
Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 38.3%
Automotive — 22.8%

Ally Auto Receivables Trust, Ser 2023-1, Cl A2
5.760%, 11/15/2026	$	441	$	442
American Credit Acceptance Receivables Trust, Ser 2023-1, Cl A
5.450%, 09/14/2026 (A)		41		41
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A
5.890%, 10/13/2026 (A)		49		49
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A
6.000%, 03/12/2027 (A)		100		100
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C
1.480%, 02/18/2026		321		318
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D
1.490%, 09/18/2026		500		479
AmeriCredit Automobile Receivables Trust, Ser 2021-2, Cl C
1.010%, 01/19/2027		492		464
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A
5.840%, 10/19/2026		228		228
ARI Fleet Lease Trust, Ser 2023-B, Cl A2
6.050%, 07/15/2032 (A)		110		110
ARI Fleet Lease Trust, Ser 2024-A, Cl A2
5.300%, 11/15/2032 (A)		135		134
Avis Budget Rental Car Funding AESOP LLC, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (A)		385		376
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-3A, Cl A
4.620%, 02/20/2027 (A)		615		602
Bank of America Auto Trust, Ser 2023-1A, Cl A2
5.830%, 05/15/2026 (A)		210		210
Bank of America Auto Trust, Ser 2023-2A, Cl A2
5.850%, 08/17/2026 (A)		220		220
Bayview Opportunity Master Fund VII Trust, Ser 2024-CAR1F, Cl A
6.971%, 07/29/2032 (A)		441		441
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A2
6.340%, 07/15/2026		124		124
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A3
6.510%, 11/15/2027		1,180		1,188


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A2
5.820%, 09/15/2026	$	180	$	180
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A3
5.530%, 01/18/2028		1,060		1,058
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A2
5.200%, 05/15/2026		141		141
Carmax Auto Owner Trust, Ser 2021-1, Cl A3
0.340%, 12/15/2025		126		124
Carmax Auto Owner Trust, Ser 2021-2, Cl A3
0.520%, 02/17/2026		152		149
CarMax Auto Owner Trust, Ser 2022-1, Cl A3
1.470%, 12/15/2026		1,110		1,079
CarMax Auto Owner Trust, Ser 2023-1, Cl A2A
5.230%, 01/15/2026		195		195
CarMax Auto Owner Trust, Ser 2023-1, Cl A3
4.750%, 10/15/2027		300		297
Carmax Auto Owner Trust, Ser 2023-2, Cl A2A
5.500%, 06/15/2026		560		560
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A
5.720%, 11/16/2026		669		669
CarMax Auto Owner Trust, Ser 2023-4, Cl A2A
6.080%, 12/15/2026		400		401
CarMax Auto Owner Trust, Ser 2024-1, Cl A2A
5.300%, 03/15/2027		555		553
CarMax Auto Owner Trust, Ser 2024-2, Cl A2A
5.650%, 05/17/2027		205		205
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A
0.700%, 01/10/2028		304		291
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B
0.750%, 03/10/2028		47		44
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/2028		117		109
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A
6.410%, 09/10/2027 (A)		169		170
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2
6.090%, 11/10/2026 (A)		67		67
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2
6.230%, 01/11/2027 (A)		308		309


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2
5.770%, 04/12/2027 (A)	$	123	$	123
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2
5.760%, 04/12/2027 (A)		249		249
Carvana Auto Receivables Trust, Ser 2024-P1, Cl A2
5.500%, 08/10/2027 (A)		125		125
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2
5.675%, SOFR30A + 0.344%, 04/15/2033 (A)(B)		53		52
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1
5.650%, 05/15/2035 (A)		305		304
Citizens Auto Receivables Trust, Ser 2023-1, Cl A2A
6.130%, 07/15/2026 (A)		438		439
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A
6.090%, 10/15/2026 (A)		378		379
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A
5.430%, 10/15/2026 (A)		310		309
CPS Auto Receivables Trust, Ser 2023-A, Cl A
5.540%, 03/16/2026 (A)		94		94
CPS Auto Receivables Trust, Ser 2023-B, Cl A
5.910%, 08/16/2027 (A)		152		152
CPS Auto Receivables Trust, Ser 2023-C, Cl A
6.130%, 09/15/2026 (A)		67		67
CPS Auto Receivables Trust, Ser 2023-D, Cl A
6.400%, 06/15/2027 (A)		204		204
CPS Auto Receivables Trust, Ser 2024-A, Cl A
5.710%, 09/15/2027 (A)		108		108
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/2030 (A)		37		37
Donlen Fleet Lease Funding 2 LLC, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (A)		17		17
DT Auto Owner Trust, Ser 2023-1A, Cl A
5.480%, 04/15/2027 (A)		168		168
DT Auto Owner Trust, Ser 2023-2A, Cl A
5.880%, 04/15/2027 (A)		169		169
DT Auto Owner Trust, Ser 2023-3A, Cl A
6.290%, 08/16/2027 (A)		182		182


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2
0.480%, 05/20/2027 (A)	$	42	$	42
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2
4.650%, 05/21/2029 (A)		350		347
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2
4.380%, 07/20/2029 (A)		51		50
Enterprise Fleet Financing LLC, Ser 2022-4, Cl A2
5.760%, 10/22/2029 (A)		206		206
Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2
5.510%, 01/22/2029 (A)		175		175
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2
5.560%, 04/22/2030 (A)		377		376
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2
6.400%, 03/20/2030 (A)		905		914
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2
5.230%, 03/20/2030 (A)		245		243
Enterprise Fleet Financing LLC, Ser 2024-2, Cl A2
5.740%, 12/20/2026 (A)		180		180
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2
0.440%, 12/21/2026 (A)		3		3
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A3
5.600%, 08/17/2026		170		170
Exeter Automobile Receivables Trust, Ser 2023-4A, Cl A2
6.070%, 12/15/2025		61		61
Exeter Automobile Receivables Trust, Ser 2024-2A, Cl A2
5.700%, 05/15/2026		240		240
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (A)		48		47
FHF Trust, Ser 2022-1A, Cl A
4.430%, 01/18/2028 (A)		150		148
Fifth Third Auto Trust, Ser 2023-1, Cl A2A
5.800%, 11/16/2026		410		411
First Investors Auto Owner Trust, Ser 2022-1A, Cl A
2.030%, 01/15/2027 (A)		475		469
First Investors Auto Owner Trust, Ser 2023-1A, Cl A
6.440%, 10/16/2028 (A)		413		415
Flagship Credit Auto Trust, Ser 2021-2, Cl B
0.930%, 06/15/2027 (A)		91		90


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Flagship Credit Auto Trust, Ser 2021-3, Cl A
0.360%, 07/15/2027 (A)	$	12	$	12
Flagship Credit Auto Trust, Ser 2023-2, Cl A2
5.760%, 04/15/2027 (A)		174		174
Flagship Credit Auto Trust, Ser 2023-3, Cl A2
5.890%, 07/15/2027 (A)		234		234
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A
5.240%, 07/15/2026		310		309
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A
3.190%, 07/15/2031 (A)		480		472
Ford Credit Auto Owner Trust, Ser 2020-1, Cl A
2.040%, 08/15/2031 (A)		1,400		1,361
Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A2
5.430%, 10/15/2026 (A)		110		110
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2
5.990%, 05/15/2028 (A)		283		283
GECU Auto Receivables Trust, Ser 2023-1A, Cl A2
5.950%, 03/15/2027 (A)		833		834
GLS Auto Receivables Issuer Trust, Ser 2022-3A, Cl A2
4.590%, 05/15/2026 (A)		21		21
GLS Auto Receivables Issuer Trust, Ser 2023-1A, Cl A2
5.980%, 08/17/2026 (A)		128		128
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A3
5.400%, 09/15/2027 (A)		930		925
GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2
6.370%, 06/15/2028 (A)		271		272
GM Financial Automobile Leasing Trust, Ser 2023-1, Cl A2A
5.270%, 06/20/2025		51		51
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A2A
5.440%, 10/20/2025		292		291
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A
5.580%, 01/20/2026		236		236
GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3
4.660%, 02/16/2028		525		519
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A2A
5.740%, 09/16/2026		206		206


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GTE Auto Receivables Trust, Ser 2023-1, Cl A2
5.650%, 08/17/2026 (A)	$	629	$	629
Harley-Davidson Motorcycle Trust, Ser 2023-A, Cl A2A
5.320%, 06/15/2026		312		312
Honda Auto Receivables Owner Trust, Ser 2023-2, Cl A2
5.410%, 04/15/2026		327		326
Huntington Auto Trust, Ser 2024-1A, Cl A2
5.500%, 03/15/2027 (A)		805		804
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A2A
5.200%, 04/15/2025 (A)		68		68
Hyundai Auto Lease Securitization Trust, Ser 2023-A, Cl A3
5.050%, 01/15/2026 (A)		260		259
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A2A
5.850%, 03/16/2026 (A)		714		715
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A
5.770%, 05/15/2026		344		344
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026 (A)		45		44
LAD Auto Receivables Trust, Ser 2022-1A, Cl A
5.210%, 06/15/2027 (A)		101		100
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2
6.090%, 06/15/2026 (A)		185		186
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2
5.440%, 11/16/2026 (A)		745		743
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A
1.460%, 06/15/2026 (A)		125		122
Lendbuzz Securitization Trust, Ser 2023-3A, Cl A2
7.500%, 12/15/2028 (A)		297		300
Mercedes-Benz Auto Receivables Trust, Ser 2023-1, Cl A2
5.090%, 01/15/2026		–		–
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2
2.800%, 03/15/2027 (A)		175		170
Nissan Auto Lease Trust, Ser 2023-A, Cl A2A
5.100%, 03/17/2025		–		–
Nissan Auto Lease Trust, Ser 2023-B, Cl A2A
5.740%, 08/15/2025		131		131
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A
5.110%, 10/15/2026		495		492


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nissan Auto Receivables Owner Trust, Ser 2023-A, Cl A2A
5.340%, 02/17/2026	$	156	$	156
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A2
6.230%, 04/15/2027 (A)		521		522
OneMain Direct Auto Receivables Trust, Ser 2019-1A, Cl A
3.630%, 09/14/2027 (A)		294		290
Prestige Auto Receivables Trust, Ser 2023-1A, Cl B
5.550%, 04/15/2027 (A)		1,360		1,354
Prestige Auto Receivables Trust, Ser 2023-2A, Cl A2
6.240%, 01/15/2027 (A)		805		806
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B
5.721%, 08/16/2032 (A)		265		265
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B
6.451%, 12/15/2032 (A)		142		142
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B
6.493%, 06/15/2033 (A)		460		461
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C
3.760%, 07/16/2029		585		566
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl B
4.420%, 11/15/2027		825		815
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3
4.110%, 08/17/2026		89		88
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2
6.080%, 08/17/2026		59		59
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2
5.710%, 02/16/2027		150		150
Santander Drive Auto Receivables Trust, Ser 2024-2, Cl A2
5.800%, 09/15/2027		405		405
Santander Retail Auto Lease Trust, Ser 2022-A, Cl B
1.610%, 01/20/2026 (A)		550		540
SBNA Auto Lease Trust, Ser 2023-A, Cl A2
6.270%, 04/20/2026 (A)		818		821
SBNA Auto Lease Trust, Ser 2024-A, Cl A3
5.390%, 11/20/2026 (A)		545		543
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A
5.890%, 03/22/2027 (A)		128		128


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2
5.350%, 06/21/2027 (A)	$	190	$	189
Tesla Auto Lease Trust, Ser 2023-A, Cl A2
5.860%, 08/20/2025 (A)		148		148
Tesla Auto Lease Trust, Ser 2023-B, Cl A2
6.020%, 09/22/2025 (A)		278		278
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A
5.540%, 12/21/2026 (A)		500		500
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A2A
5.600%, 08/17/2026		520		520
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A
6.480%, 08/17/2026 (A)		52		52
USAA Auto Owner Trust, Ser 2023-A, Cl A2
5.830%, 07/15/2026 (A)		195		195
Volkswagen Auto Lease Trust, Ser 2023-A, Cl A2A
5.870%, 01/20/2026		865		866
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D
1.230%, 04/15/2026 (A)		275		270
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A
5.510%, 06/15/2026 (A)		146		146
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A
5.870%, 07/15/2026 (A)		337		337
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A3
5.800%, 02/16/2027 (A)		715		716
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A
5.960%, 10/15/2026 (A)		680		680
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A2
6.230%, 01/15/2027 (A)		515		517
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A3
6.240%, 07/15/2027 (A)		480		484
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2
5.890%, 02/16/2027 (A)		1,066		1,067
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl A
5.800%, 04/18/2038 (A)		545		545
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A
6.460%, 08/18/2038 (A)		420		423


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
World Omni Auto Receivables Trust, Ser 2021-C, Cl A3
0.440%, 08/17/2026	$	110	$	108
World Omni Select Auto Trust, Ser 2023-A, Cl A2A
5.920%, 03/15/2027		253		253
				48,480

Credit Card — 0.6%

Discover Card Execution Note Trust, Ser 2022-A2, Cl A
3.320%, 05/15/2027		340		332
Evergreen Credit Card Trust, Ser 2022-CRT1, Cl B
5.610%, 07/15/2026 (A)		500		499
Master Credit Card Trust, Ser 2021-1A, Cl A
0.530%, 11/21/2025 (A)		370		369
				1,200

Miscellaneous Business Services — 14.9%

Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025 (A)		16		16
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026 (A)		32		31
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027 (A)		20		20
Affirm Asset Securitization Trust, Ser 2023-A, Cl 1A
6.610%, 01/18/2028 (A)		265		266
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A
7.110%, 11/15/2028 (A)		371		373
Affirm Asset Securitization Trust, Ser 2024-A, Cl A
5.610%, 02/15/2029 (A)		115		114
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2
0.750%, 11/20/2026 (A)		13		13
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2
5.300%, 06/21/2028 (A)		114		114
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2
5.380%, 01/21/2031 (A)		655		651
Apidos CLO XII, Ser 2018-12A, Cl AR
6.670%, TSFR3M + 1.342%, 04/15/2031 (A)(B)		512		512
Apidos CLO XV, Ser 2018-15A, Cl A1RR
6.596%, TSFR3M + 1.272%, 04/20/2031 (A)(B)		405		406


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Apidos CLO XXIV, Ser 2021-24A, Cl A1AL
6.536%, TSFR3M + 1.212%, 10/20/2030 (A)(B)	$	333	$	334
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (A)		121		108
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2
1.230%, 05/15/2026 (A)		8		8
Auxilior Term Funding LLC, Ser 2023-1A, Cl A2
6.180%, 12/15/2028 (A)		190		190
Barings CLO, Ser 2018-3A, Cl A1
6.536%, TSFR3M + 1.212%, 07/20/2029 (A)(B)		30		30
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R
6.540%, TSFR3M + 1.212%, 10/15/2030 (A)(B)		333		333
BHG Securitization Trust, Ser 2022-A, Cl A
1.710%, 02/20/2035 (A)		171		169
BHG Securitization Trust, Ser 2022-B, Cl A
3.750%, 06/18/2035 (A)		11		11
BHG Securitization Trust, Ser 2022-C, Cl A
5.320%, 10/17/2035 (A)		45		45
BSPRT, Ser 2022-FL8, Cl A
6.830%, SOFR30A + 1.500%, 02/15/2037 (A)(B)		422		420
Carbone CLO, Ser 2017-1A, Cl A1
6.726%, TSFR3M + 1.402%, 01/20/2031 (A)(B)		179		179
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2
6.549%, TSFR3M + 1.232%, 04/17/2031 (A)(B)		457		457
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
6.566%, TSFR3M + 1.242%, 07/20/2031 (A)(B)		335		336
CCG Receivables Trust, Ser 2021-1, Cl A2
0.300%, 06/14/2027 (A)		7		7
CCG Receivables Trust, Ser 2023-1, Cl A2
5.820%, 09/16/2030 (A)		305		305
CFMT LLC, Ser 2021-AL1, Cl B
1.390%, 09/22/2031 (A)		162		159
CFMT LLC, Ser 2022-EBO2, Cl A
3.169%, 07/25/2054 (A)(B)		5		4
CIFC Funding, Ser 2017-1A, Cl ARR
6.696%, TSFR3M + 1.372%, 01/22/2031 (A)(B)		236		236
CIFC Funding, Ser 2018-2A, Cl A1
6.626%, TSFR3M + 1.302%, 04/20/2031 (A)(B)		262		262


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CIFC Funding, Ser 2018-3A, Cl AR
6.458%, TSFR3M + 1.132%, 04/19/2029 (A)(B)	$	161	$	161
CNH Equipment Trust, Ser 2022-B, Cl A2
3.940%, 12/15/2025		17		17
CNH Equipment Trust, Ser 2023-A, Cl A2
5.340%, 09/15/2026		395		394
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2
6.030%, 09/15/2025		323		324
DB Master Finance LLC, Ser 2019-1A, Cl A2II
4.021%, 05/20/2049 (A)		597		573
Dell Equipment Finance Trust, Ser 2022-2, Cl A2
4.030%, 07/22/2027 (A)		1		1
Dell Equipment Finance Trust, Ser 2023-2, Cl A2
5.840%, 01/22/2029 (A)		483		483
Dell Equipment Finance Trust, Ser 2023-3, Cl A2
6.100%, 04/23/2029 (A)		215		215
Dewolf Park CLO, Ser 2021-1A, Cl AR
6.510%, TSFR3M + 1.182%, 10/15/2030 (A)(B)		505		505
Dext ABS LLC, Ser 2021-1, Cl A
1.120%, 02/15/2028 (A)		53		52
Dext ABS LLC, Ser 2023-2, Cl A2
6.560%, 05/15/2034 (A)		466		467
DLLAA LLC, Ser 2023-1A, Cl A2
5.930%, 07/20/2026 (A)		173		173
DLLAD LLC, Ser 2021-1A, Cl A3
0.640%, 09/21/2026 (A)		200		194
DLLAD LLC, Ser 2023-1A, Cl A2
5.190%, 04/20/2026 (A)		214		213
DLLMT LLC, Ser 2023-1A, Cl A2
5.780%, 11/20/2025 (A)		295		295
DLLST LLC, Ser 2022-1A, Cl A3
3.400%, 01/21/2025 (A)		95		95
DLLST LLC, Ser 2024-1A, Cl A2
5.330%, 01/20/2026 (A)		130		130
Dryden 58 Clo, Ser 2018-58A, Cl A1
6.579%, TSFR3M + 1.262%, 07/17/2031 (A)(B)		429		430
FCI Funding LLC, Ser 2021-1A, Cl A
1.130%, 04/15/2033 (A)		13		13
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (A)		449		420
Goldentree Loan Management US CLO, Ser 2021-2A, Cl AR
6.496%, TSFR3M + 1.172%, 11/20/2030 (A)(B)		166		166


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2
6.510%, 05/20/2030 (A)	$	415	$	416
GreatAmerica Leasing Receivables Funding LLC, Ser 2023-1, Cl A2
5.350%, 02/16/2026 (A)		601		600
GreatAmerica Leasing Receivables Funding LLC, Ser 2024-1, Cl A2
5.320%, 08/17/2026 (A)		850		846
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (A)		57		54
HPEFS Equipment Trust, Ser 2022-3A, Cl A3
5.430%, 08/20/2029 (A)		355		354
HPEFS Equipment Trust, Ser 2023-2A, Cl A2
6.040%, 01/21/2031 (A)		230		231
HPEFS Equipment Trust, Ser 2024-1A, Cl A3
5.180%, 05/20/2031 (A)		740		735
John Deere Owner Trust, Ser 2023-A, Cl A2
5.280%, 03/16/2026		175		175
John Deere Owner Trust, Ser 2023-C, Cl A2
5.760%, 08/17/2026		825		825
KKR CLO, Ser 2017-11, Cl AR
6.770%, TSFR3M + 1.442%, 01/15/2031 (A)(B)		230		230
KKR CLO, Ser 2018-21, Cl A
6.590%, TSFR3M + 1.262%, 04/15/2031 (A)(B)		390		390
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2
5.610%, 07/15/2026 (A)		591		590
LCM XXIII, Ser 2020-23A, Cl A1R
6.656%, TSFR3M + 1.332%, 10/20/2029 (A)(B)		141		141
LCM XXIV, Ser 2021-24A, Cl AR
6.566%, TSFR3M + 1.242%, 03/20/2030 (A)(B)		213		214
M&T Equipment Notes, Ser 2023-1A, Cl A2
6.090%, 07/15/2030 (A)		562		562
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
6.586%, TSFR3M + 1.262%, 07/21/2030 (A)(B)		411		411
Madison Park Funding XXX, Ser 2018-30A, Cl A
6.340%, TSFR3M + 1.012%, 04/15/2029 (A)(B)		644		643
Marlette Funding Trust, Ser 2022-3A, Cl A
5.180%, 11/15/2032 (A)		17		17
Marlette Funding Trust, Ser 2023-1A, Cl A
6.070%, 04/15/2033 (A)		127		127
Marlette Funding Trust, Ser 2023-2A, Cl A
6.040%, 06/15/2033 (A)		148		148


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Marlette Funding Trust, Ser 2023-3A, Cl A
6.490%, 09/15/2033 (A)	$	167	$	168
MF1, Ser 2022-FL8, Cl A
6.669%, TSFR1M + 1.350%, 02/19/2037 (A)(B)		387		385
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A4
0.660%, 11/15/2027 (A)		250		239
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3
0.560%, 06/13/2028 (A)		61		59
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2
5.790%, 11/13/2026 (A)		316		317
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2
5.200%, 09/13/2027 (A)		995		989
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (A)		330		299
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (A)		410		355
Neuberger Berman Loan Advisers CLO, Ser 2021-25A, Cl AR
6.519%, TSFR3M + 1.192%, 10/18/2029 (A)(B)		754		754
Neuberger Berman Loan Advisers CLO, Ser 2021-26A, Cl AR
6.509%, TSFR3M + 1.182%, 10/18/2030 (A)(B)		521		522
NYCTL Trust, Ser 2022-A, Cl A
2.100%, 11/10/2034 (A)		78		78
OCP CLO, Ser 2018-5A, Cl A1R
6.666%, TSFR3M + 1.342%, 04/26/2031 (A)(B)		110		110
Octane Receivables Trust, Ser 2023-3A, Cl A2
6.440%, 03/20/2029 (A)		1,150		1,156
OneMain Financial Issuance Trust, Ser 2018-2A, Cl A
3.570%, 03/14/2033 (A)		67		67
OZLM VIII, Ser 2021-8A, Cl A1R3
6.559%, TSFR3M + 1.242%, 10/17/2029 (A)(B)		125		125
Palmer Square Loan Funding, Ser 2021-4A, Cl A1
6.390%, TSFR3M + 1.062%, 10/15/2029 (A)(B)		393		393
PFS Financing, Ser 2021-B, Cl A
0.770%, 08/15/2026 (A)		700		690
PFS Financing, Ser 2021-B, Cl B
1.090%, 08/15/2026 (A)		400		394


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
PFS Financing, Ser 2022-C, Cl A
3.890%, 05/15/2027 (A)	$	475	$	466
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A
7.060%, 07/16/2029 (A)		73		73
SCF Equipment Leasing, Ser 2023-1A, Cl A2
6.560%, 01/22/2030 (A)		420		422
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A
5.810%, 05/15/2031 (A)		245		245
Symphony CLO XVIII, Ser 2021-18A, Cl X
6.338%, TSFR3M + 1.012%, 07/23/2033 (A)(B)		37		37
Symphony Static CLO I, Ser 2021-1A, Cl A
6.415%, TSFR3M + 1.092%, 10/25/2029 (A)(B)		318		318
Vantage Data Centers Issuer LLC, Ser 2019-1A, Cl A2
3.188%, 07/15/2044 (A)		286		284
Verizon Master Trust, Ser 2022-4, Cl A
3.400%, 11/20/2028		685		670
Verizon Master Trust, Ser 2022-7, Cl A1A
5.230%, 11/22/2027		1,325		1,322
VFI ABS LLC, Ser 2023-1A, Cl A
7.270%, 03/26/2029 (A)		200		200
Vibrant CLO VI, Ser 2021-6A, Cl AR
6.544%, TSFR3M + 1.212%, 06/20/2029 (A)(B)		3		3
Voya CLO, Ser 2018-2A, Cl A1R
6.555%, TSFR3M + 1.232%, 04/25/2031 (A)(B)		305		305
Voya CLO, Ser 2020-2A, Cl A1RR
6.599%, TSFR3M + 1.282%, 04/17/2030 (A)(B)		194		194
Westlake Flooring Master Trust, Ser 2024-1A, Cl A
5.430%, 02/15/2028 (A)		45		45
Westlake Flooring Master Trust, Ser 2024-1A, Cl B
6.070%, 02/15/2028 (A)		830		825
				31,648

Total Asset-Backed Securities
(Cost $81,369) ($ Thousands)				81,328


CORPORATE OBLIGATIONS — 35.0%
Communication Services — 1.6%
AT&T
5.539%, 02/20/2026		300		299
Charter Communications Operating LLC
6.150%, 11/10/2026		425		426


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
T-Mobile USA
3.500%, 04/15/2025	$	1,360	$	1,332
Verizon Communications
3.500%, 11/01/2024		1,380		1,365

				3,422

Consumer Discretionary — 2.7%
AutoZone
5.050%, 07/15/2026		450		447
Daimler Truck Finance North America LLC
6.103%, SOFRRATE + 0.750%, 12/13/2024 (A)(B)		600		601
Ford Motor Credit LLC MTN
4.389%, 01/08/2026		1,220		1,185
General Motors
6.125%, 10/01/2025		1,065		1,069
General Motors Financial
5.974%, SOFRRATE + 0.620%, 10/15/2024 (B)		750		751
Hyundai Capital America
6.250%, 11/03/2025 (A)		250		251
1.000%, 09/17/2024 (A)		1,030		1,011
O'Reilly Automotive
5.750%, 11/20/2026		210		211
Tapestry
7.050%, 11/27/2025		150		152

				5,678

Consumer Staples — 0.5%
Element Fleet Management
5.643%, 03/13/2027 (A)		290		288
JDE Peet's
0.800%, 09/24/2024 (A)		500		489
Kenvue
5.500%, 03/22/2025		275		275

				1,052

Energy — 1.4%
Columbia Pipelines Holding LLC
6.055%, 08/15/2026 (A)		55		55
Devon Energy
5.250%, 09/15/2024		770		768
Occidental Petroleum
5.875%, 09/01/2025		375		375
ONEOK
5.550%, 11/01/2026		450		449
Ovintiv
5.650%, 05/15/2025		400		399
Western Midstream Operating
3.100%, 02/01/2025		400		391


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Williams
5.400%, 03/02/2026	$	485	$	483

				2,920

Financials — 17.4%
ABN AMRO Bank
6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B)		300		303
American Express
4.990%, SOFRRATE + 0.999%, 05/01/2026 (B)		275		273
3.950%, 08/01/2025		325		318
3.375%, 05/03/2024		350		350
Ares Capital
7.000%, 01/15/2027		250		254
Athene Global Funding
6.051%, SOFRINDX + 0.700%, 05/24/2024 (A)(B)		825		825
5.684%, 02/23/2026 (A)		170		170
Banco Santander
3.892%, 05/24/2024		400		400
Bank of America
5.650%, 08/18/2025		325		326
5.080%, SOFRRATE + 1.290%, 01/20/2027 (B)		275		272
Bank of America MTN
1.319%, SOFRRATE + 1.150%, 06/19/2026 (B)		1,615		1,535
Bank of Montreal MTN
5.974%, SOFRINDX + 0.620%, 09/15/2026 (B)		675		674
5.673%, SOFRINDX + 0.320%, 07/09/2024 (B)		325		325
Banque Federative du Credit Mutuel
4.935%, 01/26/2026 (A)		350		346
4.524%, 07/13/2025 (A)		250		246
Barclays PLC
2.852%, SOFRRATE + 2.714%, 05/07/2026 (B)		235		228
BPCE
5.203%, 01/18/2027 (A)		300		297
5.029%, 01/15/2025 (A)		345		344
Capital One Financial
4.985%, SOFRRATE + 2.160%, 07/24/2026 (B)		250		247
Charles Schwab
5.875%, 08/24/2026		375		378
Citigroup
6.049%, SOFRRATE + 0.694%, 01/25/2026 (B)		350		351
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B)		1,395		1,392
0.000%, 05/01/2025 (B)(C)		250		250


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Citizens Bank
5.284%, SOFRRATE + 1.020%, 01/26/2026 (B)	$	250	$	247
4.119%, SOFRRATE + 1.395%, 05/23/2025 (B)		250		249
Commonwealth Bank of Australia
5.883%, SOFRRATE + 0.520%, 06/15/2026 (A)(B)		425		425
Cooperatieve Rabobank UA MTN
5.500%, 07/18/2025		250		250
Corebridge Financial
3.500%, 04/04/2025		230		225
Corebridge Global Funding
5.750%, 07/02/2026 (A)		180		179
Credit Agricole
5.589%, 07/05/2026 (A)		420		420
Credit Suisse NY
4.750%, 08/09/2024		250		249
Danske Bank
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B)		350		350
Danske Bank MTN
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(B)		305		306
Deutsche Bank NY
6.568%, SOFRRATE + 1.219%, 11/16/2027 (B)		550		545
Equitable Financial Life Global Funding
5.500%, 12/02/2025 (A)		300		298
Fifth Third Bank
5.852%, SOFRINDX + 1.230%, 10/27/2025 (B)		470		469
Goldman Sachs Group
5.853%, SOFRRATE + 0.500%, 09/10/2024 (B)		250		250
5.798%, SOFRRATE + 1.075%, 08/10/2026 (B)		1,535		1,534
HSBC Holdings PLC
7.336%, SOFRRATE + 3.030%, 11/03/2026 (B)		300		307
Huntington National Bank
4.008%, SOFRRATE + 1.205%, 05/16/2025 (B)		250		250
JPMorgan Chase
5.934%, SOFRRATE + 0.580%, 06/23/2025 (B)		325		325
5.888%, SOFRRATE + 0.535%, 06/01/2025 (B)		400		400
4.080%, SOFRRATE + 1.320%, 04/26/2026 (B)		1,605		1,578
KeyBank
5.674%, SOFRINDX + 0.320%, 06/14/2024 (B)		400		400


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lloyds Banking Group PLC
5.462%, H15T1Y + 1.375%, 01/05/2028 (B)	$	200	$	198
Macquarie Group MTN
6.080%, SOFRRATE + 0.710%, 10/14/2025 (A)(B)		425		425
Manufacturers & Traders Trust
5.400%, 11/21/2025		300		296
4.650%, 01/27/2026		460		448
Mitsubishi UFJ Financial Group
4.788%, H15T1Y + 1.700%, 07/18/2025 (B)		325		324
Morgan Stanley
5.050%, SOFRRATE + 1.295%, 01/28/2027 (B)		275		272
Morgan Stanley MTN
4.679%, SOFRRATE + 1.669%, 07/17/2026 (B)		1,610		1,589
Morgan Stanley Bank
5.479%, 07/16/2025		375		375
4.754%, 04/21/2026		250		247
National Bank of Canada
0.750%, 08/06/2024		325		321
Nationwide Building Society
6.557%, SOFRRATE + 1.910%, 10/18/2027 (A)(B)		250		254
NatWest Markets PLC
5.879%, SOFRRATE + 0.530%, 08/12/2024 (A)(B)		490		490
Pacific Life Global Funding II
5.500%, 08/28/2026 (A)		250		250
PNC Financial Services Group
6.615%, SOFRINDX + 1.730%, 10/20/2027 (B)		175		179
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B)		200		200
5.671%, SOFRINDX + 1.090%, 10/28/2025 (B)		425		425
5.300%, SOFRRATE + 1.342%, 01/21/2028 (B)		90		89
Principal Life Global Funding II
5.000%, 01/16/2027 (A)		235		233
Royal Bank of Canada
4.784%, 12/12/2025 (A)		1,030		1,018
Royal Bank of Canada MTN
5.200%, 07/20/2026		250		249
Societe Generale
6.404%, SOFRRATE + 1.050%, 01/21/2026 (A)(B)		425		426
4.351%, 06/13/2025 (A)		500		493
Standard Chartered PLC
7.776%, H15T1Y + 3.100%, 11/16/2025 (A)(B)		300		302


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.170%, H15T1Y + 2.050%, 01/09/2027 (A)(B)	$	350	$	351
Sumitomo Mitsui Trust Bank MTN
5.803%, SOFRRATE + 0.440%, 09/16/2024 (A)(B)		500		500
Toronto-Dominion Bank
3.815%, 07/25/2025 (A)		1,215		1,190
Toronto-Dominion Bank MTN
5.943%, SOFRRATE + 0.590%, 09/10/2026 (B)		425		425
5.703%, SOFRRATE + 0.350%, 09/10/2024 (B)		500		500
3.766%, 06/06/2025		1,020		1,000
Truist Financial MTN
5.753%, SOFRRATE + 0.400%, 06/09/2025 (B)		400		399
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B)		710		697
UBS
0.700%, 08/09/2024 (A)		400		394
US Bank
2.050%, 01/21/2025		995		970
Wells Fargo MTN
2.406%, TSFR3M + 1.087%, 10/30/2025 (B)		1,410		1,386
Wells Fargo Bank
5.550%, 08/01/2025		325		325
4.811%, 01/15/2026		350		346

				36,946

Health Care — 4.1%
AbbVie
2.600%, 11/21/2024		1,335		1,314
Amgen
5.250%, 03/02/2025		275		274
Baxter International
5.791%, SOFRINDX + 0.440%, 11/29/2024 (B)		425		425
Bayer US Finance LLC
6.125%, 11/21/2026 (A)		200		200
Bristol-Myers Squibb
4.950%, 02/20/2026		300		298
CommonSpirit Health
2.760%, 10/01/2024		1,065		1,052
CVS Health
5.000%, 02/20/2026		275		272
GE HealthCare Technologies
5.550%, 11/15/2024		1,660		1,657
HCA
5.250%, 04/15/2025		1,075		1,069
Humana
5.700%, 03/13/2026		275		275


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Illumina
5.800%, 12/12/2025	$	300	$	300
Pfizer Investment Enterprises Pte
4.650%, 05/19/2025		1,280		1,270
Solventum
5.450%, 02/25/2027 (A)		225		223

				8,629

Industrials — 1.5%
AerCap Ireland Capital DAC
6.100%, 01/15/2027		250		252
1.650%, 10/29/2024		1,655		1,620
Carrier Global
5.800%, 11/30/2025		260		261
DAE Funding LLC MTN
1.550%, 08/01/2024 (A)		450		444
Penske Truck Leasing LP
5.750%, 05/24/2026 (A)		250		250
Sodexo
1.634%, 04/16/2026 (A)		500		462

				3,289

Information Technology — 2.1%
Cisco Systems
4.900%, 02/26/2026		1,025		1,020
Hewlett Packard Enterprise
5.900%, 10/01/2024		1,225		1,225
Sprint LLC
7.125%, 06/15/2024		375		375
TD SYNNEX
1.250%, 08/09/2024		650		641
VMware
1.000%, 08/15/2024		1,155		1,139

				4,400

Materials — 0.6%
International Flavors & Fragrances
1.230%, 10/01/2025 (A)		375		351
Newmont
5.300%, 03/15/2026 (A)		560		556
Nutrien
5.900%, 11/07/2024		175		175
Sherwin-Williams
4.050%, 08/08/2024		250		249

				1,331

Utilities — 3.1%
American Electric Power
5.699%, 08/15/2025		350		349
CenterPoint Energy
5.999%, SOFRINDX + 0.650%, 05/13/2024 (B)		163		163


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumers 2023 Securitization Funding LLC
5.550%, 03/01/2028	$	225	$	224
Edison International
3.550%, 11/15/2024		275		272
Mississippi Power
5.655%, SOFRRATE + 0.300%, 06/28/2024 (B)		350		350
NextEra Energy Capital Holdings
6.051%, 03/01/2025		200		200
5.749%, 09/01/2025		225		225
4.255%, 09/01/2024		1,300		1,293
Oncor Electric Delivery LLC
2.750%, 06/01/2024		1,065		1,062
Sempra
5.400%, 08/01/2026		370		368
Southern California Edison
5.350%, 03/01/2026		1,315		1,310
Spire
5.300%, 03/01/2026		400		397
Tampa Electric
3.875%, 07/12/2024		325		324

				6,537

Total Corporate Obligations
(Cost $74,416) ($ Thousands)				74,204



MORTGAGE-BACKED SECURITIES — 12.2%
Agency Mortgage-Backed Obligations — 1.0%
FHLMC
5.654%, H15T1Y + 2.128%, 02/01/2030(B)		2		2
3.000%, 03/01/2030		60		57
FHLMC Multifamily Structured Pass-Through Certificates, Ser KVAD, Cl A
3.116%, 07/25/2025		300		291
FHLMC Multifamily Structured Pass-Through Certificates, Ser KW07, Cl A1
3.600%, 07/25/2028		–		–
FHLMC REMIC, Ser 2011-3786, Cl ED
4.000%, 09/15/2039		354		348
FHLMC REMIC, Ser 2013-4272, Cl YG
2.000%, 11/15/2026		2		2
FHLMC REMIC, Ser 2014-4379, Cl CB
2.250%, 04/15/2033		102		99
FNMA
6.465%, H15T1Y + 2.215%, 01/01/2029(B)		2		2
6.116%, RFUCCT6M + 1.958%, 09/01/2024(B)		–		–
6.000%, 01/01/2027		2		2
5.000%, 07/01/2024		–		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.500%, 08/01/2030 to 08/01/2032	$	266	$	253
3.000%, 10/01/2030 to 12/01/2030		392		370
2.885%, 01/01/2025		90		88
FNMA REMIC, Ser 2001-33, Cl FA
5.895%, SOFR30A + 0.564%, 07/25/2031(B)		2		2
FNMA REMIC, Ser 2002-64, Cl FG
5.695%, SOFR30A + 0.364%, 10/18/2032(B)		–		–
FNMA REMIC, Ser 2012-137, Cl UE
1.750%, 09/25/2041		85		78
FNMA REMIC, Ser 2012-63, Cl MA
4.000%, 06/25/2040		122		120
FNMA REMIC, Ser 2013-97, Cl KA
3.000%, 11/25/2031		2		2
FNMA, Ser 2014-M8, Cl A2
3.056%, 06/25/2024(B)		207		207
FNMA, Ser 2017-M13, Cl FA
5.833%, SOFR30A + 0.514%, 10/25/2024(B)		22		21
FNMA, Ser M13, Cl A2
2.789%, 06/25/2025(B)		200		194


				2,138
Non-Agency Mortgage-Backed Obligations — 11.2%
Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
4.999%, TSFR1M + 0.794%, 01/25/2035(B)		18		18
Angel Oak Mortgage Trust LLC, Ser 2020-1, Cl A1
2.466%, 12/25/2059(A)(B)		23		22
Angel Oak Mortgage Trust LLC, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(A)(B)		118		108
Angel Oak Mortgage Trust LLC, Ser 2020-3, Cl A1
1.691%, 04/25/2065(A)(B)		136		124
Angel Oak Mortgage Trust LLC, Ser 2020-4, Cl A1
1.469%, 06/25/2065(A)(B)		72		67
Angel Oak Mortgage Trust LLC, Ser 2020-R1, Cl A1
0.990%, 04/25/2053(A)(B)		54		50
Angel Oak Mortgage Trust LLC, Ser 2021-1, Cl A1
0.909%, 01/25/2066(A)(B)		212		176
Angel Oak Mortgage Trust LLC, Ser 2021-3, Cl A1
1.068%, 05/25/2066(A)(B)		197		163
Angel Oak Mortgage Trust LLC, Ser 2021-5, Cl A1
0.951%, 07/25/2066(A)(B)		354		293


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048(A)(B)	$	80	$	73
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
5.091%, 07/25/2035(B)		19		18
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
5.209%, 11/25/2035(B)		3		3
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1
0.601%, 10/15/2053		100		99
Bear Stearns ARM Trust, Ser 2005-3, Cl 2A1
5.048%, 06/25/2035(B)		10		9
Bear Stearns ARM Trust, Ser 2005-6, Cl 3A1
5.852%, 08/25/2035(B)		24		22
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2
2.211%, 03/15/2053		320		296
BMO MORTGAGE TRUST, Ser C3, Cl A1
5.429%, 09/15/2054(B)		342		338
BPR Trust, Ser 2021-TY, Cl A
6.486%, TSFR1M + 1.164%, 09/15/2038(A)(B)		960		953
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1
1.449%, 05/25/2060(A)(B)		50		47
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1
0.941%, 02/25/2049(A)(B)		97		84
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(A)(B)		71		65
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1
1.699%, 04/25/2060(A)(B)		169		154
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055(A)(B)		49		47
BWAY Mortgage Trust, Ser 2015-1515, Cl A1
2.809%, 03/10/2033(A)		59		58
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl B
6.306%, TSFR1M + 0.984%, 06/15/2038(A)(B)		552		546
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A
6.088%, TSFR1M + 0.767%, 05/15/2038(A)(B)		249		247
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
6.136%, TSFR1M + 0.814%, 09/15/2036(A)(B)		275		272


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Trust, Ser 2021-LGCY, Cl A
5.942%, TSFR1M + 0.620%, 10/15/2036(A)(B)	$	600	$	591
BX Trust, Ser 2022-LBA6, Cl A
6.321%, TSFR1M + 1.000%, 01/15/2039(A)(B)		375		372
BX, Ser 2021-MFM1, Cl B
6.386%, TSFR1M + 1.064%, 01/15/2034(A)(B)		421		418
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		347		337
Chase Mortgage Finance, Ser 2021-CL1, Cl M1
6.530%, SOFR30A + 1.200%, 02/25/2050(A)(B)		239		233
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB
3.431%, 06/10/2048		–		–
Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB
3.470%, 09/15/2048		128		127
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB
3.127%, 04/15/2049		238		234
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
4.638%, 09/25/2034(B)		6		5
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1
5.490%, 03/25/2036(B)		33		24
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1
2.900%, 02/25/2058(A)(B)		83		79
CML Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1
5.971%, TSFR1M + 0.654%, 02/25/2035(B)		4		3
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064(A)(B)		114		98
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065(A)(B)		83		73
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065(A)(B)		29		27
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1
0.910%, 06/25/2066(A)(B)		169		136
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(A)(B)		241		191


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054(A)	$	70	$	60
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(A)(B)		429		345
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1
1.110%, 10/25/2066(A)(B)		403		329
CSAIL Commercial Mortgage Trust, Ser C14, Cl ASB
4.359%, 11/15/2051(B)		592		577
CSMC Trust, Ser 2019-AFC1, Cl A1
3.573%, 07/25/2049(A)(D)		271		247
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056(A)(B)		188		148
CSMC Trust, Ser 2021-NQM3, Cl A1
1.015%, 04/25/2066(A)(B)		294		241
CSMC Trust, Ser 2021-NQM4, Cl A1
1.101%, 05/25/2066(A)(B)		319		256
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065(A)(B)		47		44
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1
0.899%, 04/25/2066(A)(B)		69		58
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A1
2.739%, 11/25/2059(A)(B)		18		17
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065(A)(B)		34		31
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066(A)(B)		39		32
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(B)		127		100
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A
6.137%, TSFR1M + 0.815%, 11/15/2038(A)(B)		529		524
Extended Stay America Trust, Ser 2021-ESH, Cl B
6.816%, TSFR1M + 1.494%, 07/15/2038(A)(B)		229		228
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
11.345%, SOFR30A + 6.014%, 10/25/2028(B)		163		171
FREMF Mortgage Trust, Ser 2015-K49, Cl B
3.848%, 10/25/2048(A)(B)		300		291


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065(A)(D)	$	54	$	49
GCAT Trust, Ser 2021-CM1, Cl A
2.469%, 04/25/2065(A)(B)		201		184
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066(A)(B)		97		80
GCAT Trust, Ser 2021-NQM3, Cl A1
1.091%, 05/25/2066(A)(B)		195		159
GCAT Trust, Ser 2021-NQM5, Cl A1
1.262%, 07/25/2066(A)(B)		605		471
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.643%, 11/19/2035(B)		63		51
GS Mortgage Securities Trust, Ser 2015-GS1, Cl AAB
3.553%, 11/10/2048		38		38
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB
2.777%, 10/10/2049		111		108
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
5.337%, 07/25/2035(B)		68		36
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
4.365%, 05/25/2037(B)		56		31
Impac CMB Trust, Ser 2004-9, Cl 1A1
6.191%, TSFR1M + 0.874%, 01/25/2035(B)		10		9
Impac CMB Trust, Ser 2005-2, Cl 1A1
5.951%, TSFR1M + 0.634%, 04/25/2035(B)		12		12
Impac CMB Trust, Ser 2005-3, Cl A1
5.911%, TSFR1M + 0.594%, 08/25/2035(B)		15		13
Impac CMB Trust, Ser 2005-5, Cl A1
6.071%, TSFR1M + 0.434%, 08/25/2035(B)		10		9
Impac CMB Trust, Ser 2005-8, Cl 1A
5.951%, TSFR1M + 0.634%, 02/25/2036(B)		31		28
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1
1.071%, 06/25/2056(A)(B)		254		214
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1
1.073%, 09/25/2056(A)(B)		193		154
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1
1.595%, 11/25/2056(A)(B)		200		166
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C26, Cl ASB
3.288%, 01/15/2048		36		36


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB
3.540%, 08/15/2048	$	51	$	50
JPMorgan Chase Bank, Ser 2021-CL1, Cl M1
6.630%, SOFR30A + 1.300%, 03/25/2051(A)(B)		374		371
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
5.039%, 08/25/2035(B)		11		9
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
4.617%, 05/25/2037(B)		27		22
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1
2.738%, 10/25/2029(A)(B)		636		604
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
6.181%, TSFR1M + 0.864%, 04/25/2046(A)(B)		71		69
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(A)		273		273
Merrill Lynch Mortgage Backed Securities Trust, Ser 2007-3, Cl 2A1
4.074%, 06/25/2037(B)		33		20
Metlife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055(A)(B)		48		44
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065(A)(B)		41		38
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065(A)(B)		55		49
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056(A)(B)		84		78
MFA Trust, Ser 2021-NQM1, Cl A1
1.153%, 04/25/2065(A)(B)		113		102
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(A)(B)		155		132
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B
6.536%, TSFR1M + 1.215%, 04/15/2038(A)(B)		562		559
MHP, Ser 2021-STOR, Cl A
6.136%, TSFR1M + 0.814%, 07/15/2038(A)(B)		155		154
MHP, Ser 2022-MHIL, Cl A
6.136%, TSFR1M + 0.815%, 01/15/2027(A)(B)		187		185
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061(A)(B)		347		341
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1
3.250%, 05/25/2062(A)(B)		29		28


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B
3.500%, 04/25/2066(A)(B)	$	563	$	539
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(A)(B)		106		98
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C19, Cl ASB
3.326%, 12/15/2047		8		8
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C21, Cl ASB
3.150%, 03/15/2048		45		45
Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2
3.228%, 06/15/2052		588		586
Morgan Stanley Capital I Trust, Ser H3, Cl ASB
4.120%, 07/15/2051		82		79
Morgan Stanley Capital I Trust, Ser HR2, Cl ASB
3.509%, 12/15/2050		148		142
Morgan Stanley Capital I Trust, Ser UB12, Cl ASB
3.436%, 12/15/2049		624		599
MortgageIT Trust, Ser 2005-5, Cl A1
5.951%, TSFR1M + 0.634%, 12/25/2035(B)		25		24
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057(A)(B)		80		74
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057(A)(B)		180		167
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1
3.857%, 09/25/2057(A)(B)		88		80
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(B)		27		25
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060(A)(B)		45		43
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1
0.941%, 10/25/2058(A)(B)		61		55
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(B)		306		253
OBX Trust, Ser 2018-1, Cl A2
6.081%, TSFR1M + 0.764%, 06/25/2057(A)(B)		13		12
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(B)		263		204


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1
1.957%, 10/25/2061(A)(B)	$	446	$	362
Paragon Mortgages No. 12 PLC, Ser 2006-12A, Cl A2C
5.789%, TSFR3M + 0.220%, 11/15/2038(A)(B)		40		39
PRPM LLC, Ser 2021-RPL1, Cl A1
1.319%, 07/25/2051(A)(D)		97		86
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1
2.376%, 01/26/2060(A)(B)		23		22
RFMSI Trust, Ser 2007-SA3, Cl 2A1
4.914%, 07/27/2037(B)		41		30
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
5.970%, TSFR1M + 0.654%, 01/20/2035(B)		4		4
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048(A)(B)		6		6
SG Residential Mortgage Trust, Ser 2021-1, Cl A1
1.160%, 07/25/2061(A)(B)		397		313
SREIT Trust, Ser 2021-MFP, Cl B
6.515%, TSFR1M + 1.194%, 11/15/2038(A)(B)		455		451
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(A)(B)		107		93
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(A)(B)		12		11
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(A)(B)		27		25
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1
0.943%, 05/25/2065(A)(B)		46		41
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1
1.127%, 06/25/2056(A)(B)		235		187
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057(A)(B)		110		105
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
6.031%, TSFR1M + 0.714%, 02/25/2057(A)(B)		57		58
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057(A)(B)		44		42
Towd Point Mortgage Trust, Ser 2018-1, Cl A1
3.000%, 01/25/2058(A)(B)		24		23


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2018-2, Cl A1
3.250%, 03/25/2058(A)(B)	$	134	$	129
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1
2.250%, 07/25/2068(A)(B)		472		440
TRK Trust, Ser 2021-INV1, Cl A1
1.153%, 07/25/2056(A)(B)		166		141
TTAN, Ser 2021-MHC, Cl B
6.536%, TSFR1M + 1.214%, 03/15/2038(A)(B)		231		229
UBS Commercial Mortgage Trust, Ser C4, Cl ASB
3.366%, 10/15/2050		576		557
Verus Securitization Trust, Ser 2019-4, Cl A1
3.642%, 11/25/2059(A)(D)		25		24
Verus Securitization Trust, Ser 2019-INV3, Cl A1
3.692%, 11/25/2059(A)(B)		37		36
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060(A)(D)		19		18
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065(A)(D)		56		53
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(A)(B)		92		79
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066(A)(B)		183		159
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(A)(B)		116		99
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(A)(B)		155		139
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064(A)(B)		170		148
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(A)(B)		91		80
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
4.585%, 03/25/2036(B)		44		39
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2
3.020%, 07/15/2058		118		115
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB
3.324%, 01/15/2059		75		74
Wells Fargo Commercial Mortgage Trust, Ser C39, Cl ASB
3.212%, 09/15/2050		166		160


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser C41, Cl ASB
3.390%, 11/15/2050	$	241	$	232


				23,857
Total Mortgage-Backed Securities
(Cost $27,934) ($ Thousands)				25,995



U.S. TREASURY OBLIGATIONS — 6.9%
U.S. Treasury Bill
5.312%, 05/02/2024 (E)		1,000		1,000
5.241%, 09/26/2024 (E)		375		367
U.S. Treasury Notes
5.446%, USBMMY3M + 0.125%, 07/31/2025 (B)		1,000		1,000
4.000%, 12/15/2025		6,115		6,007
3.875%, 03/31/2025		915		904
2.875%, 06/15/2025 (F)		2,000		1,949
0.250%, 09/30/2025		3,555		3,318

Total U.S. Treasury Obligations
(Cost $14,674) ($ Thousands)				14,545



U.S. GOVERNMENT AGENCY OBLIGATIONS — 4.0%
FHLMC
5.800%, 04/22/2027		1,140		1,140
4.320%, 03/21/2025		1,275		1,263
4.050%, 07/21/2025		1,680		1,657
4.050%, 08/28/2025		860		847
4.000%, 12/30/2024		950		941
4.000%, 02/28/2025		1,000		989
2.250%, 03/25/2025		1,775		1,728



Total U.S. Government Agency Obligations
(Cost $8,680) ($ Thousands)				8,565


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS — 0.6%
Florida — 0.2%
County of Miami-Dade Florida Aviation Revenue, Ser B, RB
2.504%, 10/01/2024	$	410	$	405


Texas — 0.4%
City of San Antonio Texas, GO
5.635%, 02/01/2026		880		883



Total Municipal Bonds
(Cost $1,285) ($ Thousands)				1,288



REPURCHASE AGREEMENT(G) — 1.8%
BNP Paribas
5.310%, dated 04/30/2024 to be repurchased on 05/01/2024, repurchase price $3,800,561 (collateralized by U.S. Government obligations, ranging in par value $100 - $1,415,488, 0.000% - 6.500%, 05/16/2024 – 03/20/2054; with a total market value $3,876,076)		3,800		3,800
Total Repurchase Agreement
(Cost $3,800) ($ Thousands)				3,800


Total Investments in Securities — 98.8%
(Cost $212,158) ($ Thousands)			$	209,725

	Percentages are based on Net Assets of $212,332 ($ 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 April 30, 2024, the value of these securities amounted to $94,312 ($ Thousands), representing 44.4% of the Net Assets of the Fund.
(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)	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)	Interest rate represents the security's effective yield at the time of purchase.
(F)	Security, or a portion thereof, has been pledged as collateral on open futures contracts.
(G)	Tri-Party Repurchase Agreement.

See “Glossary” for abbreviations.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 77.7%
Agency Mortgage-Backed Obligations — 77.7%
FHLMC
6.500%, 11/01/2053	$	1,737	$	1,762
6.120%, H15T1Y + 2.238%, 04/01/2029(A)		1		1
6.000%, 12/01/2052 to 03/01/2053		2,461		2,456
5.500%, 02/01/2053		2,777		2,703
5.375%, H15T1Y + 2.250%, 06/01/2024(A)		–		–
4.500%, 07/01/2024 to 12/01/2039		792		758
4.000%, 01/01/2033 to 07/01/2049		4,620		4,379
3.500%, 01/01/2029 to 05/01/2035		11,950		11,429
3.000%, 12/01/2031 to 12/01/2046		8,557		7,610
2.500%, 06/01/2030 to 02/01/2032		3,365		3,122
2.000%, 05/01/2036 to 06/01/2036		2,552		2,214
1.500%, 09/01/2041		535		419
FHLMC Multifamily Structured Pass Through Certificates, Ser K514, Cl A2
4.572%, 12/25/2028		4,600		4,489
FHLMC Multifamily Structured Pass Through Certificates, Ser K516, Cl A2
5.477%, 01/25/2029		14,000		14,151
FHLMC Multifamily Structured Pass Through Certificates, Ser K517, Cl A2
5.355%, 01/25/2029(A)		6,620		6,661
FHLMC Multifamily Structured Pass-Through Certificates, Ser K052, Cl A1
2.598%, 01/25/2025		1,401		1,384
FHLMC Multifamily Structured Pass-Through Certificates, Ser K060, Cl A1
2.958%, 07/25/2026		1,095		1,062
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO
0.881%, 06/25/2027(A)		17,478		325
FHLMC Multifamily Structured Pass-Through Certificates, Ser K107, Cl X1, IO
1.707%, 01/25/2030(A)		12,221		890
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO
0.673%, 01/25/2031(A)		13,536		410
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO
0.610%, 03/25/2031(A)		10,142		277
FHLMC Multifamily Structured Pass-Through Certificates, Ser K154, Cl X1, IO
0.527%, 01/25/2033(A)		14,651		409
FHLMC Multifamily Structured Pass-Through Certificates, Ser K510, Cl A2
5.069%, 10/25/2028(A)		2,365		2,351
FHLMC Multifamily Structured Pass-Through Certificates, Ser K511, Cl A2
4.860%, 10/25/2028		3,190		3,146


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.742%, 10/25/2026(A)	$	22,944	$	263
FHLMC Multifamily Structured Pass-Through Certificates, Ser K742, Cl X1, IO
0.864%, 03/25/2028(A)		7,546		143
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF60, Cl A
5.927%, SOFR30A + 0.604%, 02/25/2026(A)		2,329		2,333
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF62, Cl A
5.917%, SOFR30A + 0.594%, 04/25/2026(A)		3,606		3,609
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF72, Cl A
5.937%, SOFR30A + 0.614%, 10/25/2026(A)		2,743		2,740
FHLMC REMIC, Ser 2003-2571, Cl FY
6.195%, SOFR30A + 0.864%, 12/15/2032(A)		1,470		1,475
FHLMC REMIC, Ser 2006-3148, Cl CF
5.845%, SOFR30A + 0.514%, 02/15/2034(A)		66		65
FHLMC REMIC, Ser 2006-3153, Cl FX
5.795%, SOFR30A + 0.464%, 05/15/2036(A)		49		48
FHLMC REMIC, Ser 2006-3174, Cl FA
5.745%, SOFR30A + 0.414%, 04/15/2036(A)		985		972
FHLMC REMIC, Ser 2006-3219, Cl EF
5.845%, SOFR30A + 0.514%, 04/15/2032(A)		1,437		1,424
FHLMC REMIC, Ser 2007-3339, Cl HF
5.965%, SOFR30A + 0.634%, 07/15/2037(A)		1,458		1,444
FHLMC REMIC, Ser 2010-3628, Cl PJ
4.500%, 01/15/2040		574		553
FHLMC REMIC, Ser 2010-3781, Cl YB
3.500%, 12/15/2030		1,354		1,296
FHLMC REMIC, Ser 2011-3786, Cl ED
4.000%, 09/15/2039		3,318		3,261
FHLMC REMIC, Ser 2011-3788, Cl FA
5.975%, SOFR30A + 0.644%, 01/15/2041(A)		2,069		2,049
FHLMC REMIC, Ser 2011-3930, Cl KE
4.000%, 09/15/2041		9,046		8,532
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		75		2
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		63		1
FHLMC REMIC, Ser 2012-4083, Cl DI, IO
4.000%, 07/15/2027		59		2


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2012-4114, Cl MB
3.000%, 10/15/2032	$	3,000	$	2,798
FHLMC REMIC, Ser 2012-4117, Cl P
1.250%, 07/15/2042		1,074		917
FHLMC REMIC, Ser 2012-4142, Cl PT
1.250%, 12/15/2027		678		640
FHLMC REMIC, Ser 2012-4146, Cl AB
1.125%, 12/15/2027		723		683
FHLMC REMIC, Ser 2013-4170, Cl QI, IO
3.000%, 05/15/2032		143		2
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		130		3
FHLMC REMIC, Ser 2013-4178, Cl BI, IO
3.000%, 03/15/2033		311		25
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		132		4
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		133		4
FHLMC REMIC, Ser 2013-4195, Cl AI, IO
3.000%, 04/15/2028		347		13
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		200		7
FHLMC REMIC, Ser 2013-4220, Cl IE, IO
4.000%, 06/15/2028		81		2
FHLMC REMIC, Ser 2013-4223, Cl AL
3.000%, 08/15/2042		866		786
FHLMC REMIC, Ser 2013-4247, Cl LA
3.000%, 03/15/2043		2,094		1,864
FHLMC REMIC, Ser 2014-4340, Cl MI, IO
4.500%, 02/15/2027		436		12
FHLMC REMIC, Ser 2014-4344, Cl KZ
3.500%, 05/15/2034		4,987		4,605
FHLMC REMIC, Ser 2014-4419, Cl CW
2.500%, 10/15/2037		1,599		1,523
FHLMC REMIC, Ser 2015-4456, Cl BA
3.000%, 05/15/2044		692		635
FHLMC REMIC, Ser 2015-4471, Cl GA
3.000%, 02/15/2044		966		886
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		301		19
FHLMC REMIC, Ser 2015-4535, Cl PA
3.000%, 03/15/2044		1,900		1,761
FHLMC REMIC, Ser 2016-4620, Cl IO, IO
5.000%, 09/15/2033		454		68
FHLMC REMIC, Ser 2017-4650, Cl LP
3.000%, 09/15/2045		418		383
FHLMC REMIC, Ser 2017-4654, Cl AK
3.000%, 07/15/2044		2,499		2,351
FHLMC REMIC, Ser 2017-4657, Cl PU
3.000%, 09/15/2044		1,771		1,660
FHLMC REMIC, Ser 2017-4673, Cl PH
3.500%, 01/15/2045		2,254		2,150


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC, Ser 2017-4700, Cl HV
3.000%, 09/15/2040	$	4,466	$	4,144
FHLMC REMIC, Ser 2017-4709, Cl AB
3.000%, 08/15/2047		559		509
FHLMC REMIC, Ser 2017-4740, Cl P
3.000%, 12/15/2047		5,152		4,408
FHLMC REMIC, Ser 2018-4820, Cl JI, IO
5.000%, 02/15/2048		578		123
FHLMC REMIC, Ser 2020-4978, Cl MI, IO
4.000%, 05/25/2040		1,828		272
FHLMC REMIC, Ser 2020-4996, Cl BI, IO
2.500%, 06/25/2050		3,885		554
FHLMC REMIC, Ser 2020-5010, Cl IE, IO
4.000%, 09/25/2050		2,617		528
FHLMC REMIC, Ser 2020-5018, Cl LW
1.000%, 10/25/2040		1,292		996
FHLMC REMIC, Ser 2020-5048, Cl A
1.000%, 06/15/2044		2,674		2,402
FHLMC REMIC, Ser 2021-5079, Cl CB
1.000%, 02/25/2051		6,413		5,264
FHLMC REMIC, Ser 2021-5083, Cl AI, IO
2.500%, 03/25/2051		3,251		457
FHLMC REMIC, Ser 2021-5091, Cl IG, IO
3.500%, 04/25/2051		2,861		543
FHLMC REMIC, Ser 2021-5169, Cl IO, IO
3.000%, 09/25/2051		3,442		542
FHLMC REMIC, Ser 2021-5170, Cl DP
2.000%, 07/25/2050		2,204		1,824
FHLMC REMIC, Ser 2021-5183, Cl IC, IO
3.000%, 01/25/2052		3,645		654
FHLMC REMIC, Ser 2022-5213, Cl JH
3.000%, 09/25/2051		2,883		2,616
FHLMC REMIC, Ser 2022-5228, Cl DG
3.500%, 01/25/2046		5,777		5,313
FHLMC REMIC, Ser 2022-5264, Cl AB
4.500%, 08/25/2039		1,349		1,318
FHLMC REMIC, Ser 2023-5320, Cl CI, IO
4.000%, 10/15/2047		3,885		698
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2017-3, Cl MA
3.000%, 07/25/2056		3,422		3,129
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2018-1, Cl MA
3.000%, 05/25/2057		3,554		3,215
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2018-3, Cl MA
3.500%, 08/25/2057(A)		1,894		1,775
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-1, Cl MA
3.500%, 07/25/2058		3,654		3,395
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-2, Cl MA
3.500%, 08/25/2058		6,214		5,737


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MV
3.500%, 10/25/2058	$	893	$	785
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-4, Cl MA
3.000%, 02/25/2059		4,700		4,214
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2020-2, Cl MA
2.000%, 11/25/2059		614		532
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2021-2, Cl TT
2.000%, 11/25/2060		7,904		6,871
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2021-3, Cl TT
2.000%, 03/25/2061		1,349		1,158
FHLMC Structured Pass-Through Certificates, Ser 2002-42, Cl A5
7.500%, 02/25/2042		172		171
FHLMC, Ser 2013-303, Cl C2, IO
3.500%, 01/15/2028		433		15
FHLMC, Ser 2013-303, Cl C16, IO
3.500%, 01/15/2043		1,622		238
FHLMC, Ser 2022-386, Cl C14, IO
2.500%, 03/15/2052		3,924		538
FHLMC, Ser 2022-389, Cl C35, IO
2.000%, 06/15/2052		4,630		576
FNMA
7.000%, 06/01/2037 to 09/01/2053		2		2
6.500%, 05/01/2026 to 11/01/2053		3,074		3,119
6.259%, H15T1Y + 2.165%, 08/01/2029(A)		21		21
6.116%, RFUCCT6M + 1.958%, 09/01/2024(A)		2		2
6.000%, 09/01/2024 to 05/01/2053		1,366		1,369
5.500%, 06/01/2038 to 06/01/2053		5,966		5,805
5.170%, 02/01/2029		3,325		3,312
5.065%, 12/01/2028		2,440		2,425
5.000%, 11/01/2053		51,560		48,868
4.820%, 04/01/2029		2,595		2,558
4.500%, 04/01/2026 to 08/01/2044		5,740		5,538
4.460%, 05/01/2028		1,714		1,666
4.390%, 04/01/2029		2,862		2,767
4.190%, 04/01/2028		1,825		1,757
4.125%, 06/01/2028		1,087		1,045
4.030%, 06/01/2028		1,430		1,366
4.000%, 05/01/2026 to 08/01/2051		4,084		3,857
3.980%, 07/01/2028		2,336		2,226
3.705%, H15T1Y + 1.520%, 12/01/2029(A)		1		1
3.500%, 10/01/2027 to 02/01/2045		38,640		37,146
3.000%, 09/01/2027 to 11/01/2036		11,037		10,215
2.960%, 01/01/2027		1,124		1,062
2.500%, 01/01/2028 to 09/01/2036		20,545		19,242


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.000%, 05/01/2036 to 12/01/2036	$	6,365	$	5,521
FNMA Interest, Ser 2009-397, Cl 6
2.000%, 09/25/2039		703		594
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		136		3
FNMA Interest, Ser 2013-418, Cl C16, IO
4.500%, 08/25/2043		1,743		328
FNMA Interest, Ser 2022-426, Cl C38, IO
2.000%, 03/25/2052		4,425		584
FNMA Interest, Ser 2023-429, Cl C3, IO
2.500%, 09/25/2052		4,294		680
FNMA Interest, Ser 2023-437, Cl C8, IO
2.500%, 06/25/2052		3,726		569
FNMA or FHLMC TBA
7.000%, 05/15/2054		7,795		7,956
FNMA REMIC, Ser 2002-53, Cl FK
5.845%, SOFR30A + 0.514%, 04/25/2032(A)		31		31
FNMA REMIC, Ser 2005-101, Cl B
5.000%, 11/25/2035		719		708
FNMA REMIC, Ser 2006-76, Cl QF
5.845%, SOFR30A + 0.514%, 08/25/2036(A)		167		165
FNMA REMIC, Ser 2006-79, Cl DF
5.795%, SOFR30A + 0.464%, 08/25/2036(A)		131		129
FNMA REMIC, Ser 2007-47, Cl DA
5.600%, 05/25/2037		168		168
FNMA REMIC, Ser 2007-64, Cl FB
5.815%, SOFR30A + 0.484%, 07/25/2037(A)		1,074		1,066
FNMA REMIC, Ser 2008-16, Cl FA
6.145%, SOFR30A + 0.814%, 03/25/2038(A)		423		421
FNMA REMIC, Ser 2009-110, Cl FD
6.195%, SOFR30A + 0.864%, 01/25/2040(A)		2,115		2,114
FNMA REMIC, Ser 2009-112, Cl FM
6.195%, SOFR30A + 0.864%, 01/25/2040(A)		1,358		1,358
FNMA REMIC, Ser 2009-77, Cl ZA
4.500%, 10/25/2039		861		832
FNMA REMIC, Ser 2009-82, Cl FD
6.295%, SOFR30A + 0.964%, 10/25/2039(A)		1,712		1,719
FNMA REMIC, Ser 2009-82, Cl FC
6.365%, SOFR30A + 1.034%, 10/25/2039(A)		1,701		1,712
FNMA REMIC, Ser 2010-4, Cl PL
4.500%, 02/25/2040		430		418
FNMA REMIC, Ser 2010-56, Cl AF
5.668%, SOFR30A + 0.664%, 06/25/2040(A)		1,403		1,370


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2011-17, Cl ZM
3.500%, 03/25/2031	$	3,808	$	3,635
FNMA REMIC, Ser 2012-103, Cl HB
1.500%, 09/25/2027		817		774
FNMA REMIC, Ser 2012-111, Cl NI, IO
3.500%, 10/25/2027		272		10
FNMA REMIC, Ser 2012-124, Cl BC
3.000%, 03/25/2042		1,996		1,878
FNMA REMIC, Ser 2012-140, Cl PA
2.000%, 12/25/2042		2,449		1,992
FNMA REMIC, Ser 2012-27, Cl PI, IO
4.500%, 02/25/2042		1,072		80
FNMA REMIC, Ser 2012-43, Cl AI, IO
3.500%, 04/25/2027		1,062		31
FNMA REMIC, Ser 2012-47, Cl QI, IO
5.538%, 05/25/2042(A)		25		2
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		154		5
FNMA REMIC, Ser 2012-70, Cl IW, IO
3.000%, 02/25/2027		79		1
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		153		5
FNMA REMIC, Ser 2012-97, Cl JI, IO
3.000%, 07/25/2027		277		6
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		751		59
FNMA REMIC, Ser 2013-10, Cl YA
1.250%, 02/25/2028		1,094		1,030
FNMA REMIC, Ser 2013-12, Cl P
1.750%, 11/25/2041		286		271
FNMA REMIC, Ser 2013-121, Cl FA
5.845%, SOFR30A + 0.514%, 12/25/2043(A)		9,766		9,632
FNMA REMIC, Ser 2013-130, Cl FQ
5.645%, SOFR30A + 0.314%, 06/25/2041(A)		1,623		1,603
FNMA REMIC, Ser 2013-4, Cl JB
1.250%, 02/25/2028		726		683
FNMA REMIC, Ser 2013-4, Cl CB
1.250%, 02/25/2028		1,281		1,205
FNMA REMIC, Ser 2013-9, Cl PT
1.250%, 02/25/2028		617		580
FNMA REMIC, Ser 2013-98, Cl ZA
4.500%, 09/25/2043		5,799		5,437
FNMA REMIC, Ser 2014-50, Cl SC, IO
0.038%, 08/25/2044(A)		735		33
FNMA REMIC, Ser 2015-21, Cl WI, IO
0.260%, 04/25/2055(A)		580		21
FNMA REMIC, Ser 2015-41, Cl AG
3.000%, 09/25/2034		501		479
FNMA REMIC, Ser 2015-42, Cl AI, IO
0.211%, 06/25/2055(A)		609		24


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2015-5, Cl CP
3.000%, 06/25/2043	$	754	$	706
FNMA REMIC, Ser 2015-68, Cl HI, IO
3.500%, 09/25/2035		350		32
FNMA REMIC, Ser 2015-68, Cl JI, IO
3.500%, 08/25/2030		115		5
FNMA REMIC, Ser 2015-75, Cl DB
3.000%, 08/25/2035		1,302		1,213
FNMA REMIC, Ser 2016-3, Cl IN, IO
6.000%, 02/25/2046		2,071		335
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		112		2
FNMA REMIC, Ser 2016-42, Cl DA
3.000%, 07/25/2045		382		347
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		416		75
FNMA REMIC, Ser 2016-95, Cl BC
2.500%, 07/25/2040		1,670		1,519
FNMA REMIC, Ser 2017-15, Cl BC
3.250%, 11/25/2043		1,328		1,253
FNMA REMIC, Ser 2017-68, Cl IB, IO
4.500%, 09/25/2047		1,713		315
FNMA REMIC, Ser 2017-69, Cl GA
3.000%, 05/25/2045		1,556		1,452
FNMA REMIC, Ser 2018-12, Cl PK
3.000%, 03/25/2046		8,234		7,755
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		2,144		1,946
FNMA REMIC, Ser 2018-55, Cl PA
3.500%, 01/25/2047		10,971		10,555
FNMA REMIC, Ser 2018-89, Cl CA
4.000%, 06/25/2053		2,172		2,118
FNMA REMIC, Ser 2019-38, Cl PC
3.000%, 02/25/2048		725		651
FNMA REMIC, Ser 2020-26, Cl IA, IO
3.500%, 11/25/2039		2,700		231
FNMA REMIC, Ser 2020-26, Cl AI, IO
3.000%, 04/25/2033		1,770		109
FNMA REMIC, Ser 2020-35, Cl AI, IO
3.000%, 06/25/2050		3,713		576
FNMA REMIC, Ser 2020-37, Cl IM, IO
4.000%, 06/25/2050		3,075		611
FNMA REMIC, Ser 2020-4, Cl AP
2.500%, 02/25/2050		1,496		1,233
FNMA REMIC, Ser 2020-65, Cl BI, IO
4.000%, 09/25/2050		2,662		514
FNMA REMIC, Ser 2020-74, Cl HI, IO
5.500%, 10/25/2050		2,683		513
FNMA REMIC, Ser 2020-77, Cl HI, IO
4.000%, 11/25/2050		3,287		672
FNMA REMIC, Ser 2020-85, Cl PI, IO
3.000%, 12/25/2050		3,785		590


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC, Ser 2021-26, Cl YI, IO
3.500%, 05/25/2050	$	3,732	$	667
FNMA REMIC, Ser 2021-3, Cl NI, IO
2.500%, 02/25/2051		4,434		664
FNMA REMIC, Ser 2021-3, Cl TI, IO
2.500%, 02/25/2051		3,901		634
FNMA REMIC, Ser 2021-95, Cl GI, IO
3.000%, 01/25/2052		3,901		597
FNMA REMIC, Ser 2022-22, Cl QH
4.500%, 05/25/2052		5,661		5,360
FNMA REMIC, Ser 2022-77, Cl CA
5.000%, 04/25/2039		3,022		2,974
FNMA REMIC, Ser 2023-45, Cl S, IO
0.706%, 01/25/2048(A)		4,272		371
FNMA REMIC, Ser 2023-57, Cl SC, IO
0.556%, 10/25/2049(A)		4,096		314
FNMA, Ser 2014-M8, Cl A2
3.056%, 06/25/2024(A)		14,815		14,759
FNMA, Ser 2017-M13, Cl FA
5.833%, SOFR30A + 0.514%, 10/25/2024(A)		171		170
FNMA, Ser 2018- M12, Cl FA
5.833%, SOFR30A + 0.514%, 08/25/2025(A)		105		104
FNMA, Ser 2019-M21, Cl X1, IO
1.579%, 05/25/2029(A)		9,907		427
GNMA
6.500%, 12/15/2037 to 02/20/2039		88		91
6.000%, 02/15/2029 to 06/15/2041		394		405
5.500%, 10/15/2034 to 02/15/2041		857		862
5.000%, 09/15/2039 to 04/15/2041		327		322
4.500%, 09/20/2049		1,226		1,152
4.000%, 07/15/2041 to 08/15/2041		49		46
3.500%, 06/20/2046		1,633		1,462
GNMA, Ser 2003-86, Cl ZD
5.500%, 10/20/2033		1,659		1,654
GNMA, Ser 2010-26, Cl JI, IO
5.000%, 02/16/2040		1,166		236
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		560		113
GNMA, Ser 2010-68, Cl WA
3.000%, 12/16/2039		703		674
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		1,650		244
GNMA, Ser 2012-143, Cl XK
2.000%, 12/16/2027		2,407		2,298
GNMA, Ser 2012-26, Cl GJ
2.500%, 02/20/2027		2,366		2,280
GNMA, Ser 2012-30, Cl AB
2.250%, 03/20/2027		1,126		1,085
GNMA, Ser 2012-34, Cl KA
2.250%, 03/20/2027		1,119		1,076


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2012-36, Cl AB
3.000%, 10/20/2040	$	211	$	204
GNMA, Ser 2012-38, Cl GE
2.250%, 03/20/2027		1,473		1,414
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		123		2
GNMA, Ser 2012-84, Cl TE
1.500%, 03/20/2042		1,206		1,088
GNMA, Ser 2013-129, Cl AF
5.830%, TSFR1M + 0.514%, 10/20/2039(A)		2,780		2,758
GNMA, Ser 2013-136, Cl AB
2.000%, 08/20/2027		898		864
GNMA, Ser 2013-164, Cl CE
2.000%, 11/16/2028		5,081		4,832
GNMA, Ser 2013-166, Cl DA
3.500%, 06/20/2040		259		249
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		307		42
GNMA, Ser 2013-51, Cl IB, IO
3.500%, 03/20/2027		173		5
GNMA, Ser 2014-129, Cl BA
2.000%, 09/20/2029		2,690		2,529
GNMA, Ser 2014-139, Cl KA
2.000%, 09/20/2029		2,809		2,648
GNMA, Ser 2014-144, Cl DG
2.000%, 09/16/2029		5,058		4,804
GNMA, Ser 2014-146, Cl GH
2.000%, 09/20/2029		3,959		3,702
GNMA, Ser 2014-149, Cl EA
2.000%, 10/20/2029		1,667		1,591
GNMA, Ser 2014-158, Cl A
2.000%, 10/20/2029		2,385		2,235
GNMA, Ser 2014-4, Cl BI, IO
4.000%, 01/20/2044		131		23
GNMA, Ser 2014-55, Cl LB
2.500%, 10/20/2040		140		131
GNMA, Ser 2014-56, Cl BP
2.500%, 12/16/2039		806		728
GNMA, Ser 2015-119, Cl ND
2.500%, 12/20/2044		1,469		1,337
GNMA, Ser 2015-126, Cl HI, IO
4.000%, 12/16/2026		29		–
GNMA, Ser 2015-126, Cl GI, IO
3.500%, 02/16/2027		50		1
GNMA, Ser 2015-132, Cl EI, IO
6.000%, 09/20/2045		852		174
GNMA, Ser 2015-165, Cl I, IO
3.500%, 07/20/2043		611		92
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		125		2


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2015-40, Cl PA
2.000%, 04/20/2044	$	657	$	626
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		174		5
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		822		124
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		526		19
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		799		130
GNMA, Ser 2016-49, Cl PI, IO
4.500%, 11/16/2045		1,145		204
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		491		9
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		915		149
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		196		35
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		246		54
GNMA, Ser 2017-26, Cl IA, IO
5.500%, 02/16/2047		803		124
GNMA, Ser 2017-26, Cl IB, IO
5.500%, 02/20/2047		520		88
GNMA, Ser 2017-26, Cl KI, IO
6.000%, 09/20/2040		979		170
GNMA, Ser 2017-95, Cl PG
2.500%, 12/20/2045		455		415
GNMA, Ser 2018-127, Cl PB
3.000%, 09/20/2047		1,407		1,271
GNMA, Ser 2018-6, Cl CM
2.500%, 10/20/2046		4,658		4,068
GNMA, Ser 2018-72, Cl ID, IO
4.500%, 08/20/2045		2,378		436
GNMA, Ser 2019-132, Cl NA
3.500%, 09/20/2049		2,653		2,404
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		1,440		229
GNMA, Ser 2019-5, Cl JI, IO
5.000%, 07/16/2044		2,203		338
GNMA, Ser 2020-17, Cl EI, IO
5.000%, 02/20/2050		1,791		368
GNMA, Ser 2020-47, Cl AC
1.500%, 04/16/2050		3,769		2,981
GNMA, Ser 2021-215, Cl KA
2.500%, 10/20/2049		3,131		2,648
GNMA, Ser 2022-124, Cl HA
4.000%, 12/20/2048		1,221		1,158
GNMA, Ser 2022-125, Cl BA
4.000%, 09/20/2044		–		–
GNMA, Ser 2022-177, Cl LA
3.500%, 01/20/2052		–		–


Description	Face Amount (Thousands)			Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2022-34, Cl QJ
3.000%, 02/20/2052	$	2,724		$	2,417
GNMA, Ser 2022-75, Cl DA
4.000%, 09/20/2047		4,523			4,285
GNMA, Ser 2022-76, Cl GA
4.000%, 03/20/2052		5,257			4,940
GNMA, Ser 2022-87, Cl CA
2.500%, 09/20/2036		11,525			10,361
UMBS TBA
2.500% - 6.500%, 05/15/2054 - 6/15/2054		(40,581	)		(41,145	)


					511,961
Total Mortgage-Backed Securities
(Cost $531,686) ($ Thousands)					511,961



U.S. TREASURY OBLIGATIONS — 15.3%
U.S. Treasury Inflation Indexed Notes
1.375%, 07/15/2033		3,449			3,202
U.S. Treasury Notes
4.375%, 12/15/2026		53,650			52,927
4.000%, 02/15/2026 (B)		45,200			44,361

Total U.S. Treasury Obligations
(Cost $102,095) ($ Thousands)					100,490



REPURCHASE AGREEMENTS(C) — 1.8%
BNP Paribas
5.310%, dated 04/30/2024 to be repurchased on 05/01/2024, repurchase price $5,900,870 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $2,769,900, 2.625% - 7.625%, 02/15/2025 – 07/15/2065; with a total market value $6,018,041)		5,900			5,900
Deutsche Bank
5.310%, dated 04/30/2024 to be repurchased on 05/01/2024, repurchase price $5,900,870 (collateralized by a U.S. Government obligation, par value $6,644,703, 6.000%, 10/01/2053; with total market value $6,018,000)		5,900			5,900

Total Repurchase Agreements
(Cost $11,800) ($ Thousands)					11,800


Total Investments in Securities — 94.8%
(Cost $645,581) ($ Thousands)				$	624,251

	Percentages are based on Net Assets of $658,714 ($ 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, or a portion thereof, has been pledged as collateral on open futures contracts.
(C)	Tri-Party Repurchase Agreement.

See “Glossary” for abbreviations.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 99.0%
Agency Mortgage-Backed Obligations — 98.1%
FHLMC Multifamily Structured Pass-Through Certificates, Ser K066, Cl X1, IO
0.881%, 06/25/2027(A)	$	1,591	$	30
FHLMC Multifamily Structured Pass-Through Certificates, Ser K110, Cl X1, IO
1.812%, 04/25/2030(A)		595		45
FHLMC Multifamily Structured Pass-Through Certificates, Ser K116, Cl X1, IO
1.526%, 07/25/2030(A)		694		46
FHLMC Multifamily Structured Pass-Through Certificates, Ser K118, Cl X1, IO
1.049%, 09/25/2030(A)		1		–
FHLMC Multifamily Structured Pass-Through Certificates, Ser K123, Cl X1, IO
0.862%, 12/25/2030(A)		1,019		40
FHLMC Multifamily Structured Pass-Through Certificates, Ser K125, Cl X1, IO
0.673%, 01/25/2031(A)		1		–
FHLMC Multifamily Structured Pass-Through Certificates, Ser K128, Cl X1, IO
0.610%, 03/25/2031(A)		–		–
FHLMC Multifamily Structured Pass-Through Certificates, Ser K1520, Cl X1, IO
0.578%, 02/25/2036(A)		601		22
FHLMC Multifamily Structured Pass-Through Certificates, Ser K737, Cl X1, IO
0.742%, 10/25/2026(A)		2,091		24
FHLMC REMIC, Ser 2011-3930, Cl AI, IO
3.500%, 09/15/2026		50		1
FHLMC REMIC, Ser 2012-4018, Cl AI, IO
3.500%, 03/15/2027		42		1
FHLMC REMIC, Ser 2013-4166, Cl PI, IO
3.500%, 03/15/2041		77		2
FHLMC REMIC, Ser 2013-4176, Cl KI, IO
4.000%, 03/15/2028		86		2
FHLMC REMIC, Ser 2013-4178, Cl MI, IO
2.500%, 03/15/2028		91		3
FHLMC REMIC, Ser 2013-4182, Cl IE, IO
2.500%, 03/15/2028		92		3
FHLMC REMIC, Ser 2013-4199, Cl QI, IO
2.500%, 05/15/2028		130		4
FHLMC REMIC, Ser 2015-4484, Cl Cl, IO
4.000%, 07/15/2030		189		12
FHLMC REMIC, Ser 2016-4624, Cl BI, IO
5.500%, 04/15/2036		98		18
FHLMC REMIC, Ser 2017-4731, Cl LB
3.000%, 11/15/2047		167		121
FHLMC, Ser 2014-324, Cl C18, IO
4.000%, 12/15/2033		206		20
FNMA
8.000%, 03/01/2027 to 09/01/2028		5		5
7.000%, 08/01/2032 to 09/01/2032		4		3


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
6.500%, 09/01/2032	$	14	$	14
FNMA Interest, Ser 2012-410, Cl C6, IO
4.000%, 05/25/2027		17		–
FNMA REMIC, Ser 2010-126, Cl NI, IO
5.500%, 11/25/2040		122		15
FNMA REMIC, Ser 2012-53, Cl BI, IO
3.500%, 05/25/2027		19		1
FNMA REMIC, Ser 2012-93, Cl IL, IO
3.000%, 09/25/2027		104		3
FNMA REMIC, Ser 2012-98, Cl BI, IO
6.000%, 01/25/2042		73		6
FNMA REMIC, Ser 2014-68, Cl ID, IO
3.500%, 03/25/2034		228		10
FNMA REMIC, Ser 2015-21, Cl WI, IO
0.260%, 04/25/2055(A)		72		3
FNMA REMIC, Ser 2016-3, Cl JI, IO
3.500%, 02/25/2031		14		–
FNMA REMIC, Ser 2016-71, Cl IN, IO
3.500%, 10/25/2046		52		9
FNMA REMIC, Ser 2017-110, Cl PB
3.000%, 02/25/2057		79		57
FNMA REMIC, Ser 2018-13, Cl MP
3.500%, 12/25/2057		218		198
FNMA REMIC, Ser 2018-25, Cl AL
3.500%, 04/25/2048		49		41
FNMA, Ser 2019-M21, Cl X1, IO
1.579%, 05/25/2029(A)		916		39
FNMA, Ser 2020-M2, Cl X, IO
0.389%, 01/25/2030(A)		790		8
GNMA
8.000%, 07/15/2026 to 03/15/2032		34		34
7.750%, 10/15/2026		2		2
7.500%, 02/15/2027 to 10/15/2035		29		30
7.250%, 01/15/2028		–		–
6.500%, 02/15/2027 to 10/15/2038		119		124
6.000%, 12/15/2027 to 11/15/2034		87		88
5.500%, 01/15/2033 to 02/15/2041		500		502
5.000%, 06/15/2033 to 07/15/2052		967		948
4.500%, 08/15/2033 to 08/20/2049		1,556		1,481
4.000%, 03/20/2040 to 09/20/2048		1,661		1,537
3.875%, 05/15/2042 to 08/15/2042		637		587
3.500%, 03/20/2041 to 02/20/2049		2,172		1,932
3.000%, 04/20/2045 to 12/20/2050		1,713		1,475
2.500%, 09/20/2045 to 11/20/2051		3,103		2,553
2.000%, 08/20/2050 to 02/20/2051		2,831		2,232
GNMA TBA
5.000% - 6.500%, 5/15/2045 - 5/15/2054		130		128
2.000% - 5.500%, 05/15/2046 - 5/13/2173		157		156
GNMA, Ser 2010-57, Cl TI, IO
5.000%, 05/20/2040		251		51


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2012-113, Cl BZ
3.000%, 09/16/2042	$	218	$	169
GNMA, Ser 2012-126, Cl IO, IO
3.500%, 10/20/2042		202		30
GNMA, Ser 2012-51, Cl GI, IO
3.500%, 07/20/2040		82		1
GNMA, Ser 2012-69, Cl AI, IO
4.500%, 05/16/2027		8		–
GNMA, Ser 2013-149, Cl LZ
2.500%, 10/20/2043		51		41
GNMA, Ser 2013-169, Cl ZK
2.500%, 11/20/2043		57		45
GNMA, Ser 2013-26, Cl IK, IO
3.000%, 02/16/2043		201		28
GNMA, Ser 2013-99, Cl AX
3.000%, 07/20/2043(B)		55		49
GNMA, Ser 2014-122, Cl IP, IO
3.500%, 08/16/2029		150		6
GNMA, Ser 2014-144, Cl BI, IO
3.000%, 09/16/2029		50		2
GNMA, Ser 2014-21, Cl DI, IO
4.000%, 04/16/2026		94		–
GNMA, Ser 2015-161, Cl GZ
3.000%, 11/20/2045		290		244
GNMA, Ser 2015-18, Cl IC, IO
3.500%, 02/16/2030		113		4
GNMA, Ser 2015-185, Cl GI, IO
3.500%, 02/20/2041		82		1
GNMA, Ser 2015-24, Cl CI, IO
3.500%, 02/20/2045		127		21
GNMA, Ser 2015-62, Cl CI, IO
4.500%, 05/20/2045		134		26
GNMA, Ser 2015-84, Cl IO, IO
3.500%, 05/16/2042		213		33
GNMA, Ser 2016-126, Cl KI, IO
3.000%, 09/20/2028		116		4
GNMA, Ser 2016-136, Cl PJ
3.500%, 01/20/2046		361		291
GNMA, Ser 2016-161, Cl GI, IO
5.000%, 11/16/2046		105		15
GNMA, Ser 2016-167, Cl AI, IO
5.500%, 03/20/2039		213		32
GNMA, Ser 2016-23, Cl CI, IO
3.500%, 04/20/2042		344		13
GNMA, Ser 2016-42, Cl EI, IO
6.000%, 02/20/2046		213		35
GNMA, Ser 2016-49, Cl PZ
3.000%, 11/16/2045		247		166
GNMA, Ser 2016-99, Cl LI, IO
4.000%, 05/20/2029		202		4
GNMA, Ser 2017-107, Cl JI, IO
4.000%, 03/20/2047		310		50


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA, Ser 2017-130, Cl IO, IO
4.500%, 02/20/2040	$	138	$	23
GNMA, Ser 2017-134, Cl BI, IO
5.000%, 09/16/2047		88		16
GNMA, Ser 2017-134, Cl CG
2.500%, 09/20/2047		80		64
GNMA, Ser 2017-163, Cl YA
2.500%, 11/20/2047		225		175
GNMA, Ser 2017-182, Cl LZ
3.000%, 12/20/2047		151		85
GNMA, Ser 2017-2, Cl AI, IO
5.000%, 01/16/2047		159		35
GNMA, Ser 2018-1, Cl HB
2.500%, 01/20/2048		228		178
GNMA, Ser 2018-37, Cl BY
3.500%, 03/20/2048		200		169
GNMA, Ser 2019-43, Cl IA, IO
4.500%, 05/20/2048		123		20
GNMA, Ser 2020-115, Cl YA
1.000%, 08/20/2050		53		39
GNMA, Ser 2020-74, Cl IC, IO
3.000%, 05/20/2035		399		22


				16,802
Non-Agency Mortgage-Backed Obligations — 0.9%
FHLMC Seasoned Credit Risk Transfer Trust, Ser 2019-3, Cl MT
3.500%, 10/25/2058		179		154

Total Mortgage-Backed Securities
(Cost $19,220) ($ Thousands)				16,956



REPURCHASE AGREEMENT(C) — 1.8%
BNP Paribas
5.310%, dated 04/30/2024 to be repurchased on 05/01/2024, repurchase price $300,044 (collateralized by U.S. Government obligations, ranging in par value $1,000 - $896,291, 1.220% - 7.000%, 06/01/2029 – 04/15/2058; with total market value $306,000)		300		300
Total Repurchase Agreement
(Cost $300) ($ Thousands)				300


Total Investments in Securities — 100.8%
(Cost $19,520) ($ Thousands)			$	17,256

	Percentages are based on Net Assets of $17,117 ($ 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)	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.
(C)	Tri-Party Repurchase Agreement.

See “Glossary” for abbreviations.

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

IO — Interest Only — face amount represents notional amount

MTN — Medium Term Note

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

A list of the open futures contracts held by the Fund at April 30, 2024, is as follows:

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	5		Jun-2024	$	1,023		$	1,013		$	(10	)


Short Contracts
U.S. 5-Year Treasury Note	(6	)	Jun-2024	$	(640	)	$	(628	)	$	12
U.S. 10-Year Treasury Note	(15	)	Jun-2024		(1,657	)		(1,612	)		45
					(2,297	)		(2,240	)		57
				$	(1,274	)	$	(1,227	)	$	47

A list of the open futures contracts held by the Fund at April 30, 2024, is as follows:

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		1,198		Jun-2024	$	245,098		$	242,782		$	(2,316	)


Short Contracts
U.S. 5-Year Treasury Note		(494)		Jun-2024	$	(52,706	)	$	(51,742	)	$	964
U.S. 10-Year Treasury Note		(1,048)		Jun-2024		(115,326	)		(112,595	)		2,731
Ultra 10-Year U.S. Treasury Note		(348)		Jun-2024		(39,584	)		(38,356	)		1,228
						(207,616	)		(202,693	)		4,923
					$	37,482		$	40,089		$	2,607

SCHEDULE OF INVESTMENTS (Unaudited) April 30, 2024 GNMA Fund (Concluded) A list of the open futures contracts held by the Fund at April 30, 2024, is as follows:

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		3		Jun-2024	$	614		$	608		$	(6	)
U.S. 5-Year Treasury Note		7		Jun-2024		747			733			(14	)
U.S. 10-Year Treasury Note		1		Jun-2024		108			108			–
U.S. Ultra Long Treasury Bond		2		Jun-2024		256			240			(16	)
Ultra 10-Year U.S. Treasury Note		1		Jun-2024		114			110			(4	)
						1,839			1,799			(40	)
Short Contracts
U.S. Long Treasury Bond		(8)		Jun-2024	$	(953	)	$	(911	)	$	42
					$	886		$	888		$	2