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Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 38.7%

Communication Services — 1.5%
AT&T
9.150%, 02/01/2023	$	600	$	664
0.689%, VAR United States Secured Overnight Financing Rate + 0.640%, 03/25/2024		1,470		1,471
Fox
3.666%, 01/25/2022		85		86
NTT Finance
0.373%, 03/03/2023 (A)		1,900		1,898
Sky
3.125%, 11/26/2022 (A)		350		360
Verizon Communications
0.839%, VAR United States Secured Overnight Financing Rate + 0.790%, 03/20/2026		500		509
0.549%, VAR United States Secured Overnight Financing Rate + 0.500%, 03/22/2024		500		502

				5,490


Consumer Discretionary — 4.2%
7-Eleven
0.625%, 02/10/2023 (A)		2,930		2,925
BMW US Capital LLC
0.579%, VAR United States Secured Overnight Financing Rate + 0.530%, 04/01/2024 (A)		965		973
Daimler Finance North America LLC
3.750%, 11/05/2021 (A)		475		475
2.550%, 08/15/2022 (A)		1,960		1,993
General Motors Financial
4.250%, 05/15/2023		525		552
3.550%, 07/08/2022		225		230
3.450%, 04/10/2022		400		403
0.809%, VAR United States Secured Overnight Financing Rate + 0.760%, 03/08/2024		500		503
0.669%, VAR United States Secured Overnight Financing Rate + 0.620%, 10/15/2024		2,445		2,446
Howard University
2.801%, 10/01/2023		380		390
Hyatt Hotels
1.300%, 10/01/2023		175		175
1.099%, VAR United States Secured Overnight Financing Rate + 1.050%, 10/01/2023		600		602
Hyundai Capital America MTN
0.800%, 04/03/2023 (A)		450		450
Lennar
4.750%, 11/15/2022		700		721


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nordstrom
2.300%, 04/08/2024	$	210	$	211
Toyota Motor Credit MTN
0.379%, VAR United States Secured Overnight Financing Rate + 0.330%, 01/11/2024		400		401
VF
2.050%, 04/23/2022		375		378
Volkswagen Group of America Finance LLC
2.900%, 05/13/2022 (A)		450		456
2.700%, 09/26/2022 (A)		325		331

				14,615


Consumer Staples — 1.4%
Campbell Soup
2.500%, 08/02/2022		874		887
Coca-Cola Europacific Partners PLC
0.500%, 05/05/2023 (A)		975		971
Conagra Brands
0.500%, 08/11/2023		325		324
JDE Peet’s
0.800%, 09/24/2024 (A)		500		494
Keurig Dr Pepper
0.750%, 03/15/2024		1,510		1,503
Mondelez International
0.625%, 07/01/2022		400		401

				4,580


Energy — 1.9%
Diamondback Energy
0.900%, 03/24/2023		750		750
El Paso Natural Gas LLC
8.625%, 01/15/2022		218		222
Enbridge
0.449%, VAR United States Secured Overnight Financing Rate + 0.400%, 02/17/2023		1,020		1,022
Phillips 66
3.700%, 04/06/2023		285		297
Pioneer Natural Resources
0.750%, 01/15/2024		1,515		1,506
0.550%, 05/15/2023		705		703
Saudi Arabian Oil
1.250%, 11/24/2023 (A)		200		200
Saudi Arabian Oil MTN
2.750%, 04/16/2022 (A)		1,580		1,596
Southern Natural Gas LLC
0.625%, 04/28/2023 (A)		285		284
Valero Energy
2.700%, 04/15/2023		225		231

				6,811


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)

Financials — 18.4%
AIG Global Funding
0.800%, 07/07/2023 (A)	$	315	$	316
American Honda Finance MTN
0.875%, 07/07/2023		300		302
Aon
2.200%, 11/15/2022		140		142
Athene Global Funding
0.749%, VAR United States Secured Overnight Financing Rate + 0.700%, 05/24/2024 (A)		825		829
Bank of America
0.740%, VAR United States Secured Overnight Financing Rate + 0.690%, 04/22/2025		650		655
Bank of America MTN
1.486%, VAR United States Secured Overnight Financing Rate + 1.460%, 05/19/2024		300		303
0.529%, VAR BSBY3M + 0.430%, 05/28/2024		575		576
Bank of Montreal
0.399%, VAR United States Secured Overnight Financing Rate + 0.350%, 12/08/2023		600		601
Bank of Montreal MTN
0.729%, VAR United States Secured Overnight Financing Rate + 0.680%, 03/10/2023		1,340		1,349
0.669%, VAR United States Secured Overnight Financing Rate + 0.620%, 09/15/2026		675		677
0.369%, VAR United States Secured Overnight Financing Rate + 0.320%, 07/09/2024		325		326
Bank of New York Mellon MTN
0.310%, VAR United States Secured Overnight Financing Rate + 0.260%, 04/26/2024		325		325
Bank of Nova Scotia
0.599%, VAR United States Secured Overnight Financing Rate + 0.550%, 09/15/2023		1,545		1,551
0.430%, VAR United States Secured Overnight Financing Rate + 0.380%, 07/31/2024		650		651
0.329%, VAR United States Secured Overnight Financing Rate + 0.280%, 06/23/2023		325		325
0.309%, VAR United States Secured Overnight Financing Rate + 0.260%, 09/15/2023		425		425


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Barclays Bank PLC
1.700%, 05/12/2022	$	225	$	226
BPCE MTN
3.000%, 05/22/2022 (A)		975		989
Brighthouse Financial Global Funding MTN
0.809%, VAR United States Secured Overnight Financing Rate + 0.760%, 04/12/2024 (A)		445		449
Canadian Imperial Bank of Commerce
0.849%, VAR United States Secured Overnight Financing Rate + 0.800%, 03/17/2023		500		503
0.449%, VAR United States Secured Overnight Financing Rate + 0.400%, 12/14/2023		2,210		2,216
Capital One
2.150%, 09/06/2022		250		253
Capital One Bank USA
2.014%, VAR United States Secured Overnight Financing Rate + 0.616%, 01/27/2023		400		401
Charles Schwab
0.549%, VAR United States Secured Overnight Financing Rate + 0.500%, 03/18/2024		400		402
Citigroup
4.500%, 01/14/2022		800		806
2.694%, VAR United States Secured Overnight Financing Rate + 0.870%, 11/04/2022		1,720		1,732
2.312%, VAR United States Secured Overnight Financing Rate + 0.867%, 11/04/2022		900		900
0.719%, VAR United States Secured Overnight Financing Rate + 0.669%, 05/01/2025		250		252
Citizens Bank
0.845%, VAR ICE LIBOR USD 3 Month + 0.720%, 02/14/2022		550		551
CNA Financial
7.250%, 11/15/2023		200		225
Commonwealth Bank of Australia
0.569%, VAR United States Secured Overnight Financing Rate + 0.520%, 06/15/2026 (A)		425		428
0.449%, VAR United States Secured Overnight Financing Rate + 0.400%, 07/07/2025 (A)		425		426
Credit Suisse NY
0.520%, 08/09/2023		650		649


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
0.440%, VAR United States Secured Overnight Financing Rate + 0.390%, 02/02/2024	$	2,280	$	2,276
Danske Bank
5.000%, 01/12/2022 (A)		570		575
Equitable Financial Life Global Funding
0.439%, VAR United States Secured Overnight Financing Rate + 0.390%, 04/06/2023 (A)		575		576
European Investment Bank
0.339%, VAR United States Secured Overnight Financing Rate + 0.290%, 06/10/2022 (A)		2,050		2,053
Fifth Third Bank MTN
1.800%, 01/30/2023		250		254
Ford Motor Credit LLC
1.402%, VAR ICE LIBOR USD 3 Month + 1.270%, 03/28/2022		350		350
GA Global Funding Trust
0.550%, VAR United States Secured Overnight Financing Rate + 0.500%, 09/13/2024 (A)		1,745		1,753
Goldman Sachs Group
0.627%, VAR United States Secured Overnight Financing Rate + 0.538%, 11/17/2023		425		425
0.549%, VAR United States Secured Overnight Financing Rate + 0.500%, 09/10/2024		250		250
0.479%, VAR United States Secured Overnight Financing Rate + 0.430%, 03/08/2023		425		425
0.460%, VAR United States Secured Overnight Financing Rate + 0.410%, 01/27/2023		575		575
HSBC Bank Canada
0.950%, 05/14/2023 (A)		1,205		1,212
ING Groep
1.282%, VAR ICE LIBOR USD 3 Month + 1.150%, 03/29/2022		400		402
Inter-American Development Bank
0.309%, VAR United States Secured Overnight Financing Rate + 0.260%, 09/16/2022		2,455		2,460
International Bank for Reconstruction & Development MTN
0.179%, VAR United States Secured Overnight Financing Rate + 0.130%, 01/13/2023		410		410


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
JPMorgan Chase
0.935%, VAR United States Secured Overnight Financing Rate + 0.885%, 04/22/2027	$	650	$	658
0.629%, VAR United States Secured Overnight Financing Rate + 0.580%, 03/16/2024		1,990		1,997
0.629%, VAR United States Secured Overnight Financing Rate + 0.580%, 06/23/2025		325		326
0.584%, VAR United States Secured Overnight Financing Rate + 0.535%, 06/01/2025		400		402
KeyBank
0.792%, VAR ICE LIBOR USD 3 Month + 0.660%, 02/01/2022		800		801
0.390%, VAR United States Secured Overnight Financing Rate + 0.340%, 01/03/2024		575		576
0.370%, VAR United States Secured Overnight Financing Rate + 0.320%, 06/14/2024		400		401
Macquarie Bank MTN
0.441%, 12/16/2022 (A)		325		324
Macquarie Group MTN
0.759%, VAR United States Secured Overnight Financing Rate + 0.710%, 10/14/2025 (A)		425		426
MassMutual Global Funding II
0.409%, VAR United States Secured Overnight Financing Rate + 0.360%, 04/12/2024 (A)		400		402
MassMutual Global Funding II MTN
0.850%, 06/09/2023 (A)		448		450
Metropolitan Life Global Funding I MTN
0.619%, VAR United States Secured Overnight Financing Rate + 0.570%, 01/13/2023 (A)		550		552
Mizuho Financial Group
0.759%, VAR ICE LIBOR USD 3 Month + 0.630%, 05/25/2024		775		780
Morgan Stanley
0.731%, VAR United States Secured Overnight Financing Rate + 0.616%, 04/05/2024		250		250
Morgan Stanley MTN
4.875%, 11/01/2022		625		651
2.750%, 05/19/2022		1,145		1,160
MUFG Union Bank
0.716%, VAR ICE LIBOR USD 3 Month + 0.600%, 03/07/2022		950		951


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nasdaq
0.445%, 12/21/2022	$	250	$	250
National Bank of Canada
0.900%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 0.770%		475		476
0.750%, 08/06/2024		325		323
Nationwide Building Society
2.000%, 01/27/2023 (A)		375		382
0.550%, 01/22/2024 (A)		400		396
NatWest Group PLC
6.000%, 12/19/2023		450		495
NatWest Markets PLC
0.579%, VAR United States Secured Overnight Financing Rate + 0.530%, 08/12/2024 (A)		490		492
Nordea Bank Abp
1.000%, 06/09/2023 (A)		300		302
Pacific Life Global Funding II
0.500%, 09/23/2023 (A)		400		399
PNC Bank
1.743%, VAR ICE LIBOR USD 3 Month + 0.323%, 02/24/2023		550		552
0.453%, VAR ICE LIBOR USD 3 Month + 0.325%, 02/24/2023		1,600		1,601
Principal Life Global Funding II
0.499%, VAR United States Secured Overnight Financing Rate + 0.450%, 04/12/2024 (A)		170		171
0.429%, VAR United States Secured Overnight Financing Rate + 0.380%, 08/23/2024 (A)		665		666
Protective Life Global Funding
1.082%, 06/09/2023 (A)		255		257
Royal Bank of Canada MTN
0.599%, VAR ICE LIBOR USD 3 Month + 0.470%, 04/29/2022		1,175		1,178
0.500%, VAR United States Secured Overnight Financing Rate + 0.450%, 10/26/2023		400		402
Skandinaviska Enskilda Banken
0.550%, 09/01/2023 (A)		250		249
State Street
2.825%, VAR United States Secured Overnight Financing Rate + 2.690%, 03/30/2023		660		666
Sumitomo Mitsui Trust Bank MTN
0.489%, VAR United States Secured Overnight Financing Rate + 0.440%, 09/16/2024 (A)		500		501
Toronto-Dominion Bank
2.100%, 07/15/2022 (A)		850		861


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Toronto-Dominion Bank MTN
0.639%, VAR United States Secured Overnight Financing Rate + 0.590%, 09/10/2026	$	425	$	428
0.530%, VAR United States Secured Overnight Financing Rate + 0.480%, 01/27/2023		1,160		1,164
0.404%, VAR United States Secured Overnight Financing Rate + 0.355%, 03/04/2024		575		577
0.399%, VAR United States Secured Overnight Financing Rate + 0.350%, 09/10/2024		500		501
0.250%, 01/06/2023		1,210		1,207
Truist Financial MTN
0.449%, VAR United States Secured Overnight Financing Rate + 0.400%, 06/09/2025		400		400
UBS
1.750%, 04/21/2022 (A)		750		754
0.700%, 08/09/2024 (A)		400		397
0.369%, VAR United States Secured Overnight Financing Rate + 0.320%, 06/01/2023 (A)		1,210		1,213
UBS MTN
0.409%, VAR United States Secured Overnight Financing Rate + 0.360%, 02/09/2024 (A)		400		401
UniCredit MTN
6.572%, 01/14/2022 (A)		350		354
USAA Capital
1.500%, 05/01/2023 (A)		525		533

				64,412


Health Care — 3.1%
AbbVie
2.150%, 11/19/2021		1,000		1,001
AmerisourceBergen
0.737%, 03/15/2023		450		450
Anthem
3.125%, 05/15/2022		650		659
2.950%, 12/01/2022		575		589
AstraZeneca PLC
0.300%, 05/26/2023		650		648
Bristol-Myers Squibb
3.250%, 02/20/2023		409		423
0.537%, 11/13/2023		425		425
Cigna
3.050%, 11/30/2022		350		359
0.613%, 03/15/2024		190		189
Humana
0.650%, 08/03/2023		1,700		1,698


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Illumina
0.550%, 03/23/2023	$	400	$	399
OhioHealth
1.119%, 11/15/2021		295		295
PerkinElmer
0.550%, 09/15/2023		600		598
Royalty Pharma PLC
0.750%, 09/02/2023		700		698
Stryker
0.600%, 12/01/2023		230		229
Thermo Fisher Scientific
0.579%, VAR United States Secured Overnight Financing Rate + 0.530%, 10/18/2024		1,710		1,713
Viatris
1.125%, 06/22/2022 (A)		450		452

				10,825


Industrials — 1.5%
AerCap Ireland Capital DAC
0.730%, VAR United States Secured Overnight Financing Rate + 0.680%, 09/29/2023		700		701
Air Lease MTN
0.466%, VAR ICE LIBOR USD 3 Month + 0.350%, 12/15/2022		500		500
Boeing
2.700%, 05/01/2022		325		328
1.167%, 02/04/2023		475		476
Cargill
1.375%, 07/23/2023 (A)		300		304
Carlisle
0.550%, 09/01/2023		175		174
DAE Funding LLC MTN
1.550%, 08/01/2024 (A)		450		444
Otis Worldwide
0.583%, VAR ICE LIBOR USD 3 Month + 0.450%, 04/05/2023		1,465		1,465
Roper Technologies
0.450%, 08/15/2022		150		150
Siemens Financieringsmaatschappij
0.479%, VAR United States Secured Overnight Financing Rate + 0.430%, 03/11/2024 (A)		575		579

				5,121


Information Technology — 1.9%
Analog Devices
0.299%, VAR United States Secured Overnight Financing Rate + 0.250%, 10/01/2024		310		310


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fidelity National Information Services
0.375%, 03/01/2023	$	425	$	424
Hewlett Packard Enterprise
4.450%, 10/02/2023		250		266
Microchip Technology
0.972%, 02/15/2024 (A)		375		373
Micron Technology
2.497%, 04/24/2023		545		560
NXP BV
3.875%, 09/01/2022 (A)		364		374
Oracle
2.500%, 05/15/2022		500		504
salesforce.com
0.625%, 07/15/2024		1,460		1,457
Skyworks Solutions
0.900%, 06/01/2023		105		105
TD SYNNEX
1.250%, 08/09/2024 (A)		650		648
VMware
1.000%, 08/15/2024		1,160		1,162
0.600%, 08/15/2023		400		399

				6,582


Materials — 0.1%
International Flavors & Fragrances
0.697%, 09/15/2022 (A)		215		215
Martin Marietta Materials
0.650%, 07/15/2023		230		230

				445


Real Estate — 0.1%
Public Storage
0.520%, VAR United States Secured Overnight Financing Rate + 0.470%, 04/23/2024		310		310


Utilities — 4.6%
American Electric Power
0.612%, VAR ICE LIBOR USD 3 Month + 0.480%, 11/01/2023		1,060		1,060
Atmos Energy
0.625%, 03/09/2023		425		425
CenterPoint Energy
0.699%, VAR United States Secured Overnight Financing Rate + 0.650%, 05/13/2024		325		325
CenterPoint Energy Resources
0.700%, 03/02/2023		1,055		1,052
0.620%, VAR ICE LIBOR USD 3 Month + 0.500%, 03/02/2023		650		650


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Cleco Power LLC
0.616%, VAR ICE LIBOR USD 3 Month + 0.500%, 06/15/2023 (A)	$	650	$	650
Dominion Energy
2.450%, 01/15/2023 (A)		550		562
0.646%, VAR ICE LIBOR USD 3 Month + 0.530%, 09/15/2023		1,445		1,446
DTE Energy
0.550%, 11/01/2022		475		475
Duke Energy
0.299%, VAR United States Secured Overnight Financing Rate + 0.250%, 06/10/2023		500		500
Mississippi Power
0.349%, VAR United States Secured Overnight Financing Rate + 0.300%, 06/28/2024		350		350
NextEra Energy Capital Holdings
0.589%, VAR United States Secured Overnight Financing Rate + 0.540%, 03/01/2023		1,350		1,355
0.450%, VAR United States Secured Overnight Financing Rate + 0.400%, 11/03/2023		705		706
0.401%, VAR ICE LIBOR USD 3 Month + 0.270%, 02/22/2023		575		575
OGE Energy
0.703%, 05/26/2023		245		245
ONE Gas
0.724%, VAR ICE LIBOR USD 3 Month + 0.610%, 03/11/2023		287		287
PPL Electric Utilities
0.382%, VAR ICE LIBOR USD 3 Month + 0.250%, 09/28/2023		875		875
0.379%, VAR United States Secured Overnight Financing Rate + 0.330%, 06/24/2024		465		465
Southern California Edison
0.879%, VAR United States Secured Overnight Financing Rate + 0.830%, 04/01/2024		960		963
0.389%, VAR ICE LIBOR USD 3 Month + 0.270%, 12/03/2021		1,485		1,485
Southern California Gas
0.466%, VAR ICE LIBOR USD 3 Month + 0.350%, 09/14/2023		970		970


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Virginia Electric and Power
3.450%, 09/01/2022	$	750	$	763

				16,184

Total Corporate Obligations (Cost $135,127) ($ Thousands)				135,375


ASSET-BACKED SECURITIES — 27.8%

Automotive — 13.3%
American Credit Acceptance Receivables Trust, Ser 2018-2, Cl D
4.070%, 07/10/2024 (A)		259		263
American Credit Acceptance Receivables Trust, Ser 2020-4, Cl A
0.530%, 03/13/2024 (A)		134		134
American Credit Acceptance Receivables Trust, Ser 2021-1, Cl B
0.610%, 03/13/2025 (A)		1,415		1,415
American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B
0.680%, 05/13/2025 (A)		165		165
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl A
0.330%, 06/13/2025 (A)		149		149
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B
0.660%, 02/13/2026 (A)		280		279
American Credit Acceptance Receivables Trust, Ser 2021-4, Cl A
0.450%, 09/15/2025 (A)		840		840
ARI Fleet Lease Trust, Ser 2020-A, Cl A2
1.770%, 08/15/2028 (A)		465		467
ARI Fleet Lease Trust, Ser 2020-A, Cl A3
1.800%, 08/15/2028 (A)		750		759
ARI Fleet Lease Trust, Ser 2021-A, Cl A2
0.370%, 03/15/2030 (A)		135		135
Avid Automobile Receivables Trust, Ser 2021-1, Cl A
0.610%, 01/15/2025 (A)		230		230
Canadian Pacer Auto Receivables Trust, Ser 2020-1A, Cl A2A
1.770%, 11/21/2022 (A)		4		4
Capital One Prime Auto Receivables Trust, Ser 2020-1, Cl A3
1.600%, 11/15/2024		335		338
CarMax Auto Owner Trust, Ser 2017-4, Cl A4
2.330%, 05/15/2023		206		206
CarMax Auto Owner Trust, Ser 2018-2, Cl C
3.570%, 12/15/2023		400		407


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carmax Auto Owner Trust, Ser 2019-1, Cl A3
3.050%, 03/15/2024	$	563	$	569
CarMax Auto Owner Trust, Ser 2020-1, Cl A2
1.870%, 04/17/2023		20		20
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A
0.700%, 01/10/2028		309		308
Carvana Auto Receivables Trust, Ser 2021-N2, Cl A1
0.320%, 03/10/2028		76		76
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B
0.750%, 03/10/2028		220		219
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/2028		875		873
Carvana Auto Receivables Trust, Ser 2021-P3, Cl A2
0.380%, 01/10/2025		251		251
Chesapeake Funding II LLC, Ser 2018-3A, Cl A1
3.390%, 01/15/2031 (A)		115		117
Chesapeake Funding II LLC, Ser 2019-2A, Cl A1
1.950%, 09/15/2031 (A)		446		450
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2
0.320%, VAR ICE LIBOR USD 1 Month + 0.230%, 04/15/2033 (A)		247		247
CPS Auto Receivables Trust, Ser 2020-C, Cl A
0.630%, 03/15/2024 (A)		44		44
CPS Auto Receivables Trust, Ser 2021-A, Cl A
0.350%, 01/16/2024 (A)		415		415
CPS Auto Receivables Trust, Ser 2021-A, Cl B
0.610%, 02/18/2025 (A)		390		390
CPS Auto Receivables Trust, Ser 2021-B, Cl A
0.370%, 03/17/2025 (A)		133		133
CPS Auto Receivables Trust, Ser 2021-B, Cl B
0.810%, 12/15/2025 (A)		455		455
CPS Auto Receivables Trust, Ser 2021-C, Cl B
0.840%, 07/15/2025 (A)		900		897
Credit Acceptance Auto Loan Trust, Ser 2019-3A, Cl A
2.380%, 11/15/2028 (A)		1,525		1,544
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl A
2.010%, 02/15/2029 (A)		900		911


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/2030 (A)	$	250	$	249
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A1
0.414%, VAR ICE LIBOR USD 1 Month + 0.330%, 12/11/2034 (A)		535		536
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (A)		410		410
Drive Auto Receivables Trust, Ser 2017-3, Cl D
3.530%, 12/15/2023 (A)		74		74
Drive Auto Receivables Trust, Ser 2018-2, Cl D
4.140%, 08/15/2024		143		146
Drive Auto Receivables Trust, Ser 2021-1, Cl B
0.650%, 07/15/2025		160		160
DT Auto Owner Trust, Ser 2019-2A, Cl C
3.180%, 02/18/2025 (A)		368		371
DT Auto Owner Trust, Ser 2019-4A, Cl B
2.360%, 01/16/2024 (A)		284		285
DT Auto Owner Trust, Ser 2020-1A, Cl A
1.940%, 09/15/2023 (A)		2		2
DT Auto Owner Trust, Ser 2020-2A, Cl A
1.140%, 01/16/2024 (A)		103		103
DT Auto Owner Trust, Ser 2020-2A, Cl B
2.080%, 03/16/2026 (A)		680		687
DT Auto Owner Trust, Ser 2020-3A, Cl B
0.910%, 12/16/2024 (A)		915		918
DT Auto Owner Trust, Ser 2021-1A, Cl A
0.350%, 01/15/2025 (A)		506		506
DT Auto Owner Trust, Ser 2021-1A, Cl B
0.620%, 09/15/2025 (A)		460		460
DT Auto Owner Trust, Ser 2021-2A, Cl A
0.410%, 03/17/2025 (A)		231		231
DT Auto Owner Trust, Ser 2021-2A, Cl B
0.810%, 01/15/2027 (A)		220		220
DT Auto Owner Trust, Ser 2021-3A, Cl A
0.330%, 04/15/2025 (A)		598		597
Enterprise Fleet Financing LLC, Ser 2019-1, Cl A2
2.980%, 10/20/2024 (A)		151		152
Enterprise Fleet Financing LLC, Ser 2019-2, Cl A2
2.290%, 02/20/2025 (A)		225		227
Enterprise Fleet Financing LLC, Ser 2019-3, Cl A2
2.060%, 05/20/2025 (A)		400		404


Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Enterprise Fleet Financing LLC, Ser 2020-1, Cl A2
1.780%, 12/22/2025 (A)	$	792	$	799
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2
0.480%, 05/20/2027 (A)		250		248
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2
0.440%, 12/21/2026 (A)		980		977
Exeter Automobile Receivables Trust, Ser 2018-1A, Cl D
3.530%, 11/15/2023 (A)		411		418
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D
4.350%, 06/17/2024 (A)		374		381
Exeter Automobile Receivables Trust, Ser 2021-1A, Cl B
0.500%, 02/18/2025		695		695
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B
0.570%, 09/15/2025		570		569
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (A)		249		248
First Investors Auto Owner Trust, Ser 2019-2A, Cl A
2.210%, 09/16/2024 (A)		64		65
First Investors Auto Owner Trust, Ser 2021-1A, Cl A
0.450%, 03/16/2026 (A)		1,307		1,306
Flagship Credit Auto Trust, Ser 2019-2, Cl A
2.830%, 10/16/2023 (A)		29		29
Flagship Credit Auto Trust, Ser 2019-3, Cl A
2.330%, 02/15/2024 (A)		76		76
Flagship Credit Auto Trust, Ser 2019-4, Cl A
2.170%, 06/17/2024 (A)		105		106
Flagship Credit Auto Trust, Ser 2020-1, Cl A
1.900%, 08/15/2024 (A)		131		132
Flagship Credit Auto Trust, Ser 2020-3, Cl A
0.700%, 04/15/2025 (A)		75		75
Flagship Credit Auto Trust, Ser 2020-4, Cl A
0.530%, 04/15/2025 (A)		446		446
Flagship Credit Auto Trust, Ser 2021-1, Cl A
0.310%, 06/16/2025 (A)		367		367
Flagship Credit Auto Trust, Ser 2021-2, Cl A
0.370%, 12/15/2026 (A)		476		475
Flagship Credit Auto Trust, Ser 2021-2, Cl B
0.930%, 06/15/2027 (A)		285		284
Flagship Credit Auto Trust, Ser 2021-3, Cl A
0.360%, 07/15/2027 (A)		333		332
Ford Credit Auto Owner Trust, Ser 2017-2, Cl A
2.360%, 03/15/2029 (A)		170		173


Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Foursight Capital Automobile Receivables Trust, Ser 2021-1, Cl A2
0.400%, 08/15/2024 (A)	$	424	$	424
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2
0.400%, 04/15/2025 (A)		255		255
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3
0.810%, 05/15/2026 (A)		130		129
GLS Auto Receivables Issuer Trust, Ser 2019-4A, Cl A
2.470%, 11/15/2023 (A)		29		29
GLS Auto Receivables Issuer Trust, Ser 2020-1A, Cl A
2.170%, 02/15/2024 (A)		64		64
GLS Auto Receivables Issuer Trust, Ser 2020-3A, Cl A
0.690%, 10/16/2023 (A)		35		35
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl B
0.820%, 04/15/2025 (A)		515		516
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A
0.420%, 01/15/2025 (A)		807		807
GLS Auto Receivables Trust, Ser 2021-2A, Cl A
0.310%, 11/15/2024 (A)		192		191
GLS Auto Receivables Trust, Ser 2021-2A, Cl B
0.770%, 09/15/2025 (A)		390		389
GM Financial Consumer Automobile Receivables Trust, Ser 2018-4, Cl A3
3.210%, 10/16/2023		137		138
JPMorgan Chase Bank, Ser 2020-1, Cl B
0.991%, 01/25/2028 (A)		477		478
JPMorgan Chase Bank, Ser 2020-2, Cl B
0.840%, 02/25/2028 (A)		970		970
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A
1.460%, 06/15/2026 (A)		875		875
Mercedes-Benz Auto Lease Trust, Ser 2020-B, Cl A3
0.400%, 11/15/2023		490		490
NextGear Floorplan Master Owner Trust, Ser 2020-1A, Cl A1
0.890%, VAR ICE LIBOR USD 1 Month + 0.800%, 02/15/2025 (A)		1,635		1,647
Prestige Auto Receivables Trust, Ser 2020-1A, Cl A2
0.520%, 02/15/2024 (A)		200		200


Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Santander Consumer Auto Receivables Trust, Ser 2020-AA, Cl A
1.370%, 10/15/2024 (A)	$	72	$	72
Santander Drive Auto Receivables Trust, Ser 2019-3, Cl C
2.490%, 10/15/2025		260		261
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C
1.460%, 09/15/2025		100		101
Santander Drive Auto Receivables Trust, Ser 2020-3, Cl A3
0.520%, 07/15/2024		372		372
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C
1.010%, 01/15/2026		275		276
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025		185		185
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B
0.600%, 12/15/2025		235		234
Santander Retail Auto Lease Trust, Ser 2021-B, Cl A2
0.310%, 01/22/2024 (A)		435		435
Securitized Term Auto Receivables Trust, Ser 2019-1A, Cl A3
2.986%, 02/27/2023 (A)		85		85
Tesla Auto Lease Trust, Ser 2019-A, Cl A2
2.130%, 04/20/2022 (A)		128		128
Tesla Auto Lease Trust, Ser 2020-A, Cl A2
0.550%, 05/22/2023 (A)		283		283
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl A2
1.390%, 08/15/2024 (A)		192		192
Tidewater Auto Receivables Trust, Ser 2020-AA, Cl B
1.610%, 03/17/2025 (A)		1,290		1,299
Tricolor Auto Securitization Trust, Ser 2021-1A, Cl A
0.740%, 04/15/2024 (A)		394		394
UNIFY Auto Receivables Trust, Ser 2021-1A, Cl A2
0.390%, 02/15/2024 (A)		400		400
United Auto Credit Securitization Trust, Ser 2021-1, Cl B
0.680%, 03/11/2024 (A)		825		826
Westlake Automobile Receivables Trust, Ser 2018-3A, Cl D
4.000%, 10/16/2023 (A)		570		575
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl C
2.840%, 07/15/2024 (A)		565		569


Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Westlake Automobile Receivables Trust, Ser 2019-3A, Cl B
2.410%, 10/15/2024 (A)	$	925	$	928
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl A2
0.560%, 05/15/2024 (A)		699		700
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B
0.640%, 03/16/2026 (A)		400		400
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A
0.320%, 04/15/2025 (A)		285		285
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B
0.620%, 07/15/2026 (A)		220		219
Wheels SPV 2 LLC, Ser 2021-1A, Cl A
0.366%, VAR ICE LIBOR USD 1 Month + 0.280%, 08/20/2029 (A)		902		903
World Omni Auto Receivables Trust, Ser 2020-B, Cl A2A
0.550%, 07/17/2023		266		266

				46,674


Credit Card — 0.4%
Capital One Multi-Asset Execution Trust, Ser 2019-A2, Cl A2
1.720%, 08/15/2024		136		137
Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A
1.540%, 03/20/2026		510		511
Synchrony Card Funding LLC, Ser 2019-A1, Cl A
2.950%, 03/15/2025		670		677

				1,325


Miscellaneous Business Services — 14.0%
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
0.769%, VAR ICE LIBOR USD 1 Month + 0.680%, 01/25/2035		43		43
Affirm Asset Securitization Trust, Ser 2020-Z1, Cl A
3.460%, 10/15/2024 (A)		95		96
Affirm Asset Securitization Trust, Ser 2020-Z2, Cl A
1.900%, 01/15/2025 (A)		250		252
Affirm Asset Securitization Trust, Ser 2021-A, Cl A
0.880%, 08/15/2025		130		130
Affirm Asset Securitization Trust, Ser 2021-B, Cl A
1.030%, 08/17/2026 (A)		355		353


Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025 (A)	$	347	$	348
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2
0.750%, 11/20/2026 (A)		428		427
Apidos CLO XII, Ser 2018-12A, Cl AR
1.204%, VAR ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)		600		601
Apidos CLO XV, Ser 2018-15A, Cl A1RR
1.142%, VAR ICE LIBOR USD 3 Month + 1.010%, 04/20/2031 (A)		530		530
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046		280		279
Avant Loans Funding Trust, Ser 2021-REV1, Cl A
1.210%, 07/15/2030 (A)		275		274
Barings CLO, Ser 2018-3A, Cl A1
1.082%, VAR ICE LIBOR USD 3 Month + 0.950%, 07/20/2029 (A)		322		322
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A
3.500%, 10/28/2057 (A)(B)		176		177
Benefit Street Partners CLO X, Ser 2021-10A, Cl X
0.732%, VAR ICE LIBOR USD 3 Month + 0.600%, 04/20/2034 (A)		206		206
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R
1.074%, VAR ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (A)		600		600
Carbone CLO, Ser 2017-1A, Cl A1
1.272%, VAR ICE LIBOR USD 3 Month + 1.140%, 01/20/2031 (A)		250		250
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2
1.092%, VAR ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (A)		648		648
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
1.000%, VAR ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)		775		775
CCG Receivables Trust, Ser 2021-1, Cl A2
0.300%, 06/14/2027 (A)		282		282
CIFC Funding, Ser 2017-1A, Cl ARR
1.238%, VAR ICE LIBOR USD 3 Month + 1.110%, 01/22/2031 (A)		325		325
CIFC Funding, Ser 2018-2A, Cl A1
1.172%, VAR ICE LIBOR USD 3 Month + 1.040%, 04/20/2031 (A)		300		300


Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
CIFC Funding, Ser 2018-3A, Cl AR
0.994%, VAR ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)	$	372	$	372
Cloud Pass-Through Trust, Ser 2019-1A, Cl CLOU
3.554%, 12/05/2022 (A)(B)		30		30
CNH Equipment Trust, Ser 2019-A, Cl A3
3.010%, 04/15/2024		94		95
CNH Equipment Trust, Ser 2020-A, Cl A2
1.080%, 07/17/2023		49		49
Columbia Cent CLO 27, Ser 2018-27A, Cl A1
1.274%, VAR ICE LIBOR USD 3 Month + 1.150%, 10/25/2028 (A)		465		465
Conn’s Receivables Funding LLC, Ser 2020-A, Cl A
1.710%, 06/16/2025 (A)		69		70
Consumer Loan Underlying Bond CLUB Credit Trust, Ser 2020-P1, Cl A
2.260%, 03/15/2028 (A)		28		28
Crossroads Asset Trust, Ser 2021-A, Cl A2
0.820%, 03/20/2024 (A)		336		336
Dewolf Park CLO, Ser 2021-1A, Cl AR
1.044%, VAR ICE LIBOR USD 3 Month + 0.920%, 10/15/2030 (A)		600		600
DLLMT LLC, Ser 2021-1A, Cl A2
0.600%, 03/20/2024 (A)		325		325
FCI Funding LLC, Ser 2021-1A, Cl A
1.130%, 04/15/2033 (A)		161		161
Ford Credit Floorplan Master Owner Trust A, Ser 2019-2, Cl B
3.250%, 04/15/2026		400		421
FREED ABS Trust, Ser 2021-3FP, Cl A
0.620%, 11/20/2028 (A)		170		170
Galaxy XV CLO, Ser 2021-15A, Cl ARR
1.094%, VAR ICE LIBOR USD 3 Month + 0.970%, 10/15/2030 (A)		500		500
Galaxy XXIII CLO, Ser 2021-23A, Cl AR
0.994%, VAR ICE LIBOR USD 3 Month + 0.870%, 04/24/2029 (A)		619		620
Goldentree Loan Management US CLO 2, Ser 2021-2A, Cl AR
0.000%, (A)(C)		400		400
GreatAmerica Leasing Receivables Funding LLC, Ser 2021-2, Cl A2
0.380%, 03/15/2024 (A)		390		389
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (A)		137		141
Home Partners of America Trust, Ser 2017-1, Cl B
1.436%, VAR ICE LIBOR USD 1 Month + 1.350%, 07/17/2034 (A)		625		625


Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Home Partners of America Trust, Ser 2018-1, Cl A
0.986%, VAR ICE LIBOR USD 1 Month + 0.900%, 07/17/2037 (A)	$	479	$	479
HPEFS Equipment Trust, Ser 2020-1A, Cl A2
1.730%, 02/20/2030 (A)		26		26
HPEFS Equipment Trust, Ser 2021-2A, Cl B
0.610%, 09/20/2028 (A)		225		223
HPS Loan Management, Ser 2021-19, Cl XR
0.724%, VAR ICE LIBOR USD 3 Month + 0.600%, 01/25/2034 (A)		307		307
KKR CLO 11, Ser 2017-11, Cl AR
1.304%, VAR ICE LIBOR USD 3 Month + 1.180%, 01/15/2031 (A)		325		325
KKR CLO 21, Ser 2018-21, Cl A
1.124%, VAR ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)		465		465
Kubota Credit Owner Trust, Ser 2020-2A, Cl A2
0.410%, 06/15/2023 (A)		148		148
LCM XXIII, Ser 2020-23A, Cl A1R
1.202%, VAR ICE LIBOR USD 3 Month + 1.070%, 10/20/2029 (A)		545		545
LCM XXIV, Ser 2021-24A, Cl AR
1.112%, VAR ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)		540		541
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
1.130%, VAR ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)		500		501
Madison Park Funding XXX, Ser 2018-30A, Cl A
0.874%, VAR ICE LIBOR USD 3 Month + 0.750%, 04/15/2029 (A)		870		871
Magnetite VII, Ser 2018-7A, Cl A1R2
0.924%, VAR ICE LIBOR USD 3 Month + 0.800%, 01/15/2028 (A)		784		785
Magnetite VIII, Ser 2018-8A, Cl AR2
1.104%, VAR ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (A)		685		685
Marlette Funding Trust, Ser 2019-4A, Cl A
2.390%, 12/17/2029 (A)		55		55
Marlette Funding Trust, Ser 2021-1A, Cl A
0.600%, 06/16/2031 (A)		94		94
Marlette Funding Trust, Ser 2021-2A, Cl A
0.510%, 09/15/2031 (A)		190		190
Marlette Funding Trust, Ser 2021-3A, Cl A
0.650%, 12/15/2031 (A)		295		295
Metlife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055 (A)(B)		83		85


Description	Face Amount (Thousands)		Market Value ($ Thousands)

ASSET-BACKED SECURITIES (continued)
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061 (A)(B)	$	156	$	158
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1
3.250%, 05/25/2062 (A)(B)		88		89
MMAF Equipment Finance LLC, Ser 2019-A, Cl A3
2.840%, 11/13/2023 (A)		99		100
MMAF Equipment Finance LLC, Ser 2019-B, Cl A2
2.070%, 10/12/2022 (A)		21		21
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A2
0.380%, 08/14/2023 (A)		537		537
Navient Private Education Refi Loan Trust, Ser 2020-CA, Cl A1
0.840%, VAR ICE LIBOR USD 1 Month + 0.750%, 11/15/2068 (A)		299		299
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (A)		698		703
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (A)		278		276
Navient Student Loan Trust, Ser 2018-1A, Cl A2
0.439%, VAR ICE LIBOR USD 1 Month + 0.350%, 03/25/2067 (A)		226		226
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR
1.052%, VAR ICE LIBOR USD 3 Month + 0.930%, 10/18/2029 (A)		910		912
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR
1.065%, 10/18/2030 (A)		600		600
New Residential Mortgage LLC, Ser 2018-FNT1, Cl A
3.610%, 05/25/2023 (A)		164		164
New Residential Mortgage LLC, Ser 2018-FNT2, Cl A
3.790%, 07/25/2054		113		113
NextGear Floorplan Master Owner Trust, Ser 2019-1A, Cl A1
0.740%, VAR ICE LIBOR USD 1 Month + 0.650%, 02/15/2024 (A)		770		771
Nissan Master Owner Trust Receivables, Ser 2019-A, Cl A
0.650%, VAR ICE LIBOR USD 1 Month + 0.560%, 02/15/2024		1,520		1,522
NYCTL Trust, Ser 2019-A, Cl A
2.190%, 11/10/2032 (A)		135		134


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
OCP CLO, Ser 2018-5A, Cl A1R
1.205%, VAR ICE LIBOR USD 3 Month + 1.080%, 04/26/2031 (A)	$	135	$	135
Octagon Investment Partners XVI, Ser 2018-1A, Cl A1R
1.142%, VAR ICE LIBOR USD 3 Month + 1.020%, 07/17/2030 (A)		250		250
Octagon Investment Partners XXI, Ser 2021- 1A, Cl XR3
0.775%, VAR ICE LIBOR USD 3 Month + 0.650%, 02/14/2031 (A)		150		150
Onemain Financial Issuance Trust, Ser 2018-1A, Cl A
3.300%, 03/14/2029 (A)		109		109
OneMain Financial Issuance Trust, Ser 2019-1A, Cl A
3.480%, 02/14/2031 (A)		186		186
OZLM VII, Ser 2018-7RA, Cl A1R
1.132%, VAR ICE LIBOR USD 3 Month + 1.010%, 07/17/2029 (A)		535		535
OZLM VIII, Ser 2018-8A, Cl A1RR
1.292%, VAR ICE LIBOR USD 3 Month + 1.170%, 10/17/2029 (A)		744		744
OZLM XII, Ser 2018-12A, Cl A1R
1.182%, VAR ICE LIBOR USD 3 Month + 1.050%, 04/30/2027 (A)		122		122
Palmer Square Loan Funding, Ser 2021-3A, Cl A1
0.971%, VAR ICE LIBOR USD 3 Month + 0.800%, 07/20/2029 (A)		605		605
Palmer Square Loan Funding, Ser 2021-4A, Cl A1
0.000%, 10/15/2029 (A)(C)		850		850
PFS Financing, Ser 2020-B, Cl A
1.210%, 06/15/2024 (A)		1,235		1,242
PFS Financing, Ser 2020-F, Cl A
0.930%, 08/15/2024 (A)		1,375		1,381
PFS Financing, Ser 2020-G, Cl A
0.970%, 02/15/2026 (A)		750		749
Regional Management Issuance Trust, Ser 2019-1, Cl A
3.050%, 11/15/2028 (A)		115		116
SCF Equipment Leasing LLC, Ser 2020-1A, Cl A2
0.680%, 10/20/2025 (A)		345		345
SCF Equipment Leasing LLC, Ser 2021-1A, Cl A2
0.420%, 08/20/2026 (A)		766		765
Sequoia Infrastructure Funding I, Ser 2021- 1A, Cl A
1.524%, VAR ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)		753		753


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Shackleton, Ser 2018-6RA, Cl A
1.142%, VAR ICE LIBOR USD 3 Month + 1.020%, 07/17/2028 (A)	$	358	$	358
Sierra Timeshare Conduit Receivables Funding LLC, Ser 2017-1A, Cl A
2.910%, 03/20/2034 (A)		782		785
SMB Private Education Loan Trust, Ser 2021-A, Cl A1
0.584%, VAR ICE LIBOR USD 1 Month + 0.500%, 01/15/2053 (A)		715		715
SoFi Consumer Loan Program, Ser 2019-3, Cl A
2.900%, 05/25/2028 (A)		1		1
SoFi Consumer Loan Program, Ser 2019-4, Cl A
2.450%, 08/25/2028 (A)		126		127
SoFi Consumer Loan Program, Ser 2020-1, Cl A
2.020%, 01/25/2029 (A)		179		180
SoFi Consumer Loan Program, Ser 2021-1, Cl A
0.490%, 09/25/2030 (A)		415		414
SoFi Professional Loan Program, Ser 2020- A, Cl A1FX
2.060%, 05/15/2046 (A)		91		91
Structured Asset Investment Loan Trust, Ser 2005-6, Cl M2
0.869%, VAR ICE LIBOR USD 1 Month + 0.780%, 07/25/2035		345		346
Symphony CLO XIV, Ser 2019-14A, Cl AR
1.077%, VAR ICE LIBOR USD 3 Month + 0.950%, 07/14/2026 (A)		271		272
Symphony CLO XVIII, Ser 2021-18A, Cl X
0.879%, 07/23/2033 (A)		413		412
Symphony Static CLO I, Ser 2021-1A, Cl A
0.959%, 10/25/2029 (A)		555		555
Towd Point Mortgage Trust, Ser 2016-3, Cl A1
2.250%, 04/25/2056 (A)(B)		15		15
Towd Point Mortgage Trust, Ser 2016-4, Cl A1
2.250%, 07/25/2056 (A)(B)		55		55
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056 (A)(B)		362		366
Towd Point Mortgage Trust, Ser 2017-2, Cl A1
2.750%, 04/25/2057 (A)(B)		362		366
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057 (A)(B)		244		248


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
0.689%, VAR ICE LIBOR USD 1 Month + 0.600%, 02/25/2057 (A)	$	238	$	238
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057 (A)(B)		99		101
Towd Point Mortgage Trust, Ser 2018-1, Cl A1
3.000%, 01/25/2058 (A)(B)		69		70
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1
1.089%, VAR ICE LIBOR USD 1 Month + 1.000%, 05/25/2058 (A)		356		359
Towd Point Mortgage Trust, Ser 2019-HY3, Cl A1A
1.089%, VAR ICE LIBOR USD 1 Month + 1.000%, 10/25/2059 (A)		195		197
Treman Park CLO, Ser 2018-1A, Cl ARR
1.202%, VAR ICE LIBOR USD 3 Month + 1.070%, 10/20/2028 (A)		322		322
Tryon Park CLO, Ser 2018-1A, Cl A1SR
1.014%, VAR ICE LIBOR USD 3 Month + 0.890%, 04/15/2029 (A)		792		793
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030 (A)		312		313
Upstart Securitization Trust, Ser 2021-2, Cl A
0.910%, 06/20/2031 (A)		450		450
Upstart Securitization Trust, Ser 2021-4, Cl A
0.840%, 09/20/2031 (A)		565		563
Verizon Owner Trust, Ser 2019-C, Cl A1A
1.940%, 04/22/2024		95		96
Verizon Owner Trust, Ser 2020-B, Cl A
0.470%, 02/20/2025		545		545
Verizon Owner Trust, Ser 2020-C, Cl A
0.410%, 04/21/2025		175		175
Vibrant CLO VI, Ser 2021-6A, Cl AR
1.072%, VAR ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)		500		500
Voya CLO, Ser 2018-2A, Cl A1R
1.094%, VAR ICE LIBOR USD 3 Month + 0.970%, 04/25/2031 (A)		475		476
Voya CLO, Ser 2018-2A, Cl AR
1.094%, VAR ICE LIBOR USD 3 Month + 0.970%, 07/23/2027 (A)		547		546
Voya CLO, Ser 2020-1A, Cl AR
1.184%, VAR ICE LIBOR USD 3 Month + 1.060%, 04/15/2031 (A)		575		576


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Voya CLO, Ser 2020-2A, Cl A1RR
1.142%, VAR ICE LIBOR USD 3 Month + 1.020%, 04/17/2030 (A)	$	497	$	497
Voya CLO, Ser 2021-1A, Cl A1R
1.072%, VAR ICE LIBOR USD 3 Month + 0.950%, 04/17/2030 (A)		460		460
Voya CLO, Ser 2021-2A, Cl A1R
1.104%, VAR ICE LIBOR USD 3 Month + 0.980%, 06/07/2030 (A)		940		940
Z Capital Credit Partners CLO, Ser 2018-1A, Cl A1R
1.072%, VAR ICE LIBOR USD 3 Month + 0.950%, 07/16/2027 (A)		30		30

				48,850


Mortgage Related — 0.1%
Asset Backed Securities Home Equity Loan Trust, Ser 2006-HE1, Cl A4
0.689%, VAR ICE LIBOR USD 1 Month + 0.600%, 01/25/2036		461		461

Total Asset-Backed Securities (Cost $97,355) ($ Thousands)				97,310


MORTGAGE-BACKED SECURITIES — 15.6%

Agency Mortgage-Backed Obligations — 1.7%
FHLMC
2.090%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.031%		8		8
FHLMC Multifamily Structured Pass-Through Certificates, Ser K037, Cl A1
2.592%, 04/25/2023		211		214
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A
2.770%, 05/25/2025		300		317
FHLMC REMIC, Ser 2013-4159, Cl LA
3.500%, 02/15/2040		45		45
FHLMC REMIC, Ser 2013-4272, Cl YG
2.000%, 11/15/2026		196		199
FHLMC REMIC, Ser 2014-4297, Cl CA
3.000%, 12/15/2030		100		100
FHLMC REMIC, Ser 2014-4379, Cl CB
2.250%, 04/15/2033		351		359
FHLMC REMIC, Ser 2014-4385, Cl Q
3.000%, 07/15/2039		26		26
FHLMC REMIC, Ser 2014-4387, Cl DA
3.000%, 01/15/2032		188		192
FNMA
6.000%, 01/01/2027		6		7
5.500%, 12/01/2023 to 12/01/2024		21		20


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
5.000%, 02/01/2023 to 03/01/2025	$	4	$	4
3.500%, 08/01/2032		430		459
3.000%, 10/01/2030		154		164
3.000%, 12/01/2030 (D)		579		610
2.340%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.215%		3		3
2.016%, VAR ICE LIBOR USD 6 Month + 1.775%, 09/01/2024		3		3
2.005%, VAR ICE LIBOR USD 6 Month + 1.824%, 09/01/2024		6		6
FNMA REMIC, Ser 1993-58, Cl H
5.500%, 04/25/2023		1		1
FNMA REMIC, Ser 2001-33, Cl FA
0.539%, VAR ICE LIBOR USD 1 Month + 0.450%, 07/25/2031		3		3
FNMA REMIC, Ser 2002-64, Cl FG
0.336%, VAR ICE LIBOR USD 1 Month + 0.250%, 10/18/2032		1		1
FNMA REMIC, Ser 2011-87, Cl JA
3.000%, 06/25/2040		16		16
FNMA REMIC, Ser 2012-137, Cl UE
1.750%, 09/25/2041		186		189
FNMA REMIC, Ser 2013-97, Cl KA
3.000%, 11/25/2031		42		44
FNMA REMIC, Ser 2015-46, Cl BA
3.000%, 05/25/2041		69		70
FNMA, Ser 2012-M4, Cl 1A2
2.976%, 04/25/2022 (B)		15		15
FNMA, Ser 2012-M9, Cl A2
2.482%, 04/25/2022		44		45
FNMA, Ser 2017-M13, Cl FA
0.487%, VAR ICE LIBOR USD 1 Month + 0.400%, 10/25/2024		49		49
FREMF Mortgage Trust, Ser 2013-K32, Cl B
3.531%, 10/25/2046 (A)(B)		655		682
FREMF Mortgage Trust, Ser 2013-K33, Cl B
3.497%, 08/25/2046 (A)(B)		1,100		1,147
GNMA, Ser 2010-151, Cl KA
3.000%, 09/16/2039		24		25
GNMA, Ser 2013-190, Cl GA
2.500%, 11/20/2038		127		127
GNMA, Ser 2015-119, Cl TG
1.800%, 05/20/2041		176		176
GNMA, Ser 2015-56, Cl LB
1.500%, 04/16/2040		397		400


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Mortgage-Linked Amortizing Notes, Ser 2012-1, Cl A10
2.060%, 01/15/2022	$	111	$	111


				5,837


Non-Agency Mortgage-Backed Obligations — 13.9%
Angel Oak Mortgage Trust I LLC, Ser 2019-2, Cl A1
3.628%, 03/25/2049 (A)(B)		155		156
Angel Oak Mortgage Trust I LLC, Ser 2019-4, Cl A1
2.993%, 07/26/2049 (A)(B)		126		127
Angel Oak Mortgage Trust LLC, Ser 2018-3, Cl A1
3.649%, 09/25/2048 (A)(B)		47		47
Angel Oak Mortgage Trust LLC, Ser 2019-1, Cl A1
3.920%, 11/25/2048 (A)(B)		122		123
Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1
2.466%, 12/25/2059 (A)(B)		68		69
Angel Oak Mortgage Trust LLC, Ser 2020-2, Cl A1A
2.531%, 01/26/2065 (A)(B)		286		290
Angel Oak Mortgage Trust LLC, Ser 2020-3, Cl A1
1.691%, 04/25/2065 (A)(B)		358		360
Angel Oak Mortgage Trust LLC, Ser 2020-4, Cl A1
1.469%, 06/25/2065 (A)(B)		235		236
Angel Oak Mortgage Trust LLC, Ser 2020- R1, Cl A1
0.990%, 04/25/2053 (A)(B)		186		185
Angel Oak Mortgage Trust LLC, Ser 2021-1, Cl A1
0.909%, 01/25/2066 (A)(B)		500		498
Angel Oak Mortgage Trust LLC, Ser 2021-3, Cl A1
1.068%, 05/25/2066 (A)(B)		375		374
Angel Oak Mortgage Trust LLC, Ser 2021-5, Cl A1
0.951%, 07/25/2066 (A)(B)		654		651
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048 (A)(B)		182		182
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
2.676%, 07/25/2035 (B)		32		32
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
2.491%, 11/25/2035 (B)		5		5
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1
0.601%, 10/15/2053		472		467


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bear Stearns ARM Trust, Ser 2005-3, Cl 2A1
3.044%, 06/25/2035 (B)	$	19	$	20
Bear Stearns ARM Trust, Ser 2005-6, Cl 3A1
2.343%, 08/25/2035 (B)		39		39
BFLD Trust, Ser 2020-OBRK, Cl A
2.140%, VAR ICE LIBOR USD 1 Month + 2.050%, 11/15/2028 (A)		325		325
BPR Trust, Ser 2021-TY, Cl A
1.140%, VAR ICE LIBOR USD 1 Month + 1.050%, 09/15/2038 (A)		960		960
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1
1.449%, 05/25/2060 (A)(B)		214		215
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1
0.941%, 02/25/2049 (A)(B)		209		209
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060 (A)(B)		295		294
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1
1.699%, 04/26/2060 (A)(B)		402		402
BSREP Commercial Mortgage Trust, Ser 2021-DC, Cl A
1.041%, VAR ICE LIBOR USD 1 Month + 0.950%, 08/15/2038 (A)		890		890
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055 (A)(B)		154		155
BWAY Mortgage Trust, Ser 2015-1515, Cl A1
2.809%, 03/10/2033 (A)		209		215
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
1.010%, VAR ICE LIBOR USD 1 Month + 0.920%, 10/15/2036 (A)		1,436		1,436
BX Commercial Mortgage Trust, Ser 2019-XL, Cl B
1.170%, VAR ICE LIBOR USD 1 Month + 1.080%, 10/15/2036 (A)		374		374
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl B
0.960%, VAR ICE LIBOR USD 1 Month + 0.870%, 06/15/2038 (A)		625		624
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl B
0.942%, VAR ICE LIBOR USD 1 Month + 0.852%, 05/15/2038 (A)		600		598
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A
0.742%, VAR ICE LIBOR USD 1 Month + 0.652%, 05/15/2038 (A)		345		344


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
0.790%, VAR ICE LIBOR USD 1 Month + 0.700%, 09/15/2036 (A)	$	275	$	275
BX Trust, Ser 2021-LGCY, Cl A
0.606%, VAR ICE LIBOR USD 1 Month + 0.506%, 10/15/2023 (A)		600		594
BX, Ser 2021-MFM1, Cl B
1.040%, VAR ICE LIBOR USD 1 Month + 0.950%, 01/15/2034 (A)		550		550
CHC Commercial Mortgage Trust, Ser 2019-CHC, Cl A
1.210%, VAR ICE LIBOR USD 1 Month + 1.120%, 06/15/2034 (A)		839		839
CIM Trust, Ser 2017-7, Cl A
3.000%, 04/25/2057 (A)(B)		150		152
Citigroup Commercial Mortgage Trust, Ser 2019-SMRT, Cl A
4.149%, 01/10/2036 (A)		275		292
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
2.659%, 09/25/2034 (B)		7		7
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1
2.802%, 03/25/2036 (B)		45		39
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1
2.708%, 02/25/2058 (A)(B)		177		182
Citigroup Mortgage Loan Trust, Ser 2019-IMC1, Cl A1
2.720%, 07/25/2049 (A)(B)		57		57
Cold Storage Trust, Ser 2020-ICE5, Cl A
0.990%, VAR ICE LIBOR USD 1 Month + 0.900%, 11/15/2037 (A)		708		708
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064 (A)(B)		270		269
COLT Mortgage Loan Trust, Ser 2020-1, Cl A1
2.488%, 02/25/2050 (B)		123		123
COLT Mortgage Loan Trust, Ser 2020-1R, Cl A1
1.255%, 09/25/2065 (A)(B)		231		232
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065 (A)(B)		203		203
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065 (A)(B)		111		112
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1
0.910%, 06/25/2066 (A)(B)		278		275


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066 (A)(B)	$	332	$	330
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054 (A)		193		192
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066 (A)(B)		575		573
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1
1.110%, 10/25/2066 (A)(B)		599		596
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2
3.031%, 09/10/2047		11		11
COMM Mortgage Trust, Ser 2015-CR22, Cl A2
2.856%, 03/10/2048		165		165
COMM Mortgage Trust, Ser 2015-CR23, Cl A2
2.852%, 05/10/2048		269		272
COMM Mortgage Trust, Ser 2021-LBA, Cl B
1.040%, VAR ICE LIBOR USD 1 Month + 0.950%, 03/15/2038 (A)		1,030		1,018
CORE Mortgage Trust, Ser 2019-CORE, Cl A
0.970%, VAR ICE LIBOR USD 1 Month + 0.880%, 12/15/2031 (A)		149		149
Countrywide Home Loans, Ser 2004-29, Cl 1A1
0.629%, VAR ICE LIBOR USD 1 Month + 0.540%, 02/25/2035		9		8
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A
1.070%, VAR ICE LIBOR USD 1 Month + 0.980%, 05/15/2036 (A)		475		475
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl B
1.320%, VAR ICE LIBOR USD 1 Month + 1.230%, 05/15/2036 (A)		1,240		1,239
CSMC Trust, Ser 2019-AFC1, Cl A1
2.573%, 07/25/2049 (A)		629		634
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056 (A)(B)		295		293
CSMC Trust, Ser 2021-NQM3, Cl A1
1.015%, 04/25/2066 (A)(B)		527		524
CSMC Trust, Ser 2021-NQM4, Cl A1
1.101%, 05/25/2066 (A)(B)		602		599
DBCG Mortgage Trust, Ser 2017-BBG, Cl A
0.790%, VAR ICE LIBOR USD 1 Month + 0.700%, 06/15/2034 (A)		200		199


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Deephaven Residential Mortgage Trust, Ser 2019-4A, Cl A1
2.791%, 10/25/2059 (A)(B)	$	228	$	228
Deephaven Residential Mortgage Trust, Ser 2020-2, Cl A1
1.692%, 05/25/2065 (A)		139		140
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065 (A)(B)		150		150
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1
0.899%, 04/25/2066 (A)(B)		132		132
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1
2.739%, 11/25/2059 (A)(B)		46		47
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065 (A)(B)		93		93
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066 (A)(B)		92		91
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066 (A)(B)		197		196
Extended Stay America Trust, Ser 2021-ESH, Cl B
1.471%, VAR ICE LIBOR USD 1 Month + 1.380%, 07/15/2038 (A)		249		249
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-DNA3, Cl M3
4.789%, VAR ICE LIBOR USD 1 Month + 4.700%, 04/25/2028		581		602
FHLMC Structured Agency Credit Risk Debt Notes, Ser 2015-HQ2, Cl M3
3.339%, VAR ICE LIBOR USD 1 Month + 3.250%, 05/25/2025		207		210
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
5.989%, VAR ICE LIBOR USD 1 Month + 5.900%, 10/25/2028		474		498
FNMA Connecticut Avenue Securities, Ser 2017-C05, Cl 1M2A
2.289%, VAR ICE LIBOR USD 1 Month + 2.200%, 01/25/2030		269		270
FNMA Connecticut Avenue Securities, Ser 2018-C03, Cl 1EA2
0.939%, VAR ICE LIBOR USD 1 Month + 0.850%, 10/25/2030		105		105
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065 (A)		135		136
GCAT Trust, Ser 2021-CM1, Cl A
1.469%, 04/25/2065 (A)(B)		476		475


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066 (A)(B)	$	244	$	242
GCAT Trust, Ser 2021-NQM3, Cl A1
1.091%, 05/25/2066 (A)(B)		351		349
GCAT, Ser 2021-NQM5, Cl A1
1.262%, 07/25/2066 (A)(B)		919		913
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.091%, 11/19/2035 (B)		68		67
GS Mortgage Securities Trust, Ser 2012-ALOH, Cl A
3.551%, 04/10/2034 (A)		500		503
GS Mortgage Securities Trust, Ser 2015-GS1, Cl AAB
3.553%, 11/10/2048		110		116
GS Mortgage Securities Trust, Ser 2016-GS4, Cl A2
2.905%, 11/10/2049		9		9
GS Mortgage Securities Trust, Ser 2021-RENT, Cl A
0.786%, VAR ICE LIBOR USD 1 Month + 0.700%, 11/21/2035 (A)		450		450
GS Mortgage-Backed Securities Trust, Ser 2019-SL1, Cl A1
2.625%, 01/25/2059 (A)(B)		222		224
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
2.689%, 07/25/2035 (B)		89		63
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
2.847%, 05/25/2037 (B)		66		49
Impac CMB Trust, Ser 2004-9, Cl 1A1
0.849%, VAR ICE LIBOR USD 1 Month + 0.760%, 01/25/2035		18		18
Impac CMB Trust, Ser 2005-2, Cl 1A1
0.609%, VAR ICE LIBOR USD 1 Month + 0.520%, 04/25/2035		21		21
Impac CMB Trust, Ser 2005-3, Cl A1
0.569%, VAR ICE LIBOR USD 1 Month + 0.480%, 08/25/2035		22		21
Impac CMB Trust, Ser 2005-5, Cl A1
0.729%, VAR ICE LIBOR USD 1 Month + 0.320%, 08/25/2035		15		15
Impac CMB Trust, Ser 2005-8, Cl 1A
0.609%, VAR ICE LIBOR USD 1 Month + 0.520%, 02/25/2036		51		49
Imperial Fund Mortgage Trust, Ser 2021- NQM1, Cl A1
1.071%, 06/25/2056 (A)(B)		485		480
Imperial Fund Mortgage Trust, Ser 2021- NQM2, Cl A1
1.073%, 09/25/2056 (A)(B)		293		292


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1
1.595%, 11/25/2056 (A)(B)	$	260	$	260
JPMorgan Chase Bank, Ser 2021-CL1, Cl M1
1.349%, VAR SOFR30A + 1.300%, 03/25/2051 (A)		517		517
JPMorgan Chase Commercial Mortgage Securities, Ser 2021-MHC, Cl A
0.890%, VAR ICE LIBOR USD 1 Month + 0.800%, 04/15/2038 (A)		482		482
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
2.946%, 08/25/2035 (B)		19		18
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
3.051%, 05/25/2037 (B)		41		39
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1
2.888%, 10/25/2029 (A)(B)		175		179
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
0.839%, VAR ICE LIBOR USD 1 Month + 0.750%, 04/25/2046 (A)		151		151
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A
0.890%, VAR ICE LIBOR USD 1 Month + 0.800%, 05/15/2036 (A)		190		190
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049 (A)		1,337		1,355
LSTAR Securities Investment, Ser 2019-4, Cl A1
2.582%, VAR ICE LIBOR USD 1 Month + 2.500%, 05/01/2024 (A)		282		278
Mello Warehouse Securitization Trust, Ser 2021-2, Cl A
0.839%, VAR ICE LIBOR USD 1 Month + 0.750%, 04/25/2055 (A)		830		827
Merit, Ser 2020-HILL, Cl A
1.241%, VAR ICE LIBOR USD 1 Month + 1.150%, 08/15/2037 (A)		764		764
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-3, Cl 2A1
2.927%, 06/25/2037 (B)		45		37
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065 (A)(B)		113		113
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065 (A)(B)		159		158
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056 (A)(B)		286		284
MFA Trust, Ser 2021-NQM1, Cl A1
1.153%, 04/25/2065 (A)(B)		324		323
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064 (A)(B)		315		314


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B
1.191%, VAR ICE LIBOR USD 1 Month + 1.101%, 04/15/2038 (A)	$	1,670	$	1,670
MHP, Ser 2021-STOR, Cl A
0.790%, VAR ICE LIBOR USD 1 Month + 0.700%, 07/15/2038 (A)		155		155
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060 (A)(B)		222		221
Morgan Stanley Capital I Trust, Ser 2012-STAR, Cl A1
2.084%, 08/05/2034 (A)		25		25
Mortgage Repurchase Agreement Financing Trust, Ser 2021-1, Cl A1
0.584%, VAR ICE LIBOR USD 1 Month + 0.500%, 03/10/2022 (A)		300		300
MortgageIT Trust, Ser 2005-5, Cl A1
0.609%, VAR ICE LIBOR USD 1 Month + 0.520%, 12/25/2035		46		47
MTRO Commercial Mortgage Trust, Ser 2019-TECH, Cl A
0.990%, VAR ICE LIBOR USD 1 Month + 0.900%, 12/15/2033 (A)		520		519
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057 (A)(B)		137		146
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057 (A)(B)		313		331
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1
4.000%, 09/25/2057 (A)(B)		159		167
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059 (A)(B)		64		64
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060 (A)(B)		144		145
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1
0.941%, 10/25/2058 (A)(B)		166		166
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056 (A)(B)		570		567
OBX Trust, Ser 2018-1, Cl A2
0.739%, VAR ICE LIBOR USD 1 Month + 0.650%, 06/25/2057 (A)		24		24
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061 (A)(B)		416		415


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C
0.345%, VAR ICE LIBOR USD 3 Month + 0.220%, 11/15/2038 (A)	$	66	$	64
PRPM LLC, Ser 2021-RPL1, Cl A1
1.319%, 07/25/2051 (A)(B)		163		161
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1
2.376%, 02/25/2024 (A)(B)		96		97
RFMSI Trust, Ser 2007-SA3, Cl 2A1
4.230%, 07/27/2037 (B)		51		44
RMF Buyout Issuance Trust, Ser 2020-1, Cl A
2.158%, 02/25/2030 (A)(B)		135		135
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
0.626%, VAR ICE LIBOR USD 1 Month + 0.540%, 01/20/2035		8		8
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048 (A)(B)		44		44
SG Residential Mortgage Trust, Ser 2021-1, Cl A1
1.160%, 07/25/2061 (A)(B)		616		612
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065 (A)(B)		252		252
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050 (A)(B)		148		149
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065 (A)(B)		85		85
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1
0.943%, 05/25/2065 (A)(B)		119		119
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1
1.127%, 06/25/2056 (A)(B)		428		426
Toorak Mortgage Corp, Ser 2021-INV1, Cl A1
1.153%, 07/25/2056 (A)(B)		291		290
TTAN, Ser 2021-MHC, Cl B
1.191%, VAR ICE LIBOR USD 1 Month + 1.100%, 03/15/2038 (A)		275		275
TTAN, Ser 2021-MHC, Cl A
0.941%, VAR ICE LIBOR USD 1 Month + 0.850%, 03/15/2038 (A)		440		440
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059 (A)		91		92
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059 (A)(B)		125		127
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060 (A)		76		76


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065 (A)	$	170	$	171
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066 (B)		425		423
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066 (A)(B)		212		212
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066 (A)(B)		256		255
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063 (A)(B)		479		479
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064 (A)(B)		382		381
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064 (A)(B)		252		251
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
2.951%, 03/25/2036 (B)		69		69
Wells Fargo Commercial Mortgage Trust, Ser 2012-LC5, Cl AS
3.539%, 10/15/2045		450		458
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2
3.020%, 07/15/2058		511		521
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB
3.324%, 01/15/2059		214		223
Wells Fargo Commercial Mortgage Trust, Ser 2017-RC1, Cl A2
3.118%, 01/15/2060		85		85

				48,866

Total Mortgage-Backed Securities (Cost $54,831) ($ Thousands)				54,703


U.S. TREASURY OBLIGATIONS — 10.6%
U.S. Treasury Notes
1.750%, 02/28/2022		1,555		1,563
1.750%, 09/30/2022		9,540		9,680
0.500%, 03/15/2023		14,225		14,261
0.250%, 06/15/2024		4,600		4,547
0.125%, 01/31/2023		7,275		7,262

Total U.S. Treasury Obligations (Cost $37,335) ($ Thousands)				37,313


Description	Face Amount (Thousands)		Market Value ($ Thousands)
COMMERCIAL PAPER (E) — 2.8%
Arabella
0.300%, 01/07/2022	$	2,575	$	2,573
Brookfield
0.180%, 11/01/2021		1,325		1,325
HSBC
0.401%, 02/04/2022		2,150		2,149
0.250%, 06/10/2022		900		898
NatWest Marets
0.351%, 02/22/2022		2,100		2,099
Standard Chartered
0.240%, 03/04/2022		650		650

Total Commercial Paper (Cost $9,693) ($ Thousands)				9,694


MUNICIPAL BONDS — 2.2%

California — 0.9%
California State, Community College Districts, GO
0.250%, 12/30/2021		655		655
California State, GO Callable 11/26/2021 @ 100
0.868%, 04/01/2047 (F)		775		775
Golden State, Tobacco Securitization, RB
0.672%, 06/01/2023		985		985
Riverside County, Infrastructure Financing Authority, Ser B, RB
0.398%, 11/01/2022		740		741
University of California, Ser BF, RB
0.455%, 05/15/2022		130		130

				3,286


Illinois — 0.2%
Chicago, Transit Authority, Sales Tax Receipts Fund, Ser B, RB
1.708%, 12/01/2022		135		137
State of Illinois, Sales Tax Revenue, Ser B, RB
1.900%, 06/15/2022		455		459

				596


New York — 0.1%
New York State, Transportation Development Authority, RB
1.360%, 12/01/2021		305		305


Oklahoma — 0.2%
Oklahoma State, Turnpike Authority, RB
0.491%, 01/01/2022		745		745


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)

South Carolina — 0.3%
South Carolina State, Public Service Authority, Ser E, RB
3.722%, 12/01/2023	$	1,100	$	1,163


Texas — 0.1%
Central Texas, Turnpike System, Ser B, RB
1.980%, 08/15/2042 (F)		245		248
Houston, Texas Airport System Revenue, Ser C, RB
0.883%, 07/01/2022		100		100

				348


Wisconsin — 0.4%
Wisconsin State, Housing & Economic Development Authority, Ser B, RB Callable 11/04/2021 @ 100
0.070%, 09/01/2037 (F)		1,430		1,430


Total Municipal Bonds (Cost $7,875) ($ Thousands)				7,873


SOVEREIGN DEBT — 0.7%
Province of Quebec Canada
2.375%, 01/31/2022		2,300		2,312


Total Sovereign Debt (Cost $2,303) ($ Thousands)				2,312


U.S. GOVERNMENT AGENCY OBLIGATION — 0.6%
FFCB
0.530%, 01/18/2022		2,250		2,252


Total U.S. Government Agency Obligation (Cost $2,250) ($ Thousands)				2,252


Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENT — 1.3%
BNP Paribas
0.050%, dated 10/29/2021 to be repurchased on 11/01/2021, repurchase price $4,400,018 (collateralized by U.S. Government obligations, ranging in par value $100 - $2,039,242, 0.000% - 6.000%, 11/12/2021 – 08/15/2051; with total market value $4,488,001) (G)	$	4,400	$	4,400


Total Repurchase Agreement (Cost $4,400) ($ Thousands)				4,400


Total Investments in Securities — 100.3% (Cost $351,169) ($ Thousands)			$	351,232

A list of the open futures contracts held by the fund at October 31, 2021, is as follows:

Percentages are based on Net Assets of $350,052 ($ Thousands).

(A)

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On October 31, 2021, the value of these securities amounted to $168,067 ($ Thousands), representing 48.0% of the Net Assets of the Fund.

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

(C)	No interest rate available.

(D)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(E)	Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(F)	Variable or floating rate security, the interest rate of which adjusts periodically based on prevailing interest rates.

(G)	Tri-Party Repurchase Agreement.

ABS – Asset-Backed Security

ARM – Adjustable Rate Mortgage

Cl – Class

CLO – Collateralized Loan Obligation

DAC – Designated Activity Company

FFCB – Federal Farm Credit Bank

FHLMC – Federal Home Loan Mortgage Corporation

FNMA – Federal National Mortgage Association

FREMF – Freddie Mac Multi-Family

GMAC – General Motors Acceptance Corporation

GNMA – Government National Mortgage Association

GO – General Obligation

ICE – Intercontinental Exchange

LIBOR – London Interbank Offered Rate

LLC – Limited Liability Company

MTN – Medium Term Note

PLC – Public Limited Company

RB – Revenue Bond

REMIC – Real Estate Mortgage Investment Conduit

Ser – Series

SOFR30A – Secured Overnight Financing Rate 30-day Average

USD – U.S. Dollar

VAR – Variable Rate

The following is a summary of the inputs used as of October 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in

Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total

($)

Corporate Obligations

–

135,375

–

135,375

Asset-Backed Securities

–

97,310

–

97,310

Mortgage-Backed Securities

–

54,703

–

54,703

U.S. Treasury Obligations

–

37,313

–

37,313

Commercial Paper

–

9,694

–

9,694

Municipal Bonds

–

7,873

–

7,873

Sovereign Debt

–

2,312

–

2,312

U.S. Government Agency Obligation

–

2,252

–

2,252

Repurchase Agreement

–

4,400

–

4,400

Total Investments in Securities

–

351,232

–

351,232

Other Financial

Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total

($)

Futures Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

(50)

–

(50)

Total Other Financial Instruments

–

* Futures contracts are valued at the net unrealized appreciation/(depreciation) on the instruments.

For the period ended October 31, 2021, there were no transfers in or out of Level 3.

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

For information regarding the Fund’s policy regarding valuation of investments and other accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.


Description	Face Amount (Thousands)		Market Value ($ Thousands)

U.S. TREASURY OBLIGATIONS — 43.4%
U.S. Treasury Notes
2.625%, 06/30/2023	$	35,397	$	36,699
1.750%, 05/15/2023 (A)		54,600		55,756
0.250%, 05/15/2024		75,500		74,707
0.250%, 06/15/2024		51,925		51,322
0.125%, 01/31/2023		39,750		39,680
0.125%, 02/28/2023		56,200		56,073


Total U.S. Treasury Obligations (Cost $315,727) ($ Thousands)				314,237


MORTGAGE-BACKED SECURITIES — 40.0%

Agency Mortgage-Backed Obligations — 37.9%
FHLMC
4.500%, 02/01/2022 to 06/01/2026		885		925
4.000%, 01/01/2033		5,562		6,000
3.000%, 11/01/2036 to 12/01/2046		8,634		9,100
2.500%, 02/01/2032		1,247		1,302
2.482%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.368%		2		2
2.344%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.238%		4		4
2.324%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.200%		3		3
2.260%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.148%		9		9
2.259%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.250%		3		3
2.235%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.156%		90		91
2.228%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.103%		1		1
FHLMC Multifamily Structured Pass-Through Certificates, Ser 2002-42, Cl A5 7.500%, 02/25/2042		227		274
FHLMC Multifamily Structured Pass-Through Certificates, Ser K052, Cl A1
2.598%, 01/25/2025		6,359		6,551
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO
0.750%, 06/25/2027(B)		18,064		675
FHLMC Multifamily Structured Pass-Through Certificates, Ser K107, Cl X1, IO
1.591%, 01/25/2030(B)		12,409		1,423


Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO
0.585%, 01/25/2031(B)	$	13,608	$	640
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO
0.529%, 03/25/2031(B)		10,235		442
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.637%, 10/25/2026(B)		23,657		644
FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO
0.779%, 03/25/2028(B)		7,594		298
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF35, Cl A
0.430%, VAR ICE LIBOR USD 1 Month + 0.350%, 08/25/2024		2,121		2,123
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A
0.570%, VAR ICE LIBOR USD 1 Month + 0.490%, 02/25/2026		6,119		6,142
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A
0.560%, VAR ICE LIBOR USD 1 Month + 0.480%, 04/25/2026		9,713		9,761
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A
0.580%, VAR ICE LIBOR USD 1 Month + 0.500%, 10/25/2026		5,468		5,496
FHLMC REMIC, Ser 2003-2571, Cl FY
0.840%, VAR ICE LIBOR USD 1 Month + 0.750%, 12/15/2032		2,567		2,619
FHLMC REMIC, Ser 2006-3148, Cl CF
0.490%, VAR ICE LIBOR USD 1 Month + 0.400%, 02/15/2034		108		109
FHLMC REMIC, Ser 2006-3153, Cl FX
0.440%, VAR ICE LIBOR USD 1 Month + 0.350%, 05/15/2036		76		77
FHLMC REMIC, Ser 2006-3174, Cl FA
0.390%, VAR ICE LIBOR USD 1 Month + 0.300%, 04/15/2036		1,591		1,596
FHLMC REMIC, Ser 2006-3219, Cl EF
0.490%, VAR ICE LIBOR USD 1 Month + 0.400%, 04/15/2032		2,180		2,203
FHLMC REMIC, Ser 2007-3339, Cl HF
0.610%, VAR ICE LIBOR USD 1 Month + 0.520%, 07/15/2037		2,214		2,243
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/2040		964		1,060
FHLMC REMIC, Ser 2011-3788, Cl FA
0.620%, VAR ICE LIBOR USD 1 Month + 0.530%, 01/15/2041		3,306		3,335


Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2011-3795, Cl EB
2.500%, 10/15/2039	$	23	$	23
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		239		13
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		339		18
FHLMC REMIC, Ser 2012-4030, Cl FD
0.440%, VAR ICE LIBOR USD 1 Month + 0.350%, 02/15/2041		1,030		1,031
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		245		3
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		519		15
FHLMC REMIC, Ser 2012-4083, Cl DI, IO
4.000%, 07/15/2027		200		13
FHLMC REMIC, Ser 2012-4114, Cl MB
3.000%, 10/15/2032		3,000		3,185
FHLMC REMIC, Ser 2012-4117, Cl P
1.250%, 07/15/2042		2,323		2,348
FHLMC REMIC, Ser 2012-4142, Cl PT
1.250%, 12/15/2027		1,864		1,882
FHLMC REMIC, Ser 2012-4146, Cl AB
1.125%, 12/15/2027		2,141		2,153
FHLMC REMIC, Ser 2013-4170, Cl QI, IO
3.000%, 05/15/2032		557		24
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		583		31
FHLMC REMIC, Ser 2013-4178, Cl BI, IO
3.000%, 03/15/2033		507		46
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		342		17
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		307		17
FHLMC REMIC, Ser 2013-4195, Cl AI, IO
3.000%, 04/15/2028		856		54
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		491		28
FHLMC REMIC, Ser 2013-4220, Cl IE, IO
4.000%, 06/15/2028		326		20
FHLMC REMIC, Ser 2013-4223, Cl AL
3.000%, 08/15/2042		1,492		1,527
FHLMC REMIC, Ser 2013-4247, Cl LA
3.000%, 03/15/2043		2,566		2,677
FHLMC REMIC, Ser 2014-4314, Cl GA
3.000%, 12/15/2039		107		107
FHLMC REMIC, Ser 2014-4340, Cl MI, IO
4.500%, 02/15/2027		1,851		119
FHLMC REMIC, Ser 2014-4419, Cl CW
2.500%, 10/15/2037		4,539		4,682
FHLMC REMIC, Ser 2015-4471, Cl GA
3.000%, 02/15/2044		1,484		1,539


Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030	$	677	$	58
FHLMC REMIC, Ser 2016-4558, Cl DC
3.000%, 07/15/2043		1,301		1,319
FHLMC REMIC, Ser 2016-4620, Cl IO, IO
5.000%, 09/15/2033		726		117
FHLMC REMIC, Ser 2017-4650, Cl LP
3.000%, 09/15/2045		737		763
FHLMC REMIC, Ser 2017-4661, Cl HA
3.000%, 05/15/2043		2,502		2,554
FHLMC REMIC, Ser 2017-4664, Cl HA
3.500%, 08/15/2043		4,906		5,027
FHLMC REMIC, Ser 2017-4666, Cl A
3.000%, 03/15/2040		133		133
FHLMC REMIC, Ser 2017-4673, Cl HA
3.500%, 11/15/2043		3,365		3,436
FHLMC REMIC, Ser 2017-4709, Cl AB
3.000%, 08/15/2047		879		927
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		897		177
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		2,942		404
FHLMC REMIC, Ser 2020-5048, Cl A
1.000%, 06/15/2044		6,187		6,204
FHLMC, Ser 2013-303, Cl C16, IO
3.500%, 01/15/2043		2,298		346
FHLMC, Ser 2013-303, Cl C2, IO
3.500%, 01/15/2028		1,241		79
FNMA
7.000%, 06/01/2037		3		4
6.500%, 05/01/2026 to 01/01/2036		75		85
6.000%, 02/01/2023 to 09/01/2024		114		116
5.500%, 09/01/2022 to 06/01/2038		162		188
4.500%, 04/01/2026 to 10/01/2031		1,117		1,207
4.000%, 05/01/2026 to 04/01/2042		5,657		6,097
3.890%, 10/01/2023		803		839
3.850%, 01/01/2024		531		557
3.750%, 06/01/2022 to 09/01/2023		3,019		3,103
3.650%, 08/01/2023		95		99
3.500%, 12/01/2034 to 02/01/2045		7,335		7,878
3.320%, 01/01/2022 (B)		73		73
3.192%, 07/01/2022 (B)		164		165
3.100%, 01/01/2026		4,000		4,296
3.070%, 06/01/2027		934		998
3.000%, 09/01/2027 to 11/01/2036		6,172		6,521
2.970%, 12/01/2022		3,228		3,288
2.960%, 04/01/2022 to 01/01/2027 (B)		1,348		1,432
2.940%, 06/01/2022		276		277
2.830%, 06/01/2022		161		161
2.740%, 04/01/2022		113		113
2.580%, 08/01/2022		2,069		2,084


Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
2.570%, 01/01/2023	$	1,787	$	1,812
2.540%, 03/01/2023		583		593
2.500%, 10/01/2031		2,770		2,902
2.450%, 11/01/2022		385		389
2.360%, 04/01/2022		4,600		4,600
2.298%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.240%		68		68
2.280%, 11/01/2022		1,107		1,118
2.150%, 05/01/2022		4,324		4,330
2.050%, 11/01/2023		1,196		1,222
2.045%, 05/01/2028(B)		2		2
2.005%, VAR ICE LIBOR USD 6 Month + 1.824%, 09/01/2024		60		60
1.732%, VAR ICE LIBOR USD 6 Month + 1.596%, 08/01/2027		29		29
1.721%, VAR US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.520%		15		15
0.430%, VAR ICE LIBOR USD 1 Month + 0.350%, 01/01/2023		678		677
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		616		33
FNMA REMIC, Ser 1992-61, Cl FA
0.739%, VAR ICE LIBOR USD 1 Month + 0.650%, 10/25/2022		1		1
FNMA REMIC, Ser 1993-32, Cl H
6.000%, 03/25/2023		2		2
FNMA REMIC, Ser 1993-5, Cl Z
6.500%, 02/25/2023		1		1
FNMA REMIC, Ser 1994-77, Cl FB
1.589%, VAR ICE LIBOR USD 1 Month + 1.500%, 04/25/2024		1		1
FNMA REMIC, Ser 2002-53, Cl FK
0.489%, VAR ICE LIBOR USD 1 Month + 0.400%, 04/25/2032		52		53
FNMA REMIC, Ser 2006-76, Cl QF
0.489%, VAR ICE LIBOR USD 1 Month + 0.400%, 08/25/2036		266		268
FNMA REMIC, Ser 2006-79, Cl DF
0.439%, VAR ICE LIBOR USD 1 Month + 0.350%, 08/25/2036		207		208
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/2037		270		309
FNMA REMIC, Ser 2007-64, Cl FB
0.459%, VAR ICE LIBOR USD 1 Month + 0.370%, 07/25/2037		1,502		1,519
FNMA REMIC, Ser 2008-16, Cl FA
0.789%, VAR ICE LIBOR USD 1 Month + 0.700%, 03/25/2038		872		891


Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2009-110, Cl FD
0.839%, VAR ICE LIBOR USD 1 Month + 0.750%, 01/25/2040	$	3,384	$	3,457
FNMA REMIC, Ser 2009-112, Cl FM
0.839%, VAR ICE LIBOR USD 1 Month + 0.750%, 01/25/2040		2,114		2,163
FNMA REMIC, Ser 2009-82, Cl FD
0.939%, VAR ICE LIBOR USD 1 Month + 0.850%, 10/25/2039		3,255		3,339
FNMA REMIC, Ser 2009-82, Cl FC
1.009%, VAR ICE LIBOR USD 1 Month + 0.920%, 10/25/2039		2,819		2,899
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/2040		841		909
FNMA REMIC, Ser 2010-56, Cl AF
0.639%, VAR ICE LIBOR USD 1 Month + 0.550%, 06/25/2040		2,124		2,124
FNMA REMIC, Ser 2012-103, Cl HB
1.500%, 09/25/2027		2,466		2,500
FNMA REMIC, Ser 2012-111, Cl NI, IO
3.500%, 10/25/2027		773		55
FNMA REMIC, Ser 2012-140, Cl PA
2.000%, 12/25/2042		3,540		3,555
FNMA REMIC, Ser 2012-27, Cl PI, IO
4.500%, 02/25/2042		2,423		266
FNMA REMIC, Ser 2012-43, Cl AI, IO
3.500%, 04/25/2027		3,612		226
FNMA REMIC, Ser 2012-47, Cl QI, IO
5.496%, 05/25/2042(B)		105		11
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		459		30
FNMA REMIC, Ser 2012-70, Cl IW, IO
3.000%, 02/25/2027		901		35
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		393		24
FNMA REMIC, Ser 2012-97, Cl JI, IO
3.000%, 07/25/2027		1,066		53
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		1,535		202
FNMA REMIC, Ser 2013-10, Cl YA
1.250%, 02/25/2028		3,208		3,242
FNMA REMIC, Ser 2013-12, Cl P
1.750%, 11/25/2041		678		687
FNMA REMIC, Ser 2013-121, Cl FA
0.489%, VAR ICE LIBOR USD 1 Month + 0.400%, 12/25/2043		15,685		15,827
FNMA REMIC, Ser 2013-130, Cl FQ
0.289%, VAR ICE LIBOR USD 1 Month + 0.200%, 06/25/2041		2,885		2,888
FNMA REMIC, Ser 2013-4, Cl CB
1.250%, 02/25/2028		3,276		3,298


Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2013-4, Cl JB
1.250%, 02/25/2028	$	1,917	$	1,930
FNMA REMIC, Ser 2013-41, Cl A
1.750%, 05/25/2040		1,434		1,443
FNMA REMIC, Ser 2013-9, Cl PT
1.250%, 02/25/2028		1,646		1,657
FNMA REMIC, Ser 2013-98, Cl ZA
4.500%, 09/25/2043		6,536		7,353
FNMA REMIC, Ser 2014-50, Cl SC, IO
1.642%, 08/25/2044(B)		1,574		89
FNMA REMIC, Ser 2015-21, Cl WI, IO
1.715%, 04/25/2055(B)		1,251		65
FNMA REMIC, Ser 2015-41, Cl AG
3.000%, 09/25/2034		1,082		1,119
FNMA REMIC, Ser 2015-42, Cl AI, IO
1.633%, 06/25/2055(B)		1,470		83
FNMA REMIC, Ser 2015-5, Cl CP
3.000%, 06/25/2043		1,389		1,451
FNMA REMIC, Ser 2015-68, Cl HI, IO
3.500%, 09/25/2035		561		65
FNMA REMIC, Ser 2015-68, Cl JI, IO
3.500%, 08/25/2030		263		21
FNMA REMIC, Ser 2015-75, Cl DB
3.000%, 08/25/2035		2,418		2,532
FNMA REMIC, Ser 2016-25, Cl A
3.000%, 11/25/2042		597		609
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		448		26
FNMA REMIC, Ser 2016-42, Cl DA
3.000%, 07/25/2045		667		691
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		571		93
FNMA REMIC, Ser 2017-15, Cl BC
3.250%, 11/25/2043		3,134		3,224
FNMA REMIC, Ser 2017-34, Cl JK
3.000%, 05/25/2047		848		871
FNMA REMIC, Ser 2017-35, Cl AH
3.500%, 04/25/2053		2,827		2,896
FNMA REMIC, Ser 2017-47, Cl AB
2.500%, 10/25/2041		4,568		4,622
FNMA REMIC, Ser 2017-68, Cl BI, IO
6.000%, 09/25/2047		1,224		262
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		2,666		406
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		3,601		3,818
FNMA REMIC, Ser 2018-77, Cl PA
3.500%, 02/25/2048		677		703
FNMA REMIC, Ser 2019-6, Cl GJ
3.000%, 02/25/2049		1,546		1,617
FNMA REMIC, Ser 2020-26, Cl AI, IO
3.000%, 04/25/2033		4,037		299


Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039	$	4,915	$	533
FNMA REMIC, Ser 2020-4, Cl AP
2.500%, 02/25/2050		2,577		2,612
FNMA, Ser 2009-397, Cl 6
2.000%, 09/25/2039		1,068		1,078
FNMA, Ser 2013-418, Cl C16, IO
4.500%, 08/25/2043		2,643		433
FNMA, Ser 2017-M13, Cl FA
0.487%, VAR ICE LIBOR USD 1 Month + 0.400%, 10/25/2024		390		390
FNMA, Ser 2018-M12, Cl FA
0.487%, VAR ICE LIBOR USD 1 Month + 0.400%, 08/25/2025		324		324
FNMA, Ser 2019-M21, Cl X1, IO
1.439%, 05/25/2029(B)		14,506		1,349
GNMA
6.500%, 12/15/2037 to 02/20/2039		144		162
6.000%, 01/15/2024 to 06/15/2041		2,693		3,149
5.500%, 10/15/2034 to 02/15/2041		1,245		1,467
5.000%, 09/15/2039 to 04/15/2041		703		816
4.500%, 09/20/2049		2,486		2,649
4.000%, 07/15/2041 to 08/15/2041		68		75
3.500%, 06/20/2046		2,686		2,841
GNMA, Ser 2003-86, Cl ZD
5.500%, 10/20/2033		2,687		2,990
GNMA, Ser 2010-116, Cl GW
3.000%, 12/20/2039		724		730
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		1,807		323
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		816		166
GNMA, Ser 2010-68, Cl WA
3.000%, 12/16/2039		1,439		1,500
GNMA, Ser 2011-131, Cl PC
3.500%, 12/20/2040		185		188
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		2,361		360
GNMA, Ser 2012-36, Cl AB
3.000%, 10/20/2040		531		550
GNMA, Ser 2012-51, Cl AB
1.500%, 07/20/2040		167		167
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		389		17
GNMA, Ser 2012-84, Cl TE
1.500%, 03/20/2042		1,997		2,016
GNMA, Ser 2013-129, Cl AF
0.486%, VAR ICE LIBOR USD 1 Month + 0.400%, 10/20/2039		4,111		4,127
GNMA, Ser 2013-166, Cl DA
3.500%, 06/20/2040		537		562


Description	Face Amount (Thousands)		Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043	$	450	$	60
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		445		72
GNMA, Ser 2013-51, Cl IB, IO
3.500%, 03/20/2027		502		31
GNMA, Ser 2014-4, Cl BI, IO
4.000%, 01/20/2044		190		31
GNMA, Ser 2014-46, Cl IO, IO
5.000%, 03/16/2044		770		118
GNMA, Ser 2014-55, Cl LB
2.500%, 10/20/2040		287		297
GNMA, Ser 2014-56, Cl BP
2.500%, 12/16/2039		1,412		1,460
GNMA, Ser 2015-119, Cl ND
2.500%, 12/20/2044		2,932		2,992
GNMA, Ser 2015-126, Cl GI, IO
3.500%, 02/16/2027		204		12
GNMA, Ser 2015-126, Cl HI, IO
4.000%, 12/16/2026		127		6
GNMA, Ser 2015-132, Cl EI, IO
6.000%, 09/20/2045		1,350		277
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		1,129		138
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		161		22
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		584		19
GNMA, Ser 2015-40, Cl PA
2.000%, 04/20/2044		2,039		2,061
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		753		118
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		248		251
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		484		29
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		1,601		212
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		1,216		72
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		1,201		196
GNMA, Ser 2016-49, Cl PI, IO
4.500%, 11/16/2045		1,689		272
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		2,031		119
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		1,464		172
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		293		56
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		390		75


Description	Face Amount (Thousands)			Market Value ($ Thousands)

MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047	$	1,326		$	223
GNMA, Ser 2017-26, Cl KI, IO
6.000%, 09/20/2040		1,553			305
GNMA, Ser 2017-26, Cl IB, IO
5.500%, 02/20/2047		822			146
GNMA, Ser 2017-95, Cl PG
2.500%, 12/20/2045		883			900
GNMA, Ser 2018-127, Cl PB
3.000%, 09/20/2047		2,696			2,790
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		3,542			561
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		2,091			297
GNMA, Ser 2019-5, Cl JI, IO
5.000%, 07/16/2044		1,705			298
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		2,782			450
UMBS TBA
4.500%, 12/01/2039-11/15/2051		(2,643	)		(2,691	)
2.500%-3.500%, 10/01/2027-12/15/2051		(9,610	)		(10,785	)
1.500%, 11/15/2036		(13,925	)		(14,015	)

					273,907


Non-Agency Mortgage-Backed Obligations — 2.1%
Seasoned Credit Risk Transfer Trust, Ser 2021-2, Cl TT
2.000%, 11/25/2060		12,855			12,961
Seasoned Credit Risk Transfer Trust, Ser 2021-3, Cl TT
2.000%, 03/25/2061		2,145			2,171

					15,132

Total Mortgage-Backed Securities (Cost $287,138) ($ Thousands)					289,039


REPURCHASE AGREEMENTS — 6.6%
BNP Paribas
0.050%, dated 10/29/2021 to be repurchased on 11/01/2021, repurchase price $34,600,144 (collateralized by U.S. Government obligations, ranging in par value $100 - $7,998,744, 0.110% - 5.000%, 2/28/2022 – 4/15/2052; with total market value $35,292,001) (C)		34,600			34,600


Description	Face Amount (Thousands)		Market Value ($Thousands)

REPURCHASE AGREEMENTS (continued)
Deutsche Bank
0.050%, dated 10/29/2021 to be repurchased on 11/01/2021, repurchase price $13,000,054 collateralized by a U.S. Treasury obligation, par value $11,762,500 3.125%, 11/15/2028; with total market value $13,260,000) (C)	$	13,000	$	13,000


Total Repurchase Agreements (Cost $47,600) ($ Thousands)				47,600


Total Investments in Securities — 90.0% (Cost $650,465) ($ Thousands)			$	650,876

A list of the open futures contracts held by the Fund at October 31, 2021, is as follows:

Percentages are based on Net Assets of $723,244 ($ Thousands).

(A)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

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

(C)	Tri-Party Repurchase Agreement.

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

ICE — Intercontinental Exchange

IO — Interest Only — face amount represents notional amount

LIBOR — London Interbank Offered Rate

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

UMBS — Uniform Mortgage Backed Securities

USD — U.S. Dollar

VAR — Variable Rate

The following is a summary of the inputs used as of October 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in
Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total

($)

U.S. Treasury Obligations

–

314,237

–

314,237

Mortgage-Backed Securities

–

289,039

–

289,039

Repurchase Agreements

–

47,600

–

47,600

Total Investments in Securities

–

650,876

–

650,876

Other Financial
Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total

($)

Futures Contracts*

Unrealized Appreciation

372

–

372

Unrealized Depreciation

(1,071)

–

(1,071)

Total Other Financial Instruments

(699)

–

(699)

* Futures contracts are valued at the net unrealized appreciation/(depreciation) on the instruments.

For the period ended October 31, 2021, there were no transfers in or out of Level 3. Amounts designated as “—” are $0 or have been rounded to $0.

For information regarding the Fund’s policy regarding valuation of investments and other accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 98.3%
Agency Mortgage-Backed Obligations — 97.5%
FHLMC
5.000%, 09/01/2029	$	94	$	103
3.650%, 04/01/2030		308		346
FHLMC Multifamily Structured Pass-Through Certificates, Ser 1520, Cl X1, IO
0.472%, 02/25/2036(A)		604		32
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO
0.750%, 06/25/2027(A)		1,645		61
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO
1.697%, 04/25/2030(A)		1,148		140
FHLMC Multifamily Structured Pass-Through Certificates, Ser K116, Cl X1, IO
1.427%, 07/25/2030(A)		1,323		139
FHLMC Multifamily Structured Pass-Through Certificates, Ser K118, Cl X1, IO
0.961%, 09/25/2030(A)		1,520		112
FHLMC Multifamily Structured Pass-Through Certificates, Ser K123, Cl X1, IO
0.775%, 12/25/2030(A)		2,323		141
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO
0.585%, 01/25/2031(A)		2,996		141
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO
0.529%, 03/25/2031(A)		1,349		58
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.637%, 10/25/2026(A)		2,156		59
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		159		9
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		227		12
FHLMC REMIC, Ser 2012-4032, Cl CI, IO
3.500%, 06/15/2026		163		2
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		335		9
FHLMC REMIC, Ser 2013-4166, Cl PI, IO
3.500%, 03/15/2041		210		12
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		386		21
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		237		12
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		213		12
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		319		18
FHLMC REMIC, Ser 2013-4247, Cl LA
3.000%, 03/15/2043		336		351


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2015-4446, Cl BI, IO
6.500%, 04/15/2039	$	245	$	54
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		425		37
FHLMC REMIC, Ser 2016-4624, Cl BI, IO
5.500%, 04/15/2036		163		30
FHLMC REMIC, Ser 2016-4636, Cl BI, IO
5.500%, 05/15/2040		256		51
FHLMC REMIC, Ser 2017-4731, Cl LB
3.000%, 11/15/2047		167		174
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		81		16
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		274		38
FHLMC, Ser 2014-324, Cl C18, IO
4.000%, 12/15/2033		354		41
FNMA
8.000%, 07/01/2025 to 09/01/2028		14		13
7.000%, 08/01/2029 to 09/01/2032		22		22
6.500%, 09/01/2032		24		27
5.000%, 03/01/2049 to 04/01/2049		200		221
3.260%, 06/01/2027		174		189
3.230%, 02/01/2027		138		150
FNMA Interest, Ser 2007-379, Cl 1, PO
0.000%, 05/25/2037(B)(C)		613		566
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		77		4
FNMA Interest, Ser 2012-410, Cl C8, IO
4.000%, 04/25/2032		418		45
FNMA REMIC, Ser 2010-126, Cl NI, IO
5.500%, 11/25/2040		212		34
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		56		4
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		279		17
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		150		20
FNMA REMIC, Ser 2014-68, Cl ID, IO
3.500%, 03/25/2034		492		32
FNMA REMIC, Ser 2015-21, Cl WI, IO
1.715%, 04/25/2055(A)		156		8
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		58		3
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		71		12
FNMA REMIC, Ser 2017-110, Cl PB
3.000%, 02/25/2057		79		83
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		212		32
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		367		389


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2018-25, Cl AL
3.500%, 04/25/2048	$	49	$	52
FNMA REMIC, Ser 2019-31, Cl CB
3.000%, 07/25/2049		300		322
FNMA REMIC, Ser 2019-9, Cl CL
3.500%, 04/25/2048		652		700
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039		429		47
FNMA, Ser 2019-M21, Cl X1, IO
1.439%, 05/25/2029(A)		1,341		125
FNMA, Ser 2020-M2, Cl X, IO
0.330%, 01/25/2030(A)		906		18
GNMA
8.000%, 06/15/2022 to 03/15/2032		66		69
7.750%, 10/15/2026		11		12
7.500%, 02/15/2027 to 10/15/2035		47		53
7.250%, 01/15/2028		9		9
7.000%, 11/15/2031 to 11/15/2033		586		662
6.500%, 10/15/2023 to 10/15/2038		205		239
6.000%, 12/15/2027 to 12/15/2040		501		576
5.500%, 01/15/2033 to 02/15/2041		809		937
5.000%, 06/15/2033 to 01/20/2045		1,890		2,184
4.500%, 08/15/2033 to 08/20/2049		2,387		2,621
4.000%, 03/20/2040 to 05/20/2050		7,567		8,175
4.000%, 01/15/2041(D)		377		418
3.875%, 05/15/2042 to 08/15/2042		1,025		1,133
3.500%, 03/20/2041 to 12/20/2050		10,893		11,550
3.000%, 10/15/2042 to 10/20/2051		11,584		12,104
2.500%, 07/20/2045 to 11/20/2051		17,340		17,850
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		356		64
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		366		75
GNMA, Ser 2011-131, Cl PZ
3.500%, 12/20/2040		296		311
GNMA, Ser 2012-113, Cl BZ
3.000%, 09/16/2042		212		220
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		289		44
GNMA, Ser 2012-140, Cl LD
1.750%, 10/20/2042		437		445
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		259		11
GNMA, Ser 2012-69, Cl AI, IO
4.500%, 05/16/2027		88		4
GNMA, Ser 2012-91, Cl NC
3.000%, 05/20/2042		361		378
GNMA, Ser 2013-187, Cl PE
2.000%, 09/20/2043		431		441
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		295		39


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043	$	294	$	48
GNMA, Ser 2013-79, Cl BZ
3.000%, 05/20/2043		354		381
GNMA, Ser 2013-99, Cl AX
3.000%, 07/20/2043		80		84
GNMA, Ser 2014-119, Cl ZK
3.500%, 08/16/2044		337		367
GNMA, Ser 2014-122, Cl IP, IO
3.500%, 08/16/2029		399		29
GNMA, Ser 2014-133, Cl EP
3.500%, 09/20/2044		251		266
GNMA, Ser 2014-144, Cl BI, IO
3.000%, 09/16/2029		132		9
GNMA, Ser 2014-21, Cl DI, IO
4.000%, 04/16/2026		414		21
GNMA, Ser 2014-72, Cl ML
3.500%, 03/20/2044		433		455
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		538		66
GNMA, Ser 2015-168, Cl MI, IO
5.500%, 10/20/2037		421		65
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		424		57
GNMA, Ser 2015-18, Cl IC, IO
3.500%, 02/16/2030		318		24
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		386		12
GNMA, Ser 2015-24, Cl CI, IO
3.500%, 02/20/2045		185		22
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		388		61
GNMA, Ser 2015-62, Cl CI, IO
4.500%, 05/20/2045		202		31
GNMA, Ser 2015-63, Cl PB
1.750%, 09/20/2043		74		75
GNMA, Ser 2015-84, Cl IO, IO
3.500%, 05/16/2042		282		49
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		323		19
GNMA, Ser 2016-136, Cl A
3.000%, 07/20/2044		577		596
GNMA, Ser 2016-136, Cl PJ
3.500%, 01/20/2046		364		400
GNMA, Ser 2016-161, Cl GI, IO
5.000%, 11/16/2046		171		28
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		415		55
GNMA, Ser 2016-18, Cl TA
2.000%, 10/20/2044		314		318
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		795		47


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046	$	321	$	52
GNMA, Ser 2016-49, Cl PZ
3.000%, 11/16/2045		229		243
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		833		49
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		496		58
GNMA, Ser 2017-130, Cl IO, IO
4.500%, 02/20/2040		213		35
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		132		25
GNMA, Ser 2017-134, Cl CG
2.500%, 09/20/2047		80		80
GNMA, Ser 2017-182, Cl LZ
3.000%, 12/20/2047		140		144
GNMA, Ser 2017-19, Cl AY
3.000%, 02/20/2047		436		471
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		252		48
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		386		65
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		298		47
GNMA, Ser 2018-77, Cl JY
3.500%, 06/20/2048		246		262
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		179		25
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		227		37
GNMA, Ser 2020-74, Cl IC, IO
3.000%, 05/20/2035		823		57
UMBS TBA
2.000%-5.500%, 11/01/2035-12/15/2051		10,980		10,875

				82,148

Non-Agency Mortgage-Backed Obligations — 0.8%
Seasoned Credit Risk Transfer Trust, Ser 2018-2, Cl MA
3.500%, 11/25/2057		358		372
Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT
3.500%, 10/25/2058		240		253

				625

Total Mortgage-Backed Securities (Cost $81,896) ($ Thousands)				82,773


Description	Face Amount (Thousands)		Market Value ($ Thousands)
REPURCHASE AGREEMENTS — 20.4%
BNP Paribas
0.050%, dated 10/29/2021 to be repurchased on 11/01/2021, repurchase price $8,800,037 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $30,017,627, 1.850% - 6.000%, 01/01/2038 – 11/01/2050; with total market value $8,976,000) (E)	$	8,800	$	8,800
Deutsche Bank
0.050%, dated 10/29/2021 to be repurchased on 11/01/2021, repurchase price $8,400,035 collateralized by a U.S. Treasury obligation, par value $7,953,100 2.875%, 07/31/2025; with total market value $8,568,028) (E)		8,400		8,400

Total Repurchase Agreements (Cost $17,200) ($ Thousands)				17,200

Total Investments in Securities — 118.7% (Cost $99,096) ($ Thousands)			$	99,973

A list of the open futures contracts held by the Fund at October 31, 2021, is as follows:

Percentages are based on Net Assets of $84,220 ($ Thousands).

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

(B)	No interest rate available.

(C)	Zero coupon security. The rate shown on the Schedule of Investments is the security’s effective yield at the time of purchase.

(D)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.

(E)	Tri-Party Repurchase Agreement.

Cl — Class

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

IO — Interest Only — face amount represents notional amount

PO — Principal Only

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

TBA — To Be Announced

UMBS — Uniform Mortgage Backed Securities

The following is a summary of the inputs used as of October 31, 2021 in valuing the Fund’s investments and other financial instruments carried at value ($ Thousands):

Investments in
Securities

Level 1
($)

Level 2
($)

Level 3
($)

Total

($)

Mortgage-Backed Securities

–

82,773

–

82,773

Repurchase Agreements

–

17,200

–

17,200

Total Investments in Securities

–

99,973

–

99,973

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total

($)

Futures Contracts*

Unrealized Appreciation

–

Unrealized Depreciation

)

–

)

Total Other Financial Instruments

–

* Futures contracts are valued at the net unrealized appreciation/(depreciation) on the instruments.

For the period ended October 31, 2021, there were no transfers in or out of Level 3. Amounts designated as “—” are $0 or have been rounded to $0.

For information regarding the Fund’s policy regarding valuation of investments and other accounting policies, please refer to the Fund’s most recent semi-annual and annual financial statements.


Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
U.S. 2-Year Treasury Note		54			Jan-2022	$	11,890	$	11,840	$	(50)


Short Contracts
U.S. 5-Year Treasury Note		(6	)		Jan-2022	$	(741)	$	(730)	$	10
U.S. 10-Year Treasury Note		(15	)		Dec-2021		(2,000)		(1,961)		39
U.S. Long Treasury Bond		(1	)		Dec-2021		(164)		(161)		3

							(2,905)		(2,852)		52

						$	8,985	$	8,988	$	2


SEI Daily Income Trust / Quarterly Report / October 31, 2021		1


Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
U.S. 2-Year Treasury Note		1,105			Jan-2022	$	243,295	$	242,271	$	(1,024)
U.S. Long Treasury Bond		14			Dec-2021		2,289		2,252		(37)
U.S. Ultra Long Treasury Bond		6			Dec-2021		1,188		1,179		(10)

							246,772		245,702		(1,071)

Short Contracts
U.S. 5-Year Treasury Note		(13	)		Jan-2022	$	(1,583)	$	(1,583)	$	–
U.S. 10-Year Treasury Note		(195	)		Dec-2021		(25,859)		(25,487)		372

							(27,442)		(27,070)		372

						$	219,330	$	218,632	$	(699)


Type of Contract	Number of Contracts			Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation/ (Depreciation) (Thousands)
Long Contracts
U.S. 5-Year Treasury Note		26			Jan-2022	$	3,171	$	3,165	$	(6)


Short Contracts
U.S. 2-Year Treasury Note		(12	)		Jan-2022	$	(2,632)	$	(2,631)	$	1
U.S. 10-Year Treasury Note		(3	)		Dec-2021		(392)		(392)		–
U.S. Long Treasury Bond		(2	)		Dec-2021		(327)		(322)		5
Ultra 10-Year U.S. Treasury Note		(7	)		Dec-2021		(1,023)		(1,015)		8

							(4,374)		(4,360)		14

						$	(1,203)	$	(1,195)	$	8