065
Green Brick Partners *		25,829		692,217
Group 1 Automotive		8,582		1,518,327
Guess?		18,662		352,898
Haverty Furniture		7,526		205,686
Hibbett		6,523		306,059
Installed Building Products		12,204		1,237,730
iRobot *		13,766		633,374
Jack in the Box		10,585		731,847
Kontoor Brands		24,960		911,040
La-Z-Boy, Cl Z		23,292		649,148
LCI Industries		12,926		1,746,173
LGI Homes *		11,233		1,267,082
Liquidity Services *		14,082		283,471
LL Flooring Holdings *		15,096		151,564
M *		15,633		719,274
MarineMax *		10,852		443,196
MDC Holdings		31,477		1,141,041
Meritage Homes *		19,622		1,732,623
Monarch Casino & Resort *		6,651		426,662
Monro		16,873		846,181
Motorcar Parts of America *		9,640		145,275
Movado Group		9,171		311,631
National Vision Holdings *		40,954		1,193,400
ODP *		22,146		803,900
Oxford Industries		8,553		815,956
Patrick Industries		11,243		682,675
Perdoceo Education *		34,668		474,952
PetMed Express		10,530		229,765
Rent-A-Center, Cl A		27,252		641,240
Ruth’s Hospitality Group		15,712		275,746



COMMON STOCK — continued

	Shares		Value

CONSUMER DISCRETIONARY — continued
Sally Beauty Holdings *		55,704	$	711,897
Shake Shack, Cl A *		19,729		1,015,254
Shoe Carnival		9,074		197,904
Signet Jewelers		24,137		1,471,392
Six Flags Entertainment *		39,292		890,750
Sleep Number *		11,456		516,207
Sonic Automotive, Cl A		10,161		425,238
Sonos *		66,562		1,471,686
Standard Motor Products		9,570		437,732
Steven Madden		39,837		1,262,833
Strategic Education		11,549		829,565
Stride *		21,504		960,799
Tri Pointe Homes *		56,049		1,038,027
Tupperware Brands *		29,102		217,101
Unifi *		6,934		94,510
Universal Electronics *		6,320		175,380
Urban Outfitters *		32,428		664,125
Winnebago Industries		16,814		1,015,061
Wolverine World Wide		40,834		917,540
WW International *		27,705		183,961
XPEL *		8,538		523,294
Zumiez *		8,266		214,916


				58,381,560


CONSUMER STAPLES — 4.8%
Andersons		17,205		622,305
B&G Foods		36,236		895,391
Calavo Growers		9,389		378,377
Cal-Maine Foods		19,799		1,011,927
Celsius Holdings *		20,035		1,782,314
Central Garden & Pet *		5,702		247,125
Central Garden & Pet, Cl A *		21,321		869,897
Chefs’ Warehouse *		17,794		615,850
Edgewell Personal Care		27,684		1,101,269
elf Beauty *		26,577		891,127
Fresh Del Monte Produce		17,434		517,964
Hostess Brands, Cl A *		73,561		1,663,950
Inter Parfums		9,837		821,094
J & J Snack Foods		7,982		1,081,641
John B Sanfilippo & Son		5,310		397,719
Medifast		6,091		1,024,445
MGP Ingredients		7,468		785,484
National Beverage		12,664		686,135
PriceSmart		13,022		864,400
Seneca Foods, Cl A *		3,499		199,163
Simply Good Foods *		46,140		1,505,087



COMMON STOCK — continued

	Shares		Value

CONSUMER STAPLES — continued
SpartanNash		20,285	$	655,003
Tootsie Roll Industries		10,234		359,418
TreeHouse Foods *		28,709		1,246,545
United Natural Foods *		30,562		1,299,191
USANA Health Sciences *		7,058		491,378
WD-40		7,138		1,266,067


				23,280,266


ENERGY — 4.6%
Archrock		67,990		573,836
Bristow Group *		11,634		300,157
Callon Petroleum *		24,583		1,131,801
Civitas Resources		36,698		2,163,714
CONSOL Energy *		16,301		999,577
Core Laboratories		23,524		445,545
DMC Global *		9,812		223,321
Dorian LPG		13,902		224,100
Dril-Quip *		17,396		446,207
Green Plains *		27,072		975,133
Helix Energy Solutions Group * .		71,192		287,616
Helmerich & Payne		52,958		2,451,955
Laredo Petroleum *		7,744		686,661
Nabors Industries *		4,453		634,508
Oceaneering International *		50,427		535,535
Oil States International *		31,417		160,227
Par Pacific Holdings *		22,987		379,286
Patterson-UTI Energy		108,798		1,800,607
PBF Energy, Cl A *		48,976		1,633,350
ProPetro Holding *		43,125		453,675
Ranger Oil, Cl A		11,101		422,504
REX American Resources *		2,615		249,628
RPC		35,294		287,999
SM Energy		62,470		2,578,762
Talos Energy *		20,692		392,113
US Silica Holdings *		38,058		526,342
World Fuel Services		31,696		878,613


				21,842,772


FINANCIALS — 17.9%
Allegiance Bancshares		9,570		421,463
Ambac Financial Group *		22,536		265,249
American Equity Investment Life Holding		38,852		1,459,281
Ameris Bancorp		33,179		1,569,035
AMERISAFE		9,718		442,752
Apollo Commercial Real Estate Finance ‡		66,473		849,525



COMMON STOCK — continued

	Shares		Value

FINANCIALS — continued
ARMOUR Residential REIT ‡		52,037	$	409,531
Assured Guaranty		32,239		1,882,435
Axos Financial *		27,009		1,127,896
B Riley Financial		8,747		450,820
Banc of California		26,681		467,184
BancFirst		9,549		1,025,467
Bancorp *		28,455		699,993
BankUnited		41,138		1,598,211
Banner		17,291		1,071,869
Berkshire Hills Bancorp		23,803		670,531
Blucora *		23,729		474,580
Brightsphere Investment Group		16,334		308,876
Brookline Bancorp		38,965		538,886
Capitol Federal Financial		64,822		621,643
Central Pacific Financial		13,911		329,413
City Holding		7,527		653,268
Columbia Banking System		39,159		1,181,427
Community Bank System		27,116		1,825,720
Customers Bancorp *		15,222		581,328
CVB Financial		66,693		1,778,702
Dime Community Bancshares		16,201		552,130
Donnelley Financial Solutions *		15,136		514,473
Eagle Bancorp		16,136		791,148
eHealth *		12,234		90,532
Ellington Financial ‡		28,558		458,356
Employers Holdings		13,952		554,034
Encore Capital Group *		13,367		968,172
Enova International *		17,109		590,432
EZCORP, Cl A *		26,883		216,139
FB Financial		17,819		763,544
First Bancorp		17,347		657,104
First BanCorp		99,347		1,499,146
First Commonwealth Financial		47,518		704,217
First Financial Bancorp		47,504		1,061,239
First Hawaiian		64,414		1,641,913
Flagstar Bancorp		26,782		1,103,418
Franklin BSP Realty Trust ‡		42,102		646,266
Genworth Financial, Cl A *		259,931		1,104,707
Granite Point Mortgage Trust ‡		26,999		286,459
Green Dot, Cl A *		27,268		766,231
Hanmi Financial		15,262		385,671
HCI Group		3,950		270,457
Heritage Financial		17,621		458,498
Hilltop Holdings		25,005		721,394
HomeStreet		9,442		352,092



COMMON STOCK — continued

	Shares		Value

FINANCIALS — continued
Hope Bancorp		60,558	$	910,792
Horace Mann Educators		20,839		713,736
Independent Bank		23,529		1,971,730
Independent Bank Group		18,287		1,293,257
Invesco Mortgage Capital ‡		16,508		292,192
James River Group Holdings		18,839		447,615
KKR Real Estate Finance Trust ‡		24,982		486,899
Lakeland Financial		12,749		991,872
LendingTree *		5,602		255,339
Mr Cooper Group *		37,174		1,674,689
National Bank Holdings, Cl A		15,116		629,128
NBT Bancorp		21,541		873,272
New York Mortgage Trust ‡		191,462		601,191
NMI Holdings, Cl A *		43,297		820,045
Northfield Bancorp		21,744		320,072
Northwest Bancshares		63,734		916,495
OFG Bancorp		24,446		671,532
Pacific Premier Bancorp		47,749		1,606,276
Palomar Holdings *		12,133		756,735
Park National		7,274		942,419
Pathward Financial		14,770		498,044
PennyMac Mortgage Investment Trust ‡		46,252		710,431
Piper Sandler		7,445		939,559
PRA Group *		20,010		797,198
Preferred Bank		6,869		499,376
ProAssurance		27,221		602,401
PROG Holdings *		28,742		529,428
Provident Financial Services		37,885		922,879
Ready Capital ‡		33,910		471,688
Redwood Trust ‡		60,564		524,484
Renasant		28,117		939,108
S&T Bancorp		19,773		611,777
Safety Insurance Group		7,045		609,745
Seacoast Banking Corp of Florida		30,803		1,102,131
Selectquote *		62,545		115,083
ServisFirst Bancshares		24,577		2,100,105
Simmons First National, Cl A		63,746		1,513,968
SiriusPoint *		43,710		191,450
Southside Bancshares		16,157		645,311
Stewart Information Services		13,671		747,120
StoneX Group *		8,632		752,106
Tompkins Financial		5,927		457,268
Triumph Bancorp *		11,896		864,244
Trupanion *		17,595		1,109,013



COMMON STOCK — continued

	Shares		Value

FINANCIALS — continued
TrustCo Bank NY		9,647	$	323,753
Trustmark		30,916		1,003,843
Two Harbors Investment ‡		173,100		931,278
United Community Banks		52,797		1,796,682
United Fire Group		10,842		355,943
Universal Insurance Holdings		14,071		177,998
Veritex Holdings		27,120		839,093
Virtus Investment Partners		3,648		752,655
Walker & Dunlop		15,346		1,728,573
Westamerica BanCorp		13,523		811,515
WisdomTree Investments		55,341		287,773
World Acceptance *		1,956		216,676
WSFS Financial		32,561		1,553,811


				86,071,653


HEALTH CARE — 11.5%
Addus HomeCare *		8,898		825,823
Allscripts Healthcare Solutions *		62,599		990,316
AMN Healthcare Services *		23,687		2,663,366
AngioDynamics *		20,708		469,865
Anika Therapeutics *		10,818		252,709
Apollo Medical Holdings *		20,202		1,071,312
Arcus Biosciences *		25,756		684,852
Artivion *		22,339		437,844
Avanos Medical *		25,238		716,002
Avid Bioservices *		35,632		700,169
Cara Therapeutics *		26,232		229,268
Cardiovascular Systems *		22,634		348,790
Coherus Biosciences *		40,523		343,230
Collegium Pharmaceutical *		24,287		417,494
Computer Programs and Systems *		9,055		305,697
CONMED		15,855		1,547,924
CorVel *		5,430		895,353
Covetrus *		54,865		1,139,546
Cross Country Healthcare *		22,254		586,615
Cutera *		9,310		432,170
Cytokinetics *		45,318		1,918,311
Dynavax Technologies *		64,730		930,817
Eagle Pharmaceuticals *		9,295		369,012
Embecta *		30,473		896,820
Emergent BioSolutions *		25,772		892,742
Enanta Pharmaceuticals *		10,154		559,993
Enhabit *		26,754		468,463
Ensign Group		28,086		2,238,173
Fulgent Genetics *		11,053		660,417



COMMON STOCK — continued

	Shares		Value

HEALTH CARE — continued
Glaukos *		24,947	$	1,343,396
Hanger *		22,753		422,523
Harmony Biosciences Holdings *		13,978		709,104
HealthStream *		14,032		337,610
Heska *		5,876		537,595
Innoviva *		44,441		637,284
Inogen *		11,281		313,837
Integer Holdings *		17,950		1,254,526
Joint *		9,121		155,969
Lantheus Holdings *		35,525		2,725,478
LeMaitre Vascular		11,222		565,028
Ligand Pharmaceuticals *		9,146		841,706
Meridian Bioscience *		23,927		757,529
Merit Medical Systems *		27,540		1,582,999
Mesa Laboratories		2,897		617,785
ModivCare *		6,666		665,267
Myriad Genetics *		45,061		1,188,709
Nektar Therapeutics, Cl A *		111,467		441,409
NeoGenomics *		68,752		695,770
NextGen Healthcare *		31,206		534,247
OptimizeRx *		10,073		226,340
OraSure Technologies *		37,362		114,328
Organogenesis Holdings, Cl A *		47,667		273,609
Orthofix Medical *		10,578		271,326
Owens & Minor		39,715		1,406,308
Pacira BioSciences *		25,850		1,462,076
Pennant Group *		16,445		219,376
Phibro Animal Health, Cl A		16,248		317,973
Prestige Consumer Healthcare *		28,910		1,743,562
RadNet *		26,786		550,988
Select Medical Holdings		56,047		1,660,112
Supernus Pharmaceuticals *		32,391		1,028,414
Surmodics *		8,163		284,072
US Physical Therapy		7,204		934,935
Vanda Pharmaceuticals *		34,632		373,333
Varex Imaging *		22,084		492,252
Vericel *		26,785		871,584
Vir Biotechnology *		40,665		1,130,894
Xencor *		34,371		986,104
Zimvie *		12,333		239,507
Zynex		15,563		133,531


				55,041,488


INDUSTRIALS — 16.5%
AAON		21,608		1,300,153
AAR *		17,070		760,127



COMMON STOCK — continued

	Shares		Value

INDUSTRIALS — continued
ABM Industries		33,741	$	1,512,946
AeroVironment *		11,865		1,027,984
Alamo Group		5,099		659,862
Albany International, Cl A		16,290		1,486,788
Allegiant Travel *		7,693		887,080
American Woodmark *		8,317		417,680
Apogee Enterprises		11,183		465,325
Applied Industrial Technologies		20,150		2,026,888
ArcBest		12,631		1,119,107
Arcosa		24,305		1,253,166
Astec Industries		11,499		564,946
Atlas Air Worldwide Holdings *		13,187		998,388
AZZ		12,786		543,916
Barnes Group		23,542		796,190
Boise Cascade		22,208		1,570,328
Brady, Cl A		24,573		1,175,818
CIRCOR International *		10,250		178,452
Comfort Systems USA		18,693		1,975,102
CoreCivic *		61,160		658,693
Deluxe		21,730		546,292
DXP Enterprises *		9,043		307,462
Encore Wire		11,012		1,524,832
Enerpac Tool Group, Cl A		31,376		636,933
EnPro Industries		10,850		1,014,258
ESCO Technologies		13,127		1,017,999
Exponent		26,423		2,655,247
Federal Signal		31,098		1,291,189
Forrester Research *		5,478		254,672
Forward Air		13,571		1,424,005
Franklin Electric		20,129		1,828,116
GEO Group *		62,458		409,724
Gibraltar Industries *		16,912		791,312
GMS *		23,351		1,239,238
Granite Construction		22,955		686,354
Greenbrier		16,393		521,625
Griffon		25,010		750,550
Harsco *		39,755		191,222
Hawaiian Holdings *		25,904		387,524
Healthcare Services Group		37,756		541,421
Heartland Express		23,372		371,147
Heidrick & Struggles International		10,572		329,212
Hillenbrand		37,232		1,720,118
HNI		21,360		754,435
Hub Group, Cl A *		17,101		1,306,516



COMMON STOCK — continued

	Shares		Value

INDUSTRIALS — continued
Insteel Industries		11,899	$	372,439
Interface, Cl A		31,592		457,768
John Bean Technologies		16,389		1,840,649
Kaman		14,079		433,352
KAR Auction Services *		61,130		1,045,323
Kelly Services, Cl A		17,449		378,294
Korn Ferry		27,509		1,802,115
Lindsay		5,668		872,645
ManTech International, Cl A		14,186		1,359,303
Marten Transport		29,701		640,354
Matson		21,110		1,935,154
Matthews International, Cl A		15,770		440,771
Meritor *		37,065		1,349,907
Moog, Cl A		14,931		1,278,691
Mueller Industries		31,164		2,098,272
MYR Group *		8,889		846,499
NOW *		57,392		634,756
NV5 Global *		6,191		839,500
Park Aerospace		9,865		120,353
PGT Innovations *		30,667		671,607
Pitney Bowes		90,271		295,186
Powell Industries		4,620		110,695
Proto Labs *		14,163		692,429
Quanex Building Products		17,817		438,476
Resideo Technologies *		74,853		1,684,941
Resources Connection		16,898		362,631
SkyWest *		25,416		613,796
SPX *		23,320		1,378,912
Standex International		6,176		599,566
Sun Country Airlines Holdings * .		15,688		316,427
Tennant		9,518		637,992
Titan International *		29,135		488,303
Trinity Industries		35,811		929,295
Triumph Group *		33,281		517,187
TrueBlue *		16,998		367,837
UFP Industries		33,056		3,048,094
UniFirst		7,650		1,498,559
Veritiv *		7,543		935,483
Viad *		10,415		351,715
Wabash National		24,572		443,770


				79,009,388


INFORMATION TECHNOLOGY — 13.3%
8x8 *		59,890		292,862
A10 Networks		31,200		465,192
ADTRAN Holdings		42,705		1,028,763



COMMON STOCK — continued

	Shares		Value

INFORMATION TECHNOLOGY — continued
Advanced Energy Industries		20,598	$	1,843,315
Agilysys *		10,128		489,182
Alarm.com Holdings *		23,481		1,661,750
Alpha & Omega Semiconductor*		12,286		516,135
Arlo Technologies *		48,367		340,020
Axcelis Technologies *		17,043		1,198,634
Badger Meter		16,238		1,561,933
Benchmark Electronics		20,392		521,627
CalAmp *		23,423		110,322
Cerence *		19,958		562,217
CEVA *		11,711		436,001
Cohu *		25,419		726,475
Comtech Telecommunications		13,556		157,521
Consensus Cloud Solutions *		8,519		460,282
Corsair Gaming *		20,791		293,153
CSG Systems International		15,944		1,040,346
CTS		17,776		723,128
Diebold Nixdorf *		49,011		158,306
Digi International *		20,844		593,846
Digital Turbine *		45,415		911,479
Diodes *		23,233		1,890,469
Ebix		12,620		298,589
ePlus *		16,401		911,404
EVERTEC		30,633		1,194,381
ExlService Holdings *		17,065		2,873,234
Extreme Networks *		74,291		971,726
Fabrinet *		20,217		1,942,045
FARO Technologies *		10,262		333,720
FormFactor *		39,792		1,415,004
Harmonic *		61,782		674,659
Ichor Holdings *		14,752		461,148
Insight Enterprises *		19,649		1,835,413
InterDigital		15,559		955,167
Itron *		23,664		1,381,978
Knowles *		55,787		1,101,793
Kulicke & Soffa Industries		30,940		1,488,833
LivePerson *		34,834		475,136
LiveRamp Holdings *		34,425		916,049
MaxLinear, Cl A *		36,548		1,476,905
Methode Electronics		22,400		923,776
NETGEAR *		15,296		394,331
NetScout Systems *		40,128		1,427,754
OneSpan *		17,252		190,980
Onto Innovation *		25,239		2,101,147
OSI Systems *		9,600		928,032



COMMON STOCK — continued

	Shares		Value

INFORMATION TECHNOLOGY — continued
PC Connection		8,242	$	390,918
PDF Solutions *		14,933		402,892
Perficient *		17,686		1,866,227
Photronics *		31,650		753,586
Plantronics *		22,967		913,857
Plexus *		15,936		1,497,187
Progress Software		22,247		1,044,719
Rambus *		55,391		1,400,284
Sanmina *		33,590		1,546,820
ScanSource *		16,341		522,095
SMART Global Holdings *		24,444		479,591
SPS Commerce *		18,413		2,205,141
TTEC Holdings		9,577		700,749
TTM Technologies *		60,746		821,893
Ultra Clean Holdings *		23,446		787,786
Unisys *		34,079		467,564
Veeco Instruments *		25,795		562,331
Viavi Solutions *		123,118		1,822,146
Xperi Holding		52,221		875,224


				63,717,172


MATERIALS — 5.2%
AdvanSix		15,913		625,222
American Vanguard		13,759		322,098
Arconic *		53,237		1,608,290
ATI *		63,453		1,579,345
Balchem		16,376		2,223,206
Carpenter Technology		24,284		780,488
Century Aluminum *		26,927		212,454
Clearwater Paper *		8,469		302,343
Compass Minerals International		17,453		649,775
FutureFuel		12,960		93,182
GCP Applied Technologies *		27,678		871,857
Glatfelter		22,349		137,223
Hawkins		9,856		391,776
Haynes International		6,252		241,702
HB Fuller		27,197		1,746,047
Innospec		12,728		1,298,256
Kaiser Aluminum		8,102		613,889
Koppers Holdings		12,321		290,036
Livent *		82,685		2,058,030
Materion		10,489		859,469
Mercer International		23,260		371,230
Myers Industries		19,319		470,031
O-I Glass, Cl I *		84,479		1,242,686
Olympic Steel		5,271		156,707



COMMON STOCK — continued

	Shares		Value

MATERIALS — continued
Quaker Chemical		6,785	$	1,100,595
Rayonier Advanced Materials *		31,992		113,252
Stepan		10,902		1,223,313
SunCoke Energy		43,662		323,099
Sylvamo		19,183		752,741
TimkenSteel *		23,532		477,464
Tredegar		16,554		173,486
Trinseo		19,584		700,520
Warrior Met Coal		29,308		935,804


				24,945,616


REAL ESTATE — 7.6%
Acadia Realty Trust ‡		47,996		822,172
Agree Realty ‡		38,194		3,039,860
Alexander & Baldwin ‡		36,557		727,850
American Assets Trust ‡		26,837		811,283
Anywhere Real Estate *		64,554		641,021
Armada Hoffler Properties ‡		34,026		482,489
Brandywine Realty Trust ‡		86,204		806,007
CareTrust REIT ‡		49,308		1,018,210
Centerspace ‡		7,729		663,844
Chatham Lodging Trust *‡		24,478		297,653
DiamondRock Hospitality ‡		106,503		988,348
Diversified Healthcare Trust ‡		119,580		206,873
Douglas Elliman		43,292		259,752
Easterly Government Properties, Cl A ‡		45,661		925,548
Essential Properties Realty Trust ‡		66,864		1,612,760
Four Corners Property Trust ‡		41,590		1,215,676
Franklin Street Properties ‡		48,224		182,769
Getty Realty ‡		20,619		604,961
Global Net Lease ‡		52,123		786,536
Hersha Hospitality Trust, Cl A *‡		16,578		167,106
Industrial Logistics Properties Trust ‡		33,437		335,373
Innovative Industrial Properties, Cl A ‡		14,485		1,396,499
iStar ‡		44,511		743,779
LTC Properties ‡		20,332		851,911
LXP Industrial Trust ‡		152,102		1,668,559
Marcus & Millichap		14,311		585,606
NexPoint Residential Trust ‡		12,132		807,263
Office Properties Income Trust ‡		24,307		505,099
Orion Office REIT ‡		28,423		310,948
RE, Cl A		9,640		244,278



COMMON STOCK — continued

	Shares		Value

REAL ESTATE — continued
Retail Opportunity Investments ‡		63,200	$	1,103,472
RPT Realty ‡		44,227		480,748
Safehold ‡		7,948		338,903
Saul Centers ‡		7,180		375,370
Service Properties Trust ‡		82,889		542,094
SITE Centers ‡		93,987		1,373,150
St. Joe		17,823		748,922
Summit Hotel Properties *‡		53,844		422,675
Sunstone Hotel Investors *‡		109,504		1,240,680
Tanger Factory Outlet Centers ‡		54,665		889,400
Uniti Group ‡		126,743		1,263,628
Urban Edge Properties ‡		58,493		961,040
Urstadt Biddle Properties, Cl A ‡		15,498		285,163
Veris Residential *‡		40,396		563,524
Washington Real Estate Investment Trust ‡		43,974		974,904
Whitestone REIT, Cl B ‡		23,145		259,918
Xenia Hotels & Resorts *‡		57,969		951,851


				36,485,475


UTILITIES — 2.2%
American States Water		19,287		1,681,248
Avista		37,114		1,568,438
California Water Service Group		27,910		1,676,833
Chesapeake Utilities		9,333		1,279,834
Middlesex Water		9,283		882,906
Northwest Natural Holding		17,667		948,188
South Jersey Industries		63,783		2,186,481
Unitil		8,434		461,930


				10,685,858


Total Common Stock (Cost $410,150,287)				469,885,593


RIGHTS — 0.0%

	Number of Rights		Value
Progenics Pharmaceuticals * (A) (B)		61,398		$ —
Toriba Therapeutics * (B)		2,044		—


Total Rights (Cost $123)				—


Total Investments in Securities — 98.0% (Cost $410,150,410)				$ 469,885,593

Percentages are based on Nest Assets of $479,667,211

A list of the open futures contracts held by the Fund at July 31, 2002 is as follows:


Type of Contract	Number of Contracts		Expiration Date		Notional Amount		Value		Unrealized Appreciation
Long Contracts Russell 2000 Index E-MINI		78		Sep-2022	$	6,697,820	$	7,352,670	$	654,850

*	Non-income producing security.

‡	Real Estate Investment Trust.

(A)	Level 3 security in accordance with fair value hierarchy

(B)	Expiration date not available.

Cl — Class

The following is summary of the level of inputs used as of July 31, 2022, in valuing the Fund’s investments and other financial instruments carried at value:


Investments in Securities	Level 1		Level 2		Level 3 ^		Total
Common Stock	$	469,885,593	$	—	$	—	$	469,885,593
Rights		—		—		—#		—

Total Investments in Securities	$	469,885,593	$	—	$	—	$	469,885,593


Other Financial Instruments	Level 1		Level 2		Level 3		Total
Futures Contracts*
Unrealized Appreciation	$	654,850	$	—	$	—	$	654,850

Total Other Financial Instruments	$	654,850	$	—	$	—	$	654,850

# Security or securities with a market value of $0.

Amounts designated as “—” are $0 or have been rounded to $0.

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

CRI-QH-001-0200



SCHEDULE OF INVESTMENTS

COMMON STOCK — 95.8%

	Shares		Value

AUSTRALIA — 5.8%
Adbri		29,677	$	52,855
ALS		85,634		702,441
Alumina		362,707		393,476
Bravura Solutions		301,616		323,222
Coronado Global Resources, Cl CDI		96,356		95,734
Eclipx Group *		47,099		87,102
Elders		41,861		332,207
Emeco Holdings		78,426		40,505
Grange Resources		320,059		252,745
Ingenia Communities Group ‡		34,643		113,448
JB Hi-Fi		9,435		279,013
Lovisa Holdings		7,962		99,890
Myer Holdings		163,001		53,702
Nine Entertainment Holdings		34,811		50,723
Orora		260,353		650,858
Ridley		30,270		35,837
SiteMinder *		15,180		45,271
Vulcan Steel		26,582		162,937
West African Resources *		273,822		254,594
Westgold Resources		346,849		316,146


				4,342,706


AUSTRIA — 1.6%
ANDRITZ		1,047		48,874
AT&S Austria Technologie & Systemtechnik		3,294		164,196
Palfinger		17,540		433,702
Porr Ag		1,949		24,156
Schoeller-Bleckmann Oilfield Equipment		8,860		505,417
Telekom Austria, Cl A		6,045		37,369


				1,213,714


BELGIUM — 0.4%
Bekaert		5,235		184,975
Telenet Group Holding		3,780		60,313
Tessenderlo Group *		1,243		38,865


				284,153


BRAZIL — 1.0%
Cia de Saneamento do Parana		50,200		178,856
Cury Construtora e Incorporadora		44,000		69,495
ERO Copper *		1,850		18,293
Jalles Machado		51,300		72,143
Marfrig Global Foods		28,800		73,024



COMMON STOCK — continued

	Shares		Value

BRAZIL — continued
Mills Estruturas e Servicos de Engenharia		96,300	$	143,393
Petroreconcavo		11,600		54,674
Portobello		58,500		96,449


				706,327


CANADA — 3.6%
Aritzia *		2,908		91,687
Artis Real Estate Investment Trust ‡		20,277		184,516
Boardwalk Real Estate Investment Trust ‡		2,163		82,445
Calibre Mining *		54,630		45,193
Canfor *		17,168		365,106
Cogeco		847		45,108
Crescent Point Energy		22,183		175,373
Descartes Systems Group *		796		54,953
Element Fleet Management		9,819		112,646
Finning International		6,339		138,520
First Capital Real Estate Investment Trust ‡		21,392		260,440
Granite Real Estate Investment Trust ‡		2,859		180,240
Interfor *		1,507		37,188
North West		5,998		161,401
Parex Resources		20,703		385,187
Pet Valu Holdings		2,427		60,478
Stelco Holdings		2,740		77,281
Tricon Residential		16,720		181,638
Western Forest Products		59,420		69,096


				2,708,496


CHINA — 2.1%
Beijing Enterprises Holdings		38,500		123,392
China BlueChemical		228,000		61,686
China Modern Dairy Holdings		1,087,000		142,763
China Reinsurance Group, Cl H .		697,000		55,081
China Taiping Insurance Holdings		44,000		46,397
China World Trade Center, Cl A		77,100		165,110
China Yongda Automobiles Services Holdings		33,500		28,886
COFCO Joycome Foods		173,000		75,058
G-bits Network Technology Xiamen, Cl A		400		21,111
Greattown Holdings, Cl A		60,600		29,514
Greattown Holdings, Cl A		500		244



COMMON STOCK — continued

	Shares		Value

CHINA — continued
Jiangsu Bioperfectus Technologies, Cl A		1,248	$	21,298
Jiutian Chemical Group		2,104,300		140,441
Kerry Logistics Network		196,023		393,483
NetDragon Websoft Holdings		32,000		63,932
Newborn Town *		160,000		46,785
S-Enjoy Service Group		58,000		48,776
Shenzhen New Nanshan Holding Group, Cl A		63,800		34,685
West China Cement		258,000		30,230


				1,528,872


DENMARK — 1.5%
D		6,133		266,961
Dfds *		16,600		593,434
Jyske Bank *		3,427		178,909
Per Aarsleff Holding		1,457		44,746
Ringkjoebing Landbobank		388		43,461


				1,127,511


EGYPT — 0.1%
Centamin		62,762		63,410


FINLAND — 0.1%
Uponor		3,742		56,204
Valmet		1,240		34,425


				90,629


FRANCE — 5.6%
Biosynex		7,288		115,126
Catana Group		8,509		63,430
Coface		3,953		41,302
Elis		1,859		27,682
Equasens		313		27,203
Eurobio Scientific *		2,826		56,548
IPSOS		9,700		496,013
Korian		5,497		81,144
LISI		19,733		463,846
Rothschild		24,714		908,000
SCOR		8,434		148,069
Societe BIC		3,748		211,277
Sopra Steria Group		6,910		1,148,716
Technip Energies		7,525		88,663
Television Francaise 1		5,492		37,744
Verallia		2,781		71,017
Vicat		1,614		41,981
Virbac		418		154,028


				4,181,789



COMMON STOCK — continued

	Shares		Value

GERMANY — 2.0%
Adesso		589	$	101,808
Atoss Software		363		57,144
Aurubis		5,980		430,724
Cliq Digital		5,738		171,857
flatexDEGIRO *		20,620		209,238
METRO		9,098		73,767
PATRIZIA		14,813		190,613
ProSiebenSat.1 Media		6,734		57,459
Sirius Real Estate		50,678		58,945
Synlab		5,419		102,368
TUI		25,958		41,927


				1,495,850


GREECE — 0.0%
National Bank of Greece *		9,983		31,201


HONG KONG — 1.2%
Excellence Commercial Property & Facilities Management Group		52,000		21,302
Fufeng Group		416,000		241,223
Singamas Container Holdings		264,000		32,016
Tam Jai International *		298,000		103,195
Texhong Textile Group		69,000		64,216
United Laboratories International Holdings		56,000		29,542
Vitasoy International Holdings		272,000		409,876


				901,370


INDIA — 1.3%
Azure Power Global *		19,649		240,504
MakeMyTrip *		15,490		495,680
WNS Holdings ADR *		2,325		201,601


				937,785


INDONESIA — 0.5%
Astra Agro Lestari		36,400		23,703
Delta Dunia Makmur *		1,501,400		39,720
First Pacific		304,000		121,308
Industri Jamu Dan Farmasi Sido Muncul		1,345,300		82,101
Link Net *		257,800		80,821


				347,653


IRELAND — 0.1%
Origin Enterprises		18,728		75,851


ISRAEL — 1.8%
Africa Israel Residences		3,434		197,391



COMMON STOCK — continued

	Shares		Value

ISRAEL — continued
AudioCodes		13,610	$	332,654
Aura Investments		97,780		187,992
Bezeq The Israeli Telecommunication		67,297		114,869
Cogeco Communications		1,201		77,692
Palram Industries 1990		2,913		37,160
Plus500		15,376		311,832
ZIM Integrated Shipping Services		1,222		60,880


				1,320,470


ITALY — 3.2%
Autogrill *		101,143		658,330
Banco BPM		64,878		167,644
BPER Banca		47,605		65,926
Buzzi Unicem		5,204		94,922
Carel Industries		1,110		25,230
De’ Longhi		26,406		501,052
Digital Bros		822		22,248
doValue		59,696		363,666
El.En.		16,071		240,775
Piaggio & C		17,693		46,503
Stevanato Group		9,532		163,092
Zignago Vetro		1,971		24,944


				2,374,332


JAPAN — 24.5%
77 Bank		3,900		52,008
Advance Residence Investment ‡		205		563,588
Aichi Bank		3,100		127,086
Ain Holdings		12,100		695,832
Aisan Industry		4,800		24,809
Alps Alpine		8,500		88,265
Ariake Japan		13,100		520,974
Asics		55,400		1,053,194
Bell System24 Holdings		4,800		55,538
Careerlink		10,700		182,919
Charm Care		29,300		270,440
Cosmo Energy Holdings		4,500		136,180
Cresco		1,700		26,716
Daihen		2,100		66,004
Daiken		2,600		38,017
Daiseki		7,420		220,079
Dear Life		9,000		42,402
DMG Mori		58,000		777,204
Electric Power Development		2,300		38,720
Exedy		13,600		176,695



COMMON STOCK — continued

	Shares		Value

JAPAN — continued
FIDEA Holdings		2,800	$	27,146
Fuji Seal International		31,100		359,560
Goldcrest		4,500		61,068
H.U. Group Holdings		10,600		253,458
Heiwado		1,900		28,515
Hito Communications Holdings .		2,300		28,315
Hokkaido Electric Power		38,800		148,697
Honeys Holdings		5,700		54,743
Horiba		14,200		698,362
Hulic Reit ‡		33		41,224
IDOM		4,000		24,260
Internet Initiative Japan		29,000		1,174,868
Inui Global Logistics		4,900		68,431
ISB		4,700		36,643
Itfor		7,000		43,466
Itoham Yonekyu Holdings		25,000		125,008
Iwatani		14,700		614,793
J Trust		21,200		77,413
Jaccs		2,100		59,927
JINUSHI		5,300		80,400
J-Lease		3,400		54,107
JSB		2,000		48,074
JSP		1,700		18,793
Juroku Financial Group		3,100		58,056
JVCKenwood		138,000		177,538
Kawasaki Kisen Kaisha		1,300		95,646
KFC Holdings Japan		2,100		46,315
Kobe Steel		21,200		98,335
Kokusai Pulp & Paper		24,500		91,372
Komeri		4,500		90,340
Komori		21,500		130,856
Kosaido Holdings		13,300		107,346
Kurita Water Industries		7,700		311,608
KYB		1,700		39,442
Lawson		3,200		113,222
Lintec		22,800		399,938
Mabuchi Motor		21,300		609,094
Macnica Holdings		7,500		152,739
Menicon		17,600		442,807
Mimasu Semiconductor Industry		7,600		121,598
Mirai ‡		501		190,108
Mitsui Chemicals		2,000		42,034
Mitsui-Soko Holdings		6,200		144,273
Mizuho Medy		2,700		61,344
MTG		5,800		57,332



COMMON STOCK — continued

	Shares		Value

JAPAN — continued
Nachi-Fujikoshi		2,400	$	66,707
Nihon Kohden		2,200		49,113
Nippon Sheet Glass		83,400		242,728
Nippon Shokubai		2,000		78,106
Nippon Suisan Kaisha		19,600		88,042
Nippon Systemware		1,100		20,193
Nippon Thompson		27,200		108,830
Nishi-Nippon Financial Holdings		14,100		78,491
Nisshinbo Holdings		45,600		362,402
Oita Bank		1,700		24,961
Okamoto Machine Tool Works		2,000		60,042
Pacific Metals		1,800		33,553
Pressance		4,200		49,438
QB Net Holdings		2,400		24,509
Qol Holdings		11,100		124,583
Remixpoint *		11,500		42,487
Riken		1,000		17,845
Riken Vitamin		1,900		24,619
Rock Field		4,000		45,659
Sakai Chemical Industry		4,500		65,674
Sakata Seed		14,500		525,919
Sanei Architecture Planning		3,900		48,708
SCREEN Holdings		600		43,324
Seikagaku		11,400		73,755
Seiren		23,600		359,670
Seven Bank		310,100		613,990
Shidax		17,300		69,951
Shikoku Bank		4,600		29,245
Shin Nippon Biomedical Laboratories		3,500		54,038
SKY Perfect JSAT Holdings		50,500		211,102
Sparx Group		29,300		66,313
Star Asia Investment ‡		62		27,602
Starts		1,100		23,823
Stella Chemifa		2,700		51,077
Sun Frontier Fudousan		7,800		65,242
Takaoka Toko		4,000		58,023
Takara Leben		46,500		128,854
Takara Leben Real Estate Investment ‡		219		190,218
THK		14,700		311,168
Toagosei		6,800		52,677
Tokyotokeiba		4,000		123,625
Tomen Devices		1,300		52,754
Toyo Seikan Group Holdings		10,100		116,046
Toyo Tire		4,400		59,004



COMMON STOCK — continued

	Shares		Value

JAPAN — continued
Transcosmos		1,700	$	48,125
Uchida Yoko		1,600		60,172
Unitika *		12,300		21,217
Xebio Holdings		31,100		215,067


				18,173,975


LUXEMBOURG — 1.6%
L’Occitane International		349,000		1,190,567


MALAYSIA — 0.3%
Bumi Armada *		1,155,700		99,159
HAP Seng Consolidated		10,800		18,346
Heineken Malaysia		10,000		51,049
TIME dotCom		29,100		30,049


				198,603


MAURITIUS — 0.1%
Capital		74,154		83,560


MEXICO — 0.3%
Alfa, Cl A		262,800		180,832
Bolsa Mexicana de Valores		38,500		72,309


				253,141


NETHERLANDS — 0.7%
ASR Nederland		4,064		169,466
Eurocommercial Properties ‡		4,462		100,801
Heijmans		1,731		20,676
Ordina		26,600		134,487
Van Lanschot Kempen		4,065		92,867


				518,297


NIGERIA — 0.2%
Airtel Africa		85,110		164,397


NORWAY — 2.8%
2020 Bulkers		2,477		29,085
Belships		57,686		110,478
BW Energy *		14,333		40,828
DNO		22,777		32,764
Hexagon Composites *		99,700		334,739
Norway Royal Salmon *		38,633		993,049
Panoro Energy *		62,713		195,281
PhotoCure *		19,900		209,837
Rana Gruber, Cl A		17,311		86,487
Stolt-Nielsen		3,164		67,402


				2,099,950


PHILIPPINES — 0.2%
DMCI Holdings		1,021,800		176,210



COMMON STOCK — continued

	Shares		Value

POLAND — 0.1%
Enea *		21,994	$	44,907


SINGAPORE — 0.5%
Ascott Residence Trust ‡		128,200		108,751
Hour Glass		21,800		35,061
Samudera Shipping Line		143,700		116,758
Sasseur Real Estate Investment Trust ‡		136,000		77,753


				338,323


SOUTH AFRICA — 0.3%
Investec		13,818		73,597
Northam Platinum Holdings *		4,432		46,934
Resilient REIT ‡		7,302		25,286
Royal Bafokeng Platinum		9,385		84,174


				229,991


SOUTH KOREA — 2.1%
AfreecaTV		852		57,369
Daewon Pharmaceutical		3,100		42,450
Daewoo Engineering & Construction *		9,870		39,985
DB HiTek		3,713		129,271
DB Insurance		2,428		113,000
DGB Financial Group		7,581		45,144
Global Standard Technology		1,336		23,576
Hanwha General Insurance		37,962		146,795
Humasis		2,364		34,689
JB Financial Group		18,382		105,673
Korea Gas		6,032		172,920
Korea Real Estate Investment & Trust		135,060		174,502
Korean Reinsurance		3,344		22,700
LabGenomics		6,215		37,619
LF		6,095		82,019
MegaStudyEdu		1,350		91,799
Samchully		909		129,419
SD Biosensor		1,807		56,217
Wonik Materials		1,643		40,353


				1,545,500


SPAIN — 2.0%
Banco de Sabadell		78,154		49,922
Fluidra		18,334		341,896
Gestamp Automocion		18,048		69,267
Laboratorios Farmaceuticos Rovi		4,967		259,456
Melia Hotels International		121,727		765,956



COMMON STOCK — continued

	Shares		Value

SPAIN — continued
Viscofan		391	$	22,718


				1,509,215


SWEDEN — 5.2%
Betsson, Cl B *		32,388		222,853
BioGaia, Cl B		51,503		484,005
Byggmax Group		2,657		12,859
Dometic Group		43,250		292,361
HMS Networks		1,251		59,441
Intrum		4,813		102,473
Inwido		2,774		33,551
Lindab International		1,121		19,558
Loomis, Cl B		38,144		1,072,120
NCC AB, Cl B		11,785		121,994
New Wave Group, Cl B		6,137		93,758
Peab, Cl B		16,573		112,703
Samhallsbyggnadsbolaget i Norden		32,827		60,712
Securitas, Cl B		3,611		36,398
SkiStar		12,234		189,305
SSAB, Cl B		41,718		190,792
Thule Group		2,580		74,660
Trelleborg, Cl B		18,015		441,208
Truecaller, Cl B *		28,049		219,254


				3,840,005


SWITZERLAND — 3.5%
Bellevue Group		1,580		52,835
Bobst Group		2,911		239,952
Bucher Industries		1,157		443,959
Comet Holding		749		138,059
IWG		280,738		657,897
Landis+Gyr Group		8,058		531,557
Mobilezone Holding		2,500		44,594
Schweiter Technologies		380		430,858
Zehnder Group		1,153		74,404


				2,614,115


TAIWAN — 3.5%
Advanced International Multitech		39,000		107,126
Anpec Electronics		13,000		54,766
Asia Vital Components		68,000		269,723
ASPEED Technology		1,000		64,544
Compeq Manufacturing		48,000		78,668
Continental Holdings		263,000		256,814
Depo Auto Parts Industries		56,000		136,198
Faraday Technology		10,000		52,750



COMMON STOCK — continued

	Shares		Value

TAIWAN — continued
Farglory Land Development		28,000	$	58,986
Fusheng Precision *		7,000		43,147
Global Mixed Mode Technology		3,000		14,840
Global Unichip		5,000		85,084
Grape King Bio		6,000		26,564
Hiwin Technologies		21,000		151,804
Kindom Development		74,000		74,354
Kinik		24,000		126,963
Lotes		2,000		46,917
Macronix International		122,000		133,764
Micro-Star International		14,000		55,425
Pegavision		6,000		92,129
PharmaEngine		25,000		82,861
Scientech		31,000		75,473
Sitronix Technology		36,000		202,555
TaiDoc Technology		14,000		91,325
Winbond Electronics		219,000		170,496
Wisdom Marine Lines		26,000		59,692


				2,612,968


THAILAND — 0.6%
AP Thailand NVDR		883,700		235,533
Forth		164,400		202,026
SC Asset NVDR		414,900		38,398


				475,957


TURKEY — 0.8%
Akbank		81,674		39,340
Aksa Enerji Uretim, Cl B		71,311		120,255
Haci Omer Sabanci Holding		257,876		286,292
Migros Ticaret *		21,211		66,457
Sok Marketler Ticaret *		105,862		82,951


				595,295


UNITED KINGDOM — 11.6%
Assura ‡		77,641		65,019
Biffa		284,721		1,261,577
Big Yellow Group ‡		8,268		143,316
CentralNic Group *		30,671		46,095
Centrica		99,136		106,146
Coats Group		575,742		520,324
Computacenter		7,498		237,486
Craneware		15,600		356,893
CVS Group		31,095		652,354
Dunelm Group		3,636		37,777
Future		5,921		132,564
Global Ship Lease, Cl A		2,843		53,221



COMMON STOCK — continued

	Shares		Value

UNITED KINGDOM — continued
Greggs		4,415	$	109,994
Halfords Group		18,225		38,103
Harbour Energy		7,474		33,397
Hochschild Mining		100,428		99,079
Howden Joinery Group		14,471		119,363
IMI		12,482		203,668
Investec		38,463		207,918
Man Group		86,572		287,790
Mitie Group		52,342		49,978
Morgan Advanced Materials		28,785		111,949
Next Fifteen Communications Group		15,457		193,394
OSB Group		107,469		689,844
Pagegroup		4,737		26,347
Pan African Resources		116,713		28,675
Pets at Home Group		9,992		40,061
Renewi		5,525		51,046
Rightmove		8,620		67,339
Royal Mail		41,892		144,663
RS GROUP		5,108		64,439
Safestore Holdings ‡		51,067		710,563
Savills		84,204		1,226,743
Spirent Communications		7,127		24,496
SThree		20,044		91,994
TBC Bank Group		3,165		53,151
Tullow Oil *		174,783		109,622
Vertu Motors		90,151		64,583
Watches of Switzerland Group *		2,971		32,183
Wise, Cl A *		16,470		94,715


				8,587,869


UNITED STATES — 3.0%
BRP		5,274		400,896
Cognyte Software *		41,700		188,067
Danaos		434		31,739
GXO Logistics *		78		3,744
Ormat Technologies		14,550		1,245,508
Samsonite International		156,600		328,485


				2,198,439


Total Common Stock (Cost $75,831,619)				71,183,403


PREFERRED STOCK — 0.7%

	Shares		Value

GERMANY — 0.3%
Einhell Germany (B)		237	$	32,958



PREFERRED STOCK — continued

	Shares		Value

GERMANY — continued
Schaeffler (B)		36,579	$	214,962

				247,920


BRAZIL — 0.4%
Cia Energetica de Minas Gerais (B)		10,150		21,967
Cia Paranaense de Energia (B)		89,600		120,144
Unipar Carbocloro (B)		7,330		118,650

				260,761


Total Preferred Stock (Cost $584,338)				508,681


RIGHTS — 0.0%

	Number of Rights		Value
Hiwin Technologies * (A)		92	$	170


Total Rights (Cost $–)				170


Total Investments in Securities — 96.5% (Cost $76,415,957)			$	71,692,254

Percentages are based on Nest Assets of $74,302,473.

*	Non-income producing security.

‡	Real Estate Investment Trust.

(A)	Expiration date not available.

(B)	There is currently no rate available.

ADR — American Depositary Receipt

Cl — Class

NVDR — Non-Voting Depositary Receipt

SDR — Swedish Depositary Receipt

The following is a summary of the inputs used as of July 31, 2022, in valuing the Fund’s investments carried at market value:


Investments in Securities	Level 1		Level 2		Level 3		Total
Common Stock
Australia	$	—	$	4,342,706	$	—	$	4,342,706
Austria		433,702		780,012		—		1,213,714
Belgium		—		284,153		—		284,153
Brazil		706,327		—		—		706,327
Canada		2,708,496		—		—		2,708,496
China		—		1,528,872		—		1,528,872
Denmark		—		1,127,511		—		1,127,511
Egypt		—		63,410		—		63,410
Finland		—		90,629		—		90,629
France		—		4,181,789		—		4,181,789
Germany		—		1,495,850		—		1,495,850
Greece		—		31,201		—		31,201
Hong Kong		—		901,370		—		901,370
India		937,785		—		—		937,785
Indonesia		80,821		266,832		—		347,653
Ireland		—		75,851		—		75,851
Israel		138,572		1,181,898		—		1,320,470
Italy		163,092		2,211,240		—		2,374,332
Japan		27,602		18,146,373		—		18,173,975
Luxembourg		—		1,190,567		—		1,190,567
Malaysia		18,346		180,257		—		198,603
Mauritius		83,560		—		—		83,560
Mexico		253,141		—		—		253,141
Netherlands		—		518,297		—		518,297
Nigeria		—		164,397		—		164,397
Norway		—		2,099,950		—		2,099,950
Philippines		—		176,210		—		176,210
Poland		—		44,907		—		44,907
Singapore		—		338,323		—		338,323
South Africa		145,817		84,174		—		229,991
South Korea		—		1,545,500		—		1,545,500
Spain		—		1,509,215		—		1,509,215
Sweden		222,853		3,617,152		—		3,840,005
Switzerland		—		2,614,115		—		2,614,115
Taiwan		—		2,612,968		—		2,612,968
Thailand		—		475,957		—		475,957
Turkey		39,340		555,955		—		595,295
United Kingdom		152,467		8,435,402		—		8,587,869
United States		436,379		1,762,060		—		2,198,439

Total Common Stock		6,548,300		64,635,103		—		71,183,403
Preferred Stock
Brazil		260,761		—		—		260,761
Germany		—		247,920		—		247,920

Total Preferred Stock		260,761		247,920		—		508,681
Rights		170		—		—		170

Total Investments in Securities	$	6,809,231	$	64,883,023	$	—	$	71,692,254

Amounts designated as “—” are $0 or have been rounded to $0.

CRI-QH-001-0200



SCHEDULE OF INVESTMENTS

EXCHANGE TRADED FUNDS — 99.9%

	Shares		Value
Catholic Responsible Investments Bond Fund†		2,702,137	$	24,454,342
Catholic Responsible Investments Equity Index Fund†		2,124,633		19,142,941
Catholic Responsible Investments International Equity Fund†		830,466		6,843,041
Catholic Responsible Investments International Small-Cap Fund†		205,791		1,798,611
Catholic Responsible Investments Multi-Style US Equity Fund†		649,843		5,582,150
Catholic Responsible Investments Opportunistic Bond Fund†		1,336,973		12,727,986
Catholic Responsible Investments Short Duration Bond Fund†		1,332,801		12,848,205
Catholic Responsible Investments Small-Cap Fund†		414,985		3,838,607

				87,235,883


Total Exchange Traded Funds (Cost $83,666,699)				87,235,883


Total Investments in Securities — 99.9% (Cost $83,666,699)			$	87,235,883

Percentages are based on Nest Assets of $87,297,688.

†	Investment in Affiliated Security.

The following is a summary of the transactions with affiliates for the period ended July 31, 2022:



SCHEDULE OF INVESTMENTS

EXCHANGE TRADED FUNDS — 100.0%

	Shares		Value
Catholic Responsible Investments Bond Fund†		23,610,920	$	213,678,823
Catholic Responsible Investments Equity Index Fund†		19,246,655		173,412,366
Catholic Responsible Investments International Equity Fund†		13,791,297		113,640,290
Catholic Responsible Investments International Small-Cap Fund†		3,505,681		30,639,649
Catholic Responsible Investments Multi-Style US Equity Fund†		29,610,864		254,357,318
Catholic Responsible Investments Opportunistic Bond Fund†		11,595,759		110,391,627
Catholic Responsible Investments Short Duration Bond Fund†		11,461,061		110,484,626
Catholic Responsible Investments Small-Cap Fund†		6,883,629		63,673,566

				1,070,278,265


Total Exchange Traded Funds (Cost $1,006,129,802)				1,070,278,265


Total Investments in Securities — 100.0% (Cost $1,006,129,802)			$	1,070,278,265

Percentages are based on Nest Assets of $1,070,281,316.

†	Investment in Affiliated Security.

The following is a summary of the transactions with affiliates for the period ended July 31, 2022:



SCHEDULE OF INVESTMENTS

EXCHANGE TRADED FUNDS — 100.0%

	Shares		Value
Catholic Responsible Investments Bond Fund†		8,929,628	$	80,813,137
Catholic Responsible Investments Equity Index Fund†		17,154,880		154,565,469
Catholic Responsible Investments International Equity Fund†		5,174,303		42,636,254
Catholic Responsible Investments International Small-Cap Fund†		1,264,839		11,054,697
Catholic Responsible Investments Opportunistic Bond Fund†		4,382,940		41,725,593
Catholic Responsible Investments Short Duration Bond Fund†		4,359,634		42,026,870
Catholic Responsible Investments Small-Cap Fund†		2,548,959		23,577,873

				396,399,893


Total Exchange Traded Funds (Cost $359,380,771)				396,399,893


Total Investments in Securities — 100.0% (Cost $359,380,771)			$	396,399,893

Percentages are based on Nest Assets of $396,375,334.

†	Investment in Affiliated Security.

The following is a summary of the transactions with affiliates for the period ended July 31, 2022:



SCHEDULE OF INVESTMENTS

EXCHANGE TRADED FUNDS — 100.0%

	Shares		Value
Catholic Responsible Investments Bond Fund†		3,332,149	$	30,155,951
Catholic Responsible Investments Equity Index Fund†		8,893,811		80,133,239
Catholic Responsible Investments International Equity Fund†		3,766,968		31,039,817
Catholic Responsible Investments International Small-Cap Fund†		930,306		8,130,874
Catholic Responsible Investments Multi-Style US Equity Fund†		3,754,962		32,255,124
Catholic Responsible Investments Opportunistic Bond Fund†		1,643,372		15,644,897
Catholic Responsible Investments Short Duration Bond Fund†		1,636,501		15,775,874
Catholic Responsible Investments Small-Cap Fund†		1,903,379		17,606,259

				230,742,035


Total Exchange Traded Funds (Cost $206,842,182)				230,742,035


Total Investments in Securities — 100.0% (Cost $206,842,182)			$	230,742,035

Percentages are based on Nest Assets of $230,814,677.

†	Investment in Affiliated Security.

The following is a summary of the transactions with affiliates for the period ended July 31, 2022:


Catholic Responsible Investments		Ultra Short Bond Fund
		July 31, 2022
		(Unaudited)


Catholic Responsible Investments		Short Duration Bond Fund
		July 31, 2022
		(Unaudited)


Catholic Responsible Investments		Opportunistic Bond Fund
		July 31, 2022
		(Unaudited)


Catholic Responsible Investments		Bond Fund
		July 31, 2022
		(Unaudited)


Catholic Responsible Investments		Equity Index Fund
		July 31, 2022
		(Unaudited)


Catholic Responsible Investments		Multi-Style US Equity Fund
		July 31, 2022
		(Unaudited)


Catholic Responsible Investments		International Equity Fund
		July 31, 2022
		(Unaudited)


Catholic Responsible Investments		Small-Cap Fund
		July 31, 2022
		(Unaudited)


Catholic Responsible Investments		International Small-Cap Fund
		July 31, 2022
		(Unaudited)


Catholic Responsible Investments		Magnus 45/55 Fund
		July 31, 2022
		(Unaudited)


Security Description	Value 12/3/2021	Purchases at Cost/Conversion	Proceeds from Sales	Realized Loss	Change in Unrealized Appreciation/ (Depreciation)	Value 7/31/2022	Income	Capital Gains
Catholic Responsible Investments Bond Fund	$ —	$26,620,358	$(607,318)	$(54,695)	$(1,504,003)	$24,454,342	$344,195	$ —
Catholic Responsible Investments Equity Index Fund	—	15,662,623	(491,376)	(70,628)	4,042,322	19,142,941	145,284	—
Catholic Responsible Investments International Equity Fund	—	6,612,672	(198,759)	(46,839)	475,967	6,843,041	78,969	—
Catholic Responsible Investments International Small-Cap Fund	—	1,709,696	(49,690)	(8,223)	146,828	1,798,611	22,074	—
Catholic Responsible Investments Multi-Style US Equity Fund	—	6,004,753	(154,590)	(30,244)	(237,769)	5,582,150	10,910	—
Catholic Responsible Investments Opportunistic Bond Fund	—	12,976,040	(303,659)	(15,089)	70,694	12,727,986	150,784	—
Catholic Responsible Investments Short Duration Bond Fund	—	13,668,720	(303,659)	(12,060)	(504,796)	12,848,205	113,276	—
Catholic Responsible Investments Small-Cap Fund	—	2,875,266	(99,379)	(17,221)	1,079,941	3,838,607	25,729	—


Totals	$ —	$86,130,128	$(2,208,430)	$(254,999)	$3,569,184	$87,235,883	$891,221	$ —


Catholic Responsible Investments		Magnus 60/40 Alpha Plus Fund
		July 31, 2022
		(Unaudited)


Security Description	Value 12/3/2021	Purchases at Cost/ Conversion	Proceeds from Sales	Realized Loss	Change in Unrealized Appreciation/ (Depreciation)	Value 7/31/2022	Income	Capital Gains
Catholic Responsible Investments Bond Fund	$ —	$225,889,770	$(4,118,580)	$(363,396)	$(7,728,971)	$213,678,823	$3,045,275	$ —
Catholic Responsible Investments Equity Index Fund	—	129,365,464	(3,088,935)	(382,328)	47,518,165	173,412,366	1,335,305	—
Catholic Responsible Investments International Equity Fund	—	99,992,303	(2,471,148)	(517,541)	16,636,676	113,640,290	1,324,166	—
Catholic Responsible Investments International Small-Cap Fund	—	29,802,288	(617,787)	(87,474)	1,542,622	30,639,649	380,569	—
Catholic Responsible Investments Multi-Style US Equity Fund	—	269,880,822	(4,942,296)	(844,998)	(9,736,210)	254,357,318	504,617	—
Catholic Responsible Investments Opportunistic Bond Fund	—	109,824,082	(2,059,290)	(97,644)	2,724,479	110,391,627	1,323,019	—
Catholic Responsible Investments Short Duration Bond Fund	—	116,534,278	(2,059,291)	(80,820)	(3,909,541)	110,484,626	985,800	—
Catholic Responsible Investments Small-Cap Fund	—	47,985,683	(1,235,575)	(177,785)	17,101,243	63,673,566	434,738	—


Totals	$ —	$1,029,274,690	$(20,592,902)	$(2,551,986)	$64,148,463	$1,070,278,265	$9,333,489	$ —


Catholic Responsible Investments		Magnus 60/40 Beta Fund
		July 31, 2022
		(Unaudited)


Security Description	Value 12/3/2021	Purchases at Cost/ Conversion	Proceeds from Sales	Realized Loss	Change in Unrealized Appreciation/ (Depreciation)	Value 7/31/2022	Income	Capital Gains
Catholic Responsible Investments Bond Fund	$ —	$86,942,877	$(2,713,622)	$(212,437)	$(3,203,681)	$80,813,137	$1,028,100	$ —
Catholic Responsible Investments Equity Index Fund	—	128,354,073	(5,291,563)	(370,852)	31,873,811	154,565,469	1,063,440	—
Catholic Responsible Investments International Equity Fund	—	40,914,669	(1,628,173)	(333,589)	3,683,347	42,636,254	477,771	—
Catholic Responsible Investments International Small-Cap Fund	—	11,021,141	(407,043)	(57,592)	498,191	11,054,697	129,146	—
Catholic Responsible Investments Opportunistic Bond Fund	—	42,829,234	(1,356,811)	(57,267)	310,437	41,725,593	451,910	—
Catholic Responsible Investments Short Duration Bond Fund	—	44,732,787	(1,356,811)	(47,914)	(1,301,192)	42,026,870	337,078	—
Catholic Responsible Investments Small-Cap Fund	—	19,315,297	(814,087)	(81,546)	5,158,209	23,577,873	142,657	—


Totals	$ —	$374,110,078	$(13,568,110)	$(1,161,197)	$37,019,122	$396,399,893	$3,630,102	$ —


Catholic Responsible Investments		Magnus 75/25 Fund
		July 31, 2022
		(Unaudited)