
Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 36.7%
Communication Services — 1.9%
AT&T
9.150%, 02/01/2023	$	600	$	606
3.690%, SOFRINDX + 0.640%, 03/25/2024 (A)		650		646
NTT Finance
0.373%, 03/03/2023 (B)		2,300		2,266
Sky
3.125%, 11/26/2022 (B)		350		350
Take-Two Interactive Software
3.300%, 03/28/2024		525		510
Verizon Communications
3.787%, SOFRINDX + 0.790%, 03/20/2026 (A)		500		488
3.532%, SOFRINDX + 0.500%, 03/22/2024 (A)		500		496
Warnermedia Holdings
3.428%, 03/15/2024 (B)		750		723

				6,085

Consumer Discretionary — 3.8%
7-Eleven
0.625%, 02/10/2023 (B)		3,530		3,487
American Honda Finance MTN
0.875%, 07/07/2023		300		291
Daimler Trucks Finance North America LLC
4.058%, U.S. SOFR + 1.000%, 04/05/2024 (A)(B)		450		449
3.722%, U.S. SOFR + 0.750%, 12/13/2024 (A)(B)		600		592
General Motors Financial
4.250%, 05/15/2023		525		522
3.679%, U.S. SOFR + 0.620%, 10/15/2024 (A)		2,895		2,809
3.672%, U.S. SOFR + 0.760%, 03/08/2024 (A)		500		491
GSK Consumer Healthcare Capital US LLC
3.024%, 03/24/2024 (B)		420		405
Home Depot
4.000%, 09/15/2025		45		44
Howard University
2.801%, 10/01/2023		380		370
Hyatt Hotels
1.300%, 10/01/2023		175		168
Hyundai Capital America MTN
0.800%, 04/03/2023 (B)		450		441
Nordstrom
2.300%, 04/08/2024		210		197
Starbucks
3.107%, SOFRINDX + 0.420%, 02/14/2024 (A)		345		344


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Volkswagen Group of America Finance LLC
3.125%, 05/12/2023 (B)	$	1,275	$	1,260

				11,870

Consumer Staples — 1.4%
Coca-Cola Europacific Partners PLC
0.500%, 05/05/2023 (B)		975		951
Conagra Brands
0.500%, 08/11/2023		325		313
Constellation Brands
3.600%, 05/09/2024		350		342
JDE Peet's
0.800%, 09/24/2024 (B)		500		454
Keurig Dr Pepper
0.750%, 03/15/2024		2,010		1,894
Mondelez International
2.125%, 03/17/2024		290		278

				4,232

Energy — 1.3%
ConocoPhillips
2.125%, 03/08/2024		450		433
Enbridge
3.342%, SOFRINDX + 0.630%, 02/16/2024 (A)		775		766
EQT
5.678%, 10/01/2025		400		395
Phillips 66
3.700%, 04/06/2023		285		284
Pioneer Natural Resources
0.550%, 05/15/2023		830		810
Saudi Arabian Oil
1.250%, 11/24/2023 (B)		200		192
Saudi Arabian Oil MTN
2.875%, 04/16/2024 (B)		1,230		1,185
Southern Natural Gas LLC
0.625%, 04/28/2023 (B)		285		277

				4,342

Financials — 15.6%
AIG Global Funding
0.800%, 07/07/2023 (B)		315		306
American Express
3.950%, 08/01/2025		325		312
3.375%, 05/03/2024		350		339
0.750%, 11/03/2023		2,005		1,921
Aon
2.200%, 11/15/2022		140		140
Athene Global Funding
3.488%, SOFRINDX + 0.700%, 05/24/2024 (A)(B)		825		809


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Banco Santander
3.892%, 05/24/2024	$	400	$	388
Bank of America
3.750%, U.S. SOFR + 0.690%, 04/22/2025 (A)		650		639
3.722%, U.S. SOFR + 0.660%, 02/04/2025 (A)		510		501
Bank of America MTN
3.342%, BSBY3M + 0.430%, 05/28/2024 (A)		575		566
1.486%, U.S. SOFR + 1.460%, 05/19/2024 (A)		300		293
Bank of Montreal
3.262%, SOFRINDX + 0.350%, 12/08/2023 (A)		600		596
Bank of Montreal MTN
3.592%, SOFRINDX + 0.620%, 09/15/2026 (A)		675		646
3.378%, SOFRINDX + 0.320%, 07/09/2024 (A)		325		320
Bank of Nova Scotia
3.442%, U.S. SOFR + 0.380%, 07/31/2024 (A)		650		642
Banque Federative du Credit Mutuel
4.524%, 07/13/2025 (B)		250		242
Brighthouse Financial Global Funding MTN
3.819%, U.S. SOFR + 0.760%, 04/12/2024 (A)(B)		445		440
Canadian Imperial Bank of Commerce
3.823%, U.S. SOFR + 0.800%, 03/17/2023 (A)		500		500
3.363%, SOFRINDX + 0.400%, 12/14/2023 (A)		575		571
Capital One Financial
4.985%, U.S. SOFR + 2.160%, 07/24/2026 (A)		250		240
3.602%, U.S. SOFR + 0.690%, 12/06/2024 (A)		425		414
Citigroup
3.754%, U.S. SOFR + 0.694%, 01/25/2026 (A)		350		339
3.731%, U.S. SOFR + 0.669%, 05/01/2025 (A)		250		245
Citizens Bank
4.119%, U.S. SOFR + 1.395%, 05/23/2025 (A)		250		244
CNA Financial
7.250%, 11/15/2023		200		205
Commonwealth Bank of Australia
3.492%, U.S. SOFR + 0.520%, 06/15/2026 (A)(B)		425		416


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Corebridge Financial
3.500%, 04/04/2025 (B)	$	230	$	217
Credit Suisse NY
4.750%, 08/09/2024		250		237
3.452%, SOFRINDX + 0.390%, 02/02/2024 (A)		2,280		2,189
0.520%, 08/09/2023		650		616
Deutsche Bank NY
3.931%, U.S. SOFR + 1.219%, 11/16/2027 (A)		550		473
3.137%, U.S. SOFR + 0.500%, 11/08/2023 (A)		600		592
Discover Bank
3.350%, 02/06/2023		1,750		1,741
DNB Bank
2.968%, SOFRINDX + 0.810%, 03/28/2025 (A)(B)		275		263
Equitable Financial Life Global Funding
3.449%, U.S. SOFR + 0.390%, 04/06/2023 (A)(B)		575		573
Fifth Third Bank
5.852%, U.S. SOFR + 1.230%, 10/27/2025 (A)		470		471
Fifth Third Bank MTN
1.800%, 01/30/2023		250		248
GA Global Funding Trust
3.438%, U.S. SOFR + 0.500%, 09/13/2024 (A)(B)		1,745		1,691
Goldman Sachs Group
3.759%, U.S. SOFR + 0.700%, 01/24/2025 (A)		425		418
3.492%, U.S. SOFR + 0.620%, 12/06/2023 (A)		425		422
3.429%, U.S. SOFR + 0.500%, 09/10/2024 (A)		250		245
3.200%, 02/23/2023		1,315		1,308
0.627%, U.S. SOFR + 0.538%, 11/17/2023 (A)		425		424
HSBC Bank Canada
0.950%, 05/14/2023 (B)		2,775		2,716
HSBC Holdings PLC
7.336%, U.S. SOFR + 3.030%, 11/03/2026 (A)		300		301
3.600%, 05/25/2023		850		841
3.326%, U.S. SOFR + 0.580%, 11/22/2024 (A)		425		410
Huntington National Bank
4.008%, U.S. SOFR + 1.205%, 05/16/2025 (A)		250		244
Jackson Financial
1.125%, 11/22/2023		425		405


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
JPMorgan Chase
3.944%, U.S. SOFR + 0.885%, 04/22/2027 (A)	$	650	$	627
3.621%, U.S. SOFR + 0.580%, 06/23/2025 (A)		325		318
3.560%, U.S. SOFR + 0.580%, 03/16/2024 (A)		500		496
3.388%, U.S. SOFR + 0.535%, 06/01/2025 (A)		400		391
KeyBank
3.396%, U.S. SOFR + 0.340%, 01/03/2024 (A)		575		570
3.283%, SOFRINDX + 0.320%, 06/14/2024 (A)		400		395
KeyCorp MTN
3.878%, U.S. SOFR + 1.250%, 05/23/2025 (A)		290		281
Macquarie Bank MTN
0.441%, 12/16/2022 (B)		325		323
Macquarie Group MTN
3.769%, U.S. SOFR + 0.710%, 10/14/2025 (A)(B)		425		412
MassMutual Global Funding II
3.419%, U.S. SOFR + 0.360%, 04/12/2024 (A)(B)		400		396
MassMutual Global Funding II MTN
0.850%, 06/09/2023 (B)		448		437
Mitsubishi UFJ Financial Group
4.788%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.700%, 07/18/2025 (A)		325		319
Mizuho Financial Group
3.627%, ICE LIBOR USD 3 Month + 0.630%, 05/25/2024 (A)		775		768
Morgan Stanley
3.620%, U.S. SOFR + 1.160%, 04/17/2025 (A)		350		338
0.731%, U.S. SOFR + 0.616%, 04/05/2024 (A)		250		244
Morgan Stanley MTN
4.875%, 11/01/2022		625		625
3.750%, 02/25/2023		2,170		2,162
Nasdaq
0.445%, 12/21/2022		250		249
National Bank of Canada
0.750%, 08/06/2024		325		299
Nationwide Building Society
2.000%, 01/27/2023 (B)		375		372
0.550%, 01/22/2024 (B)		400		375
NatWest Markets PLC
3.213%, U.S. SOFR + 0.530%, 08/12/2024 (A)(B)		490		480


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Nordea Bank Abp
1.000%, 06/09/2023 (B)	$	300	$	292
Pacific Life Global Funding II
0.500%, 09/23/2023 (B)		400		384
PNC Financial Services Group
5.671%, SOFRINDX + 1.090%, 10/28/2025 (A)		425		425
Principal Life Global Funding II
3.509%, U.S. SOFR + 0.450%, 04/12/2024 (A)(B)		170		169
3.173%, U.S. SOFR + 0.380%, 08/23/2024 (A)(B)		665		656
Protective Life Global Funding
1.082%, 06/09/2023 (B)		255		249
Royal Bank of Canada MTN
3.511%, SOFRINDX + 0.450%, 10/26/2023 (A)		400		398
Skandinaviska Enskilda Banken
0.550%, 09/01/2023 (B)		250		241
Societe Generale
4.351%, 06/13/2025 (B)		500		483
4.109%, U.S. SOFR + 1.050%, 01/21/2026 (A)(B)		425		406
Sumitomo Mitsui Trust Bank MTN
3.403%, U.S. SOFR + 0.440%, 09/16/2024 (A)(B)		500		496
Toronto-Dominion Bank MTN
3.519%, U.S. SOFR + 0.590%, 09/10/2026 (A)		425		411
3.279%, U.S. SOFR + 0.350%, 09/10/2024 (A)		500		493
3.225%, U.S. SOFR + 0.355%, 03/04/2024 (A)		575		569
Truist Financial MTN
3.321%, U.S. SOFR + 0.400%, 06/09/2025 (A)		400		391
UBS
0.700%, 08/09/2024 (B)		400		367
UBS MTN
3.014%, U.S. SOFR + 0.360%, 02/09/2024 (A)(B)		400		397
USAA Capital
1.500%, 05/01/2023 (B)		525		516

				47,539

Health Care — 3.8%
AmerisourceBergen
0.737%, 03/15/2023		200		197
AstraZeneca PLC
0.300%, 05/26/2023		650		634


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Baxter International
3.253%, SOFRINDX + 0.440%, 11/29/2024 (A)	$	425	$	414
Bristol-Myers Squibb
3.250%, 02/20/2023		409		408
0.537%, 11/13/2023		425		406
Cigna
3.750%, 07/15/2023		1,775		1,757
3.050%, 11/30/2022		350		350
0.613%, 03/15/2024		190		179
Elevance Health
2.950%, 12/01/2022		575		574
Humana
0.650%, 08/03/2023		1,700		1,642
Illumina
0.550%, 03/23/2023		400		393
PerkinElmer
0.550%, 09/15/2023		600		577
Royalty Pharma PLC
0.750%, 09/02/2023		700		671
SSM Health Care
3.688%, 06/01/2023		970		962
Stryker
0.600%, 12/01/2023		230		219
Takeda Pharmaceutical
4.400%, 11/26/2023		495		490
Thermo Fisher Scientific
3.589%, SOFRINDX + 0.530%, 10/18/2024 (A)		1,810		1,790

				11,663

Industrials — 1.2%
AerCap Ireland Capital DAC
3.733%, U.S. SOFR + 0.680%, 09/29/2023 (A)		700		685
Air Lease MTN
3.643%, ICE LIBOR USD 3 Month + 0.350%, 12/15/2022 (A)		500		500
Boeing
4.508%, 05/01/2023		1,245		1,240
1.167%, 02/04/2023		475		470
Cargill
1.375%, 07/23/2023 (B)		300		292
Carlisle
0.550%, 09/01/2023		175		168
DAE Funding LLC MTN
1.550%, 08/01/2024 (B)		450		408

				3,763

Information Technology — 1.9%
Fidelity National Information Services
0.375%, 03/01/2023		425		418


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Hewlett Packard Enterprise
4.450%, 10/02/2023	$	250	$	248
Microchip Technology
0.972%, 02/15/2024		375		353
Qorvo
1.750%, 12/15/2024 (B)		340		310
Salesforce
0.625%, 07/15/2024		1,560		1,453
Skyworks Solutions
0.900%, 06/01/2023		855		831
TD SYNNEX
1.250%, 08/09/2024		650		601
VMware
1.000%, 08/15/2024		1,445		1,332
0.600%, 08/15/2023		400		385

				5,931

Materials — 0.3%
Celanese US Holdings LLC
5.900%, 07/05/2024		325		320
Martin Marietta Materials
0.650%, 07/15/2023		480		464
Sherwin-Williams
4.050%, 08/08/2024		250		245

				1,029

Utilities — 5.5%
American Electric Power
4.920%, ICE LIBOR USD 3 Month + 0.480%, 11/01/2023 (A)		1,060		1,053
Atmos Energy
0.625%, 03/09/2023		425		419
CenterPoint Energy
3.337%, SOFRINDX + 0.650%, 05/13/2024 (A)		325		318
CenterPoint Energy Resources
3.600%, ICE LIBOR USD 3 Month + 0.500%, 03/02/2023 (A)		368		367
0.700%, 03/02/2023		1,555		1,533
Dominion Energy
3.823%, ICE LIBOR USD 3 Month + 0.530%, 09/15/2023 (A)		1,445		1,440
2.450%, 01/15/2023 (B)		550		547
DTE Energy
0.550%, 11/01/2022		475		475
Duke Energy
3.179%, U.S. SOFR + 0.250%, 06/10/2023 (A)		500		497
Eversource Energy
2.800%, 05/01/2023		810		800


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Mississippi Power
3.351%, U.S. SOFR + 0.300%, 06/28/2024 (A)	$	350	$	343
NextEra Energy Capital Holdings
3.462%, SOFRINDX + 0.400%, 11/03/2023 (A)		705		697
3.393%, SOFRINDX + 0.540%, 03/01/2023 (A)		375		374
3.254%, ICE LIBOR USD 3 Month + 0.270%, 02/22/2023 (A)		575		574
2.940%, 03/21/2024		450		436
OGE Energy
0.703%, 05/26/2023		245		239
Pacific Gas and Electric
3.837%, SOFRINDX + 1.150%, 11/14/2022 (A)		415		415
3.250%, 02/16/2024		350		338
1.700%, 11/15/2023		275		263
PPL Electric Utilities
3.891%, ICE LIBOR USD 3 Month + 0.250%, 09/28/2023 (A)		875		872
3.380%, U.S. SOFR + 0.330%, 06/24/2024 (A)		465		459
Public Service Enterprise Group
0.841%, 11/08/2023		2,370		2,257
Southern California Edison
3.884%, SOFRINDX + 0.830%, 04/01/2024 (A)		960		952
Southern California Gas
3.620%, ICE LIBOR USD 3 Month + 0.350%, 09/14/2023 (A)		970		966
Tampa Electric
3.875%, 07/12/2024		325		317

				16,951

Total Corporate Obligations
(Cost $116,209) ($ Thousands)				113,405



ASSET-BACKED SECURITIES — 22.5%
Automotive — 10.9%

American Credit Acceptance Receivables Trust, Ser 2021-2, Cl B
0.680%, 05/13/2025 (B)		40		40
American Credit Acceptance Receivables Trust, Ser 2021-3, Cl B
0.660%, 02/13/2026 (B)		239		238
American Credit Acceptance Receivables Trust, Ser 2021-4, Cl A
0.450%, 09/15/2025 (B)		140		139


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
American Credit Acceptance Receivables Trust, Ser 2022-1, Cl A
0.990%, 12/15/2025 (B)	$	297	$	292
American Credit Acceptance Receivables Trust, Ser 2022-2, Cl A
2.660%, 02/13/2026 (B)		374		370
AmeriCredit Automobile Receivables Trust, Ser 2019-3, Cl C
2.320%, 07/18/2025		425		417
ARI Fleet Lease Trust, Ser 2021-A, Cl A2
0.370%, 03/15/2030 (B)		93		91
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/2031 (B)		875		855
Avid Automobile Receivables Trust, Ser 2021-1, Cl A
0.610%, 01/15/2025 (B)		41		40
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A2A
3.740%, 09/15/2025		565		559
Carmax Auto Owner Trust, Ser 2019-3, Cl C
2.600%, 06/16/2025		375		363
Carmax Auto Owner Trust, Ser 2021-1, Cl A3
0.340%, 12/15/2025		750		720
Carmax Auto Owner Trust, Ser 2021-2, Cl A3
0.520%, 02/17/2026		625		599
Carmax Auto Owner Trust, Ser 2022-2, Cl A2A
2.810%, 05/15/2025		125		123
Carmax Auto Owner Trust, Ser 2022-3, Cl A2A
3.810%, 09/15/2025		560		553
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A
0.700%, 01/10/2028		637		600
Carvana Auto Receivables Trust, Ser 2021-N2, Cl A1
0.320%, 03/10/2028		16		16
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B
0.750%, 03/10/2028		88		82
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/2028		246		234
Carvana Auto Receivables Trust, Ser 2021-P3, Cl A2
0.380%, 01/10/2025		98		97
CFMT LLC, Ser 2021-AL1, Cl B
1.390%, 09/22/2031 (B)		440		414
Chesapeake Funding II LLC, Ser 2018-3A, Cl A1
3.390%, 01/15/2031 (B)		–		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Chesapeake Funding II LLC, Ser 2019-2A, Cl A1
1.950%, 09/15/2031 (B)	$	87	$	87
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2
3.642%, ICE LIBOR USD 1 Month + 0.230%, 04/15/2033 (A)(B)		162		161
CPS Auto Receivables Trust, Ser 2021-B, Cl B
0.810%, 12/15/2025 (B)		398		394
CPS Auto Receivables Trust, Ser 2021-C, Cl B
0.840%, 07/15/2025 (B)		823		810
CPS Auto Receivables Trust, Ser 2022-A, Cl A
0.980%, 04/16/2029 (B)		686		673
Credit Acceptance Auto Loan Trust, Ser 2020-1A, Cl A
2.010%, 02/15/2029 (B)		60		60
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/2030 (B)		250		235
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (B)		251		241
Drive Auto Receivables Trust, Ser 2021-1, Cl B
0.650%, 07/15/2025		121		120
DT Auto Owner Trust, Ser 2020-1A, Cl C
2.290%, 11/17/2025 (B)		438		435
DT Auto Owner Trust, Ser 2020-3A, Cl B
0.910%, 12/16/2024 (B)		415		413
DT Auto Owner Trust, Ser 2021-1A, Cl B
0.620%, 09/15/2025 (B)		460		455
DT Auto Owner Trust, Ser 2021-2A, Cl A
0.410%, 03/17/2025 (B)		46		45
DT Auto Owner Trust, Ser 2021-2A, Cl B
0.810%, 01/15/2027 (B)		220		214
DT Auto Owner Trust, Ser 2021-3A, Cl A
0.330%, 04/15/2025 (B)		184		181
DT Auto Owner Trust, Ser 2021-4A, Cl A
0.560%, 09/15/2025 (B)		561		550
Enterprise Fleet Financing LLC, Ser 2019-2, Cl A2
2.290%, 02/20/2025 (B)		29		29
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2
0.480%, 05/20/2027 (B)		191		182
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2
4.650%, 05/21/2029 (B)		1,250		1,226


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2
4.380%, 07/20/2029 (B)	$	80	$	79
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2
0.440%, 12/21/2026 (B)		774		747
Exeter Automobile Receivables Trust, Ser 2018-3A, Cl D
4.350%, 06/17/2024 (B)		85		85
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl B
0.570%, 09/15/2025		392		388
Exeter Automobile Receivables Trust, Ser 2022-2A, Cl A2
2.190%, 11/17/2025		285		284
Exeter Automobile Receivables Trust, Ser 2022-4A, Cl A2
3.990%, 08/15/2024		180		180
Exeter Automobile Receivables Trust, Ser 2022-5A, Cl A2
5.290%, 01/15/2025		550		549
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (B)		151		142
FHF Trust, Ser 2022-1A, Cl A
4.430%, 01/18/2028 (B)		350		341
First Investors Auto Owner Trust, Ser 2021-1A, Cl A
0.450%, 03/16/2026 (B)		352		347
First Investors Auto Owner Trust, Ser 2022-1A, Cl A
2.030%, 01/15/2027 (B)		1,918		1,865
Flagship Credit Auto Trust, Ser 2020-3, Cl A
0.700%, 04/15/2025 (B)		7		7
Flagship Credit Auto Trust, Ser 2020-4, Cl A
0.530%, 04/15/2025 (B)		47		47
Flagship Credit Auto Trust, Ser 2021-1, Cl A
0.310%, 06/16/2025 (B)		71		70
Flagship Credit Auto Trust, Ser 2021-2, Cl A
0.370%, 12/15/2026 (B)		167		165
Flagship Credit Auto Trust, Ser 2021-2, Cl B
0.930%, 06/15/2027 (B)		285		269
Flagship Credit Auto Trust, Ser 2021-3, Cl A
0.360%, 07/15/2027 (B)		161		155
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A
3.190%, 07/15/2031 (B)		480		457
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A2
0.400%, 04/15/2025 (B)		41		41
Foursight Capital Automobile Receivables Trust, Ser 2021-2, Cl A3
0.810%, 05/15/2026 (B)		130		126


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Foursight Capital Automobile Receivables Trust, Ser 2022-1, Cl A2
1.150%, 09/15/2025 (B)	$	94	$	92
Foursight Capital Automobile Receivables Trust, Ser 2022-2, Cl A2
4.490%, 03/16/2026 (B)		530		523
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl B
0.820%, 04/15/2025 (B)		174		173
GLS Auto Receivables Issuer Trust, Ser 2021-2A, Cl A
0.310%, 11/15/2024 (B)		5		5
GLS Auto Receivables Issuer Trust, Ser 2021-2A, Cl B
0.770%, 09/15/2025 (B)		390		383
GLS Auto Receivables Issuer Trust, Ser 2021-3A, Cl A
0.420%, 01/15/2025 (B)		185		184
GLS Auto Receivables Issuer Trust, Ser 2022-3A, Cl A2
4.590%, 05/15/2026 (B)		190		188
Harley-Davidson Motorcycle Trust, Ser 2022-A, Cl A2A
2.450%, 05/15/2025		794		785
Hyundai Auto Lease Securitization Trust, Ser 2021-A, Cl B
0.610%, 10/15/2025 (B)		550		532
JPMorgan Chase Bank, Ser 2020-1, Cl B
0.991%, 01/25/2028 (B)		169		166
JPMorgan Chase Bank, Ser 2020-2, Cl B
0.840%, 02/25/2028 (B)		417		406
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026 (B)		363		349
LAD Auto Receivables Trust, Ser 2022-1A, Cl A
5.210%, 06/15/2027 (B)		260		255
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A
1.460%, 06/15/2026 (B)		444		427
Prestige Auto Receivables Trust, Ser 2021-1A, Cl A2
0.550%, 09/16/2024 (B)		137		136
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B
5.721%, 08/16/2032 (B)		1,076		1,070
Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl B
0.770%, 12/15/2025 (B)		175		170
Santander Drive Auto Receivables Trust, Ser 2020-2, Cl C
1.460%, 09/15/2025		41		40


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl C
1.010%, 01/15/2026	$	544	$	537
Santander Drive Auto Receivables Trust, Ser 2021-1, Cl C
0.750%, 02/17/2026		875		859
Santander Drive Auto Receivables Trust, Ser 2021-2, Cl B
0.590%, 09/15/2025		135		134
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl B
0.600%, 12/15/2025		235		232
Santander Drive Auto Receivables Trust, Ser 2021-4, Cl C
1.260%, 02/16/2027		1,900		1,810
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A2
2.760%, 03/17/2025		1,077		1,069
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A2
3.980%, 01/15/2025		260		258
Santander Retail Auto Lease Trust, Ser 2021-B, Cl A2
0.310%, 01/22/2024 (B)		91		90
Tricolor Auto Securitization Trust, Ser 2021-1A, Cl A
0.740%, 04/15/2024 (B)		38		38
Tricolor Auto Securitization Trust, Ser 2022-1A, Cl A
3.300%, 02/18/2025 (B)		172		170
UNIFY Auto Receivables Trust, Ser 2021-1A, Cl A3
0.510%, 06/16/2025 (B)		269		266
United Auto Credit Securitization Trust, Ser 2022-1, Cl A
1.110%, 07/10/2024 (B)		97		96
United Auto Credit Securitization Trust, Ser 2022-1, Cl B
2.100%, 03/10/2025 (B)		440		430
United Auto Credit Securitization Trust, Ser 2022-2, Cl A
4.390%, 04/10/2025 (B)		531		527
Westlake Automobile Receivables Trust, Ser 2019-2A, Cl E
4.020%, 04/15/2025 (B)		560		555
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl B
0.640%, 03/16/2026 (B)		400		391
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl A2A
0.320%, 04/15/2025 (B)		98		97


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Westlake Automobile Receivables Trust, Ser 2021-2A, Cl B
0.620%, 07/15/2026 (B)	$	220	$	212
World Omni Auto Receivables Trust, Ser 2021-C, Cl A3
0.440%, 08/17/2026		265		251
				33,603

Credit Card — 0.8%

Capital One Multi-Asset Execution Trust, Ser 2021-A3, Cl A3
1.040%, 11/15/2026		425		392
CARDS II Trust, Ser 2021-1A, Cl A
0.602%, 04/15/2027 (B)		900		843
Evergreen Credit Card Trust, Ser 2022-CRT1, Cl B
5.610%, 07/15/2026 (B)		500		487
Mercury Financial Credit Card Master Trust, Ser 2021-1A, Cl A
1.540%, 03/20/2026 (B)		510		482
Synchrony Card Funding LLC, Ser 2022-A1, Cl A
3.370%, 04/15/2028		335		323
				2,527

Miscellaneous Business Services — 10.8%

Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
4.266%, ICE LIBOR USD 1 Month + 0.680%, 01/25/2035 (A)		31		30
Affirm Asset Securitization Trust, Ser 2020-Z1, Cl A
3.460%, 10/15/2024 (B)		34		34
Affirm Asset Securitization Trust, Ser 2020-Z2, Cl A
1.900%, 01/15/2025 (B)		94		91
Affirm Asset Securitization Trust, Ser 2021-B, Cl A
1.030%, 08/17/2026 (B)		355		333
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025 (B)		316		306
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026 (B)		171		165
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027 (B)		421		408
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2
0.750%, 11/20/2026 (B)		237		228


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2
5.300%, 06/21/2028 (B)	$	185	$	183
Apidos CLO XII, Ser 2018-12A, Cl AR
5.159%, ICE LIBOR USD 3 Month + 1.080%, 04/15/2031 (A)(B)		600		589
Apidos CLO XV, Ser 2018-15A, Cl A1RR
5.253%, ICE LIBOR USD 3 Month + 1.010%, 04/20/2031 (A)(B)		530		520
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (B)		181		164
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2
1.230%, 05/15/2026 (B)		190		184
Avant Loans Funding Trust, Ser 2021-REV1, Cl A
1.210%, 07/15/2030 (B)		275		258
Barings CLO, Ser 2018-3A, Cl A1
5.193%, ICE LIBOR USD 3 Month + 0.950%, 07/20/2029 (A)(B)		218		213
Bayview Opportunity Master Fund IVb Trust, Ser 2017-RT6, Cl A
3.500%, 10/28/2057 (A)(B)		112		107
Benefit Street Partners CLO X, Ser 2021-10A, Cl X
4.843%, ICE LIBOR USD 3 Month + 0.600%, 04/20/2034 (A)(B)		41		41
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R
5.029%, ICE LIBOR USD 3 Month + 0.950%, 10/15/2030 (A)(B)		600		587
BHG Securitization Trust, Ser 2022-A, Cl A
1.710%, 02/20/2035 (B)		512		476
BHG Securitization Trust, Ser 2022-B, Cl A
3.750%, 06/18/2035 (B)		533		524
BHG Securitization Trust, Ser 2022-C, Cl A
5.320%, 10/17/2035 (B)		149		147
BSPRT Mortgage Trust, Ser 2022-FL8, Cl A
4.291%, SOFR30A + 1.500%, 02/15/2037 (A)(B)		425		410
Carbone CLO, Ser 2017-1A, Cl A1
5.383%, ICE LIBOR USD 3 Month + 1.140%, 01/20/2031 (A)(B)		250		245
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2
5.049%, ICE LIBOR USD 3 Month + 0.970%, 04/17/2031 (A)(B)		648		631
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
5.223%, ICE LIBOR USD 3 Month + 0.980%, 07/20/2031 (A)(B)		421		412


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CCG Receivables Trust, Ser 2021-1, Cl A2
0.300%, 06/14/2027 (B)	$	134	$	129
CIFC Funding, Ser 2017-1A, Cl ARR
5.435%, ICE LIBOR USD 3 Month + 1.110%, 01/22/2031 (A)(B)		325		318
CIFC Funding, Ser 2018-2A, Cl A1
5.283%, ICE LIBOR USD 3 Month + 1.040%, 04/20/2031 (A)(B)		300		293
CIFC Funding, Ser 2018-3A, Cl AR
5.097%, ICE LIBOR USD 3 Month + 0.870%, 04/19/2029 (A)(B)		362		353
Cloud Pass-Through Trust, Ser 2019-1A, Cl CLOU
3.554%, 12/05/2022 (A)(B)		–		–
CNH Equipment Trust, Ser 2019-A, Cl B
3.340%, 07/15/2026		825		821
CNH Equipment Trust, Ser 2019-B, Cl B
2.870%, 11/16/2026		500		495
CNH Equipment Trust, Ser 2022-B, Cl A2
3.940%, 12/15/2025		140		138
Crossroads Asset Trust, Ser 2021-A, Cl A2
0.820%, 03/20/2024 (B)		84		83
DB Master Finance LLC, Ser 2019-1A, Cl A2II
4.021%, 05/20/2049 (B)		606		553
Dell Equipment Finance Trust, Ser 2022-2, Cl A2
4.030%, 07/22/2027 (B)		355		351
Dewolf Park CLO, Ser 2021-1A, Cl AR
4.999%, ICE LIBOR USD 3 Month + 0.920%, 10/15/2030 (A)(B)		600		587
Dext ABS, Ser 2021-1, Cl A
1.120%, 02/15/2028 (B)		167		159
DLLMT LLC, Ser 2021-1A, Cl A2
0.600%, 03/20/2024 (B)		208		205
DLLST LLC, Ser 2022-1A, Cl A2
2.790%, 01/22/2024 (B)		390		385
FCI Funding LLC, Ser 2021-1A, Cl A
1.130%, 04/15/2033 (B)		80		78
Ford Credit Floorplan Master Owner Trust A, Ser 2019-2, Cl B
3.250%, 04/15/2026		400		384
FREED ABS Trust, Ser 2022-1FP, Cl A
0.940%, 03/19/2029 (B)		30		30
Goldentree Loan Management US CLO 2, Ser 2021-2A, Cl AR
5.153%, ICE LIBOR USD 3 Month + 0.910%, 11/20/2030 (A)(B)		400		390
GreatAmerica Leasing Receivables Funding LLC, Ser 2021-2, Cl A2
0.380%, 03/15/2024 (B)		291		285


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (B)	$	97	$	91
HPEFS Equipment Trust, Ser 2021-2A, Cl B
0.610%, 09/20/2028 (B)		225		214
Hpefs Equipment Trust, Ser 2022-3A, Cl A3
5.430%, 08/20/2029 (B)		355		354
HPS Loan Management, Ser 2021-19, Cl XR
4.958%, ICE LIBOR USD 3 Month + 0.600%, 01/25/2034 (A)(B)		61		61
John Deere Owner Trust, Ser 2022-B, Cl A2
3.730%, 06/16/2025		750		740
KKR CLO 11, Ser 2017-11, Cl AR
5.259%, ICE LIBOR USD 3 Month + 1.180%, 01/15/2031 (A)(B)		325		318
KKR CLO 21, Ser 2018-21, Cl A
5.079%, ICE LIBOR USD 3 Month + 1.000%, 04/15/2031 (A)(B)		465		455
Kubota Credit Owner Trust, Ser 2020-2A, Cl A3
0.590%, 10/15/2024 (B)		90		88
LCM XXIII, Ser 2020-23A, Cl A1R
5.313%, ICE LIBOR USD 3 Month + 1.070%, 10/20/2029 (A)(B)		496		485
LCM XXIV, Ser 2021-24A, Cl AR
5.223%, ICE LIBOR USD 3 Month + 0.980%, 03/20/2030 (A)(B)		525		513
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
5.278%, ICE LIBOR USD 3 Month + 1.000%, 07/21/2030 (A)(B)		496		488
Madison Park Funding XXX, Ser 2018-30A, Cl A
4.829%, ICE LIBOR USD 3 Month + 0.750%, 04/15/2029 (A)(B)		837		818
Magnetite VIII, Ser 2018-8A, Cl AR2
5.059%, ICE LIBOR USD 3 Month + 0.980%, 04/15/2031 (A)(B)		678		664
Magnetite XVI, Ser 2018-16A, Cl AR
4.994%, ICE LIBOR USD 3 Month + 0.800%, 01/18/2028 (A)(B)		474		467
Marlette Funding Trust, Ser 2021-2A, Cl A
0.510%, 09/15/2031 (B)		21		21
Marlette Funding Trust, Ser 2021-3A, Cl A
0.650%, 12/15/2031 (B)		90		88
Marlette Funding Trust, Ser 2022-1A, Cl A
1.360%, 04/15/2032 (B)		418		408
Marlette Funding Trust, Ser 2022-2A, Cl A
4.250%, 08/15/2032 (B)		118		116
Marlette Funding Trust, Ser 2022-3A, Cl A
5.180%, 11/15/2032 (B)		229		227


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
MF1, Ser 2022-FL8, Cl A
4.244%, SOFR30A + 1.350%, 02/19/2037 (A)(B)	$	400	$	384
MMAF Equipment Finance LLC, Ser 2019-A, Cl A3
2.840%, 11/13/2023 (B)		4		4
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A2
0.380%, 08/14/2023 (B)		26		26
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3
0.560%, 06/13/2028 (B)		110		102
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (B)		480		432
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (B)		561		474
Navient Student Loan Trust, Ser 2018-1A, Cl A2
3.936%, ICE LIBOR USD 1 Month + 0.350%, 03/25/2067 (A)(B)		–		–
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR
5.124%, ICE LIBOR USD 3 Month + 0.930%, 10/18/2029 (A)(B)		910		893
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR
5.114%, ICE LIBOR USD 3 Month + 0.920%, 10/18/2030 (A)(B)		600		587
NYCTL Trust, Ser 2019-A, Cl A
2.190%, 11/10/2032 (B)		32		31
NYCTL Trust, Ser 2022-A, Cl A
2.100%, 11/10/2034 (B)		588		561
OCP CLO, Ser 2018-5A, Cl A1R
5.407%, ICE LIBOR USD 3 Month + 1.080%, 04/26/2031 (A)(B)		135		132
OHA Credit Funding 10, Ser 2021-10A, Cl X
4.944%, ICE LIBOR USD 3 Month + 0.750%, 01/18/2036 (A)(B)		396		396
OZLM VII, Ser 2018-7RA, Cl A1R
5.089%, ICE LIBOR USD 3 Month + 1.010%, 07/17/2029 (A)(B)		430		424
OZLM VIII, Ser 2021-8A, Cl A1R3
5.059%, ICE LIBOR USD 3 Month + 0.980%, 10/17/2029 (A)(B)		336		329
Palmer Square Loan Funding, Ser 2021-4A, Cl A1
4.879%, ICE LIBOR USD 3 Month + 0.800%, 10/15/2029 (A)(B)		717		702
PFS Financing, Ser 2020-A, Cl A
1.270%, 06/15/2025 (B)		365		355


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
PFS Financing, Ser 2020-E, Cl A
1.000%, 10/15/2025 (B)	$	740	$	706
PFS Financing, Ser 2020-G, Cl A
0.970%, 02/15/2026 (B)		750		705
SCF Equipment Leasing LLC, Ser 2021-1A, Cl A2
0.420%, 08/20/2026 (B)		41		41
SCF Equipment Leasing LLC, Ser 2022-1A, Cl A2
2.060%, 02/22/2028 (B)		574		554
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A
5.479%, ICE LIBOR USD 3 Month + 1.400%, 04/15/2031 (A)(B)		468		463
Sierra Timeshare Receivables Funding LLC, Ser 2018-2A, Cl A
3.500%, 06/20/2035 (B)		147		144
Sierra Timeshare Receivables Funding LLC, Ser 2018-3A, Cl A
3.690%, 09/20/2035 (B)		498		490
SoFi Consumer Loan Program, Ser 2021-1, Cl A
0.490%, 09/25/2030 (B)		145		141
Structured Asset Investment Loan Trust, Ser 2005-6, Cl M2
4.366%, ICE LIBOR USD 1 Month + 0.780%, 07/25/2035 (A)		2		2
Symphony CLO XIV, Ser 2019-14A, Cl AR
4.961%, ICE LIBOR USD 3 Month + 0.950%, 07/14/2026 (A)(B)		30		30
Symphony CLO XVIII, Ser 2021-18A, Cl X
5.075%, ICE LIBOR USD 3 Month + 0.750%, 07/23/2033 (A)(B)		262		261
Symphony Static CLO I, Ser 2021-1A, Cl A
5.188%, ICE LIBOR USD 3 Month + 0.830%, 10/25/2029 (A)(B)		493		483
Upstart Securitization Trust, Ser 2020-3, Cl A
1.702%, 11/20/2030 (B)		1		1
Upstart Securitization Trust, Ser 2021-2, Cl A
0.910%, 06/20/2031 (B)		144		140
Upstart Securitization Trust, Ser 2021-4, Cl A
0.840%, 09/20/2031 (B)		258		247
Verizon Owner Trust, Ser 2020-A, Cl A1A
1.850%, 07/22/2024		–		–
Verizon Owner Trust, Ser 2020-B, Cl A
0.470%, 02/20/2025		415		408
Verizon Owner Trust, Ser 2020-B, Cl B
0.680%, 02/20/2025		220		209


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Verizon Owner Trust, Ser 2020-C, Cl A
0.410%, 04/21/2025	$	425	$	417
Vibrant CLO VI, Ser 2021-6A, Cl AR
4.477%, ICE LIBOR USD 3 Month + 0.950%, 06/20/2029 (A)(B)		260		256
Volvo Financial Equipment LLC, Ser 2020-1A, Cl A3
0.510%, 10/15/2024 (B)		251		245
Voya CLO, Ser 2018-2A, Cl A1R
5.292%, TSFR3M + 1.232%, 04/25/2031 (A)(B)		475		463
Voya CLO, Ser 2020-1A, Cl AR
5.139%, ICE LIBOR USD 3 Month + 1.060%, 04/15/2031 (A)(B)		575		562
Voya CLO, Ser 2020-2A, Cl A1RR
5.099%, ICE LIBOR USD 3 Month + 1.020%, 04/17/2030 (A)(B)		474		466
				33,205

Total Asset-Backed Securities
(Cost $71,064) ($ Thousands)				69,335


U.S. TREASURY OBLIGATIONS — 19.3%
U.S. Cash Management Bill
3.235%, 01/10/2023 (C)		1,000		993
U.S. Treasury Bill - WI Post Auction
3.132%, 01/03/2023 (C)		300		298
U.S. Treasury Bills
3.209%, 03/02/2023 (C)		1,800		1,775
3.051%, 07/13/2023 (C)		1,000		970
2.532%, 01/05/2023 (C)		1,500		1,490
1.705%, 01/26/2023 (C)(D)		6,500		6,438
1.616%, 03/23/2023 (C)		1,825		1,795
U.S. Treasury Notes
2.875%, 06/15/2025		2,000		1,923
2.500%, 05/31/2024		2,000		1,935
2.000%, 04/30/2024		3,350		3,222
0.500%, 03/15/2023		3,475		3,426
0.375%, 04/15/2024		8,475		7,967
0.250%, 06/15/2024		4,600		4,288
0.125%, 05/15/2023		13,800		13,478
0.125%, 08/15/2023		2,500		2,413
0.125%, 10/15/2023		3,915		3,750
0.125%, 12/15/2023		3,600		3,424

Total U.S. Treasury Obligations
(Cost $60,526) ($ Thousands)				59,585


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 12.1%
Agency Mortgage-Backed Obligations — 1.9%
FHLMC
3.277%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.082%, 02/01/2030(A)	$	4	$	4
FHLMC Multifamily Structured Pass-Through Certificates, Cl A
2.770%, 05/25/2025		300		284
FHLMC Multifamily Structured Pass-Through Certificates, Cl A2
3.458%, 08/25/2023(A)		1,682		1,661
2.905%, 04/25/2024		1,780		1,729
FHLMC REMIC, Ser 2013-4272, Cl YG
2.000%, 11/15/2026		89		87
FHLMC REMIC, Ser 2014-4379, Cl CB
2.250%, 04/15/2033		222		213
FHLMC REMIC, Ser 2014-4387, Cl DA
3.000%, 01/15/2032		61		60
FHLMC REMIC, Ser 2017-4721, Cl HV
3.500%, 09/15/2030		228		226
FNMA
6.000%, 01/01/2027		4		4
5.500%, 12/01/2023 to 12/01/2024		2		2
5.000%, 02/01/2023 to 03/01/2025		–		–
4.045%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.045%, 05/01/2028(A)		–		–
3.500%, 08/01/2032		306		291
3.016%, ICE LIBOR USD 6 Month + 1.837%, 09/01/2024(A)		4		4
3.000%, 10/01/2030 to 12/01/2030		560		526
2.983%, ICE LIBOR USD 6 Month + 1.774%, 09/01/2024(A)		1		1
2.465%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.215%, 01/01/2029(A)		3		3
2.249%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.120%, 11/01/2025(A)		–		–
FNMA REMIC, Ser 1993-58, Cl H
5.500%, 04/25/2023		–		–
FNMA REMIC, Ser 2001-33, Cl FA
4.036%, ICE LIBOR USD 1 Month + 0.450%, 07/25/2031(A)		3		3
FNMA REMIC, Ser 2002-64, Cl FG
3.693%, ICE LIBOR USD 1 Month + 0.250%, 10/18/2032(A)		–		1
FNMA REMIC, Ser 2012-137, Cl UE
1.750%, 09/25/2041		112		104
FNMA REMIC, Ser 2013-97, Cl KA
3.000%, 11/25/2031		21		21


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA, Ser 2014-M8, Cl A2
3.056%, 06/25/2024(A)	$	418	$	404
FNMA, Ser 2017-M13, Cl FA
3.414%, ICE LIBOR USD 1 Month + 0.400%, 10/25/2024(A)		34		34
GNMA, Ser 2015-56, Cl LB
1.500%, 04/16/2040		153		149


				5,811
Non-Agency Mortgage-Backed Obligations — 10.2%
Angel Oak Mortgage Trust LLC, Ser 2018-3, Cl A1
3.649%, 09/25/2048(A)(B)		4		4
Angel Oak Mortgage Trust LLC, Ser 2019-1, Cl A1
3.920%, 11/25/2048(A)(B)		11		11
Angel Oak Mortgage Trust LLC, Ser 2019-2, Cl A1
3.628%, 03/25/2049(A)(B)		4		4
Angel Oak Mortgage Trust LLC, Ser 2019-4, Cl A1
2.993%, 07/26/2049(A)(B)		17		17
Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1
2.466%, 12/25/2059(A)(B)		33		31
Angel Oak Mortgage Trust LLC, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(A)(B)		147		133
Angel Oak Mortgage Trust LLC, Ser 2020-3, Cl A1
1.691%, 04/25/2065(A)(B)		188		169
Angel Oak Mortgage Trust LLC, Ser 2020-4, Cl A1
1.469%, 06/25/2065(A)(B)		111		101
Angel Oak Mortgage Trust LLC, Ser 2020-R1, Cl A1
0.990%, 04/25/2053(A)(B)		95		88
Angel Oak Mortgage Trust LLC, Ser 2021-1, Cl A1
0.909%, 01/25/2066(A)(B)		278		210
Angel Oak Mortgage Trust LLC, Ser 2021-3, Cl A1
1.068%, 05/25/2066(A)(B)		255		194
Angel Oak Mortgage Trust LLC, Ser 2021-5, Cl A1
0.951%, 07/25/2066(A)(B)		447		336
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048(A)(B)		105		96
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
3.946%, 07/25/2035(A)		26		24


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
3.302%, 11/25/2035(A)	$	4	$	4
BBCMS Mortgage Trust, Ser 2017-DELC, Cl A
4.387%, ICE LIBOR USD 1 Month + 0.975%, 08/15/2036(A)(B)		320		312
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1
0.601%, 10/15/2053		397		365
Bear Stearns ARM Trust, Ser 2005-3, Cl 2A1
3.883%, 06/25/2035(A)		15		15
Bear Stearns ARM Trust, Ser 2005-6, Cl 3A1
3.650%, 08/25/2035(A)		33		30
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2
2.211%, 03/15/2053		320		292
BFLD Trust, Ser 2020-OBRK, Cl A
5.462%, ICE LIBOR USD 1 Month + 2.050%, 11/15/2028(A)(B)		325		321
BPR Trust, Ser 2021-TY, Cl A
4.462%, ICE LIBOR USD 1 Month + 1.050%, 09/15/2038(A)(B)		960		908
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1
1.449%, 05/25/2060(A)(B)		82		78
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1
0.941%, 02/25/2049(A)(B)		134		122
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(A)(B)		127		119
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1
1.699%, 04/25/2060(A)(B)		234		209
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055(A)(B)		85		81
BWAY Mortgage Trust, Ser 2015-1515, Cl A1
2.809%, 03/10/2033(B)		151		144
BX Commercial Mortgage Trust, Ser 2019-XL, Cl A
4.332%, ICE LIBOR USD 1 Month + 0.920%, 10/15/2036(A)(B)		529		518
BX Commercial Mortgage Trust, Ser 2019-XL, Cl B
4.492%, ICE LIBOR USD 1 Month + 1.080%, 10/15/2036(A)(B)		374		363
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl B
4.283%, ICE LIBOR USD 1 Month + 0.870%, 06/15/2038(A)(B)		620		586


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A
4.064%, ICE LIBOR USD 1 Month + 0.652%, 05/15/2038(A)(B)	$	345	$	327
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
4.112%, ICE LIBOR USD 1 Month + 0.700%, 09/15/2036(A)(B)		275		261
BX Trust, Ser 2021-LGCY, Cl A
3.918%, ICE LIBOR USD 1 Month + 0.506%, 10/15/2023(A)(B)		600		566
BX Trust, Ser 2022-LBA6, Cl A
4.376%, TSFR1M + 1.000%, 01/15/2039(A)(B)		375		356
BX, Ser 2021-MFM1, Cl B
4.362%, ICE LIBOR USD 1 Month + 0.950%, 01/15/2034(A)(B)		550		521
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		540		512
CFMT LLC, Ser 2022-EBO2, Cl A
3.169%, 07/25/2054(A)(B)		115		112
Chase Mortgage Finance, Ser 2021-CL1, Cl M1
4.197%, SOFR30A + 1.200%, 02/25/2050(A)(B)		268		226
CIM Trust, Ser 2017-7, Cl A
3.000%, 04/25/2057(A)(B)		12		12
Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB
3.470%, 09/15/2048		327		317
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB
3.127%, 04/15/2049		510		489
Citigroup Commercial Mortgage Trust, Ser 2019-SMRT, Cl A
4.149%, 01/10/2036(B)		275		267
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
3.545%, 09/25/2034(A)		7		6
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1
3.052%, 03/25/2036(A)		38		29
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1
3.182%, 02/25/2058(A)(B)		115		110
CML Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1
4.126%, ICE LIBOR USD 1 Month + 0.540%, 02/25/2035(A)		7		6
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064(A)(B)		150		120


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065(A)(B)	$	100	$	89
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065(A)(B)		47		44
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1
0.910%, 06/25/2066(A)(B)		202		158
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(A)(B)		271		213
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054(B)		90		78
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(A)(B)		498		392
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1
1.110%, 10/25/2066(A)(B)		459		364
COMM Mortgage Trust, Ser 2014-CR18, Cl ASB
3.452%, 07/15/2047		243		241
COMM Mortgage Trust, Ser 2014-UBS5, Cl A2
3.031%, 09/10/2047		10		10
COMM Mortgage Trust, Ser 2015-CR23, Cl A2
2.852%, 05/10/2048		185		185
CSMC Trust, Ser 2019-AFC1, Cl A1
2.573%, 07/25/2049(B)(E)		341		313
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056(A)(B)		219		178
CSMC Trust, Ser 2021-NQM3, Cl A1
1.015%, 04/25/2066(A)(B)		359		283
CSMC Trust, Ser 2021-NQM4, Cl A1
1.101%, 05/25/2066(A)(B)		395		308
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065(A)(B)		69		62
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1
0.899%, 04/25/2066(A)(B)		88		73
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1
2.739%, 11/25/2059(A)(B)		25		23
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065(A)(B)		48		42
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066(A)(B)		53		41


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(B)	$	146	$	113
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A
4.114%, ICE LIBOR USD 1 Month + 0.701%, 11/15/2038(A)(B)		530		502
Extended Stay America Trust, Ser 2021-ESH, Cl B
4.793%, ICE LIBOR USD 1 Month + 1.380%, 07/15/2038(A)(B)		244		232
FNMA Connecticut Avenue Securities, Ser 2014-C04, Cl 2M2
8.586%, ICE LIBOR USD 1 Month + 5.000%, 11/25/2024(A)		110		111
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
9.486%, ICE LIBOR USD 1 Month + 5.900%, 10/25/2028(A)		274		285
FREMF Mortgage Trust, Ser 2013-K28, Cl B
3.462%, 06/25/2046(A)(B)		200		197
FREMF Mortgage Trust, Ser 2013-K32, Cl B
3.531%, 10/25/2046(A)(B)		655		645
FREMF Mortgage Trust, Ser 2013-K33, Cl B
3.495%, 08/25/2046(A)(B)		1,100		1,080
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065(B)(E)		65		58
GCAT Trust, Ser 2021-CM1, Cl A
1.469%, 04/25/2065(A)(B)		291		274
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066(A)(B)		128		107
GCAT Trust, Ser 2021-NQM3, Cl A1
1.091%, 05/25/2066(A)(B)		233		187
GCAT Trust, Ser 2021-NQM5, Cl A1
1.262%, 07/25/2066(A)(B)		705		525
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.173%, 11/19/2035(A)		65		55
GS Mortgage Securities Trust, Cl A
4.107%, TSFR1M + 0.731%, 08/15/2036(A)(B)		45		44
GS Mortgage Securities Trust, Ser 2015-GS1, Cl AAB
3.553%, 11/10/2048		84		81
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB
2.777%, 10/10/2049		204		194
GS Mortgage Securities Trust, Ser 2019-SL1, Cl A1
2.625%, 01/25/2059(A)(B)		38		37


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
3.157%, 07/25/2035(A)	$	81	$	47
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
2.984%, 05/25/2037(A)		58		33
Impac CMB Trust, Ser 2004-9, Cl 1A1
4.346%, ICE LIBOR USD 1 Month + 0.760%, 01/25/2035(A)		12		11
Impac CMB Trust, Ser 2005-2, Cl 1A1
4.106%, ICE LIBOR USD 1 Month + 0.520%, 04/25/2035(A)		16		15
Impac CMB Trust, Ser 2005-3, Cl A1
4.066%, ICE LIBOR USD 1 Month + 0.480%, 08/25/2035(A)		17		15
Impac CMB Trust, Ser 2005-5, Cl A1
4.226%, ICE LIBOR USD 1 Month + 0.320%, 08/25/2035(A)		12		11
Impac CMB Trust, Ser 2005-8, Cl 1A
4.106%, ICE LIBOR USD 1 Month + 0.520%, 02/25/2036(A)		37		34
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1
1.071%, 06/25/2056(A)(B)		325		264
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1
1.073%, 09/25/2056(A)(B)		229		171
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1
1.595%, 11/25/2056(A)(B)		232		180
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C26, Cl ASB
3.288%, 01/15/2048		245		238
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB
3.540%, 08/15/2048		112		108
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C32, Cl A2
2.816%, 11/15/2048		67		67
JPMorgan Chase Bank, Ser 2021-CL1, Cl M1
4.297%, SOFR30A + 1.300%, 03/25/2051(A)(B)		417		376
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
3.961%, 08/25/2035(A)		15		13
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
3.346%, 05/25/2037(A)		33		28
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1
2.792%, 10/25/2029(A)(B)		115		107


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
4.336%, ICE LIBOR USD 1 Month + 0.750%, 04/25/2046(A)(B)	$	107	$	103
KNDL Mortgage Trust, Ser 2019-KNSQ, Cl A
4.212%, ICE LIBOR USD 1 Month + 0.800%, 05/15/2036(A)(B)		190		186
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(B)		449		445
LSTAR Securities Investment, Ser 2019-4, Cl A1
7.268%, ICE LIBOR USD 1 Month + 3.500%, 05/01/2024(A)(B)		191		185
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-3, Cl 2A1
3.509%, 06/25/2037(A)		41		26
Metlife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055(A)(B)		65		62
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065(A)(B)		62		59
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065(A)(B)		78		71
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056(A)(B)		154		134
MFA Trust, Ser 2021-NQM1, Cl A1
1.153%, 04/25/2065(A)(B)		165		142
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(A)(B)		197		148
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B
4.513%, ICE LIBOR USD 1 Month + 1.101%, 04/15/2038(A)(B)		1,670		1,584
MHP, Ser 2021-STOR, Cl A
4.112%, ICE LIBOR USD 1 Month + 0.700%, 07/15/2038(A)(B)		155		147
MHP, Ser 2022-MHIL, Cl A
4.190%, TSFR1M + 0.815%, 01/15/2027(A)(B)		199		188
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061(A)(B)		82		80
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1
3.250%, 05/25/2062(A)(B)		52		50
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B
3.477%, 04/25/2066(A)(B)		350		330
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(A)(B)		152		140


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C19, Cl ASB
3.326%, 12/15/2047	$	81	$	79
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C21, Cl ASB
3.150%, 03/15/2048		151		147
Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2
3.228%, 06/15/2052		800		766
MortgageIT Trust, Ser 2005-5, Cl A1
4.106%, ICE LIBOR USD 1 Month + 0.520%, 12/25/2035(A)		34		32
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057(A)(B)		102		96
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057(A)(B)		241		224
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1
3.939%, 09/25/2057(A)(B)		115		108
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(B)		35		31
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060(A)(B)		67		60
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1
0.941%, 10/25/2058(A)(B)		93		87
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(B)		372		298
OBX Trust, Ser 2018-1, Cl A2
4.236%, ICE LIBOR USD 1 Month + 0.650%, 06/25/2057(A)(B)		17		16
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(B)		300		231
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1
1.957%, 10/25/2061(A)(B)		509		395
Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C
3.125%, ICE LIBOR USD 3 Month + 0.220%, 11/15/2038(A)(B)		58		54
PRPM LLC, Ser 2021-RPL1, Cl A1
1.319%, 07/25/2051(B)(E)		122		108
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1
2.376%, 01/26/2060(A)(B)		45		42
RFMSI Trust, Ser 2007-SA3, Cl 2A1
4.560%, 07/27/2037(A)		46		36


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
4.029%, ICE LIBOR USD 1 Month + 0.540%, 01/20/2035(A)	$	6	$	6
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048(A)(B)		9		9
SG Residential Mortgage Trust, Ser 2021-1, Cl A1
1.160%, 07/25/2061(A)(B)		449		351
SREIT Trust, Ser 2021-MFP, Cl B
4.492%, ICE LIBOR USD 1 Month + 1.080%, 11/15/2038(A)(B)		475		448
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(A)(B)		146		135
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(A)(B)		16		15
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(A)(B)		39		37
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1
0.943%, 05/25/2065(A)(B)		65		60
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1
1.127%, 06/25/2056(A)(B)		268		214
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056(A)(B)		133		130
Towd Point Mortgage Trust, Ser 2017-2, Cl A1
2.750%, 04/25/2057(A)(B)		130		128
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057(A)(B)		162		153
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
3.434%, ICE LIBOR USD 1 Month + 0.600%, 02/25/2057(A)(B)		136		134
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057(A)(B)		65		62
Towd Point Mortgage Trust, Ser 2018-1, Cl A1
3.000%, 01/25/2058(A)(B)		42		40
Towd Point Mortgage Trust, Ser 2019-HY3, Cl A1A
4.586%, ICE LIBOR USD 1 Month + 1.000%, 10/25/2059(A)(B)		385		378
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1
2.250%, 07/25/2068(A)(B)		477		445


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2022-EBO1, Cl A
2.161%, 01/25/2052(A)(B)	$	262	$	256
TRK Trust, Ser 2021-INV1, Cl A1
1.153%, 07/25/2056(A)(B)		217		180
TTAN, Ser 2021-MHC, Cl B
4.513%, ICE LIBOR USD 1 Month + 1.100%, 03/15/2038(A)(B)		272		256
Verus Securitization Trust, Ser 2019-4, Cl A1
2.642%, 11/25/2059(B)(E)		39		37
Verus Securitization Trust, Ser 2019-INV3, Cl A1
2.692%, 11/25/2059(A)(B)		64		61
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060(B)(E)		27		26
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065(B)(E)		85		79
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066(A)(B)		255		198
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(A)(B)		128		99
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(A)(B)		157		126
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(A)(B)		235		212
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064(A)(B)		226		206
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(A)(B)		124		113
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
3.092%, 03/25/2036(A)		50		45
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2
3.020%, 07/15/2058		222		215
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB
3.324%, 01/15/2059		163		158


				31,566
Total Mortgage-Backed Securities
(Cost $40,968) ($ Thousands)				37,377


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 3.9%
California — 0.7%
Golden State, Tobacco Securitization, RB
0.672%, 06/01/2023	$	985	$	959
Los Angeles Community College District, Ser C-2, GO
3.800%, 02/01/2023		1,190		1,188

				2,147

Connecticut — 0.2%
Connecticut State, Ser A, GO
2.000%, 07/01/2023		510		501


District of Columbia — 0.1%
District of Columbia Water & Sewer Authority, Sub-Ser D-SUBORDINATE, RB
1.672%, 10/01/2023		320		311


Illinois — 0.0%
Chicago, Transit Authority, Sales Tax Receipts Fund, Ser B, RB
1.708%, 12/01/2022		135		135


Massachusetts — 0.2%
Massachusetts State, School Building Authority, Sub-Ser B, RB
2.078%, 10/15/2023		765		745


New York — 2.2%
City of New York New York, Ser D-2, GO
1.150%, 03/01/2023		1,055		1,044
New York City Housing Development, RB
2.324%, 01/01/2023		1,130		1,126
New York City Transitional Finance Authority Building Aid Revenue, Sub-Ser S-1B, RB
0.380%, 07/15/2023		2,200		2,132
New York State, Dormitory Authority, RB
0.267%, 03/15/2023		590		580
Port Authority of New York & New Jersey, Ser AAA, RB
1.086%, 07/01/2023		1,830		1,785

				6,667

South Carolina — 0.3%
South Carolina State, Public Service Authority, Ser E, RB
3.722%, 12/01/2023		1,100		1,085


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Virginia — 0.2%
Virginia College Building Authority, RB
2.660%, 02/01/2023	$	525	$	522



Total Municipal Bonds
(Cost $12,330) ($ Thousands)				12,113



U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.3%
FHLMC
4.050%, 07/21/2025		1,680		1,650
4.050%, 08/28/2025		860		841
4.000%, 12/30/2024		950		933
4.000%, 02/28/2025		1,700		1,674
2.940%, 11/24/2023		535		524
2.250%, 03/25/2025		1,775		1,674
FHLMC MTN
5.080%, 10/25/2024		1,350		1,349
FNMA
3.875%, 08/28/2024		1,700		1,678



Total U.S. Government Agency Obligations
(Cost $10,546) ($ Thousands)				10,323



COMMERCIAL PAPER — 1.3%
Mid-America Apartments
3.570%, 11/01/2022 (B)(C)		1,540		1,540
S&P Global
3.650%, 11/01/2022 (B)(C)		2,350		2,350



Total Commercial Paper
(Cost $3,890) ($ Thousands)				3,890



REPURCHASE AGREEMENT — 0.6%
BNP Paribas
3.030%, dated 10/31/2022 to be repurchased on 11/01/2022, repurchase price $1,900,160 (collateralized by U.S. Government obligations, ranging in par value $400 - $935,200, 1.375% - 4.500%, 05/31/2024 – 10/01/2052; with total market value $1,938,072) (F)		1,900		1,900
Total Repurchase Agreement
(Cost $1,900) ($ Thousands)				1,900


Total Investments in Securities — 99.7%
(Cost $317,433) ($ Thousands)			$	307,928

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

	Percentages are based on Net Assets of $308,729 ($ Thousands).
(A)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(B)	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration normally to qualified institutions. On October 31, 2022, the value of these securities amounted to $112,905 ($ Thousands), representing 36.6% of the Net Assets of the Fund.
(C)	Interest rate represents 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)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(F)	Tri-Party Repurchase Agreement.

The following is a summary of the level of inputs used as of October 31, 2022, 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

–

113,405

–

113,405

Asset-Backed Securities

–

69,335

–

69,335

U.S. Treasury Obligations

–

59,585

–

59,585

Mortgage-Backed Securities

–

37,377

–

37,377

Municipal Bonds

–

12,113

–

12,113

U.S. Government Agency Obligations

–

10,323

–

10,323

Commercial Paper

–

3,890

–

3,890

Repurchase Agreement

–

1,900

–

1,900

Total Investments in Securities

–

307,928

–

307,928

Other Financial Instruments

Level 1
($)

Level 2
($)

Level 3
($)

Total
($)

Futures Contracts*

Unrealized Appreciation

127

–

127

Unrealized Depreciation

(100

)

–

(100

)

Total Other Financial Instruments

–

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

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

See “Glossary” for abbreviations.

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 — 54.8%
U.S. Treasury Notes
2.875%, 06/15/2025	$	21,125	$	20,306
2.750%, 05/15/2025		42,300		40,565
2.625%, 06/30/2023		35,397		34,979
2.500%, 04/30/2024		6,240		6,048
2.500%, 05/31/2024		30,875		29,875
1.750%, 05/15/2023 (A)		76,575		75,453
1.000%, 12/15/2024		59,075		54,963
0.250%, 05/15/2024		53,025		49,591
0.250%, 06/15/2024		51,925		48,402

Total U.S. Treasury Obligations
(Cost $375,157) ($ Thousands)				360,182



MORTGAGE-BACKED SECURITIES — 48.4%
Agency Mortgage-Backed Obligations — 45.0%
FHLMC
4.500%, 11/01/2022 to 12/01/2039		1,309		1,276
4.188%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.246%, 07/01/2024(B)		2		2
4.000%, 01/01/2033		4,200		4,060
3.500%, 01/01/2029 to 05/01/2035		17,762		17,057
3.348%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.236%, 04/01/2029(B)		2		2
3.316%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.111%, 12/01/2023(B)		25		24
3.278%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.269%, 06/01/2024(B)		–		–
3.000%, 11/01/2036 to 12/01/2046		6,972		6,190
2.852%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.364%, 06/01/2024(B)		1		1
2.500%, 02/01/2032		964		897
2.468%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.122%, 12/01/2023(B)		3		3
2.379%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.199%, 05/01/2024(B)		2		2
1.500%, 09/01/2041		594		470
FHLMC Multifamily Structured Pass-Through Certificates, Cl X1, IO
1.591%, 01/25/2030(B)		12,386		1,091
0.779%, 03/25/2028(B)		7,591		219
0.748%, 06/25/2027(B)		17,902		494
0.638%, 10/25/2026(B)		23,497		454
0.584%, 01/25/2031(B)		13,583		490


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
0.517%, 03/25/2031(B)	$	10,174	$	330
FHLMC Multifamily Structured Pass-Through Certificates, Cl A
3.643%, ICE LIBOR USD 1 Month + 0.500%, 10/25/2026(B)		3,999		3,964
3.633%, ICE LIBOR USD 1 Month + 0.490%, 02/25/2026(B)		2,905		2,882
3.623%, ICE LIBOR USD 1 Month + 0.480%, 04/25/2026(B)		4,029		4,001
3.493%, ICE LIBOR USD 1 Month + 0.350%, 08/25/2024(B)		621		619
FHLMC Multifamily Structured Pass-Through Certificates, Cl A1
2.598%, 01/25/2025		4,436		4,309
FHLMC REMIC, Ser 2003-2571, Cl FY
4.162%, ICE LIBOR USD 1 Month + 0.750%, 12/15/2032(B)		2,124		2,122
FHLMC REMIC, Ser 2006-3148, Cl CF
3.812%, ICE LIBOR USD 1 Month + 0.400%, 02/15/2034(B)		86		85
FHLMC REMIC, Ser 2006-3153, Cl FX
3.762%, ICE LIBOR USD 1 Month + 0.350%, 05/15/2036(B)		63		62
FHLMC REMIC, Ser 2006-3174, Cl FA
3.712%, ICE LIBOR USD 1 Month + 0.300%, 04/15/2036(B)		1,224		1,198
FHLMC REMIC, Ser 2006-3219, Cl EF
3.812%, ICE LIBOR USD 1 Month + 0.400%, 04/15/2032(B)		1,886		1,859
FHLMC REMIC, Ser 2007-3339, Cl HF
3.932%, ICE LIBOR USD 1 Month + 0.520%, 07/15/2037(B)		1,831		1,808
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/2040		679		655
FHLMC REMIC, Ser 2011-3788, Cl FA
3.942%, ICE LIBOR USD 1 Month + 0.530%, 01/15/2041(B)		2,587		2,555
FHLMC REMIC, Ser 2011-3795, Cl EB
2.500%, 10/15/2039		6		5
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		156		7
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		193		8
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		259		5
FHLMC REMIC, Ser 2012-4083, Cl DI, IO
4.000%, 07/15/2027		124		6
FHLMC REMIC, Ser 2012-4114, Cl MB
3.000%, 10/15/2032		3,000		2,737
FHLMC REMIC, Ser 2012-4117, Cl P
1.250%, 07/15/2042		1,555		1,352


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2012-4142, Cl PT
1.250%, 12/15/2027	$	1,309	$	1,220
FHLMC REMIC, Ser 2012-4146, Cl AB
1.125%, 12/15/2027		1,424		1,325
FHLMC REMIC, Ser 2013-4170, Cl QI, IO
3.000%, 05/15/2032		361		12
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		354		15
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		230		10
FHLMC REMIC, Ser 2013-4178, Cl BI, IO
3.000%, 03/15/2033		393		37
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		218		10
FHLMC REMIC, Ser 2013-4195, Cl AI, IO
3.000%, 04/15/2028		610		34
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		344		16
FHLMC REMIC, Ser 2013-4220, Cl IE, IO
4.000%, 06/15/2028		195		9
FHLMC REMIC, Ser 2013-4223, Cl AL
3.000%, 08/15/2042		1,021		955
FHLMC REMIC, Ser 2013-4247, Cl LA
3.000%, 03/15/2043		2,094		1,859
FHLMC REMIC, Ser 2014-4340, Cl MI, IO
4.500%, 02/15/2027		1,067		52
FHLMC REMIC, Ser 2014-4419, Cl CW
2.500%, 10/15/2037		2,768		2,631
FHLMC REMIC, Ser 2015-4471, Cl GA
3.000%, 02/15/2044		1,182		1,091
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		487		44
FHLMC REMIC, Ser 2016-4620, Cl IO, IO
5.000%, 09/15/2033		573		94
FHLMC REMIC, Ser 2017-4650, Cl LP
3.000%, 09/15/2045		526		485
FHLMC REMIC, Ser 2017-4709, Cl AB
3.000%, 08/15/2047		682		621
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		701		152
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		2,231		348
FHLMC REMIC, Ser 2020-5018, Cl LW
1.000%, 10/25/2040		1,461		1,147
FHLMC REMIC, Ser 2020-5048, Cl A
1.000%, 06/15/2044		4,337		3,923
FHLMC REMIC, Ser 2021-5170, Cl DP
2.000%, 07/25/2050		2,630		2,201
FHLMC Structured Pass-Through Certificates, Ser 2002-42, Cl A5
7.500%, 02/25/2042		197		200


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC, Ser 2013-303, Cl C2, IO
3.500%, 01/15/2028	$	812	$	43
FHLMC, Ser 2013-303, Cl C16, IO
3.500%, 01/15/2043		1,889		306
FHLMC, Ser 2022-386, Cl C14, IO
2.500%, 03/15/2052		4,424		658
FNMA
7.000%, 06/01/2037		2		2
6.500%, 05/01/2026 to 01/01/2036		54		56
6.000%, 02/01/2023 to 09/01/2024		26		26
5.500%, 01/01/2024 to 06/01/2038		123		127
4.500%, 04/01/2026 to 08/01/2044		3,813		3,707
4.045%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.045%, 05/01/2028(B)		1		1
4.000%, 05/01/2026 to 04/01/2042		3,877		3,744
3.850%, 01/01/2024		519		511
3.534%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 2.248%, 08/01/2029(B)		51		51
3.493%, ICE LIBOR USD 1 Month + 0.350%, 01/01/2023(B)		626		624
3.016%, ICE LIBOR USD 6 Month + 1.837%, 09/01/2024(B)		35		35
2.960%, 01/01/2027		1,165		1,087
2.543%, ICE LIBOR USD 6 Month + 1.599%, 08/01/2027(B)		13		13
2.050%, 11/01/2023		1,167		1,130
2.022%, US Treas Yield Curve Rate T Note Const Mat 1 Yr + 1.520%, 12/01/2029(B)		9		9
FNMA Interest, Ser 2009-397, Cl 6
2.000%, 09/25/2039		845		743
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		382		15
FNMA Interest, Ser 2013-418, Cl C16, IO
4.500%, 08/25/2043		2,124		414
FNMA REMIC, Ser 1993-32, Cl H
6.000%, 03/25/2023		–		–
FNMA REMIC, Ser 1993-5, Cl Z
6.500%, 02/25/2023		–		–
FNMA REMIC, Ser 1994-77, Cl FB
5.086%, ICE LIBOR USD 1 Month + 1.500%, 04/25/2024(B)		–		–
FNMA REMIC, Ser 2002-53, Cl FK
3.986%, ICE LIBOR USD 1 Month + 0.400%, 04/25/2032(B)		42		41
FNMA REMIC, Ser 2006-76, Cl QF
3.986%, ICE LIBOR USD 1 Month + 0.400%, 08/25/2036(B)		213		210


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2006-79, Cl DF
3.936%, ICE LIBOR USD 1 Month + 0.350%, 08/25/2036(B)	$	165	$	162
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/2037		208		209
FNMA REMIC, Ser 2007-64, Cl FB
3.956%, ICE LIBOR USD 1 Month + 0.370%, 07/25/2037(B)		1,202		1,181
FNMA REMIC, Ser 2008-16, Cl FA
4.286%, ICE LIBOR USD 1 Month + 0.700%, 03/25/2038(B)		563		560
FNMA REMIC, Ser 2009-110, Cl FD
4.336%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2040(B)		2,598		2,593
FNMA REMIC, Ser 2009-112, Cl FM
4.336%, ICE LIBOR USD 1 Month + 0.750%, 01/25/2040(B)		1,680		1,677
FNMA REMIC, Ser 2009-82, Cl FD
4.436%, ICE LIBOR USD 1 Month + 0.850%, 10/25/2039(B)		2,202		2,203
FNMA REMIC, Ser 2009-82, Cl FC
4.506%, ICE LIBOR USD 1 Month + 0.920%, 10/25/2039(B)		1,975		1,982
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/2040		596		576
FNMA REMIC, Ser 2010-56, Cl AF
3.634%, ICE LIBOR USD 1 Month + 0.550%, 06/25/2040(B)		1,651		1,627
FNMA REMIC, Ser 2012-103, Cl HB
1.500%, 09/25/2027		1,583		1,481
FNMA REMIC, Ser 2012-111, Cl NI, IO
3.500%, 10/25/2027		521		32
FNMA REMIC, Ser 2012-140, Cl PA
2.000%, 12/25/2042		2,794		2,359
FNMA REMIC, Ser 2012-27, Cl PI, IO
4.500%, 02/25/2042		1,757		169
FNMA REMIC, Ser 2012-43, Cl AI, IO
3.500%, 04/25/2027		2,268		120
FNMA REMIC, Ser 2012-47, Cl QI, IO
5.529%, 05/25/2042(B)		57		6
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		305		16
FNMA REMIC, Ser 2012-70, Cl IW, IO
3.000%, 02/25/2027		495		15
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		281		14
FNMA REMIC, Ser 2012-97, Cl JI, IO
3.000%, 07/25/2027		701		29
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		1,140		146
FNMA REMIC, Ser 2013-10, Cl YA
1.250%, 02/25/2028		2,095		1,946


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2013-12, Cl P
1.750%, 11/25/2041	$	439	$	415
FNMA REMIC, Ser 2013-121, Cl FA
3.986%, ICE LIBOR USD 1 Month + 0.400%, 12/25/2043(B)		12,234		12,023
FNMA REMIC, Ser 2013-130, Cl FQ
3.786%, ICE LIBOR USD 1 Month + 0.200%, 06/25/2041(B)		2,189		2,151
FNMA REMIC, Ser 2013-4, Cl CB
1.250%, 02/25/2028		2,260		2,094
FNMA REMIC, Ser 2013-4, Cl JB
1.250%, 02/25/2028		1,304		1,209
FNMA REMIC, Ser 2013-41, Cl A
1.750%, 05/25/2040		37		37
FNMA REMIC, Ser 2013-9, Cl PT
1.250%, 02/25/2028		1,134		1,051
FNMA REMIC, Ser 2013-98, Cl ZA
4.500%, 09/25/2043		6,836		6,513
FNMA REMIC, Ser 2014-50, Cl SC, IO
0.000%, 08/25/2044(B)(C)		1,130		51
FNMA REMIC, Ser 2015-21, Cl WI, IO
0.142%, 04/25/2055(B)		986		32
FNMA REMIC, Ser 2015-41, Cl AG
3.000%, 09/25/2034		735		701
FNMA REMIC, Ser 2015-42, Cl AI, IO
0.330%, 06/25/2055(B)		1,123		46
FNMA REMIC, Ser 2015-5, Cl CP
3.000%, 06/25/2043		1,062		993
FNMA REMIC, Ser 2015-68, Cl HI, IO
3.500%, 09/25/2035		447		47
FNMA REMIC, Ser 2015-68, Cl JI, IO
3.500%, 08/25/2030		185		13
FNMA REMIC, Ser 2015-75, Cl DB
3.000%, 08/25/2035		1,729		1,612
FNMA REMIC, Ser 2016-25, Cl A
3.000%, 11/25/2042		220		216
FNMA REMIC, Ser 2016-3, Cl IN, IO
6.000%, 02/25/2046		2,689		521
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		269		12
FNMA REMIC, Ser 2016-42, Cl DA
3.000%, 07/25/2045		469		431
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		471		84
FNMA REMIC, Ser 2017-15, Cl BC
3.250%, 11/25/2043		1,996		1,876
FNMA REMIC, Ser 2017-47, Cl AB
2.500%, 10/25/2041		1,915		1,870
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		2,065		390
FNMA REMIC, Ser 2018-12, Cl PK
3.000%, 03/25/2046		11,330		10,698


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057	$	2,578	$	2,391
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039		3,730		370
FNMA REMIC, Ser 2020-26, Cl AI, IO
3.000%, 04/25/2033		2,755		197
FNMA REMIC, Ser 2020-35, Cl AI, IO
3.000%, 06/25/2050		4,320		659
FNMA REMIC, Ser 2020-4, Cl AP
2.500%, 02/25/2050		1,714		1,475
FNMA REMIC, Ser 2020-74, Cl HI, IO
5.500%, 10/25/2050		3,326		712
FNMA REMIC, Ser 2020-85, Cl PI, IO
3.000%, 12/25/2050		4,340		681
FNMA REMIC, Ser 2021-3, Cl NI, IO
2.500%, 02/25/2051		4,962		693
FNMA REMIC, Ser 2022-22, Cl QH
4.500%, 05/25/2052		6,607		6,366
FNMA TBA
4.500% - 5.500%, 11/01/2037 - 12/15/2052		36,457		35,148
2.000% - 3.500%, 09/01/2027 - 11/15/2052		21,885		24,688
FNMA, Ser 2014-M8, Cl A2
3.056%, 06/25/2024(B)		29,826		28,880
FNMA, Ser 2017-M13, Cl FA
3.414%, ICE LIBOR USD 1 Month + 0.400%, 10/25/2024(B)		270		268
FNMA, Ser 2018- M12, Cl FA
3.414%, ICE LIBOR USD 1 Month + 0.400%, 08/25/2025(B)		220		218
FNMA, Ser 2019-M21, Cl X1, IO
1.390%, 05/25/2029(B)		12,750		715
GNMA
6.500%, 12/15/2037 to 02/20/2039		97		101
6.000%, 02/15/2029 to 06/15/2041		468		489
5.500%, 10/15/2034 to 02/15/2041		995		1,046
5.000%, 09/15/2039 to 04/15/2041		546		548
4.000%, 07/15/2041 to 08/15/2041		57		53
3.500%, 06/20/2046		1,914		1,745
GNMA, Ser 2003-86, Cl ZD
5.500%, 10/20/2033		2,148		2,170
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		1,382		309
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		654		143
GNMA, Ser 2010-68, Cl WA
3.000%, 12/16/2039		1,086		1,041
GNMA, Ser 2011-131, Cl PC
3.500%, 12/20/2040		21		21
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		1,957		299


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2012-36, Cl AB
3.000%, 10/20/2040	$	331	$	321
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		238		11
GNMA, Ser 2012-84, Cl TE
1.500%, 03/20/2042		1,573		1,417
GNMA, Ser 2013-129, Cl AF
3.889%, ICE LIBOR USD 1 Month + 0.400%, 10/20/2039(B)		3,312		3,279
GNMA, Ser 2013-166, Cl DA
3.500%, 06/20/2040		357		345
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		373		48
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		366		70
GNMA, Ser 2013-51, Cl IB, IO
3.500%, 03/20/2027		336		17
GNMA, Ser 2014-4, Cl BI, IO
4.000%, 01/20/2044		156		29
GNMA, Ser 2014-55, Cl LB
2.500%, 10/20/2040		197		186
GNMA, Ser 2014-56, Cl BP
2.500%, 12/16/2039		1,010		912
GNMA, Ser 2015-119, Cl ND
2.500%, 12/20/2044		1,887		1,730
GNMA, Ser 2015-126, Cl HI, IO
4.000%, 12/16/2026		78		3
GNMA, Ser 2015-126, Cl GI, IO
3.500%, 02/16/2027		133		6
GNMA, Ser 2015-132, Cl EI, IO
6.000%, 09/20/2045		1,061		231
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		824		109
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		128		20
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		318		8
GNMA, Ser 2015-40, Cl PA
2.000%, 04/20/2044		1,107		1,045
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		616		117
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		323		16
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		1,039		189
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		830		49
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		978		198
GNMA, Ser 2016-49, Cl PI, IO
4.500%, 11/16/2045		1,360		246


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029	$	1,248	$	52
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		1,094		171
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		236		48
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		297		64
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		1,048		185
GNMA, Ser 2017-26, Cl IB, IO
5.500%, 02/20/2047		658		120
GNMA, Ser 2017-26, Cl KI, IO
6.000%, 09/20/2040		1,248		244
GNMA, Ser 2017-95, Cl PG
2.500%, 12/20/2045		602		549
GNMA, Ser 2018-127, Cl PB
3.000%, 09/20/2047		1,747		1,620
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		2,802		553
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		1,670		238
GNMA, Ser 2019-5, Cl JI, IO
5.000%, 07/16/2044		2,777		479
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		2,192		449
GNMA, Ser 2020-47, Cl AC
1.500%, 04/16/2050		4,400		3,469
GNMA, Ser 2022-76, Cl GA
4.000%, 03/20/2052		6,509		6,208


				296,011
Non-Agency Mortgage-Backed Obligations — 3.4%
Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl MA
3.000%, 05/25/2057		4,193		3,898
Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl MA
3.500%, 08/25/2057(B)		2,378		2,256
Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA
3.000%, 02/25/2059		5,540		5,135
Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA
2.000%, 11/25/2059		743		666
Seasoned Credit Risk Transfer Trust, Ser 2021-2, Cl TT
2.000%, 11/25/2060		10,112		9,055


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Seasoned Credit Risk Transfer Trust, Ser 2021-3, Cl TT
2.000%, 03/25/2061	$	1,680	$	1,498


				22,508
Total Mortgage-Backed Securities
(Cost $337,865) ($ Thousands)				318,519



REPURCHASE AGREEMENTS — 2.2%
BNP Paribas
3.030%, dated 10/31/2022 to be repurchased on 11/01/2022, repurchase price $2,900,244 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $1,527,106, 1.500% - 5.500%, 07/20/2032 – 09/01/2052; with total market value $2,958,00) (D)		2,900		2,900
Deutsche Bank
3.000%, dated 10/31/2022 to be repurchased on 11/01/2022, repurchase price $11,800,983 (collateralized by a U.S. Government obligation, par value $17,447,084, 2.500%, 02/01/2051; with total market value $12,036,000) (D)		11,800		11,800

Total Repurchase Agreements
(Cost $14,700) ($ Thousands)				14,700


Total Investments in Securities — 105.4%
(Cost $727,722) ($ Thousands)			$	693,401

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

	Percentages are based on Net Assets of $657,753 ($ Thousands).
(A)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.
(B)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(C)	No interest rate available.
(D)	Tri-Party Repurchase Agreement.

The following is a summary of the level of inputs used as of October 31, 2022, 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

–

360,182

–

360,182

Mortgage-Backed Securities

–

318,519

–

318,519

Repurchase Agreements

–

14,700

–

14,700

Total Investments in Securities

–

693,401

–

693,401

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		1,066			–		–		1,066
Unrealized Depreciation		(2,587	)		–		–		(2,587	)
Total Other Financial Instruments		(1,521	)		–		–		(1,521	)

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

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

See “Glossary” for abbreviations.

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 — 98.5%
Agency Mortgage-Backed Obligations — 98.1%
FHLMC Multifamily Structured Pass-Through Certificates, Cl X1, IO
1.697%, 04/25/2030(A)	$	1,146	$	107
1.425%, 07/25/2030(A)		1,320		107
0.959%, 09/25/2030(A)		1,517		86
0.774%, 12/25/2030(A)		2,320		108
0.748%, 06/25/2027(A)		1,630		45
0.638%, 10/25/2026(A)		2,142		41
0.584%, 01/25/2031(A)		2,991		108
0.517%, 03/25/2031(A)		1,341		44
0.472%, 02/25/2036(A)		603		25
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		104		5
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		129		5
FHLMC REMIC, Ser 2012-4060, Cl TI, IO
2.500%, 12/15/2026		167		3
FHLMC REMIC, Ser 2013-4166, Cl PI, IO
3.500%, 03/15/2041		140		7
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		234		10
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		159		7
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		151		7
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		224		11
FHLMC REMIC, Ser 2013-4247, Cl LA
3.000%, 03/15/2043		274		244
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		306		27
FHLMC REMIC, Ser 2016-4624, Cl BI, IO
5.500%, 04/15/2036		117		23
FHLMC REMIC, Ser 2016-4636, Cl BI, IO
5.500%, 05/15/2040		200		42
FHLMC REMIC, Ser 2017-4731, Cl LB
3.000%, 11/15/2047		167		126
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		208		32
FHLMC, Ser 2014-324, Cl C18, IO
4.000%, 12/15/2033		266		32
FNMA
8.000%, 03/01/2027 to 09/01/2028		10		10
7.000%, 08/01/2032 to 09/01/2032		11		11
6.500%, 09/01/2032		19		19
FNMA Interest, Ser 2007-379, Cl 1, PO
0.000%, 05/25/2037(B)		471		377
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		45		2
FNMA Interest, Ser 2012-410, Cl C8, IO
4.000%, 04/25/2032		319		35


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2010-126, Cl NI, IO
5.500%, 11/25/2040	$	164	$	26
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		37		2
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		194		10
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		112		14
FNMA REMIC, Ser 2014-68, Cl ID, IO
3.500%, 03/25/2034		350		22
FNMA REMIC, Ser 2015-21, Cl WI, IO
0.142%, 04/25/2055(A)		123		4
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		35		2
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		59		11
FNMA REMIC, Ser 2017-110, Cl PB
3.000%, 02/25/2057		79		59
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		164		31
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		262		243
FNMA REMIC, Ser 2018-25, Cl AL
3.500%, 04/25/2048		49		42
FNMA REMIC, Ser 2019-31, Cl CB
3.000%, 07/25/2049		300		249
FNMA REMIC, Ser 2019-9, Cl CL
3.500%, 04/25/2048		652		596
FNMA REMIC, Ser 2020-74, Cl HI, IO
5.500%, 10/25/2050		289		62
FNMA, Ser 2019-M21, Cl X1, IO
1.390%, 05/25/2029(A)		1,178		66
FNMA, Ser 2020-M2, Cl X, IO
0.315%, 01/25/2030(A)		842		10
GNMA
8.000%, 07/15/2026 to 03/15/2032		50		49
7.750%, 10/15/2026		8		8
7.500%, 02/15/2027 to 10/15/2035		40		41
7.250%, 01/15/2028		3		3
6.500%, 10/15/2023 to 10/15/2038		163		170
6.000%, 12/15/2027 to 11/15/2034		117		120
5.000%, 07/20/2035 to 01/20/2045		70		70
4.500%, 08/15/2033 to 08/20/2049		1,859		1,816
4.000%, 03/20/2040 to 09/20/2048		3,465		3,264
4.000%, 01/15/2041(C)		298		283
3.875%, 05/15/2042 to 08/15/2042		712		669
3.500%, 03/20/2041 to 02/20/2049		7,752		7,056
3.000%, 10/15/2042 to 10/20/2051		7,962		7,022
2.500%, 12/15/2046		39		33
2.000%, 11/20/2045 to 03/20/2051		6,627		5,477


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA TBA
3.500% - 5.500%, 01/15/2033 - 11/15/2052	$	631	$	652
2.000% - 3.000%, 07/20/2045 - 11/15/2052		13,872		11,784
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		272		61
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		294		64
GNMA, Ser 2011-131, Cl PZ
3.500%, 12/20/2040		306		300
GNMA, Ser 2012-113, Cl BZ
3.000%, 09/16/2042		210		165
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		239		37
GNMA, Ser 2012-140, Cl LD
1.750%, 10/20/2042		370		323
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		158		8
GNMA, Ser 2012-69, Cl AI, IO
4.500%, 05/16/2027		46		1
GNMA, Ser 2012-91, Cl NC
3.000%, 05/20/2042		271		238
GNMA, Ser 2013-149, Cl LZ
2.500%, 10/20/2043		49		40
GNMA, Ser 2013-169, Cl ZK
2.500%, 11/20/2043		55		44
GNMA, Ser 2013-187, Cl PE
2.000%, 09/20/2043		349		305
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		244		32
GNMA, Ser 2013-47, Cl IA, IO
4.000%, 03/20/2043		242		47
GNMA, Ser 2013-79, Cl BZ
3.000%, 05/20/2043		365		304
GNMA, Ser 2013-99, Cl AX
3.000%, 07/20/2043(D)		64		57
GNMA, Ser 2014-119, Cl ZK
3.500%, 08/16/2044		349		309
GNMA, Ser 2014-122, Cl IP, IO
3.500%, 08/16/2029		283		18
GNMA, Ser 2014-133, Cl EP
3.500%, 09/20/2044		251		225
GNMA, Ser 2014-144, Cl BI, IO
3.000%, 09/16/2029		87		5
GNMA, Ser 2014-21, Cl DI, IO
4.000%, 04/16/2026		254		9
GNMA, Ser 2014-72, Cl ML
3.500%, 03/20/2044		332		312
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		393		52


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2015-168, Cl MI, IO
5.500%, 10/20/2037	$	336	$	63
GNMA, Ser 2015-17, Cl BI, IO
3.500%, 05/20/2043		335		53
GNMA, Ser 2015-18, Cl IC, IO
3.500%, 02/16/2030		227		14
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		210		5
GNMA, Ser 2015-24, Cl CI, IO
3.500%, 02/20/2045		147		22
GNMA, Ser 2015-53, Cl IA, IO
4.500%, 04/20/2045		317		60
GNMA, Ser 2015-62, Cl CI, IO
4.500%, 05/20/2045		159		30
GNMA, Ser 2015-84, Cl IO, IO
3.500%, 05/16/2042		241		40
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		216		11
GNMA, Ser 2016-136, Cl A
3.000%, 07/20/2044		550		492
GNMA, Ser 2016-136, Cl PJ
3.500%, 01/20/2046		364		310
GNMA, Ser 2016-161, Cl GI, IO
5.000%, 11/16/2046		134		22
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		269		49
GNMA, Ser 2016-18, Cl TA
2.000%, 10/20/2044		247		212
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		543		32
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		261		53
GNMA, Ser 2016-49, Cl PZ
3.000%, 11/16/2045		236		166
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		512		21
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		371		58
GNMA, Ser 2017-130, Cl IO, IO
4.500%, 02/20/2040		163		29
GNMA, Ser 2017-134, Cl CG
2.500%, 09/20/2047		80		66
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		106		21
GNMA, Ser 2017-163, Cl YA
2.500%, 11/20/2047		225		177
GNMA, Ser 2017-163, Cl BC
2.500%, 11/20/2047		231		184
GNMA, Ser 2017-182, Cl LZ
3.000%, 12/20/2047		144		103
GNMA, Ser 2017-19, Cl AY
3.000%, 02/20/2047		436		366


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047	$	192	$	42
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		305		54
GNMA, Ser 2018-1, Cl HB
2.500%, 01/20/2048		228		187
GNMA, Ser 2018-77, Cl JY
3.500%, 06/20/2048		246		220
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		143		20
GNMA, Ser 2020-115, Cl YA
1.000%, 08/20/2050		60		45
GNMA, Ser 2020-138, Cl LE
1.500%, 09/20/2050		177		142
GNMA, Ser 2020-146, Cl YK
1.000%, 10/20/2050		218		163
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		179		37
GNMA, Ser 2020-74, Cl IC, IO
3.000%, 05/20/2035		596		36


				48,233
Non-Agency Mortgage-Backed Obligation — 0.4%
Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT
3.500%, 10/25/2058		200		179

Total Mortgage-Backed Securities
(Cost $55,152) ($ Thousands)				48,412



REPURCHASE AGREEMENT — 0.6%
BNP Paribas
3.030%, dated 10/31/2022 to be repurchased on 11/01/2022, repurchase price $300,025 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $698,747, 2.000% - 5.000%, 02/01/2031 – 08/01/2052; with total market value $306,000) (E)		300		300
Total Repurchase Agreement
(Cost $300) ($ Thousands)				300


Total Investments in Securities — 99.1%
(Cost $55,452) ($ Thousands)			$	48,712

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

	Percentages are based on Net Assets of $49,176 ($ Thousands).
(A)	Variable or floating rate security. The rate shown is the effective interest rate as of period end. The rates on certain securities are not based on published reference rates and spreads and are either determined by the issuer or agent based on current market conditions; by using a formula based on the rates of underlying loans; or by adjusting periodically based on prevailing interest rates.
(B)	Zero coupon security.
(C)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.
(D)	Step coupon security. Coupon rate will either increase (step-up bond) or decrease (step-down bond) at regular intervals until maturity. Interest rate shown reflects the rate currently in effect.
(E)	Tri-Party Repurchase Agreement.

The following is a summary of the level of inputs used as of October 31, 2022, 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

–

48,412

–

48,412

Repurchase Agreement

–

300

–

300

Total Investments in Securities

–

48,712

–

48,712

Other Financial Instruments	Level 1 ($)			Level 2 ($)		Level 3 ($)		Total ($)
Futures Contracts*
Unrealized Appreciation		31			–		–		31
Unrealized Depreciation		(120	)		–		–		(120	)
Total Other Financial Instruments		(89	)		–		–		(89	)

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

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

See “Glossary” for abbreviations.

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.

Glossary (abbreviations which may be used in the preceding Schedules of Investments):

Portfolio Abbreviations

ARM — Adjustable Rate Mortgage

Cl — Class

CLO — Collateralized Loan Obligation

DAC — Designated Activity Company

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

GNMA — Government National Mortgage Association

GO — General Obligation

ICE — Intercontinental Exchange

IO — Interest Only — face amount represents notional amount

LIBOR— London Interbank Offered Rate

MTN — Medium Term Note

PO — Principal Only

RB — Revenue Bond

REMIC — Real Estate Mortgage Investment Conduit

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Secured Overnight Financing Rate Index

TBA — To Be Announced

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		23		Dec-2022	$	4,801		$	4,701		$	(100	)


Short Contracts
U.S. 5-Year Treasury Note		(6)		Dec-2022	$	(667	)	$	(639	)	$	28
U.S. 10-Year Treasury Note		(15)		Dec-2022		(1,759	)		(1,660	)		99
						(2,426	)		(2,299	)		127
					$	2,375		$	2,402		$	27

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		659			Dec-2022	$	137,275		$	134,688		$	(2,587	)


Short Contracts
U.S. 5-Year Treasury Note		(87	)		Dec-2022	$	(9,374	)	$	(9,274	)	$	100
U.S. 10-Year Treasury Note		(328	)		Dec-2022		(36,299	)		(36,275	)		24
Ultra 10-Year U.S. Treasury Note		(94	)		Dec-2022		(11,844	)		(10,902	)		942
							(57,517	)		(56,451	)		1,066
						$	79,758		$	78,237		$	(1,521	)