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SCHEDULE OF INVESTMENTS

ASSET-BACKED SECURITIES — 29.7%

	Face Amount		Value
Automotive — 23.4%
Ally Auto Receivables Trust, Ser 2022-3, Cl A2
5.290%, 06/16/25	$	77,531	$	77,412
American Credit Acceptance Receivables Trust, Ser 2022-2, Cl A
2.660%, 02/13/26 (A)		1,823		1,821
American Credit Acceptance Receivables Trust, Ser 2022-3, Cl A
4.120%, 02/13/26 (A)		8,798		8,775
American Credit Acceptance Receivables Trust, Ser 2023-1, Cl A
5.450%, 09/14/26 (A)		152,438		151,758
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A
5.890%, 10/13/26 (A)		90,412		90,147
AmeriCredit Automobile Receivables Trust, Ser 2019-2, Cl C
2.740%, 04/18/25		69,814		69,576
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl A3
0.530%, 06/18/25		8,695		8,668
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl A3
0.370%, 08/18/25		45,842		45,535
AmeriCredit Automobile Receivables Trust, Ser 2022-1, Cl A2
2.050%, 01/20/26		106,832		106,378
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A2A
4.200%, 12/18/25		269,195		267,193
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A1
5.154%, 03/18/24		44,841		44,828
ARI Fleet Lease Trust, Ser 2020-A, Cl A3
1.800%, 08/15/28 (A)		187,887		186,161
ARI Fleet Lease Trust, Ser 2021-A, Cl A2
0.370%, 03/15/30 (A)		184,292		182,597
ARI Fleet Lease Trust, Ser 2023-A, Cl A1
5.426%, 04/15/24 (A)		149,671		149,574



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
BMW Vehicle Lease Trust, Ser 2021-2, Cl A4
0.430%, 01/27/25	$	400,000	$	390,629
BMW Vehicle Owner Trust, Ser 2022-A, Cl A2B
5.589%, SOFR30A + 0.520%, 12/26/24 (B)		20,631		20,636
BMW Vehicle Owner Trust, Ser 2023-A, Cl A1
5.593%, 07/25/24		260,000		260,039
CarMax Auto Owner Trust, Ser 2022-2, Cl A2B
5.668%, SOFR30A + 0.600%, 05/15/25 (B)		16,130		16,130
CarMax Auto Owner Trust, Ser 2023-1, Cl A1
4.964%, 02/15/24		9,468		9,464
CarMax Auto Owner Trust, Ser 2023-2, Cl A1
5.508%, 05/15/24		85,133		85,118
Carmax Auto Owner Trust, Ser 2023-3, Cl A1
5.631%, 07/15/24		115,000		115,023
Carvana Auto Receivables Trust, Ser 2021-N2, Cl A1
0.320%, 03/10/28		1,314		1,311
Chesapeake Funding II, Ser 2020-1A, Cl A1
0.870%, 08/15/32 (A)		327,618		325,700
CPS Auto Receivables Trust, Ser 2019-D, Cl D
2.720%, 09/15/25 (A)		42,282		42,174
CPS Auto Receivables Trust, Ser 2020-A, Cl D
2.900%, 12/15/25 (A)		124,316		124,060
CPS Auto Receivables Trust, Ser 2022-C, Cl A
4.180%, 04/15/30 (A)		42,170		41,872
CPS Auto Receivables Trust, Ser 2023-A, Cl A
5.540%, 03/16/26 (A)		152,269		151,679
CPS Auto Receivables Trust, Ser 2023-C, Cl A
6.130%, 09/15/26 (A)		120,000		120,023
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/30 (A)		309,198		301,818
Donlen Fleet Lease Funding 2, Ser 2021-2, Cl A1
5.552%, ICE LIBOR USD 1 Month + 0.330%, 12/11/34 (A)(B)		75,300		75,132



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Drive Auto Receivables Trust, Ser 2020-2, Cl C
2.280%, 08/17/26	$	15,111	$	15,075
Drive Auto Receivables Trust, Ser 2021-1, Cl C
1.020%, 06/15/27		81,316		80,053
Drive Auto Receivables Trust, Ser 2021-3, Cl B
1.110%, 05/15/26		157,576		156,019
DT Auto Owner Trust, Ser 2022-1A, Cl A
1.580%, 04/15/26 (A)		240,799		238,730
DT Auto Owner Trust, Ser 2023-2A, Cl A
5.880%, 04/15/27 (A)		312,172		311,206
DT Auto Owner Trust, Ser 2023-3A, Cl A
6.290%, 08/16/27 (A)		105,000		105,037
Enterprise Fleet Financing, Ser 2020-1, Cl A3
1.860%, 12/22/25 (A)		374,846		369,793
Enterprise Fleet Financing, Ser 2020-2, Cl A2
0.610%, 07/20/26 (A)		151,034		148,880
Enterprise Fleet Financing, Ser 2021-2, Cl A2
0.480%, 05/20/27 (A)		299,837		289,664
Enterprise Fleet Financing, Ser 2023-1, Cl A1
5.330%, 03/20/24 (A)		89,388		89,301
Enterprise Fleet Financing, Ser 2023-2, Cl A1
5.793%, 06/20/24 (A)		183,428		183,456
Exeter Automobile Receivables Trust, Ser 2021-3A, Cl B
0.690%, 01/15/26		20,206		20,110
Exeter Automobile Receivables Trust, Ser 2022-4A, Cl A3
4.330%, 02/17/26		189,681		189,160
Exeter Automobile Receivables Trust, Ser 2022-5A, Cl A2
5.290%, 01/15/25		113,796		113,742
Exeter Automobile Receivables Trust, Ser 2023-1A, Cl A2
5.610%, 06/16/25		58,924		58,867
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A1
5.592%, 05/15/24		24,237		24,241
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A2
5.870%, 11/17/25		110,000		109,912
Exeter Automobile Receivables Trust, Ser 2023-3A, Cl A2
6.110%, 09/15/25		130,000		130,027



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Flagship Credit Auto Trust, Ser 2020-3, Cl B
1.410%, 09/15/26 (A)	$	38,361	$	38,268
Flagship Credit Auto Trust, Ser 2021-2, Cl A
0.370%, 12/15/26 (A)		46,436		46,107
Flagship Credit Auto Trust, Ser 2022-1, Cl A
1.790%, 10/15/26 (A)		158,495		154,703
Flagship Credit Auto Trust, Ser 2023-2, Cl A1
5.420%, 05/15/24 (A)		141,446		141,461
Ford Credit Auto Lease Trust, Ser 2021-B, Cl A3
0.370%, 10/15/24		156,475		155,765
Ford Credit Auto Lease Trust, Ser 2022-A, Cl A2B
5.668%, SOFR30A + 0.600%, 10/15/24 (B)		7,689		7,690
Ford Credit Auto Lease Trust, Ser 2023-A, Cl A1
4.959%, 02/15/24		968		968
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A1
5.028%, 04/15/24		44,124		44,108
Ford Credit Auto Owner Trust, Ser 2023-B, Cl A1
5.517%, 07/15/24		353,424		353,417
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A1
5.624%, 07/15/24 (A)		100,000		100,017
GLS Auto Receivables Issuer Trust, Ser 2021-2A, Cl B
0.770%, 09/15/25 (A)		12,877		12,844
GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A1
5.431%, 05/15/24 (A)		113,235		113,232
GM Financial Automobile Leasing Trust, Ser 2021-2, Cl A4
0.410%, 05/20/25		200,000		198,670
GM Financial Automobile Leasing Trust, Ser 2021-3, Cl A3
0.390%, 10/21/24		292,218		288,887
GM Financial Automobile Leasing Trust, Ser 2022-2, Cl A2
2.930%, 10/21/24		53,645		53,326
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A1
5.452%, 05/20/24		65,180		65,165
GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A1
4.890%, 01/16/24		21,256		21,249



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
GM Financial Consumer Automobile Receivables Trust, Ser 2023-2, Cl A1
5.186%, 04/16/24	$	109,467	$	109,418
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A1
5.560%, 07/16/24		276,000		276,028
Honda Auto Receivables Owner Trust, Ser 2021-1, Cl A3
0.270%, 04/21/25		252,439		247,255
Hyundai Auto Lease Securitization Trust, Ser 2021-B, Cl A3
0.330%, 06/17/24 (A)		50,316		50,165
Hyundai Auto Lease Securitization Trust, Ser 2022-B, Cl A2B
5.688%, SOFR30A + 0.620%, 10/15/24 (A)(B)		38,309		38,309
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A2A
5.200%, 04/15/25 (A)		91,452		91,126
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A1
5.250%, 05/15/24 (A)		149,265		149,219
Hyundai Auto Receivables Trust, Ser 2019-B, Cl B
2.210%, 04/15/25		100,000		99,275
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A1
5.167%, 04/15/24		125,350		125,301
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A1
5.581%, 07/15/24		202,000		202,021
Mercedes-Benz Auto Lease Trust, Ser 2021-B, Cl A3
0.400%, 11/15/24		148,775		146,827
Nissan Auto Lease Trust, Ser 2023-B, Cl A1
5.475%, 07/15/24		267,585		267,565
Nissan Auto Receivables Owner Trust, Ser 2020-A, Cl A3
1.380%, 12/16/24		80,468		80,013
Nissan Auto Receivables Owner Trust, Ser 2023-A, Cl A1
5.424%, 05/15/24		75,230		75,211
Porsche Financial Auto Securitization Trust, Ser 2023-1A, Cl A1
5.365%, 05/22/24 (A)		150,046		149,997



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C
1.010%, 01/15/26	$	65,177	$	65,028
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl C
0.750%, 02/17/26		59,419		59,052
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3
2.980%, 10/15/26		225,261		222,982
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A2
4.050%, 07/15/25		16,128		16,115
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A2
3.980%, 01/15/25		70,982		70,930
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3
4.110%, 08/17/26		225,000		223,085
Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A2
4.370%, 05/15/25		24,492		24,458
Santander Drive Auto Receivables Trust, Ser 2023-1, Cl A2
5.360%, 05/15/26		297,655		296,948
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2
6.080%, 08/17/26		40,000		40,000
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A1
5.566%, 07/22/24 (A)		259,059		259,036
Tesla Auto Lease Trust, Ser 2023-A, Cl A1
5.634%, 07/22/24 (A)		115,000		115,026
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A1
5.225%, 05/15/24		177,221		177,153
Toyota Lease Owner Trust, Ser 2021-B, Cl A3
0.420%, 10/21/24 (A)		153,086		151,712
Toyota Lease Owner Trust, Ser 2023-A, Cl A1
5.388%, 04/22/24 (A)		44,787		44,774



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
United Auto Credit Securitization Trust, Ser 2022-2, Cl A
4.390%, 04/10/25 (A)	$	35,778	$	35,699
United Auto Credit Securitization Trust, Ser 2023-1, Cl A
5.570%, 07/10/25 (A)		87,881		87,693
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A1
5.498%, 06/20/24		142,661		142,647
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl D
2.720%, 11/15/24 (A)		283		283
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B
0.640%, 03/16/26 (A)		20,275		20,247
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A1
5.046%, 01/16/24 (A)		33,982		33,969
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A1
5.266%, 03/15/24 (A)		75,994		75,947
World Omni Auto Receivables Trust, Ser 2022-B, Cl A2B
5.638%, SOFR30A + 0.570%, 10/15/25 (B)		29,928		29,939
World Omni Auto Receivables Trust, Ser 2023-A, Cl A1
4.867%, 02/15/24		50,348		50,331
World Omni Automobile Lease Securitization, Ser 2023-A, Cl A1
5.217%, 05/15/24		66,418		66,403

				12,317,568

Other Asset-Backed Securities — 6.3%
BHG Securitization Trust, Ser 2022-C, Cl A
5.320%, 10/17/35 (A)		63,640		62,967
CCG Receivables Trust, Ser 2023-1, Cl A1
5.395%, 03/14/24 (A)		120,189		120,108
CNH Equipment Trust, Ser 2023-A, Cl A1
5.425%, 05/15/24		129,005		128,934
Dell Equipment Finance Trust, Ser 2021-2, Cl A3
0.530%, 12/22/26 (A)		306,358		300,452
Dell Equipment Finance Trust, Ser 2023-1, Cl A1
5.456%, 03/22/24 (A)		146,425		146,382



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Dell Equipment Finance Trust, Ser 2023-2, Cl A1
5.643%, 06/24/24 (A)	$	96,931	$	96,943
DLLAA, Ser 2023-1A, Cl A1
5.631%, 08/20/24 (A)		120,000		120,023
DLLAD, Ser 2023-1A, Cl A1
5.014%, 02/20/24 (A)		54,044		54,004
DLLMT, Ser 2023-1A, Cl A1
5.533%, 05/20/24 (A)		128,837		128,787
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A1
5.519%, 06/14/24 (A)		121,799		121,760
HPEFS Equipment Trust, Ser 2023-1A, Cl A1
5.450%, 03/20/24 (A)		110,727		110,638
Kubota Credit Owner Trust, Ser 2023-1A, Cl A1
5.292%, 03/15/24 (A)		35,615		35,586
Kubota Credit Owner Trust, Ser 2023-2A, Cl A1
5.622%, 07/15/24 (A)		100,000		100,023
MMAF Equipment Finance, Ser 2020-BA, Cl A3
0.490%, 08/14/25 (A)		329,285		318,876
MMAF Equipment Finance, Ser 2022-B, Cl A1
4.924%, 12/01/23 (A)		18,537		18,532
MMAF Equipment Finance, Ser 2023-A, Cl A1
5.713%, 08/09/24 (A)		540,000		540,098
PFS Financing, Ser 2021-A, Cl A
0.710%, 04/15/26 (A)		350,000		336,876
Verizon Owner Trust, Ser 2020-B, Cl B
0.680%, 02/20/25		375,000		370,717
Volvo Financial Equipment, Ser 2019-2A, Cl A4
2.140%, 09/16/24 (A)		188,691		188,394

				3,300,100


Total Asset-Backed Securities (Cost $15,587,201)				15,617,668


U.S. TREASURY OBLIGATIONS — 26.1%
U.S. Treasury Bills
5.321%, 10/19/23(C)		500,000		494,229
5.308%, 09/07/23(C)		800,000		795,672
5.272%, 08/31/23(C)		525,000		522,700
5.201%, 08/17/23(C)		2,500,000		2,494,175
5.173%, 08/10/23(C)		2,900,000		2,896,182
5.161%, 08/08/23(C)		1,400,000		1,398,575
5.140%, 10/05/23(C)		2,247,600		2,226,261
5.014%, 11/09/23(C)		1,447,200		1,425,984



U.S. TREASURY OBLIGATIONS — continued

	Face Amount		Value
0.000%, 08/29/23(D)	$	525,000	$	522,852
0.000%, 11/28/23(D)		1,000,000		982,514


Total U.S. Treasury Obligations (Cost $13,761,713)				13,759,144


U.S. GOVERNMENT AGENCY OBLIGATIONS — 19.5%
FHLB DN
5.219%, 08/23/23(C)		700,000		697,835
FHLB DN
5.070%, 09/06/23(C)		1,400,000		1,392,881
FHLB DN
5.054%, 10/20/23(C)		1,575,000		1,557,209
FHLB DN
5.054%, 08/11/23(C)		1,400,000		1,398,030
FHLB DN
5.013%, 08/16/23(C)		1,487,000		1,483,862
FHLB DN
4.936%, 10/11/23(C)		1,525,000		1,509,702
FHLB DN
4.919%, 09/29/23(C)		1,136,000		1,126,549
FHLB DN
4.919%, 10/13/23(C)		375,000		371,133
FHLB DN
4.829%, 08/04/23(C)		750,000		749,683


Total U.S. Government Agency Obligations (Cost $10,289,243)				10,286,884


COMMERCIAL PAPER — 14.0%
AT&T Inc
6.035%, 03/19/24(C)		550,000		529,421
Australia & New Zealand Bank Group
5.847%, 04/22/24(C)		750,000		719,366
Banco Santander
5.388%, 09/01/23(C)		200,000		199,045
BNP Paribas
5.354%, 12/05/23(C)		400,000		392,214
BofA Securities
5.375%, 10/13/23(C)		250,000		247,197
BPC Disc
5.515%, 03/06/24(C)		400,000		386,179
Cooperatieve Rabobank UA
5.215%, 09/15/23(C)		375,000		372,477
Credit Agricole
5.329%, 08/01/23(C)		250,000		249,963
HSBC USA Inc
5.734%, 01/05/24(C)		300,000		292,416



COMMERCIAL PAPER — continued

	Face Amount		Value
Macquarie Bank Ltd
5.523%, 01/17/12(C)	$	250,000	$	243,355
5.374%, 11/15/23(C)		250,000		245,906
MUFG BLK Ltd
5.419%, 10/16/23(C)		250,000		247,096
Natixis
5.400%, 10/06/23(C)		300,000		297,007
Nederlandse Waterschapsbank
5.302%, 08/21/23(C)		525,000		523,367
Royal Bank
5.329%, 09/26/23(C)		345,000		342,069
5.265%, 08/14/23(C)		250,000		249,484
Skandinaviska Enskilda Banken
5.462%, 08/01/23(C)		400,000		399,941
Societe Generale
5.432%, 01/18/24(C)		370,000		360,190
5.322%, 09/15/23(C)		250,000		248,310
Standard Chartered Bank
5.405%, 11/15/23(C)		250,000		245,962
Svenska Handelsbanked
5.752%, 01/24/24(C)		250,000		243,103
Westpav Banking
5.795%, 04/18/24(C)		350,000		335,809


Total Commercial Paper (Cost $7,375,041)				7,369,877


CORPORATE OBLIGATIONS — 10.9%

CONSUMER DISCRETIONARY — 0.3%
Starbucks
5.547%, SOFRINDX + 0.420%, 02/14/24(B)		175,000		175,008


CONSUMER STAPLES — 0.3%
Daimler Truck Finance North America
6.274%, U.S. SOFR + 1.000%, 04/05/24(A)(B)		175,000		175,310


ENERGY — 0.7%
Enbridge
5.768%, SOFRINDX + 0.630%, 02/16/24(B)		250,000		250,111
Gray Oak Pipeline
2.000%, 09/15/23(A)		117,000		116,295

				366,406


FINANCIALS — 7.9%
American Express
6.065%, SOFRINDX + 0.720%, 05/03/24(B)		150,000		150,227



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Bank of Montreal MTN
5.912%, SOFRINDX + 0.710%, 03/08/24(B)	$	300,000	$	300,258
Credit Suisse NY
5.499%, SOFRINDX + 0.380%, 08/09/23(B)		300,000		299,756
Deutsche Bank NY
5.611%, U.S. SOFR + 0.500%, 11/08/23(B)		225,000		224,520
0.962%, 11/08/23		250,000		246,478
Five Corners Funding Trust
4.419%, 11/15/23(A)		425,000		422,528
Goldman Sachs Group
1.217%, 12/06/23		275,000		270,441
Morgan Stanley MTN
5.593%, U.S. SOFR + 0.466%, 11/10/23(B)		117,000		116,945
New York Life Global Funding MTN
5.620%, SOFRINDX + 0.430%, 06/06/24(A)(B)		300,000		300,033
Pacific Life Global Funding II
5.990%, SOFRINDX + 0.800%, 12/06/24(A)(B)		300,000		298,696
Toronto-Dominion Bank MTN
5.542%, U.S. SOFR + 0.355%, 03/04/24(B)		175,000		174,763
3.250%, 03/11/24		217,000		213,613
2.350%, 03/08/24		475,000		465,460
Truist Bank
5.506%, U.S. SOFR + 0.200%, 01/17/24(B)		650,000		645,749

				4,129,467


INDUSTRIALS — 1.0%
Caterpillar Financial Services MTN
5.577%, U.S. SOFR + 0.450%, 11/13/23(B)		200,000		200,125
5.455%, U.S. SOFR + 0.170%, 01/10/24(B)		175,000		174,912
Protective Life Global Funding
6.258%, U.S. SOFR + 1.050%, 12/11/24(A)(B)		150,000		150,640

				525,677


UTILITIES — 0.7%
National Rural Utilities Cooperative Finance MTN
5.508%, U.S. SOFR + 0.400%, 08/07/23(B)		225,000		224,994



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

UTILITIES — continued
ONE Gas
3.610%, 02/01/24	$	160,000	$	157,981

				382,975


Total Corporate Obligations (Cost $5,762,595)				5,754,843


REPURCHASE AGREEMENTS — 3.2%
Citi
5.270%, dated 07/31/23, to be repurchased on 08/01/23, repurchase price $500,073, (collateralized by U.S. Treasury Obligations, ranging in par value $100 - $501,500, 0.00% - 4.75%, 04/18/2024 – 07/31/2028; with total market value $510,082)		500,000		500,000

Gold Triparty Mortgage
5.290%, dated 07/31/23, to be repurchased on 08/01/23, repurchase price $600,088, (collateralized by U.S. Treasury Obligations, ranging in par value $553,678 - $584,600, 0.00% - 4.00%, 08/01/2023 – 09/15/2040; with total market value $612,072)		600,000		600,000

Socgen Triparty
5.280%, dated 07/31/23, to be repurchased on 08/01/23, repurchase price $600,088, (collateralized by a U.S. Treasury Obligation, par value $618,700, 0.00%, 10/12/2023; with total market value $612,077).		600,000		600,000


Total Repurchase Agreements (Cost $1,700,000)				1,700,000


CERTIFICATE OF DEPOSIT — 0.5%
Natixis
5.150%, 11/02/23		250,000		249,606


Total Certificate of Deposit (Cost $249,904)				249,606


Total Investments in Securities — 103.9% (Cost $54,725,697)			$	54,738,022

Percentages are based on Net Assets of $52,691,300.

(A)

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, 2023 was $10,354,808 and represented 19.7% of Net Assets.

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

(D)	Zero coupon security.

Cl — Class

DN — Discount Note

FHLB — Federal Home Loan Bank

ICE — Intercontinental Exchange

LIBOR — London Interbank Offered Rate

Ltd. — Limited

MTN — Medium Term Note

Ser — Series

SOFRINDX — Secured Overnight Financing Rate Index

SOFR30A — Secured Overnight Financing Rate 30-day Average

USD — U.S. Dollar U.S.

SOFR — United States Secured Overnight Financing Rate

CRI-QH-001-0400



SCHEDULE OF INVESTMENTS

CORPORATE OBLIGATIONS — 38.7%

	Face Amount		Value

COMMUNICATION SERVICES — 0.9%
Sprint Spectrum
4.738%, 03/20/25(A)	$	1,120,000	$	1,107,496
Take-Two Interactive Software
5.000%, 03/28/26		725,000		719,415
Warnermedia Holdings
3.428%, 03/15/24(A)		2,625,000		2,584,047

				4,410,958


CONSUMER DISCRETIONARY — 1.8%
AutoZone
5.050%, 07/15/26		1,000,000		997,072
DR Horton
2.600%, 10/15/25		2,575,000		2,427,465
Ford Motor Credit
2.300%, 02/10/25		2,500,000		2,344,154
Hyatt Hotels
5.750%, 01/30/27		750,000		752,533
Lennar
4.750%, 05/30/25		1,825,000		1,791,378

				8,312,602


CONSUMER STAPLES — 1.1%
Bunge Finance
1.630%, 08/17/25		2,200,000		2,035,907
CVS Pass-Through Trust
6.036%, 12/10/28		2,265,717		2,279,429
General Mills
5.241%, 11/18/25		800,000		795,583

				5,110,919


ENERGY — 1.9%
Continental Resources
3.800%, 06/01/24		1,695,000		1,662,444
Hydro-Quebec
8.050%, 07/07/24		2,000,000		2,039,763
MidAmerican Energy
3.100%, 05/01/27		2,000,000		1,867,499
Ovintiv
5.650%, 05/15/25		1,125,000		1,122,515
Petroleos Mexicanos
2.830%, 02/15/24		184,500		182,751
Pioneer Natural Resources
5.100%, 03/29/26		130,000		129,533
Plains All American Pipeline
4.650%, 10/15/25		2,250,000		2,196,393
Williams
5.400%, 03/02/26		300,000		300,404

				9,501,302



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — 26.6%
Aflac
1.125%, 03/15/26	$	900,000	$	807,588
AIB Group
7.583%, U.S. SOFR + 3.456%, 10/14/26(A)(B)		750,000		768,359
American Express
5.389%, U.S. SOFR + 0.970%, 07/28/27(B)		550,000		549,660
4.990%, U.S. SOFR + 0.999%, 05/01/26(B)		1,250,000		1,235,262
Asian Development Bank MTN
1.750%, 08/14/26		2,387,000		2,196,999
Athene Global Funding
2.514%, 03/08/24(A)		1,570,000		1,533,436
Bank of America
5.080%, U.S. SOFR + 1.290%, 01/20/27(B)		1,000,000		987,681
2.456%, TSFR3M + 0.870%, 10/22/25(B)		1,464,000		1,406,586
1.530%, U.S. SOFR + 0.650%, 12/06/25(B)		1,000,000		940,145
0.810%, U.S. SOFR + 0.730%, 10/24/24(B)		2,000,000		1,973,740
Bank of Ireland Group
6.253%, H15T1Y + 2.650%, 09/16/26(A)(B)		815,000		811,866
Bank of New York Mellon
4.947%, U.S. SOFR + 1.026%, 04/26/27(B)		470,000		464,456
Bank of Nova Scotia
4.750%, 02/02/26		750,000		739,991
Bank One Michigan
8.250%, 11/01/24		1,925,000		1,981,241
Banque Federative du Credit Mutuel
4.935%, 01/26/26(A)		750,000		735,281
4.524%, 07/13/25(A)		1,225,000		1,196,019
Barclays
5.829%, U.S. SOFR + 2.210%, 05/09/27(B)		550,000		546,797
5.304%, H15T1Y + 2.300%, 08/09/26(B)		1,450,000		1,429,487
BB Blue Financing DAC
4.395%, 09/20/29		2,500,000		2,458,155
Brighthouse Financial Global Funding MTN
1.200%, 12/15/23(A)		1,720,000		1,691,093
1.000%, 04/12/24(A)		594,000		573,200
Capital One Financial
4.985%, U.S. SOFR + 2.160%, 07/24/26(B)		825,000		805,866



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
4.166%, U.S. SOFR + 1.370%, 05/09/25(B)	$	1,185,000	$	1,159,330
CDP Financial MTN
1.000%, 05/26/26(A)		1,000,000		897,220
Central American Bank for Economic Integration
5.000%, 02/09/26(A)		500,000		494,084
Citigroup
6.023%, U.S. SOFR + 0.694%, 01/25/26(B)		2,117,000		2,112,349
5.610%, U.S. SOFR + 1.546%, 09/29/26(B)		1,250,000		1,247,210
2.014%, U.S. SOFR + 0.694%, 01/25/26(B)		1,000,000		943,496
0.776%, U.S. SOFR + 0.686%, 10/30/24(B)		1,000,000		986,441
Citizens Bank
6.064%, U.S. SOFR + 1.450%, 10/24/25(B)		250,000		242,027
5.284%, U.S. SOFR + 1.020%, 01/26/26(B)		540,000		512,821
4.119%, U.S. SOFR + 1.395%, 05/23/25(B)		250,000		241,105
Corebridge Global Funding
5.750%, 07/02/26(A)		635,000		634,255
Council of Europe Development Bank
3.000%, 06/16/25		1,000,000		961,863
Credit Agricole MTN
1.907%, U.S. SOFR + 1.676%, 06/16/26(A)(B)		2,525,000		2,344,586
Credit Suisse NY
4.750%, 08/09/24		625,000		614,146
Daimler Truck Finance North America
5.150%, 01/16/26(A)		710,000		708,839
Danske Bank
6.466%, H15T1Y + 2.100%, 01/09/26(A)(B)		875,000		878,054
Deutsche Bank NY
2.222%, U.S. SOFR + 2.159%, 09/18/24(B)		2,605,000		2,586,990
1.686%, 03/19/26		1,000,000		908,102
European Investment Bank
2.875%, 06/13/25(A)		2,000,000		1,922,951
2.125%, 04/13/26		447,000		418,556
0.625%, 10/21/27		2,000,000		1,715,915
Federation des Caisses Desjardins du Quebec
0.700%, 05/21/24(A)		1,500,000		1,440,286



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Fifth Third Bank
5.852%, U.S. SOFR + 1.230%, 10/27/25(B)	$	1,130,000	$	1,112,245
GATX Financial 2005-1 Pass Through Trust
5.697%, 01/02/25(A)		156,537		155,920
Goldman Sachs Group
5.700%, 11/01/24		750,000		749,021
4.387%, U.S. SOFR + 1.510%, 06/15/27(B)		1,000,000		972,948
0.855%, U.S. SOFR + 0.609%, 02/12/26(B)		579,000		536,716
HSBC Holdings
7.336%, U.S. SOFR + 3.030%, 11/03/26(B)		1,000,000		1,033,978
ING Bank
5.800%, 09/25/23(A)		2,500,000		2,496,263
ING Groep
1.400%, H15T1Y + 1.100%, 07/01/26(A)(B)		1,000,000		915,269
Inter-American Investment
4.125%, 02/15/28		500,000		490,815
International Bank for Reconstruction & Development MTN
0.000%, 03/31/27(C)		2,500,000		2,259,160
0.000%, 03/31/28(C)		1,000,000		978,083
0.250%, 11/24/23		1,341,000		1,319,168
International Development Association
0.875%, 04/28/26(A)		1,000,000		900,014
International Finance MTN
5.350%, U.S. SOFR + 0.090%, 04/03/24(B)		2,000,000		1,999,854
International Finance Facility for Immunisation MTN
1.000%, 04/21/26		1,000,000		902,793
JPMorgan Chase
1.045%, U.S. SOFR + 0.800%, 11/19/26(B)		1,500,000		1,354,510
0.768%, U.S. SOFR + 0.490%, 08/09/25(B)		1,000,000		946,559
0.653%, TSFR3M + 0.600%, 09/16/24(B)		2,500,000		2,487,425
Kansas City Southern
3.850%, 11/15/23		1,975,000		1,961,827
KBC Group
5.796%, H15T1Y + 2.100%, 01/19/29(A)(B)		295,000		294,624



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Lloyds Banking Group
5.985%, H15T1Y + 1.480%, 08/07/27(B)	$	750,000	$	750,000
Macquarie Group
5.108%, U.S. SOFR + 2.208%, 08/09/26(A)(B)		1,450,000		1,434,571
Manufacturers & Traders Trust
5.400%, 11/21/25		1,000,000		980,481
4.650%, 01/27/26		1,650,000		1,589,269
Massachusetts Mutual Life Insurance
7.625%, 11/15/23(A)		1,250,000		1,255,088
Metropolitan Tower Life Insurance
7.625%, 01/15/24(A)		2,000,000		2,006,264
Mitsubishi UFJ Financial Group
5.063%, H15T1Y + 1.550%, 09/12/25(B)		1,000,000		989,338
4.788%, H15T1Y + 1.700%, 07/18/25(B)		1,000,000		988,595
2.527%, 09/13/23		2,200,000		2,191,939
Morgan Stanley MTN
5.449%, U.S. SOFR + 1.630%, 07/20/29(B)		205,000		205,291
5.000%, 11/24/25		3,425,000		3,381,279
0.864%, U.S. SOFR + 0.745%, 10/21/25(B)		1,000,000		938,226
National Australia Bank
4.966%, 01/12/26		700,000		696,552
National Bank of Canada MTN
0.550%, H15T1Y + 0.400%, 11/15/24(B)		2,000,000		1,967,267
National Securities Clearing
5.150%, 05/30/25(A)		750,000		749,196
NatWest Group
5.847%, H15T1Y + 1.350%, 03/02/27(B)		435,000		432,456
NatWest Markets
3.479%, 03/22/25(A)		1,585,000		1,528,532
NongHyup Bank MTN
4.875%, 07/03/28(A)		1,055,000		1,042,746
OPEC Fund for International Development
4.500%, 01/26/26(A)		1,000,000		982,380
PNC Financial Services Group
5.812%, U.S. SOFR + 1.322%, 06/12/26(B)		750,000		750,282
Royal Bank of Canada MTN
5.200%, 07/20/26		750,000		749,177
4.950%, 04/25/25		750,000		741,838



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Santander Holdings USA
5.807%, U.S. SOFR + 2.328%, 09/09/26(B)	$	1,000,000	$	993,091
Societe Generale MTN
6.447%, H15T1Y + 2.300%, 01/12/27(A)(B)		875,000		881,493
Standard Chartered
7.776%, H15T1Y + 3.100%, 11/16/25(A)(B)		1,000,000		1,023,616
6.170%, H15T1Y + 2.050%, 01/09/27(A)(B)		700,000		705,850
State Street
5.104%, U.S. SOFR + 1.130%, 05/18/26(B)		500,000		496,039
Toronto-Dominion Bank
5.710%, U.S. SOFR + 0.450%, 09/28/23(B)		3,587,000		3,587,082
5.532%, 07/17/26		650,000		653,154
Truist Financial MTN
4.260%, U.S. SOFR + 1.456%, 07/28/26(B)		1,025,000		991,884
TTX MTN
3.600%, 01/15/25(A)		2,500,000		2,422,175
UBS Group
2.593%, U.S. SOFR + 1.560%, 09/11/25(A)(B)		3,050,000		2,926,273
1.008%, H15T1Y + 0.830%, 07/30/24(A)(B)		2,500,000		2,500,000
USAA Capital MTN
0.500%, 05/01/24(A)		2,500,000		2,407,522
Wells Fargo MTN
2.406%, TSFR3M + 0.825%, 10/30/25(B)		2,500,000		2,392,178
0.805%, U.S. SOFR + 0.510%, 05/19/25(B)		1,000,000		958,085
WLB Asset II D Pte
6.500%, 12/21/26(A)		1,000,000		949,570

				123,909,505


HEALTH CARE — 0.9%
Adventist Health System
2.433%, 09/01/24		1,415,000		1,359,671
CommonSpirit Health
1.547%, 10/01/25		1,000,000		912,696
GE HealthCare Technologies
5.600%, 11/15/25(A)		950,000		952,657
Quest Diagnostics
3.450%, 06/01/26		910,000		870,936

				4,095,960



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

INDUSTRIALS — 1.4%
AerCap Ireland Capital DAC
4.875%, 01/16/24	$	1,000,000	$	994,011
Burlington Northern and Santa Fe Railway Pass Through Trust, Ser 2006-1
5.720%, 01/15/24		180,734		184,125
CNH Industrial
4.500%, 08/15/23		2,375,000		2,373,424
HEICO
5.250%, 08/01/28		270,000		269,108
Mileage Plus Holdings
6.500%, 06/20/27(A)		1,080,000		1,079,939
Penske Truck Leasing Lp
5.750%, 05/24/26(A)		1,000,000		994,690
Regal Rexnord
6.050%, 02/15/26(A)		715,000		714,663

				6,609,960


INFORMATION TECHNOLOGY — 0.3%
Flex
6.000%, 01/15/28		550,000		558,309
Open Text
6.900%, 12/01/27(A)		570,000		582,503
Oracle
5.800%, 11/10/25		200,000		202,517

				1,343,329


MATERIALS — 1.3%
Berry Global
4.875%, 07/15/26(A)		1,250,000		1,208,763
BHP Billiton Finance USA
4.875%, 02/27/26		500,000		497,828
Celanese US Holdings
6.050%, 03/15/25		1,025,000		1,023,936
Graphic Packaging International
0.821%, 04/15/24(A)		1,025,000		987,996
LG Chemical
4.375%, 07/14/25(A)		570,000		554,328
Nutrien
5.950%, 11/07/25		370,000		373,956
Steel Dynamics
5.000%, 12/15/26		1,550,000		1,523,707

				6,170,514


UTILITIES — 2.5%
Avangrid
3.200%, 04/15/25		2,500,000		2,385,923
3.150%, 12/01/24		1,000,000		962,852
Edison International
4.700%, 08/15/25		1,450,000		1,420,158



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

UTILITIES — continued
Electricite de France
3.625%, 10/13/25(A)	$	500,000	$	484,051
Eversource Energy
4.750%, 05/15/26		755,000		743,868
NextEra Energy Capital Holdings
6.051%, 03/01/25		515,000		518,694
Oncor Electric Delivery
0.550%, 10/01/25		301,000		272,920
Pacific Gas and Electric
5.450%, 06/15/27		725,000		709,434
Pennsylvania Electric
5.150%, 03/30/26(A)		500,000		493,376
Sempra
5.400%, 08/01/26		1,330,000		1,329,209
Southern California Edison
4.900%, 06/01/26		580,000		573,720
Southern Power
4.150%, 12/01/25		1,000,000		976,831
0.900%, 01/15/26		1,000,000		899,828

				11,770,864


Total Corporate Obligations (Cost $185,484,016)				181,235,913


U.S. TREASURY OBLIGATIONS — 28.4%
U.S. Treasury Notes
4.500%, 07/15/26		940,000		939,559
4.250%, 10/15/25		7,000,000		6,918,242
4.000%, 12/15/25		5,000,000		4,917,578
4.000%, 02/15/26		19,800,000		19,484,438
4.000%, 06/30/28		1,402,000		1,389,842
3.000%, 10/31/25		2,450,000		2,357,072
2.875%, 06/15/25		28,000,000		26,953,281
2.750%, 02/28/25		7,640,000		7,369,019
2.625%, 03/31/25		3,640,000		3,497,955
2.500%, 05/31/24		705,000		688,311
2.250%, 12/31/24		2,580,000		2,476,397
1.875%, 06/30/26		33,900,000		31,493,895
1.875%, 07/31/26		3,150,000		2,919,410
1.750%, 12/31/24		14,145,000		13,479,190
0.250%, 06/30/25		9,150,000		8,376,182


Total U.S. Treasury Obligations (Cost $137,663,647)				133,260,371



ASSET-BACKED SECURITIES — 21.9%

	Face Amount		Value

Automotive — 13.4%
American Credit Acceptance Receivables Trust, Ser 2022-3, Cl A
4.120%, 02/13/26 (A)	$	57,677	$	57,522
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A
5.890%, 10/13/26 (A)		447,755		446,420
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C
1.480%, 02/18/26		1,350,000		1,306,453
Americredit Automobile Receivables Trust, Ser 2022-1, Cl A3
2.450%, 11/18/26		950,000		921,731
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3
5.620%, 11/18/27		1,000,000		993,568
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/31 (A)		587,507		578,808
Bank of America Auto Trust, Ser 2023-1A, Cl A3
5.530%, 02/15/28 (A)		785,000		786,697
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3
5.160%, 11/25/25		265,000		263,438
BMW Vehicle Lease Trust, Ser 2023-1, Cl A4
5.070%, 06/25/26		480,000		476,129
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3
5.470%, 02/25/28		460,000		461,677
CarMax Auto Owner Trust, Ser 2023-1, Cl A2A
5.230%, 01/15/26		540,000		538,114
CarMax Auto Owner Trust, Ser 2023-1, Cl A3
4.750%, 10/15/27		500,000		494,252
Carmax Auto Owner Trust, Ser 2023-3, Cl A3
5.280%, 05/15/28		735,000		734,744
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/28		179,874		164,588
Carvana Auto Receivables Trust, Ser 2022-P3, Cl A2
4.420%, 12/10/25		469,497		466,835
Chesapeake Funding II, Ser 2023-1A, Cl A1
5.650%, 05/15/35 (A)		1,037,469		1,029,165



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
CPS Auto Receivables Trust, Ser 2022-C, Cl A
4.180%, 04/15/30 (A)	$	290,976	$	288,911
Drive Auto Receivables Trust, Ser 2021-2, Cl C
0.870%, 10/15/27		1,215,770		1,188,006
DT Auto Owner Trust, Ser 2023-3A, Cl A
6.290%, 08/16/27 (A)		925,000		925,314
Enterprise Fleet Financing, Ser 2022-3, Cl A2
4.380%, 07/20/29 (A)		268,233		262,862
Enterprise Fleet Financing, Ser 2023-1, Cl A2
5.510%, 01/22/29 (A)		545,000		541,609
Enterprise Fleet Financing, Ser 2023-2, Cl A2
5.560%, 04/22/30 (A)		1,980,000		1,971,874
Exeter Automobile Receivables Trust, Ser 2023-3A, Cl A3
6.040%, 07/15/26		565,000		564,486
Flagship Credit Auto Trust, Ser 2022-2, Cl A2
3.280%, 08/15/25 (A)		646,784		643,981
Flagship Credit Auto Trust, Ser 2022-3, Cl A2
4.060%, 10/15/25 (A)		430,576		428,275
Flagship Credit Auto Trust, Ser 2023-2, Cl A2
5.760%, 04/15/27 (A)		700,000		696,815
Flagship Credit Auto Trust, Ser 2023-2, Cl A3
5.220%, 12/15/27 (A)		599,000		592,563
Ford Credit Auto Lease Trust, Ser 2021-B, Cl B
0.660%, 01/15/25		1,250,000		1,225,480
Ford Credit Auto Lease Trust, Ser 2023-A, Cl A3
4.940%, 03/15/26		1,495,000		1,482,727
Ford Credit Floorplan Master Owner Trust, Ser 2023-1, Cl A1
4.920%, 05/15/28 (A)		730,000		720,908
Foursight Capital Automobile Receivables Trust, Ser 2022-2, Cl A2
4.490%, 03/16/26 (A)		1,027,461		1,021,189
Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A2
5.430%, 10/15/26 (A)		502,351		499,462
Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A3
5.390%, 12/15/27 (A)		900,000		885,484



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2
5.990%, 05/15/28 (A)	$	560,000	$	560,084
GM Financial Automobile Leasing Trust, Ser 2023-1, Cl A4
5.160%, 01/20/27		1,000,000		992,198
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A3
5.050%, 07/20/26		565,000		560,880
GM Financial Consumer Automobile Receivables Trust, Ser 2023-2, Cl A2A
5.100%, 05/18/26		695,000		691,563
GM Financial Consumer Automobile Receivables Trust, Ser 2023-2, Cl A3
4.470%, 02/16/28		475,000		466,573
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A3
5.450%, 06/16/28		1,850,000		1,853,534
Hertz Vehicle Financing, Ser 2021-1A, Cl A
1.210%, 12/26/25 (A)		2,575,000		2,422,218
Honda Auto Receivables Owner Trust, Ser 2023-2, Cl A3
4.930%, 11/15/27		1,250,000		1,241,069
Hyundai Auto Lease Securitization Trust, Ser 2022-B, Cl A3
3.350%, 06/16/25 (A)		1,435,000		1,412,578
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A3
5.050%, 01/15/26 (A)		990,000		982,146
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A4
4.940%, 11/16/26 (A)		900,000		890,638
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4
5.170%, 04/15/27 (A)		875,000		862,403
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A2A
5.190%, 12/15/25		810,000		806,858
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A3
4.580%, 04/15/27		355,000		350,026
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3
5.480%, 04/17/28		1,850,000		1,852,940



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A3
4.740%, 01/15/27	$	2,750,000	$	2,717,247
Nissan Auto Lease Trust, Ser 2023-A, Cl A4
4.800%, 07/15/27		895,000		884,686
Porsche Financial Auto Securitization Trust, Ser 2023-1A, Cl A2
5.420%, 12/22/26 (A)		815,000		811,777
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A2
4.050%, 07/15/25		116,928		116,833
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A2
3.980%, 01/15/25		74,561		74,506
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A3
5.610%, 10/15/27		375,000		374,136
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A3
5.470%, 10/20/28 (A)		1,070,000		1,066,241
Tesla Auto Lease Trust 2023-A, Ser 2023-A, Cl A2
5.860%, 08/20/25 (A)		1,000,000		999,338
Tesla Auto Lease Trust 2023-A, Ser 2023-A, Cl A3
5.890%, 06/22/26 (A)		2,385,000		2,381,671
Tesla Auto Lease Trust, Ser 2021-A, Cl B
1.020%, 03/20/25 (A)		1,000,000		983,870
Tesla Auto Lease Trust, Ser 2021-B, Cl A3
0.600%, 09/22/25 (A)		1,540,000		1,490,795
Tesla Auto Lease Trust, Ser 2021-B, Cl D
1.320%, 09/22/25 (A)		1,000,000		946,732
Toyota Auto Receivables Owner Trust, Ser 2022-B, Cl A3
2.930%, 09/15/26		935,000		906,422
Toyota Lease Owner Trust, Ser 2023-A, Cl A3
4.930%, 04/20/26 (A)		555,000		549,797
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A
6.480%, 08/17/26 (A)		400,463		399,219
United Auto Credit Securitization Trust, Ser 2022-2, Cl A
4.390%, 04/10/25 (A)		366,774		365,969



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
United Auto Credit Securitization Trust, Ser 2023-1, Cl A
5.570%, 07/10/25 (A)	$	414,940	$	414,045
Westlake Automobile Receivables Trust, Ser 2021-3A, Cl A3
0.950%, 06/16/25 (A)		1,183,345		1,172,547
Westlake Automobile Receivables Trust, Ser 2022-3A, Cl A2
5.240%, 07/15/25 (A)		1,007,948		1,005,748
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A
5.510%, 06/15/26 (A)		940,000		936,661
Wheels Fleet Lease Funding 1, Ser 2023-1A, Cl A
5.800%, 04/18/38 (A)		1,550,000		1,542,438
World Omni Auto Receivables Trust, Ser 2020-C, Cl A3
0.480%, 11/17/25		512,347		502,116
World Omni Select Auto Trust, Ser 2020-A, Cl B
0.840%, 06/15/26		2,019,808		1,985,525
World Omni Select Auto Trust, Ser 2023-A, Cl A3
5.650%, 07/17/28		700,000		700,636

				62,934,750


Other Asset-Backed Securities — 8.5%
Affirm Asset Securitization Trust, Ser 2023-A, Cl 1A
6.610%, 01/18/28 (A)		755,000		748,922
Amur Equipment Finance Receivables XI, Ser 2022-2A, Cl A2
5.300%, 06/21/28 (A)		402,324		398,633
Apidos CLO XXII, Ser 2020-22A, Cl A1R
6.648%, TSFR3M + 1.060%, 04/20/31 (A)(B)		922,214		917,902
Bain Capital Credit CLO, Ser 2018-1A, Cl A1
6.567%, ICE LIBOR USD 3 Month + 0.960%, 04/23/31 (A)(B)		1,664,008		1,650,643
BHG Securitization Trust, Ser 2022-C, Cl A
5.320%, 10/17/35 (A)		235,467		232,972
CCG Receivables Trust, Ser 2023-1, Cl A2
5.820%, 09/16/30 (A)		1,000,000		1,000,555
CIFC Funding, Ser 2017-5A, Cl A1
6.750%, TSFR3M + 1.180%, 11/16/30 (A)(B)		1,187,113		1,183,932



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
CNH Equipment Trust, Ser 2022-B, Cl A2
3.940%, 12/15/25	$	287,597	$	285,415
CNH Equipment Trust, Ser 2023-A, Cl A3
4.810%, 08/15/28		1,000,000		989,571
Dell Equipment Finance Trust, Ser 2022-2, Cl A2
4.030%, 07/22/27 (A)		613,103		606,220
Dell Equipment Finance Trust, Ser 2023-2, Cl A2
5.840%, 01/22/29 (A)		255,000		254,684
Dell Equipment Finance Trust, Ser 2023-2, Cl A3
5.650%, 01/22/29 (A)		400,000		398,911
DLLAA, Ser 2023-1A, Cl A3
5.640%, 02/22/28 (A)		475,000		476,383
DLLAD, Ser 2023-1A, Cl A2
5.190%, 04/20/26 (A)		605,000		600,928
DLLAD, Ser 2023-1A, Cl A3
4.790%, 01/20/28 (A)		685,000		674,710
DLLMT, Ser 2023-1A, Cl A3
5.340%, 03/22/27 (A)		1,500,000		1,484,950
DLLST, Ser 2022-1A, Cl A2
2.790%, 01/22/24 (A)		106,930		106,697
Evergreen Credit Card Trust Series, Ser 2022-CRT1, Cl B
5.610%, 07/15/26 (A)		2,000,000		1,976,413
FCI Funding, Ser 2021-1A, Cl A
1.130%, 04/15/33 (A)		207,694		199,723
Flatiron CLO 17, Ser 2021-1A, Cl AR
6.301%, TSFR3M + 0.980%, 05/15/30 (A)(B)		1,142,932		1,134,506
Golub Capital Partners CLO, Ser 2017-24A, Cl AR
6.926%, TSFR3M + 1.600%, 11/05/29 (A)(B)		2,262,505		2,251,896
GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B
5.500%, 07/20/49 (A)		500,000		424,051
GreatAmerica Leasing Receivables Funding Series, Ser 2022-1, Cl A2
4.920%, 05/15/25 (A)		604,692		600,116
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2
5.350%, 02/16/26 (A)		615,000		609,720
John Deere Owner Trust, Ser 2023-A, Cl A3
5.010%, 11/15/27		850,000		842,603
Kubota Credit Owner Trust, Ser 2023-1A, Cl A2
5.400%, 02/17/26 (A)		500,000		497,792



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Kubota Credit Owner Trust,
Ser 2023-2A, Cl A2
5.610%, 07/15/26 (A)	$	1,850,000	$	1,847,468
Mariner Finance Issuance Trust, Ser 2020-AA, Cl A
2.190%, 08/21/34 (A)		3,250,000		3,133,088
Marlette Funding Trust, Ser 2022-2A, Cl A
4.250%, 08/15/32 (A)		110,848		110,074
Marlette Funding Trust, Ser 2022-3A, Cl A
5.180%, 11/15/32 (A)		262,731		261,205
MMAF Equipment Finance, Ser 2021-A, Cl A5
1.190%, 11/13/43 (A)		620,000		556,160
MMAF Equipment Finance, Ser 2023-A, Cl A2
5.790%, 11/13/26 (A)		1,090,000		1,089,640
Mosaic Solar Loan Trust, Ser 2020-1A, Cl B
3.100%, 04/20/46 (A)		164,083		135,815
Octagon Investment Partners 35, Ser 2018-1A, Cl A1A
6.648%, TSFR3M + 1.060%, 01/20/31 (A)(B)		1,461,830		1,457,345
Octagon Investment Partners 36, Ser 2018-1A, Cl A1
6.540%, TSFR3M + 0.970%, 04/15/31 (A)(B)		537,338		534,324
Octane Receivables Trust, Ser 2021-1A, Cl A
0.930%, 03/22/27 (A)		432,832		421,221
OnDeck Asset Securitization Trust III, Ser 2021-1A, Cl A
1.590%, 05/17/27 (A)		1,910,000		1,820,701
RR 24, Ser 2022-24A, Cl A1
7.708%, TSFR3M + 2.400%, 01/15/32 (A)(B)		1,623,188		1,629,368
SCF Equipment Leasing, Ser 2019-2A, Cl B
2.760%, 08/20/26 (A)		870,000		841,545
SCF Equipment Leasing, Ser 2020-1A, Cl A3
1.190%, 10/20/27 (A)		294,264		291,224
SCF Equipment Leasing, Ser 2022-2A, Cl A2
6.240%, 07/20/28 (A)		419,989		419,601
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A
5.810%, 05/15/31 (A)		231,635		231,192
Sunnova Helios XI Issuer, Ser 2023-A, Cl A
5.300%, 05/20/50 (A)		985,151		952,619



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
TCI-Flatiron CLO, Ser 2021-1A, Cl AR
6.290%, TSFR3M + 0.960%, 11/18/30 (A)(B)	$	671,551	$	666,858
Verizon Master Trust, Ser 2023- 2, Cl A
4.890%, 04/13/28		1,575,000		1,560,599
Vivint Solar Financing V, Ser 2018-1A, Cl A
4.730%, 04/30/48 (A)		448,416		397,415
Vivint Solar Financing V, Ser 2018-1A, Cl B
7.370%, 04/30/48 (A)		288,895		261,097
Vivint Solar Financing VII, Ser 2020-1A, Cl B
3.220%, 07/31/51 (A)		915,428		682,720

				39,850,127


Total Asset-Backed Securities (Cost $103,683,370)				102,784,877


MORTGAGE-BACKED SECURITIES — 6.2%
Agency Mortgage-Backed Obligation — 1.5%
FHLMC
5.000%, 07/01/35		117,460		118,068
FNMA
5.000%, 03/01/34		93,252		93,624
3.500%, 11/01/34		1,370,370		1,334,058
3.000%, 02/01/35		1,830,610		1,740,428
3.000%, 03/01/33		928,553		882,714
FNMA, Ser 2009-62, Cl WA
5.579%, 08/25/39 (B)		26,848		26,675
FNMA, Ser 2013-9, Cl AE
1.750%, 03/25/39		19,043		18,920
FNMA, Ser 2019-18, Cl A
3.500%, 05/25/49		572,050		536,630
FNMA, Ser 2022-29, Cl MG
4.500%, 11/25/42		1,686,855		1,618,093
GNMA, Ser 2011-57, Cl BA
3.000%, 05/20/40		23,449		22,703
GNMA, Ser 2016-131, Cl A
2.200%, 04/16/57		71,752		70,741
GNMA, Ser 2017-99, Cl WA
4.846%, 12/20/32 (B)		211,201		207,648
GNMA, Ser 2022-177, Cl LA
3.500%, 01/20/52		264,229		254,113

				6,924,415

Non-Agency Mortgage-Backed Obligation — 4.7%
BANK, Ser 2018-BN10, Cl ASB 3.641%, 02/15/61		375,681		358,634
BX Commercial Mortgage Trust, Ser 2022-AHP, Cl A
6.212%, TSFR1M + 0.990%, 01/17/39 (A)(B)		492,000		481,523



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
BX Commercial Mortgage Trust, Ser 2022-AHP, Cl AS
6.712%, TSFR1M + 1.490%, 01/17/39 (A)(B)	$	2,500,000	$	2,451,126
BX Trust, Ser 2022-CLS, Cl B
6.300%, 10/13/27 (A)		2,200,000		2,081,808
CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1
5.953%, TSFR1M + 0.540%, 02/25/35 (B)		9,534		8,497
COMM Mortgage Trust, Ser 2014-UBS5, Cl ASB
3.548%, 09/10/47		280,995		278,363
COMM Mortgage Trust, Ser 2015-LC19, Cl A4
3.183%, 02/10/48		1,275,000		1,218,343
CSAIL Commercial Mortgage Trust, Ser 2015-C1, Cl ASB
3.351%, 04/15/50		619,734		607,121
CSAIL Commercial Mortgage Trust, Ser 2018-CX11, Cl A3
4.095%, 04/15/51		980,934		967,946
DBUBS Mortgage Trust, Ser 2017-BRBK, Cl E
3.530%, 10/10/34 (A)(B)		521,000		399,950
Extended Stay America Trust, Ser 2021-ESH, Cl B
6.717%, TSFR1M + 1.494%, 07/15/38 (A)(B)		1,056,906		1,035,715
GS Mortgage Securities II, Ser 2018-GS10, Cl WLSC
4.904%, 03/10/33 (A)(B)		400,000		340,941
GS Mortgage Securities Trust, Ser 2022-SHIP, Cl A
5.953%, TSFR1M + 0.731%, 08/15/36 (A)(B)		115,000		114,457
GSR Mortgage Loan Trust, Ser 2004-9, Cl 3A1
4.936%, 08/25/34 (B)		16,001		15,172
Hudson Yards Mortgage Trust, Ser 2016-10HY, Cl A
2.835%, 08/10/38 (A)		1,000,000		900,670
JP Morgan Mortgage Trust, Ser 2006-A2, Cl 4A1
5.596%, 08/25/34 (B)		13,765		13,853
Life Mortgage Trust, Ser 2021- BMR, Cl A
6.037%, TSFR1M + 0.814%, 03/15/38 (A)(B)		1,867,643		1,830,183
Manhattan West 2020-1MW Mortgage Trust, Ser 1MW, Cl C
2.335%, 09/10/39 (A)(B)		214,000		178,039



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A
6.137%, TSFR1M + 0.915%, 04/15/38 (A)(B)	$	4,650,000	$	4,583,026
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015- C20, Cl ASB
3.069%, 02/15/48		487,934		478,332
OBX Trust, Ser 2023-NQM2, Cl A1
6.319%, 01/25/62 (A)		847,990		845,985
One Market Plaza Trust, Ser 2017-1MKT, Cl B
3.845%, 02/10/32 (A)		2,000,000		1,762,500
One Market Plaza Trust, Ser 2017-1MKT, Cl C
4.016%, 02/10/32 (A)		965,000		814,219
Sequoia Mortgage Trust, Ser 2013-2, Cl A
1.874%, 02/25/43 (B)		86,635		70,866
STWD Mortgage Trust, Ser 2021-LIH, Cl D
7.574%, TSFR1M + 2.352%, 11/15/36 (A)(B)		450,000		427,453

				22,264,722


Total Mortgage-Backed Securities (Cost $30,034,715)				29,189,137


MUNICIPAL BONDS — 3.0%
California — 0.4%
California Community Choice Financing Authority, RB
5.950%, 08/01/29		825,000		836,595
City of Union City California, RB
5.920%, 07/01/24		910,000		910,291

				1,746,886

Florida — 0.4%
Florida Development Finance, RB
7.500%, 07/01/57 (A)(B)		1,000,000		984,110
7.250%, 07/01/57 (A)(B)		1,000,000		1,020,472

				2,004,582

Hawaii — 0.2%
State of Hawaii Department of Business Economic Development & Tourism, Ser A-2, RB
3.242%, 01/01/31		990,831		943,069


Illinois — 0.3%
Chicago Housing Authority, Ser B, RB
3.822%, 01/01/26		250,000		239,608



MUNICIPAL BONDS — continued

	Face Amount		Value
Village of Deerfield Illinois, Ser B, GO
4.000%, 12/01/28	$	1,250,000	$	1,212,690

				1,452,298

Indiana — 0.0%
City of Fort Wayne Indiana, RB
10.750%, 12/01/29		117,179		12


Louisiana — 0.2%
Louisiana Local Government Environmental Facilities & Community Development Authority, RB
3.615%, 02/01/29		1,028,094		989,123


Montana — 0.1%
County of Gallatin Montana, RB
11.500%, 09/01/27 (A)		250,000		260,674


New Hampshire — 0.2%
New Hampshire Business Finance Authority, RB
5.500%, 07/01/33 (A)(B)		850,000		850,000


New Jersey — 0.4%
New Jersey Economic Development Authority, RB
4.984%, 03/01/27		1,000,000		991,346
4.927%, 03/01/26		1,000,000		988,058

				1,979,404

New York — 0.4%
New York State Energy Research & Development Authority, Ser A, RB
4.480%, 04/01/25		500,000		488,749
4.336%, 04/01/24		1,000,000		988,392
Utility Debt Securitization Authority, Ser T, RB
3.435%, 12/15/25		353,000		350,532

				1,827,673

Oregon — 0.3%
Warm Springs Reservation Confederated Tribe, Ser G, RB
2.370%, 11/01/27 (A)		1,000,000		886,266
2.165%, 11/01/26 (A)		500,000		450,454

				1,336,720

Pennsylvania — 0.0%
Redevelopment Authority of the City of Philadelphia, RB
4.867%, 09/01/25		150,000		147,951


South Dakota — 0.1%
South Dakota Housing Development Authority, Ser E, RB
5.460%, 05/01/53		250,000		247,975


Total Municipal Bonds (Cost $13,985,914)				13,786,367



U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.6%

	Face Amount		Value
Export-Import Bank of the United States
2.628%, 11/12/26	$	1,878,877	$	1,797,608
Export-Import Bank of the United States
1.900%, 07/12/24		436,081		425,567
United States International Development Finance
1.790%, 10/15/29		374,735		335,153


Total U.S. Government Agency Obligations (Cost $2,708,767)				2,558,328


REPURCHASE AGREEMENT — 0.6%
Socgen Triparty
5.280%, dated 07/31/23, to be repurchased on 08/01/23, repurchase price $3,000,440, (collateralized by a U.S. Treasury Obligation, par value $3,093,200, 0.00%, 10/12/2023; with total market value $3,060,090).		3,000,000		3,000,000


Total Repurchase Agreement (Cost $3,000,000)				3,000,000


BANK LOAN OBLIGATION — 0.5%

ECOLOGICAL SERVICES & EQUIPMENT — 0.5%
Terraform Power Operating Specified Refinancing Term Loan
7.842%, CME Term SOFR + 2.500%, 05/21/29(B)		2,493,719		2,468,781


Total Bank Loan Obligation (Cost $2,487,660)				2,468,781


SOVEREIGN DEBT — 0.3%

FRANCE — 0.3%
Caisse d’Amortissement de la Dette Sociale
3.000%, 05/17/25(A)		428,000		411,662
0.375%, 05/27/24(A)		1,000,000		957,410


Total Sovereign Debt (Cost $1,399,616)				1,369,072


Total Investments in Securities — 100.2% (Cost $480,447,705)			$	469,652,846

Percentages are based on Net Assets of $468,646,250.

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



Type of Contract	Number of Contracts		Expiration Date		Notional Amount		Value		Unrealized Appreciation/ (Depreciation)
Long Contract
U.S. 2-Year Treasury Note		332		Sep-2023	$	68,429,836	$	67,406,375	$	(1,023,461)


Short Contract
U.S. 5-Year Treasury Note		(8)		Sep-2023		(872,365)		(854,563)		17,802


					$	67,557,471	$	66,551,812	$	(1,005,659)

(A)

(B)

(C)	Zero coupon security.

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

H15T1Y — US Treasury Yield Curve Rate T Note Constant Maturity 1 Year

ICE — Intercontinental Exchange

LIBOR — London Interbank Offered Rate

LP — Limited Partnership

MTN — Medium Term Note

RB — Revenue Bond

Ser — Series

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M — Term Secured Overnight Financing Rate 3 Month

USD — U.S. Dollar

U.S. SOFR — United States Secured Overnight Financing Rate

CRI-QH-001-0400



SCHEDULE OF INVESTMENTS

MORTGAGE-BACKED SECURITIES — 35.4%

	Face Amount		Value
Agency Mortgage-Backed Obligation — 30.2%
FHLMC
7.000%, 11/01/32	$	206,205	$	212,295
7.000%, 10/01/32		5,962		6,144
7.000%, 09/01/32		11,006		11,312
7.000%, 07/01/32		2,653		2,750
7.000%, 06/01/32		43,694		45,129
6.500%, 01/01/38		811		842
6.500%, 11/01/37		1,183		1,200
6.500%, 09/01/37		23,774		24,356
6.500%, 08/01/37		2,079		2,125
6.500%, 12/01/32		69,205		71,980
6.500%, 12/01/31		1,890		1,947
6.000%, 05/01/39		36,165		37,464
6.000%, 04/01/39		15,493		15,686
6.000%, 02/01/39		14,751		15,289
6.000%, 09/01/38		8,340		8,613
6.000%, 06/01/38		3,116		3,094
6.000%, 11/01/36		25,538		26,174
6.000%, 12/01/33		9,924		10,244
6.000%, 01/01/24		1,900		1,892
5.880%, RFUCCT1Y + 1.630%, 07/01/44 (A)		17,269		17,149
5.856%, RFUCCT1Y + 1.623%, 12/01/45 (A)		124,399		126,102
5.500%, 11/01/52		19,313,002		19,226,233
5.500%, 06/01/37		510		509
5.500%, 01/01/35		75,468		77,146
5.429%, RFUCCT1Y + 1.633%, 05/01/46 (A)		20,433		20,534
5.005%, RFUCCT1Y + 1.630%, 05/01/44 (A)		5,470		5,323
5.000%, 11/01/52		1,685,979		1,650,071
5.000%, 04/01/34		5,254		5,209
4.841%, RFUCCT1Y + 1.650%, 04/01/43 (A)		35,373		34,176
4.729%, RFUCCT1Y + 1.609%, 10/01/44 (A)		46,568		46,751
4.595%, RFUCCT1Y + 1.814%, 10/01/41 (A)		7,261		7,201
4.560%, RFUCCT1Y + 1.788%, 08/01/42 (A)		2,890		2,882
4.503%, RFUCCT1Y + 1.877%, 01/01/42 (A)		31,768		31,750



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
4.500%, 06/01/53	$	3,955,526	$	3,786,703
4.500%, 10/01/52		4,788,645		4,584,515
4.500%, 09/01/52		8,044,635		7,704,506
4.500%, 09/01/48		675,824		660,314
4.500%, 03/01/47		467,059		456,925
4.500%, 03/01/46		84,181		82,356
4.500%, 11/01/45		172,514		168,854
4.500%, 02/01/45		577,087		559,829
4.500%, 10/01/44		25,162		24,577
4.500%, 08/01/44		454,371		444,520
4.500%, 07/01/44		145,827		142,663
4.500%, 03/01/44		10,717		10,484
4.500%, 01/01/44		96,619		94,556
4.500%, 12/01/43		85,368		83,381
4.500%, 11/01/43		10,603		10,439
4.500%, 05/01/42		42,007		40,266
4.500%, 09/01/41		133,740		131,667
4.500%, 07/01/41		19,643		19,339
4.500%, 05/01/41		42,017		41,372
4.500%, 04/01/40		55,782		54,918
4.500%, 12/01/33		18,388		17,991
4.500%, 06/01/31		18,003		17,615
4.500%, 06/01/26		1,757		1,734
4.500%, 02/01/26		4,304		4,243
4.467%, RFUCCT1Y + 1.697%, 04/01/38 (A)		86,731		87,162
4.443%, RFUCCT1Y + 1.630%, 01/01/45 (A)		20,858		20,870
4.352%, RFUCCT1Y + 1.765%, 11/01/39 (A)		90,929		91,900
4.349%, RFUCCT1Y + 1.607%, 11/01/44 (A)		335,349		336,211
4.326%, RFUCCT1Y + 1.655%, 08/01/44 (A)		214,951		214,581
4.285%, RFUCCT1Y + 2.035%, 09/01/37 (A)		1,875		1,838
4.255%, RFUCCT1Y + 1.973%, 04/01/40 (A)		4,223		4,155
4.231%, SOFR30A + 2.281%, 09/01/52 (A)		969,320		929,408
4.224%, RFUCCT1Y + 1.724%, 04/01/36 (A)		5,500		5,383
4.000%, 08/01/52		1,316,375		1,236,311
4.000%, 01/01/52		1,254,059		1,171,774
4.000%, 05/01/46		721,284		685,642
4.000%, 07/01/34		63,825		61,990
4.000%, 10/01/31		37,657		36,612



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
3.982%, RFUCCT1Y + 1.630%, 02/01/45 (A)	$	13,682	$	13,610
3.977%, RFUCCT1Y + 1.630%, 02/01/45 (A)		135,919		135,543
3.928%, RFUCCT1Y + 1.615%, 11/01/44 (A)		31,355		31,376
3.914%, RFUCCT1Y + 1.630%, 01/01/45 (A)		136,086		134,993
3.880%, RFUCCT1Y + 1.630%, 12/01/44 (A)		31,802		31,648
3.876%, RFUCCT1Y + 1.613%, 01/01/44 (A)		27,335		27,244
3.500%, 12/01/52		3,369,581		3,053,555
3.500%, 07/01/52		9,507,167		8,648,752
3.500%, 06/01/52		6,039,343		5,479,195
3.500%, 05/01/52		5,463,143		4,965,928
3.500%, 04/01/52		15,335,646		13,927,031
3.500%, 02/01/52		561,236		508,827
3.500%, 01/01/52		3,237,661		2,941,667
3.500%, 04/01/37		398,649		375,530
3.172%, RFUCCT1Y + 1.630%, 02/01/45 (A)		158,350		154,738
3.000%, 06/01/52		1,739,549		1,523,409
3.000%, 03/01/52		1,438,888		1,268,620
3.000%, 02/01/50		3,447,227		3,046,099
2.500%, 09/01/52		8,141,163		6,862,998
2.500%, 02/01/51		2,437,148		2,083,689
2.500%, 11/01/50		3,854,264		3,290,889
2.500%, 10/01/50		3,078,414		2,632,738
2.500%, 07/01/50		5,075,168		4,329,468
2.500%, 01/01/36		1,122,193		1,023,637
2.000%, 06/01/52		1,840,343		1,491,473
2.000%, 04/01/52		1,827,228		1,480,163
2.000%, 03/01/52		3,134,306		2,553,228
2.000%, 02/01/52		1,772,104		1,434,982
2.000%, 01/01/52		1,475,344		1,203,961
2.000%, 12/01/50		3,769,892		3,087,920
2.000%, 11/01/50		1,390,687		1,141,997
2.000%, 09/01/50		1,254,680		1,023,193
2.000%, 07/01/50		5,745,309		4,722,533
2.000%, 02/01/42		1,784,898		1,505,526
FHLMC Multifamily ML Certificates, Ser ML13, Cl ACA
2.875%, 07/25/36		2,459,385		2,129,003
FHLMC Multifamily Variable Rate Certificate, Ser M069, Cl A
4.013%, 04/15/37		1,235,000		1,148,468



MORTGAGE-BACKED SECURITIES — continued



	Face Amount		Value
FHLMC Structured Pass-Through Certificates, Ser 2002-41, Cl 2A
4.660%, 07/25/32 (A)	$	19,651	$	18,873
FHLMC Structured Pass-Through Certificates, Ser 2002-48, Cl 1A
4.385%, 07/25/33 (A)		183,744		172,851
FHLMC Structured Pass-Through Certificates, Ser 2002-51, Cl 1A
6.500%, 09/25/43 (A)		110,010		110,945
FHLMC Structured Pass-Through Certificates, Ser 2002-51, Cl 2A
7.500%, 08/25/42 (A)		44,656		44,831
FHLMC Structured Pass-Through Certificates, Ser 2003-54, Cl 3A
7.000%, 02/25/43		343,434		356,340
FHLMC Structured Pass-Through Certificates, Ser 2003-57, Cl 1A2
7.000%, 07/25/43		20,781		21,644
FHLMC, Ser 1998-2084, Cl ZC
6.500%, 08/15/28		37,988		38,119
FHLMC, Ser 2001-2295, Cl BD
6.000%, 03/15/31		10,526		10,692
FHLMC, Ser 2003-2676, Cl PZ
5.500%, 09/15/33		40,200		39,837
FHLMC, Ser 2005-2944, Cl OH
5.500%, 03/15/35		145,539		146,328
FHLMC, Ser 2005-2957, Cl VZ
5.000%, 02/15/35		41,784		40,958
FHLMC, Ser 2006-3143, Cl BC
5.500%, 02/15/36		118,602		118,795
FHLMC, Ser 2006-3185, Cl GT
6.000%, 07/15/26		30,756		30,586
FHLMC, Ser 2007-3330, Cl GZ
5.500%, 06/15/37		2,592		2,528
FHLMC, Ser 2013-299, Cl F1
5.682%, SOFR30A + 0.614%, 01/15/43 (A)		154,617		150,387
FHLMC, Ser 2013-4283, Cl EW
4.500%, 12/15/43 (A)		115,193		111,274
FHLMC, Ser 2014-4319, Cl MA
4.500%, 03/15/44 (A)		207,927		202,674
FHLMC, Ser 2015-4440, Cl ZD
2.500%, 02/15/45		3,538,126		3,003,898
FHLMC, Ser 2021-5092, Cl BC
2.500%, 06/25/36		399,530		386,027
FNMA
7.000%, 12/01/37		277		292
7.000%, 08/01/32		122,429		125,071
7.000%, 11/01/29		40,407		40,923
6.500%, 01/01/49		5,326		5,568
6.500%, 10/01/39		37,721		39,292
6.500%, 08/01/39		15,650		16,462
6.500%, 10/01/38		13,106		13,725
6.500%, 03/01/38		5,422		5,550
6.500%, 02/01/38		3,692		3,853



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
6.500%, 12/01/37	$	14,495	$	15,098
6.500%, 11/01/37		854		897
6.500%, 03/01/35		167,649		173,288
6.500%, 05/01/33		2,376		2,436
6.500%, 12/01/32		8,567		8,901
6.500%, 08/01/32		20,624		21,174
6.000%, 07/01/39		60,550		62,680
6.000%, 05/01/38		31,740		32,833
6.000%, 08/01/37		82,496		84,964
6.000%, 07/01/37		19,953		20,410
6.000%, 03/01/37		10,218		10,578
6.000%, 09/01/36		62,368		63,948
6.000%, 03/01/36		7,952		8,152
6.000%, 11/01/35		11,301		11,656
6.000%, 07/01/35		4,858		4,966
6.000%, 04/01/35		48,589		49,824
6.000%, 04/01/34		11,573		11,942
6.000%, 03/01/34		169,797		174,848
6.000%, 12/01/33		3,105		3,195
6.000%, 11/01/33		3,146		3,245
6.000%, 12/01/32		3,925		4,031
5.849%, RFUCCT1Y + 1.685%, 06/01/42 (A)		11,134		10,851
5.528%, RFUCCT1Y + 1.470%, 06/01/35 (A)		2,736		2,685
5.511%, RFUCCT1Y + 1.590%, 07/01/44 (A)		123,123		124,338
5.500%, 02/01/38		2,501		2,507
5.500%, 04/01/37		111,794		114,126
5.500%, 09/01/36		9,435		9,632
5.500%, 10/01/35		46,996		47,831
5.500%, 04/01/35		155,550		158,800
5.500%, 11/01/33		5,885		6,008
5.500%, 06/01/33		32,444		33,122
5.500%, 11/01/29		5,163		5,147
5.500%, 01/01/25		146		145
5.500%, 05/01/24		62		62
5.500%, 03/01/24		77		77
5.500%, 01/01/24		0		—
5.312%, H15T1Y + 2.290%, 08/01/34 (A)		11,813		11,712
5.211%, RFUCCT1Y + 1.562%, 06/01/44 (A)		45,618		45,875
5.074%, RFUCCT1Y + 1.815%, 07/01/41 (A)		48,691		49,640
5.000%, 11/01/52		22,679,774		22,166,391
5.000%, 06/01/52		1,542,112		1,506,490
5.000%, 03/01/49		180,949		178,919
5.000%, 12/01/48		163,905		163,202
5.000%, 08/01/40		12,889		12,940
5.000%, 09/01/39		42,444		42,609



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
5.000%, 09/01/25	$	299	$	297
5.000%, 04/01/25		4		4
4.920%, RFUCCT1Y + 1.576%, 08/01/43 (A)		3,049		2,980
4.880%, RFUCCT1Y + 1.460%, 05/01/35 (A)		21,751		21,874
4.773%, RFUCCT1Y + 1.580%, 04/01/44 (A)		112,713		112,850
4.741%, RFUCCT1Y + 1.568%, 05/01/45 (A)		252,566		251,309
4.668%, RFUCCT1Y + 1.557%, 01/01/45 (A)		27,083		27,037
4.607%, RFUCCT1Y + 1.565%, 05/01/44 (A)		62,629		62,378
4.585%, RFUCCT1Y + 1.681%, 11/01/36 (A)		5,777		5,672
4.500%, 09/01/52		9,748,008		9,332,722
4.500%, 03/01/52		343,029		336,151
4.500%, 06/01/48		293,719		286,180
4.500%, 07/01/47		91,976		90,444
4.500%, 02/01/46		604,876		594,372
4.500%, 09/01/45		47,864		46,771
4.500%, 02/01/45		209,850		205,058
4.500%, 10/01/44		24,397		23,840
4.500%, 09/01/43		8,121		7,936
4.500%, 01/01/43		527,304		513,539
4.500%, 07/01/42		191,254		188,068
4.500%, 01/01/42		59,401		58,413
4.500%, 12/01/41		26,995		26,475
4.500%, 11/01/41		25,208		24,788
4.500%, 09/01/41		13,767		13,402
4.500%, 08/01/41		12,544		12,335
4.500%, 05/01/41		986,418		968,121
4.500%, 06/01/36		22,071		21,699
4.500%, 09/01/31		41,339		40,399
4.500%, 06/01/31		12,040		11,767
4.500%, 01/01/31		108,161		105,708
4.500%, 08/01/26		48,209		47,473
4.500%, 10/01/24		9,763		9,629
4.426%, RFUCCT1Y + 1.698%, 04/01/44 (A)		76,685		76,292
4.379%, RFUCCT1Y + 1.790%, 06/01/38 (A)		4,462		4,531
4.113%, RFUCCT1Y + 1.653%, 05/01/46 (A)		33,245		33,003



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
4.078%, H15T1Y + 1.999%, 09/01/34 (A)	$	856	$	865
4.050%, RFUCCT1Y + 1.550%, 02/01/44 (A)		655		642
4.028%, RFUCCT1Y + 1.778%, 12/01/39 (A)		13,175		13,011
4.000%, 10/01/52		2,631,417		2,467,503
4.000%, 08/01/52		1,407,244		1,314,036
4.000%, 07/01/52		1,804,541		1,685,199
4.000%, 06/01/52		38,529,920		35,981,819
4.000%, 04/01/52		1,613,546		1,519,664
4.000%, 10/01/51		1,727,396		1,616,740
4.000%, 04/01/48		1,554,649		1,476,301
4.000%, 03/01/46		3,663,715		3,486,127
4.000%, 01/01/37		331,756		317,934
4.000%, 11/01/35		66,421		63,847
4.000%, 01/01/35		1,050,558		1,013,954
4.000%, 10/01/34		557,685		541,125
4.000%, 06/01/34		618,485		600,397
4.000%, 03/01/34		245,191		238,012
4.000%, 11/01/33		386,614		375,297
4.000%, 10/01/33		48,133		46,724
4.000%, 10/01/32		50,934		49,448
4.000%, 09/01/31		139,193		135,128
4.000%, 12/01/30		210,955		204,803
4.000%, 11/01/30		151,850		147,421
3.961%, RFUCCT1Y + 1.586%, 02/01/44 (A)		19,405		19,446
3.909%, RFUCCT1Y + 1.551%, 02/01/44 (A)		13,914		13,920
3.850%, RFUCCT1Y + 1.600%, 12/01/44 (A)		29,424		29,454
3.840%, RFUCCT1Y + 1.590%, 12/01/44 (A)		161,234		160,890
3.830%, RFUCCT1Y + 1.580%, 11/01/44 (A)		20,115		20,195
3.830%, RFUCCT1Y + 1.580%, 09/01/44 (A)		2,196		2,211
3.827%, RFUCCT1Y + 1.577%, 10/01/44 (A)		149,012		149,711
3.814%, RFUCCT1Y + 1.564%, 01/01/44 (A)		54,255		53,257
3.705%, SOFR30A + 2.238%, 10/01/52 (A)		3,493,380		3,303,125



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
3.667%, RFUCCT1Y + 1.620%, 11/01/48 (A)	$	269,341	$	260,084
3.500%, 02/01/53		1,498,531		1,357,758
3.500%, 05/01/52		4,336,277		3,935,488
3.500%, 04/01/52		7,401,187		6,761,195
3.500%, 03/01/52		1,994,440		1,808,752
3.500%, 01/01/52		2,236,462		2,028,092
3.500%, 11/01/51		1,374,066		1,246,914
3.500%, 04/01/37		355,638		335,088
3.500%, 02/01/31		495,802		474,210
3.500%, 12/01/29		184,819		176,597
3.079%, RFUCCT1Y + 1.603%, 10/01/48 (A)		126,424		121,375
3.000%, 05/01/52		976,797		863,167
3.000%, 04/01/52		3,357,086		2,971,757
3.000%, 03/01/52		1,647,563		1,453,114
3.000%, 01/01/52		4,117,846		3,603,133
3.000%, 11/01/51		2,244,861		1,978,387
3.000%, 10/01/51		2,878,683		2,523,885
3.000%, 08/01/50		1,877,950		1,684,997
3.000%, 07/01/50		1,109,303		976,837
3.000%, 04/01/50		1,699,568		1,500,817
2.961%, RFUCCT1Y + 1.610%, 10/01/47 (A)		139,406		135,815
2.931%, RFUCCT1Y + 1.580%, 09/01/47 (A)		172,275		170,853
2.500%, 04/01/52		1,725,360		1,463,156
2.500%, 03/01/52		1,786,580		1,524,705
2.500%, 02/01/52		6,186,207		5,247,204
2.500%, 01/01/52		4,482,330		3,780,309
2.500%, 12/01/51		4,097,703		3,491,651
2.500%, 10/01/51		1,751,280		1,477,767
2.500%, 08/01/51		5,435,688		4,624,998
2.500%, 07/01/51		2,860,051		2,418,439
2.500%, 02/01/51		7,757,077		6,604,031
2.500%, 01/01/51		1,300,145		1,102,271
2.500%, 11/01/50		6,058,966		5,178,697
2.500%, 10/01/50		8,181,271		6,992,106
2.500%, 07/01/50		9,710,883		8,251,281
2.500%, 06/01/42		3,141,739		2,725,452
2.500%, 10/01/41		1,384,990		1,209,881
2.500%, 05/01/41		938,230		809,098
2.500%, 07/01/36		1,132,235		1,029,183
2.500%, 03/01/35		1,606,151		1,467,838
2.143%, H15T1Y + 2.143%, 08/01/34 (A)		822		817
2.000%, 11/01/51		6,945,755		5,641,166
2.000%, 10/01/51		3,441,569		2,821,200
2.000%, 09/01/51		1,723,022		1,411,478
2.000%, 08/01/51		1,859,272		1,511,532
2.000%, 02/01/51		1,233,094		1,010,876
2.000%, 01/01/51		3,217,701		2,637,787



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
2.000%, 12/01/50	$	521,931	$	427,885
2.000%, 10/01/50		1,808,379		1,472,543
2.000%, 08/01/50		753,880		618,106
2.000%, 09/01/36		1,458,503		1,296,710
2.000%, 01/01/36		1,323,306		1,176,632
1.500%, 10/01/50		1,863,370		1,434,293
FNMA Grantor Trust 2000-T6, Ser 2000-T6, Cl A1
7.500%, 11/25/40		14,729		14,453
FNMA Grantor Trust 2001-T1, Ser 2001-T1, Cl A1
7.500%, 10/25/40		127,899		128,138
FNMA Grantor Trust 2001-T10, Ser 2001-T10, Cl A1
7.000%, 12/25/41		83,471		84,271
FNMA Grantor Trust 2001-T12, Ser 2001-T12, Cl A1
6.500%, 08/25/41		2,939		2,945
FNMA Grantor Trust 2001-T3, Ser 2001-T3, Cl A1
7.500%, 11/25/40		7,889		7,903
FNMA Grantor Trust 2001-T4, Ser 2001-T4, Cl A1
7.500%, 07/25/41		36,425		36,649
FNMA Grantor Trust 2001-T7, Ser 2001-T7, Cl A1
7.500%, 02/25/41		1,626		1,705
FNMA Grantor Trust 2001-T8, Ser 2001-T8, Cl A1
7.500%, 07/25/41		4,733		4,680
FNMA Grantor Trust 2004-T1, Ser 2004-T1, Cl 1A2
6.500%, 01/25/44		1,256		1,273
FNMA REMIC Trust 2001-W3, Ser 2001-W3, Cl A
7.000%, 09/25/41 (A)		70,229		67,845
FNMA REMIC Trust 2002-W6, Ser 2002-W6, Cl 2A
7.500%, 06/25/42 (A)		5,774		5,595
FNMA REMIC Trust 2002-W6, Ser 2002-W6, Cl 2A1
7.000%, 06/25/42 (A)		5,774		5,558
FNMA REMIC Trust 2003-W4, Ser 2003-W4, Cl 3A
5.009%, 10/25/42 (A)		60,594		60,655
FNMA REMIC Trust 2003-W4, Ser 2003-W4, Cl 4A
5.610%, 10/25/42 (A)		24,031		24,133
FNMA Trust 2003-W2, Ser 2003-W2, Cl 1A3
7.500%, 07/25/42		7,530		7,856
FNMA Trust 2004-W2, Ser 2004-W2, Cl 2A2
7.000%, 02/25/44		13,279		13,649



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
FNMA Trust 2004-W2, Ser 2004- W2, Cl 5A
7.500%, 03/25/44	$	5,176	$	5,337
FNMA, Ser 2001-2, Cl ZK
6.500%, 02/25/31		32,465		32,770
FNMA, Ser 2001-79, Cl BA
7.000%, 03/25/45		11,133		11,267
FNMA, Ser 2002-33, Cl A1
7.000%, 06/25/32		62,948		63,762
FNMA, Ser 2007-104, Cl ZE
6.000%, 08/25/37		15,929		16,016
FNMA, Ser 2007-21, Cl MT
5.750%, 03/25/37		4,706		4,690
FNMA, Ser 2009-11, Cl MP
7.000%, 03/25/49		4,955		5,075
FNMA, Ser 2010-136, Cl BA
3.500%, 12/25/30		175,548		167,343
FNMA, Ser 2010-49, Cl ZJ
4.500%, 05/25/40		47,039		45,260
FNMA, Ser 2013-128, Cl CF
5.784%, SOFR30A + 0.714%, 12/25/43 (A)		252,920		247,371
FNMA, Ser 2014-1, Cl KF
5.784%, SOFR30A + 0.714%, 02/25/44 (A)		366,762		358,191
FNMA, Ser M1G, Cl A2
1.469%, 11/25/30 (A)		3,100,000		2,484,297
FNMA, Ser M3G, Cl A2
1.245%, 01/25/31 (A)		2,000,000		1,574,633
Freddie Mac Multifamily ML Certificates
1.219%, 07/25/41 (A)(B)		10,005,240		981,925
FREMF 2017-K69 Mortgage Trust, Ser K69, Cl C
3.727%, 10/25/49 (A)(B)		2,788,000		2,550,694
FREMF 2018-K74 Mortgage Trust, Ser K74, Cl C
4.094%, 02/25/51 (A)(B)		3,095,000		2,850,807
FREMF 2018-K83 Mortgage Trust, Ser K83, Cl C
4.278%, 11/25/51 (A)(B)		2,890,000		2,668,509
FREMF 2018-K86 Mortgage Trust, Ser K86, Cl C
4.294%, 11/25/51 (A)(B)		3,562,000		3,281,620
FREMF 2019-K96 Mortgage Trust, Ser K96, Cl C
3.812%, 08/25/56 (A)(B)		1,910,000		1,701,104
FREMF 2020-K737 Mortgage Trust, Ser K737, Cl C
3.304%, 01/25/53 (A)(B)		640,000		586,492
FREMF K-100 Mortgage Trust, Ser K100, Cl C
3.495%, 11/25/52 (A)(B)		130,000		113,390
GNMA
7.000%, 12/15/29		718		739
6.500%, 05/15/29		1,256		1,278



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
5.500%, 06/20/53	$	4,340,314	$	4,314,301
5.500%, 05/20/53		6,351,690		6,313,623
5.500%, 04/20/53		9,235,389		9,180,040
5.500%, 02/20/53		5,118,761		5,088,083
5.000%, 06/20/53		7,455,446		7,308,839
5.000%, 03/20/53		11,382,209		11,158,384
5.000%, 02/20/53		10,507,114		10,300,498
4.500%, 08/20/52		6,441,916		6,201,932
4.000%, 08/20/52		13,000,182		12,247,450
4.000%, 04/20/52		116,139		109,360
4.000%, 03/20/52		123,042		115,861
4.000%, 02/20/52		1,681,359		1,583,281
4.000%, 01/20/52		1,337,065		1,259,089
4.000%, 12/20/48		1,456,639		1,379,897
3.500%, 08/20/52		11,135,532		10,227,664
3.500%, 07/20/52		1,927,078		1,769,938
3.500%, 03/20/52		2,054,047		1,886,569
3.500%, 02/20/52		1,501,349		1,379,044
3.500%, 01/20/52		1,601,958		1,471,401
3.500%, 06/20/51		1,588,550		1,470,009
3.500%, 01/20/50		1,132,575		1,049,719
3.500%, 10/20/49		3,033,212		2,790,343
3.000%, 06/20/52		13,304,287		11,845,616
3.000%, 10/20/51		1,957,768		1,747,425
3.000%, 07/20/51		2,719,229		2,429,588
3.000%, 05/20/51		1,244,644		1,112,863
2.500%, 07/20/52		1,568,679		1,353,227
2.500%, 04/20/52		9,077,830		7,830,510
2.500%, 03/20/52		3,353,550		2,879,362
2.500%, 11/20/51		1,835,155		1,582,369
2.500%, 08/20/51		1,639,151		1,414,785
2.500%, 05/20/51		850,242		735,341
2.500%, 03/20/51		1,993,417		1,724,958
2.500%, 12/20/50		1,670,763		1,402,999
2.000%, 05/20/52		8,458,292		7,082,513
2.000%, 04/20/52		1,423,493		1,191,956
2.000%, 10/20/51		1,811,906		1,515,225
2.000%, 01/20/51		1,204,618		1,010,197
2.000%, 12/20/50		1,629,527		1,352,741
2.000%, 11/20/50		8,205,449		6,896,787
GNMA, Ser 2002-49, Cl ZG
6.000%, 07/20/32		341,279		340,124
GNMA, Ser 2012-98, Cl BM
4.903%, 08/20/42 (A)		195,995		188,463
GNMA, Ser 2017-H17, Cl FQ
3.978%, TSFR12M + 0.270%, 09/20/67 (A)		1,350,972		1,340,051
GNMA, Ser 2017-H22, Cl FH
5.001%, TSFR12M + 0.220%, 11/20/67 (A)		911,473		902,450
GNMA, Ser 2017-H24, Cl FQ
5.645%, TSFR12M + 0.200%, 11/20/67 (A)		959,736		948,827



MORTGAGE-BACKED SECURITIES — continued



	Face Amount		Value
GNMA, Ser 2018-H04, Cl FK
5.366%, TSFR12M + 0.040%, 03/20/68 (A)	$	849,527	$	825,133
GNMA, Ser 2018-H05, Cl CF
5.386%, TSFR12M + 0.060%, 03/20/68 (A)		972,386		943,650
GNMA, Ser 2018-H05, Cl FE
5.396%, RFUCCT1Y + 0.070%, 02/20/68 (A)		355,185		349,057
GNMA, Ser 2019-H09, Cl FG
5.655%, TSFR12M + 0.350%, 05/20/69 (A)		373,016		366,370
GNMA, Ser 2019-H16, Cl CF
3.971%, TSFR1M+ 0.700%, 10/20/69 (A)		309,120		304,963
GNMA, Ser 2020-H01, Cl FV
4.004%, TSFR1M + 0.650%, 01/20/70 (A)		3,532,271		3,469,746
GNMA, Ser 2020-H02, Cl FB
3.804%, TSFR1M+ 0.600%, 01/20/70 (A)		466,118		455,573
GNMA, Ser 2022-H04, Cl FG
5.183%, SOFR30A + 0.550%, 02/20/67 (A)		2,060,660		2,038,203
GNMA, Ser 2022-H08, Cl FE
5.816%, SOFR30A + 0.750%, 03/20/72 (A)		1,924,999		1,892,415
GNMA, Ser 2022-H09, Cl FA
5.738%, SOFR30A + 0.670%, 04/20/72 (A)		1,992,110		1,949,091
GNMA, Ser 2022-H11, Cl EF
6.038%, SOFR30A + 0.970%, 05/20/72 (A)		2,524,295		2,521,767
GNMA, Ser 2023-H04, Cl FC
5.918%, SOFR30A + 0.850%, 01/20/73 (A)		1,944,112		1,919,842
GNMA, Ser 2023-H13, Cl FJ
6.488%, SOFR30A + 1.420%, 02/20/73 (A)		1,266,967		1,277,251
Vendee Mortgage Trust 1995-1, Ser 1995-1, Cl 2
7.793%, 02/15/25		1,061		1,061
Vendee Mortgage Trust 1995-2, Ser 1995-2C, Cl 3A
8.793%, 06/15/25		1,189		1,213
Vendee Mortgage Trust 1998-2, Ser 1998-2, Cl 2A
8.617%, 08/15/27 (A)		254		256

				549,719,606



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
Non-Agency Mortgage-Backed Obligation — 5.2%
BANK 2017-BNK5, Ser BNK5, Cl D
3.078%, 06/15/60 (A)(B)	$	386,000	$	253,403
BANK 2023-BNK45, Ser BNK45, Cl C
6.279%, 02/15/56 (A)		550,000		471,900
Barclays Commercial Mortgage Trust 2019-C4, Ser C4, Cl C
3.469%, 08/15/52		1,300,000		915,680
BBCMS Mortgage Trust 2023- C19, Ser C19, Cl C
6.385%, 04/15/56 (A)		730,000		646,926
Benchmark 2019-B10 Mortgage Trust, Ser B10, Cl C
3.750%, 03/15/62		1,200,000		858,319
Benchmark 2019-B10 Mortgage Trust, Ser B10, Cl E
3.000%, 03/15/62 (B)		1,260,000		666,983
Benchmark 2020-B16 Mortgage Trust, Ser B16, Cl D
2.500%, 02/15/53 (B)		5,470,000		3,113,212
Benchmark 2022-B35 Mortgage Trust, Ser B35, Cl C
4.445%, 05/15/55 (A)		595,140		432,226
Benchmark 2022-B35 Mortgage Trust, Ser B35, Cl D
2.500%, 05/15/55 (B)		4,000,000		1,959,228
BMO 2023-C4 Mortgage Trust, Ser C4, Cl C
5.864%, 02/15/56 (A)		960,000		809,915
BMO 2023-C5 Mortgage Trust, Ser C5, Cl C
6.627%, 06/15/56 (A)		730,000		687,839
BX Commercial Mortgage Trust, Ser 2022-AHP, Cl AS
6.712%, TSFR1M + 1.490%, 01/17/39 (A)(B)		2,500,000		2,451,126
BX Trust, Ser 2022-CLS, Cl B
6.300%, 10/13/27 (B)		2,100,000		1,987,180
Century Plaza Towers 2019-CPT, Ser CPT, Cl C
2.997%, 11/13/39 (A)(B)		500,000		342,033
Century Plaza Towers 2019-CPT, Ser CPT, Cl E
2.997%, 11/13/39 (A)(B)		2,500,000		1,515,187
Century Plaza Towers, Ser 2019- CPT, Cl B
2.997%, 11/13/39 (A)(B)		733,000		538,988
CFCRE Commercial Mortgage Trust 2016-C6, Ser C6, Cl D
4.179%, 11/10/49 (A)(B)		2,525,000		1,726,857
Citigroup Commercial Mortgage Trust 2014-GC21, Ser GC21, Cl D
4.940%, 05/10/47 (A)(B)		1,885,000		1,258,359



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
Citigroup Commercial Mortgage Trust 2022-GC48, Ser GC48, Cl C
4.875%, 05/15/54 (A)	$	3,000,000	$	2,283,559
COMM Mortgage Trust, Ser 2022-HC, Cl A
2.819%, 01/10/39 (B)		1,390,000		1,143,420
COMM Mortgage Trust, Ser 2022-HC, Cl C
3.376%, 01/10/39 (B)		1,570,000		1,234,675
COMM Mortgage Trust, Ser CR20, Cl C
4.448%, 11/10/47 (A)		1,580,000		1,393,338
COMM Mortgage Trust, Ser LPFL, Cl C
7.616%, TSFR1M + 2.394%, 03/15/39 (A)(B)		2,560,000		2,491,241
CSAIL 2019-C16 Commercial Mortgage Trust, Ser C16, Cl C
4.237%, 06/15/52 (A)		2,265,000		1,764,900
CSMC 2014-USA OA, Ser USA, Cl C
4.336%, 09/15/37 (B)		3,550,000		2,695,565
CSMC 2021-NQM5 Trust, Ser 2021-NQM5, Cl M1
2.168%, 05/25/66 (A)(B)		1,310,000		681,497
CSMC OA, Ser 2014-USA, Cl A2
3.953%, 09/15/37 (B)		565,000		489,261
FASST 2021-JR1 A2
2.000%, 04/25/51		2,615,715		2,444,081
FASST 21-S1-A2 07/25/2051
1.750%, 07/25/51		4,960,710		4,661,770
Finance of America Structured Securities Trust 2022-S4, Ser 2022-S4, Cl A2A
3.000%, 01/25/57 (B)		3,000,824		2,703,812
Finance of America Structured Securities Trust, Ser 2021-S2, Cl A2
1.750%, 09/25/71 (B)		2,499,950		2,343,915
GS Mortgage Securities Trust 2017-GS8, Ser GS8, Cl D
2.700%, 11/10/50 (B)		2,570,000		1,713,703
Hudson Yards 2019-55HY Mortgage Trust, Ser 55HY, Cl A
2.943%, 12/10/41 (A)(B)		1,000,000		843,221
Hudson Yards Mortgage Trust, Ser 2016-10HY, Cl A
2.835%, 08/10/38 (B)		2,085,000		1,877,898
JPMBB Commercial Mortgage Securities Trust 2015-C28, Ser C28, Cl C
4.136%, 10/15/48 (A)		5,170,000		4,509,509



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
JPMBB Commercial Mortgage Securities Trust 2015-C29, Ser C29, Cl C
4.188%, 05/15/48 (A)	$	5,750,000	$	5,101,397
Morgan Stanley Capital I Trust 2019-H7, Ser H7, Cl C
4.128%, 07/15/52		1,809,000		1,386,996
NW RE-REMIC TRUST 2021-FRR1, Ser FRR1, Cl AK88
2.812%, 12/18/51 (A)(B)		2,500,000		2,075,909
OBX 2022-NQM1 Trust, Ser 2022-NQM1, Cl M1
3.504%, 11/25/61 (A)(B)		1,010,000		665,004
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/54 (B)		3,385,000		2,756,135
One Market Plaza Trust, Ser 2017-1MKT, Cl B
3.845%, 02/10/32 (B)		400,000		352,500
One Market Plaza Trust, Ser 2017-1MKT, Cl C
4.016%, 02/10/32 (B)		1,000,000		843,750
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl M1
3.248%, 10/25/61 (B)		1,750,000		1,081,480
Palisades Center Trust 2016- PLSD, Ser PLSD, Cl A
2.713%, 04/13/33 (B)		4,705,000		2,681,850
SFAVE Commercial Mortgage Securities Trust 2015-5AVE, Ser 5AVE, Cl A2B
4.144%, 01/05/43 (A)(B)		1,995,000		1,367,350
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A1
3.872%, 01/05/43 (A)(B)		3,045,000		2,121,532
Shops at Crystals Trust 2016- CSTL, Ser CSTL, Cl C
3.731%, 07/05/36 (A)(B)		2,800,000		2,403,698
SLG Office Trust 2021-OVA, Ser OVA, Cl C
2.851%, 07/15/41 (B)		2,500,000		1,918,252
SPGN Mortgage Trust, Ser 2022- TFLM, Cl D
8.722%, TSFR1M + 3.500%, 02/15/39 (A)(B)		2,500,000		2,305,526
Taubman Centers Commercial Mortgage Trust 2022-DPM, Ser DPM, Cl C
8.999%, TSFR1M + 3.777%, 05/15/37 (A)(B)		1,225,000		1,175,539
Vendee Mortgage Trust 2011-2, Ser 2011-2, Cl DZ
3.750%, 10/15/41		1,494,366		1,373,583



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
Verus Securitization Trust 2021- 2, Ser 2021-2, Cl M1
2.187%, 02/25/66 (A)(B)	$	2,910,000	$	1,979,676
Verus Securitization Trust 2021- 3, Ser 2021-3, Cl M1
2.397%, 06/25/66 (A)(B)		1,555,000		976,935
Verus Securitization Trust 2021-4, Ser 2021-4, Cl M1
2.195%, 07/25/66 (A)(B)		1,400,000		798,178
Verus Securitization Trust 2021-R3, Ser 2021-R3, Cl M1
2.411%, 04/25/64 (A)(B)		2,745,000		1,943,479
Wells Fargo Commercial Mortgage Trust 2015-C28, Ser C28, Cl D
4.081%, 05/15/48 (A)		1,685,000		1,340,458
Wells Fargo Commercial Mortgage Trust 2018-C47, Ser C47, Cl C
4.930%, 09/15/61 (A)		1,440,000		1,187,857
Wells Fargo Commercial Mortgage Trust 2019-C50, Ser C50, Cl C
4.345%, 05/15/52		2,000,000		1,592,611
Wells Fargo Commercial Mortgage Trust 2019-C52, Ser C52, Cl C
3.561%, 08/15/52		1,100,000		818,553
Wells Fargo Commercial Mortgage Trust 2022-C62, Ser C62, Cl C
4.351%, 04/15/55 (A)		1,765,000		1,310,105

				97,469,079


Total Mortgage-Backed Securities (Cost $700,464,649)				647,188,685



CORPORATE OBLIGATIONS — 28.7%

COMMUNICATION SERVICES — 3.4%
Alphabet
1.100%, 08/15/30		2,500,000		2,022,703
AT&T
4.500%, 03/09/48		471,000		385,576
4.350%, 06/15/45		2,720,000		2,195,247
3.800%, 12/01/57		750,000		522,115
3.650%, 09/15/59		1,336,000		893,784
3.550%, 09/15/55		1,238,000		833,100
2.750%, 06/01/31		725,000		601,938
2.550%, 12/01/33		150,000		115,908
CCO Holdings
4.500%, 05/01/32		975,000		794,979
4.500%, 06/01/33(B)		975,000		771,517
4.250%, 01/15/34(B)		825,000		634,112



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

COMMUNICATION SERVICES — continued
Charter Communications Operating
6.484%, 10/23/45	$	3,835,000	$	3,578,682
5.750%, 04/01/48		950,000		813,907
5.375%, 05/01/47		800,000		653,642
4.400%, 04/01/33		250,000		220,114
Comcast
5.500%, 11/15/32		850,000		881,603
4.650%, 02/15/33		1,500,000		1,480,144
4.400%, 08/15/35		2,340,000		2,198,831
3.450%, 02/01/50		905,000		678,386
2.800%, 01/15/51		225,000		146,935
Cox Communications
3.850%, 02/01/25(B)		800,000		775,373
3.500%, 08/15/27(B)		1,025,000		952,579
3.350%, 09/15/26(B)		575,000		539,301
1.800%, 10/01/30(B)		650,000		510,444
Paramount Global
4.950%, 01/15/31		1,350,000		1,208,719
Prosus
4.987%, 01/19/52(B)		2,200,000		1,611,586
4.850%, 07/06/27(B)		500,000		477,450
4.193%, 01/19/32(B)		700,000		592,469
3.680%, 01/21/30(B)		1,400,000		1,195,276
3.061%, 07/13/31(B)		3,875,000		3,042,116
Rogers Communications
3.800%, 03/15/32		1,705,000		1,481,773
Telecom Italia
5.303%, 05/30/24(B)		2,300,000		2,254,868
Telecom Italia Capital
7.721%, 06/04/38		1,345,000		1,195,454
7.200%, 07/18/36		175,000		150,333
Tencent Holdings MTN
3.975%, 04/11/29(B)		2,000,000		1,862,280
Time Warner Cable
6.750%, 06/15/39		800,000		771,011
T-Mobile USA
4.500%, 04/15/50		475,000		405,895
4.375%, 04/15/40		300,000		264,711
3.875%, 04/15/30		3,695,000		3,394,745
3.500%, 04/15/31		1,000,000		879,034
3.400%, 10/15/52		100,000		70,226
3.375%, 04/15/29		1,000,000		899,988
Verizon Communications
4.400%, 11/01/34		3,130,000		2,863,787
4.272%, 01/15/36		900,000		803,650
3.875%, 03/01/52		3,500,000		2,694,935
3.550%, 03/22/51		1,295,000		937,893
2.987%, 10/30/56		345,000		212,495
2.850%, 09/03/41		2,500,000		1,754,433
2.650%, 11/20/40		1,905,000		1,301,697
1.500%, 09/18/30		2,500,000		1,968,798



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

COMMUNICATION SERVICES — continued
Vodafone Group
7.000%, USD Swap Semi 30/360 5 Yr Curr + 4.873%, 04/04/79(A)	$	1,550,000	$	1,593,410
Walt Disney
6.650%, 11/15/37		555,000		633,302
Warnermedia Holdings
5.050%, 03/15/42		610,000		507,130
3.755%, 03/15/27		85,000		79,563

				60,309,947


CONSUMER DISCRETIONARY — 1.1%
Ford Motor
6.100%, 08/19/32		1,000,000		967,070
3.250%, 02/12/32		2,500,000		1,975,567
Ford Motor Credit
7.350%, 11/04/27		525,000		538,007
6.800%, 05/12/28		1,125,000		1,135,338
5.125%, 06/16/25		350,000		340,778
4.542%, 08/01/26		425,000		401,639
4.389%, 01/08/26		650,000		617,696
4.375%, 08/06/23		625,000		624,266
4.134%, 08/04/25		400,000		381,519
4.063%, 11/01/24		2,000,000		1,940,717
3.810%, 01/09/24		700,000		690,947
3.375%, 11/13/25		450,000		420,740
General Motors
5.400%, 10/15/29		1,350,000		1,329,306
Lowe’s
5.750%, 07/01/53		1,205,000		1,224,778
Massachusetts Institute of Technology
3.959%, 07/01/38		2,527,000		2,304,259
Nordstrom
6.950%, 03/15/28		865,000		857,414
Starbucks
4.450%, 08/15/49		2,500,000		2,196,272
Whirlpool
2.400%, 05/15/31		2,500,000		2,031,704
YMCA of Greater New York
3.160%, 08/01/31		615,000		495,760
ZF North America Capital
7.125%, 04/14/30(B)		320,000		329,072

				20,802,849


CONSUMER STAPLES — 0.6%
Anheuser-Busch InBev Worldwide
5.450%, 01/23/39		1,510,000		1,554,671
Coca-Cola
1.650%, 06/01/30		150,000		124,583
1.450%, 06/01/27		25,000		22,343



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

CONSUMER STAPLES — continued
Mather Foundation
2.675%, 10/01/31	$	2,500,000	$	2,055,005
PepsiCo
3.900%, 07/18/32		3,000,000		2,879,683
2.875%, 10/15/49		3,340,000		2,466,489
RELX Capital
4.000%, 03/18/29		375,000		359,427
3.000%, 05/22/30		50,000		44,358
Sysco
2.400%, 02/15/30		2,500,000		2,126,806

				11,633,365


ENERGY — 2.9%
Apache
5.100%, 09/01/40		1,940,000		1,648,515
BP Capital Markets America
3.060%, 06/17/41		1,925,000		1,447,749
Cameron LNG
3.701%, 01/15/39(B)		1,520,000		1,256,434
ConocoPhillips
4.150%, 11/15/34		455,000		414,899
Devon Energy
7.875%, 09/30/31		830,000		939,777
Diamondback Energy
6.250%, 03/15/53		1,640,000		1,678,872
6.250%, 03/15/33		4,050,000		4,230,643
Energy Transfer
4.400%, 03/15/27		2,945,000		2,840,096
2.900%, 05/15/25		1,935,000		1,843,764
Exxon Mobil
2.610%, 10/15/30		575,000		501,833
Hess
7.875%, 10/01/29		290,000		322,449
7.300%, 08/15/31		510,000		561,515
Hydro-Quebec
8.050%, 07/07/24		2,500,000		2,549,704
Kinder Morgan
5.550%, 06/01/45		3,285,000		3,067,183
5.200%, 03/01/48		450,000		397,910
4.800%, 02/01/33		230,000		218,056
Kinder Morgan Energy Partners
6.500%, 09/01/39		50,000		51,056
5.500%, 03/01/44		370,000		338,904
MPLX
5.500%, 02/15/49		1,635,000		1,492,057
Occidental Petroleum
2.900%, 08/15/24		1,750,000		1,695,452
Petrobras Global Finance BV
7.250%, 03/17/44		500,000		500,153
6.900%, 03/19/49		100,000		94,268
6.750%, 06/03/50		1,450,000		1,323,906



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

ENERGY — continued
5.500%, 06/10/51	$	375,000	$	297,110
Petroleos Mexicanos
7.690%, 01/23/50		6,800,000		4,732,277
6.700%, 02/16/32		2,819,000		2,172,046
6.625%, 06/15/35		1,200,000		855,093
6.375%, 01/23/45		655,000		414,243
Rio Oil Finance Trust Series 2014-1
9.250%, 07/06/24(B)		639,891		644,306
Rio Oil Finance Trust Series 2014-3
9.750%, 01/06/27(B)		1,208,970		1,249,773
Rio Oil Finance Trust Series 2018-1
8.200%, 04/06/28(B)		739,575		744,197
Sweihan PV Power PJSC
3.625%, 01/31/49(B)		2,433,950		1,952,038
Topaz Solar Farms
5.750%, 09/30/39(B)		2,456,871		2,370,880
TransCanada PipeLines
4.625%, 03/01/34		1,345,000		1,229,900
Transcanada Trust
5.875%, ICE LIBOR USD 3 MONTH + 4.640%, 08/15/76(A)		975,000		909,648
5.625%, ICE LIBOR USD 3 MONTH + 3.528%, 05/20/75(A)		275,000		261,053
5.600%, H15T5Y + 3.986%, 03/07/82(A)		375,000		315,895
5.500%, U.S. SOFR + 4.416%, 09/15/79(A)		1,575,000		1,339,546
5.300%, ICE LIBOR USD 3 MONTH + 3.208%, 03/15/77(A)		3,150,000		2,787,656
Ultrapar International
5.250%, 06/06/29(B)		229,000		212,397
5.250%, 10/06/26(B)		625,000		603,906
Williams
3.500%, 11/15/30		175,000		156,659

				52,663,818


FINANCIALS — 13.6%
ABN AMRO Bank
2.470%, H15T1Y + 1.100%, 12/13/29(A)(B)		2,500,000		2,118,140
Aflac
1.125%, 03/15/26		2,500,000		2,243,299
Allstate
5.250%, 03/30/33		1,550,000		1,537,534
American International Group
3.900%, 04/01/26		483,000		468,382



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Ares Capital
4.250%, 03/01/25	$	1,370,000	$	1,313,670
Aviation Capital Group
4.125%, 08/01/25(B)		496,000		470,993
Avolon Holdings Funding
4.375%, 05/01/26(B)		1,445,000		1,358,191
Bank Hapoalim
3.255%, H15T5Y + 2.155%, 01/21/32(A)(B)		2,500,000		2,141,400
Bank of America MTN
6.204%, U.S. SOFR + 1.990%, 11/10/28(A)		325,000		333,952
4.875%, 04/01/44		50,000		48,005
4.450%, 03/03/26		1,275,000		1,241,004
4.250%, 10/22/26		725,000		700,120
4.200%, 08/26/24		440,000		432,984
4.183%, 11/25/27		1,275,000		1,216,251
3.846%, H15T5Y + 2.000%, 03/08/37(A)		1,875,000		1,616,285
3.705%, TSFR3M + 1.774%, 04/24/28(A)		1,545,000		1,449,385
3.093%, TSFR3M + 1.352%, 10/01/25(A)		1,645,000		1,591,606
2.676%, U.S. SOFR + 1.930%, 06/19/41(A)		1,870,000		1,324,413
2.572%, U.S. SOFR + 1.210%, 10/20/32(A)		650,000		527,530
2.496%, TSFR3M + 1.252%, 02/13/31(A)		50,000		41,890
1.530%, U.S. SOFR + 0.650%, 12/06/25(A)		3,000,000		2,820,434
Bank of New York Mellon MTN
5.834%, SOFRINDX + 2.074%, 10/25/33(A)		650,000		673,158
Bank of Nova Scotia
0.650%, 07/31/24		1,000,000		950,963
Barclays
7.437%, H15T1Y + 3.500%, 11/02/33(A)		325,000		354,388
7.119%, U.S. SOFR + 3.570%, 06/27/34(A)		200,000		202,689
6.224%, U.S. SOFR + 2.980%, 05/09/34(A)		225,000		227,094
5.829%, U.S. SOFR + 2.210%, 05/09/27(A)		675,000		671,210
5.501%, H15T1Y + 2.650%, 08/09/28(A)		450,000		442,745
4.836%, 05/09/28		725,000		675,697
4.375%, 09/11/24		1,375,000		1,344,691
2.894%, H15T1Y + 1.300%, 11/24/32(A)		1,000,000		796,511
1.007%, H15T1Y + 0.800%, 12/10/24(A)		2,540,000		2,491,893



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
BB Blue Financing DAC
4.395%, 09/20/37	$	2,500,000	$	2,498,320
Belrose Funding Trust
2.330%, 08/15/30(B)		1,990,000		1,527,704
BGC Partners
8.000%, 05/25/28(B)		2,410,000		2,356,944
Blackstone Private Credit Fund
2.625%, 12/15/26		2,845,000		2,441,110
Blue Owl Capital
3.400%, 07/15/26		1,140,000		1,028,781
2.875%, 06/11/28		1,190,000		983,636
BNP Paribas
4.625%, 03/13/27(B)		1,275,000		1,226,287
4.375%, 09/28/25(B)		1,275,000		1,231,425
4.375%, 05/12/26(B)		250,000		240,670
4.250%, 10/15/24		2,150,000		2,105,336
1.675%, U.S. SOFR + 0.912%, 06/30/27(A)(B)		2,450,000		2,182,922
BPCE
2.045%, U.S. SOFR + 1.087%, 10/19/27(A)(B)		2,500,000		2,211,258
Brookfield Finance
4.850%, 03/29/29		1,435,000		1,382,386
Caisse d’Amortissement de la Dette Sociale
2.125%, 01/26/32(B)		2,500,000		2,113,903
1.000%, 10/21/30(B)		2,500,000		1,980,244
Cantor Fitzgerald
4.875%, 05/01/24(B)		215,000		211,054
Capital One Financial
6.377%, U.S. SOFR + 2.860%, 06/08/34(A)		1,340,000		1,352,785
6.312%, U.S. SOFR + 2.640%, 06/08/29(A)		350,000		351,322
5.268%, U.S. SOFR + 2.370%, 05/10/33(A)		1,770,000		1,686,076
4.927%, U.S. SOFR + 2.057%, 05/10/28(A)		675,000		648,661
4.200%, 10/29/25		1,050,000		1,010,885
3.750%, 04/24/24		275,000		270,354
2.636%, U.S. SOFR + 1.290%, 03/03/26(A)		50,000		47,015
CDP Financial MTN
1.000%, 05/26/26(B)		2,500,000		2,243,049
Central American Bank for Economic Integration
5.000%, 02/09/26(B)		500,000		494,084
Charles Schwab
5.853%, U.S. SOFR + 2.500%, 05/19/34(A)		175,000		180,335
5.643%, U.S. SOFR + 2.210%, 05/19/29(A)		375,000		378,281



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Citigroup
8.125%, 07/15/39	$	785,000	$	996,123
6.625%, 06/15/32		525,000		554,453
6.023%, U.S. SOFR + 0.694%, 01/25/26(A)		2,261,000		2,256,033
4.650%, 07/23/48		495,000		446,450
4.600%, 03/09/26		40,000		39,029
4.450%, 09/29/27		1,920,000		1,846,835
4.412%, U.S. SOFR + 3.914%, 03/31/31(A)		600,000		563,937
3.785%, U.S. SOFR + 1.939%, 03/17/33(A)		750,000		662,749
3.700%, 01/12/26		55,000		52,872
3.400%, 05/01/26		330,000		313,862
2.666%, U.S. SOFR + 1.146%, 01/29/31(A)		1,590,000		1,345,051
2.014%, U.S. SOFR + 0.694%, 01/25/26(A)		2,500,000		2,358,740
1.281%, U.S. SOFR + 0.528%, 11/03/25(A)		2,500,000		2,353,774
0.776%, U.S. SOFR + 0.686%, 10/30/24(A)		2,500,000		2,466,102
Colombia Government International Bond
5.625%, 02/26/44		1,200,000		935,039
Community Preservation
2.867%, 02/01/30		2,400,000		2,007,996
Conservation Fund A Nonprofit
3.474%, 12/15/29		2,116,000		1,822,552
Cooperatieve Rabobank UA
1.004%, H15T1Y + 0.730%, 09/24/26(A)(B)		444,000		399,851
Corebridge Financial
3.900%, 04/05/32		1,080,000		951,170
Council of Europe Development Bank
3.000%, 06/16/25		2,500,000		2,404,659
Deutsche Bank NY
1.686%, 03/19/26		2,500,000		2,270,255
Enel Finance International
5.000%, 06/15/32(B)		1,100,000		1,047,619
European Investment Bank
3.750%, 02/14/33		2,500,000		2,430,798
3.250%, 11/15/27		1,800,000		1,724,824
2.875%, 06/13/25(B)		2,500,000		2,403,688
2.125%, 04/13/26		1,000,000		936,367
0.875%, 05/17/30		3,500,000		2,822,611
0.625%, 10/21/27		5,000,000		4,289,788
Fairfax Financial Holdings
4.850%, 04/17/28		900,000		874,638
Ford Foundation
2.815%, 06/01/70		2,500,000		1,547,202



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Goldman Sachs Group
4.387%, U.S. SOFR + 1.510%, 06/15/27(A)	$	2,500,000	$	2,432,369
4.017%, TSFR3M + 1.635%, 10/31/38(A)		2,795,000		2,371,720
3.615%, U.S. SOFR + 1.846%, 03/15/28(A)		2,600,000		2,440,772
3.272%, TSFR3M + 1.463%, 09/29/25(A)		1,330,000		1,289,929
Golub Capital BDC
2.500%, 08/24/26		3,530,000		3,100,235
GPS Blue Financing DAC
5.645%, 11/09/41(B)		2,500,000		2,579,196
HSBC Holdings
8.113%, U.S. SOFR + 4.250%, 11/03/33(A)		1,000,000		1,108,667
6.800%, 06/01/38		250,000		261,308
6.500%, 09/15/37		1,525,000		1,610,034
6.500%, 05/02/36		510,000		529,661
6.254%, U.S. SOFR + 2.390%, 03/09/34(A)		650,000		669,904
4.950%, 03/31/30		725,000		709,802
4.762%, U.S. SOFR + 2.530%, 03/29/33(A)		1,275,000		1,161,977
4.375%, 11/23/26		420,000		399,792
4.300%, 03/08/26		2,900,000		2,813,718
2.357%, U.S. SOFR + 1.947%, 08/18/31(A)		700,000		562,191
0.976%, U.S. SOFR + 0.708%, 05/24/25(A)		850,000		812,532
ING Groep
1.400%, H15T1Y + 1.100%, 07/01/26(A)(B)		3,765,000		3,445,987
Inter-American Development Bank MTN
5.563%, SOFRINDX + 0.280%, 04/12/27(A)		1,500,000		1,496,281
3.500%, 04/12/33		2,500,000		2,371,749
1.125%, 01/13/31		2,500,000		2,010,922
Intercontinental Exchange
2.650%, 09/15/40		2,245,000		1,584,695
International Bank for Reconstruction & Development
0.750%, 08/26/30		2,500,000		1,972,606
0.000%, 03/31/28(C)		1,000,000		978,083
0.000%, 03/31/27(C)		2,500,000		2,259,160
International Development Association
0.875%, 04/28/26(B)		1,000,000		900,014



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
International Finance MTN
5.350%, U.S. SOFR + 0.090%, 04/03/24(A)	$	2,500,000	$	2,499,818
International Finance Facility for Immunisation MTN
1.000%, 04/21/26		2,500,000		2,256,983
Jackson National Life Global Funding
6.410%, U.S. SOFR + 1.150%, 06/28/24(A)(B)		8,360,000		8,366,413
JPMorgan Chase
8.750%, 09/01/30		945,000		1,139,394
7.625%, 10/15/26		75,000		80,139
5.717%, U.S. SOFR + 2.580%, 09/14/33(A)		725,000		736,159
4.493%, TSFR3M + 3.790%, 03/24/31(A)		850,000		813,864
4.250%, 10/01/27		324,000		313,832
4.032%, TSFR3M + 1.722%, 07/24/48(A)		830,000		689,530
3.897%, TSFR3M + 1.482%, 01/23/49(A)		270,000		219,370
3.328%, U.S. SOFR + 1.580%, 04/22/52(A)		2,075,000		1,523,829
2.956%, TSFR3M + 2.515%, 05/13/31(A)		3,325,000		2,856,576
2.522%, U.S. SOFR + 2.040%, 04/22/31(A)		725,000		613,292
0.768%, U.S. SOFR + 0.490%, 08/09/25(A)		2,500,000		2,366,397
Kreditanstalt fuer Wiederaufbau
1.750%, 09/14/29		2,500,000		2,169,703
Liberty Utilities Finance GP 1
2.050%, 09/15/30(B)		2,500,000		1,948,808
Lloyds Banking Group
7.953%, H15T1Y + 3.750%, 11/15/33(A)		750,000		817,777
4.650%, 03/24/26		1,000,000		963,991
4.582%, 12/10/25		1,463,000		1,410,389
4.500%, 11/04/24		325,000		318,466
Macquarie Group
1.340%, U.S. SOFR + 1.069%, 01/12/27(A)(B)		825,000		738,547
Massachusetts Higher Education Assistance
2.673%, 07/01/31		500,000		390,957
Mastercard
1.900%, 03/15/31		2,500,000		2,066,098
Mitsubishi UFJ Financial Group
1.538%, H15T1Y + 0.750%, 07/20/27(A)		2,105,000		1,874,438



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Morgan Stanley
4.431%, TSFR3M + 1.890%, 01/23/30(A)	$	475,000	$	453,394
3.950%, 04/23/27		2,205,000		2,098,160
3.217%, U.S. SOFR + 1.485%, 04/22/42(A)		940,000		710,268
3.125%, 07/27/26		250,000		234,732
0.864%, U.S. SOFR + 0.745%, 10/21/25(A)		3,000,000		2,814,679
National Bank of Canada MTN
0.550%, H15T1Y + 0.400%, 11/15/24(A)		2,500,000		2,459,084
NatWest Group
6.000%, 12/19/23		2,275,000		2,272,329
5.808%, H15T1Y + 1.950%, 09/13/29(A)		3,010,000		2,997,221
5.125%, 05/28/24		100,000		98,740
1.642%, H15T1Y + 0.900%, 06/14/27(A)		1,750,000		1,549,609
Nederlandse Waterschapsbank
1.000%, 05/28/30(B)		2,500,000		2,004,436
NongHyup Bank MTN
4.875%, 07/03/28(B)		2,465,000		2,436,369
OMERS Finance Trust
4.000%, 04/19/52(B)		2,500,000		2,019,024
OPEC Fund for International Development
4.500%, 01/26/26(B)		1,000,000		982,380
OWS Cre Funding I
10.105%, ICE LIBOR USD 1 MONTH + 4.900%, 09/01/23(A)(B)		3,283,126		3,200,641
PayPal Holdings
3.250%, 06/01/50		2,940,000		2,121,269
Principal Financial Group
5.500%, 03/15/53		1,370,000		1,298,983
Prudential Financial MTN
1.500%, 03/10/26		2,500,000		2,289,732
Santander Holdings USA
3.244%, 10/05/26		3,020,000		2,768,338
Shinhan Financial Group
5.000%, 07/24/28(B)		1,000,000		988,912
Truist Bank
2.636%, H15T5Y + 1.150%, 09/17/29(A)		2,735,000		2,535,597
UBS Group
5.959%, H15T1Y + 2.200%, 01/12/34(A)(B)		2,050,000		2,078,949
1.494%, H15T5Y + 0.850%, 08/10/27(A)(B)		495,000		433,954



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
UniCredit MTN
7.296%, USD ICE Swap 11:00 NY 5 Yr + 4.914%, 04/02/34(A)(B)	$	2,000,000	$	1,940,820
5.459%, H15T5Y + 4.750%, 06/30/35(A)(B)		925,000		807,336
Unum Group
6.750%, 12/15/28		465,000		483,440
US Bancorp
4.839%, U.S. SOFR + 1.600%, 02/01/34(A)		1,438,000		1,350,540
USAA Capital
2.125%, 05/01/30(B)		2,500,000		2,093,293
Wells Fargo MTN
5.013%, TSFR3M + 4.502%, 04/04/51(A)		2,075,000		1,935,644
4.897%, U.S. SOFR + 2.100%, 07/25/33(A)		600,000		575,114
4.300%, 07/22/27		1,225,000		1,179,186
4.100%, 06/03/26		425,000		407,997
3.350%, U.S. SOFR + 1.500%, 03/02/33(A)		525,000		449,460
3.068%, U.S. SOFR + 2.530%, 04/30/41(A)		680,000		499,952
2.572%, TSFR3M + 1.262%, 02/11/31(A)		50,000		42,234
2.188%, U.S. SOFR + 2.000%, 04/30/26(A)		670,000		630,063
2.164%, TSFR3M + 1.012%, 02/11/26(A)		1,010,000		954,541
WLB Asset II D Pte
6.500%, 12/21/26(B)		2,500,000		2,373,924

				248,954,819


HEALTH CARE — 0.7%
Cigna Group
7.875%, 05/15/27		651,000		711,040
4.125%, 11/15/25		250,000		244,114
CVS Health
5.050%, 03/25/48		3,275,000		2,987,172
4.125%, 04/01/40		225,000		188,947
3.750%, 04/01/30		175,000		159,960
1.875%, 02/28/31		5,530,000		4,395,038
Elanco Animal Health
6.650%, 08/28/28		1,110,000		1,095,315
GE HealthCare Technologies
5.905%, 11/22/32(B)		1,000,000		1,039,310
Royalty Pharma
1.750%, 09/02/27		1,135,000		986,601
Zoetis
4.500%, 11/13/25		600,000		590,208

				12,397,705



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

INDUSTRIALS — 0.9%
AerCap Ireland Capital DAC
3.300%, 01/30/32	$	1,655,000	$	1,357,951
3.000%, 10/29/28		225,000		196,308
BNSF Railway 2007-1 Pass Through Trust
5.996%, 04/01/24		5,576		5,562
Burlington Northern and Santa Fe Railway Pass Through Trust, Ser 2006-1
5.720%, 01/15/24		5,271		5,370
Burlington Northern Santa Fe
3.750%, 04/01/24		1,025,000		1,012,106
Cemex
9.125%, H15T5Y + 4.907%(A)(B)(D)		2,500,000		2,605,155
5.200%, 09/17/30(B)		1,925,000		1,819,193
CRH America
3.875%, 05/18/25(B)		700,000		677,792
Family Forest Impact Foundation
5.500%, 07/01/32		1,250,000		1,279,552
Mileage Plus Holdings
6.500%, 06/20/27(B)		4,396,000		4,395,756
Nature Conservancy
3.957%, 03/01/52		2,485,000		2,061,038
Norfolk Southern
2.300%, 05/15/31		2,500,000		2,072,446
Union Pacific
3.500%, 02/14/53		1,010,000		775,857
Union Pacific Railroad 2005 Pass Through Trust
5.082%, 01/02/29		43,775		43,114
Union Pacific Railroad 2007-3 Pass Through Trust
6.176%, 01/02/31		17,735		18,268

				18,325,468


INFORMATION TECHNOLOGY — 0.8%
Apple
3.000%, 06/20/27		2,500,000		2,368,120
Broadcom
4.150%, 11/15/30		435,000		399,921
4.110%, 09/15/28		525,000		497,370
Dell International
6.020%, 06/15/26		144,000		145,987
3.375%, 12/15/41(B)		3,300,000		2,345,716
Intel
4.150%, 08/05/32(E)		2,500,000		2,369,849
Microchip Technology
0.983%, 09/01/24		975,000		925,392



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

INFORMATION TECHNOLOGY — continued
Oracle
3.900%, 05/15/35	$	2,445,000	$	2,108,085
3.600%, 04/01/40		495,000		381,246
VMware
4.650%, 05/15/27		1,920,000		1,871,347
1.400%, 08/15/26		525,000		465,140
0.600%, 08/15/23		400,000		399,215

				14,277,388


MATERIALS — 0.5%
Air Products and Chemicals
4.800%, 03/03/33		2,500,000		2,516,800
Dow Chemical
9.400%, 05/15/39		166,000		224,708
7.375%, 11/01/29		430,000		476,927
5.550%, 11/30/48		35,000		34,070
FMG Resources August 2006 Pty
6.125%, 04/15/32(B)		2,500,000		2,401,614
Inversiones CMPC
6.125%, 06/23/33(B)		1,060,000		1,075,984
LG Chemical
4.375%, 07/14/25(B)		1,150,000		1,118,380
LYB International Finance III
3.375%, 10/01/40		1,255,000		927,801
2.250%, 10/01/30		100,000		81,799

				8,858,083


REAL ESTATE — 0.8%
American Tower
2.950%, 01/15/51‡		1,500,000		937,404
Boston Properties
6.500%, 01/15/34‡		475,000		480,792
3.250%, 01/30/31‡		1,450,000		1,195,188
3.125%, 09/01/23‡		910,000		907,557
Corporate Office Properties
2.750%, 04/15/31‡		1,040,000		800,148
Equinix
2.500%, 05/15/31‡		4,293,000		3,501,081
ERP Operating
4.150%, 12/01/28‡		3,672,000		3,504,202
Host Hotels & Resorts
2.900%, 12/15/31‡		1,581,000		1,252,523
Spirit Realty
3.400%, 01/15/30‡		1,570,000		1,349,819

				13,928,714


UTILITIES — 3.4%
Alabama Power
3.700%, 12/01/47		1,845,000		1,425,896
Avangrid
3.800%, 06/01/29		2,500,000		2,288,412



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

UTILITIES — continued
3.150%, 12/01/24	$	2,545,000	$	2,450,457
Berkshire Hathaway Energy
6.125%, 04/01/36		74,000		77,794
CenterPoint Energy Houston Electric
3.350%, 04/01/51		2,600,000		1,925,149
CenterPoint Energy Resources
1.750%, 10/01/30		1,320,000		1,057,100
Commonwealth Edison
4.000%, 03/01/48		570,000		473,059
Consolidated Edison of New York
4.450%, 03/15/44		965,000		837,405
Continental Wind
6.000%, 02/28/33(B)		1,376,819		1,389,703
Dominion Energy
5.750%, ICE LIBOR USD 3 MONTH + 3.057%, 10/01/54(A)		1,875,000		1,806,530
Duke Energy Florida
3.850%, 11/15/42		520,000		418,892
Electricite de France
6.250%, 05/23/33(B)		200,000		205,947
3.625%, 10/13/25(B)		1,000,000		968,101
Enel Finance International
6.000%, 10/07/39(B)		850,000		837,255
Georgia Power
5.125%, 05/15/52		2,500,000		2,402,701
3.250%, 03/15/51		368,000		259,332
MidAmerican Energy
5.800%, 10/15/36		420,000		435,847
3.950%, 08/01/47		2,500,000		2,010,343
2.700%, 08/01/52		2,588,000		1,613,835
National Rural Utilities Cooperative Finance
4.150%, 12/15/32		2,500,000		2,302,143
NextEra Energy Capital Holdings
6.051%, 03/01/25		975,000		982,071
4.625%, 07/15/27		100,000		98,236
4.255%, 09/01/24		500,000		492,508
Niagara Mohawk Power
1.960%, 06/27/30(B)		2,500,000		2,003,537
NRG Energy
7.000%, 03/15/33(B)		2,035,000		2,030,299
NSTAR Electric
3.100%, 06/01/51		175,000		120,634
Pacific Gas and Electric
6.700%, 04/01/53		2,925,000		2,918,137
4.950%, 07/01/50		1,980,000		1,583,444



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

UTILITIES — continued
PacifiCorp
6.350%, 07/15/38	$	720,000	$	725,830
2.900%, 06/15/52		3,564,000		2,172,036
PECO Energy
4.150%, 10/01/44		1,015,000		851,829
3.000%, 09/15/49		1,005,000		687,836
Public Service Electric and Gas MTN
5.125%, 03/15/53		1,250,000		1,263,673
4.650%, 03/15/33		2,595,000		2,537,657
3.100%, 03/15/32		2,500,000		2,183,037
San Diego Gas & Electric
2.950%, 08/15/51		2,500,000		1,686,281
Solar Star Funding
3.950%, 06/30/35(B)		961,010		856,195
Southern
5.113%, 08/01/27		1,025,000		1,015,362
4.850%, 06/15/28		500,000		493,751
4.475%, 08/01/24		700,000		689,572
4.000%, H15T5Y + 3.733%, 01/15/51(A)		1,550,000		1,449,635
3.750%, H15T5Y + 2.915%, 09/15/51(A)		1,450,000		1,250,787
Southern California Edison
3.650%, 06/01/51		3,000,000		2,190,194
3.450%, 02/01/52		2,530,000		1,785,141
2.750%, 02/01/32		2,500,000		2,085,233
Southern Power
0.900%, 01/15/26		1,160,000		1,043,800
Union Electric
3.900%, 04/01/52		2,195,000		1,781,277
Virginia Electric and Power
4.650%, 08/15/43		775,000		687,452

				62,851,345


Total Corporate Obligations (Cost $558,977,285)				525,003,501



U.S. TREASURY OBLIGATIONS — 25.5%
U.S. Treasury Bonds
3.875%, 05/15/43		2,000,000		1,908,750
3.625%, 02/15/53		2,735,000		2,548,002
3.375%, 08/15/42		8,500,000		7,561,016
3.000%, 02/15/49		615,000		505,717
3.000%, 08/15/52		58,807,000		48,593,878
2.875%, 05/15/52		5,620,000		4,525,637
2.500%, 02/15/45		15,310,000		11,578,786
2.500%, 02/15/46		1,775,000		1,331,458
2.500%, 05/15/46		1,735,000		1,300,369
2.375%, 02/15/42		870,000		663,647
2.375%, 11/15/49		395,000		286,591



U.S. TREASURY OBLIGATIONS — continued

	Face Amount		Value
2.250%, 08/15/46	$	1,805,000	$	1,283,947
2.250%, 02/15/52		5,235,000		3,672,475
2.000%, 11/15/41		1,305,000		936,439
2.000%, 02/15/50		4,745,000		3,158,947
2.000%, 08/15/51		6,755,000		4,466,216
1.875%, 02/15/41		935,000		665,128
1.875%, 02/15/51		325,000		208,724
1.875%, 11/15/51		3,200,000		2,047,375
1.625%, 11/15/50		4,615,000		2,779,997
1.375%, 11/15/40		2,815,000		1,842,176
1.250%, 05/15/50		625,000		340,723
1.125%, 05/15/40		605,000		383,891
1.125%, 08/15/40		1,255,000		789,081
U.S. Treasury Notes
5.551%, US Treasury 3 Month Bill Money Market Yield + 0.200%, 01/31/25(A)		156,490,000		156,817,870
5.378%, US Treasury 3 Month Bill Money Market Yield + 0.037%, 07/31/24(A)		7,800,000		7,802,516
4.750%, 07/31/25		2,770,000		2,763,941
4.625%, 06/30/25		7,315,000		7,274,425
4.500%, 07/15/26		3,160,000		3,159,259
4.250%, 05/31/25		7,335,000		7,242,739
4.125%, 11/15/32		30,110,000		30,458,147
4.000%, 02/29/28		3,130,000		3,101,879
4.000%, 06/30/28		3,353,000		3,325,517
4.000%, 10/31/29		1,827,000		1,813,583
4.000%, 02/28/30		1,520,000		1,510,381
4.000%, 07/31/30		4,427,000		4,406,975
3.750%, 05/31/30		3,410,000		3,341,800
3.750%, 06/30/30		14,098,000		13,820,446
3.625%, 03/31/28		7,545,000		7,358,733
3.625%, 03/31/30		8,000,000		7,780,000
3.500%, 01/31/28		13,100,000		12,706,488
3.500%, 01/31/30		9,735,000		9,396,937
3.500%, 02/15/33		5,825,000		5,613,844
3.375%, 05/15/33		8,125,000		7,750,488
2.875%, 05/15/32		12,395,000		11,385,970
2.750%, 05/31/29		3,860,000		3,581,205
2.750%, 08/15/32		1,621,000		1,471,627
2.375%, 03/31/29		4,610,000		4,197,441
2.375%, 05/15/29		918,000		834,914
1.875%, 02/15/32		1,270,000		1,078,557
1.750%, 11/15/29		420,000		367,024
1.625%, 05/15/31		1,110,000		937,039
1.500%, 02/15/30		265,000		226,026
1.375%, 12/31/28		6,335,000		5,489,179
1.375%, 11/15/31		12,840,000		10,505,728
1.250%, 08/15/31		10,810,000		8,805,083
1.125%, 02/29/28		4,795,000		4,179,704
1.125%, 08/31/28		505,000		434,951
1.125%, 02/15/31		2,385,000		1,950,576
0.875%, 11/15/30		1,180,000		950,591
0.750%, 01/31/28		1,450,000		1,244,225
0.625%, 12/31/27		7,560,000		6,465,572



U.S. TREASURY OBLIGATIONS — continued

	Face Amount		Value
0.625%, 05/15/30	$	595,000	$	474,768


Total U.S. Treasury Obligations (Cost $487,933,122)				465,405,118



ASSET-BACKED SECURITIES — 5.2%
Automotive — 2.7%
American Credit Acceptance Receivables Trust, Ser 2022-2, Cl D
4.850%, 06/13/28 (B)		2,555,000		2,447,026
CAL Receivables 2022-1, Ser 2022-1, Cl B
9.418%, SOFR30A + 4.350%, 10/15/26 (A)(B)		2,520,000		2,473,364
Credit Acceptance Auto Loan Trust 2020-3, Ser 2020-3A, Cl C
2.280%, 02/15/30 (B)		1,200,000		1,166,089
Drive Auto Receivables Trust 2019-3, Ser 2019-3, Cl D
3.180%, 10/15/26		55,876		55,628
Drive Auto Receivables Trust 2020-2, Ser 2020-2, Cl D
3.050%, 05/15/28		2,200,000		2,160,039
Exeter Automobile Receivables Trust 2023-2, Ser 2023-2A, Cl D
6.320%, 08/15/29		2,140,000		2,109,138
Exeter Automobile Receivables Trust, Ser 2021-3A, Cl D
1.550%, 06/15/27		5,200,000		4,778,362
Exeter Automobile Receivables Trust, Ser 2022-2A, Cl D
4.560%, 07/17/28		3,200,000		3,053,967
Exeter Automobile Receivables Trust, Ser 2022-3A, Cl D
6.760%, 09/15/28		3,000,000		2,989,058
Exeter Automobile Receivables Trust, Ser 2022-5A, Cl D
7.400%, 02/15/29		3,945,000		3,994,168
Flagship Credit Auto Trust, Ser 2022-2, Cl D
5.800%, 04/17/28 (B)		2,110,000		2,044,055
Ford Credit Auto Owner Trust 2021-REV1, Ser 2021-1, Cl D
2.310%, 10/17/33 (B)		1,750,000		1,534,376
GLS Auto Receivables Issuer Trust 2021-4, Ser 2021-4A, Cl D
2.480%, 10/15/27 (B)		3,500,000		3,224,685



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
GLS Auto Receivables Issuer Trust 2023-1, Ser 2023-1A, Cl D
7.010%, 01/16/29 (B)	$	1,415,000	$	1,425,186
GLS Auto Receivables Issuer Trust 2023-2, Ser 2023-2A, Cl D
6.310%, 03/15/29 (B)		1,100,000		1,084,170
GLS Auto Receivables Issuer Trust, Ser 2022-2A, Cl D
6.150%, 04/17/28 (B)		2,500,000		2,467,120
Octane Receivables Trust 2023-1, Ser 2023-1A, Cl C
6.370%, 09/20/29 (B)		895,000		879,624
Octane Receivables Trust 2023-2, Ser 2023-2A, Cl C
6.240%, 06/20/31 (B)		3,580,000		3,525,791
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl C
6.690%, 03/17/31		3,340,000		3,396,166
Tesla Auto Lease Trust, Ser 2021-A, Cl B
1.020%, 03/20/25 (B)		1,000,000		983,870
Westlake Automobile Receivables Trust 2022-1, Ser 2022-1A, Cl D
3.490%, 03/15/27 (B)		345,000		328,834
Westlake Automobile Receivables Trust 2023-1, Ser 2023-1A, Cl D
6.790%, 11/15/28 (B)		1,925,000		1,921,740
Westlake Automobile Receivables Trust 2023-2, Ser 2023-2A, Cl D
7.010%, 11/15/28 (B)		2,340,000		2,337,739

				50,380,195

Other Asset-Backed Securities — 2.5%
AEP Texas Central Transition Funding III, Ser 2012-1, Cl A3
2.845%, 03/01/26		46,028		44,831
DRIVEN BRANDS FUNDING, Ser 2019-1A, Cl A2
4.641%, 04/20/49 (B)		3,495,300		3,281,709
GoodLeap Sustainable Home Solutions Trust 2021-5, Ser 2021-5CS, Cl B
2.560%, 10/20/48 (B)		2,384,661		1,672,881
GoodLeap Sustainable Home Solutions Trust 2023-1, Ser 2023-1GS, Cl A
5.520%, 02/22/55 (B)		1,744,238		1,651,848
GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B
5.500%, 07/20/49 (B)		1,250,000		1,060,127



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
GoodLeap Sustainable Home Solutions Trust, Ser 2022-4CS, Cl B
5.550%, 11/20/54 (B)	$	1,118,000	$	959,411
Hertz Vehicle Financing III, Ser 2023-2A, Cl A
5.570%, 09/25/29 (B)		2,000,000		1,976,876
Mosaic Solar Loan Trust, Ser 2022-1A, Cl B
3.160%, 01/20/53 (B)		1,255,451		996,600
Navient Student Loan Trust 2016-1, Ser 2016-1A, Cl A
5.884%, SOFR30A + 0.814%, 02/25/70 (A)(B)		377,809		371,977
Navient Student Loan Trust 2016-5, Ser 2016-5A, Cl A
6.434%, SOFR30A + 1.364%, 06/25/65 (A)(B)		483,732		481,627
Navient Student Loan Trust 2016-6, Ser 2016-6A, Cl A3
6.484%, SOFR30A + 1.414%, 03/25/66 (A)(B)		108,636		108,168
Navient Student Loan Trust 2018-2, Ser 2018-2A, Cl A3
5.934%, SOFR30A + 0.864%, 03/25/67 (A)(B)		5,219,935		5,097,443
Navient Student Loan Trust 2021-1, Ser 2021-1A, Cl A1B
5.784%, SOFR30A + 0.714%, 12/26/69 (A)(B)		4,758,005		4,626,445
Neuberger Berman Loan Advisers CLO, Ser 2022-47A, Cl C
7.361%, TSFR3M + 2.050%, 04/14/35 (A)(B)		6,000,000		5,831,442
OneMain Financial Issuance Trust 2023-1, Ser 2023-1A, Cl A
5.500%, 06/14/38 (B)		2,050,000		2,038,708
SBAP 2004-20K 1
4.880%, 11/01/24		1,044		1,026
SBAP 2006-20B 1
5.350%, 02/01/26		1,314		1,288
SBAP 2006-20C 1
5.570%, 03/01/26		1,182		1,160
SBAP 2007-20C 1
5.230%, 03/01/27		1,194		1,170
SLM Student Loan Trust 2004-3, Ser 2014-3A, Cl A6B
5.866%, SOFR90A + 0.812%, 10/25/64 (A)(B)		2,897,462		2,842,016
SLM Student Loan Trust 2009-3, Ser 2009-3, Cl A
5.934%, SOFR30A + 0.864%, 01/25/45 (A)(B)		1,845,057		1,767,022



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
SMB Private Education Loan Trust 2017-B, Ser 2017-B, Cl A2A
2.820%, 10/15/35 (B)	$	79,449	$	75,659
SMB Private Education Loan Trust 2018-A, Ser 2018-A, Cl A2A
3.500%, 02/15/36 (B)		835,518		798,804
SMB Private Education Loan Trust 2023-B, Ser 2023-B, Cl A1A
4.990%, 10/16/56 (B)		1,753,567		1,707,610
SOUND POINT CLO XXII, Ser 2021-1A, Cl CR
7.838%, TSFR3M + 2.512%, 01/20/32 (A)(B)		3,480,000		3,404,446
Sunnova Helios XI Issuer, Ser 2023-A, Cl A
5.300%, 05/20/50 (B)		985,151		952,619
United States Small Business Administration
5.090%, 10/01/25		5,973		5,813
United States Small Business Administration, Ser 2003-20J, Cl 1
4.920%, 10/01/23		303		302
United States Small Business Administration, Ser 2003-20K, Cl 1
4.980%, 11/01/23		1,372		1,364
United States Small Business Administration, Ser 2004-20L, Cl 1
4.870%, 12/01/24		1,091		1,078
United States Small Business Administration, Ser 2005-20A, Cl 1
4.860%, 01/01/25		406		399
United States Small Business Administration, Ser 2005-20E, Cl 1
4.840%, 05/01/25		373		365
United States Small Business Administration, Ser 2005-20G, Cl 1
4.750%, 07/01/25		1,905		1,866
United States Small Business Administration, Ser 2005-20H, Cl 1
5.110%, 08/01/25		4,670		4,601
United States Small Business Administration, Ser 2006-20F, Cl 1
5.820%, 06/01/26		588		573



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
United States Small Business Administration, Ser 2006-20G, Cl 1
6.070%, 07/01/26	$	1,718	$	1,693
United States Small Business Administration, Ser 2006-20H, Cl 1
5.700%, 08/01/26		1,359		1,340
United States Small Business Administration, Ser 2007-20D, Cl 1
5.320%, 04/01/27		4,076		3,969
United States Small Business Administration, Ser 2007-20E, Cl 1
5.310%, 05/01/27		1,469		1,435
United States Small Business Administration, Ser 2007-20F, Cl 1
5.710%, 06/01/27		3,010		2,987
Vivint Solar Financing V, Ser 2018-1A, Cl B
7.370%, 04/30/48 (B)		577,791		522,193
Vivint Solar Financing VII, Ser 2020-1A, Cl A
2.210%, 07/31/51 (B)		1,337,886		1,030,422
Wellfleet CLO X, Ser 2021-XA, Cl BR
7.788%, TSFR3M + 2.462%, 07/20/32 (A)(B)		2,000,000		1,954,036

				45,287,349


Total Asset-Backed Securities (Cost $97,531,833)				95,667,544



MUNICIPAL BONDS — 2.5%
Alaska — 0.2%
City of Port Lions Alaska
7.500%, 10/01/52		3,025,000		3,130,985


California — 1.1%
California Health Facilities Financing Authority
3.034%, 06/01/34		1,865,000		1,554,919
2.984%, 06/01/33		3,090,000		2,612,013
City & County of San Francisco California Community Facilities District No. 2014-1
6.332%, 09/01/51		1,250,000		1,271,520
3.482%, 09/01/50		2,500,000		1,746,890
City of Los Angeles California, Ser A
5.000%, 09/01/42		2,500,000		2,375,960



MUNICIPAL BONDS — continued

	Face Amount		Value
City of Los Angeles Department of Airports Customer Facility Charge Revenue, RB
3.258%, 05/15/30	$	2,250,000	$	2,022,341
3.158%, 05/15/29		1,000,000		908,868
City of San Francisco California Public Utilities Commission Water Revenue, Ser E
2.825%, 11/01/41		1,000,000		766,493
Los Angeles Unified School District, Ser RY
6.758%, 07/01/34		100,000		111,849
Regents of the University of California Medical Center Pooled Revenue
4.563%, 05/15/53		600,000		546,824
State of California
7.625%, 03/01/40		40,000		49,511
7.550%, 04/01/39		100,000		124,362
7.500%, 04/01/34		675,000		810,282
7.300%, 10/01/39		625,000		745,760
Tuolumne Wind Project Authority
6.918%, 01/01/34		1,100,000		1,196,574

				16,844,166

Connecticut — 0.1%
Connecticut Green Bank
2.900%, 11/15/35		2,500,000		2,028,865
Hartford County Metropolitan District Clean Water Project Revenue, Ser S
2.952%, 11/01/42		270,000		198,835

				2,227,700

District of Columbia — 0.1%
District of Columbia
2.932%, 04/01/33		1,590,000		1,318,770


Florida — 0.1%
Florida Development Finance, RB
7.250%, 07/01/57 (A)(B)		2,500,000		2,551,179


Hawaii — 0.1%
State of Hawaii Department of Business Economic Development & Tourism, Ser A-2, RB
3.242%, 01/01/31		990,831		943,069


Illinois — 0.1%
State of Illinois
5.100%, 06/01/33		1,850,000		1,809,723


Massachusetts — 0.0%
Massachusetts Housing Finance Agency, Ser 226-SOCIAL
5.562%, 12/01/52		500,000		496,966


Montana — 0.0%
County of Gallatin Montana, RB
11.500%, 09/01/27 (B)		500,000		521,349



MUNICIPAL BONDS — continued

	Face Amount		Value
New Hampshire — 0.0%
New Hampshire Business Finance Authority
5.500%, 07/01/33 (A)(B)	$	850,000	$	850,000


New Jersey — 0.2%
New Jersey Economic Development Authority
4.934%, 03/01/25		750,000		741,256
New Jersey Housing & Mortgage Finance Agency, Ser C
3.100%, 11/01/40		3,100,000		2,317,657
New Jersey Turnpike Authority
7.414%, 01/01/40		275,000		339,136
7.102%, 01/01/41		925,000		1,111,865

				4,509,914

New York — 0.2%
Metropolitan Transportation Authority, Ser C2
5.175%, 11/15/49		1,250,000		1,145,019
New York State Energy Research & Development Authority, Ser A
4.871%, 04/01/37		2,820,000		2,504,092

				3,649,111

Ohio — 0.1%
American Municipal Power, Sub-Ser
6.449%, 02/15/44		1,740,000		1,923,733


Pennsylvania — 0.1%
Redevelopment Authority of the City of Philadelphia, Ser A
3.172%, 09/01/41		2,000,000		1,476,645


South Dakota — 0.0%
South Dakota Housing Development Authority, Ser E, RB
5.460%, 05/01/53		295,000		292,611


Wisconsin — 0.1%
County of Fond Du Lac Wisconsin
5.569%, 11/01/51 (B)		2,350,000		2,176,919


Total Municipal Bonds (Cost $46,007,004)				44,722,840



PREFERRED STOCK — 0.2%

	Shares		Value

PREFERRED STOCK — 0.2%
Citigroup Capital XIII, 12.001%, TSFR3M + 6.632%, 10/30/40 (A)		108,715		3,151,648


Total Preferred Stock (Cost $2,861,568)				3,151,648



BANK LOAN OBLIGATION — 0.1%

	Face Amount		Value

ECOLOGICAL SERVICES & EQUIPMENT — 0.1%
Terraform Power Operating Specified Refinancing Term Loan
7.842%, CME Term SOFR + 2.500%, 05/21/29 (A)	$	2,487,437	$	2,462,563


Total Bank Loan Obligation (Cost $2,481,394)				2,462,563



U.S. GOVERNMENT AGENCY OBLIGATION — 0.0%
United States International Development Finance
1.790%, 10/15/29		374,735		335,153


Total U.S. Government Agency Obligation (Cost $352,048)				335,153



SHORT-TERM INVESTMENT — 0.1%

	Shares		Value
State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (F)		943,470		943,470


Total Short-Term Investments (Cost $943,470)				943,470


Total Investments in Securities— 97.7% (Cost $1,897,552,373)			$	1,784,880,522

Percentages are based on Nest Assets of $1,827,657,717.

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


Type of Contract	Number of Contracts		Expiration Date		Notional Amount		Value		Unrealized Depreciation
Long Contracts
U.S. 5-Year Treasury Note		1,000		Sept-2023	$	274,413,003	$	271,323,594	$	(3,089,409)
U.S. 10-Year Ultra Treasury Note		1,000		Sept-2023		44,650,569		43,752,156		(898,413)

						319,063,572		315,075,750		(3,987,822)

‡	Real Estate Investment Trust.

(A)

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.

(B)

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 may be sold only to dealers in the program or other “accredited investors”. The total value of these securities at July 31, 2023 was $273,016,043 and represented 14.9% of Net Assets.

(C)

Zero coupon security.

(D)

Perpetual security with no stated maturity date.

(E)

This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $919,960.

(F)

This security was purchased with cash collateral received from securities lending. The total was of such securities as of July 31, 2023, was $943,470.

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

H15T1Y — US Treas Yield Curve Rate T Note Const Mat 1 Yr

H15T5Y — US Treas Yield Curve Rate T Note Const Mat 5 Yr

LIBOR — London Interbank Offered Rate

MTN — Medium Term Note

PJSC — Public Joint Stock Company

REMIC — Real Estate Mortgage Investment Conduit

RFUCCT1Y — Refinitiv USD IBOR Consumer Cash Fallbacks Term 1 Year

RB — Revenue Bond

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Secured Overnight Financing Rate Index

TSFR1M — Term Structured Financing Rate 1 Month Average

TSFR3M — Term Structured Financing Rate 3 Month Average

USD — United States Dollar

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-001-0400



SCHEDULE OF INVESTMENTS

U.S. TREASURY OBLIGATIONS — 28.6%

	Face Amount		Value
U.S. Treasury Bonds
3.000%, 08/15/52	$	3,340,000	$	2,759,936
U.S. Treasury Notes
5.551%, US Treasury 3 Month Bill Money Market Yield + 0.200%, 01/31/25(A)		49,480,000		49,583,668
5.388%, US Treasury 3 Month Bill Money Market Yield + 0.037%, 07/31/24(A)		20,100,000		20,106,483
5.276%, US Treasury 3 Month Bill Money Market Yield + - 0.075%, 04/30/24(A)		22,640,000		22,634,155
4.750%, 07/31/25		3,500,000		3,491,934
4.500%, 07/15/26		864,000		863,595
4.125%, 06/15/26		500,000		494,570
4.125%, 11/15/32		7,880,000		7,971,112
4.000%, 02/29/28		3,170,000		3,139,662
4.000%, 06/30/28		6,128,000		6,074,859
3.875%, 11/30/27		1,880,000		1,849,964
3.625%, 03/31/28		1,770,000		1,725,197
3.500%, 01/31/28		4,385,000		4,250,709
3.500%, 04/30/28		6,560,000		6,358,587
3.500%, 04/30/30		4,195,000		4,047,520
3.125%, 08/31/27		5,380,000		5,141,262
2.750%, 07/31/27		7,585,000		7,147,974
2.625%, 05/31/27		4,250,000		3,991,680


Total U.S. Treasury Obligations (Cost $152,795,360)				151,632,867



CORPORATE OBLIGATIONS — 24.9%

CONSUMER DISCRETIONARY — 0.5%
General Motors
5.400%, 10/15/29		1,175,000		1,156,989
Marriott International
4.650%, 12/01/28		1,500,000		1,454,846

				2,611,835


CONSUMER STAPLES — 0.4%
CVS Pass-Through Trust
6.036%, 12/10/28		1,459,010		1,467,840
Delta Air Lines
4.750%, 10/20/28(B)		500,000		483,709

				1,951,549


ENERGY — 1.2%
Devon Energy
7.875%, 09/30/31		340,000		384,969
Diamondback Energy
6.250%, 03/15/33		1,690,000		1,765,380



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

ENERGY — continued
Equities
5.700%, 04/01/28	$	500,000	$	500,216
Hess
7.875%, 10/01/29		120,000		133,427
7.300%, 08/15/31		210,000		231,212
Hydro-Quebec
8.050%, 07/07/24		500,000		509,941
MidAmerican Energy
3.100%, 05/01/27		1,292,000		1,206,404
Ovintiv
5.650%, 05/15/28		1,000,000		991,025
Phillips 66
4.950%, 12/01/27		445,000		442,409

				6,164,983


FINANCIALS — 18.0%
ABN AMRO Bank
2.470%, H15T1Y + 1.100%, 12/13/29(A)(B)		1,000,000		847,256
Aflac
1.125%, 03/15/26		1,500,000		1,345,979
Athene Global Funding
1.450%, 01/08/26(B)		2,560,000		2,269,764
Bank of America MTN
3.559%, TSFR3M + 1.322%, 04/23/27(A)		1,750,000		1,660,643
1.530%, U.S. SOFR + 0.650%, 12/06/25(A)		1,000,000		940,145
Bank of Nova Scotia
0.650%, 07/31/24		1,000,000		950,963
Barclays
1.007%, H15T1Y + 0.800%, 12/10/24(A)		1,370,000		1,343,982
BB Blue Financing DAC
4.395%, 09/20/29		2,500,000		2,458,156
BGC Partners
8.000%, 05/25/28(B)		910,000		889,661
Blackstone Private Credit Fund
2.625%, 12/15/26		2,625,000		2,251,686
2.350%, 11/22/24		3,000,000		2,832,553
Blue Owl Capital
3.750%, 07/22/25		2,075,000		1,936,985
BPCE
2.045%, U.S. SOFR + 1.087%, 10/19/27(A)(B)		1,000,000		884,503
Caisse d’Amortissement de la Dette Sociale
3.000%, 05/17/25(B)		1,000,000		961,827
0.375%, 05/27/24(B)		1,000,000		957,410
Cantor Fitzgerald
4.875%, 05/01/24(B)		1,140,000		1,119,075



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Capital One Financial
4.166%, U.S. SOFR + 1.370%, 05/09/25(A)	$	2,805,000	$	2,744,237
CDP Financial MTN
1.000%, 05/26/26(B)		1,000,000		897,220
Central American Bank for Economic Integration
5.000%, 02/09/26(B)		500,000		494,084
Citigroup
6.023%, U.S. SOFR + 0.694%, 01/25/26(A)		1,000,000		997,803
2.014%, U.S. SOFR + 0.694%, 01/25/26(A)		1,284,000		1,211,449
1.281%, U.S. SOFR + 0.528%, 11/03/25(A)		1,000,000		941,510
0.776%, U.S. SOFR + 0.686%, 10/30/24(A)		1,000,000		986,441
Conservation Fund A Nonprofit
3.474%, 12/15/29		1,000,000		861,320
Council of Europe Development Bank
3.000%, 06/16/25		1,000,000		961,863
Deutsche Bank NY
1.686%, 03/19/26		1,000,000		908,102
European Investment Bank
3.250%, 11/15/27		700,000		670,765
2.875%, 06/13/25(B)		2,000,000		1,922,951
2.375%, 05/24/27		1,253,000		1,162,455
2.125%, 04/13/26		500,000		468,184
0.625%, 10/21/27		2,000,000		1,715,915
Fifth Third Bancorp
6.339%, U.S. SOFR + 2.340%, 07/27/29(A)		245,000		249,305
Glencore Funding
5.400%, 05/08/28(B)		890,000		885,575
Goldman Sachs Group
4.387%, U.S. SOFR + 1.510%, 06/15/27(A)		1,000,000		972,947
0.855%, U.S. SOFR + 0.609%, 02/12/26(A)		1,100,000		1,019,668
Golub Capital BDC
2.500%, 08/24/26		1,610,000		1,413,988
HSBC Holdings
4.292%, TSFR3M + 1.609%, 09/12/26(A)		1,750,000		1,690,829
ING Groep
1.400%, H15T1Y + 1.100%, 07/01/26(A)(B)		1,000,000		915,269
Inter-American Development Bank
5.563%, SOFRINDX + 0.280%, 04/12/27(A)		1,000,000		997,521



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
Inter-American Investment
4.125%, 02/15/28	$	2,500,000	$	2,454,074
International Bank for Reconstruction & Development MTN
5.608%, SOFRINDX + 0.390%, 06/17/24(A)		1,000,000		1,002,379
0.000%, 03/31/28(C)		1,000,000		978,083
0.000%, 03/31/27(C)		2,500,000		2,259,160
International Development Association
0.875%, 04/28/26(B)		1,000,000		900,014
International Finance MTN
5.350%, U.S. SOFR + 0.090%, 04/03/24(A)		2,000,000		1,999,854
International Finance Facility for Immunisation MTN
1.000%, 04/21/26		1,000,000		902,793
Jackson National Life Global Funding
6.410%, U.S. SOFR + 1.150%, 06/28/24(A)(B)		3,390,000		3,392,600
JPMorgan Chase
0.768%, U.S. SOFR + 0.490%, 08/09/25(A)		1,000,000		946,559
0.563%, U.S. SOFR + 0.420%, 02/16/25(A)		1,168,000		1,134,111
KeyBank
4.700%, 01/26/26		700,000		667,636
4.150%, 08/08/25		1,250,000		1,192,061
Kreditanstalt fuer Wiederaufbau
1.750%, 09/14/29		1,000,000		867,881
Liberty Mutual Insurance
7.875%, 10/15/26(B)		1,250,000		1,265,852
Liberty Utilities Finance GP 1
2.050%, 09/15/30(B)		1,000,000		779,523
Morgan Stanley MTN
1.512%, U.S. SOFR + 0.858%, 07/20/27(A)		2,750,000		2,442,577
0.864%, U.S. SOFR + 0.745%, 10/21/25(A)		1,000,000		938,226
National Bank of Canada MTN
0.550%, H15T1Y + 0.400%, 11/15/24(A)		2,000,000		1,967,267
Nederlandse Waterschapsbank
1.000%, 05/28/30(B)		1,000,000		801,774
NongHyup Bank MTN
4.875%, 07/03/28(B)		1,410,000		1,393,623
OPEC Fund for International Development
4.500%, 01/26/26(B)		1,000,000		982,380



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

FINANCIALS — continued
OWS Cre Funding I
10.333%, ICE LIBOR USD 1 MONTH + 4.900%, 09/01/23(A)(B)	$	1,219,447	$	1,188,810
Principal Life Global Funding II MTN
5.500%, 06/28/28(B)		1,595,000		1,579,978
Prudential Financial MTN
5.700%, ICE LIBOR USD 3 Month + 2.665%, 09/15/48(A)		2,115,000		2,032,374
1.500%, 03/10/26		1,000,000		915,893
Prudential Insurance of America
8.300%, 07/01/25(B)		800,000		826,765
Royal Bank of Canada MTN
5.200%, 08/01/28		885,000		882,618
Santander UK Group Holdings
1.532%, H15T1Y + 1.250%, 08/21/26(A)		2,580,000		2,320,093
Societe Generale
5.000%, 01/17/24(B)		1,500,000		1,488,729
Synchrony Financial
4.875%, 06/13/25		1,200,000		1,159,487
Toronto-Dominion Bank MTN
5.710%, U.S. SOFR + 0.450%, 09/28/23(A)		2,000,000		2,000,045
Truist Bank
2.636%, H15T5Y + 1.150%, 09/17/29(A)		2,000,000		1,854,356
WLB Asset II D Pte
6.500%, 12/21/26(B)		1,000,000		949,570

				95,207,134


INDUSTRIALS — 1.3%
AerCap Ireland Capital DAC
1.650%, 10/29/24		2,500,000		2,360,764
Mileage Plus Holdings
6.500%, 06/20/27(B)		2,696,000		2,695,848
Nature Conservancy
1.304%, 07/01/28		460,000		371,452
Spirit Airlines Pass Through Trust
3.650%, 02/15/30		943,008		802,996
Weir Group
2.200%, 05/13/26(B)		1,000,000		899,810

				7,130,870


INFORMATION TECHNOLOGY — 0.8%
Apple
3.000%, 06/20/27		1,665,000		1,577,168



CORPORATE OBLIGATIONS — continued

	Face Amount		Value

INFORMATION TECHNOLOGY — continued
Dell International
3.375%, 12/15/41(B)	$	1,370,000	$	973,828
Intel
4.875%, 02/10/28		890,000		886,532
4.150%, 08/05/32		1,000,000		947,939

				4,385,467


MATERIALS — 0.3%
Air Products and Chemicals
4.800%, 03/03/33		500,000		503,360
LG Chemical
4.375%, 07/14/25(B)		570,000		554,327
3.250%, 10/15/24(B)		700,000		678,057

				1,735,744


REAL ESTATE — 0.2%
ERP Operating
4.150%, 12/01/28‡		1,000,000		954,303


UTILITIES — 2.2%
Avangrid
3.800%, 06/01/29		2,000,000		1,830,729
3.150%, 12/01/24		1,000,000		962,852
Electricite de France
5.700%, 05/23/28(B)		1,800,000		1,811,562
3.625%, 10/13/25(B)		500,000		484,051
Enel Finance International
6.800%, 10/14/25(B)		2,200,000		2,246,554
Oncor Electric Delivery
0.550%, 10/01/25		1,000,000		906,711
Solar Star Funding
3.950%, 06/30/35(B)		694,884		619,095
Southern California Edison
5.300%, 03/01/28		1,000,000		1,005,718
Southern Power
4.150%, 12/01/25		1,000,000		976,831
0.900%, 01/15/26		1,000,000		899,828

				11,743,931


Total Corporate Obligations (Cost $135,550,486)				131,885,816



MORTGAGE-BACKED SECURITIES — 24.4%
Agency Mortgage-Backed Obligation — 13.3%
FHLMC
5.500%, 11/01/52		8,242,094		8,205,064
4.500%, 10/01/52		1,938,261		1,855,637
4.500%, 09/01/52		2,762,037		2,644,368
4.000%, 07/01/52		4,146,497		3,872,273
FNMA
5.500%, 12/01/52		426,171		423,732
5.000%, 11/01/52		9,045,194		8,840,446



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
4.500%, 09/01/52	$	3,946,524	$	3,778,393
4.000%, 10/01/52		481,296		449,316
4.000%, 07/01/52		935,338		873,480
4.000%, 06/01/52		11,754,891		10,977,504
FREMF Mortgage Trust, Ser 2015-K48, Cl C
3.646%, 08/25/48 (A)(B)		1,500,000		1,422,901
FREMF Mortgage Trust, Ser 2016-K58, Cl C
3.738%, 09/25/49 (A)(B)		1,080,000		1,007,759
FREMF Mortgage Trust, Ser 2017-K65, Cl C
4.078%, 07/25/50 (A)(B)		1,600,000		1,488,605
FREMF Mortgage Trust, Ser 2017-K729, Cl B
3.673%, 11/25/49 (A)(B)		1,111,948		1,072,146
FREMF Mortgage Trust, Ser 2018-K80, Cl C
4.232%, 08/25/50 (A)(B)		270,000		249,542
FREMF Mortgage Trust, Ser 2019-K91, Cl C
4.257%, 04/25/51 (A)(B)		770,000		703,144
FREMF Mortgage Trust, Ser 2019-K93, Cl C
4.119%, 05/25/52 (A)(B)		505,000		458,053
GNMA
5.500%, 06/20/53		1,616,393		1,606,705
5.500%, 05/20/53		2,498,862		2,483,886
5.500%, 04/20/53		3,640,589		3,618,770
5.500%, 02/20/53		2,017,973		2,005,879
5.000%, 06/20/53		2,764,603		2,710,239
5.000%, 03/20/53		4,311,592		4,226,808
5.000%, 02/20/53		4,441,151		4,353,819

				69,328,469

Non-Agency Mortgage-Backed Obligation — 11.1%
BBCMS Mortgage Trust, Ser 2018-TALL, Cl A
6.141%, TSFR1M + 0.919%, 03/15/37 (A)(B)		2,000,000		1,821,683
BBCMS Mortgage Trust, Ser 2018-TALL, Cl C
6.540%, TSFR1M + 1.318%, 03/15/37 (A)(B)		1,900,000		1,398,995
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl C
6.436%, TSFR1M + 1.214%, 09/15/36 (A)(B)		1,250,000		1,195,187
BX Commercial Mortgage Trust, Ser 2022-AHP, Cl AS
6.712%, TSFR1M + 1.490%, 01/17/39 (A)(B)		2,500,000		2,451,126
BX Trust, Ser 2022-CLS, Cl B
6.300%, 10/13/27 (B)		2,200,000		2,081,808
Century Plaza Towers, Ser 2019-CPT, Cl A
2.865%, 11/13/39 (B)		530,000		430,840



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
Century Plaza Towers, Ser 2019-CPT, Cl B
2.997%, 11/13/39 (A)(B)	$	1,000,000	$	735,318
CFCRE Commercial Mortgage Trust, Ser 2016-C6, Cl AM
3.502%, 11/10/49 (A)		3,005,000		2,700,027
CHNGE Mortgage Trust, Ser 2022-NQM1, Cl A3
5.820%, 06/25/67 (B)		1,014,675		978,787
Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl AS
4.026%, 05/10/47		2,365,000		2,298,380
Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl C
4.780%, 05/10/47 (A)		3,400,000		2,976,326
Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl AS
4.032%, 12/10/49 (A)		1,400,000		1,285,468
COMM Mortgage Trust, Ser 2013-CR12, Cl AM
4.300%, 10/10/46		1,500,000		1,269,850
COMM Mortgage Trust, Ser 2020-CBM, Cl A2
2.896%, 02/10/37 (B)		600,000		563,890
COMM Mortgage Trust, Ser 2020-CBM, Cl D
3.633%, 02/10/37 (A)(B)		275,000		251,514
COMM Mortgage Trust, Ser 2022-HC, Cl A
2.819%, 01/10/39 (B)		386,000		317,525
COMM Mortgage Trust, Ser 2022-HC, Cl C
3.376%, 01/10/39 (B)		500,000		393,208
CSMC OA, Ser 2014-USA, Cl A2
3.953%, 09/15/37 (B)		1,000,000		865,839
Extended Stay America Trust, Ser 2021-ESH, Cl B
6.717%, TSFR1M + 1.494%, 07/15/38 (A)(B)		432,371		423,702
FIVE Mortgage Trust, Ser 2023- V1, Cl C
6.405%, 02/10/56 (A)		1,440,000		1,314,255
GAM RE-REMIC TRUST, Ser 2021-FRR2, Cl BK44
1.720%, 09/27/51 (A)(B)		1,570,000		1,412,278
GS Mortgage Securities Corporation Trust, Ser 2021-IP, Cl A
6.287%, TSFR1M + 1.064%, 10/15/36 (A)(B)		2,000,000		1,890,293
GS Mortgage Securities II, Ser 2012-BWTR, Cl A
2.954%, 11/05/34 (B)		1,750,000		1,261,615
GS Mortgage Securities II, Ser 2018-GS10, Cl WLSA
4.904%, 03/10/33 (A)(B)		148,000		138,321



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
GS Mortgage Securities II, Ser 2018-GS10, Cl WLSB
4.904%, 03/10/33 (A)(B)	$	294,000	$	258,746
GS Mortgage Securities Trust, Ser 2014-GC22, Cl B
4.391%, 06/10/47 (A)		2,300,000		1,864,419
Hudson Yards Mortgage Trust, Ser 2016-10HY, Cl A
2.835%, 08/10/38 (B)		1,500,000		1,351,005
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl D
2.943%, 12/10/41 (A)(B)		1,500,000		1,078,235
JP Morgan Chase Commercial Mortgage Securities Trust, Ser 2014-C20, Cl AS
4.043%, 07/15/47		1,170,000		1,131,188
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl B
3.986%, 10/15/48		2,925,000		2,718,012
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl AS
3.858%, 03/15/50 (A)		2,500,000		2,051,963
Life Mortgage Trust, Ser 2021- BMR, Cl C
6.437%, TSFR1M + 1.214%, 03/15/38 (A)(B)		737,228		715,972
LUXE Trust, Ser 2021-TRIP, Cl E
8.095%, TSFR1M + 2.864%, 10/15/38 (A)(B)		1,500,000		1,444,549
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A
6.137%, TSFR1M + 0.915%, 04/15/38 (A)(B)		2,500,000		2,463,992
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/54 (B)		1,000,000		814,220
One Market Plaza Trust, Ser 2017-1MKT, Cl A
3.614%, 02/10/32 (B)		2,372,000		2,190,463
One Market Plaza Trust, Ser 2017-1MKT, Cl B
3.845%, 02/10/32 (B)		250,000		220,313
One Market Plaza Trust, Ser 2017-1MKT, Cl C
4.016%, 02/10/32 (B)		500,000		421,875
One Market Plaza Trust, Ser 2017-1MKT, Cl D
4.146%, 02/10/32 (B)		1,000,000		806,250
SFAVE Commercial Mortgage Securities Trust, Ser 2015- 5AVE, Cl A1
3.872%, 01/05/43 (A)(B)		530,000		368,947



MORTGAGE-BACKED SECURITIES — continued

	Face Amount		Value
SPGN Mortgage Trust, Ser 2022- TFLM, Cl D
8.722%, TSFR1M + 3.500%, 02/15/39 (A)(B)	$	530,000	$	488,771
STWD Mortgage Trust, Ser 2021-LIH, Cl AS
6.526%, TSFR1M + 1.304%, 11/15/36 (A)(B)		715,000		693,055
STWD Mortgage Trust, Ser 2021-LIH, Cl D
7.574%, TSFR1M + 2.352%, 11/15/36 (A)(B)		450,000		427,453
SUMIT Mortgage Trust, Ser 2022-BVUE, Cl A
2.789%, 02/12/41 (B)		660,000		509,296
Wells Fargo Commercial Mortgage Trust, Ser 2017-RB1, Cl D
3.401%, 03/15/50 (B)		1,500,000		670,178
Wells Fargo Commercial Mortgage Trust, Ser 2022-C62, Cl D
2.500%, 04/15/55 (B)		2,000,000		931,433
WFRBS Commercial Mortgage Trust, Ser 2013-C15, Cl B
4.414%, 08/15/46 (A)		1,000,000		830,299
WFRBS Commercial Mortgage Trust, Ser 2014-C19, Cl B
4.723%, 03/15/47 (A)		2,093,258		1,947,714
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/47 (A)		2,500,000		2,245,359
WFRBS Commercial Mortgage Trust, Ser 2014-LC14, Cl D
4.586%, 03/15/47 (A)(B)		900,000		711,346

				59,811,288


Total Mortgage-Backed Securities (Cost $135,499,806)				129,139,757



ASSET-BACKED SECURITIES — 17.5%
Automotive — 13.0%
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl D
1.340%, 11/15/27 (B)		2,200,000		2,071,568
American Credit Acceptance Receivables Trust, Ser 2021-4, Cl D
1.820%, 02/14/28 (B)		500,000		471,589
American Credit Acceptance Receivables Trust, Ser 2022-2, Cl D
4.850%, 06/13/28 (B)		3,400,000		3,256,057



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
American Credit Acceptance Receivables Trust, Ser 2022-3, Cl D
5.830%, 10/13/28 (B)	$	2,895,000	$	2,821,491
American Credit Acceptance Receivables Trust, Ser 2023-1, Cl D
6.350%, 04/12/29 (B)		2,345,000		2,315,135
Carvana Auto Receivables Trust, Ser 2021-N2, Cl C
1.070%, 03/10/28		340,346		314,067
CPS Auto Receivables Trust, Ser 2021-D, Cl D
2.310%, 12/15/27 (B)		1,000,000		927,852
CPS Auto Receivables Trust, Ser 2022-C, Cl D
6.450%, 04/15/30 (B)		500,000		495,894
CPS Auto Receivables Trust, Ser 2023-A, Cl D
6.440%, 04/16/29 (B)		1,800,000		1,783,033
CPS Auto Receivables Trust, Ser 2023-B, Cl D
6.340%, 07/16/29 (B)		1,955,000		1,925,189
Drive Auto Receivables Trust, Ser 2021-1, Cl D
1.450%, 01/16/29		1,520,000		1,432,371
Drive Auto Receivables Trust, Ser 2021-2, Cl D
1.390%, 03/15/29		2,845,000		2,646,018
Exeter Automobile Receivables Trust 2023-2, Ser 2023-2A, Cl D
6.320%, 08/15/29		3,142,000		3,095,847
Exeter Automobile Receivables Trust, Ser 2019-2A, Cl E
4.680%, 05/15/26 (B)		2,000,000		1,977,680
Exeter Automobile Receivables Trust, Ser 2020-1A, Cl E
3.740%, 01/15/27 (B)		575,000		553,811
Exeter Automobile Receivables Trust, Ser 2020-3A, Cl E
3.440%, 08/17/26 (B)		2,120,000		2,039,324
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl D
1.400%, 04/15/27		1,350,000		1,254,959
Exeter Automobile Receivables Trust, Ser 2022-2A, Cl D
4.560%, 07/17/28		500,000		477,117
Exeter Automobile Receivables Trust, Ser 2022-3A, Cl D
6.760%, 09/15/28		2,070,000		2,062,132
Exeter Automobile Receivables Trust, Ser 2022-4A, Cl D
5.980%, 12/15/28		505,000		495,140



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Exeter Automobile Receivables Trust, Ser 2022-5A, Cl D
7.400%, 02/15/29	$	3,430,000	$	3,472,107
Exeter Automobile Receivables Trust, Ser 2022-6A, Cl D
8.030%, 04/06/29		3,950,000		4,079,078
Exeter Automobile Receivables Trust, Ser 2023-1A, Cl D
6.690%, 06/15/29		1,680,000		1,672,700
Flagship Credit Auto Trust, Ser 2022-1, Cl D
3.640%, 03/15/28 (B)		1,000,000		925,842
Flagship Credit Auto Trust, Ser 2022-2, Cl D
5.800%, 04/17/28 (B)		740,000		716,705
GLS Auto Receivables Issuer Trust 2023-2, Ser 2023-2A, Cl D
6.310%, 03/15/29 (B)		430,000		423,686
GLS Auto Receivables Issuer Trust, Ser 2020-2A, Cl D
7.480%, 04/15/27 (B)		2,000,000		2,013,278
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl D
1.680%, 01/15/27 (B)		1,340,000		1,269,089
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl E
3.140%, 01/18/28 (B)		2,000,000		1,884,448
GLS Auto Receivables Issuer Trust, Ser 2021-2A, Cl D
1.420%, 04/15/27 (B)		1,700,000		1,583,581
GLS Auto Receivables Issuer Trust, Ser 2022-1A, Cl D
3.970%, 01/18/28 (B)		4,080,000		3,860,459
GLS Auto Receivables Issuer Trust, Ser 2022-2A, Cl D
6.150%, 04/17/28 (B)		1,000,000		986,692
GLS Auto Receivables Issuer Trust, Ser 2022-3A, Cl D
6.420%, 06/15/28 (B)		500,000		495,441
Hertz Vehicle Financing, Ser 2021-1A, Cl B
1.560%, 12/26/25 (B)		1,500,000		1,409,303
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl D
1.480%, 01/15/27		2,000,000		1,939,219
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl D
1.130%, 11/16/26		800,000		765,996
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl C
5.000%, 11/15/29		2,500,000		2,429,325



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl C
6.690%, 03/17/31	$	930,000	$	945,418
Tesla Auto Lease Trust 2023-A, Ser 2023-A, Cl A2
5.860%, 08/20/25 (B)		1,000,000		999,338
Tesla Auto Lease Trust 2023-A, Ser 2023-A, Cl A3
5.890%, 06/22/26 (B)		1,000,000		998,604
Tesla Auto Lease Trust, Ser 2021-A, Cl A3
0.560%, 03/20/25 (B)		213,549		212,695
Tesla Auto Lease Trust, Ser 2021-A, Cl B
1.020%, 03/20/25 (B)		750,000		737,903
Westlake Automobile Receivables Trust 2021-1, Ser 2021-1A, Cl E
2.330%, 08/17/26 (B)		1,716,000		1,599,324
Westlake Automobile Receivables Trust, Ser 2022- 2A, Cl D
5.480%, 09/15/27 (B)		1,255,000		1,222,562

				69,059,067

Other Asset-Backed Securities — 4.5%
Cajun Global, Ser 2021-1, Cl A2
3.931%, 11/20/51 (B)		1,466,250		1,252,922
Citigroup Commercial Mortgage Trust 2013-GC17, Ser GC17, Cl C
5.085%, 11/10/46 (A)		1,095,000		1,021,383
CLI Funding VI, Ser 2020-1A, Cl A
2.080%, 09/18/45 (B)		1,417,000		1,232,346
Commonbond Student Loan Trust, Ser 2021-AGS, Cl B
1.400%, 03/25/52 (B)		559,103		428,559
FREMF 2017-K70 Mortgage Trust, Ser K70, Cl C
3.809%, 12/25/49 (A)(B)		1,800,000		1,646,113
GoodLeap Sustainable Home Solutions Trust, Ser 2022-3CS, Cl B
5.500%, 07/20/49 (B)		500,000		424,051
GoodLeap Sustainable Home Solutions Trust, Ser 2022-4CS, Cl B
5.550%, 11/20/54 (B)		500,000		429,075
Guggenheim MM CLO, Ser 2021-3A, Cl A
7.145%, TSFR3M + 1.812%, 01/21/34 (A)(B)		2,000,000		1,941,216
Hardee’s Funding, Ser 2021-1A, Cl A2
2.865%, 06/20/51 (B)		1,347,500		1,070,439



ASSET-BACKED SECURITIES — continued

	Face Amount		Value
Home Equity Loan Trust, Ser 2006-HSA2, Cl AI3
4.711%, 03/25/36 (A)	$	40,889	$	1,573
Jersey Mike’s Funding, Ser 2019-1A, Cl A2
4.433%, 02/15/50 (B)		1,637,625		1,504,837
ME Funding, Ser 2019-1, Cl A2
6.448%, 07/30/49 (B)		1,471,625		1,433,898
Mosaic Solar Loan Trust, Ser 2022-1A, Cl B
3.160%, 01/20/53 (B)		1,255,451		996,600
Mosaic Solar Loan Trust, Ser 2023-2A, Cl C
8.180%, 09/22/53 (B)		1,000,000		900,030
Octane Receivables Trust 2023- 2, Ser 2023-2A, Cl D
7.380%, 06/20/31 (B)		1,720,000		1,690,750
Octane Receivables Trust, Ser 2021-2A, Cl A
1.210%, 09/20/28 (B)		366,154		352,579
Oportun Issuance Trust, Ser 2022-3, Cl A
7.451%, 01/08/30 (B)		911,926		912,848
ServiceMaster Funding, Ser 2020-1, Cl A2I
2.841%, 01/30/51 (B)		952,960		787,187
SERVPRO Master Issuer, Ser 2019-1A, Cl A2
3.882%, 10/25/49 (B)		1,732,500		1,573,820
Shops at Crystals Trust 2016- CSTL, Ser CSTL, Cl A
3.126%, 07/05/36 (B)		1,018,000		916,090
Sunnova Helios XI Issuer, Ser 2023-A, Cl A
5.300%, 05/20/50(B)		985,151		952,619
Vivint Solar Financing V, Ser 2018-1A, Cl B
7.370%, 04/30/48 (B)		288,895		261,097
Westgate Resorts 2023-1, Ser 2023-1A, Cl C
7.490%, 12/20/37 (B)		2,007,436		1,969,986

				23,700,018


Total Asset-Backed Securities (Cost $95,070,788)				92,759,085



MUNICIPAL BONDS — 1.6%
Alaska — 0.1%
City of Port Lions Alaska, RB
7.000%, 10/01/32		500,000		512,049


California — 0.4%
California Community Choice Financing Authority, RB
5.950%, 08/01/29		825,000		836,595



MUNICIPAL BONDS — continued

	Face Amount		Value
City of Los Angeles Department of Airports Customer Facility Charge Revenue, RB
3.258%, 05/15/30	$	1,000,000	$	898,818

				1,735,413


Florida — 0.2%
Florida Development Finance, RB
7.250%, 07/01/57 (A)(B)		1,000,000		1,020,472


Hawaii — 0.2%
State of Hawaii Department of Business Economic Development & Tourism, Ser A-2, RB
3.242%, 01/01/31		990,831		943,069


Illinois — 0.3%
Chicago Housing Authority, Ser B, RB
3.822%, 01/01/26		500,000		479,216
Village of Deerfield Illinois, Ser B
4.000%, 12/01/28		1,250,000		1,212,690

				1,691,906


Indiana — 0.0%
City of Fort Wayne Indiana, RB
10.750%, 12/01/29		234,358		23


Montana — 0.0%
County of Gallatin Montana, RB
11.500%, 09/01/27 (B)		250,000		260,674


New Hampshire — 0.2%
New Hampshire Business Finance Authority, RB
5.500%, 07/01/33 (A)(B)		850,000		850,000


New York — 0.2%
New York State Energy Research & Development Authority, Ser A, RB
4.621%, 04/01/27		820,000		796,010
4.480%, 04/01/25		500,000		488,749

				1,284,759


South Dakota — 0.0%
South Dakota Housing Development Authority, Ser E, RB
5.460%, 05/01/53		250,000		247,975


Total Municipal Bonds (Cost $8,853,954)				8,546,340



BANK LOAN OBLIGATION — 0.5%

	Face Amount		Value

ECOLOGICAL SERVICES & EQUIPMENT — 0.5%
Terraform Power Operating Specified Refinancing Term Loan
7.842%, CME Term SOFR + 2.500%, 05/21/29 (A)	$	2,487,437	$	2,462,563


Total Bank Loan Obligation (Cost $2,481,394)				2,462,563



U.S. GOVERNMENT AGENCY OBLIGATION — 0.1%
United States International Development Finance
1.790%, 10/15/29		299,788		268,123


Total U.S. Government Agency Obligation (Cost $281,638)				268,123


Total Investments in Securities — 97.6% (Cost $530,533,426)			$	516,694,551

Percentages are based on Nest Assets of $529,589,997.

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


Type of Contract	Number of Contracts		Expiration Date		Notional Amount		Value		Unrealized Depreciation
Long Contracts
U.S. 5-Year Treasury Note		1,000		Sept-2023	$	89,199,845	$	88,447,219	$	(752,626	)
U.S. 10-Year Treasury Note		1,000		Sept-2023		5,572,152		5,498,266		(73,886	)

						94,771,997		93,945,485		(826,512	)

‡	Real Estate Investment Trust.

(A)

(B)

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 may be sold only to dealers in the program or other “accredited investors”. The total value of these securities at July 31, 2023 was $148,407,013 and represented 28.0% of Net Assets.

(C)

Zero coupon security.

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

H15T1Y — US Treasury Yield Curve Rate T Note Constant Maturity 1 Year

H15T5Y — US Treasury Yield Curve Rate T Note Constant Maturity 5 Year

LIBOR— London Interbank Offered Rate

MTN — Medium Term Note

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFRINDX — Secured Overnight Financing Rate Index

TSFR1M — Term Secured Overnight Financing Rate 1 Month

USD — U.S. Dollar

CRI-QH-001-0400



SCHEDULE OF INVESTMENTS

COMMON STOCK — 99.7%

	Shares		Value

COMMUNICATION SERVICES — 9.0%
Activision Blizzard		62,515	$	5,798,892
Alphabet, Cl A *		520,018		69,016,789
Alphabet, Cl C *		447,949		59,626,491
AT&T		660,121		9,584,957
Charter Communications, Cl A * .		9,079		3,678,720
Comcast, Cl A		363,505		16,452,236
Electronic Arts		22,765		3,104,008
Fox		23,486		785,607
Fox		11,942		375,098
Interpublic Group of		33,779		1,156,255
Match Group *		24,304		1,130,379
Meta Platforms, Cl A *		193,303		61,586,336
Netflix *		38,845		17,051,790
News		10,237		205,866
News		33,332		660,640
Omnicom Group		17,390		1,471,542
Paramount Global, Cl B (A)		44,280		709,808
Take-Two Interactive Software *		13,855		2,118,984
T-Mobile US *		67,426		9,289,280
Verizon Communications		575,995		19,629,909
Walt Disney *		159,695		14,195,289
Warner Bros Discovery *		193,727		2,532,012


				300,160,888

CONSUMER DISCRETIONARY — 10.4%
Advance Auto Parts		5,189		386,010
Amazon.com *		780,656		104,358,094
Aptiv *		23,637		2,588,015
AutoZone *		1,608		3,990,606
Bath & Body Works		20,027		742,201
Best Buy		16,995		1,411,435
Booking Holdings *		3,227		9,586,772
BorgWarner		20,442		950,553
CarMax *		13,861		1,145,057
Carnival *		87,722		1,652,682
Chipotle Mexican Grill, Cl A *		2,411		4,731,057
Darden Restaurants		10,567		1,784,978
Domino’s Pizza		3,088		1,225,133
DR Horton		27,121		3,444,909
eBay		46,775		2,081,955
Etsy *		10,807		1,098,532
Expedia Group *		12,461		1,526,846
Ford Motor		343,417		4,536,539
Garmin		13,372		1,415,961
General Motors		121,516		4,662,569



COMMON STOCK — continued

	Shares		Value

CONSUMER DISCRETIONARY— continued
Genuine Parts		12,279	$	1,912,086
Hasbro		11,385		735,016
Hilton Worldwide Holdings		23,124		3,595,551
Home Depot		88,523		29,552,518
Lennar, Cl A		22,175		2,812,455
LKQ		22,220		1,217,434
Lowe’s		52,111		12,208,044
Marriott International, Cl A		22,532		4,547,183
McDonald’s		66,077		19,373,776
Mohawk Industries *		4,619		491,184
NIKE, Cl B		107,663		11,884,919
Norwegian Cruise Line Holdings *		37,071		818,157
NVR *		267		1,683,819
O’Reilly Automotive *		5,320		4,925,203
Pool		3,412		1,312,733
PulteGroup		19,461		1,642,314
Ralph Lauren, Cl A		3,591		471,606
Ross Stores		29,889		3,426,475
Starbucks		100,225		10,179,853
Tapestry		20,210		872,061
Tesla *		235,415		62,957,033
TJX		100,598		8,704,745
Tractor Supply		9,574		2,144,480
Ulta Beauty *		4,377		1,946,890
VF		28,870		571,915
Whirlpool		4,785		690,284
Yum! Brands		24,475		3,369,473


				347,367,111

CONSUMER STAPLES — 7.2%
Archer-Daniels-Midland		50,549		4,294,643
Brown-Forman, Cl B		15,973		1,127,694
Bunge		13,200		1,434,444
Campbell Soup		17,487		801,254
Clorox		10,803		1,636,438
Coca-Cola		476,528		29,511,379
Colgate-Palmolive		72,460		5,525,800
Conagra Brands		41,710		1,368,505
Constellation Brands, Cl A		14,090		3,843,752
Costco Wholesale		45,474		25,495,908
Dollar General		19,146		3,232,993
Dollar Tree *		18,169		2,804,022
Estee Lauder, Cl A		20,261		3,646,980
General Mills		51,360		3,838,646
Hershey		12,870		2,976,960



COMMON STOCK — continued

	Shares		Value

CONSUMER STAPLES — continued
Hormel Foods		25,317	$	1,034,959
J M Smucker		9,318		1,403,757
Kellogg		22,494		1,504,624
Keurig Dr Pepper		94,700		3,220,747
Kimberly-Clark		29,481		3,805,997
Kraft Heinz		110,856		4,010,770
Kroger		57,042		2,774,523
Lamb Weston Holdings		12,732		1,319,417
McCormick		21,961		1,965,070
Molson Coors Beverage, Cl B		16,428		1,146,182
Mondelez International, Cl A		129,828		9,624,150
Monster Beverage *		66,808		3,840,792
PepsiCo		160,267		30,043,652
Procter & Gamble		244,295		38,183,308
Sysco		44,318		3,381,907
Target		40,332		5,504,108
Tyson Foods, Cl A		42,177		2,350,102
Walgreens Boots Alliance		62,537		1,874,234
Walmart		208,889		33,392,995


				241,920,712

ENERGY — 4.5%
APA		26,952		1,091,287
Baker Hughes, Cl A		88,431		3,164,946
Chevron		169,874		27,801,579
ConocoPhillips		105,738		12,447,477
Coterra Energy		66,139		1,821,468
Devon Energy		56,080		3,028,320
Diamondback Energy		15,824		2,331,192
EOG Resources		51,106		6,773,078
Equities		31,600		1,332,888
Exxon Mobil		409,430		43,907,273
Halliburton		78,813		3,080,012
Hess		24,148		3,663,976
Kinder Morgan		172,314		3,051,681
Marathon Oil		53,941		1,417,030
Marathon Petroleum		37,075		4,931,717
Occidental Petroleum		62,787		3,963,743
ONEOK		39,096		2,620,996
Phillips 66		40,146		4,478,286
Pioneer Natural Resources		20,424		4,609,084
Schlumberger		124,542		7,265,780
Targa Resources		19,800		1,623,402
Valero Energy		31,590		4,072,267
Williams		106,447		3,667,099


				152,144,581



COMMON STOCK — continued

	Shares		Value

FINANCIALS — 12.7%
Aflac		48,044	$	3,475,503
Allstate		22,969		2,588,147
American Express		51,957		8,774,498
American International Group		63,226		3,811,263
Ameriprise Financial		9,103		3,171,940
Aon, Cl A		17,848		5,684,588
Arch Capital Group *		32,500		2,524,925
Arthur J Gallagher		18,717		4,020,411
Assurant		4,645		624,799
Bank of America		605,869		19,387,808
Bank of New York Mellon		62,795		2,848,381
Berkshire Hathaway, Cl B *		157,083		55,286,933
BlackRock, Cl A		13,087		9,669,330
Brown & Brown		20,600		1,451,270
Capital One Financial		33,363		3,904,138
Cboe Global Markets		9,225		1,288,548
Charles Schwab		129,849		8,583,019
Chubb		36,192		7,398,007
Cincinnati Financial		13,765		1,480,839
Citigroup		170,081		8,106,060
Citizens Financial Group		42,249		1,362,953
CME Group, Cl A		31,433		6,253,910
Comerica		11,457		618,220
Discover Financial Services		22,190		2,342,155
Everest Group		3,747		1,350,831
Eversource Energy		44,069		3,187,511
FactSet Research Systems		3,348		1,456,514
Fidelity National Information Services		51,727		3,123,276
Fifth Third Bancorp		59,526		1,732,207
Fiserv *		53,942		6,808,020
FleetCor Technologies *		6,452		1,605,967
Franklin Resources		24,960		729,830
Global Payments		22,861		2,520,425
Globe Life		7,765		871,000
Goldman Sachs Group		29,050		10,338,024
Hartford Financial Services Group		27,149		1,951,470
Huntington Bancshares		126,151		1,544,088
Intercontinental Exchange		48,923		5,616,360
Invesco		39,986		671,765
Jack Henry & Associates		6,368		1,067,086
JPMorgan Chase		255,356		40,336,034
KeyCorp		81,767		1,006,552
Lincoln National		13,453		377,222
Loews		16,543		1,036,419



COMMON STOCK — continued

	Shares		Value

FINANCIALS — continued
M&T Bank		14,494	$	2,027,131
MarketAxess Holdings		3,292		886,272
Marsh & McLennan		43,230		8,145,397
Mastercard, Cl A		73,118		28,828,965
MetLife		56,229		3,540,740
Moody’s		13,790		4,864,422
Morgan Stanley		113,815		10,420,901
MSCI, Cl A		6,996		3,834,368
Nasdaq		29,617		1,495,362
Northern Trust		18,236		1,461,068
PayPal Holdings *		97,499		7,392,374
PNC Financial Services Group		34,875		4,774,039
Principal Financial Group		19,739		1,576,554
Progressive		51,151		6,444,003
Prudential Financial		31,882		3,076,294
Raymond James Financial		16,666		1,834,427
Regions Financial		81,980		1,669,933
S&P Global		28,661		11,307,051
State Street		29,176		2,113,509
Synchrony Financial		37,461		1,293,903
T Rowe Price Group		19,624		2,418,854
Travelers		20,183		3,483,788
Truist Financial		116,434		3,867,937
US Bancorp		121,938		4,838,500
Visa, Cl A		141,404		33,615,973
W R Berkley		17,545		1,082,351
Wells Fargo		327,835		15,132,864
Willis Towers Watson		9,299		1,965,158
Zions Bancorp (A)		12,909		493,769


				425,874,153

HEALTH CARE — 11.0%
Align Technology *		6,982		2,638,428
AmerisourceBergen, Cl A		45,696		8,540,582
Baxter International		79,200		3,582,216
Boston Scientific *		293,645		15,225,493
Cardinal Health		52,979		4,845,989
Cigna Group		59,788		17,643,439
CVS Health		262,499		19,606,050
DaVita *		18,274		1,863,765
DENTSPLY SIRONA		22,840		948,317
Dexcom *		33,873		4,219,221
Edwards Lifesciences *		116,334		9,547,531
Elevance Health		47,456		22,381,673
GE HealthCare Technologies		34,200		2,667,600
Gilead Sciences		355,900		27,098,226



COMMON STOCK — continued

	Shares		Value

HEALTH CARE — continued
Henry Schein *		41,750	$	3,289,483
Hologic *		78,951		6,270,289
Humana		26,379		12,050,719
IDEXX Laboratories *		10,817		6,000,514
Incyte *		175,258		11,167,440
Insulet *		12,067		3,339,542
Intuitive Surgical *		38,718		12,560,119
IQVIA Holdings *		87,179		19,507,173
Laboratory Corp of America Holdings		28,202		6,033,254
McKesson		34,260		13,786,224
Medtronic		246,190		21,605,634
Mettler-Toledo International *		11,425		14,366,595
Molina Healthcare *		16,179		4,926,344
Quest Diagnostics		32,757		4,429,074
ResMed		29,209		6,494,621
STERIS		21,567		4,864,437
Stryker		61,342		17,384,936
Teleflex		13,355		3,354,375
Waters *		40,287		11,127,672
West Pharmaceutical Services		31,788		11,699,256
Zimmer Biomet Holdings		50,054		6,914,960
Zoetis, Cl A		145,319		27,333,051


				369,314,242

INDUSTRIALS — 7.8%
3M		121,964		13,598,986
A O Smith		10,856		788,471
Alaska Air Group *		11,223		545,775
Allegion		7,685		898,069
American Airlines Group *		57,076		956,023
AMETEK		29,149		4,623,031
Automatic Data Processing		38,435		9,503,438
Axon Enterprise *		6,133		1,140,309
Broadridge Financial Solutions		10,309		1,731,087
Carrier Global		88,986		5,299,116
Caterpillar		51,572		13,675,347
Ceridian HCM Holding *		13,570		960,892
CH Robinson Worldwide		10,172		1,019,031
Cintas		7,554		3,792,410
Copart *		37,496		3,314,272
CSX		177,682		5,920,364
Cummins		18,766		4,894,173
Deere		35,223		15,131,801
Delta Air Lines		56,194		2,599,534
Dover		12,221		1,783,899



COMMON STOCK — continued

	Shares		Value

INDUSTRIALS — continued
Eaton		49,807	$	10,226,373
Emerson Electric		82,383		7,525,687
Equifax		10,717		2,187,125
Expeditors International of Washington		13,351		1,699,582
Fastenal		67,629		3,963,736
FedEx		20,207		5,454,880
Fortive		35,450		2,777,508
Generac Holdings *		5,435		835,360
General Electric		95,156		10,870,621
Howmet Aerospace		32,109		1,642,054
IDEX		6,604		1,491,249
Illinois Tool Works		34,568		9,102,446
Ingersoll Rand		35,343		2,306,838
JB Hunt Transport Services		7,246		1,477,749
Johnson Controls International		69,524		4,835,394
Masco		19,691		1,194,850
Nordson		4,703		1,183,322
Norfolk Southern		19,892		4,646,572
Old Dominion Freight Line		7,857		3,295,933
Otis Worldwide		55,600		5,057,376
PACCAR		59,000		5,081,670
Parker-Hannifin		12,132		4,974,241
Paychex		28,036		3,517,677
Paycom Software		4,248		1,566,493
Pentair		14,388		999,966
Quanta Services		12,686		2,557,751
Republic Services, Cl A		17,964		2,714,540
Robert Half		9,419		698,419
Rockwell Automation		10,038		3,375,679
Rollins		20,270		827,624
Snap-on		4,625		1,260,035
Southwest Airlines		51,971		1,775,329
Stanley Black & Decker		13,347		1,324,957
Trane Technologies		22,548		4,496,973
TransDigm Group		6,638		5,972,341
Union Pacific		57,476		13,335,582
United Airlines Holdings *		28,638		1,555,330
United Parcel Service, Cl B		67,879		12,702,197
United Rentals		6,006		2,790,868
Verisk Analytics, Cl A		12,652		2,896,549
Waste Management		38,767		6,349,647
Westinghouse Air Brake Technologies		17,440		2,065,594
WW Grainger		3,902		2,881,588



COMMON STOCK — continued

	Shares		Value

INDUSTRIALS — continued
Xylem		20,908	$	2,357,377


				262,029,110

INFORMATION TECHNOLOGY — 29.0%
Accenture, Cl A		55,185		17,457,775
Adobe *		40,082		21,891,586
Advanced Micro Devices *		140,717		16,098,025
Akamai Technologies *		13,292		1,256,094
Amphenol, Cl A		52,064		4,597,772
Analog Devices		52,638		10,502,860
ANSYS *		7,573		2,590,723
Apple		1,316,366		258,600,101
Applied Materials		73,848		11,194,618
Arista Networks *		21,820		3,384,064
Autodesk *		18,713		3,966,969
Broadcom		36,765		33,038,867
Cadence Design Systems *		23,828		5,575,990
CDW		11,778		2,203,311
Cisco Systems		357,950		18,627,718
Cognizant Technology Solutions, Cl A		44,301		2,925,195
DXC Technology *		19,928		551,009
Enphase Energy *		11,975		1,818,164
EPAM Systems *		5,060		1,198,259
F5 *		5,284		836,140
Fair Isaac *		2,184		1,830,127
First Solar *		8,681		1,800,439
Fortinet *		56,915		4,423,434
Gartner *		6,907		2,442,246
Gen Digital		49,748		967,599
Hewlett Packard Enterprise		113,219		1,967,746
HP		75,723		2,485,986
Intel		410,266		14,675,215
International Business Machines		79,347		11,440,250
Intuit		24,515		12,544,326
Juniper Networks		28,099		781,152
Keysight Technologies *		15,566		2,507,371
KLA		11,989		6,161,747
Lam Research		11,739		8,434,354
Microchip Technology		47,828		4,492,962
Micron Technology		95,646		6,828,168
Microsoft		697,757		234,390,531
Monolithic Power Systems		3,937		2,202,712
Motorola Solutions		14,656		4,200,849
NetApp		18,715		1,459,957
NVIDIA		216,108		100,985,107



COMMON STOCK — continued

	Shares		Value

INFORMATION TECHNOLOGY — continued
NXP Semiconductors		22,697	$	5,060,977
ON Semiconductor *		37,700		4,062,175
Oracle		134,472		15,764,153
Palo Alto Networks *		26,443		6,609,692
PTC *		9,308		1,357,200
Qorvo *		8,729		960,365
QUALCOMM		108,286		14,312,161
Roper Technologies		9,314		4,592,268
Salesforce *		85,549		19,249,380
Seagate Technology Holdings		16,813		1,067,626
ServiceNow *		17,803		10,379,149
Skyworks Solutions		13,907		1,590,544
SolarEdge Technologies *		4,924		1,188,949
Synopsys *		13,309		6,013,006
TE Connectivity		27,536		3,951,141
Teledyne Technologies *		4,111		1,580,803
Teradyne		13,548		1,530,111
Texas Instruments		104,699		18,845,820
Trimble *		21,600		1,162,080
Tyler Technologies *		3,664		1,453,252
VeriSign *		7,914		1,669,458
Western Digital *		27,947		1,189,424
Zebra Technologies, Cl A *		4,494		1,383,972


				970,311,224

MATERIALS — 2.8%
Air Products and Chemicals		19,738		6,026,604
Albemarle		10,253		2,176,507
Amcor		128,535		1,318,769
Avery Dennison		7,054		1,298,007
Ball		27,468		1,612,097
Celanese, Cl A		8,746		1,096,661
CF Industries Holdings		17,004		1,395,688
Corteva		78,439		4,426,313
Dow		86,128		4,863,648
DuPont de Nemours		40,065		3,110,246
Eastman Chemical		10,437		893,198
Ecolab		24,337		4,457,078
FMC		10,926		1,051,409
Freeport-McMoRan		125,251		5,592,457
International Flavors & Fragrances		22,244		1,882,065
International Paper		46,330		1,670,660
Linde		53,184		20,777,393
LyondellBasell Industries, Cl A		36,762		3,634,291
Martin Marietta Materials		5,415		2,417,581



COMMON STOCK — continued

	Shares		Value

MATERIALS — continued
Mosaic		29,066	$	1,184,730
Newmont		69,415		2,979,292
Nucor		21,952		3,777,720
Packaging Corp of America		7,859		1,205,178
PPG Industries		20,571		2,960,167
Sealed Air		12,578		573,808
Sherwin-Williams		21,571		5,964,381
Steel Dynamics		14,032		1,495,531
Vulcan Materials		11,627		2,563,753
Westrock		22,341		743,732


				93,148,964

REAL ESTATE — 2.7%
Alexandria Real Estate Equities ‡		13,758		1,729,105
American Tower ‡		53,709		10,221,360
AvalonBay Communities ‡		12,408		2,340,769
Boston Properties ‡		12,472		831,009
Camden Property Trust ‡		9,329		1,017,701
CBRE Group, Cl A *		27,168		2,263,366
CoStar Group *		35,700		2,997,729
Crown Castle International ‡		37,895		4,103,650
Digital Realty Trust ‡		25,459		3,172,701
Equinix ‡		8,172		6,618,666
Equity Residential ‡		29,782		1,963,825
Essex Property Trust ‡		5,608		1,365,828
Extra Space Storage ‡		18,601		2,596,142
Federal Realty Investment Trust ‡		6,378		647,495
Host Hotels & Resorts ‡		62,191		1,144,314
Invitation Homes ‡		50,800		1,803,400
Iron Mountain ‡		25,460		1,563,244
Kimco Realty ‡		54,155		1,097,180
Mid-America Apartment Communities ‡		10,194		1,525,634
Prologis ‡		80,695		10,066,701
Public Storage ‡		13,827		3,895,757
Realty Income ‡		263,430		16,061,327
Regency Centers ‡		13,487		883,803
SBA Communications, Cl A ‡		9,467		2,072,800
Simon Property Group ‡		28,573		3,560,196
UDR ‡		27,083		1,107,153
Welltower ‡		43,412		3,566,296
Weyerhaeuser ‡		63,969		2,178,784


				92,395,935

UTILITIES — 2.6%
Alliant Energy		22,000		1,182,280



COMMON STOCK — continued

	Shares		Value

UTILITIES — continued
American Water Works		17,008	$	2,507,489
Atmos Energy		12,626		1,536,710
CenterPoint Energy		55,186		1,660,547
CMS Energy		25,437		1,553,438
Consolidated Edison		60,985		5,785,037
Constellation Energy		28,304		2,735,614
Dominion Energy		128,527		6,882,621
Edison International		33,487		2,409,725
Entergy		20,415		2,096,621
Exelon		163,213		6,832,096
FirstEnergy		47,557		1,873,270
NextEra Energy		279,228		20,467,412
NRG Energy		20,078		762,763
PG&E *		141,300		2,488,293
Pinnacle West Capital		9,904		820,249
Public Service Enterprise Group		82,146		5,185,056
Sempra		46,807		6,975,179
Southern		170,743		12,351,549


				86,105,949


Total Common Stock (Cost $1,929,957,530)				3,340,772,869


RIGHTS — 0.0%

	Number Of Rights		Value

Abiomed * (B)(C)		5,594		—


Total Rights (Cost $–)				—


SHORT-TERM INVESTMENT — 0.0%

	Shares		Value
State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (D)		682,693		682,693


Total Short-Term Investments (Cost $682,693)				682,693


Total Investments in Securities — 99.7% (Cost $1,930,640,223)			$	3,341,455,562

Percentages are based on Nest Assets of $3,350,631,115.

A list of the open futures contracts held by the Fund at July 31, 2023 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.		50		Sept-2023	$	8,013,556	$	8,075,375	$	61,819

*	Non-income producing security.

‡	Real Estate Investment Trust.

(A)

This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $669,191.

(B)

Level 3 security in accordance with fair value hierarchy.

(C)

Expiration date not available.

(D)

This security was purchased with cash collateral received from securities lending. The total was of such securities as of July 31, 2023, was $682,693.

Cl — Class

CRI-QH-001-0400



SCHEDULE OF INVESTMENTS

COMMON STOCK — 99.6%

	Shares		Value

COMMUNICATION SERVICES — 2.9%
AMC Networks, Cl A *		13,946	$	175,999
ATN International		5,796		210,627
Cargurus, Cl A *		43,689		989,993
Cars.com *		31,428		716,873
Cinemark Holdings *		54,580		910,940
Cogent Communications Holdings		21,542		1,319,232
Consolidated Communications Holdings *		40,638		145,484
DISH Network, Cl A *		122,651		972,622
EW Scripps, Cl A *		28,712		283,100
Gogo *		32,984		497,069
John Wiley & Sons, Cl A		20,917		715,989
Lumen Technologies		454,410		813,394
Madison Square Garden Sports .		8,790		1,870,072
Marcus		12,068		188,261
QuinStreet *		25,740		228,571
Scholastic		14,154		611,311
Shenandoah Telecommunications		25,856		482,732
Shutterstock		11,987		616,731
TechTarget *		12,648		410,807
Telephone and Data Systems		50,086		401,690
Thryv Holdings *		15,306		362,752
Yelp, Cl A *		34,023		1,532,736


				14,456,985

CONSUMER DISCRETIONARY — 13.4%
Aaron’s		15,138		239,483
Abercrombie & Fitch, Cl A *		24,600		974,406
Academy Sports & Outdoors		37,375		2,234,651
Adtalem Global Education *		21,672		937,097
American Axle & Manufacturing Holdings *		57,311		541,589
American Eagle Outfitters		89,091		1,251,729
America’s Car-Mart *		2,839		338,182
Asbury Automotive Group *		10,440		2,355,264
BJ’s Restaurants *		12,825		482,989
Bloomin’ Brands		44,490		1,195,446
Boot Barn Holdings *		14,501		1,361,644
Brinker International *		22,656		889,928
Buckle		14,579		533,008
Caleres		17,777		480,690
Cavco Industries *		4,095		1,210,687
Century Communities		14,117		1,090,115
Cheesecake Factory		24,741		909,974



COMMON STOCK — continued

	Shares		Value

CONSUMER DISCRETIONARY— continued
Chico’s FAS *		60,454	$	368,769
Chuy’s Holdings *		10,127		421,182
Cracker Barrel Old Country Store		11,350		1,057,820
Dana		62,796		1,191,868
Dave & Buster’s Entertainment *		20,123		921,633
Designer Brands, Cl A (A)		25,300		251,735
Dine Brands Global		8,100		488,592
Dorman Products *		13,731		1,162,878
Ethan Allen Interiors		12,239		385,161
Frontdoor *		41,539		1,450,542
Genesco *		500		14,105
Gentherm *		16,078		960,982
G-III Apparel Group *		21,450		444,230
Green Brick Partners *		13,895		785,345
Group 1 Automotive		6,856		1,772,482
Guess?		14,661		307,734
Hanesbrands		179,061		943,651
Haverty Furniture		6,530		232,468
Hibbett		6,243		289,675
Installed Building Products		11,749		1,739,087
iRobot *		14,376		575,040
Jack in the Box		10,497		1,043,507
Kontoor Brands		26,065		1,104,113
La-Z-Boy, Cl Z		22,199		696,383
LCI Industries		12,265		1,671,352
Leslie’s *		72,194		459,876
LGI Homes *		10,405		1,443,694
M *		13,785		1,378,500
MarineMax *		10,704		431,692
MDC Holdings		28,927		1,483,377
Meritage Homes		18,046		2,687,952
Mister Car Wash *		42,519		422,214
Monro		15,442		565,949
Movado Group		7,801		223,889
National Vision Holdings *		38,159		825,379
ODP *		16,466		821,324
Oxford Industries		7,758		836,700
Patrick Industries		10,281		889,821
Perdoceo Education *		33,292		444,448
Phinia *		22,836		647,857
Sabre *		168,256		689,850
Sally Beauty Holdings *		52,675		630,520
Shake Shack, Cl A *		18,844		1,463,425
Shoe Carnival		8,300		220,863



COMMON STOCK — continued

	Shares		Value

CONSUMER DISCRETIONARY — continued
Signet Jewelers		21,876	$	1,760,799
Six Flags Entertainment *		37,773		902,775
Sleep Number *		10,865		300,852
Sonic Automotive, Cl A		7,821		374,548
Sonos *		65,337		1,119,876
Standard Motor Products		9,234		352,462
Steven Madden		36,426		1,215,900
Strategic Education		11,242		844,274
Stride *		20,534		784,604
Tri Pointe Homes *		49,593		1,581,025
Upbound Group, Cl A		24,787		858,374
Urban Outfitters *		29,256		1,064,041
Victoria’s Secret *		37,972		778,046
Winnebago Industries		14,814		1,019,203
Wolverine World Wide		41,470		525,425
XPEL *		9,592		779,158


				68,135,908

CONSUMER STAPLES — 4.7%
Andersons		15,837		773,162
B&G Foods (A)		37,026		490,965
Calavo Growers		9,761		368,283
Cal-Maine Foods		18,817		869,157
Central Garden & Pet *		4,760		192,685
Central Garden & Pet, Cl A *		20,213		772,541
Chefs’ Warehouse *		18,500		672,290
Edgewell Personal Care		25,198		993,053
elf Beauty *		25,426		2,967,723
Fresh Del Monte Produce		15,175		403,351
Hain Celestial Group *		45,925		581,870
Hostess Brands, Cl A *		67,423		1,620,849
Inter Parfums		9,081		1,358,154
J & J Snack Foods		7,795		1,249,694
John B Sanfilippo & Son		5,107		556,203
Medifast		5,332		543,277
MGP Ingredients		8,155		929,752
National Beverage *		13,108		692,758
Nu Skin Enterprises, Cl A		24,611		723,317
PriceSmart		12,908		1,003,339
Simply Good Foods *		43,060		1,666,853
SpartanNash		17,752		398,355
Tootsie Roll Industries		10,177		354,770
TreeHouse Foods *		25,697		1,326,222
United Natural Foods *		29,090		605,072
USANA Health Sciences *		5,584		362,458



COMMON STOCK — continued

	Shares		Value

CONSUMER STAPLES — continued
WD-40		6,776	$	1,555,092


				24,031,245

ENERGY — 5.0%
Archrock		78,766		918,412
Bristow Group *		13,683		421,026
California Resources		36,670		1,956,344
Callon Petroleum *		25,937		974,194
Civitas Resources		25,147		1,882,504
Comstock Resources		47,846		610,036
Core Laboratories		26,339		684,551
CVR Energy		16,115		592,065
Dorian LPG		19,246		572,376
Dril-Quip *		18,598		481,502
Green Plains *		31,853		1,131,100
Helix Energy Solutions Group *		76,935		738,576
Helmerich & Payne		52,069		2,331,129
Nabors Industries *		4,893		599,344
NexTier Oilfield Solutions *		78,437		934,969
Northern Oil and Gas		42,464		1,671,808
Oil States International *		36,960		297,158
Par Pacific Holdings *		31,354		987,024
Patterson-UTI Energy		104,945		1,662,329
ProPetro Holding *		52,631		549,468
REX American Resources *		10,110		374,272
RPC		46,511		386,972
SM Energy		60,011		2,177,799
Talos Energy *		55,180		882,880
US Silica Holdings *		41,421		538,887
Vital Energy *		9,618		507,638
World Kinect		33,279		750,109


				25,614,472

FINANCIALS — 17.4%
Ambac Financial Group *		22,348		316,001
American Equity Investment Life Holding		30,919		1,659,423
Ameris Bancorp		31,615		1,379,995
AMERISAFE		9,799		510,724
Apollo Commercial Real Estate Finance ‡		63,042		743,896
Arbor Realty Trust ‡,(A)		87,828		1,485,171
ARMOUR Residential REIT ‡		97,368		497,550
Artisan Partners Asset Management, Cl A		33,776		1,401,366
Assured Guaranty		28,751		1,718,735
Atlantic Union Bankshares		36,358		1,162,729
Avantax *		19,724		510,457



COMMON STOCK — continued

	Shares		Value

FINANCIALS — continued
Axos Financial *		25,506	$	1,198,782
B Riley Financial		8,204		455,568
Banc of California		26,233		372,771
BancFirst		8,454		844,555
Bancorp *		26,515		1,004,919
Bank of Hawaii (A)		19,222		1,098,153
BankUnited		36,073		1,076,418
Banner		16,646		792,516
Berkshire Hills Bancorp		21,685		494,635
Bread Financial Holdings		24,299		1,010,109
Brightsphere Investment Group		15,839		337,054
Brookline Bancorp		42,990		459,133
Capitol Federal Financial		62,016		411,166
Central Pacific Financial		13,226		241,242
City Holding		7,381		730,055
Community Bank System		26,048		1,402,164
Customers Bancorp *		14,386		603,924
CVB Financial		63,477		1,197,811
Dime Community Bancshares		15,966		357,638
Donnelley Financial Solutions *		12,734		602,318
Eagle Bancorp		15,043		416,691
Ellington Financial ‡		31,248		422,473
Employers Holdings		13,201		509,955
Encore Capital Group *		11,500		615,250
Enova International *		15,133		833,677
EVERTEC		31,640		1,244,401
EZCORP, Cl A *		25,686		232,715
FB Financial		17,183		608,622
First Bancorp		20,076		664,114
First BanCorp		87,163		1,294,371
First Commonwealth Financial		50,391		727,646
First Financial Bancorp		46,132		1,065,188
First Hawaiian		61,860		1,279,883
Franklin BSP Realty Trust ‡		40,297		576,247
Fulton Financial		80,230		1,147,289
Genworth Financial, Cl A *		231,716		1,357,856
Green Dot, Cl A *		22,683		443,453
Hanmi Financial		14,960		284,240
HCI Group		3,789		237,987
Heritage Financial		17,172		322,147
Hilltop Holdings		22,382		692,275
Hope Bancorp		58,733		637,840
Horace Mann Educators		20,532		618,629
Independent Bank		21,392		1,288,868
Independent Bank Group		17,387		780,155



COMMON STOCK — continued

	Shares		Value

FINANCIALS — continued
Invesco Mortgage Capital ‡		21,750	$	261,218
James River Group Holdings		18,760		346,872
KKR Real Estate Finance Trust ‡		28,425		354,176
Lakeland Financial		12,455		690,505
Mercury General		13,718		441,445
Moelis, Cl A		32,963		1,609,583
Mr Cooper Group *		32,993		1,912,604
National Bank Holdings, Cl A		18,469		634,595
Navient		47,823		910,550
NBT Bancorp		21,012		781,646
New York Mortgage Trust ‡		46,214		469,072
NMI Holdings, Cl A *		40,375		1,078,416
Northfield Bancorp		20,054		244,258
Northwest Bancshares		62,229		769,150
OFG Bancorp		23,277		779,547
Pacific Premier Bancorp		46,445		1,186,205
PacWest Bancorp (A)		57,809		537,624
Palomar Holdings *		12,434		753,003
Park National		6,981		778,521
Pathward Financial		13,181		684,885
Payoneer Global *		103,313		549,625
PennyMac Mortgage Investment Trust ‡		42,881		548,019
Piper Sandler		7,311		1,070,038
PRA Group *		19,184		457,730
Preferred Bank		6,469		427,472
ProAssurance		26,529		445,687
PROG Holdings *		23,247		943,363
Provident Financial Services		36,964		685,313
Radian Group		75,801		2,041,321
Ready Capital ‡		78,239		905,225
Redwood Trust ‡		57,426		432,418
Renasant		27,194		841,382
S&T Bancorp		19,084		602,673
Safety Insurance Group		7,353		529,416
Seacoast Banking Corp of Florida		40,609		1,003,448
ServisFirst Bancshares		23,685		1,413,521
Simmons First National, Cl A		61,729		1,246,309
SiriusPoint *		44,004		410,997
Southside Bancshares (A)		14,388		477,825
Stellar Bancorp		22,190		551,641
Stewart Information Services		13,343		628,856
StoneX Group *		8,549		786,594
Tompkins Financial		6,186		372,150
Triumph Financial *		10,759		762,921



COMMON STOCK — continued

	Shares		Value

FINANCIALS — continued
Trupanion *		18,011	$	555,639
TrustCo Bank NY		9,317		283,144
Trustmark		29,909		785,410
Two Harbors Investment ‡		47,711		639,798
United Community Banks		55,828		1,622,920
United Fire Group		10,896		261,940
Universal Insurance Holdings		15,168		235,559
Veritex Holdings		26,568		571,478
Virtus Investment Partners		3,355		690,224
Walker & Dunlop		15,032		1,367,611
Washington Federal		31,897		990,083
Westamerica BanCorp		13,051		641,979
WisdomTree		55,839		388,639
World Acceptance *		1,721		271,729
WSFS Financial		29,791		1,303,356


				88,346,278

HEALTH CARE — 10.4%
AdaptHealth, Cl A *		38,436		528,111
Addus HomeCare *		8,395		768,730
Agiliti *		18,486		317,405
AMN Healthcare Services *		19,602		2,100,354
AngioDynamics *		20,881		181,456
Anika Therapeutics *		10,726		250,238
Apollo Medical Holdings *		20,212		740,365
Arcus Biosciences *		27,948		556,165
Artivion *		22,235		387,334
Avanos Medical *		23,643		578,544
Catalyst Pharmaceuticals *		53,017		733,225
Certara *		52,613		1,024,375
Coherus Biosciences *		42,106		202,951
Collegium Pharmaceutical *		21,486		489,021
Computer Programs and Systems *		7,818		204,988
CONMED		15,501		1,876,396
CorVel *		4,793		980,456
Cross Country Healthcare *		17,103		441,257
Cytek Biosciences *		46,178		413,755
Cytokinetics *		48,659		1,622,778
Dynavax Technologies *		62,019		867,646
Embecta		28,782		614,208
Emergent BioSolutions *		27,775		191,092
Enanta Pharmaceuticals *		11,375		215,784
Enhabit *		26,061		357,817
Ensign Group		28,009		2,713,232
Fortrea Holdings *		44,899		1,434,972



COMMON STOCK — continued

	Shares		Value

HEALTH CARE — continued
Fulgent Genetics *		10,261	$	398,435
Glaukos *		24,070		1,856,760
Harmony Biosciences Holdings *		16,780		593,509
HealthStream		13,689		307,729
Innoviva *		36,319		492,122
Integer Holdings *		16,817		1,555,236
Ironwood Pharmaceuticals, Cl A *		78,575		871,397
LeMaitre Vascular		10,517		664,990
Ligand Pharmaceuticals *		9,488		635,032
Merit Medical Systems *		29,019		2,166,849
Mesa Laboratories		3,018		388,296
ModivCare *		6,697		292,927
Myriad Genetics *		42,900		958,815
NeoGenomics *		63,932		1,107,941
NextGen Healthcare *		29,060		483,268
NuVasive *		26,656		1,098,494
OmniAB * (B)		3,296		—
OmniAB * (B)		3,296		—
OraSure Technologies *		38,766		182,975
Orthofix Medical *		18,514		364,541
Owens & Minor *		38,411		739,028
Pacira BioSciences *		25,242		917,547
Pediatrix Medical Group *		41,659		571,978
Phibro Animal Health, Cl A		15,517		224,686
Prestige Consumer Healthcare *		26,324		1,716,588
Privia Health Group *		46,765		1,305,679
RadNet *		30,427		1,006,525
Schrodinger *		26,639		1,393,486
Select Medical Holdings		52,139		1,564,691
Simulations Plus		8,410		418,818
Supernus Pharmaceuticals *		30,941		949,579
Tandem Diabetes Care *		32,708		1,142,163
UFP Technologies *		3,766		733,108
US Physical Therapy		7,521		874,467
Vanda Pharmaceuticals *		36,487		210,895
Varex Imaging *		21,240		494,680
Veradigm *		54,702		739,571
Vericel *		26,031		935,033
Vir Biotechnology *		39,142		551,119
Xencor *		32,856		798,072
Zynex *		14,326		139,822


				52,639,506

INDUSTRIALS — 17.1%
AAON		22,236		2,340,561



COMMON STOCK — continued

	Shares		Value

INDUSTRIALS — continued
AAR *		17,954	$	1,073,649
ABM Industries		33,001		1,527,286
Alamo Group		5,715		1,107,338
Albany International, Cl A		16,608		1,599,018
Allegiant Travel		7,743		957,809
American Woodmark *		9,214		706,161
Apogee Enterprises		12,545		621,354
Applied Industrial Technologies		19,888		2,883,561
ArcBest		11,689		1,359,665
Arcosa		25,052		1,933,513
Astec Industries		12,225		603,915
AZZ		13,971		619,334
Barnes Group		27,151		1,067,034
Boise Cascade		20,092		2,079,321
Brady, Cl A		23,078		1,190,363
CIRCOR International *		11,029		614,315
Comfort Systems USA		18,259		3,176,518
CoreCivic *		55,664		539,941
CSG Systems International		15,534		801,399
Deluxe		21,285		404,202
DXP Enterprises *		8,783		333,578
Dycom Industries *		15,226		1,516,205
Encore Wire		9,088		1,551,231
Enerpac Tool Group, Cl A		31,495		865,483
EnPro Industries		10,911		1,514,229
Enviri *		41,511		391,449
ESCO Technologies		13,733		1,380,853
Federal Signal		31,696		1,936,309
Forrester Research *		5,951		189,658
Forward Air		12,877		1,530,303
Franklin Electric		20,096		1,985,887
GEO Group *		61,097		456,395
Gibraltar Industries *		16,316		1,055,156
GMS *		22,040		1,624,128
Granite Construction		23,702		970,123
Greenbrier		16,298		752,805
Griffon		24,460		1,020,471
Hawaiian Holdings *		26,980		312,698
Healthcare Services Group		38,061		479,949
Heartland Express		22,824		373,172
Heidrick & Struggles International		9,809		267,491
Hillenbrand		36,620		1,902,043
HNI		22,731		661,245
Hub Group, Cl A *		15,889		1,432,076



COMMON STOCK — continued

	Shares		Value

INDUSTRIALS — continued
Insteel Industries		11,246	$	362,684
Interface, Cl A		29,600		289,192
John Bean Technologies		16,655		2,058,725
Kelly Services, Cl A		16,702		305,981
Kennametal		42,654		1,300,094
Korn Ferry		25,801		1,359,197
Lindsay		5,991		793,987
Liquidity Services *		12,647		212,217
Marten Transport		29,142		660,358
Masterbrand *		65,988		814,952
Matson		17,384		1,624,709
Matthews International, Cl A		16,271		746,839
MillerKnoll		37,053		725,127
Mueller Industries		29,115		2,360,062
MYR Group *		9,168		1,306,990
NOW *		57,879		659,242
NV5 Global *		6,376		698,491
OPENLANE *		53,893		846,120
PGT Innovations *		31,758		908,596
Pitney Bowes		89,134		351,188
Powell Industries		5,365		326,085
Proto Labs *		14,342		475,437
Quanex Building Products		18,746		527,512
Resideo Technologies *		74,961		1,403,270
Resources Connection		15,646		250,023
RXO *		58,373		1,287,125
SkyWest *		21,852		961,269
SPX Technologies *		23,775		2,011,603
Standex International		6,820		1,013,247
Sun Country Airlines Holdings *		18,684		402,827
SunPower, Cl A *,(A)		45,281		446,923
Tennant		10,603		850,785
Titan International *		27,220		339,978
Trinity Industries		42,499		1,114,324
Triumph Group *		35,740		452,111
TrueBlue *		15,194		227,150
TTEC Holdings		9,476		326,353
UniFirst		7,524		1,221,145
Veritiv		6,900		966,897
Verra Mobility, Cl A *		72,304		1,517,661
Viad *		11,102		313,187
Wabash National		26,598		629,841


				87,158,698

INFORMATION TECHNOLOGY — 13.4%
8x8 *		60,709		287,761



COMMON STOCK — continued

	Shares		Value

INFORMATION TECHNOLOGY — continued
A10 Networks		33,879	$	525,802
Adeia		53,655		644,933
ADTRAN Holdings		35,054		341,075
Advanced Energy Industries		18,201		2,278,401
Alarm.com Holdings *		25,227		1,392,783
Alpha & Omega Semiconductor *		10,952		360,102
Arlo Technologies *		46,155		524,321
Avid Technology *		16,343		389,617
Axcelis Technologies *		16,034		3,214,496
Badger Meter		14,382		2,367,852
Benchmark Electronics		17,446		462,493
Cerence *		20,735		576,640
CEVA *		11,755		319,266
Clearfield *		6,201		289,835
Cohu *		23,423		1,022,414
Consensus Cloud Solutions *		9,113		295,352
Corsair Gaming *		20,862		385,530
CTS		15,447		689,400
Digi International *		17,591		737,591
Digital Turbine *		45,577		494,055
Diodes *		22,288		2,105,993
DoubleVerify Holdings, Cl Rights *		44,288		1,864,525
Ebix		12,106		374,802
ePlus *		13,045		735,086
Extreme Networks *		63,366		1,684,902
Fabrinet *		17,615		2,177,919
FormFactor *		37,974		1,411,114
Harmonic *		55,149		822,823
Ichor Holdings *		14,352		555,709
Insight Enterprises *		14,030		2,058,061
InterDigital		13,379		1,240,099
Itron *		22,220		1,748,047
Knowles *		45,237		826,480
Kulicke & Soffa Industries		27,664		1,656,520
LiveRamp Holdings *		32,848		937,482
MaxLinear, Cl A *		36,224		893,646
Methode Electronics		17,624		592,871
N-able *		37,313		524,994
NETGEAR *		14,230		194,097
NetScout Systems *		32,683		913,490
OneSpan *		19,633		269,757
Onto Innovation *		23,987		2,982,064
OSI Systems *		7,550		900,186
PC Connection		5,534		267,901



COMMON STOCK — continued

	Shares		Value

INFORMATION TECHNOLOGY — continued
PDF Solutions *		15,350	$	705,946
Perficient *		17,435		1,112,179
Photronics *		30,791		814,422
Plexus *		13,404		1,320,160
Progress Software		22,307		1,339,758
Rambus *		53,485		3,348,696
Rogers *		9,030		1,522,548
Sanmina *		28,293		1,738,888
ScanSource *		12,195		366,948
Semtech *		31,323		914,632
SiTime *		8,130		1,048,851
SMART Global Holdings *		24,446		650,264
SPS Commerce *		18,139		3,272,094
TTM Technologies *		49,735		714,195
Ultra Clean Holdings *		22,108		842,315
Veeco Instruments *		25,317		712,927
Viasat *		37,241		1,152,237
Viavi Solutions *		108,182		1,175,938
Xperi *		22,535		295,659


				68,386,944

MATERIALS — 5.6%
AdvanSix		13,500		541,485
American Vanguard		13,549		244,695
Arconic *		49,616		1,483,022
ATI *		63,041		3,005,795
Balchem		15,826		2,132,395
Carpenter Technology		23,956		1,434,006
Century Aluminum *		26,856		249,761
Clearwater Paper *		8,285		267,026
Compass Minerals International		17,302		655,227
FutureFuel		12,890		125,291
Hawkins		9,577		447,725
Haynes International		6,273		314,654
HB Fuller		26,401		1,954,466
Ingevity *		16,566		1,060,555
Innospec		12,207		1,307,858
Kaiser Aluminum		7,932		644,078
Koppers Holdings		10,098		386,349
Livent *		87,560		2,155,727
Materion		10,192		1,214,275
Mativ Holdings		26,859		422,761
Mercer International		19,846		176,629
Minerals Technologies		15,777		967,919
Myers Industries		18,061		354,176
O-I Glass, Cl I *		75,278		1,728,383



COMMON STOCK — continued

	Shares		Value

MATERIALS — continued
Olympic Steel		4,642	$	258,977
Quaker Chemical		6,806		1,363,786
Stepan		10,298		986,754
SunCoke Energy		41,002		364,098
Sylvamo		15,476		759,407
TimkenSteel *		19,125		445,613
Trinseo		17,213		303,293
Warrior Met Coal		25,205		1,115,321


				28,871,507

REAL ESTATE — 7.8%
Acadia Realty Trust ‡		46,630		732,557
Alexander & Baldwin ‡		35,553		682,618
American Assets Trust ‡		25,573		575,392
Anywhere Real Estate *		54,054		452,973
Armada Hoffler Properties ‡		33,273		413,251
Brandywine Realty Trust ‡		84,196		425,190
CareTrust REIT ‡		50,426		1,048,357
Centerspace ‡		7,327		455,226
Chatham Lodging Trust ‡		23,927		229,699
Cushman & Wakefield *		80,067		787,059
DiamondRock Hospitality ‡		101,707		864,509
Douglas Emmett ‡		82,325		1,210,177
Easterly Government Properties, Cl A ‡		45,738		675,093
Elme Communities ‡		42,962		698,132
Essential Properties Realty Trust ‡		72,158		1,771,479
eXp World Holdings (A)		38,399		957,671
Four Corners Property Trust ‡		42,191		1,109,623
Getty Realty ‡		21,836		705,740
Global Net Lease ‡		50,859		543,683
Hudson Pacific Properties ‡		62,794		368,601
Innovative Industrial Properties, Cl A ‡		13,592		1,076,894
JBG SMITH Properties ‡		47,005		786,394
Kennedy-Wilson Holdings		57,441		947,776
LTC Properties ‡		20,274		680,395
LXP Industrial Trust ‡		141,845		1,428,379
Macerich ‡		106,389		1,356,460
Marcus & Millichap		11,872		435,465
NexPoint Residential Trust ‡		11,290		469,212
Office Properties Income Trust ‡		23,784		183,137
Orion Office REIT ‡		27,751		180,381
Outfront Media ‡		71,188		1,100,566
Pebblebrook Hotel Trust ‡		59,687		922,164
Phillips Edison ‡		63,276		2,234,276



COMMON STOCK — continued

	Shares		Value

REAL ESTATE — continued
RE, Cl A		8,876	$	174,946
Retail Opportunity Investments ‡		61,098		899,974
RPT Realty ‡		42,455		461,486
Safehold ‡		19,730		487,915
Saul Centers ‡		6,328		243,944
Service Properties Trust ‡		86,218		731,991
SITE Centers ‡		88,261		1,240,067
SL Green Realty ‡,(A)		31,528		1,188,921
St. Joe		19,977		1,268,140
Summit Hotel Properties ‡		52,633		338,957
Sunstone Hotel Investors ‡		100,405		1,023,127
Tanger Factory Outlet Centers ‡		63,853		1,494,799
Uniti Group ‡		119,153		664,874
Urban Edge Properties ‡		57,578		979,402
Urstadt Biddle Properties, Cl A ‡		14,188		321,784
Veris Residential ‡		42,534		794,535
Whitestone REIT, Cl B ‡		22,754		234,821
Xenia Hotels & Resorts ‡		53,621		680,987


				39,739,199

UTILITIES — 1.9%
American States Water		20,125		1,779,251
Avista		40,482		1,564,224
California Water Service Group		29,934		1,587,101
Chesapeake Utilities		9,925		1,173,532
Middlesex Water		9,826		790,207
Northwest Natural Holding		19,706		846,767
SJW Group		15,595		1,098,824
Unitil		9,940		517,277


				9,357,183


Total Common Stock (Cost $411,927,468)				506,737,925


RIGHTS — 0.0%

	Number Of Rights		Value

Toriba Therapeutics * (B)(C)		2,044		—


Total Rights (Cost $123)				—



SHORT-TERM INVESTMENT — 1.3%

	Shares		Value

State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (D)		6,861,971	$	6,861,971


Total Short-Term Investments (Cost $6,861,971)				6,861,971


Total Investments in Securities — 100.9% (Cost $418,789,562)			$	513,599,896

Percentages are based on Nest Assets of $508,972,008.

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



Type of Contract	Number of Contracts		Expiration Date		Notional Amount		Value		Unrealized Appreciation
Long
Contracts Russell 2000 Index E-MINI		50		Sept-2023	$	3,342,550	$	3,523,800	$	181,250

*	Non-income producing security.

‡	Real Estate Investment Trust.

(A)

This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $6,718,040.

(B)

Level 3 security in accordance with fair value hierarchy.

(C)

Expiration date not available.

(D)

This security was purchased with cash collateral received from securities lending. The total was of such securities as of July 31, 2023, was $6,861,971.

Cl — Class

CRI-QH-001-0400



SCHEDULE OF INVESTMENTS

COMMON STOCK — 99.1%

	Shares		Value

COMMUNICATION SERVICES — 9.4%
Alphabet, Cl A *		25,000	$	3,318,000
Alphabet, Cl C *		227,622		30,298,764
Charter Communications, Cl A *		14,500		5,875,255
Comcast, Cl A		160,000		7,241,600
DISH Network, Cl A *		74,500		590,785
Electronic Arts		11,418		1,556,844
Fox		60,000		2,007,000
Fox		55,033		1,728,587
Meta Platforms, Cl A *		25,503		8,125,256
News		29,775		590,141
T-Mobile US *		22,000		3,030,940
Walt Disney *		60,437		5,372,245
ZoomInfo Technologies, Cl A *		164,569		4,208,029


				73,943,446

CONSUMER DISCRETIONARY — 9.1%
Airbnb, Cl A *		19,946		3,035,582
Amazon.com *		230,576		30,823,400
Booking Holdings *		1,300		3,862,040
Chipotle Mexican Grill, Cl A *		1,586		3,112,176
Etsy *		34,866		3,544,129
Gap		88,000		906,400
Hilton Worldwide Holdings		21,743		3,380,819
Honda Motor ADR		96,000		3,064,320
Lululemon Athletica *		11,426		4,325,084
NIKE, Cl B		76,188		8,410,393
Starbucks		32,804		3,331,902
TJX		40,726		3,524,021


				71,320,266

CONSUMER STAPLES — 2.5%
Anheuser-Busch InBev ADR (A)		58,200		3,334,860
Celsius Holdings *		4,286		620,184
Constellation Brands, Cl A		9,705		2,647,524
Freshpet *		22,631		1,664,284
Haleon ADR (A)		268,400		2,364,604
Molson Coors Beverage, Cl B		43,000		3,000,110
PepsiCo		34,654		6,496,239


				20,127,805


ENERGY — 3.1%
Baker Hughes, Cl A		75,000		2,684,250
Cheniere Energy		8,691		1,406,725
ConocoPhillips		32,500		3,825,900
Occidental Petroleum		160,000		10,100,800
Schlumberger		54,921		3,204,091



COMMON STOCK — continued

	Shares		Value

ENERGY— continued
Williams		100,000	$	3,445,000


				24,666,766

FINANCIALS — 18.4%
Aegon		240,169		1,294,511
American Express		14,645		2,473,248
Ares Management, Cl A		10,649		1,056,594
Bank of America		141,000		4,512,000
Bank of New York Mellon		105,000		4,762,800
Berkshire Hathaway, Cl B *		27,754		9,768,298
Block, Cl A *		22,593		1,819,414
Brighthouse Financial *		18,208		949,183
Capital One Financial		65,000		7,606,300
Charles Schwab		179,781		11,883,524
Fidelity National Information Services		47,500		2,868,050
Fiserv *		67,300		8,493,933
FleetCor Technologies *		17,209		4,283,492
Global Payments		19,775		2,180,194
Goldman Sachs Group		11,500		4,092,505
Hamilton Lane, Cl A		18,273		1,615,881
Lincoln National		9,000		252,360
Markel Group *		7,989		11,581,733
Mastercard, Cl A		21,752		8,576,379
MetLife		102,500		6,454,425
Moody’s		28,395		10,016,336
MSCI, Cl A		11,658		6,389,517
S&P Global		4,680		1,846,458
State Street		44,000		3,187,360
Truist Financial		56,000		1,860,320
UBS Group		87,500		1,939,875
Visa, Cl A		53,619		12,746,845
Wells Fargo		217,000		10,016,720


				144,528,255

HEALTH CARE — 9.8%
Align Technology *		3,425		1,294,273
Alnylam Pharmaceuticals *		18,000		3,517,200
BioMarin Pharmaceutical *		37,000		3,253,410
Boston Scientific *		32,951		1,708,509
Cigna Group		32,000		9,443,200
CVS Health		60,500		4,518,745
Elanco Animal Health *		145,000		1,750,150
Elevance Health		13,474		6,354,743
Exact Sciences *		12,062		1,176,528
GE HealthCare Technologies		30,000		2,340,000
Gilead Sciences		65,000		4,949,100



COMMON STOCK — continued

	Shares		Value

HEALTH CARE — continued
ICON *		22,354	$	5,620,019
IDEXX Laboratories *		2,780		1,542,149
Incyte *		41,000		2,612,520
Insulet *		2,731		755,804
Medtronic		94,539		8,296,743
Mettler-Toledo International *		5,517		6,937,462
Molina Healthcare *		4,498		1,369,596
Omnicell *		19,593		1,237,298
Veeva Systems, Cl A *		6,596		1,347,035
Zimmer Biomet Holdings		15,000		2,072,250
Zoetis, Cl A		27,247		5,124,888


				77,221,622

INDUSTRIALS — 11.7%
AMETEK		43,154		6,844,224
Axon Enterprise *		1,528		284,101
Builders FirstSource *		7,172		1,035,852
Carrier Global		70,500		4,198,275
Ceridian HCM Holding *		18,676		1,322,448
Clean Harbors *		4,818		801,041
Copart *		26,031		2,300,880
Equifax		3,419		697,750
FedEx		34,000		9,178,300
Fortive		87,450		6,851,707
GXO Logistics *		191,869		12,868,654
HEICO		22,392		3,940,544
Hexcel		11,237		794,231
Johnson Controls International .		124,000		8,624,200
Mercury Systems *		50,394		1,913,964
Norfolk Southern		10,600		2,476,054
Otis Worldwide		20,000		1,819,200
TransDigm Group		16,275		14,642,943
TransUnion		77,694		6,191,435
Uber Technologies *		101,064		4,998,625


				91,784,428

INFORMATION TECHNOLOGY — 29.8%
Adobe *		25,435		13,891,834
Amphenol, Cl A		80,201		7,082,550
Apple		197,799		38,857,614
ASML Holding, Cl G		4,111		2,945,161
Atlassian, Cl A *		13,057		2,375,591
Cadence Design Systems *		3,440		804,994
CDW		9,400		1,758,458
Cisco Systems		83,000		4,319,320
Cognizant Technology Solutions, Cl A		45,000		2,971,350



COMMON STOCK — continued

	Shares		Value

INFORMATION TECHNOLOGY — continued
Coherent *		29,500	$	1,397,120
Dell Technologies, Cl C		35,000		1,852,200
Gartner *		15,746		5,567,628
Hewlett Packard Enterprise		135,000		2,346,300
HP		71,000		2,330,930
Intuit		21,880		11,195,996
Juniper Networks		84,000		2,335,200
KLA		1,371		704,625
Microchip Technology		177,584		16,682,241
Microsoft		147,440		49,528,045
MongoDB, Cl A *		7,227		3,059,912
NVIDIA		28,886		13,498,139
ON Semiconductor *		7,292		785,713
Oracle		67,673		7,933,306
Roper Technologies		12,173		6,001,898
Salesforce *		43,802		9,855,888
SAP ADR		57,568		7,849,397
ServiceNow *		6,259		3,648,997
TE Connectivity		23,000		3,300,270
VeriSign *		11,296		2,382,891
VMware, Cl A *		47,501		7,487,556


				234,751,124

MATERIALS — 2.9%
Air Products and Chemicals		31,797		9,708,578
Celanese, Cl A		16,500		2,068,935
Linde		19,475		7,608,298
LyondellBasell Industries, Cl A		33,000		3,262,380


				22,648,191

REAL ESTATE — 2.2%
American Tower ‡		57,445		10,932,358
Equinix ‡		4,377		3,545,020
Welltower ‡		35,326		2,902,031


				17,379,409

UTILITIES — 0.2%
Dominion Energy		26,000		1,392,300


Total Common Stock (Cost $672,931,226)				779,763,612


WARRANTS — 0.0%

	Number Of Warrants		Value
Occidental Petroleum, Expires 8/6/2027		7,000		288,260


Total Warrants (Cost $90,720)				288,260



SHORT-TERM INVESTMENT — 0.7%

	Shares		Value

State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (B)		5,556,043	$	5,556,043


Total Short-Term Investments (Cost $5,556,043)				5,556,043


Total Investments in Securities — 99.8% (Cost $678,577,989)			$	785,607,915

Percentages are based on Nest Assets of $787,162,328

*	Non-income producing security.

‡	Real Estate Investment Trust.

(A)

This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $5,406,648.

(B)

This security was purchased with cash collateral received from securities lending. The total was of such securities as of July 31, 2023, was 5,556,043.

ADR — American Depositary Receipt

Cl — Class

CRI-QH-001-0400



SCHEDULE OF INVESTMENTS

COMMON STOCK — 96.7%

	Shares		Value

ARGENTINA — 0.0%
YPF ADR *		35,306	$	525,706


AUSTRALIA — 0.6%
Rio Tinto		126,487		8,381,365


BELGIUM — 0.4%
Anheuser-Busch InBev		100,540		5,769,752


BRAZIL — 1.1%
Arezzo Industria e Comercio		45,800		794,198
Banco BTG Pactual		280,700		2,002,703
Banco do Brasil		317,700		3,221,045
Cia de Saneamento de Minas Gerais Copasa MG		63,500		269,642
Gerdau ADR		272,129		1,673,593
Localiza Rent a Car		189,882		2,681,152
MercadoLibre *		2,153		2,665,522
Minerva		240,400		509,398
PRIO *		36,300		348,574
SLC Agricola		46,486		425,767


				14,591,594

CANADA — 4.8%
Alimentation Couche-Tard		265,003		13,440,912
Canadian Pacific Kansas City		137,295		11,317,384
Canadian Pacific Kansas City		240,183		19,764,659
Dollarama		45,200		2,982,771
Franco-Nevada		29,400		4,297,928
Gildan Activewear		83,374		2,597,658
Thomson Reuters		72,995		9,871,309


				64,272,621

CHINA — 4.9%
Agricultural Bank of China, Cl H		1,080,000		391,911
Alibaba Group Holding ADR *		30,079		3,072,871
Anhui Conch Cement, Cl H		271,641		816,800
Autohome ADR		3,694		118,097
Baidu ADR *		6,533		1,019,083
Beijing New Building Materials, Cl A		174,400		691,329
BYD, Cl H		32,500		1,148,525
China CITIC Bank, Cl H		1,014,000		488,881
China Construction Bank, Cl H		6,114,921		3,551,950
China Galaxy Securities, Cl H		1,613,500		939,296
China Petroleum & Chemical, Cl H		3,220,000		1,796,069
China Railway Group, Cl H		1,786,000		1,170,254



COMMON STOCK — continued

	Shares		Value

CHINA — continued
CITIC		833,000	$	935,679
COSCO SHIPPING Holdings, Cl H		1,167,200		1,231,751
Daqo New Energy ADR *		20,422		797,888
Dongfeng Motor Group, Cl H		754,000		351,925
FinVolution Group ADR		79,140		464,552
Guangzhou Automobile Group, Cl H		436,000		272,825
Haier Smart Home, Cl H		650,400		2,122,492
Hangzhou Binjiang Real Estate Group, Cl A		200,300		302,689
Hello Group ADR		44,171		470,421
Hengdian Group DMEGC Magnetics, Cl A		94,800		231,072
Hubei Jumpcan Pharmaceutical, Cl A		144,952		534,437
iQIYI ADR *		109,545		694,515
JD.com, Cl A		129,500		2,653,532
Jiangxi Copper, Cl H		419,000		700,599
JinkoSolar Holding ADR *		13,303		564,712
Kweichow Moutai, Cl A		5,300		1,394,630
Lenovo Group		726,000		832,246
Li Ning		313,000		1,886,340
Metallurgical Corp of China, Cl A		906,300		531,346
NARI Technology, Cl A		309,191		1,052,159
PDD Holdings ADR *		59,305		5,326,775
PetroChina, Cl H		4,342,000		3,167,961
PICC Property & Casualty, Cl H		1,248,000		1,456,243
Pop Mart International Group		148,600		418,245
Qifu Technology ADR		60,547		1,208,518
SDIC Capital, Cl A		531,600		586,142
Shuangliang Eco-Energy Systems, Cl A		193,600		317,215
Sichuan Road and Bridge Group, Cl A		413,933		572,241
Sinopharm Group, Cl H		404,800		1,269,104
Tencent Holdings		253,894		11,537,825
Tencent Music Entertainment Group ADR *		199,414		1,393,904
Vipshop Holdings ADR *		95,005		1,788,944
Want Want China Holdings		1,029,000		716,462
Yum China Holdings		46,170		2,817,293
Zhejiang Expressway, Cl H		298,000		238,822
Zhejiang Jingsheng Mechanical & Electrical, Cl A		78,100		675,135


				66,721,705



COMMON STOCK — continued

	Shares		Value

DENMARK — 1.4%
Coloplast, Cl B		14,168	$	1,765,734
DSV		62,269		12,501,151
GN Store Nord		24,425		654,593
Pandora		20,576		2,065,119
Tryg		66,062		1,308,671


				18,295,268

FINLAND — 0.1%
Nordea Bank Abp		136,525		1,547,218


FRANCE — 10.8%
Air Liquide		54,410		9,799,817
Alstom (A)		397,437		12,190,539
AXA		340,829		10,510,576
BNP Paribas		49,341		3,265,137
Carrefour		292,815		5,872,507
Danone		260,781		15,966,184
Dassault Systemes		55,627		2,384,873
Hermes International		3,047		6,774,359
Ipsen		14,690		1,856,111
Kering		9,543		5,509,118
L’Oreal		18,924		8,829,906
LVMH Moet Hennessy Louis Vuitton		29,208		27,311,552
Pernod Ricard		46,990		10,392,831
Publicis Groupe		22,321		1,806,864
Remy Cointreau		7,976		1,373,171
Rexel		75,119		1,815,465
Sodexo		58,124		5,981,647
Valeo		172,379		3,905,653
Vinci		90,807		10,690,715


				146,237,025

GERMANY — 4.9%
Allianz		34,520		8,274,235
Bayerische Motoren Werke		16,594		2,028,259
Carl Zeiss Meditec		18,408		2,138,152
CompuGroup Medical & KgaA		19,138		974,002
Deutsche Boerse		15,975		3,069,982
Deutsche Telekom		659,135		14,419,736
Hannover Rueck		7,604		1,627,710
Infineon Technologies		93,175		4,109,196
LANXESS		72,756		2,456,244
Muenchener Rueckversicherungs- Gesellschaft in Muenchen		9,799		3,701,405
Nemetschek		18,299		1,336,427
RWE		168,512		7,270,063



COMMON STOCK — continued

	Shares		Value

GERMANY — continued
SAP		110,682	$	15,180,808


				66,586,219

GREECE — 0.1%
FF Group *		8,921		4,721
Mytilineos		15,191		634,110
National Bank of Greece *		166,254		1,147,477


				1,786,308

HONG KONG — 1.6%
AIA Group		617,031		6,123,867
China Lumena New Materials *		15,350		—
Prudential		1,094,271		15,241,034
Skyworth Group		598,529		271,685
WH Group		998,034		540,052


				22,176,638

INDIA — 3.4%
ABB India		10,504		581,439
APL Apollo Tubes		102,688		1,990,055
Axis Bank		95,972		1,113,059
Bajaj Auto		15,518		930,415
Bank of Baroda		812,832		1,998,263
Britannia Industries		23,129		1,348,097
GAIL India		995,284		1,441,217
HDFC Bank ADR		24,782		1,692,115
ICICI Bank ADR		703,265		17,279,221
Indian Oil		822,224		937,200
Info Edge India		10,996		613,259
Mahindra & Mahindra		63,829		1,144,826
Muthoot Finance		50,808		834,190
Nestle India		2,258		619,163
Oil & Natural Gas		1,195,269		2,572,956
Power Grid Corp of India		410,162		1,326,751
REC		615,254		1,518,148
Shriram Finance		29,255		673,373
State Bank of India		151,549		1,142,761
Tata Motors		187,625		1,469,770
Varun Beverages		419,694		4,104,644


				45,330,922

INDONESIA — 0.8%
Astra International		2,902,200		1,318,307
Bank Central Asia		3,382,900		2,047,013
Bank Mandiri Persero		585,300		222,205
Bank Negara Indonesia Persero		3,152,600		1,855,393
Bank Rakyat Indonesia Persero		12,320,800		4,616,215



COMMON STOCK — continued

	Shares		Value

INDONESIA — continued
Indofood Sukses Makmur		1,014,200	$	492,640
Perusahaan Gas Negara		4,718,200		427,078


				10,978,851

IRELAND — 1.0%
Bank of Ireland Group		156,444		1,655,185
CRH		62,925		3,758,891
Ryanair Holdings ADR *		81,398		8,345,737


				13,759,813

ITALY — 4.5%
Amplifon		47,150		1,600,622
Enel		2,326,850		16,090,589
Ferrari		77,349		24,850,879
UniCredit		737,388		18,699,130


				61,241,220

JAPAN — 8.4%
Advantest		69,500		9,550,869
Bridgestone		38,300		1,588,555
Daifuku		67,500		1,441,881
FANUC		330,000		10,098,818
GMO Payment Gateway		10,800		823,607
Harmonic Drive Systems		22,900		630,201
Hoya		42,100		4,898,036
INFRONEER Holdings		166,500		1,621,289
Kajima		78,100		1,234,605
Keyence		37,275		16,727,576
M3		39,500		907,154
MatsukiyoCocokara		32,000		1,872,748
Mitsubishi Electric		223,400		3,224,897
MS&AD Insurance Group Holdings		46,300		1,724,519
Murata Manufacturing		202,100		11,841,797
Nexon		65,800		1,255,285
Nintendo		124,700		5,661,001
Nippon Telegraph & Telephone		3,057,500		3,505,537
Nomura Research Institute		61,800		1,753,349
Obic		9,600		1,572,297
OKUMA		29,500		1,495,348
Renesas Electronics *		186,500		3,616,982
Rohm		26,100		2,443,201
Sanken Electric		18,000		1,836,993
Seven & i Holdings		74,900		3,106,600
Shimano		8,600		1,304,406
Shin-Etsu Chemical		113,000		3,721,333
Socionext		20,500		2,426,872



COMMON STOCK — continued

	Shares		Value

JAPAN — continued
Sompo Holdings		25,400	$	1,124,658
Sumitomo Mitsui Financial Group		80,700		3,802,124
Sundrug		36,000		1,063,176
TIS		72,400		1,835,988
Tokyo Electron		9,000		1,345,756
TOPPAN INC		99,700		2,345,139


				113,402,597

MEXICO — 1.0%
Alfa, Cl A		287,300		177,342
Arca Continental		55,900		562,297
Cemex ADR *		424,840		3,237,281
Fibra Uno Administracion ‡		248,500		374,479
Grupo Aeroportuario del Pacifico, Cl B		25,400		484,505
Grupo Bimbo, Ser A		94,800		493,965
Grupo Financiero Banorte, Cl O		313,900		2,984,047
Kimberly-Clark de Mexico, Cl A		119,000		281,354
Wal-Mart de Mexico		1,143,066		4,773,468


				13,368,738

NETHERLANDS — 7.7%
Adyen *		10,840		20,195,848
Akzo Nobel		139,115		11,926,904
ASM International		35,561		16,967,136
ASML Holding, Cl G		18,736		13,422,658
ASML Holding		18,303		13,161,354
BE Semiconductor Industries		18,372		2,200,816
ING Groep		587,776		8,606,120
Koninklijke Philips *		499,939		10,422,217
Shell		52,494		1,598,034
Shell		164,255		5,068,056



				103,569,143

NEW ZEALAND — 0.1%
Fisher & Paykel Healthcare		78,823		1,205,296


NORWAY — 0.1%
Nordic Semiconductor *		50,551		745,535


POLAND — 0.2%
Dino Polska *		18,997		2,122,456
Jastrzebska Spolka Weglowa *		17,060		174,674
ORLEN		48,820		873,715


				3,170,845

QATAR — 0.0%
Ooredoo QPSC		177,388		557,018



COMMON STOCK — continued

	Shares		Value

RUSSIA — 0.0%
Gazprom PJSC (B)		597,226	$	—
LUKOIL PJSC ADR * (B)		20,777		—
Sberbank of Russia PJSC ADR * (B)		55,964		—


				—

SAUDI ARABIA — 0.2%
Arabian Internet & Communications Services		2,714		264,050
Bawan		23,466		225,490
Elm		3,910		708,920
Etihad Etisalat		44,819		559,700
Leejam Sports JSC		9,549		375,179
Saudi Electricity		54,868		328,190


				2,461,529

SINGAPORE — 0.6%
DBS Group Holdings		119,700		3,088,509
United Overseas Bank		202,600		4,592,755


				7,681,264

SOUTH AFRICA — 0.1%
Sappi		111,840		242,122
Sasol		30,966		432,666
Truworths International		79,216		319,782


				994,570

SOUTH KOREA — 2.7%
DB Insurance		8,103		479,956
DL E&C		7,849		188,428
Doosan Bobcat		8,510		390,566
E-MART		2,891		171,693
GS Holdings		17,023		503,485
Hana Financial Group		43,185		1,331,479
HMM		25,822		354,314
Hyundai Electric & Energy System		8,326		485,327
Hyundai Marine & Fire Insurance		12,211		274,464
JYP Entertainment		9,798		1,048,482
KB Financial Group ADR		26,332		1,057,756
Kia		72,311		4,691,578
KIWOOM Securities		3,699		282,072
LG Electronics		12,057		1,025,363
LS		16,614		1,575,831
LX INTERNATIONAL CORP		39,376		1,187,783
LX Semicon		3,323		266,695
Nexon Games *		13,904		234,524
NongShim		1,028		320,179



COMMON STOCK — continued

	Shares		Value

SOUTH KOREA — continued
OCI Holdings		7,522	$	645,636
Posco International		13,870		980,416
Samsung Electronics		152,550		8,353,658
Samsung Electronics GDR		3,074		4,183,714
Samsung Engineering *		15,039		436,546
Samsung Fire & Marine Insurance		3,357		642,614
Samsung Life Insurance		6,472		354,407
Samsung Securities		13,032		367,041
SK Hynix		26,029		2,519,891
Woori Financial Group		69,684		636,895
Youngone		18,251		827,606


				35,818,399

SPAIN — 2.0%
Aena SME		47,156		7,559,601
Amadeus IT Group		89,075		6,405,221
Iberdrola (A)		709,196		8,878,732
Industria de Diseno Textil		114,516		4,395,089


				27,238,643

SWEDEN — 1.3%
Atlas Copco, Cl A		884,430		12,600,445
Nibe Industrier, Cl B		229,839		2,072,324
Swedbank		143,776		2,640,169


				17,312,938

SWITZERLAND — 2.7%
ABB		102,531		4,123,240
Alcon		58,644		5,008,943
Sika		48,630		15,186,181
Straumann Holding		12,550		2,086,961
Swatch Group		4,320		1,387,423
UBS Group		136,489		3,034,926
Zurich Insurance Group		10,861		5,272,318


				36,099,992

TAIWAN — 3.6%
Alchip Technologies		25,000		1,583,059
Arcadyan Technology		66,000		304,520
Asia Vital Components		57,088		584,931
Bora Pharmaceuticals		15,000		431,006
Catcher Technology		48,000		264,999
Chung-Hsin Electric & Machinery Manufacturing		111,000		413,250
Compal Electronics		423,000		409,856
E Ink Holdings		152,000		1,088,254
Evergreen Marine Taiwan		269,400		891,528



COMMON STOCK — continued

	Shares		Value

TAIWAN — continued
Fitipower Integrated Technology		116,000	$	520,452
Gigabyte Technology		116,000		1,159,022
Global Unichip		11,000		572,288
Hon Hai Precision Industry		611,000		2,109,478
International Games System		29,000		565,669
Lite-On Technology		34,000		162,824
MediaTek		69,000		1,514,964
Micro-Star International		143,000		885,033
Novatek Microelectronics		198,000		2,671,376
Pou Chen		329,000		327,152
Powertech Technology		108,000		379,743
Quanta Computer		410,000		3,111,546
Radiant Opto-Electronics		68,000		260,735
Simplo Technology		24,000		234,834
Sitronix Technology		65,000		455,030
Taiwan Semiconductor Manufacturing ADR		168,402		16,697,058
Taiwan Semiconductor Manufacturing		428,000		7,694,780
United Microelectronics ADR (A)		220,778		1,658,043
Wistron		326,000		1,467,838


				48,419,268

THAILAND — 0.1%
AP Thailand		1,520,500		541,945
Bangchak		263,000		293,898
Krung Thai Bank		1,588,300		951,251


				1,787,094

TURKEY — 0.2%
KOC Holding		177,721		891,022
Migros Ticaret		31,756		347,908
Sok Marketler Ticaret *		225,244		380,276
Turk Hava Yollari AO *		107,265		933,354


				2,552,560

UNITED ARAB EMIRATES — 0.1%
Emirates NBD Bank PJSC		105,696		489,193
Multiply Group PJSC *		449,980		395,703


				884,896

UNITED KINGDOM — 10.4%
3i Group		250,380		6,368,951
Ashtead Group		51,225		3,797,667
Barclays		5,989,919		11,942,690
Berkeley Group Holdings		54,115		3,026,001
BP		2,732,444		16,980,873



COMMON STOCK — continued

	Shares		Value

UNITED KINGDOM — continued
Burberry Group		58,712	$	1,679,299
CNH Industrial		138,782		2,006,011
Compass Group		695,028		18,126,655
Dechra Pharmaceuticals		35,893		1,715,194
Diageo		222,871		9,742,595
Halma		47,506		1,366,727
JD Sports Fashion		1,562,940		3,171,288
Legal & General Group		943,785		2,834,233
Lloyds Banking Group		2,840,118		1,642,036
London Stock Exchange Group		22,714		2,473,024
NatWest Group		161,040		506,196
RELX		127,079		4,283,874
RELX		160,607		5,406,159
Segro ‡		372		3,652
Smith & Nephew		114,660		1,748,203
SSE		71,399		1,548,398
SSP Group *		3,401,298		11,010,751
Tate & Lyle		719,651		6,912,153
Taylor Wimpey		1,628,745		2,396,354
Unilever		257,040		13,860,535
WH Smith		265,019		5,090,945


				139,640,464

UNITED STATES — 14.8%
Accenture, Cl A		33,326		10,542,680
Aon, Cl A		51,090		16,272,165
Arch Capital Group *		153,195		11,901,720
Atlassian, Cl A *		76,880		13,987,547
EPAM Systems *		26,895		6,369,005
Experian		282,736		10,946,239
Ferguson		71,760		11,545,899
ICON *		81,774		20,558,801
JBS		100,400		396,150
Linde		24,975		9,756,983
Mettler-Toledo International *		6,502		8,176,070
Nestle		193,221		23,823,569
ResMed		35,386		7,868,077
Schneider Electric		129,246		23,090,687
STERIS		54,759		12,350,893
Tenaris		97,471		1,625,967
Waste Connections		68,320		9,644,734


				198,857,186


Total Common Stock (Cost $1,061,298,179)				1,303,970,200



PREFERRED STOCK — 0.1%

	Shares		Value

BRAZIL — 0.1%
Bradespar (C)		109,300	$	538,797


Total Preferred Stock (Cost $499,004)				538,797


RIGHTS — 0.0%

	Number Of Rights		Value

Iberdrola * (B)(D)		433,275		146,321


Total Rights (Cost $–)				146,321


SHORT-TERM INVESTMENT — 1.1%

	Shares		Value
State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (E)		14,869,202	$	14,869,202


Total Short-Term Investments (Cost $14,869,202)				14,869,202


Total Investments in Securities — 97.9% (Cost $1,076,666,385)			$	1,319,524,520


Percentages are based on Nest Assets of $1,348,000,953.

*		Non-income producing security.
‡		Real Estate Investment Trust.

(A)		This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $13,942,914.
(B)		Level 3 security in accordance with fair value hierarchy.
(C)		There is currently no rate available.
(D)		Expiration date not available.
(E)		This security was purchased with cash collateral received from securities lending. The total was of such securities as of July 31, 2023, was $14,869,202.

ADR — American Depositary Receipt
Cl — Class
GDR — Global Depositary Receipt
PJSC — Public Joint-Stock Company
QPSC — Qatari Joint-Stock Company

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-001-0400



SCHEDULE OF INVESTMENTS

COMMON STOCK — 95.9%

	Shares		Value
AUSTRALIA — 6.8%
Accent Group		140,797	$	167,456
Allkem *		48,092		480,269
ALS		114,080		902,487
Alumina		568,007		547,335
Centuria Industrial REIT ‡		23,723		50,835
Charter Hall Group ‡		21,327		164,263
Emeco Holdings		85,896		41,385
FleetPartners Group *		50,421		87,319
JB Hi-Fi		5,779		177,769
Kelsian Group		49,100		229,286
Myer Holdings		180,806		77,366
Neuren Pharmaceuticals *		7,682		67,450
Orora		362,046		875,833
Perenti		364,932		293,862
Perseus Mining		269,168		314,692
Ridley		168,829		223,549
Sigma Healthcare		458,964		242,779
Technology One		26,634		282,670
Ventia Services Group Pty		144,222		281,833

				5,508,438

AUSTRIA — 2.4%
ANDRITZ		4,874		258,266
AT&S Austria Technologie & Systemtechnik		3,828		145,018
Palfinger		18,840		553,574
Porr Ag		4,350		60,814
Schoeller-Bleckmann Oilfield Equipment		11,230		680,989
Strabag		521		21,943
Telekom Austria, Cl A		25,805		196,883

				1,917,487

BELGIUM — 0.4%
Bekaert		1,636		78,320
Melexis		1,718		185,440
X-Fab Silicon Foundries *		1,959		23,802

				287,562

BRAZIL — 0.2%
Cia de Saneamento do Parana		21,800		96,053
Jalles Machado *		45,800		85,398

				181,451

BURKINA FASO — 0.1%
IAMGOLD *		28,376		77,610



COMMON STOCK — continued

	Shares		Value

CANADA — 2.8%
ADENTRA		2,169	$	57,395
Boardwalk Real Estate Investment Trust ‡		2,182		108,598
Bombardier, Cl B		4,911		246,250
Enerplus		585		9,804
Finning International		1,923		66,357
goeasy		619		59,824
iA Financial		2,709		188,030
International Petroleum *		30,510		286,035
Kinaxis *		578		78,626
Linamar		1,638		95,225
North American Construction Group		5,054		123,216
Parex Resources		17,868		396,524
Pason Systems		9,029		90,273
Stantec		2,041		138,470
Stella-Jones		1,734		88,212
Torex Gold Resources *		9,176		128,969
Vermilion Energy		6,554		91,519

				2,253,327

CHINA — 2.4%
Beijing Enterprises Holdings		72,500		287,724
Beijing Jingneng Clean Energy, Cl H		328,000		75,705
Chaoju Eye Care Holdings		92,000		61,226
China World Trade Center, Cl A		45,500		129,113
Consun Pharmaceutical Group		78,000		57,009
E-Commodities Holdings, Cl New Shares		242,000		38,788
Excellence Commercial Property & Facilities Management Group		188,000		62,677
FinVolution Group ADR		16,232		95,282
Fufeng Group		385,000		209,317
Gemdale Properties & Investment		1,986,000		117,143
Inspur Digital Enterprise Technology		138,000		49,901
ISDN Holdings		200,300		66,374
Jiutian Chemical Group		2,233,700		82,431
Kerry Logistics Network		177,523		218,526
LexinFintech Holdings ADR *		39,453		118,359
NetDragon Websoft Holdings		33,500		66,410
Sinopec Engineering Group, Cl H		101,000		45,458
Theme International Holdings *		500,000		55,778



COMMON STOCK — continued

	Shares		Value
CHINA — continued
Yuexiu Services Group		311,000	$	126,415

				1,963,636

DENMARK — 2.1%
ALK-Abello *		11,984		130,845
Bavarian Nordic *		994		21,382
D		5,772		290,167
Dfds		20,117		723,215
H Lundbeck		22,291		111,005
Netcompany Group		7,300		339,874
Per Aarsleff Holding		1,368		65,169

				1,681,657

EGYPT — 0.1%
Centamin		33,387		41,390


FINLAND — 0.2%
Kemira		4,039		63,503
Uponor		3,742		118,821

				182,324

FRANCE — 6.3%
Elis		2,228		46,157
Genfit *		11,679		42,879
IPSOS		17,766		890,465
LISI		23,333		610,987
Mersen		1,933		91,216
Rothschild (A)		25,714		1,095,763
SCOR		6,243		187,017
Societe BIC		2,843		174,281
Sopra Steria Group		6,570		1,432,087
Technip Energies		1,896		43,335
Verallia		10,083		448,237

				5,062,424

GEORGIA — 0.1%
TBC Bank Group		3,282		105,148


GERMANY — 2.4%
Atoss Software		1,577		384,257
Aurubis		6,330		596,995
Cliq Digital		5,287		144,272
CTS Eventim & KGaA		818		55,962
HUGO BOSS		853		69,125
Krones		1,849		223,432
PVA TePla *		3,019		71,298
SMA Solar Technology *		447		42,704
SUESS MicroTec		14,629		366,132

				1,954,177



COMMON STOCK — continued

	Shares		Value
GREECE — 0.1%
Piraeus Financial Holdings *		24,442	$	92,595


HONG KONG — 0.9%
Cowell e Holdings *		27,000		50,270
Skyworth Group		98,000		44,484
Tam Jai International		172,000		38,155
United Laboratories International Holdings		180,000		143,793
Vitasoy International Holdings		294,000		389,804
Yue Yuen Industrial Holdings		18,500		24,671

				691,177

INDIA — 2.5%
BLS International Services		16,664		49,213
BSE		29,155		286,858
Caplin Point Laboratories		6,594		72,832
Cosmo First		10,292		77,707
EID Parry India		4,608		27,766
GHCL		16,174		104,469
Godawari Power and Ispat		26,644		183,952
Gujarat Ambuja Exports		11,877		37,783
Hindustan Construction *		81,221		19,157
Indoco Remedies *		5,727		22,083
IRCON International *		113,990		134,850
J Kumar Infraprojects		10,832		47,550
Karur Vysya Bank		152,716		230,145
Kirloskar Ferrous Industries		17,880		113,097
PTC India		61,760		88,455
Rail Vikas Nigam *		162,028		244,474
Route Mobile		6,985		127,396
Shipping Corp of India *		16,005		20,199
Sonata Software		2,881		37,014
Tamil Nadu Newsprint & Papers		25,073		64,352
Tata Communications		1,758		38,391

				2,027,743

INDONESIA — 0.3%
Ciputra Development		426,400		31,528
First Pacific		338,000		122,220
Industri Jamu Dan Farmasi Sido Muncul		1,385,900		58,818
Surya Esa Perkasa		390,600		15,282

				227,848

IRELAND — 0.7%
Glenveagh Properties *		177,231		209,866
hVIVO		267,097		57,563



COMMON STOCK — continued

	Shares		Value
IRELAND — continued
Keywords Studios		11,428	$	259,082

				526,511

ISRAEL — 0.7%
Africa Israel Residences		3,924		192,791
Aura Investments		17,562		38,301
Electra Real Estate		7,775		98,046
Isras Investment		721		148,445
Ituran Location and Control		1,802		50,113
Perion Network *		1,251		45,774

				573,470

ITALY — 2.5%
Banco BPM		64,878		325,324
BPER Banca		47,605		165,176
Buzzi		5,312		151,338
Carel Industries		1,276		36,648
De’ Longhi		31,906		812,609
El.En.		3,415		40,627
Iveco Group *		8,318		79,109
Orsero		4,508		63,719
OVS		58,812		161,978
SOL		5,389		152,403
Zignago Vetro		2,273		40,849

				2,029,780

JAPAN — 23.7%
77 Bank		4,100		87,292
Advance Residence Investment ‡		171		417,029
Aichi Financial Group		5,723		98,646
Ain Holdings		8,529		303,209
Air Water		2,800		39,414
AOKI Holdings		22,500		145,534
Aoyama Trading		22,100		201,743
Argo Graphics		1,600		39,414
Ariake Japan		17,578		641,236
Asics		42,100		1,326,885
Bell System24 Holdings		7,600		74,299
Charm Care		40,100		386,380
CMIC Holdings		7,600		105,270
Concordia Financial Group		98,266		449,210
Credit Saison		1,800		28,758
Daiseki		10,120		340,824
Daishinku		11,100		49,453
DMG Mori		52,000		883,319
Doutor Nichires Holdings		4,600		72,264
Eiken Chemical		8,900		94,525



COMMON STOCK — continued

	Shares		Value
JAPAN — continued
FreakOut Holdings inc *,(A)		13,400	$	120,626
Fuji Seal International		28,700		321,380
Greens		4,300		45,064
H.U. Group Holdings		5,600		110,676
Hisamitsu Pharmaceutical		1,100		35,165
Hitachi Zosen		4,600		30,272
Horiba		12,300		725,551
HS Holdings		12,300		88,562
IDOM		16,200		94,979
Internet Initiative Japan		46,000		856,025
ISB		4,900		54,353
Ishihara Sangyo Kaisha		19,200		185,270
Iwatani		14,700		785,076
J Trust		7,900		26,189
Jaccs		2,100		77,006
Juroku Financial Group		3,200		79,167
Kawasaki Kisen Kaisha		5,000		150,690
Kobe Steel		23,000		251,239
Komori		28,000		218,159
Kumiai Chemical Industry		6,300		47,268
Kureha		3,400		203,167
Kurita Water Industries		15,583		626,150
Look Holdings		7,700		147,681
Mabuchi Motor		19,800		568,860
Macnica Holdings		3,900		163,323
Maruzen Showa Unyu		3,600		104,772
Matsuda Sangyo		5,600		91,757
Megmilk Snow Brand		9,200		126,979
Meiji Shipping		10,100		46,704
Menicon		41,062		735,810
Miroku Jyoho Service		9,300		110,424
Mitachi		5,400		41,199
Mitsubishi Motors		7,700		30,978
Mitsubishi Shokuhin		9,000		239,759
Morinaga		1,400		45,553
MTG		9,300		106,366
Namura Shipbuilding		59,600		229,457
NET One Systems		6,700		147,176
NHK Spring		13,700		109,635
Nihon Chouzai		3,500		29,659
Nippon Sheet Glass *		5,100		23,224
Nippon Shokubai		2,200		84,652
Nippon Thompson		31,500		127,259
Nishi-Nippon Financial Holdings		15,000		159,628
Nissui		20,400		97,147



COMMON STOCK — continued

	Shares		Value
JAPAN — continued
NS United Kaiun Kaisha		1,900	$	51,218
Oita Bank		2,500		43,162
Okamoto Machine Tool Works		2,200		88,725
Onamba		26,800		175,800
Outsourcing		2,600		26,544
Pressance		9,900		140,891
Prestige International		8,300		33,882
Sakata Seed		13,400		376,781
Sanko Gosei		8,600		38,012
Sanyo Shokai		5,400		77,800
SCREEN Holdings		700		75,577
Seiren		30,328		523,611
Seven Bank		382,400		831,117
Shiga Bank		2,300		49,293
SK-Electronics		6,000		67,525
Starts		1,300		26,946
SUMCO		5,300		77,217
Sun Frontier Fudousan		27,800		295,062
Takara Leben Real Estate Investment ‡		219		150,131
Take And Give Needs		10,900		91,984
THK		14,800		296,354
Tokyo Kiraboshi Financial Group		2,600		68,715
Tokyu Fudosan Holdings		5,600		33,278
Tokyu REIT ‡		419		554,715
Topre		11,600		133,488
Topy Industries		5,100		88,697
Toyo Engineering *		7,200		32,939
Traders Holdings		14,100		64,208
WingArc1st		2,200		42,318
Yamazaki Baking		5,000		72,213
Yokogawa Bridge Holdings		2,200		39,578

				19,152,521

LUXEMBOURG — 1.6%
L’Occitane International		429,142		1,315,154


MALAYSIA — 0.4%
Bumi Armada *		1,238,500		142,830
Heineken Malaysia		32,500		188,412

				331,242

MAURITIUS — 0.1%
Capital		76,542		78,195


MEXICO — 0.4%
Controladora Vuela Cia de Aviacion, Cl A *		145,100		174,876



COMMON STOCK — continued

	Shares		Value
MEXICO — continued
FIBRA Macquarie Mexico ‡		61,400	$	119,436
Nemak *		202,600		48,520

				342,832

NETHERLANDS — 0.4%
Eurocommercial Properties ‡		7,090		179,801
Heijmans		1,425		19,765
Ordina		24,999		157,107

				356,673

NEW ZEALAND — 0.2%
Air New Zealand *		321,144		157,893


NIGERIA — 0.1%
Airtel Africa		42,551		63,837


NORWAY — 2.1%
Hexagon Composites *		134,938		404,421
Hexagon Purus *		43,060		88,107
Hoegh Autoliners		4,646		26,935
Norske Skog		18,184		81,605
PhotoCure *		27,900		137,066
Rana Gruber, Cl A		5,634		32,301
Salmar		18,660		863,789
Stolt-Nielsen		3,615		89,513

				1,723,737

PHILIPPINES — 0.2%
Robinsons Land		473,400		129,285


POLAND — 0.3%
Budimex		325		33,561
Tauron Polska Energia *		263,613		245,689

				279,250

SAUDI ARABIA — 0.2%
Bawan		15,386		147,848


SINGAPORE — 0.5%
Best World International *		42,000		51,243
Golden Energy & Resources *		67,700		9,178
Hour Glass		26,000		40,729
Lendlease Global Commercial REIT ‡		514,000		263,232
Samudera Shipping Line		66,300		41,693
Sembcorp Industries		6,200		25,448

				431,523

SOUTH AFRICA — 0.6%
Fortress Real Estate Investments, Cl B *		253,876		72,521



COMMON STOCK — continued

	Shares		Value
SOUTH AFRICA — continued
Fortress Real Estate Investments, Cl A		273,044	$	197,447
Motus Holdings		3,981		23,615
Resilient REIT ‡		8,813		21,418
Vukile Property Fund ‡		222,613		163,607

				478,608

SOUTH KOREA — 2.9%
Aekyung Chemical		3,405		52,892
AfreecaTV		937		53,663
DB HiTek		3,900		180,520
DB Insurance		2,604		154,240
Dongjin Semichem		1,658		55,087
Dongwon Systems		1,256		41,484
Hanwha General Insurance *		37,962		112,577
Hanwha Life Insurance		36,996		68,643
HD Hyundai Infracore		23,171		223,957
Humasis *		14,677		27,117
Hwa Shin		5,886		83,812
Hyundai Marine & Fire Insurance		2,060		46,302
INTOPS		2,934		69,284
JB Financial Group		18,754		125,944
Jeisys Medical		31,152		272,991
Jin Air *		4,372		50,866
JVM		6,729		175,530
KIWOOM Securities		1,183		90,211
Meritz Financial Group		1,981		76,464
OCI Holdings		1,942		166,677
Sangsin Energy Display Precision		11,768		184,554
Youngone		1,050		47,613

				2,360,428

SPAIN — 3.2%
Banco de Sabadell		53,422		65,909
Energia Innovacion y Desarrollo Fotovoltaico		8,224		269,844
Fluidra		15,974		354,355
Gestamp Automocion		16,960		82,464
Laboratorios Farmaceuticos Rovi		3,692		177,723
Melia Hotels International *		220,348		1,622,868

				2,573,163

SWEDEN — 3.5%
B3 Consulting Group		3,873		37,891
BioGaia, Cl B		58,254		578,798
Castellum		11,933		136,223



COMMON STOCK — continued

	Shares		Value
SWEDEN — continued
Fortnox		27,247	$	167,618
Hemnet Group		12,124		215,192
HMS Networks		1,456		58,919
Hoist Finance *		17,046		51,994
Inwido		3,241		35,780
Loomis, Cl B		38,544		1,125,415
New Wave Group, Cl B *		11,180		101,602
Nyfosa		11,674		74,160
Sectra, Cl B		9,653		154,889
Transtema Group *		8,782		15,345
Trelleborg, Cl B		3,411		90,992

				2,844,818

SWITZERLAND — 3.3%
Basilea Pharmaceutica *		951		48,107
Bucher Industries		1,177		526,822
Comet Holding		579		152,957
Georg Fischer		960		65,838
Implenia		1,491		73,015
Inficon Holding		174		224,011
IWG *		336,216		661,435
Landis+Gyr Group		7,746		673,760
Leonteq		459		21,710
Swissquote Group Holding		871		198,345

				2,646,000

TAIWAN — 3.7%
Advanced International Multitech		39,000		97,418
Ardentec		39,000		76,569
ASPEED Technology		1,000		73,823
Chicony Power Technology		76,000		251,507
Depo Auto Parts Industries		82,000		288,323
Far Eastern Department Stores .		64,000		44,497
FIT Hon Teng *		293,000		51,096
Fitipower Integrated Technology		38,000		170,493
Getac Holdings		84,000		180,956
Gigabyte Technology		11,000		109,907
Global Unichip		2,000		104,052
Grape King Bio		8,000		46,331
ITE Technology		29,000		142,571
Jinan Acetate Chemical *		12,000		358,169
L&K Engineering		88,000		221,495
Liton Technology		58,000		70,132
Lotes		3,000		71,214
M31 Technology		3,300		92,827



COMMON STOCK — continued

	Shares		Value
TAIWAN — continued
Pan German Universal Motors		16,000	$	160,374
Standard Chemical & Pharmaceutical		68,000		139,347
Topkey		14,000		76,178
United Integrated Services		22,000		154,360
Wowprime		3,000		28,161

				3,009,800

THAILAND — 0.5%
Ichitan Group		521,700		224,051
Sappe		76,100		195,648

				419,699

TURKEY — 0.6%
Haci Omer Sabanci Holding		68,708		146,976
Migros Ticaret		16,765		183,671
Sok Marketler Ticaret *		84,358		142,420

				473,067

UNITED KINGDOM — 9.9%
4imprint Group		7,676		438,016
Big Yellow Group ‡		8,268		114,146
Bloomsbury Publishing		4,265		23,706
Bodycote		2,225		19,811
Britvic		10,415		115,780
Coats Group		780,542		703,001
Craneware		15,600		274,984
CVS Group		42,036		1,115,249
Drax Group		14,495		112,795
Empiric Student Property ‡		133,383		151,024
Games Workshop Group		2,072		310,583
Global Ship Lease, Cl A		2,812		60,346
Harbour Energy		13,196		45,248
Howden Joinery Group		15,706		148,934
IMI		12,482		261,617
Investec		47,679		300,352
IP Group		138,149		106,294
J D Wetherspoon *		2,651		23,058
Johnson Service Group		89,476		129,400
Man Group		86,572		265,995
Marks & Spencer Group *		21,974		58,327
Mitchells & Butlers *		9,086		26,888
Mitie Group		26,539		34,761
Morgan Advanced Materials		6,438		22,614
Next 15 Group		9,419		76,956
OSB Group		82,691		390,681
Pagegroup		4,980		28,578



COMMON STOCK — continued

	Shares		Value
UNITED KINGDOM — continued
Paragon Banking Group		11,440	$	77,718
Pets at Home Group		10,504		53,033
Rightmove		9,062		66,507
RS GROUP		5,329		53,797
Safestore Holdings ‡		46,950		535,218
Savills		89,304		1,119,158
Serco Group		130,666		261,093
Spirent Communications		17,727		38,569
SThree		20,451		92,755
Tate & Lyle		28,500		273,739
Virgin Money UK		23,278		52,833
Yu Group		3,430		37,777

				8,021,341

UNITED STATES — 3.5%
BRP		1,365		125,803
Inmode *		769		32,998
JS Global Lifestyle		330,500		58,483
MDA *		8,245		52,179
Ormat Technologies		12,772		1,047,934
Reliance Worldwide		180,200		512,425
Samsonite International *		328,605		973,338

				2,803,160


Total Common Stock (Cost $72,122,353)				77,525,829


PREFERRED STOCK — 0.9%

GERMANY — 0.2%
Schaeffler (B)		25,928		165,804


BRAZIL — 0.7%
Cia de Ferro Ligas da Bahia FERBASA (B)		14,000		149,063
Cia de Saneamento do Parana (B)		226,100		199,624
Gol Linhas Aereas Inteligentes * (B)		80,100		161,478
Unipar Carbocloro (B)		1,430		24,262

				534,427


Total Preferred Stock (Cost $667,753)				700,231


RIGHTS — 0.0%

	Number Of Rights		Value
Jinan Acetate Chemical Expires 8/15/2023 * (C)		542		7,019


Total Rights (Cost $–)				7,019



SHORT-TERM INVESTMENT — 1.5%

	Shares		Value
State Street Institutional US Government Money Market Fund, Premier Class, 5.190% (D)		1,251,102	$	1,251,102


Total Short-Term Investments (Cost $1,251,102)				1,251,102


Total Investments in Securities — 98.3% (Cost $74,041,208)			$	79,484,181

Percentages are based on Nest Assets of $80,818,097.

*	Non-income producing security.

‡	Real Estate Investment Trust.

(A)

This security or a partial position of this security is on loan at July 31, 2023. The total market value of securities on loan at July 31, 2023 was $1,191,351.

(B)

There is currently no rate available.

(C)

Level 3 security in accordance with fair value hierarchy.

(D)

This security was purchased with cash collateral received from securities lending. The total was of such securities as of July 31, 2023, was $1,251,102.

ADR — American Depositary Receipt

Cl — Class

CRI-QH-001-0400



SCHEDULE OF INVESTMENTS

OPEN-END MUTUAL FUNDS — 99.8%

	Shares		Value
Catholic Responsible Investments Bond Fund†		3,793,494	$	31,979,159
Catholic Responsible Investments Equity Index Fund†		2,939,249		29,480,671
Catholic Responsible Investments International Equity Fund†		1,160,812		10,946,457
Catholic Responsible Investments International Small-Cap Fund†		288,051		2,627,028
Catholic Responsible Investments Multi-Style US Equity Fund†		907,531		8,839,350
Catholic Responsible Investments Opportunistic Bond Fund†		1,851,203		16,845,944
Catholic Responsible Investments Short Duration Bond Fund†		1,813,029		17,078,735
Catholic Responsible Investments Small-Cap Fund†		600,024		5,538,224


Total Open-End Mutual Funds (Cost $114,598,093)				123,335,568


Total Investments in Securities — 99.8% (Cost $114,598,093)			$	123,335,568

Percentages are based on Net Assets of $123,603,139.

†	Investment in Affiliated Security. The Fund is invested in the Institutional Class of each underlying fund.

The following is a summary of the transactions with affiliates for the period ended July 31, 2023:



SCHEDULE OF INVESTMENTS

OPEN-END MUTUAL FUNDS — 99.9%

	Shares		Value
Catholic Responsible Investments Bond Fund†		23,983,397	$	202,180,040
Catholic Responsible Investments Equity Index Fund†		19,167,970		192,254,736
Catholic Responsible Investments International Equity Fund†		13,693,111		129,126,039
Catholic Responsible Investments International Small-Cap Fund†		3,503,371		31,950,742
Catholic Responsible Investments Multi-Style US Equity Fund†		29,169,794		284,113,794
Catholic Responsible Investments Opportunistic Bond Fund†		11,829,231		107,646,003
Catholic Responsible Investments Short Duration Bond Fund†		11,563,006		108,923,521
Catholic Responsible Investments Small-Cap Fund†		7,079,958		65,348,014


Total Open-End Mutual Funds (Cost $1,003,223,404)				1,121,542,889


Total Investments in Securities — 99.9% (Cost $1,003,223,404)			$	1,121,542,889

Percentages are based on Net Assets of $1,122,717,384.

†	Investment in Affiliated Security. The Fund is invested in the Institutional Class of each underlying fund.

The following is a summary of the transactions with affiliates for the period ended July 31, 2023:



SCHEDULE OF INVESTMENTS

OPEN-END MUTUAL FUNDS — 99.9%

	Shares		Value
Catholic Responsible Investments Bond Fund†		9,654,574	$	81,388,060
Catholic Responsible Investments Equity Index Fund†		18,153,294		182,077,535
Catholic Responsible Investments International Equity Fund†		5,496,022		51,827,491
Catholic Responsible Investments International Small-Cap Fund†		1,351,222		12,323,146
Catholic Responsible Investments Opportunistic Bond Fund†		4,743,652		43,167,236
Catholic Responsible Investments Short Duration Bond Fund†		4,662,404		43,919,848
Catholic Responsible Investments Small-Cap Fund†		2,802,600		25,868,001


Total Open-End Mutual Funds (Cost $383,156,264)				440,571,317


Total Investments in Securities — 99.9% (Cost $383,156,264)			$	440,571,317

Percentages are based on Net Assets of $440,930,856.

†	Investment in Affiliated Security. The Fund is invested in the Institutional Class of each underlying fund.

The following is a summary of the transactions with affiliates for the period ended July 31, 2023:



SCHEDULE OF INVESTMENTS

OPEN-END MUTUAL FUNDS — 99.9%

	Shares		Value
Catholic Responsible Investments Bond Fund†		3,791,512	$	31,962,443
Catholic Responsible Investments Equity Index Fund†		9,922,061		99,518,276
Catholic Responsible Investments International Equity Fund†		4,237,738		39,961,872
Catholic Responsible Investments International Small-Cap Fund†		1,050,297		9,578,704
Catholic Responsible Investments Multi-Style US Equity Fund†		4,190,095		40,811,525
Catholic Responsible Investments Opportunistic Bond Fund†		1,866,032		16,980,891
Catholic Responsible Investments Short Duration Bond Fund†		1,833,977		17,276,066
Catholic Responsible Investments Small-Cap Fund†		2,203,019		20,333,869


Total Open-End Mutual Funds (Cost $233,717,937)				276,423,646


Total Investments in Securities — 99.9% (Cost $233,717,937)			$	276,423,646

Percentages are based on Net Assets of $276,777,437.

†	Investment in Affiliated Security. The Fund is invested in the Institutional Class of each underlying fund.

The following is a summary of the transactions with affiliates for the period ended July 31, 2023:



											Change in
	Value		Purchases at		Proceeds from			Realized			Unrealized		Value				Capital
Security Description	10/31/2022		Cost		Sales			Gain (Loss)			Appreciation		7/31/2023		Income		Gains
Catholic Responsible Investments Bond Fund		$ 19,561,268		$ 14,068,827		$ (2,014,078	)		$ (322,556	)		$ 685,698		$ 31,979,159		$ 840,081		$ —

Catholic Responsible Investments Equity Index Fund		15,587,465		10,973,784		(1,629,572	)		73,128			4,475,866		29,480,671		270,527		—

Catholic Responsible Investments International Equity Fund		5,235,036		4,448,121		(659,153	)		(1,312	)		1,923,765		10,946,457		118,714		—

Catholic Responsible Investments International Small-Cap Fund		1,334,556		1,120,380		(164,789	)		4,967			331,914		2,627,028		38,028		—

Catholic Responsible Investments Multi-Style US Equity Fund		4,495,211		3,399,198		(512,674	)		(21,631	)		1,479,246		8,839,350		31,881		—

Catholic Responsible Investments Opportunistic Bond Fund		10,736,189		7,100,765		(1,007,039	)		(88,852	)		104,881		16,845,944		486,392		—

Catholic Responsible Investments Short Duration Bond Fund		11,148,864		6,976,137		(1,007,040	)		(58,860	)		19,634		17,078,735		361,764		—

Catholic Responsible Investments Small-Cap Fund		3,234,709		2,376,435		(329,577	)		(14,692	)		271,349		5,538,224		49,979		161,752


Totals		$ 71,333,298		$ 50,463,647		$ (7,323,922	)		$ (429,808	)		$ 9,292,353		$ 123,335,568		$ 2,197,366		$ 161,752



											Change in
Security	Value		Purchases at		Proceeds from						Unrealized		Value				Capital
Description	10/31/2022		Cost		Sales			Realized Loss			Appreciation		7/31/2023		Income		Gains
Catholic Responsible Investments Bond Fund		$ 77,381,202		$ 6,952,154		$ (4,783,438	)		$ (771,524	)		$ 2,609,666		$ 81,388,060		$ 2,369,262		$ —

Catholic Responsible Investments Equity Index Fund		151,269,825		10,709,457		(9,327,705	)		(514,217	)		29,940,175		182,077,535		1,772,817		—

Catholic Responsible Investments International Equity Fund		40,357,185		3,352,842		(2,870,064	)		(453,765	)		11,441,293		51,827,491		603,106		—

Catholic Responsible Investments International Small-Cap Fund		10,100,702		879,489		(717,517	)		(103,013	)		2,163,485		12,323,146		192,056		—

Catholic Responsible Investments Opportunistic Bond Fund		41,639,070		3,661,968		(2,391,719	)		(209,785	)		467,702		43,167,236		1,370,522		—

Catholic Responsible Investments Short Duration Bond Fund		42,973,197		3,312,884		(2,391,719	)		(140,240	)		165,726		43,919,848		1,021,438		—

Catholic Responsible Investments Small-Cap Fund		23,878,020		2,427,402		(1,435,031	)		(174,082	)		1,171,692		25,868,001		249,301		803,234


Totals		$ 387,599,201		$ 31,296,196		$ (23,917,193	)		$ (2,366,626	)		$ 47,959,739		$ 440,571,317		$ 7,578,502		$ 803,234