
Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 97.9%

Communication Services — 7.6%
Alphabet Inc, Cl A *		25,893	$	3,585
Alphabet Inc, Cl C *		66,323		9,271
AT&T Inc		300,850		5,093
BCE Inc		65,612		2,435
Comcast Corp, Cl A		151,605		6,496
Fox Corp		44,900		1,338
Liberty Media Corp-Liberty Formula One, Cl C *		13,950		1,015
Meta Platforms Inc, Cl A		24,430		11,974
Netflix Inc *		4,878		2,941
News Corp		2,836		79
Nexstar Media Group Inc, Cl A		15,784		2,623
Omnicom Group Inc		6,334		560
Pinterest Inc, Cl A *		48,583		1,783
ROBLOX Corp, Cl A *		865		35
Spotify Technology SA *		7,785		1,996
TEGNA Inc		26,800		375
Verizon Communications Inc		64,000		2,561
Walt Disney Co/The		42,109		4,699
Warner Music Group, Cl A		10,974		383

				59,242
Consumer Discretionary — 9.3%
Airbnb Inc, Cl A *		392		62
Amazon.com Inc *		103,131		18,229
American Eagle Outfitters Inc		10,508		250
AutoNation Inc *		4,400		659
AutoZone Inc *		184		553
Best Buy Co Inc		6,500		526
Booking Holdings Inc *		505		1,752
Burlington Stores Inc *		2,581		529
Capri Holdings Ltd *		7,200		332
DoorDash Inc, Cl A *		6,160		767
DR Horton Inc		10,446		1,561
DraftKings Inc, Cl A *		17,431		755
eBay Inc		27,461		1,298
Expedia Group Inc *		1,229		168
Foot Locker Inc		13,900		479
Ford Motor Co		188,689		2,347
Gap Inc/The		1,660		31
General Motors Co		45,654		1,871
Genuine Parts Co		23,047		3,440
Goodyear Tire & Rubber Co/The *		58,400		694
Guess? Inc		18,000		457
Harley-Davidson Inc		25,500		925
Hilton Worldwide Holdings Inc		3,151		644
Home Depot Inc/The		10,192		3,879
Jack in the Box Inc		5,995		438
KB Home		19,900		1,322
Kohl's Corp		13,100		365
Lennar Corp, Cl A		2,511		398


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Lowe's Cos Inc		16,077	$	3,869
Macy's Inc		36,200		631
MercadoLibre Inc *		1,201		1,916
Mobileye Global, Cl A *(A)		18,168		463
NIKE Inc, Cl B		32,604		3,389
Pool Corp		6,673		2,657
PulteGroup Inc		20,100		2,178
Ralph Lauren Corp, Cl A		6,581		1,224
Ross Stores Inc		28,956		4,313
Starbucks Corp		47,555		4,513
Tesla Inc *		3,719		751
TJX Cos Inc/The		8,827		875
TopBuild Corp *		809		326
Whirlpool Corp		9,600		1,031

				72,867
Consumer Staples — 5.4%
Albertsons Cos Inc, Cl A		24,900		505
Altria Group Inc		66,297		2,712
Archer-Daniels-Midland Co		13,492		717
Bunge Global		6,800		642
Casey's General Stores Inc		9,274		2,824
Central Garden & Pet Co, Cl A *		16,125		608
Coca-Cola Consolidated Inc		497		418
Conagra Brands Inc		25,800		724
Constellation Brands Inc, Cl A		9,636		2,395
Costco Wholesale Corp		3,750		2,790
Diageo PLC ADR (A)		12,305		1,856
General Mills Inc		15,619		1,002
Herbalife Ltd *		15,000		132
Hershey Co/The		591		111
Kenvue Inc		148,459		2,821
Kraft Heinz Co/The		41,780		1,474
Kroger Co/The		37,700		1,870
Molson Coors Beverage Co, Cl B		24,900		1,554
PepsiCo Inc		20,524		3,393
Philip Morris International Inc		35,965		3,235
Procter & Gamble Co/The		4,876		775
Target Corp		28,170		4,308
Tyson Foods Inc, Cl A		6,931		376
Unilever PLC ADR		57,462		2,814
Walgreens Boots Alliance Inc		33,500		712
Walmart Inc		27,054		1,586

				42,354
Energy — 4.5%
APA Corp		14,000		417
Cheniere Energy Inc		10,596		1,645
Chesapeake Energy Corp (A)		7,100		588
Chevron Corp		22,466		3,415
ConocoPhillips		29,717		3,344
Devon Energy Corp		23,300		1,027
Diamondback Energy Inc		20,712		3,780


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Energy Transfer LP		91,684	$	1,342
Exxon Mobil Corp		82,139		8,585
HF Sinclair Corp		23,000		1,277
Marathon Oil Corp		50,100		1,215
Marathon Petroleum Corp		16,382		2,772
MPLX		33,441		1,285
Phillips 66		11,200		1,596
Scorpio Tankers Inc		16,207		1,088
Valero Energy Corp		13,980		1,978

				35,354
Financials — 15.9%
Aflac Inc		21,300		1,720
Allstate Corp/The		2,070		330
Ally Financial Inc		31,200		1,154
American Express Co		2,819		619
American International Group Inc		26,600		1,939
Ameriprise Financial Inc		11,987		4,883
Annaly Capital Management Inc ^‡		19,900		380
Aon PLC, Cl A		2,607		824
Apollo Global Management Inc		1,954		218
Arch Capital Group Ltd *		4,666		409
Ares Management Corp, Cl A		1,500		199
Bank of America Corp		179,983		6,213
Bank of New York Mellon Corp/The		21,500		1,206
BankUnited Inc		13,300		357
Berkshire Hathaway Inc, Cl B *		10,660		4,364
Blue Owl Capital Inc, Cl A		41,273		741
Capital One Financial Corp		11,626		1,600
Cboe Global Markets Inc		8,053		1,546
Chubb Ltd		15,825		3,983
Cincinnati Financial Corp		12,346		1,407
Citigroup Inc		111,871		6,208
Citizens Financial Group Inc		27,300		857
CNA Financial Corp		13,500		593
Corebridge Financial Inc		6,960		173
Customers Bancorp Inc *		10,400		565
Discover Financial Services		9,600		1,159
Essent Group Ltd		3,486		187
Everest Group Ltd		3,400		1,254
FactSet Research Systems Inc		3,663		1,694
Fidelity National Information Services Inc		3,543		245
Fifth Third Bancorp		37,700		1,295
First Horizon Corp		47,500		670
Fiserv Inc *		3,119		466
Franklin Resources Inc		11,026		303
Goldman Sachs Group Inc/The		5,700		2,218
Hartford Financial Services Group Inc/The		23,000		2,204
Huntington Bancshares Inc/OH		46,982		613
Jack Henry & Associates Inc		864		150
Jackson Financial Inc, Cl A		2,948		162
Janus Henderson Group PLC		2,472		77
JPMorgan Chase & Co		38,498		7,163


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
KeyCorp		11,500	$	164
Kinsale Capital Group Inc		6,861		3,542
KKR & Co Inc		15,220		1,496
Lincoln National Corp		12,100		333
Loews Corp		7,815		587
LPL Financial Holdings Inc		1,680		450
M&T Bank Corp		5,150		720
Mastercard Inc, Cl A		6,564		3,116
MetLife Inc		23,500		1,639
MGIC Investment Corp		82,300		1,637
Moody's Corp		5,920		2,246
Morgan Stanley		81,221		6,988
MSCI Inc, Cl A		5,841		3,277
Nasdaq Inc		4,496		253
Navient Corp		52,300		850
PayPal Holdings Inc *		15,300		923
Principal Financial Group Inc		4,801		388
Progressive Corp/The		2,694		511
Radian Group Inc		42,900		1,250
Regions Financial Corp		68,500		1,276
S&P Global Inc		5,513		2,362
State Street Corp		19,400		1,430
Travelers Cos Inc/The		21,643		4,782
Truist Financial Corp		114,755		4,014
Unum Group		23,000		1,137
Valley National Bancorp		35,800		293
Veritex Holdings Inc		18,300		359
Visa Inc, Cl A		38,204		10,798
Wells Fargo & Co		61,868		3,439
Western Union Co/The		49,400		662
Willis Towers Watson PLC		615		168
Wintrust Financial Corp		6,800		655

				124,093
Health Care — 12.7%
AbbVie Inc		12,265		2,159
Acadia Healthcare Co Inc *		8,851		739
Amgen Inc		13,042		3,571
Becton Dickinson & Co		595		140
Boston Scientific Corp *		36,031		2,386
Bristol-Myers Squibb Co		72,153		3,662
Cardinal Health Inc		21,800		2,441
Centene Corp *		11,000		863
Cigna Group/The		6,557		2,204
CVS Health Corp		27,000		2,008
Danaher Corp		15,162		3,838
Doximity Inc, Cl A *		6,387		180
Elevance Health Inc		2,695		1,351
Eli Lilly & Co		9,247		6,969
Gilead Sciences Inc		26,459		1,908
HCA Healthcare Inc		6,570		2,048
Immunovant Inc *		4,864		172
Incyte Corp *		9,976		582


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Inmode Ltd *		16,300	$	359
Insulet Corp *		2,093		343
Jazz Pharmaceuticals PLC *		6,880		818
Johnson & Johnson		67,587		10,907
McKesson Corp		6,855		3,574
Medtronic PLC		36,643		3,055
Merck & Co Inc		70,204		8,926
Mettler-Toledo International Inc *		2,949		3,678
Natera Inc *		26,531		2,295
Novartis AG ADR		37,238		3,760
Nuvalent Inc, Cl A *		3,529		297
Organon & Co		4,167		72
Pfizer Inc		182,759		4,854
Regeneron Pharmaceuticals Inc *		885		855
STERIS PLC		11,904		2,773
Stryker Corp		5,696		1,988
Thermo Fisher Scientific Inc		2,939		1,676
United Therapeutics Corp *		1,156		261
UnitedHealth Group Inc		11,714		5,782
Universal Health Services Inc, Cl B		6,957		1,162
Vaxcyte Inc *		6,836		505
Veeva Systems Inc, Cl A *		2,770		625
Vertex Pharmaceuticals Inc *		1,610		677
Viatris Inc		46,500		575
Viking Therapeutics Inc *		627		48
Zoetis Inc, Cl A		13,039		2,586

				99,672
Industrials — 11.3%
3M Co		7,706		710
Acuity Brands Inc		3,400		854
AGCO Corp		12,100		1,327
Allison Transmission Holdings Inc		26,900		2,026
Automatic Data Processing Inc		15,639		3,927
Axon Enterprise Inc *		1,563		480
AZEK Co Inc/The, Cl A *		14,019		674
Beacon Roofing Supply Inc *		5,020		431
Booz Allen Hamilton Holding Corp, Cl A		4,073		602
Cintas Corp		2,466		1,550
Core & Main Inc, Cl A *		10,898		520
Crane Co		860		105
Cummins Inc		6,441		1,730
Curtiss-Wright Corp		476		112
Delta Air Lines Inc		17,900		757
Eaton Corp PLC		4,432		1,281
Emerson Electric Co		2,264		242
Encore Wire Corp		5,300		1,277
Equifax Inc		726		199
Esab Corp		3,515		348
FedEx Corp		7,000		1,743
Ferguson PLC		1,664		352
Flowserve Corp		24,811		1,050
Fortive Corp		35,206		2,997


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
General Dynamics Corp		14,740	$	4,028
General Electric Co		1,926		302
GFL Environmental Inc		46,210		1,667
Golden Ocean Group Ltd		33,139		426
Griffon Corp		8,900		635
GXO Logistics Inc *		61,816		3,200
HEICO Corp		11,761		2,275
HEICO Corp, Cl A		7,871		1,225
Honeywell International Inc		12,615		2,507
Hubbell Inc, Cl B		190		72
Huntington Ingalls Industries Inc		2,700		787
IES Holdings Inc *		651		72
Johnson Controls International PLC		55,660		3,299
Lockheed Martin Corp		3,000		1,285
Lyft Inc, Cl A *		26,603		422
ManpowerGroup Inc		11,900		859
MSA Safety Inc		210		39
Old Dominion Freight Line Inc		5,318		2,353
Oshkosh Corp		10,400		1,153
Otis Worldwide Corp		29,127		2,776
Owens Corning		11,000		1,648
PACCAR Inc		11,649		1,292
Parker-Hannifin Corp		829		444
Rockwell Automation Inc		118		34
RTX Corp		41,391		3,712
Science Applications International Corp		4,900		686
Siemens AG ADR		34,275		3,388
Snap-on Inc		5,800		1,599
Textron Inc		16,200		1,443
Trane Technologies PLC		1,500		423
TransDigm Group Inc		5,268		6,204
Uber Technologies Inc *		25,550		2,031
United Airlines Holdings Inc *		14,900		678
United Parcel Service Inc, Cl B		15,507		2,299
Veralto		15,614		1,349
Vertiv Holdings Co, Cl A		11,099		751
Waste Connections Inc		25,986		4,325
Westinghouse Air Brake Technologies Corp		4,776		675
Woodward Inc		7,355		1,041

				88,698
Information Technology — 23.6%
Accenture PLC, Cl A		5,450		2,043
Adobe Inc *		9,794		5,487
Advanced Micro Devices Inc *		13,313		2,563
Amphenol Corp, Cl A		32,509		3,551
Analog Devices Inc		16,537		3,172
Apple Inc		117,725		21,279
Applied Materials Inc		11,380		2,294
AppLovin Corp, Cl A *		2,936		175
Arista Networks Inc *		882		245
Arrow Electronics Inc *		8,200		963
Atlassian Corp, Cl A *		1,816		377


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Braze Inc, Cl A *		1,374	$	78
Broadcom Inc		9,757		12,689
Cadence Design Systems Inc *		3,153		960
CDW Corp/DE		16,993		4,184
Ciena Corp *		1,278		73
Cisco Systems Inc		117,615		5,689
Cloudflare Inc, Cl A *		3,952		389
Crowdstrike Holdings Inc, Cl A *		2,155		699
Datadog Inc, Cl A *		558		73
Dell Technologies Inc, Cl C		16,000		1,515
DocuSign Inc, Cl A *		639		34
Dropbox Inc, Cl A *		20,000		479
DXC Technology Co *		24,600		538
Gitlab Inc, Cl A *		9,630		695
GoDaddy Inc, Cl A *		1,980		226
Hewlett Packard Enterprise Co		95,916		1,461
HP Inc		62,269		1,764
Informatica Inc, Cl A *		9,767		318
Intel Corp		98,813		4,254
International Business Machines Corp		8,245		1,526
Intuit Inc		11,125		7,375
KLA Corp		1,905		1,300
Kyndryl Holdings Inc *		9,428		207
Lam Research Corp		350		328
Marvell Technology Inc		19,530		1,400
Microchip Technology Inc		36,061		3,034
Micron Technology Inc		14,560		1,319
Microsoft Corp		95,603		39,545
MongoDB Inc, Cl A *		1,911		855
Monolithic Power Systems Inc		2,529		1,821
Motorola Solutions Inc		9,741		3,218
NetApp Inc		15,952		1,422
NVIDIA Corp		20,620		16,313
Oracle Corp		38,916		4,346
Palantir Technologies Inc, Cl A *		3,590		90
Procore Technologies Inc *		4,486		350
Pure Storage Inc, Cl A *		5,355		282
QUALCOMM Inc		18,659		2,944
Roper Technologies Inc		4,830		2,631
salesforce.com *		13,175		4,069
SAP SE ADR		21,914		4,117
SentinelOne Inc, Cl A *		1,293		36
ServiceNow Inc *		1,974		1,523
Smartsheet Inc, Cl A *		5,530		233
Snowflake Inc, Cl A *		7,749		1,459
Squarespace Inc, Cl A *		1,146		38
Synopsys Inc *		358		205
Taiwan Semiconductor Manufacturing Co Ltd ADR		9,293		1,196
Tenable Holdings Inc *		1,291		62
Twilio Inc, Cl A *		2,746		164
Vishay Intertechnology Inc		46,100		1,003


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Western Digital Corp *		3,949	$	235
Workday Inc, Cl A *		179		53
Xerox Holdings Corp		46,300		863
Zscaler Inc *		3,030		733

				184,562
Materials — 3.3%
Berry Global Group Inc		16,000		931
Chemours Co/The		23,500		462
Dow Inc		58,865		3,289
Ecolab Inc		429		97
Huntsman Corp		12,600		323
Ingevity Corp *		10,801		493
Linde PLC		7,797		3,500
LyondellBasell Industries NV, Cl A		11,500		1,153
Martin Marietta Materials Inc		2,352		1,359
NewMarket Corp		1,000		642
Nucor Corp		3,684		708
O-I Glass Inc, Cl I *		39,200		663
Packaging Corp of America		1,581		287
PPG Industries Inc		6,038		855
Reliance		14,327		4,602
RPM International Inc		2,411		278
Sherwin-Williams Co/The		9,163		3,042
Steel Dynamics Inc		15,761		2,109
Sylvamo Corp		11,800		713

				25,506
Real Estate — 2.5%
American Tower Corp, Cl A ^‡		17,844		3,549
Brixmor Property Group Inc ^‡		47,400		1,072
Crown Castle Inc ^‡		17,090		1,879
Equinix Inc ^‡		5,056		4,494
Healthpeak Properties Inc ^‡		127,169		2,130
Host Hotels & Resorts Inc ^‡		37,100		769
Iron Mountain Inc ^‡		11,141		876
Service Properties Trust ^‡		37,100		252
Simon Property Group Inc ^‡		6,948		1,029
VICI Properties Inc, Cl A ^‡		111,556		3,339

				19,389
Utilities — 1.8%
Black Hills Corp		6,725		350
Constellation Energy Corp		2,350		396
Duke Energy Corp		42,832		3,933
Evergy Inc		17,068		845
NextEra Energy Inc		80,600		4,448
NRG Energy Inc		22,000		1,217
Sempra		3,995		282
UGI Corp		19,105		468


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vistra Corp		42,000	$	2,291

				14,230
Total Common Stock
(Cost $507,464) ($ Thousands)				765,967



AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, LP
5.370% **^†(B)		2,930,818		2,930


Total Affiliated Partnership
(Cost $2,932) ($ Thousands)				2,930



CASH EQUIVALENT — 1.6%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		12,561,473		12,561

Total Cash Equivalent
(Cost $12,561) ($ Thousands)				12,561


Total Investments in Securities — 99.9%
(Cost $522,957) ($ Thousands)			$	781,458

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 95.5%

Communication Services — 6.6%
Alphabet Inc, Cl A *		77,200	$	10,689
Alphabet Inc, Cl C *		68,569		9,585
AT&T Inc		344,233		5,828
Comcast Corp, Cl A		31,006		1,329
Frontier Communications Parent Inc *		43,976		1,041
Liberty Global *		12,367		229
Live Nation Entertainment Inc *		6,954		674
Meta Platforms Inc, Cl A		57,844		28,351
Netflix Inc *		7,871		4,746
Nexstar Media Group Inc, Cl A		28,946		4,810
Omnicom Group Inc		22,696		2,006
Pinterest Inc, Cl A *		35,476		1,302
ROBLOX Corp, Cl A *		1,097		44
T-Mobile US Inc		42,390		6,922
Walt Disney Co/The		56,033		6,252
Warner Music Group, Cl A		32,897		1,149
ZoomInfo Technologies Inc, Cl A *		17,953		301

				85,258
Consumer Discretionary — 8.4%
ADT Inc		152,337		1,106
Airbnb Inc, Cl A *		1,795		283
Amazon.com Inc *		127,182		22,481
Autoliv Inc		16,610		1,927
AutoZone Inc *		824		2,477
Booking Holdings Inc *		1,409		4,888
Carnival Corp, Cl A *		131,942		2,093
DoorDash Inc, Cl A *		17,277		2,152
DR Horton Inc		26,238		3,921
eBay Inc		22,802		1,078
Expedia Group Inc *		5,980		818
Ford Motor Co		231,323		2,878
Gap Inc/The		42,464		804
General Motors Co		169,310		6,938
Genuine Parts Co		5,526		825
H&R Block Inc		28,515		1,396
Hilton Worldwide Holdings Inc		9,560		1,953
Home Depot Inc/The		22,007		8,376
Lennar Corp, Cl A		7,064		1,120
Lithia Motors Inc, Cl A		7,470		2,234
Magna International Inc, Cl A		26,980		1,487
Meritage Homes Corp		7,443		1,173
NIKE Inc, Cl B		1,850		192
Norwegian Cruise Line Holdings Ltd *		45,552		883
Pool Corp		12,234		4,871
PulteGroup Inc		2,169		235
PVH Corp		12,857		1,757
Ralph Lauren Corp, Cl A		17,441		3,243
Ross Stores Inc		62,968		9,380
Royal Caribbean Cruises Ltd *		22,737		2,805
Starbucks Corp		46,377		4,401


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Taylor Morrison Home Corp, Cl A *		21,048	$	1,191
Tesla Inc *		1,536		310
TJX Cos Inc/The		38,174		3,785
Toll Brothers Inc		19,895		2,281
VF Corp		16,066		262

				108,004
Consumer Staples — 6.4%
Archer-Daniels-Midland Co		27,510		1,461
Casey's General Stores Inc		17,016		5,181
Clorox Co/The		3,227		495
Coca-Cola Consolidated Inc		996		837
Colgate-Palmolive Co		3,696		320
Conagra Brands Inc		121,820		3,421
Constellation Brands Inc, Cl A		17,671		4,391
Costco Wholesale Corp		7,553		5,619
General Mills Inc		41,812		2,683
Ingredion Inc		19,200		2,258
Kenvue Inc		76,790		1,459
Kraft Heinz Co/The		82,058		2,895
Kroger Co/The		205,347		10,187
Maplebear Inc *(A)		44,992		1,464
Mondelez International Inc, Cl A		4,978		364
PepsiCo Inc		57,970		9,585
Procter & Gamble Co/The		57,592		9,154
Sysco Corp		14,588		1,181
Target Corp		41,222		6,304
Tyson Foods Inc, Cl A		69,320		3,760
US Foods Holding Corp *		9,945		505
Walmart Inc		143,588		8,416

				81,940
Energy — 4.4%
BP PLC ADR		135,000		4,724
Canadian Natural Resources		39,330		2,741
Cheniere Energy Inc		30,433		4,723
Chevron Corp		17,330		2,634
ConocoPhillips		28,640		3,223
Devon Energy Corp		45,250		1,994
Diamondback Energy Inc		32,224		5,882
Energy Transfer LP		254,884		3,732
EQT Corp		26,995		1,003
Exxon Mobil Corp		33,231		3,473
Marathon Oil Corp		26,456		642
Marathon Petroleum Corp		40,190		6,801
MPLX		55,145		2,120
Ovintiv Inc		3,429		169
PBF Energy Inc, Cl A		27,006		1,261
Phillips 66		2,564		365
Shell ADR		60,500		3,801
TechnipFMC PLC		23,569		511
Transocean Ltd *		320,797		1,505


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Valero Energy Corp		34,068	$	4,819

				56,123
Financials — 16.0%
Allstate Corp/The		45,632		7,279
American Express Co		4,166		914
Ameriprise Financial Inc		13,370		5,446
Aon PLC, Cl A		5,755		1,819
Apollo Global Management Inc		11,987		1,340
Arch Capital Group Ltd *		12,801		1,121
Bank of America Corp		273,646		9,446
Berkshire Hathaway Inc, Cl B *		27,380		11,209
BlackRock Inc, Cl A		1,720		1,396
Block Inc, Cl A *		24,991		1,986
Capital One Financial Corp		54,876		7,552
Cboe Global Markets Inc		18,081		3,472
Charles Schwab Corp/The		34,870		2,329
Cincinnati Financial Corp		34,518		3,935
Citigroup Inc		241,675		13,411
CME Group Inc, Cl A		16,612		3,660
Comerica Inc		5,973		295
Corebridge Financial Inc		44,872		1,114
Essent Group Ltd		1,455		78
FactSet Research Systems Inc		6,717		3,107
Fidelity National Information Services Inc		20,643		1,428
First Horizon Corp		65,609		925
Fiserv Inc *		27,343		4,082
Global Payments Inc		42,760		5,546
Goldman Sachs Group Inc/The		10,557		4,107
Huntington Bancshares Inc/OH		12,037		157
Intercontinental Exchange Inc		24,268		3,359
Jack Henry & Associates Inc		789		137
JPMorgan Chase & Co		104,047		19,359
KeyCorp		31,188		445
Kinsale Capital Group Inc		12,554		6,480
KKR & Co Inc		39,013		3,833
Loews Corp		39,778		2,989
LPL Financial Holdings Inc		1,075		288
Mastercard Inc, Cl A		17,450		8,285
MGIC Investment Corp		44,166		878
Morgan Stanley		63,574		5,470
MSCI Inc, Cl A		9,679		5,430
Nasdaq Inc		19,218		1,080
New York Community Bancorp Inc		388,710		1,862
Old Republic International Corp		6,565		190
PayPal Holdings Inc *		29,302		1,768
Popular Inc		17,847		1,493
Principal Financial Group Inc		21,293		1,722
Progressive Corp/The		5,199		986
S&P Global Inc		11,617		4,977
State Street Corp		16,632		1,226
Synchrony Financial		86,695		3,581
Travelers Cos Inc/The		24,848		5,490


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Truist Financial Corp		54,549	$	1,908
Unum Group		13,862		685
Visa Inc, Cl A		44,731		12,643
Wells Fargo & Co		129,956		7,224
Willis Towers Watson PLC		17,668		4,816

				205,758
Health Care — 12.4%
AbbVie Inc		21,925		3,860
Agilent Technologies Inc		8,350		1,147
Amgen Inc		6,432		1,761
Apellis Pharmaceuticals Inc *		5,018		311
Baxter International Inc		68,280		2,794
Becton Dickinson & Co		468		110
Boston Scientific Corp *		40,510		2,682
Bristol-Myers Squibb Co		132,937		6,747
Cardinal Health Inc		29,261		3,277
Centene Corp *		19,245		1,509
Cigna Group/The		9,751		3,278
CVS Health Corp		135,837		10,102
DENTSPLY SIRONA Inc		109,605		3,582
Elevance Health Inc		7,518		3,768
Eli Lilly & Co		28,119		21,193
Exelixis Inc *		124,604		2,729
Gilead Sciences Inc		9,548		688
GSK PLC ADR		86,480		3,623
HCA Healthcare Inc		1,352		421
Humana Inc		5,802		2,033
Incyte Corp *		14,149		826
Insulet Corp *		5,076		832
Jazz Pharmaceuticals PLC *		24,041		2,858
Johnson & Johnson		43,610		7,038
Koninklijke Philips *		120,270		2,411
McKesson Corp		8,866		4,623
Medtronic PLC		32,170		2,682
Merck & Co Inc		16,678		2,121
Mettler-Toledo International Inc *		624		778
Neurocrine Biosciences Inc *		10,844		1,414
Organon & Co		91,300		1,590
Pfizer Inc		281,124		7,467
Regeneron Pharmaceuticals Inc *		263		254
Sanofi ADR		40,890		1,957
Sarepta Therapeutics Inc *		3,416		437
STERIS PLC		21,829		5,084
Stryker Corp		13,633		4,759
Tenet Healthcare Corp *		6,853		637
Thermo Fisher Scientific Inc		7,895		4,502
United Therapeutics Corp *		2,506		565
UnitedHealth Group Inc		36,754		18,142
Veeva Systems Inc, Cl A *		6,926		1,562
Vertex Pharmaceuticals Inc *		5,481		2,306
Viatris Inc		369,716		4,573


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zoetis Inc, Cl A		22,869	$	4,536

				159,569
Industrials — 9.5%
3M Co		36,657		3,377
AerCap Holdings NV *		81,570		6,296
AGCO Corp		1,913		210
Alaska Air Group Inc *		59,680		2,231
Allison Transmission Holdings Inc		26,408		1,989
Automatic Data Processing Inc		36,147		9,078
Axon Enterprise Inc *		2,389		734
AZEK Co Inc/The, Cl A *		2,829		136
Beacon Roofing Supply Inc *		20,900		1,795
Boeing Co/The *		18,986		3,868
Booz Allen Hamilton Holding Corp, Cl A		8,384		1,238
Builders FirstSource Inc *		3,852		752
Chart Industries Inc *		22,070		3,153
Cintas Corp		6,450		4,055
Core & Main Inc, Cl A *		88,161		4,208
Cummins Inc		2,776		746
Delta Air Lines Inc		120,626		5,099
Eaton Corp PLC		9,947		2,875
Emerson Electric Co		3,661		391
Equifax Inc		11,805		3,230
FedEx Corp		26,125		6,504
Ferguson PLC		4,763		1,007
Flowserve Corp		37,477		1,586
General Electric Co		34,403		5,398
Honeywell International Inc		4,414		877
Lennox International Inc		391		184
Lockheed Martin Corp		8,410		3,602
Lyft Inc, Cl A *		46,810		743
Masco Corp		23,559		1,808
NEXTracker Inc, Cl A *		13,012		732
Northrop Grumman Corp		4,969		2,291
Old Dominion Freight Line Inc		9,355		4,139
Otis Worldwide Corp		53,413		5,090
Owens Corning		1,256		188
Parker-Hannifin Corp		571		306
Rockwell Automation Inc		1,856		529
RTX Corp		45,698		4,098
Snap-on Inc		4,107		1,132
Trane Technologies PLC		1,910		539
TransUnion		41,600		3,229
Uber Technologies Inc *		56,651		4,504
Union Pacific Corp		1,492		379
United Airlines Holdings Inc *		49,486		2,251
United Rentals Inc		5,603		3,884
Waste Connections Inc		44,938		7,479
WESCO International Inc		11,916		1,781
Woodward Inc		19,752		2,795

				122,516


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Information Technology — 24.6%
Accenture PLC, Cl A		9,995	$	3,746
Adobe Inc *		4,211		2,359
Advanced Micro Devices Inc *		13,430		2,586
Apple Inc		352,432		63,702
Applied Materials Inc		35,027		7,062
AppLovin Corp, Cl A *		3,610		216
Arista Networks Inc *		2,364		656
Arrow Electronics Inc *		3,771		443
Atlassian Corp, Cl A *		16,444		3,411
Autodesk Inc *		8,830		2,280
Broadcom Inc		12,984		16,886
Cadence Design Systems Inc *		6,451		1,964
CDW Corp/DE		36,925		9,091
Cisco Systems Inc		110,757		5,357
Cloudflare Inc, Cl A *		2,184		215
Crowdstrike Holdings Inc, Cl A *		2,484		805
Dell Technologies Inc, Cl C		3,241		307
DocuSign Inc, Cl A *		21,999		1,172
Dropbox Inc, Cl A *		21,092		505
Elastic NV *		5,120		685
Fair Isaac Corp *		1,502		1,907
Fortinet Inc *		29,041		2,007
Gitlab Inc, Cl A *		22,742		1,640
GoDaddy Inc, Cl A *		5,300		605
Hewlett Packard Enterprise Co		78,116		1,190
HP Inc		21,013		595
Intel Corp		110,265		4,747
International Business Machines Corp		12,945		2,395
Intuit Inc		19,721		13,073
KLA Corp		7,822		5,337
Lam Research Corp		5,795		5,437
Micron Technology Inc		71,244		6,455
Microsoft Corp		181,236		74,966
MongoDB Inc, Cl A *		2,443		1,093
Monolithic Power Systems Inc		4,638		3,340
Motorola Solutions Inc		17,511		5,785
NetApp Inc		44,539		3,969
Nutanix Inc, Cl A *		48,093		3,038
NVIDIA Corp		34,109		26,984
Oracle Corp		18,962		2,118
Palo Alto Networks Inc *		2,101		653
Pure Storage Inc, Cl A *		13,432		707
QUALCOMM Inc		25,457		4,017
Salesforce Inc *		7,441		2,298
ServiceNow Inc *		4,106		3,167
Smartsheet Inc, Cl A *		19,315		815
Snap Inc, Cl A *		26,640		294
Snowflake Inc, Cl A *		9,569		1,802
Synopsys Inc *		896		514
Tenable Holdings Inc *		4,413		213
Teradyne Inc		24,290		2,516


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Twilio Inc, Cl A *		5,042	$	300
UiPath Inc, Cl A *		51,278		1,218
Vontier Corp		85,300		3,668
Workday Inc, Cl A *		5,786		1,705
Zscaler Inc *		12,219		2,957

				316,973
Materials — 2.6%
Berry Global Group Inc		3,880		226
Commercial Metals Co		16,236		877
Crown Holdings Inc		26,460		2,027
DuPont de Nemours Inc		3,143		217
Ecolab Inc		9,502		2,136
FMC Corp		73,570		4,149
Mosaic Co/The		17,128		534
Newmont Corp		70,450		2,202
Nucor Corp		7,460		1,435
PPG Industries Inc		26,073		3,692
Reliance Inc		20,545		6,599
RPM International Inc		6,799		784
Sherwin-Williams Co/The		19,795		6,573
Steel Dynamics Inc		13,646		1,826

				33,277
Real Estate — 1.7%
Brixmor Property Group Inc ^‡		100,718		2,277
CubeSmart ^‡		4,678		204
EastGroup Properties Inc ^‡		3,453		607
Equinix Inc ^‡		9,240		8,213
Host Hotels & Resorts Inc ^‡		29,200		605
Howard Hughes Holdings Inc *		24,700		1,887
Invitation Homes Inc ^‡		82,042		2,795
Iron Mountain Inc ^‡		33,383		2,625
Lamar Advertising Co, Cl A ^‡		18,143		2,006
Simon Property Group Inc ^‡		3,042		451

				21,670
Utilities — 2.9%
AES Corp/The		155,159		2,358
Constellation Energy Corp		15,372		2,589
Dominion Energy Inc		68,208		3,262
Edison International		56,498		3,843
Entergy Corp		24,365		2,475
Evergy Inc		39,879		1,976
FirstEnergy Corp		86,440		3,165
National Fuel Gas Co		17,524		854
NextEra Energy Inc		62,689		3,460
NRG Energy Inc		91,568		5,066
PG&E Corp		146,636		2,447
Pinnacle West Capital Corp		1,204		82
Sempra		21,073		1,488
UGI Corp		55,550		1,360


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vistra Corp		62,895	$	3,430

				37,855
Total Common Stock
(Cost $898,539) ($ Thousands)				1,228,943
	Face Amount (Thousands)
U.S. TREASURY OBLIGATION — 1.8%
U.S. Treasury Bill
5.253%, 05/30/2024 (B)	$	22,695		22,398

Total U.S. Treasury Obligation
(Cost $22,401) ($ Thousands)				22,398


	Shares
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
5.370% **^†(C)		471,310		469


Total Affiliated Partnership
(Cost $472) ($ Thousands)				469



CASH EQUIVALENT — 2.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		27,928,997		27,929
Total Cash Equivalent
(Cost $27,929) ($ Thousands)				27,929
Total Investments in Securities — 99.5%
(Cost $949,341) ($ Thousands)			$	1,279,739

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

A list of the open OTC Swap agreement held by the Fund at February 29, 2024, is as follows:

The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of February 29, 2024:

	Percentages are based on Net Assets of $1,286,500 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of February 29, 2024.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at February 29, 2024.
(B)	Interest rate represents the security's effective yield at the time of purchase.
(C)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $469 ($ Thousands).

The following is a summary of the transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† — 97.5%

Communication Services — 8.4%
Alphabet Inc, Cl A *		222,560	$	30,816
Alphabet Inc, Cl C *		187,880		26,262
AMC Entertainment Holdings Inc, Cl A *(A)		2,549		11
AT&T Inc		269,385		4,561
Cable One Inc		257		117
Charter Communications Inc, Cl A *		3,897		1,145
Comcast Corp, Cl A		150,750		6,460
Electronic Arts Inc		10,165		1,418
Fox Corp		16,227		469
Frontier Communications Parent Inc *		10,100		239
GCI Liberty - Escrow *		4,949		—
IAC Inc *		2,232		127
Interpublic Group of Cos Inc/The		14,745		463
Iridium Communications Inc		5,300		153
Liberty Broadband Corp, Cl A *		80		5
Liberty Broadband Corp, Cl C *		4,578		276
Liberty Media Corp-Liberty Formula One, Cl A *		1,200		79
Liberty Media Corp-Liberty Formula One, Cl C *		7,300		531
Liberty Media Corp-Liberty Live, Cl A *		731		28
Liberty Media Corp-Liberty Live, Cl C *		1,892		75
Liberty Media Corp-Liberty SiriusXM *		6,321		183
Liberty Media Corp-Liberty SiriusXM, Cl A *		2,720		79
Live Nation Entertainment Inc *		6,500		630
Madison Square Garden Sports Corp, Cl A *		986		186
Match Group Inc *		10,096		364
Meta Platforms Inc, Cl A		82,900		40,632
Netflix Inc *		16,100		9,707
New York Times Co/The, Cl A		5,100		226
News Corp		6,300		176
News Corp, Cl A		12,446		335
Nexstar Media Group Inc, Cl A		1,600		266
Omnicom Group Inc		7,744		684
Paramount Global, Cl A (A)		715		15
Paramount Global, Cl B		22,586		249
Pinterest Inc, Cl A *		21,700		796
Playtika Holding Corp *		1,405		10
ROBLOX Corp, Cl A *		16,800		670
Roku Inc, Cl A *		4,200		265
Sirius XM Holdings Inc (A)		29,200		129
Spotify Technology SA *		5,300		1,359
Take-Two Interactive Software Inc *		6,535		960
TKO Group Holdings Inc, Cl A		1,500		126
T-Mobile US Inc		19,592		3,199
Trade Desk Inc/The, Cl A *		16,700		1,427
TripAdvisor Inc *		5,167		139
Verizon Communications Inc		158,876		6,358
Walt Disney Co/The		69,050		7,705
Warner Bros Discovery Inc *		84,836		746


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
ZoomInfo Technologies Inc, Cl A *		12,100	$	203

				151,059
Consumer Discretionary — 10.4%
ADT Inc		5,483		40
Advance Auto Parts Inc		2,708		183
Airbnb Inc, Cl A *		15,500		2,441
Amazon.com Inc *		337,640		59,681
Aptiv PLC *		10,300		819
Aramark		10,300		312
AutoNation Inc *		832		125
AutoZone Inc *		618		1,858
Bath & Body Works Inc		9,157		418
Best Buy Co Inc		7,147		578
Booking Holdings Inc *		1,278		4,433
BorgWarner Inc		9,164		285
Boyd Gaming Corp		2,400		159
Bright Horizons Family Solutions Inc *		2,400		276
Brunswick Corp/DE		3,200		280
Burlington Stores Inc *		2,200		451
Caesars Entertainment Inc *		7,200		313
Capri Holdings Ltd *		3,900		180
CarMax Inc *		5,760		455
Carnival Corp, Cl A *		36,900		585
Carter's Inc		2,100		170
Chipotle Mexican Grill Inc, Cl A *		1,019		2,740
Choice Hotels International Inc		1,484		166
Churchill Downs Inc		2,500		305
Columbia Sportswear Co		2,000		165
Coupang Inc, Cl A *		40,600		752
Crocs Inc *		2,600		318
Darden Restaurants Inc		4,368		746
Deckers Outdoor Corp *		900		806
Dick's Sporting Goods Inc		2,258		402
Domino's Pizza Inc		1,400		628
DoorDash Inc, Cl A *		11,500		1,433
DR Horton Inc		11,768		1,759
DraftKings Inc, Cl A *		15,800		684
eBay Inc		19,111		904
Etsy Inc *		4,300		308
Expedia Group Inc *		4,722		646
Five Below Inc *		1,800		361
Floor & Decor Holdings Inc, Cl A *		3,700		448
Ford Motor Co		150,984		1,878
GameStop Corp, Cl A *(A)		12,800		183
Gap Inc/The		4,921		93
Garmin Ltd		5,700		783
General Motors Co		51,700		2,119
Gentex Corp		10,364		379
Genuine Parts Co		4,811		718
Grand Canyon Education Inc *		1,200		162
H&R Block Inc		4,725		231
Harley-Davidson Inc		5,503		200


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Hasbro Inc		5,667	$	285
Hilton Worldwide Holdings Inc		9,233		1,886
Home Depot Inc/The		37,379		14,227
Hyatt Hotels Corp, Cl A		1,300		200
Kohl's Corp		5,319		148
Las Vegas Sands Corp		12,993		708
Lear Corp		2,400		330
Leggett & Platt Inc		3,312		68
Lennar Corp, Cl A		9,590		1,520
Lennar Corp, Cl B		713		105
Lithia Motors Inc, Cl A		1,200		359
LKQ Corp		10,700		559
Lowe's Cos Inc		21,710		5,225
Lucid Group Inc *(A)		23,800		79
Lululemon Athletica Inc *		4,200		1,962
Macy's Inc		9,300		162
Marriott International Inc/MD, Cl A		8,894		2,222
Marriott Vacations Worldwide Corp		1,100		102
Mattel Inc *		11,242		221
McDonald's Corp		27,380		8,003
MGM Resorts International *		11,139		482
Mister Car Wash Inc *(A)		3,900		32
Mohawk Industries Inc *		2,166		257
Murphy USA Inc		800		334
Newell Brands Inc		19,493		146
NIKE Inc, Cl B		44,768		4,653
Nordstrom Inc		5,512		116
Norwegian Cruise Line Holdings Ltd *		18,900		366
NVR Inc *		114		869
Ollie's Bargain Outlet Holdings Inc *		1,600		128
O'Reilly Automotive Inc *		2,240		2,436
Peloton Interactive Inc, Cl A *		13,900		63
Penn Entertainment Inc *		7,000		128
Penske Automotive Group Inc		400		61
Petco Health & Wellness Co Inc, Cl A *		3,300		9
Phinia Inc		1,832		63
Planet Fitness Inc, Cl A *		2,700		168
Polaris Inc		1,900		176
Pool Corp		1,300		518
PulteGroup Inc		8,545		926
PVH Corp		2,200		301
QuantumScape Corp, Cl A *(A)		13,000		81
Ralph Lauren Corp, Cl A		1,180		219
RH *		500		137
Rivian Automotive Inc, Cl A *(A)		26,200		297
Ross Stores Inc		12,676		1,888
Royal Caribbean Cruises Ltd *		8,600		1,061
Service Corp International/US		5,194		380
Skechers USA Inc, Cl A *		5,800		358
Starbucks Corp		41,912		3,977
Tapestry Inc		6,967		331
Tempur Sealy International Inc		4,900		267


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Tesla Inc *		103,255	$	20,845
Texas Roadhouse Inc, Cl A		2,800		418
Thor Industries Inc		2,200		282
TJX Cos Inc/The		42,816		4,245
Toll Brothers Inc		3,951		453
TopBuild Corp *		1,300		523
Tractor Supply Co		3,800		966
Travel + Leisure Co		1,368		61
Ulta Beauty Inc *		1,852		1,016
Under Armour Inc, Cl A *		9,700		87
Under Armour Inc, Cl C *		11,321		97
Vail Resorts Inc		1,400		322
Valvoline Inc *		5,304		226
VF Corp		16,368		267
Victoria's Secret & Co *		3,852		110
Wayfair Inc, Cl A *		2,700		161
Wendy's Co/The		9,175		166
Whirlpool Corp		2,416		259
Williams-Sonoma Inc		2,162		509
Wingstop Inc		1,300		456
Wyndham Hotels & Resorts Inc		2,568		197
Wynn Resorts Ltd		3,696		389
YETI Holdings Inc *		4,400		181
Yum! Brands Inc		10,648		1,474

				187,668
Consumer Staples — 5.5%
Albertsons Cos Inc, Cl A		17,600		357
Altria Group Inc		65,740		2,689
Archer-Daniels-Midland Co		20,279		1,077
BJ's Wholesale Club Holdings Inc *		4,700		343
Boston Beer Co Inc/The, Cl A *		200		62
Brown-Forman Corp, Cl A		2,200		132
Brown-Forman Corp, Cl B		6,317		381
Bunge Global SA		5,500		519
Campbell Soup Co		7,678		327
Casey's General Stores Inc		1,400		426
Celsius Holdings Inc *		5,100		416
Church & Dwight Co Inc		9,014		903
Clorox Co/The		4,303		660
Coca-Cola Co/The		146,140		8,771
Colgate-Palmolive Co		31,450		2,721
Conagra Brands Inc		18,576		522
Constellation Brands Inc, Cl A		6,131		1,524
Costco Wholesale Corp		16,581		12,334
Coty Inc, Cl A *		17,622		221
Darling Ingredients Inc *		7,000		296
Dollar General Corp		8,500		1,235
Dollar Tree Inc *		8,134		1,193
Estee Lauder Cos Inc/The, Cl A		8,708		1,294
Flowers Foods Inc		5,525		124
Freshpet Inc *		1,100		124
General Mills Inc		22,292		1,431


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Grocery Outlet Holding Corp *		4,500	$	116
Hershey Co/The		5,598		1,052
Hormel Foods Corp		10,456		369
Ingredion Inc		2,900		341
J M Smucker Co/The		3,811		458
Kellanova		10,703		590
Kenvue Inc		65,012		1,235
Keurig Dr Pepper Inc		36,700		1,098
Kimberly-Clark Corp		12,918		1,565
Kraft Heinz Co/The		30,702		1,083
Kroger Co/The		24,546		1,218
Lamb Weston Holdings Inc		5,062		517
McCormick & Co Inc/MD		9,986		688
Molson Coors Beverage Co, Cl B		6,262		391
Mondelez International Inc, Cl A		51,806		3,786
Monster Beverage Corp *		28,974		1,712
Olaplex Holdings Inc *		4,200		8
PepsiCo Inc		51,652		8,540
Performance Food Group Co *		6,500		499
Philip Morris International Inc		58,468		5,260
Pilgrim's Pride Corp *		2,900		92
Post Holdings Inc *		1,800		188
Procter & Gamble Co/The		87,954		13,979
Reynolds Consumer Products Inc		3,100		91
Seaboard Corp		16		53
Spectrum Brands Holdings Inc		418		34
Sysco Corp		19,248		1,559
Target Corp		17,575		2,688
Tyson Foods Inc, Cl A		9,465		513
US Foods Holding Corp *		9,000		457
Walgreens Boots Alliance Inc		27,225		579
Walmart Inc		160,737		9,421
WK Kellogg Co		2,675		39

				100,301
Energy — 3.6%
Antero Midstream Corp		9,100		122
Antero Resources Corp *		12,900		332
APA Corp		11,159		332
Baker Hughes Co, Cl A		39,140		1,158
Cheniere Energy Inc		9,000		1,397
Chesapeake Energy Corp (A)		4,500		373
Chevron Corp		64,167		9,754
ConocoPhillips		45,155		5,082
Coterra Energy Inc, Cl A		29,281		755
Devon Energy Corp		24,127		1,063
Diamondback Energy Inc		6,717		1,226
DT Midstream Inc		2,882		166
EOG Resources Inc		22,290		2,551
EQT Corp		13,519		502
Exxon Mobil Corp		151,338		15,818
Halliburton Co		34,036		1,194
Hess Corp		10,412		1,518


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
HF Sinclair Corp		5,726	$	318
Kinder Morgan Inc		72,722		1,265
Marathon Oil Corp		21,476		521
Marathon Petroleum Corp		14,319		2,423
New Fortress Energy Inc, Cl A		1,500		53
NOV Inc		14,580		246
Occidental Petroleum Corp		25,819		1,565
ONEOK Inc		21,958		1,650
Ovintiv Inc		9,900		489
Phillips 66		16,788		2,392
Pioneer Natural Resources Co		8,732		2,054
Range Resources Corp		7,800		247
Schlumberger NV		54,055		2,612
Southwestern Energy Co *		45,300		316
Targa Resources Corp		8,400		825
TechnipFMC PLC		18,600		403
Texas Pacific Land Corp		256		403
Valero Energy Corp		12,536		1,773
Williams Cos Inc/The		47,396		1,703

				64,601
Financials — 13.3%
Affiliated Managers Group Inc		820		128
Affirm Holdings Inc, Cl A *		6,900		259
Aflac Inc		21,512		1,737
AGNC Investment Corp ^‡(A)		26,859		257
Allstate Corp/The		9,725		1,551
Ally Financial Inc		11,500		425
American Express Co		21,572		4,733
American Financial Group Inc/OH		2,914		372
American International Group Inc		26,823		1,955
Ameriprise Financial Inc		3,880		1,581
Annaly Capital Management Inc ^‡		20,902		399
Aon PLC, Cl A		7,221		2,282
Apollo Global Management Inc		19,719		2,205
Arch Capital Group Ltd *		13,000		1,139
Ares Management Corp, Cl A		5,900		782
Arthur J Gallagher & Co		7,987		1,948
Assurant Inc		1,693		307
Assured Guaranty Ltd		2,600		238
Axis Capital Holdings Ltd		3,800		238
Bank of America Corp		256,963		8,870
Bank of New York Mellon Corp/The		28,909		1,621
Bank OZK		3,900		171
Berkshire Hathaway Inc, Cl B *		68,600		28,085
BlackRock Inc, Cl A		5,585		4,531
Blackstone Inc		26,400		3,374
Block Inc, Cl A *		20,300		1,613
Blue Owl Capital Inc, Cl A		14,500		260
BOK Financial Corp		1,475		125
Brighthouse Financial Inc *		1,528		71
Brown & Brown Inc		8,548		720
Capital One Financial Corp		14,425		1,985


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Carlyle Group Inc/The		8,300	$	381
Cboe Global Markets Inc		3,800		730
Charles Schwab Corp/The		54,940		3,669
Chubb Ltd		14,991		3,773
Cincinnati Financial Corp		5,686		648
Citigroup Inc		71,004		3,940
Citizens Financial Group Inc		17,600		552
CME Group Inc, Cl A		13,270		2,924
CNA Financial Corp		1,500		66
Coinbase Global Inc, Cl A *		6,100		1,242
Columbia Banking System Inc		6,732		122
Comerica Inc		5,753		284
Commerce Bancshares Inc/MO		4,461		232
Corebridge Financial Inc		5,700		142
Credit Acceptance Corp *		300		166
Cullen/Frost Bankers Inc		2,568		279
Discover Financial Services		9,389		1,133
East West Bancorp Inc		5,900		430
Equitable Holdings Inc		14,300		490
Euronet Worldwide Inc *		2,100		230
Evercore Inc, Cl A		1,100		206
Everest Group Ltd		1,700		627
Eversource Energy		13,626		800
FactSet Research Systems Inc		1,425		659
Fidelity National Financial Inc		8,652		438
Fidelity National Information Services Inc		22,848		1,581
Fifth Third Bancorp		25,582		878
First American Financial Corp		4,500		263
First Citizens BancShares Inc/NC, Cl A		400		629
First Hawaiian Inc		6,600		138
First Horizon Corp		24,656		348
Fiserv Inc *		22,074		3,295
FleetCor Technologies Inc *		2,700		754
FNB Corp/PA		17,100		228
Franklin Resources Inc		12,649		347
Global Payments Inc		9,852		1,278
Globe Life Inc		3,087		392
Goldman Sachs Group Inc/The		11,975		4,659
Hanover Insurance Group Inc/The		1,093		144
Hartford Financial Services Group Inc/The		11,410		1,094
Houlihan Lokey Inc, Cl A		2,100		270
Huntington Bancshares Inc/OH		52,782		688
Interactive Brokers Group Inc, Cl A		4,100		446
Intercontinental Exchange Inc		20,900		2,893
Invesco Ltd		12,000		185
Jack Henry & Associates Inc		2,600		452
Janus Henderson Group PLC		5,400		168
Jefferies Financial Group Inc		7,506		314
JPMorgan Chase & Co		107,970		20,089
Kemper Corp		3,300		189
KeyCorp		31,151		445
Kinsale Capital Group Inc		900		465


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
KKR & Co Inc		25,100	$	2,466
Lazard Inc, Cl A		3,800		146
Lincoln National Corp		7,788		214
Loews Corp		6,236		468
LPL Financial Holdings Inc		2,900		777
M&T Bank Corp		6,157		860
Markel Group Inc *		477		712
MarketAxess Holdings Inc		1,200		256
Marsh & McLennan Cos Inc		18,865		3,816
Mastercard Inc, Cl A		31,000		14,718
MetLife Inc		23,309		1,626
MGIC Investment Corp		10,600		211
Moody's Corp		6,027		2,287
Morgan Stanley		44,614		3,839
Morningstar Inc		800		239
MSCI Inc, Cl A		2,900		1,627
Nasdaq Inc		12,930		727
NCR Atleos Corp *		3,294		72
New York Community Bancorp Inc (A)		29,972		144
Northern Trust Corp		7,505		616
NU Holdings Ltd/Cayman Islands, Cl A *		84,900		941
Old Republic International Corp		9,290		269
OneMain Holdings Inc, Cl A		4,600		217
PayPal Holdings Inc *		40,411		2,438
Pinnacle Financial Partners Inc		2,300		190
PNC Financial Services Group Inc/The		15,322		2,255
Popular Inc		2,853		239
Primerica Inc		1,000		245
Principal Financial Group Inc		8,508		688
Progressive Corp/The		21,680		4,110
Prosperity Bancshares Inc		3,900		243
Prudential Financial Inc		13,963		1,522
Raymond James Financial Inc		7,431		894
Regions Financial Corp		34,987		652
Reinsurance Group of America Inc, Cl A		2,699		477
RenaissanceRe Holdings Ltd		2,100		472
Rithm Capital Corp ^‡		22,300		242
RLI Corp		1,700		249
Robinhood Markets Inc, Cl A *		22,200		362
Rocket Cos Inc, Cl A *(A)		7,200		90
Ryan Specialty Holdings Inc, Cl A *		2,700		141
S&P Global Inc		12,076		5,173
SEI Investments Co ^†		4,542		305
Shift4 Payments Inc, Cl A *		2,400		197
SLM Corp		8,731		182
SoFi Technologies Inc *(A)		32,100		288
Starwood Property Trust Inc ^‡		12,800		261
State Street Corp		12,279		905
Stifel Financial Corp		4,200		319
Synchrony Financial		16,018		662
Synovus Financial Corp		4,296		163
T Rowe Price Group Inc		8,730		990


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
TFS Financial Corp		2,500	$	32
Toast Inc, Cl A *		15,000		345
TPG Inc, Cl A		2,700		120
Tradeweb Markets Inc, Cl A		4,000		423
Travelers Cos Inc/The		8,775		1,939
Truist Financial Corp		50,563		1,769
Unum Group		7,905		391
US Bancorp		58,997		2,475
UWM Holdings Corp		2,300		15
Virtu Financial Inc, Cl A		4,500		81
Visa Inc, Cl A		59,700		16,874
Voya Financial Inc		4,400		301
W R Berkley Corp		7,381		617
Webster Financial Corp		6,946		331
Wells Fargo & Co		138,566		7,703
Western Alliance Bancorp		3,100		179
Western Union Co/The		17,028		228
WEX Inc *		1,500		330
White Mountains Insurance Group Ltd		79		139
Willis Towers Watson PLC		3,962		1,080
Wintrust Financial Corp		2,900		279
XP Inc, Cl A		14,000		331
Zions Bancorp NA		5,602		221

				239,162
Health Care — 12.1%
10X Genomics Inc, Cl A *		4,400		205
Abbott Laboratories		65,437		7,763
AbbVie Inc		65,901		11,602
Acadia Healthcare Co Inc *		3,500		292
Agilent Technologies Inc		10,964		1,506
agilon health Inc *		8,800		54
Align Technology Inc *		3,000		907
Alnylam Pharmaceuticals Inc *		4,800		725
Amedisys Inc *		1,600		149
Amgen Inc		20,158		5,520
Apellis Pharmaceuticals Inc *		4,200		260
Avantor Inc *		23,800		586
Azenta Inc *		1,800		117
Baxter International Inc		18,515		758
Becton Dickinson & Co		10,670		2,513
Biogen Inc *		5,500		1,193
BioMarin Pharmaceutical Inc *		6,800		587
Bio-Rad Laboratories Inc, Cl A *		900		293
Bio-Techne Corp		6,564		483
Boston Scientific Corp *		55,639		3,684
Bristol-Myers Squibb Co		75,519		3,833
Bruker Corp		4,400		381
Cardinal Health Inc		9,529		1,067
Catalent Inc *		6,300		361
Cencora Inc		6,224		1,466
Centene Corp *		20,758		1,628
Certara Inc *		5,700		96


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Charles River Laboratories International Inc *		1,943	$	494
Chemed Corp		500		313
Cigna Group/The		10,802		3,631
Cooper Cos Inc/The		6,816		638
CVS Health Corp		47,499		3,532
Danaher Corp		24,802		6,278
DaVita Inc *		2,285		290
DENTSPLY SIRONA Inc		9,466		309
Dexcom Inc *		14,600		1,680
Doximity Inc, Cl A *		3,700		104
Edwards Lifesciences Corp *		23,084		1,959
Elanco Animal Health Inc *		14,137		225
Elevance Health Inc		8,831		4,427
Eli Lilly & Co		31,671		23,870
Encompass Health Corp		3,800		283
Enovis Corp *		2,166		130
Envista Holdings Corp *		4,500		93
Exact Sciences Corp *		6,600		380
Exelixis Inc *		10,500		230
Fortrea Holdings Inc *		3,890		146
GE HealthCare Technologies Inc		14,556		1,329
Gilead Sciences Inc		46,334		3,341
Globus Medical Inc, Cl A *		4,000		216
HCA Healthcare Inc		7,500		2,338
Henry Schein Inc *		4,568		349
Hologic Inc *		9,000		664
Humana Inc		4,775		1,673
ICON PLC *		3,000		962
ICU Medical Inc *		1,000		109
IDEXX Laboratories Inc *		3,104		1,785
Illumina Inc *		6,105		854
Incyte Corp *		7,600		444
Inspire Medical Systems Inc *		1,200		215
Insulet Corp *		2,400		394
Integra LifeSciences Holdings Corp *		3,600		133
Intuitive Surgical Inc *		13,115		5,057
Ionis Pharmaceuticals Inc *		5,900		267
IQVIA Holdings Inc *		7,013		1,733
Jazz Pharmaceuticals PLC *		2,700		321
Johnson & Johnson		90,100		14,540
Karuna Therapeutics Inc *		1,500		471
Laboratory Corp of America Holdings		3,290		710
Maravai LifeSciences Holdings Inc, Cl A *		5,700		44
Masimo Corp *		1,100		141
McKesson Corp		5,170		2,696
Medpace Holdings Inc *		1,000		397
Medtronic PLC		49,926		4,162
Merck & Co Inc		94,843		12,059
Mettler-Toledo International Inc *		849		1,059
Moderna Inc *		12,800		1,181
Molina Healthcare Inc *		2,100		827


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Natera Inc *		4,300	$	372
Neurocrine Biosciences Inc *		3,900		509
Novocure Ltd *		4,100		63
Organon & Co		9,754		170
Penumbra Inc *		1,400		329
Perrigo Co PLC		7,800		205
Pfizer Inc		213,122		5,661
Premier Inc, Cl A		6,100		127
QIAGEN NV		7,217		309
Quest Diagnostics Inc		3,844		480
QuidelOrtho Corp *		1,900		87
R1 RCM Inc *		6,500		91
Regeneron Pharmaceuticals Inc *		3,842		3,712
Repligen Corp *		2,300		446
ResMed Inc		5,412		940
Revvity Inc		4,134		453
Roivant Sciences Ltd *		10,300		118
Royalty Pharma PLC, Cl A		13,200		400
Sarepta Therapeutics Inc *		3,400		435
Shockwave Medical Inc *		1,500		391
Sotera Health Co *		4,500		68
STERIS PLC		3,800		885
Stryker Corp		13,204		4,609
Tandem Diabetes Care Inc *		3,300		88
Teladoc Health Inc *		7,853		118
Teleflex Inc		1,640		365
Tenet Healthcare Corp *		4,200		391
Thermo Fisher Scientific Inc		14,425		8,225
Ultragenyx Pharmaceutical Inc *		3,500		181
United Therapeutics Corp *		1,900		429
UnitedHealth Group Inc		34,720		17,138
Universal Health Services Inc, Cl B		2,476		414
Veeva Systems Inc, Cl A *		5,500		1,240
Vertex Pharmaceuticals Inc *		9,700		4,081
Viatris Inc		43,922		543
Waters Corp *		2,373		801
West Pharmaceutical Services Inc		2,900		1,039
Zimmer Biomet Holdings Inc		7,525		936
Zoetis Inc, Cl A		17,144		3,400

				217,761
Industrials — 9.3%
3M Co		20,962		1,931
A O Smith Corp		4,100		340
Acuity Brands Inc		1,200		301
Advanced Drainage Systems Inc		2,200		359
AECOM		5,416		481
AGCO Corp		2,400		263
Air Lease Corp, Cl A		2,800		112
Alaska Air Group Inc *		3,600		135
Allegion plc		2,866		366
Allison Transmission Holdings Inc		2,600		196
American Airlines Group Inc *		24,600		386


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
AMETEK Inc		8,728	$	1,573
Armstrong World Industries Inc		1,100		133
Automatic Data Processing Inc		15,392		3,865
Avis Budget Group Inc		1,000		108
Axon Enterprise Inc *		2,500		768
AZEK Co Inc/The, Cl A *		6,100		293
Boeing Co/The *		20,993		4,277
Booz Allen Hamilton Holding Corp, Cl A		4,600		679
Broadridge Financial Solutions Inc		4,373		890
Builders FirstSource Inc *		4,700		917
BWX Technologies Inc		3,950		398
CACI International Inc, Cl A *		736		276
Carlisle Cos Inc		1,866		653
Carrier Global Corp		31,378		1,744
Caterpillar Inc		19,247		6,428
CH Robinson Worldwide Inc		4,048		300
ChargePoint Holdings Inc *(A)		14,500		30
Cintas Corp		3,257		2,047
Clarivate PLC *(A)		22,600		162
Clean Harbors Inc *		2,000		364
CNH Industrial NV		41,300		494
Concentrix Corp		2,200		159
Copart Inc *		32,844		1,746
Core & Main Inc, Cl A *		6,500		310
Crane Co		2,100		255
CSX Corp		75,388		2,860
Cummins Inc		5,212		1,400
Curtiss-Wright Corp		1,200		284
Dayforce Inc *		5,200		363
Deere & Co		9,819		3,584
Delta Air Lines Inc		24,100		1,019
Donaldson Co Inc		5,444		390
Dover Corp		5,057		836
Driven Brands Holdings Inc *		2,400		33
Dun & Bradstreet Holdings Inc		8,900		94
Eaton Corp PLC		14,816		4,282
EMCOR Group Inc		1,500		470
Emerson Electric Co		21,810		2,330
Equifax Inc		4,656		1,274
Esab Corp		2,166		215
Expeditors International of Washington Inc		5,448		652
Fastenal Co		21,548		1,573
FedEx Corp		8,944		2,227
Ferguson PLC		7,400		1,565
Flowserve Corp		3,500		148
Fortive Corp		12,653		1,077
Fortune Brands Innovations Inc		4,120		335
FTI Consulting Inc *		1,100		228
Gates Industrial Corp PLC *		4,900		72
Generac Holdings Inc *		2,700		304
General Dynamics Corp		9,272		2,534
General Electric Co		40,870		6,412


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Genpact Ltd		6,800	$	231
Graco Inc		6,272		572
GXO Logistics Inc *		5,000		259
Hayward Holdings Inc *		2,100		31
HEICO Corp		1,410		273
HEICO Corp, Cl A		3,121		486
Hertz Global Holdings Inc *(A)		5,400		42
Hexcel Corp		2,600		194
Honeywell International Inc		24,790		4,927
Howmet Aerospace Inc		14,167		943
Hubbell Inc, Cl B		1,992		758
Huntington Ingalls Industries Inc		1,537		448
IDEX Corp		3,093		730
Illinois Tool Works Inc		10,980		2,878
Ingersoll Rand Inc		15,265		1,394
ITT Inc		3,451		435
Jacobs Solutions Inc		4,684		687
JB Hunt Transport Services Inc		3,052		630
Johnson Controls International plc		24,666		1,462
KBR Inc		5,500		330
Kirby Corp *		1,800		158
Knight-Swift Transportation Holdings Inc, Cl A		6,400		361
L3Harris Technologies Inc		7,034		1,489
Landstar System Inc		1,565		298
Leidos Holdings Inc		4,673		597
Lennox International Inc		1,320		622
Lincoln Electric Holdings Inc		2,200		565
Lockheed Martin Corp		8,173		3,500
Lyft Inc, Cl A *		14,900		237
ManpowerGroup Inc		1,484		107
Masco Corp		7,779		597
MasTec Inc *		1,900		143
MDU Resources Group Inc		8,721		189
Mercury Systems Inc *		2,800		84
Middleby Corp/The *		2,100		320
MSA Safety Inc		1,100		203
MSC Industrial Direct Co Inc, Cl A		1,320		133
Nordson Corp		2,100		558
Norfolk Southern Corp		8,695		2,203
Northrop Grumman Corp		5,378		2,479
nVent Electric PLC		5,273		355
Old Dominion Freight Line Inc		3,700		1,637
Oshkosh Corp		2,859		317
Otis Worldwide Corp		15,339		1,462
Owens Corning		3,200		479
PACCAR Inc		19,544		2,167
Parker-Hannifin Corp		4,804		2,572
Paychex Inc		12,007		1,472
Paycom Software Inc		1,900		347
Paycor HCM Inc *		1,700		36
Paylocity Holding Corp *		1,700		287


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Pentair PLC		6,373	$	496
Plug Power Inc *		21,700		77
Quanta Services Inc		5,467		1,320
RB Global Inc		6,110		464
RBC Bearings Inc *		1,200		327
Regal Rexnord Corp		2,776		476
Republic Services Inc, Cl A		7,642		1,403
Robert Half Inc		3,376		271
Rockwell Automation Inc		4,304		1,227
Rollins Inc		8,737		385
RTX Corp		54,162		4,857
Ryder System Inc		1,306		149
Saia Inc *		1,100		633
Schneider National Inc, Cl B		3,000		71
Science Applications International Corp		1,500		210
Sensata Technologies Holding PLC		5,100		176
SiteOne Landscape Supply Inc *		1,500		253
Snap-on Inc		1,791		494
Southwest Airlines Co		22,320		765
Spirit AeroSystems Holdings Inc, Cl A *		5,400		154
SS&C Technologies Holdings Inc		8,000		510
Stanley Black & Decker Inc		5,593		499
Stericycle Inc *		2,526		137
Sunrun Inc *		7,400		89
Tetra Tech Inc		2,200		390
Textron Inc		7,222		643
Timken Co/The		2,669		224
Toro Co/The		4,440		410
Trane Technologies PLC		8,700		2,453
TransDigm Group Inc		1,993		2,347
TransUnion		7,900		613
Trex Co Inc *		3,400		312
Uber Technologies Inc *		74,100		5,891
U-Haul Holding Co *(A)		400		26
U-Haul Holding Co, Cl B		3,600		229
Union Pacific Corp		22,932		5,818
United Airlines Holdings Inc *		13,400		610
United Parcel Service Inc, Cl B		27,241		4,039
United Rentals Inc		2,600		1,802
Valmont Industries Inc		900		191
Veralto Corp		8,467		732
Verisk Analytics Inc, Cl A		5,300		1,282
Vertiv Holdings Co, Cl A		12,000		811
Vestis Corp		5,150		97
Waste Management Inc		15,394		3,166
Watsco Inc		1,300		512
WESCO International Inc		1,800		269
Westinghouse Air Brake Technologies Corp		6,737		952
WillScot Mobile Mini Holdings Corp, Cl A *		6,700		320
Woodward Inc		2,500		354
WW Grainger Inc		1,687		1,642
XPO Inc *		3,800		457


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Xylem Inc/NY		9,002	$	1,144

				167,163
Information Technology — 28.0%
Accenture PLC, Cl A		23,700		8,882
Adobe Inc *		17,102		9,582
Advanced Micro Devices Inc *		60,213		11,593
Akamai Technologies Inc *		5,918		656
Allegro MicroSystems Inc *		2,100		66
Alteryx Inc, Cl A *		3,200		154
Amdocs Ltd		4,200		383
Amphenol Corp, Cl A		21,368		2,334
Analog Devices Inc		18,403		3,530
ANSYS Inc *		3,300		1,103
Apple Inc		552,963		99,948
Applied Materials Inc		31,455		6,342
AppLovin Corp, Cl A *		7,300		436
Arista Networks Inc *		9,600		2,664
Arrow Electronics Inc *		2,389		281
Aspen Technology Inc *		970		188
Atlassian Corp, Cl A *		5,800		1,203
Autodesk Inc *		7,837		2,023
Avnet Inc		2,610		122
Bentley Systems Inc, Cl B		7,400		380
BILL Holdings Inc *		3,700		234
Broadcom Inc		16,128		20,974
Cadence Design Systems Inc *		9,963		3,033
CCC Intelligent Solutions Holdings Inc *		4,400		52
CDW Corp/DE		5,300		1,305
Ciena Corp *		6,100		348
Cirrus Logic Inc *		1,600		147
Cisco Systems Inc		153,327		7,416
Cloudflare Inc, Cl A *		10,800		1,064
Cognex Corp		7,700		304
Cognizant Technology Solutions Corp, Cl A		19,076		1,507
Coherent Corp *		5,283		314
Confluent Inc, Cl A *		7,800		264
Corning Inc		28,258		911
Crane NXT Co		2,100		123
Crowdstrike Holdings Inc, Cl A *		8,100		2,626
Datadog Inc, Cl A *		10,400		1,367
DocuSign Inc, Cl A *		7,200		384
Dolby Laboratories Inc, Cl A		1,943		157
DoubleVerify Holdings Inc *		4,800		148
Dropbox Inc, Cl A *		8,300		199
DXC Technology Co *		6,636		145
Dynatrace Inc *		8,800		436
Elastic NV *		2,400		321
Enphase Energy Inc *		4,900		622
Entegris Inc		5,800		779
EPAM Systems Inc *		2,000		609
F5 Inc *		2,531		474
Fair Isaac Corp *		900		1,143


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
First Solar Inc *		3,900	$	600
Five9 Inc *		2,200		134
Fortinet Inc *		25,200		1,742
Gartner Inc *		3,010		1,401
Gen Digital Inc		22,748		489
Gitlab Inc, Cl A *		2,400		173
GLOBALFOUNDRIES Inc *(A)		2,700		148
Globant SA *		1,700		379
GoDaddy Inc, Cl A *		5,600		639
Guidewire Software Inc *		3,500		418
HashiCorp Inc, Cl A *		3,900		102
Hewlett Packard Enterprise Co		48,970		746
HP Inc		33,070		937
HubSpot Inc *		1,800		1,114
Informatica Inc, Cl A *		1,700		55
Intel Corp		159,358		6,860
International Business Machines Corp		34,301		6,347
Intuit Inc		10,152		6,730
IPG Photonics Corp *		800		69
Jabil Inc		4,674		674
Juniper Networks Inc		13,025		482
Keysight Technologies Inc *		6,432		992
KLA Corp		5,049		3,445
Kyndryl Holdings Inc *		5,159		113
Lam Research Corp		4,852		4,552
Lattice Semiconductor Corp *		5,800		444
Littelfuse Inc		1,000		238
Lumentum Holdings Inc *		1,300		63
Manhattan Associates Inc *		2,100		532
Marvell Technology Inc		32,838		2,353
Microchip Technology Inc		19,530		1,643
Micron Technology Inc		40,516		3,671
Microsoft Corp		279,016		115,412
MKS Instruments Inc		2,900		356
MongoDB Inc, Cl A *		2,500		1,119
Monolithic Power Systems Inc		1,802		1,298
Motorola Solutions Inc		6,314		2,086
nCino Inc *		2,900		87
NCR Voyix Corp *		6,589		96
NetApp Inc		8,155		727
Nutanix Inc, Cl A *		8,300		524
NVIDIA Corp		89,024		70,429
Okta Inc, Cl A *		6,000		644
ON Semiconductor Corp *		16,100		1,271
Oracle Corp		58,220		6,502
Palantir Technologies Inc, Cl A *		71,900		1,803
Palo Alto Networks Inc *		11,162		3,466
Pegasystems Inc		2,100		137
Procore Technologies Inc *		3,100		242
PTC Inc *		4,600		842
Pure Storage Inc, Cl A *		10,000		527
Qorvo Inc *		3,500		401


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
QUALCOMM Inc		42,059	$	6,637
RingCentral Inc, Cl A *		4,300		144
Roper Technologies Inc		4,000		2,179
Salesforce Inc *		35,518		10,969
SentinelOne Inc, Cl A *		10,200		287
ServiceNow Inc *		7,600		5,862
Skyworks Solutions Inc		5,800		609
Smartsheet Inc, Cl A *		4,100		173
Snowflake Inc, Cl A *		11,900		2,241
Splunk Inc *		5,800		906
Synopsys Inc *		5,782		3,317
TD SYNNEX Corp		2,500		260
Teledyne Technologies Inc *		1,867		798
Teradata Corp *		2,989		112
Teradyne Inc		6,063		628
Texas Instruments Inc		34,208		5,724
Trimble Inc *		10,228		626
Twilio Inc, Cl A *		6,800		405
Tyler Technologies Inc *		1,700		743
Ubiquiti Inc		300		35
UiPath Inc, Cl A *		15,800		375
Unity Software Inc *		12,200		358
Universal Display Corp		1,500		262
VeriSign Inc *		3,385		661
Viasat Inc *		3,600		70
Vontier Corp		6,801		292
Western Digital Corp *		11,596		690
Wolfspeed Inc *		5,000		130
Workday Inc, Cl A *		7,600		2,239
Zebra Technologies Corp, Cl A *		2,125		594
Zoom Video Communications Inc, Cl A *		9,300		658
Zscaler Inc *		3,300		799

				505,313
Materials — 2.4%
Air Products and Chemicals Inc		8,094		1,894
Albemarle Corp		4,473		617
Alcoa Corp		5,300		144
Amcor PLC		47,000		426
AptarGroup Inc		2,600		365
Ardagh Metal Packaging SA		10,100		33
Ashland Inc		2,176		204
Avery Dennison Corp		3,010		652
Axalta Coating Systems Ltd *		7,400		242
Ball Corp		10,900		698
Berry Global Group Inc		5,200		303
Celanese Corp, Cl A		3,583		544
CF Industries Holdings Inc		7,230		584
Chemours Co/The		4,300		85
Cleveland-Cliffs Inc *		16,300		339
Corteva Inc		27,076		1,449
Crown Holdings Inc		4,451		341
Dow Inc		26,376		1,474


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
DuPont de Nemours Inc		17,409	$	1,205
Eagle Materials Inc		1,200		304
Eastman Chemical Co		4,528		397
Ecolab Inc		9,555		2,148
Element Solutions Inc		5,700		134
FMC Corp		4,420		249
Freeport-McMoRan Inc, Cl B		54,024		2,043
Ginkgo Bioworks Holdings Inc *(A)		51,000		77
Graphic Packaging Holding Co		9,100		236
Huntsman Corp		6,029		154
International Flavors & Fragrances Inc		9,352		706
International Paper Co		12,255		433
Linde PLC		18,200		8,169
Louisiana-Pacific Corp		2,600		192
LyondellBasell Industries NV, Cl A		9,860		989
Martin Marietta Materials Inc		2,363		1,365
Mosaic Co/The		11,178		348
MP Materials Corp *		5,300		81
NewMarket Corp		300		192
Newmont Corp		44,533		1,392
Nucor Corp		9,390		1,806
Olin Corp		5,500		296
Packaging Corp of America		3,099		561
PPG Industries Inc		8,865		1,255
Reliance Inc		2,200		707
Royal Gold Inc		2,600		267
RPM International Inc		4,569		527
Scotts Miracle-Gro Co/The, Cl A		2,106		138
Sealed Air Corp		6,268		219
Sherwin-Williams Co/The		9,011		2,992
Silgan Holdings Inc		4,308		189
Sonoco Products Co		4,146		235
Southern Copper Corp		2,668		216
SSR Mining Inc		3,800		16
Steel Dynamics Inc		6,000		803
United States Steel Corp		7,600		360
Vulcan Materials Co		5,157		1,371
Westlake Corp		800		111
Westrock Co		8,345		378

				43,655
Real Estate — 2.5%
Agree Realty Corp ^‡		3,800		209
Alexandria Real Estate Equities Inc ^‡		6,400		798
American Homes 4 Rent, Cl A ^‡		11,400		422
American Tower Corp, Cl A ^‡		17,212		3,423
Americold Realty Trust Inc ^‡		11,600		293
Apartment Income REIT Corp ^‡		6,805		206
AvalonBay Communities Inc ^‡		5,541		981
Boston Properties Inc ^‡		5,584		361
Brixmor Property Group Inc ^‡		9,400		213
Camden Property Trust ^‡		3,547		335
CBRE Group Inc, Cl A *		10,617		976


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
CoStar Group Inc *		15,300	$	1,332
Cousins Properties Inc ^‡		7,900		180
Crown Castle Inc ^‡		16,296		1,792
CubeSmart ^‡		9,000		392
Digital Realty Trust Inc ^‡		11,396		1,673
EastGroup Properties Inc ^‡		1,600		281
EPR Properties ^‡		3,800		156
Equinix Inc ^‡		3,563		3,167
Equity LifeStyle Properties Inc ^‡		6,400		431
Equity Residential ^‡		14,177		854
Essex Property Trust Inc ^‡		2,363		547
Extra Space Storage Inc ^‡		7,998		1,127
Federal Realty Investment Trust ^‡		3,496		353
First Industrial Realty Trust Inc ^‡		4,600		244
Gaming and Leisure Properties Inc ^‡		10,635		484
Healthcare Realty Trust Inc, Cl A ^‡		15,700		216
Healthpeak Properties Inc ^‡		19,574		328
Highwoods Properties Inc ^‡		5,400		132
Host Hotels & Resorts Inc ^‡		23,940		497
Howard Hughes Holdings Inc *		1,073		82
Invitation Homes Inc ^‡		23,600		804
Iron Mountain Inc ^‡		10,203		802
Jones Lang LaSalle Inc *		2,100		400
Kilroy Realty Corp ^‡		6,000		227
Kimco Realty Corp ^‡		25,071		495
Lamar Advertising Co, Cl A ^‡		2,840		314
Medical Properties Trust Inc ^‡(A)		17,800		75
Mid-America Apartment Communities Inc ^‡		4,250		534
National Storage Affiliates Trust ^‡		2,200		79
NET Lease Office Properties ^‡		578		14
NNN REIT Inc ^‡		7,500		305
Omega Healthcare Investors Inc ^‡		10,400		324
Park Hotels & Resorts Inc ^‡		4,888		81
Prologis Inc ^‡		34,703		4,625
Public Storage ^‡		5,968		1,694
Rayonier Inc ^‡		4,604		159
Realty Income Corp ^‡		32,054		1,670
Regency Centers Corp ^‡		7,258		450
Rexford Industrial Realty Inc ^‡		7,800		397
SBA Communications Corp, Cl A ^‡		4,132		865
Simon Property Group Inc ^‡		12,181		1,804
STAG Industrial Inc ^‡		7,600		282
Sun Communities Inc ^‡		4,600		615
UDR Inc ^‡		13,893		493
Ventas Inc ^‡		14,892		630
VICI Properties Inc, Cl A ^‡		39,300		1,176
Vornado Realty Trust ^‡		8,936		235
Welltower Inc ^‡		20,283		1,869
Weyerhaeuser Co ^‡		27,146		933
WP Carey Inc ^‡		8,600		484
Zillow Group Inc, Cl A *		943		51


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Zillow Group Inc, Cl C *		4,986	$	280

				45,651
Utilities — 2.0%
AES Corp/The		24,124		367
Alliant Energy Corp		9,152		437
Ameren Corp		9,790		697
American Electric Power Co Inc		18,650		1,589
American Water Works Co Inc		7,300		865
Atmos Energy Corp		5,291		597
Avangrid Inc		3,094		96
Brookfield Renewable Corp, Cl A (A)		6,600		157
CenterPoint Energy Inc		23,515		647
Clearway Energy Inc, Cl A		1,300		26
Clearway Energy Inc, Cl C		3,500		76
CMS Energy Corp		11,242		645
Consolidated Edison Inc		13,016		1,135
Constellation Energy Corp		11,592		1,953
Dominion Energy Inc		31,970		1,529
DTE Energy Co		7,664		830
Duke Energy Corp		29,216		2,683
Edison International		14,479		985
Entergy Corp		7,598		772
Essential Utilities Inc		10,646		370
Evergy Inc		8,049		399
Exelon Corp		37,776		1,354
FirstEnergy Corp		20,227		741
Hawaiian Electric Industries Inc		5,446		66
IDACORP Inc, Cl Rights		2,200		194
National Fuel Gas Co		2,889		141
NextEra Energy Inc		76,192		4,205
NiSource Inc		14,921		389
NRG Energy Inc		7,800		431
OGE Energy Corp		8,836		291
PG&E Corp		76,218		1,272
Pinnacle West Capital Corp		4,992		341
PPL Corp		28,426		750
Public Service Enterprise Group Inc		18,752		1,170
Sempra		23,746		1,676
Southern Co/The		40,103		2,697
UGI Corp		9,325		228
Vistra Corp		14,100		769
WEC Energy Group Inc		11,857		931
Xcel Energy Inc		21,681		1,142

				35,643
Total Common Stock
(Cost $367,790) ($ Thousands)				1,757,977

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† — 88.8%

Communication Services — 7.9%
Alphabet Inc, Cl A *		599,893	$	83,061
Alphabet Inc, Cl C *		504,886		70,573
AT&T Inc		724,779		12,271
Charter Communications Inc, Cl A *		10,196		2,997
Comcast Corp, Cl A		407,055		17,442
Electronic Arts Inc		24,811		3,461
Fox Corp		39,794		1,150
Interpublic Group of Cos Inc/The		38,824		1,219
Live Nation Entertainment Inc *		14,383		1,395
Match Group Inc *		27,553		993
Meta Platforms Inc, Cl A		224,996		110,277
Netflix Inc *		44,367		26,750
News Corp		12,700		355
News Corp, Cl A		38,578		1,037
Omnicom Group Inc		20,064		1,773
Paramount Global, Cl B (A)		48,905		540
Take-Two Interactive Software Inc *		16,033		2,356
T-Mobile US Inc		51,581		8,423
Verizon Communications Inc		426,159		17,055
Walt Disney Co/The		185,480		20,696
Warner Bros Discovery Inc *		224,944		1,977

				385,801
Consumer Discretionary — 9.4%
Airbnb Inc, Cl A *		44,069		6,940
Amazon.com Inc *		921,830		162,943
Aptiv PLC *		28,673		2,279
AutoZone Inc *		1,788		5,375
Bath & Body Works Inc		23,049		1,053
Best Buy Co Inc		19,635		1,588
Booking Holdings Inc *		3,537		12,269
BorgWarner Inc		23,827		742
Caesars Entertainment Inc *		21,866		951
CarMax Inc *		16,084		1,271
Carnival Corp, Cl A *		102,128		1,620
Chipotle Mexican Grill Inc, Cl A *		2,782		7,480
Darden Restaurants Inc		12,196		2,082
Domino's Pizza Inc		3,536		1,585
DR Horton Inc		30,549		4,565
eBay Inc		52,610		2,487
Etsy Inc *		12,138		870
Expedia Group Inc *		13,515		1,849
Ford Motor Co		398,587		4,958
Garmin Ltd		15,516		2,131
General Motors Co		138,821		5,689
Genuine Parts Co		14,211		2,121
Hasbro Inc		13,220		665
Hilton Worldwide Holdings Inc		25,995		5,311
Home Depot Inc/The		101,374		38,584
Las Vegas Sands Corp		37,420		2,040
Lennar Corp, Cl A		25,357		4,019


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
LKQ Corp		27,126	$	1,418
Lowe's Cos Inc		58,501		14,080
Lululemon Athletica Inc *		11,673		5,452
Marriott International Inc/MD, Cl A		25,007		6,249
McDonald's Corp		73,526		21,490
MGM Resorts International *		27,700		1,199
Mohawk Industries Inc *		5,800		688
NIKE Inc, Cl B		124,075		12,895
Norwegian Cruise Line Holdings Ltd *		43,124		836
NVR Inc *		322		2,455
O'Reilly Automotive Inc *		5,997		6,521
Pool Corp		3,921		1,561
PulteGroup Inc		21,854		2,369
Ralph Lauren Corp, Cl A		4,030		749
Ross Stores Inc		34,326		5,113
Royal Caribbean Cruises Ltd *		23,896		2,948
Starbucks Corp		115,822		10,992
Tapestry Inc		23,232		1,104
Tesla Inc *		280,348		56,597
TJX Cos Inc/The		115,973		11,498
Tractor Supply Co		10,959		2,787
Ulta Beauty Inc *		4,990		2,737
VF Corp		33,507		548
Whirlpool Corp		5,560		597
Wynn Resorts Ltd		9,732		1,024
Yum! Brands Inc		28,414		3,933

				461,307
Consumer Staples — 5.3%
Altria Group Inc		179,283		7,334
Archer-Daniels-Midland Co		54,067		2,871
Brown-Forman Corp, Cl B		18,548		1,117
Bunge Global		14,727		1,390
Campbell Soup Co		19,912		849
Church & Dwight Co Inc		24,975		2,500
Clorox Co/The		12,570		1,927
Coca-Cola Co/The		394,428		23,674
Colgate-Palmolive Co		83,463		7,221
Conagra Brands Inc		48,450		1,360
Constellation Brands Inc, Cl A		16,383		4,072
Costco Wholesale Corp		44,880		33,386
Dollar General Corp		22,248		3,233
Dollar Tree Inc *		21,186		3,108
Estee Lauder Cos Inc/The, Cl A		23,548		3,499
General Mills Inc		58,923		3,782
Hershey Co/The		15,193		2,855
Hormel Foods Corp		29,360		1,037
J M Smucker Co/The		10,758		1,293
Kellanova		26,735		1,474
Kenvue Inc		174,706		3,319
Keurig Dr Pepper Inc		102,057		3,053
Kimberly-Clark Corp		34,256		4,151
Kraft Heinz Co/The		80,815		2,851


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Kroger Co/The		67,082	$	3,328
Lamb Weston Holdings Inc		14,691		1,502
McCormick & Co Inc/MD		25,473		1,754
Molson Coors Beverage Co, Cl B		18,770		1,172
Mondelez International Inc, Cl A		137,902		10,077
Monster Beverage Corp *		74,881		4,425
PepsiCo Inc		139,366		23,043
Philip Morris International Inc		157,363		14,156
Procter & Gamble Co/The		238,912		37,973
Sysco Corp		51,110		4,138
Target Corp		46,792		7,155
Tyson Foods Inc, Cl A		28,913		1,568
Walgreens Boots Alliance Inc		72,685		1,545
Walmart Inc		433,811		25,426

				258,618
Energy — 3.3%
APA Corp		31,091		926
Baker Hughes Co, Cl A		101,999		3,018
Chevron Corp		177,961		27,052
ConocoPhillips		120,365		13,546
Coterra Energy Inc, Cl A		76,248		1,966
Devon Energy Corp		64,946		2,862
Diamondback Energy Inc		18,143		3,311
EOG Resources Inc		59,112		6,766
EQT Corp		41,696		1,549
Exxon Mobil Corp		406,045		42,440
Halliburton Co		90,729		3,182
Hess Corp		28,022		4,084
Kinder Morgan Inc		196,026		3,409
Marathon Oil Corp		59,325		1,439
Marathon Petroleum Corp		38,489		6,513
Occidental Petroleum Corp		66,931		4,057
ONEOK Inc		59,052		4,436
Phillips 66		44,597		6,355
Pioneer Natural Resources Co		23,650		5,562
Schlumberger NV		144,799		6,998
Targa Resources Corp		22,603		2,220
Valero Energy Corp		34,511		4,882
Williams Cos Inc/The		123,313		4,432

				161,005
Financials — 11.6%
Aflac Inc		53,906		4,352
Allstate Corp/The		26,527		4,232
American Express Co		58,358		12,805
American International Group Inc		71,164		5,187
Ameriprise Financial Inc		10,258		4,179
Aon PLC, Cl A		20,295		6,413
Arch Capital Group Ltd *		37,828		3,313
Arthur J Gallagher & Co		21,885		5,338
Assurant Inc		5,331		967
Bank of America Corp		697,910		24,092


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Bank of New York Mellon Corp/The		77,959	$	4,373
Berkshire Hathaway Inc, Cl B *		184,432		75,507
BlackRock Inc, Cl A		14,175		11,501
Blackstone Inc		72,026		9,206
Brown & Brown Inc		23,945		2,016
Capital One Financial Corp		38,605		5,312
Cboe Global Markets Inc		10,700		2,054
Charles Schwab Corp/The		150,856		10,074
Chubb Ltd		41,356		10,408
Cincinnati Financial Corp		15,905		1,813
Citigroup Inc		194,005		10,765
Citizens Financial Group Inc		47,260		1,484
CME Group Inc, Cl A		36,491		8,041
Comerica Inc		13,368		660
Discover Financial Services		25,348		3,060
Everest Group Ltd		4,399		1,623
Eversource Energy		35,410		2,079
FactSet Research Systems Inc		3,851		1,781
Fidelity National Information Services Inc		60,059		4,156
Fifth Third Bancorp		69,033		2,371
Fiserv Inc *		60,839		9,081
FleetCor Technologies Inc *		7,319		2,044
Franklin Resources Inc		28,577		785
Global Payments Inc		26,395		3,423
Globe Life Inc		8,682		1,102
Goldman Sachs Group Inc/The		33,057		12,861
Hartford Financial Services Group Inc/The		30,488		2,922
Huntington Bancshares Inc/OH		146,788		1,914
Intercontinental Exchange Inc		58,019		8,031
Invesco Ltd		45,570		702
Jack Henry & Associates Inc		7,382		1,283
JPMorgan Chase & Co		293,054		54,526
KeyCorp		94,906		1,354
Loews Corp		18,557		1,394
M&T Bank Corp		16,823		2,351
MarketAxess Holdings Inc		3,842		820
Marsh & McLennan Cos Inc		49,981		10,110
Mastercard Inc, Cl A		83,941		39,852
MetLife Inc		63,026		4,395
Moody's Corp		15,953		6,053
Morgan Stanley		128,109		11,023
MSCI Inc, Cl A		8,017		4,497
Nasdaq Inc		34,506		1,939
Northern Trust Corp		20,987		1,724
PayPal Holdings Inc *		109,288		6,595
PNC Financial Services Group Inc/The		40,379		5,944
Principal Financial Group Inc		22,234		1,798
Progressive Corp/The		59,304		11,242
Prudential Financial Inc		36,594		3,988
Raymond James Financial Inc		19,049		2,292
Regions Financial Corp		94,278		1,756
S&P Global Inc		32,843		14,069


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
State Street Corp		31,280	$	2,306
Synchrony Financial		41,946		1,732
T Rowe Price Group Inc		22,653		2,568
Travelers Cos Inc/The		23,152		5,116
Truist Financial Corp		135,191		4,729
US Bancorp		157,829		6,623
Visa Inc, Cl A		161,580		45,669
W R Berkley Corp		20,650		1,726
Wells Fargo & Co		368,130		20,464
Willis Towers Watson PLC		10,467		2,853
Zions Bancorp NA		15,017		592

				565,410
Health Care — 11.1%
Abbott Laboratories		175,909		20,870
AbbVie Inc		178,968		31,507
Agilent Technologies Inc		29,659		4,074
Align Technology Inc *		7,220		2,184
Amgen Inc		54,250		14,855
Baxter International Inc		51,426		2,104
Becton Dickinson & Co		29,408		6,927
Biogen Inc *		14,688		3,187
Bio-Rad Laboratories Inc, Cl A *		2,122		692
Bio-Techne Corp		16,031		1,179
Boston Scientific Corp *		148,425		9,827
Bristol-Myers Squibb Co		206,258		10,468
Cardinal Health Inc		24,984		2,798
Catalent Inc *		18,274		1,048
Cencora Inc		16,899		3,981
Centene Corp *		54,151		4,247
Charles River Laboratories International Inc *		5,200		1,322
Cigna Group/The		29,662		9,971
Cooper		20,080		1,880
CVS Health Corp		130,196		9,683
Danaher Corp		66,664		16,875
DaVita Inc *		5,460		693
DENTSPLY SIRONA Inc		21,476		702
Dexcom Inc *		39,166		4,507
Edwards Lifesciences Corp *		61,479		5,218
Elevance Health Inc		23,817		11,938
Eli Lilly & Co		80,832		60,921
GE HealthCare Technologies Inc		41,081		3,750
Gilead Sciences Inc		126,308		9,107
HCA Healthcare Inc		20,078		6,258
Henry Schein Inc *		13,237		1,012
Hologic Inc *		24,829		1,832
Humana Inc		12,479		4,372
IDEXX Laboratories Inc *		8,423		4,845
Illumina Inc *		16,097		2,251
Incyte Corp *		18,855		1,100
Insulet Corp *		7,078		1,161
Intuitive Surgical Inc *		35,689		13,762


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
IQVIA Holdings Inc *		18,563	$	4,588
Johnson & Johnson		244,020		39,380
Laboratory Corp of America Holdings		8,606		1,857
McKesson Corp		13,488		7,033
Medtronic PLC		134,873		11,243
Merck & Co Inc		256,868		32,661
Mettler-Toledo International Inc *		2,198		2,741
Moderna Inc *		33,625		3,102
Molina Healthcare Inc *		5,910		2,328
Pfizer Inc		572,363		15,202
Quest Diagnostics Inc		11,397		1,423
Regeneron Pharmaceuticals Inc *		10,859		10,491
ResMed Inc		14,910		2,590
Revvity Inc		12,509		1,371
STERIS PLC		10,015		2,333
Stryker Corp		34,273		11,964
Teleflex Inc		4,764		1,061
Thermo Fisher Scientific Inc		39,166		22,332
UnitedHealth Group Inc		93,757		46,278
Universal Health Services Inc, Cl B		6,184		1,033
Vertex Pharmaceuticals Inc *		26,121		10,990
Viatris Inc		121,608		1,504
Waters Corp *		5,994		2,023
West Pharmaceutical Services Inc		7,500		2,688
Zimmer Biomet Holdings Inc		21,184		2,634
Zoetis Inc, Cl A		46,539		9,230

				543,188
Industrials — 7.8%
3M Co		55,987		5,157
A O Smith Corp		12,451		1,032
Allegion PLC		8,899		1,138
American Airlines Group Inc *		66,248		1,039
AMETEK Inc		23,396		4,215
Automatic Data Processing Inc		41,693		10,470
Axon Enterprise Inc *		7,140		2,195
Boeing Co/The *		57,645		11,743
Broadridge Financial Solutions Inc		11,926		2,428
Builders FirstSource Inc *		12,509		2,441
Carrier Global Corp		85,052		4,727
Caterpillar Inc		51,712		17,270
CH Robinson Worldwide Inc		11,825		876
Cintas Corp		8,776		5,517
Copart Inc *		88,572		4,708
CSX Corp		200,315		7,600
Cummins Inc		14,368		3,859
Dayforce *(A)		15,811		1,103
Deere & Co		27,150		9,911
Delta Air Lines Inc		65,226		2,757
Dover Corp		14,180		2,345
Eaton Corp PLC		40,476		11,698
Emerson Electric Co		57,790		6,175
Equifax Inc		12,490		3,417


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Expeditors International of Washington Inc		14,738	$	1,763
Fastenal Co		57,923		4,229
FedEx Corp		23,447		5,838
Fortive Corp		35,624		3,033
Generac Holdings Inc *		6,227		701
General Dynamics Corp		22,960		6,274
General Electric Co		110,327		17,309
Honeywell International Inc		66,827		13,281
Howmet Aerospace Inc		39,651		2,639
Hubbell Inc, Cl B		5,436		2,069
Huntington Ingalls Industries Inc		4,027		1,174
IDEX Corp		7,666		1,808
Illinois Tool Works Inc		27,755		7,276
Ingersoll Rand Inc		41,033		3,748
Jacobs Solutions Inc		12,764		1,872
JB Hunt Transport Services Inc		8,260		1,704
Johnson Controls International PLC		68,962		4,087
L3Harris Technologies Inc		19,213		4,067
Leidos Holdings Inc		13,939		1,782
Lockheed Martin Corp		22,383		9,585
Masco Corp		22,757		1,747
Nordson Corp		5,490		1,458
Norfolk Southern Corp		22,923		5,808
Northrop Grumman Corp		14,368		6,624
Old Dominion Freight Line Inc		9,070		4,013
Otis Worldwide Corp		41,486		3,954
PACCAR Inc		53,023		5,880
Parker-Hannifin Corp		13,023		6,973
Paychex Inc		32,589		3,996
Paycom Software Inc		4,972		907
Pentair PLC		16,756		1,303
Quanta Services Inc		14,727		3,557
Republic Services Inc, Cl A		20,731		3,806
Robert Half Inc		10,734		863
Rockwell Automation Inc		11,624		3,314
Rollins Inc		28,458		1,254
RTX Corp		145,756		13,070
Snap-on Inc		5,350		1,475
Southwest Airlines Co		60,427		2,071
Stanley Black & Decker Inc		15,541		1,388
Textron Inc		19,869		1,770
Trane Technologies PLC		23,152		6,528
TransDigm Group Inc		5,607		6,604
Uber Technologies Inc *		208,600		16,584
Union Pacific Corp		61,793		15,676
United Airlines Holdings Inc *		33,247		1,512
United Parcel Service Inc, Cl B		73,315		10,870
United Rentals Inc		6,871		4,763
Veralto		22,221		1,920
Verisk Analytics Inc, Cl A		14,701		3,556
Waste Management Inc		37,154		7,641
Westinghouse Air Brake Technologies Corp		18,161		2,566


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
WW Grainger Inc		4,478	$	4,359
Xylem Inc/NY		24,437		3,105

				378,975
Information Technology — 26.5%
Accenture PLC, Cl A		63,619		23,843
Adobe Inc *		46,153		25,859
Advanced Micro Devices Inc *		163,776		31,532
Akamai Technologies Inc *		15,289		1,696
Amphenol Corp, Cl A		60,649		6,625
Analog Devices Inc		50,513		9,689
ANSYS Inc *		8,798		2,940
Apple Inc		1,481,951		267,863
Applied Materials Inc		84,797		17,097
Arista Networks Inc *		25,544		7,090
Autodesk Inc *		21,669		5,594
Broadcom Inc		44,495		57,865
Cadence Design Systems Inc *		27,578		8,394
CDW Corp/DE		13,579		3,343
Cisco Systems Inc		410,593		19,860
Cognizant Technology Solutions Corp, Cl A		50,827		4,016
Corning Inc		77,836		2,509
Enphase Energy Inc *		13,842		1,758
EPAM Systems Inc *		5,849		1,780
F5 Inc *		6,052		1,133
Fair Isaac Corp *		2,505		3,181
First Solar Inc *		10,831		1,667
Fortinet Inc *		64,608		4,465
Gartner Inc *		7,901		3,678
Gen Digital Inc		57,154		1,228
Hewlett Packard Enterprise Co		130,041		1,981
HP Inc		88,157		2,498
Intel Corp		427,365		18,398
International Business Machines Corp		92,561		17,127
Intuit Inc		28,409		18,832
Jabil Inc		12,969		1,869
Juniper Networks Inc		32,323		1,197
Keysight Technologies Inc *		18,000		2,777
KLA Corp		13,779		9,401
Lam Research Corp		13,359		12,534
Microchip Technology Inc		54,844		4,615
Micron Technology Inc		111,305		10,085
Microsoft Corp		753,390		311,632
Monolithic Power Systems Inc		4,857		3,497
Motorola Solutions Inc		16,824		5,559
NetApp Inc		21,165		1,886
NVIDIA Corp		250,378		198,079
NXP Semiconductors NV		26,129		6,525
ON Semiconductor Corp *		43,659		3,446
Oracle Corp		161,057		17,987
Palo Alto Networks Inc *		31,507		9,785
PTC Inc *		12,046		2,205
Qorvo Inc *		9,868		1,130


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
QUALCOMM Inc		112,822	$	17,802
Roper Technologies Inc		10,828		5,898
Salesforce Inc *		98,631		30,459
Seagate Technology Holdings PLC		19,720		1,835
ServiceNow Inc *		20,780		16,029
Skyworks Solutions Inc		16,157		1,695
Synopsys Inc *		15,416		8,845
TE Connectivity Ltd		31,503		4,523
Teledyne Technologies Inc *		4,783		2,044
Teradyne Inc		15,497		1,605
Texas Instruments Inc		92,062		15,405
Trimble Inc *		25,217		1,543
Tyler Technologies Inc *		4,265		1,864
VeriSign Inc *		9,004		1,758
Western Digital Corp *		32,868		1,955
Zebra Technologies Corp, Cl A *		5,206		1,455

				1,292,465
Materials — 2.0%
Air Products and Chemicals Inc		22,519		5,270
Albemarle Corp		11,896		1,640
Amcor PLC		146,511		1,327
Avery Dennison Corp		8,163		1,768
Ball Corp		31,961		2,046
Celanese Corp, Cl A		10,152		1,543
CF Industries Holdings Inc		19,367		1,563
Corteva Inc		71,437		3,823
Dow Inc		71,099		3,973
DuPont de Nemours Inc		43,592		3,016
Eastman Chemical Co		12,019		1,055
Ecolab Inc		25,724		5,784
FMC Corp		12,647		713
Freeport-McMoRan Inc, Cl B		145,359		5,496
International Flavors & Fragrances Inc		25,877		1,954
International Paper Co		35,075		1,240
Linde PLC		49,152		22,061
LyondellBasell Industries NV, Cl A		25,975		2,605
Martin Marietta Materials Inc		6,265		3,619
Mosaic Co/The		33,130		1,032
Newmont Corp		116,825		3,651
Nucor Corp		24,920		4,792
Packaging Corp of America		9,085		1,646
PPG Industries Inc		23,902		3,385
Sherwin-Williams Co/The		23,871		7,926
Steel Dynamics Inc		15,419		2,063
Vulcan Materials Co		13,469		3,581
Westrock Co		25,991		1,177

				99,749
Real Estate — 2.1%
Alexandria Real Estate Equities Inc ^‡		15,854		1,977
American Tower Corp, Cl A ^‡		47,254		9,397
AvalonBay Communities Inc ^‡		14,396		2,548


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Boston Properties Inc ^‡		14,636	$	947
Camden Property Trust ^‡		10,823		1,023
CBRE Group Inc, Cl A *		30,896		2,839
CoStar Group Inc *		41,395		3,603
Crown Castle Inc ^‡		43,993		4,837
Digital Realty Trust Inc ^‡		30,699		4,507
Equinix Inc ^‡		9,517		8,459
Equity Residential ^‡		35,028		2,109
Essex Property Trust Inc ^‡		6,506		1,505
Extra Space Storage Inc ^‡		21,417		3,019
Federal Realty Investment Trust ^‡		7,447		751
Healthpeak Properties Inc ^‡		61,400		1,028
Host Hotels & Resorts Inc ^‡		71,508		1,483
Invitation Homes Inc ^‡		58,311		1,987
Iron Mountain Inc ^‡		29,598		2,328
Kimco Realty Corp ^‡		67,410		1,332
Mid-America Apartment Communities Inc ^‡		11,828		1,486
Prologis Inc ^‡		93,661		12,482
Public Storage ^‡		16,042		4,554
Realty Income Corp ^‡		84,299		4,393
Regency Centers Corp ^‡		16,652		1,032
SBA Communications Corp, Cl A ^‡		10,936		2,288
Simon Property Group Inc ^‡		33,070		4,899
UDR Inc ^‡		30,675		1,089
Ventas Inc ^‡		40,788		1,725
VICI Properties Inc, Cl A ^‡		104,868		3,139
Welltower Inc ^‡		56,104		5,171
Weyerhaeuser Co ^‡		73,998		2,544

				100,481
Utilities — 1.8%
AES Corp/The		67,879		1,032
Alliant Energy Corp		25,867		1,235
Ameren Corp		26,654		1,897
American Electric Power Co Inc		53,307		4,541
American Water Works Co Inc		19,737		2,340
Atmos Energy Corp		15,053		1,700
CenterPoint Energy Inc		63,986		1,760
CMS Energy Corp		29,575		1,697
Consolidated Edison Inc		34,994		3,052
Constellation Energy Corp		32,375		5,454
Dominion Energy Inc		84,824		4,057
DTE Energy Co		20,900		2,264
Duke Energy Corp		78,125		7,174
Edison International		38,853		2,643
Entergy Corp		21,436		2,177
Evergy Inc		23,286		1,154
Exelon Corp		100,905		3,616
FirstEnergy Corp		52,350		1,917
NextEra Energy Inc		207,976		11,478
NiSource Inc		41,891		1,092
NRG Energy Inc		22,885		1,266
PG&E Corp		216,268		3,609


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.0%
SEI Liquidity Fund, LP
5.370% **^†(B)		1,240,948	$	1,230


Total Affiliated Partnership
(Cost $1,240) ($ Thousands)				1,230



CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		82,873,347		82,873

Total Cash Equivalent
(Cost $82,873) ($ Thousands)				82,873


Total Investments in Securities — 90.5%
(Cost $1,616,202) ($ Thousands)			$	4,421,560

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

	Percentages are based on Net Assets of $4,885,365 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of February 29, 2024.
^‡	Real Estate Investment Trust.
^†	Investment in Affiliated Security
^†^†	Narrow industries are utilized for compliance purposes, whereas broad sectors are utilized for reporting.
(A)	Certain securities or partial positions of certain securities are on loan at February 29, 2024.
(B)	This security was purchased with cash collateral held from securities on loan . The total market value of such securities as of February 29, 2024 was $1,230 ($ Thousands).

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 85.9%

Communication Services — 3.3%
Advantage Solutions Inc *		18,900	$	72
AMC Entertainment Holdings Inc, Cl A *(A)		42,093		182
AMC Networks Inc, Cl A *		6,660		86
Anterix Inc *		1,400		56
AST SpaceMobile, Cl A *(A)		21,700		69
Atlanta Braves Holdings Inc, Cl A *		1,803		76
Atlanta Braves Holdings Inc, Cl C *		8,905		348
ATN International Inc		2,267		76
Bandwidth Inc, Cl A *		5,000		103
Boston Omaha Corp, Cl A *		4,300		71
Bumble Inc, Cl A *		18,100		207
Cable One Inc		900		410
Cardlytics Inc *		7,100		59
Cargurus Inc, Cl A *		15,000		332
Cars.com Inc *		13,800		253
Cinemark Holdings Inc *		16,640		290
Clear Channel Outdoor Holdings, Cl A *		88,200		152
Cogent Communications Holdings Inc		7,004		567
Consolidated Communications Holdings Inc *		16,612		72
Daily Journal Corp *		300		102
DHI Group Inc *		9,600		27
EchoStar Corp, Cl A *		23,189		304
Entravision Communications Corp, Cl A		14,200		55
Eventbrite Inc, Cl A *		16,900		95
EverQuote Inc, Cl A *		4,400		70
EW Scripps Co/The, Cl A *		13,896		56
Frontier Communications Parent Inc *		40,500		959
fuboTV Inc *		64,800		134
Gannett Co Inc *		32,687		70
GCI Liberty - Escrow *		23,647		—
Globalstar Inc *		146,200		228
Gogo Inc *		8,900		73
Gray Television Inc		19,500		114
Grindr *		10,600		88
IAC Inc *		12,076		686
IDT Corp, Cl B *		4,100		153
iHeartMedia Inc, Cl A *		24,700		68
IMAX Corp *		10,100		173
Integral Ad Science Holding Corp *		7,600		79
Iridium Communications Inc		19,846		575
John Wiley & Sons Inc, Cl A		6,972		232
Liberty Broadband Corp, Cl A *		2,983		179
Liberty Broadband Corp, Cl C *		19,314		1,162
Liberty Latin America Ltd, Cl A *		8,300		53
Liberty Latin America Ltd, Cl C *		25,062		163
Liberty Media Corp-Liberty Formula One, Cl A *		4,108		269
Liberty Media Corp-Liberty Formula One, Cl C *		32,742		2,382
Liberty Media Corp-Liberty Live, Cl A *		3,509		135


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Liberty Media Corp-Liberty SiriusXM *		25,122	$	728
Liberty Media Corp-Liberty SiriusXM, Cl A *		13,335		389
Liberty Media -Liberty Live, Cl C *		9,199		366
Lions Gate Entertainment Corp, Cl A *		14,516		141
Lions Gate Entertainment Corp, Cl B *		21,575		196
Lumen Technologies Inc *		149,700		242
Madison Square Garden Entertainment Corp, Cl A *		5,811		224
Madison Square Garden Sports Corp, Cl A *		2,979		561
Magnite Inc *		23,838		286
Marcus Corp/The		5,161		76
MediaAlpha Inc, Cl A *		1,037		21
New York Times Co/The, Cl A		26,882		1,190
Nexstar Media Group Inc, Cl A		5,544		921
Nextdoor Holdings Inc *		29,000		63
Ooma Inc *		6,900		70
Outbrain Inc *		5,800		21
Pinterest Inc, Cl A *		99,311		3,645
Playstudios Inc *		21,200		50
Playtika Holding Corp *		4,725		35
PubMatic Inc, Cl A *		10,400		218
QuinStreet Inc *		11,286		165
Reservoir Media Inc *		4,100		30
ROBLOX Corp, Cl A *		78,700		3,140
Roku Inc, Cl A *		20,548		1,298
Scholastic Corp		4,367		172
Shenandoah Telecommunications Co		10,404		194
Shutterstock Inc		5,297		258
Sinclair Inc		4,111		61
Sirius XM Holdings Inc (A)		102,481		453
Sphere Entertainment Co *		4,611		200
Spok Holdings Inc		1,500		27
Spotify Technology SA *		23,903		6,129
Stagwell Inc, Cl A *		13,400		72
TechTarget Inc *		6,100		193
TEGNA Inc		37,900		531
Telephone and Data Systems Inc		17,455		267
Thryv Holdings Inc *		6,500		136
TKO Group Holdings, Cl A		9,934		832
Trade Desk Inc/The, Cl A *		75,100		6,416
TripAdvisor Inc *		17,100		459
TrueCar Inc *		22,900		80
Vimeo Inc *		34,746		166
Vivid Seats Inc, Cl A *		5,600		34
WideOpenWest Inc *		11,700		47
Yelp Inc, Cl A *		10,398		400
Ziff Davis Inc *		7,357		506
ZipRecruiter Inc, Cl A *		15,100		192
ZoomInfo Technologies Inc, Cl A *		49,500		830

				44,896
Consumer Discretionary — 9.8%
1-800-Flowers.com Inc, Cl A *		5,400		56


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
2U Inc *(A)		15,900	$	7
Aaron's Co Inc/The		6,958		54
Abercrombie & Fitch Co, Cl A *		8,000		1,022
Academy Sports & Outdoors Inc		11,800		882
Accel Entertainment Inc, Cl A *		14,200		161
Acushnet Holdings Corp		5,900		380
Adient PLC *		17,500		594
ADT Inc		42,561		309
Adtalem Global Education Inc *		6,081		301
Advance Auto Parts Inc		9,600		648
Allbirds Inc, Cl A *		12,300		11
American Axle & Manufacturing Holdings Inc *		23,398		162
American Eagle Outfitters Inc		29,522		701
America's Car-Mart Inc/TX *		1,250		84
AMMO Inc *		17,700		42
Aramark		39,000		1,183
Arko Corp		14,200		93
Asbury Automotive Group Inc *		3,398		710
Atmus Filtration Technologies Inc *(A)		3,400		81
AutoNation Inc *		4,600		689
Bally's Corp *		8,028		90
BARK Inc *		26,200		31
Beazer Homes USA Inc *		6,461		202
Beyond *		7,300		245
Big 5 Sporting Goods Corp		5,600		27
Big Lots Inc		7,446		40
Biglari Holdings Inc, Cl B *		182		32
Birkenstock Holding PLC *(A)		6,200		310
BJ's Restaurants Inc *		4,642		163
Bloomin' Brands Inc		16,050		436
Boot Barn Holdings Inc *		5,400		499
Bowlero Corp (A)		4,100		51
Boyd Gaming Corp		11,845		783
Bright Horizons Family Solutions Inc *		9,535		1,095
Brinker International Inc *		7,782		361
Brunswick Corp/DE		11,483		1,004
Buckle Inc/The		6,651		272
Build-A-Bear Workshop Inc, Cl A		3,200		77
Burlington Stores Inc *		10,900		2,236
Caleres Inc		5,576		215
Camping World Holdings Inc, Cl A		9,200		246
Capri Holdings Ltd *		18,600		858
CarParts.com Inc *		10,300		26
Carriage Services Inc, Cl A		3,506		87
Carrols Restaurant Group Inc		9,100		86
Carter's Inc		5,770		467
Carvana Co, Cl A *(A)		15,800		1,200
Cato Corp/The, Cl A		4,596		30
Cava Group *(A)		3,800		222
Cavco Industries Inc *		1,431		533
Century Casinos Inc *		6,200		18


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Century Communities Inc		4,400	$	380
Cheesecake Factory Inc/The		7,223		256
Chegg Inc *		26,010		233
Children's Place Inc/The *(A)		3,433		66
Choice Hotels International Inc (A)		4,777		535
Churchill Downs Inc		11,862		1,446
Chuy's Holdings Inc *		2,569		87
Clarus Corp		6,221		36
Columbia Sportswear Co		6,644		549
ContextLogic Inc, Cl A *		4,577		30
Cooper-Standard Holdings Inc *		1,400		20
Coupang Inc, Cl A *		185,800		3,441
Coursera Inc *		19,900		320
Cracker Barrel Old Country Store Inc (A)		3,244		215
Cricut Inc, Cl A		9,500		46
Crocs Inc *		10,103		1,235
Dana Inc		26,098		326
Dave & Buster's Entertainment Inc *		6,200		383
Deckers Outdoor Corp *		4,404		3,944
Denny's Corp *		6,363		59
Designer Brands Inc, Cl A		6,492		69
Destination XL Group Inc *		13,400		53
Dick's Sporting Goods Inc		10,135		1,803
Dillard's Inc, Cl A		662		275
Dine Brands Global Inc		2,572		125
DoorDash Inc, Cl A *		52,100		6,490
Dorman Products Inc *		4,140		390
DraftKings Inc, Cl A *		70,782		3,066
Dream Finders Homes Inc, Cl A *		4,700		184
Duluth Holdings Inc, Cl B *		2,900		14
Duolingo Inc, Cl A *		4,800		1,147
El Pollo Loco Holdings Inc *		3,900		35
Ethan Allen Interiors Inc		5,276		176
European Wax Center Inc, Cl A *		8,000		113
Everi Holdings Inc *		18,900		224
EVgo Inc, Cl A *(A)		17,700		52
Figs Inc, Cl A *(A)		24,600		129
First Watch Restaurant Group Inc *		2,400		60
Fisker Inc *(A)		37,200		27
Five Below Inc *		9,205		1,847
Floor & Decor Holdings Inc, Cl A *		17,500		2,120
Foot Locker Inc		15,400		530
Fossil Group Inc *		10,700		11
Fox Factory Holding Corp *		7,700		390
Frontdoor Inc *		15,450		484
Full House Resorts Inc *		7,000		36
Funko Inc, Cl A *		6,000		42
GameStop Corp, Cl A *(A)		43,400		619
Gap Inc/The		31,500		597
Genesco Inc *		2,169		69
Gentex Corp		39,190		1,432
Gentherm Inc *		6,148		350


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
G-III Apparel Group Ltd *		5,906	$	196
Golden Entertainment Inc		4,131		153
Goodyear Tire & Rubber Co/The *		44,868		533
GoPro Inc, Cl A *		29,300		69
Graham Holdings Co, Cl B		600		421
Grand Canyon Education Inc *		4,815		649
Green Brick Partners Inc *		5,100		298
Group 1 Automotive Inc		2,235		605
GrowGeneration Corp *		12,100		26
Guess? Inc		5,117		130
H&R Block Inc		24,300		1,189
Hanesbrands Inc *		69,800		377
Harley-Davidson Inc		21,100		765
Haverty Furniture Cos Inc		1,563		54
Helen of Troy Ltd *		4,348		543
Hibbett Inc		2,412		198
Hilton Grand Vacations Inc *		14,870		667
Holley Inc *		13,400		57
Hooker Furnishings Corp		3,700		91
Hovnanian Enterprises Inc, Cl A *		1,100		172
Hyatt Hotels Corp, Cl A		7,327		1,125
Inspired Entertainment Inc *		2,000		20
Installed Building Products Inc		3,900		932
International Game Technology PLC		17,100		465
iRobot Corp *(A)		6,202		71
Jack in the Box Inc		4,021		294
Johnson Outdoors Inc, Cl A		1,400		64
KB Home		11,585		770
Kohl's Corp		17,700		493
Kontoor Brands Inc		8,900		526
Krispy Kreme Inc (A)		14,400		186
Kura Sushi USA Inc, Cl A *		800		76
Lands' End Inc *		2,862		28
Landsea Homes Corp *		1,300		18
Latham Group Inc *		7,300		25
Laureate Education Inc, Cl A		23,400		314
La-Z-Boy Inc, Cl Z		8,826		335
LCI Industries		3,949		497
Lear Corp		9,671		1,328
Legacy Housing Corp *		1,400		36
Leggett & Platt Inc		21,000		429
Leslie's Inc *		29,056		230
LGI Homes Inc *		3,200		365
Life Time Group Holdings Inc *		8,300		114
Light & Wonder Inc, Cl A *		15,162		1,524
Lindblad Expeditions Holdings Inc *		6,900		64
Lithia Motors Inc, Cl A		4,533		1,356
Lovesac Co/The *		2,900		67
Lucid Group Inc *(A)		139,700		461
Luminar Technologies Inc, Cl A *(A)		55,900		134
M/I Homes Inc *		4,294		545
Macy's Inc		44,400		774


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Malibu Boats Inc, Cl A *		4,600	$	201
Marine Products Corp		1,800		21
MarineMax Inc *		5,161		171
Marriott Vacations Worldwide Corp		6,672		622
MasterCraft Boat Holdings Inc *		2,100		46
Mattel Inc *		58,500		1,152
MDC Holdings Inc		9,668		606
Meritage Homes Corp		6,011		948
Mister Car Wash Inc *(A)		16,500		137
Modine Manufacturing Co *		8,374		751
Monarch Casino & Resort Inc		2,900		204
Mondee Holdings, Cl A *(A)		12,600		28
Monro Inc		6,428		216
Movado Group Inc		3,520		101
Murphy USA Inc		3,200		1,334
National Vision Holdings Inc *		11,700		274
Newell Brands Inc		60,400		453
Noodles & Co, Cl A *		11,000		28
Nordstrom Inc		20,100		421
ODP Corp/The *		4,912		277
Ollie's Bargain Outlet Holdings Inc *		10,100		810
ONE Group Hospitality Inc/The *		4,200		16
OneSpaWorld Holdings Ltd *		13,200		172
OneWater Marine Inc, Cl A *		2,200		57
Oxford Industries Inc		2,654		269
Papa John's International Inc (A)		6,442		463
Patrick Industries Inc		3,825		459
Peloton Interactive Inc, Cl A *		60,535		274
Penn Entertainment Inc *		29,000		531
Penske Automotive Group Inc		3,088		474
Perdoceo Education Corp		11,054		197
Petco Health & Wellness Co Inc, Cl A *		19,300		50
PetMed Express Inc		4,596		23
Phinia Inc		9,400		322
Planet Fitness Inc, Cl A *		14,000		869
PlayAGS Inc *		2,500		23
Polaris Inc		8,907		826
Portillo's Inc, Cl A *		10,200		148
Potbelly Corp *		1,200		17
Purple Innovation Inc, Cl A		10,765		20
PVH Corp		10,000		1,367
QuantumScape Corp, Cl A *(A)		52,400		329
RCI Hospitality Holdings Inc		1,400		79
Red Rock Resorts Inc, Cl A		8,500		493
Rent the Runway Inc, Cl A *(A)		3,700		1
Revolve Group Inc, Cl A *(A)		8,000		175
RH *		2,511		689
Rivian Automotive Inc, Cl A *(A)		110,500		1,251
Rocky Brands Inc		1,600		40
Rush Street Interactive Inc *		13,600		80
Sabre Corp *		55,600		147
Sally Beauty Holdings Inc *		19,191		242


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Savers Value Village *		6,200	$	125
Service Corp International/US		24,689		1,807
Shake Shack Inc, Cl A *		6,100		649
Shoe Carnival Inc		4,152		136
Signet Jewelers Ltd		7,200		733
Six Flags Entertainment Corp *		14,058		356
Skechers USA Inc, Cl A *		22,246		1,375
Skyline Champion Corp *		8,700		729
Sleep Number Corp *		5,009		83
Smith & Wesson Brands Inc		6,283		86
Snap One Holdings Corp *		2,800		23
Solid Power Inc *(A)		28,800		47
Solo Brands Inc, Cl A *		2,600		7
Sonic Automotive Inc, Cl A		3,464		182
Sonos Inc *		24,300		461
Sportsman's Warehouse Holdings Inc *		9,400		34
Standard Motor Products Inc		4,766		151
Steven Madden Ltd		11,951		512
Stitch Fix Inc, Cl A *		17,800		57
Stoneridge Inc *		5,930		104
Strategic Education Inc		4,287		475
Stride Inc *		7,788		465
Sturm Ruger & Co Inc		3,942		171
Super Group SGHC Ltd *		27,000		89
Sweetgreen Inc, Cl A *		19,200		245
Target Hospitality Corp *		6,100		59
Taylor Morrison Home Corp, Cl A *		16,960		960
Tempur Sealy International Inc		27,892		1,519
Texas Roadhouse Inc, Cl A		11,166		1,668
Thor Industries Inc		8,490		1,088
ThredUp, Cl A *		14,000		28
Tile Shop Holdings Inc *		6,300		44
Tilly's Inc, Cl A *		5,243		40
Toll Brothers Inc		18,039		2,068
TopBuild Corp *		5,300		2,133
Topgolf Callaway Brands Corp *		27,706		395
Torrid Holdings Inc *(A)		2,700		14
Traeger Inc *		4,800		11
Travel + Leisure Co		13,300		594
Tri Pointe Homes Inc *		15,373		544
Udemy Inc *		17,700		200
Under Armour Inc, Cl A *		34,700		311
Under Armour Inc, Cl C *		35,800		306
United Parks & Resorts *		6,900		354
Universal Technical Institute Inc *		7,300		110
Upbound Group Inc, Cl A		10,240		346
Urban Outfitters Inc *		10,000		415
Vail Resorts Inc		6,312		1,454
Valvoline Inc *		22,836		974
Victoria's Secret & Co *		12,000		343
Vista Outdoor Inc *		10,973		342
Visteon Corp *		4,365		494


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vizio Holding Corp, Cl A *		17,400	$	192
Warby Parker Inc, Cl A *		15,200		193
Wayfair Inc, Cl A *		13,500		805
Wendy's Co/The		31,975		579
Weyco Group Inc		1,200		39
Williams-Sonoma Inc		10,737		2,529
Wingstop Inc		5,000		1,755
Winmark Corp		491		186
Winnebago Industries Inc		4,435		318
Wolverine World Wide Inc		17,896		182
Workhorse Group Inc *(A)		25,800		9
Worthington Enterprises Inc		5,702		354
WW International Inc *		12,174		38
Wyndham Hotels & Resorts Inc (A)		13,500		1,033
XPEL Inc *		4,800		252
Xponential Fitness Inc, Cl A *		5,600		56
YETI Holdings Inc *		14,000		575
Zumiez Inc *		4,803		85

				131,537
Consumer Staples — 2.6%
Albertsons Cos Inc, Cl A		69,600		1,411
Alico Inc		1,400		39
Andersons Inc/The		5,699		315
B&G Foods Inc, Cl A (A)		14,611		169
Beauty Health Co/The *		17,700		59
BellRing Brands Inc *		21,802		1,242
Benson Hill Inc *		43,900		11
Beyond Meat Inc *(A)		13,000		139
BJ's Wholesale Club Holdings Inc *		22,300		1,629
Boston Beer Co Inc/The, Cl A *		1,483		457
BRC Inc, Cl A *(A)		5,800		24
Calavo Growers Inc		4,426		128
Cal-Maine Foods Inc		7,828		450
Casey's General Stores Inc		6,259		1,906
Celsius Holdings Inc *		24,100		1,967
Central Garden & Pet Co *		2,600		114
Central Garden & Pet Co, Cl A *		10,061		379
Chefs' Warehouse Inc/The *		7,021		267
Coca-Cola Consolidated Inc		789		663
Coty Inc, Cl A *		61,800		776
Darling Ingredients Inc *		26,257		1,111
Dole PLC		14,200		168
Duckhorn Portfolio Inc/The *		8,000		76
Edgewell Personal Care Co		9,845		376
elf Beauty Inc *		9,000		1,877
Energizer Holdings Inc		10,945		312
Flowers Foods Inc		30,608		686
Fresh Del Monte Produce Inc		6,181		148
Freshpet Inc *		7,100		802
Grocery Outlet Holding Corp *		18,100		467
Hain Celestial Group Inc/The *		15,660		157
Herbalife Ltd *		20,144		178


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HF Foods Group Inc *		9,900	$	37
Ingles Markets Inc, Cl A		2,645		204
Ingredion Inc		10,965		1,290
Inter Parfums Inc		2,906		426
J & J Snack Foods Corp		2,364		343
John B Sanfilippo & Son Inc		1,819		186
Lancaster Colony Corp		3,129		647
Limoneira Co		3,400		63
Maplebear *		2,600		85
Medifast Inc		1,764		71
MGP Ingredients Inc		2,800		238
Mission Produce Inc *		9,300		98
National Beverage Corp *		5,204		274
Natural Grocers by Vitamin Cottage Inc		1,085		18
Nature's Sunshine Products Inc *		2,937		52
Nu Skin Enterprises Inc, Cl A		11,205		140
Oil-Dri Corp of America		1,400		100
Olaplex Holdings Inc *		29,300		54
Performance Food Group Co *		25,827		1,983
Pilgrim's Pride Corp *		6,007		191
Post Holdings Inc *		8,469		882
PriceSmart Inc		4,423		372
Primo Water Corp		24,500		397
Reynolds Consumer Products Inc		9,700		286
Seaboard Corp		50		164
Seneca Foods Corp, Cl A *		1,262		64
Simply Good Foods Co/The *		17,100		607
Sovos Brands Inc *(A)		11,000		251
SpartanNash Co		8,136		171
Spectrum Brands Holdings Inc		5,587		449
Sprouts Farmers Market Inc *		16,700		1,043
SunOpta Inc *		17,100		120
TreeHouse Foods Inc *		7,809		279
Turning Point Brands Inc		3,200		81
United Natural Foods Inc *		12,798		200
Universal Corp/VA		4,045		194
US Foods Holding Corp *		38,100		1,935
USANA Health Sciences Inc *		2,832		137
Utz Brands Inc		13,800		244
Vector Group Ltd		29,091		325
Village Super Market Inc, Cl A		1,962		54
Vita Coco Co Inc/The *		6,100		159
Vital Farms Inc *		5,500		99
Waldencast, Cl A *		7,000		47
WD-40 Co		2,186		587
Weis Markets Inc		3,604		234
Westrock Coffee *		7,900		80
WK Kellogg		12,700		186

				34,650
Energy — 3.9%
Amplify Energy Corp *		4,900		30
Antero Midstream Corp		55,400		742


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Antero Resources Corp *		47,080	$	1,210
Archrock Inc		24,583		449
Ardmore Shipping Corp		7,800		127
Atlas Energy Solutions, Cl A		4,700		89
Berry Corp		19,400		137
Borr Drilling Ltd		47,100		284
Bristow Group Inc *		4,997		135
Cactus Inc, Cl A		10,200		468
California Resources Corp		11,200		584
Callon Petroleum Co *		11,100		346
Centrus Energy Corp, Cl A *		2,000		82
ChampionX Corp		32,100		997
Cheniere Energy Inc		40,865		6,342
Chesapeake Energy Corp (A)		20,993		1,738
Chord Energy Corp		6,930		1,126
Civitas Resources Inc		13,234		909
Clean Energy Fuels Corp *		29,988		88
CNX Resources Corp *		29,200		612
Comstock Resources Inc (A)		21,000		180
CONSOL Energy Inc		4,775		410
Core Laboratories Inc		9,300		139
Crescent Energy Co, Cl A		12,060		135
CVR Energy Inc		4,597		153
Delek US Holdings Inc		11,390		291
DHT Holdings Inc		27,900		302
Diamond Offshore Drilling Inc *		16,800		186
DMC Global Inc *		5,100		85
Dorian LPG Ltd		6,747		244
Dril-Quip Inc *		7,987		180
DT Midstream Inc		16,000		922
Empire Petroleum Corp *		1,033		6
Encore Energy *(A)		17,800		69
Energy Fuels Inc/Canada *(A)		36,000		228
Enviva Inc (A)		5,900		2
Equitrans Midstream Corp		70,900		758
Excelerate Energy Inc, Cl A		2,400		38
Expro Group Holdings NV *		15,357		275
FLEX LNG Ltd (A)		5,800		146
FutureFuel Corp		3,876		23
Gevo Inc *		45,000		40
Golar LNG Ltd		18,702		379
Green Plains Inc *		11,190		238
Gulfport Energy Corp *		2,200		312
Hallador Energy Co *		4,400		33
Helix Energy Solutions Group Inc *		24,169		218
Helmerich & Payne Inc		15,600		599
HF Sinclair Corp		24,100		1,338
HighPeak Energy Inc		1,100		18
International Seaways Inc		7,428		393
Kinetik Holdings Inc, Cl A (A)		3,900		138
Kodiak Gas Services		4,400		112
Kosmos Energy Ltd *		71,775		441


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Liberty Energy Inc, Cl A		26,300	$	562
Magnolia Oil & Gas Corp, Cl A		28,900		655
Matador Resources Co		18,700		1,181
Murphy Oil Corp		24,400		968
Nabors Industries Ltd *		1,991		156
NACCO Industries Inc, Cl A		900		30
New Fortress Energy Inc, Cl A (A)		10,000		351
Newpark Resources Inc *		18,020		116
NextDecade Corp *		7,100		33
Noble Corp PLC		18,300		765
Nordic American Tankers Ltd		34,377		140
Northern Oil and Gas Inc		16,100		575
NOV Inc		65,100		1,100
Oceaneering International Inc *		15,446		305
Oil States International Inc *		16,699		90
Overseas Shipholding Group Inc, Cl A		17,900		109
Ovintiv Inc		43,200		2,134
Par Pacific Holdings Inc *		9,986		361
Patterson-UTI Energy Inc		57,055		660
PBF Energy Inc, Cl A		18,177		849
Peabody Energy Corp		18,000		446
Permian Resources Corp, Cl A		69,485		1,081
ProFrac Holding Corp, Cl A *		3,000		25
ProPetro Holding Corp *		19,200		142
Range Resources Corp		39,000		1,233
REX American Resources Corp *		3,900		172
Riley Exploration Permian Inc		1,200		28
Ring Energy Inc *(A)		10,000		14
RPC Inc		15,199		112
SandRidge Energy Inc		8,200		107
Scorpio Tankers Inc		7,613		511
SEACOR Marine Holdings Inc *		7,300		77
Seadrill Ltd *		10,000		422
Select Water Solutions Inc, Cl A		17,800		152
SFL Corp Ltd		22,476		300
SilverBow Resources Inc *		4,200		119
Sitio Royalties Corp, Cl A		15,221		347
SM Energy Co		19,313		845
Solaris Oilfield Infrastructure Inc, Cl A		5,400		46
Southwestern Energy Co *		182,771		1,274
Talos Energy Inc *		22,100		291
TechnipFMC PLC		72,500		1,573
Teekay Corp *		14,800		112
Teekay Tankers Ltd, Cl A		5,100		280
Tellurian Inc *(A)		101,800		81
TETRA Technologies Inc *		32,100		125
Texas Pacific Land Corp		1,000		1,575
Tidewater Inc *		8,500		595
Uranium Energy Corp *		67,700		439
US Silica Holdings Inc *		15,626		180
VAALCO Energy Inc		15,500		69
Valaris Ltd *		9,700		612


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vertex Energy Inc *(A)		13,700	$	18
Vital Energy Inc *		3,800		191
Vitesse Energy Inc		5,143		117
W&T Offshore Inc		21,338		64
Weatherford International PLC *		11,800		1,211
World Kinect Corp		12,341		301

				51,953
Financials — 15.2%
1st Source Corp		2,758		137
ACNB Corp		1,900		67
AFC Gamma Inc ^‡		2,800		32
Affiliated Managers Group Inc		5,700		891
Affirm Holdings Inc, Cl A *		37,600		1,411
AGNC Investment Corp ^‡(A)		106,921		1,022
Alerus Financial Corp		3,400		74
Ally Financial Inc		45,400		1,679
Amalgamated Financial Corp		3,000		69
A-Mark Precious Metals Inc (A)		3,800		98
Ambac Financial Group Inc *		7,800		128
Amerant Bancorp Inc, Cl A		5,100		108
American Equity Investment Life Holding Co *		13,978		776
American Financial Group Inc/OH		12,153		1,552
American National Bankshares Inc		2,006		90
Ameris Bancorp		10,462		485
AMERISAFE Inc		2,633		139
Angel Oak Mortgage REIT Inc ^‡		1,600		17
Annaly Capital Management Inc ^‡		82,639		1,578
Apollo Commercial Real Estate Finance Inc ^‡		28,819		323
Apollo Global Management Inc		89,084		9,960
Arbor Realty Trust Inc ^‡(A)		28,600		383
Ares Commercial Real Estate Corp ^‡		9,600		72
Ares Management Corp, Cl A		27,745		3,680
ARMOUR Residential REIT ^‡(A)		9,884		196
Arrow Financial Corp		3,349		80
Artisan Partners Asset Management Inc, Cl A		11,800		508
AssetMark Financial Holdings Inc *		3,900		138
Associated Banc-Corp		24,036		501
Assured Guaranty Ltd		9,287		851
Atlantic Union Bankshares Corp		14,182		472
Atlanticus Holdings Corp *		1,100		36
AvidXchange Holdings Inc *		26,800		356
Axis Capital Holdings Ltd		12,768		799
Axos Financial Inc *		8,736		455
B Riley Financial Inc (A)		4,400		81
Banc of California Inc		25,414		372
BancFirst Corp		4,050		355
Banco Latinoamericano de Comercio Exterior SA, Cl E		3,812		107
Bancorp Inc/The *		8,092		361


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bank First Corp (A)		1,500	$	130
Bank of Hawaii Corp (A)		6,024		363
Bank of Marin Bancorp		3,614		60
Bank of NT Butterfield & Son Ltd/The		8,500		254
Bank OZK		17,470		765
BankUnited Inc		13,696		367
Bankwell Financial Group Inc		1,100		28
Banner Corp		7,051		309
Bar Harbor Bankshares		2,850		72
BayCom Corp		3,000		60
BCB Bancorp Inc		3,200		34
Berkshire Hills Bancorp Inc		8,691		187
BGC Group Inc, Cl A		55,936		389
Blackstone Mortgage Trust Inc, Cl A ^‡(A)		27,500		560
Block Inc, Cl A *		92,409		7,344
Blue Foundry Bancorp *		6,000		57
Blue Owl Capital Inc, Cl A		76,100		1,367
Blue Ridge Bankshares Inc (A)		3,700		9
BOK Financial Corp		4,482		381
Bread Financial Holdings Inc		8,500		325
Bridgewater Bancshares Inc *		6,100		72
Brighthouse Financial Inc *		12,400		577
Brightsphere Investment Group Inc		7,363		167
BrightSpire Capital Inc, Cl A ^‡		21,794		151
Brookline Bancorp Inc		20,233		198
BRP Group Inc, Cl A *		9,000		250
Burke & Herbert Financial Services (A)		1,700		93
Business First Bancshares Inc		4,300		97
Byline Bancorp Inc		5,970		124
Cadence Bank		29,631		820
Cambridge Bancorp		1,500		95
Camden National Corp		3,058		97
Cannae Holdings Inc *		13,962		305
Cantaloupe Inc *		14,900		97
Capital Bancorp Inc		1,900		39
Capital City Bank Group Inc		2,861		81
Capitol Federal Financial Inc		28,287		164
Capstar Financial Holdings Inc		2,400		45
Carlyle Group Inc/The		35,400		1,623
Carter Bankshares Inc *		7,100		94
Cass Information Systems Inc		3,154		152
Cathay General Bancorp		10,915		426
Central Pacific Financial Corp		6,810		127
Chicago Atlantic Real Estate Finance ^‡		900		15
Chimera Investment Corp ^‡		37,065		162
Citizens & Northern Corp		3,540		65
City Holding Co		2,985		300
Civista Bancshares Inc		3,400		51
Claros Mortgage Trust Inc ^‡		14,700		142
CNA Financial Corp		4,375		192
CNB Financial Corp/PA		1,948		39
CNO Financial Group Inc		17,725		473


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Coastal Financial Corp/WA *		1,900	$	73
Cohen & Steers Inc		3,936		289
Coinbase Global Inc, Cl A *		28,800		5,863
Colony Bankcorp Inc		3,700		42
Columbia Banking System Inc		33,694		610
Columbia Financial Inc *		3,600		60
Commerce Bancshares Inc/MO		19,921		1,037
Community Bank System Inc		8,251		374
Community Trust Bancorp Inc		3,393		135
Compass Diversified Holdings		10,600		244
ConnectOne Bancorp Inc		8,383		166
Corebridge Financial Inc		37,700		936
Crawford & Co, Cl A		5,700		67
Credit Acceptance Corp *		1,112		616
CrossFirst Bankshares Inc *		11,500		148
Cullen/Frost Bankers Inc		9,805		1,064
Customers Bancorp Inc *		4,770		259
CVB Financial Corp		24,379		415
Diamond Hill Investment Group Inc		654		95
Dime Community Bancshares Inc		7,729		145
Donegal Group Inc, Cl A		2,500		35
Donnelley Financial Solutions Inc *		5,132		331
Dynex Capital Inc ^‡		9,597		118
Eagle Bancorp Inc		4,406		105
East West Bancorp Inc		23,566		1,717
Eastern Bankshares Inc		27,200		351
eHealth Inc *		5,874		39
Ellington Financial Inc ^‡(A)		13,700		155
Employers Holdings Inc		5,074		232
Enact Holdings Inc		6,300		175
Encore Capital Group Inc *		3,875		186
Enova International Inc *		4,366		276
Enstar Group Ltd *		1,951		601
Enterprise Bancorp Inc/MA		2,848		77
Enterprise Financial Services Corp		7,165		286
Equitable Holdings Inc		58,200		1,993
Equity Bancshares Inc, Cl A		3,900		124
Esquire Financial Holdings Inc		1,600		81
Essent Group Ltd (A)		17,100		916
Euronet Worldwide Inc *		7,788		852
Evercore Inc, Cl A		5,876		1,099
EVERTEC Inc		10,200		369
F&G Annuities & Life Inc		3,894		147
Farmers & Merchants Bancorp Inc/Archbold OH		3,200		65
Farmers National Banc Corp		6,800		92
FB Financial Corp		7,502		267
Federal Agricultural Mortgage Corp, Cl C		1,888		338
Fidelity D&D Bancorp Inc (A)		1,600		80
Fidelity National Financial Inc		43,766		2,214
Finance Of America Cos Inc, Cl A *		7,100		6
Financial Institutions Inc		3,243		60


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
First American Financial Corp		16,572	$	968
First Bancorp Inc/The		3,052		72
First BanCorp/Puerto Rico		32,716		555
First Bancorp/Southern Pines NC		7,645		261
First Bancshares Inc/The		4,600		114
First Bank/Hamilton NJ		3,700		50
First Busey Corp		10,492		242
First Business Financial Services Inc		1,800		63
First Citizens BancShares Inc/NC, Cl A		1,802		2,836
First Commonwealth Financial Corp		18,601		242
First Community Bankshares Inc		2,342		78
First Financial Bancorp		16,733		363
First Financial Bankshares Inc		21,012		650
First Financial Corp/IN		2,412		90
First Foundation Inc		9,100		72
First Hawaiian Inc		20,100		421
First Horizon Corp		92,725		1,307
First Interstate BancSystem Inc, Cl A		14,816		390
First Merchants Corp		11,318		376
First Mid Bancshares Inc		3,572		108
First of Long Island Corp/The		4,995		56
First Western Financial Inc *		1,800		25
FirstCash Holdings Inc		6,120		701
Five Star Bancorp		2,800		66
Flushing Financial Corp		6,070		78
Flywire Corp *		18,900		537
FNB Corp/PA		58,589		782
Forge Global Holdings *		31,460		65
Franklin BSP Realty Trust Inc ^‡		16,854		218
Fulton Financial Corp		30,212		465
FVCBankcorp Inc *(A)		3,375		41
GCM Grosvenor Inc, Cl A		10,000		85
Genworth Financial Inc, Cl A *		86,500		532
German American Bancorp Inc		6,166		194
Glacier Bancorp Inc		17,975		673
Goosehead Insurance Inc, Cl A *		4,100		310
Granite Point Mortgage Trust Inc ^‡		10,941		52
Great Southern Bancorp Inc		1,099		57
Green Dot Corp, Cl A *		9,255		76
Greene County Bancorp Inc		1,020		29
Greenlight Capital Re Ltd, Cl A *		6,409		81
Guaranty Bancshares Inc/TX (A)		1,500		43
Hamilton Lane Inc, Cl A		5,900		678
Hancock Whitney Corp		13,914		607
Hanmi Financial Corp		6,878		104
Hannon Armstrong Sustainable Infrastructure Capital Inc ^‡(A)		20,300		511
Hanover Insurance Group Inc/The		5,817		765
HarborOne Bancorp Inc		10,720		109
HBT Financial Inc		2,200		42
HCI Group Inc		1,115		109
Heartland Financial USA Inc		7,875		268


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Heritage Commerce Corp		13,600	$	113
Heritage Financial Corp/WA		8,071		148
Hilltop Holdings Inc		9,500		293
Hingham Institution For Savings The (A)		300		50
Hippo Holdings Inc *		3,484		49
Home Bancorp Inc		1,800		66
Home BancShares Inc/AR		30,932		726
HomeStreet Inc		4,372		61
HomeTrust Bancshares Inc		4,102		108
Hope Bancorp Inc		19,295		212
Horace Mann Educators Corp		8,314		301
Horizon Bancorp Inc/IN		9,425		113
Houlihan Lokey Inc, Cl A		8,400		1,081
I3 Verticals Inc, Cl A *		4,800		102
Independent Bank Corp		8,020		418
Independent Bank Corp/MI		5,400		132
Independent Bank Group Inc		7,402		324
Interactive Brokers Group Inc, Cl A		17,427		1,895
International Bancshares Corp		9,850		511
International Money Express Inc *		5,400		106
Invesco Mortgage Capital Inc ^‡		8,009		72
Investors Title Co		400		62
Jackson Financial Inc, Cl A		13,400		738
James River Group Holdings Ltd		8,200		82
Janus Henderson Group PLC		21,800		679
Jefferies Financial Group Inc		30,200		1,263
John Marshall Bancorp Inc		2,700		47
Kearny Financial Corp/MD		10,929		69
Kemper Corp		9,673		555
Kinsale Capital Group Inc		3,700		1,910
KKR & Co Inc		113,263		11,129
KKR Real Estate Finance Trust Inc ^‡		12,500		122
Ladder Capital Corp, Cl A ^‡		15,962		173
Lakeland Bancorp Inc		13,393		156
Lakeland Financial Corp		4,757		303
Lazard, Cl A		17,831		687
Lemonade Inc *(A)		10,200		166
LendingClub Corp *		22,600		183
LendingTree Inc *		2,700		107
Lincoln National Corp		27,700		763
Live Oak Bancshares Inc		4,800		191
LPL Financial Holdings Inc		12,762		3,419
Luther Burbank Corp *		4,422		40
Macatawa Bank Corp		5,200		51
Markel Group Inc *		2,223		3,318
Marqeta Inc, Cl A *		76,800		501
MBIA Inc		10,982		72
Mercantile Bank Corp		3,557		131
Merchants Bancorp/IN		3,300		141
Mercury General Corp		3,878		189
Metrocity Bankshares Inc		3,800		92
Metropolitan Bank Holding Corp *		2,100		82


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MFA Financial Inc ^‡		16,624	$	187
MGIC Investment Corp		45,418		903
Mid Penn Bancorp Inc		3,200		67
Midland States Bancorp Inc		2,600		63
MidWestOne Financial Group Inc		3,169		73
Moelis & Co, Cl A		12,300		665
Morningstar Inc		4,320		1,290
Mr Cooper Group Inc *		10,471		746
MVB Financial Corp		2,400		51
National Bank Holdings Corp, Cl A		6,400		217
National Western Life Group Inc, Cl A		410		199
Navient Corp		17,000		276
NBT Bancorp Inc		8,508		293
NCR Atleos *		12,941		282
Nelnet Inc, Cl A		2,731		234
NerdWallet Inc, Cl A *		5,800		98
New York Community Bancorp Inc (A)		114,315		548
New York Mortgage Trust Inc ^‡		22,559		163
NewtekOne Inc		4,600		53
Nexpoint Real Estate Finance Inc ^‡		1,600		22
NI Holdings Inc *		2,300		32
Nicolet Bankshares Inc		2,200		174
NMI Holdings Inc, Cl A *		14,800		445
Northeast Bank		1,500		80
Northfield Bancorp Inc		10,205		103
Northrim BanCorp Inc		1,800		89
Northwest Bancshares Inc		18,579		213
NU Holdings Ltd/Cayman Islands, Cl A *		397,300		4,402
OceanFirst Financial Corp		13,468		205
OFG Bancorp		9,125		330
Old National Bancorp/IN		47,661		783
Old Republic International Corp		43,544		1,261
Old Second Bancorp Inc		10,100		136
OmniAB Inc. *		2,598		—
OneMain Holdings Inc, Cl A		18,500		874
Open Lending Corp, Cl A *		23,800		173
Orange County Bancorp		1,000		46
Orchid Island Capital Inc, Cl A ^‡(A)		7,420		64
Origin Bancorp Inc		5,000		149
Orrstown Financial Services Inc		700		19
Oscar Health Inc, Cl A *		30,600		498
P10 Inc, Cl A		8,600		80
Pacific Premier Bancorp Inc		14,636		335
Pagseguro Digital Ltd, Cl A *		31,200		434
Palomar Holdings Inc, Cl A *		4,700		358
Park National Corp		2,805		360
Parke Bancorp Inc		2,200		38
Pathward Financial Inc		5,400		275
Patria Investments Ltd, Cl A		10,800		161
Payoneer Global Inc *		44,700		217
Paysafe Ltd *		6,867		99
PCB Bancorp		2,600		42


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Peapack-Gladstone Financial Corp		3,154	$	76
PennyMac Financial Services Inc		3,900		331
PennyMac Mortgage Investment Trust ^‡		14,463		204
Peoples Bancorp Inc/OH		5,572		156
Peoples Financial Services Corp		1,600		65
Perella Weinberg Partners, Cl A		10,900		149
Pinnacle Financial Partners Inc		12,427		1,028
Pioneer Bancorp Inc/NY *		2,700		25
Piper Sandler Cos		3,177		598
PJT Partners Inc, Cl A		3,700		390
Popular Inc		11,656		975
PRA Group Inc *		7,658		196
Preferred Bank/Los Angeles CA		3,037		218
Premier Financial Corp		6,876		133
Primerica Inc		5,929		1,454
Primis Financial Corp		6,000		74
Priority Technology Holdings Inc *		1,600		5
ProAssurance Corp		11,625		143
PROG Holdings Inc *		9,178		283
Prosperity Bancshares Inc		14,335		895
Provident Financial Services Inc		12,178		184
QCR Holdings Inc		2,600		148
Radian Group Inc		25,548		744
RBB Bancorp		2,600		45
Ready Capital Corp ^‡		29,838		263
Red River Bancshares Inc		1,200		60
Redwood Trust Inc ^‡		27,405		168
Regional Management Corp		1,700		40
Reinsurance Group of America Inc, Cl A		11,216		1,984
Remitly Global Inc *		21,000		433
RenaissanceRe Holdings Ltd		8,406		1,890
Renasant Corp		11,160		353
Repay Holdings Corp, Cl A *		20,900		182
Republic Bancorp Inc/KY, Cl A		1,998		98
Rithm Capital Corp ^‡		87,888		953
RLI Corp		6,682		979
Robinhood Markets Inc, Cl A *		113,000		1,843
Rocket Cos Inc, Cl A *(A)		21,000		264
Ryan Specialty Holdings Inc, Cl A *		15,600		817
S&T Bancorp Inc		8,332		260
Safety Insurance Group Inc		3,131		257
Sandy Spring Bancorp Inc		7,010		154
Seacoast Banking Corp of Florida		14,981		362
SEI Investments Co ^†		16,719		1,124
Selective Insurance Group Inc		9,884		1,033
Selectquote Inc *		28,700		56
ServisFirst Bancshares Inc		8,100		512
Shift4 Payments Inc, Cl A *		8,800		724
Shore Bancshares Inc		8,800		100
Sierra Bancorp		2,978		55
Simmons First National Corp, Cl A		19,253		370
SiriusPoint Ltd *		16,300		200


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Skyward Specialty Insurance Group Inc *		4,000	$	146
SLM Corp		36,820		767
SmartFinancial Inc		3,100		67
SoFi Technologies Inc *(A)		155,800		1,399
South Plains Financial Inc		2,400		64
Southern First Bancshares Inc *		1,491		49
Southern Missouri Bancorp Inc		1,900		81
Southside Bancshares Inc		6,762		194
SouthState Corp		12,484		1,049
Starwood Property Trust Inc ^‡		48,680		993
Stellar Bancorp Inc		9,840		233
StepStone Group Inc, Cl A		10,500		365
Sterling Bancorp Inc/MI *		2,158		11
Stewart Information Services Corp		4,541		286
Stifel Financial Corp		16,573		1,257
Stock Yards Bancorp Inc		4,502		206
StoneCo Ltd, Cl A *		47,400		816
StoneX Group Inc *		4,052		281
Summit Financial Group Inc		2,600		70
Synovus Financial Corp		23,792		903
Texas Capital Bancshares Inc *		8,823		517
TFS Financial Corp		12,343		157
Third Coast Bancshares Inc *		800		15
Tiptree Inc		5,100		89
Toast Inc, Cl A *		59,100		1,359
Tompkins Financial Corp		2,705		130
Towne Bank/Portsmouth VA		13,867		376
TPG Inc, Cl A		12,300		545
TPG RE Finance Trust Inc ^‡		14,400		108
Tradeweb Markets Inc, Cl A		19,300		2,042
TriCo Bancshares		6,909		231
Triumph Financial Inc *		4,300		322
Trupanion Inc *(A)		8,600		230
TrustCo Bank Corp NY		4,325		118
Trustmark Corp		9,039		243
Two Harbors Investment Corp ^‡		20,110		255
UMB Financial Corp		8,245		673
United Bankshares Inc/WV		21,256		737
United Community Banks Inc/GA		21,618		562
United Fire Group Inc		4,171		97
Unity Bancorp Inc		100		3
Universal Insurance Holdings Inc		5,900		119
Univest Financial Corp		7,415		148
Unum Group		32,900		1,627
Upstart Holdings Inc *(A)		14,400		371
USCB Financial Holdings Inc		2,200		24
UWM Holdings Corp		20,000		128
Valley National Bancorp		68,968		565
Value Line Inc		300		13
Velocity Financial Inc *		1,800		29
Veritex Holdings Inc		10,839		213
Victory Capital Holdings Inc, Cl A		5,500		211


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Virtu Financial Inc, Cl A		17,900	$	323
Virtus Investment Partners Inc		1,158		269
Voya Financial Inc		16,300		1,114
WaFd		13,436		366
Walker & Dunlop Inc		5,023		479
Washington Trust Bancorp Inc		3,870		100
Waterstone Financial Inc		4,000		51
Webster Financial Corp		28,529		1,359
WesBanco Inc		8,609		249
West BanCorp Inc		3,785		66
Westamerica BanCorp		4,955		226
Western Alliance Bancorp		17,861		1,031
Western Union Co/The		59,700		801
WEX Inc *		7,176		1,577
White Mountains Insurance Group Ltd		362		639
Wintrust Financial Corp		10,049		968
WisdomTree Inc		21,375		172
World Acceptance Corp *		976		117
WSFS Financial Corp		11,112		471
XP Inc, Cl A		53,800		1,272

				204,879
Health Care — 10.2%
10X Genomics Inc, Cl A *		15,000		700
23andMe Holding Co, Cl A *(A)		45,800		26
2seventy bio Inc *		8,200		43
4D Molecular Therapeutics Inc *		7,700		216
89bio Inc *		12,200		140
Aadi Bioscience Inc *		2,900		6
Acadia Healthcare Co Inc *		14,987		1,251
ACADIA Pharmaceuticals Inc *		19,100		444
Accolade Inc *		11,200		115
Accuray Inc *		18,400		48
ACELYRIN *		8,700		74
Aclaris Therapeutics Inc *		15,900		19
AdaptHealth Corp, Cl A *		15,400		158
Adaptive Biotechnologies Corp *		23,700		97
Addus HomeCare Corp *		2,800		258
Adicet Bio Inc *		4,500		11
ADMA Biologics Inc *		40,800		219
Aerovate Therapeutics Inc *(A)		2,200		51
Agenus Inc *		57,300		38
Agiliti Inc *		6,100		60
agilon health Inc *(A)		58,300		357
Agios Pharmaceuticals Inc *		9,400		304
AirSculpt Technologies Inc *(A)		1,400		9
Akero Therapeutics Inc *		10,400		281
Akoya Biosciences Inc *		1,600		9
Aldeyra Therapeutics Inc *		9,200		33
Alector Inc *		13,000		91
Alignment Healthcare Inc *		17,000		102
Alkermes PLC *		26,953		800
Allogene Therapeutics Inc *		20,200		99


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Allovir Inc *		7,300	$	5
Alnylam Pharmaceuticals Inc *		20,989		3,171
Alphatec Holdings Inc *		17,300		232
Alpine Immune Sciences Inc *		4,500		158
Altimmune *		11,800		143
ALX Oncology Holdings Inc *(A)		4,300		63
Amedisys Inc *		5,971		555
American Well Corp, Cl A *		43,300		47
Amicus Therapeutics Inc *		52,500		673
AMN Healthcare Services Inc *		5,809		327
Amneal Pharmaceuticals Inc *		23,588		130
Amphastar Pharmaceuticals Inc *		6,900		321
Amylyx Pharmaceuticals Inc *		9,000		170
AnaptysBio Inc *		4,800		123
Anavex Life Sciences Corp *(A)		15,300		79
AngioDynamics Inc *		8,570		47
ANI Pharmaceuticals Inc *		2,500		169
Anika Therapeutics Inc *		3,070		75
Apellis Pharmaceuticals Inc *		16,800		1,041
Apogee Therapeutics *		4,900		171
Arbutus Biopharma Corp *		16,700		47
Arcellx Inc *(A)		6,800		448
Arcturus Therapeutics Holdings Inc *		3,100		120
Arcus Biosciences Inc *		10,600		203
Arcutis Biotherapeutics Inc *		7,000		72
Ardelyx Inc *		42,200		393
Arrowhead Pharmaceuticals Inc *		20,800		668
Artivion Inc *		8,545		165
Arvinas Inc *		8,600		395
Astrana Health *		8,600		387
Atara Biotherapeutics Inc *		20,600		16
Atea Pharmaceuticals Inc *		15,000		65
AtriCure Inc *		9,320		326
Atrion Corp		330		121
Aura Biosciences Inc *		2,200		20
Aurinia Pharmaceuticals Inc *(A)		26,400		151
Avanos Medical Inc *		7,800		145
Avantor Inc *		114,151		2,813
Aveanna Healthcare Holdings Inc *		10,800		26
Avid Bioservices Inc *		13,800		106
Avidity Biosciences Inc *		13,400		245
Avista Public Acquisition Corp II, Cl W *		16,797		98
Avita Medical Inc *		5,000		91
Axogen Inc *		9,085		96
Axonics Inc *		7,900		537
Axsome Therapeutics Inc *		6,500		529
Azenta Inc *		9,603		626
Beam Therapeutics Inc *		13,500		533
BioCryst Pharmaceuticals Inc *		41,300		233
Biohaven Ltd *		12,350		595
BioLife Solutions Inc *		7,900		133
BioMarin Pharmaceutical Inc *		31,646		2,730


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Biomea Fusion Inc *(A)		3,900	$	68
Bioxcel Therapeutics Inc *(A)		3,900		12
Bluebird Bio Inc *		14,400		20
Blueprint Medicines Corp *		10,000		935
Bridgebio Pharma Inc *		18,435		630
Brookdale Senior Living Inc, Cl A *		42,209		241
Bruker Corp		17,732		1,535
Butterfly Network Inc *(A)		31,800		38
Cabaletta Bio Inc *		7,500		172
Cara Therapeutics Inc *		9,400		8
CareDx Inc *		11,500		122
CareMax *		463		4
Caribou Biosciences Inc *		15,100		119
Cassava Sciences Inc *(A)		8,700		200
Castle Biosciences Inc *		4,600		83
Catalyst Pharmaceuticals Inc *		19,700		316
Celcuity Inc *		1,000		16
Celldex Therapeutics Inc *		8,100		389
Century Therapeutics Inc *		2,500		9
Cerevel Therapeutics Holdings Inc *		12,700		521
Certara Inc *		23,764		401
Cerus Corp *		38,497		84
Chemed Corp		2,445		1,531
Codexis Inc *		13,961		65
Cogent Biosciences Inc *(A)		14,000		98
Coherus Biosciences Inc *		14,800		34
Collegium Pharmaceutical Inc *		4,900		180
Community Health Systems Inc *		28,329		79
CONMED Corp		5,708		458
Corcept Therapeutics Inc *		14,800		348
CorVel Corp *		1,534		374
Crinetics Pharmaceuticals Inc *		10,300		422
Cross Country Healthcare Inc *		7,179		131
CryoPort Inc *		9,400		166
Cullinan Oncology Inc *		7,700		142
Cutera Inc *(A)		3,900		9
CVRx *		2,900		57
Cymabay Therapeutics Inc *		20,400		657
Cytek Biosciences Inc *		23,200		179
Cytokinetics Inc *		15,300		1,105
Day One Biopharmaceuticals Inc *		13,800		231
Deciphera Pharmaceuticals Inc *		8,900		149
Definitive Healthcare Corp, Cl A *		7,300		69
Denali Therapeutics Inc *		21,100		417
Design Therapeutics Inc *		7,800		22
Disc Medicine Inc, Cl A *		1,500		103
DocGo Inc *		13,700		56
Doximity Inc, Cl A *		19,300		545
Dynavax Technologies Corp, Cl A *		23,889		303
Dyne Therapeutics Inc *		6,100		164
Eagle Pharmaceuticals Inc/DE *		2,700		16
Edgewise Therapeutics Inc *		8,300		136


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Editas Medicine Inc, Cl A *		15,400	$	155
Elanco Animal Health Inc *		81,700		1,298
Embecta Corp		13,400		191
Emergent BioSolutions Inc *(A)		10,984		35
Enanta Pharmaceuticals Inc *		4,700		68
Encompass Health Corp		16,441		1,223
Enhabit Inc *		10,870		98
Enliven Therapeutics Inc *(A)		4,600		73
Enovis Corp *(A)		8,363		500
Ensign Group Inc/The		8,936		1,116
Entrada Therapeutics Inc *		4,200		56
Envista Holdings Corp *		26,400		545
Erasca Inc *		14,600		35
Evolent Health Inc, Cl A *		17,700		600
Evolus Inc *		11,000		163
Exact Sciences Corp *		29,926		1,722
Exelixis Inc *		52,200		1,143
EyePoint Pharmaceuticals Inc *		4,500		122
Fate Therapeutics Inc *		18,600		132
FibroGen Inc *		19,000		32
Foghorn Therapeutics Inc *		4,200		32
Fortrea Holdings Inc *		14,200		533
Fulgent Genetics Inc *		4,700		106
Genelux *(A)		4,800		35
Generation Bio Co *		9,900		25
Geron Corp *		98,170		196
Glaukos Corp *		7,649		678
Globus Medical Inc, Cl A *		19,658		1,061
Guardant Health Inc *		20,500		389
Haemonetics Corp *		8,047		587
Halozyme Therapeutics Inc *		21,158		842
Harmony Biosciences Holdings Inc *		5,300		170
Harrow Health Inc *		5,200		56
Health Catalyst Inc *		12,300		102
HealthEquity Inc *		13,900		1,148
HealthStream Inc		5,964		163
Heron Therapeutics Inc *		20,900		56
HilleVax Inc *		2,600		47
Hims & Hers Health Inc *		24,600		321
Humacyte Inc *		14,991		65
ICON PLC *		13,800		4,425
ICU Medical Inc *		3,927		429
Ideaya Biosciences Inc *		9,400		420
IGM Biosciences Inc *		1,200		15
ImmunityBio Inc *(A)		13,700		65
Immunovant Inc *		10,200		361
Inari Medical Inc *		8,500		392
Inhibrx Inc *		6,100		223
Inmode Ltd *		15,300		337
Innovage Holding Corp *		3,900		19
Innoviva Inc *		9,309		142
Inogen Inc *		4,100		27


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Insmed Inc *		22,200	$	615
Inspire Medical Systems Inc *		4,700		841
Integer Holdings Corp *		6,030		665
Integra LifeSciences Holdings Corp *		13,104		484
Intellia Therapeutics Inc *		16,400		527
Intra-Cellular Therapies Inc *		15,400		1,071
Ionis Pharmaceuticals Inc *		23,594		1,067
Iovance Biotherapeutics Inc *		38,300		609
iRadimed Corp		1,100		46
iRhythm Technologies Inc *		5,600		664
Ironwood Pharmaceuticals Inc, Cl A *		27,354		258
iTeos Therapeutics Inc *		4,600		49
Janux Therapeutics Inc *		2,800		135
Jazz Pharmaceuticals PLC *		10,200		1,213
Joint Corp/The *		3,000		30
KalVista Pharmaceuticals Inc *		4,700		64
Karuna Therapeutics Inc *		6,000		1,884
Karyopharm Therapeutics Inc *		16,200		19
Keros Therapeutics Inc *		3,600		243
Kezar Life Sciences Inc *		7,900		8
Kiniksa Pharmaceuticals Ltd, Cl A *		6,700		142
Kodiak Sciences Inc *		7,600		46
Krystal Biotech Inc *		3,500		558
Kura Oncology Inc *		13,700		289
Kymera Therapeutics Inc *		7,600		325
Lantheus Holdings Inc *		11,000		719
LeMaitre Vascular Inc		4,200		294
Lexicon Pharmaceuticals Inc *(A)		17,105		43
LifeStance Health Group Inc *		20,600		172
Ligand Pharmaceuticals Inc *		3,428		272
Liquidia Corp *		10,700		151
LivaNova PLC *		8,600		471
Lyell Immunopharma Inc *		33,800		99
MacroGenics Inc *		12,600		226
Madrigal Pharmaceuticals Inc *		2,700		638
MannKind Corp *		56,200		231
Maravai LifeSciences Holdings Inc, Cl A *		25,018		193
Marinus Pharmaceuticals Inc *		9,900		94
Masimo Corp *		7,093		912
MaxCyte Inc *(A)		20,500		94
Medpace Holdings Inc *		3,900		1,550
MeiraGTx Holdings plc *		6,700		41
Merit Medical Systems Inc *		9,175		699
Mersana Therapeutics Inc *		15,600		85
Mesa Laboratories Inc		1,100		120
MiMedx Group Inc *		26,300		215
Mirum Pharmaceuticals Inc *		3,700		106
ModivCare Inc *		2,458		69
Monte Rosa Therapeutics Inc *		8,900		56
Morphic Holding Inc *		6,000		222
Multiplan Corp *		84,900		95
Mural Oncology PLC *		3,305		17


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Myriad Genetics Inc *		14,226	$	298
Nano-X Imaging Ltd, Cl X *(A)		11,200		125
Natera Inc *		17,900		1,548
National HealthCare Corp		1,994		197
National Research Corp, Cl A		3,212		129
Nautilus Biotechnology Inc, Cl A *		6,155		17
Neogen Corp *		35,012		602
NeoGenomics Inc *		25,500		398
Neurocrine Biosciences Inc *		16,300		2,126
Nevro Corp *		7,800		114
NGM Biopharmaceuticals Inc *		7,200		11
Nkarta Inc *		7,474		90
Novavax Inc *(A)		17,168		85
Novocure Ltd *		21,000		321
Nurix Therapeutics Inc *		10,000		123
Nuvalent Inc, Cl A *		4,700		395
Nuvation Bio Inc *		34,000		64
Ocular Therapeutix Inc *		18,400		185
Olema Pharmaceuticals Inc *		7,200		89
Omnicell Inc *		9,312		244
OPKO Health Inc *(A)		93,184		93
OptimizeRx Corp *		4,000		63
Option Care Health Inc *		27,327		882
OraSure Technologies Inc *		16,939		122
Organogenesis Holdings Inc, Cl A *		12,321		44
Organon & Co		41,800		728
ORIC Pharmaceuticals Inc *(A)		4,300		55
Orthofix Medical Inc *		6,953		91
OrthoPediatrics Corp *		2,800		77
Outlook Therapeutics Inc *(A)		18,700		8
Outset Medical Inc *(A)		10,800		34
Owens & Minor Inc *		11,239		273
Pacific Biosciences of California Inc *		46,800		259
Pacira BioSciences Inc *		6,545		195
Paragon 28 Inc *		5,500		69
Patterson Cos Inc		15,800		428
Pediatrix Medical Group Inc *		17,356		159
Pennant Group Inc/The *		6,468		121
Penumbra Inc *		6,100		1,433
Perrigo Co PLC		25,300		664
PetIQ Inc, Cl A *		6,000		109
Phathom Pharmaceuticals Inc *(A)		5,900		63
Phibro Animal Health Corp, Cl A		4,800		62
Phreesia Inc *		11,200		277
Pliant Therapeutics Inc *		11,200		178
PMV Pharmaceuticals Inc *		6,200		11
Precigen Inc *(A)		21,300		33
Premier Inc, Cl A		18,700		390
Prestige Consumer Healthcare Inc *		7,979		555
Prime Medicine Inc *		7,800		67
Privia Health Group Inc *		21,500		480
PROCEPT BioRobotics Corp *(A)		7,200		348


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Progyny Inc *		15,000	$	548
ProKidney Corp, Cl A *(A)		12,200		20
Protagonist Therapeutics Inc *		10,100		307
Prothena Corp PLC *		7,900		218
PTC Therapeutics Inc *		12,600		355
Pulmonx Corp *		6,600		61
QIAGEN		37,507		1,605
Quanterix Corp *		7,000		168
Quantum-Si Inc *(A)		21,500		36
QuidelOrtho Corp *		10,071		459
R1 RCM Inc *		27,900		392
RadNet Inc *		9,300		352
Rallybio Corp *(A)		700		2
RAPT Therapeutics Inc *		5,700		49
Recursion Pharmaceuticals Inc, Cl A *(A)		27,400		369
REGENXBIO Inc *		9,300		162
Relay Therapeutics Inc *		15,500		155
Repligen Corp *		9,322		1,808
Replimune Group Inc *		7,600		65
Revance Therapeutics Inc *		15,800		113
REVOLUTION Medicines Inc *		23,304		687
Rhythm Pharmaceuticals Inc *		7,900		343
Rigel Pharmaceuticals Inc *		37,059		56
Rocket Pharmaceuticals Inc *		11,300		331
Roivant Sciences Ltd *		58,000		664
Royalty Pharma PLC, Cl A		62,500		1,896
RxSight Inc *		4,500		246
Sage Therapeutics Inc *		10,700		230
Sana Biotechnology Inc *		18,300		184
Sangamo Therapeutics Inc *		28,370		33
Sarepta Therapeutics Inc *		15,100		1,931
Savara Inc *		24,200		122
Scholar Rock Holding Corp *		7,400		115
Schrodinger Inc/United States *(A)		9,700		247
Scilex Holding Co - Restricted *(A)		12,212		124
Seer Inc, Cl A *		8,800		16
Select Medical Holdings Corp		18,665		508
Seres Therapeutics Inc *(A)		15,900		18
Sharecare Inc *		64,600		61
Shockwave Medical Inc *		6,100		1,591
SI-BONE Inc *		7,300		127
SIGA Technologies Inc		10,000		52
Sight Sciences Inc *		2,400		10
Silk Road Medical Inc *		7,600		137
Simulations Plus Inc		3,900		162
Sotera Health Co *		20,424		307
SpringWorks Therapeutics Inc *		12,100		596
STAAR Surgical Co *		9,678		302
Stoke Therapeutics Inc *		4,300		33
Summit Therapeutics *(A)		30,800		140
Supernus Pharmaceuticals Inc *		10,100		300
Surgery Partners Inc *		12,000		372


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Surmodics Inc *		3,044	$	97
Sutro Biopharma Inc *		9,400		46
Syndax Pharmaceuticals Inc *		11,200		263
Tactile Systems Technology Inc *		4,900		75
Tandem Diabetes Care Inc *		11,900		317
Tango Therapeutics Inc *		5,100		57
Taro Pharmaceutical Industries Ltd *		2,200		93
Tarsus Pharmaceuticals Inc *		3,700		141
Teladoc Health Inc *		30,540		461
Tenaya Therapeutics Inc *		3,000		18
Tenet Healthcare Corp *		16,900		1,572
Terns Pharmaceuticals *		14,200		104
TG Therapeutics Inc *		25,500		439
Theravance Biopharma Inc *		12,845		122
TransMedics Group Inc *		5,000		408
Travere Therapeutics Inc *		13,800		104
Treace Medical Concepts Inc *		6,200		83
TruBridge *		3,302		29
Twist Bioscience Corp *		9,900		389
Tyra Biosciences Inc *(A)		2,600		52
UFP Technologies Inc *		1,000		208
Ultragenyx Pharmaceutical Inc *		14,600		755
United Therapeutics Corp *		7,564		1,707
UroGen Pharma Ltd *		5,900		108
US Physical Therapy Inc		2,826		300
Utah Medical Products Inc		1,000		70
Vanda Pharmaceuticals Inc *		11,800		53
Varex Imaging Corp *		8,600		148
Vaxcyte Inc *		17,300		1,277
Veeva Systems Inc, Cl A *		24,693		5,569
Ventyx Biosciences Inc *		9,300		66
Vera Therapeutics Inc, Cl A *(A)		6,700		315
Veracyte Inc *		14,200		334
Vericel Corp *		8,200		375
Verve Therapeutics Inc *		10,000		170
Vicarious Surgical Inc, Cl A *		12,000		5
Viemed Healthcare Inc *		11,500		97
Viking Therapeutics Inc *		16,000		1,233
Vir Biotechnology Inc *		13,100		147
Viridian Therapeutics Inc *		6,300		118
WaVe Life Sciences Ltd *		16,300		78
Xencor Inc *		10,000		229
Xeris Biopharma Holdings Inc *		29,100		89
Y-mAbs Therapeutics Inc *		8,800		147
Zentalis Pharmaceuticals Inc *		10,300		154
Zimvie Inc *		4,800		81
Zymeworks Inc *		10,600		127
Zynex Inc *(A)		4,180		57

				137,175
Industrials — 14.7%
3D Systems Corp *		27,947		116
AAON Inc		11,075		930


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
AAR Corp *		6,229	$	416
ABM Industries Inc		10,455		432
ACCO Brands Corp		22,029		123
Acuity Brands Inc		5,225		1,313
ACV Auctions Inc, Cl A *		19,600		348
Advanced Drainage Systems Inc		11,500		1,877
AECOM		22,048		1,959
AeroVironment Inc *		4,125		523
AerSale Corp *		7,700		68
AGCO Corp		10,423		1,143
Air Lease Corp, Cl A		16,831		675
Air Transport Services Group Inc *		11,236		136
Alamo Group Inc		1,535		310
Alaska Air Group Inc *		20,600		770
Albany International Corp, Cl A		4,898		460
Alight Inc, Cl A *		66,600		600
Allegiant Travel Co, Cl A		3,450		251
Allient Inc		2,650		75
Allison Transmission Holdings Inc		14,776		1,113
Alta Equipment Group Inc		4,403		51
Ameresco Inc, Cl A *		7,079		148
American Woodmark Corp *		3,384		339
API Group Corp *		34,500		1,209
Apogee Enterprises Inc		3,911		224
Applied Industrial Technologies Inc		6,361		1,208
ArcBest Corp		3,790		541
Archer Aviation Inc, Cl A *(A)		32,200		156
Arcosa Inc		7,813		648
Argan Inc		2,979		140
Aris Water Solutions Inc, Cl A		4,200		51
Armstrong World Industries Inc		7,177		866
Array Technologies Inc *		28,987		395
ASGN Inc *		7,669		762
Astec Industries Inc		5,163		210
Astronics Corp *		3,874		74
Astronics Corp, Cl B *		2,395		45
Atkore Inc		6,200		1,050
Avis Budget Group Inc		3,960		428
AZEK Co Inc/The, Cl A *		21,900		1,054
AZZ Inc		4,096		298
Babcock & Wilcox Enterprises Inc *		11,900		15
Barnes Group Inc		8,952		313
Barrett Business Services Inc		1,634		199
Beacon Roofing Supply Inc *		10,370		891
Blade Air Mobility Inc *		12,600		40
Blink Charging Co *(A)		8,500		27
Bloom Energy Corp, Cl A *(A)		36,800		323
Blue Bird Corp *		4,392		149
BlueLinx Holdings Inc *		1,900		241
Boise Cascade Co		6,470		879
Booz Allen Hamilton Holding Corp, Cl A		21,665		3,200
Bowman Consulting Group, Cl A *		3,000		98


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BrightView Holdings Inc *		9,600	$	84
Brink's Co/The		7,406		613
Brookfield Business Corp, Cl A (A)		6,500		149
BWX Technologies Inc		15,324		1,545
CACI International Inc, Cl A *		3,732		1,399
Cadre Holdings Inc		3,700		133
Carlisle Cos Inc		8,177		2,862
Casella Waste Systems Inc, Cl A *		9,191		828
CBIZ Inc *		8,845		668
CECO Environmental Corp *		5,900		134
ChargePoint Holdings Inc *(A)		55,200		114
Chart Industries Inc *		7,072		1,010
Cimpress PLC *		3,499		343
Clarivate PLC *(A)		75,700		544
Clean Harbors Inc *		8,476		1,543
CNH Industrial NV		164,500		1,966
Columbus McKinnon Corp/NY		6,165		257
Comfort Systems USA Inc		5,891		1,801
CompX International Inc		400		9
Concentrix Corp		7,081		513
Concrete Pumping Holdings Inc *		3,900		32
Conduent Inc *		39,300		135
Construction Partners Inc, Cl A *		7,400		356
Core & Main Inc, Cl A *		27,300		1,303
CoreCivic Inc *^‡		20,002		305
Costamare Inc		11,500		131
Covenant Logistics Group Inc, Cl A		1,400		68
CRA International Inc		905		120
Crane Co		7,929		964
CSG Systems International Inc		6,117		334
CSW Industrials Inc		2,500		576
Curtiss-Wright Corp		6,378		1,507
Custom Truck One Source Inc *		14,400		92
Daseke Inc *		7,700		64
Deluxe Corp		10,154		197
Desktop Metal Inc, Cl A *(A)		41,564		25
Distribution Solutions Group Inc *		400		13
DNOW *		17,300		245
Donaldson Co Inc		20,246		1,450
Douglas Dynamics Inc		5,222		131
Driven Brands Holdings Inc *		12,800		176
Ducommun Inc *		2,400		115
Dun & Bradstreet Holdings Inc		50,600		533
DXP Enterprises Inc/TX *		1,462		52
Dycom Industries Inc *		4,607		583
Eagle Bulk Shipping Inc		1,013		62
EMCOR Group Inc		7,787		2,441
Encore Wire Corp		2,403		579
Energy Recovery Inc *		12,100		189
Energy Vault Holdings Inc *(A)		13,900		23
Enerpac Tool Group Corp, Cl A		10,942		369
EnerSys		6,583		605


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ennis Inc		5,288	$	107
Enovix Corp *(A)		27,300		266
EnPro Industries Inc		3,368		525
Enviri Corp *		16,828		132
Eos Energy Enterprises Inc *(A)		21,400		20
Esab Corp		9,262		918
ESCO Technologies Inc		3,977		405
ESS Tech Inc *(A)		18,100		16
ExlService Holdings Inc *		26,315		819
Exponent Inc		8,172		661
Federal Signal Corp		9,747		798
Ferguson PLC		34,800		7,358
First Advantage Corp		11,600		182
Flowserve Corp		21,600		914
Fluence Energy Inc, Cl A *		12,400		190
Fluor Corp *		23,300		857
Forrester Research Inc *		2,464		50
Fortune Brands Innovations Inc		21,200		1,724
Forward Air Corp		5,318		197
Franklin Covey Co *		1,404		54
Franklin Electric Co Inc		7,481		778
Frontier Group Holdings Inc *		9,200		64
FTAI Aviation Ltd		16,300		918
FTAI Infrastructure Inc		19,500		89
FTC Solar Inc *(A)		4,100		2
FTI Consulting Inc *		5,568		1,152
FuelCell Energy Inc *(A)		85,700		102
Gates Industrial Corp PLC *		21,200		312
GATX Corp		5,752		730
Genco Shipping & Trading Ltd		7,300		149
Genpact Ltd		29,350		998
GEO Group Inc/The *		21,385		262
Gibraltar Industries Inc *		5,560		431
Global Industrial Co		2,900		127
GMS Inc *		6,600		589
Golden Ocean Group Ltd		20,100		259
Gorman-Rupp Co/The		3,377		126
Graco Inc		28,205		2,574
GrafTech International Ltd		46,100		81
Granite Construction Inc		7,834		404
Great Lakes Dredge & Dock Corp *		14,980		134
Greenbrier Cos Inc/The		5,023		260
Griffon Corp		6,637		474
GXO Logistics Inc *		19,390		1,004
H&E Equipment Services Inc		5,525		312
Hawaiian Holdings Inc *		12,480		176
Hayward Holdings Inc *		20,100		297
Healthcare Services Group Inc *		17,339		221
Heartland Express Inc		9,772		125
HEICO Corp		7,518		1,454
HEICO Corp, Cl A		13,682		2,129
Heidrick & Struggles International Inc		4,552		155


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Helios Technologies Inc		5,877	$	259
Herc Holdings Inc		4,567		725
Hertz Global Holdings Inc *(A)		26,900		211
Hexcel Corp		13,998		1,042
Hillenbrand Inc		12,780		608
Hillman Solutions Corp *		33,100		322
HireRight Holdings Corp *		5,200		74
HNI Corp		8,962		402
Hub Group Inc, Cl A *		9,924		422
Hudson Technologies Inc *		5,300		78
Huron Consulting Group Inc *		2,911		286
Hyliion Holdings Corp *		27,400		50
Hyster-Yale Materials Handling Inc		2,002		118
IBEX Holdings Ltd *		1,200		19
ICF International Inc		3,368		522
IES Holdings Inc *		1,700		187
Insperity Inc		5,724		583
Insteel Industries Inc		4,141		151
Interface Inc, Cl A		7,545		119
ITT Inc		13,863		1,749
Janus International Group Inc *		13,100		188
JELD-WEN Holding Inc *		14,300		260
JetBlue Airways Corp *		63,181		409
Joby Aviation Inc *(A)		48,200		271
John Bean Technologies Corp		5,031		511
Kadant Inc		2,125		717
Kaman Corp		4,573		209
Karat Packaging Inc		1,000		30
KBR Inc		22,345		1,341
Kelly Services Inc, Cl A		3,895		96
Kennametal Inc		15,814		399
Kforce Inc		3,237		225
Kirby Corp *		9,726		853
Knight-Swift Transportation Holdings Inc, Cl A		26,127		1,472
Korn Ferry		9,458		602
Kratos Defense & Security Solutions Inc *		24,316		444
Landstar System Inc		5,944		1,131
Legalzoom.com Inc *		21,900		272
Lennox International Inc		5,429		2,558
Leonardo DRS Inc *		11,400		259
Li-Cycle Holdings Corp *(A)		32,100		12
Limbach Holdings *		900		44
Lincoln Electric Holdings Inc		9,433		2,420
Lindsay Corp		1,927		230
Liquidity Services Inc *		5,922		106
LSI Industries Inc		7,400		107
Luxfer Holdings PLC		7,600		75
Lyft Inc, Cl A *		56,600		899
Manitowoc Co Inc/The *		7,787		109
ManpowerGroup Inc		7,956		574
Marten Transport Ltd		9,729		183


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Masonite International Corp *		4,200	$	547
MasTec Inc *		10,182		768
Masterbrand Inc *		22,700		393
Matson Inc		5,552		617
Matthews International Corp, Cl A		6,813		197
Maximus Inc		9,916		830
McGrath RentCorp (A)		4,548		566
MDU Resources Group Inc		33,032		716
Mercury Systems Inc *		8,023		240
Microvast Holdings Inc *(A)		5,200		4
Middleby Corp/The *		8,925		1,358
Miller Industries Inc/TN		2,311		104
MillerKnoll Inc		13,407		410
Montrose Environmental Group Inc *		5,900		244
Moog Inc, Cl A		4,624		693
MRC Global Inc *		18,112		209
MSA Safety Inc		6,144		1,131
MSC Industrial Direct Co Inc, Cl A		7,703		778
Mueller Industries Inc		18,316		941
Mueller Water Products Inc, Cl A		24,112		375
MYR Group Inc *		3,079		500
National Presto Industries Inc		1,091		84
NEXTracker Inc, Cl A *		20,800		1,170
Nikola Corp *(A)		117,100		87
NL Industries Inc		2,000		10
Northwest Pipe Co *		2,600		78
NuScale Power Corp *(A)		6,900		21
NV5 Global Inc *		2,000		203
nVent Electric PLC		27,600		1,858
Omega Flex Inc		600		42
OPENLANE Inc *		16,029		245
Oshkosh Corp		10,817		1,199
Owens Corning		14,960		2,241
PAM Transportation Services Inc *		1,600		30
Pangaea Logistics Solutions Ltd		2,100		18
Park Aerospace Corp		5,082		77
Parsons Corp *		7,700		621
Paycor HCM Inc *		10,900		230
Paylocity Holding Corp *		7,000		1,180
PGT Innovations Inc *		8,800		368
Pitney Bowes Inc		41,300		166
Planet Labs PBC *		38,700		85
Plug Power Inc *		103,700		366
Powell Industries Inc		1,364		253
Preformed Line Products Co		690		95
Primoris Services Corp		9,147		361
Proto Labs Inc *		6,099		222
Quad/Graphics Inc, Cl A		6,600		40
Quanex Building Products Corp		6,965		241
Radiant Logistics Inc *		12,400		72
RB Global Inc		30,633		2,325
RBC Bearings Inc *		4,695		1,281


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Regal Rexnord Corp		11,138	$	1,910
Resideo Technologies Inc *		23,300		520
Resources Connection Inc		6,981		97
REV Group Inc		4,200		87
Rocket Lab USA Inc *(A)		52,300		240
Rush Enterprises Inc, Cl A		11,547		562
Rush Enterprises Inc, Cl B		1,050		53
RXO Inc *		21,890		471
Ryder System Inc		7,200		821
Safe Bulkers Inc		12,300		57
Saia Inc *		4,492		2,585
Schneider National Inc, Cl B		11,200		264
Science Applications International Corp		8,776		1,228
Sensata Technologies Holding PLC		24,800		854
SES AI *(A)		24,300		43
Shoals Technologies Group Inc, Cl A *		31,600		405
Shyft Group Inc/The		7,900		81
Simpson Manufacturing Co Inc		7,143		1,491
SiteOne Landscape Supply Inc *		7,400		1,247
Skillsoft *		480		6
SkyWest Inc *		6,322		406
SP Plus Corp *		3,798		195
Spirit AeroSystems Holdings Inc, Cl A *		16,775		480
Spirit Airlines Inc (A)		22,647		146
SPX Technologies Inc *		7,194		843
SS&C Technologies Holdings Inc		36,618		2,335
Standex International Corp		2,129		368
Steelcase Inc, Cl A		20,157		277
Stem Inc *(A)		32,700		88
Stericycle Inc *		15,100		821
Sterling Check Corp *		3,600		56
Sterling Infrastructure Inc *		4,800		512
Sun Country Airlines Holdings Inc *		4,900		73
SunPower Corp, Cl A *(A)		18,336		57
Sunrun Inc *		33,210		400
Tennant Co		3,238		366
Terex Corp		10,670		612
Tetra Tech Inc		8,842		1,568
Textainer Group Holdings Ltd		6,153		307
Thermon Group Holdings Inc *		6,882		188
Timken Co/The		10,009		841
Titan International Inc *		10,800		138
Titan Machinery Inc *		4,312		109
Toro Co/The		17,500		1,615
TPI Composites Inc *(A)		7,500		21
Transcat Inc *		1,600		168
TransUnion		32,594		2,530
Trex Co Inc *		18,260		1,676
TriNet Group Inc *		5,151		659
Trinity Industries Inc		14,342		364
Triumph Group Inc *		14,496		201
TrueBlue Inc *		8,328		98


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TTEC Holdings Inc		4,227	$	74
Tutor Perini Corp *		8,051		91
UFP Industries Inc		9,865		1,131
U-Haul Holding Co *(A)		1,900		122
U-Haul Holding Co, Cl B		16,600		1,055
UniFirst Corp/MA		2,840		479
Universal Logistics Holdings Inc		1,900		64
Upwork Inc *		18,600		244
V2X Inc *		2,679		103
Valmont Industries Inc		3,414		724
Velo3D Inc *		21,200		6
Verra Mobility Corp, Cl A *		25,900		560
Vertiv Holdings Co, Cl A		58,200		3,935
Vestis		18,250		342
Viad Corp *		4,271		159
Vicor Corp *		3,800		141
Virgin Galactic Holdings Inc *(A)		51,300		89
VSE Corp		2,500		185
Wabash National Corp		8,041		219
Watsco Inc		5,559		2,191
Watts Water Technologies Inc, Cl A		4,456		909
Werner Enterprises Inc		11,890		477
WESCO International Inc		7,365		1,101
Willdan Group Inc *		2,400		50
WillScot Mobile Mini Holdings Corp, Cl A *		32,111		1,533
Woodward Inc		10,042		1,421
Xometry Inc, Cl A *		7,000		137
XPO Inc *		19,190		2,309
Zurn Elkay Water Solutions Corp		24,026		763

				197,258
Information Technology — 16.4%
8x8 Inc *		25,314		72
908 Devices Inc *		5,300		39
A10 Networks Inc		13,400		178
ACI Worldwide Inc *		17,312		570
ACM Research Inc, Cl A *		7,200		223
Adeia Inc		21,950		249
ADTRAN Holdings Inc		15,797		90
Advanced Energy Industries Inc		6,019		609
Aehr Test Systems *(A)		5,100		83
Aeva Technologies Inc *		22,800		23
Agilysys Inc *		3,900		303
Akoustis Technologies Inc *		8,400		5
Alarm.com Holdings Inc *		7,700		583
Alkami Technology Inc *		6,400		160
Allegro MicroSystems Inc *		11,700		368
Alpha & Omega Semiconductor Ltd *		4,800		105
Altair Engineering Inc, Cl A *		8,800		749
Alteryx Inc, Cl A *		9,800		471
Ambarella Inc *		6,845		382
Amdocs Ltd		19,668		1,794
American Software Inc/GA, Cl A		7,072		79


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Amkor Technology Inc		17,938	$	556
Amplitude Inc, Cl A *		13,700		162
Appfolio Inc, Cl A *		3,100		750
Appian Corp, Cl A *		6,000		209
Applied Digital Corp *(A)		8,300		34
AppLovin Corp, Cl A *		35,400		2,114
Arlo Technologies Inc *		19,252		200
Arrow Electronics Inc *		9,225		1,084
Asana Inc, Cl A *		12,000		236
Aspen Technology Inc *		4,570		886
Atlassian Corp, Cl A *		26,341		5,464
Atomera Inc *(A)		3,500		22
Aurora Innovation Inc, Cl A *		60,200		153
AvePoint Inc *		32,500		260
Aviat Networks Inc *		2,100		75
Avnet Inc		14,799		689
Axcelis Technologies Inc *		5,250		592
Badger Meter Inc		4,824		766
Bel Fuse Inc, Cl B		2,100		109
Belden Inc		7,823		666
Benchmark Electronics Inc		6,630		204
Bentley Systems Inc, Cl B		32,600		1,675
BigCommerce Holdings Inc *		14,700		114
BILL Holdings Inc *		16,977		1,075
Bit Digital *(A)		20,100		52
Blackbaud Inc *		6,855		474
BlackLine Inc *		9,100		516
Box Inc, Cl A *		22,600		583
Braze Inc, Cl A *		8,300		472
Brightcove Inc *		9,610		21
C3.ai Inc, Cl A *(A)		12,700		470
Calix Inc *		11,245		392
Cambium Networks Corp *		1,999		8
CCC Intelligent Solutions Holdings Inc *		31,500		369
Cerence Inc *		8,510		127
CEVA Inc *		5,138		116
Ciena Corp *		24,786		1,412
Cipher Mining Inc *(A)		7,900		23
Cirrus Logic Inc *		9,095		835
Cleanspark Inc *		27,100		453
Clear Secure Inc, Cl A		16,500		318
Clearfield Inc *		2,600		78
Cloudflare Inc, Cl A *		49,400		4,868
Cognex Corp		28,716		1,133
Coherent Corp *		21,601		1,285
Cohu Inc *		8,336		268
CommScope Holding Co Inc *		46,000		54
CommVault Systems Inc *		7,084		678
Comtech Telecommunications Corp		5,832		39
Confluent Inc, Cl A *		30,600		1,036
Consensus Cloud Solutions Inc *		3,585		57
Corsair Gaming Inc *		6,200		80


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Couchbase Inc *		7,800	$	219
Crane NXT Co		7,629		446
Credo Technology Group Holding Ltd *		21,200		457
Crowdstrike Holdings Inc, Cl A *		36,421		11,806
CS Disco Inc *		5,000		33
CTS Corp		6,445		287
Daktronics Inc *		4,000		35
Datadog Inc, Cl A *		46,555		6,120
Digi International Inc *		7,601		225
Digimarc Corp *		2,876		101
Digital Turbine Inc *		20,700		66
DigitalOcean Holdings Inc *		11,600		440
Diodes Inc *		7,142		485
DocuSign Inc, Cl A *		33,980		1,810
Dolby Laboratories Inc, Cl A		9,704		786
Domo Inc, Cl B *		6,432		74
DoubleVerify Holdings Inc *		22,700		701
Dropbox Inc, Cl A *		42,800		1,025
DXC Technology Co *		33,400		730
Dynatrace Inc *		40,500		2,007
DZS Inc *		3,800		6
E2open Parent Holdings Inc *		23,200		98
Eastman Kodak Co *		9,600		51
eGain Corp *		4,900		30
Elastic NV *		13,300		1,780
Enfusion Inc, Cl A *		4,900		42
Entegris Inc		25,330		3,403
Envestnet Inc *(A)		8,952		461
ePlus Inc *		5,176		426
Everbridge Inc *		8,700		246
EverCommerce Inc *(A)		7,100		69
Evolv Technologies Holdings Inc *		18,900		90
Expensify Inc, Cl A *		10,900		23
Extreme Networks Inc *		24,087		304
Fabrinet *		6,115		1,318
FARO Technologies Inc *		4,508		101
Fastly Inc, Cl A *		23,900		340
Five9 Inc *		11,600		708
FormFactor Inc *		12,319		530
Freshworks, Cl A *		25,800		527
Gitlab Inc, Cl A *		14,500		1,046
GLOBALFOUNDRIES Inc *(A)		12,800		700
Globant SA *		6,900		1,540
GoDaddy Inc, Cl A *		24,845		2,836
Grid Dynamics Holdings Inc *		11,600		156
Guidewire Software Inc *		13,669		1,631
Hackett Group Inc/The		5,700		141
Harmonic Inc *		20,694		272
HashiCorp, Cl A *		18,500		482
HubSpot Inc *		7,773		4,810
Ichor Holdings Ltd *		4,000		171
Impinj Inc *		4,200		459


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
indie Semiconductor Inc, Cl A *		27,400	$	170
Infinera Corp *		41,084		206
Informatica Inc, Cl A *		7,200		235
Information Services Group Inc		8,000		35
Insight Enterprises Inc *		4,698		883
Instructure Holdings Inc *		2,600		60
Intapp Inc *		5,000		196
InterDigital Inc		4,817		515
IonQ Inc *(A)		29,900		310
IPG Photonics Corp *		5,700		492
Itron Inc *		7,411		687
Jamf Holding Corp *		14,900		268
Kimball Electronics Inc *		5,693		128
Knowles Corp *		15,300		250
Kulicke & Soffa Industries Inc		10,100		481
Kyndryl Holdings Inc *		37,300		819
Lattice Semiconductor Corp *		22,862		1,751
Lightwave Logic Inc *(A)		27,900		117
Littelfuse Inc		4,031		960
LivePerson Inc *		14,991		19
LiveRamp Holdings Inc *		10,174		356
Lumentum Holdings Inc *		12,570		609
MACOM Technology Solutions Holdings Inc *		8,825		779
Manhattan Associates Inc *		10,380		2,630
Marathon Digital Holdings Inc *(A)		35,000		906
Marvell Technology Inc		145,912		10,456
Matterport Inc *		53,700		114
Maxeon Solar Technologies Ltd *		5,000		20
MaxLinear Inc, Cl A *		13,444		261
MeridianLink Inc *		5,300		100
Methode Electronics Inc		6,784		144
MicroStrategy Inc, Cl A *(A)		2,053		2,100
MicroVision Inc *(A)		35,100		83
Mirion Technologies Inc, Cl A *		35,300		345
Mitek Systems Inc *		9,100		106
MKS Instruments Inc		11,123		1,365
Model N Inc *		7,600		187
MongoDB Inc, Cl A *		11,400		5,102
N-able Inc *		11,350		153
Napco Security Technologies Inc		6,500		293
Navitas Semiconductor Corp, Cl A *		20,200		124
nCino Inc *(A)		13,700		409
NCR Voyix *		25,883		378
NETGEAR Inc *		6,692		100
NetScout Systems Inc *		14,158		307
NextNav Inc *		3,100		13
nLight Inc *		10,600		140
Novanta Inc *		5,862		1,014
Nutanix Inc, Cl A *		41,000		2,590
NVE Corp		900		75
Okta Inc, Cl A *		25,804		2,769


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Olo Inc, Cl A *		22,100	$	129
ON24 Inc		6,100		43
OneSpan Inc *		2,002		19
Onto Innovation Inc *		8,172		1,505
OSI Systems Inc *		3,168		416
PagerDuty Inc *		13,915		336
Palantir Technologies Inc, Cl A *		324,800		8,146
PAR Technology Corp *		5,800		254
PC Connection Inc		2,231		148
PDF Solutions Inc *		6,753		230
Pegasystems Inc		7,636		497
Perficient Inc *		6,700		435
Photronics Inc *		9,129		263
Plexus Corp *		4,328		409
Power Integrations Inc		9,178		656
PowerSchool Holdings Inc, Cl A *		9,800		205
Procore Technologies Inc *		13,200		1,030
Progress Software Corp		8,458		451
PROS Holdings Inc *		6,599		236
Pure Storage Inc, Cl A *		47,900		2,522
Q2 Holdings Inc *		10,100		467
Qualys Inc *		6,100		1,048
Rackspace Technology Inc *		11,600		24
Rambus Inc *		17,910		1,061
Rapid7 Inc *		9,700		568
Red Violet Inc *		1,100		20
Ribbon Communications Inc *		13,520		40
Rimini Street Inc *		10,000		32
RingCentral Inc, Cl A *		13,600		454
Riot Platforms Inc *(A)		30,100		425
Rogers Corp *		3,093		347
Sanmina Corp *		9,066		573
Sapiens International Corp NV		7,000		215
ScanSource Inc *		3,396		147
SEMrush Holdings, Cl A *		6,100		76
Semtech Corp *		11,575		245
SentinelOne Inc, Cl A *		38,800		1,093
Silicon Laboratories Inc *		5,182		713
SiTime Corp *		3,300		305
SkyWater Technology Inc *		1,700		20
SMART Global Holdings Inc *		8,600		183
SmartRent Inc, Cl A *		30,500		88
Smartsheet Inc, Cl A *		21,100		891
Snowflake Inc, Cl A *		53,700		10,111
SolarWinds Corp *		7,850		94
SoundHound AI Inc, Cl A *(A)		27,700		206
SoundThinking Inc *		1,400		24
Splunk Inc *		26,422		4,128
Sprinklr Inc, Cl A *		17,700		231
Sprout Social Inc, Cl A *		8,800		544
SPS Commerce Inc *		6,058		1,122
Squarespace Inc, Cl A *		7,500		250


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Super Micro Computer Inc *		7,800	$	6,756
Synaptics Inc *		6,387		639
TD SYNNEX Corp		10,381		1,079
Tenable Holdings Inc *		18,700		901
Teradata Corp *		16,100		606
Terawulf Inc *(A)		14,200		27
Thoughtworks Holding Inc *		20,500		64
TTM Technologies Inc *		17,487		260
Tucows Inc, Cl A *		2,200		42
Turtle Beach Corp *		4,000		43
Twilio Inc, Cl A *		28,442		1,695
Ubiquiti Inc		700		82
UiPath Inc, Cl A *		63,700		1,513
Ultra Clean Holdings Inc *		7,652		331
Unisys Corp *		15,183		79
Unity Software Inc *		48,700		1,428
Universal Display Corp		7,751		1,352
Varonis Systems Inc, Cl B *		17,800		904
Veeco Instruments Inc *		7,610		276
Verint Systems Inc *		12,450		394
Veritone Inc *(A)		5,500		13
Viant Technology Inc, Cl A *		2,600		24
Viasat Inc *		18,256		357
Viavi Solutions Inc *		38,900		371
Vishay Intertechnology Inc		20,317		442
Vishay Precision Group Inc *		3,164		109
Vontier Corp		25,800		1,109
Vuzix Corp *(A)		14,200		24
Weave Communications Inc *		2,600		33
Wolfspeed Inc *		19,923		518
Workday Inc, Cl A *		34,266		10,097
Workiva Inc, Cl A *		8,000		689
Xerox Holdings Corp		18,000		336
Xperi Inc *		9,580		105
Yext Inc *		25,100		149
Zeta Global Holdings Corp, Cl A *		24,000		252
Zoom Video Communications Inc, Cl A *		43,021		3,043
Zscaler Inc *		15,000		3,630
Zuora Inc, Cl A *		26,300		212

				220,366
Materials — 3.7%
5E Advanced Materials Inc *(A)		8,300		15
AdvanSix Inc		5,900		165
Alcoa Corp		29,100		792
Alpha Metallurgical Resources Inc		1,900		717
American Vanguard Corp		6,799		73
AptarGroup Inc		10,966		1,540
Arcadium Lithium *(A)		167,060		917
Arch Resources Inc		2,800		463
Ardagh Metal Packaging SA		48,350		159
Ashland Inc		7,708		722
Aspen Aerogels Inc *		11,300		194


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ATI Inc *		21,200	$	1,043
Avient Corp		16,632		673
Axalta Coating Systems Ltd *		36,800		1,204
Balchem Corp		5,188		815
Berry Global Group Inc		19,841		1,155
Cabot Corp		9,032		767
Carpenter Technology Corp		7,801		504
Century Aluminum Co *		12,297		129
Chemours Co/The		24,200		476
Clearwater Paper Corp *		3,751		147
Cleveland-Cliffs Inc *		83,560		1,738
Coeur Mining Inc *		58,261		151
Commercial Metals Co		19,241		1,039
Compass Minerals International Inc		7,840		179
Constellium SE, Cl A *		23,100		448
Crown Holdings Inc		17,751		1,360
Danimer Scientific Inc *(A)		15,100		20
Eagle Materials Inc		5,783		1,466
Ecovyst Inc *		21,200		205
Element Solutions Inc		36,700		862
Ginkgo Bioworks Holdings Inc *(A)		243,600		370
Glatfelter Corp *		10,271		23
Graphic Packaging Holding Co		50,817		1,319
Greif Inc, Cl A		4,419		285
Greif Inc, Cl B		1,300		83
Hawkins Inc		2,746		193
Haynes International Inc		2,823		168
HB Fuller Co		8,733		695
Hecla Mining Co		93,668		332
Huntsman Corp		27,624		707
i-80 Gold Corp *		38,100		48
Ingevity Corp *		5,400		247
Innospec Inc		4,513		561
Intrepid Potash Inc *		1,860		39
Ivanhoe Electric Inc / US *		9,500		70
Kaiser Aluminum Corp		2,754		200
Knife River Corp *		9,083		673
Koppers Holdings Inc		4,473		253
Kronos Worldwide Inc		5,084		46
Louisiana-Pacific Corp		10,542		780
LSB Industries Inc *		8,300		61
Materion Corp		3,774		507
Mativ Holdings Inc		10,288		179
Metallus *		10,104		220
Minerals Technologies Inc		6,224		450
MP Materials Corp *		18,100		275
Myers Industries Inc		8,418		162
NewMarket Corp		997		640
Novagold Resources Inc *		42,600		106
O-I Glass Inc, Cl I *		24,300		411
Olin Corp		20,316		1,093
Olympic Steel Inc		1,927		131


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Origin Materials Inc *		27,300	$	16
Orion SA		10,400		234
Pactiv Evergreen Inc		8,700		128
Perimeter Solutions SA *		34,400		209
Piedmont Lithium Inc *(A)		3,100		45
PureCycle Technologies Inc *(A)		26,000		151
Quaker Chemical Corp		2,534		508
Radius Recycling, Cl A		5,956		118
Ramaco Resources Inc, Cl A		5,500		97
Ramaco Resources Inc, Cl B		1,100		13
Ranpak Holdings Corp, Cl A *		8,300		39
Rayonier Advanced Materials Inc *		13,917		47
Reliance		9,738		3,128
Royal Gold Inc		10,902		1,119
RPM International Inc		21,488		2,479
Ryerson Holding Corp		4,900		155
Scotts Miracle-Gro Co/The, Cl A		7,859		516
Sealed Air Corp		23,600		823
Sensient Technologies Corp		6,635		444
Silgan Holdings Inc		13,560		595
Sonoco Products Co		16,121		914
Southern Copper Corp		14,129		1,142
SSR Mining Inc (A)		42,600		183
Stepan Co		3,925		350
Summit Materials Inc, Cl A *		19,465		831
SunCoke Energy Inc		18,646		200
Sylvamo Corp		7,000		423
Tredegar Corp		5,341		23
TriMas Corp		6,476		152
Trinseo PLC		8,900		40
Tronox Holdings PLC		20,000		294
United States Lime & Minerals Inc		400		102
United States Steel Corp		37,200		1,761
Valhi Inc		500		7
Warrior Met Coal Inc		8,200		467
Westlake Corp		5,310		737
Worthington Steel *		5,702		181

				50,136
Real Estate — 4.6%
Acadia Realty Trust ^‡		13,739		225
Agree Realty Corp ^‡		16,347		898
Alexander & Baldwin Inc ^‡		10,291		167
Alexander's Inc ^‡		488		108
American Assets Trust Inc ^‡		7,791		168
American Homes 4 Rent, Cl A ^‡		56,100		2,076
Americold Realty Trust Inc ^‡		44,900		1,136
Anywhere Real Estate Inc *		23,502		147
Apartment Income REIT Corp ^‡		24,300		737
Apartment Investment and Management Co, Cl A *^‡		23,300		172
Apple Hospitality REIT Inc ^‡		34,500		555
Armada Hoffler Properties Inc ^‡		13,800		141


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Braemar Hotels & Resorts Inc ^‡		13,600	$	31
Brandywine Realty Trust ^‡		38,639		166
Brixmor Property Group Inc ^‡		49,700		1,124
Broadstone Net Lease Inc, Cl A ^‡		35,900		535
BRT Apartments Corp ^‡		2,400		37
CareTrust REIT Inc ^‡		18,353		414
CBL & Associates Properties Inc ^‡(A)		6,700		155
Centerspace ^‡		3,403		189
Chatham Lodging Trust ^‡		10,435		106
City Office REIT Inc ^‡		11,000		50
Clipper Realty Inc ^‡		3,500		16
Community Healthcare Trust Inc ^‡		5,400		147
Compass Inc, Cl A *		63,100		249
COPT Defense Properties ^‡		17,730		430
Cousins Properties Inc ^‡		24,345		555
CTO Realty Growth Inc ^‡		4,254		73
CubeSmart ^‡		37,522		1,636
Cushman & Wakefield PLC *		28,400		284
DiamondRock Hospitality Co ^‡		37,807		355
DigitalBridge Group Inc		25,598		470
Diversified Healthcare Trust ^‡		48,507		159
Douglas Elliman Inc		16,217		30
Douglas Emmett Inc ^‡		28,985		383
Easterly Government Properties Inc, Cl A ^‡		19,500		230
EastGroup Properties Inc ^‡		7,685		1,350
Elme Communities ^‡		16,513		213
Empire State Realty Trust Inc, Cl A ^‡		28,400		283
EPR Properties ^‡		11,851		487
Equity Commonwealth *^‡		17,044		321
Equity LifeStyle Properties Inc ^‡		29,864		2,010
Essential Properties Realty Trust Inc ^‡		25,000		597
eXp World Holdings Inc (A)		13,900		182
Farmland Partners Inc ^‡		10,300		122
First Industrial Realty Trust Inc ^‡		21,953		1,164
Forestar Group Inc *		3,867		130
Four Corners Property Trust Inc ^‡		17,319		419
FRP Holdings Inc *		1,438		87
Gaming and Leisure Properties Inc ^‡		43,031		1,957
Getty Realty Corp ^‡		9,189		242
Gladstone Commercial Corp ^‡		8,919		110
Gladstone Land Corp ^‡		7,000		91
Global Medical REIT Inc ^‡		15,000		134
Global Net Lease Inc ^‡		33,762		243
Healthcare Realty Trust Inc, Cl A ^‡		62,505		861
Highwoods Properties Inc ^‡		16,368		400
Howard Hughes Holdings Inc *		6,117		467
Hudson Pacific Properties Inc ^‡		27,870		177
Independence Realty Trust Inc ^‡		41,801		612
Innovative Industrial Properties Inc, Cl A ^‡		4,400		431
InvenTrust Properties Corp ^‡		12,100		306
JBG SMITH Properties ^‡		20,400		338
Jones Lang LaSalle Inc *		7,947		1,512


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kennedy-Wilson Holdings Inc		21,529	$	189
Kilroy Realty Corp ^‡		19,043		722
Kite Realty Group Trust ^‡		35,321		756
Lamar Advertising Co, Cl A ^‡		14,597		1,614
LTC Properties Inc ^‡		5,917		186
LXP Industrial Trust, Cl B ^‡		45,190		391
Macerich Co/The ^‡		39,545		649
Marcus & Millichap Inc		5,100		187
Medical Properties Trust Inc ^‡(A)		93,362		393
National Health Investors Inc ^‡		6,464		372
National Storage Affiliates Trust ^‡		15,300		548
NET Lease Office Properties ^‡		2,895		71
NETSTREIT Corp ^‡		14,600		245
Newmark Group Inc, Cl A		28,705		310
NexPoint Residential Trust Inc ^‡		4,900		143
NNN REIT Inc ^‡		30,243		1,231
Office Properties Income Trust ^‡		10,391		28
Omega Healthcare Investors Inc ^‡		40,757		1,268
One Liberty Properties Inc ^‡		3,662		74
Opendoor Technologies Inc *		103,100		318
Orion Office REIT Inc ^‡		11,900		42
Outfront Media Inc ^‡		26,909		387
Paramount Group Inc ^‡		42,000		186
Park Hotels & Resorts Inc ^‡		34,459		572
Peakstone Realty Trust ^‡		5,500		76
Pebblebrook Hotel Trust ^‡		23,625		374
Phillips Edison & Co Inc ^‡		19,000		679
Piedmont Office Realty Trust Inc, Cl A ^‡		28,566		179
Plymouth Industrial REIT Inc ^‡		7,000		151
Postal Realty Trust Inc, Cl A ^‡		2,600		37
PotlatchDeltic Corp ^‡		12,642		572
Rayonier Inc ^‡		24,153		832
RE/MAX Holdings Inc, Cl A		4,200		36
Redfin Corp *		23,300		166
Retail Opportunity Investments Corp ^‡		18,259		236
Rexford Industrial Realty Inc ^‡		35,400		1,801
RLJ Lodging Trust ^‡		30,754		365
RMR Group Inc/The, Cl A		4,170		102
Ryman Hospitality Properties Inc ^‡		9,660		1,145
Sabra Health Care REIT Inc ^‡		36,820		511
Safehold Inc ^‡		9,727		196
Saul Centers Inc ^‡		2,644		96
Service Properties Trust ^‡		28,741		195
SITE Centers Corp ^‡		36,707		499
SL Green Realty Corp ^‡(A)		10,283		499
St Joe Co/The		5,200		280
STAG Industrial Inc ^‡		30,156		1,120
Star Holdings *^‡		2,282		28
Stratus Properties Inc *		1,200		26
Summit Hotel Properties Inc ^‡		23,629		152
Sun Communities Inc ^‡		20,821		2,785
Sunstone Hotel Investors Inc ^‡		32,338		362


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tanger Inc ^‡		16,149	$	465
Tejon Ranch Co *		4,876		81
Terreno Realty Corp ^‡		13,563		872
UMH Properties Inc ^‡		9,500		146
Uniti Group Inc ^‡		49,560		290
Universal Health Realty Income Trust ^‡		3,116		121
Urban Edge Properties ^‡		22,700		386
Veris Residential Inc ^‡		12,567		183
Vornado Realty Trust ^‡		28,900		760
Whitestone REIT, Cl B ^‡		12,377		153
WP Carey Inc ^‡		35,700		2,011
Xenia Hotels & Resorts Inc ^‡		18,000		276
Zillow Group Inc, Cl A *		8,791		475
Zillow Group Inc, Cl C *		25,797		1,449

				61,650
Utilities — 1.5%
ALLETE Inc		10,770		610
Altus Power Inc, Cl A *		9,800		67
American States Water Co		5,774		412
Artesian Resources Corp, Cl A		2,184		75
Avangrid Inc		11,050		344
Avista Corp		11,952		397
Black Hills Corp		10,802		562
Brookfield Infrastructure Corp, Cl A		19,250		639
Brookfield Renewable Corp, Cl A (A)		21,316		506
California Water Service Group		9,041		415
Chesapeake Utilities Corp		3,815		389
Clearway Energy Inc, Cl A		7,800		158
Clearway Energy Inc, Cl C		12,500		272
Consolidated Water Co Ltd		4,100		121
Essential Utilities Inc		40,537		1,410
Genie Energy Ltd, Cl B		4,700		86
Global Water Resources Inc		2,800		36
Hawaiian Electric Industries Inc		21,858		266
IDACORP Inc, Cl Rights		8,224		725
MGE Energy Inc		6,614		418
Middlesex Water Co		2,901		148
Montauk Renewables Inc *		11,500		65
National Fuel Gas Co		14,488		706
New Jersey Resources Corp		15,694		653
Northwest Natural Holding Co		7,076		260
Northwestern Energy Group Inc		11,746		563
OGE Energy Corp		33,176		1,092
ONE Gas Inc		8,800		524
Ormat Technologies Inc		8,534		556
Otter Tail Corp		6,646		601
PNM Resources Inc		13,617		497
Portland General Electric Co		16,400		659
Pure Cycle Corp *		5,900		59
SJW Group		4,764		262
Southwest Gas Holdings Inc		9,941		677
Spire Inc		9,603		570


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sunnova Energy International Inc *(A)		19,800	$	144
UGI Corp		34,396		842
Unitil Corp		3,558		181
Vistra Corp		61,568		3,358
York Water Co/The		2,952		105

				20,430
Total Common Stock
(Cost $749,838) ($ Thousands)				1,154,930



REGISTERED INVESTMENT COMPANY — 0.0%
NexPoint Diversified Real Estate Trust		6,251		40
Total Registered Investment Company

(Cost $80) ($ Thousands)				40



		Number of Rights
RIGHTS — 0.0%
Novartis AG CVR *^‡^‡		10,960		4
Pulse Biosciences Inc Right *^‡^‡		2,347		–
Tobira Therapeutics CVR, Expires 12/31/2028 *(C)		2,300		–
Total Rights
(Cost $—) ($ Thousands)				4


	Shares
AFFILIATED PARTNERSHIP — 3.1%
SEI Liquidity Fund, LP
5.370% **^†(B)		41,537,584		41,560


Total Affiliated Partnership
(Cost $41,540) ($ Thousands)				41,560



CASH EQUIVALENT — 1.9%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		25,865,239		25,865

Total Cash Equivalent
(Cost $25,865) ($ Thousands)				25,865


Total Investments in Securities — 90.9%
(Cost $817,323) ($ Thousands)			$	1,222,399

A list of open futures contracts held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.5%

Communication Services — 1.8%
Advantage Solutions Inc *		29,890	$	114
Altice USA Inc, Cl A *		19,500		58
AMC Networks Inc, Cl A *		9,100		118
Cardlytics Inc *		24,639		204
Eventbrite Inc, Cl A *		66,705		373
IDT Corp, Cl B *		7,300		272
Iridium Communications Inc		3,760		109
Liberty Latin America Ltd, Cl A *		9,630		62
Lions Gate Entertainment Corp, Cl A *		52,486		510
Nexstar Media Group Inc, Cl A		3,600		598
Playtika Holding Corp *		17,700		131
PubMatic Inc, Cl A *		19,280		404
Shutterstock Inc		5,100		249
Sinclair Inc		4,510		67
Spok Holdings Inc		10,010		180
Thryv Holdings Inc *		7,140		149
Vimeo Inc *		137,560		659
Yelp Inc, Cl A *		2,930		112

				4,369
Consumer Discretionary — 12.1%
2U Inc *(A)		144,394		65
Aaron's Co Inc/The		55,678		431
Abercrombie & Fitch Co, Cl A *		2,043		261
Academy Sports & Outdoors Inc		6,900		516
Accel Entertainment Inc, Cl A *		11,860		134
AutoNation Inc *		960		144
Beazer Homes USA Inc *		8,671		272
Big Lots Inc		13,240		72
Biglari Holdings Inc, Cl B *		1,074		186
BJ's Restaurants Inc *		8,230		288
Bloomin' Brands Inc		12,600		342
Build-A-Bear Workshop Inc, Cl A		13,860		332
Caleres Inc		6,366		246
Carrols Restaurant Group Inc		7,485		71
Cavco Industries Inc *		750		279
Century Casinos Inc *		23,273		68
Chuy's Holdings Inc *		5,303		179
Cooper-Standard Holdings Inc *		6,654		94
Cricut Inc, Cl A		3,840		19
Crocs Inc *		3,100		379
Denny's Corp *		12,040		111
Designer Brands Inc, Cl A		13,690		145
Destination XL Group Inc *		21,544		86
Dillard's Inc, Cl A		230		95
Dine Brands Global Inc		3,200		155
Dream Finders Homes Inc, Cl A *		15,235		596
Duolingo Inc, Cl A *		1,710		409
Ethan Allen Interiors Inc		8,110		271
First Watch Restaurant Group Inc *		14,935		374
Genesco Inc *		6,000		192


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Gentex Corp		2,290	$	84
G-III Apparel Group Ltd *		14,600		486
Goodyear Tire & Rubber Co/The *		16,500		196
Graham Holdings Co, Cl B		150		105
Grand Canyon Education Inc *		1,450		195
Group 1 Automotive Inc		2,750		744
H&R Block Inc		15,000		734
Haverty Furniture Cos Inc		8,470		291
Hibbett Inc		6,100		500
Hooker Furnishings Corp		17,752		435
Hovnanian Enterprises Inc, Cl A *		1,800		282
Inspired Entertainment Inc *		33,150		328
Installed Building Products Inc		6,887		1,645
KB Home		3,901		259
Latham Group Inc *		27,637		94
La-Z-Boy Inc, Cl Z		10,900		414
Lear Corp		1,600		220
Legacy Housing Corp *		15,730		405
Lindblad Expeditions Holdings Inc *		12,068		112
M/I Homes Inc *		4,100		521
Marine Products Corp		12,117		139
Marriott Vacations Worldwide Corp		1,150		107
MasterCraft Boat Holdings Inc *		15,180		333
Meritage Homes Corp		3,200		504
Modine Manufacturing Co *		16,370		1,469
Movado Group Inc		2,111		61
Murphy USA Inc		730		304
Nordstrom Inc		11,100		233
ODP Corp/The *		7,100		401
OneSpaWorld Holdings Ltd *		20,794		271
Patrick Industries Inc		2,460		295
Penske Automotive Group Inc		1,200		184
Perdoceo Education Corp		27,069		482
Playa Hotels & Resorts NV *		23,800		219
PlayAGS Inc *		55,715		517
Polaris Inc		2,200		204
Potbelly Corp *		38,679		537
PulteGroup Inc		340		37
PVH Corp		6,049		827
Qurate Retail Inc *		23,700		33
Ralph Lauren Corp, Cl A		1,464		272
Rocky Brands Inc		2,285		57
Rush Street Interactive Inc *		21,700		127
Sally Beauty Holdings Inc *		12,500		158
Shoe Carnival Inc		2,400		79
Signet Jewelers Ltd		4,900		499
Standard Motor Products Inc		2,250		71
Stitch Fix Inc, Cl A *		107,615		348
Stoneridge Inc *		3,470		61
Stride Inc *		2,410		144
Sturm Ruger & Co Inc		1,160		50
Taylor Morrison Home Corp, Cl A *		3,780		214


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Texas Roadhouse Inc, Cl A		9,072	$	1,355
Thor Industries Inc		2,100		269
Toll Brothers Inc		2,566		294
Tri Pointe Homes Inc *		24,200		856
Universal Technical Institute Inc *		2,920		44
Upbound Group Inc, Cl A		9,000		304
Williams-Sonoma Inc		420		99
Wingstop Inc		3,302		1,159
Winmark Corp		245		93
Winnebago Industries Inc		5,300		380
Wyndham Hotels & Resorts Inc		5,360		410
Xponential Fitness Inc, Cl A *		38,711		390

				29,752
Consumer Staples — 5.0%
Albertsons Cos Inc, Cl A		7,500		152
Andersons Inc/The		1,890		105
BellRing Brands Inc *		4,587		261
Cal-Maine Foods Inc		2,550		147
Casey's General Stores Inc		4,615		1,405
Central Garden & Pet Co, Cl A *		2,937		111
Coca-Cola Consolidated Inc		566		476
Dole PLC		5,190		61
elf Beauty Inc *		5,840		1,218
Energizer Holdings Inc		8,500		243
Flowers Foods Inc		8,710		195
Fresh Del Monte Produce Inc		11,300		270
Freshpet Inc *		2,407		272
Grocery Outlet Holding Corp *		1,530		40
Ingles Markets Inc, Cl A		8,767		675
Ingredion Inc		7,390		869
J & J Snack Foods Corp		800		116
John B Sanfilippo & Son Inc		990		101
Lancaster Colony Corp		950		197
Natural Grocers by Vitamin Cottage Inc		34,932		579
Nature's Sunshine Products Inc *		4,313		77
Oil-Dri Corp of America		460		33
Pilgrim's Pride Corp *		2,900		92
Post Holdings Inc *		4,972		518
PriceSmart Inc		3,820		321
Primo Water Corp		8,410		136
Seaboard Corp		18		59
SpartanNash Co		13,530		285
Spectrum Brands Holdings Inc		2,700		217
Sprouts Farmers Market Inc *		26,125		1,631
Turning Point Brands Inc		1,340		34
Universal Corp/VA		2,120		102
USANA Health Sciences Inc *		880		43
Village Super Market Inc, Cl A		20,471		560
Vita Coco Co Inc/The *		1,850		48
Vital Farms Inc *		31,390		564
WD-40 Co		440		118


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Weis Markets Inc		1,120	$	73

				12,404
Energy — 4.8%
Archrock Inc		13,765		252
Ardmore Shipping Corp		3,430		56
Berry Corp		20,300		143
Bristow Group Inc *		2,481		67
Cactus Inc, Cl A		5,600		257
California Resources Corp		9,149		477
Centrus Energy Corp, Cl A *		4,898		200
Chord Energy Corp		2,200		357
CNX Resources Corp *		21,100		442
CONSOL Energy Inc		2,900		249
DHT Holdings Inc		50,140		543
DMC Global Inc *		23,486		392
Dorian LPG Ltd		6,244		226
Excelerate Energy Inc, Cl A		23,190		364
Expro Group Holdings NV *		11,464		205
Gulfport Energy Corp *		4,120		585
Helix Energy Solutions Group Inc *		24,330		219
Helmerich & Payne Inc		9,900		380
International Seaways Inc		2,440		129
Kodiak Gas Services Inc		8,885		227
Liberty Energy Inc, Cl A		17,700		378
Matador Resources Co		8,540		539
Nordic American Tankers Ltd		15,420		63
Overseas Shipholding Group Inc, Cl A		5,540		34
Patterson-UTI Energy Inc		17,600		204
PBF Energy Inc, Cl A		12,600		588
Peabody Energy Corp		13,800		342
Ranger Energy Services Inc, Cl A		30,639		321
REX American Resources Corp *		7,917		348
RPC Inc		28,690		212
Scorpio Tankers Inc		5,073		341
SFL Corp Ltd		22,500		301
SM Energy Co		6,000		263
Solaris Oilfield Infrastructure Inc, Cl A		18,872		160
Southwestern Energy Co *		21,400		149
Teekay Corp *		70,460		533
Teekay Tankers Ltd, Cl A		2,070		113
US Silica Holdings Inc *		17,200		198
VAALCO Energy Inc		103,010		459
World Kinect Corp		18,000		438

				11,754
Financials — 17.6%
1st Source Corp		1,130		56
AFC Gamma Inc ^‡		19,937		229
Alerus Financial Corp		6,068		132
Amalgamated Financial Corp		20,147		465
A-Mark Precious Metals Inc (A)		9,970		256
Ambac Financial Group Inc *		16,298		267


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
American Financial Group Inc/OH		1,890	$	241
AMERISAFE Inc		1,350		71
Apollo Commercial Real Estate Finance Inc ^‡		18,100		203
Arbor Realty Trust Inc ^‡(A)		15,600		209
AssetMark Financial Holdings Inc *		8,466		299
Associated Banc-Corp		30,700		640
Assurant Inc		900		163
Assured Guaranty Ltd		3,016		276
Atlantic Union Bankshares Corp		12,200		406
Atlanticus Holdings Corp *		7,386		245
AvidXchange Holdings Inc *		8,200		109
Axis Capital Holdings Ltd		3,540		221
Banco Latinoamericano de Comercio Exterior SA, Cl E		12,961		363
Bancorp Inc/The *		3,962		177
BayCom Corp		6,024		121
BCB Bancorp Inc		10,300		108
Brighthouse Financial Inc *		3,600		168
Byline Bancorp Inc		4,050		84
Camden National Corp		6,200		197
Capital Bancorp Inc		4,901		101
Capital City Bank Group Inc		3,760		107
Carter Bankshares Inc *		6,641		88
Cass Information Systems Inc		8,040		388
Cathay General Bancorp		8,600		336
Cboe Global Markets Inc		1,840		353
City Holding Co		770		77
Civista Bancshares Inc		16,440		247
CNB Financial Corp/PA		12,460		249
CNO Financial Group Inc		37,500		1,001
Coastal Financial Corp/WA *		8,070		310
Community Trust Bancorp Inc		10,200		406
Crawford & Co, Cl A		22,504		264
CrossFirst Bankshares Inc *		16,061		207
Customers Bancorp Inc *		8,627		469
Diamond Hill Investment Group Inc		290		42
Dime Community Bancshares Inc		6,000		112
Donegal Group Inc, Cl A		6,230		87
Donnelley Financial Solutions Inc *		4,907		317
eHealth Inc *		14,180		94
Employers Holdings Inc		9,550		437
Enact Holdings Inc		2,120		59
Enova International Inc *		1,860		118
Enstar Group Ltd *		620		191
Equity Bancshares Inc, Cl A		8,700		277
Esquire Financial Holdings Inc		9,525		484
Essent Group Ltd		4,210		226
Euronet Worldwide Inc *		1,790		196
Evercore Inc, Cl A		1,460		273
Everest Group Ltd		780		288
EVERTEC Inc		8,460		306


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
FactSet Research Systems Inc		485	$	224
Federal Agricultural Mortgage Corp, Cl C		560		100
Financial Institutions Inc		9,710		178
First American Financial Corp		3,100		181
First Busey Corp		9,500		219
First Business Financial Services Inc		9,400		332
First Commonwealth Financial Corp		12,500		163
First Community Bankshares Inc		8,370		277
First Financial Corp/IN		11,070		412
FirstCash Holdings Inc		7,645		875
Flushing Financial Corp		4,570		59
Flywire Corp *		8,425		239
FNB Corp/PA		20,700		276
FS KKR Capital Corp		14,600		276
Fulton Financial Corp		15,700		242
GCM Grosvenor Inc, Cl A		3,680		31
Genworth Financial Inc, Cl A *		44,700		275
Globe Life Inc		2,060		261
Great Southern Bancorp Inc		3,690		192
Greenlight Capital Re Ltd, Cl A *		2,380		30
Hamilton Lane Inc, Cl A		7,655		879
Hancock Whitney Corp		6,500		283
Hanmi Financial Corp		18,510		280
Hanover Insurance Group Inc/The		1,500		197
HBT Financial Inc		16,616		317
HCI Group Inc		8,523		832
Heritage Commerce Corp		34,356		285
HomeStreet Inc		3,000		42
HomeTrust Bancshares Inc		7,620		200
Hope Bancorp Inc		26,100		286
Horace Mann Educators Corp		2,580		93
Houlihan Lokey Inc, Cl A		1,686		217
I3 Verticals Inc, Cl A *		3,616		77
Independent Bank Corp/MI		25,560		625
International Money Express Inc *		22,144		436
Invesco Mortgage Capital Inc ^‡		7,650		69
Investors Title Co		90		14
James River Group Holdings Ltd		8,040		80
Kinsale Capital Group Inc		2,136		1,103
LendingTree Inc *		15,503		613
Macatawa Bank Corp		30,762		301
Mercantile Bank Corp		15,035		554
Merchants Bancorp/IN		9,220		395
Mercury General Corp		5,306		258
Meridian Corp		11,600		113
Metrocity Bankshares Inc		3,336		81
Metropolitan Bank Holding Corp *		1,870		73
Mid Penn Bancorp Inc		9,600		202
MidCap Financial Investment Corp		21,366		315
Midland States Bancorp Inc		17,820		434
Mr Cooper Group Inc *		9,450		674
New Mountain Finance Corp		20,100		259


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
New York Community Bancorp Inc (A)		45,370	$	217
NMI Holdings Inc, Cl A *		800		24
Northeast Community Bancorp Inc		11,200		175
Northrim BanCorp Inc		7,740		385
Oaktree Specialty Lending Corp (A)		13,100		261
OFG Bancorp		25,480		923
Old National Bancorp/IN		14,400		237
Old Republic International Corp		8,530		247
Old Second Bancorp Inc		18,200		244
Orrstown Financial Services Inc		6,848		185
Pathward Financial Inc		1,680		85
Patria Investments Ltd, Cl A		3,930		59
Paysafe Ltd *		20,036		289
PCB Bancorp		10,100		163
Peapack-Gladstone Financial Corp		4,203		102
PennantPark Investment Corp		55,400		378
Peoples Bancorp Inc/OH		2,990		84
Peoples Financial Services Corp		2,783		112
Perella Weinberg Partners, Cl A		3,480		48
PJT Partners Inc, Cl A		1,760		185
Ponce Financial Group Inc *		12,372		109
Popular Inc		7,800		653
Primerica Inc		280		69
Primis Financial Corp		6,000		74
Prospect Capital Corp		20,300		112
Regional Management Corp		20,465		479
Reinsurance Group of America Inc, Cl A		1,630		288
Remitly Global Inc *		15,325		316
RenaissanceRe Holdings Ltd		1,310		295
Republic Bancorp Inc/KY, Cl A		5,966		294
Rithm Capital Corp ^‡		31,400		340
RLI Corp		320		47
Ryan Specialty Holdings Inc, Cl A *		4,080		214
Safety Insurance Group Inc		970		80
Security National Financial Corp, Cl A *		6,860		59
Selective Insurance Group Inc		2,160		226
Selectquote Inc *		108,320		210
Sierra Bancorp		11,120		207
Simmons First National Corp, Cl A		11,930		229
Sixth Street Specialty Lending Inc (A)		17,500		382
Skyward Specialty Insurance Group Inc *		5,138		188
SmartFinancial Inc		1,260		27
South Plains Financial Inc		1,070		29
Southern Missouri Bancorp Inc		2,082		89
Stellar Bancorp Inc		3,641		86
StepStone Group Inc, Cl A		6,610		230
Stifel Financial Corp		13,405		1,017
StoneCo Ltd, Cl A *		10,825		186
Summit Financial Group Inc		2,945		79
Synovus Financial Corp		5,800		220
Tiptree Inc		1,760		31
Towne Bank/Portsmouth VA		9,100		247


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TPG RE Finance Trust Inc ^‡		22,510	$	168
United Fire Group Inc		420		10
Universal Insurance Holdings Inc		40,070		809
Univest Financial Corp		9,430		189
Victory Capital Holdings Inc, Cl A		1,670		64
WaFd Inc		10,000		272
Waterstone Financial Inc		5,198		66
WesBanco Inc		4,530		131
Westamerica BanCorp		1,290		59
White Mountains Insurance Group Ltd		122		215
World Acceptance Corp *		4,236		507

				43,250
Health Care — 15.2%
4D Molecular Therapeutics Inc *		6,527		183
Acadia Healthcare Co Inc *		3,825		319
Addus HomeCare Corp *		930		86
ADMA Biologics Inc *		42,107		226
Agios Pharmaceuticals Inc *		3,060		99
Aldeyra Therapeutics Inc *		83,801		303
Alector Inc *		13,503		94
Alkermes PLC *		25,165		747
Allogene Therapeutics Inc *		32,240		158
Alpine Immune Sciences Inc *		6,103		215
ALX Oncology Holdings Inc *(A)		25,996		381
AMN Healthcare Services Inc *		3,300		186
Amphastar Pharmaceuticals Inc *		7,820		364
AnaptysBio Inc *		2,300		59
Anavex Life Sciences Corp *(A)		12,719		65
ANI Pharmaceuticals Inc *		5,128		347
Anika Therapeutics Inc *		3,200		78
Apellis Pharmaceuticals Inc *		2,550		158
Arcellx Inc *		6,598		434
Arcutis Biotherapeutics Inc *		30,970		318
Ardelyx Inc *		27,891		260
Atrion Corp		90		33
Avidity Biosciences Inc *		13,710		251
Biohaven Ltd *		5,690		274
Blueprint Medicines Corp *		2,730		255
Bridgebio Pharma Inc *		4,932		168
Brookdale Senior Living Inc, Cl A *		51,129		292
CareDx Inc *		61,310		652
Castle Biosciences Inc *		4,190		76
Catalyst Pharmaceuticals Inc *		15,200		244
Celcuity Inc *		1,380		21
Celldex Therapeutics Inc *		4,762		229
Chemed Corp		456		286
Coherus Biosciences Inc *(A)		31,730		72
Collegium Pharmaceutical Inc *		15,675		575
Community Health Systems Inc *		26,620		74
CorVel Corp *		640		156
Crinetics Pharmaceuticals Inc *		7,226		296
Cross Country Healthcare Inc *		2,170		40


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Cullinan Oncology Inc *		2,500	$	46
Cytokinetics Inc *		3,260		236
Day One Biopharmaceuticals Inc *		3,560		60
Deciphera Pharmaceuticals Inc *		3,510		59
Disc Medicine Inc, Cl A *		4,328		297
Dyne Therapeutics Inc *		10,033		270
Eagle Pharmaceuticals Inc/DE *(A)		49,278		289
Editas Medicine Inc, Cl A *		55,500		558
Elanco Animal Health Inc *		15,654		249
Emergent BioSolutions Inc *(A)		44,630		144
Encompass Health Corp		3,700		275
Ensign Group Inc/The		11,860		1,482
Entrada Therapeutics Inc *		1,630		22
Evolent Health Inc, Cl A *		9,745		330
Evolus Inc *		14,190		210
Exelixis Inc *		2,560		56
EyePoint Pharmaceuticals Inc *		9,507		259
Fortrea Holdings Inc *		8,150		306
Generation Bio Co *		77,180		194
Glaukos Corp *		3,201		284
Haemonetics Corp *		2,130		155
Halozyme Therapeutics Inc *		9,200		366
Harmony Biosciences Holdings Inc *		5,800		186
Health Catalyst Inc *		9,190		76
HealthStream Inc		6,926		189
Henry Schein Inc *		3,050		233
Heron Therapeutics Inc *(A)		88,895		236
HilleVax Inc *		1,680		30
Hims & Hers Health Inc *		20,354		265
Ideaya Biosciences Inc *		7,434		332
Immunome Inc *(A)		8,681		210
Immunovant Inc *		4,688		166
Innoviva Inc *		18,807		287
Insmed Inc *		3,950		110
Intra-Cellular Therapies Inc *		7,027		489
Ionis Pharmaceuticals Inc *		3,290		149
Iovance Biotherapeutics Inc *		14,528		231
iRadimed Corp		10,623		446
Ironwood Pharmaceuticals Inc, Cl A *		50,100		472
iTeos Therapeutics Inc *		7,150		77
Janux Therapeutics Inc *		3,799		184
Jazz Pharmaceuticals PLC *		1,790		213
Karyopharm Therapeutics Inc *		90,760		105
Kiniksa Pharmaceuticals Ltd, Cl A *		31,836		673
Kodiak Sciences Inc *		35,140		211
Krystal Biotech Inc *		2,880		459
LeMaitre Vascular Inc		1,550		109
Ligand Pharmaceuticals Inc *		920		73
Liquidia Corp *		18,444		261
Longboard Pharmaceuticals Inc *		7,916		176
MacroGenics Inc *		12,210		219
Madrigal Pharmaceuticals Inc *		610		144


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Medpace Holdings Inc *		998	$	397
MeiraGTx Holdings plc *		4,362		27
Merit Medical Systems Inc *		7,420		565
Mersana Therapeutics Inc *		45,780		249
Mesa Laboratories Inc		730		80
Mirum Pharmaceuticals Inc *		8,680		249
National HealthCare Corp		1,220		120
National Research Corp, Cl A		960		39
Neurocrine Biosciences Inc *		1,170		153
Nurix Therapeutics Inc *(A)		25,820		319
Nuvalent Inc, Cl A *		3,457		291
Option Care Health Inc *		14,965		483
OraSure Technologies Inc *		79,200		570
Organogenesis Holdings Inc, Cl A *		112,258		401
Organon & Co		16,400		286
Patterson Cos Inc		9,400		255
Pennant Group Inc/The *		11,470		214
Perrigo Co PLC		5,640		148
PetIQ Inc, Cl A *		11,283		205
Phibro Animal Health Corp, Cl A		8,800		114
Prestige Consumer Healthcare Inc *		9,700		675
Privia Health Group Inc *		3,130		70
PROCEPT BioRobotics Corp *		4,703		227
QIAGEN NV		3,085		132
QuidelOrtho Corp *		2,400		109
RadNet Inc *		4,850		184
Repligen Corp *		1,771		344
Replimune Group Inc *		12,710		109
Rigel Pharmaceuticals Inc *		101,937		155
RxSight Inc *		6,146		335
Sana Biotechnology Inc *		31,240		314
Scholar Rock Holding Corp *		9,819		152
Select Medical Holdings Corp		7,300		199
Semler Scientific Inc *		6,538		308
Shockwave Medical Inc *		535		140
SIGA Technologies Inc		30,834		161
Simulations Plus Inc		1,120		46
Soleno Therapeutics Inc *		3,567		172
Stoke Therapeutics Inc *(A)		14,416		112
Supernus Pharmaceuticals Inc *		2,740		81
Surmodics Inc *		8,558		273
Syndax Pharmaceuticals Inc *		4,885		115
Taro Pharmaceutical Industries Ltd *		710		30
Tarsus Pharmaceuticals Inc *		6,828		261
Tenet Healthcare Corp *		3,200		298
Theravance Biopharma Inc *		4,530		43
TransMedics Group Inc *		3,870		316
Travere Therapeutics Inc *		17,430		132
TruBridge Inc *		10,100		89
UFP Technologies Inc *		1,910		398
United Therapeutics Corp *		3,320		749
Universal Health Services Inc, Cl B		1,480		247


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Utah Medical Products Inc		1,500	$	105
Vanda Pharmaceuticals Inc *		79,540		356
Varex Imaging Corp *		2,490		43
Vaxcyte Inc *		4,406		325
Vera Therapeutics Inc, Cl A *(A)		5,365		253
Vericel Corp *		5,668		259
Viking Therapeutics Inc *		6,935		534
WaVe Life Sciences Ltd *		4,550		22
Y-mAbs Therapeutics Inc *(A)		39,748		664
Zentalis Pharmaceuticals Inc *		5,160		77
Zimvie Inc *		16,600		281

				37,292
Industrials — 20.2%
AAON Inc		4,264		358
AAR Corp *		620		41
ACCO Brands Corp		49,600		277
Acuity Brands Inc		2,214		556
ACV Auctions Inc, Cl A *		15,955		283
AeroVironment Inc *		5,565		706
Alaska Air Group Inc *		6,400		239
Allison Transmission Holdings Inc		3,773		284
American Woodmark Corp *		3,200		321
API Group Corp *		7,156		251
Apogee Enterprises Inc		7,330		419
Applied Industrial Technologies Inc		3,606		685
ArcBest Corp		6,600		943
Argan Inc		3,631		170
Aris Water Solutions Inc, Cl A		8,130		98
Armstrong World Industries Inc		2,235		270
ASGN Inc *		2,180		217
Astronics Corp *		12,405		238
Atkore Inc		6,600		1,118
AZEK Co Inc/The, Cl A *		17,158		825
Babcock & Wilcox Enterprises Inc *		167,333		214
Barrett Business Services Inc		2,975		363
BlueLinx Holdings Inc *		50		6
Boise Cascade Co		3,460		470
BrightView Holdings Inc *		55,370		482
BWX Technologies Inc		5,983		603
CACI International Inc, Cl A *		780		292
Cadre Holdings Inc		1,650		59
Casella Waste Systems Inc, Cl A *		2,460		222
CBIZ Inc *		1,910		144
CECO Environmental Corp *		21,969		498
Clean Harbors Inc *		1,650		300
Comfort Systems USA Inc		1,378		421
Commercial Vehicle Group Inc *		45,281		296
Construction Partners Inc, Cl A *		4,441		214
Core & Main Inc, Cl A *		6,190		295
CoreCivic Inc *^‡		7,140		109
Costamare Inc		49,513		563
Covenant Logistics Group Inc, Cl A		1,000		49


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CRA International Inc		290	$	38
Crane Co		10,012		1,217
CSG Systems International Inc		3,800		207
Curtiss-Wright Corp		2,296		543
Deluxe Corp		7,700		149
Donaldson Co Inc		3,550		254
Ducommun Inc *		900		43
DXP Enterprises Inc/TX *		14,838		527
Eagle Bulk Shipping Inc (A)		6,700		411
EMCOR Group Inc		1,120		351
Encore Wire Corp		720		174
EnerSys		2,020		186
Ennis Inc		23,692		481
Esab Corp		2,822		280
Exponent Inc		3,025		245
Federal Signal Corp		12,720		1,042
Franklin Covey Co *		12,059		460
Franklin Electric Co Inc		1,380		143
FTAI Aviation Ltd		27,512		1,549
FTI Consulting Inc *		2,715		562
Gates Industrial Corp PLC *		24,600		362
Genco Shipping & Trading Ltd		13,988		285
Genpact Ltd		4,570		155
Gibraltar Industries Inc *		1,620		125
Global Industrial Co		11,581		508
GMS Inc *		8,069		721
Gorman-Rupp Co/The		1,620		61
Griffon Corp		3,147		225
Heidrick & Struggles International Inc		6,247		212
Hub Group Inc, Cl A *		510		22
Hubbell Inc, Cl B		1,000		381
Hudson Technologies Inc *		38,830		569
Huntington Ingalls Industries Inc		1,070		312
Huron Consulting Group Inc *		1,150		113
Hyster-Yale Materials Handling Inc		4,335		255
IBEX Holdings Ltd *		15,996		255
IES Holdings Inc *		2,815		309
Insteel Industries Inc		200		7
Interface Inc, Cl A		35,640		560
Karat Packaging Inc		17,259		511
Kelly Services Inc, Cl A		24,689		606
Kforce Inc		1,980		138
Korn Ferry		1,340		85
Landstar System Inc		1,420		270
Leonardo DRS Inc *		11,870		270
Limbach Holdings Inc *		5,670		279
Lincoln Electric Holdings Inc		1,020		262
LSI Industries Inc		18,920		273
Lyft Inc, Cl A *		15,581		247
Manitowoc Co Inc/The *		32,403		452
Marten Transport Ltd		5,660		107
Matson Inc		3,600		400


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Maximus Inc		2,560	$	214
Miller Industries Inc/TN		1,010		45
Moog Inc, Cl A		3,069		460
MSA Safety Inc		1,440		265
MSC Industrial Direct Co Inc, Cl A		2,140		216
Mueller Industries Inc		25,350		1,303
MYR Group Inc *		1,960		318
National Presto Industries Inc		1,250		97
NEXTracker Inc, Cl A *		6,986		393
nVent Electric PLC		3,110		209
PAM Transportation Services Inc *		7,069		131
Park Aerospace Corp		2,600		40
Park-Ohio Holdings Corp		21,079		566
Parsons Corp *		19,001		1,532
Powell Industries Inc		2,343		434
Preformed Line Products Co		1,170		161
Primoris Services Corp		7,400		292
Quad/Graphics Inc, Cl A		21,039		126
Radiant Logistics Inc *		5,300		31
RBC Bearings Inc *		2,105		574
Resources Connection Inc		5,100		71
REV Group Inc		41,393		854
Rush Enterprises Inc, Cl A		4,390		214
Ryder System Inc		6,030		688
Safe Bulkers Inc (A)		110,046		511
Science Applications International Corp		3,947		552
Simpson Manufacturing Co Inc		6,051		1,263
Snap-on Inc		970		267
SP Plus Corp *		4,908		252
SPX Technologies Inc *		2,128		249
Standex International Corp		970		168
Steelcase Inc, Cl A		22,240		306
Sterling Infrastructure Inc *		2,919		311
Sun Country Airlines Holdings Inc *		7,300		110
Tennant Co		3,705		419
Tetra Tech Inc		1,600		284
Textron Inc		3,850		343
Thermon Group Holdings Inc *		3,300		90
Titan Machinery Inc *		2,380		60
TriNet Group Inc *		500		64
Tutor Perini Corp *		19,726		224
UFP Industries Inc		2,270		260
UniFirst Corp/MA		760		128
Universal Logistics Holdings Inc		11,000		372
Vertiv Holdings Co, Cl A		3,950		267
Viad Corp *		6,322		235
Wabash National Corp		13,147		359
Watts Water Technologies Inc, Cl A		1,140		233
Willdan Group Inc *		3,855		81
Willis Lease Finance Corp *		1,400		67
WillScot Mobile Mini Holdings Corp, Cl A *		10,625		507


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
XPO Inc *		1,534	$	185

				49,499
Information Technology — 13.9%
8x8 Inc *		145,590		412
A10 Networks Inc		6,600		88
Agilysys Inc *		2,680		208
Alarm.com Holdings Inc *		2,460		186
Alkami Technology Inc *		21,387		534
Altair Engineering Inc, Cl A *		8,012		682
Amdocs Ltd		3,090		282
American Software Inc/GA, Cl A		3,000		34
Amkor Technology Inc		20,600		639
Amplitude Inc, Cl A *		8,410		100
Appfolio Inc, Cl A *		2,064		500
Arlo Technologies Inc *		14,080		146
Arrow Electronics Inc *		840		99
Aviat Networks Inc *		15,780		560
Avnet Inc		13,000		606
Badger Meter Inc		230		36
Bel Fuse Inc, Cl B		8,190		426
BigCommerce Holdings Inc *		18,950		147
Blackbaud Inc *		2,340		162
Box Inc, Cl A *		6,120		158
Braze Inc, Cl A *		4,753		270
Camtek Ltd/Israel *		7,187		572
CCC Intelligent Solutions Holdings Inc *		6,690		78
Cirrus Logic Inc *		5,760		529
Clearwater Analytics Holdings Inc, Cl A *		25,960		447
Coherent Corp *		4,044		240
CommVault Systems Inc *		5,620		538
Couchbase Inc *		9,428		265
Crane NXT Co		6,680		390
Credo Technology Group Holding Ltd *		11,747		253
Digital Turbine Inc *		24,950		79
Dynatrace Inc *		1,250		62
eGain Corp *		18,512		113
Elastic NV *		1,918		257
ePlus Inc *		1,710		141
F5 Inc *		1,630		305
Fabrinet *		1,724		372
Gitlab Inc, Cl A *		3,573		258
Hackett Group Inc/The		20,787		514
Ichor Holdings Ltd *		5,826		249
Immersion Corp		32,298		218
Informatica Inc, Cl A *		9,401		306
Information Services Group Inc		29,800		129
Insight Enterprises Inc *		1,450		272
Instructure Holdings Inc *		1,650		38
InterDigital Inc		2,227		238
Jabil Inc		1,020		147
JFrog Ltd *		6,913		310
Kimball Electronics Inc *		11,578		261


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kyndryl Holdings Inc *		15,322	$	337
LivePerson Inc *		80,833		103
Manhattan Associates Inc *		1,360		344
Mitek Systems Inc *		9,424		109
MKS Instruments Inc		2,169		266
N-able Inc *		5,090		68
Napco Security Technologies Inc		5,530		249
Nova Ltd *		7,115		1,234
Novanta Inc *		2,785		482
Nutanix Inc, Cl A *		4,595		290
NVE Corp		390		32
Olo Inc, Cl A *		13,130		76
ON24 Inc		58,730		412
OneSpan Inc *		25,796		248
Onto Innovation Inc *		2,301		424
OSI Systems Inc *		1,090		143
PC Connection Inc		5,965		396
Pegasystems Inc		6,076		395
Photronics Inc *		23,224		669
Progress Software Corp		3,190		170
PROS Holdings Inc *		19,600		701
PTC Inc *		1,950		357
Q2 Holdings Inc *		6,289		291
Qualys Inc *		2,410		414
Rambus Inc *		15,340		909
Repay Holdings Corp, Cl A *		13,430		117
Ribbon Communications Inc *		27,950		83
Rimini Street Inc *		89,977		291
Sanmina Corp *		8,100		512
Sapiens International Corp NV		2,500		77
ScanSource Inc *		8,990		389
SEMrush Holdings Inc, Cl A *		15,153		189
SentinelOne Inc, Cl A *		6,492		183
SMART Global Holdings Inc *		13,000		276
SolarWinds Corp *		48,680		581
Sprout Social Inc, Cl A *		2,243		139
SPS Commerce Inc *		6,355		1,177
Super Micro Computer Inc *		2,773		2,402
TD SYNNEX Corp		2,160		224
Teradata Corp *		3,400		128
TTM Technologies Inc *		12,536		186
Unisys Corp *		50,500		262
Varonis Systems Inc, Cl B *		21,931		1,114
Veeco Instruments Inc *		10,792		391
Vertex Inc, Cl A *		15,630		525
Vishay Intertechnology Inc		23,300		507
Vishay Precision Group Inc *		11,300		390
Vontier Corp		16,832		724
Zeta Global Holdings Corp, Cl A *		19,430		204

				34,046
Materials — 3.3%
AdvanSix Inc		8,500		238


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Alpha Metallurgical Resources Inc		485	$	183
Arch Resources Inc		1,100		182
Aspen Aerogels Inc *		13,857		238
Balchem Corp		1,560		245
Century Aluminum Co *		53,050		555
Clearwater Paper Corp *		8,230		323
Commercial Metals Co		13,200		713
Eagle Materials Inc		1,347		342
Greif Inc, Cl A		11,050		712
Hawkins Inc		2,040		143
Haynes International Inc		4,963		295
Koppers Holdings Inc		10,300		583
NewMarket Corp		777		499
O-I Glass Inc, Cl I *		19,200		325
Olympic Steel Inc		2,377		162
Packaging Corp of America		1,000		181
Pactiv Evergreen Inc		38,184		563
Ramaco Resources Inc, Cl A		5,924		104
Reliance Inc		1,080		347
Royal Gold Inc		2,130		219
Sonoco Products Co		3,810		216
SSR Mining Inc		11,590		50
SunCoke Energy Inc		55,683		596
Tredegar Corp		15,900		69
United States Lime & Minerals Inc		110		28

				8,111
Real Estate — 3.6%
Alexander & Baldwin Inc ^‡		4,810		78
Alexander's Inc ^‡		2,533		560
American Assets Trust Inc ^‡		16,100		347
Apple Hospitality REIT Inc ^‡		23,200		373
Armada Hoffler Properties Inc ^‡		5,080		52
Ashford Hospitality Trust Inc *^‡		515		1
Braemar Hotels & Resorts Inc ^‡		30,980		71
CBL & Associates Properties Inc ^‡		1,950		45
Centerspace ^‡		1,120		62
CTO Realty Growth Inc ^‡		1,700		29
Douglas Elliman Inc		49,940		92
EastGroup Properties Inc ^‡		1,310		230
EPR Properties ^‡		13,280		546
Equity Commonwealth *^‡		6,180		116
Forestar Group Inc *		12,875		434
Franklin Street Properties Corp ^‡		27,400		65
FRP Holdings Inc *		480		29
Gaming and Leisure Properties Inc ^‡		1,160		53
Getty Realty Corp ^‡		1,540		41
Gladstone Commercial Corp ^‡		10,600		131
Global Medical REIT Inc ^‡		19,500		174
Global Net Lease Inc ^‡		20,000		144
Industrial Logistics Properties Trust ^‡		14,200		54
Innovative Industrial Properties Inc, Cl A ^‡		1,800		176
InvenTrust Properties Corp ^‡		4,180		106


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kilroy Realty Corp ^‡		5,700	$	216
Kite Realty Group Trust ^‡		33,500		717
NNN REIT Inc ^‡		2,260		92
Office Properties Income Trust ^‡		35,580		95
One Liberty Properties Inc ^‡		1,500		30
Orion Office REIT Inc ^‡		113,490		398
Phillips Edison & Co Inc ^‡		3,690		132
Piedmont Office Realty Trust Inc, Cl A ^‡		22,800		143
Postal Realty Trust Inc, Cl A ^‡		1,960		28
Redfin Corp *		15,610		111
Regency Centers Corp ^‡		2,584		160
RLJ Lodging Trust ^‡		24,400		290
RMR Group Inc/The, Cl A		21,652		530
Ryman Hospitality Properties Inc ^‡		4,912		582
Sabra Health Care REIT Inc ^‡		34,700		482
Saul Centers Inc ^‡		900		33
Service Properties Trust ^‡		21,900		149
Tanger Inc ^‡		5,900		170
Uniti Group Inc ^‡		34,365		201
Universal Health Realty Income Trust ^‡		2,550		99
Whitestone REIT, Cl B ^‡		5,030		62

				8,729
Utilities — 1.0%
ALLETE Inc		3,010		170
American States Water Co		110		8
Artesian Resources Corp, Cl A		1,000		34
Avista Corp		3,680		122
Black Hills Corp		2,390		124
California Water Service Group		2,820		129
Consolidated Water Co Ltd		1,350		40
Genie Energy Ltd, Cl B		1,880		34
IDACORP Inc, Cl Rights		2,150		189
MGE Energy Inc		2,010		127
National Fuel Gas Co		8,800		429
New Jersey Resources Corp		4,340		181
NiSource Inc		4,760		124
Northwest Natural Holding Co		2,130		78
Northwestern Energy Group Inc		2,980		143
OGE Energy Corp		1,240		41


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
ONE Gas Inc		940	$	56
Otter Tail Corp		2,230		202
Pure Cycle Corp *		6,190		62
Unitil Corp		2,110		108
York Water Co/The		1,600		57

				2,458
Total Common Stock
(Cost $198,202) ($ Thousands)				241,664



AFFILIATED PARTNERSHIP — 2.0%
SEI Liquidity Fund, LP
5.370% **^†(B)		4,812,285		4,813


Total Affiliated Partnership
(Cost $4,812) ($ Thousands)				4,813



CASH EQUIVALENT — 1.5%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		3,768,849		3,769

Total Cash Equivalent
(Cost $3,769) ($ Thousands)				3,769


Total Investments in Securities — 102.0%
(Cost $206,783) ($ Thousands)			$	250,246

	Percentages are based on Net Assets of $245,278 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of February 29, 2024.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at February 29, 2024.
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $4,813 ($ Thousands).

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 91.4%

Communication Services — 2.8%
Advantage Solutions Inc *		30,980	$	118
Cable One Inc		770		351
Cardlytics Inc *		25,459		211
Cinemark Holdings Inc *		116,113		2,021
Cogent Communications Holdings Inc		8,318		673
Eventbrite Inc, Cl A *		68,956		386
IDT Corp, Cl B *		6,290		234
Liberty Latin America Ltd, Cl A *		9,899		64
Lions Gate Entertainment Corp, Cl A *		54,201		526
Nexstar Media Group Inc, Cl A		3,104		516
PubMatic Inc, Cl A *		19,910		417
Shutterstock Inc		13,433		655
Sinclair Inc		4,670		69
Spok Holdings Inc		10,280		185
TEGNA Inc		17,470		245
Thryv Holdings Inc *		7,400		155
Vimeo Inc *		142,110		681
Ziff Davis Inc *		7,214		496

				8,003
Consumer Discretionary — 11.4%
2U Inc *(A)		176,480		80
Aaron's CO Inc/The		49,405		383
Abercrombie & Fitch Co, Cl A *		1,857		237
Accel Entertainment Inc, Cl A *		12,160		138
Advance Auto Parts Inc		15,943		1,077
American Eagle Outfitters Inc		16,264		386
Beazer Homes USA Inc *		8,969		281
Big Lots Inc		13,680		74
Biglari Holdings Inc, Cl B *		1,111		192
BJ's Restaurants Inc *		8,520		298
Bloomin' Brands Inc		91,289		2,481
Brinker International Inc *		55,661		2,579
Brunswick Corp/DE		7,647		668
Build-A-Bear Workshop Inc, Cl A		14,350		344
Caleres Inc		5,785		223
Carrols Restaurant Group Inc		7,675		73
Carter's Inc		10,338		837
Cavco Industries Inc *		681		254
Century Casinos Inc *		24,121		70
Cheesecake Factory Inc/The		10,620		376
Churchill Downs Inc		5,214		635
Chuy's Holdings Inc *		5,500		186
Cooper-Standard Holdings Inc *		6,876		97
Denny's Corp *		12,450		115
Designer Brands Inc, Cl A		14,100		149
Destination XL Group Inc *		22,252		89
Dick's Sporting Goods Inc		4,792		852
Domino's Pizza Inc		1,539		690
Dorman Products Inc *		6,448		608
Ethan Allen Interiors Inc		8,370		280


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
First Watch Restaurant Group Inc *		15,458	$	387
Gentex Corp		21,482		785
Goodyear Tire & Rubber Co/The *		21,883		260
Hooker Furnishings Corp		18,346		450
Hovnanian Enterprises Inc, Cl A *		1,860		291
Inspired Entertainment Inc *		34,232		339
Installed Building Products Inc		1,414		338
KB Home		3,544		235
Latham Group Inc *		28,619		97
Legacy Housing Corp *		16,286		419
Lindblad Expeditions Holdings Inc *		12,411		115
Marine Products Corp		12,330		141
MasterCraft Boat Holdings Inc *		15,670		344
Modine Manufacturing Co *		14,851		1,332
Movado Group Inc		2,195		63
Murphy USA Inc		3,334		1,390
OneSpaWorld Holdings Ltd *		21,544		281
Oxford Industries Inc		2,842		288
PlayAGS Inc *		57,597		535
Pool Corp		1,490		593
Potbelly Corp *		39,986		555
PVH Corp		1,771		242
Ralph Lauren Corp, Cl A		1,331		248
Rocky Brands Inc		2,373		59
Rush Street Interactive Inc *		22,410		131
Steven Madden Ltd		14,401		617
Stitch Fix Inc, Cl A *		111,100		359
Stoneridge Inc *		3,580		63
Texas Roadhouse Inc, Cl A		1,687		252
Toll Brothers Inc		2,331		267
Topgolf Callaway Brands Corp *		30,990		441
Travel + Leisure Co		13,135		587
Urban Outfitters Inc *		51,856		2,155
Valvoline Inc *		16,780		716
Wingstop Inc		3,271		1,148
Xponential Fitness Inc, Cl A *		40,011		403
YETI Holdings Inc *		5,743		236

				31,914
Consumer Staples — 3.6%
BellRing Brands Inc *		4,168		237
Casey's General Stores Inc		2,657		809
Freshpet Inc *		2,186		247
Hain Celestial Group Inc/The *		19,125		191
Ingles Markets Inc, Cl A		2,849		220
Ingredion Inc		6,434		757
Inter Parfums Inc		4,320		634
Lancaster Colony Corp		2,393		495
MGP Ingredients Inc		3,889		331
Natural Grocers by Vitamin Cottage Inc		22,027		365
Nature's Sunshine Products Inc *		4,413		78
Performance Food Group Co *		11,564		888
Pilgrim's Pride Corp *		91,863		2,925


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Post Holdings Inc *		2,356	$	245
Sprouts Farmers Market Inc *		3,057		191
TreeHouse Foods Inc *		18,244		653
Village Super Market Inc, Cl A		11,416		312
Vital Farms Inc *		32,430		583

				10,161
Energy — 5.5%
Archrock Inc		12,507		229
Bristow Group Inc *		2,522		68
Cactus Inc, Cl A		13,160		604
Centrus Energy Corp, Cl A *		5,059		206
ChampionX Corp		22,994		714
Chord Energy Corp		3,054		496
Civitas Resources Inc		21,435		1,472
CNX Resources Corp *		46,342		971
Crescent Point Energy Corp		187,094		1,366
Delek US Holdings Inc		86,478		2,206
DMC Global Inc *		24,233		404
Dorian LPG Ltd		6,422		232
Excelerate Energy Inc, Cl A		23,910		375
Expro Group Holdings NV *		11,732		210
Helix Energy Solutions Group Inc *		24,970		225
HF Sinclair Corp		10,812		600
Kodiak Gas Services Inc		8,073		206
Matador Resources Co		10,577		668
Northern Oil & Gas Inc		18,101		647
Permian Resources Corp, Cl A		72,538		1,129
Ranger Energy Services Inc, Cl A		31,572		331
REX American Resources Corp *		6,558		288
RPC Inc		29,240		216
Scorpio Tankers Inc		3,274		220
SFL Corp Ltd		23,205		310
Solaris Oilfield Infrastructure Inc, Cl A		19,241		163
Teekay Corp *		65,650		497
VAALCO Energy Inc		59,370		265

				15,318
Financials — 18.3%
AFC Gamma Inc ^‡		20,712		238
Alerus Financial Corp		6,264		137
Amalgamated Financial Corp		20,808		480
A-Mark Precious Metals Inc (A)		3,060		79
Ambac Financial Group Inc *		16,860		276
AssetMark Financial Holdings Inc *		8,773		310
Assured Guaranty Ltd		2,741		251
Atlanticus Holdings Corp *		7,645		253
AvidXchange Holdings Inc *		8,550		114
Banco Latinoamericano de Comercio Exterior SA, Cl E		11,232		314
Bancorp Inc/The *		3,600		161
Bank OZK		15,345		672
BayCom Corp		6,357		127


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Byline Bancorp Inc		4,120	$	86
Capital Bancorp Inc		5,090		105
Capital City Bank Group Inc		2,630		75
Carter Bankshares Inc *		6,938		92
Cass Information Systems Inc		8,320		402
Chimera Investment Corp ^‡		81,143		354
City Holding Co		4,096		412
Civista Bancshares Inc		7,735		116
CNO Financial Group Inc		87,900		2,346
Coastal Financial Corp/WA *		8,128		312
Cohen & Steers Inc		10,006		736
Columbia Banking System Inc		130,106		2,355
Comerica Inc		12,104		598
Crawford & Co, Cl A		23,238		272
CrossFirst Bankshares Inc *		16,524		213
Customers Bancorp Inc *		3,024		164
Donegal Group Inc, Cl A		5,010		70
Donnelley Financial Solutions Inc *		3,124		202
eHealth Inc *		14,630		97
Enova International Inc *		1,880		119
Esquire Financial Holdings Inc		9,848		500
Evercore Inc, Cl A		1,326		248
FactSet Research Systems Inc		1,291		597
First American Financial Corp		10,684		624
First Commonwealth Financial Corp		87,129		1,135
First Community Bankshares Inc		7,780		258
First Financial Corp/IN		2,670		99
First Horizon Corp		59,015		832
First Interstate BancSystem Inc, Cl A		30,303		798
FNB Corp/PA		105,934		1,413
Globe Life Inc		4,370		555
Great Southern Bancorp Inc		3,720		194
Hamilton Lane Inc, Cl A		6,878		790
Hanmi Financial Corp		4,700		71
Hanover Insurance Group Inc/The		5,943		781
HBT Financial Inc		16,169		308
HCI Group Inc		8,490		829
Heritage Commerce Corp		35,745		296
Home BancShares Inc/AR		27,511		645
HomeTrust Bancshares Inc		7,930		208
Houlihan Lokey Inc, Cl A		1,532		197
I3 Verticals Inc, Cl A *		3,782		81
Independent Bank Corp		12,079		630
Independent Bank Corp/MI		6,815		167
International Money Express Inc *		9,603		189
Jack Henry & Associates Inc		3,501		608
Jackson Financial Inc, Cl A		47,529		2,616
James River Group Holdings Ltd		8,380		84
KeyCorp		90,182		1,287
Kinsale Capital Group Inc		1,837		948
LendingTree Inc *		16,031		634
Lincoln National Corp		82,640		2,276


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Macatawa Bank Corp		29,741	$	291
Mercantile Bank Corp		5,421		200
Merchants Bancorp/IN		9,502		407
Mercury General Corp		4,821		235
Metrocity Bankshares Inc		3,169		77
Metropolitan Bank Holding Corp *		1,970		77
MGIC Investment Corp		32,162		640
Midland States Bancorp Inc		4,540		111
Morningstar Inc		2,135		638
Mr Cooper Group Inc *		3,680		262
National Bank Holdings Corp, Cl A		10,572		358
NMI Holdings Inc, Cl A *		14,139		425
Northrim BanCorp Inc		2,000		99
OFG Bancorp		11,701		424
Old National Bancorp/IN		160,769		2,641
Old Second Bancorp Inc		18,770		252
Orrstown Financial Services Inc		7,033		190
Paysafe Ltd *		20,611		297
Peapack-Gladstone Financial Corp		4,354		106
Peoples Bancorp Inc/OH		3,040		85
Peoples Financial Services Corp		2,893		117
Pinnacle Financial Partners Inc		11,055		914
Ponce Financial Group Inc *		12,794		113
Primerica Inc		4,856		1,191
Prosperity Bancshares Inc		7,523		470
Regional Management Corp		11,534		270
Republic Bancorp Inc/KY, Cl A		2,395		118
Security National Financial Corp, Cl A *		7,110		61
Selectquote Inc *		112,200		218
Sierra Bancorp		10,570		197
Skyward Specialty Insurance Group Inc *		4,669		171
Southern Missouri Bancorp Inc		1,770		76
Stellar Bancorp Inc		3,729		88
StepStone Group Inc, Cl A		6,761		235
StoneCo Ltd, Cl A *		9,836		169
Summit Financial Group Inc		3,020		81
TPG RE Finance Trust Inc ^‡		23,290		174
Universal Insurance Holdings Inc		32,491		656
Univest Financial Corp		28,416		569
Valley National Bancorp		88,087		721
Waterstone Financial Inc		5,404		68
Westamerica BanCorp		7,924		362
Wintrust Financial Corp		12,748		1,228
World Acceptance Corp *		4,380		525
Zions Bancorp NA		31,120		1,227

				51,270
Health Care — 13.4%
4D Molecular Therapeutics Inc *		5,929		166
ADMA Biologics Inc *		38,263		205
Aldeyra Therapeutics Inc *		86,669		314
Alector Inc *		13,962		97
Alkermes PLC *		8,791		261


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Allogene Therapeutics Inc *		33,300	$	164
Alpine Immune Sciences Inc *		5,545		195
ALX Oncology Holdings Inc *(A)		26,868		394
Amedisys Inc *		5,042		469
AMN Healthcare Services Inc *		10,288		579
Anavex Life Sciences Corp *(A)		13,138		68
ANI Pharmaceuticals Inc *		4,279		290
Anika Therapeutics Inc *		3,290		80
Arcellx Inc *		4,079		268
Arcutis Biotherapeutics Inc *		31,990		329
Ardelyx Inc *		25,340		236
Avidity Biosciences Inc *		14,140		259
Biohaven Ltd *		5,170		249
Bridgebio Pharma Inc *		4,481		153
Brookdale Senior Living Inc, Cl A *		52,888		303
CareDx Inc *		63,380		674
Castle Biosciences Inc *		4,320		78
Celldex Therapeutics Inc *		4,326		208
Chemed Corp		1,018		637
Coherus Biosciences Inc *(A)		32,800		75
Collegium Pharmaceutical Inc *		45,726		1,679
Community Health Systems Inc *		27,480		77
Crinetics Pharmaceuticals Inc *		6,566		269
Cross Country Healthcare Inc *		29,143		532
Cytokinetics Inc *		2,963		214
Disc Medicine Inc, Cl A *		3,315		228
Dyne Therapeutics Inc *		9,114		245
Eagle Pharmaceuticals Inc/DE *(A)		43,028		252
Editas Medicine Inc, Cl A *		57,366		577
Elanco Animal Health Inc *		14,223		226
Emergent BioSolutions Inc *(A)		46,120		149
Encompass Health Corp		25,314		1,883
Ensign Group Inc/The		7,871		983
Envista Holdings Corp *		16,914		349
Evolus Inc *		14,658		217
EyePoint Pharmaceuticals Inc *		8,640		235
Generation Bio Co *		79,868		200
Glaukos Corp *		2,908		258
Globus Medical Inc, Cl A *		10,896		588
Health Catalyst Inc *		9,540		79
HealthStream Inc		3,496		95
Heron Therapeutics Inc *(A)		91,555		244
Hims & Hers Health Inc *		18,493		241
Ideaya Biosciences Inc *		6,755		302
Immunome Inc *(A)		7,888		191
Immunovant Inc *		4,262		151
Inmode Ltd *		75,813		1,668
Innoviva Inc *		14,911		228
Integra LifeSciences Holdings Corp *		60,807		2,244
Intra-Cellular Therapies Inc *		4,213		293
Iovance Biotherapeutics Inc *		13,198		210
iRadimed Corp		10,311		433


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
iTeos Therapeutics Inc *		7,380	$	79
Janux Therapeutics Inc *		3,450		167
Karyopharm Therapeutics Inc *		94,180		109
Kiniksa Pharmaceuticals Ltd, Cl A *		29,300		619
Kodiak Sciences Inc *		36,260		218
Krystal Biotech Inc *		1,636		261
LeMaitre Vascular Inc		10,627		744
Liquidia Corp *		14,079		199
Longboard Pharmaceuticals Inc *		7,193		160
MacroGenics Inc *		12,640		227
Medpace Holdings Inc *		515		205
MeiraGTx Holdings plc *		4,534		28
Mersana Therapeutics Inc *		47,320		257
Mesa Laboratories Inc		760		83
Mirum Pharmaceuticals Inc *		8,980		258
Nurix Therapeutics Inc *(A)		26,690		330
Nuvalent Inc, Cl A *		3,141		264
OraSure Technologies Inc *		76,120		548
Organogenesis Holdings Inc, Cl A *(A)		115,988		414
Pennant Group Inc/The *		11,910		222
Perrigo Co PLC		16,934		445
PetIQ Inc, Cl A *		9,711		177
Phibro Animal Health Corp, Cl A		5,910		76
Prestige Consumer Healthcare Inc *		18,702		1,301
Privia Health Group Inc *		3,220		72
PROCEPT BioRobotics Corp *(A)		4,272		207
Quest Diagnostics Inc		3,898		487
QuidelOrtho Corp *		10,692		488
RadNet Inc *		4,407		167
Replimune Group Inc *		13,130		113
Rigel Pharmaceuticals Inc *		105,277		160
RxSight Inc *		5,585		305
Sana Biotechnology Inc *		32,298		324
Scholar Rock Holding Corp *		8,924		138
SIGA Technologies Inc		31,820		166
Soleno Therapeutics Inc *		3,241		157
STERIS PLC		3,203		746
Stevanato Group SpA (A)		8,431		280
Stoke Therapeutics Inc *		14,897		115
Surmodics Inc *		8,366		267
Tarsus Pharmaceuticals Inc *		6,205		237
Travere Therapeutics Inc *		18,040		136
UFP Technologies Inc *		1,090		227
US Physical Therapy Inc		6,182		657
Utah Medical Products Inc		1,102		77
Vanda Pharmaceuticals Inc *		82,313		368
Vaxcyte Inc *		3,168		234
Vera Therapeutics Inc, Cl A *(A)		4,874		229
Vericel Corp *		5,152		235
Viking Therapeutics Inc *		6,301		486
Y-mAbs Therapeutics Inc *(A)		41,026		685


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zentalis Pharmaceuticals Inc *		5,330	$	79

				37,524
Industrials — 18.3%
AAON Inc		3,875		325
ABM Industries Inc		26,686		1,102
ACCO Brands Corp		108,359		605
Acuity Brands Inc		939		236
Air Lease Corp, Cl A		15,245		611
Allison Transmission Holdings Inc		12,100		912
API Group Corp *		6,502		228
Applied Industrial Technologies Inc		1,850		351
Argan Inc		2,636		124
Aris Water Solutions Inc, Cl A		8,290		100
Armstrong World Industries Inc		2,030		245
Astec Industries Inc		17,326		703
Astronics Corp *		12,840		246
AZEK Co Inc/The, Cl A *		17,670		850
Babcock & Wilcox Enterprises Inc *		172,883		221
Barnes Group Inc		23,419		818
Barrett Business Services Inc		2,493		304
Booz Allen Hamilton Holding Corp, Cl A		5,264		778
BrightView Holdings Inc *		57,280		499
Broadridge Financial Solutions Inc		3,749		763
BWX Technologies Inc		13,646		1,376
CACI International Inc, Cl A *		2,366		887
Carlisle Cos Inc		2,135		747
CECO Environmental Corp *		21,387		484
Clean Harbors Inc *		5,317		968
Comfort Systems USA Inc		1,252		383
Commercial Vehicle Group Inc *		46,795		306
Concentrix Corp		8,588		622
Construction Partners Inc, Cl A *		4,036		194
Core & Main Inc, Cl A *		5,625		269
Costamare Inc		51,000		580
Crane Co		1,343		163
Curtiss-Wright Corp		941		222
DXP Enterprises Inc/TX *		15,343		545
Eagle Bulk Shipping Inc (A)		6,890		422
EMCOR Group Inc		3,671		1,151
Enerpac Tool Group Corp, Cl A		13,848		467
Ennis Inc		9,730		198
Enpro Inc		6,136		956
Enviri Corp *		21,658		170
Esab Corp		2,565		254
ExlService Holdings Inc *		16,881		525
Franklin Covey Co *		11,892		454
FTAI Aviation Ltd		5,624		317
Gates Industrial Corp PLC *		57,114		841
Genco Shipping & Trading Ltd		14,452		295
GFL Environmental Inc		18,721		675
Global Industrial Co		10,713		470
GMS Inc *		2,779		248


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Griffon Corp		2,714	$	194
Heidrick & Struggles International Inc		4,793		163
Hexcel Corp		13,159		980
Hudson Technologies Inc *		36,550		535
Huntington Ingalls Industries Inc		1,664		485
Huron Consulting Group Inc *		10,335		1,014
Hyster-Yale Materials Handling Inc		4,487		264
IBEX Holdings Ltd *		16,510		264
IES Holdings Inc *		2,022		222
Insperity Inc		5,909		602
Interface Inc, Cl A		19,680		309
ITT Inc		9,107		1,149
Karat Packaging Inc		17,822		527
Kelly Services Inc, Cl A		12,302		302
Kennametal Inc		9,738		246
Korn Ferry		11,506		733
Landstar System Inc		2,855		543
Leonardo DRS Inc *		10,786		245
Limbach Holdings Inc *		5,870		289
LSI Industries Inc		19,240		278
Lyft Inc, Cl A *		14,157		225
Manitowoc Co Inc/The *		33,511		467
Masonite International Corp *		5,285		688
Moog Inc, Cl A		1,471		221
National Presto Industries Inc		820		63
NEXTracker Inc, Cl A *		6,348		357
Nordson Corp		2,433		646
nVent Electric PLC		2,826		190
PAM Transportation Services Inc *		6,687		124
Park-Ohio Holdings Corp		13,606		365
Parsons Corp *		3,340		269
Patrick Industries Inc		2,236		268
Powell Industries Inc		2,079		385
Preformed Line Products Co		970		133
Regal Rexnord Corp		4,240		727
REV Group Inc		41,182		850
Safe Bulkers Inc		113,506		527
Science Applications International Corp		1,605		225
Simpson Manufacturing Co Inc		1,428		298
SP Plus Corp *		5,071		261
SPX Technologies Inc *		1,934		227
Standex International Corp		10,360		1,792
Steelcase Inc, Cl A		22,942		315
Sterling Infrastructure Inc *		2,820		301
Sun Country Airlines Holdings Inc *		7,530		113
Tennant Co		2,268		257
Terex Corp		14,984		859
Tetra Tech Inc		3,998		709
Thermon Group Holdings Inc *		3,420		93
Titan Machinery Inc *		2,460		62
TransUnion		6,853		532
Tutor Perini Corp *		20,418		231


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
UFP Industries Inc		4,941	$	566
UniFirst Corp/MA		2,582		436
Valmont Industries Inc		5,260		1,115
Vertiv Holdings Co, Cl A		3,588		243
Viad Corp *		6,544		244
WESCO International Inc		6,823		1,020
Willdan Group Inc *		4,010		84
Willis Lease Finance Corp *		1,430		69
XPO Inc *		1,394		168

				51,279
Information Technology — 9.1%
8x8 Inc *		150,450		426
Alkami Technology Inc *		20,857		520
Altair Engineering Inc, Cl A *		2,152		183
Amplitude Inc, Cl A *		8,760		104
Appfolio Inc, Cl A *		1,048		254
Arlo Technologies Inc *		14,560		152
Aviat Networks Inc *		7,090		252
Belden Inc		3,384		288
BigCommerce Holdings Inc *		19,550		152
Braze Inc, Cl A *		4,318		246
Clearfield Inc *		5,742		173
Cognex Corp		15,433		609
Coherent Corp *		3,674		219
CommVault Systems Inc *		2,953		283
Couchbase Inc *		8,567		241
Credo Technology Group Holding Ltd *		10,674		230
Digital Turbine Inc *		25,750		82
Diodes Inc *		6,321		430
eGain Corp *		19,088		117
Elastic NV *		1,743		233
Fabrinet *		1,567		338
Gitlab Inc, Cl A *		3,247		234
Hackett Group Inc/The		17,078		422
Harmonic Inc *		91,410		1,200
Ichor Holdings Ltd *		5,294		227
Immersion Corp		8,766		59
Informatica Inc, Cl A *		8,542		278
InterDigital Inc		1,514		162
JFrog Ltd *		6,281		281
Kimball Electronics Inc *		4,056		91
Kulicke & Soffa Industries Inc		11,248		536
Kyndryl Holdings Inc *		10,933		240
Littelfuse Inc		2,160		515
LivePerson Inc *		83,606		106
Lumentum Holdings Inc *		17,439		845
Mitek Systems Inc *		6,417		74
MKS Instruments Inc		1,971		242
Napco Security Technologies Inc		5,025		226
Nutanix Inc, Cl A *		4,176		264
Olo Inc, Cl A *		13,540		79
ON24 Inc		60,744		426


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
OneSpan Inc *		26,622	$	256
Onto Innovation Inc *		2,092		385
PC Connection Inc		4,440		295
Pegasystems Inc		3,467		225
Photronics Inc *		101,053		2,909
Power Integrations Inc		7,101		507
Q2 Holdings Inc *		5,715		264
Repay Holdings Corp, Cl A *		13,870		121
Ribbon Communications Inc *		28,900		86
Rimini Street Inc *		31,352		101
SEMrush Holdings Inc, Cl A *		13,771		172
SentinelOne Inc, Cl A *		5,899		166
Silicon Laboratories Inc *		4,139		569
Silicon Motion Technology Corp ADR		36,546		2,587
SolarWinds Corp *		45,870		548
Super Micro Computer Inc *		2,270		1,966
Unisys Corp *		52,232		271
Universal Display Corp		3,352		585
Varonis Systems Inc, Cl B *		4,312		219
Veeco Instruments Inc *		6,917		250
Viavi Solutions Inc *		79,133		756
Vontier Corp		5,845		251

				25,528
Materials — 4.4%
Alpha Metallurgical Resources Inc		440		166
Arcadium Lithium PLC *(A)		99,052		544
Aspen Aerogels Inc *		12,593		216
Axalta Coating Systems Ltd *		22,525		737
Cabot Corp		8,033		682
Century Aluminum Co *		54,780		574
Clearwater Paper Corp *		7,220		284
Commercial Metals Co		36,782		1,986
Eagle Materials Inc		1,042		264
Element Solutions Inc		6,445		151
FMC Corp		27,498		1,551
Haynes International Inc		5,131		305
Ingevity Corp *		13,778		629
Innospec Inc		3,236		402
NewMarket Corp		365		234
O-I Glass Inc, Cl I *		30,583		518
Olympic Steel Inc		2,466		168
Pactiv Evergreen Inc		39,452		582
Quaker Chemical Corp		2,831		568
Ramaco Resources Inc, Cl A		5,725		101
Reliance Inc		2,930		941
Silgan Holdings Inc		8,023		352
SunCoke Energy Inc		26,841		288

				12,243
Real Estate — 3.4%
Alexander's Inc ^‡		2,454		542
Braemar Hotels & Resorts Inc ^‡		32,000		73


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
COPT Defense Properties ^‡		26,986	$	654
CubeSmart ^‡		11,868		518
Douglas Elliman Inc		51,510		95
eXp World Holdings Inc (A)		34,190		448
Forestar Group Inc *		11,963		403
Highwoods Properties Inc ^‡		66,671		1,630
National Storage Affiliates Trust ^‡		15,415		552
Newmark Group Inc, Cl A		88,319		953
Office Properties Income Trust ^‡		22,940		61
Orion Office REIT Inc ^‡		117,560		413
Physicians Realty Trust ^‡		47,829		537
Redfin Corp *		16,120		115
RMR Group Inc/The, Cl A		20,944		512
Ryman Hospitality Properties Inc ^‡		2,692		319
STAG Industrial Inc ^‡		24,936		926
Terreno Realty Corp ^‡		9,584		616
Universal Health Realty Income Trust ^‡		1,700		66
Whitestone REIT, Cl B ^‡		5,270		65

				9,498
Utilities — 1.2%
Black Hills Corp		7,839		408
Brookfield Infrastructure Corp, Cl A		17,678		586
Chesapeake Utilities Corp		4,544		464
IDACORP Inc, Cl Rights		6,308		556
Portland General Electric Co		25,613		1,029
Pure Cycle Corp *		6,340		63
Spire Inc		5,700		338

				3,444
Total Common Stock
(Cost $201,017) ($ Thousands)				256,182



EXCHANGE TRADED FUND — 0.4%

iShares Russell 2000 Value ETF		6,766		1,035



Total Exchange Traded Fund
(Cost $913) ($ Thousands)				1,035



AFFILIATED PARTNERSHIP — 1.7%
SEI Liquidity Fund, LP
5.370% **^†(B)		4,887,242		4,886


Total Affiliated Partnership
(Cost $4,887) ($ Thousands)				4,886

	Percentages are based on Net Assets of $280,418 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of February 29, 2024.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at February 29, 2024.
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $4,886 ($ Thousands).

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 96.9%

Communication Services — 3.6%
AMC Networks Inc, Cl A *		22,800	$	295
Cable One Inc		3,639		1,660
Cargurus Inc, Cl A *		46,509		1,030
Cogent Communications Holdings Inc		39,330		3,182
Fox Corp		46,700		1,391
IAC Inc *		11,271		640
Iridium Communications Inc		13,804		400
Lions Gate Entertainment Corp, Cl B *		96,900		880
Nexstar Media Group Inc, Cl A		46,754		7,769
Playtika Holding Corp *		56,700		420
PubMatic Inc, Cl A *		63,900		1,338
Shutterstock Inc (A)		83,414		4,067
TEGNA Inc		49,300		691
TripAdvisor Inc *		49,700		1,333
Vivid Seats Inc, Cl A *		109,006		656
Ziff Davis Inc *		51,148		3,517
ZipRecruiter Inc, Cl A *		31,068		395

				29,664
Consumer Discretionary — 12.3%
American Axle & Manufacturing Holdings Inc *		54,700		379
American Eagle Outfitters Inc		46,900		1,114
Bloomin' Brands Inc		53,700		1,460
BorgWarner Inc		34,400		1,071
Brinker International Inc *		21,900		1,015
Brunswick Corp/DE		44,160		3,860
Capri Holdings Ltd *		18,100		835
Carter's Inc		12,100		979
Century Communities Inc		13,400		1,156
Churchill Downs Inc		32,559		3,968
Dick's Sporting Goods Inc		30,812		5,481
Domino's Pizza Inc		7,279		3,264
Dream Finders Homes Inc, Cl A *		46,920		1,836
Duolingo Inc, Cl A *		5,259		1,257
Expedia Group Inc *		2,000		274
First Watch Restaurant Group Inc *		47,800		1,197
Floor & Decor Holdings Inc, Cl A *		1,260		153
Foot Locker Inc		12,700		437
Fox Factory Holding Corp *		4,506		228
Frontdoor Inc *		25,500		800
G-III Apparel Group Ltd *		33,700		1,121
Goodyear Tire & Rubber Co/The *		71,642		851
Grand Canyon Education Inc *		1,358		183
Group 1 Automotive Inc		12,969		3,510
Harley-Davidson Inc		42,300		1,534
Haverty Furniture Cos Inc		38,200		1,310
Helen of Troy Ltd *		6,402		800
Installed Building Products Inc		23,421		5,596
Jack in the Box Inc		7,184		524
JAKKS Pacific Inc *		15,700		551


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
KB Home		17,200	$	1,143
Kohl's Corp		24,700		688
Lithia Motors Inc, Cl A		8,989		2,688
Macy's Inc		43,100		752
Modine Manufacturing Co *		54,733		4,910
Mohawk Industries Inc *		7,800		925
Murphy USA Inc		2,302		960
National Vision Holdings Inc *		15,174		355
ODP Corp/The *		35,698		2,016
OneSpaWorld Holdings Ltd *		79,000		1,030
Perdoceo Education Corp		45,800		816
Phinia Inc		11,300		387
Polaris Inc		8,100		751
Pool Corp		7,531		2,998
PulteGroup Inc		35,200		3,815
PVH Corp		13,300		1,818
Sally Beauty Holdings Inc *		22,122		279
Skechers USA Inc, Cl A *		8,540		528
Sportradar Group AG, Cl A *		27,317		266
Stride Inc *		15,091		902
Tapestry Inc		21,600		1,027
Taylor Morrison Home Corp, Cl A *		17,800		1,008
Texas Roadhouse Inc, Cl A		16,142		2,411
Toll Brothers Inc		32,400		3,714
Travel + Leisure Co		62,106		2,776
Under Armour Inc, Cl C *		43,459		371
Upbound Group Inc, Cl A		44,400		1,499
Urban Outfitters Inc *		28,400		1,180
Victoria's Secret & Co *		39,681		1,133
Whirlpool Corp		14,400		1,546
Wingstop Inc		18,868		6,624
Winnebago Industries Inc		11,200		803
Worthington Enterprises Inc		14,800		919
Wyndham Hotels & Resorts Inc		16,465		1,260

				101,042
Consumer Staples — 4.2%
Albertsons Cos Inc, Cl A		62,300		1,263
BJ's Wholesale Club Holdings Inc *		3,612		264
Casey's General Stores Inc		23,577		7,179
Conagra Brands Inc		38,100		1,070
Dole PLC		75,600		893
Edgewell Personal Care Co		25,900		989
elf Beauty Inc *		18,002		3,754
Herbalife Ltd *		23,800		210
Ingles Markets Inc, Cl A		7,426		572
Ingredion Inc		17,300		2,035
Inter Parfums Inc		26,194		3,843
Molson Coors Beverage Co, Cl B		44,100		2,753
SpartanNash Co		18,700		394
Spectrum Brands Holdings Inc		31,644		2,545
Sprouts Farmers Market Inc *		63,600		3,971
US Foods Holding Corp *		37,783		1,919


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Utz Brands Inc		60,200	$	1,065

				34,719
Energy — 5.2%
APA Corp		30,500		909
Ardmore Shipping Corp		61,600		1,000
Cactus Inc, Cl A		17,265		792
California Resources Corp		22,500		1,174
Callon Petroleum Co *		20,300		632
Chord Energy Corp		14,440		2,346
Civitas Resources Inc		53,821		3,696
CNX Resources Corp *		44,100		924
CVR Energy Inc		28,638		950
DT Midstream Inc		50,893		2,933
Helmerich & Payne Inc		47,900		1,839
HF Sinclair Corp		52,100		2,892
International Seaways Inc		22,100		1,170
Marathon Oil Corp		79,900		1,938
Matador Resources Co		76,318		4,819
Northern Oil & Gas Inc		85,586		3,058
Par Pacific Holdings Inc *		32,200		1,163
PBF Energy Inc, Cl A		16,000		747
Peabody Energy Corp		32,174		797
Scorpio Tankers Inc		33,965		2,280
TechnipFMC PLC		103,794		2,251
Teekay Tankers Ltd, Cl A		21,400		1,173
Viper Energy Inc, Cl A		38,798		1,402
Vitesse Energy Inc		3,154		72
Weatherford International PLC *		10,572		1,085
World Kinect Corp		26,900		655

				42,697
Financials — 15.7%
Affiliated Managers Group Inc		5,900		922
Ally Financial Inc		40,300		1,491
Ambac Financial Group Inc *		61,600		1,008
American Financial Group Inc/OH		5,900		753
Annaly Capital Management Inc ^‡		20,550		392
Ares Capital Corp		35,700		722
Associated Banc-Corp		54,400		1,134
Axos Financial Inc *		19,221		1,002
Banc of California Inc		7,644		112
Banco Latinoamericano de Comercio Exterior SA, Cl E		30,600		856
Bank OZK		72,554		3,178
BGC Group Inc, Cl A		315,731		2,194
Blue Owl Capital Corp (A)		69,500		1,048
Chimera Investment Corp ^‡		61,200		267
Citizens Financial Group Inc		77,700		2,439
City Holding Co		9,000		904
CNA Financial Corp		18,800		826
CNO Financial Group Inc		116,100		3,099
Cohen & Steers Inc		47,313		3,480


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Columbia Banking System Inc		65,640	$	1,188
Comerica Inc		30,100		1,486
Dime Community Bancshares Inc		20,570		385
Employers Holdings Inc		23,499		1,074
Equitable Holdings Inc		27,500		942
Essent Group Ltd		17,600		943
Euronet Worldwide Inc *		22,768		2,492
Everest Group Ltd		2,600		959
EVERTEC Inc		25,400		918
FactSet Research Systems Inc		6,105		2,824
Fifth Third Bancorp		48,400		1,662
First American Financial Corp		1,400		82
First Busey Corp		27,700		639
First Horizon Corp		23,000		324
First Merchants Corp		43,329		1,439
FirstCash Holdings Inc		18,242		2,089
FleetCor Technologies Inc *		3,700		1,033
Flywire Corp *		25,940		736
FNB Corp/PA		81,000		1,081
FS KKR Capital Corp		35,800		676
Fulton Financial Corp		117,500		1,809
Globe Life Inc		20,663		2,623
Hamilton Lane Inc, Cl A		56,096		6,443
Hancock Whitney Corp		35,700		1,557
Hanmi Financial Corp		62,800		949
Home BancShares Inc/AR		130,081		3,052
HomeStreet Inc		8,800		123
Jack Henry & Associates Inc		16,554		2,877
KeyCorp		49,300		703
Kinsale Capital Group Inc		17,227		8,892
Lincoln National Corp		14,100		388
LPL Financial Holdings Inc		2,548		683
MGIC Investment Corp		81,200		1,615
Morningstar Inc		10,097		3,015
Mr Cooper Group Inc *		20,251		1,443
Navient Corp		65,200		1,060
NCR Atleos Corp *		8,100		176
NMI Holdings Inc, Cl A *		30,400		914
Northwest Bancshares Inc		80,500		923
Oaktree Specialty Lending Corp (A)		53,000		1,057
OFG Bancorp		68,200		2,470
Pacific Premier Bancorp Inc		57,565		1,316
Palomar Holdings Inc, Cl A *		13,500		1,028
Park National Corp		7,300		938
Pathward Financial Inc		19,930		1,013
Popular Inc		24,900		2,084
Preferred Bank/Los Angeles CA		15,800		1,135
PROG Holdings Inc *		36,500		1,127
Prosperity Bancshares Inc		35,573		2,220
Radian Group Inc		40,700		1,186
Regions Financial Corp		63,600		1,185
Reinsurance Group of America Inc, Cl A		6,200		1,096


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Remitly Global Inc *		67,751	$	1,397
Rithm Capital Corp ^‡		85,300		925
Skyward Specialty Insurance Group Inc *		27,836		1,019
Starwood Property Trust Inc ^‡		121,952		2,487
Stifel Financial Corp		31,355		2,379
Synovus Financial Corp		19,300		732
Trustmark Corp		35,000		940
UMB Financial Corp		11,800		963
United Bankshares Inc/WV		29,500		1,023
Universal Insurance Holdings Inc		7,500		151
Unum Group		39,000		1,929
Veritex Holdings Inc		36,500		716
Victory Capital Holdings Inc, Cl A		50,200		1,929
Western Union Co/The		32,400		434
WisdomTree Inc		193,785		1,562
World Acceptance Corp *		8,100		970
WSFS Financial Corp		23,500		996
Zions Bancorp NA		44,500		1,755

				128,206
Health Care — 11.2%
Acadia Healthcare Co Inc *		11,785		983
ACADIA Pharmaceuticals Inc *		30,766		715
Addus HomeCare Corp *		8,308		767
ADMA Biologics Inc *		190,000		1,018
Agios Pharmaceuticals Inc *		9,390		303
Align Technology Inc *		675		204
Amphastar Pharmaceuticals Inc *		15,766		734
ANI Pharmaceuticals Inc *		14,210		962
Apellis Pharmaceuticals Inc *		7,860		487
Arvinas Inc *		6,138		282
Aurinia Pharmaceuticals Inc *(A)		92,496		529
Axogen Inc *		29,127		308
Bio-Techne Corp		8,195		603
Blueprint Medicines Corp *		23,101		2,160
CareDx Inc *		115,000		1,224
Catalyst Pharmaceuticals Inc *		64,700		1,037
Certara Inc *		17,875		302
Chemed Corp		4,813		3,014
Collegium Pharmaceutical Inc *		29,200		1,072
Cooper Cos Inc/The		7,732		724
Corcept Therapeutics Inc *		32,400		761
DaVita Inc *		9,700		1,232
Doximity Inc, Cl A *		21,655		611
Encompass Health Corp		49,074		3,651
Enovis Corp *		27,264		1,631
Ensign Group Inc/The		77,434		9,673
Evolent Health Inc, Cl A *		59,110		2,004
Exelixis Inc *		19,000		416
Fortrea Holdings Inc *		25,095		942
Globus Medical Inc, Cl A *		19,848		1,072
Haemonetics Corp *		9,622		702
Halozyme Therapeutics Inc *		13,219		526


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
HealthEquity Inc *		5,270	$	435
Henry Schein Inc *		10,300		788
Incyte Corp *		9,000		525
Insmed Inc *		12,178		338
Integer Holdings Corp *		10,200		1,125
Intra-Cellular Therapies Inc *		7,379		513
Ironwood Pharmaceuticals Inc, Cl A *		97,700		921
Jazz Pharmaceuticals PLC *		19,500		2,319
Kiniksa Pharmaceuticals Ltd, Cl A *		51,700		1,093
Lantheus Holdings Inc *		8,800		575
Legend Biotech Corp ADR *		4,871		317
LeMaitre Vascular Inc		50,248		3,517
Ligand Pharmaceuticals Inc *		25,091		1,991
LivaNova PLC *		37,300		2,044
Masimo Corp *		2,807		361
Medpace Holdings Inc *		4,070		1,618
Merit Medical Systems Inc *		25,653		1,955
Nevro Corp *		15,330		223
Omnicell Inc *		5,790		152
Option Care Health Inc *		46,075		1,487
Organon & Co		29,800		519
Perrigo Co PLC		80,068		2,103
Prestige Consumer Healthcare Inc *		14,400		1,002
Progyny Inc *		23,000		840
Quest Diagnostics Inc		23,632		2,951
QuidelOrtho Corp *		20,570		938
Relay Therapeutics Inc *		19,858		199
Repligen Corp *		5,462		1,060
Select Medical Holdings Corp		27,000		735
Shockwave Medical Inc *		1,645		429
Sotera Health Co *		29,151		438
SpringWorks Therapeutics Inc *		6,731		332
STERIS PLC		20,697		4,821
Stevanato Group SpA (A)		36,492		1,210
Supernus Pharmaceuticals Inc *		8,430		250
Syndax Pharmaceuticals Inc *		15,030		352
Tandem Diabetes Care Inc *		15,180		404
Teleflex Inc		1,919		428
TransMedics Group Inc *		17,737		1,447
United Therapeutics Corp *		8,850		1,997
Universal Health Services Inc, Cl B		11,300		1,888
US Physical Therapy Inc		29,233		3,107
Veracyte Inc *		14,919		351
Vericel Corp *		21,300		973

				91,720
Industrials — 22.8%
Acuity Brands Inc		7,400		1,859
ACV Auctions Inc, Cl A *		105,619		1,875
AeroVironment Inc *		17,146		2,174
AGCO Corp		24,600		2,699
Air Lease Corp, Cl A		72,071		2,890
Alaska Air Group Inc *		20,210		756


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Alight Inc, Cl A *		127,976	$	1,153
Allison Transmission Holdings Inc		88,860		6,694
Apogee Enterprises Inc		26,800		1,533
Applied Industrial Technologies Inc		8,160		1,549
ArcBest Corp		14,700		2,100
Atkore Inc		19,600		3,320
AZEK Co Inc/The, Cl A *		35,845		1,725
AZZ Inc		18,300		1,332
Beacon Roofing Supply Inc *		14,216		1,221
Booz Allen Hamilton Holding Corp, Cl A		24,921		3,681
Broadridge Financial Solutions Inc		17,728		3,609
Builders FirstSource Inc *		9,300		1,815
BWX Technologies Inc		63,134		6,366
Carlisle Cos Inc		10,097		3,534
Cimpress PLC *		16,846		1,651
CNH Industrial NV		90,100		1,077
Comfort Systems USA Inc		5,665		1,732
Concentrix Corp		40,218		2,914
Construction Partners Inc, Cl A *		21,500		1,034
Core & Main Inc, Cl A *		4,534		216
Crane Co		26,293		3,196
CSG Systems International Inc		13,150		717
Curtiss-Wright Corp		1,874		443
Deluxe Corp		26,200		509
Encore Wire Corp		7,300		1,759
Ennis Inc		45,100		916
Esab Corp		25,397		2,517
ExlService Holdings Inc *		24,825		773
Exponent Inc		9,325		754
Federal Signal Corp		39,170		3,208
FTAI Aviation Ltd		65,655		3,696
FTI Consulting Inc *		7,955		1,646
Gates Industrial Corp PLC *		52,900		779
GATX Corp		8,000		1,015
Generac Holdings Inc *		4,269		480
GFL Environmental Inc (A)		88,521		3,194
Gibraltar Industries Inc *		13,100		1,015
GMS Inc *		15,745		1,406
Greenbrier Cos Inc/The		21,000		1,087
Griffon Corp		14,600		1,042
GXO Logistics Inc *		45,474		2,354
H&E Equipment Services Inc		18,261		1,032
Heartland Express Inc		17,835		228
Hexcel Corp		27,493		2,047
HNI Corp		22,600		1,013
Huntington Ingalls Industries Inc		12,566		3,664
Huron Consulting Group Inc *		9,454		928
Insperity Inc		27,942		2,844
Interface Inc, Cl A		60,500		951
Janus International Group Inc *		86,782		1,245
Kaman Corp		23,840		1,092
Kirby Corp *		8,879		779


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Landstar System Inc		13,501	$	2,568
ManpowerGroup Inc		14,300		1,032
Matson Inc		18,536		2,058
Middleby Corp/The *		8,255		1,256
MillerKnoll Inc		75,300		2,300
Moog Inc, Cl A		7,200		1,080
Mueller Water Products Inc, Cl A		63,300		984
MYR Group Inc *		6,030		980
NEXTracker Inc, Cl A *		17,100		962
Nordson Corp		11,505		3,056
OPENLANE Inc *		180,518		2,757
Oshkosh Corp		13,100		1,452
Owens Corning		18,500		2,771
Parsons Corp *		39,990		3,224
Powell Industries Inc		10,600		1,964
Primoris Services Corp		28,800		1,138
Quad/Graphics Inc, Cl A		86,600		519
Quanex Building Products Corp		35,360		1,223
RB Global Inc		30,270		2,298
RBC Bearings Inc *		6,495		1,772
Ryder System Inc		15,400		1,757
Sensata Technologies Holding PLC		33,736		1,161
Simpson Manufacturing Co Inc		13,800		2,880
SkyWest Inc *		19,800		1,272
Snap-on Inc		7,400		2,040
Standex International Corp		20,193		3,493
Tennant Co		11,100		1,256
Terex Corp		17,600		1,009
Tetra Tech Inc		18,902		3,352
Textron Inc		32,800		2,921
Timken Co/The		12,700		1,067
Toro Co/The		3,473		321
TransUnion		32,403		2,515
TriNet Group Inc *		9,000		1,152
UFP Industries Inc		23,363		2,678
UniFirst Corp/MA		12,210		2,060
United Airlines Holdings Inc *		16,200		737
Valmont Industries Inc		13,263		2,811
Verra Mobility Corp, Cl A *		79,698		1,723
Watts Water Technologies Inc, Cl A		4,900		999
WESCO International Inc		15,212		2,274
WillScot Mobile Mini Holdings Corp, Cl A *		32,715		1,562
XPO Inc *		13,890		1,671

				186,943
Information Technology — 11.6%
8x8 Inc *		85,175		241
ACI Worldwide Inc *		46,921		1,544
ACM Research Inc, Cl A *		50,197		1,552
Adeia Inc		55,300		627
Agilysys Inc *		19,345		1,505
Altair Engineering Inc, Cl A *		17,369		1,478
Amdocs Ltd		12,700		1,158


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Amkor Technology Inc		70,800	$	2,196
Appfolio Inc, Cl A *		4,351		1,053
Arrow Electronics Inc *		16,000		1,880
Avnet Inc		22,000		1,025
Badger Meter Inc		6,000		952
Blackbaud Inc *		1,575		109
Camtek Ltd/Israel *		22,137		1,762
Cirrus Logic Inc *		10,700		983
Clear Secure Inc, Cl A		40,100		772
Clearwater Analytics Holdings Inc, Cl A *		79,925		1,376
Cognex Corp		72,960		2,878
CommVault Systems Inc *		12,700		1,216
Consensus Cloud Solutions Inc *		29,241		466
Crane NXT Co		20,579		1,202
Dropbox Inc, Cl A *		31,500		754
Dynatrace Inc *		11,110		551
Ebix Inc *		16,200		15
Elastic NV *		1,776		238
GLOBALFOUNDRIES Inc *(A)		14,846		812
Intapp Inc *		24,300		953
Jabil Inc		28,300		4,078
Kulicke & Soffa Industries Inc		53,183		2,533
Kyndryl Holdings Inc *		59,335		1,304
Littelfuse Inc		10,214		2,433
LiveRamp Holdings Inc *		26,000		910
Mirion Technologies Inc, Cl A *		101,000		988
N-able Inc *		19,228		259
Napco Security Technologies Inc		22,500		1,013
NCR Voyix Corp *		16,200		237
NetScout Systems Inc *		45,700		989
Nova Ltd *		21,913		3,801
Novanta Inc *		8,580		1,484
Okta Inc, Cl A *		8,269		887
ON Semiconductor Corp *		2,540		201
Onto Innovation Inc *		5,500		1,013
OSI Systems Inc *		7,400		971
Power Integrations Inc		33,577		2,399
PowerSchool Holdings Inc, Cl A *		39,600		827
PROS Holdings Inc *		60,385		2,159
Qualys Inc *		3,049		524
Rambus Inc *		47,255		2,799
Rapid7 Inc *		16,700		978
Sanmina Corp *		21,400		1,353
Skyworks Solutions Inc		5,500		577
SMART Global Holdings Inc *		46,900		998
Smartsheet Inc, Cl A *		17,305		730
SolarWinds Corp *		79,500		949
Sprout Social Inc, Cl A *		6,907		427
SPS Commerce Inc *		18,095		3,351
Super Micro Computer Inc *		6,557		5,679
TD SYNNEX Corp		7,400		769
Teledyne Technologies Inc *		2,449		1,046


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Tenable Holdings Inc *		29,841	$	1,437
Teradata Corp *		18,186		684
Trimble Inc *		21,167		1,295
TTM Technologies Inc *		64,600		959
Universal Display Corp		15,807		2,757
Varonis Systems Inc, Cl B *		52,930		2,689
Veeco Instruments Inc *		34,500		1,249
Verint Systems Inc *		39,231		1,240
Vertex Inc, Cl A *		48,130		1,616
Vishay Intertechnology Inc		44,800		974
Xerox Holdings Corp		103,700		1,934
Zeta Global Holdings Corp, Cl A *		59,800		628

				95,426
Materials — 4.1%
Ashland Inc		9,381		879
Aspen Aerogels Inc *		96,000		1,649
Axalta Coating Systems Ltd *		77,190		2,526
Berry Global Group Inc		26,700		1,554
Chemours Co/The		26,400		519
Eastman Chemical Co		9,800		860
Element Solutions Inc		30,469		716
FMC Corp		11,336		639
Graphic Packaging Holding Co		21,028		546
Ingevity Corp *		8,900		407
Koppers Holdings Inc		20,800		1,178
Metallus Inc *		44,200		961
Minerals Technologies Inc		13,900		1,006
Mosaic Co/The		34,700		1,081
O-I Glass Inc, Cl I *		54,500		922
Quaker Chemical Corp		18,584		3,726
Reliance Inc		20,918		6,719
Ryerson Holding Corp		17,000		537
Silgan Holdings Inc		91,872		4,034
Steel Dynamics Inc		13,000		1,740
Summit Materials Inc, Cl A *		25,300		1,081

				33,280
Real Estate — 4.3%
Acadia Realty Trust ^‡		63,200		1,036
American Assets Trust Inc ^‡		81,800		1,764
Apple Hospitality REIT Inc ^‡		67,400		1,084
Brandywine Realty Trust ^‡		80,600		347
Brixmor Property Group Inc ^‡		45,100		1,020
Centerspace ^‡		16,700		928
City Office REIT Inc ^‡		72,700		333
COPT Defense Properties ^‡		36,400		882
CTO Realty Growth Inc ^‡(A)		36,630		625
CubeSmart ^‡		56,118		2,447
EPR Properties ^‡		27,700		1,138
Equity Commonwealth *^‡		67,199		1,265
eXp World Holdings Inc (A)		163,576		2,143
Franklin Street Properties Corp ^‡		107,000		254


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Gaming and Leisure Properties Inc ^‡		66,425	$	3,021
Getty Realty Corp ^‡		25,000		659
Host Hotels & Resorts Inc ^‡		85,300		1,769
Industrial Logistics Properties Trust ^‡		35,900		137
Innovative Industrial Properties Inc, Cl A ^‡		21,500		2,107
Kilroy Realty Corp ^‡		22,400		849
Kite Realty Group Trust ^‡		29,900		640
Newmark Group Inc, Cl A		104,522		1,128
Office Properties Income Trust ^‡		45,400		121
Omega Healthcare Investors Inc ^‡		29,900		930
Piedmont Office Realty Trust Inc, Cl A ^‡		55,300		347
Plymouth Industrial REIT Inc ^‡		45,401		979
Sabra Health Care REIT Inc ^‡		50,600		702
Service Properties Trust ^‡		48,500		330
Tanger Inc ^‡		61,407		1,769
Terreno Realty Corp ^‡		61,318		3,943
Uniti Group Inc ^‡		71,260		418

				35,115
Utilities — 1.9%
Avista Corp		24,800		823
Brookfield Infrastructure Corp, Cl A (A)		83,590		2,773
Chesapeake Utilities Corp		21,485		2,192
National Fuel Gas Co		15,900		775
New Jersey Resources Corp		19,900		828
Northwest Natural Holding Co		19,803		727
NRG Energy Inc		59,700		3,303
Otter Tail Corp		11,200		1,013
UGI Corp		22,900		561


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Vistra Corp		42,600	$	2,323

				15,318
Total Common Stock
(Cost $598,030) ($ Thousands)				794,130



AFFILIATED PARTNERSHIP — 1.0%
SEI Liquidity Fund, LP
5.370% **^†(B)		7,838,663		7,832


Total Affiliated Partnership
(Cost $7,838) ($ Thousands)				7,832



CASH EQUIVALENT — 2.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		18,121,007		18,121

Total Cash Equivalent
(Cost $18,121) ($ Thousands)				18,121


Total Investments in Securities — 100.1%
(Cost $623,989) ($ Thousands)			$	820,083

	Percentages are based on Net Assets of $819,174 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of February 29, 2024.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
(A)	Certain securities or partial positions of certain securities are on loan at February 29, 2024.
(B)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $7,832 ($ Thousands).

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† — 100.1%

Communication Services — 9.6%
Alphabet Inc, Cl A *		238,743	$	33,056
Alphabet Inc, Cl C *		68,937		9,636
AT&T Inc		478,416		8,099
Cargurus Inc, Cl A *		56,039		1,241
Cars.com Inc *		48,515		890
Comcast Corp, Cl A		225,813		9,676
Electronic Arts Inc		14,772		2,060
Fox Corp		75,102		2,075
John Wiley & Sons Inc, Cl A		1,114		37
Lions Gate Entertainment Corp, Cl B *		41,208		374
Meta Platforms Inc, Cl A		77,683		38,075
Netflix Inc *		3,406		2,053
New York Times Co/The, Cl A		17,499		775
Omnicom Group Inc		37,400		3,306
Shenandoah Telecommunications Co		16,923		316
Spotify Technology SA *		3,836		984
Trade Desk Inc/The, Cl A *		1,476		126
TripAdvisor Inc *		63,800		1,711
Verizon Communications Inc		221,341		8,858
Yelp Inc, Cl A *		30,898		1,188
Ziff Davis Inc *		33,694		2,317

				126,853
Consumer Discretionary — 13.5%
Abercrombie & Fitch Co, Cl A *		16,485		2,106
Adtalem Global Education Inc *		10,293		510
Amazon.com Inc *		118,084		20,873
AutoZone Inc *		1,649		4,957
Booking Holdings Inc *		2,386		8,277
Choice Hotels International Inc		5,525		618
Deckers Outdoor Corp *		9,331		8,357
Domino's Pizza Inc		9,459		4,241
DoorDash Inc, Cl A *		13,592		1,693
DR Horton Inc		21,748		3,250
DraftKings Inc, Cl A *		22,418		971
eBay Inc		28,638		1,354
Ethan Allen Interiors Inc		14,732		493
Ford Motor Co		126,033		1,568
Gap Inc/The		64,978		1,231
General Motors Co		274,105		11,233
Genuine Parts Co		4,446		664
G-III Apparel Group Ltd *		13,986		465
Goodyear Tire & Rubber Co/The *		133,610		1,587
Graham Holdings Co, Cl B		2,828		1,986
Grand Canyon Education Inc *		945		127
H&R Block Inc		119,381		5,844
Home Depot Inc/The		15,563		5,923
International Game Technology PLC		56,491		1,535
KB Home		42,228		2,805
Kohl's Corp		50,660		1,412
Lennar Corp, Cl A		17,495		2,773


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Lennar Corp, Cl B		10,615	$	1,564
Lululemon Athletica Inc *		11,880		5,549
M/I Homes Inc *		15,151		1,924
Marriott International Inc/MD, Cl A		3,185		796
McDonald's Corp		15,870		4,638
Meritage Homes Corp		5,763		909
Murphy USA Inc		427		178
NIKE Inc, Cl B		20,645		2,146
NVR Inc *		87		663
ODP Corp/The *		19,557		1,105
O'Reilly Automotive Inc *		5,921		6,439
PulteGroup Inc		47,819		5,183
PVH Corp		9,486		1,296
Ralph Lauren Corp, Cl A		12,434		2,312
Ross Stores Inc		2,108		314
Signet Jewelers Ltd		3,431		349
Starbucks Corp		6,357		603
Stride Inc *		14,292		854
Tapestry Inc		191,628		9,108
Taylor Morrison Home Corp, Cl A *		86,475		4,895
TJX Cos Inc/The		9,637		955
Toll Brothers Inc		81,492		9,342
Tractor Supply Co		3,344		850
Tri Pointe Homes Inc *		120,647		4,269
Ulta Beauty Inc *		7,171		3,934
Urban Outfitters Inc *		58,194		2,418
Williams-Sonoma Inc		6,882		1,621
Wingstop Inc		10,176		3,572
Yum! Brands Inc		30,934		4,282

				178,921
Consumer Staples — 7.2%
Altria Group Inc		262,143		10,724
Andersons Inc/The		18,430		1,019
Archer-Daniels-Midland Co		9,583		509
BellRing Brands Inc *		36,285		2,066
Brown-Forman Corp, Cl A		1,480		89
Bunge Global SA		48,003		4,530
Cal-Maine Foods Inc		21,580		1,241
Campbell Soup Co		4,916		210
Casey's General Stores Inc		984		300
Church & Dwight Co Inc		6,575		658
Coca-Cola Co/The		86,752		5,207
Colgate-Palmolive Co		65,322		5,652
Conagra Brands Inc		13,772		387
Costco Wholesale Corp		1,459		1,085
elf Beauty Inc *		16,208		3,380
Flowers Foods Inc		5,670		127
General Mills Inc		10,163		652
Ingles Markets Inc, Cl A		3,077		237
Ingredion Inc		40,392		4,751
Inter Parfums Inc		5,908		867
J M Smucker Co/The		3,043		366


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Keurig Dr Pepper Inc		7,207	$	216
Kraft Heinz Co/The		174,724		6,164
Kroger Co/The		132,016		6,549
Lamb Weston Holdings Inc		31,319		3,201
Molson Coors Beverage Co, Cl B		45,562		2,844
Mondelez International Inc, Cl A		52,568		3,841
Monster Beverage Corp *		8,824		522
PepsiCo Inc		23,812		3,937
Philip Morris International Inc		49,470		4,450
Primo Water Corp		9,888		160
Procter & Gamble Co/The		25,493		4,052
Sprouts Farmers Market Inc *		29,009		1,811
Walgreens Boots Alliance Inc		232,644		4,946
Walmart Inc		146,706		8,598

				95,348
Energy — 2.4%
Archrock Inc		46,197		844
California Resources Corp		33,385		1,742
Chevron Corp		4,799		729
CNX Resources Corp *		145,786		3,054
Coterra Energy Inc, Cl A		35,272		909
EQT Corp		25,773		957
Exxon Mobil Corp		27,045		2,827
Marathon Petroleum Corp		4,289		726
Oceaneering International Inc *		33,366		659
PBF Energy Inc, Cl A		58,134		2,715
Phillips 66		8,084		1,152
Scorpio Tankers Inc		13,975		938
Southwestern Energy Co *		261,622		1,824
TechnipFMC PLC		122,526		2,658
Valero Energy Corp		28,650		4,053
Weatherford International PLC *		23,642		2,426
Williams Cos Inc/The		101,611		3,652

				31,865
Financials — 11.5%
Affiliated Managers Group Inc		21,996		3,438
Affirm Holdings Inc, Cl A *		20,162		757
Aflac Inc		46,013		3,715
AGNC Investment Corp ^‡		327,569		3,132
Allstate Corp/The		14,274		2,277
Ally Financial Inc		171,042		6,327
American Financial Group Inc/OH		2,071		264
American International Group Inc		23,819		1,736
Apollo Global Management Inc		37,755		4,221
Arbor Realty Trust Inc ^‡		39,527		530
AvidXchange Holdings Inc *		49,115		653
Axis Capital Holdings Ltd		45,919		2,873
Bank of NT Butterfield & Son Ltd/The		28,668		857
Berkshire Hathaway Inc, Cl B *		2,368		969
BlackRock Inc, Cl A		1,391		1,129
Bread Financial Holdings Inc		28,747		1,100


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Brighthouse Financial Inc *		62,910	$	2,928
Capital One Financial Corp		68,510		9,428
Cboe Global Markets Inc		16,482		3,165
Citigroup Inc		141,417		7,847
Comerica Inc		20,363		1,006
Corebridge Financial Inc		53,767		1,335
Customers Bancorp Inc *		9,681		526
Donnelley Financial Solutions Inc *		21,182		1,368
Enstar Group Ltd *		1,975		608
Evercore Inc, Cl A		3,881		726
Federal Agricultural Mortgage Corp, Cl C		3,043		544
First Citizens BancShares Inc/NC, Cl A		4,006		6,305
Fiserv Inc *		27,260		4,069
Genworth Financial Inc, Cl A *		364,487		2,242
Jackson Financial Inc, Cl A		55,688		3,066
Janus Henderson Group PLC		17,408		542
Kinsale Capital Group Inc		4,784		2,469
Mastercard Inc, Cl A		15,016		7,129
MFA Financial Inc ^‡		76,815		862
MSCI Inc, Cl A		6,052		3,395
Navient Corp		62,661		1,019
Nelnet Inc, Cl A		425		37
NU Holdings Ltd/Cayman Islands, Cl A *		85,560		948
Popular Inc		83,012		6,946
Remitly Global Inc *		33,577		692
Rithm Capital Corp ^‡		284,070		3,079
Shift4 Payments Inc, Cl A *		17,069		1,403
SiriusPoint Ltd *		55,289		678
SLM Corp		148,076		3,084
Synchrony Financial		175,063		7,230
Travelers Cos Inc/The		4,150		917
UMB Financial Corp		15,423		1,259
Unum Group		116,035		5,738
Visa Inc, Cl A		34,821		9,842
W R Berkley Corp		5,956		498
Wells Fargo & Co		198,075		11,011
Western Union Co/The		292,637		3,924

				151,843
Health Care — 13.4%
Abbott Laboratories		4,976		590
AbbVie Inc		59,032		10,393
Amgen Inc		6,982		1,912
Amphastar Pharmaceuticals Inc *		9,370		436
Arvinas Inc *		16,791		772
Boston Scientific Corp *		38,845		2,572
Bristol-Myers Squibb Co		101,144		5,133
Cardinal Health Inc		108,628		12,164
Cencora Inc		60,403		14,231
Centene Corp *		74,473		5,841
Cigna Group/The		29,149		9,798
CVS Health Corp		91,226		6,784
DaVita Inc *		18,203		2,311


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Edwards Lifesciences Corp *		36,029	$	3,058
Eli Lilly & Co		17,366		13,088
Embecta Corp		25,149		359
Gilead Sciences Inc		84,370		6,083
HCA Healthcare Inc		10,494		3,271
Henry Schein Inc *		3,353		256
Hologic Inc *		45,175		3,334
Humana Inc		1,419		497
Intuitive Surgical Inc *		7,738		2,984
Jazz Pharmaceuticals PLC *		5,463		650
Johnson & Johnson		42,580		6,872
Laboratory Corp of America Holdings		8,297		1,791
McKesson Corp		22,063		11,504
Medpace Holdings Inc *		8,366		3,326
Merck & Co Inc		52,126		6,628
Merit Medical Systems Inc *		4,575		349
Mettler-Toledo International Inc *		3,296		4,111
Organon & Co		84,359		1,469
Pediatrix Medical Group Inc *		18,629		170
Penumbra Inc *		2,568		603
Pfizer Inc		61,874		1,643
Premier Inc, Cl A		1,437		30
Quest Diagnostics Inc		32,190		4,020
Regeneron Pharmaceuticals Inc *		215		208
Royalty Pharma PLC, Cl A		30,130		914
Stryker Corp		12,980		4,531
United Therapeutics Corp *		2,564		579
UnitedHealth Group Inc		10,665		5,264
Veeva Systems Inc, Cl A *		2,803		632
Vertex Pharmaceuticals Inc *		14,296		6,015
Viatris Inc		547,085		6,767
Waters Corp *		11,111		3,749

				177,692
Industrials — 9.8%
3M Co		55,645		5,126
ACCO Brands Corp		63,934		357
Allison Transmission Holdings Inc		27,357		2,061
American Airlines Group Inc *		374,450		5,871
AMETEK Inc		20,293		3,656
ArcBest Corp		7,677		1,097
Automatic Data Processing Inc		2,643		664
Boise Cascade Co		1,291		175
Booz Allen Hamilton Holding Corp, Cl A		8,721		1,288
Carlisle Cos Inc		1,498		524
CH Robinson Worldwide Inc		23,323		1,728
Cintas Corp		10,466		6,579
Copart Inc *		77,216		4,104
Costamare Inc		33,919		386
CSG Systems International Inc		951		52
Curtiss-Wright Corp		7,370		1,741
Dayforce Inc *		14,917		1,041
Deluxe Corp		31,932		620


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Donaldson Co Inc		3,777	$	270
Dover Corp		3,910		647
Eaton Corp PLC		3,042		879
EMCOR Group Inc		1,241		389
Encore Wire Corp		14,263		3,437
ExlService Holdings Inc *		20,689		644
Expeditors International of Washington Inc		4,393		525
Fastenal Co		65,329		4,770
FedEx Corp		12,450		3,100
Ferguson PLC		13,127		2,776
FTI Consulting Inc *		443		92
General Electric Co		27,133		4,257
Genpact Ltd		5,296		180
Graco Inc		41,541		3,791
Griffon Corp		5,037		360
Honeywell International Inc		3,052		607
Hubbell Inc, Cl B		673		256
IDEX Corp		2,203		520
Illinois Tool Works Inc		17,803		4,667
Landstar System Inc		805		153
Lockheed Martin Corp		2,019		865
ManpowerGroup Inc		9,616		694
MSC Industrial Direct Co Inc, Cl A		16,728		1,689
Mueller Industries Inc		5,136		264
Otis Worldwide Corp		9,845		938
Owens Corning		16,540		2,477
PACCAR Inc		9,392		1,041
Parker-Hannifin Corp		8,533		4,569
Paychex Inc		33,322		4,086
Pentair PLC		4,366		340
Republic Services Inc, Cl A		787		144
Robert Half Inc		37,050		2,979
Rollins Inc		77,468		3,414
Ryder System Inc		36,980		4,219
Saia Inc *		2,919		1,680
Science Applications International Corp		26,900		3,765
SkyWest Inc *		23,700		1,522
Snap-on Inc		15,396		4,244
Sterling Infrastructure Inc *		4,846		517
Trane Technologies PLC		12,567		3,543
United Parcel Service Inc, Cl B		3,096		459
Verisk Analytics Inc, Cl A		13,448		3,253
Waste Management Inc		3,880		798
Watts Water Technologies Inc, Cl A		3,875		790
Westinghouse Air Brake Technologies Corp		26,417		3,732
WW Grainger Inc		6,799		6,619
XPO Inc *		17,000		2,045

				130,076
Information Technology — 29.2%
Accenture PLC, Cl A		3,004		1,126
Adobe Inc *		10,652		5,968
Akamai Technologies Inc *		15,777		1,750


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Amdocs Ltd		56,391	$	5,143
Amphenol Corp, Cl A		29,398		3,211
Apple Inc		325,458		58,827
Applied Materials Inc		8,920		1,798
Arista Networks Inc *		14,916		4,140
Arrow Electronics Inc *		34,626		4,069
Autodesk Inc *		14,921		3,852
Avnet Inc		54,144		2,523
Badger Meter Inc		7,017		1,114
Broadcom Inc		16,584		21,567
Cadence Design Systems Inc *		32,333		9,842
Cisco Systems Inc		220,641		10,672
Cognizant Technology Solutions Corp, Cl A		53,235		4,207
CommScope Holding Co Inc *		111,515		130
Consensus Cloud Solutions Inc *		11,449		182
Crane NXT Co		28,095		1,641
Crowdstrike Holdings Inc, Cl A *		2,603		844
Dolby Laboratories Inc, Cl A		22,812		1,848
Dropbox Inc, Cl A *		291,743		6,987
DXC Technology Co *		137,012		2,995
Dynatrace Inc *		2,950		146
F5 Inc *		10,893		2,039
Fabrinet *		9,047		1,950
Fair Isaac Corp *		6,505		8,261
Fortinet Inc *		49,248		3,404
Gartner Inc *		11,531		5,368
Gen Digital Inc		149,841		3,220
GoDaddy Inc, Cl A *		6,409		732
Guidewire Software Inc *		27,800		3,318
Hewlett Packard Enterprise Co		141,675		2,158
HP Inc		190,769		5,404
HubSpot Inc *		5,918		3,662
Insight Enterprises Inc *		6,382		1,200
Intapp Inc *		4,863		191
Intel Corp		14,667		631
InterDigital Inc		17,212		1,842
International Business Machines Corp		63,153		11,685
Intuit Inc		1,867		1,238
Juniper Networks Inc		7,946		294
Keysight Technologies Inc *		19,699		3,040
KLA Corp		2,973		2,028
Manhattan Associates Inc *		36,062		9,136
Microsoft Corp		181,675		75,148
MongoDB Inc, Cl A *		873		391
Motorola Solutions Inc		3,118		1,030
NCR Voyix Corp *		92,840		1,356
NetApp Inc		104,734		9,334
NVIDIA Corp		33,888		26,809
Oracle Corp		67,312		7,517
Palo Alto Networks Inc *		9,304		2,889
Progress Software Corp		1,241		66
QUALCOMM Inc		25,055		3,953


Description	Shares		Market Value ($ Thousands)
COMMON STOCK^†^† (continued)
Salesforce Inc *		2,744	$	847
Sanmina Corp *		44,777		2,830
Skyworks Solutions Inc		53,063		5,567
Smartsheet Inc, Cl A *		6,912		292
Synopsys Inc *		3,057		1,754
Teradata Corp *		66,863		2,515
Teradyne Inc		14,701		1,523
Texas Instruments Inc		26,150		4,376
VeriSign Inc *		17,855		3,487
Vishay Intertechnology Inc		72,725		1,582
Vontier Corp		84,367		3,628
Zoom Video Communications Inc, Cl A *		50,373		3,563

				385,840
Materials — 1.1%
Avery Dennison Corp		2,434		527
Berry Global Group Inc		26,121		1,520
International Paper Co		143,239		5,065
NewMarket Corp		152		98
O-I Glass Inc, Cl I *		42,188		714
Packaging Corp of America		22,747		4,122
Reliance Inc		1,720		552
Silgan Holdings Inc		2,262		99
Sonoco Products Co		2,692		153
Warrior Met Coal Inc		18,183		1,036

				13,886
Real Estate — 0.2%
EastGroup Properties Inc ^‡		14,894		2,617


Utilities — 2.2%
Atmos Energy Corp		5,560		628
CenterPoint Energy Inc		15,010		413
Edison International		4,870		331
Entergy Corp		14,196		1,442
Exelon Corp		9,459		339
National Fuel Gas Co		53,913		2,628
NRG Energy Inc		42,526		2,352
PG&E Corp		92,967		1,552
PPL Corp		219,256		5,782
Sempra		28,999		2,047
Southern Co/The		27,759		1,867
Vistra Corp		168,981		9,216

				28,597
Total Common Stock
(Cost $995,855) ($ Thousands)				1,323,538

A list of open futures contracts held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 98.1%

Communication Services — 6.8%
AT&T Inc		409,200	$	6,928
Cogent Communications Holdings Inc		848		69
Comcast Corp, Cl A		208,314		8,926
Electronic Arts Inc		18,433		2,571
Fox Corp		113,057		3,293
IDT Corp, Cl B *		4,317		161
Netflix Inc *		1,348		813
New York Times Co/The, Cl A		17,721		785
Omnicom Group Inc		24,711		2,184
Ooma Inc *		5,631		57
Scholastic Corp		997		39
SK Telecom ADR (A)		86,124		1,886
Spok Holdings Inc		20,090		361
Spotify Technology SA *		9,540		2,446
TEGNA Inc		148,000		2,073
T-Mobile US Inc		14,851		2,425
Verizon Communications Inc		305,743		12,236

				47,253
Consumer Discretionary — 5.4%
AutoZone Inc *		1,200		3,607
Canadian Tire Corp Ltd, Cl A		23,900		2,433
eBay Inc		31,400		1,485
Genuine Parts Co		6,347		947
Graham Holdings Co, Cl B		148		104
Grand Canyon Education Inc *		9,242		1,246
H&R Block Inc		123,166		6,029
Honda Motor Co Ltd ADR		112,200		3,993
Murphy USA Inc		20,940		8,732
ODP Corp/The *		1,645		93
O'Reilly Automotive Inc *		574		624
Perdoceo Education Corp		9,396		167
Stride Inc *		2,552		153
Sturm Ruger & Co Inc		5,705		247
Texas Roadhouse Inc, Cl A		17,303		2,585
Toyota Motor Corp ADR (A)		12,200		2,935
Whirlpool Corp		19,700		2,116

				37,496
Consumer Staples — 16.4%
Altria Group Inc		199,422		8,158
Andersons Inc/The		6,533		361
Archer-Daniels-Midland Co		133,538		7,092
BellRing Brands Inc *		1,423		81
BJ's Wholesale Club Holdings Inc *		21,414		1,564
Boston Beer Co Inc/The, Cl A *		2,811		866
Calavo Growers Inc		6,476		187
Cal-Maine Foods Inc		7,544		434
Campbell Soup Co		87,396		3,727
Casey's General Stores Inc		3,463		1,054
Central Garden & Pet Co, Cl A *		4,934		186
Clorox Co/The		27,732		4,252


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Coca-Cola Consolidated Inc		437	$	367
Colgate-Palmolive Co		52,504		4,543
Conagra Brands Inc		170,032		4,775
Costco Wholesale Corp		5,374		3,998
Dole PLC		53,376		630
Dollar General Corp		1,703		248
Energizer Holdings Inc		10,477		299
Flowers Foods Inc		189,250		4,243
Fresh Del Monte Produce Inc		15,177		363
General Mills Inc		104,321		6,695
Herbalife Ltd *		6,259		55
Hershey Co/The		124		23
Hormel Foods Corp		2,441		86
Ingles Markets Inc, Cl A		6,891		531
Ingredion Inc		50,909		5,988
J & J Snack Foods Corp		2,371		344
John B Sanfilippo & Son Inc		4,625		474
Kellanova		130,716		7,209
Kimberly-Clark Corp		20,930		2,536
Kraft Heinz Co/The		198,800		7,014
Kroger Co/The		189,600		9,406
Lancaster Colony Corp		2,741		567
Medifast Inc		794		32
Molson Coors Beverage Co, Cl B		83,100		5,187
Mondelez International Inc, Cl A		7,117		520
Monster Beverage Corp *		13,790		815
National Beverage Corp *		823		43
Oil-Dri Corp of America		3,606		257
PepsiCo Inc		5,500		909
Pilgrim's Pride Corp *		39,237		1,249
Post Holdings Inc *		1,032		108
Procter & Gamble Co/The		29,176		4,637
Reynolds Consumer Products Inc		38,993		1,150
Seaboard Corp		145		477
Simply Good Foods Co/The *		3,039		108
SpartanNash Co		14,988		316
Sprouts Farmers Market Inc *		477		30
TreeHouse Foods Inc *		7,266		260
Tyson Foods Inc, Cl A		37,845		2,053
Universal Corp/VA		6,532		314
USANA Health Sciences Inc *		290		14
Vector Group Ltd		22,323		249
Village Super Market Inc, Cl A		11,491		314
Vita Coco Co Inc/The *		4,513		118
Vital Farms Inc *		21,047		378
Walmart Inc		93,858		5,501
WD-40 Co		251		67
Weis Markets Inc		4,190		272
WK Kellogg Co		36,404		533

				114,267
Energy — 3.8%
Chesapeake Energy Corp (A)		43,800		3,626


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Chevron Corp		51,400	$	7,813
CONSOL Energy Inc		1,209		104
Dorian LPG Ltd		511		19
DT Midstream Inc		42,100		2,426
Exxon Mobil Corp		88,200		9,219
Gulfport Energy Corp *		2,982		423
International Seaways Inc		418		22
Marathon Petroleum Corp		14,200		2,403
Teekay Corp *		21,768		165
Teekay Tankers Ltd, Cl A		5,095		279
Weatherford International PLC *		722		74

				26,573
Financials — 11.7%
AFC Gamma Inc ^‡		3,263		38
Aflac Inc		79,700		6,435
Allstate Corp/The		9,794		1,562
AMERISAFE Inc		667		35
Aon PLC, Cl A		1,354		428
AssetMark Financial Holdings Inc *		4,429		157
Banco Latinoamericano de Comercio Exterior SA, Cl E		8,242		231
Bank of New York Mellon Corp/The		133,200		7,471
Bankwell Financial Group Inc		844		22
Berkshire Hathaway Inc, Cl B *		8,700		3,562
Canadian Imperial Bank of Commerce		65,300		3,092
Cboe Global Markets Inc		18,662		3,583
Chicago Atlantic Real Estate Finance Inc ^‡		7,569		123
Corebridge Financial Inc		16,446		408
Diamond Hill Investment Group Inc		85		12
Donegal Group Inc, Cl A		8,171		114
Employers Holdings Inc		12,210		558
Everest Group Ltd		1,893		698
First Citizens BancShares Inc/NC, Cl A		30		47
Greenlight Capital Re Ltd, Cl A *		2,077		26
Hanover Insurance Group Inc/The		8,407		1,105
Hartford Financial Services Group Inc/The		85,700		8,214
Loblaw Cos Ltd		22,300		2,378
Loews Corp		51,900		3,899
LPL Financial Holdings Inc		9,489		2,542
Markel Group Inc *		424		633
MetLife Inc		18,000		1,255
Northeast Community Bancorp Inc		15,037		234
OceanFirst Financial Corp		73,400		1,116
Old Republic International Corp		137,100		3,970
Progressive Corp/The		12,760		2,419
Reinsurance Group of America Inc, Cl A		6,911		1,222
Safety Insurance Group Inc		3,578		294
Selective Insurance Group Inc		3,706		387
Sixth Street Specialty Lending Inc (A)		104,200		2,275
Skyward Specialty Insurance Group Inc *		6,562		240
Travelers Cos Inc/The		22,109		4,885
Universal Insurance Holdings Inc		11,771		238


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Unum Group		12,673	$	627
Virtu Financial Inc, Cl A		42,816		773
W R Berkley Corp		34,581		2,891
WaFd Inc		73,200		1,994
Western Union Co/The		611,034		8,194
White Mountains Insurance Group Ltd		110		194
Willis Towers Watson PLC		3,879		1,058

				81,639
Health Care — 19.2%
AbbVie Inc		30,205		5,318
ACADIA Pharmaceuticals Inc *		10,109		235
ADMA Biologics Inc *		34,296		184
Agilent Technologies Inc		11,798		1,621
Alkermes PLC *		16,284		483
Alpine Immune Sciences Inc *		1,759		62
Amgen Inc		28,186		7,718
Amneal Pharmaceuticals Inc *		22,408		124
Amphastar Pharmaceuticals Inc *		4,761		222
ANI Pharmaceuticals Inc *		3,078		208
Anika Therapeutics Inc *		14,096		342
Arcellx Inc *		1,878		124
Arcturus Therapeutics Holdings Inc *		4,422		171
Ardelyx Inc *		13,314		124
Avista Public Acquisition Corp II, Cl W *		18,536		108
Bristol-Myers Squibb Co		287,078		14,569
Bruker Corp		11,086		959
Cardinal Health Inc		34,000		3,807
Catalyst Pharmaceuticals Inc *		17,810		286
Cigna Group/The		14,454		4,859
Collegium Pharmaceutical Inc *		6,155		226
Cross Country Healthcare Inc *		702		13
CVS Health Corp		135,550		10,081
Deciphera Pharmaceuticals Inc *		4,201		70
Dynavax Technologies Corp, Cl A *		18,752		238
Elevance Health Inc		7,001		3,509
Embecta Corp		4,299		61
Exelixis Inc *		152,934		3,349
Fortrea Holdings Inc *		7,600		285
GE HealthCare Technologies Inc		2,124		194
Gilead Sciences Inc		127,548		9,196
Haemonetics Corp *		464		34
Halozyme Therapeutics Inc *		7,799		310
Harmony Biosciences Holdings Inc *		4,159		134
HealthEquity Inc *		971		80
HealthStream Inc		6,557		179
Hologic Inc *		30,277		2,234
Humana Inc		9,970		3,493
Ideaya Biosciences Inc *		566		25
Incyte Corp *		82,019		4,787
Innoviva Inc *		18,875		288
Intra-Cellular Therapies Inc *		3,433		239
iRadimed Corp		3,170		133


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ironwood Pharmaceuticals Inc, Cl A *		9,680	$	91
Jazz Pharmaceuticals PLC *		17,000		2,021
Johnson & Johnson		27,900		4,503
Kiniksa Pharmaceuticals Ltd, Cl A *		7,018		148
LeMaitre Vascular Inc		1,435		100
Ligand Pharmaceuticals Inc *		728		58
MacroGenics Inc *		2,857		51
McKesson Corp		11,900		6,205
Merck & Co Inc		91,512		11,636
Merrimack Pharmaceuticals Inc *		6,495		95
Mesa Laboratories Inc		1,146		125
MiMedx Group Inc *		23,166		189
Mirum Pharmaceuticals Inc *		4,456		128
Mural Oncology PLC *		1		—
Myriad Genetics Inc *		822		17
National HealthCare Corp		1,980		195
Neurocrine Biosciences Inc *		31,003		4,043
Option Care Health Inc *		6,126		198
OraSure Technologies Inc *		37,130		267
Organon & Co		28,260		492
Pacira BioSciences Inc *		1,072		32
Patterson Cos Inc		4,178		113
Pediatrix Medical Group Inc *		6,480		59
Pfizer Inc		145,111		3,854
Phibro Animal Health Corp, Cl A		17,906		232
Prestige Consumer Healthcare Inc *		2,927		204
Quest Diagnostics Inc		15,900		1,986
Quipt Home Medical *		2,797		12
Regeneron Pharmaceuticals Inc *		2,531		2,445
Semler Scientific Inc *		823		39
SIGA Technologies Inc		8,198		43
Supernus Pharmaceuticals Inc *		7,977		237
Tactile Systems Technology Inc *		5,257		80
TruBridge Inc *		1,222		11
UFP Technologies Inc *		976		203
United Therapeutics Corp *		19,693		4,444
UroGen Pharma Ltd *		1,796		33
Vanda Pharmaceuticals Inc *		36,445		163
Varex Imaging Corp *		1,505		26
Vertex Pharmaceuticals Inc *		4,956		2,085
Viatris Inc		291,836		3,610
Voyager Therapeutics Inc *		12,460		104
West Pharmaceutical Services Inc		7,358		2,637
Zymeworks Inc *		22,501		270
Zynex Inc *(A)		2,478		34

				134,200
Industrials — 12.3%
Allison Transmission Holdings Inc		89,700		6,757
Argan Inc		2,725		128
Barrett Business Services Inc		1,979		241
Booz Allen Hamilton Holding Corp, Cl A		20,185		2,982
Cadre Holdings Inc		2,567		92


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CH Robinson Worldwide Inc		4,009	$	297
Core & Main Inc, Cl A *		13,486		644
CSG Systems International Inc		87,200		4,758
Cummins Inc (A)		18,900		5,077
Curtiss-Wright Corp		602		142
Donaldson Co Inc		22,209		1,591
EMCOR Group Inc		18,654		5,848
Enerpac Tool Group Corp, Cl A		9,387		316
Ferguson PLC		20,217		4,275
FTI Consulting Inc *		1,213		251
General Dynamics Corp		10,350		2,828
Genpact Ltd		21,814		742
Golden Ocean Group Ltd		10,857		140
Huntington Ingalls Industries Inc		20,389		5,946
Huron Consulting Group Inc *		783		77
Hyster-Yale Materials Handling Inc		1,087		64
IBEX Holdings Ltd *		7,721		123
Insperity Inc		431		44
Kelly Services Inc, Cl A		884		22
Landstar System Inc		13,973		2,658
Leidos Holdings Inc		2,690		344
Lockheed Martin Corp		20,034		8,579
LSI Industries Inc		8,669		125
ManpowerGroup Inc		24,975		1,802
Maximus Inc		1,150		96
MSC Industrial Direct Co Inc, Cl A		437		44
Mueller Industries Inc		342		18
National Presto Industries Inc		4,428		342
Northrop Grumman Corp		12,345		5,691
Otis Worldwide Corp		3,113		297
PACCAR Inc		68,075		7,549
Pangaea Logistics Solutions Ltd		9,465		79
Republic Services Inc, Cl A		3,556		653
Rollins Inc		33,335		1,469
Schneider National Inc, Cl B		35,349		832
Science Applications International Corp		28,300		3,961
Snap-on Inc		16,700		4,603
Textron Inc		34,000		3,028
TrueBlue Inc *		4,314		51

				85,606
Information Technology — 13.6%
A10 Networks Inc		16,733		223
Adeia Inc		11,290		128
Amdocs Ltd		191,583		17,472
Appfolio Inc, Cl A *		2,079		503
Arrow Electronics Inc *		38,100		4,477
Avnet Inc		101,791		4,742
Box Inc, Cl A *		3,402		88
Canon Inc ADR		192,800		5,628
Cirrus Logic Inc *		1,084		99
Cisco Systems Inc		225,114		10,889
Cognizant Technology Solutions Corp, Cl A		57,629		4,554


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CommVault Systems Inc *		5,084	$	487
CoreCard *		1,830		23
Daktronics Inc *		14,249		124
Dell Technologies Inc, Cl C		38,100		3,607
Dolby Laboratories Inc, Cl A		2,376		192
F5 Inc *		772		144
Gartner Inc *		251		117
Gen Digital Inc		45,705		982
Hackett Group Inc/The		7,123		176
Hewlett Packard Enterprise Co		418,900		6,380
Insight Enterprises Inc *		28,700		5,396
InterDigital Inc		4,057		434
International Business Machines Corp		65,300		12,082
inTEST *		1,713		20
Juniper Networks Inc		108,900		4,033
Kimball Electronics Inc *		529		12
LiveRamp Holdings Inc *		3,649		128
Motorola Solutions Inc		2,706		894
NetApp Inc		39,300		3,502
NVE Corp		1,164		97
Open Text Corp		46,100		1,774
Oracle Corp		20,679		2,309
OSI Systems Inc *		157		21
QUALCOMM Inc		8,139		1,284
Qualys Inc *		366		63
Skyworks Solutions Inc		7,230		759
Squarespace Inc, Cl A *		1,814		60
Super Micro Computer Inc *		50		43
Teradata Corp *		24,443		920

				94,866
Materials — 4.3%
Arch Resources Inc		1,460		241
Axalta Coating Systems Ltd *		10,843		355
Berry Global Group Inc		74,855		4,357
Core Molding Technologies *		3,191		59
Graphic Packaging Holding Co		101,500		2,634
Innospec Inc		753		93
International Paper Co		52,200		1,846
NewMarket Corp		16,029		10,285
Packaging Corp of America		9,226		1,672
Reliance Inc		12,300		3,951
Silgan Holdings Inc		20,542		902
Sonoco Products Co		44,100		2,500
Southern Copper Corp		5,280		427
SSR Mining Inc		149,680		644

				29,966
Real Estate — 0.1%
Apartment Income REIT Corp ^‡		12,016		364
Equity Commonwealth *^‡		11,334		214
Forestar Group Inc *		2,174		73
Postal Realty Trust Inc, Cl A ^‡		10,005		143


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
RMR Group Inc/The, Cl A		11,011	$	270

				1,064
Utilities — 4.5%
ALLETE Inc		1,743		99
American Electric Power Co Inc		32,200		2,743
American States Water Co		4,558		325
Black Hills Corp		2,443		127
California Water Service Group		3,480		160
Clearway Energy Inc, Cl A		5,925		120
Consolidated Edison Inc		30,252		2,638
Consolidated Water Co Ltd		11,966		354
Entergy Corp		28,000		2,844
Evergy Inc		56,500		2,799
Genie Energy Ltd, Cl B		15,612		285
MGE Energy Inc		2,254		142
Middlesex Water Co		262		13
National Fuel Gas Co		87,801		4,279
New Jersey Resources Corp		930		39
Northwest Natural Holding Co		6,940		255
Northwestern Energy Group Inc		621		30
NRG Energy Inc		17,696		979
ONE Gas Inc		2,160		129
Otter Tail Corp		36,500		3,302
PPL Corp		79,700		2,102
Public Service Enterprise Group Inc		28,600		1,785
SJW Group		5,898		325
Southwest Gas Holdings Inc		244		16
Spire Inc		3,056		181
Vistra Corp		93,600		5,105

				31,176
Total Common Stock
(Cost $561,977) ($ Thousands)				684,106

AFFILIATED PARTNERSHIP — 1.9%
SEI Liquidity Fund, LP
5.370% **^†(B)		13,397,323		13,392


Total Affiliated Partnership
(Cost $13,400) ($ Thousands)				13,392



CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		11,619,412		11,619
Total Cash Equivalent
(Cost $11,619) ($ Thousands)				11,619
Total Investments in Securities — 101.7%
(Cost $586,996) ($ Thousands)			$	709,117

A list of the open futures contracts held by the Fund at February 29, 2024 is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 95.5%
Australia — 0.9%
ANZ Group Holdings Ltd		215,000	$	3,983
Fortescue Ltd		109,907		1,856
JB Hi-Fi Ltd		77,300		3,099
Origin Energy Ltd		122,230		715
Rio Tinto Ltd		116,367		9,379
				19,032

Austria — 0.2%
ANDRITZ AG		60,900		3,829
Oberbank AG		350		26
Telekom Austria AG, Cl A		38,558		306
UNIQA Insurance Group AG		93,487		819
				4,980

Belgium — 0.4%
Ageas SA/NV		123,495		5,239
Colruyt Group N.V		60,325		2,897
TINC Comm VA *		2,195		26
				8,162

Canada — 3.1%
AltaGas Ltd		180,900		3,880
Bank of Nova Scotia/The		56,900		2,761
BCE Inc		167,972		6,233
Canadian Imperial Bank of Commerce		113,400		5,369
Canadian Tire Corp Ltd, Cl A		47,800		4,867
Canadian Utilities Ltd, Cl A		12,400		279
Cogeco Communications Inc		58,200		2,563
Constellation Software Inc/Canada		100		279
Empire Co Ltd, Cl Common Subs. Receipt		219,200		5,558
Fairfax Financial Holdings Ltd		7,300		7,796
George Weston Ltd		9,700		1,271
Great-West Lifeco Inc, Cl Common Subs. Receipt (A)		172,100		5,304
Loblaw Cos Ltd		116,600		12,434
Metro Inc/CN, Cl A		52,000		2,817
Quebecor Inc, Cl B		116,400		2,724
Sun Life Financial Inc		500		27
Whitecap Resources Inc, Cl Common Subs. Receipt (A)		205,500		1,427
				65,589

China — 0.0%
CITIC Telecom International Holdings Ltd		872,000		332
Fountain SET Holdings Ltd *		174,279		9
Wilmar International Ltd		53,200		131
				472

Denmark — 1.3%
Carlsberg AS, Cl B		37,511		5,233
Danske Bank A/S		287,048		8,439
Novo Nordisk A/S, Cl B		109,256		13,001
Schouw & Co A/S		4,918		422
				27,095


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Finland — 0.3%
Elisa Oyj, Cl A		118,752	$	5,354
Kemira Oyj		19,168		345
				5,699

France — 2.6%
ABC arbitrage		10,682		42
Boiron SA		56		2
Bouygues SA		169,200		6,696
Carrefour SA		535,474		8,999
Danone SA		26,730		1,707
Dassault Systemes SE		15,170		709
Eiffage SA		24,805		2,702
Fountaine Pajot SA		344		44
Legrand SA		11,884		1,202
Orange SA		1,627,212		18,676
Societe BIC SA		77,200		5,580
TotalEnergies SE		133,400		8,516
				54,875

Germany — 0.7%
Allianz SE		12,800		3,516
Bayerische Motoren Werke AG		45,600		5,390
Deutsche Telekom AG		187,000		4,449
Heidelberg Materials AG		3,481		338
				13,693

Hong Kong — 1.2%
Bank of East Asia Ltd/The		16,792		21
Chinney Investments Ltd		88,000		10
CLP Holdings Ltd		163,180		1,360
Dah Sing Banking Group Ltd		55,711		35
Hang Lung Properties Ltd		127,000		137
HK Electric Investments & HK Electric Investments Ltd		1,372,500		841
HKT Trust & HKT Ltd		5,062,000		6,175
Jardine Matheson Holdings Ltd		60,000		2,515
Nissin Foods Co Ltd		12,716		8
PCCW Ltd		2,820,000		1,405
Power Assets Holdings Ltd		780,500		4,696
SmarTone Telecommunications Holdings Ltd		59,013		30
Sun Hung Kai Properties Ltd		239,000		2,410
Swire Pacific Ltd, Cl A		171,500		1,422
Transport International Holdings Ltd		13,200		15
VTech Holdings Ltd		62,233		360
WH Group Ltd		5,754,000		3,469
Yue Yuen Industrial Holdings Ltd		22		–
				24,909

Israel — 0.8%
Arad Ltd		2,800		49
Check Point Software Technologies Ltd *		58,691		9,415
FIBI Holdings Ltd		9,113		412
First International Bank Of Israel Ltd/The		56,645		2,444


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Isracard Ltd		1	$	–
Ituran Location and Control		2,631		69
Nice Ltd *		8,857		2,174
Radware Ltd *		59,034		1,048
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd		20,365		1,252
Tower Semiconductor *		5,872		193
				17,056

Italy — 1.1%
A2A SpA		2,477,500		4,504
Coca-Cola HBC AG		44,790		1,397
Eni SpA		891,800		13,750
Leonardo SpA		42,170		901
Orsero SpA		2,443		40
UniCredit SpA		31,182		1,043
UnipolSai Assicurazioni SpA		248,940		717
				22,352

Japan — 8.8%
Achilles Corp		2,300		24
Aeon Delight Co Ltd		7,900		180
AGC Inc		132,800		4,750
Ahjikan Co Ltd		5,308		42
Aica Kogyo Co Ltd		1,600		38
Aichi Electric Co Ltd		1,000		27
Aisin Corp		11,800		445
Alinco		8,300		58
Alleanza Holdings		4,900		35
Amano Corp		36,300		888
Anritsu Corp		262,500		2,257
Arcs Co Ltd		50,700		1,048
Artience		11,000		209
Asahi Co Ltd		24,900		219
Asante Inc		7,300		82
Autobacs Seven Co Ltd		83,600		936
Axial Retailing Inc		1,000		27
Belc Co Ltd		6,000		255
Bridgestone Corp		123,700		5,327
Brother Industries Ltd		291,700		4,891
Canon Electronics Inc		3,800		57
Canon Inc		242,100		7,080
Cawachi Ltd		26,200		485
Chubu Electric Power Co Inc		552,400		6,889
Chubu Shiryo Co Ltd		3,100		25
Chudenko		2,300		45
CI Takiron Corp		35,900		156
COLOPL Inc		9,500		36
Computer Engineering & Consulting Ltd		10,600		132
COMSYS Holdings Corp		26,000		574
Create Medic Co Ltd		2,784		18
Dai Nippon Toryo Co Ltd		4,300		33
Daisue Construction Co Ltd		3,400		37
Daiwa Securities Group Inc		370,000		2,724


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Doshisha Co Ltd		6,100	$	86
Earth Corp		12,000		339
Ebara Foods Industry Inc		1,600		31
Eiken Chemical Co Ltd		5,100		64
ENEOS Holdings Inc		1,100,600		4,753
ESTELLE Holdings Co Ltd		6,000		26
EXEO Group Inc		20,000		421
Ezaki Glico Co Ltd		48,500		1,448
Feed One Co Ltd		4,500		31
FJ Next Holdings Co Ltd		11,400		91
Focus Systems		3,900		29
France Bed Holdings Co Ltd		7,000		63
FTGroup Co Ltd		3,900		32
Fujicco Co Ltd		11,100		145
Fujiya Co Ltd		2,100		35
Gakken Holdings Co Ltd		39,100		255
Gakkyusha Co Ltd		6,100		86
H.U. Group Holdings Inc		10,400		179
Heiwado Co Ltd (A)		62,700		862
Hitachi Ltd		525		44
Hogy Medical		8,300		200
Hokkaido Coca-Cola Bottling		3,500		58
Hokkan Holdings Ltd		5,800		72
Hokuto Corp		24,700		297
Honda Motor Co Ltd		699,300		8,326
Horiba Ltd		31,900		3,113
House Foods Group Inc		64,200		1,348
Inaba Seisakusho		7,000		71
Inpex Corp		37,600		505
ITOCHU Corp		95,700		4,166
Itochu Enex Co Ltd		18,000		184
Itochu-Shokuhin Co Ltd		953		48
Itoham Yonekyu Holdings Inc		6,120		168
Japan Tobacco Inc		705,000		18,333
Jastec		3,900		36
JFE Holdings Inc		6,000		98
JM Holdings Co Ltd		4,300		75
J-Oil Mills Inc		17,600		230
JSP Corp		21,600		323
Kagome Co Ltd		3,000		69
Kaken Pharmaceutical Co Ltd		39,400		935
Kakiyasu Honten Co Ltd		7,000		125
Kameda Seika Co Ltd		1,800		53
Kansai Electric Power Co Inc/The		413,700		5,308
Kato Sangyo Co Ltd		12,700		411
Kenko Mayonnaise		3,400		48
Kewpie Corp		50,300		938
Key Coffee Inc		6,400		88
KFC Holdings Japan Ltd		3,400		96
Kitano Construction Corp		1,300		28
Kobe Electric Railway Co Ltd *		1,500		28
Kohnan Shoji Co Ltd		95,058		2,671


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Komeri Co Ltd		25,900	$	604
K's Holdings Corp		404,800		3,509
Kuriyama Holdings		3,800		29
Kyokuyo Co Ltd		4,800		114
Kyorin Pharmaceutical Co Ltd		24,100		287
LAC Co Ltd		6,600		35
Lawson Inc		30,700		2,103
Lion Corp		130,900		1,155
Maezawa Kasei Industries Co Ltd		2,400		27
Maruzen Co Ltd/Taito ward		1,000		18
Marvelous Inc		6,600		32
McDonald's Holdings Co Japan Ltd		33,000		1,537
Medipal Holdings Corp		5,200		79
Megmilk Snow Brand Co Ltd		63,600		956
MEIJI Holdings Co Ltd		91,500		2,064
Ministop Co Ltd		4,200		44
Miroku Jyoho Service Co Ltd		9,400		121
Mitsubishi Chemical Group Corp		95,000		545
Mitsubishi Shokuhin Co Ltd		7,400		266
Mitsui & Co Ltd		95,200		4,168
Mitsui DM Sugar Holdings Co Ltd		10,600		229
Miyoshi Oil & Fat Co Ltd		11,518		104
Mizuho Financial Group Inc		586,800		10,982
Mochida Pharmaceutical Co Ltd		7,200		157
Morinaga & Co Ltd/Japan		40,800		733
Morozoff Ltd		2,522		73
Nagase Brothers		2,000		28
Nagatanien Holdings		3,200		47
NH Foods Ltd		36,600		1,283
Nichirin Co Ltd		1,300		33
Nihon Chouzai Co Ltd		17,300		167
Nihon Denkei Co Ltd		2,500		38
Nihon Kohden Corp		2,700		75
Nikko Co Ltd/Hyogo		7,600		40
Nippn Corp		63,800		1,014
Nippon Air Conditioning Services Co Ltd		5,300		32
Nippon Beet Sugar Manufacturing Co Ltd		1,900		27
Nippon Carbon Co Ltd		5,000		174
Nippon Ceramic Co Ltd		1,800		33
Nippon Seisen Co Ltd		400		17
Nippon Telegraph & Telephone Corp		3,243,800		3,951
Nisshin Oillio Group Ltd/The		11,749		410
Nissin Foods Holdings Co Ltd		28,900		845
Nitto Fuji Flour Milling		700		25
Nittoc Construction Co Ltd		10,800		83
Noevir Holdings		4,800		167
Nomura Real Estate Holdings Inc		20,700		515
Oiles Corp		6,500		89
Okinawa Cellular Telephone Co		14,622		352
Okuwa Co Ltd		13,700		78
Osaki Electric Co Ltd		7,300		32
Otsuka Holdings Co Ltd		24,700		1,004


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
OUG Holdings Inc		2,682	$	47
Ozu Corp		2,400		27
Prima Meat Packers Ltd		27,800		421
Raito Kogyo Co Ltd		29,900		381
San-A Co Ltd, Cl A		35,000		1,077
Sanki Engineering Co Ltd		9,500		127
Sanyo Chemical Industries Ltd		13,200		375
Seiko Epson Corp		313,800		5,076
Senko Group Holdings Co Ltd		463,600		3,305
Showa Sangyo Co Ltd		31,700		735
SKY Perfect JSAT Holdings Inc		530,300		3,150
SoftBank Corp		617,500		8,138
Sojitz Corp		293,900		7,460
SRA Holdings		8,100		214
ST Corp		5,400		56
Step		4,400		60
Studio Alice Co Ltd		5,000		68
Sugi Holdings Co Ltd		10,500		165
Sundrug Co Ltd		74,800		2,335
Tachibana Eletech Co Ltd		2,300		49
Takamatsu Construction Group Co Ltd		11,900		226
Takasago International Corp		1,300		29
Tekken Corp		4,000		65
TOKAI Holdings Corp		91,400		622
Tokyo Individualized Educational Institute Inc		11,500		34
Tokyu Construction Co Ltd		29,500		164
Trend Micro Inc/Japan		119,900		5,949
Unicafe Inc		9,700		59
United Super Markets Holdings Inc		118,300		790
Uoriki Co Ltd		1,400		23
Valor Holdings Co Ltd		17,200		278
Vital KSK Holdings Inc		14,300		127
Wowow Inc		10,676		78
Yamaguchi Financial Group Inc		365,000		3,704
Yamaya Corp		2,100		47
Yaoko Co Ltd		21,900		1,260
Yasuda Logistics		2,900		23
Yellow Hat		8,900		116
Yondoshi Holdings Inc		13,500		171
Zaoh Co Ltd		2,000		34
Zenkoku Hosho Co Ltd		6,100		224
Zenrin Co Ltd		20,000		114
ZERIA Pharmaceutical Co Ltd		7,100		101
				185,532

Netherlands — 2.9%
Acomo NV		2,913		56
ASR Nederland NV		88,000		4,060
EXOR NV		12,700		1,372
Koninklijke Ahold Delhaize NV		921,910		27,455
Koninklijke KPN NV		2,045,247		7,487
NN Group NV		100,600		4,492


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Shell PLC		293,256	$	9,126
Wolters Kluwer NV		47,195		7,449
				61,497

New Zealand — 0.2%
Spark New Zealand Ltd		1,368,521		4,227

Norway — 0.9%
AMSC ASA		83,585		211
DNB Bank ASA		140,013		2,805
Orkla ASA		986,532		7,079
Sparebank 1 Oestlandet		16,398		193
SpareBank 1 SMN		54,734		746
SpareBank 1 Sorost-Norge		1,460		9
SpareBank 1 SR-Bank ASA		17,535		213
Sparebanken More		280		2
Sparebanken Vest		29,474		327
Storebrand, Cl A		65,120		582
Telenor ASA		609,329		6,680
Veidekke ASA		6,922		72
				18,919

Portugal — 0.2%
Jeronimo Martins SGPS SA		185,017		4,429
NOS SGPS SA		13,159		46
				4,475

Singapore — 1.4%
DBS Group Holdings Ltd		129,200		3,202
Great Eastern Holdings Ltd		4,800		64
Jardine Cycle & Carriage Ltd		248,000		4,694
Oversea-Chinese Banking Corp Ltd		1,018,900		9,836
Sheng Siong Group Ltd		1,456,233		1,679
Singapore Exchange Ltd		309,600		2,176
United Overseas Bank Ltd		355,100		7,381
				29,032

Spain — 1.0%
ACS Actividades de Construccion y Servicios SA		13,883		570
Aena SME SA		20,797		3,942
Cia de Distribucion Integral Logista Holdings SA		272,601		7,328
Ebro Foods SA		27,849		439
Iberdrola SA		504,320		5,796
Miquel y Costas & Miquel SA		2,889		36
Redeia Corp SA		150,080		2,387
				20,498

Sweden — 1.1%
Essity AB, Cl B		160,875		3,758
Industrivarden AB, Cl C		50,234		1,710
Svenska Handelsbanken AB, Cl A		492,100		5,888
Swedbank AB, Cl A		334,500		7,351
Volvo AB, Cl A		44,639		1,246


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Volvo AB, Cl B		138,481	$	3,815
				23,768

Switzerland — 2.3%
Basellandschaftliche Kantonalbank		120		116
Berner Kantonalbank AG		2,152		587
BKW AG		7,411		1,044
Cie Financiere Tradition SA		209		28
Emmi AG		586		599
Graubuendner Kantonalbank		61		123
Investis Holding SA		813		87
Kuehne + Nagel International AG		9,306		3,145
Logitech International SA		11,837		1,048
Novartis AG		299,345		30,422
PSP Swiss Property AG		8,997		1,149
Sandoz Group AG *		34,420		1,073
St Galler Kantonalbank AG		1,332		756
Swatch Group AG/The		17,014		782
Swisscom AG		12,039		6,910
Vaudoise Assurances Holding SA		76		39
Walliser Kantonalbank		687		87
Zug Estates Holding AG, Cl B		34		70
				48,065

United Kingdom — 4.9%
3i Group PLC		123,400		3,852
Aferian PLC, Cl A *		28,544		4
BAE Systems PLC		412,790		6,485
Balfour Beatty		1,071,100		4,598
British American Tobacco PLC		134,300		3,984
BT Group PLC, Cl A		1,226,045		1,620
Centrica PLC		2,151,683		3,425
CK Hutchison Holdings Ltd		2,017,000		10,241
Coca-Cola Europacific Partners PLC		120,107		8,243
Cranswick PLC		2,736		133
HSBC Holdings PLC		1,001,694		7,786
Imperial Brands PLC		380,300		8,200
J Sainsbury PLC		672,976		2,125
Kingfisher PLC		1,216,400		3,608
Odfjell Technology Ltd		214		1
RELX PLC		219,436		9,607
Sage Group PLC/The		635,459		10,004
Spirent Communications PLC		799,932		1,057
Tesco PLC		1,894,733		6,682
Unilever PLC		71,817		3,513
Vodafone Group PLC		8,742,925		7,644
				102,812

United States — 59.2%
AbbVie Inc		46,696		8,221
Aflac Inc		97,200		7,848
Allison Transmission Holdings Inc		162,700		12,256
Alphabet Inc, Cl A *		69,268		9,591
Alphabet Inc, Cl C *		32,444		4,535


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Altria Group Inc		364,627	$	14,917
Amazon.com Inc *		17,141		3,030
Amdocs Ltd		232,357		21,191
AMETEK Inc		36,481		6,573
Amgen Inc		61,483		16,836
Amphenol Corp, Cl A		23,253		2,540
Aon PLC, Cl A		2,455		776
Apple Inc		48,443		8,756
AptarGroup Inc		52,845		7,423
Archer-Daniels-Midland Co		100,900		5,359
Arrow Electronics Inc *		49,300		5,793
AT&T Inc		1,549,322		26,230
Automatic Data Processing Inc		14,029		3,523
AutoZone Inc *		1,808		5,435
Avnet Inc		64,600		3,010
Bank of New York Mellon Corp/The		344,527		19,325
Becton Dickinson & Co		3,268		770
Berkshire Hathaway Inc, Cl B *		32,905		13,471
Berry Global Group Inc		65,400		3,807
Blue Owl Capital Corp		384,100		5,792
Box Inc, Cl A *		63,474		1,637
Brady Corp, Cl A		1,028		60
Bristol-Myers Squibb Co		519,743		26,377
Bunge Global		63,499		5,992
CACI International Inc, Cl A *		3,678		1,379
Cadence Design Systems Inc *		21,253		6,469
Campbell Soup Co		94,051		4,010
Cardinal Health Inc		64,764		7,252
Casey's General Stores Inc		24,764		7,540
Cboe Global Markets Inc		59,878		11,497
Cencora Inc		31,090		7,325
Centene Corp *		77,553		6,082
Chemed Corp		11,161		6,988
Chevron Corp		58,800		8,938
Church & Dwight Co Inc		89,413		8,952
Cigna Group/The		27,978		9,405
Cintas Corp		11,968		7,523
Cirrus Logic Inc *		9,247		849
Cisco Systems Inc		650,273		31,454
Clorox Co/The		51,843		7,948
CME Group Inc, Cl A		11,863		2,614
Coca-Cola Co/The		113,830		6,832
Cognizant Technology Solutions Corp, Cl A		50,200		3,967
Colgate-Palmolive Co		147,552		12,766
Comcast Corp, Cl A		619,152		26,531
CommVault Systems Inc *		86,781		8,306
Conagra Brands Inc		269,440		7,566
Consolidated Edison Inc		26,382		2,301
Costco Wholesale Corp		16,684		12,411
CSG Systems International Inc		46,100		2,515
Cummins Inc		10,100		2,713
CVS Health Corp		308,615		22,952


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Deckers Outdoor Corp *		519	$	465
Dell Technologies Inc, Cl C		171,702		16,253
Dolby Laboratories Inc, Cl A		41,593		3,369
Domino's Pizza Inc		4,541		2,036
Dropbox Inc, Cl A *		55,165		1,321
DT Midstream Inc		28,882		1,664
eBay Inc		77,817		3,679
Ecolab Inc		33,900		7,622
Electronic Arts Inc		91,364		12,743
Eli Lilly & Co		1,094		825
Entergy Corp		45,400		4,611
Everest Group Ltd		21,908		8,081
Evergy Inc		85,100		4,216
Exelixis Inc *		34,497		755
Exxon Mobil Corp		111,800		11,685
F5 Inc *		38,357		7,181
Fair Isaac Corp *		1,585		2,013
FedEx Corp		25,423		6,330
Ferguson PLC		4,739		1,002
Ford Motor Co		233,500		2,905
Fox Corp		207,159		5,970
Gen Digital Inc		221,100		4,751
General Dynamics Corp		12,392		3,386
General Mills Inc		240,370		15,427
General Motors Co		67,700		2,774
Gilead Sciences Inc		303,019		21,848
Golub Capital BDC Inc		92,718		1,444
Graco Inc		58,119		5,304
Graham Holdings Co, Cl B		902		634
Grand Canyon Education Inc *		9,070		1,223
Graphic Packaging Holding Co		242,300		6,288
GSK PLC		683,526		14,392
Haleon PLC		827,165		3,468
Hartford Financial Services Group Inc/The		126,900		12,162
HealthStream Inc		2,335		64
Hershey Co/The		36,336		6,828
Hewlett Packard Enterprise Co		348,800		5,312
Holcim AG		14,178		1,161
Hologic Inc *		33,032		2,438
HP Inc		141,480		4,008
Humana Inc		1,611		564
Incyte Corp *		190,712		11,130
Ingredion Inc		47,894		5,634
International Business Machines Corp		207,662		38,424
Johnson & Johnson		96,387		15,555
Juniper Networks Inc		89,500		3,314
Kellanova		128,736		7,100
Kimberly-Clark Corp		152,825		18,518
Kraft Heinz Co/The		362,783		12,799
Kroger Co/The		309,900		15,374
Lockheed Martin Corp		48,353		20,707
Loews Corp		90,400		6,792


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Marsh & McLennan Cos Inc		42,564	$	8,609
Mastercard Inc, Cl A		1,573		747
McDonald's Corp		2,090		611
McKesson Corp		31,185		16,260
Medtronic PLC		27,201		2,267
Merck & Co Inc		134,600		17,114
Microsoft Corp		23,514		9,726
Molina Healthcare Inc *		6,265		2,468
Molson Coors Beverage Co, Cl B		224,620		14,021
Mondelez International Inc, Cl A		39,830		2,910
Moody's Corp		3,242		1,230
Motorola Solutions Inc		23,552		7,781
Murphy USA Inc		10,800		4,504
National Fuel Gas Co		98,400		4,796
Nestle SA		59,473		6,198
NetApp Inc		77,167		6,877
NetScout Systems Inc *		3,561		77
Neurocrine Biosciences Inc *		7,383		963
New Mountain Finance Corp		392		5
NewMarket Corp		21,498		13,795
Northrop Grumman Corp		22,019		10,151
NVIDIA Corp		2,748		2,174
NVR Inc *		10		76
Old Republic International Corp		157,400		4,558
Oracle Corp		32,300		3,607
O'Reilly Automotive Inc *		7,457		8,109
Organon & Co		30,990		540
PACCAR Inc		85,451		9,476
PepsiCo Inc		41,414		6,847
Pfizer Inc		230,600		6,125
Philip Morris International Inc		56,016		5,039
PNM Resources Inc		54,655		1,995
Procter & Gamble Co/The		109,187		17,354
Provident Financial Holdings Inc (A)		2,655		37
PTC Inc *		4,670		855
Regeneron Pharmaceuticals Inc *		1,946		1,880
Reliance		20,531		6,595
Republic Services Inc, Cl A		58,546		10,749
Roche Holding AG		42,732		11,372
Rollins Inc		19,611		864
Roper Technologies Inc		12,140		6,613
Royal Gold Inc (A)		30,794		3,160
RPM International Inc		36,999		4,268
Sanmina Corp *		72,800		4,601
Sanofi SA		117,098		11,137
Sherwin-Williams Co/The		6,506		2,160
Signify NV		60,700		1,628
Sonoco Products Co		51,900		2,942
Synopsys Inc *		9,506		5,454
Sysco Corp		12,013		973
TE Connectivity Ltd		1,051		151


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
TEGNA Inc		302,600	$	4,239
TJX Cos Inc/The		74,968		7,432
T-Mobile US Inc		49,975		8,161
United Therapeutics Corp *		5,964		1,346
VeriSign Inc *		44,441		8,679
Verizon Communications Inc		800,571		32,039
Vertex Pharmaceuticals Inc *		4,816		2,026
Viatris Inc		180,963		2,239
VICI Properties Inc, Cl A ^‡		96,157		2,878
Walmart Inc		319,119		18,704
Waste Management Inc		30,192		6,209
Western Union Co/The		420,100		5,634
Whirlpool Corp		22,200		2,384
Willis Towers Watson PLC		8,082		2,203
WK Kellogg		27,325		400
Yelp Inc, Cl A *		559		21
				1,246,751

Total Common Stock
(Cost $1,871,901) ($ Thousands)				2,009,490



PREFERRED STOCK — 0.5%
Germany — 0.5%
Bayerische Motoren Werke AG, 6.320%		11,304		1,239
Henkel AG & Co KGaA (B)		137,476		10,349
				11,588

Total Preferred Stock
(Cost $11,533) ($ Thousands)				11,588



AFFILIATED PARTNERSHIP — 0.4%
SEI Liquidity Fund, LP
5.370% **^†(C)		7,852,312		7,875


Total Affiliated Partnership
(Cost $7,854) ($ Thousands)				7,875



CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		26,853,964		26,854

Total Cash Equivalent
(Cost $26,854) ($ Thousands)				26,854


Total Investments in Securities — 97.7%
(Cost $1,918,142) ($ Thousands)			$	2,055,807

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 90.6%
Australia — 2.3%
Ampol Ltd		86,884	$	2,229
ANZ Group Holdings Ltd		221,241		4,099
Aristocrat Leisure Ltd		651,780		19,790
Audinate Group Ltd *		3,973		60
Aurelia Metals Ltd *		381,151		33
BHP Group Ltd		122,897		3,515
BlueScope Steel Ltd		1,720,433		25,587
Boral Ltd *		72,593		283
Brambles Ltd		1,815,834		17,819
CAR Group Ltd		44,033		1,054
Champion Iron Ltd		37,341		188
Cochlear Ltd		55,053		12,553
Collins Foods Ltd		4,861		35
Computershare Ltd		1,206,613		20,365
Deterra Royalties Ltd		265,239		857
Fortescue Ltd		66,008		1,114
Goodman Group ^‡		232,093		4,519
National Australia Bank Ltd		172,327		3,797
New Hope Corp Ltd		676,033		2,069
Northern Star Resources Ltd		336,044		2,823
Nufarm Ltd		36,310		136
Orica Ltd		123,060		1,371
Orora Ltd		1,022,459		1,784
Perseus Mining Ltd		699,078		799
Pro Medicus Ltd		33,774		2,283
Qantas Airways Ltd *		1,923,998		6,427
REA Group Ltd		1,829		231
Ridley Corp Ltd		27,537		43
Rio Tinto Ltd		445,000		35,867
Seven Group Holdings Ltd		111,147		2,787
South32 Ltd		1,120,823		2,153
Super Retail Group Ltd		199,887		2,123
Ventia Services Group Pty Ltd		469,045		1,158
Whitehaven Coal Ltd		1,133,263		5,106
				185,057

Austria — 0.2%
ANDRITZ AG		36,249		2,279
CA Immobilien Anlagen AG		55,391		1,780
Erste Group Bank AG		119,077		4,755
Palfinger AG		1,123		29
Raiffeisen Bank International AG		163,914		3,413
				12,256

Belgium — 0.2%
Anheuser-Busch InBev SA/NV		208,905		12,597
Colruyt Group N.V		33,026		1,586
KBC Group NV		11,805		829
Lotus Bakeries NV		126		1,186
				16,198

Brazil — 1.7%
Allos SA		213,400		1,054


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Ambev SA		10,789,400	$	27,426
Banco BTG Pactual SA		294,200		2,162
Banco do Brasil SA		4,582,000		53,459
BB Seguridade Participacoes SA		241,300		1,627
Cia de Saneamento Basico do Estado de Sao Paulo SABESP		58,900		937
Cia de Saneamento de Minas Gerais Copasa MG		34,800		145
Cia De Sanena Do Parana		242,800		1,262
CSN Mineracao SA		685,400		835
Gerdau SA ADR		1,205,252		5,195
NU Holdings Ltd/Cayman Islands, Cl A *		102,029		1,130
Telefonica Brasil SA		3,658,800		40,191
Vibra Energia SA		351,000		1,812
VTEX, Cl A *		11,399		95
Wheaton Precious Metals Corp		28,642		1,181
				138,511

Canada — 3.9%
Agnico Eagle Mines Ltd		108,378		5,201
Alamos Gold Inc, Cl A		159,092		1,878
Alimentation Couche-Tard Inc		32,675		2,028
Barrick Gold Corp		2,280,000		33,267
Boardwalk Real Estate Investment Trust ^‡		15,246		855
Boyd Group Services Inc		6,125		1,438
Brookfield Corp, Cl A		120,477		4,974
BRP Inc		277,080		18,300
Calfrac Well Services Ltd *		14,470		53
Cameco Corp		29,767		1,207
Canadian Imperial Bank of Commerce		18,606		881
Canfor Corp *		87,635		1,068
Cascades Inc		30,453		236
Celestica Inc *		210,372		8,946
CES Energy Solutions Corp		67,926		214
Cogeco Inc		1,976		84
Constellation Software (A)		2,560		–
Constellation Software Inc/Canada		2,063		5,747
Coveo Solutions Inc *		19,580		164
Crew Energy Inc *		20,600		68
Dollarama Inc		627,976		48,605
Dundee Precious Metals Inc		239,500		1,621
E-L Financial Corp Ltd, Cl L		100		76
Element Fleet Management Corp		133,941		2,237
Empire Co Ltd, Cl Common Subs. Receipt		78,700		1,995
Enghouse Systems Ltd		53,558		1,401
Fairfax Financial Holdings Ltd		4,750		5,073
Finning International Inc		76,400		2,004
FirstService Corp		13,488		2,221
George Weston Ltd		8,300		1,088
Gibson Energy Inc, Cl Common Subs. Receipt		101,577		1,681
Great-West Lifeco Inc, Cl Common Subs. Receipt (B)		124,288		3,830


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
iA Financial Corp Inc		80,723	$	5,009
Imperial Oil Ltd (B)		14,318		896
Intact Financial Corp, Cl Common Subs. Receipt		6,385		1,062
Keyera Corp		45,010		1,108
Kinaxis Inc *		12,700		1,317
Kinross Gold Corp		331,598		1,623
Leon's Furniture Ltd		3,400		56
Linamar Corp		3,600		176
Magna International Inc, Cl A (B)		472,319		26,041
Manulife Financial Corp, Cl Common Subs. Receipt		118,508		2,814
Martinrea International Inc		32,475		333
MEG Energy Corp, Cl Common Subs. Receipt *		324,121		6,942
Mullen Group Ltd		70,695		782
National Bank of Canada		364,066		28,433
North West Co Inc/The		10,429		310
NuVista Energy Ltd, Cl Common Subs. Receipt *		115,244		989
Onex Corp		46,421		3,459
Parkland Corp		56,553		1,810
Pason Systems Inc		91,465		933
Pembina Pipeline Corp		62,697		2,183
Polaris Renewable Energy Inc		2,300		20
Shopify Inc, Cl A *		58,132		4,444
Stella-Jones Inc		30,694		1,727
Sun Life Financial Inc		111,638		5,933
TC Energy Corp		74,975		2,967
Telesat Corp *		7,326		62
TFI International Inc		67,000		9,905
TMX Group Ltd		392,410		10,300
Toromont Industries Ltd		301,391		27,698
Trican Well Service Ltd		347,203		1,065
Whitecap Resources Inc, Cl Common Subs. Receipt (B)		122,539		851
Winpak Ltd		2,000		59
				309,748

China — 4.6%
AAC Technologies Holdings Inc		431,500		1,073
Agricultural Bank of China Ltd, Cl H		38,111,000		15,675
Alibaba Group Holding Ltd		3,918,200		36,485
Anker Innovations Technology Co Ltd, Cl A		88,200		1,002
Autohome Inc ADR		54,002		1,404
Baidu Inc, Cl A *		899,300		11,435
Bank of Communications Co Ltd, Cl H		229,000		150
Bosideng International Holdings Ltd		2,046,000		1,032
Brilliance China Automotive Holdings Ltd		13,564,000		7,883
BYD Co Ltd, Cl H		35,000		864
BYD Electronic International Co Ltd		250,500		947
C&D Property Management Group Co Ltd		77,998		33
China Coal Energy Co Ltd, Cl H		957,645		1,034


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
China Construction Bank Corp, Cl H		65,359,000	$	40,741
China Leon Inspection Holding Ltd		124,000		23
China Merchants Bank Co Ltd, Cl H		2,786,000		10,872
China Merchants Port Holdings Co Ltd		838,000		1,039
China Minsheng Banking Corp Ltd, Cl H		3,148,500		1,110
China Overseas Land & Investment Ltd		12,893,500		19,170
China Pacific Insurance Group Co Ltd, Cl H		197,686		377
China Sanjiang Fine Chemicals Co Ltd *		503,504		64
China Taiping Insurance Holdings Co Ltd		734,800		641
Chongqing Changan Automobile Co Ltd, Cl A		417,100		864
Chongqing Rural Commercial Bank Co Ltd, Cl H		1,629,968		658
CSPC Innovation Pharmaceutical Co Ltd, Cl A		226,100		1,076
Dong-E-E-Jiao Co Ltd, Cl E		173,266		1,399
Edvantage Group Holdings Ltd		263,211		92
FIH Mobile Ltd *		597,000		37
GF Securities Co Ltd, Cl H		6,700,600		7,224
Haier Smart Home Co Ltd, Cl H		7,977,000		24,352
Hangzhou Cogeneration Group Co Ltd, Cl A		740,900		2,317
Hello Group Inc ADR		45,030		297
Hisense Home Appliances Group Co Ltd, Cl H		145,810		462
HUTCHMED China Ltd *		271,000		838
HUTCHMED China Ltd ADR *(B)		1,061		16
Industrial & Commercial Bank of China Ltd, Cl H		13,453,000		6,942
Inner Mongolia Furui Medical Science Co Ltd, Cl A		146,300		895
Inner Mongolia Xingye Silver&Tin Mining Co Ltd, Cl A		710,600		895
Innovent Biologics Inc *		165,500		895
Jinan Acetate Chemical Co Ltd		31,090		952
Jinduicheng Molybdenum Co Ltd, Cl A		610,000		857
JOYY Inc ADR		113,942		3,589
Kuaishou Technology, Cl B *		118,400		673
Kunlun Energy Co Ltd		504,000		431
Kweichow Moutai Co Ltd, Cl A		12,100		2,851
Lee & Man Chemical Co Ltd		26,966		11
Lenovo Group Ltd		12,036,000		13,329
Li Auto Inc ADR *		25,320		1,162
Lonking Holdings Ltd		114,756		19
Luzhou Laojiao Co Ltd, Cl A		72,800		1,779
Midea Group Co Ltd, Cl A		111,500		971
MINISO Group Holding Ltd ADR		70,463		1,292
NetDragon Websoft Holdings Ltd		179,260		258
NetEase Inc		323,600		7,283
New Oriental Education & Technology Group Inc *		58,500		555
New Oriental Education & Technology Group Inc ADR *		11,464		1,072
Nongfu Spring Co Ltd, Cl H		716,600		4,064


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
OFILM Group Co Ltd, Cl A *		1,102,300	$	1,250
Pacific Securities Co Ltd/The/China, Cl A *		2,590,477		1,235
PDD Holdings Inc ADR *		56,026		6,978
PetroChina Co Ltd, Cl H		37,636,045		29,662
Sealand Securities Co Ltd, Cl A		2,396,000		1,186
Shanghai Allist Pharmaceuticals Co Ltd, Cl A *		133,336		793
Shanghai International Port Group Co Ltd, Cl A		1,721,000		1,299
Shenzhen SC New Energy Technology Corp, Cl A		94,900		854
Shijiazhuang Changshan BeiMing Technology Co Ltd, Cl A *		754,100		867
Sinopec Kantons Holdings Ltd		37,686		17
Sinotruk Hong Kong Ltd		147,500		390
SITC International Holdings Co Ltd		717,670		1,181
TAL Education Group ADR *		211,948		3,122
TCL Electronics Holdings Ltd		402,000		147
Tencent Holdings Ltd		822,400		29,119
Tianli International Holdings Ltd		292,000		175
Tonghua Golden-Horse Pharmaceutical Industry Co Ltd, Cl A *		391,400		837
Trip.com Group Ltd *		25,350		1,155
Vipshop Holdings Ltd ADR *		684,540		13,177
Weibo Corp ADR (B)		116,249		1,060
Weichai Power Co Ltd, Cl H		8,033,000		15,802
Xiaomi Corp, Cl B *		5,122,400		8,650
Xinfengming Group Co Ltd, Cl A *		475,355		907
Yangzijiang Shipbuilding Holdings Ltd		1,098,000		1,429
Zhejiang Akcome New Energy Technology Co Ltd *		3,175,100		936
Zhejiang Jingsheng Mechanical & Electrical Co Ltd, Cl A		127,100		654
				366,343

Czech Republic — 0.0%
Komercni Banka AS		19,737		689

Denmark — 2.8%
AP Moller - Maersk A/S, Cl B (B)		35,588		50,352
Coloplast A/S, Cl B		200,128		26,601
Danske Bank A/S		527,195		15,498
Demant A/S *		133,609		6,694
Genmab A/S *		17,615		4,936
Novo Nordisk A/S ADR		16		2
Novo Nordisk A/S, Cl B		767,914		91,381
Novozymes A/S, Cl B		16,662		940
Pandora A/S		137,649		22,241
ROCKWOOL A/S, Cl B		14,667		4,695
Sparekassen Sjaelland-Fyn A/S		1,153		37
				223,377

Finland — 1.2%
Cargotec Oyj, Cl B		7,061		478


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kone Oyj, Cl B		209,095	$	10,232
Nokia Oyj		21,430,920		75,592
Nokia Oyj ADR		1,366,922		4,825
Nordea Bank Abp		275,737		3,354
Wartsila OYJ Abp, Cl B (B)		234,294		3,624
				98,105

France — 7.7%
Accor SA		598,967		25,985
Air Liquide SA		112,385		22,852
Amundi SA		572,319		37,686
Cie de Saint-Gobain SA		40,066		3,087
Cie Generale des Etablissements Michelin SCA		1,166,569		43,161
Criteo SA ADR *		55,976		1,811
Danone SA		1,048,004		66,934
Dassault Aviation SA		253,390		50,152
Dassault Systemes SE		3,940		184
Eurazeo SE		11,422		965
Hermes International SCA		12,524		31,348
Ipsen SA		52,966		5,835
Kering SA		24,126		11,097
La Francaise des Jeux SAEM		17,601		737
Legrand SA		251,982		25,496
LVMH Moet Hennessy Louis Vuitton SE		62,925		57,390
Orange SA		713,038		8,184
Pernod Ricard SA		156,949		26,249
Publicis Groupe SA		105,938		11,210
Rexel SA		1,312,307		33,657
Sanofi SA		796,022		75,709
Societe BIC SA		415,000		29,999
Sodexo SA		192,911		15,385
Teleperformance SE		200,260		24,824
Vinci SA		30,649		3,927
Wavestone		1,906		116
				613,980

Germany — 6.4%
adidas AG		101,079		20,468
BASF SE		834,355		42,504
Bayer AG		1,533,650		46,619
Beiersdorf AG		5,295		759
Continental AG		680,000		54,512
Covestro AG *		1,088,895		59,271
Daimler Truck Holding AG		966,789		39,526
Deutsche Bank AG		204,735		2,739
Deutsche Boerse AG		38,542		8,075
Duerr AG		13,532		299
E.ON SE		213,524		2,729
Evotec SE *		43,579		643
Fresenius Medical Care AG		632,891		24,231
FUCHS SE *		6,556		229
Heidelberg Materials AG		248,463		24,118
HOCHTIEF AG		53,857		6,388


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Infineon Technologies AG		14,309	$	512
Knorr-Bremse AG		180,423		12,628
Krones AG		2,291		283
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		11,469		5,342
Nemetschek SE		34,095		3,253
Rational AG		5,630		4,630
SAP SE		611,178		114,340
Scout24 SE		331,484		24,106
Siemens AG		38,645		7,650
Siemens Healthineers AG		26,569		1,596
Talanx AG		18,216		1,301
Traton SE		95,155		2,521
				511,272

Greece — 0.1%
Eurobank Ergasias Services and Holdings SA *		586,769		1,214
HELLENIQ ENERGY HOLDINGS S.A.		3,679		33
JUMBO SA		59,396		1,738
Motor Oil Hellas Corinth Refineries SA		6,412		183
National Bank of Greece SA *		296,825		2,327
StealthGas Inc *		1,595		10
				5,505

Hong Kong — 0.9%
AIA Group Ltd		2,690,400		21,856
ASMPT Ltd		55,000		674
Bank of East Asia Ltd/The		20,516		26
Chaoda Modern Agriculture Holdings Ltd *		52,790		–
Comba Telecom Systems Holdings Ltd		658,000		50
GigaCloud Technology Inc, Cl A *(B)		17,909		671
Orient Overseas International Ltd		290,003		4,508
Perennial Energy Holdings Ltd		226,998		27
Pou Sheng International Holdings Ltd		348,000		25
Swire Pacific Ltd, Cl A		4,900,000		40,621
				68,458

Hungary — 0.3%
MOL Hungarian Oil & Gas PLC		86,492		688
OTP Bank Nyrt		471,316		22,588
				23,276

India — 1.7%
Adani Power Ltd *		182,285		1,209
Ahluwalia Contracts India Ltd		4,490		64
Alembic Pharmaceuticals Ltd		9,543		117
Alkem Laboratories Ltd		14,854		919
Angel One Ltd		41,303		1,386
Aurobindo Pharma Ltd		104,164		1,292
Bharat Petroleum Corp Ltd		752,692		5,482
Birlasoft Ltd		147,574		1,381
BSE Ltd		38,811		1,108
Canara Bank		92,326		629
Caplin Point Laboratories Ltd		9,128		163


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Castrol India Ltd		2,393	$	6
Central Depository Services India Ltd		54,584		1,262
Chennai Petroleum Corp Ltd		85,660		913
Coal India Ltd		3,955,162		20,831
Colgate-Palmolive India Ltd		110,895		3,379
DB Corp Ltd		11,535		41
DCM Shriram Industries Ltd		22,329		52
Dr Reddy's Laboratories Ltd		60,029		4,651
GAIL India Ltd		333,226		733
Gillette India Ltd		879		69
GlaxoSmithKline Pharmaceuticals Ltd		47,644		1,249
Great Eastern Shipping Co Ltd/The		92,870		1,127
Gujarat Industries Power Co Ltd		143,345		317
Gujarat Pipavav Port Ltd		67,701		171
Gujarat State Petronet Ltd		47,871		213
HCL Technologies Ltd		54,739		1,099
HDFC Bank Ltd ADR		591,522		31,647
Hindustan Aeronautics Ltd		77,398		2,879
ICICI Bank Ltd		290,746		3,690
IIFL Securities Ltd		31,588		56
Indiabulls Housing Finance Ltd		123,727		282
Indian Bank		66,083		419
Indian Metals & Ferro Alloys Ltd		27,129		199
Indian Oil Corp Ltd		4,014,162		8,015
Indraprastha Medical Corp Ltd		21,728		47
ITD Cementation India Ltd		67,623		269
J Kumar Infraprojects Ltd		9,170		71
Jindal Saw Ltd		144,577		832
JK Tyre & Industries Ltd		160,992		1,011
Jyothy Labs Ltd		60,170		335
Karnataka Bank Ltd/The		28,881		79
Karur Vysya Bank Ltd/The		790,880		1,751
Kolte-Patil Developers Ltd		2,484		14
Kotak Mahindra Bank Ltd		100,420		2,046
L&T Finance Holdings Ltd		195,056		393
Larsen & Toubro Ltd		24,295		1,019
Lincoln Pharmaceuticals Ltd		6,086		50
Mahanagar Gas Ltd		38,974		698
MakeMyTrip Ltd *		21,410		1,321
Manappuram Finance Ltd		640,137		1,360
Mangalore Refinery & Petrochemicals Ltd		726,610		1,996
Natco Pharma Ltd		51,503		618
Nestle India Ltd		79,659		2,494
Neuland Laboratories Ltd		1,477		128
Oil & Natural Gas Corp Ltd		1,352,318		4,316
Oil India Ltd		99,481		656
Oracle Financial Services Software Ltd		12,816		1,186
Power Finance Corp Ltd		541,436		2,617
Prakash Industries Ltd *		68,653		143
Rategain Travel Technologies Ltd, Cl A *		73,011		715
REC Ltd		443,820		2,366
Shanthi Gears Ltd		17,918		112


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SP Apparels Ltd		5,752	$	42
State Bank of India		328,656		2,965
Styrenix Performance Materials Ltd		5,125		89
Ujjivan Financial Services Ltd		49,122		325
Varun Beverages Ltd		177,497		3,015
Welspun Living Ltd		103,062		192
WNS Holdings Ltd ADR *		11,264		650
Wonderla Holidays Ltd		60,863		693
Zensar Technologies Ltd		23,142		153
				133,817

Indonesia — 0.2%
ABM Investama Tbk PT		129,467		29
Adaro Energy Indonesia Tbk PT		10,388,420		1,600
Astra Agro Lestari Tbk PT		87,500		37
Bank Central Asia Tbk PT		2,743,100		1,724
Barito Pacific Tbk PT		13,648,600		847
Chandra Asri Pacific Tbk PT		2,845,100		829
Delta Dunia Makmur Tbk PT		1,462,400		31
Elnusa Tbk PT		3,901,400		101
Hanjaya Mandala Sampoerna Tbk PT		4,497,851		248
Hexindo Adiperkasa Tbk PT		68,800		26
Panin Financial Tbk PT *		3,468,300		57
Prima Andalan Mandiri Tbk PT		168,379		62
Surya Semesta Internusa Tbk PT *		3,555,500		128
Triputra Agro Persada PT		2,698,127		93
United Tractors Tbk PT		3,909,975		5,853
				11,665

Ireland — 2.6%
Accenture PLC, Cl A		117,590		44,070
AerCap Holdings NV *		18,878		1,457
AIB Group PLC		6,500,000		30,148
Aon PLC, Cl A		148,524		46,932
Bank of Ireland Group PLC		2,064,048		17,990
CRH PLC		6,030		508
Experian PLC		880,985		37,722
James Hardie Industries PLC *		731,157		28,923
				207,750

Israel — 1.3%
Camtek Ltd/Israel *		18,651		1,484
Check Point Software Technologies Ltd *		359,139		57,613
CyberArk Software Ltd *		21,060		5,555
Isracard Ltd		18		–
Monday.com Ltd *		57,267		12,771
Nova Ltd *		11,455		1,987
Wix.com Ltd *		163,637		22,939
				102,349

Italy — 0.8%
A2A SpA		878,996		1,598
Banca IFIS SpA		11,515		209
Banca Mediolanum SpA		165,520		1,783
Banca Popolare di Sondrio SPA		160,582		1,202


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BPER Banca		255,405	$	1,024
Brunello Cucinelli SpA		24,081		2,893
Buzzi SpA		10,341		350
Coca-Cola HBC AG		20,762		647
d'Amico International Shipping SA		4,250		29
Danieli & C Officine Meccaniche SpA		5,930		147
Enel SpA		3,203,732		20,396
Ferrari NV		11,731		4,950
Intesa Sanpaolo SpA		2,811,132		8,937
Leonardo SpA		449,404		9,607
Recordati Industria Chimica e Farmaceutica SpA		17,225		965
Saipem SpA *		814,382		1,481
Sanlorenzo SpA/Ameglia		1,602		72
Telecom Italia SpA/Milano *		1,856,022		559
Terna - Rete Elettrica Nazionale		121,842		955
UniCredit SpA		171,933		5,751
				63,555

Japan — 9.4%
A&D HOLON Holdings Co Ltd		3,400		55
ABC-Mart Inc		77,200		1,323
Adastria Co Ltd		27,800		633
Ad-sol Nissin Corp		1,900		21
Advance Residence Investment Corp ^‡		809		1,654
AEON Financial Service Co Ltd		108,600		948
Ai Holdings Corp		24,700		391
Aica Kogyo Co Ltd		3,100		74
Aisan Industry Co Ltd		22,900		239
Alfresa Holdings Corp		12,400		185
Alpha Systems Inc		1,300		29
AlphaPolis Co Ltd *		1,600		22
Alps Logistics Co Ltd		5,800		92
Amano Corp		3,100		76
Anest Iwata Corp		8,300		76
Anritsu Corp		119,800		1,030
AOKI Holdings Inc		21,400		160
Artner Co Ltd		6,300		106
Asahi Group Holdings Ltd		137,100		4,702
ASAHI YUKIZAI CORP		3,100		89
Ateam Inc		20,100		77
Atrae Inc *		19,300		65
Avant Group Corp		13,200		121
Avex Inc		6,500		57
Awa Bank Ltd/The		12,300		222
Axell Corp		17,000		229
Axial Retailing Inc		500		13
Azbil Corp		71,000		2,083
Bandai Namco Holdings Inc		68,300		1,320
Bank of Iwate Ltd/The		5,400		95
Bank of Saga Ltd/The		1,800		25
baudroie inc *		3,200		72
Bewith Inc		7,200		92


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
BIPROGY Inc		96,000	$	2,972
Brother Industries Ltd		2,295,800		38,493
Business Brain Showa-Ota Inc		2,400		37
Business Engineering Corp		4,100		111
Capcom Co Ltd		172,460		6,947
Carlit Holdings Co Ltd		19,600		134
Cellebrite DI Ltd *		5,934		71
Central Japan Railway Co		215,200		5,419
Central Security Patrols Co Ltd		8,200		139
Chino Corp		2,200		36
Chiyoda Integre Co Ltd		1,400		24
Chori Co Ltd		1,200		26
Chugai Pharmaceutical Co Ltd		185,100		7,420
COLOPL Inc		137,300		522
Comforia Residential REIT Inc ^‡		489		937
COMSYS Holdings Corp		56,700		1,252
Comture Corp		16,300		198
Creek & River Co Ltd		5,300		68
CTS Co Ltd		4,400		22
Cube System Inc		2,800		21
Daihatsu Diesel Manufacturing Co Ltd		22,200		228
Daiichi Jitsugyo Co Ltd		1,500		20
Dai-ichi Life Holdings Inc		83,800		1,908
Daiichi Sankyo Co Ltd		115,200		3,828
Dainichiseika Color & Chemicals Manufacturing Co Ltd		6,200		112
Daisue Construction Co Ltd		3,500		38
Daiwa Industries Ltd		2,700		26
Daiwa Securities Group Inc		1,346,500		9,914
Digital Arts Inc		10,800		320
Digital Information Technologies Corp		2,400		30
Direct Marketing MiX Inc		18,100		38
Disco Corp		2,200		709
Doshisha Co Ltd		1,200		17
Dowa Holdings Co Ltd		54,200		1,894
East Japan Railway Co		47,700		2,825
Ehime Bank Ltd/The		6,800		51
Eiken Chemical Co Ltd		34,900		440
Eisai Co Ltd		20,600		861
Elecom Co Ltd		47,500		508
Elematec Corp		2,100		27
en Japan Inc		17,000		286
ERI Holdings Co Ltd		3,900		49
Fabrica Communications Co Ltd		2,600		32
Fast Retailing Co Ltd		45,100		13,036
Fibergate Inc/Japan		3,500		24
Foster Electric Co Ltd		8,100		65
Fuji Corp/Aichi		7,700		133
Fuji Kosan Co Ltd		5,100		73
Fuji Oil Co Ltd		19,400		45
Fujimori Kogyo Co Ltd		1,500		39
Fujitsu Ltd		139,800		21,843


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fukui Computer Holdings Inc		3,300	$	58
Fukuoka Financial Group Inc		432,400		11,221
Fukushima Galilei Co Ltd		2,800		107
Futaba Industrial Co Ltd		11,700		84
Future Corp		16,000		180
Gakken Holdings Co Ltd		18,400		120
Gakujo Co Ltd		5,500		67
Glory Ltd		9,100		177
Greens Co Ltd		2,100		29
GS Yuasa Corp		49,500		931
GungHo Online Entertainment Inc		128,800		1,870
Hakuhodo DY Holdings Inc		38,900		362
Hibiya Engineering Ltd		2,300		39
Hioki EE Corp		3,300		149
Hisamitsu Pharmaceutical Co Inc		31,900		826
Hochiki Corp		2,200		33
Hodogaya Chemical Co Ltd		1,000		25
Hokkaido Gas Co Ltd		1,700		25
Horiba Ltd		7,500		732
Hosokawa Micron Corp		3,800		120
Hoya Corp		212,500		27,665
Hyakujushi Bank Ltd/The		13,000		244
Ichikoh Industries Ltd		29,600		109
Icom Inc		1,400		32
Idemitsu Kosan Co Ltd		131,300		832
IG Port Inc		1,500		58
I'll Inc		3,100		80
Inpex Corp		60,800		817
Invincible Investment Corp ^‡		4,895		2,011
I-PEX Inc		6,700		81
ISB Corp		4,900		45
ITmedia Inc		9,800		128
Iwaki Co Ltd		3,900		68
Japan Electronic Materials Corp		14,900		251
Japan Exchange Group Inc		107,800		2,819
Japan Lifeline Co Ltd		48,300		422
Japan Medical Dynamic Marketing Inc		20,000		96
Japan Post Holdings Co Ltd		97,200		939
Japan Post Insurance Co Ltd		200,200		3,694
Japan Transcity Corp		6,000		25
JK Holdings Co Ltd		3,500		24
Justsystems Corp		8,600		154
Kaga Electronics Co Ltd		4,100		182
Kajima Corp		41,900		778
Kakaku.com Inc		67,500		775
Kanaden Corp		3,400		36
Kansai Electric Power Co Inc/The		210,600		2,702
Kansai Paint Co Ltd		140,600		2,038
Kao Corp		400,400		15,238
Kato Works Co Ltd		4,600		45
KAWADA TECHNOLOGIES Inc		2,700		162
KDDI Corp		221,300		6,733


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
KDX Realty Investment Corp ^‡		920	$	921
Keio Corp		72,700		2,042
Kewpie Corp		92,700		1,728
Keyence Corp		59,700		27,937
Kimura Unity Co Ltd		4,900		54
Kirin Holdings Co Ltd		89,200		1,242
Kitz Corp		10,200		86
Koa Shoji Holdings Co Ltd		5,200		26
Koatsu Gas Kogyo Co Ltd		5,100		29
Komatsu Ltd		1,527,500		44,354
Komatsu Wall Industry Co Ltd		1,400		32
Kondotec Inc		3,600		32
Konica Minolta Inc *		266,200		878
Konishi Co Ltd		4,000		39
Konoike Transport Co Ltd		4,400		55
Kotobuki Spirits Co Ltd		114,400		1,529
Kubota Corp		248,300		3,640
Kyodo Printing Co Ltd		1,700		36
Kyoritsu Maintenance Co Ltd		38,300		1,618
Kyushu Leasing Service Co Ltd		5,100		53
LAC Co Ltd		6,400		34
Lawson Inc		11,400		781
LIFULL Co Ltd		47,500		54
LIKE Inc		2,900		31
LY Corp		338,900		935
M3 Inc		1,928,600		27,659
Macnica Holdings Inc		57,400		3,167
Maezawa Industries Inc		3,800		26
Makita Corp		567,300		14,809
MarkLines Co Ltd		3,400		74
Maruzen Showa Unyu Co Ltd		1,200		36
Matching Service Japan Co Ltd		10,500		87
Maxell Ltd		36,600		380
Mazda Motor Corp		583,200		6,850
MCJ Co Ltd		12,300		112
Medical System Network Co Ltd, Cl A		5,800		25
Medipal Holdings Corp		5,800		88
Megachips Corp		13,300		371
Meidensha Corp		8,900		158
Meisei Industrial Co Ltd		17,100		142
Members Co Ltd		3,100		18
Micronics Japan Co Ltd		25,300		1,271
MIMAKI ENGINEERING CO LTD		10,100		71
Mimasu Semiconductor Industry Co Ltd		12,800		272
MINEBEA MITSUMI Inc		1,153,700		23,857
Miroku Jyoho Service Co Ltd		11,800		151
Mitani Sangyo Co Ltd		10,700		28
Mitsuba Corp		17,900		174
Mitsubishi Kakoki Kaisha Ltd		1,800		47
Mitsubishi Logisnext Co Ltd		4,100		45
Mitsubishi Shokuhin Co Ltd		3,900		140
Mitsubishi UFJ Financial Group Inc		322,100		3,318


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mitsui Fudosan Logistics Park Inc ^‡		316	$	896
Miura Co Ltd		19,300		411
MIXI Inc		258,600		4,266
Moriroku Holdings Co Ltd		5,600		101
Morita Holdings Corp		3,800		40
MS&AD Insurance Group Holdings Inc		18,300		906
NEC Corp		227,500		15,337
NEOJAPAN Inc		12,800		97
NET One Systems Co Ltd		16,100		280
Nice Corp		2,600		27
Nichias Corp		2,200		58
Nichirei Corp		68,700		1,724
Nihon Chouzai Co Ltd		5,600		54
Nihon Denkei Co Ltd		4,400		66
Nihon Kohden Corp		7,100		197
Nihon Trim Co Ltd		2,800		68
Nikon Corp		4,000,000		39,567
Nintendo Co Ltd		31,200		1,751
Nippon Ceramic Co Ltd		4,100		74
Nippon Concept Corp		1,900		25
Nippon Dry-Chemical Co Ltd		200		4
Nippon Paint Holdings Co Ltd		135,200		1,003
Nippon Shinyaku Co Ltd		30,900		985
Nippon Steel Corp		97,900		2,430
Nippon Thompson Co Ltd		41,300		180
Nissan Motor Co Ltd		1,716,500		6,753
Nissan Tokyo Sales Holdings Co Ltd		86,600		308
Nissei ASB Machine Co Ltd		2,000		61
Nissin Corp		2,100		40
Nissin Foods Holdings Co Ltd		156,700		4,583
Nisso Holdings Co Ltd		8,500		47
Niterra Co Ltd		73,900		2,242
Nitto Kogyo Corp		6,000		184
Nitto Kohki Co Ltd		2,900		38
Nitto Seiko Co Ltd		16,700		67
Nomura Real Estate Holdings Inc		42,300		1,052
Noritz Corp		7,900		89
NS Solutions Corp		8,600		288
NSD Co Ltd		6,800		130
OBIC Business Consultants Co Ltd		27,500		1,314
Obic Co Ltd		40,600		6,354
Ohba Co Ltd		4,100		27
OIE Sangyo Co Ltd		2,000		23
Okabe Co Ltd		6,100		31
Okamoto Industries Inc		800		26
Okamura Corp		11,400		167
Okura Industrial Co Ltd		3,100		67
Olympus Corp		694,500		9,893
Optim Corp *		26,600		205
Optorun Co Ltd		19,600		266
Oracle Corp Japan		47,700		3,655
Oro Co Ltd		5,200		96


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Otsuka Corp		83,400	$	3,667
Otsuka Holdings Co Ltd		222,400		9,037
PAL GROUP Holdings Co Ltd		9,800		149
Park24 Co Ltd *		75,400		896
Pasco Corp		2,300		29
PCA Corp		2,600		29
Persol Holdings Co Ltd		565,800		818
Pickles Holdings Co Ltd		3,100		25
Pigeon Corp		398,200		4,060
Pilot Corp		700		19
PR Times Corp *		7,200		95
Prestige International Inc		7,800		33
Pronexus Inc		16,200		137
Proto Corp		3,500		31
QB Net Holdings Co Ltd		3,700		32
Qol Holdings Co Ltd		13,500		148
R&D Computer Co Ltd		4,500		26
Rakus Co Ltd		65,500		1,032
Rasa Corp		4,500		59
Rasa Industries Ltd		1,800		29
Recruit Holdings Co Ltd		336,800		13,601
Resona Holdings Inc		3,913,100		21,334
Rheon Automatic Machinery Co Ltd		1,622		16
Ricoh Co Ltd		102,500		853
Riken Technos Corp		6,700		44
Riso Kagaku Corp		2,300		51
Riso Kyoiku Co Ltd		33,700		49
Rix Corp		1,400		36
Rohto Pharmaceutical Co Ltd		101,800		2,068
RS Technologies Co Ltd		3,200		58
Ryohin Keikaku Co Ltd		45,000		711
Sac's Bar Holdings Inc		6,500		40
Sakai Heavy Industries Ltd		1,000		43
Sakai Moving Service Co Ltd		2,000		35
Sakata INX Corp		4,200		41
Sangetsu Corp		16,500		389
Sanix Inc *		20,800		42
Sanko Metal Industrial Co Ltd		900		30
Sanrio Co Ltd		52,700		2,954
Santen Pharmaceutical Co Ltd		73,600		731
Sanwa Holdings Corp		178,300		3,162
Sanyo Denki Co Ltd		2,200		98
Sanyo Shokai Ltd		9,500		161
Sapporo Holdings Ltd		27,900		1,229
Sato Holdings Corp		4,400		66
SB Technology Corp		5,500		78
SCREEN Holdings Co Ltd		106,500		13,331
Scroll Corp		19,200		121
SCSK Corp		129,800		2,394
Seika Corp		1,500		31
Seiko Epson Corp		15,500		251
SERAKU Co Ltd		12,200		93


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Seven & i Holdings Co Ltd (B)		440,700	$	6,566
Shibusawa Warehouse Co Ltd/The		2,400		49
Shimamura Co Ltd		99,400		5,294
Shimano Inc		74,400		10,369
Shinagawa Refractories Co Ltd		6,500		89
Shinnihonseiyaku Co Ltd		6,900		79
Shinsho Corp		1,200		58
Shofu Inc		1,700		31
SIGMAXYZ Holdings Inc		6,900		79
Sinfonia Technology Co Ltd		2,600		46
SMK Corp		1,400		23
SMS Co Ltd		764,300		13,540
Softcreate Holdings Corp		2,900		38
Sompo Holdings Inc		42,000		2,464
Sotetsu Holdings Inc		50,800		921
Sprix Inc		2,400		13
St Marc Holdings Co Ltd		1,700		25
Star Micronics Co Ltd		14,100		170
Subaru Corp		309,000		7,028
Sumitomo Mitsui Financial Group Inc		171,500		9,561
Sumitomo Riko Co Ltd		12,600		106
Sumitomo Seika Chemicals Co Ltd		3,000		99
Sun-Wa Technos Corp		8,400		132
Suzuken Co Ltd/Aichi Japan		57,600		1,716
System Research Co Ltd		1,600		37
System Support Inc		2,300		30
Systena Corp		44,900		86
T RAD Co Ltd		2,700		72
Taiho Kogyo Co Ltd, Cl A		5,300		31
Taisho Pharmaceutical Holdings Co Ltd		30,900		1,771
Takara & Co Ltd		3,700		70
Takashima & Co Ltd		3,900		38
Takashimaya Co Ltd		232,800		3,506
Takeda Pharmaceutical Co Ltd		236,700		6,938
Takeuchi Manufacturing Co Ltd		36,900		1,297
Takuma Co Ltd		10,100		131
Tanabe Consulting Group Co Ltd		3,600		25
TDK Corp		156,300		8,131
TechMatrix Corp		9,400		125
Teikoku Electric Manufacturing Co Ltd		8,700		157
Temairazu Inc		4,000		78
Terumo Corp		21,200		827
TIS Inc		175,500		3,957
TKC Corp		3,000		74
Tobu Railway Co Ltd		34,700		887
Toei Animation Co Ltd		104,100		12,867
Toho Holdings Co Ltd		43,600		921
Tokyo Electron Ltd		27,100		6,676
Tokyo Rope Manufacturing Co Ltd		2,700		28
Tokyo Seimitsu Co Ltd		39,600		2,705
Tokyu Fudosan Holdings Corp		641,800		4,213
Toli Corp		9,800		26


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Toray Industries Inc		3,224,000	$	14,874
Toshiba TEC Corp		7,500		157
Tosho Co Ltd		14,700		78
Toyo Engineering Corp *		25,300		153
Toyo Suisan Kaisha Ltd		41,100		2,391
Toyoda Gosei Co Ltd		89,000		1,832
Toyokumo Inc		2,200		25
Trancom Co Ltd		600		25
Transcosmos Inc		1,300		26
Trend Micro Inc/Japan		167,000		8,286
Trusco Nakayama Corp		6,700		104
Tsubakimoto Chain Co		6,500		212
Tsubakimoto Kogyo Co Ltd		900		43
Tsugami Corp		29,800		236
Ubicom Holdings Inc		3,800		36
Union Tool Co		3,500		89
Unipres Corp		14,900		109
United Arrows Ltd		8,500		100
USS Co Ltd		34,200		595
Vital KSK Holdings Inc		6,300		56
Wacom Co Ltd		23,300		98
Waseda Academy Co Ltd		3,800		41
WingArc1st Inc		5,800		116
Wowow Inc		2,300		17
Xebio Holdings Co Ltd		15,700		103
YAMABIKO Corp		4,300		53
Yamaha Motor Co Ltd		323,300		2,893
Yamaichi Electronics Co Ltd		10,700		162
Yamashin-Filter Corp		19,900		51
YE DIGITAL Corp		9,200		50
Yokogawa Electric Corp		140,500		2,970
Yokohama Rubber Co Ltd/The		49,600		1,319
Yokowo Co Ltd		26,400		278
Yorozu Corp		4,600		29
Yossix Holdings Co Ltd		11,900		241
Yushin Precision Equipment Co Ltd		5,700		26
Zenrin Co Ltd		4,100		23
Zensho Holdings Co Ltd		29,400		1,287
ZERIA Pharmaceutical Co Ltd		4,200		59
ZIGExN Co Ltd		34,200		128
ZOZO Inc		50,600		1,147
				746,387

Luxembourg — 0.6%
ArcelorMittal SA		1,012,098		26,417
Spotify Technology SA *		94,103		24,129
				50,546

Macao — 0.6%
Galaxy Entertainment Group Ltd		3,508,000		19,156
Sands China Ltd *		9,350,000		26,633
				45,789


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Malaysia — 0.1%
Alliance Bank Malaysia Bhd		48,400	$	36
Bermaz Auto Bhd		72,200		37
Bursa Malaysia Bhd		37,900		60
Dialog Group Bhd		2,569,200		1,137
Fraser & Neave Holdings Bhd		11,400		71
Hong Leong Financial Group Bhd		7,220		26
Jaya Tiasa Holdings BHD		301,300		76
Pantech Group Holdings Bhd		216,400		42
Wellcall Holdings Bhd		110,000		40
YTL Corp Bhd		2,053,400		1,155
YTL Power International Bhd		2,892,600		2,408
				5,088

Mexico — 0.1%
Grupo Financiero Inbursa SAB de CV, Cl O		350,200		1,063
Southern Copper Corp		11,193		905
Ternium SA ADR		220,521		8,940
				10,908

Netherlands — 5.4%
Adyen NV *		684		1,081
Argenx SE ADR *		536		204
ASM International NV		3,618		2,207
ASML Holding NV		55,548		52,327
EXOR NV		11,587		1,251
Fugro NV *		52,417		1,157
ING Groep NV		2,310,610		31,730
Koninklijke Ahold Delhaize NV		1,046,108		31,154
Koninklijke KPN NV		2,101,980		7,695
Koninklijke Philips NV *		3,375,213		67,578
Pluxee NV *		192,911		5,518
Randstad NV		646,491		35,637
Signify NV		1,800,000		48,268
Stellantis NV		1,721,848		44,971
Universal Music Group NV		952,049		28,713
Wolters Kluwer NV		425,503		67,158
				426,649

Norway — 0.3%
AutoStore Holdings Ltd *		4,582,468		7,354
DNB Bank ASA		171,922		3,444
Gjensidige Forsikring ASA		846,055		13,378
Hoegh Autoliners ASA		25,455		249
MPC Container Ships ASA		291,948		376
Odfjell SE, Cl A		3,058		38
				24,839

Peru — 0.0%
Credicorp Ltd		4,749		812

Philippines — 0.0%
BDO Unibank Inc		530,026		1,443
SM Investments Corp		56,990		953
				2,396


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Poland — 0.4%
Alior Bank SA *		48,962	$	1,177
Bank Polska Kasa Opieki SA		160,385		6,958
Budimex SA		5,841		1,069
Enea SA *		10,573		26
Eurocash SA		13,261		56
ING Bank Slaski SA *		1,361		107
Lubelski Wegiel Bogdanka SA		8,005		65
PGE Polska Grupa Energetyczna SA *		282,240		564
Powszechna Kasa Oszczednosci Bank Polski SA		444,025		6,186
Powszechny Zaklad Ubezpieczen SA		906,204		11,160
Rainbow Tours SA		4,051		67
Santander Bank Polska SA		20,609		2,840
				30,275

Portugal — 0.0%
Banco Comercial Portugues SA, Cl R *		3,379,172		976
Jeronimo Martins SGPS SA		96,760		2,316
Mota-Engil SGPS SA		9,187		57
Navigator Co SA/The		9,822		40
				3,389

Qatar — 0.1%
Aamal Co		591,595		128
Gulf International Services QSC		1,492,308		1,176
Masraf Al Rayan QSC		1,297,630		902
Ooredoo QPSC		654,105		2,043
Qatar Insurance Co SAQ *		283,249		180
				4,429

Romania — 0.0%
NEPI Rockcastle NV		113,475		809

Russia — 0.0%
Globaltrans Investment PLC GDR *(A)		6,013		–

Saudi Arabia — 0.6%
Al Babtain Power & Telecommunication Co		49,248		443
Al Hammadi Holding		44,848		800
Al-Dawaa Medical Services Co		17,884		546
Arab National Bank		472,236		3,507
Arabian Centres Co Ltd		37,322		211
Arabian Contracting Services Co		3,448		241
Astra Industrial Group		159,135		7,171
Dr Sulaiman Al Habib Medical Services Group Co		11,652		1,023
Electrical Industries Co		91,740		103
Elm Co		32,288		9,100
Etihad Etisalat Co		1,232,287		18,171
Gulf Insurance Group		28,306		269
Leejam Sports Co JSC		4,917		282
Middle East Specialized Cables Co *		22,084		149
Mobile Telecommunications Co Saudi Arabia		221,473		880


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Saudi Arabian Cooperative Insurance Co *		26,587	$	123
Saudi Electricity Co		1,009,450		5,383
Saudi Marketing Co		45,631		342
Saudia Dairy & Foodstuff Co		11,610		1,178
Zamil Industrial Investment Co *		20,901		163
				50,085

Singapore — 0.4%
DBS Group Holdings Ltd		248,400		6,157
Genting Singapore Ltd		4,636,400		3,138
Grab Holdings Ltd, Cl A *		284,640		874
Jardine Cycle & Carriage Ltd		10,400		197
Marco Polo Marine Ltd		1,552,200		65
Sembcorp Industries Ltd		549,700		2,085
Singapore Airlines Ltd		3,844,000		18,497
Singapore Exchange Ltd		286,500		2,013
				33,026

South Africa — 0.8%
AECI Ltd		24,348		123
ArcelorMittal South Africa Ltd *		55,698		4
Clicks Group Ltd		2,076,469		32,482
Exxaro Resources Ltd		22,986		213
Old Mutual Ltd		181,905		113
Standard Bank Group Ltd		32,301		340
Tiger Brands Ltd		3,076,111		31,990
Zeda Ltd/South Africa *		7,065		4
				65,269

South Korea — 3.6%
Ahnlab Inc		2,662		143
BNK Financial Group Inc		875,082		4,929
Celltrion Inc		7,102		958
Daeduck Co Ltd *		8,141		40
DGB Financial Group Inc		60,276		401
Fila Holdings Corp		1,250,000		36,047
Gravity Co Ltd ADR *		1,987		153
Hana Financial Group Inc		371,423		15,787
Hanmi Science Co ltd *		24,931		771
HLB Inc *		16,816		1,029
Hyundai Glovis Co Ltd *		1,674		240
Hyundai Motor Co		7,878		1,482
Innocean Worldwide Inc		3,018		50
KB Financial Group Inc		262,567		12,521
Kia Corp *		37,586		3,514
Korea Airport Service Co Ltd *		762		31
KT&G Corp		600,000		41,904
LG Corp		615,460		43,308
LG Electronics Inc		31,128		2,218
LG H&H Co Ltd		148,239		35,512
Mgame Corp		3,992		18
Multicampus Co Ltd		1,193		33
OCI Co Ltd/New		3,071		195
Sajodaerim Corp		1,207		33


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Samsung Electronics Co Ltd		1,087,389	$	59,939
Shinhan Financial Group Co Ltd		528,798		17,294
SK Hynix Inc		29,858		3,502
Tongyang Life Insurance Co Ltd *		18,051		79
				282,131

Spain — 1.9%
ACS Actividades de Construccion y Servicios SA		31,583		1,297
Aena SME SA		7,542		1,429
Amadeus IT Group SA, Cl A		300,684		17,694
Banco Bilbao Vizcaya Argentaria SA		578,927		5,755
Banco Santander SA		1,503,130		6,255
CaixaBank SA		6,817,237		30,763
Cia de Distribucion Integral Logista Holdings SA		3,670		99
Iberdrola SA		203,623		2,340
Industria de Diseno Textil SA		1,857,054		82,414
				148,046

Sweden — 2.2%
AAK AB		42,997		949
Alfa Laval AB		28,184		1,061
Assa Abloy AB, Cl B		1,123,942		32,086
Atlas Copco AB, Cl A		464,110		8,062
Castellum AB *		84,221		1,010
Essity AB, Cl B		697,730		16,298
Fastighets AB Balder, Cl B *		500,300		3,109
H & M Hennes & Mauritz AB, Cl B		566,912		7,696
Hexagon AB, Cl B		2,148,284		25,194
Indutrade AB		40,874		1,082
Investor AB, Cl B		321,513		8,091
Mycronic AB		3,748		124
Securitas AB, Cl B		2,402,336		25,852
Skandinaviska Enskilda Banken AB, Cl A		93,212		1,386
SKF AB, Cl B		196,133		4,280
Trelleborg AB, Cl B		28,535		1,037
Volvo AB, Cl B		1,308,303		36,047
				173,364

Switzerland — 5.1%
ABB Ltd		450,151		20,817
Accelleron Industries AG		46,545		1,575
Adecco Group AG		54,965		2,212
BKW AG		21,555		3,036
Chocoladefabriken Lindt & Spruengli AG		227		2,789
Georg Fischer AG		6,992		520
Givaudan SA		473		1,991
Julius Baer Group Ltd		399,963		21,476
Kuehne + Nagel International AG		26,330		8,899
Logitech International SA		327,458		28,999
Nestle SA		219,822		22,907
Novartis AG		236,538		24,039
Partners Group Holding AG		35,485		51,139


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Roche Holding AG		305,632	$	80,508
Sandoz Group AG *		109,130		3,403
Schindler Holding AG		32,700		8,649
Siegfried Holding AG		1,390		1,399
Sonova Holding AG		5,232		1,618
Swatch Group AG/The, Cl B		178,557		42,300
Swiss Prime Site AG		8,163		783
Swissquote Group Holding SA		5,869		1,566
Temenos AG		11,078		834
UBS Group AG		1,493,263		42,752
VAT Group AG		53,987		27,148
Zehnder Group AG		2,587		159
Zurich Insurance Group AG		1,831		977
				402,495

Taiwan — 4.5%
Accton Technology Corp		98,000		1,609
Acer Inc		4,793,000		6,846
ACES Electronic Co Ltd		45,000		56
Adlink Technology Inc		48,890		99
Ampire Co Ltd		78,000		97
Apacer Technology Inc		74,000		177
Arcadyan Technology Corp		430,000		2,503
ASE Technology Holding Co Ltd ADR		40,515		395
ASROCK Inc		310,634		2,491
Asustek Computer Inc		1,546,000		22,254
Axiomtek Co Ltd		1		–
Azurewave Technologies Inc *		304,000		490
Chicony Electronics Co Ltd		399,000		2,367
Chin-Poon Industrial Co Ltd		211,000		349
ChipMOS Technologies Inc		143,000		200
Compal Electronics Inc		4,447,000		5,135
Compeq Manufacturing Co Ltd		396,000		953
Cyberlink Corp		55,000		161
CyberPower Systems Inc		700		5
D-Link Corp		390,000		239
Elan Microelectronics Corp		60,000		315
Elite Material Co Ltd		93,000		1,456
Elitegroup Computer Systems Co Ltd		100,000		101
Ennoconn Corp		167,000		1,580
Eva Airways Corp		1,046,000		1,041
Evergreen Marine Corp Taiwan Ltd		1,853,800		9,706
FocalTech Systems Co Ltd		82,000		253
Formosa Advanced Technologies Co Ltd		34,000		39
Fortune Electric Co Ltd		77,000		1,311
Gemtek Technology Corp		1,029,000		1,152
General Interface Solution Holding Ltd		463,184		853
General Plastic Industrial Co Ltd		29,000		32
Global Brands Manufacture Ltd		107,000		221
Hannstar Board Corp		552,000		988
Holtek Semiconductor Inc		254,000		482
Hon Hai Precision Industry Co Ltd		10,098,000		32,904
Innodisk Corp		360		3


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
International Games System Co Ltd		128,000	$	3,450
ITE Technology Inc		100,783		526
Keystone Microtech Corp		22,000		208
L&K Engineering Co Ltd		324,000		1,727
Lanner Electronics Inc		480		2
Largan Precision Co Ltd		490,000		40,149
Lotes Co Ltd		387,000		12,549
M31 Technology Corp		11,000		628
Makalot Industrial Co Ltd		94,000		1,105
MediaTek Inc		495,000		17,852
Micro-Star International Co Ltd		713,000		4,308
Nexcom International Co Ltd		22,000		34
Novatek Microelectronics Corp		1,319,311		25,084
Orient Semiconductor Electronics Ltd		527,000		1,207
Pegatron Corp		415,000		1,123
Pixart Imaging Inc		86,000		465
Pou Chen Corp		4,686,000		4,522
Powertech Technology Inc		355,000		1,752
Quanta Computer Inc		252,000		1,850
Radiant Opto-Electronics Corp		35,000		163
Raydium Semiconductor Corp		15,000		212
Realtek Semiconductor Corp		1,113,000		20,035
San Fang Chemical Industry Co Ltd		123,000		104
Sercomm Corp		459,000		1,968
Shih Her Technologies Inc		20,000		80
Silicon Motion Technology Corp ADR		16,889		1,196
Simplo Technology Co Ltd		571,000		7,704
Sitronix Technology Corp		82,000		752
Solteam Inc		40,000		55
Sunplus Innovation Technology Inc		41,000		217
Sunrex Technology Corp		123,000		250
Syscom Computer Engineering Co		58,000		101
Tainan Enterprises Co Ltd		41,000		38
Taiwan PCB Techvest Co Ltd		44,936		59
Taiwan Semiconductor Manufacturing Co Ltd		1,907,000		41,628
Taiwan Semiconductor Manufacturing Co Ltd ADR		404,083		51,993
Taiwan Surface Mounting Technology Corp		173,000		537
Tripod Technology Corp		137,000		902
UDE Corp		122,000		293
Uni-President Enterprises Corp		1,723,000		4,181
Weblink International Inc		41,000		84
Wistron Information Technology & Services Corp		1		–
Wistron NeWeb Corp		484,280		2,352
Wiwynn Corp		17,000		1,253
WPG Holdings Ltd		189,000		555
WT Microelectronics Co Ltd		225,000		1,221
Yield Microelectronics Corp		53,146		208
Youngtek Electronics Corp		24,000		47
				355,592


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Thailand — 0.6%
Bangchak Corp PCL NVDR		941,800	$	1,090
Bangkok Bank PCL		1,335,300		5,324
Bangkok Bank PCL NVDR		3,850,900		15,354
Bangkok Dusit Medical Services PCL NVDR		2,275,400		1,808
Central Pattana PCL NVDR		440,900		796
Krung Thai Bank PCL NVDR		2,061,500		926
Pruksa Holding PCL		108,900		37
PTT Exploration & Production PCL NVDR		862,900		3,633
PTT PCL NVDR		3,394,000		3,241
SCB X PCL		2,953,000		9,263
TMBThanachart Bank PCL NVDR		54,342,500		2,788
				44,260

Turkey — 0.2%
Agesa Hayat ve Emeklilik AS		66,688		138
Akbank TAS		6,100,352		8,125
Eldorado Gold Corp *		73,922		769
Turk Hava Yollari AO *		126,379		1,140
Turkiye Is Bankasi AS, Cl C		2,661,408		946
Turkiye Petrol Rafinerileri AS		628,193		3,256
Yapi ve Kredi Bankasi AS		2,065,541		1,528
				15,902

United Arab Emirates — 0.5%
Abu Dhabi Commercial Bank PJSC		3,540,358		8,261
Abu Dhabi Islamic Bank PJSC		381,236		1,167
Air Arabia PJSC		1,073,929		836
Dubai Islamic Bank PJSC		521,998		915
Emaar Development PJSC		59,629		128
Emaar Properties PJSC		8,544,726		18,890
Emirates NBD Bank PJSC		1,477,413		7,361
Salik Co PJSC		35,527		34
Sharjah Islamic Bank		89,842		54
Yalla Group Ltd ADR *		5,034		26
				37,672

United Kingdom — 12.1%
3i Group PLC		134,849		4,210
4imprint Group PLC		261		19
Allfunds Group Plc		1,015,233		7,207
Anglo American PLC		1,787,719		38,466
Aviva PLC		1,531,770		8,648
Barclays PLC		27,622,025		57,463
Berkeley Group Holdings PLC		642		38
BP PLC		7,500,000		43,707
BP PLC ADR		176,364		6,171
Breedon Group PLC		38,135		178
British American Tobacco PLC		1,200,000		35,595
Burberry Group PLC		2,272,895		36,945
Bytes Technology Group PLC		10,108		71
Centrica PLC		12,599,467		20,057
Concentric AB		431		7
Diageo PLC		1,471,751		55,143


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Diploma PLC		390,773	$	17,083
dotdigital group plc		7,099		9
FDM Group Holdings PLC		9,669		49
Ferrexpo PLC *		1,327,424		1,211
GSK PLC		2,000,000		42,112
Halma PLC		911,899		26,554
Hikma Pharmaceuticals PLC		20,637		513
HSBC Holdings PLC		3,408,888		26,498
Imperial Brands PLC		1,500,000		32,341
Intertek Group PLC		270,321		15,805
Investec PLC		773,765		4,827
ITV PLC		41,519,153		29,379
J Sainsbury PLC		7,451,442		23,526
London Stock Exchange Group PLC		251,855		28,277
Morgan Sindall Group PLC		293		9
NatWest Group PLC		5,378,362		16,267
Ninety One PLC		138,672		287
Reckitt Benckiser Group PLC		407,299		25,750
RELX PLC		946,316		41,404
Rightmove PLC		100,461		720
Rio Tinto PLC ADR		145,773		9,407
Sage Group PLC/The		399,970		6,296
Shell PLC		2,396,944		75,429
Smith & Nephew PLC		1,630,734		21,463
Smiths News PLC		201		–
Standard Chartered PLC		7,231,918		61,072
SThree PLC		3,037		16
Tesco PLC		8,183,677		28,861
Travis Perkins PLC		1,198,831		11,179
Unilever PLC		1,162,670		56,907
Whitbread PLC		11,192		468
WPP PLC		4,800,000		42,939
				960,583

United States — 2.1%
Harley-Davidson Inc		1,300,000		47,151
Intel Corp		1,000,000		43,050
Kyndryl Holdings Inc *		1,700,000		37,349
Western Union Co/The		3,100,000		41,571
				169,121

Vietnam — 0.1%
Vietnam Dairy Products JSC		2,710,800		7,918

Total Common Stock
(Cost $6,188,297) ($ Thousands)				7,189,691

PREFERRED STOCK — 2.3%
Brazil — 0.4%
Banco do Estado do Rio Grande do Sul SA (C)		56,174		174
Cia De Sanena Do Parana (C)		92,000		97
Cia Energetica de Minas Gerais (C)		3,199,300		7,682


Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK (continued)
Itau Unibanco Holding SA (C)		1,232,700	$	8,413
Marcopolo SA (C)		116,300		204
Petroleo Brasileiro SA (C)		1,255,000		10,118
Schulz SA (C)		31,000		43
Usinas Siderurgicas de Minas Gerais S/A Usiminas, Cl A (C)		919,800		2,036
				28,767

Germany — 1.9%
Henkel AG & Co KGaA (C)		813,339		61,224
Sartorius AG (C)		71,668		27,129
Volkswagen AG (C)		456,694		61,944
				150,297

Total Preferred Stock
(Cost $161,394) ($ Thousands)				179,064

EXCHANGE TRADED FUNDS — 0.0%
United States — 0.0%
iShares Core MSCI EAFE ETF		25,436		1,826
iShares MSCI ACWI ex U.S. ETF		1,000		52
iShares MSCI Emerging Markets ETF		22,782		911

Total Exchange Traded Funds
(Cost $2,783) ($ Thousands)				2,789

		Number of Rights
RIGHTS — 0.0%
Taiwan — 0.0%
L&K Engineering Co, Expires 03/09/2024 *		8,045		13
Total Rights
(Cost $—) ($ Thousands)				13


	Shares
AFFILIATED PARTNERSHIP — 0.9%
SEI Liquidity Fund, LP
5.370% **^†(D)		72,893,840		72,924


Total Affiliated Partnership
(Cost $72,904) ($ Thousands)				72,924



CASH EQUIVALENT — 2.3%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		179,592,918		179,593
Total Cash Equivalent
(Cost $179,593) ($ Thousands)				179,593
Total Investments in Securities — 96.1%
(Cost $6,604,971) ($ Thousands)			$	7,624,074

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

A list of the open OTC Swap agreement held by the Fund at February 29, 2024, is as follows:

The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of February 29, 2024:

	Percentages are based on Net Assets of $7,935,461 ($ Thousands).
^‡	Real Estate Investment Trust.
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of February 29, 2024.
^†	Investment in Affiliated Security.
(A)	Level 3 security in accordance with fair value hierarchy.
(B)	Certain securities or partial positions of certain securities are on loan at February 29, 2024.
(C)	No interest rate available.
(D)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $72,924 ($ Thousands).


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 93.4%
Australia — 3.7%
A2B Australia		6,011	$	6
Acrow		113,721		90
Ampol Ltd		3,531		91
Ansarada Group *		2,656		4
ANZ Group Holdings Ltd		6,451		120
Aristocrat Leisure Ltd		17,659		536
Autosports Group		7,979		12
Bathurst Resources *		13,502		8
Bell Financial Group		17,916		16
BHP Group Ltd		3,714		106
BlueScope Steel Ltd		33,687		501
Brambles Ltd		21,113		207
Capral		5,107		33
CAR Group Ltd		1,297		31
Civmec		53,600		32
Cochlear Ltd		874		199
Computershare Ltd		26,960		455
Danakali (A)		30,918		8
Deterra Royalties Ltd		7,526		24
DGL Group *		46,228		21
Fortescue Ltd		2,491		42
Goodman Group ^‡		6,862		134
GR Engineering Services		57,430		88
Helloworld Travel		20,015		36
Horizon Oil		206,613		22
Image Resources *		124,190		5
IPD Group		6,538		21
James Hardie Industries PLC *		20,000		791
Macmahon Holdings		286,343		36
MMA Offshore *		26,297		37
National Australia Bank Ltd		5,025		111
New Hope Corp Ltd		21,943		67
Northern Star Resources Ltd		9,795		82
Orica Ltd		981		11
Perseus Mining Ltd		20,527		24
Pro Medicus Ltd		4,040		273
Regis Healthcare		11,886		28
Reject Shop		8,841		27
Rio Tinto Ltd		12,000		967
Rio Tinto PLC ADR		2,787		180
Service Stream		56,482		41
Seven Group Holdings Ltd		3,400		85
Super Retail Group Ltd		6,612		70
Veem		8,055		7
Ventia Services Group Pty Ltd		13,835		34
				5,719

Austria — 0.3%
CA Immobilien Anlagen AG		1,681		54
Erste Group Bank AG *		7,871		314
Fabasoft		1,487		36
Frequentis		188		5


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Porr		3,286	$	48
Raiffeisen Bank International AG		132		3
Strabag		389		18
				478

Belgium — 0.1%
Colruyt Group N.V		617		29
KBC Group NV		344		24
Lotus Bakeries NV *		4		38
				91

Bermuda — 0.0%
Conduit Holdings		772		5

Brazil — 1.9%
Allos SA		6,700		33
Banco BTG Pactual SA		9,000		66
Banco do Brasil SA		96,897		1,131
BB Seguridade Participacoes SA		7,100		48
Cia de Saneamento Basico do Estado de Sao Paulo SABESP		1,700		27
Cia De Sanena Do Parana		7,200		37
CSN Mineracao SA		54,900		67
Fras-Le		6,900		23
Gerdau SA ADR		33,987		147
NU Holdings Ltd/Cayman Islands, Cl A *		3,371		37
Profarma Distribuidora de Produtos Farmaceuticos (Brazil)		26,300		31
Telefonica Brasil SA		103,486		1,137
Ultrapar Participacoes SA		7,800		46
Wheaton Precious Metals Corp		878		36
XP Inc, Cl A		1,311		31
				2,897

Canada — 5.0%
ADENTRA		1,433		39
ADF Group		17,900		136
Agnico Eagle Mines Ltd		3,287		158
AirBoss of America		4,800		18
Alamos Gold Inc, Cl A		4,871		57
Alimentation Couche-Tard Inc		966		60
Amerigo Resources		45,400		45
Athabasca Oil *		35,800		130
Barrick Gold Corp		61,112		892
Black Diamond Group		5,700		40
Boardwalk Real Estate Investment Trust ^‡		491		28
Boyd Group Services Inc		198		46
Brookfield Corp, Cl A		3,640		150
BRP Inc		6,189		409
Cameco Corp		880		36
Canadian Imperial Bank of Commerce		550		26
Canfor Corp *		800		10
Cascades Inc		7,100		55
Celestica Inc *		3,568		152
Computer Modelling Group		3,859		29


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Constellation Software (A)		66	$	–
Constellation Software Inc/Canada		63		176
Currency Exchange International *		1,200		22
D2L *		8,129		63
Dexterra Group		4,300		18
Dollarama Inc		14,683		1,136
Dorel Industries, Cl B *		6,000		27
Dynacor Group		12,380		37
Element Fleet Management Corp		4,101		68
Enghouse Systems Ltd		500		13
Ensign Energy Services *		17,287		27
Fairfax Financial Holdings Ltd		145		155
Firm Capital Mortgage Investment		4,800		41
FirstService Corp		413		68
Gibson Energy Inc, Cl Common Subs. Receipt		3,064		51
Great-West Lifeco Inc, Cl Common Subs. Receipt		3,805		117
Hammond Power Solutions, Cl A		400		34
iA Financial Corp Inc		1,064		66
Imperial Oil Ltd		407		25
Intact Financial Corp, Cl Common Subs. Receipt		188		31
K-Bro Linen		1,600		40
Keyera Corp		1,356		33
Kinross Gold Corp		10,162		50
KITS Eyecare *		2,600		13
Lassonde Industries, Cl Common Subs. Receipt		700		80
Lucara Diamond *		31,055		8
Lucero Energy *		70,500		31
Mainstreet Equity		600		76
Major Drilling Group International, Cl Common Subs. Receipt *		8,500		49
Manulife Financial Corp, Cl Common Subs. Receipt		3,628		86
Martinrea International Inc		2,400		25
MEG Energy Corp, Cl Common Subs. Receipt *		10,676		229
Melcor Developments		2,800		24
Molson Coors Canada, Cl B		600		37
National Bank of Canada		8,134		635
Neo Performance Materials		9,400		49
North West Co Inc/The		600		18
NuVista Energy Ltd, Cl Common Subs. Receipt *		3,800		33
Parkland Corp		1,291		41
Pembina Pipeline Corp		1,889		66
PHX Energy Services		12,429		83
Pizza Pizza Royalty		1,800		19
Reitmans Canada, Cl A *		14,100		26
Shopify Inc, Cl A *		1,771		135
Stella-Jones Inc		935		53


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sun Life Financial Inc		3,255	$	173
TC Energy Corp		2,258		89
Thinkific Labs *		8,700		23
Thor Explorations *		84,000		12
Toromont Industries Ltd		6,597		606
Total Energy Services		7,500		53
Westaim *		21,349		57
Whitecap Resources Inc, Cl Common Subs. Receipt		3,493		24
				7,667

China — 4.1%
A8 New Media Group *		432,000		8
AAC Technologies Holdings Inc		12,500		31
Agricultural Bank of China Ltd, Cl H		1,135,000		467
Anker Innovations Technology Co Ltd, Cl A		2,700		31
Anton Oilfield Services Group *		492,000		25
Autohome, Cl A		1,500		10
Autohome Inc ADR		5,466		142
Bank of Communications Co Ltd, Cl H		92,000		60
Bosideng International Holdings Ltd		60,000		30
BYD Co Ltd, Cl H		1,000		25
BYD Electronic International Co Ltd		24,000		91
China Boqi Environmental Holding		121,000		12
China Coal Energy Co Ltd, Cl H		124,000		134
China Construction Bank Corp, Cl H		1,698,000		1,058
China Merchants Port Holdings Co Ltd		26,000		32
China Pacific Insurance Group Co Ltd, Cl H		118,200		226
Chongqing Changan Automobile Co Ltd, Cl A		12,200		25
CSPC Innovation Pharmaceutical Co Ltd, Cl A		6,800		32
Dong-E-E-Jiao Co Ltd, Cl E		5,600		45
Hangzhou Cogeneration Group Co Ltd, Cl A		22,300		70
Homeland Interactive Technology		54,000		18
HUTCHMED China Ltd *		8,000		25
Industrial & Commercial Bank of China Ltd, Cl H		158,000		82
Inner Mongolia Furui Medical Science Co Ltd, Cl A		4,300		26
Inner Mongolia Xingye Silver&Tin Mining Co Ltd, Cl A		20,600		26
Innovent Biologics Inc *		5,000		27
Jinan Acetate Chemical Co Ltd		1,141		35
Jinduicheng Molybdenum Co Ltd, Cl A		17,700		25
JOYY Inc ADR		1,562		49
Ju Teng International Holdings		59,000		12
Kuaishou Technology, Cl B *		3,500		20
Kweichow Moutai Co Ltd, Cl A		400		94
Launch Tech, Cl H		77,500		17
Lenovo Group Ltd		228,000		253
Li Auto Inc ADR *		802		37
Luzhou Laojiao Co Ltd, Cl A		2,300		56


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Midea Group Co Ltd, Cl A		3,200	$	28
MINISO Group Holding Ltd ADR		5,938		109
Natural Food International Holding *		310,299		17
NetEase Inc		10,200		230
New Hope Service Holdings		73,000		12
New Oriental Education & Technology Group Inc *		7,900		75
New Oriental Education & Technology Group Inc ADR *		344		32
Nongfu Spring Co Ltd, Cl H		22,000		125
OFILM Group Co Ltd, Cl A *		33,200		38
Pacific Securities Co Ltd/The/China, Cl A *		97,500		46
PDD Holdings Inc ADR *		2,411		300
Sealand Securities Co Ltd, Cl A		73,400		36
Shanghai Allist Pharmaceuticals Co Ltd, Cl A *		3,915		23
Shanghai International Port Group Co Ltd, Cl A		52,700		40
Shenguan Holdings Group		1,030,572		38
Shenzhen SC New Energy Technology Corp, Cl A		2,700		24
Shijiazhuang Changshan BeiMing Technology Co Ltd, Cl A *		22,000		25
TAL Education Group ADR *		4,894		72
Tencent Holdings Ltd		20,100		712
Tianjin Development Holdings		39,427		8
TK Group Holdings		26,374		5
Tongdao Liepin Group *		38,600		19
Tonghua Golden-Horse Pharmaceutical Industry Co Ltd, Cl A *		11,200		24
Trip.com Group Ltd *		850		39
Vesync		53,000		35
Vipshop Holdings Ltd ADR *		18,107		349
Weibo Corp ADR		657		6
X Financial ADR		1,699		7
Xiaomi Corp, Cl B *		215,600		364
Xin Point Holdings		31,000		11
Xinfengming Group Co Ltd, Cl A		13,699		26
Xingye Alloy Materials Group *		57,569		7
Yangzijiang Shipbuilding Holdings Ltd *		14,900		19
Zhejiang Akcome New Energy Technology Co Ltd *		92,600		27
Zhejiang Jingsheng Mechanical & Electrical Co Ltd, Cl A		4,100		21
Zhongzhi Pharmaceutical Holdings		69,000		11
				6,316

Denmark — 3.1%
AP Moller - Maersk A/S, Cl B		916		1,296
Coloplast A/S, Cl B		4,381		582
Danske Bank A/S		1,381		41
North Media		5,502		56
Novo Nordisk A/S ADR		238		29


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Novo Nordisk A/S, Cl B		16,516	$	1,965
Novozymes A/S, Cl B		489		28
Pandora A/S		4,124		666
ROCKWOOL, Cl A		553		175
				4,838

Finland — 1.0%
Consti		934		10
Nokia Oyj		407,080		1,436
Nordea Bank Abp		8,450		103
Wartsila OYJ Abp, Cl B		2,143		33
				1,582

France — 5.6%
Axway Software		419		12
Cie de Saint-Gobain SA		1,292		100
Clasquin		441		61
Danone SA		18,597		1,188
Dassault Aviation SA		6,938		1,373
Dassault Systemes SE		174		8
Dekuple		213		7
Hermes International SCA *		350		876
Legrand SA		5,616		568
LVMH Moet Hennessy Louis Vuitton SE		1,162		1,060
Pernod Ricard SA		3,507		587
Publicis Groupe SA *		1,136		120
Quadient		4		–
Sanofi SA		13,972		1,329
Societe BIC SA		15,887		1,148
SPIE SA		1,538		51
Vente-Unique.Com		674		11
Vinci SA		938		120
				8,619

Germany — 6.1%
AlzChem Group		941		26
Bastei Luebbe		2,568		18
Bayer AG		30,533		928
Beiersdorf AG		154		22
Cewe Stiftung & KGAA		400		44
Continental AG		19,311		1,548
Covestro AG *		20,000		1,089
Deutsche Bank AG		15,051		201
Deutsche Boerse AG		987		207
E.ON SE		6,535		84
Evotec SE *		1,316		19
Heidelberg Materials AG		3,789		368
HOCHTIEF AG		1,267		150
Indus Holding		553		14
Infineon Technologies AG		432		15
KSB & KGaA		47		33
M1 Kliniken *		1,143		17
Mercedes-Benz Group		15,228		1,214


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		351	$	163
Nemetschek SE		285		27
Rational AG		75		62
SAP SE		13,070		2,445
Scout24 SE		7,476		544
Siemens Healthineers AG		814		49
Traton SE		473		13
				9,300

Greece — 0.1%
Eurobank Ergasias Services and Holdings SA *		26,056		54
JUMBO SA *		2,129		62
Kri-Kri Milk Industry		1,368		16
National Bank of Greece SA *		5,253		41
Piraeus Port Authority		1,814		51
				224

Hong Kong — 2.2%
AIA Group Ltd		63,600		517
Ajisen China Holdings		417,000		56
Analogue Holdings		223,780		30
Build King Holdings		25,302		3
Chuang's China Investments		171,000		3
Dream International		90,000		46
HKT Trust & HKT		2,800		3
Jacobson Pharma		126,000		10
Johnson Electric Holdings		16,001		22
Lee's Pharmaceutical Holdings		118,220		20
LH GROUP		56,000		7
Midland Holdings *		445,994		50
Nameson Holdings		94,000		6
New Times Energy *		578,000		5
PAX Global Technology		137,000		106
Perennial Energy Holdings Ltd		374,436		44
Plover Bay Technologies		64,000		19
Samson Holding		185,000		4
Sitoy Group Holdings		322,000		26
Smart-Core Holdings		134,000		21
Solargiga Energy Holdings *		465,000		9
Stella International Holdings		34,500		47
Sundart Holdings		274,000		16
Swire Pacific Ltd, Cl A		135,500		1,123
Texwinca Holdings		629,257		65
Tian An China Investment		14,000		7
Time Watch Investments		263,233		14
VTech Holdings		195,000		1,127
YTO International Express & Supply Chain Technology		132,000		21
				3,427

Hungary — 0.1%
AutoWallis *		32,362		12


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
MOL Hungarian Oil & Gas PLC		6,055	$	48
OTP Bank Nyrt		712		34
				94

India — 2.3%
Adani Power Ltd *		5,469		36
Alkem Laboratories Ltd		421		26
Anand Rathi Wealth		3,329		147
Aurobindo Pharma Ltd		3,356		42
Authum Investment & Infrastucture *		5,655		56
Bengal & Assam		346		41
Bharat Petroleum Corp Ltd		27,252		198
Birlasoft Ltd		3,158		30
Central Depository Services India Ltd		1,219		28
Cigniti Technologies		1,470		19
Coal India Ltd		128,737		678
Colgate-Palmolive India Ltd		4,157		127
DB Corp Ltd		63,687		226
Dr Reddy's Laboratories Ltd		1,837		142
Eco Recycling *		4,660		27
Forbes *		538		8
GlaxoSmithKline Pharmaceuticals Ltd		1,460		38
Great Eastern Shipping Co Ltd/The		2,846		34
Gujarat Pipavav Port Ltd		9,570		24
Gulf Oil Lubricants India		16,249		197
HDFC Bank Ltd ADR		12,948		693
ICICI Bank Ltd		9,072		115
IIFL Securities Ltd		43,051		77
Indraprastha Medical Corp Ltd		15,048		33
J Kumar Infraprojects Ltd		3,373		26
Jagran Prakashan *		11,086		16
Kotak Mahindra Bank Ltd		3,073		63
MakeMyTrip Ltd *		831		51
MPS		690		12
Nalwa Sons Investments *		389		15
Nestle India Ltd		2,510		79
Om Infra		40,893		61
Power Finance Corp Ltd		1		–
Rajoo Engineers		20,773		49
State Bank of India		10,056		91
Varun Beverages Ltd *		5,248		89
				3,594

Indonesia — 0.5%
ABM Investama Tbk PT		209,600		47
Adira Dinamika Multi Finance		44,200		38
Akasha Wira International *		24,200		16
Alam Sutera Realty *		806,600		8
Asahimas Flat Glass		33,200		12
Asuransi Tugu Pratama Indonesia		709,700		52
Bank Central Asia Tbk PT		87,700		55
Bank Danamon Indonesia		164,900		31
Bank OCBC		220,300		19
Baramulti Suksessarana		64,964		15


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Barito Pacific Tbk PT		387,100	$	24
BISI International		370,703		40
Chandra Asri Pacific Tbk PT		83,500		24
Cisadane Sawit Raya *		391,655		11
Elnusa Tbk PT		4,519,600		117
Hexindo Adiperkasa Tbk PT		44,000		17
IMC Pelita Logistik		761,997		24
Jasa Armada Indonesia		995,800		18
Jasuindo Tiga Perkasa		1,130,200		21
Mandala Multifinance		42,400		8
Mitrabahtera Segara Sejati *		337,947		22
Mitrabara Adiperdana		36,000		10
Nippon Indosari Corpindo		179,000		14
Resource Alam Indonesia		633,307		14
Salim Ivomas Pratama		184,952		4
Samudera Indonesia		616,066		13
Soechi Lines *		3,302,800		34
				708

Ireland — 0.6%
AerCap Holdings NV *		607		47
AIB Group PLC		198,592		921
				968

Israel — 1.4%
Camtek Ltd/Israel *		603		48
Check Point Software Technologies Ltd *		8,554		1,372
Nova Ltd *		349		61
RADCOM *		2,558		26
Wix.com Ltd *		4,197		588
				2,095

Italy — 1.5%
A2A SpA		26,902		49
Banca Popolare di Sondrio SPA *		4,748		36
BPER Banca		8,380		34
Brunello Cucinelli SpA		795		95
Cembre		1,157		51
Ferrari NV		359		151
Intesa Sanpaolo SpA		86,036		274
Orsero		689		11
Powersoft		2,500		41
Recordati Industria Chimica e Farmaceutica SpA		489		27
Saipem SpA		23,962		44
Sogefi *		11,754		40
Stellantis NV		47,709		1,246
Telecom Italia SpA/Milano *		56,058		17
Terna - Rete Elettrica Nazionale		3,578		28
UniCredit SpA		6,565		220
				2,364

Japan — 9.5%
ABC-Mart Inc		2,300		39
Ad-sol Nissin Corp		1,200		13


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Advance Residence Investment Corp ^‡		24	$	49
AGS		5,000		30
Ainavo Holdings Co		1,875		16
Anest Iwata Corp		5,800		53
Atled		1,100		11
Avant Group Corp		2,400		22
Azbil Corp		2,100		62
Bandai Namco Holdings Inc		2,200		43
Brother Industries Ltd		68,000		1,140
Business Brain Showa-Ota Inc		3,300		50
Capcom Co Ltd		5,846		235
Central Automotive Products		600		22
Central Japan Railway Co		6,500		164
Chilled & Frozen Logistics Holdings		1,500		18
Chugai Pharmaceutical Co Ltd		5,600		224
Comforia Residential REIT Inc ^‡		14		27
COMSYS Holdings Corp		1,700		38
Daiichi Sankyo Co Ltd		3,600		120
Daisue Construction Co Ltd		2,500		27
Daiwa Securities Group Inc		40,600		299
Digital Arts Inc		200		6
Disco Corp		500		161
Dowa Holdings Co Ltd		1,600		56
East Japan Railway Co		1,500		89
Eisai Co Ltd		600		25
en Japan Inc		1,400		24
Enshu Truck		600		10
Fast Retailing Co Ltd		500		145
FTGroup		5,200		43
Fuji Furukawa Engineering & Construction		400		16
Fujii Sangyo		600		11
Fujitsu Ltd		3,374		527
GS Yuasa Corp		1,400		26
Hisamitsu Pharmaceutical Co Inc		900		23
Hokkaido Gas Co Ltd		1,000		15
Hokuriku Gas		300		7
Hoya Corp		4,700		612
Idemitsu Kosan Co Ltd		3,800		24
Inpex Corp		1,800		24
Invincible Investment Corp ^‡		185		76
Japan Exchange Group Inc		1,700		44
Kajima Corp		1,200		22
Kanefusa		2,300		11
Kansai Electric Power Co Inc/The		6,600		85
Kansai Paint Co Ltd		3,800		55
KDX Realty Investment Corp ^‡		29		30
Keio Corp		2,200		62
Kewpie Corp		2,800		52
Keyence Corp		1,300		608
Kimura Unity Co Ltd		2,700		30
Kirin Holdings Co Ltd		2,600		36
Kita-Nippon Bank		1,200		18


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Komatsu Ltd		10,700	$	311
Kotobuki Spirits Co Ltd		4,500		60
Kubota Corp		7,600		111
Kyoritsu Maintenance Co Ltd		1,100		46
Kyowa Electronic Instruments		9,800		28
LY Corp		9,700		27
M3 Inc		43,000		617
Macnica Holdings Inc		1,800		99
Matching Service Japan Co Ltd		2,300		19
Matsui Construction		5,100		29
Mazda Motor Corp		4,800		56
Mitsui Fudosan Logistics Park Inc ^‡		10		28
Murakami		2,200		73
NEC Corp		9,500		640
NEOJAPAN Inc		3,400		26
Nicca Chemical		1,500		9
Nice Corp		1,700		18
Nichirei Corp		2,200		55
Nihon Flush		2,700		18
Nihon Trim Co Ltd		1,000		24
Nikon Corp		108,700		1,075
Nintendo Co Ltd		900		51
Nippon Paint Holdings Co Ltd		3,900		29
Nippon Steel Corp		2,900		72
Nissan Motor Co Ltd		57,500		226
Nissan Tokyo Sales Holdings Co Ltd		16,600		59
Nissin Foods Holdings Co Ltd		4,800		140
Niterra Co Ltd		2,300		70
NJS		1,900		36
Nomura Real Estate Holdings Inc		1,200		30
OBIC Business Consultants Co Ltd		1,400		67
Obic Co Ltd		900		141
Ochi Holdings		1,200		13
OIE Sangyo Co Ltd		700		8
Okura Industrial Co Ltd		1,100		24
Optim Corp *		4,600		35
Oracle Corp Japan		1,000		77
Oro Co Ltd		4,200		77
Otsuka Holdings Co Ltd		6,800		276
Park24 Co Ltd *		2,100		25
Persol Holdings Co Ltd		5,000		7
Pigeon Corp		9,200		94
PR Times Corp *		3,000		39
Rakus Co Ltd		1,900		30
Recruit Holdings Co Ltd		10,000		404
Riken Technos Corp		9,200		60
Rohto Pharmaceutical Co Ltd		3,100		63
Sanken Electric		100		5
Sanrio Co Ltd		1,600		90
Sanwa Holdings Corp		4,900		87
Sapporo Holdings Ltd		800		35
SCREEN Holdings Co Ltd		3,000		376


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
SCSK Corp		3,900	$	72
Seed		2,400		12
Sekisui Kasei		6,800		22
Shimano Inc		1,500		209
Shimojima		2,400		21
SMK Corp		500		8
SMS Co Ltd		16,800		298
Sompo Holdings Inc		800		47
Sotetsu Holdings Inc		1,500		27
Subaru		3,700		84
Taisho Pharmaceutical Holdings Co Ltd		1,200		69
Takashimaya Co Ltd		7,100		107
Takeuchi Manufacturing Co Ltd		1,200		42
Tayca		34		–
Terumo Corp		600		23
TIS Inc		6,400		144
Tobu Railway Co Ltd		1,000		26
Toei Animation Co Ltd		2,100		260
Toell		2,500		13
Toho System Science		900		8
Tokyo Electron Ltd		1,200		296
Tokyu Fudosan Holdings Corp		19,600		129
Tonami Holdings		600		18
Towa Bank		10,000		46
Toyo Suisan Kaisha Ltd		1,200		70
Toyoda Gosei Co Ltd		2,700		56
Trend Micro Inc/Japan		4,500		223
Tsubakimoto Kogyo Co Ltd		700		33
TYK		6,200		20
Yamaha Motor Co Ltd		9,900		89
Yokogawa Electric Corp		4,300		91
Yokohama Rubber Co Ltd/The		1,500		40
Zensho Holdings Co Ltd		900		39
ZIGExN Co Ltd		29,400		110
ZOZO Inc		1,500		34
				14,576

Luxembourg — 0.8%
SES SA, Cl A		183,224		1,187

Malaysia — 0.7%
Allianz Malaysia		13,700		54
AME Elite Consortium		66,500		24
Bermaz Auto Bhd		126,800		65
CB Industrial Product Holding		160,100		46
CCK Consolidated Holdings		206,500		42
Chin Well Holdings		93,700		23
Dayang Enterprise Holdings		211,000		104
Dialog Group Bhd		74,900		33
Favelle Favco *		25,000		11
Innoprise Plantations		53,500		17
Kawan Food *		166,200		63
Keck Seng Malaysia		10,500		13
Kim Loong Resources		164,100		74


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LBS Bina Group		627,200	$	93
Mah Sing Group		301,700		62
Malayan Flour		200,400		27
MKH		99,700		28
MNRB Holdings		24,400		9
Padini Holdings		21,400		15
Panasonic Manufacturing Malaysia		4,700		18
Paramount		206,300		47
Petron Malaysia Refining & Marketing		45,100		44
Scicom MSC		60,700		14
VSTECS		27,200		9
Wellcall Holdings Bhd		162,400		59
YTL Power International Bhd		71,700		60
				1,054

Mexico — 0.0%
Grupo Financiero Inbursa SAB de CV, Cl O *		10,300		31
Southern Copper Corp		317		26
				57

Netherlands — 5.1%
Adyen NV *		20		32
Argenx SE ADR *		16		6
ASM International NV *		49		30
ASML Holding, Cl G		245		233
ASML Holding NV		1,216		1,145
Flow Traders		41,442		746
Fugro NV *		1,548		34
ING Groep NV		9,494		130
Koninklijke KPN NV		61,381		225
Koninklijke Philips NV *		60,704		1,215
Shell PLC		40,000		1,243
Signify NV		47,833		1,283
SNS Reaal *(A)		1,762		–
Universal Music Group NV *		21,258		641
Wolters Kluwer NV		5,587		882
				7,845

New Zealand — 0.1%
Briscoe Group		10,569		30
Gentrack Group *		2,162		10
Rakon		49,213		39
Steel & Tube Holdings		43,347		29
				108

Norway — 0.5%
AutoStore Holdings Ltd *		96,946		156
DNB Bank ASA		5,262		105
Gjensidige Forsikring ASA		18,905		299
Odfjell SE, Cl A		4,342		54
Reach Subsea		55,919		29
Wallenius Wilhelmsen, Cl B		3,671		35
Wilh Wilhelmsen Holding, Cl B		397		13


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Wilson (A)		2,535	$	16
				707

Peru — 0.0%
Credicorp Ltd		138		24

Philippines — 0.1%
BDO Unibank Inc		17,094		47
Delta Djakarta		34,500		7
Megaworld		2,068,000		71
San Miguel Food and Beverage		15,780		14
Semirara Mining & Power, Cl A		17,400		10
SM Investments Corp		1,680		28
				177

Poland — 0.5%
AB SA *		3,132		62
Alior Bank SA *		1,500		36
Amica SA *		721		14
Answear.com, Cl A *		1,209		9
Arctic Paper SA *		8,907		51
Bank Polska Kasa Opieki SA		513		22
Budimex SA		178		33
ComArch SA		1,972		126
Enter Air *		2,381		36
PGE Polska Grupa Energetyczna SA *		37,908		76
PKP *		20,870		72
Powszechna Kasa Oszczednosci Bank Polski SA		7,172		100
Rainbow Tours SA		4,113		68
Santander Bank Polska SA		435		60
Stalprodukt SA		672		35
Unimot SA		313		10
VRG SA		9,417		8
Wielton		5,143		11
				829

Portugal — 0.0%
Banco Comercial Portugues SA, Cl R *		98,192		29
Ibersol SGPS		1,729		12
				41

Qatar — 0.3%
Masraf Al Rayan QSC *		36,977		26
Ooredoo QPSC		146,969		459
Qatar National Cement		35,899		37
				522

Romania — 0.0%
NEPI Rockcastle NV		3,427		24

Russia — 0.0%
Exillon Energy PLC *		4,819		–

Saudi Arabia — 0.2%
Al Hammadi Holding		1,308		23
Astra Industrial Group		977		44


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Dr Sulaiman Al Habib Medical Services Group Co		344	$	30
Elm Co		190		54
Etihad Etisalat Co *		7,526		111
Saudia Dairy & Foodstuff Co		380		39
				301

Singapore — 0.5%
Boustead Singapore		35,165		23
BRC Asia		77,500		108
Centurion		65,900		21
China Aviation Oil Singapore *		18,900		13
DBS Group Holdings Ltd		7,600		188
Delfi		31,900		23
Grab Holdings Ltd, Cl A *		8,597		27
HRnetgroup *		56,500		31
IGG		62,000		29
Marco Polo Marine Ltd		1,612,100		67
NSL *		17,900		9
OM Holdings		105,911		29
Pacific Century Regional Developments *		52,000		11
Samudera Shipping Line *		78,200		42
Sembcorp Industries Ltd		12,200		46
Sing Investments & Finance *		32,550		25
Singapore Airlines Ltd		25,000		120
				812

South Africa — 1.8%
Anglo American PLC		46,283		996
Clicks Group Ltd		47,361		741
Combined Motor Holdings		8,771		12
Karooooo		688		17
Tiger Brands Ltd		98,834		1,028
Zeda Ltd/South Africa *		72,772		43
				2,837

South Korea — 4.8%
Celltrion Inc		202		27
CROWNHAITAI Holdings		4,330		20
Dongwon *		6,216		149
Eusu Holdings		11,089		48
Fila Holdings Corp		36,553		1,054
Hanmi Science Co ltd		727		22
Hansol Holdings *		7,879		18
Heungkuk Fire & Marine Insurance *		12,490		46
HLB Inc *		477		29
Hyundai Motor Co		256		48
KB Financial Group Inc		406		19
Kia Corp *		1,179		110
KT&G Corp		18,971		1,325
Kukbo Design		1,270		14
LG Corp		17,459		1,228
LG H&H Co Ltd		4,905		1,175
Maeil Holdings		9,522		58


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mecaro *		1,068	$	7
MegaStudy		4,696		39
Mirae Asset Life Insurance *		4,310		16
Miwon Chemicals		184		10
Muhak		5,967		23
Multicampus Co Ltd		1,570		43
NICE Holdings		2,655		26
Rayence *		2,918		20
Sajodaerim Corp		1,153		31
Samsung Electronics Co Ltd		28,504		1,571
SeAH Holdings		92		8
SGC e Tec E&C *		1,352		18
Shinsegae Food *		626		18
SK Hynix Inc		898		105
Tongyang Life Insurance Co Ltd *		6,809		30
WiSoL *		5,409		29
				7,384

Spain — 1.6%
ACS Actividades de Construccion y Servicios SA		929		38
Banco Santander SA		46,004		191
CaixaBank SA		5,926		27
Iberdrola SA *		6,232		72
Industria de Diseno Textil SA		46,266		2,053
				2,381

Sweden — 2.4%
AAK AB		1,372		30
Alfa Laval AB		919		35
Assa Abloy AB, Cl B		24,602		702
Atea *		4,441		52
Atlas Copco AB, Cl A		14,100		245
Castellum AB		2,544		31
Fastighets AB Balder, Cl B *		15,669		97
FM Mattsson Mora Group, Cl B		67		–
Hexagon AB, Cl B		47,313		555
Indutrade AB		1,347		36
Investor AB, Cl B		9,840		248
ITAB Shop Concept		16,439		31
Lindab International		2,341		49
Proact IT Group		4,524		47
Skandinaviska Enskilda Banken AB, Cl A		5,837		87
SKF AB, Cl B		3,452		75
Trelleborg AB, Cl B		809		30
Volvo AB, Cl B		48,939		1,348
Zinzino, Cl B		1,556		12
				3,710

Switzerland — 5.0%
ABB Ltd		17,008		787
Accelleron Industries AG		1,498		51
Adecco Group AG		1,639		66
Chocoladefabriken Lindt & Spruengli AG		7		86


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
CPH Chemie & Papier Holding		133	$	13
Givaudan SA		14		59
Klingelnberg		428		8
Kuehne + Nagel International AG		234		79
Logitech International SA		8,603		762
Novartis AG		7,730		786
Partners Group Holding AG		764		1,101
Phoenix Mecano *		35		18
Roche Holding AG		1,538		405
Sandoz Group AG *		131		4
Schindler Holding AG		429		113
Siegfried Holding AG *		42		42
Sika		1,802		523
Sonova Holding AG		455		141
Swatch Group AG/The, Cl B		4,731		1,121
Swiss Prime Site AG		238		23
Swissquote Group Holding SA		180		48
UBS Group AG		25,890		741
VAT Group AG		1,194		600
Zurich Insurance Group AG		55		29
				7,606

Taiwan — 3.9%
104 *		9,000		63
Accton Technology Corp		3,000		49
Acer Inc		119,000		170
Asia Tech Image *		43,000		93
ASROCK Inc		5,000		40
Asustek Computer Inc		35,000		504
Chicony Electronics Co Ltd		7,000		42
Chien Kuo Construction		39,000		22
Compal Electronics Inc		176,000		203
Compeq Manufacturing Co Ltd		12,000		29
CviLux		37,000		55
Eagle Cold Storage Enterprise		10,000		10
Elite Material Co Ltd *		3,000		47
Ennoconn Corp		14,000		132
Eva Airways Corp		33,000		33
Evergreen Marine Corp Taiwan Ltd		7,200		38
Forcecon Tech		19,000		103
Formosa Optical Technology		10,000		29
Fortune Electric Co Ltd		2,000		34
General Plastic Industrial Co Ltd		34,000		37
Genesis Technology		7,199		16
Global Lighting Technologies *		11,000		18
HIM International Music		7,000		24
Insyde Software *		18,000		167
Inventec		3,502		6
ITE Technology Inc *		22,000		115
Jia Wei Lifestyle		9,000		18
Kingwaytek Technology *		11,000		27
Lida Holdings		13,000		13
Lotes Co Ltd		8,000		259


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Makalot Industrial Co Ltd		3,000	$	35
MediaTek Inc		2,000		72
Micro-Star International Co Ltd		12,000		73
Nishoku Technology		7,000		27
Nova Technology *		8,000		43
Novatek Microelectronics Corp		21,000		399
Powertech Technology Inc		8,000		40
Quanta Computer Inc		8,000		59
Realtek Semiconductor Corp		23,000		414
Rich Honour International Designs		20,000		37
San Fang Chemical Industry Co Ltd		17,000		14
Shih Her Technologies Inc		15,000		60
Simplo Technology Co Ltd		3,000		41
Sonix Technology		9,000		15
Tainan Enterprises Co Ltd		23,000		21
Taishin Financial Holding		1,890		1
Taiwan Semiconductor Manufacturing Co Ltd		19,000		415
Taiwan Semiconductor Manufacturing Co Ltd ADR		8,847		1,138
Tofu Restaurant		6,000		51
Topco Technologies		18,000		42
Tripod Technology Corp		4,000		26
TSC Auto ID Technology		5,499		41
Uni-President Enterprises Corp		52,000		126
Wah Hong Industrial		22,000		25
Well Shin Technology		38,000		65
Wholetech System Hitech		4,158		13
Wistron NeWeb Corp		54,647		265
WT Microelectronics Co Ltd		7,000		38
X-Legend Entertainment *		9,000		23
Ya Horng Electronic *		11,000		23
Yield Microelectronics Corp		2,285		9
Yuen Foong Yu Consumer Products		11,000		16
				6,063

Thailand — 0.7%
Bangkok Bank PCL		12,400		50
Bangkok Bank PCL NVDR		85,400		341
Bangkok Dusit Medical Services PCL NVDR		67,300		54
Central Pattana PCL NVDR		13,000		24
Interlink Communication NVDR		109,100		23
Kang Yong Electric		1,100		10
Krung Thai Bank PCL NVDR		64,900		29
Ladprao General Hospital		74,100		10
Lanna Resources		304,400		128
Lanna Resources PCL NVDR		138,600		58
Mermaid Maritime *		454,300		34
Namyong Terminal NVDR		335,700		43
Precise NVDR		195,200		17
PTT Exploration & Production PCL NVDR		21,200		89
Srivichai Vejvivat		44,600		10
Thai Oil PCL NVDR		1,962		3


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Thai Stanley Electric PCL		7,500	$	46
Thai Wah NVDR		24,100		2
Thantawan Industry		8,900		7
TMBThanachart Bank PCL NVDR		1,117,700		57
				1,035

Turkey — 0.2%
Agesa Hayat ve Emeklilik AS		33,709		69
Eldorado Gold Corp *		2,183		23
Migros Ticaret		663		10
Turk Hava Yollari AO *		4,078		37
Turkiye Is Bankasi AS, Cl C		75,522		27
Turkiye Petrol Rafinerileri AS		1,483		8
Yapi ve Kredi Bankasi AS		80,041		59
				233

United Arab Emirates — 0.3%
Abu Dhabi Islamic Bank PJSC		11,272		35
Abu Dhabi National Insurance PSC		6,055		10
Air Arabia PJSC		41,698		32
Emaar Properties PJSC		22,199		49
Emirates NBD Bank PJSC		30,198		150
Gulf Marine Services *		158,134		34
Orascom Construction		15,067		141
				451

United Kingdom — 9.8%
Allfunds Group Plc *		22,672		161
Barclays PLC		718,210		1,494
BP PLC		200,000		1,165
BP PLC ADR		3,570		125
Breedon Group PLC		26,575		124
Burberry Group PLC		64,234		1,044
Bytes Technology Group PLC		3,949		28
Centrica PLC		14,532		23
Cerillion		2,897		57
Costain Group		104,879		81
Diageo PLC		15,253		571
Diploma PLC		8,715		381
dotdigital group plc		13,500		16
Experian PLC		16,597		711
GSK PLC		59,368		1,250
Halma PLC		20,012		583
Hargreaves Services		5,863		39
Imperial Brands PLC		58,251		1,256
Investec PLC		72,074		450
ITV PLC		1,333,564		944
Johnson Service Group		58,844		106
Kier Group *		7,038		12
London Stock Exchange Group PLC		5,630		632
Macfarlane Group		19,861		31
Mears Group		59,243		265
Mercia Asset Management		42,073		16
Morgan Sindall Group PLC		2,919		87


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Norcros PLC		9,930	$	22
NWF Group PLC		8,792		20
Odfjell Technology		8,162		47
Record		15,071		13
RELX PLC		19,558		856
Severfield		62,258		39
Standard Chartered PLC		130,000		1,098
Tatton Asset Management PLC		2,276		16
Victorian Plumbing Group		8,761		9
WPP PLC		135,000		1,208
XPS Pensions Group PLC		2,585		7
				14,987

United States — 5.0%
Accenture PLC, Cl A		2,574		965
Aon PLC, Cl A		3,251		1,027
CyberArk Software Ltd *		645		170
Harley-Davidson Inc		30,166		1,094
Intel Corp		23,180		998
Kyndryl Holdings Inc *		58,247		1,280
Monday.com Ltd *		993		221
Spotify Technology SA *		2,538		651
Western Union Co/The		89,464		1,200
				7,606

Total Common Stock
(Cost $131,640) ($ Thousands)				143,543

PREFERRED STOCK — 1.2%
Germany — 1.2%
Henkel AG & Co KGaA (B)		16,896		1,272
Sartorius AG (B)		1,569		594
				1,866

Total Preferred Stock
(Cost $1,941) ($ Thousands)				1,866

EXCHANGE TRADED FUNDS — 0.1%
United States — 0.1%
iShares Core MSCI EAFE ETF		871		63
iShares MSCI Emerging Markets ETF		655		26

Total Exchange Traded Funds
(Cost $88) ($ Thousands)				89

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

A list of the open OTC swap agreement held by the Fund at February 29, 2024, is as follows:

The following table represents the top 50 individual stock exposures or those exceeding 1% of the Custom Basket Total Return Swap as of February 29, 2024:

The following table represents the individual stock exposures comprising the Net Short Custom Basket Total Return Swap as of February 29, 2024:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 94.2%
Australia — 0.5%
Computershare Ltd		15,942	$	269
Fortescue Ltd		1,230		21
Goodman Group ^‡		1,257		24
JB Hi-Fi Ltd		4,674		187
Rio Tinto Ltd		11,000		887
Steadfast Group		18,078		68
				1,456

Austria — 0.0%
Vienna Insurance Group AG Wiener Versicherung Gruppe		3,100		90

Belgium — 0.1%
Ageas SA/NV		1,600		68
Colruyt Group N.V		3,535		170
				238

Brazil — 0.9%
Banco do Brasil SA		90,000		1,050
Telefonica Brasil SA		120,500		1,324
				2,374

Canada — 1.8%
Alimentation Couche-Tard Inc		1,205		75
Barrick Gold Corp		59,269		865
Canadian Imperial Bank of Commerce		1,400		66
Canadian Tire Corp Ltd, Cl A		700		71
Celestica Inc *		4,563		194
Cogeco Communications Inc		1,500		66
Dollarama Inc		18,182		1,407
Element Fleet Management Corp		6,972		116
Fairfax Financial Holdings Ltd		26		28
Intact Financial Corp, Cl Common Subs. Receipt		538		89
Loblaw Cos Ltd		2,144		229
National Bank of Canada		4,810		376
Quebecor Inc, Cl B		4,263		100
Russel Metals Inc		1,056		35
Shopify Inc, Cl A *		1,781		136
Stantec Inc		4,269		357
Stella-Jones Inc		1,202		67
TMX Group Ltd		12,236		321
Toromont Industries Ltd		3,982		366
				4,964

China — 1.0%
Bank of Communications Co Ltd, Cl H		167,000		110
Beijing Enterprises Holdings Ltd		24,500		92
China Railway Signal & Communication Corp Ltd, Cl H		296,000		107
China Shenhua Energy Co Ltd, Cl H		28,000		108
China State Construction International Holdings Ltd		36,850		41
Li Auto, Cl A *		11,586		263


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
New Oriental Education & Technology Group Inc *		8,297	$	79
Nongfu Spring Co Ltd, Cl H		1,600		9
PDD Holdings Inc ADR *		6,431		801
People's Insurance Co Group of China Ltd/The, Cl H		268,000		89
PetroChina Co Ltd, Cl H		955,514		753
Shougang Fushan Resources Group Ltd		264,000		110
Tencent Holdings Ltd		8,100		287
				2,849

Denmark — 1.1%
AP Moller - Maersk A/S, Cl B		700		991
Coloplast A/S, Cl B		2,636		350
Novo Nordisk A/S, Cl B		8,540		1,016
Pandora A/S		3,511		567
Scandinavian Tobacco Group A/S		5,200		96
				3,020

Egypt — 0.1%
Commercial International Bank - Egypt (CIB)		90,076		213

Finland — 0.4%
Nokia Oyj		330,000		1,164

France — 2.0%
Bouygues SA		2,893		115
Carrefour SA		4,600		77
Credit Agricole SA		1,212		16
Danone SA		20,254		1,294
Dassault Aviation SA		5,940		1,176
Engie SA		1,561		25
Legrand SA		3,329		337
LVMH Moet Hennessy Louis Vuitton SE		697		636
Orange SA		7,700		88
Pernod Ricard SA		2,073		347
Publicis Groupe SA *		325		34
Societe BIC SA		17,746		1,283
SPIE SA		3,347		111
Technip Energies		3,363		73
TotalEnergies SE		1,900		121
				5,733

Georgia — 0.0%
TBC Bank Group PLC		1,589		60

Germany — 1.7%
Bayer AG		21,322		648
Bayerische Motoren Werke AG		173		20
Continental AG		18,383		1,474
Covestro AG		18,000		980
Deutsche Telekom AG		6,000		143
Heidelberg Materials AG		4,060		394
Rheinmetall AG		485		222
SAP SE		3,026		566


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Scout24 SE		5,348	$	389
				4,836

Greece — 0.1%
JUMBO SA *		4,951		145

Hong Kong — 0.8%
AIA Group Ltd		29,600		241
Sun Hung Kai Properties Ltd		5,000		50
Swire Pacific Ltd, Cl A		125,000		1,036
VTech Holdings		154,300		892
				2,219

India — 1.2%
Aurobindo Pharma Ltd		9,964		124
Bajaj Auto Ltd		2,662		254
Bharat Electronics Ltd		18,619		46
Cholamandalam Investment and Finance		10,735		141
Colgate-Palmolive India Ltd		5,760		176
Cummins India		2,902		96
HDFC Asset Management Co Ltd		3,393		154
HDFC Bank Ltd ADR		7,815		418
ICICI Bank Ltd		922		12
Lupin		8,647		169
Oil India Ltd		37,200		245
Power Finance Corp Ltd		68,170		329
REC Ltd		38,730		206
Shriram Finance Ltd		10,442		307
Sun Pharmaceutical Industries		4,125		78
Trent		7,272		340
TVS Motor		3,210		83
Varun Beverages Ltd *		11,810		201
				3,379

Ireland — 0.3%
AIB Group PLC		199,554		926

Israel — 0.2%
Camtek *		1,227		98
Check Point Software Technologies Ltd *		3,477		558
				656

Italy — 0.1%
BFF Bank		3,681		43
Intesa Sanpaolo SpA		5,387		17
Mediobanca Banca di Credito Finanziario SpA		4,007		55
Snam SpA		3,202		15
Terna - Rete Elettrica Nazionale		1,119		9
UniCredit SpA		1,784		60
UnipolSai Assicurazioni SpA *		34,200		98
				297

Japan — 3.2%
AEON REIT Investment ^‡		70		61


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Alfresa Holdings Corp		7,059	$	105
Brother Industries Ltd		59,600		999
Canon Inc		7,100		208
Credit Saison Co Ltd		6,264		122
Daiwa House Industry Co Ltd		24,485		708
DCM Holdings Co Ltd		2,900		28
FUJIFILM Holdings Corp		4,039		257
Honda Motor Co Ltd		21,600		257
Horiba Ltd		1,515		148
Hoya Corp		2,800		365
ITOCHU Corp		1,000		44
Itochu Enex Co Ltd		13,300		136
Japan Tobacco Inc		6,666		173
JFE Holdings Inc		1,200		20
Kajima Corp		16,174		300
KDDI Corp		1,900		58
Keyence Corp		800		374
Kinden Corp		5,497		94
K's Holdings Corp		7,900		68
Lawson Inc		1,107		76
M3 Inc		25,400		364
Marubeni Corp		3,800		63
MIRAIT ONE corp		8,300		104
Mitsubishi Corp		1,200		26
Mitsubishi Heavy Industries Ltd		1,769		140
Mitsui & Co Ltd		3,368		147
Mizuho Financial Group Inc		12,300		230
Nikon Corp		90,700		897
Nippon Telegraph & Telephone Corp		110,000		134
Nissin Foods Holdings Co Ltd		3,981		116
Otsuka Corp		4,688		206
Pigeon Corp		5,200		53
Rohto Pharmaceutical Co Ltd		7,006		142
Sankyo Co Ltd		8,070		92
SCREEN Holdings Co Ltd		3,392		425
Sekisui House		17,643		394
Senko Group Holdings Co Ltd		12,300		88
Shimano Inc		1,000		139
SHO-BOND Holdings		1,599		68
SMS Co Ltd		9,800		174
Sumitomo Corp		900		21
Toei Animation Co Ltd		1,300		161
Toyota Tsusho Corp		400		26
Yamazaki Baking		4,294		101
Zensho Holdings Co Ltd		3,758		165
				9,077

Luxembourg — 0.3%
SES SA, Cl A		145,239		941

Malaysia — 0.1%
Gamuda		44,752		50


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
RHB Bank Bhd		82,700	$	97
				147

Mexico — 0.2%
Arca Continental SAB de CV *		7,008		76
Coca-Cola Femsa SAB de CV *		9,277		90
Ternium SA ADR		11,400		462
				628

Netherlands — 1.5%
ASML Holding NV		728		686
Koninklijke Ahold Delhaize NV		6,600		197
Koninklijke Philips NV		58,089		1,163
NN Group NV		2,200		98
Redcare Pharmacy *		671		101
Shell PLC		35,700		1,122
Universal Music Group NV *		12,578		379
Wolters Kluwer NV		2,428		383
				4,129

Norway — 0.2%
Austevoll Seafood ASA		6,400		48
AutoStore Holdings Ltd *		60,544		97
Gjensidige Forsikring ASA		11,178		177
Orkla ASA		18,487		133
				455

Philippines — 0.0%
DMCI Holdings Inc		438,600		86

Poland — 0.0%
Budimex SA		556		102
CAPITEA *		158,863		24
				126

Portugal — 0.1%
Jeronimo Martins SGPS SA		5,934		142

Russia — 0.0%
Detsky Mir PJSC		101,061		–
Evraz PLC *		21,791		22
Gazprom Neft PJSC (A)		7,643		–
Gazprom PJSC (A)		125,045		–
Globaltrans Investment PLC GDR * (A)		27,819		–
HeadHunter Group PLC ADR * (A)		161		–
Inter RAO UES PJSC		2,649,312		–
Magnit PJSC		2,567		–
Magnitogorsk Iron & Steel Works PJSC		26,960		–
MD Medical Group Investments PLC GDR *		29,105		–
MMC Norilsk Nickel PJSC (A)		354		–
PhosAgro PJSC GDR * (A)		12,000		–
Rosneft Oil Co PJSC (A)		35,283		–
Sberbank of Russia PJSC		105,050		–
X5 Retail Group NV GDR *		10,491		–
				22


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Saudi Arabia — 0.1%
Etihad Etisalat Co *		4,688	$	69
Saudi Aramco Base Oil *		1,298		58
				127

Singapore — 0.1%
Best World International Ltd *		24,994		30
DBS Group Holdings Ltd		3,500		87
Jardine Cycle & Carriage Ltd		5,900		112
United Overseas Bank Ltd		5,900		122
				351

South Africa — 0.9%
Anglo American PLC		42,029		904
Clicks Group Ltd		25,558		400
Tiger Brands Ltd		113,998		1,186
				2,490

South Korea — 2.1%
Fila Holdings Corp		32,448		936
Industrial Bank of Korea		14,800		156
KT Corp		3,800		112
KT&G Corp		16,300		1,138
LG Corp		15,777		1,110
LG H&H Co Ltd		3,950		946
Meritz Financial Group Inc		3,786		236
Samsung Electronics Co Ltd		22,965		1,266
SK Telecom Co Ltd		2,200		87
				5,987

Spain — 0.6%
Industria de Diseno Textil SA		39,675		1,761

Sweden — 0.4%
AddTech, Cl B		1,087		24
Assa Abloy AB, Cl B		14,849		424
Camurus *		1,206		53
Hexagon AB, Cl B		28,383		333
Saab, Cl B		1,346		106
Swedish Orphan Biovitrum AB *		4,565		113
				1,053

Switzerland — 0.7%
Novartis AG		2,900		295
Partners Group Holding AG		471		679
Sandoz Group AG *		580		18
Swatch Group AG/The, Cl B		3,022		716
VAT Group AG		689		346
				2,054

Taiwan — 0.9%
Chicony Electronics Co Ltd		39,000		231
Compal Electronics Inc		108,564		125
Hon Hai Precision Industry Co Ltd		38,000		124
Intai Technology		4,018		16
Lotes Co Ltd		5,000		162


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Pou Chen Corp		79,000	$	76
Quanta Computer Inc		97,132		713
Taiwan Semiconductor Manufacturing Co Ltd ADR		5,322		685
Tripod Technology Corp		16,891		111
Universal Vision Biotechnology Co Ltd		798		8
Wistron Corp		38,184		140
WPG Holdings Ltd		69,190		203
				2,594

Thailand — 0.1%
Bangkok Bank PCL		26,500		106
Kiatnakin Phatra Bank PCL		46,300		66
				172

Turkey — 0.2%
Akbank TAS		109,599		146
BIM Birlesik Magazalar AS		7,321		91
Haci Omer Sabanci Holding AS		26,883		68
KOC Holding AS		11,594		62
Turkcell Iletisim Hizmetleri AS		18,483		40
Yapi ve Kredi Bankasi AS		76,669		57
				464

United Arab Emirates — 0.3%
Emaar Development PJSC		18,473		40
Emaar Properties PJSC		276,226		611
Emirates NBD Bank PJSC		53,855		268
				919

United Kingdom — 4.3%
3i Group PLC		1,946		61
Allfunds Group Plc *		13,413		95
BAE Systems PLC		34,294		539
Barclays PLC		500,000		1,040
BP PLC		190,000		1,107
British American Tobacco PLC		34,200		1,014
Burberry Group PLC		59,293		964
Cranswick PLC		1,410		69
Diageo PLC		9,036		339
Diploma PLC		5,150		225
Halma PLC		12,010		350
Imperial Brands PLC		43,700		942
Intermediate Capital Group PLC		3,165		77
ITV PLC		1,073,615		760
London Stock Exchange Group PLC		3,327		374
Marks & Spencer Group PLC		75,706		227
RELX PLC		11,726		513
Rolls-Royce Holdings PLC *		89,669		419
Sage Group PLC/The		3,393		53
Serco Group		32		–
Standard Chartered PLC		120,000		1,013
TechnipFMC PLC		16,226		352
Tesco PLC		31,538		111
Unilever PLC		8,106		397


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
WPP PLC		123,000	$	1,100
				12,141

United States — 65.6%
AAON Inc		1,583		133
Abercrombie & Fitch Co, Cl A *		1,784		228
Accenture PLC, Cl A		1,548		580
Adobe Inc *		2,084		1,168
Advance Auto Parts Inc		7,060		477
Aflac Inc		4,699		379
Akamai Technologies Inc *		2,367		263
Allison Transmission Holdings Inc		2,500		188
Allstate Corp/The		15,800		2,520
Ally Financial Inc		55,650		2,058
Alpha Metallurgical Resources Inc		2,790		1,053
Alphabet Inc, Cl A *		22,162		3,069
Altria Group Inc		4,000		164
Amdocs Ltd		2,500		228
American Axle & Manufacturing Holdings Inc *		51,860		359
American International Group Inc		10,500		765
Amgen Inc		800		219
Analog Devices Inc		6,705		1,286
Aon PLC, Cl A		1,956		618
Apollo Global Management Inc		9,641		1,078
Appfolio Inc, Cl A *		518		125
Apple Inc		6,346		1,147
Applied Materials Inc		154		31
Arch Capital Group Ltd *		561		49
Archer-Daniels-Midland Co		2,600		138
Archrock Inc		5,535		101
Arista Networks Inc *		2,070		575
Arrow Electronics Inc *		3,890		457
Arthur J Gallagher & Co		258		63
Asbury Automotive Group Inc *		1,960		409
AT&T Inc		136,900		2,318
AutoNation Inc *		2,890		433
AutoZone Inc *		1,128		3,391
Avnet Inc		12,910		601
Axon Enterprise Inc *		1,625		499
Badger Meter Inc		733		116
Bank of New York Mellon Corp/The		2,400		135
Becton Dickinson & Co		4,398		1,036
Berkshire Hathaway Inc, Cl B *		300		123
Berry Global Group Inc		1,400		81
Biogen Inc *		94		20
Blue Owl Capital Corp		6,200		93
BlueLinx Holdings Inc *		2,270		288
Bristol-Myers Squibb Co		5,200		264
Broadcom Inc		549		714
Broadridge Financial Solutions Inc		208		42
Brown & Brown Inc		7,000		589
BRP Inc		3,660		242


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Builders FirstSource Inc *		657	$	128
Cadence Design Systems Inc *		2,334		710
Cardinal Health Inc		502		56
Carrier Global Corp		21,017		1,168
Cboe Global Markets Inc		2,410		463
Cencora Inc		16,883		3,978
Chevron Corp		15,200		2,311
Chubb Ltd		81		20
Cigna Group/The		180		60
Cintas Corp		507		319
Cisco Systems Inc		4,400		213
Citigroup Inc		29,900		1,659
Cleveland-Cliffs Inc *		35,990		749
CME Group Inc, Cl A		6,896		1,520
Cognizant Technology Solutions Corp, Cl A		1,200		95
Colgate-Palmolive Co		7,648		662
Comcast Corp, Cl A		7,300		313
Conagra Brands Inc		4,300		121
CRH PLC		25,279		2,102
Crowdstrike Holdings Inc, Cl A *		2,150		697
CSG Systems International Inc		2,200		120
Cummins Inc		600		161
CVS Health Corp		30,800		2,291
Dana Inc		23,120		289
Dayforce Inc *		2,654		185
Deckers Outdoor Corp *		1,100		985
Dell Technologies Inc, Cl C		10,278		973
Designer Brands Inc, Cl A		30,200		319
Dollar Tree Inc *		13,500		1,980
Dominion Energy Inc		31,900		1,526
Dow Inc		38,800		2,168
DR Horton Inc		8,569		1,281
DXC Technology Co *		20,220		442
Eagle Materials Inc		962		244
Eaton Corp PLC		3,375		975
eBay Inc		1,400		66
elf Beauty Inc *		2,534		528
Eli Lilly & Co		1,321		996
Employers Holdings Inc		2,200		101
Entergy Corp		800		81
Equitable Holdings Inc		81,000		2,773
Everest Group Ltd		287		106
Evergy Inc		1,500		74
Exelon Corp		598		21
Experian PLC		9,009		386
Exxon Mobil Corp		2,400		251
FactSet Research Systems Inc		2,427		1,123
Fair Isaac Corp *		985		1,251
FedEx Corp		6,400		1,593
Fidelity National Information Services Inc		27,000		1,868
Fiserv Inc *		2,229		333
Flex Ltd *		10,254		289


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Foot Locker Inc		18,510	$	637
Ford Motor Co		5,900		73
Fox Corp		2,500		74
Frontier Group Holdings Inc *		72,790		505
General Electric Co		2,330		366
General Mills Inc		1,500		96
General Motors Co		8,910		365
G-III Apparel Group Ltd *		18,490		615
Gilead Sciences Inc		2,700		195
Goldman Sachs Group Inc/The		92		36
Goodyear Tire & Rubber Co/The *		28,780		342
Goosehead Insurance Inc, Cl A *		746		56
Graco Inc		14,512		1,324
Green Brick Partners Inc *		743		43
GSK PLC		138,384		2,914
Guidewire Software Inc *		2,946		352
H&R Block Inc		2,100		103
Harley-Davidson Inc		33,100		1,201
Hartford Financial Services Group Inc/The		2,900		278
HF Sinclair Corp		11,070		614
HubSpot Inc *		1,283		794
Huron Consulting Group Inc *		805		79
Insight Enterprises Inc *		600		113
Intel Corp		75,800		3,263
Inter Parfums Inc		414		61
International Business Machines Corp		17,900		3,312
Intuit Inc		78		52
J M Smucker Co/The		600		72
James Hardie Industries PLC *		19,271		762
Jazz Pharmaceuticals PLC *		600		71
JELD-WEN Holding Inc *		40,670		740
Johnson & Johnson		11,106		1,792
Juniper Networks Inc		1,800		67
Kellanova		2,700		149
Kenvue Inc		21,072		400
Kinsale Capital Group Inc		544		281
KLA Corp		94		64
Kraft Heinz Co/The		3,700		131
Kroger Co/The		5,400		268
Kyndryl Holdings Inc *		43,000		945
Lamb Weston Holdings Inc		2,258		231
Las Vegas Sands Corp		32,900		1,794
Lennox International Inc		1,220		575
Liberty Energy Inc, Cl A		24,800		530
Linde PLC		4,188		1,880
Lockheed Martin Corp		400		171
Loews Corp		177		13
Lowe's Cos Inc		8,083		1,945
Macy's Inc		26,520		463
Manhattan Associates Inc *		1,586		402
Marathon Petroleum Corp		300		51
Marsh & McLennan Cos Inc		487		98


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mastercard Inc, Cl A		5,465	$	2,595
McKesson Corp		2,165		1,129
Medpace Holdings Inc *		943		375
Merck & Co Inc		21,300		2,708
Meta Platforms Inc, Cl A		6,142		3,010
Mettler-Toledo International Inc *		919		1,146
Microsoft Corp		13,419		5,551
Middleby Corp/The *		6,843		1,041
Molina Healthcare Inc *		29		11
Molson Coors Beverage Co, Cl B		2,700		169
Mondelez International Inc, Cl A		20,856		1,524
Moody's Corp		7,331		2,782
MSC Industrial Direct Co Inc, Cl A		700		71
MSCI Inc, Cl A		2,404		1,349
Murphy Oil Corp		25,500		1,012
Murphy USA Inc		593		247
National Fuel Gas Co		45,500		2,218
NetApp Inc		900		80
NewMarket Corp		340		218
NEXTracker Inc, Cl A *		1,786		100
NIKE Inc, Cl B		8,778		912
NiSource Inc		1,736		45
Nucor Corp		430		83
NVIDIA Corp		4,884		3,864
Oaktree Specialty Lending Corp		6,000		120
Oracle Corp		13,412		1,498
O'Reilly Automotive Inc *		1,050		1,142
Organon & Co		690		12
Oshkosh Corp		15,200		1,685
Otis Worldwide Corp		13,087		1,247
Otter Tail Corp		1,700		154
Owens Corning		2,469		370
Par Pacific Holdings Inc *		21,490		776
Parker-Hannifin Corp		1,291		691
PBF Energy Inc, Cl A		16,040		749
Penumbra Inc *		840		197
PepsiCo Inc		9,989		1,652
Petco Health & Wellness Co Inc, Cl A *		146,040		380
Pfizer Inc		4,900		130
Philip Morris International Inc		9,100		819
ProPetro Holding Corp *		46,460		344
Public Service Enterprise Group Inc		375		23
PVH Corp		1,400		191
Regency Centers Corp ^‡		236		15
Reliance Inc		400		128
Rollins Inc		375		17
Roper Technologies Inc		2,874		1,566
Ryerson Holding Corp		11,140		352
Sanofi SA		13,900		1,322
Sealed Air Corp		900		31
Sensata Technologies Holding PLC		26,200		902
Sherwin-Williams Co/The		5,463		1,814


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Signify NV		45,000	$	1,207
Snap-on Inc		300		83
Sonic Automotive Inc, Cl A		6,400		336
Sonoco Products Co		1,500		85
Southwest Airlines Co		15,110		518
Sportsman's Warehouse Holdings Inc *		37,410		135
Stellantis NV		846		22
Sterling Infrastructure Inc *		1,361		145
Stifel Financial Corp		14,400		1,092
Stryker Corp		5,264		1,837
Sun Communities Inc ^‡		4,400		589
Super Micro Computer Inc *		498		431
Synchrony Financial		295		12
Synopsys Inc *		1,433		822
Tapestry Inc		33,700		1,602
TEGNA Inc		5,900		83
TJX Cos Inc/The		17,863		1,771
T-Mobile US Inc		500		82
Toll Brothers Inc		4,726		542
Trane Technologies PLC		7,013		1,977
Tyson Foods Inc, Cl A		50,650		2,747
United Airlines Holdings Inc *		9,790		445
United Natural Foods Inc *		29,060		454
United Therapeutics Corp *		8,700		1,963
UnitedHealth Group Inc		4,909		2,423
Verizon Communications Inc		6,300		252
Vertiv Holdings Co, Cl A		9,375		634
Vontier Corp		2,800		120
Walmart Inc		1,800		105
Warner Bros Discovery Inc *		70,400		619
Watts Water Technologies Inc, Cl A		1,085		221
Weatherford International PLC *		2,535		260
Wells Fargo & Co		34,100		1,896
Western Union Co/The		100,300		1,345
Whirlpool Corp		800		86
Wingstop Inc		1,210		425
WK Kellogg Co		675		10
WW Grainger Inc		46		45
Zumiez Inc *		11,090		195
				183,977

Total Common Stock
(Cost $211,329) ($ Thousands)				264,462

PREFERRED STOCK — 1.1%
Germany — 1.1%
Bayerische Motoren Werke AG, 6.320%		224		25
Henkel AG & Co KGaA (B)		17,438		1,313
Sartorius AG (B)		944		357
Volkswagen AG (B)		10,000		1,356
				3,051


Description		Number of Warrants	Market Value ($ Thousands)
WARRANTS (continued)

				–

Total Warrants
(Cost $—) ($ Thousands)			$	–


	Shares
CASH EQUIVALENT — 1.7%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		4,656,403		4,656
Total Cash Equivalent
(Cost $4,656) ($ Thousands)				4,656
Total Investments in Securities — 97.0%
(Cost $219,515) ($ Thousands)			$	272,169

A list of open futures contracts held by the Fund at February 29, 2024, is as follows:

A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 92.6%
Argentina — 0.5%
Corp America Airports SA *		135,260	$	1,964
Loma Negra Cia Industrial Argentina SA ADR		160,349		1,053
Telecom Argentina SA ADR		309,357		2,243
				5,260

Australia — 0.1%
SolGold PLC *		6,774,749		526

Austria — 0.1%
ANDRITZ AG		10,667		671

Bangladesh — 0.2%
BRAC Bank Ltd		5,064,606		1,971

Belgium — 0.1%
Cenergy Holdings SA		100,240		780

Brazil — 6.0%
Ambev SA		222,200		565
Arcos Dorados Holdings Inc, Cl A		121,230		1,438
B3 SA - Brasil Bolsa Balcao		83,000		214
Banco do Brasil SA		416,854		4,863
C&A MODAS *		643,900		1,215
Cia de Saneamento de Minas Gerais Copasa MG		64,000		267
Cia Siderurgica Nacional ADR		221,788		747
CPFL Energia SA		356,700		2,541
Dexco SA		765,700		1,256
Embraer SA ADR *		73,070		1,424
Equatorial Energia SA		132,700		912
Gerdau SA ADR		230,690		994
GPS Participacoes e Empreendimentos SA		367,600		1,321
Hapvida Participacoes e Investimentos S/A *		617,500		458
Itau Unibanco Holding SA ADR		1,226,248		8,363
Localiza Rent a Car SA		173,090		1,841
Lojas Renner SA		172,700		549
LWSA SA		437,900		492
Minerva SA/Brazil		87,300		120
Neoenergia		45,900		200
NU Holdings Ltd/Cayman Islands, Cl A *		370,199		4,102
Pagseguro Digital Ltd, Cl A *		34,645		482
Petroleo Brasileiro SA ADR, Cl A		680,037		10,996
Porto Seguro SA		169,700		975
Santos Brasil Participacoes SA		758,600		1,603
Sendas Distribuidora S/A		1,289,700		3,691
SLC Agricola SA		62,800		249
Suzano SA		58,100		661
TIM SA/Brazil		383,800		1,400
TOTVS SA		144,400		901
Ultrapar Participacoes ADR		127,541		755
Vale SA		134,400		1,814
				57,409


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Canada — 1.3%
Capstone Copper Corp *		302,527	$	1,588
Celestica *		74,162		3,154
Ivanhoe Mines Ltd, Cl A *		625,051		6,650
Pan American Silver Corp		93,699		1,163
				12,555

Cayman Islands — 0.1%
Theon International *		82,544		1,071

Chile — 0.7%
Banco Santander Chile ADR		97,984		1,924
Enel Chile SA *		24,548,539		1,473
Parque Arauco SA		2,272,217		3,621
				7,018

China — 15.8%
37 Interactive Entertainment Network Technology Group Co Ltd, Cl A		541,500		1,466
Agricultural Bank of China Ltd, Cl H		9,363,000		3,851
Airtac International Group		79,719		3,052
Alibaba Group Holding Ltd		1,361,700		12,680
Alibaba Group Holding Ltd ADR		22,595		1,673
Autohome Inc ADR		16,519		429
Baidu Inc ADR *		58,943		5,973
Bank of China Ltd, Cl H		4,786,500		1,883
Bank of Communications Co Ltd, Cl H		1,219,100		800
Beijing Enterprises Holdings Ltd		196,500		740
Bosideng International Holdings Ltd		1,410,000		711
China Communications Services Corp Ltd, Cl H		2,558,000		1,088
China Construction Bank Corp, Cl H		8,536,000		5,321
China Everbright Bank Co Ltd, Cl H		1,894,500		593
China Galaxy Securities Co Ltd, Cl H		894,000		470
China Medical System Holdings Ltd		949,000		1,559
China Overseas Property Holdings Ltd		1,475,000		1,247
China Railway Group Ltd, Cl H		1,816,000		886
China Resources Land Ltd		1,878,000		5,781
China Resources Pharmaceutical Group Ltd		452,500		306
China State Construction International Holdings Ltd		250,000		279
China Taiping Insurance Holdings Co Ltd		283,400		247
Chongqing Brewery Co Ltd, Cl A		168,400		1,533
CITIC Ltd		718,000		725
Contemporary Amperex Technology Co Ltd, Cl A		7,056		160
COSCO SHIPPING Holdings Co Ltd, Cl H		1,006,550		1,085
Daqin Railway Co Ltd, Cl A		251,245		261
Dongfeng Motor Group Co Ltd, Cl H		346,000		148
Eastroc Beverage Group Co Ltd, Cl A		37,400		931
EEKA Fashion Holdings		365,500		635
FinVolution Group ADR		51,391		269
First Tractor, Cl H		1,386,000		1,083
Ganfeng Lithium Group Co Ltd, Cl A		165,200		920


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Gree Electric Appliances of Zhuhai, Cl A		122,800	$	667
Greentown China Holdings Ltd		268,500		216
Guangdong Xinbao Electrical Appliances Holdings, Cl A		130,800		266
Guangzhou Automobile Group Co Ltd, Cl H		2,744,000		1,188
Haidilao International Holding Ltd		381,000		698
Haier Smart Home Co Ltd, Cl H		1,803,400		5,505
Heilongjiang Agriculture, Cl A		411,700		711
Hello Group Inc ADR		35,878		236
Hisense Home Appliances Group Co Ltd, Cl A		115,799		480
Industrial & Commercial Bank of China Ltd, Cl H		4,685,000		2,418
iQIYI Inc ADR *		1,142,017		4,214
JD.com Inc, Cl A		160,100		1,821
Jiangxi Copper, Cl H		217,000		323
JinkoSolar Holding Co Ltd ADR		13,000		352
Jiumaojiu International Holdings Ltd		451,000		313
JOYY Inc ADR		3,966		125
Kingsoft Corp Ltd		226,600		632
Kunlun Energy Co Ltd		3,658,000		3,126
Kweichow Moutai Co Ltd, Cl A		6,875		1,620
Lenovo Group Ltd		1,914,000		2,120
Li Ning Co Ltd		846,500		2,111
Lufax Holding ADR		123,620		386
NetEase Inc		179,170		4,033
NetEase Inc ADR		9,389		1,013
Offshore Oil Engineering Co Ltd, Cl A		355,100		306
PDD Holdings Inc ADR *		18,520		2,307
PetroChina Co Ltd, Cl H		4,268,000		3,364
PICC Property & Casualty Co Ltd		4,532,000		6,206
Ping An Insurance Group Co of China Ltd, Cl H		1,317,900		5,909
Qifu Technology Inc ADR		55,102		851
Qingdao Haier Biomedical Co Ltd, Cl A		216,888		944
Shanghai Pharmaceuticals Holding Co Ltd, Cl H		173,100		279
Shenzhen H&T Intelligent Control Co Ltd, Cl A		520,800		906
Shenzhen Mindray Bio-Medical Electronics Co Ltd, Cl A		16,000		643
Shenzhou International Group Holdings Ltd		356,500		2,939
Sinopharm Group Co Ltd, Cl H		155,600		436
Sinotruk Hong Kong Ltd		706,500		1,868
SooChow Securities Co Ltd, Cl A		947,200		961
TAL Education Group ADR *		140,195		2,065
Tencent Holdings Ltd		146,253		5,179
Tencent Music Entertainment Group ADR *		45,100		472
Tongcheng Travel Holdings Ltd *		684,400		1,727
Topsports International Holdings Ltd		1,438,093		977
TravelSky Technology Ltd, Cl H		714,000		855
Vipshop Holdings Ltd ADR		456,474		8,787
Weibo Corp ADR		45,300		413


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Weichai Power Co Ltd, Cl H		153,000	$	301
Wuliangye Yibin Co Ltd, Cl A		14,479		286
WuXi AppTec Co Ltd, Cl H		220,644		1,373
Xinyi Solar Holdings Ltd		2,137,000		1,299
Yangzijiang Shipbuilding Holdings Ltd *		1,219,800		1,588
Yum China Holdings Inc		24,000		1,029
Yutong Bus Co Ltd, Cl A		178,700		464
Zhejiang Expressway Co Ltd, Cl H		586,000		448
Zhejiang Semir Garment Co Ltd, Cl A		298,192		230
Zhongsheng Group Holdings Ltd		381,000		699
ZJLD Group Inc *		972,200		1,143
ZTE Corp, Cl H		56,600		128
ZTO Express Cayman Inc ADR		48,734		935
				151,676

Colombia — 0.2%
Bancolombia SA ADR, Cl R		16,132		524
Gran Tierra Energy Inc *		314,423		1,681
				2,205

Czechia — 0.1%
WAG Payment Solutions PLC *		1,509,678		1,386

Egypt — 1.0%
Commercial International Bank Egypt SAE GDR		2,175,279		2,958
Energean PLC		497,093		6,414
				9,372

Georgia — 0.4%
TBC Bank Group PLC		99,706		3,733

Germany — 0.0%
AIXTRON SE		7,808		217

Ghana — 0.1%
Tullow Oil PLC *		2,661,939		948

Greece — 1.5%
Alpha Services and Holdings SA *		782,854		1,471
Athens International Airport *		79,893		752
Eurobank Ergasias Services and Holdings SA *		1,896,655		3,923
JUMBO SA *		25,060		733
Motor Oil Hellas Corinth Refineries SA		18,750		536
Mytilineos SA		7,976		311
National Bank of Greece SA *		349,664		2,741
OPAP SA		55,801		1,019
Piraeus Financial Holdings SA *		659,137		2,903
				14,389

Hong Kong — 0.6%
AIA Group Ltd		304,640		2,475
Hong Kong Exchanges & Clearing Ltd		38,842		1,204
Orient Overseas International Ltd		31,500		490
Techtronic Industries Co Ltd		117,500		1,272
				5,441


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Hungary — 1.0%
MOL Hungarian Oil & Gas PLC		203,036	$	1,615
OTP Bank Nyrt		105,370		5,050
Richter Gedeon Nyrt		109,623		2,917
				9,582

Iceland — 0.3%
Islandsbanki HF		3,752,037		2,892

India — 11.3%
Angel One Ltd		7,079		238
Ashok Leyland		164,362		337
Ashoka Buildcon *		658,426		1,479
Aster DM Healthcare Ltd *		274,114		1,558
Aurobindo Pharma Ltd		73,033		906
Bajaj Auto Ltd		10,382		990
Bank of Baroda		278,036		890
Bharat Electronics Ltd		900,482		2,227
Bharat Petroleum Corp Ltd		129,768		945
Brigade Enterprises Ltd		186,133		2,247
Canara Bank		158,302		1,078
Chambal Fertilisers and Chemicals		50,584		214
Chennai Petroleum Corp Ltd		53,474		570
Coal India Ltd		149,625		788
Colgate-Palmolive India Ltd		15,664		477
Computer Age Management Services		35,936		1,331
Craftsman Automation		12,698		641
CreditAccess Grameen Ltd *		78,488		1,392
Cyient Ltd		13,087		320
Divi's Laboratories Ltd		43,219		1,819
Dr Reddy's Laboratories Ltd		18,153		1,406
EPL Ltd		305,145		689
Exide Industries Ltd		510,794		1,973
Federal Bank Ltd		782,810		1,420
GAIL India Ltd		165,145		363
Genus Power Infrastructures Ltd		605,861		1,828
Global Health *		19,507		321
HCL Technologies Ltd		280,321		5,625
HDFC Asset Management Co Ltd		15,517		702
HDFC Bank Ltd		275,075		4,656
Hero MotoCorp Ltd		48,265		2,577
Hindalco Industries Ltd		5,278		32
Hindustan Aeronautics Ltd		13,839		515
ICICI Bank Ltd		240,156		3,048
ICICI Bank Ltd ADR		247,166		6,330
Indian Oil Corp Ltd		496,303		991
Infosys Ltd		73,983		1,494
Intellect Design Arena Ltd		33,222		443
IRB Infrastructure Developers		1,724,796		1,307
JK Tyre & Industries Ltd		83,084		522
Jyothy Labs Ltd		270,858		1,509
Kotak Mahindra Bank Ltd		111,425		2,270
KPIT Technologies Ltd		145,845		2,763
L&T Finance Holdings Ltd		179,825		363


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Larsen & Toubro Ltd		15,362	$	644
Lemon Tree Hotels Ltd *		959,977		1,614
LIC Housing Finance Ltd		75,270		588
Mahindra & Mahindra Ltd		29,745		693
Manappuram Finance Ltd		253,168		538
Mrs Bectors Food Specialities Ltd		87,625		1,123
Narayana Hrudayalaya Ltd		122,900		1,989
Natco Pharma Ltd		24,908		299
NCC Ltd/India		178,637		532
Nippon Life India Asset Management		7,652		48
NTPC Ltd		213,717		865
Oil & Natural Gas Corp Ltd		325,451		1,039
PB Fintech Ltd *		90,513		1,274
Petronet LNG Ltd		670,666		2,212
Phoenix Mills Ltd/The		90,535		3,014
PNC Infratech Ltd		412,533		2,126
Power Finance Corp Ltd		161,562		781
Power Grid Corp of India Ltd		936,350		3,194
REC Ltd		307,421		1,639
Shriram Finance Ltd		132,958		3,910
Sobha Ltd		78,080		1,474
Tata Consultancy Services Ltd		32,253		1,593
Tata Motors Ltd		114,894		1,317
Thermax		50,197		2,202
Torrent Pharmaceuticals Ltd		26,897		865
UPL Ltd		451,222		2,556
VA Tech Wabag Ltd *		157,135		1,386
Varun Beverages Ltd *		233,062		3,959
Zomato Ltd *		577,991		1,153
				108,221

Indonesia — 4.6%
Ace Hardware Indonesia Tbk PT		27,260,000		1,448
Adaro Energy Indonesia Tbk PT		2,258,200		348
Astra International Tbk PT		1,222,100		406
Bank Central Asia Tbk PT		4,035,500		2,536
Bank Mandiri Persero Tbk PT		3,755,700		1,673
Bank Rakyat Indonesia Persero Tbk PT		25,622,176		9,986
Bank Syariah Indonesia		6,689,300		1,051
Bank Tabungan Negara Persero Tbk PT		6,295,700		573
Cisarua Mountain Dairy PT TBK		10,816,900		2,905
First Pacific Co Ltd		7,750,000		3,128
Indo Tambangraya Megah Tbk PT		110,500		184
Indosat Tbk PT		3,961,000		2,880
Jasa Marga Persero Tbk PT		5,082,500		1,755
Map Aktif Adiperkasa		13,603,200		952
Medikaloka Hermina Tbk PT		52,722,900		4,244
Pakuwon Jati Tbk PT		89,667,684		2,317
Perusahaan Gas Negara Tbk PT		2,562,500		178
Sumber Alfaria Trijaya Tbk PT		7,673,800		1,343
Trimegah Bangun Persada Tbk PT		55,861,139		3,199
Ultrajaya Milk Industry & Trading Co Tbk PT		27,622,400		2,935
				44,041


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Italy — 0.1%
Wizz Air Holdings Plc *		29,656	$	802

Jordan — 0.1%
Hikma Pharmaceuticals PLC		36,462		907

Kazakhstan — 2.2%
Air Astana JSC GDR *		457,210		4,252
Halyk Savings Bank of Kazakhstan JSC GDR		500,399		8,607
Kaspi.KZ JSC ADR		10,949		1,138
NAC Kazatomprom JSC GDR		177,112		6,996
				20,993

Kenya — 0.2%
ARM Cement Ltd *		10		–
Equity Group Holdings PLC/Kenya		8,478,063		2,333
				2,333

Macao — 0.1%
MGM China Holdings Ltd *		372,400		602

Malaysia — 0.4%
Bermaz Auto Bhd		1,027,500		528
Bursa Malaysia Bhd		356,200		561
Dayang Enterprise Holdings		2,607,800		1,280
Gamuda		1,306,900		1,457
Sime Darby		442,600		253
				4,079

Mexico — 2.2%
BBB Foods, Cl A *		31,184		654
Coca-Cola Femsa SAB de CV		34,900		340
Coca-Cola Femsa SAB de CV ADR		5,490		533
Controladora Vuela Cia de Aviacion SAB de CV ADR *		64,847		469
Corp Inmobiliaria Vesta SAB de CV		250,700		879
Fibra Uno Administracion SA de CV ^‡		313,900		565
Grupo Aeroportuario del Pacifico SAB de CV, Cl B		85,355		1,260
Grupo Financiero Banorte SAB de CV, Cl O		862,200		8,907
Grupo Mexico SAB de CV, Ser B		152,300		742
Grupo Traxion SAB de CV, Cl A *		839,141		1,514
Promotora y Operadora de Infraestructura		94,280		983
Qualitas Controladora SAB de CV		197,000		2,210
Vista Energy SAB de CV ADR *		16,300		600
Wal-Mart de Mexico SAB de CV		353,190		1,409
				21,065

Netherlands — 0.2%
BE Semiconductor Industries NV		8,101		1,465

Nigeria — 0.9%
Airtel Africa PLC		717,797		861
Guaranty Trust Holding Co PLC		16,408,102		411
IHS Holding Ltd *		191,059		537
SEPLAT Energy PLC		3,037,908		5,380


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Zenith Bank PLC		76,698,031	$	1,699
				8,888

Pakistan — 0.4%
United Bank Ltd/Pakistan		6,175,348		4,239

Peru — 0.9%
Credicorp Ltd		29,092		4,971
Hochschild Mining PLC		2,951,159		3,461
				8,432

Philippines — 2.9%
Alliance Global Group Inc		7,584,100		1,392
Ayala Corp		309,759		3,736
Ayala Land Inc		5,943,100		3,700
BDO Unibank Inc		1,342,470		3,654
Century Pacific Food		2,273,600		1,355
GT Capital Holdings Inc		515,530		6,447
Robinsons Land Corp		11,829,700		3,447
Universal Robina Corp		1,812,080		3,772
				27,503

Poland — 1.0%
Bank Polska Kasa Opieki SA		25,801		1,119
Budimex SA		1,887		345
Dino Polska SA *		11,694		1,363
Grupa Pracuj		209,970		3,370
InPost *		60,141		939
Jastrzebska Spolka Weglowa SA *		18,780		194
KGHM Polska Miedz SA		78,058		2,110
LPP SA		70		315
				9,755

Qatar — 0.0%
Ooredoo QPSC		78,265		244

Russia — 0.0%
Gazprom PJSC ADR *(A)		503,042		–
LUKOIL PJSC ADR *(A)		107,182		–
Mobile TeleSystems PJSC ADR *		556,416		–
Moscow Exchange MICEX-RTS PJSC *		945,410		–
Ozon Holdings PLC ADR *		30,008		–
Sberbank of Russia PJSC ADR *(A)		93,380		–
Surgutneftegas PJSC ADR *		416,721		–
Yandex NV, Cl A *		50,933		–
				—

Saudi Arabia — 1.2%
AlKhorayef Water & Power Technologies Co *		3,634		235
Arab National Bank		51,117		380
Arabian Internet & Communications Services Co *		4,442		434
Banque Saudi Fransi *		37,470		381
Etihad Etisalat Co *		33,947		501
Leejam Sports Co JSC		7,034		404


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Mouwasat Medical Services Co *		6,928	$	228
National Medical Care Co		4,893		262
Saudi Arabian Oil Co		41,842		354
Saudi Aramco Base Oil *		9,902		444
Saudi Ground Services Co *		90,887		1,003
Saudi National Bank/The *		278,212		3,142
Saudi Telecom Co *		90,338		1,022
Savola Group/The		73,396		1,037
United Electronics Co		48,770		1,242
				11,069

Singapore — 0.2%
Grab Holdings Ltd, Cl A *		573,598		1,761

Slovenia — 0.9%
Nova Ljubljanska Banka dd GDR		385,000		8,333

South Africa — 2.0%
Aspen Pharmacare Holdings Ltd		79,303		810
Capitec Bank Holdings Ltd		16,460		1,731
Gold Fields Ltd		20,994		276
Kumba Iron Ore Ltd		30,172		845
Naspers, Cl N		80,553		13,249
Nedbank Group Ltd		82,171		939
Old Mutual Ltd		1,229,543		765
Remgro Ltd		50,685		384
Woolworths Holdings Ltd/South Africa		84,731		283
				19,282

South Korea — 9.3%
AfreecaTV Co Ltd		1,938		187
CJ CheilJedang Corp		8,662		1,948
Classys Inc		33,715		814
Coupang Inc, Cl A *		88,121		1,632
Coway Co Ltd		46,236		1,882
Daewoo Engineering & Construction Co Ltd *		74,579		223
DB HiTek Co Ltd		10,427		363
DB Insurance Co Ltd		6,554		486
DL E&C Co Ltd		25,916		720
Doosan Bobcat Inc		13,143		463
Eo Technics Co Ltd *		10,963		1,684
Eugene Technology Co Ltd		35,614		1,007
GS Holdings Corp		11,447		413
Hana Financial Group Inc		242,486		10,307
Hankook Tire & Technology Co Ltd		46,498		1,893
Hanwha Aerospace Co Ltd		3,843		541
Hanwha Corp		11,730		259
HD Hyundai Electric Co Ltd		5,557		519
HD Hyundai Infracore Co Ltd		54,877		332
HPSP Co Ltd		19,129		738
Hyundai Glovis Co Ltd		2,679		383
Hyundai Marine & Fire Insurance Co Ltd		11,856		280
Hyundai Mobis Co Ltd		5,441		991
Hyundai Steel Co		38,951		1,052


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Jeisys Medical Inc		105,641	$	626
KB Financial Group Inc		69,235		3,302
Kia Corp		143,415		13,409
KIWOOM Securities Co Ltd *		2,799		264
Korea Investment Holdings Co Ltd *		5,786		309
Korean Air Lines Co Ltd		59,520		1,028
KT Corp		26,353		774
KT&G Corp		2,942		205
LG Chem Ltd		5,988		2,037
LG Corp		13,127		924
LG Electronics Inc		54,263		3,867
LG Uplus Corp		243,208		1,885
LX INTERNATIONAL CORP		12,014		248
NH Investment & Securities Co Ltd *		253,311		2,233
NongShim Co Ltd		753		197
OCI Holdings Co Ltd		5,308		375
Pan Ocean Co Ltd		91,262		333
Park Systems Corp		7,817		1,011
PharmaResearch Co Ltd		3,141		222
Samsung C&T Corp		16,923		1,991
Samsung Electronics Co Ltd		389,302		21,459
Samsung Fire & Marine Insurance Co Ltd		1,770		396
Samsung Life Insurance Co Ltd		5,727		417
Samsung Securities Co Ltd		10,435		326
Shinsegae Inc		1,762		231
SOLUM *		12,404		270
WONIK IPS Co Ltd *		42,066		1,036
Youngone Corp *		7,949		263
				88,755

Switzerland — 0.1%
Avolta AG *		30,491		1,198

Taiwan — 12.4%
Accton Technology Corp		39,000		640
Alchip Technologies Ltd *		20,850		2,731
Arcadyan Technology Corp *		405,000		2,358
Asia Vital Components Co Ltd		190,686		3,209
ASPEED Technology Inc		12,030		1,041
Asustek Computer Inc		49,000		705
Bora Pharmaceuticals Co Ltd		17,000		360
Chicony Electronics Co Ltd		59,000		350
Compal Electronics Inc		317,000		366
CTBC Financial Holding Co Ltd		5,622,000		5,229
Delta Electronics Inc *		142,000		1,323
E Ink Holdings Inc *		129,000		1,004
Elan Microelectronics Corp *		353,000		1,854
Elite Material Co Ltd *		108,000		1,691
Ennoconn Corp		153,000		1,447
Eva Airways Corp		470,000		468
Evergreen Marine Corp Taiwan Ltd		154,800		811
Faraday Technology Corp *		60,000		735
Fitipower Integrated Technology Inc		21,650		165
Fositek		27,000		589


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fubon Financial Holding Co Ltd		609,488	$	1,311
Gigabyte Technology Co Ltd		29,000		317
Global Mixed Mode Technology		10,000		82
Global Unichip Corp *		37,000		1,861
Gold Circuit Electronics Ltd		240,000		1,951
Hon Hai Precision Industry Co Ltd		914,912		2,981
Hu Lane Associate Inc		181,000		959
Ingentec Corp		1		–
International Games System Co Ltd		21,000		566
King Yuan Electronics Co Ltd *		703,000		1,975
Kinik *		158,000		1,290
Lite-On Technology Corp *		610,000		2,113
M31 Technology Corp		34,700		1,981
Macronix International Co Ltd		2,440,000		2,196
Makalot Industrial Co Ltd		63,000		740
MediaTek Inc		48,000		1,731
Micro-Star International Co Ltd		736,000		4,447
Nien Made Enterprise Co Ltd		104,000		1,216
Pou Chen Corp		301,000		290
Powertech Technology Inc		106,000		523
Quanta Computer Inc		232,000		1,703
Radiant Opto-Electronics Corp		93,000		434
Sercomm Corp		405,000		1,736
Simplo Technology Co Ltd		19,000		256
Sitronix Technology Corp		40,000		367
Taiwan Semiconductor Manufacturing Co Ltd		2,233,000		48,744
Taiwan Semiconductor Manufacturing Co Ltd ADR		14,429		1,857
Tripod Technology Corp		5,000		33
United Microelectronics Corp *		999,000		1,544
Visual Photonics Epitaxy Co Ltd *		327,000		1,691
Voltronic Power Technology Corp *		18,950		962
Wistron Corp		177,000		647
Wistron NeWeb Corp		100,000		486
Wiwynn Corp *		36,000		2,654
Yang Ming Marine Transport Corp		219,000		345
				119,065

Thailand — 1.8%
AP Thailand PCL		526,600		154
Bangchak Corp PCL		202,600		234
Bangkok Bank PCL		851,100		3,393
Bumrungrad Hospital PCL		70,300		439
Fabrinet *		14,079		3,035
Ichitan Group PCL NVDR		1,582,073		781
Kasikornbank PCL NVDR		1,194,900		4,098
PTT Exploration & Production PCL		443,800		1,869
PTT Oil & Retail Business PCL		3,350,200		1,691
PTT PCL NVDR		1,826,400		1,744
Sansiri PCL		5,098,500		262
				17,700


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Turkey — 1.5%
Akbank TAS		357,923	$	477
Anadolu Efes Biracilik Ve Malt Sanayii AS		40,509		202
BIM Birlesik Magazalar AS		81,369		1,012
Dogus Otomotiv Servis ve Ticaret AS		51,091		437
Haci Omer Sabanci Holding AS		780,391		1,987
KOC Holding AS		321,526		1,732
Mavi Giyim Sanayi Ve Ticaret AS, Cl B		71,912		327
MLP Saglik Hizmetleri AS, Cl B *		267,621		1,466
TAB Gida Sanayi Ve Ticaret *		141,710		625
Turk Hava Yollari AO *		48,754		440
Yapi ve Kredi Bankasi AS		7,611,179		5,632
				14,337

United Arab Emirates — 2.1%
Burjeel Holdings PLC		2,091,301		1,754
Dubai Islamic Bank PJSC		759,450		1,332
Emaar Development PJSC		2,803,862		6,038
Emaar Properties PJSC		4,576,878		10,118
Emirates NBD Bank PJSC		114,731		572
				19,814

United Kingdom — 0.0%
Anglogold Ashanti		26,332		496

United States — 0.8%
EPAM Systems Inc *		10,345		3,149
Globant SA *		11,086		2,474
Laureate Education Inc, Cl A		56,257		754
Parade Technologies Ltd		33,000		1,060
				7,437

Vietnam — 2.2%
Ho Chi Minh City Development Joint Stock Commercial Bank		2,824,212		2,669
Hoa Phat Group JSC *		2,235,146		2,811
Military Commercial Joint Stock Bank		6,415,731		6,286
SSI Securities Corp		1,010,000		1,516
Vietnam Technological & Commercial Joint Stock Bank *		1,612,520		2,761
Vincom Retail JSC *		1,905,059		2,048
Vinhomes JSC *		1,522,700		2,681
				20,772

Zambia — 0.5%
First Quantum Minerals Ltd		544,430		5,158

Total Common Stock
(Cost $784,508) ($ Thousands)				887,848

PREFERRED STOCK — 2.0%
Brazil — 0.4%
Bradespar SA (B)		175,600		746
Cia Energetica de Minas Gerais (B)		307,979		739


Description	Shares		Market Value ($ Thousands)
PREFERRED STOCK (continued)
Marcopolo SA (B)		1,149,000	$	2,017
				3,502

Colombia — 0.1%
Banco Davivienda SA (B)		215,784		1,132

South Korea — 1.5%
Hyundai Motor Co (B)		48,158		5,790
LG Chem Ltd (B)		10,638		2,397
LG Electronics Inc (B)		25,035		825
Samsung Electronics Co Ltd (B)		113,960		5,443
				14,455

Total Preferred Stock
(Cost $19,786) ($ Thousands)				19,089

FOREIGN COMMON STOCK — 0.1%
India — 0.1%
Union Bank of India Ltd		454,966		803

Total Foreign Common Stock
(Cost $618) ($ Thousands)				803

		Number of Rights
RIGHTS — 0.0%
Colombia — 0.0%
Banco Davivienda SA, Expires 03/18/2024 *		17,199		–
Total Rights
(Cost $—) ($ Thousands)				–


	Shares
CASH EQUIVALENT — 1.3%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		12,875,469		12,875
Total Cash Equivalent
(Cost $12,875) ($ Thousands)				12,875
Total Investments in Securities — 96.0%
(Cost $817,787) ($ Thousands)			$	920,615

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS — 36.7%
Aerospace & Defense — 0.7%
Bleriot US Bidco Inc., 2023 Term Loan, 1st Lien
9.610%, CME Term SOFR + 4.000%, 10/30/2028 (A)	$	996	$	998
Cobham Ultra SeniorCo S.a r.l., Facility B (USD), 1st Lien
9.012%, CME Term SOFR + 3.500%, 08/03/2029 (A)		1,161		1,150
TransDigm Inc., Tranche H Term Loan, 1st Lien
8.598%, CME Term SOFR + 3.250%, 02/22/2027 (A)		639		641
TransDigm Inc., Tranche I Term Loan, 1st Lien
8.598%, CME Term SOFR + 3.250%, 08/24/2028 (A)		315		316
				3,105

Air Transport — 0.5%
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien
10.329%, CME Term SOFR + 4.750%, 04/20/2028 (A)		1,013		1,032
Avolon TLB Borrower 1 (US) LLC, Term B-6 Loan, 1st Lien
7.320%, CME Term SOFR + 2.500%, 06/22/2028 (A)		773		773
Mileage Plus Holdings LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
10.770%, CME Term SOFR + 5.250%, 06/21/2027 (A)		634		652
				2,457

Automobile — 0.4%
Clarios Global LP, 2024 Refinancing Term Loan, 1st Lien
8.326%, CME Term SOFR + 3.000%, 05/06/2030 (A)		898		897
Wand Newco 3, Inc., 2024 Refinancing Term Loan, 1st Lien
9.076%, CME Term SOFR + 3.750%, 01/30/2031 (A)		868		869
				1,766

Automotive — 0.4%
Autokiniton US Holdings, Inc., 2024 Replacement Term B Loan
9.441%, 04/06/2028		460		460
Belron Finance 2019 LLC, Dollar Second Incremental Loan, 1st Lien
7.829%, SOFRRATE + 2.500%, 10/30/2026 (A)		573		572


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Belron Finance US LLC, First Incremental Term Loan, 1st Lien
7.821%, 11/13/2025	$	730	$	730
Tenneco Inc., Term B Loan, 1st Lien
10.448%, CME Term SOFR + 5.000%, 11/17/2028 (A)		–		1
10.419%, CME Term SOFR + 5.000%, 11/17/2028 (A)		134		126
				1,889

Building & Development — 1.1%
Artera Services, LLC, Tranche C Term Loan, 1st Lien
9.814%, 02/15/2031 (B)		501		502
CP Atlas Buyer, Inc., Term B Loan, 1st Lien
9.176%, CME Term SOFR + 3.750%, 11/23/2027 (A)		446		439
Crown Subsea Communications Holding, Inc., Initial Term, 1st Lien
10.067%, CME Term SOFR + 4.750%, 01/30/2031 (A)		721		724
Forest City Enterprises, L.P., Replacement Term Loan, 1st Lien
8.941%, CME Term SOFR + 3.500%, 12/08/2025 (A)(B)		629		602
SRS Distribution Inc., 2021 Refinancing Term Loan, 1st Lien
8.941%, CME Term SOFR + 3.500%, 06/02/2028 (A)		238		238
SRS Distribution Inc., 2022 Refinancing Term Loan, 1st Lien
8.676%, CME Term SOFR + 3.500%, 06/02/2028 (A)		550		549
Summit Materials, LLC, Incremental Cov-Lite TLB
7.827%, CME Term SOFR + 2.500%, 01/12/2029 (A)		500		501
Tutor Perini Corp., Term Loan, 1st Lien
10.191%, SOFRRATE + 3.500%, 08/18/2027 (A)(C)		992		983
Wrench Group LLC, Initial Term Loan, 1st Lien
5.450%, 10/30/2028		275		275
				4,813

Buisness Equipment & Services — 0.4%
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien
10.326%, CME Term SOFR + 5.000%, 08/18/2028 (A)(B)		1,053		1,053
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien
9.183%, CME Term SOFR + 3.000%, 03/03/2025 (A)(B)		482		475


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien
10.926%, CME Term SOFR + 4.500%, 10/15/2026 (A)	$	270	$	265
				1,793

Business Equipment & Services — 4.7%
Access CIG, LLC, Initial Loan, 2nd Lien
13.392%, CME Term SOFR + 7.750%, 02/27/2026 (A)		89		89
AlixPartners LLP, Initial Dollar Term Loan, 1st Lien
7.941%, 02/04/2028		1,379		1,379
AVSC Holding Corp., Initial Term Loan, 2nd Lien
8.585%, LIBOR + 3.500%, 09/01/2025 (A)(B)(C)		415		386
BW Holding Inc., Initial Term Loan, 1st Lien
9.493%, CME Term SOFR + 4.000%, 12/14/2028 (A)		638		593
Chart Industries, Inc., Amendment No. 5 Term Loan
8.674%, CME Term SOFR + 3.250%, 03/15/2030 (A)		1,079		1,080
Corporation Service Company, Initial Tranche B USD Term Loan, 1st Lien
8.076%, 11/02/2029		236		236
Electron Bidco Inc., Initial Term Loan, 1st Lien
8.441%, CME Term SOFR + 3.000%, 11/01/2028 (A)		1,349		1,346
Ensono Inc, Initial Term Loan, 1st Lien
9.441%, CME Term SOFR + 4.000%, 05/26/2028 (A)		771		745
First Brands Group LLC, 2022-II Incremental Term Loan, 1st Lien
10.574%, CME Term SOFR + 5.000%, 03/30/2027 (A)		456		456
Imagine Learning, LLC, 2024 Term Loan
8.941%, CME Term SOFR + 3.500%, 12/21/2029 (A)		179		178
Iqvia Inc., Incremental Term B-4 Dollar Loan
7.348%, CME Term SOFR + 2.000%, 01/02/2031 (A)		580		582
Medline Borrower LP, Initial Dollar Term Loan, 1st Lien
8.441%, CME Term SOFR + 3.000%, 10/23/2028 (A)(B)		787		787
NASCAR Holdings LLC, Initial Term Loan, 1st Lien
7.941%, SOFRRATE + 2.750%, 10/19/2026 (A)		727		728


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Osmosis Buyer Limited, 2022 Refinancing Term B Loan, 1st Lien
9.080%, CME Term SOFR + 3.750%, 07/31/2028 (A)	$	1,178	$	1,174
Osmosis Buyer Limited, 2023 Incremental Delayed Draw Term Loan, 1st Lien
9.572%, CME Term SOFR + 4.250%, 07/31/2028 (A)		72		72
Project Castle Inc., Initial Term Loan, 1st Lien
10.848%, CME Term SOFR + 5.500%, 06/01/2029 (A)		66		60
10.830%, CME Term SOFR + 5.500%, 06/01/2029 (A)		1,099		991
R1 RCM Inc., Initial Term B Loan, 1st Lien
8.326%, 06/21/2029 (A)		403		403
Sedgwick Claims Management Services Inc., 2023 Term Loan, 1st Lien
9.076%, CME Term SOFR + 3.750%, 02/24/2028 (A)		985		986
Service Logic Acquisition Inc., Closing Date Initial Term Loan, 1st Lien
9.574%, CME Term SOFR + 4.000%, 10/29/2027 (A)(B)		1,103		1,102
Sharp Services, LLC, Initial Term Loan, 1st Lien
9.448%, CME Term SOFR + 4.000%, 12/31/2028 (A)		766		766
Sharp Services, LLC, Tranche B Term Loan, 1st Lien
9.848%, CME Term SOFR + 4.500%, 12/31/2028 (A)		250		250
Tempo Acquisition, LLC, Additional Fifth Incremental Term Loan, 1st Lien
8.076%, CME Term SOFR + 2.750%, 08/31/2028 (A)		371		372
TGG TS Acquisition Company, Term B Loan, 1st Lien
11.941%, CME Term SOFR + 6.500%, 12/14/2025 (A)		836		824
United Talent Agency LLC, Term B Loan, 1st Lien
9.441%, CME Term SOFR + 4.000%, 07/07/2028 (A)(C)		887		886
University Support Services LLC, 2021 Term Loan, 1st Lien
8.426%, 02/10/2029		491		489
Venga Finance S.a r.l., Initial Dollar Term Loan, 1st Lien
10.355%, CME Term SOFR + 4.750%, 06/28/2029 (A)		241		239


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Verscend Holding Corp., Term B-1 Loan, 1st Lien
9.441%, CME Term SOFR + 4.000%, 08/27/2025 (A)	$	997	$	996
William Morris Endeavor Entertainment, LLC (IMG Worldwide Holdings, LLC), Term B-1 Loan, 1st Lien
8.191%, CME Term SOFR + 2.750%, 05/18/2025 (A)		1,985		1,982
				20,177

Cable & Satellite Television — 0.9%
Altice France S.A., USD TLB-[14] Loan, 1st Lien
10.814%, CME Term SOFR + 5.500%, 08/15/2028 (A)		1,133		1,045
Creative Artists Agency LLC, Term B Loan, 1st Lien
8.826%, CME Term SOFR + 3.500%, 11/27/2028 (A)		693		693
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien
8.691%, CME Term SOFR + 3.250%, 08/19/2026 (A)(B)		1,224		1,171
Virgin Media Bristol LLC, Facility Y, 1st Lien
8.790%, CME Term SOFR + 3.250%, 03/31/2031 (A)		350		347
Virgin Media Bristol LLC, N Facility, 1st Lien
7.932%, CME Term SOFR + 2.500%, 01/31/2028 (A)		646		639
				3,895

Chemicals & Plastics — 1.0%
Aruba Investments Holdings LLC, Initial Term Loan, 2nd Lien
13.176%, CME Term SOFR + 7.750%, 11/24/2028 (A)		95		90
Cambrex Corporation, Tranche B-2 Dollar Term Loan, 1st Lien
8.926%, CME Term SOFR + 3.500%, 12/04/2026 (A)		658		645
Derby Buyer LLC, Initial Term Loan, 1st Lien
9.578%, CME Term SOFR + 4.250%, 11/01/2030 (A)		570		570
Flexsys Holdings, Inc., Initial Term Loan, 1st Lien
10.860%, CME Term SOFR + 4.000%, 11/01/2028 (A)		681		664
Schenectady International Group, Inc., Initial Term Loan, 1st Lien
10.164%, CME Term SOFR + 4.750%, 10/15/2025 (A)		524		394


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
SCIH Salt Holdings Inc., Incremental Term B-1 Loan, 1st Lien
9.451%, CME Term SOFR + 4.000%, 03/16/2027 (A)	$	94	$	94
9.441%, CME Term SOFR + 4.000%, 03/16/2027 (A)		1,175		1,174
Wilsonart LLC, Tranche E Term Loan, 1st Lien
8.698%, CME Term SOFR + 3.250%, 12/31/2026 (A)(B)		1,194		1,193
				4,824

Conglomerates — 1.2%
Curian Global Inc., 2021 Term Loan, 1st Lien
9.163%, 08/30/2026		1,488		1,399
Ensemble RCM, LLC, Term B Loan, 1st Lien
8.317%, CME Term SOFR + 3.000%, 08/01/2029 (A)(B)		990		984
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
8.948%, CME Term SOFR + 3.500%, 10/01/2026 (A)		1,368		1,369
VeriFone Systems, Inc., Initial Term Loan, 1st Lien
9.585%, CME Term SOFR + 4.000%, 08/20/2025 (A)(B)		597		517
Waystar Technologies, Inc., Initial Term Loan (2024), 1st Lien
9.326%, CME Term SOFR + 4.000%, 10/22/2029 (A)		1,101		1,101
				5,370

Containers & Glass Products — 1.1%
Charter Next Generation, Inc., Initial Term Loan (2024), 1st Lien
8.826%, 12/01/2027		751		750
Packaging Coordinators Midco, Inc., Term B Loan, 1st Lien
9.110%, CME Term SOFR + 3.500%, 11/30/2027 (A)(B)		–		—
Pregis TopCo LLC, Initial Term Loan, 1st Lien
9.076%, CME Term SOFR + 3.750%, 07/31/2026 (A)(B)		1,194		1,194
Pretium PKG Holdings, Inc., Initial Term Loan, 1st Lien
9.530%, CME Term SOFR + 4.000%, 10/02/2028 (A)(B)		438		385
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien
9.906%, CME Term SOFR + 4.600%, 10/02/2028 (A)(B)		678		597


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Pretium PKG Holdings, Inc., Third Amendment Tranche A Term Loan, 1st Lien
12.806%, CME Term SOFR + 5.000%, 10/02/2028 (A)	$	405	$	406
Trident TPI Holdings Inc., Tranche B-5 Initial Term Loan, 1st Lien
9.848%, CME Term SOFR + 4.500%, 09/15/2028 (A)		1,343		1,343
				4,675

Ecological Services & Equipment — 0.4%
Esdec Solar Group B.V., Initial Term Loan, 1st Lien
10.360%, CME Term SOFR + 4.750%, 08/30/2028 (A)(C)		637		602
GFL Environmental Inc., 2023-A Refinancing Term Loan
7.816%, CME Term SOFR + 2.500%, 05/31/2027 (A)		886		887
Win Waste Innovations Holdings Inc., Initial Term Loan, 1st Lien
8.191%, CME Term SOFR + 2.750%, 03/24/2028 (A)		655		599
				2,088

Electronics/Electrical — 5.1%
Applied Systems, Inc., Initial Term Loan (2024), 1st Lien
8.821%, CME Term SOFR + 3.500%, 02/24/2031 (A)(B)		868		872
Cloud Software Group, Inc., Dollar Term B Loan, 1st Lien
9.948%, CME Term SOFR + 4.500%, 03/30/2029 (A)		1,141		1,130
Conservice Midco, LLC, Seventh Amendment Refinancing Term Loan, 1st Lien
9.326%, 05/13/2027		404		405
Delta Topco, Inc., Initial Term Loan, 2nd Lien
12.621%, CME Term SOFR + 7.250%, 12/01/2028 (A)		659		657
Epicor Software Corporation (fka Eagle Parent Inc.), Term C Loan, 1st Lien
8.691%, CME Term SOFR + 3.250%, 07/30/2027 (A)		65		65
Epicor Software Corporation (fka Eagle Parent Inc.), Term D Loan, 1st Lien
9.076%, CME Term SOFR + 3.750%, 07/30/2027 (A)		775		778
Go Daddy Operating Company, LLC, Tranche B-6 Term Loan
7.326%, 11/09/2029		409		408


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Idera Inc., Term Loan, 2nd Lien
12.206%, 03/02/2029 (A)	$	350	$	340
Imprivata Inc., 2022-1 Incremental Term Loan, 1st Lien
9.563%, CME Term SOFR + 4.250%, 12/01/2027 (A)		486		487
Imprivata Inc., Initial Term Loan, 1st Lien
9.324%, CME Term SOFR + 3.750%, 12/01/2027 (A)(B)		–		—
Indemia Group S.A.S, Facility B5
9.573%, 09/30/2028		275		275
Instructure Holdings, Inc., Initial Term Loan, 1st Lien
8.093%, CME Term SOFR + 2.750%, 10/30/2028 (A)		620		617
Isolved, Inc., Closing Date Term Loan
9.484%, CME Term SOFR + 4.000%, 10/14/2030 (A)		640		641
Marcel Bidco LLC (Marcel Bidco GmbH)
9.828%, CME Term SOFR + 4.500%, 11/11/2030 (A)		1,143		1,144
McAfee Corp., Tranche B-1 Term Loan, 1st Lien
9.178%, CME Term SOFR + 3.750%, 03/01/2029 (A)		504		500
MH Sub I LLC (Micro Holding Corp.), 2023 May Incremental Term Loan, 1st Lien
9.576%, CME Term SOFR + 4.250%, 05/03/2028 (A)		690		678
Motus Group LLC, Initial Term Loan, 1st Lien
9.174%, CME Term SOFR + 3.750%, 12/11/2028 (A)		735		734
Netsmart Inc., Initial Term Loan, 1st Lien
9.191%, CME Term SOFR + 3.750%, 10/01/2027 (A)		1,450		1,450
Open Text Corporation, 2023 Replacement Term Loan, 1st Lien
8.176%, CME Term SOFR + 2.750%, 01/31/2030 (A)		1,294		1,295
Particle Luxembourg S.a.r.l., Initial Term Loan, 1st Lien
10.691%, SOFRRATE + 3.500%, 02/18/2027 (A)(C)		1,374		1,367
PointClickCare Technologies Inc., 2022 Term Loan, 1st Lien
9.348%, 12/29/2027 (C)		886		886
PointClickCare Technologies Inc., Initial Term Loan, 1st Lien
8.610%, CME Term SOFR + 3.000%, 12/29/2027 (A)		249		248


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Polaris Newco LLC, Dollar Term Loan, 1st Lien
9.574%, CME Term SOFR + 4.000%, 06/02/2028 (A)	$	521	$	509
Project Boost Purchaser LLC, 2021 Tranche 2 Term Loan, 1st Lien
8.941%, CME Term SOFR + 3.500%, 05/30/2026 (A)(B)		956		956
Project Boost Purchaser LLC, Tranche 1 Term Loan, 1st Lien
8.941%, CME Term SOFR + 3.500%, 06/01/2026 (A)		589		588
Quartz AcquireCo, LLC, Term Loan, 1st Lien
8.826%, CME Term SOFR + 3.500%, 06/28/2030 (A)		748		747
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien
9.713%, CME Term SOFR + 4.250%, 02/01/2029 (A)		1,653		1,303
Sophia L.P., 2022 Incremental Term B-1 Loan, 1st Lien
9.583%, 10/07/2027		769		767
Sophia L.P., Closing Date Loan, 2nd Lien
13.426%, CME Term SOFR + 3.000%, 10/09/2028 (A)(C)		750		752
SS&C Technologies Holdings, Inc., Term B-6 Loan, 1st Lien
7.676%, CME Term SOFR + 2.250%, 03/22/2029 (A)		151		151
SS&C Technologies Holdings, Inc., Term B-7 Loan, 1st Lien
7.676%, CME Term SOFR + 2.250%, 03/22/2029 (A)		293		293
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien
8.067%, CME Term SOFR + 2.750%, 09/28/2029 (A)		908		907
				21,950

Financial Intermediaries — 2.1%
Apple Bidco LLC, Amendment No. 1 Term Loan, 1st Lien
8.826%, CME Term SOFR + 4.000%, 09/22/2028 (A)		486		487
Brown Group Holding LLC, Incremental Term B-2 Facility, 1st Lien
8.343%, CME Term SOFR + 3.750%, 07/02/2029 (A)		213		213
8.326%, CME Term SOFR + 3.750%, 07/02/2029 (A)		251		251
8.313%, CME Term SOFR + 3.750%, 07/02/2029 (A)		529		528


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Citco Funding LLC
8.422%, CME Term SOFR + 3.250%, 04/27/2028 (A)	$	554	$	554
GTCR W Merger Sub LLC, (USD) Term Loan B
8.326%, CME Term SOFR + 3.000%, 01/31/2031 (A)		655		657
HighTower Holding, LLC, Initial Term Loan, 1st Lien
9.586%, CME Term SOFR + 4.000%, 04/21/2028 (A)(B)		746		745
Husky Injection Molding Systems Ltd.
0.000%, 02/01/2029 (B)(D)		580		575
Husky Injection Molding Systems Ltd., Initial Term Loan, 1st Lien
8.441%, SOFRRATE + 3.000%, 03/28/2025 (A)		633		626
LS Group Opco Acquisition LLC (LS Group PropCo Acquisition LLC), Initial Term Loan, 1st Lien
8.688%, CME Term SOFR + 3.250%, 11/02/2027 (A)		979		977
Mirion Technologies (US Holdings), Inc., Initial Term Loan, 1st Lien
8.360%, CME Term SOFR + 2.750%, 10/20/2028 (A)		443		443
Propulsion (BC) Newco LLC, Initial Term Loan, 1st Lien
9.098%, CME Term SOFR + 3.750%, 09/14/2029 (A)(C)		1,106		1,104
Quirch Foods Holdings LLC, 2022-1 Incremental Term Loan, 1st Lien
10.387%, CME Term SOFR + 4.750%, 10/27/2027 (A)		1,093		1,091
Spring Education Group, Inc., Initial Term Loan
9.848%, CME Term SOFR + 4.500%, 10/04/2030 (A)		680		680
Summer (BC) Bidco B LLC, Additional Facility B2 (USD), 1st Lien
10.108%, CME Term SOFR + 4.500%, 12/04/2026 (A)		582		579
Victory Buyer LLC, Initial Term Loan, 1st Lien
9.342%, CME Term SOFR + 3.750%, 11/19/2028 (A)(C)		688		660
				10,170

Food Service — 1.4%
1011778 B.C. Unlimited Liability Company, Term B-5 Loan, 1st Lien
7.576%, CME Term SOFR + 2.250%, 09/20/2030 (A)		1,293		1,286


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
8th Avenue Food & Provisions, Inc., 2021 Incremental Term Loan, 1st Lien
10.191%, 10/01/2025 (A)	$	833	$	822
8th Avenue Food & Provisions, Inc., Term Loan, 1st Lien
9.191%, CME Term SOFR + 3.750%, 10/01/2025 (A)		189		186
Aramark Intermediate HoldCo Corporation, U.S. Term B-6 Loan, 1st Lien
7.941%, CME Term SOFR + 2.500%, 06/22/2030 (A)		924		922
BCPE Grill Parent, Inc., Initial Term Loan, 1st Lien
10.076%, CME Term SOFR + 4.750%, 09/30/2030 (A)(B)		299		295
Chobani LLC, 2020 New Term Loan, 1st Lien
8.941%, 10/25/2027		723		724
IRB Holding Corp., 2024 Replacement Term B Loan, 1st Lien
8.176%, CME Term SOFR + 2.750%, 12/15/2027 (A)		869		867
Max US Bidco Inc., Initial Term Loan, 1st Lien
10.348%, CME Term SOFR + 5.000%, 10/02/2030 (A)		260		238
Sigma Holdco B.V., Facility B7 (USD), 1st Lien
10.310%, SOFR + 4.750%, 01/02/2028 (A)(B)		279		276
				5,616

Food/Drug Retailers — 0.1%
US Foods Inc., Incremental B-2019 Term Loan, 1st Lien
7.441%, CME Term SOFR + 2.000%, 09/13/2026 (A)		350		350


Health Care — 5.0%
Bach Finance Limited, Existing Dollar Term Loan, 1st Lien
9.343%, CME Term SOFR + 4.000%, 01/31/2028 (A)		811		810
Bausch + Lomb Corp., First Incremental Term Loan
9.326%, CME Term SOFR + 4.000%, 09/29/2028 (A)		314		313
Bausch + Lomb Corp., Initial Term Loan, 1st Lien
8.671%, 05/10/2027 (A)		616		609
Bracket Intermediate Holding Corp., 2023 Refinancing Term Loan, 1st Lien
10.448%, CME Term SOFR + 5.000%, 05/08/2028 (A)		1,285		1,283


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Charlotte Buyer, Inc., Initial Term Loan B (First Lien)
10.568%, CME Term SOFR + 5.250%, 02/11/2028 (A)	$	933	$	934
CHPPR Midco Inc. , Initial Term Facility, 1st Lien
14.448%, CME Term SOFR + 9.100%, 12/28/2028 (A)		90		90
CNT Holdings I Corp, Initial Term Loan, 2nd Lien
8.817%, CME Term SOFR + 3.500%, 11/08/2027 (A)		1,101		1,100
Confluent Medical Technologies, Inc., Closing Date Term Loan, 1st Lien
9.098%, CME Term SOFR + 3.750%, 02/16/2029 (A)(C)		1,133		1,130
eResearchTechnology, Inc., Initial Term Loan, 1st Lien
9.941%, CME Term SOFR + 4.500%, 02/04/2027 (A)		1,570		1,571
Fortrea Holdings Inc., Initial Term B Loan, 1st Lien
9.076%, CME Term SOFR + 3.750%, 07/01/2030 (A)		302		302
Gainwell Acquisition Corp., Term B Loan (Second Lien)
13.429%, CME Term SOFR + 8.000%, 10/02/2028 (A)		530		518
Gainwell Acquisition Corp., Term B Loan, 1st Lien
9.448%, CME Term SOFR + 4.000%, 10/01/2027 (A)		851		808
Global Medical Response Inc., 2018 New Term Loan, 1st Lien
9.824%, CME Term SOFR + 4.250%, 03/14/2025 (A)		410		359
Global Medical Response Inc., 2021 Refinancing Term Loan, 1st Lien
9.841%, CME Term SOFR + 4.250%, 10/02/2025 (A)		764		670
Icon Public Limited Company, Lux Term Loan, 1st Lien
7.860%, CME Term SOFR + 2.250%, 07/03/2028 (A)		786		787
Icon Public Limited Company, U.S. Term Loan, 1st Lien
7.860%, CME Term SOFR + 2.250%, 07/03/2028 (A)		196		196
LifePoint Health, Inc. (fka Regionalcare Hospital Partners Holdings), 2023 Refinancing Term Loan
11.087%, CME Term SOFR + 5.500%, 11/16/2028 (A)		874		874


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Mamba Purchaser Inc., Initial Term Loan, 2nd Lien
11.941%, CME Term SOFR + 6.500%, 10/15/2029 (A)	$	390	$	383
Maravai Intermediate Holdings, LLC, Tranche B Term Loan, 1st Lien
8.310%, CME Term SOFR + 3.000%, 10/19/2027 (A)(C)		1,268		1,239
Option Care Health Inc., 2021 Refinancing Term Loan, 1st Lien
8.191%, CME Term SOFR + 2.750%, 10/27/2028 (A)		1,143		1,145
Phoenix Guarantor Inc., Tranche B-4 Term Loan, 1st Lien
8.576%, CME Term SOFR + 3.250%, 02/21/2031 (A)(B)		334		330
Precision Medicine Group, LLC, Amendment No. 1 Refinancing Term Loan, 1st Lien
8.448%, CME Term SOFR + 3.000%, 11/18/2027 (A)		634		619
Radnet Management, Inc., Initial Term Loan, 1st Lien
8.574%, CME Term SOFR + 3.000%, 04/23/2028 (A)		1,098		1,097
Select Medical Corporation, Tranche B-1 Term Loan, 1st Lien
8.326%, CME Term SOFR + 3.000%, 03/06/2027 (A)		260		260
Sotera Health Holdings, LLC, 1st Lien
8.191%, 12/11/2026 (A)		1,165		1,158
Surgery Center Holdings, Inc., Initial Term Loan, 1st Lien
8.820%, CME Term SOFR + 3.500%, 12/19/2030 (A)(B)		622		623
Team Health Holdings, Inc., Extended Term Loan, 1st Lien
10.576%, CME Term SOFR + 5.250%, 03/02/2027 (A)		2		2
10.563%, CME Term SOFR + 5.250%, 03/02/2027 (A)(B)		1,077		941
WCG Purchaser Corp., Initial Term Loan, 1st Lien
9.441%, CME Term SOFR + 4.000%, 01/08/2027 (A)		1,199		1,198
				21,349

Home Furnishings — 0.2%
Hunter Douglas Holdings B.V., Tranche B-1 Term Loan, 1st Lien
8.824%, CME Term SOFR + 3.500%, 02/26/2029 (A)		766		756
				756


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Industrial Equipment — 0.5%
EMRLD Borrower LP, Initial Term B Loan, 1st Lien
8.313%, CME Term SOFR + 3.000%, 05/31/2030 (A)	$	600	$	598
Gates Global LLC, Initial B-3 Dollar Term Loan, 1st Lien
7.926%, 03/31/2027 (A)(B)		209		209
TMK Hawk Parent, Corp., Initial Tranche B Loan
10.571%, 06/30/2029		502		481
TMK Hawk Parent, Corp., Term Loan (PIK)
11.000%, 12/15/2031		16		16
WEC US Holdings Ltd., Initial Term Loan, 1st Lien
8.076%, CME Term SOFR + 2.750%, 01/27/2031 (A)		1,320		1,314
				2,618

Insurance — 1.9%
Acrisure, LLC, 2020 Term Loan, 1st Lien
8.941%, SOFRRATE + 3.500%, 02/15/2027 (A)		887		885
Alliant Holdings Intermediate, LLC, TLB-6 New Term Loan, 1st Lien
8.821%, CME Term SOFR + 3.500%, 11/06/2030 (A)		956		956
AmWINS Group Inc., February 2023 Incremental Term Loan, 1st Lien
8.191%, CME Term SOFR + 2.750%, 02/19/2028 (A)		602		601
Asurion, LLC, New B-11 Term Loan, 1st Lien
9.676%, CME Term SOFR + 4.250%, 08/19/2028 (A)		244		242
Asurion, LLC, New B-8 Term Loan, 1st Lien
8.691%, CME Term SOFR + 3.250%, 12/23/2026 (A)		868		862
Cross Financial Corp., Term B-2 Loan, 1st Lien
8.826%, CME Term SOFR + 3.500%, 09/15/2027 (A)		945		943
HIG Finance 2 Limited, 2023 Term Loan, 1st Lien
9.326%, CME Term SOFR + 4.000%, 04/18/2030 (A)		479		479
HIG Finance 2 Limited, 2024 Dollar Term Loan, 1st Lien
8.807%, CME Term SOFR + 3.500%, 02/15/2031 (A)		545		542
Hub International Limited, 2024 Incremental Term Loan, 1st Lien
8.574%, CME Term SOFR + 3.250%, 06/20/2030 (A)		1,320		1,319


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Ryan Specialty Group LLC, Initial Term Loan, 1st Lien
8.076%, 09/01/2027	$	248	$	248
USI, Inc., 2023 Second Funding New Term Loan
8.598%, CME Term SOFR + 3.250%, 09/27/2030 (A)		488		488
USI, Inc., 2023-B Term Loan, 1st Lien
8.348%, CME Term SOFR + 3.000%, 11/22/2029 (A)		717		716
				8,281

Leisure Goods/Activities/Movies — 2.4%
Alterra Mountain Company
0.000%, 05/31/2030 (B)(D)		195		195
Alterra Mountain Company, Series B-2 Term Loan, 1st Lien
8.941%, SOFRRATE + 4.000%, 08/17/2028 (A)		953		953
Alterra Mountain Company, Series B-3 Term Loan, 1st Lien
9.176%, 05/31/2030		278		278
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien
10.610%, CME Term SOFR + 5.000%, 09/18/2026 (A)(B)		1,065		1,061
ECL Entertainment, LLC, Term B Facility Loan, 1st Lien
10.076%, CME Term SOFR + 4.750%, 09/03/2030 (A)		788		791
Equinox Holdings Inc., Incremental Term B-1 Loan, 1st Lien
8.610%, SOFRRATE + 3.000%, 03/08/2024 (A)		516		508
Equinox Holdings Inc., Term B-2 Loan, 1st Lien
14.610%, SOFRRATE + 4.250%, 03/08/2024 (A)		579		572
Fitness International, LLC, Term B Loan
10.576%, 02/12/2029		325		316
Formula One Management Limited, Facility B Loan, 1st Lien
7.598%, CME Term SOFR + 2.250%, 01/15/2030 (A)		1,107		1,105
Hard Rock Northern Indiana, Term Loan B, 1st Lien
9.748%, 12/11/2028		697		682
Lakeshore Learning Materials, LLC, Initial Term Loan, 1st Lien
8.941%, CME Term SOFR + 3.500%, 09/29/2028 (A)		1,016		1,014


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Life Time, Inc., New 2023 Refinancing Term Loan, 1st Lien
9.824%, CME Term SOFR + 4.250%, 01/15/2026 (A)	$	556	$	559
Recess Holdings, Inc., Amendment No. 3 Term Loan, 1st Lien
9.843%, CME Term SOFR + 4.500%, 02/21/2030 (A)(B)		909		909
UFC Holdings LLC, Term B-3 Loan, 1st Lien
8.336%, SOFRRATE + 3.750%, 04/29/2026 (A)(B)		1,271		1,271
United PF Holdings, LLC, Initial Term Loan, 1st Lien
9.574%, CME Term SOFR + 4.000%, 12/30/2026 (A)		411		367
				10,581

Lodging & Casinos — 0.9%
Caesars Entertainment Inc., 2023 Incremental Term B Loan, 1st Lien
8.663%, CME Term SOFR + 3.250%, 02/06/2030 (A)		1,151		1,151
Four Seasons Holdings Inc., 2023 Repricing Term Loan, 1st Lien
7.933%, CME Term SOFR + 2.500%, 11/30/2029 (A)(B)		594		593
Ontario Gaming GTA Limited Partnership, Term B Loan, 1st Lien
9.598%, CME Term SOFR + 4.250%, 08/01/2030 (A)		830		829
Station Casinos LLC, Term B-1 Facility Loan, 1st Lien
7.676%, CME Term SOFR + 2.250%, 02/08/2027 (A)		1,349		1,347
				3,920

Oil & Gas — 0.1%
CQP Holdco LP, Amendment No. 4 Refinancing Term Loan, 1st Lien
8.348%, CME Term SOFR + 3.000%, 12/31/2030 (A)		244		244


Oil & Gas — 0.6%
Discovery Energy Corp, Term Loan
0.000%, 01/30/2031 (B)(D)		440		430
GIP Pilot Acquisition Partners, L.P., Initial Term Loan, 1st Lien
8.327%, CME Term SOFR + 3.000%, 10/04/2030 (A)		235		235
ITT Holdings LLC, Third Amendment Incremental Term Loan
8.676%, CME Term SOFR + 3.250%, 10/05/2030 (A)		574		572


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
PG Investment Company 59 S.a r.l., Term Loan B
0.000%, 02/24/2031 (B)(D)	$	575	$	575
Prairie ECI Acquiror LP, Initial Term Loan, 1st Lien
10.176%, SOFRRATE + 4.750%, 03/11/2026 (A)		822		817
				2,629

Publishing — 0.5%
Century De Buyer LLC, Initial Term Loan, 1st Lien
9.317%, CME Term SOFR + 4.000%, 10/30/2030 (A)		1,200		1,204
Dun & Bradstreet Corporation, 2022 Incremental Term B-2 Loan (2024)
8.087%, 01/18/2029		970		967
				2,171

Retailers (Except Food & Drug) — 0.4%
Belfor Holdings Inc., Initial Tranche B-1 Term Loan, 1st Lien
9.076%, CME Term SOFR + 3.750%, 11/01/2030 (A)		814		815
Mister Car Wash Holdings, Inc., Initial Term Loan, 1st Lien
8.426%, SOFRRATE + 4.000%, 05/14/2026 (A)		778		778
				1,593

Software & Service — 0.8%
CCC Information Services Inc., Initial Term Loan, 1st Lien
7.691%, 09/21/2028		744		741
Mosel Bidco SE, Facility B (USD), 1st Lien
10.098%, CME Term SOFR + 4.750%, 09/16/2030 (A)		1,148		1,149
Proofpoint Inc., Initial Loan, 2nd Lien
11.691%, CME Term SOFR + 6.250%, 08/31/2029 (A)(C)		863		861
Proofpoint Inc., Term Loan, 1st Lien
8.691%, CME Term SOFR + 3.250%, 08/31/2028 (A)		511		510
				3,261

Surface Transport — 0.4%
Dynasty Acquisition Co., Inc., 2023 Specified Refinancing Term B-1 Loan, 1st Lien
9.326%, CME Term SOFR + 4.000%, 08/24/2028 (A)		670		671


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Dynasty Acquisition Co., Inc., 2023 Specified Refinancing Term B-2 Loan, 1st Lien
9.326%, CME Term SOFR + 4.000%, 08/24/2028 (A)	$	287	$	288
Kenan Advantage Group, Inc., The, U.S. Term B-3 Loan, 1st Lien
9.076%, CME Term SOFR + 3.750%, 01/25/2029 (A)		340		339
				1,298

Telecommunications — 1.2%
Avaya Inc., Initial Term Loan, 1st Lien
13.826%, CME Term SOFR + 1.500%, 08/01/2028 (A)(B)		1,181		1,044
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
9.441%, CME Term SOFR + 4.000%, 12/01/2027 (A)		747		749
Iridium Satellite LLC, Term B-3 Loan, 1st Lien
7.826%, CME Term SOFR + 2.500%, 09/20/2030 (A)		713		712
Lumen Technologies Inc., Term A Loan, 1st Lien
7.441%, CME Term SOFR + 2.000%, 01/31/2025 (A)		327		301
VC GB Holdings I Corp, Initial Term Loan, 2nd Lien
12.360%, CME Term SOFR + 6.750%, 07/23/2029 (A)		689		671
Zayo Group Holdings, Inc., Initial Dollar Term Loan, 1st Lien
8.441%, CME Term SOFR + 3.000%, 03/09/2027 (A)(B)		1,489		1,337
				4,814

Utilities — 0.3%
Talen Energy Supply, LLC, Initial Term B Loan, 1st Lien
9.826%, CME Term SOFR + 4.500%, 05/17/2030 (A)		299		299
Traverse Midstream Partners LLC, Advance Term Loan, 1st Lien
8.817%, CME Term SOFR + 3.750%, 02/16/2028 (A)		780		780
				1,079


Total Loan Participations
(Cost $158,726) ($ Thousands)				159,532


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 28.0%
Automotive — 6.0%

American Credit Acceptance Receivables Trust, Ser 2021-3, Cl E
2.560%, 11/15/2027 (E)	$	1,000	$	962
American Credit Acceptance Receivables Trust, Ser 2023-1, Cl A
5.450%, 09/14/2026 (E)		25		25
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A
5.890%, 10/13/2026 (E)		29		29
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A
6.000%, 03/12/2027 (E)		78		78
AmeriCredit Automobile Receivables Trust, Ser 2020-1, Cl C
1.590%, 10/20/2025		94		94
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C
1.480%, 02/18/2026		367		362
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl C
1.060%, 08/18/2026		300		290
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D
1.490%, 09/18/2026		225		214
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl B
0.680%, 10/19/2026		109		108
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl D
1.210%, 12/18/2026		540		509
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/2031 (E)		127		126
Arivo Acceptance Auto Loan Receivables Trust, Ser 2021-1A, Cl A
1.190%, 01/15/2027 (E)		71		70
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-1A, Cl B
2.680%, 08/20/2026 (E)		1,000		957
Bank of America Auto Trust, Ser 2023-1A, Cl A2
5.830%, 05/15/2026 (E)		108		108
BMW Vehicle Lease Trust, Ser 2024-1, Cl A2A
5.100%, 07/27/2026		80		80
BMW Vehicle Owner Trust, Ser 2023-A, Cl A2A
5.720%, 04/27/2026		95		95
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A1
5.776%, 11/15/2024		1		1


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A2
6.340%, 07/15/2026	$	70	$	70
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A2
5.820%, 09/15/2026		75		75
Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3
3.170%, 04/15/2027		143		140
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A2
5.200%, 05/15/2026		56		56
Carmax Auto Owner Trust, Ser 2023-1, Cl A3
4.750%, 10/15/2027		2,000		1,986
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A
5.720%, 11/16/2026		120		120
Carmax Auto Owner Trust, Ser 2023-3, Cl A3
5.280%, 05/15/2028		1,500		1,504
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A
0.700%, 01/10/2028		62		59
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B
0.750%, 03/10/2028		31		29
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/2028		86		81
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A
6.410%, 09/10/2027 (E)		71		71
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2
6.090%, 11/10/2026 (E)		39		39
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2
6.230%, 01/11/2027 (E)		168		168
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2
5.770%, 04/12/2027 (E)		55		55
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2
5.760%, 04/12/2027 (E)		106		106
CFMT LLC, Ser 2021-AL1, Cl B
1.390%, 09/22/2031 (E)		119		116
Chesapeake Funding II LLC, Ser 2020-1A, Cl A1
0.870%, 08/15/2032 (E)		50		49
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1
5.650%, 05/15/2035 (E)		167		167


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A
6.090%, 10/15/2026 (E)	$	190	$	191
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A
5.430%, 10/15/2026 (E)		115		115
CPS Auto Receivables Trust, Ser 2023-B, Cl A
5.910%, 08/16/2027 (E)		139		139
CPS Auto Receivables Trust, Ser 2023-D, Cl A
6.400%, 06/15/2027 (E)		122		123
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/2030 (E)		75		74
Drive Auto Receivables Trust, Ser 2021-2, Cl C
0.870%, 10/15/2027		189		187
DT Auto Owner Trust, Ser 2023-1A, Cl A
5.480%, 04/15/2027 (E)		67		67
DT Auto Owner Trust, Ser 2023-2A, Cl A
5.880%, 04/15/2027 (E)		134		134
DT Auto Owner Trust, Ser 2023-3A, Cl A
6.290%, 08/16/2027 (E)		84		84
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A1
5.793%, 06/20/2024 (E)		5		5
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2
5.230%, 03/20/2030 (E)		65		65
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2
0.440%, 12/21/2026 (E)		17		17
Exeter Automobile Receivables Trust, Ser 2021-2A, Cl D
1.400%, 04/15/2027		1,000		951
Exeter Automobile Receivables Trust, Ser 2023-1A, Cl A2
5.610%, 06/16/2025		1		1
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A2
5.870%, 11/17/2025		36		36
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A3
5.600%, 08/17/2026		100		100
Exeter Automobile Receivables Trust, Ser 2023-4A, Cl A2
6.070%, 12/15/2025		46		46
Exeter Automobile Receivables Trust, Ser 2024-1A, Cl A2
5.530%, 10/15/2026		121		121
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (E)		40		38


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Fifth Third Auto Trust, Ser 2023-1, Cl A1
5.618%, 08/15/2024	$	–	$	–
Fifth Third Auto Trust, Ser 2023-1, Cl A2A
5.800%, 11/16/2026		229		229
First Investors Auto Owner Trust, Ser 2021-1A, Cl C
1.170%, 03/15/2027 (E)		610		597
Flagship Credit Auto Trust, Ser 2021-2, Cl B
0.930%, 06/15/2027 (E)		120		118
Flagship Credit Auto Trust, Ser 2021-3, Cl A
0.360%, 07/15/2027 (E)		17		17
Flagship Credit Auto Trust, Ser 2022-3, Cl A3
4.550%, 04/15/2027 (E)		290		288
Flagship Credit Auto Trust, Ser 2023-2, Cl A2
5.760%, 04/15/2027 (E)		141		140
Flagship Credit Auto Trust, Ser 2023-3, Cl A2
5.890%, 07/15/2027 (E)		122		122
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A
5.240%, 07/15/2026		120		120
Ford Credit Auto Owner Trust, Ser 2020-2, Cl A
1.060%, 04/15/2033 (E)		950		888
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2
5.990%, 05/15/2028 (E)		146		147
GLS Auto Receivables Issuer Trust, Ser 2021-1A, Cl D
1.680%, 01/15/2027 (E)		1,456		1,421
GLS Auto Receivables Issuer Trust, Ser 2023-1A, Cl A2
5.980%, 08/17/2026 (E)		62		62
GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A2
5.700%, 01/15/2027 (E)		110		109
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A2
5.570%, 02/16/2027 (E)		225		225
GM Financial Automobile Leasing Trust, Ser 2023-1, Cl A2A
5.270%, 06/20/2025		24		24
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A2A
5.440%, 10/20/2025		53		53
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A
5.580%, 01/20/2026		260		260
Hyundai Auto Lease Securitization Trust 2024-A, Ser 2024-A, Cl A2A
5.150%, 06/15/2026 (E)		145		145


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hyundai Auto Lease Securitization Trust, Ser 2021-C, Cl A4
0.480%, 09/15/2025 (E)	$	88	$	88
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A2A
5.470%, 09/15/2025 (E)		78		78
Hyundai Auto Receivables Trust, Ser 2020-B, Cl B
0.940%, 12/15/2025		125		123
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A
5.770%, 05/15/2026		175		175
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl C
0.969%, 12/26/2028 (E)		123		120
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl D
1.009%, 02/26/2029 (E)		413		400
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026 (E)		47		46
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2
6.090%, 06/15/2026 (E)		109		109
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2
5.440%, 11/16/2026 (E)		90		90
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A
1.460%, 06/15/2026 (E)		98		95
Mercedes-Benz Auto Lease Trust, Ser 2023-A, Cl A2
5.240%, 11/17/2025		121		121
Navistar Financial Dealer Note Master Owner Trust II, Ser 2023-1, Cl A
6.180%, 08/25/2028 (E)		1,000		1,006
Nissan Auto Lease Trust, Ser 2023-B, Cl A2A
5.740%, 08/15/2025		67		67
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A
5.110%, 10/15/2026		185		185
Santander Bank - SBCLN, Ser 2021-1A, Cl B
1.833%, 12/15/2031 (E)		105		103
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B
6.451%, 12/15/2032 (E)		474		474
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B
6.493%, 06/15/2033 (E)		643		645
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl D
1.330%, 09/15/2027		1,675		1,608


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C
3.760%, 07/16/2029	$	270	$	262
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3
4.110%, 08/17/2026		41		41
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2
6.080%, 08/17/2026		48		48
Santander Drive Auto Receivables Trust, Ser 2023-4, Cl A2
6.180%, 02/16/2027		337		338
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2
5.710%, 02/16/2027		60		60
Santander Retail Auto Lease Trust, Ser 2022-A, Cl B
1.610%, 01/20/2026 (E)		175		171
SBNA Auto Lease Trust 2024-A, Ser 2024-A, Cl A2
5.450%, 01/20/2026 (E)		250		250
SBNA Auto Lease Trust, Ser 2023-A, Cl A2
6.270%, 04/20/2026 (E)		145		146
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A
5.890%, 03/22/2027 (E)		67		67
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2
5.350%, 06/21/2027 (E)		70		70
Tesla Auto Lease Trust, Ser 2023-A, Cl A2
5.860%, 08/20/2025 (E)		98		98
Tesla Auto Lease Trust, Ser 2023-B, Cl A2
6.020%, 09/22/2025 (E)		140		140
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A
5.540%, 12/21/2026 (E)		215		215
Toyota Lease Owner Trust 2024-A, Ser 2024-A, Cl A2A
5.330%, 07/20/2026 (E)		115		115
Toyota Lease Owner Trust, Ser 2023-B, Cl A2A
5.730%, 04/20/2026 (E)		175		176
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A
6.480%, 08/17/2026 (E)		36		36
United Auto Credit Securitization Trust, Ser 2023-1, Cl A
5.570%, 07/10/2025 (E)		–		–
USAA Auto Owner Trust, Ser 2023-A, Cl A2
5.830%, 07/15/2026 (E)		95		95
Volkswagen Auto Loan Enhanced Trust, Ser 2021-1, Cl A3
1.020%, 06/22/2026		–		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3
5.020%, 06/20/2028	$	1,000	$	998
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D
1.230%, 04/15/2026 (E)		175		170
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A
5.960%, 10/15/2026 (E)		155		155
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2
5.890%, 02/16/2027 (E)		109		109
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A
6.460%, 08/18/2038 (E)		100		101
World Omni Auto Receivables Trust, Ser 2020-C, Cl A4
0.610%, 10/15/2026		136		132
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A2A
5.470%, 11/17/2025		92		92
World Omni Select Auto Trust, Ser 2023-A, Cl A2A
5.920%, 03/15/2027		97		97
				26,173

Mortgage Related Securities — 0.4%

Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
4.854%, TSFR1M + 0.794%, 01/25/2035 (A)		11		11
ACE Securities Home Equity Loan Trust, Ser 2005-SD1, Cl M2
7.310%, TSFR1M + 1.989%, 11/25/2050 (A)		184		200
Aegis Asset-Backed Securities Trust Mortgage Pass-Through Certificates, Ser 2004-3, Cl M1
6.335%, TSFR1M + 1.014%, 09/25/2034 (A)		527		536
Towd Point Mortgage Trust, Ser 2023-CES2, Cl A1A
7.294%, 10/25/2063 (A)(E)		960		982
				1,729

Non-Agency Mortgage-Backed Obligations — 1.0%

Cross 2024-H1 Mortgage Trust, Ser 2024-H1, Cl A3
6.490%, 12/25/2068 (E)(F)		847		844
OBX 2023-NQM8 Trust, Ser 2023-NQM8, Cl A1
7.045%, 09/25/2063 (E)(F)		237		240


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
OBX 2024-NQM3 Trust, Ser 2024-NQM3, Cl A3
6.433%, 12/25/2063 (E)(F)	$	740	$	739
Toorak Mortgage Trust 2024-RRTL1, Ser 2024-RRTL1, Cl A1
6.597%, 02/25/2039 (E)(F)		1,200		1,201
Verus Securitization Trust 2024-2, Ser 2024-2, Cl A3
6.501%, 02/25/2069 (E)		820		821
Visio 2020-1 Trust, Ser 2020-1, Cl A3
3.521%, 08/25/2055 (A)(E)		230		208
				4,053

Other Asset-Backed Securities — 20.6%

Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025 (E)		14		14
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026 (E)		27		27
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027 (E)		12		12
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A
7.110%, 11/15/2028 (E)		205		206
Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2
1.937%, 08/15/2046 (E)		700		633
Allegro CLO V, Ser 2021-1A, Cl AR
6.526%, TSFR3M + 1.212%, 10/16/2030 (A)(E)		839		840
Allegro CLO VII, Ser 2018-1A, Cl D
8.426%, TSFR3M + 3.112%, 06/13/2031 (A)(E)		400		384
AMMC CLO XI, Ser 2018-11A, Cl BR2
7.179%, TSFR3M + 1.862%, 04/30/2031 (A)(E)		1,000		999
AMMC CLO XI, Ser 2018-11A, Cl CR2
7.479%, TSFR3M + 2.162%, 04/30/2031 (A)(E)		700		696
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2
0.750%, 11/20/2026 (E)		24		24
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl D
6.570%, 04/21/2031 (E)		500		498
Apidos CLO XII, Ser 2018-12A, Cl AR
6.656%, TSFR3M + 1.342%, 04/15/2031 (A)(E)		–		–
Apidos CLO XV, Ser 2018-15A, Cl A1RR
6.589%, TSFR3M + 1.272%, 04/20/2031 (A)(E)		369		369


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Apidos CLO XVIII, Ser 2018-18A, Cl A1
6.719%, TSFR3M + 1.402%, 10/22/2030 (A)(E)	$	748	$	748
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (E)		89		79
Ares XXXIIR CLO, Ser 2018-32RA, Cl A1B
6.769%, TSFR3M + 1.462%, 05/15/2030 (A)(E)		725		718
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2
1.230%, 05/15/2026 (E)		11		11
Atrium XIII, Ser 2017-13A, Cl B
7.077%, TSFR3M + 1.762%, 11/21/2030 (A)(E)		700		695
Avant Loans Funding Trust, Ser 2021-REV1, Cl A
1.210%, 07/15/2030 (E)		23		23
Bain Capital Credit CLO, Ser 2018-1A, Cl A1
6.537%, TSFR3M + 1.222%, 04/23/2031 (A)(E)		397		397
Ballyrock CLO, Ser 2018-1A, Cl A1
6.579%, TSFR3M + 1.262%, 04/20/2031 (A)(E)		523		523
Beacon Container Finance II LLC, Ser 2021-1A, Cl A
2.250%, 10/22/2046 (E)		613		540
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R
6.526%, TSFR3M + 1.212%, 10/15/2030 (A)(E)		289		289
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl A2
6.729%, TSFR3M + 1.412%, 04/20/2031 (A)(E)		1,600		1,582
BHG Securitization Trust, Ser 2022-A, Cl A
1.710%, 02/20/2035 (E)		124		121
BHG Securitization Trust, Ser 2022-B, Cl A
3.750%, 06/18/2035 (E)		34		34
BlueMountain CLO XXIII, Ser 2018-23A, Cl C
7.729%, TSFR3M + 2.412%, 10/20/2031 (A)(E)		800		787
BRAVO Residential Funding Trust, Ser 2021-HE1, Cl A1
6.072%, SOFR30A + 0.750%, 01/25/2070 (A)(E)		1,165		1,165
BRAVO Residential Funding Trust, Ser 2021-HE2, Cl A3
6.372%, SOFR30A + 1.050%, 11/25/2069 (A)(E)		664		660
BRE Grand Islander Timeshare Issuer LLC, Ser 2017-1A, Cl A
2.940%, 05/25/2029 (E)		958		934


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
BRE Grand Islander Timeshare Issuer LLC, Ser 2019-A, Cl A
3.280%, 09/26/2033 (E)	$	549	$	524
Carlyle Global Market Strategies CLO, Ser 2018-2RA, Cl A2
6.894%, TSFR3M + 1.587%, 05/15/2031 (A)(E)		1,000		993
Carlyle Global Market Strategies CLO, Ser 2018-4RA, Cl A2
7.176%, TSFR3M + 1.862%, 07/15/2030 (A)(E)		500		499
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
6.559%, TSFR3M + 1.242%, 07/20/2031 (A)(E)		273		273
Carlyle US CLO, Ser 2021-2A, Cl A1R
6.629%, TSFR3M + 1.312%, 07/20/2031 (A)(E)		1,222		1,223
Carlyle US CLO, Ser 2021-2A, Cl A2R
7.179%, TSFR3M + 1.862%, 07/20/2031 (A)(E)		1,000		1,000
Carlyle US CLO, Ser 2021-3A, Cl BR
7.579%, TSFR3M + 2.262%, 07/20/2029 (A)(E)		500		500
CARS-DB4 LP, Ser 2020-1A, Cl A4
3.190%, 02/15/2050 (E)		1,529		1,473
CARS-DB4 LP, Ser 2020-1A, Cl B1
4.170%, 02/15/2050 (E)		400		385
Catskill Park CLO, Ser 2017-1A, Cl A1B
6.929%, TSFR3M + 1.612%, 04/20/2029 (A)(E)		1,000		1,000
CCG Receivables Trust, Ser 2021-1, Cl A2
0.300%, 06/14/2027 (E)		6		6
Cedar Funding X CLO, Ser 2021-10A, Cl CR
7.629%, TSFR3M + 2.312%, 10/20/2032 (A)(E)		450		449
CF Hippolyta Issuer LLC, Ser 2020-1, Cl A1
1.690%, 07/15/2060 (E)		989		920
CIFC Funding, Ser 2017-5A, Cl B
7.428%, TSFR3M + 2.112%, 11/16/2030 (A)(E)		500		496
CIFC Funding, Ser 2018-3A, Cl AR
6.441%, TSFR3M + 1.132%, 04/19/2029 (A)(E)		504		504
CIFC Funding, Ser 2018-4A, Cl A1
6.728%, TSFR3M + 1.412%, 10/17/2031 (A)(E)		694		694
CNH Equipment Trust, Ser 2023-A, Cl A2
5.340%, 09/15/2026		52		51
Crown City CLO IV, Ser 2022-4A, Cl D
13.218%, TSFR3M + 7.900%, 10/20/2033 (A)(E)		500		496


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2
6.030%, 09/15/2025	$	170	$	170
DB Master Finance LLC, Ser 2019-1A, Cl A2II
4.021%, 05/20/2049 (E)		358		346
DB Master Finance LLC, Ser 2021-1A, Cl A2I
2.045%, 11/20/2051 (E)		679		619
Dell Equipment Finance Trust, Ser 2021-2, Cl A3
0.530%, 12/22/2026 (E)		19		19
Dell Equipment Finance Trust, Ser 2023-2, Cl A2
5.840%, 01/22/2029 (E)		100		100
Dell Equipment Finance Trust, Ser 2023-3, Cl A2
6.100%, 04/23/2029 (E)		100		100
Denali Capital CLO XI, Ser 2018-1A, Cl A2RR
7.229%, TSFR3M + 1.912%, 10/20/2028 (A)(E)		77		77
Dext ABS LLC, Ser 2021-1, Cl A
1.120%, 02/15/2028 (E)		42		41
Dext ABS LLC, Ser 2023-2, Cl A2
6.560%, 05/15/2034 (E)		98		98
Diamond Infrastructure Funding LLC, Ser 2021-1A, Cl C
3.475%, 04/15/2049 (E)		400		347
DLLAA LLC, Ser 2023-1A, Cl A2
5.930%, 07/20/2026 (E)		89		89
DLLAD LLC, Ser 2021-1A, Cl A3
0.640%, 09/21/2026 (E)		197		191
DLLAD LLC, Ser 2023-1A, Cl A2
5.190%, 04/20/2026 (E)		37		37
DLLMT LLC, Ser 2023-1A, Cl A2
5.780%, 11/20/2025 (E)		93		93
DLLST LLC, Ser 2022-1A, Cl A3
3.400%, 01/21/2025 (E)		51		51
DLLST, Ser 2024-1A, Cl A2
5.330%, 01/20/2026 (E)		50		50
Domino's Pizza Master Issuer LLC, Ser 2017-1A, Cl A23
4.118%, 07/25/2047 (E)		1,152		1,102
DRIVEN BRANDS FUNDING LLC, Ser 2019-1A, Cl A2
4.641%, 04/20/2049 (E)		1,520		1,469
ECMC Group Student Loan Trust, Ser 2020-3A, Cl A1B
6.436%, SOFR30A + 1.114%, 01/27/2070 (A)(E)		520		517
Elara HGV Timeshare Issuer LLC, Ser 2017-A, Cl A
2.690%, 03/25/2030 (E)		208		202


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Elara HGV Timeshare Issuer LLC, Ser 2019-A, Cl A
2.610%, 01/25/2034 (E)	$	704	$	670
Elara HGV Timeshare Issuer LLC, Ser 2023-A, Cl A
6.160%, 02/25/2038 (E)		862		875
Elevation CLO, Ser 2017-2A, Cl A1R
6.808%, TSFR3M + 1.492%, 10/15/2029 (A)(E)		375		376
ExteNet LLC, Ser 2019-1A, Cl A2
3.204%, 07/25/2049 (E)		2,000		1,970
FCI Funding LLC, Ser 2021-1A, Cl A
1.130%, 04/15/2033 (E)		12		12
FNA VII LLC, Ser 2023-1A, Cl A1
6.900%, 04/15/2038 (E)		846		840
Goldentree Loan Management US CLO 2, Ser 2021-2A, Cl AR
6.489%, TSFR3M + 1.172%, 11/20/2030 (A)(E)		166		166
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-1A, Cl A
7.308%, SOFR90A + 1.950%, 09/01/2026 (A)(E)		2,000		2,007
GRACIE POINT INTERNATIONAL FUNDING, Ser 2023-2A, Cl A
7.608%, SOFR90A + 2.250%, 03/01/2027 (A)(E)		1,000		1,009
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2
6.510%, 05/20/2030 (E)		165		166
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2
5.350%, 02/16/2026 (E)		100		100
GreatAmerica Leasing Receivables, Ser 2024-1, Cl A2
5.320%, 08/17/2026 (E)		135		135
Hilton Grand Vacations Trust, Ser 2022-1D, Cl B
4.100%, 06/20/2034 (E)		782		749
Hilton Grand Vacations Trust, Ser 2023-1A, Cl B
6.110%, 01/25/2038 (E)		–		–
HPEFS Equipment Trust, Ser 2023-2A, Cl A2
6.040%, 01/21/2031 (E)		100		100
HPEFS Equipment Trust, Ser 2024-1A, Cl A3
5.180%, 05/20/2031 (E)		105		105
Invitation Homes Trust, Ser 2018-SFR4, Cl C
6.833%, TSFR1M + 1.514%, 01/17/2038 (A)(E)		2,000		1,997
ITE Rail Fund Levered, Ser 2021-1A, Cl A
2.250%, 02/28/2051 (E)		530		469
John Deere Owner Trust, Ser 2023-C, Cl A2
5.760%, 08/17/2026		370		370


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Kentucky Higher Education Student Loan, Ser 2020-1, Cl A1B
6.485%, TSFR1M + 1.164%, 11/25/2050 (A)	$	1,201	$	1,192
KKR CLO 12, Ser 2018-12, Cl AR2A
6.711%, TSFR3M + 1.397%, 10/15/2030 (A)(E)		350		350
KKR CLO 20, Ser 2017-20, Cl B
7.126%, TSFR3M + 1.812%, 10/16/2030 (A)(E)		636		635
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2
5.610%, 07/15/2026 (E)		275		275
Kubota Credit Owner Trust, Ser 2024-1A, Cl A2
5.390%, 01/15/2027 (E)		180		180
LCM XXIV, Ser 2021-24A, Cl AR
6.559%, TSFR3M + 1.242%, 03/20/2030 (A)(E)		162		163
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
6.579%, TSFR3M + 1.262%, 07/21/2030 (A)(E)		234		235
Madison Park Funding XXIV, Ser 2019-24A, Cl BR
7.329%, TSFR3M + 2.012%, 10/20/2029 (A)(E)		1,250		1,252
Magnetite XV, Ser 2018-15A, Cl CR
7.386%, TSFR3M + 2.062%, 07/25/2031 (A)(E)		500		498
Magnetite XVIII, Ser 2018-18A, Cl BR
7.069%, TSFR3M + 1.762%, 11/15/2028 (A)(E)		1,000		995
Marlette Funding Trust, Ser 2023-2A, Cl A
6.040%, 06/15/2033 (E)		84		84
Marlette Funding Trust, Ser 2023-3A, Cl A
6.490%, 09/15/2033 (E)		97		97
MetroNet Infrastructure Issuer LLC, Ser 2022-1A, Cl B
7.460%, 10/20/2052 (E)		500		487
Missouri Higher Education Loan Authority, Ser 2021-1, Cl A1B
6.185%, TSFR1M + 0.864%, 01/25/2061 (A)		643		626
Missouri Higher Education Loan Authority, Ser 2021-2, Cl A1B
6.135%, TSFR1M + 0.814%, 03/25/2061 (A)		2,021		1,962
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3
0.490%, 08/14/2025 (E)		125		123


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2
5.790%, 11/13/2026 (E)	$	144	$	144
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2
5.200%, 09/13/2027 (E)		195		194
Mountain View CLO LLC, Ser 2020-1A, Cl AR
6.666%, TSFR3M + 1.352%, 10/16/2029 (A)(E)		364		365
Navient Private Education Loan Trust, Ser 2020-IA, Cl A1B
6.432%, TSFR1M + 1.114%, 04/15/2069 (A)(E)		899		895
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (E)		303		283
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (E)		524		482
Navient Student Loan Trust, Ser 2021-1A, Cl A1B
6.036%, SOFR30A + 0.714%, 12/26/2069 (A)(E)		–		–
Navient Student Loan Trust, Ser 2021-2A, Cl A1B
5.986%, SOFR30A + 0.664%, 02/25/2070 (A)(E)		–		–
Navient Student Loan Trust, Ser 2023-BA, Cl A1A
6.480%, 03/15/2072 (E)		681		689
Neighborly Issuer LLC, Ser 2023-1A, Cl A2
7.308%, 01/30/2053 (E)		990		1,003
Neuberger Berman CLO XIV, Ser 2020-14A, Cl BR2
7.081%, TSFR3M + 1.762%, 01/28/2030 (A)(E)		1,000		1,000
Neuberger Berman Loan Advisers CLO 25, Ser 2021-25A, Cl AR
6.490%, TSFR3M + 1.192%, 10/18/2029 (A)(E)		544		545
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR
6.480%, TSFR3M + 1.182%, 10/18/2030 (A)(E)		376		376
New Hampshire Higher Education Loan, Ser 2020-1, Cl A1B
6.635%, TSFR1M + 1.314%, 09/25/2060 (A)		546		546
Nyctl Trust, Ser 2022-A, Cl A
2.100%, 11/10/2034 (E)		47		46
Oxford Finance Funding LLC, Ser 2020-1A, Cl A2
3.101%, 02/15/2028 (E)		289		280


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Palmer Square CLO, Ser 2022-3A, Cl A1
7.118%, TSFR3M + 1.800%, 07/20/2035 (A)(E)	$	1,450	$	1,451
Palmer Square Loan Funding, Ser 2021-2A, Cl A2
6.831%, TSFR3M + 1.512%, 05/20/2029 (A)(E)		250		250
Palmer Square Loan Funding, Ser 2021-3A, Cl A1
6.379%, TSFR3M + 1.062%, 07/20/2029 (A)(E)		113		113
Palmer Square Loan Funding, Ser 2021-4A, Cl A1
6.376%, TSFR3M + 1.062%, 10/15/2029 (A)(E)		349		349
Palmer Square Loan Funding, Ser 2022-2A, Cl A2
7.214%, TSFR3M + 1.900%, 10/15/2030 (A)(E)		1,460		1,462
PFS Financing, Ser 2021-A, Cl A
0.710%, 04/15/2026 (E)		300		298
Prodigy Finance DAC, Ser 2021-1A, Cl A
6.685%, TSFR1M + 1.364%, 07/25/2051 (A)(E)		638		636
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A
7.060%, 07/16/2029 (E)		67		67
ReadyCap Lending Small Business Loan Trust, Ser 2019-2, Cl A
8.000%, PRIME + -0.500%, 12/27/2044 (A)(E)		221		221
Regatta X Funding, Ser 2017-3A, Cl B
7.028%, TSFR3M + 1.712%, 01/17/2031 (A)(E)		1,250		1,245
Retained Vantage Data Centers Issuer LLC, Ser 2023-1A, Cl A2A
5.000%, 09/15/2048 (E)		500		472
Saratoga Investment Senior Loan Fund, Ser 2022-1A, Cl D
11.928%, TSFR3M + 6.610%, 10/20/2033 (A)(E)		300		299
SCF Equipment Leasing 2023-1 LLC, Ser 2023-1A, Cl A3
6.170%, 05/20/2032 (E)		1,000		1,026
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A2
6.560%, 01/22/2030 (E)		185		187
SMB Private Education Loan Trust, Ser 2018-C, Cl A2B
6.182%, TSFR1M + 0.864%, 11/15/2035 (A)(E)		963		956


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2019-B, Cl A2B
6.432%, TSFR1M + 1.114%, 06/15/2037 (A)(E)	$	612	$	613
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2B
6.285%, TSFR1M + 0.964%, 09/15/2054 (A)(E)		1,687		1,670
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2B
6.285%, TSFR1M + 0.964%, 09/15/2054 (A)(E)		1,618		1,612
SMB Private Education Loan Trust, Ser 2021-A, Cl A2A2
6.162%, TSFR1M + 0.844%, 01/15/2053 (A)(E)		1,651		1,634
STAR Trust, Ser 2021-SFR1, Cl C
6.483%, TSFR1M + 1.164%, 04/17/2038 (A)(E)		1,000		982
STAR Trust, Ser 2021-SFR1, Cl D
6.733%, TSFR1M + 1.414%, 04/17/2038 (A)(E)		1,000		975
STAR Trust, Ser 2021-SFR2, Cl C
7.032%, TSFR1M + 1.714%, 01/17/2039 (A)(E)		3,000		2,972
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A8
6.435%, TSFR1M + 1.114%, 09/25/2034 (A)		2,042		1,979
Structured Asset Investment Loan Trust, Ser 2004-BNC1, Cl A4
6.390%, TSFR1M + 1.054%, 09/25/2034 (A)		688		675
Symphony Static CLO I, Ser 2021-1A, Cl A
6.416%, TSFR3M + 1.092%, 10/25/2029 (A)(E)		941		942
Symphony Static CLO I, Ser 2021-1A, Cl B
7.036%, TSFR3M + 1.712%, 10/25/2029 (A)(E)		250		250
Taco Bell Funding LLC, Ser 2016-1A, Cl A23
4.970%, 05/25/2046 (E)		759		748
TCI-Flatiron CLO, Ser 2017-1A, Cl B
7.141%, TSFR3M + 1.822%, 11/18/2030 (A)(E)		500		499
TICP CLO IX, Ser 2018-9A, Cl A
6.719%, TSFR3M + 1.402%, 01/20/2031 (A)(E)		456		456
TIF Funding II LLC, Ser 2021-1A, Cl A
1.650%, 02/20/2046 (E)		756		650
Towd Point HE Trust, Ser 2021-HE1, Cl A1
0.918%, 02/25/2063 (A)(E)		545		519


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Trimaran Cavu, Ser 2019-1A, Cl D
9.729%, TSFR3M + 4.412%, 07/20/2032 (A)(E)	$	600	$	597
Trinity Rail Leasing LLC, Ser 2021-1A, Cl A
2.260%, 07/19/2051 (E)		448		395
VFI ABS LLC, Ser 2023-1A, Cl A
7.270%, 03/26/2029 (E)		100		100
Vibrant CLO VI, Ser 2021-6A, Cl AR
6.582%, TSFR3M + 1.212%, 06/20/2029 (A)(E)		45		44
Voya CLO, Ser 2018-3A, Cl A2R
6.960%, TSFR3M + 1.662%, 10/18/2031 (A)(E)		818		811
Voya CLO, Ser 2020-2A, Cl A1RR
6.598%, TSFR3M + 1.282%, 04/17/2030 (A)(E)		158		158
VSE VOI Mortgage LLC, Ser 2017-A, Cl A
2.330%, 03/20/2035 (E)		268		267
Westgate Resorts LLC, Ser 2020-1A, Cl A
2.713%, 03/20/2034 (E)		221		219
Westgate Resorts LLC, Ser 2023-1A, Cl B
6.440%, 12/20/2037 (E)		849		841
Westlake Flooring Master Trust, Ser 2024-1A, Cl A
5.430%, 02/15/2028 (E)		15		15
Wingstop Funding LLC, Ser 2020-1A, Cl A2
2.841%, 12/05/2050 (E)		690		623
				89,608

Total Asset-Backed Securities
(Cost $121,169) ($ Thousands)				121,563


MORTGAGE-BACKED SECURITIES — 27.5%
Agency Mortgage-Backed Obligations — 1.2%
FHLMC ARM
6.456%, RFUCCT1Y + 2.470%, 03/01/2036(A)		410		411
5.690%, H15T1Y + 2.250%, 06/01/2035(A)		296		304
FHLMC REMIC CMO, Ser 2011-3786, Cl ED
4.000%, 09/15/2039		349		342
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B
7.722%, SOFR30A + 2.400%, 02/25/2042(A)(E)		1,000		1,021
FNMA
6.000%, 09/01/2039 to 04/01/2040		191		197
3.000%, 12/01/2030		219		209
FNMA ACES, Ser 2017-M13, Cl FA
5.860%, SOFR30A + 0.514%, 10/25/2024(A)		36		36


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA ARM
7.395%, RFUCCT6M + 1.580%, 07/01/2034(A)	$	49	$	49
7.186%, RFUCCT6M + 1.433%, 03/01/2035(A)		129		131
6.180%, H15T1Y + 2.220%, 08/01/2034(A)		349		359
6.097%, H15T1Y + 2.141%, 10/01/2033(A)		189		191
6.073%, RFUCCT1Y + 1.873%, 10/01/2033(A)		80		82
6.027%, RFUCCT1Y + 1.777%, 09/01/2034(A)		235		232
6.020%, RFUCCT1Y + 1.770%, 10/01/2033(A)		28		28
6.006%, H15T1Y + 2.332%, 04/01/2034(A)		197		203
5.852%, H15T1Y + 2.184%, 07/01/2036(A)		276		285
5.695%, H15T1Y + 2.205%, 05/01/2035(A)		84		86
5.682%, RFUCCT1Y + 1.490%, 10/01/2035(A)		274		279
5.550%, RFUCCT1Y + 1.800%, 05/01/2034(A)		75		75
5.436%, RFUCCT1Y + 1.565%, 05/01/2037(A)		191		195
5.159%, RFUCCT1Y + 1.601%, 06/01/2035(A)		28		28
4.915%, RFUCCT1Y + 1.665%, 04/01/2033(A)		89		88
FNMA REMIC CMO, Ser 2010-83, Cl BA
5.000%, 08/25/2040		88		87
FNMA REMIC CMO, Ser 2012-137, Cl UE
1.750%, 09/25/2041		77		71


				4,989
Non-Agency Mortgage-Backed Obligations — 26.3%
Angel Oak Mortgage Trust, Ser 2019-6, Cl A2
2.825%, 11/25/2059(A)(E)		7		7
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1
2.466%, 12/25/2059(A)(E)		11		10
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(A)(E)		67		62
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1
1.691%, 04/25/2065(A)(E)		78		72
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1
1.469%, 06/25/2065(A)(E)		30		28


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065(A)(E)	$	292	$	270
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1
0.990%, 04/25/2053(A)(E)		50		45
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1
0.909%, 01/25/2066(A)(E)		152		128
Angel Oak Mortgage Trust, Ser 2021-2, Cl A1
0.985%, 04/25/2066(A)(E)		775		640
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1
1.068%, 05/25/2066(A)(E)		131		109
Angel Oak Mortgage Trust, Ser 2021-5, Cl A1
0.951%, 07/25/2066(A)(E)		252		211
Arroyo Mortgage Trust, Ser 2019-1, Cl A1
3.805%, 01/25/2049(A)(E)		88		82
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048(A)(E)		28		26
Arroyo Mortgage Trust, Ser 2021-1R, Cl A1
1.175%, 10/25/2048(A)(E)		879		751
Ashford Hospitality Trust, Ser 2018-ASHF, Cl B
6.740%, TSFR1M + 1.422%, 04/15/2035(A)(E)		500		491
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AL
6.265%, TSFR1M + 0.947%, 11/15/2032(A)(E)		500		481
Banc of America Funding, Ser 2005-F, Cl 4A1
4.813%, 09/20/2035(A)		25		20
Banc of America Funding, Ser 2006-D, Cl 3A1
4.423%, 05/20/2036(A)		26		22
Banc of America Funding, Ser 2006-I, Cl 1A1
5.423%, 12/20/2036(A)		964		912
Banc of America Mortgage Trust, Ser 2003-K, Cl 2A1
5.660%, 12/25/2033(A)		484		453
Banc of America Mortgage Trust, Ser 2004-A, Cl 2A2
5.678%, 02/25/2034(A)		487		469
Banc of America Mortgage Trust, Ser 2004-D, Cl 2A1
4.604%, 05/25/2034(A)		169		159
Banc of America Mortgage Trust, Ser 2005-A, Cl 2A1
4.999%, 02/25/2035(A)		7		7
BANK, Ser 2018-BN12, Cl A2
4.074%, 05/15/2061		545		528


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bear Stearns Alt-A Trust, Ser 2003-5, Cl 2A1
5.414%, 12/25/2033(A)	$	509	$	478
Bear Stearns Alt-A Trust, Ser 2004-7, Cl 2A1
5.355%, 08/25/2034(A)		774		734
Bear Stearns ARM Trust, Ser 2003-8, Cl 4A1
5.895%, 01/25/2034(A)		1,070		1,038
Bear Stearns ARM Trust, Ser 2004-1, Cl 21A1
5.285%, 04/25/2034(A)		154		147
Bear Stearns ARM Trust, Ser 2004-2, Cl 12A2
3.901%, 05/25/2034(A)		663		594
Bear Stearns ARM Trust, Ser 2004-3, Cl 2A
4.203%, 07/25/2034(A)		493		448
Bear Stearns ARM Trust, Ser 2004-5, Cl 2A
3.684%, 07/25/2034(A)		523		459
Bellemeade Re, Ser 2021-3A, Cl M1A
6.322%, SOFR30A + 1.000%, 09/25/2031(A)(E)		204		204
Bellemeade Re, Ser 2022-1, Cl M1A
7.072%, SOFR30A + 1.750%, 01/26/2032(A)(E)		494		494
Bellemeade Re, Ser 2023-1, Cl M1A
7.522%, SOFR30A + 2.200%, 10/25/2033(A)(E)		1,000		1,003
BPR Trust, Ser 2022-OANA, Cl A
7.216%, TSFR1M + 1.898%, 04/15/2037(A)(E)		595		597
BRAVO Residential Funding Trust, Ser 2019-1, Cl A1C
3.500%, 03/25/2058(E)		–		–
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1
1.449%, 05/25/2060(A)(E)		31		29
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1
0.941%, 02/25/2049(A)(E)		63		55
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(A)(E)		55		51
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1
1.699%, 04/25/2060(A)(E)		119		109
BSPRT Issuer, Ser 2022-FL8, Cl A
6.825%, SOFR30A + 1.500%, 02/15/2037(A)(E)		275		274
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055(A)(E)		28		27
BWay Mortgage Trust, Ser 2013-1515, Cl A1
2.809%, 03/10/2033(E)		44		43


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A
6.085%, TSFR1M + 0.767%, 05/01/2038(A)(E)	$	181	$	180
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
6.132%, TSFR1M + 0.814%, 09/15/2036(A)(E)		195		193
BX Trust, Ser 2021-SDMF, Cl B
6.171%, TSFR1M + 0.852%, 09/15/2034(A)(E)		959		939
BX Trust, Ser 2022-LBA6, Cl A
6.318%, TSFR1M + 1.000%, 01/15/2039(A)(E)		210		208
BX Trust, Ser 2023-DELC, Cl A
8.008%, TSFR1M + 2.690%, 05/15/2038(A)(E)		1,000		1,009
BX, Ser 2021-MFM1, Cl C
6.633%, TSFR1M + 1.314%, 01/15/2034(A)(E)		766		758
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 7A1
5.457%, 02/25/2037(A)		111		109
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 2A3
5.817%, 06/25/2035(A)		242		235
CHL Mortgage Pass-Through Trust, Ser 2004-8, Cl 2A1
4.500%, 06/25/2019		6		–
Citigroup Commercial Mortgage Trust, Ser 2018-TBR, Cl A
6.513%, TSFR1M + 1.194%, 12/15/2036(A)(E)		1,000		993
Cold Storage Trust, Ser 2020-ICE5, Cl D
7.537%, TSFR1M + 2.214%, 11/15/2037(A)(E)		737		735
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064(A)(E)		84		73
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065(A)(E)		35		31
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065(A)(E)		17		16
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1
0.910%, 06/25/2066(A)(E)		117		95
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(A)(E)		2,382		1,876
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054(E)		47		41


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COLT Mortgage Loan Trust, Ser 2021-4, Cl A2
1.500%, 10/25/2066(A)(E)	$	1,514	$	1,194
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(A)(E)		303		240
COLT Mortgage Loan Trust, Ser 2021-5, Cl A1
1.726%, 11/26/2066(A)(E)		724		608
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1
1.110%, 10/25/2066(A)(E)		306		252
COLT Mortgage Loan Trust, Ser 2022-7, Cl A1
5.162%, 04/25/2067(E)(F)		793		778
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1
0.857%, 05/25/2065(A)(E)		105		89
COMM Mortgage Trust, Ser 2013-300P, Cl E
4.394%, 08/10/2030(A)(E)		300		196
COMM Mortgage Trust, Ser 2014-CR14, Cl XA, IO
0.053%, 02/10/2047(A)		5,947		–
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M1
6.072%, SOFR30A + 0.750%, 10/25/2041(A)(E)		20		20
Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1
6.522%, SOFR30A + 1.200%, 01/25/2042(A)(E)		867		867
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M1
7.422%, SOFR30A + 2.100%, 03/25/2042(A)(E)		630		639
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M1
7.322%, SOFR30A + 2.000%, 03/25/2042(A)(E)		874		886
Connecticut Avenue Securities Trust, Ser 2022-R05, Cl 2M1
7.222%, SOFR30A + 1.900%, 04/25/2042(A)(E)		268		269
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1
8.271%, SOFR30A + 2.950%, 06/25/2042(A)(E)		986		1,013
Connecticut Avenue Securities Trust, Ser 2023-R01, Cl 1M1
7.721%, SOFR30A + 2.400%, 12/25/2042(A)(E)		1,028		1,053


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1
7.822%, SOFR30A + 2.500%, 04/25/2043(A)(E)	$	2,432	$	2,473
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1
7.621%, SOFR30A + 2.300%, 05/25/2043(A)(E)		2,624		2,687
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1
7.221%, SOFR30A + 1.900%, 06/25/2043(A)(E)		2,099		2,121
Connecticut Avenue Securities Trust, Ser 2023-R06, Cl 1M1
7.022%, SOFR30A + 1.700%, 07/25/2043(A)(E)		593		598
Connecticut Avenue Securities Trust, Ser 2023-R07, Cl 2M1
7.271%, SOFR30A + 1.950%, 09/25/2043(A)(E)		914		922
Credit Suisse First Boston Mortgage Securities, Ser 2005-5, Cl 3A2
5.735%, TSFR1M + 0.414%, 07/25/2035(A)		95		95
Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1
1.101%, 05/25/2066(A)(E)		153		125
Cross Mortgage Trust, Ser 2023-H1, Cl A1
6.615%, 03/25/2068(E)(F)		1,832		1,836
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2004-AR5, Cl 6A1
5.453%, 06/25/2034(A)		831		804
CSMC Trust, Ser 2019-AFC1, Cl A1
3.573%, 07/25/2049(E)(F)		194		179
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056(A)(E)		127		107
CSMC, Ser 2021-NQM1, Cl A1
0.809%, 05/25/2065(A)(E)		116		98
CSMC, Ser 2021-NQM3, Cl A1
1.015%, 04/25/2066(A)(E)		219		178
DBCG Mortgage Trust, Ser 2017-BBG, Cl C
8.500%, PRIME + 0.000%, 06/15/2034(A)(E)		1,100		1,100
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065(A)(E)		33		30
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A3
1.260%, 04/25/2066(A)(E)		465		399
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1
0.899%, 04/25/2066(A)(E)		290		250


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Ellington Financial Mortgage Trust, Ser 2019-2, Cl A2
2.892%, 11/25/2059(A)(E)	$	317	$	296
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065(A)(E)		410		369
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066(A)(E)		591		493
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(E)		84		67
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A
6.134%, TSFR1M + 0.815%, 11/15/2038(A)(E)		350		346
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A
7.422%, SOFR30A + 2.100%, 04/25/2043(A)(E)		975		994
FHLMC STACR REMIC Trust, Ser 2021-DNA3, Cl M1
6.072%, SOFR30A + 0.750%, 10/25/2033(A)(E)		182		182
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
6.972%, SOFR30A + 1.650%, 01/25/2034(A)(E)		149		151
FHLMC STACR REMIC Trust, Ser 2021-HQA2, Cl M1
6.022%, SOFR30A + 0.700%, 12/25/2033(A)(E)		10		10
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M1
6.272%, SOFR30A + 0.950%, 12/25/2041(A)(E)		1,175		1,169
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
7.172%, SOFR30A + 1.850%, 01/25/2042(A)(E)		943		946
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1A
7.322%, SOFR30A + 2.000%, 04/25/2042(A)(E)		1,140		1,155
FHLMC STACR REMIC Trust, Ser 2022-DNA6, Cl M1A
7.472%, SOFR30A + 2.150%, 09/25/2042(A)(E)		328		331
FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1A
7.422%, SOFR30A + 2.100%, 03/25/2042(A)(E)		1,146		1,156


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2022-HQA1, Cl M1B
8.822%, SOFR30A + 3.500%, 03/25/2042(A)(E)	$	1,000	$	1,046
FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1A
7.972%, SOFR30A + 2.650%, 07/25/2042(A)(E)		174		179
FHLMC STACR REMIC Trust, Ser 2022-HQA2, Cl M1B
9.322%, SOFR30A + 4.000%, 07/25/2042(A)(E)		1,000		1,062
FHLMC STACR REMIC Trust, Ser 2022-HQA3, Cl M1A
7.622%, SOFR30A + 2.300%, 08/25/2042(A)(E)		–		–
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1B
8.422%, SOFR30A + 3.100%, 03/25/2043(A)(E)		2,000		2,091
FHLMC STACR REMIC Trust, Ser 2023-DNA2, Cl M1B
8.572%, SOFR30A + 3.250%, 04/25/2043(A)(E)		1,000		1,047
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B
8.822%, SOFR30A + 3.500%, 05/25/2043(A)(E)		2,000		2,113
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A
7.322%, SOFR30A + 2.000%, 05/25/2043(A)(E)		1,697		1,715
FHLMC STACR REMIC Trust, Ser 2023-HQA2, Cl M1A
7.322%, SOFR30A + 2.000%, 06/25/2043(A)(E)		835		842
FHLMC STACR REMIC Trust, Ser 2023-HQA3, Cl A1
7.172%, SOFR30A + 1.850%, 11/25/2043(A)(E)		986		999
FHLMC STACR Trust, Ser 2018-DNA2, Cl M2AS
6.386%, SOFR30A + 1.064%, 12/25/2030(A)(E)		878		878
FHLMC STACR Trust, Ser 2019-FTR2, Cl M1
6.386%, SOFR30A + 1.064%, 11/25/2048(A)(E)		66		66
FHLMC Whole Loan Securities Trust, Ser 2016-SC01, Cl M2
3.903%, 07/25/2046(A)		309		287


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
11.336%, SOFR30A + 6.014%, 10/25/2028(A)	$	87	$	92
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M1
6.222%, SOFR30A + 0.900%, 11/25/2041(A)(E)		–		–
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065(E)(F)		41		38
GCAT Trust, Ser 2021-CM1, Cl A
1.469%, 04/25/2065(A)(E)		156		143
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066(A)(E)		657		530
GCAT Trust, Ser 2021-NQM3, Cl A1
1.091%, 05/25/2066(A)(E)		129		106
GCAT Trust, Ser 2021-NQM5, Cl A1
1.262%, 07/25/2066(A)(E)		445		352
GS Mortgage Securities Trust, Ser 2020-DUNE, Cl B
6.935%, TSFR1M + 1.614%, 12/15/2036(A)(E)		500		493
GS Mortgage Securities Trust, Ser 2021-STAR, Cl B
6.835%, TSFR1M + 1.514%, 12/15/2036(A)(E)		1,000		990
GS Mortgage-Backed Securities Trust, Ser 2021-NQM1, Cl A2
1.275%, 07/25/2061(A)(E)		734		619
GSR Mortgage Loan Trust, Ser 2005-AR1, Cl 1A1
6.166%, 01/25/2035(A)		42		38
GSR Mortgage Loan Trust, Ser 2005-AR2, Cl 1A2
4.342%, 04/25/2035(A)		115		103
HarborView Mortgage Loan Trust, Ser 2004-6, Cl 4A
6.019%, 08/19/2034(A)		662		637
Hawaii Hotel Trust, Ser 2019-MAUI, Cl E
7.525%, TSFR1M + 2.207%, 05/15/2038(A)(E)		1,000		987
Hilton Orlando Trust, Ser 2018-ORL, Cl B
6.665%, TSFR1M + 1.347%, 12/15/2034(A)(E)		1,000		999
HPLY Trust, Ser 2019-HIT, Cl B
6.787%, TSFR1M + 1.464%, 11/15/2036(A)(E)		375		372
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1
1.071%, 06/25/2056(A)(E)		168		142
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1
1.073%, 09/25/2056(A)(E)		139		113


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1
1.595%, 11/25/2056(A)(E)	$	132	$	108
Imperial Fund Mortgage Trust, Ser 2022-NQM5, Cl A3
6.250%, 08/25/2067(E)(F)		339		334
Intown Mortgage Trust, Ser 2022-STAY, Cl A
7.807%, TSFR1M + 2.489%, 08/15/2039(A)(E)		1,500		1,508
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-ACE, Cl A
3.287%, 01/10/2037(E)		1,000		969
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2020-NNN, Cl XAFX, IO
1.876%, 01/16/2037(A)(E)		12,500		78
JPMorgan Mortgage Trust, Ser 2005-A3, Cl 6A2
4.494%, 06/25/2035(A)		153		148
JPMorgan Mortgage Trust, Ser 2005-A4, Cl 4A2
5.463%, 07/25/2035(A)		219		214
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
6.095%, 11/25/2033(A)		45		43
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 1A1
5.659%, 07/25/2035(A)		251		242
JPMorgan Mortgage Trust, Ser 2007-A1, Cl 5A2
5.532%, 07/25/2035(A)		238		230
JPMorgan Mortgage Trust, Ser 2007-A4, Cl 1A1
4.782%, 06/25/2037(A)		23		17
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
6.185%, TSFR1M + 0.864%, 04/25/2046(A)(E)		59		57
Life Mortgage Trust, Ser 2022-BMR2, Cl A1
6.613%, TSFR1M + 1.295%, 05/15/2039(A)(E)		1,000		991
MASTR Adjustable Rate Mortgages Trust, Ser 2005-6, Cl 5A1
3.244%, 07/25/2035(A)		18		16
MASTR Alternative Loan Trust, Ser 2003-5, Cl 4A1
5.500%, 07/25/2033		635		612
Mellon Residential Funding, Ser 1999-TBC3, Cl A2
6.145%, 10/20/2029(A)		85		85


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Merrill Lynch Mortgage Investors Trust, Ser 2003-E, Cl A1
6.055%, TSFR1M + 0.734%, 10/25/2028(A)	$	–	$	–
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1
5.068%, 12/25/2034(A)		373		343
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A5
5.449%, 02/25/2035(A)		246		228
Merrill Lynch Mortgage Investors Trust, Ser 2005-A2, Cl A3
5.449%, 02/25/2035(A)		331		303
Merrill Lynch Mortgage Investors Trust, Ser 2005-A4, Cl 1A
5.055%, 07/25/2035(A)		239		107
Merrill Lynch Mortgage Investors Trust, Ser 2007-1, Cl 2A1
6.005%, 01/25/2037(A)		380		373
MetLife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055(A)(E)		109		102
MF1, Ser 2022-FL8, Cl A
6.666%, TSFR1M + 1.350%, 02/19/2037(A)(E)		250		248
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065(A)(E)		469		435
MFA Trust, Ser 2020-NQM1, Cl A3
2.300%, 08/25/2049(A)(E)		717		650
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065(A)(E)		34		30
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056(A)(E)		55		51
MFA Trust, Ser 2021-NQM1, Cl A1
1.153%, 04/25/2065(A)(E)		82		74
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(A)(E)		1,018		859
MHP, Ser 2021-STOR, Cl A
6.133%, TSFR1M + 0.814%, 07/15/2038(A)(E)		105		104
MHP, Ser 2022-MHIL, Cl B
6.432%, TSFR1M + 1.114%, 01/15/2027(A)(E)		912		898
MHP, Ser 2022-MHIL, Cl A
6.132%, TSFR1M + 0.815%, 01/15/2027(A)(E)		123		122
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061(A)(E)		53		52
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(A)(E)		69		64


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Mortgage Loan Trust, Ser 2004-10AR, Cl 1A
5.264%, 11/25/2034(A)	$	546	$	501
Morgan Stanley Mortgage Loan Trust, Ser 2004-5AR, Cl 3A1
5.541%, 07/25/2034(A)		215		198
Morgan Stanley Mortgage Loan Trust, Ser 2004-8AR, Cl 4A2
5.561%, 10/25/2034(A)		437		416
MortgageIT Trust, Ser 2005-1, Cl 2A
6.693%, TSFR1M + 1.364%, 02/25/2035(A)		157		149
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057(A)(E)		107		101
New Residential Mortgage Loan Trust, Ser 2017-5A, Cl A1
6.935%, TSFR1M + 1.614%, 06/25/2057(A)(E)		855		851
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057(A)(E)		275		258
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1A
4.000%, 12/25/2057(A)(E)		414		391
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl B1
6.485%, TSFR1M + 1.164%, 01/25/2048(A)(E)		1,744		1,703
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1M
6.335%, TSFR1M + 1.014%, 01/25/2048(A)(E)		882		852
New Residential Mortgage Loan Trust, Ser 2018-4A, Cl A1S
6.185%, TSFR1M + 0.864%, 01/25/2048(A)(E)		1,426		1,375
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1
2.464%, 01/26/2060(A)(E)		59		53
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060(A)(E)		26		24
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1
0.941%, 10/25/2058(A)(E)		44		40
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(E)		226		189
Oaktown Re VII, Ser 2021-2, Cl M1A
6.922%, SOFR30A + 1.600%, 04/25/2034(A)(E)		540		540


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
OBX Trust, Ser 2018-1, Cl A2
6.085%, TSFR1M + 0.764%, 06/25/2057(A)(E)	$	649	$	619
OBX Trust, Ser 2020-INV1, Cl A11
6.000%, TSFR1M + 1.014%, 12/25/2049(A)(E)		304		286
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(E)		1,339		1,049
OPG Trust, Ser 2021-PORT, Cl D
6.564%, TSFR1M + 1.245%, 10/15/2036(A)(E)		658		644
PKHL Commercial Mortgage Trust, Ser 2021-MF, Cl F
8.783%, TSFR1M + 3.464%, 07/15/2038(A)(E)		400		258
PRPM LLC, Ser 2021-RPL1, Cl A1
1.319%, 07/25/2051(E)(F)		73		66
Radnor Re, Ser 2021-1, Cl M1B
7.022%, SOFR30A + 1.700%, 12/27/2033(A)(E)		62		62
Residential Asset Securitization Trust, Ser 2007-A8, Cl 3A1
6.216%, 12/25/2038(A)		420		252
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1
2.376%, 01/26/2060(A)(E)		15		14
Sequoia Mortgage Trust, Ser 2002-10, Cl 1A
6.234%, TSFR1M + 0.914%, 10/20/2027(A)		–		–
Sequoia Mortgage Trust, Ser 2002-9, Cl 1A
6.134%, TSFR1M + 0.814%, 09/20/2032(A)		–		–
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
5.974%, TSFR1M + 0.654%, 01/20/2035(A)		–		–
Sequoia Mortgage Trust, Ser 2004-3, Cl A
6.417%, TSFR6M + 0.928%, 05/20/2034(A)		130		129
Sequoia Mortgage Trust, Ser 2004-5, Cl A1
5.524%, 06/20/2034(A)		661		574
SG Residential Mortgage Trust, Ser 2021-1, Cl A1
1.160%, 07/25/2061(A)(E)		247		198
SG Residential Mortgage Trust, Ser 2021-2, Cl A1
1.737%, 12/25/2061(A)(E)		1,570		1,276
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(A)(E)		83		72
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(A)(E)		7		7


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(A)(E)	$	345	$	320
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1
0.943%, 05/25/2065(A)(E)		40		36
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1
1.127%, 06/25/2056(A)(E)		147		119
Structured Adjustable Rate Mortgage Loan Trust, Ser 2004-9XS, Cl A
5.805%, TSFR1M + 0.484%, 07/25/2034(A)		507		501
Structured Adjustable Rate Mortgage Loan Trust, Ser 2005-7, Cl 1A3
5.129%, 04/25/2035(A)		526		468
Thornburg Mortgage Securities Trust, Ser 2005-1, Cl A3
5.159%, 04/25/2045(A)		581		545
Toorak Mortgage, Ser 2021-INV1, Cl A1
1.153%, 07/25/2056(A)(E)		1,241		1,063
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056(A)(E)		5		5
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057(A)(E)		61		58
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
5.910%, TSFR1M + 0.714%, 02/25/2057(A)(E)		301		306
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057(A)(E)		116		112
Towd Point Mortgage Trust, Ser 2018-3, Cl A1
3.750%, 05/25/2058(A)(E)		7		7
Towd Point Mortgage Trust, Ser 2018-4, Cl A1
3.000%, 06/25/2058(A)(E)		823		761
Towd Point Mortgage Trust, Ser 2019-HY2, Cl M2
7.335%, TSFR1M + 2.014%, 05/25/2058(A)(E)		3,000		3,157
Towd Point Mortgage Trust, Ser 2021-SJ2, Cl A1A
2.250%, 12/25/2061(A)(E)		894		838
Vantage Data Centers Issuer LLC, Ser 2019-1A, Cl A2
3.188%, 07/15/2044(E)		143		141
Velocity Commercial Capital Loan Trust, Ser 2020-1, Cl AFX
2.610%, 02/25/2050(A)(E)		577		515


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Velocity Commercial Capital Loan Trust, Ser 2021-1, Cl A
1.400%, 05/25/2051(A)(E)	$	647	$	534
Verus Securitization Trust, Ser 2019-4, Cl A1
3.642%, 11/25/2059(E)(F)		17		16
Verus Securitization Trust, Ser 2019-INV3, Cl A1
3.692%, 11/25/2059(A)(E)		23		22
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060(E)(F)		10		9
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065(E)(F)		20		19
Verus Securitization Trust, Ser 2020-5, Cl A3
1.733%, 05/25/2065(E)(F)		775		723
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066(A)(E)		143		124
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(A)(E)		700		605
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(A)(E)		86		74
Verus Securitization Trust, Ser 2021-4, Cl A2
1.247%, 07/25/2066(A)(E)		630		497
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066(A)(E)		123		97
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(A)(E)		82		74
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064(A)(E)		716		630
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(A)(E)		71		63
Verus Securitization Trust, Ser 2022-5, Cl A1
3.800%, 04/25/2067(E)(F)		662		613
Verus Securitization Trust, Ser 2023-3, Cl A1
5.930%, 03/25/2068(E)(F)		858		856
Visio Trust, Ser 2020-1R, Cl A2
1.567%, 11/25/2055(E)		329		295
Visio Trust, Ser 2021-1R, Cl A1
1.280%, 05/25/2056(E)		897		797
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
5.857%, 10/25/2033(A)		467		434
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
5.580%, 08/25/2033(A)		475		434
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
5.657%, 09/25/2033(A)		522		476


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR11, Cl A
5.965%, 10/25/2034(A)	$	332	$	313
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR14, Cl A1
5.310%, 01/25/2035(A)		820		729
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR2, Cl A
6.481%, 12MTA + 1.400%, 04/25/2044(A)		1,206		1,144
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR9, Cl A7
5.238%, 08/25/2034(A)		1,299		1,207
WaMu Mortgage Pass-Through Certificates, Ser 2004-CB2, Cl 1A
5.000%, 07/25/2034		31		30
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-K, Cl 1A2
5.615%, 07/25/2034(A)		101		102
Wells Fargo Mortgage-Backed Securities Trust, Ser 2004-U, Cl A1
5.923%, 10/25/2034(A)		524		493
WMRK Commercial Mortgage Trust, Ser 2022-WMRK, Cl A
8.107%, TSFR1M + 2.789%, 11/15/2027(A)(E)		1,000		1,003


				114,315
Total Mortgage-Backed Securities
(Cost $125,005) ($ Thousands)				119,304



CORPORATE OBLIGATIONS — 4.4%
Communication Services — 0.1%
Sprint LLC
7.125%, 06/15/2024		175		175
Univision Communications
8.000%, 08/15/2028 (E)		300		302

				477

Consumer Discretionary — 0.6%
AutoZone
5.050%, 07/15/2026		150		150
Caesars Entertainment
7.000%, 02/15/2030 (E)		200		205
General Motors Financial
5.965%, SOFRRATE + 0.620%, 10/15/2024 (A)		600		600
LBM Acquisition LLC
6.250%, 01/15/2029 (E)		500		450
Nordstrom
2.300%, 04/08/2024		160		159


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Specialty Building Products Holdings LLC
6.375%, 09/30/2026 (E)	$	825	$	807
Tapestry
7.050%, 11/27/2025		45		46

				2,417

Energy — 0.3%
Energy Transfer
4.250%, 04/01/2024		200		200
Gray Oak Pipeline LLC
2.600%, 10/15/2025 (E)		300		285
Occidental Petroleum
5.875%, 09/01/2025		175		175
ONEOK
5.550%, 11/01/2026		200		202
Ovintiv
5.650%, 05/15/2025		175		175
Williams
5.400%, 03/02/2026		125		126
4.550%, 06/24/2024		175		174

				1,337

Financials — 1.7%
Athene Global Funding
6.045%, SOFRINDX + 0.700%, 05/24/2024 (A)(E)		450		450
5.684%, 02/23/2026 (E)		100		100
2.514%, 03/08/2024 (E)		300		300
Bank of America
5.650%, 08/18/2025		250		252
Brighthouse Financial Global Funding MTN
6.105%, SOFRRATE + 0.760%, 04/12/2024 (A)(E)		315		315
1.000%, 04/12/2024 (E)		400		398
Brookfield Property
4.500%, 04/01/2027 (E)		600		527
Charles Schwab
5.875%, 08/24/2026		150		152
Citigroup
6.013%, SOFRRATE + 0.669%, 05/01/2025 (A)		300		300
Credit Suisse NY
4.750%, 08/09/2024		300		299
Danske Bank MTN
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(E)		200		202
Deutsche Bank NY
6.563%, SOFRRATE + 1.219%, 11/16/2027 (A)		325		321
Goldman Sachs Group
5.798%, SOFRRATE + 1.075%, 08/10/2026 (A)		175		176


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
GTCR W-2 Merger Sub LLC
7.500%, 01/15/2031 (E)	$	250	$	261
JPMorgan Chase
6.230%, SOFRRATE + 0.885%, 04/22/2027 (A)		475		477
Macquarie Group MTN
6.055%, SOFRRATE + 0.710%, 10/14/2025 (A)(E)		300		300
NatWest Markets
5.874%, SOFRRATE + 0.530%, 08/12/2024 (A)(E)		340		340
Pacific Life Global Funding II
5.500%, 08/28/2026 (E)		125		126
SBA Tower Trust, Ser 2014-2A, Cl C
3.869%, 10/15/2024 (E)		585		578
Societe Generale
6.395%, SOFRRATE + 1.050%, 01/21/2026 (A)(E)		275		275
Toronto-Dominion Bank
6.000%, 08/15/2024		250		250
Toronto-Dominion Bank MTN
5.944%, SOFRRATE + 0.590%, 09/10/2026 (A)		300		300
5.713%, SOFRRATE + 0.355%, 03/04/2024 (A)		150		150
WEA Finance LLC / Westfield UK & Europe Finance PLC
3.750%, 09/17/2024 (E)		200		197
Wells Fargo Bank
5.550%, 08/01/2025		250		251
4.811%, 01/15/2026		250		249

				7,546

Health Care — 0.2%
Baxter International
5.784%, SOFRINDX + 0.440%, 11/29/2024 (A)		275		275
Bristol-Myers Squibb
4.950%, 02/20/2026		125		125
Global Medical Response
6.500%, 10/01/2025 (E)		462		405
HCA
5.375%, 02/01/2025		200		199

				1,004

Industrials — 0.6%
Carrier Global
5.800%, 11/30/2025		85		86
Chart Industries
7.500%, 01/01/2030 (E)		448		462
CP Atlas Buyer
7.000%, 12/01/2028 (E)		400		357


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DAE Funding LLC MTN
1.550%, 08/01/2024 (E)	$	205	$	201
EMRLD Borrower
6.625%, 12/15/2030 (E)		200		201
Trident TPI Holdings
12.750%, 12/31/2028 (E)		675		720
XPO
6.250%, 06/01/2028 (E)		500		501

				2,528

Information Technology — 0.0%
Hewlett Packard Enterprise
5.900%, 10/01/2024		75		75



Materials — 0.5%
Chemours
4.625%, 11/15/2029 (E)		700		576
International Flavors and Fragrances
1.230%, 10/01/2025 (E)		150		140
Kobe US Midco 2
9.250%cash/0% PIK, 11/01/2026 (E)		857		719
Tronox
4.625%, 03/15/2029 (E)		600		531
Vulcan Materials
5.800%, 03/01/2026		150		150

				2,116

Real Estate — 0.1%
Iron Mountain
7.000%, 02/15/2029 (E)		500		508



Utilities — 0.3%
American Electric Power
5.699%, 08/15/2025		150		150
Consumers Securitization Funding LLC
5.550%, 03/01/2028		70		70
Emera US Finance
0.833%, 06/15/2024		120		118
Mississippi Power
5.653%, SOFRRATE + 0.300%, 06/28/2024 (A)		195		195
Monongahela Power
4.100%, 04/15/2024 (E)		120		120
NextEra Energy Capital Holdings
4.255%, 09/01/2024		275		273
Southern California Edison
5.350%, 03/01/2026		125		125


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Spire
5.300%, 03/01/2026	$	150	$	149

				1,200

Total Corporate Obligations
(Cost $19,685) ($ Thousands)				19,208



U.S. TREASURY OBLIGATIONS — 0.9%
U.S. Treasury Bills
5.323%, 04/11/2024 (G)		475		472
5.317%, 07/02/2024 (G)		450		442
5.316%, 04/16/2024 (G)		700		695
5.306%, 06/25/2024 (G)		1,000		983
5.300%, 05/23/2024 (G)		500		494
5.247%, 06/04/2024 (G)		900		888

Total U.S. Treasury Obligations
(Cost $3,975) ($ Thousands)				3,974


	Shares
COMMON STOCK — 0.1%
Air Methods *		8,374		462
Envision Healthcare *		753		7
TMK Hawk Parent Corp.		7,227		77

Total Common Stock
(Cost $226) ($ Thousands)				546

	Face Amount (Thousands)
MUNICIPAL BOND — 0.1%
Ohio — 0.1%
Buckeye Tobacco Settlement Financing Authority, Ser A-1
1.709%, 06/01/2024		225		223


Total Municipal Bond

(Cost $223) ($ Thousands)				223



		Number of Warrants
WARRANT — 0.0%
Envision Healthcare*^‡^‡		15,854		2


Total Warrant
(Cost $1) ($ Thousands)				2


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 2.5%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		11,036,440	$	11,036
Total Cash Equivalent
(Cost $11,036) ($ Thousands)				11,036

	Face Amount (Thousands)
REPURCHASE AGREEMENT(H) — 0.4%
BNP Paribas
5.300%, dated 02/29/2024 to be repurchased on 03/01/2024, repurchase price $1,600,236 (collateralized by various U.S. Government and Treasury obligations, ranging in par value $1,000 - $1,043,341, 3.500% - 6.500%, 09/15/2031 – 05/01/2053; with total market value $1,624,838)	$	1,600		1,600
Total Repurchase Agreement
(Cost $1,600) ($ Thousands)				1,600


Total Investments in Securities — 100.6%
(Cost $441,646) ($ Thousands)			$	436,988

A list of the open future contracts held by the Fund at February 29, 2024, is as follows:

	Percentages are based on Net Assets of $434,323 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of February 29, 2024.
^†	Investment in Affiliated Security.
^‡^‡	Expiration date not available.
(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)	Unsettled bank loan. Interest rate may not be available.

(C)	Level 3 security in accordance with fair value hierarchy.
(D)	No interest rate available.
(E)	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 February 29, 2024, the value of these securities amounted to $207,168 ($ Thousands), representing 47.7% of the Net Assets of the Fund.
(F)	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.
(G)	Interest rate represents the security's effective yield at the time of purchase.
(H)	Tri-Party Repurchase Agreement.

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 41.6%
Agency Mortgage-Backed Obligations — 36.3%
FHLMC
7.500%, 08/01/2030 to 12/01/2036	$	128	$	131
7.000%, 05/01/2024 to 03/01/2039		37		38
6.500%, 10/01/2031 to 05/01/2053		6,664		6,814
6.000%, 01/01/2028 to 12/01/2053		17,584		17,735
5.500%, 02/01/2035 to 09/01/2053		27,249		27,050
5.000%, 08/01/2033 to 05/01/2053		22,328		21,725
4.500%, 11/01/2025 to 12/01/2052		14,195		13,665
4.000%, 09/01/2040 to 02/01/2053		28,414		26,759
3.500%, 03/01/2033 to 06/01/2052		50,199		45,725
3.000%, 03/01/2031 to 05/01/2052		71,268		62,403
2.500%, 10/01/2031 to 05/01/2052		162,006		135,529
2.000%, 07/01/2032 to 05/01/2052		140,780		114,391
1.500%, 11/01/2040 to 05/01/2051		30,675		23,509
0.000% 12/14/2029 to 07/15/2031 (A)		3,487		2,662
FHLMC ARM
7.511%, RFUCCT1Y + 1.677%, 02/01/2043(B)		223		228
7.463%, RFUCCT1Y + 1.770%, 09/01/2042(B)		137		140
7.452%, RFUCCT1Y + 1.609%, 10/01/2043(B)		159		162
7.189%, RFUCCT1Y + 1.629%, 11/01/2043(B)		123		125
7.169%, RFUCCT1Y + 1.603%, 09/01/2043(B)		87		88
7.045%, RFUCCT1Y + 1.650%, 03/01/2043(B)		137		140
7.013%, RFUCCT1Y + 1.646%, 10/01/2043(B)		162		165
6.881%, RFUCCT1Y + 1.635%, 07/01/2043(B)		92		93
6.857%, RFUCCT1Y + 1.638%, 09/01/2045(B)		1,362		1,388
6.809%, RFUCCT1Y + 1.642%, 08/01/2043(B)		156		158
6.673%, RFUCCT1Y + 1.678%, 09/01/2047(B)		903		912
6.168%, RFUCCT1Y + 1.926%, 12/01/2036(B)		29		29
5.921%, RFUCCT1Y + 1.732%, 01/01/2044(B)		330		337
5.919%, RFUCCT1Y + 1.637%, 04/01/2048(B)		1,981		2,015
5.845%, RFUCCT1Y + 1.595%, 10/01/2036(B)		10		10
5.515%, RFUCCT1Y + 2.330%, 05/01/2036(B)		25		25
5.281%, RFUCCT1Y + 1.638%, 03/01/2049(B)		827		840
5.180%, SOFR30A + 2.300%, 06/01/2053(B)		688		683


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
5.128%, SOFR30A + 2.214%, 08/01/2053(B)	$	770	$	764
4.299%, SOFR30A + 2.130%, 07/01/2052(B)		1,191		1,153
4.190%, SOFR30A + 2.306%, 05/01/2053(B)		3,682		3,562
4.123%, SOFR30A + 2.380%, 09/01/2052(B)		691		664
3.967%, SOFR30A + 2.140%, 08/01/2052(B)		1,330		1,250
3.912%, SOFR30A + 2.130%, 07/01/2052(B)		1,006		958
3.209%, RFUCCT1Y + 1.633%, 02/01/2050(B)		1,404		1,382
3.127%, RFUCCT1Y + 1.640%, 11/01/2048(B)		1,053		1,036
3.096%, RFUCCT1Y + 1.621%, 02/01/2050(B)		722		681
3.006%, RFUCCT1Y + 1.628%, 11/01/2048(B)		2,530		2,380
2.875%, RFUCCT1Y + 1.619%, 11/01/2047(B)		899		867
2.107%, H15T5Y + 1.285%, 03/01/2047(B)		437		405
FHLMC Multiclass Certificates, Ser 2020-RR02, Cl BX, IO
1.666%, 08/27/2028(B)		2,000		120
FHLMC Multiclass Certificates, Ser 2021-P009, Cl A2
1.878%, 01/25/2031		975		812
FHLMC Multifamily Structured Pass Through Certificates, Ser 151, Cl X1, IO
0.181%, 10/25/2032(B)		18,991		304
FHLMC Multifamily Structured Pass Through Certificates, Ser 1519, Cl X1, IO
0.595%, 12/25/2035(B)		16,409		765
FHLMC Multifamily Structured Pass Through Certificates, Ser 152, Cl X1, IO
0.154%, 11/25/2032(B)		12,994		185
FHLMC Multifamily Structured Pass Through Certificates, Ser 1520, Cl X1, IO
0.471%, 02/25/2036(B)		4,979		188
FHLMC Multifamily Structured Pass Through Certificates, Ser 154, Cl X1, IO
0.353%, 01/25/2033(B)		6,599		188
FHLMC Multifamily Structured Pass Through Certificates, Ser K047, Cl A2
3.329%, 05/25/2025(B)		605		592
FHLMC Multifamily Structured Pass Through Certificates, Ser K091, Cl X1, IO
0.561%, 03/25/2029(B)		3,858		94


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass Through Certificates, Ser K093, Cl X1, IO
0.943%, 05/25/2029(B)	$	3,840	$	151
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl X1, IO
0.878%, 06/25/2029(B)		2,967		112
FHLMC Multifamily Structured Pass Through Certificates, Ser K094, Cl XAM, IO
1.147%, 06/25/2029(B)		6,800		359
FHLMC Multifamily Structured Pass Through Certificates, Ser K095, Cl XAM, IO
1.241%, 06/25/2029(B)		700		39
FHLMC Multifamily Structured Pass Through Certificates, Ser K101, Cl X1, IO
0.834%, 10/25/2029(B)		1,680		64
FHLMC Multifamily Structured Pass Through Certificates, Ser K106, Cl X1, IO
1.318%, 01/25/2030(B)		3,300		208
FHLMC Multifamily Structured Pass Through Certificates, Ser K120, Cl X1, IO
1.036%, 10/25/2030(B)		5,450		283
FHLMC Multifamily Structured Pass Through Certificates, Ser K128, Cl X1, IO
0.515%, 03/25/2031(B)		17,637		496
FHLMC Multifamily Structured Pass Through Certificates, Ser K133, Cl X1, IO
0.347%, 09/25/2031(B)		15,624		337
FHLMC Multifamily Structured Pass Through Certificates, Ser K136, Cl X1, IO
0.397%, 12/25/2031(B)		7,972		174
FHLMC Multifamily Structured Pass Through Certificates, Ser K142, Cl X1, IO
0.297%, 03/25/2032(B)		6,795		138
FHLMC Multifamily Structured Pass Through Certificates, Ser K143, Cl X1, IO
0.342%, 04/25/2055(B)		6,989		166
FHLMC Multifamily Structured Pass Through Certificates, Ser K145, Cl X1, IO
0.317%, 06/25/2055(B)		7,484		170
FHLMC Multifamily Structured Pass Through Certificates, Ser K147, Cl X1, IO
0.358%, 06/25/2032(B)		9,981		264
FHLMC Multifamily Structured Pass Through Certificates, Ser K149, Cl X1, IO
0.264%, 08/25/2032(B)		10,974		231
FHLMC Multifamily Structured Pass Through Certificates, Ser K157, Cl A3
3.990%, 08/25/2033(B)		4,400		4,117
FHLMC Multifamily Structured Pass Through Certificates, Ser K726, Cl X1, IO
0.941%, 04/25/2024(B)		5,107		1


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass Through Certificates, Ser K736, Cl X1, IO
1.282%, 07/25/2026(B)	$	954	$	22
FHLMC Multifamily Structured Pass Through Certificates, Ser K737, Cl X1, IO
0.630%, 10/25/2026(B)		8,220		103
FHLMC Multifamily Structured Pass Through Certificates, Ser K741, Cl X1, IO
0.567%, 12/25/2027(B)		2,980		54
FHLMC Multifamily Structured Pass Through Certificates, Ser K742, Cl X1, IO
0.775%, 03/25/2028(B)		6,168		125
FHLMC Multifamily Structured Pass Through Certificates, Ser KC05, Cl X1, IO
1.225%, 06/25/2027(B)		1,442		31
FHLMC Multifamily Structured Pass Through Certificates, Ser KG06, Cl X1, IO
0.532%, 10/25/2031(B)		3,096		98
FHLMC Multifamily Structured Pass Through Certificates, Ser KLU1, Cl A4
2.854%, 01/25/2031		1,115		1,003
FHLMC Multifamily Structured Pass Through Certificates, Ser KSG2, Cl A2
2.091%, 11/25/2031(B)		1,395		1,156
FHLMC Multifamily Structured Pass Through Certificates, Ser X3FX, Cl A2FX
3.000%, 06/25/2027		1,105		1,059
FHLMC Reference REMIC CMO, Ser 2006-R006, Cl ZA
6.000%, 04/15/2036		475		490
FHLMC Reference REMIC CMO, Ser 2006-R007, Cl ZA
6.000%, 05/15/2036		427		439
FHLMC REMIC CMO, Ser 1999-2174, Cl PN
6.000%, 07/15/2029		5		5
FHLMC REMIC CMO, Ser 2001-2312, Cl Z
6.500%, 05/15/2031		39		39
FHLMC REMIC CMO, Ser 2002-2399, Cl XG
6.500%, 01/15/2032		14		14
FHLMC REMIC CMO, Ser 2003-2671, Cl S
4.787%, 09/15/2033(B)		19		20
FHLMC REMIC CMO, Ser 2003-2684, Cl ZN
4.000%, 10/15/2033		41		39
FHLMC REMIC CMO, Ser 2004-2733, Cl ME
5.000%, 01/15/2034		93		92
FHLMC REMIC CMO, Ser 2007-3316, Cl JO, PO
0.000%, 05/15/2037(A)		2		2
FHLMC REMIC CMO, Ser 2008-3451, Cl SB, IO
0.591%, 05/15/2038(B)		31		2
FHLMC REMIC CMO, Ser 2009-3546, Cl A
5.119%, 02/15/2039(B)		26		26


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2010-3621, Cl SB, IO
0.791%, 01/15/2040(B)	$	45	$	4
FHLMC REMIC CMO, Ser 2011-3866, Cl SA, IO
0.511%, 05/15/2041(B)		255		14
FHLMC REMIC CMO, Ser 2012-4010, Cl KM
3.000%, 01/15/2042		204		188
FHLMC REMIC CMO, Ser 2012-4030, Cl HS, IO
1.171%, 04/15/2042(B)		24		2
FHLMC REMIC CMO, Ser 2012-4047, Cl CX
3.500%, 05/15/2042		2,071		1,851
FHLMC REMIC CMO, Ser 2012-4091, Cl BX
3.250%, 10/15/2041		1,072		976
FHLMC REMIC CMO, Ser 2012-4091, Cl EX
3.375%, 07/15/2042		698		637
FHLMC REMIC CMO, Ser 2012-4091, Cl MX
3.250%, 02/15/2042		899		814
FHLMC REMIC CMO, Ser 2012-4102, Cl TC
2.500%, 09/15/2041		799		754
FHLMC REMIC CMO, Ser 2012-4117, Cl HB
2.500%, 10/15/2042		709		601
FHLMC REMIC CMO, Ser 2012-4119, Cl IN, IO
3.500%, 10/15/2032		174		15
FHLMC REMIC CMO, Ser 2012-4122, Cl FP
5.839%, SOFR30A + 0.514%, 10/15/2042(B)		798		778
FHLMC REMIC CMO, Ser 2013-4161, Cl BA
2.500%, 12/15/2041		1,784		1,695
FHLMC REMIC CMO, Ser 2013-4194, Cl BI, IO
3.500%, 04/15/2043		136		21
FHLMC REMIC CMO, Ser 2013-4205, Cl PA
1.750%, 05/15/2043		535		446
FHLMC REMIC CMO, Ser 2013-4210, Cl Z
3.000%, 05/15/2043		513		405
FHLMC REMIC CMO, Ser 2013-4240, Cl FA
5.939%, SOFR30A + 0.614%, 08/15/2043(B)		2,046		1,993
FHLMC REMIC CMO, Ser 2013-4248, Cl FT
5.939%, SOFR30A + 0.614%, 09/15/2043(B)		712		696
FHLMC REMIC CMO, Ser 2013-4286, Cl VF
5.889%, SOFR30A + 0.564%, 12/15/2043(B)		1,503		1,466
FHLMC REMIC CMO, Ser 2015-4446, Cl CP
2.250%, 03/15/2045		946		814
FHLMC REMIC CMO, Ser 2015-4479, Cl HA
3.750%, 05/15/2039(C)		27		27
FHLMC REMIC CMO, Ser 2016-4582, Cl HA
3.000%, 09/15/2045		3,503		3,215


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2016-4614, Cl FG
5.939%, SOFR30A + 0.614%, 09/15/2046(B)	$	814	$	790
FHLMC REMIC CMO, Ser 2016-4628, Cl KF
5.939%, SOFR30A + 0.614%, 01/15/2055(B)		1,004		969
FHLMC REMIC CMO, Ser 2016-4631, Cl FA
5.939%, SOFR30A + 0.614%, 11/15/2046(B)		1,359		1,321
FHLMC REMIC CMO, Ser 2017-4719, Cl LM
3.000%, 09/15/2047		785		686
FHLMC REMIC CMO, Ser 2017-4719, Cl LA
3.500%, 09/15/2047		999		900
FHLMC REMIC CMO, Ser 2017-4742, Cl PA
3.000%, 10/15/2047		1,220		1,085
FHLMC REMIC CMO, Ser 2018-4753, Cl BD
3.000%, 01/15/2048		725		622
FHLMC REMIC CMO, Ser 2018-4793, Cl FD
5.739%, SOFR30A + 0.414%, 06/15/2048(B)		314		301
FHLMC REMIC CMO, Ser 2018-4813, Cl CJ
3.000%, 08/15/2048		259		223
FHLMC REMIC CMO, Ser 2018-4826, Cl KF
5.739%, SOFR30A + 0.414%, 09/15/2048(B)		665		642
FHLMC REMIC CMO, Ser 2018-4857, Cl JA
3.350%, 01/15/2049		3,182		2,973
FHLMC REMIC CMO, Ser 2019-4879, Cl BC
3.000%, 04/15/2049		122		106
FHLMC REMIC CMO, Ser 2019-4880, Cl DA
3.000%, 05/15/2050		1,078		964
FHLMC REMIC CMO, Ser 2019-4903, Cl NF
5.836%, SOFR30A + 0.514%, 08/25/2049(B)		622		605
FHLMC REMIC CMO, Ser 2019-4927, Cl BG
3.000%, 11/25/2049		1,371		1,232
FHLMC REMIC CMO, Ser 2019-4937, Cl MD
2.500%, 10/25/2049		1,371		1,185
FHLMC REMIC CMO, Ser 2019-4940, Cl AG
3.000%, 05/15/2040		899		829
FHLMC REMIC CMO, Ser 2019-4941, Cl GA
2.000%, 12/15/2047		782		643
FHLMC REMIC CMO, Ser 2020-4957, Cl MY
3.000%, 02/25/2050		790		639
FHLMC REMIC CMO, Ser 2020-4979, Cl UC
1.500%, 06/25/2050		2,515		1,997
FHLMC REMIC CMO, Ser 2020-4980, Cl KI, IO
4.500%, 06/25/2050		4,031		918
FHLMC REMIC CMO, Ser 2020-4990, Cl FN
5.786%, SOFR30A + 0.464%, 05/25/2050(B)		1,708		1,642


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2020-4991, Cl QV
2.000%, 09/25/2045	$	462	$	375
FHLMC REMIC CMO, Ser 2020-4993, Cl KF
5.886%, SOFR30A + 0.564%, 07/25/2050(B)		5,816		5,616
FHLMC REMIC CMO, Ser 2020-4995, Cl IC, IO
4.500%, 07/25/2050		1,659		262
FHLMC REMIC CMO, Ser 2020-5004, Cl FM
5.786%, SOFR30A + 0.464%, 08/25/2050(B)		1,244		1,193
FHLMC REMIC CMO, Ser 2020-5010, Cl JI, IO
2.500%, 09/25/2050		1,079		173
FHLMC REMIC CMO, Ser 2020-5010, Cl IK, IO
2.500%, 09/25/2050		522		78
FHLMC REMIC CMO, Ser 2020-5012, Cl BI, IO
4.000%, 09/25/2050		6,089		1,250
FHLMC REMIC CMO, Ser 2020-5013, Cl IN, IO
2.500%, 09/25/2050		551		86
FHLMC REMIC CMO, Ser 2020-5018, Cl MI, IO
2.000%, 10/25/2050		811		107
FHLMC REMIC CMO, Ser 2020-5020, Cl ET
3.500%, 10/25/2050		1,123		1,003
FHLMC REMIC CMO, Ser 2020-5040, Cl IB, IO
2.500%, 11/25/2050		344		49
FHLMC REMIC CMO, Ser 2020-5058, Cl BC
5.000%, 11/25/2050		825		806
FHLMC REMIC CMO, Ser 2020-5059, Cl IB, IO
2.500%, 01/25/2051		1,465		239
FHLMC REMIC CMO, Ser 2021-5069, Cl MI, IO
2.500%, 02/25/2051		511		73
FHLMC REMIC CMO, Ser 2021-5070, Cl DI, IO
4.000%, 02/25/2051		5,443		1,100
FHLMC REMIC CMO, Ser 2021-5085, Cl NI, IO
2.000%, 03/25/2051		1,248		147
FHLMC REMIC CMO, Ser 2021-5091, Cl AB
1.500%, 03/25/2051		2,178		1,728
FHLMC REMIC CMO, Ser 2021-5092, Cl AP
2.000%, 04/25/2041		694		591
FHLMC REMIC CMO, Ser 2021-5092, Cl HE
2.000%, 02/25/2051		1,337		1,102


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2021-5093, Cl IY, IO
4.500%, 12/25/2050	$	2,437	$	555
FHLMC REMIC CMO, Ser 2021-5115, Cl IO, IO
4.500%, 10/25/2049		1,927		438
FHLMC REMIC CMO, Ser 2021-5116, Cl PB
2.250%, 02/25/2051		1,419		1,209
FHLMC REMIC CMO, Ser 2021-5118, Cl CA
1.500%, 10/15/2033		1,215		1,058
FHLMC REMIC CMO, Ser 2021-5118, Cl NI, IO
2.000%, 02/25/2051		2,302		298
FHLMC REMIC CMO, Ser 2021-5119, Cl AB
1.500%, 08/25/2049		1,214		948
FHLMC REMIC CMO, Ser 2021-5119, Cl QF
5.522%, SOFR30A + 0.200%, 06/25/2051(B)		1,776		1,671
FHLMC REMIC CMO, Ser 2021-5140, Cl NI, IO
2.500%, 05/25/2049		1,557		218
FHLMC REMIC CMO, Ser 2021-5143, Cl GA
2.000%, 06/25/2049		890		718
FHLMC REMIC CMO, Ser 2021-5156, Cl DC
2.000%, 09/25/2051		1,518		1,280
FHLMC REMIC CMO, Ser 2021-5159, Cl IP, IO
3.000%, 11/25/2051		1,470		212
FHLMC REMIC CMO, Ser 2021-5159, Cl UA
2.500%, 12/25/2048		1,490		1,289
FHLMC REMIC CMO, Ser 2021-5161, Cl IO, IO
2.000%, 03/25/2051		1,589		210
FHLMC REMIC CMO, Ser 2021-5173, Cl LI, IO
2.500%, 05/25/2050		702		101
FHLMC REMIC CMO, Ser 2021-5178, Cl TP
2.500%, 04/25/2049		1,994		1,704
FHLMC REMIC CMO, Ser 2021-5182, Cl D
2.500%, 11/25/2043		5,810		5,244
FHLMC REMIC CMO, Ser 2021-5182, Cl M
2.500%, 05/25/2049		1,201		1,034
FHLMC REMIC CMO, Ser 2021-5184, Cl AB
2.500%, 05/25/2048		847		738
FHLMC REMIC CMO, Ser 2022-5194, Cl G
2.500%, 01/25/2051		1,702		1,414
FHLMC REMIC CMO, Ser 2022-5200, Cl KQ
3.000%, 09/25/2049		154		139
FHLMC REMIC CMO, Ser 2022-5201, Cl CA
2.500%, 07/25/2048		1,781		1,569
FHLMC REMIC CMO, Ser 2022-5202, Cl BH
2.000%, 12/25/2047		921		815
FHLMC REMIC CMO, Ser 2022-5202, Cl TA
2.500%, 12/25/2048		2,656		2,367
FHLMC REMIC CMO, Ser 2022-5202, Cl LA
2.500%, 05/25/2049		1,803		1,550
FHLMC REMIC CMO, Ser 2022-5202, Cl MB
3.000%, 11/25/2048		2,201		1,964


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2022-5202, Cl IN, IO
3.000%, 01/25/2047	$	728	$	96
FHLMC REMIC CMO, Ser 2022-5203, Cl G
2.500%, 11/25/2048		799		692
FHLMC REMIC CMO, Ser 2022-5206, Cl CD
3.500%, 05/25/2049		1,707		1,552
FHLMC REMIC CMO, Ser 2022-5206, Cl CA
3.000%, 02/25/2047		969		864
FHLMC REMIC CMO, Ser 2022-5207, Cl PA
3.000%, 06/25/2051		1,833		1,613
FHLMC REMIC CMO, Ser 2022-5209, Cl EJ
3.000%, 08/25/2050		1,380		1,234
FHLMC REMIC CMO, Ser 2022-5209, Cl EA
3.000%, 08/25/2050		1,380		1,234
FHLMC REMIC CMO, Ser 2022-5210, Cl DC
3.000%, 09/25/2051		1,288		1,173
FHLMC REMIC CMO, Ser 2022-5217, Cl CD
2.500%, 07/25/2049		1,481		1,338
FHLMC REMIC CMO, Ser 2022-5220, Cl QK
3.500%, 09/25/2050		2,709		2,525
FHLMC REMIC CMO, Ser 2022-5224, Cl HL
4.000%, 04/25/2052		2,000		1,788
FHLMC REMIC CMO, Ser 2022-5228, Cl TN
3.500%, 07/25/2039		910		853
FHLMC REMIC CMO, Ser 2022-5274, Cl IO, IO
2.500%, 01/25/2051		1,292		209
FHLMC REMIC CMO, Ser 2023-5293, Cl IO, IO
2.000%, 03/25/2051		5,608		688
FHLMC REMIC CMO, Ser 2023-5300, Cl C
2.000%, 09/25/2047		2,341		2,116
FHLMC REMIC CMO, Ser 2023-5335, Cl FB
6.139%, SOFR30A + 0.814%, 10/15/2039(B)		2,331		2,333
FHLMC REMIC CMO, Ser 2023-5338, Cl FH
5.739%, SOFR30A + 0.414%, 04/15/2045(B)		2,224		2,152
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1B
7.722%, SOFR30A + 2.400%, 02/25/2042(B)(D)		1,010		1,031
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A
6.622%, SOFR30A + 1.300%, 02/25/2042(B)(D)		1,487		1,492
FHLMC STACR REMIC Trust, Ser 2022-DNA3, Cl M1B
8.222%, SOFR30A + 2.900%, 04/25/2042(B)(D)		2,850		2,949
FHLMC STRIPS CMO, Ser 2012-264, Cl 30
3.000%, 07/15/2042		1,489		1,340


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STRIPS CMO, Ser 2012-271, Cl F5
5.939%, SOFR30A + 0.614%, 08/15/2042(B)	$	690	$	673
FHLMC STRIPS CMO, Ser 2012-271, Cl 30
3.000%, 08/15/2042		738		670
FHLMC STRIPS CMO, Ser 2012-272, Cl F1
5.939%, SOFR30A + 0.614%, 08/15/2042(B)		1,110		1,083
FHLMC STRIPS CMO, Ser 2012-280, Cl F1
5.939%, SOFR30A + 0.614%, 09/15/2042(B)		1,119		1,091
FHLMC STRIPS CMO, Ser 2016-353, Cl S1, IO
0.561%, 12/15/2046(B)		424		42
FHLMC STRIPS CMO, Ser 2017-356, Cl 300
3.000%, 09/15/2047		2,084		1,848
FNMA
8.000%, 01/01/2030 to 06/01/2031		10		10
7.500%, 02/01/2031 to 01/01/2054		4,711		4,891
7.000%, 09/01/2026 to 01/01/2054		8,682		8,967
6.500%, 05/01/2027 to 12/01/2053		14,146		14,439
6.000%, 02/01/2032 to 02/01/2054		19,341		19,525
5.800%, 10/01/2033		100		104
5.500%, 10/01/2033 to 09/01/2053		18,636		18,531
5.490%, 10/01/2033		100		104
5.350%, 07/01/2033		100		102
5.000%, 05/01/2034 to 07/01/2053		19,807		19,427
4.870%, 03/01/2033		100		100
4.820%, 07/01/2033		100		100
4.690%, 01/01/2033		100		99
4.680%, 07/01/2033		100		99
4.580%, 01/01/2033		100		98
4.500%, 04/01/2025 to 01/01/2059		60,181		57,529
4.420%, 04/01/2033		99		96
4.270%, 10/01/2032		196		189
4.200%, 01/01/2029		1,665		1,627
4.185%, 07/01/2032		99		95
4.130%, 07/01/2032		100		95
4.060%, 07/01/2032		98		93
4.000%, 01/01/2027 to 06/01/2057		74,299		70,048
3.880%, 07/01/2032		98		92
3.860%, 07/01/2032		98		92
3.830%, 07/01/2032		199		186
3.730%, 06/01/2032		99		92
3.670%, 06/01/2032		98		91
3.520%, 06/01/2032		100		92
3.500%, 07/01/2031 to 06/01/2052		121,117		110,073
3.310%, 03/01/2028		1,878		1,777
3.020%, 05/01/2026		1,265		1,209
3.000%, 05/01/2029 to 07/01/2060		284,737		249,528
2.810%, 04/01/2025		250		243
2.625%, 09/06/2024		510		503
2.500%, 03/01/2035 to 09/01/2061		151,682		127,242


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.455%, 04/01/2040	$	3,020	$	2,134
2.000%, 03/01/2028 to 04/01/2052		329,577		267,666
1.900%, 01/25/2036		3,503		2,556
1.850%, 09/01/2035		1,064		895
1.520%, 08/21/2035		3,816		2,688
1.500%, 04/01/2041 to 07/01/2051		27,041		20,776
0.000%, 11/15/2030(A)		8,487		6,260
FNMA ACES, Ser 2015-M8, Cl X2, IO
0.059%, 01/25/2025(B)		53,901		21
FNMA ACES, Ser 2016-M11, Cl AL
2.944%, 07/25/2039		116		103
FNMA ACES, Ser 2018-M15, Cl 1A2
3.700%, 01/25/2036		600		545
FNMA ACES, Ser 2019-M4, Cl A2
3.610%, 02/25/2031		302		281
FNMA ACES, Ser 2020-M6, Cl A
2.500%, 10/25/2037		165		142
FNMA ARM
7.351%, RFUCCT1Y + 1.654%, 01/01/2043(B)		75		76
7.147%, RFUCCT1Y + 1.580%, 10/01/2043(B)		322		329
6.723%, RFUCCT1Y + 1.560%, 06/01/2043(B)		108		111
5.810%, RFUCCT1Y + 1.560%, 12/01/2035(B)		8		8
5.726%, RFUCCT1Y + 1.578%, 06/01/2045(B)		441		449
5.603%, RFUCCT1Y + 1.582%, 01/01/2046(B)		1,076		1,096
4.648%, SOFR30A + 2.130%, 08/01/2052(B)		2,229		2,187
4.629%, SOFR30A + 2.123%, 08/01/2052(B)		2,173		2,105
4.616%, SOFR30A + 2.125%, 08/01/2052(B)		2,767		2,713
4.355%, SOFR30A + 2.125%, 07/01/2052(B)		2,448		2,380
4.296%, SOFR30A + 2.126%, 08/01/2052(B)		2,614		2,536
4.221%, SOFR30A + 2.128%, 11/01/2052(B)		1,644		1,596
4.213%, SOFR30A + 2.370%, 09/01/2052(B)		654		633
4.142%, SOFR30A + 2.132%, 10/01/2052(B)		4,751		4,608
4.131%, SOFR30A + 2.120%, 07/01/2052(B)		2,008		1,905
4.122%, SOFR30A + 2.120%, 09/01/2052(B)		1,950		1,891
3.962%, SOFR30A + 2.120%, 08/01/2052(B)		574		542


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
3.677%, SOFR30A + 2.370%, 08/01/2052(B)	$	1,442	$	1,364
3.048%, RFUCCT1Y + 1.603%, 03/01/2050(B)		2,284		2,268
2.777%, RFUCCT1Y + 1.606%, 06/01/2050(B)		956		885
FNMA Interest STRIPS CMO, Ser 2002-323, Cl 16, IO
7.000%, 01/25/2032		65		7
FNMA Interest STRIPS CMO, Ser 2003-334, Cl 16, IO
6.500%, 02/25/2033		91		13
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C17, IO
4.000%, 11/25/2041		297		53
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C2, IO
3.000%, 04/25/2027		197		6
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C1, IO
3.000%, 11/25/2026		213		5
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C22, IO
4.500%, 11/25/2039		294		54
FNMA Interest STRIPS CMO, Ser 2012-409, Cl C13, IO
3.500%, 11/25/2041		247		37
FNMA Interest STRIPS CMO, Ser 2012-411, Cl A3
3.000%, 08/25/2042		998		887
FNMA Interest STRIPS CMO, Ser 2012-414, Cl A35
3.500%, 10/25/2042		1,434		1,311
FNMA Interest STRIPS CMO, Ser 2018-424, Cl C11, IO
3.500%, 02/25/2048		2,741		502
FNMA Interest STRIPS CMO, Ser 2022-427, Cl C21, IO
2.000%, 03/25/2050		2,468		319
FNMA Interest STRIPS CMO, Ser 2023-428, Cl C14, IO
2.500%, 01/25/2048		906		104
FNMA REMIC CMO, Ser 1994-63, Cl PK
7.000%, 04/25/2024		–		–
FNMA REMIC CMO, Ser 1997-32, Cl PG
6.500%, 04/25/2027		18		18
FNMA REMIC CMO, Ser 1999-11, Cl Z
5.500%, 03/25/2029		28		27
FNMA REMIC CMO, Ser 2001-52, Cl YZ
6.500%, 10/25/2031		8		8
FNMA REMIC CMO, Ser 2003-124, Cl TS
9.800%, 01/25/2034(B)		4		4


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2005-29, Cl ZA
5.500%, 04/25/2035	$	171	$	174
FNMA REMIC CMO, Ser 2005-74, Cl CS
5.071%, 05/25/2035(B)		9		9
FNMA REMIC CMO, Ser 2006-104, Cl MI, IO
1.314%, 11/25/2036(B)		94		5
FNMA REMIC CMO, Ser 2006-125, Cl SM, IO
1.764%, 01/25/2037(B)		181		16
FNMA REMIC CMO, Ser 2006-33, Cl LS
5.687%, 05/25/2036(B)		28		31
FNMA REMIC CMO, Ser 2006-46, Cl SW
4.268%, 06/25/2036(B)		21		22
FNMA REMIC CMO, Ser 2006-51, Cl SP, IO
1.214%, 03/25/2036(B)		20		1
FNMA REMIC CMO, Ser 2007-64, Cl FA
5.906%, SOFR30A + 0.584%, 07/25/2037(B)		4		4
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO
1.264%, 07/25/2037(B)		67		7
FNMA REMIC CMO, Ser 2008-24, Cl NA
6.750%, 06/25/2037		5		6
FNMA REMIC CMO, Ser 2009-103, Cl MB
5.293%, 12/25/2039(B)		36		36
FNMA REMIC CMO, Ser 2009-86, Cl BO, PO
0.000%, 03/25/2037(A)		321		277
FNMA REMIC CMO, Ser 2010-123, Cl PM
4.000%, 07/25/2040		722		706
FNMA REMIC CMO, Ser 2010-27, Cl AS, IO
1.044%, 04/25/2040(B)		290		30
FNMA REMIC CMO, Ser 2011-2, Cl WA
5.836%, 02/25/2051(B)		31		32
FNMA REMIC CMO, Ser 2011-75, Cl FA
5.986%, SOFR30A + 0.664%, 08/25/2041(B)		21		21
FNMA REMIC CMO, Ser 2011-96, Cl SA, IO
1.114%, 10/25/2041(B)		566		42
FNMA REMIC CMO, Ser 2012-111, Cl FC
5.836%, SOFR30A + 0.514%, 10/25/2042(B)		875		854
FNMA REMIC CMO, Ser 2012-118, Cl VZ
3.000%, 11/25/2042		764		679
FNMA REMIC CMO, Ser 2012-133, Cl CS, IO
0.714%, 12/25/2042(B)		332		34
FNMA REMIC CMO, Ser 2012-133, Cl JF
5.786%, SOFR30A + 0.464%, 12/25/2042(B)		934		906
FNMA REMIC CMO, Ser 2012-134, Cl MS, IO
0.714%, 12/25/2042(B)		136		16
FNMA REMIC CMO, Ser 2012-151, Cl NX
1.500%, 01/25/2043		584		486
FNMA REMIC CMO, Ser 2012-28, Cl B
6.500%, 06/25/2039		2		2


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2012-35, Cl SC, IO
1.064%, 04/25/2042(B)	$	200	$	22
FNMA REMIC CMO, Ser 2012-46, Cl BA
6.000%, 05/25/2042		213		220
FNMA REMIC CMO, Ser 2012-74, Cl SA, IO
1.214%, 03/25/2042(B)		234		14
FNMA REMIC CMO, Ser 2012-74, Cl OA, PO
0.000%, 03/25/2042(A)		16		14
FNMA REMIC CMO, Ser 2012-75, Cl AO, PO
0.000%, 03/25/2042(A)		32		29
FNMA REMIC CMO, Ser 2012-75, Cl NS, IO
1.164%, 07/25/2042(B)		71		8
FNMA REMIC CMO, Ser 2013-101, Cl CO, PO
0.000%, 10/25/2043(A)		1,113		829
FNMA REMIC CMO, Ser 2013-101, Cl BO, PO
0.000%, 10/25/2043(A)		525		395
FNMA REMIC CMO, Ser 2013-11, Cl AP
1.500%, 01/25/2043		1,843		1,637
FNMA REMIC CMO, Ser 2013-124, Cl SB, IO
0.514%, 12/25/2043(B)		257		23
FNMA REMIC CMO, Ser 2013-15, Cl FA
5.786%, SOFR30A + 0.464%, 03/25/2043(B)		1,126		1,091
FNMA REMIC CMO, Ser 2013-26, Cl HI, IO
3.000%, 04/25/2032		18		1
FNMA REMIC CMO, Ser 2013-43, Cl BP
1.750%, 05/25/2043		664		555
FNMA REMIC CMO, Ser 2013-54, Cl BS, IO
0.714%, 06/25/2043(B)		149		17
FNMA REMIC CMO, Ser 2013-9, Cl BC
6.500%, 07/25/2042		502		526
FNMA REMIC CMO, Ser 2013-9, Cl CB
5.500%, 04/25/2042		574		582
FNMA REMIC CMO, Ser 2014-17, Cl DY
3.500%, 04/25/2044		1,339		1,188
FNMA REMIC CMO, Ser 2014-25, Cl EL
3.000%, 05/25/2044		1,057		950
FNMA REMIC CMO, Ser 2014-74, Cl PC
2.500%, 06/25/2044		830		757
FNMA REMIC CMO, Ser 2015-20, Cl EF
5.786%, SOFR30A + 0.464%, 04/25/2045(B)		2,616		2,531
FNMA REMIC CMO, Ser 2015-26, Cl GF
5.736%, SOFR30A + 0.414%, 05/25/2045(B)		1,647		1,594
FNMA REMIC CMO, Ser 2015-32, Cl FA
5.736%, SOFR30A + 0.414%, 05/25/2045(B)		1,017		981
FNMA REMIC CMO, Ser 2015-39, Cl LZ
3.000%, 06/25/2045		44		38
FNMA REMIC CMO, Ser 2015-48, Cl FB
5.736%, SOFR30A + 0.414%, 07/25/2045(B)		1,236		1,194


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2015-65, Cl CZ
3.500%, 09/25/2045	$	538	$	452
FNMA REMIC CMO, Ser 2015-8, Cl AP
2.000%, 03/25/2045		1,893		1,644
FNMA REMIC CMO, Ser 2015-84, Cl PA
1.700%, 08/25/2033		2,135		1,932
FNMA REMIC CMO, Ser 2016-19, Cl FD
5.836%, SOFR30A + 0.514%, 04/25/2046(B)		3,431		3,375
FNMA REMIC CMO, Ser 2016-37, Cl MJ
3.500%, 08/25/2043		55		54
FNMA REMIC CMO, Ser 2016-48, Cl MA
2.000%, 06/25/2038		2,175		1,949
FNMA REMIC CMO, Ser 2016-57, Cl PC
1.750%, 06/25/2046		3,507		2,907
FNMA REMIC CMO, Ser 2017-13, Cl PA
3.000%, 08/25/2046		717		651
FNMA REMIC CMO, Ser 2017-30, Cl FA
5.786%, SOFR30A + 0.464%, 05/25/2047(B)		592		573
FNMA REMIC CMO, Ser 2017-76, Cl SB, IO
0.664%, 10/25/2057(B)		1,046		116
FNMA REMIC CMO, Ser 2017-78, Cl FC
5.786%, SOFR30A + 0.464%, 10/25/2047(B)		1,174		1,136
FNMA REMIC CMO, Ser 2017-85, Cl SC, IO
0.764%, 11/25/2047(B)		322		29
FNMA REMIC CMO, Ser 2018-14, Cl KC
3.000%, 03/25/2048		1,347		1,246
FNMA REMIC CMO, Ser 2018-38, Cl MA
3.300%, 06/25/2048		1,563		1,453
FNMA REMIC CMO, Ser 2018-38, Cl PA
3.500%, 06/25/2047		580		552
FNMA REMIC CMO, Ser 2018-43, Cl CT
3.000%, 06/25/2048		1,027		900
FNMA REMIC CMO, Ser 2018-45, Cl TM
3.000%, 06/25/2048		1,230		1,085
FNMA REMIC CMO, Ser 2018-55, Cl GA
3.375%, 08/25/2048		1,168		1,085
FNMA REMIC CMO, Ser 2018-64, Cl A
3.000%, 09/25/2048		1,035		892
FNMA REMIC CMO, Ser 2018-74, Cl AB
3.500%, 10/25/2048		258		235
FNMA REMIC CMO, Ser 2018-8, Cl KL
2.500%, 03/25/2047		704		613
FNMA REMIC CMO, Ser 2018-85, Cl EA
3.500%, 12/25/2048		880		820
FNMA REMIC CMO, Ser 2018-86, Cl JA
4.000%, 05/25/2047		88		84
FNMA REMIC CMO, Ser 2019-1, Cl AB
3.500%, 02/25/2049		635		578


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2019-15, Cl FA
5.936%, SOFR30A + 0.614%, 04/25/2049(B)	$	629	$	612
FNMA REMIC CMO, Ser 2019-25, Cl PA
3.000%, 05/25/2048		1,438		1,297
FNMA REMIC CMO, Ser 2019-41, Cl FG
5.936%, SOFR30A + 0.614%, 08/25/2059(B)		1,461		1,416
FNMA REMIC CMO, Ser 2019-43, Cl FC
5.836%, SOFR30A + 0.514%, 08/25/2049(B)		1,230		1,193
FNMA REMIC CMO, Ser 2019-45, Cl PA
3.000%, 08/25/2049		391		341
FNMA REMIC CMO, Ser 2019-52, Cl PA
3.000%, 09/25/2049		128		111
FNMA REMIC CMO, Ser 2019-67, Cl FB
5.886%, SOFR30A + 0.564%, 11/25/2049(B)		630		611
FNMA REMIC CMO, Ser 2019-79, Cl FA
5.936%, SOFR30A + 0.614%, 01/25/2050(B)		1,817		1,765
FNMA REMIC CMO, Ser 2020-12, Cl FL
5.886%, SOFR30A + 0.564%, 03/25/2050(B)		1,085		1,042
FNMA REMIC CMO, Ser 2020-25, Cl BI, IO
3.500%, 01/25/2047		1,433		262
FNMA REMIC CMO, Ser 2020-34, Cl F
5.886%, SOFR30A + 0.564%, 06/25/2050(B)		868		840
FNMA REMIC CMO, Ser 2020-37, Cl DA
1.500%, 06/25/2050		627		538
FNMA REMIC CMO, Ser 2020-45, Cl JL
3.000%, 07/25/2040		2,057		1,857
FNMA REMIC CMO, Ser 2020-47, Cl GZ
2.000%, 07/25/2050		753		430
FNMA REMIC CMO, Ser 2020-48, Cl DA
2.000%, 07/25/2050		2,718		2,241
FNMA REMIC CMO, Ser 2020-48, Cl AB
2.000%, 07/25/2050		894		727
FNMA REMIC CMO, Ser 2020-56, Cl DI, IO
2.500%, 08/25/2050		600		92
FNMA REMIC CMO, Ser 2020-56, Cl AQ
2.000%, 08/25/2050		1,600		1,224
FNMA REMIC CMO, Ser 2020-57, Cl TA
2.000%, 04/25/2050		1,745		1,492
FNMA REMIC CMO, Ser 2020-59, Cl NC
3.000%, 08/25/2040		1,290		1,165
FNMA REMIC CMO, Ser 2020-62, Cl AI, IO
2.500%, 09/25/2050		694		109
FNMA REMIC CMO, Ser 2020-64, Cl IB, IO
4.000%, 09/25/2050		1,928		394
FNMA REMIC CMO, Ser 2020-65, Cl JI, IO
4.000%, 09/25/2050		4,208		863


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2020-65, Cl DI, IO
4.000%, 09/25/2050	$	2,357	$	477
FNMA REMIC CMO, Ser 2020-65, Cl EI, IO
4.000%, 09/25/2050		3,511		679
FNMA REMIC CMO, Ser 2020-73, Cl KI, IO
3.000%, 10/25/2050		605		98
FNMA REMIC CMO, Ser 2020-74, Cl EI, IO
2.500%, 10/25/2050		367		60
FNMA REMIC CMO, Ser 2020-89, Cl DI, IO
2.500%, 12/25/2050		2,258		342
FNMA REMIC CMO, Ser 2020-97, Cl AI, IO
2.000%, 01/25/2051		2,316		312
FNMA REMIC CMO, Ser 2021-1, Cl IG, IO
2.500%, 02/25/2051		1,559		253
FNMA REMIC CMO, Ser 2021-22, Cl MN
2.750%, 10/25/2050		1,427		1,222
FNMA REMIC CMO, Ser 2021-26, Cl BD
1.750%, 05/25/2051		792		681
FNMA REMIC CMO, Ser 2021-27, Cl EC
1.500%, 05/25/2051		3,874		3,071
FNMA REMIC CMO, Ser 2021-3, Cl QI, IO
2.500%, 02/25/2051		2,214		333
FNMA REMIC CMO, Ser 2021-33, Cl AV
2.500%, 03/25/2048		574		421
FNMA REMIC CMO, Ser 2021-33, Cl AI, IO
2.500%, 05/25/2047		1,868		246
FNMA REMIC CMO, Ser 2021-4, Cl GI, IO
3.000%, 02/25/2051		653		108
FNMA REMIC CMO, Ser 2021-42, Cl AC
2.000%, 02/25/2051		1,150		965
FNMA REMIC CMO, Ser 2021-42, Cl DC
2.000%, 11/25/2050		2,716		2,254
FNMA REMIC CMO, Ser 2021-43, Cl IO, IO
2.500%, 06/25/2051		2,911		422
FNMA REMIC CMO, Ser 2021-44, Cl MI, IO
2.500%, 07/25/2051		900		138
FNMA REMIC CMO, Ser 2021-52, Cl CI, IO
2.500%, 12/25/2047		830		113
FNMA REMIC CMO, Ser 2021-61, Cl KI, IO
2.500%, 04/25/2049		1,474		201
FNMA REMIC CMO, Ser 2021-62, Cl GI, IO
2.500%, 10/25/2047		785		113
FNMA REMIC CMO, Ser 2021-65, Cl JA
2.000%, 01/25/2046		504		437
FNMA REMIC CMO, Ser 2021-73, Cl DJ
2.000%, 03/25/2049		1,531		1,264
FNMA REMIC CMO, Ser 2021-73, Cl A
2.500%, 11/25/2049		1,520		1,291
FNMA REMIC CMO, Ser 2021-76, Cl KB
1.250%, 11/25/2051		676		543
FNMA REMIC CMO, Ser 2021-77, Cl WI, IO
3.000%, 08/25/2050		1,331		211


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2021-78, Cl PA
2.500%, 11/25/2051	$	1,344	$	1,145
FNMA REMIC CMO, Ser 2021-78, Cl ND
1.500%, 11/25/2051		2,183		1,744
FNMA REMIC CMO, Ser 2021-86, Cl MA
2.500%, 11/25/2047		2,473		2,159
FNMA REMIC CMO, Ser 2021-89, Cl AI, IO
2.500%, 04/25/2048		809		119
FNMA REMIC CMO, Ser 2021-91, Cl AB
2.500%, 09/25/2049		1,463		1,249
FNMA REMIC CMO, Ser 2021-95, Cl MA
2.500%, 04/25/2050		1,783		1,504
FNMA REMIC CMO, Ser 2021-96, Cl AH
2.500%, 03/25/2049		1,570		1,336
FNMA REMIC CMO, Ser 2022-11, Cl D
3.000%, 01/25/2050		1,565		1,394
FNMA REMIC CMO, Ser 2022-18, Cl DL
3.250%, 07/25/2046		2,021		1,843
FNMA REMIC CMO, Ser 2022-22, Cl IO, IO
2.500%, 10/25/2051		1,898		288
FNMA REMIC CMO, Ser 2022-28, Cl CA
2.000%, 01/25/2048		1,485		1,328
FNMA REMIC CMO, Ser 2022-3, Cl N
2.000%, 10/25/2047		4,292		3,688
FNMA REMIC CMO, Ser 2022-4, Cl MH
3.000%, 09/25/2048		1,627		1,465
FNMA REMIC CMO, Ser 2022-49, Cl NQ
3.000%, 02/25/2052		744		642
FNMA REMIC CMO, Ser 2022-57, Cl BC
4.000%, 09/25/2052		172		161
FNMA REMIC CMO, Ser 2022-86, Cl IO, IO
2.500%, 05/25/2050		1,490		209
FNMA REMIC CMO, Ser 2022-89, Cl AY
3.000%, 02/25/2048		1,602		1,320
FNMA REMIC CMO, Ser 2022-9, Cl DJ
3.250%, 03/25/2049		1,120		1,019
FNMA REMIC CMO, Ser 2023-14, Cl EJ
2.750%, 04/25/2049		1,419		1,288
FNMA REMIC CMO, Ser 2023-2, Cl CI, IO
2.000%, 10/25/2050		4,673		604
FNMA REMIC CMO, Ser 2023-37, Cl FG
5.736%, SOFR30A + 0.414%, 08/25/2050(B)		3,890		3,750
FNMA REMIC CMO, Ser 2023-37, Cl FH
5.836%, SOFR30A + 0.514%, 01/25/2050(B)		2,470		2,400
FNMA REMIC CMO, Ser 2023-38, Cl FC
5.986%, SOFR30A + 0.664%, 06/25/2040(B)		1,593		1,577
FNMA TBA
7.000%, 03/15/2054		9,000		9,238
6.500%, 03/15/2054 to 04/15/2054		9,600		9,768


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
6.000%, 04/01/2032 to 03/15/2054	$	18,405	$	18,481
5.500%, 03/15/2054		55,022		54,426
5.000%, 03/15/2054 to 04/15/2054		55,896		54,202
4.500%, 04/14/2033 to 03/15/2054		55,699		52,722
4.000%, 03/01/2039 to 04/01/2039		82,139		75,569
3.500%, 03/15/2054		38,593		34,331
3.000%, 03/15/2043		65,673		56,165
2.500%, 03/01/2026 to 03/15/2054		34,571		28,807
2.000%, 03/15/2039 to 03/15/2054		52,997		42,186
GNMA
7.000%, 04/15/2026 to 10/15/2032		234		235
6.500%, 01/15/2026 to 01/20/2054		2,219		2,268
6.000%, 09/15/2028 to 01/20/2054		11,336		11,517
5.500%, 11/20/2052 to 08/20/2053		13,228		13,196
5.000%, 10/15/2039 to 08/20/2053		20,246		19,886
4.700%, 09/20/2061(B)		50		48
4.500%, 01/20/2040 to 09/20/2052		16,719		16,172
4.390%, 01/20/2069(B)		6		6
4.000%, 10/20/2044 to 06/20/2052		20,586		19,348
3.500%, 06/20/2044 to 02/20/2053		23,250		21,255
3.000%, 09/15/2042 to 04/20/2053		48,073		42,382
2.500%, 12/20/2037 to 12/20/2051		37,512		31,893
2.000%, 08/20/2050 to 03/20/2051		36,054		29,261
GNMA ARM
6.700%, H15T1Y + 1.440%, 01/20/2060(B)		124		124
3.625%, H15T1Y + 1.500%, 07/20/2034(B)		3		3
GNMA CMO, Ser 2005-7, Cl JM
4.725%, 05/18/2034(B)		–		–
GNMA CMO, Ser 2006-16, Cl GS, IO
1.556%, 04/20/2036(B)		203		19
GNMA CMO, Ser 2007-78, Cl SA, IO
1.094%, 12/16/2037(B)		1,375		54
GNMA CMO, Ser 2009-106, Cl KS, IO
0.966%, 11/20/2039(B)		1,353		95
GNMA CMO, Ser 2009-66, Cl LC
6.000%, 08/16/2039		841		848
GNMA CMO, Ser 2009-66, Cl XS, IO
1.364%, 07/16/2039(B)		7		–
GNMA CMO, Ser 2009-8, Cl PS, IO
0.864%, 08/16/2038(B)		3		–
GNMA CMO, Ser 2010-163, Cl NC
4.000%, 12/20/2040		1,227		1,189
GNMA CMO, Ser 2010-4, Cl NS, IO
0.954%, 01/16/2040(B)		2,067		181
GNMA CMO, Ser 2010-4, Cl SL, IO
0.964%, 01/16/2040(B)		43		4
GNMA CMO, Ser 2010-85, Cl HS, IO
1.216%, 01/20/2040(B)		9		–


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2010-H10, Cl FC
6.470%, TSFR1M + 1.114%, 05/20/2060(B)	$	503	$	505
GNMA CMO, Ser 2010-H26, Cl LF
5.813%, TSFR1M + 0.464%, 08/20/2058(B)		733		729
GNMA CMO, Ser 2011-146, Cl EI, IO
5.000%, 11/16/2041		23		4
GNMA CMO, Ser 2011-H09, Cl AF
5.963%, TSFR1M + 0.614%, 03/20/2061(B)		191		190
GNMA CMO, Ser 2012-112, Cl IO, IO
0.108%, 02/16/2053(B)		1,794		4
GNMA CMO, Ser 2012-124, Cl AS, IO
0.764%, 10/16/2042(B)		282		28
GNMA CMO, Ser 2012-142, Cl IO, IO
0.178%, 04/16/2054(B)		5,212		15
GNMA CMO, Ser 2012-27, Cl IO, IO
0.227%, 04/16/2053(B)		2,489		5
GNMA CMO, Ser 2012-98, Cl SA, IO
0.664%, 08/16/2042(B)		226		23
GNMA CMO, Ser 2012-H07, Cl KI, IO
1.356%, 03/20/2062(B)		354		25
GNMA CMO, Ser 2013-107, Cl AD
2.834%, 11/16/2047(B)		327		290
GNMA CMO, Ser 2013-152, Cl HA
2.500%, 06/20/2043		1,352		1,212
GNMA CMO, Ser 2013-163, Cl IO, IO
1.010%, 02/16/2046(B)		1,313		19
GNMA CMO, Ser 2013-H01, Cl TA
5.963%, TSFR1M + 0.614%, 01/20/2063(B)		4		4
GNMA CMO, Ser 2013-H01, Cl JA
5.783%, TSFR1M + 0.434%, 01/20/2063(B)		115		114
GNMA CMO, Ser 2014-181, Cl L
3.000%, 12/20/2044		856		752
GNMA CMO, Ser 2014-186, Cl IO, IO
0.371%, 08/16/2054(B)		1,768		18
GNMA CMO, Ser 2014-47, Cl IA, IO
0.153%, 02/16/2048(B)		315		1
GNMA CMO, Ser 2014-50, Cl IO, IO
0.628%, 09/16/2055(B)		1,678		41
GNMA CMO, Ser 2014-H04, Cl FB
6.113%, TSFR1M + 0.764%, 02/20/2064(B)		320		320
GNMA CMO, Ser 2015-144, Cl CA
2.500%, 10/20/2045		1,418		1,217
GNMA CMO, Ser 2015-161, Cl GF
5.734%, TSFR1M + 0.414%, 11/20/2045(B)		768		743
GNMA CMO, Ser 2015-167, Cl OI, IO
4.000%, 04/16/2045		166		31


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2016-128, Cl IO, IO
0.858%, 09/16/2056(B)	$	2,175	$	82
GNMA CMO, Ser 2016-135, Cl SB, IO
0.664%, 10/16/2046(B)		666		90
GNMA CMO, Ser 2016-84, Cl IG, IO
4.500%, 11/16/2045		84		17
GNMA CMO, Ser 2016-93, Cl AB
1.750%, 07/20/2044		1,562		1,228
GNMA CMO, Ser 2017-135, Cl AG
2.600%, 08/16/2058		570		486
GNMA CMO, Ser 2017-139, Cl GA
3.000%, 09/20/2047		3,135		2,792
GNMA CMO, Ser 2017-145, Cl IO, IO
0.505%, 04/16/2057(B)		1,583		44
GNMA CMO, Ser 2017-157, Cl IO, IO
0.504%, 12/16/2059(B)		803		28
GNMA CMO, Ser 2017-167, Cl BQ
2.500%, 08/20/2044		675		610
GNMA CMO, Ser 2017-190, Cl IO, IO
0.618%, 03/16/2060(B)		1,410		49
GNMA CMO, Ser 2017-8, Cl IO, IO
0.447%, 08/16/2058(B)		1,207		28
GNMA CMO, Ser 2018-168, Cl PA
4.000%, 08/20/2048		166		155
GNMA CMO, Ser 2018-65, Cl DC
3.500%, 05/20/2048		1,042		925
GNMA CMO, Ser 2018-H06, Cl PF
5.763%, TSFR1M + 0.414%, 02/20/2068(B)		201		198
GNMA CMO, Ser 2018-H07, Cl FD
5.763%, TSFR1M + 0.414%, 05/20/2068(B)		407		406
GNMA CMO, Ser 2019-15, Cl GT
3.500%, 02/20/2049		753		679
GNMA CMO, Ser 2019-18, Cl TP
3.500%, 02/20/2049		89		81
GNMA CMO, Ser 2019-71, Cl PT
3.000%, 06/20/2049		60		53
GNMA CMO, Ser 2019-90, Cl AB
3.000%, 07/20/2049		261		227
GNMA CMO, Ser 2020-103, Cl AD
1.450%, 01/16/2063		1,448		1,089
GNMA CMO, Ser 2020-109, Cl AI, IO
0.838%, 05/16/2060(B)		2,158		119
GNMA CMO, Ser 2020-123, Cl NI, IO
2.500%, 08/20/2050		949		126
GNMA CMO, Ser 2020-123, Cl IL, IO
2.500%, 08/20/2050		274		34
GNMA CMO, Ser 2020-127, Cl IN, IO
2.500%, 08/20/2050		427		57
GNMA CMO, Ser 2020-129, Cl IE, IO
2.500%, 09/20/2050		375		50


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2020-133, Cl GA
1.000%, 09/20/2050	$	1,629	$	1,357
GNMA CMO, Ser 2020-138, Cl LE
1.500%, 09/20/2050		3,691		2,887
GNMA CMO, Ser 2020-160, Cl VI, IO
2.500%, 10/20/2050		445		62
GNMA CMO, Ser 2020-160, Cl YI, IO
2.500%, 10/20/2050		1,430		185
GNMA CMO, Ser 2020-160, Cl IH, IO
2.500%, 10/20/2050		310		41
GNMA CMO, Ser 2020-173, Cl MI, IO
2.500%, 11/20/2050		6,233		844
GNMA CMO, Ser 2020-181, Cl WI, IO
2.000%, 12/20/2050		3,067		341
GNMA CMO, Ser 2020-184, Cl IO, IO
0.913%, 11/16/2060(B)		2,788		177
GNMA CMO, Ser 2020-187, Cl MI, IO
3.000%, 12/20/2050		717		124
GNMA CMO, Ser 2020-41, Cl IO, IO
0.584%, 07/16/2058(B)		490		14
GNMA CMO, Ser 2020-47, Cl NI, IO
3.500%, 04/20/2050		273		49
GNMA CMO, Ser 2020-47, Cl MI, IO
3.500%, 04/20/2050		718		130
GNMA CMO, Ser 2020-H09, Cl FL
6.613%, TSFR1M + 1.264%, 05/20/2070(B)		847		846
GNMA CMO, Ser 2020-H09, Cl NF
6.713%, TSFR1M + 1.364%, 04/20/2070(B)		200		201
GNMA CMO, Ser 2020-H12, Cl F
5.963%, TSFR1M + 0.614%, 07/20/2070(B)		98		96
GNMA CMO, Ser 2020-H13, Cl FA
5.913%, TSFR1M + 0.564%, 07/20/2070(B)		558		541
GNMA CMO, Ser 2020-H20, Cl FA
5.813%, TSFR1M + 0.464%, 04/20/2070(B)		170		165
GNMA CMO, Ser 2021-115, Cl MI, IO
2.500%, 05/20/2051		453		47
GNMA CMO, Ser 2021-138, Cl IK, IO
3.000%, 07/20/2051		822		110
GNMA CMO, Ser 2021-14, Cl AB
1.340%, 06/16/2063		1,149		854
GNMA CMO, Ser 2021-188, Cl PA
2.000%, 10/20/2051		70		57
GNMA CMO, Ser 2021-21, Cl AH
1.400%, 06/16/2063		2,160		1,611
GNMA CMO, Ser 2021-215, Cl GA
2.000%, 12/20/2051		864		730
GNMA CMO, Ser 2021-223, Cl P
2.000%, 06/20/2051		1,915		1,656


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2021-227, Cl E
2.500%, 07/20/2050	$	6,179	$	5,276
GNMA CMO, Ser 2021-26, Cl AI, IO
2.000%, 02/20/2051		906		105
GNMA CMO, Ser 2021-27, Cl CW
5.001%, 02/20/2051(B)		799		767
GNMA CMO, Ser 2021-27, Cl NT
5.000%, 02/20/2051		1,287		1,215
GNMA CMO, Ser 2021-27, Cl BD
5.000%, 02/20/2051		1,132		1,103
GNMA CMO, Ser 2021-27, Cl Q
5.000%, 02/20/2051		1,128		1,068
GNMA CMO, Ser 2021-29, Cl TI, IO
2.500%, 02/20/2051		990		173
GNMA CMO, Ser 2021-29, Cl AG
5.000%, 02/20/2051		145		141
GNMA CMO, Ser 2021-37, Cl IO, IO
0.805%, 01/16/2061(B)		2,830		163
GNMA CMO, Ser 2021-5, Cl IO, IO
1.112%, 01/16/2061(B)		4,555		351
GNMA CMO, Ser 2021-60, Cl IO, IO
0.826%, 05/16/2063(B)		2,243		131
GNMA CMO, Ser 2021-68, Cl IO, IO
0.871%, 10/16/2062(B)		2,687		160
GNMA CMO, Ser 2021-77, Cl LC
1.250%, 07/20/2050		117		91
GNMA CMO, Ser 2021-8, Cl CY
5.000%, 01/20/2051		571		560
GNMA CMO, Ser 2021-8, Cl AQ
5.000%, 01/20/2051		145		144
GNMA CMO, Ser 2021-96, Cl VI, IO
2.500%, 06/20/2051		2,174		291
GNMA CMO, Ser 2022-107, Cl C
2.500%, 06/20/2051		5,236		4,265
GNMA CMO, Ser 2022-153, Cl KA
4.000%, 12/20/2049		1,382		1,321
GNMA CMO, Ser 2022-189, Cl PT
2.500%, 10/20/2051		1,577		1,282
GNMA CMO, Ser 2022-191, Cl B
4.000%, 06/20/2041		6,076		5,570
GNMA CMO, Ser 2022-191, Cl BY
4.000%, 08/20/2041		6,632		6,087
GNMA CMO, Ser 2022-196, Cl BE
3.000%, 10/16/2064(B)		1,100		804
GNMA CMO, Ser 2022-197, Cl LF
6.024%, SOFR30A + 0.700%, 11/20/2052(B)		4,710		4,656
GNMA CMO, Ser 2022-205, Cl A
2.000%, 09/20/2051		1,938		1,519
GNMA CMO, Ser 2022-210, Cl IO, IO
0.697%, 07/16/2064(B)		1,480		93


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2022-216, Cl IO, IO
0.750%, 07/16/2065(B)	$	1,487	$	95
GNMA CMO, Ser 2022-220, Cl E
3.000%, 10/16/2064(B)		900		665
GNMA CMO, Ser 2022-3, Cl IO, IO
0.640%, 02/16/2061(B)		1,538		75
GNMA CMO, Ser 2022-3, Cl B
1.850%, 02/16/2061		400		198
GNMA CMO, Ser 2022-31, Cl GH
2.500%, 12/20/2049		3,376		2,934
GNMA CMO, Ser 2022-34, Cl DN
3.500%, 09/20/2041		2,573		2,361
GNMA CMO, Ser 2022-4, Cl Z
1.900%, 03/16/2064		208		98
GNMA CMO, Ser 2022-5, Cl BA
2.000%, 10/20/2049		6,216		5,224
GNMA CMO, Ser 2022-50, Cl DC
2.500%, 08/20/2051		1,577		1,364
GNMA CMO, Ser 2022-50, Cl CA
3.000%, 03/20/2052		4,552		3,979
GNMA CMO, Ser 2022-59, Cl IO, IO
0.571%, 02/16/2062(B)		3,383		163
GNMA CMO, Ser 2022-66, Cl CG
3.500%, 04/20/2052		2,932		2,726
GNMA CMO, Ser 2022-81, Cl CI, IO
3.000%, 09/20/2050		1,548		224
GNMA CMO, Ser 2022-82, Cl Z
2.000%, 02/16/2064		1,346		732
GNMA CMO, Ser 2022-84, Cl A
2.500%, 01/20/2052		11,561		9,515
GNMA CMO, Ser 2022-99, Cl JW
2.500%, 01/20/2052		400		312
GNMA CMO, Ser 2023-179, Cl IO, IO
0.611%, 09/16/2063(B)		16,406		666
GNMA CMO, Ser 2023-92, Cl AH
2.000%, 06/16/2064		4,499		3,450
GNMA CMO, Ser 2023-92, Cl IA, IO
0.611%, 06/16/2064(B)		3,999		249
GNMA CMO, Ser 2024-30, Cl CF
6.500%, SOFR30A + 1.250%, 02/20/2054(B)		195		–
GNMA TBA
6.500%, 03/01/2037 to 05/15/2054		19,900		20,152
5.500%, 03/20/2038		28,025		27,838
5.000%, 03/01/2039		42,673		41,679
4.500%, 03/01/2039		36,250		34,615
4.000%, 03/15/2054		2,600		2,419
3.500%, 03/15/2054		2,590		2,342
3.000%, 03/15/2054		1,500		1,315


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
2.500%, 03/15/2054	$	32,257	$	27,298


				2,716,962
Non-Agency Mortgage-Backed Obligations — 5.3%
Alen Mortgage Trust, Ser 2021-ACEN, Cl A
6.583%, TSFR1M + 1.264%, 04/15/2034(B)(D)		1,900		1,730
American Home Mortgage Investment Trust, Ser 2005-1, Cl 1A2
6.010%, TSFR1M + 0.674%, 06/25/2045(B)		51		51
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(B)(D)		384		355
Angel Oak Mortgage Trust, Ser 2020-5, Cl A1
1.373%, 05/25/2065(B)(D)		144		133
Angel Oak Mortgage Trust, Ser 2021-6, Cl A1
1.458%, 09/25/2066(B)(D)		1,101		896
Angel Oak Mortgage Trust, Ser 2021-7, Cl A3
2.337%, 10/25/2066(B)(D)		697		577
Angel Oak Mortgage Trust, Ser 2022-2, Cl A1
3.353%, 01/25/2067(B)(D)		8,495		7,756
Angel Oak Mortgage Trust, Ser 2022-3, Cl A1
4.000%, 01/25/2067(D)		3,187		2,981
Arbor Multifamily Mortgage Securities Trust, Ser 2021-MF2, Cl B
2.560%, 06/15/2054(B)(D)		1,205		979
AREIT Trust, Ser 2022-CRE6, Cl A
6.574%, SOFR30A + 1.250%, 01/20/2037(B)(D)		1,833		1,817
AREIT Trust, Ser 2022-CRE7, Cl A
7.562%, TSFR1M + 2.242%, 06/17/2039(B)(D)		2,110		2,112
BAMLL Commercial Mortgage Securities Trust, Ser 2018-PARK, Cl A
4.091%, 08/10/2038(B)(D)		2,640		2,441
Banc of America Alternative Loan Trust, Ser 2006-8, Cl 3A1
3.507%, 11/25/2021(B)		6		4
Banc of America Alternative Loan Trust, Ser 2007-1, Cl 2A1
5.272%, 04/25/2037(B)		36		30
Banc of America Funding Trust, Ser 2003-2, Cl 1A1
6.500%, 06/25/2032		5		5
Banc of America Funding Trust, Ser 2004-2, Cl 1CB1
5.750%, 09/20/2034		26		23


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Banc of America Funding Trust, Ser 2005-B, Cl 2A1
4.058%, 04/20/2035(B)	$	436	$	379
BANK, Ser 2017-BNK5, Cl A4
3.131%, 06/15/2060		1,130		1,060
BANK, Ser 2019-BN19, Cl A3
3.183%, 08/15/2061		385		337
BANK, Ser 2019-BN23, Cl A3
2.920%, 12/15/2052		685		609
BANK, Ser 2022-BNK40, Cl A4
3.394%, 03/15/2064(B)		1,240		1,099
Bayview MSR Opportunity Master Fund Trust, Ser 2021-5, Cl A5
2.500%, 11/25/2051(B)(D)		6,065		5,260
BBCMS Mortgage Trust, Ser 2017-C18, Cl A5
5.710%, 12/15/2055(B)		1,760		1,834
BBCMS Mortgage Trust, Ser 2018-C2, Cl ASB
4.236%, 12/15/2051		464		452
BBCMS Mortgage Trust, Ser 2020-C6, Cl A2
2.690%, 02/15/2053		1,205		1,125
BBCMS Trust, Ser 2015-SRCH, Cl A1
3.312%, 08/10/2035(D)		1,040		983
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2004-2, Cl 14A
3.944%, 05/25/2034(B)		10		9
Bear Stearns Commercial Mortgage Securities Trust, Ser 2005-PWR8, Cl X1, IO
0.716%, 06/11/2041(B)(D)		–		–
Benchmark Mortgage Trust, Ser 2022-B33, Cl A5
3.458%, 03/15/2055		1,490		1,315
Benchmark Mortgage Trust, Ser 2022-B35, Cl A5
4.444%, 05/15/2055(B)		970		898
Benchmark Mortgage Trust, Ser 2022-B35, Cl AS
4.444%, 05/15/2055(B)		975		864
BMO Mortgage Trust, Ser 2022-C1, Cl A1
2.198%, 02/15/2055		1,044		996
BPR Trust, Ser 2021-TY, Cl A
6.483%, TSFR1M + 1.164%, 09/15/2038(B)(D)		745		737
BPR Trust, Ser 2022-STAR, Cl A
8.550%, TSFR1M + 3.232%, 08/15/2024(B)(D)		4,600		4,606
BRAVO Residential Funding Trust, Ser 2022-NQM1, Cl A1
3.626%, 09/25/2061(B)(D)		758		710
Bunker Hill Loan Depositary Trust, Ser 2019-2, Cl A1
2.879%, 07/25/2049(C)(D)		668		628


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Bunker Hill Loan Depositary Trust, Ser 2019-3, Cl A1
2.724%, 11/25/2059(C)(D)	$	238	$	230
BWAY Mortgage Trust, Ser 2015-1740, Cl A
2.917%, 01/10/2035(D)		2,200		1,342
BX Commercial Mortgage Trust, Ser 2021-SOAR, Cl A
6.103%, TSFR1M + 0.784%, 06/15/2038(B)(D)		1,156		1,146
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl C
6.532%, TSFR1M + 1.214%, 09/15/2036(B)(D)		3,225		3,173
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
6.132%, TSFR1M + 0.814%, 09/15/2036(B)(D)		6,571		6,497
BX Commercial Mortgage Trust, Ser 2021-XL2, Cl A
6.121%, TSFR1M + 0.803%, 10/15/2038(B)(D)		5,831		5,773
BX Commercial Mortgage Trust, Ser 2023-XL3, Cl A
7.079%, TSFR1M + 1.761%, 12/09/2040(B)(D)		1,500		1,510
BX Trust, Ser 2019-MMP, Cl A
6.362%, TSFR1M + 1.044%, 08/15/2036(B)(D)		796		780
BX Trust, Ser 2019-OC11, Cl A
3.202%, 12/09/2041(D)		1,945		1,719
BX Trust, Ser 2021-ARIA, Cl A
6.332%, TSFR1M + 1.014%, 10/15/2036(B)(D)		4,760		4,698
BX Trust, Ser 2021-ARIA, Cl B
6.730%, TSFR1M + 1.411%, 10/15/2036(B)(D)		3,641		3,578
BX Trust, Ser 2021-BXMF, Cl A
6.068%, TSFR1M + 0.750%, 10/15/2026(B)(D)		2,008		1,984
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A
6.685%, TSFR1M + 1.367%, 12/15/2037(B)(D)		1,400		1,400
CD Commercial Mortgage Trust, Ser 2006-CD2, Cl X, IO
0.023%, 01/15/2046(B)(D)		55		–
CD Commercial Mortgage Trust, Ser 2017-CD3, Cl A4
3.631%, 02/10/2050		1,240		1,146
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		443		431


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 9A1
5.701%, 02/25/2037(B)	$	10	$	10
Chase Mortgage Finance Trust, Ser 2007-A1, Cl 2A1
5.245%, 02/25/2037(B)		12		12
Chase Mortgage Finance Trust, Ser 2007-A2, Cl 1A1
5.155%, 06/25/2035(B)		14		13
Chevy Chase Funding Mortgage-Backed Certificates, Ser 2003-4X, Cl A2
6.215%, TSFR1M + 0.894%, 10/25/2034(B)		335		315
CIM Trust, Ser 2018-INV1, Cl A4
4.000%, 08/25/2048(B)(D)		117		107
CIM Trust, Ser 2021-INV1, Cl A2
2.500%, 07/01/2051(B)(D)		14,975		11,963
Citigroup Commercial Mortgage Trust, Ser 2014-GC21, Cl A5
3.855%, 05/10/2047		170		170
Citigroup Commercial Mortgage Trust, Ser 2014-GC25, Cl AS
4.017%, 10/10/2047		880		862
Citigroup Commercial Mortgage Trust, Ser 2016-P6, Cl A4
3.458%, 12/10/2049		355		339
Citigroup Commercial Mortgage Trust, Ser 2019-GC41, Cl A5
2.869%, 08/10/2056		4,120		3,632
Citigroup Global Markets Mortgage Securities VII, Ser 2003-HYB1, Cl A
6.240%, 09/25/2033(B)		12		12
Citigroup Mortgage Loan Trust, Ser 2004-UST1, Cl A6
5.911%, 08/25/2034(B)		8		7
Citigroup Mortgage Loan Trust, Ser 2009-10, Cl 1A1
5.657%, 09/25/2033(B)(D)		20		19
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(B)(D)		1,490		1,174
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(B)(D)		1,558		1,235
COLT Mortgage Loan Trust, Ser 2022-2, Cl A1
2.994%, 02/25/2067(C)(D)		1,587		1,433
Commercial Mortgage Pass-Through Certificates, Ser 2014-CR14, Cl B
3.742%, 02/10/2047(B)		347		330
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS3, Cl AM
4.012%, 06/10/2047		510		496


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Commercial Mortgage Pass-Through Certificates, Ser 2014-UBS4, Cl A4
3.420%, 08/10/2047	$	1,441	$	1,429
Commercial Mortgage Pass-Through Certificates, Ser 2015CR26, Cl C
4.464%, 10/10/2048(B)		1,755		1,632
Commercial Mortgage Pass-Through Certificates, Ser 2015-CR27, Cl A3
3.349%, 10/10/2048		3,878		3,748
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC19, Cl XA, IO
1.081%, 02/10/2048(B)		14,344		65
Commercial Mortgage Pass-Through Certificates, Ser 2015-LC23, Cl A3
3.521%, 10/10/2048		772		753
Commercial Mortgage Pass-Through Certificates, Ser 2017-PANW, Cl A
3.244%, 10/10/2029(D)		1,780		1,620
Commercial Mortgage Pass-Through Certificates, Ser 2018-COR3, Cl A2
3.961%, 05/10/2051		6,103		5,828
Commercial Mortgage Pass-Through Certificates, Ser 2020-CBM, Cl A2
2.896%, 02/10/2037(D)		1,950		1,878
Commercial Mortgage Pass-Through Certificates, Ser 2020-CX, Cl A
2.173%, 11/10/2046(D)		3,290		2,652
Connecticut Avenue Securities Trust, Ser 2021-R01, Cl 1M2
6.872%, SOFR30A + 1.550%, 10/25/2041(B)(D)		1,030		1,034
Connecticut Avenue Securities Trust, Ser 2022-R07, Cl 1M1
8.271%, SOFR30A + 2.950%, 06/25/2042(B)(D)		782		803
Connecticut Avenue Securities TruST, Ser 2024-R01, Cl 1M2
7.122%, SOFR30A + 1.800%, 01/25/2044(B)(D)		790		792
Countrywide Alternative Loan Trust, Ser 2004-27CB, Cl A1
6.000%, 12/25/2034		305		268
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl 2A1
6.500%, 11/25/2031		57		56
Countrywide Alternative Loan Trust, Ser 2004-J6, Cl PO, PO
0.000%, 11/25/2031(A)		1		1
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2004-14, Cl 4A1
5.362%, 08/25/2034(B)		71		63


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Countrywide Home Loan Mortgage Pass-Through Trust, Ser 2005-20, Cl A7
5.250%, 12/25/2027	$	72	$	43
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A
6.345%, TSFR1M + 1.027%, 05/15/2036(B)(D)		7,082		7,082
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl C
6.795%, TSFR1M + 1.477%, 05/15/2036(B)(D)		4,145		4,145
CSAIL Commercial Mortgage Trust, Ser 2015-C3, Cl A3
3.447%, 08/15/2048		845		827
CSAIL Commercial Mortgage Trust, Ser 2015-CX9, Cl A5
3.446%, 09/15/2050		4,380		4,041
CSFB Mortgage-Backed Pass-Through Certificates, Ser 2003-29, Cl 5A1
7.000%, 12/25/2033		16		16
CSMC Trust, Ser 2014-USA, Cl A2
3.953%, 09/15/2037(D)		2,080		1,830
CSMC Trust, Ser 2017-RPL1, Cl A1
2.750%, 07/25/2057(B)(D)		2,665		2,548
CSMC Trust, Ser 2018-J1, Cl A2
3.500%, 02/25/2048(B)(D)		2,583		2,275
CSMC Trust, Ser 2018-RPL9, Cl A
3.850%, 09/25/2057(B)(D)		2,831		2,670
CSMC Trust, Ser 2019-AFC1, Cl A1
3.573%, 07/25/2049(C)(D)		612		563
CSMC Trust, Ser 2019-NQM1, Cl A3
4.064%, 10/25/2059(C)(D)		1,150		1,112
CSMC Trust, Ser 2020-FACT, Cl A
7.033%, TSFR1M + 1.714%, 10/15/2037(B)(D)		2,080		2,041
CSMC Trust, Ser 2021-NQM3, Cl A3
1.632%, 04/25/2066(B)(D)		1,335		1,102
CSMC Trust, Ser 2021-NQM5, Cl A1
0.938%, 05/25/2066(B)(D)		1,871		1,478
CSMC Trust, Ser 2021-NQM7, Cl A1
1.756%, 10/25/2066(B)(D)		1,131		972
CSMC Trust, Ser 2021-RPL2, Cl A1
0.000%, 01/25/2060(D)(E)		689		591
CSMC Trust, Ser 2021-RPL3, Cl A1
2.000%, 01/25/2060(B)(D)		2,211		1,890
CSMC Trust, Ser 2021-RPL6, Cl A1
2.000%, 10/25/2060(B)(D)		1,226		1,070
CSMC Trust, Ser 2022-ATH2, Cl A1
4.547%, 05/25/2067(B)(D)		5,181		5,012
CSMC Trust, Ser 2022-NQM1, Cl A1
2.265%, 11/25/2066(B)(D)		3,171		2,758
DBJPM Mortgage Trust, Ser 2016-C1, Cl B
4.195%, 05/10/2049(B)		1,780		1,607


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
DC Office Trust, Ser 2019-MTC, Cl A
2.965%, 09/15/2045(D)	$	1,995	$	1,688
Deephaven Residential Mortgage Trust, Ser 2022-1, Cl A1
2.205%, 01/25/2067(B)(D)		2,375		2,118
DSLA Mortgage Loan Trust, Ser 2004-AR2, Cl A2B
6.234%, TSFR1M + 0.914%, 11/19/2044(B)		190		177
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(B)(D)		1,857		1,487
Ellington Financial Mortgage Trust, Ser 2022-1, Cl A1
2.206%, 01/25/2067(B)(D)		828		700
EQUS Mortgage Trust, Ser 2021-EQAZ, Cl B
6.533%, TSFR1M + 1.214%, 10/15/2038(B)(D)		1,330		1,316
EQUS Mortgage Trust, Ser 2021-EQAZ, Cl A
6.187%, TSFR1M + 0.869%, 10/15/2038(B)(D)		1,931		1,914
EverBank Mortgage Loan Trust, Ser 2018-1, Cl A22
3.500%, 02/25/2048(B)(D)		502		441
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.822%, SOFR30A + 1.500%, 10/25/2041(B)(D)		2,300		2,294
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A
6.322%, SOFR30A + 1.000%, 01/25/2042(B)(D)		2,716		2,711
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
7.522%, SOFR30A + 2.200%, 05/25/2042(B)(D)		366		372
First Horizon Alternative Mortgage Securities Trust, Ser 2004-AA3, Cl A1
5.818%, 09/25/2034(B)		14		13
Flagstar Mortgage Trust, Ser 2018-2, Cl A4
3.500%, 04/25/2048(B)(D)		50		49
Granite Point Mortgage Trust, Ser 2021-FL3, Cl A
6.684%, TSFR1M + 1.364%, 07/16/2035(B)(D)		1,095		1,062
GS Mortgage Securities II Trust, Ser 2023-SHIP, Cl A
4.322%, 09/10/2038(B)(D)		1,980		1,917
GS Mortgage Securities Trust, Ser 2015-GC32, Cl A3
3.498%, 07/10/2048		792		770


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GS Mortgage Securities Trust, Ser 2017-SLP, Cl C
3.924%, 10/10/2032(D)	$	4,610	$	4,473
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl B
8.365%, TSFR1M + 3.000%, 09/15/2031(B)(D)		2,821		917
GS Mortgage Securities Trust, Ser 2018-SRP5, Cl A
7.165%, TSFR1M + 1.800%, 09/15/2031(B)(D)		3,346		2,375
GS Mortgage Securities Trust, Ser 2020-GSA2, Cl A4
1.721%, 12/12/2053		2,606		2,069
GS Mortgage Securities Trust, Ser 2021-ARDN, Cl B
7.082%, TSFR1M + 1.764%, 11/15/2036(B)(D)		3,062		3,004
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(D)		2,438		2,341
GS Mortgage-Backed Securities Trust, Ser 2021-RPL1, Cl A2
2.000%, 12/25/2060(B)(D)		1,111		914
GS Mortgage-Backed Securities Trust, Ser 2022-PJ2, Cl A24
3.000%, 06/25/2052(B)(D)		2,020		1,782
GSMPS Mortgage Loan Trust, Ser 1998-1, Cl A
8.000%, 09/19/2027(B)(D)		1		1
GSMPS Mortgage Loan Trust, Ser 2005-RP3, Cl 1AS, IO
0.000%, 09/25/2035(B)(D)(E)		127		1
GSR Mortgage Loan Trust, Ser 2004-8F, Cl 2A3
6.000%, 09/25/2034		22		22
GSR Mortgage Loan Trust, Ser 2007-1F, Cl 2A4
5.500%, 01/25/2037		3		4
HarborView Mortgage Loan Trust, Ser 2005-9, Cl 2A1C
6.334%, TSFR1M + 1.014%, 06/20/2035(B)		905		820
Houston Galleria Mall Trust, Ser 2015-HGLR, Cl A1A2
3.087%, 03/05/2037(D)		5,470		5,276
Hudson Yards Mortgage Trust, Ser 2019-30HY, Cl A
3.228%, 07/10/2039(D)		1,900		1,694
Hudson Yards Mortgage Trust, Ser 2019-55HY, Cl A
2.943%, 12/10/2041(B)(D)		1,995		1,740


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Impac CMB Trust, Ser 2005-4, Cl 2A1
6.035%, TSFR1M + 0.414%, 05/25/2035(B)	$	67	$	61
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust, Ser 2010-1, Cl A1
5.314%, 01/25/2051(D)		559		550
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2
6.295%, TSFR1M + 0.974%, 09/25/2034(B)		9		8
Indymac Index Mortgage Loan Trust, Ser 2004-AR8, Cl 2A2A
6.235%, TSFR1M + 0.914%, 11/25/2034(B)		14		12
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C21, Cl AS
3.997%, 08/15/2047		2,170		2,114
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C23, Cl A4
3.670%, 09/15/2047		469		465
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C28, Cl A3
2.912%, 10/15/2048		2,078		2,033
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C30, Cl A5
3.822%, 07/15/2048		1,410		1,349
JPMDB Commercial Mortgage Securities Trust, Ser 2017-C5, Cl B
4.009%, 03/15/2050(B)		1,740		1,406
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP2, Cl A4
2.822%, 08/15/2049		1,400		1,313
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2016-JP4, Cl A3
3.393%, 12/15/2049		485		463
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2019-OSB, Cl A
3.397%, 06/05/2039(D)		2,000		1,788
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2022-ACB, Cl A
6.725%, SOFR30A + 1.400%, 03/15/2039(B)(D)		1,550		1,540
JPMorgan Mortgage Trust, Ser 2004-A3, Cl SF3
5.241%, 06/25/2034(B)		106		98
JPMorgan Mortgage Trust, Ser 2005-A1, Cl 3A4
5.113%, 02/25/2035(B)		32		30
JPMorgan Mortgage Trust, Ser 2005-A2, Cl 5A2
6.144%, 04/25/2035(B)		2		2


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 5A3
6.095%, 11/25/2033(B)	$	29	$	27
JPMorgan Mortgage Trust, Ser 2006-A2, Cl 4A1
5.592%, 08/25/2034(B)		52		51
JPMorgan Mortgage Trust, Ser 2017-5, Cl A2
3.951%, 10/26/2048(B)(D)		2,936		2,871
JPMorgan Mortgage Trust, Ser 2018-3, Cl A1
3.500%, 09/25/2048(B)(D)		339		298
JPMorgan Mortgage Trust, Ser 2018-4, Cl A1
3.500%, 10/25/2048(B)(D)		271		234
JPMorgan Mortgage Trust, Ser 2018-5, Cl A1
3.500%, 10/25/2048(B)(D)		328		286
JPMorgan Mortgage Trust, Ser 2019-LTV3, Cl B2
4.379%, 03/25/2050(B)(D)		916		823
JPMorgan Mortgage Trust, Ser 2020-1, Cl A3A
3.000%, 06/25/2050(B)(D)		336		283
JPMorgan Mortgage Trust, Ser 2021-1, Cl A3
2.500%, 06/25/2051(B)(D)		8,637		6,900
JPMorgan Mortgage Trust, Ser 2021-10, Cl A3
2.500%, 12/25/2051(B)(D)		8,295		6,616
JPMorgan Mortgage Trust, Ser 2021-14, Cl A3
2.500%, 05/25/2052(B)(D)		10,358		8,275
JPMorgan Mortgage Trust, Ser 2022-1, Cl A3
2.500%, 07/25/2052(B)(D)		9,599		7,669
JPMorgan Mortgage Trust, Ser 2022-3, Cl A2
3.000%, 08/25/2052(B)(D)		1,279		1,062
Manhattan West Mortgage Trust, Ser 2020-1MW, Cl A
2.130%, 09/10/2039(D)		2,300		2,037
MASTR Adjustable Rate Mortgages Trust, Ser 2004-13, Cl 3A7A
5.375%, 11/21/2034(B)		607		567
MASTR Alternative Loans Trust, Ser 2004-4, Cl 1A1
5.500%, 05/25/2034		135		128
MASTR Alternative Loans Trust, Ser 2006-3, Cl 1A3
6.250%, 07/25/2036		159		86
MASTR Reperforming Loan Trust, Ser 2005-1, Cl 1A1
6.000%, 08/25/2034(D)		994		621


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
MASTR Reperforming Loan Trust, Ser 2005-2, Cl 1A1F
5.785%, TSFR1M + 0.464%, 05/25/2035(B)(D)	$	182	$	94
MASTR Resecuritization Trust, Ser 2005-PO, Cl 3, PO
0.000%, 05/28/2035(A)(D)		5		3
MASTR Seasoned Securitization Trust, Ser 2004-1, Cl 4A1
6.219%, 10/25/2032(B)		2		2
MASTR Seasoned Securitization Trust, Ser 2005-1, Cl 4A1
6.273%, 10/25/2032(B)		10		9
Med Trust, Ser 2021-MDLN, Cl A
6.383%, TSFR1M + 1.064%, 11/15/2038(B)(D)		3,094		3,071
Merrill Lynch Mortgage Investors Trust, Ser 2003-A4, Cl 2A
6.244%, 07/25/2033(B)		18		16
Merrill Lynch Mortgage Investors Trust, Ser 2004-1, Cl 2A1
5.068%, 12/25/2034(B)		37		34
Merrill Lynch Mortgage Investors Trust, Ser 2004-A1, Cl 2A1
5.289%, 02/25/2034(B)		17		15
Merrill Lynch Mortgage Investors Trust, Ser 2004-A4, Cl A2
4.927%, 08/25/2034(B)		24		22
Merrill Lynch Mortgage Investors Trust, Ser 2004-D, Cl A2
6.401%, TSFR6M + 1.148%, 09/25/2029(B)		26		24
Merrill Lynch Mortgage Investors Trust, Ser 2006-1, Cl 1A
4.667%, 02/25/2036(B)		6		6
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(B)(D)		602		508
MFA Trust, Ser 2021-RPL1, Cl A1
1.131%, 07/25/2060(B)(D)		901		794
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl A
6.233%, TSFR1M + 0.915%, 04/15/2038(B)(D)		998		992
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1
3.250%, 10/25/2069(B)(D)		1,441		1,379
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(B)(D)		1,124		1,047
Morgan Stanley Capital I Trust, Ser 2016-BNK2, Cl XA, IO
0.954%, 11/15/2049(B)		12,945		249


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Morgan Stanley Capital I Trust, Ser 2019-BPR, Cl A
7.321%, TSFR1M + 1.650%, 05/15/2036(B)(D)	$	2,296	$	2,272
Morgan Stanley Capital I Trust, Ser 2020-HR8, Cl A3
1.790%, 07/15/2053		1,356		1,112
Morgan Stanley Capital I Trust, Ser 2020-L4, Cl ASB
2.624%, 02/15/2053		3,930		3,618
Morgan Stanley Mortgage Loan Trust, Ser 2004-3, Cl 4A
5.645%, 04/25/2034(B)		54		53
Morgan Stanley Residential Mortgage Loan Trust, Ser 2021-2, Cl A3
2.500%, 05/25/2051(B)(D)		9,119		7,285
Mortgage Loan Resecuritization Trust, Ser 2009-RS1, Cl A85
5.783%, US0001M + 0.340%, 04/16/2036(B)(D)		1,996		1,907
MSBAM Commercial Mortgage Securities Trust, Ser 2012-CKSV, Cl A2
3.277%, 10/15/2030(D)		135		120
MSCG Trust, Ser 2015-ALDR, Cl A2
3.462%, 06/07/2035(B)(D)		3,115		2,813
MSWF Commercial Mortgage Trust, Ser 2023-2, Cl A5
6.014%, 12/15/2056(B)		1,840		1,960
New Residential Mortgage Loan Trust, Ser 2015-2A, Cl A1
3.750%, 08/25/2055(B)(D)		901		837
New Residential Mortgage Loan Trust, Ser 2017-4A, Cl A1
4.000%, 05/25/2057(B)(D)		1,576		1,479
New Residential Mortgage Loan Trust, Ser 2019-4A, Cl A1B
3.500%, 12/25/2058(B)(D)		1,323		1,203
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl A1B
3.500%, 09/25/2059(B)(D)		1,744		1,605
New Residential Mortgage Loan Trust, Ser 2019-6A, Cl B1
4.000%, 09/25/2059(B)(D)		1,386		1,281
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(B)(D)		228		210
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(B)(D)		707		592
New Residential Mortgage Loan Trust, Ser 2022-NQM4, Cl A1
5.000%, 06/25/2062(C)(D)		1,126		1,104


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
New York Mortgage Trust, Ser 2006-1, Cl 2A2
4.824%, 05/25/2036(B)	$	36	$	30
NewRez Warehouse Securitization Trust, Ser 2021-1, Cl A
6.185%, TSFR1M + 0.864%, 05/25/2055(B)(D)		1,426		1,425
NJ Trust, Ser 2023-GSP, Cl A
6.481%, 01/06/2029(B)(D)		1,430		1,476
OBX Trust, Ser 2019-EXP1, Cl 1A3
4.000%, 01/25/2059(B)(D)		27		26
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(B)(D)		719		564
OBX Trust, Ser 2021-NQM3, Cl A1
1.054%, 07/25/2061(B)(D)		1,017		787
OBX Trust, Ser 2022-NQM1, Cl A1
2.305%, 11/25/2061(B)(D)		3,134		2,679
Oceanview Mortgage Trust, Ser 2021-3, Cl A5
2.500%, 07/25/2051(B)(D)		7,259		6,303
One Bryant Park Trust, Ser 2019-OBP, Cl A
2.516%, 09/15/2054(D)		2,490		2,124
Onslow Bay Mortgage Loan Trust, Ser 2021-NQM4, Cl A1
1.957%, 10/25/2061(B)(D)		890		733
OPG Trust, Ser 2021-PORT, Cl A
5.917%, TSFR1M + 0.598%, 10/15/2036(B)(D)		2,726		2,685
Prime Mortgage Trust, Ser 2004-CL1, Cl 1, PO
0.000%, 02/25/2034(A)		3		2
Prime Mortgage Trust, Ser 2004-CL1, Cl 1A1
6.000%, 02/25/2034		15		14
PRKCM Trust, Ser 2021-AFC1, Cl A1
1.510%, 08/25/2056(B)(D)		1,104		878
PRKCM Trust, Ser 2021-AFC2, Cl A1
2.071%, 11/25/2056(B)(D)		846		706
RALI Trust, Ser 2005-QO2, Cl A1
6.441%, 12MTA + 1.360%, 09/25/2045(B)		152		135
RALI Trust, Ser 2005-QO5, Cl A1
6.081%, 12MTA + 1.000%, 01/25/2046(B)		275		211
RAMP Trust, Ser 2004-SL1, Cl A7
7.000%, 11/25/2031		20		17
Rate Mortgage Trust, Ser 2021-HB1, Cl A1
2.500%, 12/25/2051(B)(D)		4,979		3,965
Rate Mortgage Trust, Ser 2021-J4, Cl A7
2.500%, 11/25/2051(B)(D)		11,113		9,560
Rate Mortgage Trust, Ser 2022-J1, Cl A7
3.000%, 01/25/2052(B)(D)		2,214		1,843


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
4.052%, 12/25/2034(B)	$	179	$	159
Residential Mortgage Loan Trust, Ser 2020-2, Cl A1
1.654%, 05/25/2060(B)(D)		276		272
Rocket Mortgage Trust, Ser 2021-3, Cl A1
2.500%, 07/25/2051(B)(D)		1,204		962
Rocket Mortgage Trust, Ser 2022-2, Cl A2
2.500%, 02/25/2052(B)(D)		1,495		1,190
Sequoia Mortgage Trust, Ser 2004-12, Cl A3
6.000%, US0006M + 0.320%, 01/20/2035(B)		68		65
Sequoia Mortgage Trust, Ser 2018-CH4, Cl B1B
4.978%, 10/25/2048(B)(D)		1,996		1,918
SFAVE Commercial Mortgage Securities Trust, Ser 2015-5AVE, Cl A2B
4.144%, 01/05/2043(B)(D)		115		90
SG Residential Mortgage Trust, Ser 2022-1, Cl A1
3.166%, 03/27/2062(B)(D)		3,604		3,262
SMRT, Ser 2022-MINI, Cl A
6.318%, TSFR1M + 1.000%, 01/15/2039(B)(D)		7,460		7,385
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(B)(D)		490		426
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(B)(D)		82		76
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(B)(D)		365		338
Starwood Mortgage Residential Trust, Ser 2020-INV1, Cl A1
1.027%, 11/25/2055(B)(D)		333		304
Starwood Mortgage Residential Trust, Ser 2021-4, Cl A1
1.162%, 08/25/2056(B)(D)		1,425		1,177
Structured Asset Mortgage Investments II Trust, Ser 2004-AR5, Cl 1A1
6.094%, TSFR1M + 0.774%, 10/19/2034(B)		36		33
Structured Asset Mortgage Investments II Trust, Ser 2005-AR1, Cl A1
5.914%, TSFR1M + 0.594%, 04/19/2035(B)		645		600
Structured Asset Securities, Ser 2003-31A, Cl 2A7
6.725%, 10/25/2033(B)		811		773
Structured Asset Securities, Ser 2003-37A, Cl 2A
5.791%, 12/25/2033(B)		22		21


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
STWD, Ser 2019-FL1, Cl A
6.512%, TSFR1M + 1.194%, 07/15/2038(B)(D)	$	34	$	34
Thornburg Mortgage Securities Trust, Ser 2003-4, Cl A1
6.075%, TSFR1M + 0.754%, 09/25/2043(B)		71		66
Towd Point Mortgage Trust, Ser 2017-4, Cl B2
3.639%, 06/25/2057(B)(D)		1,860		1,536
Towd Point Mortgage Trust, Ser 2018-2, Cl A1
3.250%, 03/25/2058(B)(D)		–		–
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059(B)(D)		18		17
Towd Point Mortgage Trust, Ser 2020-3, Cl A1
3.088%, 02/25/2063(B)(D)		1,241		1,171
Towd Point Mortgage Trust, Ser 2021-1, Cl A1
2.250%, 11/25/2061(B)(D)		1,044		950
Towd Point Mortgage Trust, Ser 2022-4, Cl A1
3.750%, 09/25/2062(D)		2,992		2,770
UBS Commercial Mortgage Trust, Ser 2017-C4, Cl A3
3.301%, 10/15/2050		802		750
UBS Commercial Mortgage Trust, Ser 2018-C11, Cl B
4.713%, 06/15/2051(B)		1,750		1,529
Verus Securitization Trust, Ser 2019-4, Cl A1
3.642%, 11/25/2059(C)(D)		351		339
Verus Securitization Trust, Ser 2019-INV3, Cl A1
3.692%, 11/25/2059(B)(D)		434		418
Verus Securitization Trust, Ser 2020-2, Cl A1
2.226%, 05/25/2060(B)(D)		156		154
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(B)(D)		615		532
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(B)(D)		1,225		1,055
Verus Securitization Trust, Ser 2021-3, Cl A1
1.046%, 06/25/2066(B)(D)		990		819
Verus Securitization Trust, Ser 2021-4, Cl A1
0.938%, 07/25/2066(B)(D)		1,287		1,014
Verus Securitization Trust, Ser 2021-5, Cl A1
1.013%, 09/25/2066(B)(D)		3,389		2,817
Verus Securitization Trust, Ser 2021-7, Cl A1
1.829%, 10/25/2066(B)(D)		1,451		1,239
Verus Securitization Trust, Ser 2021-8, Cl A1
1.824%, 11/25/2066(B)(D)		1,417		1,210


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(B)(D)	$	492	$	443
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(B)(D)		581		513
Visio Trust, Ser 2020-1R, Cl A1
1.312%, 11/25/2055(D)		355		328
VNDO Mortgage Trust, Ser 2016-350P, Cl A
3.805%, 01/10/2035(D)		1,210		1,132
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR10, Cl A7
5.857%, 10/25/2033(B)		31		29
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR6, Cl A1
5.346%, 06/25/2033(B)		27		26
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR7, Cl A7
5.580%, 08/25/2033(B)		29		27
WaMu Mortgage Pass-Through Certificates, Ser 2003-AR9, Cl 1A6
5.657%, 09/25/2033(B)		68		62
WaMu Mortgage Pass-Through Certificates, Ser 2003-S4, Cl 2A10
2.515%, 06/25/2033(B)		5		5
WaMu Mortgage Pass-Through Certificates, Ser 2003-S9, Cl A8
5.250%, 10/25/2033		107		102
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR3, Cl A2
4.559%, 06/25/2034(B)		21		19
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR4, Cl A6
5.050%, 06/25/2034(B)		1,862		1,730
WaMu Mortgage Pass-Through Certificates, Ser 2004-AR7, Cl A6
4.947%, 07/25/2034(B)		2,231		2,061
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
5.955%, TSFR1M + 0.634%, 11/25/2045(B)		5,196		4,698
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR19, Cl A1A1
5.975%, TSFR1M + 0.654%, 12/25/2045(B)		2,522		2,449
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR1, Cl 1A1B
6.151%, 12MTA + 1.070%, 01/25/2046(B)		907		653
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR14, Cl 1A4
4.022%, 11/25/2036(B)		57		48


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 1A1B
4.390%, 12MTA + 0.810%, 12/25/2046(B)	$	69	$	52
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR17, Cl 2A
4.234%, 12MTA + 1.500%, 12/25/2046(B)		126		107
Washington Mutual Mortgage Pass-Through Certificates, Ser 2005-3, Cl CX, IO
5.500%, 05/25/2035		113		18
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS8, Cl 1P, PO
0.000%, 05/25/2033(A)		2		2
Washington Mutual MSC Mortgage Pass-Through Certificates, Ser 2003-MS9, Cl 2P, PO
0.000%, 04/25/2033(A)		8		7
Wells Fargo Mortgage-Backed Securities Trust, Ser 2005-AR14, Cl A1
5.950%, 08/25/2035(B)		14		13
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl XA, IO
0.976%, 08/15/2047(B)		9,376		16
WFRBS Commercial Mortgage Trust, Ser 2014-C21, Cl B
4.213%, 08/15/2047(B)		2,180		2,049
WFRBS Commercial Mortgage Trust, Ser 2014-C22, Cl B
4.371%, 09/15/2057(B)		970		876
WFRBS Commercial Mortgage Trust, Ser 2014-C23, Cl XA, IO
0.543%, 10/15/2057(B)		3,916		2


				398,967
Total Mortgage-Backed Securities
(Cost $3,297,130) ($ Thousands)				3,115,929



U.S. TREASURY OBLIGATIONS — 26.8%
U.S. Treasury Bills
5.441%, 04/11/2024 (F)		4,930		4,900
5.327%, 04/02/2024 (F)		53,220		52,969
5.308%, 04/16/2024 (F)		65,640		65,197
5.305%, 05/09/2024 (F)		15,650		15,493
5.283%, 05/07/2024 (F)		6,810		6,743
5.278%, 04/25/2024 (F)		23,740		23,548
5.276%, 03/19/2024 (F)		17,025		16,980
5.276%, 04/18/2024 (F)		17,130		17,010
U.S. Treasury Bonds
4.750%, 11/15/2043		136,867		140,845


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
4.750%, 11/15/2053	$	44,637	$	47,490
4.500%, 02/15/2044		23,243		23,236
4.375%, 08/15/2043		17,100		16,742
4.250%, 02/15/2054		95,066		93,284
4.125%, 08/15/2053		8,787		8,412
4.000%, 11/15/2042		1,130		1,055
4.000%, 11/15/2052		310		290
3.875%, 02/15/2043		7,850		7,187
3.875%, 05/15/2043		18,299		16,734
3.625%, 08/15/2043		460		406
3.625%, 02/15/2044		6,330		5,565
3.625%, 02/15/2053		20,494		17,918
3.625%, 05/15/2053		2,724		2,383
3.375%, 08/15/2042		450		385
3.375%, 05/15/2044		5,470		4,624
3.375%, 11/15/2048		1,840		1,529
3.250%, 05/15/2042		4,120		3,465
3.125%, 11/15/2041		6,557		5,459
3.125%, 08/15/2044		600		487
3.125%, 05/15/2048		10,270		8,160
3.000%, 02/15/2049		8,260		6,400
3.000%, 08/15/2052		7,750		5,991
2.875%, 08/15/2028		7,485		7,054
2.875%, 08/15/2045		590		456
2.875%, 05/15/2049		1,360		1,028
2.875%, 05/15/2052		23,875		17,977
2.375%, 02/15/2042		15,124		11,114
2.375%, 05/15/2051		48,468		32,706
2.250%, 08/15/2046		4,750		3,226
2.250%, 02/15/2052		21,753		14,230
2.000%, 11/15/2041		95,502		66,120
2.000%, 08/15/2051		7,220		4,446
1.875%, 02/15/2051		11,000		6,585
1.875%, 11/15/2051		14,575		8,684
1.750%, 08/15/2041		80,030		53,298
1.625%, 11/15/2050		1,670		938
1.375%, 11/15/2040		48,146		30,576
1.375%, 08/15/2050		100		52
1.125%, 05/15/2040		2,289		1,412
1.125%, 08/15/2040		70,151		42,863
U.S. Treasury Inflation-Protected Securities
1.125%, 01/15/2033		14,530		13,592
U.S. Treasury Notes
5.000%, 08/31/2025		480		481
5.000%, 10/31/2025		13,675		13,726
4.875%, 11/30/2025		8,695		8,716
4.875%, 10/31/2028		360		369
4.750%, 07/31/2025		11,585		11,570
4.625%, 02/28/2025		6,097		6,072
4.625%, 02/28/2026		42,593		42,590
4.625%, 09/15/2026		90		90
4.625%, 11/15/2026		9,585		9,621


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
4.625%, 09/30/2028	$	1,140	$	1,155
4.625%, 09/30/2030		10		10
4.500%, 11/30/2024		108		107
4.500%, 11/15/2033		13,145		13,394
4.375%, 10/31/2024		470		467
4.375%, 08/31/2028		580		582
4.375%, 11/30/2030		8,280		8,324
4.250%, 10/15/2025		26,680		26,465
4.250%, 01/31/2026		1,120		1,112
4.250%, 02/28/2029		194,162		194,192
4.250%, 02/28/2031		11,808		11,793
4.125%, 01/31/2025		16,168		16,028
4.125%, 02/15/2027		101,113		100,284
4.000%, 01/15/2027		10,565		10,441
4.000%, 01/31/2029		157,661		155,838
4.000%, 02/28/2030		3,984		3,924
4.000%, 01/31/2031		12,380		12,179
4.000%, 02/15/2034		111,179		109,008
3.875%, 04/30/2025		18,015		17,796
3.875%, 11/30/2027		12,692		12,481
3.875%, 12/31/2029		7,949		7,784
3.750%, 12/31/2028		1,060		1,036
3.625%, 03/31/2030		5,498		5,306
3.250%, 06/30/2029		20,914		19,894
3.000%, 07/15/2025		3,375		3,292
2.750%, 04/30/2027		11,410		10,857
2.750%, 07/31/2027		21,079		19,995
2.625%, 07/31/2029		63,650		58,620
2.375%, 03/31/2029		9,373		8,566
2.000%, 11/15/2026		7,220		6,772
1.750%, 03/15/2025		6,436		6,223
1.500%, 08/15/2026		7,323		6,815
1.375%, 10/31/2028		17,685		15,529
1.250%, 04/30/2028		19,983		17,664
1.250%, 06/30/2028		7,211		6,347
1.250%, 09/30/2028		3,579		3,130
1.125%, 10/31/2026		34,057		31,214
1.125%, 08/31/2028		1,714		1,493
1.000%, 07/31/2028		20,607		17,896
0.375%, 01/31/2026		1,685		1,554
0.375%, 07/31/2027		14,830		12,961
0.250%, 07/31/2025		14,020		13,147

Total U.S. Treasury Obligations
(Cost $2,081,823) ($ Thousands)				2,002,154



CORPORATE OBLIGATIONS — 26.3%
Communication Services — 2.4%
Alphabet
1.900%, 08/15/2040		390		258


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
AT&T
5.550%, 08/15/2041	$	240	$	235
5.400%, 02/15/2034		3,865		3,870
5.350%, 09/01/2040		230		221
4.500%, 05/15/2035		2,740		2,523
4.500%, 03/09/2048		195		163
4.350%, 06/15/2045		1,082		905
3.800%, 12/01/2057		2,105		1,482
3.650%, 09/15/2059		930		629
3.550%, 09/15/2055		4,068		2,771
3.500%, 06/01/2041		719		551
3.500%, 09/15/2053		3,526		2,424
2.550%, 12/01/2033		380		300
2.300%, 06/01/2027		1,200		1,099
2.250%, 02/01/2032		3,070		2,462
1.700%, 03/25/2026		2,230		2,074
Charter Communications Operating LLC / Charter Communications Operating Capital
6.484%, 10/23/2045		110		100
6.384%, 10/23/2035		170		165
6.150%, 11/10/2026		4,129		4,165
5.750%, 04/01/2048		2,710		2,256
5.500%, 04/01/2063		968		749
5.375%, 04/01/2038		1,480		1,275
5.375%, 05/01/2047		350		276
5.250%, 04/01/2053		1,380		1,071
5.125%, 07/01/2049		310		235
5.050%, 03/30/2029		2,000		1,914
4.908%, 07/23/2025		970		957
4.800%, 03/01/2050		4,290		3,104
4.400%, 04/01/2033 (G)		2,040		1,783
4.200%, 03/15/2028		980		919
3.900%, 06/01/2052		575		362
3.750%, 02/15/2028		681		628
3.500%, 06/01/2041		387		256
3.500%, 03/01/2042		2,178		1,425
2.300%, 02/01/2032		2,000		1,519
Comcast
7.050%, 03/15/2033		50		56
5.350%, 11/15/2027		1,478		1,501
4.950%, 10/15/2058		120		111
4.400%, 08/15/2035		3,525		3,275
4.250%, 10/15/2030		1,320		1,263
4.250%, 01/15/2033		360		337
4.200%, 08/15/2034		570		524
4.150%, 10/15/2028		2,960		2,872
4.049%, 11/01/2052		4,025		3,177
4.000%, 03/01/2048		110		87
3.999%, 11/01/2049		120		95
3.969%, 11/01/2047		2,370		1,877
3.950%, 10/15/2025		1,110		1,091


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.750%, 04/01/2040	$	380	$	311
3.450%, 02/01/2050		280		201
3.400%, 04/01/2030		450		412
3.400%, 07/15/2046		60		44
3.300%, 04/01/2027		310		296
3.250%, 11/01/2039		250		192
3.150%, 03/01/2026		630		608
2.987%, 11/01/2063		841		505
2.937%, 11/01/2056		339		209
2.887%, 11/01/2051		690		437
2.800%, 01/15/2051		470		294
1.500%, 02/15/2031		4,175		3,330
Cox Enterprises
7.375%, 07/15/2027 (D)		2,895		3,047
Discovery Communications LLC
4.000%, 09/15/2055		786		520
Fox
6.500%, 10/13/2033		810		851
5.476%, 01/25/2039		270		252
4.709%, 01/25/2029		210		205
Meta Platforms
5.750%, 05/15/2063		1,418		1,485
5.600%, 05/15/2053		1,843		1,908
4.450%, 08/15/2052		1,495		1,306
Paramount Global
6.875%, 04/30/2036		1,175		1,078
5.900%, 10/15/2040		840		683
4.950%, 05/19/2050		908		646
Rogers Communications
5.300%, 02/15/2034		1,700		1,669
SES GLOBAL Americas Holdings GP
5.300%, 03/25/2044 (D)		2,000		1,533
Sprint Capital
8.750%, 03/15/2032		1,630		1,969
Sprint LLC
7.125%, 06/15/2024		2,020		2,025
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
5.152%, 03/20/2028 (D)		8,398		8,372
4.738%, 03/20/2025 (D)		1,585		1,575
Take-Two Interactive Software
4.000%, 04/14/2032		1,625		1,494
Telefonica Emisiones
4.103%, 03/08/2027		150		145
Time Warner Cable Enterprises LLC
8.375%, 07/15/2033		1,380		1,531
Time Warner Cable LLC
7.300%, 07/01/2038		100		100
6.750%, 06/15/2039		170		160
6.550%, 05/01/2037		280		264
5.875%, 11/15/2040		3,755		3,238
5.500%, 09/01/2041		4,882		4,025


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
T-Mobile USA
5.750%, 01/15/2034	$	1,488	$	1,532
5.150%, 04/15/2034		3,429		3,377
5.050%, 07/15/2033		1,867		1,826
4.500%, 04/15/2050		1,610		1,362
3.875%, 04/15/2030		3,540		3,286
3.750%, 04/15/2027		7,000		6,710
3.500%, 04/15/2025		720		704
3.400%, 10/15/2052		3,585		2,490
3.300%, 02/15/2051		210		144
3.000%, 02/15/2041		480		347
2.700%, 03/15/2032		2,680		2,231
2.550%, 02/15/2031		1,604		1,352
2.250%, 02/15/2026		1,570		1,479
2.250%, 11/15/2031		790		641
1.500%, 02/15/2026		504		468
Verizon Communications
5.500%, 03/16/2047		100		100
5.500%, 02/23/2054		1,294		1,278
5.250%, 03/16/2037		1,100		1,098
4.862%, 08/21/2046		30		28
4.500%, 08/10/2033		470		444
4.400%, 11/01/2034		3,830		3,562
4.329%, 09/21/2028		2,554		2,479
4.125%, 03/16/2027		330		321
4.016%, 12/03/2029		1,337		1,267
4.000%, 03/22/2050		1,110		876
3.850%, 11/01/2042		1,750		1,406
3.700%, 03/22/2061		475		336
3.400%, 03/22/2041		240		184
3.150%, 03/22/2030		580		519
3.000%, 03/22/2027		220		207
2.650%, 11/20/2040		1,642		1,132
2.625%, 08/15/2026		940		886
2.550%, 03/21/2031		1,396		1,177
2.355%, 03/15/2032		2,258		1,831
2.100%, 03/22/2028		700		623
1.750%, 01/20/2031		1,640		1,315
Vodafone Group PLC
4.875%, 06/19/2049		1,401		1,213
Walt Disney
6.650%, 11/15/2037		260		295
6.200%, 12/15/2034		265		289
4.625%, 03/23/2040		755		710
3.500%, 05/13/2040		2,215		1,777
Warnermedia Holdings
6.412%, 03/15/2026		720		720
5.141%, 03/15/2052		10,208		8,295
5.050%, 03/15/2042		5,785		4,865
4.279%, 03/15/2032		2,605		2,298
4.054%, 03/15/2029		500		463


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.755%, 03/15/2027	$	370	$	350

				178,605

Consumer Discretionary — 0.9%
Amazon.com
4.950%, 12/05/2044		600		593
4.800%, 12/05/2034		187		187
4.250%, 08/22/2057		160		138
3.875%, 08/22/2037		5,260		4,690
3.600%, 04/13/2032 (G)		2,260		2,084
3.450%, 04/13/2029		550		521
3.300%, 04/13/2027		260		249
3.150%, 08/22/2027		160		152
3.100%, 05/12/2051		2,210		1,560
2.500%, 06/03/2050		880		553
1.500%, 06/03/2030		540		447
1.200%, 06/03/2027		1,090		975
AutoZone
6.250%, 11/01/2028		1,185		1,232
Comcast
4.000%, 08/15/2047		170		136
Daimler Finance North America LLC
2.700%, 06/14/2024 (D)		990		982
Ford Motor
6.100%, 08/19/2032 (G)		940		938
Ford Motor Credit LLC
6.050%, 03/05/2031		1,530		1,523
2.900%, 02/10/2029		3,029		2,639
General Motors
6.600%, 04/01/2036		70		74
6.250%, 10/02/2043		940		944
5.600%, 10/15/2032 (G)		280		279
5.150%, 04/01/2038		150		139
General Motors Financial
5.750%, 02/08/2031		1,863		1,858
5.000%, 04/09/2027		465		460
4.350%, 01/17/2027		180		175
Home Depot
3.900%, 12/06/2028		80		77
3.900%, 06/15/2047		100		81
3.350%, 04/15/2050		800		579
3.300%, 04/15/2040		540		423
2.700%, 04/15/2030		480		425
2.500%, 04/15/2027		430		401
Hyatt Hotels
1.800%, 10/01/2024		2,515		2,459
Hyundai Capital America
6.500%, 01/16/2029 (D)		1,723		1,803
5.950%, 09/21/2026 (D)		2,085		2,108
5.700%, 06/26/2030 (D)		747		759
5.600%, 03/30/2028 (D)		2,340		2,362
5.500%, 03/30/2026 (D)		767		768


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.400%, 01/08/2031 (D)	$	880	$	881
Hyundai Capital America MTN
1.300%, 01/08/2026 (D)		1,418		1,314
Las Vegas Sands
3.200%, 08/08/2024		1,480		1,461
2.900%, 06/25/2025		140		134
Lowe's
5.850%, 04/01/2063		375		378
5.750%, 07/01/2053		1,125		1,136
5.625%, 04/15/2053		1,479		1,468
5.000%, 04/15/2040		1,690		1,606
4.500%, 04/15/2030		320		311
4.250%, 04/01/2052		2,167		1,741
2.500%, 04/15/2026		260		247
1.700%, 09/15/2028		900		782
McDonald's
5.450%, 08/14/2053		700		698
4.800%, 08/14/2028		1,489		1,485
McDonald's MTN
4.875%, 12/09/2045		670		618
4.700%, 12/09/2035		1,262		1,212
4.200%, 04/01/2050		1,250		1,034
3.800%, 04/01/2028		250		240
3.700%, 01/30/2026		1,065		1,040
3.625%, 09/01/2049		90		68
3.600%, 07/01/2030 (G)		460		426
3.500%, 03/01/2027		180		173
3.500%, 07/01/2027		510		489
2.125%, 03/01/2030		420		360
1.450%, 09/01/2025		850		805
Newell Brands
5.200%, 04/01/2026		560		544
NIKE
3.375%, 03/27/2050		2		1
3.250%, 03/27/2040		330		262
2.850%, 03/27/2030		650		585
2.750%, 03/27/2027		640		604
Sands China
5.125%, 08/08/2025		810		798
4.625%, 06/18/2030		1,890		1,726
Starbucks
4.850%, 02/08/2027		3,727		3,708
3.500%, 11/15/2050		940		688

				64,796

Consumer Staples — 1.7%
Adani International Container Terminal PVT
3.000%, 02/16/2031 (D)		554		475
Aetna
3.875%, 08/15/2047		360		269
Alcon Finance
3.000%, 09/23/2029 (D)		3,845		3,449


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Altria Group
6.875%, 11/01/2033	$	1,820	$	1,966
5.950%, 02/14/2049		380		378
4.800%, 02/14/2029		11		11
4.400%, 02/14/2026		203		200
3.400%, 02/04/2041		970		698
2.450%, 02/04/2032		2,750		2,202
2.350%, 05/06/2025		180		174
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046		2,920		2,699
4.700%, 02/01/2036		2,292		2,194
3.650%, 02/01/2026		434		423
Anheuser-Busch InBev Worldwide
5.800%, 01/23/2059		561		595
5.550%, 01/23/2049		1,120		1,148
5.450%, 01/23/2039		1,150		1,169
4.750%, 01/23/2029		1,890		1,874
4.375%, 04/15/2038		1,033		945
4.350%, 06/01/2040		970		869
4.000%, 04/13/2028		310		301
3.500%, 06/01/2030		300		278
Bacardi
4.450%, 05/15/2025 (D)		2,895		2,852
Bacardi / Barcardi Martini BV
5.400%, 06/15/2033 (D)		1,855		1,825
BAT Capital
6.000%, 02/20/2034		390		386
5.834%, 02/20/2031		3,410		3,398
5.650%, 03/16/2052		2,155		1,893
4.758%, 09/06/2049		224		173
4.540%, 08/15/2047		3,815		2,861
4.390%, 08/15/2037		680		558
3.557%, 08/15/2027		1,792		1,694
Bayer US Finance II LLC
4.375%, 12/15/2028 (D)		3,938		3,668
Bayer US Finance LLC
3.375%, 10/08/2024 (D)		1,475		1,450
Bunge Finance
1.630%, 08/17/2025		771		730
Coca-Cola
2.500%, 06/01/2040		310		221
CommonSpirit Health
3.347%, 10/01/2029		981		892
2.782%, 10/01/2030		1,840		1,576
Constellation Brands
5.250%, 11/15/2048		1,561		1,477
4.900%, 05/01/2033		712		691
4.800%, 01/15/2029		890		877
4.350%, 05/09/2027		600		587
3.600%, 05/09/2024		420		418
2.250%, 08/01/2031		130		106


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Costco Wholesale
1.750%, 04/20/2032	$	560	$	448
1.375%, 06/20/2027		1,220		1,097
CVS Pass-Through Trust
6.036%, 12/10/2028		946		952
5.926%, 01/10/2034 (D)		122		120
5.880%, 01/10/2028		56		55
5.789%, 01/10/2026 (D)		282		281
Danone
2.947%, 11/02/2026 (D)		450		426
DP World MTN
5.625%, 09/25/2048 (D)		2,590		2,418
Fresenius Medical Care US Finance III
1.875%, 12/01/2026 (D)		2,440		2,200
General Mills
5.500%, 10/17/2028		1,665		1,692
Haleon US Capital LLC
3.625%, 03/24/2032		830		744
3.375%, 03/24/2027		770		731
3.375%, 03/24/2029		530		490
Imperial Brands Finance PLC
4.250%, 07/21/2025 (D)		3,165		3,102
JBS USA LUX
7.250%, 11/15/2053 (D)		1,568		1,643
6.750%, 03/15/2034 (D)		6,090		6,272
6.500%, 12/01/2052		3,825		3,678
3.000%, 02/02/2029		2,235		1,959
3.000%, 05/15/2032		2,765		2,214
Kenvue
5.050%, 03/22/2028		1,496		1,506
5.050%, 03/22/2053		972		936
4.900%, 03/22/2033		1,040		1,028
Keurig Dr Pepper
4.500%, 04/15/2052		1,413		1,200
4.417%, 05/25/2025		91		90
Kimberly-Clark
3.100%, 03/26/2030		200		182
Mondelez International
1.500%, 05/04/2025		1,070		1,023
PepsiCo
3.900%, 07/18/2032		1,827		1,715
2.625%, 03/19/2027		80		75
Philip Morris International
5.750%, 11/17/2032		381		389
5.625%, 09/07/2033		643		650
5.500%, 09/07/2030		1,053		1,063
5.375%, 02/15/2033		3,277		3,261
5.250%, 09/07/2028		1,614		1,626
5.250%, 02/13/2034		340		332
5.125%, 02/15/2030		2,835		2,821
5.125%, 02/13/2031		1,295		1,275
5.000%, 11/17/2025		1,588		1,583


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.875%, 02/15/2028	$	2,763	$	2,748
4.875%, 02/13/2029		2,071		2,036
2.100%, 05/01/2030		460		388
Pilgrim's Pride
6.250%, 07/01/2033		1,355		1,369
3.500%, 03/01/2032		670		560
Reckitt Benckiser Treasury Services PLC
2.750%, 06/26/2024 (D)		1,955		1,936
Reynolds American
8.125%, 05/01/2040		1,060		1,210
7.250%, 06/15/2037		745		797
6.150%, 09/15/2043		480		464
5.850%, 08/15/2045		4,055		3,684
Solventum
5.900%, 04/30/2054 (D)		1,130		1,106
5.600%, 03/23/2034 (D)		1,410		1,401
5.450%, 03/13/2031 (D)		1,070		1,061
5.400%, 03/01/2029 (D)		1,070		1,068
Trustees of the University of Pennsylvania
3.610%, 02/15/2119		43		30
Tyson Foods
5.700%, 03/15/2034		1,714		1,712
5.400%, 03/15/2029		1,081		1,081
Walmart
3.300%, 04/22/2024		175		174
1.800%, 09/22/2031		200		164
1.500%, 09/22/2028		290		255

				125,171

Energy — 2.3%
Aker BP
6.000%, 06/13/2033 (D)		2,423		2,464
5.600%, 06/13/2028 (D)		1,932		1,950
Apache
5.100%, 09/01/2040		110		92
4.750%, 04/15/2043		420		323
4.250%, 01/15/2030		20		18
4.250%, 01/15/2044		1,130		780
BP Capital Markets America
4.989%, 04/10/2034		1,864		1,834
4.893%, 09/11/2033		1,795		1,760
4.812%, 02/13/2033		5,161		5,035
4.699%, 04/10/2029		1,856		1,833
3.633%, 04/06/2030		480		448
3.000%, 02/24/2050		1,430		954
Cameron LNG LLC
3.302%, 01/15/2035 (D)		1,670		1,381
2.902%, 07/15/2031 (D)		1,530		1,318
Canadian Natural Resources
6.450%, 06/30/2033		200		211
Cheniere Corpus Christi Holdings LLC
3.700%, 11/15/2029		1,846		1,702


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Chevron
3.078%, 05/11/2050	$	950	$	670
Columbia Pipelines Operating LLC
6.544%, 11/15/2053 (D)		280		299
6.036%, 11/15/2033 (D)		1,875		1,925
ConocoPhillips
6.950%, 04/15/2029		995		1,090
4.150%, 11/15/2034		458		422
Continental Resources/Oklahoma
4.900%, 06/01/2044		810		657
4.375%, 01/15/2028		810		779
3.800%, 06/01/2024		770		766
2.268%, 11/15/2026 (D)		3,665		3,363
Coterra Energy
4.375%, 03/15/2029		1,840		1,773
3.900%, 05/15/2027		1,740		1,673
Devon Energy
7.875%, 09/30/2031		1,580		1,795
5.850%, 12/15/2025		1,400		1,408
5.600%, 07/15/2041		1,360		1,280
5.250%, 10/15/2027		98		98
5.000%, 06/15/2045		1,640		1,419
4.750%, 05/15/2042		567		480
4.500%, 01/15/2030		256		244
Diamondback Energy
6.250%, 03/15/2033		3,576		3,759
6.250%, 03/15/2053		1,489		1,575
4.250%, 03/15/2052		225		178
3.500%, 12/01/2029		1,350		1,239
3.125%, 03/24/2031		320		281
Ecopetrol
5.875%, 05/28/2045		3,400		2,518
Enbridge
6.700%, 11/15/2053		1,647		1,841
6.200%, 11/15/2030		1,123		1,177
6.000%, 11/15/2028		1,123		1,163
Energy Transfer
6.400%, 12/01/2030		5,086		5,337
6.250%, 04/15/2049		1,390		1,403
6.125%, 12/15/2045		879		873
5.950%, 05/15/2054		2,057		2,008
5.750%, 02/15/2033		1,484		1,494
5.550%, 05/15/2034		1,793		1,774
5.500%, 06/01/2027		620		622
5.400%, 10/01/2047		1,049		951
5.300%, 04/01/2044		60		54
5.300%, 04/15/2047		1,937		1,735
5.250%, 04/15/2029		2,085		2,077
5.000%, 05/15/2050		3,200		2,759
4.950%, 06/15/2028		280		276
4.000%, 10/01/2027		1,870		1,790
3.750%, 05/15/2030		2,180		1,988


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.900%, 05/15/2025	$	740	$	717
Enterprise Products Operating LLC
7.550%, 04/15/2038		60		72
6.650%, 10/15/2034		390		431
6.125%, 10/15/2039		145		153
5.375%, TSFR3M + 2.832%, 02/15/2078 (B)		290		268
4.850%, 01/31/2034		1,570		1,529
4.850%, 03/15/2044		60		55
4.150%, 10/16/2028		1,580		1,525
3.950%, 01/31/2060		300		228
3.700%, 01/31/2051		510		384
3.125%, 07/31/2029		350		320
2.800%, 01/31/2030		1,800		1,598
EOG Resources
4.950%, 04/15/2050		1,590		1,481
4.375%, 04/15/2030		860		835
4.150%, 01/15/2026		270		266
3.900%, 04/01/2035		590		530
EQT
7.000%, 02/01/2030		900		953
Exxon Mobil
4.327%, 03/19/2050		100		87
4.227%, 03/19/2040		260		233
4.114%, 03/01/2046		910		771
3.482%, 03/19/2030		730		682
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (D)		286		228
2.625%, 03/31/2036 (D)		964		781
2.160%, 03/31/2034 (D)		1,425		1,221
1.750%, 09/30/2027 (D)		1,536		1,438
Hess
6.000%, 01/15/2040		2,240		2,351
5.800%, 04/01/2047		1,150		1,169
HF Sinclair
5.875%, 04/01/2026		1,265		1,269
KazMunayGas National JSC
6.375%, 10/24/2048 (D)		470		427
5.750%, 04/19/2047 (D)		1,390		1,178
5.375%, 04/24/2030 (D)		1,520		1,473
Kinder Morgan
5.200%, 03/01/2048		845		751
5.050%, 02/15/2046		260		227
4.300%, 06/01/2025		1,105		1,089
4.300%, 03/01/2028		450		436
Kinder Morgan Energy Partners
5.500%, 03/01/2044		70		65
5.400%, 09/01/2044		40		36
5.000%, 03/01/2043		50		44
MPLX
5.650%, 03/01/2053		402		382
5.500%, 02/15/2049		410		384


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.200%, 03/01/2047	$	320	$	287
5.200%, 12/01/2047		470		421
5.000%, 03/01/2033		2,251		2,153
4.950%, 03/14/2052		3,778		3,242
4.800%, 02/15/2029		120		118
4.700%, 04/15/2048		1,410		1,181
4.500%, 04/15/2038		810		705
4.000%, 03/15/2028		350		336
Occidental Petroleum
7.875%, 09/15/2031		140		158
7.500%, 05/01/2031		240		265
6.950%, 07/01/2024		1,473		1,474
5.550%, 03/15/2026		2,180		2,182
4.625%, 06/15/2045		400		323
4.400%, 04/15/2046		200		160
4.200%, 03/15/2048		390		298
4.100%, 02/15/2047		1,040		765
3.400%, 04/15/2026		100		96
3.200%, 08/15/2026		1,740		1,633
3.000%, 02/15/2027		510		476
ONEOK
6.625%, 09/01/2053		3,387		3,640
6.050%, 09/01/2033		830		855
5.800%, 11/01/2030		540		552
5.550%, 11/01/2026		350		353
Pertamina Persero
6.000%, 05/03/2042 (D)		1,220		1,208
Petrobras Global Finance
6.850%, 06/05/2115		1,090		1,018
6.250%, 03/17/2024		1,730		1,730
Petroleos del Peru
4.750%, 06/19/2032 (D)		4,690		3,667
Petroleos Mexicanos
6.350%, 02/12/2048		191		117
2.460%, 12/15/2025		626		594
2.378%, 04/15/2025		261		248
Petroleos Mexicanos MTN
6.750%, 09/21/2047		2,049		1,302
Phillips 66
1.300%, 02/15/2026		925		856
Pioneer Natural Resources
2.150%, 01/15/2031		1,590		1,330
1.900%, 08/15/2030		720		600
1.125%, 01/15/2026		180		167
Reliance Industries
3.625%, 01/12/2052 (D)		2,230		1,620
2.875%, 01/12/2032 (D)(G)		1,280		1,083
Rockies Express Pipeline LLC
4.950%, 07/15/2029 (D)		2,500		2,338
Sabine Pass Liquefaction LLC
5.750%, 05/15/2024		316		316
5.000%, 03/15/2027		3,145		3,121


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Schlumberger Holdings
3.900%, 05/17/2028 (D)	$	857	$	822
Shell International Finance BV
6.375%, 12/15/2038		660		736
4.550%, 08/12/2043		490		445
4.375%, 05/11/2045		890		777
4.125%, 05/11/2035		2,445		2,266
4.000%, 05/10/2046		170		140
3.750%, 09/12/2046		100		79
3.250%, 04/06/2050		540		384
2.750%, 04/06/2030		660		588
Spectra Energy Partners LP
3.375%, 10/15/2026		140		134
Tennessee Gas Pipeline LLC
8.375%, 06/15/2032		2,200		2,523
2.900%, 03/01/2030 (D)		2,775		2,411
TransCanada PipeLines
5.850%, 03/15/2036		117		117
4.625%, 03/01/2034		4,705		4,361
Transcontinental Gas Pipe Line LLC
7.850%, 02/01/2026		1,820		1,891
Western Midstream Operating
3.100%, 02/01/2025		330		321
Williams
8.750%, 03/15/2032		1,284		1,530
7.750%, 06/15/2031		339		372
7.500%, 01/15/2031		9		10
5.750%, 06/24/2044		400		393
5.150%, 03/15/2034		1,240		1,211
5.100%, 09/15/2045		670		611
4.900%, 01/15/2045		450		397
3.750%, 06/15/2027		410		392

				175,082

Financials — 9.5%
Aegon
4.028%, USISSO10 + 0.387%(B)(H)		2,180		1,759
American Express
5.389%, SOFRRATE + 0.970%, 07/28/2027 (B)		8,695		8,719
4.050%, 05/03/2029		650		629
4.050%, 12/03/2042		70		60
3.375%, 05/03/2024		540		538
2.500%, 07/30/2024		3,000		2,961
American International Group
3.875%, 01/15/2035		315		277
Aon / Aon Global Holdings PLC
3.900%, 02/28/2052		1,015		768
Aon North America
5.750%, 03/01/2054		721		724
5.450%, 03/01/2034		6,821		6,825
5.150%, 03/01/2029		2,522		2,523


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.125%, 03/01/2027	$	1,081	$	1,080
Apollo Management Holdings
4.400%, 05/27/2026 (D)		1,015		990
Athene Global Funding
6.045%, SOFRINDX + 0.700%, 05/24/2024 (B)(D)		2,425		2,427
3.205%, 03/08/2027 (D)		1,470		1,356
2.950%, 11/12/2026 (D)		2,665		2,469
2.717%, 01/07/2029 (D)		1,245		1,083
1.985%, 08/19/2028 (D)		2,635		2,259
1.608%, 06/29/2026 (D)		1,020		926
Athene Holding
4.125%, 01/12/2028		1,140		1,092
Avolon Holdings Funding
5.750%, 03/01/2029 (D)		2,205		2,173
3.950%, 07/01/2024 (D)		535		531
3.250%, 02/15/2027 (D)		400		370
2.875%, 02/15/2025 (D)		1,420		1,378
2.528%, 11/18/2027 (D)		1,073		950
Banco Bilbao Vizcaya Argentaria
7.883%, H15T1Y + 3.300%, 11/15/2034 (B)		1,600		1,706
Banco Santander
6.938%, 11/07/2033		1,600		1,744
6.607%, 11/07/2028		1,000		1,051
6.527%, H15T1Y + 1.650%, 11/07/2027 (B)		1,200		1,228
4.175%, H15T1Y + 2.000%, 03/24/2028 (B)		200		191
2.746%, 05/28/2025		1,800		1,737
1.722%, H15T1Y + 0.900%, 09/14/2027 (B)		655		593
Bank of America
5.933%, SOFRRATE + 1.340%, 09/15/2027 (B)		4,093		4,148
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B)		2,865		2,938
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B)		5,730		5,839
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B)		5,493		5,415
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B)		4,720		4,437
3.419%, TSFR3M + 1.302%, 12/20/2028 (B)		6,489		6,062
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B)		4,675		3,996
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B)		5,460		4,475
1.734%, SOFRRATE + 0.960%, 07/22/2027 (B)		14,316		13,127
1.658%, SOFRRATE + 0.910%, 03/11/2027 (B)		6,525		6,055


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bank of America MTN
5.000%, 01/21/2044	$	1,800	$	1,723
4.450%, 03/03/2026		1,630		1,604
4.376%, SOFRRATE + 1.580%, 04/27/2028 (B)		2,060		2,003
4.250%, 10/22/2026		130		127
4.200%, 08/26/2024		2,720		2,700
4.083%, TSFR3M + 3.412%, 03/20/2051 (B)		2,510		2,026
4.000%, 04/01/2024		2,110		2,107
4.000%, 01/22/2025		1,580		1,557
3.970%, TSFR3M + 1.332%, 03/05/2029 (B)		1,780		1,693
3.593%, TSFR3M + 1.632%, 07/21/2028 (B)		710		673
3.500%, 04/19/2026		1,210		1,173
3.093%, TSFR3M + 1.352%, 10/01/2025 (B)		1,915		1,886
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B)		1,230		1,033
2.884%, TSFR3M + 1.452%, 10/22/2030 (B)		480		423
2.496%, TSFR3M + 1.252%, 02/13/2031 (B)		1,435		1,223
2.087%, SOFRRATE + 1.060%, 06/14/2029 (B)		13,470		11,837
1.319%, SOFRRATE + 1.150%, 06/19/2026 (B)		60		57
1.197%, SOFRRATE + 1.010%, 10/24/2026 (B)		385		359
Bank of Montreal MTN
1.850%, 05/01/2025		1,360		1,307
Bank of New York Mellon
4.543%, SOFRRATE + 1.169%, 02/01/2029 (B)		2,735		2,688
Bank of New York Mellon MTN
3.250%, 09/11/2024		270		267
3.250%, 05/16/2027		270		256
1.600%, 04/24/2025		410		394
Bank of Nova Scotia
4.900%, H15T5Y + 4.551%(B)(H)		1,385		1,327
4.588%, H15T5Y + 2.050%, 05/04/2037 (B)		710		635
1.300%, 06/11/2025		760		723
Bank of Nova Scotia MTN
3.450%, 04/11/2025		1,950		1,909
Barclays PLC
6.692%, SOFRRATE + 2.620%, 09/13/2034 (B)		1,673		1,750
4.375%, 01/12/2026		4,430		4,340
Barclays PLC MTN
4.972%, US0003M + 1.902%, 05/16/2029 (B)		640		622


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Berkshire Hathaway Finance
4.250%, 01/15/2049	$	1,260	$	1,110
BNP Paribas
5.894%, SOFRRATE + 1.866%, 12/05/2034 (B)(D)		4,212		4,305
5.497%, SOFRRATE + 1.590%, 05/20/2030 (B)(D)		2,255		2,245
5.198%, TSFR3M + 2.829%, 01/10/2030 (B)(D)(G)		1,220		1,208
5.176%, SOFRRATE + 1.520%, 01/09/2030 (B)(D)		2,225		2,204
5.125%, H15T1Y + 1.450%, 01/13/2029 (B)(D)		3,070		3,048
4.400%, 08/14/2028 (D)		1,070		1,032
3.375%, 01/09/2025 (D)		420		412
2.871%, TSFR3M + 1.387%, 04/19/2032 (B)(D)		2,350		1,965
2.219%, SOFRRATE + 2.074%, 06/09/2026 (B)(D)		950		909
BNP Paribas MTN
4.375%, USSW5 + 1.483%, 03/01/2033 (B)(D)		380		357
BPCE
5.150%, 07/21/2024 (D)		1,550		1,543
BPCE MTN
5.975%, SOFRRATE + 2.100%, 01/18/2027 (B)(D)		3,120		3,123
Brighthouse Financial
4.700%, 06/22/2047		4		3
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (D)		2,965		2,949
Canadian Imperial Bank of Commerce
6.092%, 10/03/2033		7,142		7,414
Cantor Fitzgerald
4.500%, 04/14/2027 (D)		1,575		1,492
Capital One Financial
7.624%, SOFRRATE + 3.070%, 10/30/2031 (B)		1,872		2,049
CBRE Services
5.500%, 04/01/2029		719		720
Charles Schwab
6.196%, SOFRRATE + 1.878%, 11/17/2029 (B)		1,810		1,869
6.136%, SOFRRATE + 2.010%, 08/24/2034 (B)		360		373
5.875%, 08/24/2026		1,860		1,889
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B)		3,380		3,422
Chubb INA Holdings
3.350%, 05/03/2026		420		405
CI Financial
4.100%, 06/15/2051		2,015		1,190
3.200%, 12/17/2030		2,610		2,081


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Citadel
4.875%, 01/15/2027 (D)	$	1,240	$	1,204
Citibank
5.803%, 09/29/2028 (G)		3,713		3,825
5.488%, 12/04/2026		2,515		2,536
Citigroup
8.125%, 07/15/2039		3,046		3,868
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B)		2,823		2,844
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B)		821		803
5.610%, SOFRRATE + 1.546%, 09/29/2026 (B)		4,970		4,976
5.500%, 09/13/2025		1,000		998
5.300%, 05/06/2044		255		244
5.174%, SOFRRATE + 1.364%, 02/13/2030 (B)		2,900		2,871
4.910%, SOFRRATE + 2.086%, 05/24/2033 (B)		700		670
4.750%, 05/18/2046		150		132
4.658%, SOFRRATE + 1.887%, 05/24/2028 (B)		600		590
4.650%, 07/30/2045		1,140		1,025
4.650%, 07/23/2048		280		249
4.600%, 03/09/2026		2,785		2,739
4.450%, 09/29/2027		1,070		1,037
4.400%, 06/10/2025		2,040		2,010
4.300%, 11/20/2026		590		575
4.125%, 07/25/2028		260		247
3.785%, SOFRRATE + 1.939%, 03/17/2033 (B)		1,780		1,575
3.352%, TSFR3M + 1.158%, 04/24/2025 (B)		1,385		1,380
3.106%, SOFRRATE + 2.842%, 04/08/2026 (B)		560		545
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B)		2,923		2,454
2.976%, SOFRRATE + 1.422%, 11/05/2030 (B)		2,575		2,269
2.572%, SOFRRATE + 2.107%, 06/03/2031 (B)		7,416		6,271
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B)		3,855		3,174
2.520%, SOFRRATE + 1.177%, 11/03/2032 (B)		1,480		1,201
Citizens Financial Group
5.841%, SOFRRATE + 2.010%, 01/23/2030 (B)		1,853		1,831
Constellation Insurance
6.800%, 01/24/2030 (D)		1,775		1,724
Cooperatieve Rabobank UA
4.375%, 08/04/2025		1,310		1,285


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.758%, H15T1Y + 1.420%, 04/06/2033 (B)(D)	$	3,290	$	2,920
3.649%, H15T1Y + 1.220%, 04/06/2028 (B)(D)		780		739
Credit Agricole SA/London MTN
1.907%, SOFRRATE + 1.676%, 06/16/2026 (B)(D)		630		600
Credit Suisse AG/New York NY
7.950%, 01/09/2025		1,570		1,598
7.500%, 02/15/2028		3,000		3,229
5.000%, 07/09/2027		600		594
4.750%, 08/09/2024		770		767
2.950%, 04/09/2025		790		767
Credit Suisse AG/New York NY MTN
3.700%, 02/21/2025		2,645		2,594
3.625%, 09/09/2024		1,360		1,347
Danske Bank
6.466%, H15T1Y + 2.100%, 01/09/2026 (B)(D)		2,255		2,264
5.705%, H15T1Y + 1.400%, 03/01/2030 (B)(D)		1,830		1,834
3.244%, US0003M + 1.591%, 12/20/2025 (B)(D)		1,320		1,290
Danske Bank MTN
0.976%, H15T1Y + 0.550%, 09/10/2025 (B)(D)		1,110		1,081
Deutsche Bank NY
6.819%, SOFRRATE + 2.510%, 11/20/2029 (B)		1,445		1,494
3.742%, SOFRRATE + 2.257%, 01/07/2033 (B)		2,987		2,401
F&G Global Funding
1.750%, 06/30/2026 (D)		1,580		1,426
Farmers Exchange Capital
7.200%, 07/15/2048 (D)		1,788		1,628
Farmers Exchange Capital II
6.151%, TSFR3M + 3.744%, 11/01/2053 (B)(D)		4,120		3,786
Global Payments
4.950%, 08/15/2027		1,666		1,651
2.150%, 01/15/2027		2,731		2,506
Goldman Sachs Capital II
6.370%, TSFR3M + 1.029%(B)(H)		435		365
Goldman Sachs Group
6.750%, 10/01/2037		1,349		1,466
6.250%, 02/01/2041		1,290		1,389
5.831%, SOFRRATE + 0.486%, 10/21/2024 (B)		2,475		2,476
5.150%, 05/22/2045		1,870		1,785
4.750%, 10/21/2045		400		366
4.387%, SOFRRATE + 1.510%, 06/15/2027 (B)		2,610		2,562
4.250%, 10/21/2025		820		806


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.223%, TSFR3M + 1.563%, 05/01/2029 (B)	$	500	$	479
3.750%, 05/22/2025		500		490
3.615%, SOFRRATE + 1.846%, 03/15/2028 (B)		310		296
3.500%, 01/23/2025		150		147
3.500%, 04/01/2025		870		852
3.500%, 11/16/2026		2,420		2,321
3.272%, TSFR3M + 1.463%, 09/29/2025 (B)		2,425		2,391
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B)		120		89
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B)		280		198
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B)		7,895		6,512
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B)		5,065		4,122
1.542%, SOFRRATE + 0.818%, 09/10/2027 (B)		9,765		8,889
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B)		8,725		8,064
Guardian Life Global Funding
1.100%, 06/23/2025 (D)		290		275
HSBC Bank USA
7.000%, 01/15/2039		510		583
HSBC Holdings PLC
7.399%, SOFRRATE + 3.020%, 11/13/2034 (B)		3,662		3,926
5.887%, SOFRRATE + 1.570%, 08/14/2027 (B)		3,855		3,881
4.755%, SOFRRATE + 2.110%, 06/09/2028 (B)		660		645
4.583%, TSFR3M + 1.796%, 06/19/2029 (B)		660		635
4.300%, 03/08/2026		5,405		5,298
4.250%, 03/14/2024		1,190		1,189
4.250%, 08/18/2025		700		685
4.041%, TSFR3M + 1.808%, 03/13/2028 (B)		1,030		987
3.973%, TSFR3M + 1.872%, 05/22/2030 (B)		970		899
2.871%, SOFRRATE + 1.410%, 11/22/2032 (B)		350		289
2.804%, SOFRRATE + 1.187%, 05/24/2032 (B)		2,330		1,926
2.357%, SOFRRATE + 1.947%, 08/18/2031 (B)		410		337
2.099%, SOFRRATE + 1.929%, 06/04/2026 (B)		4,845		4,635
1.645%, SOFRRATE + 1.538%, 04/18/2026 (B)		290		277


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.589%, SOFRRATE + 1.290%, 05/24/2027 (B)	$	3,320	$	3,040
HSBC USA
5.294%, 03/04/2027		5,402		5,407
Intercontinental Exchange
1.850%, 09/15/2032		3,890		3,000
Intesa Sanpaolo MTN
5.710%, 01/15/2026 (D)		1,260		1,248
5.017%, 06/26/2024 (D)		870		865
Jackson Financial
3.125%, 11/23/2031		2,780		2,298
JPMorgan Chase
8.750%, 09/01/2030		1,725		2,031
6.118%, TSFR3M + 0.812%, 02/01/2027 (B)		2,740		2,632
5.299%, SOFRRATE + 1.450%, 07/24/2029 (B)		4,705		4,717
4.950%, 06/01/2045		170		160
4.452%, TSFR3M + 1.592%, 12/05/2029 (B)		740		716
4.250%, 10/01/2027		2,070		2,028
4.203%, TSFR3M + 1.522%, 07/23/2029 (B)		940		903
4.125%, 12/15/2026		2,420		2,363
3.882%, TSFR3M + 1.622%, 07/24/2038 (B)		215		183
3.875%, 09/10/2024		440		436
3.625%, 05/13/2024		1,490		1,484
3.625%, 12/01/2027		1,000		952
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B)		210		144
2.956%, TSFR3M + 2.515%, 05/13/2031 (B)		1,760		1,529
2.947%, SOFRRATE + 1.170%, 02/24/2028 (B)		1,470		1,377
2.739%, TSFR3M + 1.510%, 10/15/2030 (B)		1,640		1,439
2.580%, TSFR3M + 1.250%, 04/22/2032 (B)		1,212		1,014
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B)		1,725		1,420
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B)		1,960		1,677
2.301%, SOFRRATE + 1.160%, 10/15/2025 (B)		470		461
2.182%, SOFRRATE + 1.890%, 06/01/2028 (B)		1,775		1,617
2.083%, SOFRRATE + 1.850%, 04/22/2026 (B)		1,280		1,231
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B)		2,525		2,224
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B)		1,975		1,588


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.578%, SOFRRATE + 0.885%, 04/22/2027 (B)	$	5,945	$	5,498
1.470%, SOFRRATE + 0.765%, 09/22/2027 (B)		4,445		4,039
1.045%, SOFRRATE + 0.800%, 11/19/2026 (B)		1,670		1,553
0.969%, TSFR3M + 0.580%, 06/23/2025 (B)		8,540		8,408
KeyCorp
6.401%, SOFRINDX + 2.420%, 03/06/2035 (B)		1,800		1,805
KKR Group Finance II LLC
5.500%, 02/01/2043 (D)(G)		120		114
Lehman Brothers Holdings
6.500%, 12/31/2049 (I)		4,040		–
Lehman Brothers Holdings MTN
6.750%, 12/31/2049 (I)		10,370		–
Lehman Brothers Holdings Capital Trust VII MTN
5.857%, US0003M + 0.840%(H)(I)		20,630		–
Lloyds Bank PLC
3.500%, 05/14/2025		100		98
Lloyds Banking Group PLC
5.871%, H15T1Y + 1.700%, 03/06/2029 (B)		160		161
5.679%, H15T1Y + 1.750%, 01/05/2035 (B)		2,225		2,200
5.462%, H15T1Y + 1.375%, 01/05/2028 (B)		4,458		4,439
4.375%, 03/22/2028		680		656
3.870%, H15T1Y + 3.500%, 07/09/2025 (B)		530		526
3.574%, US0003M + 1.205%, 11/07/2028 (B)		370		346
1.627%, H15T1Y + 0.850%, 05/11/2027 (B)		1,955		1,793
Marsh & McLennan
5.750%, 11/01/2032		1,510		1,569
Mastercard
3.850%, 03/26/2050		2,850		2,354
3.375%, 04/01/2024		240		240
Mercury General
4.400%, 03/15/2027		1,720		1,641
MetLife
6.400%, 12/15/2036		1,400		1,421
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (D)		4,445		4,259
Metropolitan Life Global Funding I MTN
5.000%, 01/06/2026 (D)		2,345		2,338
3.300%, 03/21/2029 (D)		2,460		2,259
Mitsubishi UFJ Financial Group
5.719%, H15T1Y + 1.080%, 02/20/2026 (B)		3,510		3,512


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.063%, H15T1Y + 1.550%, 09/12/2025 (B)	$	3,240	$	3,226
4.080%, H15T1Y + 1.300%, 04/19/2028 (B)		720		696
3.837%, H15T1Y + 1.125%, 04/17/2026 (B)		700		687
Morgan Stanley
6.342%, SOFRRATE + 2.560%, 10/18/2033 (B)		2,556		2,709
5.948%, H15T5Y + 2.430%, 01/19/2038 (B)		1,170		1,167
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B)		3,085		3,081
5.449%, SOFRRATE + 1.630%, 07/20/2029 (B)		2,294		2,303
5.173%, SOFRRATE + 1.450%, 01/16/2030 (B)		2,597		2,581
5.123%, SOFRRATE + 1.730%, 02/01/2029 (B)		742		737
2.484%, SOFRRATE + 1.360%, 09/16/2036 (B)		1,895		1,485
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B)		1,520		1,401
Morgan Stanley MTN
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B)		3,490		3,425
5.164%, SOFRRATE + 1.590%, 04/20/2029 (B)		742		738
4.431%, TSFR3M + 1.890%, 01/23/2030 (B)		70		67
4.350%, 09/08/2026		235		230
4.000%, 07/23/2025		580		570
3.772%, TSFR3M + 1.402%, 01/24/2029 (B)		280		265
3.622%, SOFRRATE + 3.120%, 04/01/2031 (B)		3,165		2,875
3.591%, US0003M + 1.340%, 07/22/2028 (B)		270		256
2.699%, SOFRRATE + 1.143%, 01/22/2031 (B)		10		9
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B)		4,190		3,431
2.475%, SOFRRATE + 1.000%, 01/21/2028 (B)		725		671
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B)		4,855		3,911
2.188%, SOFRRATE + 1.990%, 04/28/2026 (B)		2,020		1,944
1.512%, SOFRRATE + 0.858%, 07/20/2027 (B)		3,590		3,284
1.164%, SOFRRATE + 0.560%, 10/21/2025 (B)		1,770		1,717


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Morgan Stanley Bank
4.952%, SOFRRATE + 1.080%, 01/14/2028 (B)	$	3,773	$	3,754
Nasdaq
5.550%, 02/15/2034		2,150		2,165
National Securities Clearing
1.500%, 04/23/2025 (D)		510		490
Nationwide Building Society MTN
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(D)		2,565		2,373
Nationwide Mutual Insurance
7.936%, TSFR1M + 2.290%, 12/15/2024 (B)(D)		4,407		4,412
NatWest Group PLC
7.472%, H15T1Y + 2.850%, 11/10/2026 (B)		2,180		2,240
4.269%, US0003M + 1.762%, 03/22/2025 (B)		1,115		1,114
1.642%, H15T1Y + 0.900%, 06/14/2027 (B)		1,640		1,498
New York Life Global Funding
0.950%, 06/24/2025 (D)		550		521
New York Life Insurance
3.750%, 05/15/2050 (D)		650		496
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (D)		2,966		2,075
PayPal Holdings
4.400%, 06/01/2032		630		604
2.300%, 06/01/2030		3,515		2,992
1.650%, 06/01/2025		640		612
PNC Bank
3.875%, 04/10/2025		910		893
PNC Financial Services Group
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B)		1,615		1,749
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B)		450		451
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B)		185		185
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B)		4,100		4,123
5.068%, SOFRRATE + 1.933%, 01/24/2034 (B)		4,515		4,342
Principal Life Global Funding II
2.250%, 11/21/2024 (D)		2,940		2,871
1.250%, 06/23/2025 (D)		270		256
Prospect Capital
3.706%, 01/22/2026		785		739
Royal Bank of Canada
5.797%, 06/29/2085 (B)		860		777
Royal Bank of Canada MTN
5.150%, 02/01/2034		720		709
2.250%, 11/01/2024		170		167


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.150%, 06/10/2025	$	730	$	693
Santander Holdings USA
7.660%, SOFRRATE + 3.280%, 11/09/2031 (B)		1,872		2,000
6.174%, SOFRRATE + 2.500%, 01/09/2030 (B)		1,854		1,849
Santander UK Group Holdings PLC
2.469%, SOFRRATE + 1.220%, 01/11/2028 (B)		705		642
1.673%, SOFRRATE + 0.989%, 06/14/2027 (B)		2,235		2,032
1.532%, H15T1Y + 1.250%, 08/21/2026 (B)		1,140		1,068
1.089%, SOFRRATE + 0.787%, 03/15/2025 (B)		4,785		4,777
Societe Generale
7.132%, H15T1Y + 2.950%, 01/19/2055 (B)(D)		814		790
6.066%, H15T1Y + 2.100%, 01/19/2035 (B)(D)		771		760
5.634%, H15T1Y + 1.750%, 01/19/2030 (B)(D)		1,899		1,871
Societe Generale MTN
7.367%, 01/10/2053 (D)		1,100		1,126
2.625%, 01/22/2025 (D)		1,345		1,307
State Street
3.300%, 12/16/2024		310		305
Teachers Insurance & Annuity Association of America
6.850%, 12/16/2039 (D)		148		167
4.900%, 09/15/2044 (D)		600		545
4.270%, 05/15/2047 (D)		175		144
3.300%, 05/15/2050 (D)		2,360		1,651
Toronto-Dominion Bank MTN
4.456%, 06/08/2032		1,090		1,039
2.800%, 03/10/2027		1,680		1,576
1.150%, 06/12/2025		730		693
Travelers
4.600%, 08/01/2043		50		47
Truist Bank
3.800%, 10/30/2026		250		240
Truist Financial MTN
7.161%, SOFRRATE + 2.446%, 10/30/2029 (B)		2,618		2,771
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B)		850		858
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B)		1,112		1,101
5.435%, SOFRRATE + 1.620%, 01/24/2030 (B)		1,853		1,833
4.260%, SOFRRATE + 1.456%, 07/28/2026 (B)		4,225		4,139


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Trust Fibra Uno
6.390%, 01/15/2050 (D)	$	956	$	804
UBS
5.650%, 09/11/2028		1,722		1,755
4.500%, 06/26/2048		1,540		1,410
UBS Group
9.016%, SOFRRATE + 5.020%, 11/15/2033 (B)(D)		1,480		1,781
6.537%, SOFRRATE + 3.920%, 08/12/2033 (B)(D)		2,435		2,539
6.301%, H15T1Y + 2.000%, 09/22/2034 (B)(D)		1,158		1,197
5.699%, H15T1Y + 1.770%, 02/08/2035 (B)(D)		2,565		2,537
4.751%, H15T1Y + 1.750%, 05/12/2028 (B)(D)		660		644
4.488%, H15T1Y + 1.550%, 05/12/2026 (B)(D)		520		512
4.282%, 01/09/2028 (D)		1,695		1,627
4.253%, 03/23/2028 (D)		1,490		1,426
4.194%, SOFRRATE + 3.730%, 04/01/2031 (B)(D)		2,690		2,474
4.125%, 09/24/2025 (D)		1,010		988
3.750%, 03/26/2025		2,160		2,115
3.091%, SOFRRATE + 1.730%, 05/14/2032 (B)(D)		5,704		4,793
2.746%, H15T1Y + 1.100%, 02/11/2033 (B)(D)		400		322
2.593%, SOFRRATE + 1.560%, 09/11/2025 (B)(D)		370		364
1.305%, SOFRINDX + 0.980%, 02/02/2027 (B)(D)		6,925		6,367
US Bancorp
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B)		815		825
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B)		535		540
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B)		910		920
5.727%, SOFRRATE + 1.430%, 10/21/2026 (B)		475		477
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B)		695		693
5.384%, SOFRRATE + 1.560%, 01/23/2030 (B)		1,495		1,487
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B)		4,250		4,000
4.653%, SOFRRATE + 1.230%, 02/01/2029 (B)		4,760		4,630
1.450%, 05/12/2025		1,230		1,177
US Bancorp MTN
3.600%, 09/11/2024		160		158


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.215%, SOFRRATE + 0.730%, 01/27/2028 (B)	$	130	$	119
Visa
4.300%, 12/14/2045		810		724
WEA Finance LLC / Westfield UK & Europe Finance PLC
3.750%, 09/17/2024 (D)		1,370		1,351
Wells Fargo
7.950%, 11/15/2029		925		1,031
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B)		2,998		3,188
6.303%, SOFRRATE + 1.790%, 10/23/2029 (B)		1,130		1,171
6.076%, TSFR3M + 0.762%, 01/15/2027 (B)		2,395		2,324
5.606%, 01/15/2044		700		679
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B)		2,300		2,285
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B)		935		920
5.375%, 11/02/2043		190		182
3.000%, 10/23/2026		1,640		1,550
2.188%, SOFRRATE + 2.000%, 04/30/2026 (B)		3,365		3,229
Wells Fargo MTN
5.574%, SOFRRATE + 1.740%, 07/25/2029 (B)		1,426		1,435
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B)		900		897
5.198%, SOFRRATE + 1.500%, 01/23/2030 (B)		2,968		2,943
5.013%, TSFR3M + 4.502%, 04/04/2051 (B)		6,920		6,399
4.900%, 11/17/2045		1,170		1,037
4.897%, SOFRRATE + 2.100%, 07/25/2033 (B)		6,511		6,225
4.750%, 12/07/2046		2,115		1,828
4.650%, 11/04/2044		500		432
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B)		742		647
4.478%, TSFR3M + 4.032%, 04/04/2031 (B)		5,280		5,021
4.400%, 06/14/2046		200		165
4.300%, 07/22/2027		1,180		1,145
4.150%, 01/24/2029		1,450		1,388
3.584%, TSFR3M + 1.572%, 05/22/2028 (B)		1,205		1,142
3.526%, SOFRRATE + 1.510%, 03/24/2028 (B)		2,695		2,555
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B)		4,770		4,094
3.196%, TSFR3M + 1.432%, 06/17/2027 (B)		3,675		3,499


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.879%, TSFR3M + 1.432%, 10/30/2030 (B)	$	2,120	$	1,859
2.572%, TSFR3M + 1.262%, 02/11/2031 (B)		1,034		882
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B)		2,610		2,381
Willis North America
5.350%, 05/15/2033		1,580		1,553

				713,901

Health Care — 2.2%
Abbott Laboratories
4.750%, 11/30/2036		440		431
AbbVie
5.500%, 03/15/2064		565		571
5.400%, 03/15/2054		1,834		1,862
5.050%, 03/15/2034		2,408		2,420
4.950%, 03/15/2031		1,519		1,519
4.875%, 11/14/2048		130		123
4.800%, 03/15/2027		1,798		1,793
4.800%, 03/15/2029		2,828		2,815
4.550%, 03/15/2035		1,871		1,793
4.500%, 05/14/2035		1,970		1,877
4.250%, 11/21/2049		4,577		3,927
4.050%, 11/21/2039		794		696
3.800%, 03/15/2025		700		689
3.600%, 05/14/2025		560		549
3.200%, 11/21/2029		6,056		5,541
2.950%, 11/21/2026		610		578
2.600%, 11/21/2024		2,760		2,703
Amgen
6.375%, 06/01/2037		1,785		1,911
5.650%, 03/02/2053		5,358		5,356
5.250%, 03/02/2033		1,497		1,493
4.663%, 06/15/2051		104		91
4.400%, 05/01/2045		900		768
3.625%, 05/22/2024		220		219
3.150%, 02/21/2040		880		660
2.000%, 01/15/2032		2,710		2,172
Bayer US Finance II LLC
4.875%, 06/25/2048 (D)		2,228		1,765
4.625%, 06/25/2038 (D)		2,097		1,726
4.400%, 07/15/2044 (D)		2,750		2,075
Becton Dickinson
4.685%, 12/15/2044		412		369
3.734%, 12/15/2024		446		440
3.363%, 06/06/2024		531		527
Bristol-Myers Squibb
5.750%, 02/01/2031		2,780		2,898
5.650%, 02/22/2064		1,288		1,300
5.550%, 02/22/2054		1,389		1,406
5.200%, 02/22/2034		4,335		4,370
5.100%, 02/22/2031		540		542


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.400%, 07/26/2029	$	253	$	236
3.200%, 06/15/2026		768		739
2.900%, 07/26/2024		1,352		1,338
Centene
3.000%, 10/15/2030		3,456		2,953
Cigna Group
4.900%, 12/15/2048		140		126
4.375%, 10/15/2028		1,260		1,223
3.400%, 03/15/2050		1,650		1,155
3.400%, 03/15/2051		1,050		734
3.250%, 04/15/2025		1,000		976
CommonSpirit Health
4.350%, 11/01/2042		440		375
CVS Health
5.875%, 06/01/2053		523		521
5.250%, 02/21/2033		1,456		1,441
5.125%, 02/21/2030		2,745		2,728
5.125%, 07/20/2045		170		155
5.050%, 03/25/2048		4,255		3,795
5.000%, 02/20/2026		1,355		1,349
4.780%, 03/25/2038		330		300
4.300%, 03/25/2028		1,336		1,297
4.250%, 04/01/2050		630		503
4.125%, 04/01/2040		240		197
3.875%, 07/20/2025		929		910
3.750%, 04/01/2030		1,835		1,693
3.625%, 04/01/2027		620		595
3.375%, 08/12/2024		95		94
2.125%, 09/15/2031		660		533
1.875%, 02/28/2031		210		169
DH Europe Finance II Sarl
2.200%, 11/15/2024		1,840		1,798
Elevance Health
4.625%, 05/15/2042		219		197
4.550%, 05/15/2052		490		428
4.100%, 05/15/2032		1,090		1,004
3.650%, 12/01/2027		330		316
3.350%, 12/01/2024		1,190		1,170
Eli Lilly
5.100%, 02/09/2064		1,896		1,863
5.000%, 02/09/2054		1,269		1,250
4.700%, 02/09/2034 (G)		3,629		3,582
4.500%, 02/09/2027		2,985		2,974
4.500%, 02/09/2029		2,612		2,597
Gilead Sciences
4.750%, 03/01/2046		40		37
3.700%, 04/01/2024		1,540		1,537
3.650%, 03/01/2026		890		864
HCA
6.000%, 04/01/2054		3,090		3,067
5.900%, 06/01/2053 (G)		2,494		2,450
5.500%, 06/15/2047		1,790		1,667


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 04/15/2025	$	750	$	746
5.250%, 06/15/2026		1,015		1,009
5.250%, 06/15/2049		565		509
4.625%, 03/15/2052		716		586
4.125%, 06/15/2029		1,296		1,220
3.625%, 03/15/2032		557		486
3.500%, 09/01/2030		1,645		1,470
3.500%, 07/15/2051		1,287		870
2.375%, 07/15/2031		1,015		826
Humana
4.950%, 10/01/2044		200		180
4.800%, 03/15/2047		50		43
4.500%, 04/01/2025		120		119
3.950%, 03/15/2027		860		831
3.850%, 10/01/2024		2,530		2,503
3.700%, 03/23/2029		7,750		7,248
2.150%, 02/03/2032		250		198
Mass General Brigham
3.192%, 07/01/2049		245		174
Medtronic
4.625%, 03/15/2045		123		114
Merck
2.750%, 12/10/2051		1,050		677
1.450%, 06/24/2030		480		393
Pfizer
4.000%, 12/15/2036		1,050		943
2.700%, 05/28/2050		1,400		924
2.625%, 04/01/2030		720		637
1.700%, 05/28/2030		680		566
Pfizer Investment Enterprises Pte
5.340%, 05/19/2063		1,497		1,442
5.300%, 05/19/2053		2,239		2,190
4.750%, 05/19/2033		7,151		6,964
Roche Holdings
2.607%, 12/13/2051 (D)		2,080		1,311
Royalty Pharma PLC
1.200%, 09/02/2025		980		917
RWJ Barnabas Health
3.949%, 07/01/2046		2,445		1,957
UnitedHealth Group
6.625%, 11/15/2037		200		226
5.875%, 02/15/2053		4,120		4,408
5.800%, 03/15/2036		560		593
4.625%, 07/15/2035		940		907
4.450%, 12/15/2048		140		123
4.250%, 06/15/2048		180		151
4.200%, 05/15/2032		520		490
4.000%, 05/15/2029		770		741
3.875%, 12/15/2028		250		240
3.875%, 08/15/2059		570		438
3.700%, 08/15/2049		140		107
3.250%, 05/15/2051		630		442


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.125%, 05/15/2060	$	90	$	59
3.050%, 05/15/2041		352		261
2.900%, 05/15/2050		880		585
2.750%, 05/15/2040		570		411
2.300%, 05/15/2031		150		126
2.000%, 05/15/2030		220		185
1.250%, 01/15/2026		260		243
Universal Health Services
1.650%, 09/01/2026		1,260		1,146
Wyeth LLC
5.950%, 04/01/2037		320		342

				163,188

Industrials — 1.9%
3M
3.700%, 04/15/2050		300		221
2.375%, 08/26/2029 (G)		1,490		1,294
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
6.450%, 04/15/2027 (D)		2,334		2,389
3.300%, 01/30/2032		7,488		6,332
3.000%, 10/29/2028		12,848		11,545
2.450%, 10/29/2026		3,970		3,662
1.650%, 10/29/2024		917		892
Air Lease
5.850%, 12/15/2027		1,325		1,341
5.300%, 02/01/2028 (G)		830		826
3.375%, 07/01/2025		490		476
3.250%, 03/01/2025		525		513
Air Lease MTN
3.000%, 02/01/2030		2,245		1,955
2.875%, 01/15/2026		3,019		2,879
2.300%, 02/01/2025		605		586
American Airlines Pass-Through Trust, Ser 2015-1, Cl A
3.375%, 05/01/2027		78		73
Boeing
7.250%, 06/15/2025		107		109
5.930%, 05/01/2060		800		766
5.805%, 05/01/2050		3,967		3,824
5.705%, 05/01/2040		1,090		1,062
5.150%, 05/01/2030		1,240		1,219
4.875%, 05/01/2025		2,290		2,269
3.750%, 02/01/2050		1,849		1,313
3.625%, 02/01/2031		2,272		2,035
3.250%, 02/01/2035		3,053		2,454
3.200%, 03/01/2029		720		651
3.100%, 05/01/2026		230		219
2.800%, 03/01/2027		280		260
2.700%, 02/01/2027		340		317
2.196%, 02/04/2026		1,930		1,810


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Burlington Northern Santa Fe LLC
7.290%, 06/01/2036	$	200	$	235
5.200%, 04/15/2054		754		740
4.550%, 09/01/2044		825		738
4.450%, 01/15/2053		299		263
3.650%, 09/01/2025		140		137
2.875%, 06/15/2052		610		397
Canadian Pacific Railway
6.125%, 09/15/2115		34		36
Carrier Global
6.200%, 03/15/2054		524		572
5.900%, 03/15/2034		1,497		1,553
3.577%, 04/05/2050		70		52
Caterpillar
4.300%, 05/15/2044		50		45
Caterpillar Financial Services
4.500%, 01/08/2027		1,857		1,845
Caterpillar Financial Services MTN
4.850%, 02/27/2029		2,157		2,159
Cintas No. 2
4.000%, 05/01/2032		2,845		2,670
3.700%, 04/01/2027		590		572
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A
4.000%, 10/29/2024		38		37
Crowley Conro LLC
4.181%, 08/15/2043		718		669
Deere
3.750%, 04/15/2050		320		263
3.100%, 04/15/2030		160		145
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		2,372		2,112
Delta Air Lines/Skymiles LP
4.750%, 10/20/2028 (D)		3,738		3,654
4.500%, 10/20/2025 (D)		776		766
Eaton
7.625%, 04/01/2024		325		326
4.150%, 11/02/2042		530		461
4.000%, 11/02/2032		99		93
Emerson Electric
2.800%, 12/21/2051		2,935		1,895
General Dynamics
4.250%, 04/01/2040		880		782
4.250%, 04/01/2050		200		173
General Electric MTN
6.049%, TSFR3M + 0.742%, 08/15/2036 (B)		3,035		2,818
Honeywell International
5.350%, 03/01/2064		743		742
5.250%, 03/01/2054		743		742
5.000%, 03/01/2035		5,284		5,268


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ILFC E-Capital Trust II
7.436%, TSFR3M + 2.062%, 12/21/2065 (B)(D)	$	1,200	$	951
JetBlue Pass-Through Trust, Ser 2019-1, Cl AA
2.750%, 05/15/2032		135		114
John Deere Capital
4.500%, 01/08/2027		2,600		2,580
4.500%, 01/16/2029		2,600		2,560
John Deere Capital MTN
5.150%, 09/08/2026		2,600		2,617
4.950%, 07/14/2028		2,280		2,293
4.150%, 09/15/2027		1,495		1,466
L3Harris Technologies
5.054%, 04/27/2045		330		309
4.854%, 04/27/2035		210		200
Lockheed Martin
5.200%, 02/15/2064		1,377		1,345
4.800%, 08/15/2034		1,518		1,484
4.150%, 06/15/2053		2,240		1,858
3.900%, 06/15/2032		410		381
Northrop Grumman
5.250%, 05/01/2050		3,620		3,490
5.200%, 06/01/2054		192		184
4.900%, 06/01/2034		1,835		1,786
4.400%, 05/01/2030		860		829
3.850%, 04/15/2045		350		278
3.250%, 01/15/2028		480		450
2.930%, 01/15/2025		2,020		1,976
Otis Worldwide
3.112%, 02/15/2040		605		462
2.056%, 04/05/2025		340		327
Parker-Hannifin
2.700%, 06/14/2024		830		823
Quanta Services
0.950%, 10/01/2024		1,336		1,298
Raytheon Technologies
4.125%, 11/16/2028		480		461
3.950%, 08/16/2025		250		245
3.150%, 12/15/2024		320		314
3.125%, 07/01/2050		1,290		868
2.250%, 07/01/2030		680		575
Republic Services
2.500%, 08/15/2024		680		670
1.450%, 02/15/2031		3,485		2,751
Roper Technologies
1.000%, 09/15/2025		940		881
RTX
6.400%, 03/15/2054		1,545		1,710
6.100%, 03/15/2034		1,932		2,040
6.000%, 03/15/2031		730		760
3.030%, 03/15/2052		420		275


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Siemens Financieringsmaatschappij
1.200%, 03/11/2026 (D)	$	2,830	$	2,621
Union Pacific
3.839%, 03/20/2060		970		737
3.750%, 07/15/2025		530		520
3.750%, 02/05/2070		700		512
3.250%, 02/05/2050		1,065		767
2.891%, 04/06/2036		835		673
2.800%, 02/14/2032		967		830
2.375%, 05/20/2031		713		602
2.150%, 02/05/2027		270		251
United Airlines Pass-Through Trust
5.800%, 01/15/2036		3,800		3,852
United Parcel Service
5.200%, 04/01/2040		525		522
US Airways Pass-Through Trust, Ser 2012-1, Cl A
5.900%, 10/01/2024		17		17
US Airways Pass-Through Trust, Ser 2012-2, Cl A
4.625%, 06/03/2025		2,036		2,001
Veralto
5.500%, 09/18/2026 (D)		698		701
Waste Connections
5.000%, 03/01/2034		820		803
Waste Management
4.875%, 02/15/2034		1,481		1,451

				144,723

Information Technology — 1.4%
Apple
4.850%, 05/10/2053 (G)		380		371
3.950%, 08/08/2052		1,052		876
3.450%, 05/06/2024		350		349
2.650%, 05/11/2050		594		387
2.650%, 02/08/2051		459		296
2.375%, 02/08/2041		545		383
Applied Materials
1.750%, 06/01/2030		1,070		893
Broadcom
4.926%, 05/15/2037 (D)		2,211		2,060
4.150%, 11/15/2030		842		788
3.469%, 04/15/2034 (D)		752		635
3.419%, 04/15/2033 (D)		744		635
3.150%, 11/15/2025		878		847
3.137%, 11/15/2035 (D)		2,310		1,834
2.450%, 02/15/2031 (D)		1,172		979
Cisco Systems
5.300%, 02/26/2054		1,079		1,092
5.050%, 02/26/2034		5,117		5,151
4.950%, 02/26/2031		1,438		1,439
4.850%, 02/26/2029		2,157		2,160


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.800%, 02/26/2027	$	2,158	$	2,160
Constellation Software
5.158%, 02/16/2029 (D)		3,000		2,985
Corning
5.450%, 11/15/2079		475		440
Intel
5.900%, 02/10/2063		1,045		1,089
5.700%, 02/10/2053		1,494		1,514
5.625%, 02/10/2043		430		437
5.600%, 02/21/2054		1,425		1,424
5.200%, 02/10/2033 (G)		430		430
5.150%, 02/21/2034		2,851		2,822
5.125%, 02/10/2030		600		605
5.000%, 02/21/2031		1,069		1,062
4.750%, 03/25/2050		480		428
3.734%, 12/08/2047		119		90
3.050%, 08/12/2051		210		139
2.800%, 08/12/2041		644		458
1.600%, 08/12/2028		650		565
International Business Machines
3.000%, 05/15/2024		2,340		2,328
Intuit
5.500%, 09/15/2053		1,489		1,531
5.250%, 09/15/2026		1,859		1,875
5.200%, 09/15/2033		1,485		1,500
5.125%, 09/15/2028		1,486		1,505
KLA
4.700%, 02/01/2034		1,489		1,450
4.650%, 07/15/2032		640		624
3.300%, 03/01/2050		614		443
Kyndryl Holdings
2.050%, 10/15/2026		1,855		1,694
Lam Research
3.800%, 03/15/2025		150		148
Marvell Technology
5.950%, 09/15/2033		1,116		1,153
5.750%, 02/15/2029		1,116		1,137
1.650%, 04/15/2026		2,010		1,864
Micron Technology
5.875%, 02/09/2033		801		818
5.375%, 04/15/2028		3,753		3,773
5.300%, 01/15/2031		640		634
Microsoft
4.100%, 02/06/2037		245		231
3.450%, 08/08/2036		2,052		1,808
3.300%, 02/06/2027		720		695
2.921%, 03/17/2052		646		447
NVIDIA
3.700%, 04/01/2060		680		534
NXP BV / NXP FUNDING LLC / NXP USA
2.700%, 05/01/2025		430		416


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Oracle
6.900%, 11/09/2052	$	1,385	$	1,560
4.650%, 05/06/2030		610		594
4.000%, 07/15/2046		1,301		1,001
4.000%, 11/15/2047		330		253
3.950%, 03/25/2051		1,359		1,014
3.900%, 05/15/2035		3,620		3,108
3.800%, 11/15/2037		4,295		3,537
3.600%, 04/01/2040		1,834		1,416
2.950%, 05/15/2025		695		674
2.950%, 04/01/2030		1,415		1,255
2.875%, 03/25/2031		1,860		1,604
2.800%, 04/01/2027		625		583
1.650%, 03/25/2026		1,570		1,458
QUALCOMM
6.000%, 05/20/2053		1,688		1,849
Texas Instruments
5.150%, 02/08/2054		745		738
5.000%, 03/14/2053		1,649		1,602
4.850%, 02/08/2034		1,863		1,851
4.600%, 02/08/2029		1,491		1,483
4.150%, 05/15/2048		1,250		1,061
1.750%, 05/04/2030		440		368
TSMC Arizona
2.500%, 10/25/2031		3,950		3,346
1.750%, 10/25/2026		750		690
TSMC Global
1.375%, 09/28/2030 (D)		2,240		1,798
VMware
1.400%, 08/15/2026		1,040		945
1.000%, 08/15/2024		2,329		2,279
Vontier
1.800%, 04/01/2026		1,170		1,078

				101,576

Materials — 0.7%
Air Products and Chemicals
4.850%, 02/08/2034		1,866		1,830
Amcor Finance USA
3.625%, 04/28/2026		2,000		1,925
Anglo American Capital PLC
4.750%, 03/16/2052 (D)		2,145		1,801
4.000%, 09/11/2027 (D)		280		267
3.625%, 09/11/2024 (D)		1,810		1,787
Barrick North America Finance LLC
5.700%, 05/30/2041		470		477
Berry Global
5.650%, 01/15/2034 (D)		260		257
4.875%, 07/15/2026 (D)		3,270		3,193
1.650%, 01/15/2027		1,785		1,607
BHP Billiton Finance USA
5.000%, 09/30/2043		40		38


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Celanese US Holdings LLC
6.700%, 11/15/2033	$	746	$	784
6.550%, 11/15/2030		4,210		4,377
6.379%, 07/15/2032		736		754
6.050%, 03/15/2025		689		691
Dow Chemical
5.600%, 02/15/2054		1,119		1,093
5.150%, 02/15/2034		1,425		1,404
4.800%, 05/15/2049		585		511
DuPont de Nemours
4.493%, 11/15/2025		2,095		2,070
Freeport-McMoRan
5.450%, 03/15/2043		270		252
5.400%, 11/14/2034		330		321
Glencore Finance Canada
6.000%, 11/15/2041 (D)		273		271
5.550%, 10/25/2042 (D)		336		318
Glencore Funding LLC
4.000%, 03/27/2027 (D)		1,570		1,511
International Flavors & Fragrances
5.000%, 09/26/2048		2,365		1,990
2.300%, 11/01/2030 (D)		4,800		3,939
MEGlobal BV MTN
4.250%, 11/03/2026 (D)		1,440		1,382
2.625%, 04/28/2028 (D)		2,250		1,997
OCP
4.500%, 10/22/2025 (D)		1,860		1,810
Orbia Advance
2.875%, 05/11/2031 (D)		1,340		1,086
1.875%, 05/11/2026 (D)		1,410		1,286
Southern Copper
5.250%, 11/08/2042		4,340		4,080
Suzano Austria GmbH
6.000%, 01/15/2029		2,340		2,339
Vale Overseas
6.875%, 11/21/2036		1,495		1,596
6.250%, 08/10/2026		2,290		2,321

				51,365

Real Estate — 1.1%
Agree
4.800%, 10/01/2032		703		657
2.600%, 06/15/2033		319		247
2.000%, 06/15/2028		1,402		1,218
American Assets Trust
3.375%, 02/01/2031		2,580		2,080
American Homes 4 Rent LP
5.500%, 02/01/2034		736		722
4.300%, 04/15/2052		578		449
3.625%, 04/15/2032		1,291		1,126
3.375%, 07/15/2051		1,120		738
2.375%, 07/15/2031		1,320		1,063


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
American Tower
5.900%, 11/15/2033	$	2,233	$	2,290
5.650%, 03/15/2033		2,318		2,333
5.550%, 07/15/2033		1,920		1,919
5.500%, 03/15/2028		1,493		1,499
3.125%, 01/15/2027		632		596
2.950%, 01/15/2051 (G)		374		237
2.700%, 04/15/2031		3,790		3,181
1.875%, 10/15/2030		3,215		2,584
AvalonBay Communities MTN
2.450%, 01/15/2031		1,535		1,310
Boston Properties
3.400%, 06/21/2029		1,510		1,333
2.900%, 03/15/2030		125		105
Brixmor Operating Partnership
2.500%, 08/16/2031		1,959		1,595
Camden Property Trust
2.800%, 05/15/2030		480		422
Crown Castle
5.800%, 03/01/2034		2,318		2,349
5.100%, 05/01/2033		1,097		1,060
5.000%, 01/11/2028		2,083		2,052
2.900%, 04/01/2041		747		518
2.100%, 04/01/2031		4,381		3,517
1.050%, 07/15/2026		1,234		1,116
Equinix
3.900%, 04/15/2032		3,975		3,606
Essex Portfolio
2.550%, 06/15/2031		665		548
Extra Space Storage
3.900%, 04/01/2029		1,153		1,077
2.550%, 06/01/2031		2,590		2,130
2.400%, 10/15/2031		2,090		1,688
2.200%, 10/15/2030		542		443
GLP Capital LP / GLP Financing II
5.750%, 06/01/2028		1,250		1,240
5.375%, 04/15/2026		270		267
5.300%, 01/15/2029		1,775		1,722
4.000%, 01/15/2030		1,542		1,388
4.000%, 01/15/2031		85		75
3.250%, 01/15/2032		38		32
Healthcare Realty Holdings
3.875%, 05/01/2025		1,100		1,070
3.625%, 01/15/2028		195		178
3.500%, 08/01/2026		1,010		961
3.100%, 02/15/2030		30		26
2.050%, 03/15/2031		360		273
2.000%, 03/15/2031		1,000		784
Hudson Pacific Properties
4.650%, 04/01/2029 (G)		3,265		2,719
3.250%, 01/15/2030		180		135


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Invitation Homes Operating Partnership
2.000%, 08/15/2031	$	2,393	$	1,869
Invitation Homes Operating Partnership LP
5.500%, 08/15/2033		2,180		2,153
4.150%, 04/15/2032		1,285		1,159
LXP Industrial Trust
6.750%, 11/15/2028		545		563
NNN REIT
5.600%, 10/15/2033		523		522
Physicians Realty
3.950%, 01/15/2028		56		53
2.625%, 11/01/2031		1,325		1,079
Realty Income
5.625%, 10/13/2032		1,306		1,322
5.125%, 02/15/2034		1,492		1,443
4.900%, 07/15/2033		1,102		1,051
3.400%, 01/15/2030		762		691
2.850%, 12/15/2032		934		770
2.200%, 06/15/2028		691		613
2.100%, 03/15/2028		715		635
Regency Centers LP
5.250%, 01/15/2034		741		724
2.950%, 09/15/2029		1,768		1,565
Sabra Health Care LP
3.900%, 10/15/2029		1,335		1,187
Scentre Group Trust 1/ Scentre Group Trust 2
3.625%, 01/28/2026 (D)		1,285		1,242
Simon Property Group LP
2.450%, 09/13/2029		1,480		1,291
STORE Capital
2.750%, 11/18/2030		1,142		901
2.700%, 12/01/2031		449		349
Store Capital LLC
4.625%, 03/15/2029		823		768
4.500%, 03/15/2028		742		694
Sun Communities Operating
4.200%, 04/15/2032		1,664		1,479
VICI Properties
5.625%, 05/15/2052		63		57
5.125%, 05/15/2032		2,096		1,967
4.950%, 02/15/2030		325		309
4.625%, 06/15/2025 (D)		140		138
4.500%, 01/15/2028 (D)(G)		416		395
4.125%, 08/15/2030 (D)		70		63
3.875%, 02/15/2029 (D)		745		680

				86,410

Utilities — 2.2%
Alabama Power
3.700%, 12/01/2047		1,490		1,129
American Electric Power
5.699%, 08/15/2025		1,745		1,747


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
American Transmission Systems
2.650%, 01/15/2032 (D)	$	1,186	$	974
Appalachian Power
4.500%, 03/01/2049		60		48
4.450%, 06/01/2045		1,600		1,318
Baltimore Gas and Electric
5.400%, 06/01/2053		1,120		1,099
2.250%, 06/15/2031		1,000		833
Berkshire Hathaway Energy
2.850%, 05/15/2051		2,810		1,805
Boston Gas
4.487%, 02/15/2042 (D)		140		114
CenterPoint Energy Houston Electric LLC
5.200%, 10/01/2028		1,118		1,128
5.150%, 03/01/2034		4,864		4,855
3.600%, 03/01/2052		738		554
Chile Electricity Lux MPC Sarl
6.010%, 01/20/2033 (D)		1,770		1,795
Comision Federal de Electricidad
3.875%, 07/26/2033 (D)		790		647
Consolidated Edison of New York
5.900%, 11/15/2053		748		789
5.500%, 03/15/2034		2,236		2,284
5.200%, 03/01/2033		398		401
4.450%, 03/15/2044		2,180		1,896
3.950%, 04/01/2050		210		168
3.350%, 04/01/2030		260		238
3.200%, 12/01/2051		226		153
Constellation Energy Generation LLC
5.600%, 03/01/2028		2,410		2,442
Consumers Energy
4.600%, 05/30/2029		1,636		1,608
2.500%, 05/01/2060		608		336
Consumers Securitization Funding LLC
5.550%, 03/01/2028		2,085		2,080
Dominion Energy
3.071%, 08/15/2024 (C)		1,800		1,779
DTE Electric
5.200%, 03/01/2034		1,438		1,431
3.650%, 03/01/2052		534		401
2.950%, 03/01/2050		1,167		776
DTE Energy
2.529%, 10/01/2024 (C)		1,775		1,741
1.050%, 06/01/2025		2,400		2,272
Duke Energy
3.500%, 06/15/2051		207		143
3.150%, 08/15/2027		850		797
0.900%, 09/15/2025		1,955		1,829
Duke Energy Carolinas LLC
5.400%, 01/15/2054		743		724
5.350%, 01/15/2053		1,499		1,467
4.950%, 01/15/2033		715		705


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.250%, 12/15/2041	$	1,000	$	847
4.000%, 09/30/2042		1,512		1,237
3.550%, 03/15/2052		904		651
2.850%, 03/15/2032		1,242		1,055
2.550%, 04/15/2031		447		383
Duke Energy Florida LLC
5.875%, 11/15/2033		380		398
2.400%, 12/15/2031		997		823
Duke Energy Indiana LLC
2.750%, 04/01/2050		880		548
Duke Energy Ohio
5.250%, 04/01/2033		1,700		1,701
Duke Energy Progress LLC
5.250%, 03/15/2033		744		743
4.150%, 12/01/2044		250		204
2.500%, 08/15/2050		1,009		602
East Ohio Gas
2.000%, 06/15/2030 (D)		2,365		1,939
Entergy Arkansas LLC
5.150%, 01/15/2033 (G)		1,500		1,502
2.650%, 06/15/2051		900		541
Entergy Texas
3.450%, 12/01/2027		1,625		1,518
Evergy Metro
5.300%, 10/01/2041		250		235
Eversource Energy
5.950%, 02/01/2029		5,215		5,341
4.600%, 07/01/2027		1,125		1,099
Exelon
5.625%, 06/15/2035		1,720		1,710
3.950%, 06/15/2025		1,020		1,001
FirstEnergy
4.150%, 07/15/2027		1,310		1,244
1.600%, 01/15/2026		300		278
Florida Power & Light
4.400%, 05/15/2028		4,000		3,927
3.250%, 06/01/2024		455		452
Interstate Power and Light
5.700%, 10/15/2033		2,335		2,375
Jersey Central Power & Light
2.750%, 03/01/2032 (D)		1,098		908
KeySpan Gas East
3.586%, 01/18/2052 (D)		4,825		3,231
2.742%, 08/15/2026 (D)		1,175		1,097
Louisville Gas and Electric
5.450%, 04/15/2033		2,285		2,307
Metropolitan Edison
5.200%, 04/01/2028 (D)		1,125		1,123
4.300%, 01/15/2029 (D)		1,895		1,821
4.000%, 04/15/2025 (D)		1,000		979
MidAmerican Energy
5.300%, 02/01/2055		699		680


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.800%, 09/15/2043	$	1,500	$	1,371
3.650%, 04/15/2029		1,330		1,255
2.700%, 08/01/2052		867		533
Mid-Atlantic Interstate Transmission LLC
4.100%, 05/15/2028 (D)		190		182
Mississippi Power
4.250%, 03/15/2042		509		424
3.100%, 07/30/2051		1,199		780
National Rural Utilities Cooperative Finance MTN
1.875%, 02/07/2025		720		697
NextEra Energy Capital Holdings
6.051%, 03/01/2025		2,190		2,198
5.250%, 03/15/2034		1,730		1,697
NiSource
5.800%, 02/01/2042		471		445
Northern States Power
5.400%, 03/15/2054		1,151		1,139
NSTAR Electric
3.100%, 06/01/2051		248		166
Pacific Gas and Electric
6.100%, 01/15/2029		2,730		2,795
5.800%, 05/15/2034		2,547		2,544
4.950%, 07/01/2050		3,197		2,714
4.750%, 02/15/2044		336		280
4.200%, 06/01/2041		581		457
3.950%, 12/01/2047		2,306		1,678
3.500%, 08/01/2050		588		396
3.300%, 08/01/2040		90		65
2.500%, 02/01/2031		2,795		2,290
2.100%, 08/01/2027		3,055		2,736
PacifiCorp
2.900%, 06/15/2052		2,590		1,578
PECO Energy
4.150%, 10/01/2044		1,985		1,660
2.850%, 09/15/2051		1,206		774
Pennsylvania Electric
5.150%, 03/30/2026 (D)		750		743
4.150%, 04/15/2025 (D)		995		974
3.250%, 03/15/2028 (D)		974		899
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (D)		2,090		2,024
5.450%, 05/21/2028 (D)		830		825
4.125%, 05/15/2027 (D)		1,990		1,903
Piedmont Natural Gas
5.050%, 05/15/2052		2,000		1,799
2.500%, 03/15/2031		2,000		1,673
Progress Energy
6.000%, 12/01/2039		200		202
Public Service Electric and Gas MTN
5.450%, 03/01/2054		721		721


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.125%, 03/15/2053	$	1,390	$	1,344
2.700%, 05/01/2050		467		300
2.050%, 08/01/2050		277		154
1.900%, 08/15/2031		1,718		1,383
Public Service Enterprise Group
6.125%, 10/15/2033		895		933
5.875%, 10/15/2028		1,453		1,491
Public Service of Oklahoma
3.150%, 08/15/2051		676		453
Southern California Edison
4.125%, 03/01/2048		753		602
Southern California Gas
2.550%, 02/01/2030		1,840		1,598
Southern Gas Capital
3.250%, 06/15/2026		1,550		1,482
Southwestern Electric Power
5.300%, 04/01/2033		1,560		1,539
2.750%, 10/01/2026		1,000		939
1.650%, 03/15/2026		3,990		3,712
Southwestern Public Service
3.750%, 06/15/2049		2,000		1,449
Texas Electric Market Stabilization Funding N LLC
4.265%, 08/01/2034 (D)		4,215		4,072
Virginia Electric and Power
5.000%, 04/01/2033		2,078		2,036
5.000%, 01/15/2034		2,569		2,497
4.650%, 08/15/2043		1,205		1,066
2.950%, 11/15/2051		1,000		642
Virginia Power Fuel Securitization LLC
5.088%, 05/01/2027		995		991
Vistra Operations LLC
4.300%, 07/15/2029 (D)		2,725		2,540
WEC Energy Group
0.800%, 03/15/2024		1,480		1,478
Wisconsin Electric Power
1.700%, 06/15/2028		670		590

				164,914

Total Corporate Obligations
(Cost $2,105,234) ($ Thousands)				1,969,731



ASSET-BACKED SECURITIES — 8.1%
Automotive — 2.0%

Ally Auto Receivables Trust, Ser 2022-3, Cl A4
5.070%, 06/15/2031		876		873
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3
4.380%, 04/18/2028		1,661		1,645


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A3
5.620%, 11/18/2027	$	757	$	762
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A3
5.810%, 05/18/2028		1,495		1,503
ARI Fleet Lease Trust, Ser 2022-A, Cl A2
3.120%, 01/15/2031 (D)		495		491
ARI Fleet Lease Trust, Ser 2024-A, Cl A2
5.300%, 11/15/2032 (D)		1,145		1,143
Avis Budget Rental Car Funding AESOP LLC, Ser 2019-3A, Cl A
2.360%, 03/20/2026 (D)		590		575
Avis Budget Rental Car Funding AESOP LLC, Ser 2020-2A, Cl A
2.020%, 02/20/2027 (D)		3,620		3,404
Avis Budget Rental Car Funding AESOP LLC, Ser 2021-1A, Cl A
1.380%, 08/20/2027 (D)		1,050		959
BMW Vehicle Lease Trust, Ser 2023-1, Cl A3
5.160%, 11/25/2025		530		529
BMW Vehicle Lease Trust, Ser 2023-1, Cl A4
5.070%, 06/25/2026		1,181		1,176
BMW Vehicle Owner Trust, Ser 2023-A, Cl A3
5.470%, 02/25/2028		810		814
Capital One Prime Auto Receivables Trust, Ser 2022-2, Cl A3
3.660%, 05/17/2027		2,825		2,769
Capital One Prime Auto Receivables Trust, Ser 2023-1, Cl A3
4.870%, 02/15/2028		2,683		2,666
CarMax Auto Owner Trust, Ser 2024-1, Cl A3
4.920%, 10/16/2028		1,405		1,399
Chase Auto Owner Trust, Ser 2022-AA, Cl A4
3.990%, 03/27/2028 (D)		1,120		1,092
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl B
0.980%, 12/11/2034 (D)		1,140		1,119
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl C
1.200%, 12/11/2034 (D)		1,990		1,940
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2
6.400%, 03/20/2030 (D)		1,455		1,477
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (D)		905		883
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A3
5.060%, 05/15/2027		3,309		3,301


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A4
5.050%, 06/15/2027	$	772	$	769
Ford Credit Auto Owner Trust, Ser 2022-1, Cl A
3.880%, 11/15/2034 (D)		1,544		1,493
Ford Credit Auto Owner Trust, Ser 2022-D, Cl A4
5.300%, 03/15/2028		788		790
Ford Credit Auto Owner Trust, Ser 2023-2, Cl C
6.160%, 02/15/2036 (D)		2,820		2,859
Ford Credit Auto Owner Trust, Ser 2023-A, Cl A3
4.650%, 02/15/2028		3,281		3,252
Ford Credit Auto Owner Trust, Ser 2023-C, Cl A3
5.530%, 09/15/2028		1,755		1,772
Ford Credit Auto Owner Trust, Ser 2024-1, Cl A
4.870%, 08/15/2036 (D)		4,779		4,752
Ford Credit Floorplan Master Owner Trust, Ser 2018-4, Cl A
4.060%, 11/15/2030		2,740		2,636
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3
4.010%, 09/22/2025		1,762		1,754
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A4
5.090%, 05/20/2027		1,064		1,061
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A4
5.440%, 08/20/2027		677		679
GM Financial Automobile Leasing Trust, Ser 2024-1, Cl A3
5.090%, 03/22/2027		1,435		1,432
GM Financial Consumer Automobile Receivables Trust, Ser 2022-4, Cl A3
4.820%, 08/16/2027		1,305		1,297
GM Financial Consumer Automobile Receivables Trust, Ser 2024-1, Cl A4
4.860%, 06/18/2029		764		762
Hertz Vehicle Financing III LLC, Ser 2022-3A, Cl A
3.370%, 03/25/2025 (D)		173		173
Hertz Vehicle Financing III, Ser 2021-2A, Cl C
2.520%, 12/27/2027 (D)		2,030		1,845
Honda Auto Receivables Owner Trust, Ser 2022-2, Cl A3
3.730%, 07/20/2026		1,490		1,468


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3
4.380%, 10/15/2025 (D)	$	1,715	$	1,706
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A4
5.170%, 04/15/2027 (D)		1,684		1,677
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A4
5.840%, 09/15/2027 (D)		1,115		1,127
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A3
5.020%, 03/15/2027 (D)		2,021		2,012
Hyundai Auto Lease Securitization Trust, Ser 2024-A, Cl A4
5.070%, 02/15/2028 (D)		767		763
Hyundai Auto Receivables Trust, Ser 2021-C, Cl A4
1.030%, 12/15/2027		1,347		1,269
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3
2.220%, 10/15/2026		2,261		2,210
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A4
2.350%, 04/17/2028		899		855
Hyundai Auto Receivables Trust, Ser 2023-A, Cl A4
4.480%, 07/17/2028		1,525		1,501
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A3
5.480%, 04/17/2028		858		863
Hyundai Auto Receivables Trust, Ser 2023-C, Cl A3
5.540%, 10/16/2028		3,555		3,593
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B
0.889%, 12/26/2028 (D)		252		247
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl B
0.760%, 02/26/2029 (D)		784		759
Mercedes-Benz Auto Receivables Trust, Ser 2022-1, Cl A4
5.250%, 02/15/2029		1,834		1,839
Nissan Auto Lease Trust, Ser 2023-B, Cl A4
5.610%, 11/15/2027		1,493		1,498
Nissan Auto Lease Trust, Ser 2024-A, Cl A4
4.970%, 09/15/2028		808		804
Nissan Auto Receivables Owner Trust, Ser 2022-B, Cl A4
4.450%, 11/15/2029		1,104		1,085
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A3
6.230%, 06/15/2028 (D)		1,640		1,652


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A3
3.960%, 04/15/2026 (D)	$	1,337	$	1,327
PenFed Auto Receivables Owner Trust, Ser 2022-A, Cl A4
4.180%, 12/15/2028 (D)		813		800
Santander Bank Auto Credit-Linked Notes, Ser 2023-B, Cl C
5.933%, 12/15/2033 (D)		3,900		3,902
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3
2.980%, 10/15/2026		818		816
Santander Drive Auto Receivables Trust, Ser 2022-3, Cl A3
3.400%, 12/15/2026		1,173		1,167
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl A3
4.140%, 02/16/2027		1,351		1,344
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3
4.110%, 08/17/2026		807		805
Santander Drive Auto Receivables Trust, Ser 2022-6, Cl A3
4.490%, 11/16/2026		3,457		3,444
Santander Drive Auto Receivables Trust, Ser 2022-7, Cl A3
5.750%, 04/15/2027		948		948
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A3
5.250%, 04/17/2028		1,408		1,407
Santander Retail Auto Lease Trust, Ser 2022-B, Cl A3
3.280%, 11/20/2025 (D)		2,595		2,571
SBNA Auto Lease Trust, Ser 2024-A, Cl A3
5.390%, 11/20/2026 (D)		3,496		3,497
SBNA Auto Lease Trust, Ser 2024-A, Cl A4
5.240%, 01/22/2029 (D)		2,096		2,091
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A3
5.470%, 10/20/2028 (D)		2,195		2,205
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A3
4.950%, 05/21/2029 (D)		2,297		2,285
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A4
4.940%, 01/21/2031 (D)		389		387
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A
2.560%, 11/25/2031 (D)		885		879
Toyota Auto Loan Extended Note Trust, Ser 2020-1A, Cl A
1.350%, 05/25/2033 (D)		3,475		3,307


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Toyota Auto Loan Extended Note Trust, Ser 2021-1A, Cl A
1.070%, 02/27/2034 (D)	$	7,785	$	7,189
Toyota Auto Loan Extended Note Trust, Ser 2023-1A, Cl A
4.930%, 06/25/2036 (D)		4,760		4,762
Toyota Auto Receivables Owner Trust, Ser 2022-D, Cl A4
5.430%, 04/17/2028		994		1,004
Toyota Auto Receivables Owner Trust, Ser 2023-B, Cl A3
4.710%, 02/15/2028		1,966		1,950
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A3
5.160%, 04/17/2028		3,130		3,134
Toyota Auto Receivables Owner Trust, Ser 2023-D, Cl A3
5.540%, 08/15/2028		1,760		1,779
Toyota Lease Owner Trust, Ser 2024-A, Cl A3
5.250%, 04/20/2027 (D)		1,950		1,952
Veridian Auto Receivables Trust, Ser 2023-1A, Cl A3
5.560%, 03/15/2028 (D)		3,050		3,038
Volkswagen Auto Lease Trust, Ser 2022-A, Cl A3
3.440%, 07/21/2025		896		890
Volkswagen Auto Loan Enhanced Trust, Ser 2023-1, Cl A3
5.020%, 06/20/2028		2,187		2,183
World Omni Automobile Lease Securitization Trust, Ser 2023-A, Cl A3
5.070%, 09/15/2026		1,115		1,112
World Omni Select Auto Trust, Ser 2023-A, Cl A2A
5.920%, 03/15/2027		1,276		1,278
				148,227

Credit Cards — 0.5%

American Express Credit Account Master Trust, Ser 2022-2, Cl A
3.390%, 05/15/2027		1,580		1,546
American Express Credit Account Master Trust, Ser 2023-1, Cl A
4.870%, 05/15/2028		1,077		1,075
BA Credit Card Trust, Ser 2023-A2, Cl A2
4.980%, 11/15/2028		9,846		9,873
Chase Issuance Trust, Ser 2024-A2, Cl A
4.630%, 01/15/2031		3,336		3,319
Discover Card Execution Note Trust, Ser 2023-A1, Cl A
4.310%, 03/15/2028		2,205		2,176


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Discover Card Execution Note Trust, Ser 2023-A2, Cl A
4.930%, 06/15/2028	$	6,720	$	6,717
Synchrony Card Funding LLC, Ser 2023-A1, Cl A
5.540%, 07/15/2029		4,653		4,691
WF Card Issuance Trust, Ser 2024-A1, Cl A
4.940%, 02/15/2029		4,274		4,274
				33,671

Mortgage Related Securities — 0.1%

Aames Mortgage Trust, Ser 2002-1, Cl A3
7.396%, 06/25/2032 (C)		12		12
Accredited Mortgage Loan Trust, Ser 2005-3, Cl M3
6.155%, TSFR1M + 0.834%, 09/25/2035 (B)		240		239
Centex Home Equity Loan Trust, Ser 2005-A, Cl M1
6.155%, TSFR1M + 0.834%, 01/25/2035 (B)		1,094		1,087
Delta Funding Home Equity Loan Trust, Ser 1999-3, Cl A1A
6.252%, TSFR1M + 0.934%, 09/15/2029 (B)		133		126
Master Asset-Backed Securities Trust, Ser 2006-WMC3, Cl A4
5.755%, TSFR1M + 0.434%, 08/25/2036 (B)		661		236
Morgan Stanley Mortgage Loan Trust, Ser 2007-3XS, Cl 2A3S
6.358%, 01/25/2047 (C)		12		4
RASC Trust, Ser 2005-KS9, Cl M5
6.380%, TSFR1M + 0.744%, 10/25/2035 (B)		3,344		3,306
RASC Trust, Ser 2006-KS2, Cl M2
6.020%, TSFR1M + 0.699%, 03/25/2036 (B)		1,144		1,125
Structured Asset Securities Pass-Through Certificates, Ser 2002-AL1, Cl A2
3.450%, 02/25/2032		6		5
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2004-2, Cl A33
6.435%, TSFR1M + 1.114%, 10/25/2034 (B)		2,018		2,002
				8,142

Other Asset-Backed Securities — 5.5%

AB BSL CLO IV, Ser 2023-4A, Cl A
7.318%, TSFR3M + 2.000%, 04/20/2036 (B)(D)		890		895


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
ABPCI Direct Lending Fund CLO X, Ser 2020-10A, Cl A1A
7.529%, TSFR3M + 2.212%, 01/20/2032 (B)(D)	$	2,420	$	2,420
AccessLex Institute, Ser 2007-A, Cl A3
5.885%, TSFR3M + 0.562%, 05/25/2036 (B)		1,122		1,100
AGL CLO VI, Ser 2021-6A, Cl AR
6.779%, TSFR3M + 1.462%, 07/20/2034 (B)(D)		610		610
Aimco CLO XI, Ser 2021-11A, Cl AR
6.708%, TSFR3M + 1.392%, 10/17/2034 (B)(D)		5,500		5,512
Aligned Data Centers Issuer LLC, Ser 2021-1A, Cl A2
1.937%, 08/15/2046 (D)		3,630		3,281
American Homes 4 Rent, Ser 2015-SFR1, Cl A
3.467%, 04/17/2052 (D)		4,730		4,621
AMMC CLO 15, Ser 2021-15A, Cl BR3
7.226%, TSFR3M + 1.912%, 01/15/2032 (B)(D)		2,000		1,999
Apidos CLO XXXV, Ser 2021-35A, Cl A
6.629%, TSFR3M + 1.312%, 04/20/2034 (B)(D)		1,320		1,321
Arbor Realty Commercial Real Estate Notes, Ser 2021-FL4, Cl AS
7.132%, TSFR1M + 1.814%, 11/15/2036 (B)(D)		4,831		4,760
Arbor Realty Commercial Real Estate Notes, Ser 2022-FL1, Cl A
6.775%, SOFR30A + 1.450%, 01/15/2037 (B)(D)		1,848		1,824
Ares Loan Funding IV, Ser 2023-ALF4A, Cl A1
7.097%, TSFR3M + 1.750%, 10/15/2036 (B)(D)		2,380		2,391
Ares LXIII CLO, Ser 2022-63A, Cl A1A
6.698%, TSFR3M + 1.380%, 04/20/2035 (B)(D)		2,750		2,753
Ares XLII Clo, Ser 2021-42A, Cl BR
7.079%, TSFR3M + 1.762%, 01/22/2028 (B)(D)		2,000		1,998
Balboa Bay Loan Funding, Ser 2021-2A, Cl A1
6.749%, TSFR3M + 1.432%, 01/20/2035 (B)(D)		1,230		1,229
Ballyrock CLO, Ser 2019-2, Cl A1RR
6.719%, TSFR3M + 1.400%, 02/20/2036 (B)(D)		1,530		1,529
Birch Grove CLO 7, Ser 2023-7A, Cl A1
7.178%, TSFR3M + 1.800%, 10/20/2036 (B)(D)		1,420		1,430


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Birch Grove CLO 8, Ser 2024-8A, Cl A1
0.000%, 04/20/2037 (B)(D)(E)	$	1,450	$	1,450
Blackbird Capital II Aircraft Lease, Ser 2021-1A, Cl A
2.443%, 07/15/2046 (D)		775		682
BlueMountain CLO XXXI, Ser 2021-31A, Cl A1
6.721%, TSFR3M + 1.412%, 04/19/2034 (B)(D)		350		350
Brazos Education Loan Authority, Ser 2012-1, Cl A1
6.136%, SOFR30A + 0.814%, 12/26/2035 (B)		431		429
Brightwood Capital MM CLO, Ser 2023-1A, Cl A1A
8.111%, TSFR3M + 2.750%, 10/15/2035 (B)(D)		1,690		1,702
Carlyle Global Market Strategies CLO, Ser 2018-3RA, Cl A1A
6.631%, TSFR3M + 1.312%, 07/27/2031 (B)(D)		743		745
Catskill Park CLO, Ser 2017-1A, Cl A2
7.279%, TSFR3M + 1.962%, 04/20/2029 (B)(D)		1,500		1,503
Cayuga Park CLO, Ser 2021-1A, Cl AR
6.698%, TSFR3M + 1.382%, 07/17/2034 (B)(D)		2,360		2,361
CBAM, Ser 2017-1A, Cl A1
6.829%, TSFR3M + 1.512%, 07/20/2030 (B)(D)		468		469
Cedar Funding V CLO, Ser 2020-5A, Cl AFRR
1.937%, 07/17/2031 (D)		1,460		1,375
Chase Funding Trust, Ser 2003-6, Cl 1A5
4.868%, 11/25/2034 (C)		85		83
Chase Funding Trust, Ser 2003-6, Cl 1A7
4.868%, 11/25/2034 (C)		84		82
CIFC Funding, Ser 2021-1A, Cl A1
6.696%, TSFR3M + 1.372%, 04/25/2033 (B)(D)		730		731
CIFC Funding, Ser 2021-3A, Cl A1R
6.709%, TSFR3M + 1.392%, 10/20/2034 (B)(D)		840		841
CIFC Funding, Ser 2021-4A, Cl A1A2
6.649%, TSFR3M + 1.332%, 04/20/2034 (B)(D)		350		351
CIFC Funding, Ser 2021-7A, Cl A1
6.707%, TSFR3M + 1.392%, 01/23/2035 (B)(D)		6,225		6,242
CIT Education Loan Trust, Ser 2007-1, Cl A
5.704%, SOFR90A + 0.352%, 03/25/2042 (B)(D)		886		863
Citicorp Residential Mortgage Trust, Ser 2007-1, Cl A5
4.806%, 03/25/2037 (C)		190		188


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CNH Equipment Trust, Ser 2022-B, Cl A3
3.890%, 08/16/2027	$	1,790	$	1,756
CNH Equipment Trust, Ser 2022-C, Cl A3
5.150%, 04/17/2028		3,265		3,263
College Ave Student Loans LLC, Ser 2023-A, Cl A2
5.330%, 05/25/2055 (D)		2,619		2,561
College Avenue Student Loans LLC, Ser 2017-A, Cl A1
7.085%, TSFR1M + 1.764%, 11/26/2046 (B)(D)		433		437
College Avenue Student Loans LLC, Ser 2018-A, Cl A2
4.130%, 12/26/2047 (D)		335		320
College Avenue Student Loans LLC, Ser 2019-A, Cl A2
3.280%, 12/28/2048 (D)		713		655
College Avenue Student Loans LLC, Ser 2021-B, Cl A2
1.760%, 06/25/2052 (D)		582		508
College Avenue Student Loans LLC, Ser 2021-C, Cl A2
2.320%, 07/26/2055 (D)		376		322
COOF Securitization Trust, Ser 2014-1, Cl A, IO
3.452%, 06/25/2040 (B)(D)		92		8
Countrywide Asset-Backed Certificates Trust, Ser 2004-6, Cl 1A1
5.975%, TSFR1M + 0.654%, 12/25/2034 (B)		1,757		1,700
Countrywide Asset-Backed Certificates Trust, Ser 2006-SD3, Cl A1
6.095%, TSFR1M + 0.774%, 07/25/2036 (B)(D)		20		19
Countrywide Asset-Backed Certificates Trust, Ser 2007-13, Cl 2A1
6.335%, TSFR1M + 1.014%, 10/25/2047 (B)		187		167
Countrywide Home Equity Loan Revolving Home Equity Loan Trust, Ser 2007-A, Cl A
5.552%, TSFR1M + 0.234%, 04/15/2037 (B)		1,022		945
Credit-Based Asset Servicing and Securitization LLC, Ser 2003-CB3, Cl AF1
3.379%, 12/25/2032 (C)		20		19
Credit-Based Asset Servicing and Securitization LLC, Ser 2006-CB2, Cl AF2
3.054%, 12/25/2036 (C)		306		249
DLLAA LLC, Ser 2023-1A, Cl A3
5.640%, 02/22/2028 (D)		760		768
DLLAD LLC, Ser 2023-1A, Cl A3
4.790%, 01/20/2028 (D)		3,395		3,361


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
DLLST LLC, Ser 2022-1A, Cl A3
3.400%, 01/21/2025 (D)	$	1,669	$	1,661
DLLST LLC, Ser 2024-1A, Cl A3
5.050%, 08/20/2027 (D)		740		737
Dryden XXVI Senior Loan Fund, Ser 2018-26A, Cl AR
6.476%, TSFR3M + 1.162%, 04/15/2029 (B)(D)		2,811		2,811
Eaton Vance CLO, Ser 2021-2A, Cl AR
6.726%, TSFR3M + 1.412%, 01/15/2035 (B)(D)		1,500		1,501
Educational Funding of the South, Ser 2011-1, Cl A2
6.273%, SOFR90A + 0.912%, 04/25/2035 (B)		21		20
EDvestinU Private Education Loan Issue No. 4 LLC, Ser 2022-A, Cl A
5.250%, 11/25/2040 (D)		1,485		1,462
Elmwood CLO I, Ser 2024-1A, Cl A1RR
0.000%, 04/20/2037 (B)(D)(E)		2,220		2,219
Elmwood CLO IV, Ser 2020-1A, Cl A
6.816%, TSFR3M + 1.502%, 04/15/2033 (B)(D)		1,090		1,091
Empower CLO, Ser 2024-1A, Cl A1
0.000%, 04/25/2037 (B)(D)(E)		1,500		1,500
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (D)		8,348		7,780
FNMA Grantor Trust, Ser 2017-T1, Cl A
2.898%, 06/25/2027		178		168
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4
6.095%, TSFR1M + 0.774%, 01/25/2036 (B)		5,485		5,166
Global SC Finance II SRL, Ser 2014-1A, Cl A2
3.090%, 07/17/2029 (D)		114		113
GoldentTree Loan Management US CLO I, Ser 2021-11A, Cl B
7.179%, TSFR3M + 1.862%, 10/20/2034 (B)(D)		6,000		5,968
Golub Capital Partners CLO 66B, Ser 2023-66A, Cl A
7.275%, TSFR3M + 1.950%, 04/25/2036 (B)(D)		890		897
Golub Capital Partners CLO XLV MM, Ser 2019-45A, Cl A
7.299%, TSFR3M + 1.982%, 10/20/2031 (B)(D)		1,375		1,377
Great Lakes Kcap F3c Senior LLC, Ser 2017-1A, Cl A
7.532%, TSFR3M + 2.162%, 12/20/2029 (B)(D)		1,389		1,389


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Halsey Point CLO I, Ser 2019-1A, Cl A1A1
6.929%, TSFR3M + 1.612%, 01/20/2033 (B)(D)	$	590	$	590
Halsey Point CLO III, Ser 2020-3A, Cl A1A
7.029%, TSFR3M + 1.712%, 11/30/2032 (B)(D)		700		702
Hardee's Funding LLC, Ser 2021-1A, Cl A2
2.865%, 06/20/2051 (D)		3,666		3,090
HGI CRE CLO, Ser 2021-FL1, Cl A
6.486%, TSFR1M + 1.164%, 06/16/2036 (B)(D)		1,190		1,174
Hildene Community Funding CDO, Ser 2021-1A, Cl ARR
2.600%, 11/01/2035 (D)		2,069		1,702
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (D)		700		662
HPEFS Equipment Trust, Ser 2024-1A, Cl A3
5.180%, 05/20/2031 (D)		1,150		1,146
HPS Loan Management, Ser 2021-16A, Cl A1
6.717%, TSFR3M + 1.402%, 01/23/2035 (B)(D)		6,000		6,012
JGWPT XXX LLC, Ser 2013-3A, Cl A
4.080%, 01/17/2073 (D)		1,083		1,010
JGWPT XXXII LLC, Ser 2014-2A, Cl A
3.610%, 01/17/2073 (D)		1,403		1,250
KGS-Alpha SBA COOF Trust, Ser 2012-A, Cl A, IO
0.806%, 08/25/2038 (B)(D)		405		8
KGS-Alpha SBA COOF Trust, Ser 2014-2, Cl A, IO
3.108%, 04/25/2040 (B)(D)		56		4
Kings Park CLO, Ser 2021-1A, Cl A
6.709%, TSFR3M + 1.392%, 01/21/2035 (B)(D)		710		712
KKR CLO XXXII, Ser 2020-32A, Cl A1
6.896%, TSFR3M + 1.582%, 01/15/2032 (B)(D)		900		900
KREF, Ser 2022-FL3, Cl A
6.766%, TSFR1M + 1.450%, 02/17/2039 (B)(D)		4,100		4,082
Logan CLO, Ser 2021-1A, Cl A
6.739%, TSFR3M + 1.422%, 07/20/2034 (B)(D)		470		470
Madison Park Funding XXVII, Ser 2018-27A, Cl A2
6.929%, TSFR3M + 1.612%, 04/20/2030 (B)(D)		2,655		2,634
Madison Park Funding XXXV, Ser 2021-35A, Cl A1R
6.569%, TSFR3M + 1.252%, 04/20/2032 (B)(D)		3,500		3,502


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Madison Park Funding XXXVII, Ser 2021-37A, Cl AR
6.646%, TSFR3M + 1.332%, 07/15/2033 (B)(D)	$	470	$	471
Magnetite XIV-R, Ser 2018-14RA, Cl A1
6.680%, TSFR3M + 1.382%, 10/18/2031 (B)(D)		447		448
Magnetite XIV-R, Ser 2018-14RA, Cl A2
6.680%, TSFR3M + 1.382%, 10/18/2031 (B)(D)		2,891		2,879
Magnetite XXVI, Ser 2021-26A, Cl A1R
6.706%, TSFR3M + 1.382%, 07/25/2034 (B)(D)		1,600		1,600
MF1, Ser 2020-FL4, Cl A
7.132%, TSFR1M + 1.814%, 11/15/2035 (B)(D)		815		814
MF1, Ser 2021-FL7, Cl A
6.514%, TSFR1M + 1.194%, 10/16/2036 (B)(D)		3,654		3,630
Mid-State Capital Trust, Ser 2006-1, Cl A
5.787%, 10/15/2040 (D)		1,759		1,720
Mid-State Trust XI, Ser 2003-11, Cl A1
4.864%, 07/15/2038		622		609
MKS CLO, Ser 2018-2A, Cl A
6.769%, TSFR3M + 1.452%, 01/20/2031 (B)(D)		976		977
MMAF Equipment Finance LLC 2024-A, Ser 2024-A, Cl A3
4.950%, 07/14/2031 (D)		2,280		2,269
MVW LLC, Ser 2021-1WA, Cl B
1.440%, 01/22/2041 (D)		324		301
Myers Park CLO, Ser 2018-1A, Cl B1
7.179%, TSFR3M + 1.862%, 10/20/2030 (B)(D)		890		890
Navient Private Education Loan Trust, Ser 2014-AA, Cl A3
7.032%, TSFR1M + 1.714%, 10/15/2031 (B)(D)		521		522
Navient Private Education Loan Trust, Ser 2016-AA, Cl A2B
7.582%, TSFR1M + 2.264%, 12/15/2045 (B)(D)		228		230
Navient Private Education Loan Trust, Ser 2018-BA, Cl A2A
3.610%, 12/15/2059 (D)		383		374
Navient Private Education Refi Loan Trust, Ser 2018-CA, Cl A2
3.520%, 06/16/2042 (D)		38		38
Navient Private Education Refi Loan Trust, Ser 2018-DA, Cl A2A
4.000%, 12/15/2059 (D)		2,567		2,477


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2019-A, Cl A2A
3.420%, 01/15/2043 (D)	$	685	$	665
Navient Private Education Refi Loan Trust, Ser 2019-CA, Cl A2
3.130%, 02/15/2068 (D)		1,240		1,192
Navient Private Education Refi Loan Trust, Ser 2019-D, Cl A2A
3.010%, 12/15/2059 (D)		1,663		1,568
Navient Private Education Refi Loan Trust, Ser 2019-FA, Cl A2
2.600%, 08/15/2068 (D)		2,003		1,869
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (D)		986		895
Navient Private Education Refi Loan Trust, Ser 2020-EA, Cl A
1.690%, 05/15/2069 (D)		1,077		967
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (D)		1,251		1,123
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (D)		185		162
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (D)		556		483
Navient Private Education Refi Loan Trust, Ser 2021-CA, Cl A
1.060%, 10/15/2069 (D)		2,118		1,840
Navient Private Education Refi Loan Trust, Ser 2021-EA, Cl A
0.970%, 12/16/2069 (D)		3,097		2,657
Navient Private Education Refi Loan Trust, Ser 2021-FA, Cl A
1.110%, 02/18/2070 (D)		1,994		1,692
Navient Private Education Refi Loan Trust, Ser 2021-GA, Cl A
1.580%, 04/15/2070 (D)		491		424
Navient Private Education Refi Loan Trust, Ser 2022-A, Cl A
2.230%, 07/15/2070 (D)		1,750		1,535
Navient Student Loan Trust, Ser 2014-1, Cl A3
5.946%, SOFR30A + 0.624%, 06/25/2031 (B)		1,916		1,880
Navient Student Loan Trust, Ser 2014-3, Cl A
6.056%, SOFR30A + 0.734%, 03/25/2083 (B)		2,650		2,631
Navient Student Loan Trust, Ser 2016-3A, Cl A3
6.786%, SOFR30A + 1.464%, 06/25/2065 (B)(D)		1,119		1,129


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Student Loan Trust, Ser 2017-3A, Cl A3
6.486%, SOFR30A + 1.164%, 07/26/2066 (B)(D)	$	5,615	$	5,632
Navient Student Loan Trust, Ser 2019-BA, Cl A2A
3.390%, 12/15/2059 (D)		603		578
Navient Student Loan Trust, Ser 2021-1A, Cl A1A
1.310%, 12/26/2069 (D)		826		709
Navient Student Loan Trust, Ser 2021-3A, Cl A1A
1.770%, 08/25/2070 (D)		1,978		1,727
Navient Student Loan Trust, Ser 2023-BA, Cl A1A
6.480%, 03/15/2072 (D)		817		827
Nelnet Student Loan Trust, Ser 2004-3, Cl A5
5.803%, SOFR90A + 0.442%, 10/27/2036 (B)		439		432
Nelnet Student Loan Trust, Ser 2004-4, Cl A5
5.783%, SOFR90A + 0.422%, 01/25/2037 (B)		1,284		1,272
Nelnet Student Loan Trust, Ser 2005-1, Cl A5
5.733%, SOFR90A + 0.372%, 10/25/2033 (B)		2,870		2,824
Nelnet Student Loan Trust, Ser 2005-2, Cl A5
5.714%, SOFR90A + 0.362%, 03/23/2037 (B)		3,008		2,966
Nelnet Student Loan Trust, Ser 2005-3, Cl A5
5.734%, SOFR90A + 0.382%, 12/24/2035 (B)		2,220		2,192
Nelnet Student Loan Trust, Ser 2005-4, Cl A4
5.794%, SOFR90A + 0.442%, 03/22/2032 (B)		370		354
Nelnet Student Loan Trust, Ser 2014-4A, Cl A2
6.386%, SOFR30A + 1.064%, 11/25/2048 (B)(D)		3,191		3,175
Nelnet Student Loan Trust, Ser 2019-5, Cl A
2.530%, 10/25/2067 (D)		1,321		1,201
Nelnet Student Loan Trust, Ser 2021-CA, Cl AFX
1.320%, 04/20/2062 (D)		1,405		1,268
Neuberger Berman Loan Advisers CLO, Ser 2018-29A, Cl A1
6.701%, TSFR3M + 1.392%, 10/19/2031 (B)(D)		365		366


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
New Economy Assets Phase I Sponsor LLC, Ser 2021-1, Cl B1
2.410%, 10/20/2061 (D)	$	5,740	$	4,803
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1
5.625%, TSFR1M + 0.304%, 04/25/2037 (B)		5,407		5,108
NP SPE X, Ser 2021-1A, Cl A1
2.230%, 03/19/2051 (D)		2,556		2,308
Oaktree CLO, Ser 2022-3A, Cl A2
7.614%, TSFR3M + 2.300%, 07/15/2035 (B)(D)		250		251
Oaktree CLO, Ser 2024-25A, Cl A
0.000%, 04/20/2037 (B)(D)(E)		2,490		2,490
Octagon 52, Ser 2021-1A, Cl B
7.029%, TSFR3M + 1.712%, 04/20/2034 (B)(D)		3,500		3,477
Octagon 66, Ser 2023-1A, Cl A1R
7.076%, TSFR3M + 1.750%, 11/16/2036 (B)(D)		2,500		2,514
Octagon Investment Partners XIV, Ser 2021-1A, Cl AARR
6.526%, TSFR3M + 1.212%, 07/15/2029 (B)(D)		2,861		2,861
Octagon Investment Partners XXI, Ser 2021-1A, Cl AAR3
6.568%, TSFR3M + 1.262%, 02/14/2031 (B)(D)		1,300		1,302
Octane Receivables Trust, Ser 2023-1A, Cl A
5.870%, 05/21/2029 (D)		1,091		1,091
OHA Credit Funding VII, Ser 2022-7A, Cl AR
6.610%, TSFR3M + 1.300%, 02/24/2037 (B)(D)		1,730		1,731
OHA Credit Partners XVI, Ser 2021-16A, Cl A
6.710%, TSFR3M + 1.412%, 10/18/2034 (B)(D)		350		350
Owl Rock CLO III, Ser 2020-3A, Cl A1L
7.379%, TSFR3M + 2.062%, 04/20/2032 (B)(D)		1,620		1,623
Palmer Square CLO, Ser 2021-1A, Cl A1R
6.718%, TSFR3M + 1.412%, 11/14/2034 (B)(D)		2,430		2,431
Palmer Square CLO, Ser 2022-1A, Cl A
6.638%, TSFR3M + 1.320%, 04/20/2035 (B)(D)		5,800		5,784
Palmer Square CLO, Ser 2022-5A, Cl A
7.318%, TSFR3M + 2.000%, 10/20/2035 (B)(D)		710		712
PFS Financing, Ser 2024-B, Cl A
4.950%, 02/15/2029 (D)		1,225		1,220
Point Au Roche Park CLO, Ser 2021-1A, Cl A
6.659%, TSFR3M + 1.342%, 07/20/2034 (B)(D)		3,130		3,134


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Rad CLO, Ser 2023-22A, Cl A1
7.202%, TSFR3M + 1.830%, 01/20/2037 (B)(D)	$	3,040	$	3,058
RAMP Trust, Ser 2007-RZ1, Cl A3
5.935%, TSFR1M + 0.614%, 02/25/2037 (B)		2,756		2,708
Recette CLO, Ser 2021-1A, Cl ARR
6.659%, TSFR3M + 1.342%, 04/20/2034 (B)(D)		760		758
Reese Park CLO, Ser 2021-1A, Cl AR
6.706%, TSFR3M + 1.392%, 10/15/2034 (B)(D)		3,690		3,697
Rockford Tower CLO, Ser 2021-2A, Cl AR
6.681%, TSFR3M + 1.362%, 08/20/2032 (B)(D)		5,000		5,001
RR III, Ser 2018-3A, Cl A1R2
6.666%, TSFR3M + 1.352%, 01/15/2030 (B)(D)		803		804
SBA Small Business Investment, Ser 2018-10B, Cl 1
3.548%, 09/10/2028		992		933
SBA Small Business Investment, Ser 2019-10A, Cl 1
3.113%, 03/10/2029		610		567
SBA Small Business Investment, Ser 2022-10A, Cl 1
2.938%, 03/10/2032		1,756		1,583
SBA Small Business Investment, Ser 2022-10B, Cl 1
4.262%, 09/10/2032		886		848
Sequoia Infrastructure Funding I, Ser 2021-1A, Cl A
6.976%, TSFR3M + 1.662%, 04/15/2031 (B)(D)		401		401
Silver Rock CLO I, Ser 2023-1A, Cl AR
1.833%, TSFR3M + 1.780%, 10/20/2033 (B)(D)		2,960		2,963
SLM Private Education Loan Trust, Ser 2010-C, Cl A5
10.182%, TSFR1M + 4.864%, 10/15/2041 (B)(D)		1,337		1,437
SLM Student Loan Trust, Ser 2003-4, Cl A5D
6.363%, SOFR90A + 1.012%, 03/15/2033 (B)(D)		576		565
SLM Student Loan Trust, Ser 2003-7A, Cl A5A
6.813%, SOFR90A + 1.462%, 12/15/2033 (B)(D)		2,068		2,041
SLM Student Loan Trust, Ser 2006-8, Cl A6
5.783%, SOFR90A + 0.422%, 01/25/2041 (B)		2,823		2,728


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SLM Student Loan Trust, Ser 2008-2, Cl B
6.823%, SOFR90A + 1.462%, 01/25/2083 (B)	$	1,155	$	1,105
SLM Student Loan Trust, Ser 2008-3, Cl B
6.823%, SOFR90A + 1.462%, 04/26/2083 (B)		1,155		1,103
SLM Student Loan Trust, Ser 2008-4, Cl B
7.473%, SOFR90A + 2.112%, 04/25/2073 (B)		1,155		1,158
SLM Student Loan Trust, Ser 2008-5, Cl B
7.473%, SOFR90A + 2.112%, 07/25/2073 (B)		1,155		1,145
SLM Student Loan Trust, Ser 2008-6, Cl A4
6.723%, SOFR90A + 1.362%, 07/25/2023 (B)		2,761		2,738
SLM Student Loan Trust, Ser 2008-6, Cl B
7.473%, SOFR90A + 2.112%, 07/26/2083 (B)		1,155		1,093
SLM Student Loan Trust, Ser 2008-7, Cl B
7.473%, SOFR90A + 2.112%, 07/26/2083 (B)		1,155		1,086
SLM Student Loan Trust, Ser 2014-3A, Cl A6A
6.173%, SOFR90A + 0.812%, 10/25/2064 (B)(D)		2,342		2,306
SMB Private Education Loan Trust, Ser 2016-B, Cl A2A
2.430%, 02/17/2032 (D)		153		149
SMB Private Education Loan Trust, Ser 2016-C, Cl A2B
6.532%, TSFR1M + 1.214%, 09/15/2034 (B)(D)		171		171
SMB Private Education Loan Trust, Ser 2020-A, Cl A2A
2.230%, 09/15/2037 (D)		760		713
SMB Private Education Loan Trust, Ser 2020-BA, Cl A1A
1.290%, 07/15/2053 (D)		712		648
SMB Private Education Loan Trust, Ser 2020-PTA, Cl A2A
1.600%, 09/15/2054 (D)		2,267		2,055
SMB Private Education Loan Trust, Ser 2020-PTB, Cl A2A
1.600%, 09/15/2054 (D)		4,324		3,922
SMB Private Education Loan Trust, Ser 2021-A, Cl A2B
1.590%, 01/15/2053 (D)		990		885
SMB Private Education Loan Trust, Ser 2021-A, Cl APT1
1.070%, 01/15/2053 (D)		2,784		2,457
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (D)		2,196		1,990


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
SMB Private Education Loan Trust, Ser 2021-C, Cl APT1
1.390%, 01/15/2053 (D)	$	1,925	$	1,706
SMB Private Education Loan Trust, Ser 2021-C, Cl B
2.300%, 01/15/2053 (D)		1,001		923
SMB Private Education Loan Trust, Ser 2021-D, Cl A1A
1.340%, 03/17/2053 (D)		1,063		955
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051 (D)		3,004		2,722
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A
5.810%, 05/15/2031 (D)		172		172
SoFi Professional Loan Program LLC, Ser 2017-D, Cl A2FX
2.650%, 09/25/2040 (D)		26		25
SoFi Professional Loan Program Trust, Ser 2020-C, Cl AFX
1.950%, 02/15/2046 (D)		185		169
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX
1.140%, 02/15/2047 (D)		1,491		1,266
South Carolina Student Loan, Ser 2015-A, Cl A
6.935%, TSFR1M + 1.614%, 01/25/2036 (B)		624		624
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2
1.893%, 08/25/2045 (D)		3,772		3,534
Structured Asset Investment Loan Trust, Ser 2004-8, Cl A2
5.985%, TSFR1M + 0.664%, 09/25/2034 (B)		2,213		2,087
Structured Asset Securities Mortgage Loan Trust, Ser 2006-BC5, Cl A4
5.775%, TSFR1M + 0.454%, 12/25/2036 (B)		1,296		1,262
Symphony CLO 40, Ser 2023-40A, Cl A1
6.984%, TSFR3M + 1.640%, 01/14/2034 (B)(D)		2,740		2,748
T-Mobile US Trust, Ser 2022-1A, Cl A
4.910%, 05/22/2028 (D)		1,743		1,735
T-Mobile US Trust, Ser 2024-1A, Cl A
5.050%, 09/20/2029 (D)		5,490		5,490
Trestles CLO IV, Ser 2021-4A, Cl B1
7.279%, TSFR3M + 1.962%, 07/21/2034 (B)(D)		6,300		6,322
Trinitas CLO XXV, Ser 2023-25A, Cl A1
7.181%, TSFR3M + 1.850%, 01/23/2037 (B)(D)		910		916


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Triumph Rail Holdings LLC, Ser 2021-2, Cl A
2.150%, 06/19/2051 (D)	$	1,965	$	1,774
TRTX Issuer, Ser 2022-FL5, Cl A
6.975%, SOFR30A + 1.650%, 02/15/2039 (B)(D)		4,050		4,013
U.S. Small Business Administration, Ser 2019-20D, Cl 1
2.980%, 04/01/2039		211		191
U.S. Small Business Administration, Ser 2019-25G, Cl 1
2.690%, 07/01/2044		382		329
U.S. Small Business Administration, Ser 2022-25E, Cl 1
3.940%, 05/01/2047		951		884
U.S. Small Business Administration, Ser 2022-25F, Cl 1
4.010%, 06/01/2047		1,202		1,123
U.S. Small Business Administration, Ser 2022-25G, Cl 1
3.930%, 07/01/2047		8,745		8,127
U.S. Small Business Administration, Ser 2022-25H, Cl 1
3.800%, 08/01/2047		5,010		4,605
Verizon Master Trust, Ser 2022-2, Cl A
1.530%, 07/20/2028		1,524		1,473
Verizon Master Trust, Ser 2022-4, Cl A
3.400%, 11/20/2028		2,542		2,483
Verizon Master Trust, Ser 2022-6, Cl A
3.670%, 01/22/2029		1,960		1,918
Verizon Master Trust, Ser 2023-1, Cl A
4.490%, 01/22/2029		6,844		6,768
Verizon Master Trust, Ser 2023-2, Cl A
4.890%, 04/13/2028		1,101		1,095
Verizon Master Trust, Ser 2023-4, Cl A1A
5.160%, 06/20/2029		5,065		5,077
Verizon Master Trust, Ser 2023-6, Cl A
5.350%, 09/22/2031 (D)		6,405		6,513
Verizon Master Trust, Ser 2023-7, Cl A1A
5.670%, 11/20/2029		3,565		3,630
Verizon Master Trust, Ser 2024-1, Cl A1A
5.000%, 12/20/2028		5,125		5,111
Verizon Master Trust, Ser 2024-2, Cl A
4.830%, 12/22/2031 (D)		3,642		3,637
Voya CLO, Ser 2018-3A, Cl A1A
6.726%, TSFR3M + 1.412%, 10/15/2031 (B)(D)		2,576		2,581
Voya CLO, Ser 2018-3A, Cl A1R
6.750%, TSFR3M + 1.452%, 10/18/2031 (B)(D)		718		719
Voya CLO, Ser 2021-3A, Cl A1R
6.619%, TSFR3M + 1.302%, 04/20/2034 (B)(D)		1,110		1,108


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Wells Fargo Home Equity Asset-Backed Securities Trust, Ser 2006-2, Cl M2
5.725%, TSFR1M + 0.404%, 07/25/2036 (B)	$	6,151	$	6,050
Whitebox CLO II, Ser 2021-2A, Cl A1R
6.800%, TSFR3M + 1.482%, 10/24/2034 (B)(D)		1,810		1,811
Whitebox CLO III, Ser 2021-3A, Cl A1
6.796%, TSFR3M + 1.482%, 10/15/2034 (B)(D)		2,140		2,142
				414,996

Total Asset-Backed Securities
(Cost $616,204) ($ Thousands)				605,036


U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.7%
FHLB
5.300%, 05/22/2024		22,010		21,996
1.250%, 09/30/2031(C)		3,695		3,101
FHLB DN
5.342%, 05/15/2024(A)(F)		10,000		9,890
5.161%, 10/30/2024(A)(F)		10,000		9,664
Resolution Funding Interest STRIP
0.000%, 01/15/2030(A)		1,930		1,471
Resolution Funding Principal STRIP
0.000%, 04/15/2030(A)		2,570		1,934
Tennessee Valley Authority Principal STRIP, PO
0.000%, 11/01/2025(A)		1,000		922



Total U.S. Government Agency Obligations
(Cost $50,149) ($ Thousands)				48,978



SOVEREIGN DEBT — 0.6%

Bermuda Government International Bond
5.000%, 07/15/2032(D)		865		829
Chile Government International Bond
3.100%, 05/07/2041		1,310		959
Colombia Government International Bond
5.625%, 02/26/2044		1,520		1,187
5.200%, 05/15/2049		860		622
5.000%, 06/15/2045		5,970		4,270
4.125%, 02/22/2042		1,230		818
3.125%, 04/15/2031		710		560
Export Finance & Insurance
4.625%, 10/26/2027(D)		2,494		2,498
Export-Import Bank of India
3.375%, 08/05/2026(D)		1,410		1,346


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Indonesia Government International Bond
5.250%, 01/08/2047(D)	$	410	$	402
4.750%, 07/18/2047(D)		400		369
Israel Government AID Bond
0.000%, 11/01/2024(A)		1,000		964
0.000%, 02/15/2025(A)		1,000		952
0.000%, 08/15/2025(A)		1,000		926
Israel Government International Bond
4.500%, 01/17/2033		1,661		1,540
3.875%, 07/03/2050		1,191		873
3.375%, 01/15/2050		430		288
2.750%, 07/03/2030		720		615
Kazakhstan Government International Bond
4.875%, 10/14/2044(D)		2,480		2,319
Mexico Government International Bond
6.400%, 05/07/2054		659		648
6.050%, 01/11/2040		4,108		4,013
6.000%, 05/07/2036		954		950
4.750%, 03/08/2044		3,480		2,863
4.400%, 02/12/2052(G)		820		616
3.500%, 02/12/2034		3,223		2,659
3.250%, 04/16/2030		578		511
2.659%, 05/24/2031		4,863		4,019
Panama Government International Bond
8.000%, 03/01/2038		543		555
6.853%, 03/28/2054		1,314		1,154
Paraguay Government International Bond
5.400%, 03/30/2050(D)		1,145		982
Peruvian Government International Bond
3.600%, 01/15/2072		2,060		1,345
3.550%, 03/10/2051		240		172

Total Sovereign Debt
(Cost $48,517) ($ Thousands)				42,824



MUNICIPAL BONDS — 0.2%
California — 0.1%
California State University, Ser B, RB
2.374%, 11/01/2035		1,160		895
California State, Health Facilities Financing Authority, RB
3.000%, 08/15/2051		1,260		1,005
Regents of the University of California Medical Center, Ser N, RB
3.256%, 05/15/2060		4,660		3,172

				5,072


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Georgia — 0.0%
Georgia State, Municipal Electric Authority, Build America Project, RB
7.055%, 04/01/2057	$	156	$	173
6.637%, 04/01/2057		2,274		2,564

				2,737

Nevada — 0.0%
Clark County, Airport System Revenue, Build America Project, Ser C, RB
6.820%, 07/01/2045		1,170		1,369


New York — 0.1%
New York & New Jersey, Port Authority, RB
4.458%, 10/01/2062		1,600		1,425
New York City, Ser A, GO
3.000%, 08/01/2034		870		736
New York City, Transitional Finance Authority Future Tax Secured Revenue, Ser D-3, RB
2.400%, 11/01/2032		1,085		897
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB
5.508%, 08/01/2037		1,940		1,981

				5,039

Ohio — 0.0%
Ohio State University, Build America Project, Ser A, RB
4.800%, 06/01/2111		689		628


Texas — 0.0%
North Texas, Tollway Authority, Build America Project, Ser B, RB
6.718%, 01/01/2049		1,154		1,351
University of Texas, Board of Regents, Ser B, RB
2.439%, 08/15/2049		585		371

				1,722

Virginia — 0.0%
University of Virginia, RB
2.256%, 09/01/2050		1,155		704
Virginia State, Housing Development Authority, Ser 2006-C, Cl CTFS, RB
6.000%, 06/25/2034		58		57

				761


Total Municipal Bonds
(Cost $20,698) ($ Thousands)				17,328


Description	Shares		Market Value ($ Thousands)
AFFILIATED PARTNERSHIP — 0.1%
SEI Liquidity Fund, LP
5.370% **^†(J)		11,180,687	$	11,169


Total Affiliated Partnership
(Cost $11,182) ($ Thousands)				11,169



CASH EQUIVALENT — 3.0%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		224,834,189		224,834
Total Cash Equivalent
(Cost $224,834) ($ Thousands)				224,834

A list of exchange traded option contracts held by the Fund at February 29, 2024, is as follows:

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:

	Percentages are based on Net Assets of $7,482,858 ($ Thousands).
**	The rate reported is the 7-day effective yield as of February 29, 2024.
^†	Investment in Affiliated Security.
(A)	Zero coupon security.
(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)	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.

(D)	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 February 29, 2024, the value of these securities amounted to $1,018,468 ($ Thousands), representing 13.6% of the Net Assets of the Fund.
(E)	No interest rate available.
(F)	Interest rate represents the security's effective yield at the time of purchase.
(G)	Certain securities or partial positions of certain securities are on loan at February 29, 2024.
(H)	Perpetual security with no stated maturity date.
(I)	Security is in default on interest payment.
(J)	This security was purchased with cash collateral held from securities on loan. The total market value of such securities as of February 29, 2024 was $11,169 ($ Thousands).

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 74.1%
Communication Services — 12.7%
Altice Financing
5.750%, 08/15/2029 (A)	$	3,279	$	2,824
5.000%, 01/15/2028 (A)		4,517		3,997
Altice France
8.125%, 02/01/2027 (A)		461		424
5.500%, 01/15/2028 (A)		375		306
5.500%, 10/15/2029 (A)		2,700		2,044
5.125%, 07/15/2029 (A)		723		546
Altice France Holding
10.500%, 05/15/2027 (A)		11,321		7,395
6.000%, 02/15/2028 (A)		1,204		608
AMC Networks
4.750%, 08/01/2025		1,304		1,244
ANGI Group LLC
3.875%, 08/15/2028 (A)		3,822		3,285
Arches Buyer
6.125%, 12/01/2028 (A)		2,319		1,965
4.250%, 06/01/2028 (A)		1,637		1,398
Audacy Capital
6.750%, 03/31/2029 (A)(B)		5,891		199
6.500%, 05/01/2027 (A)(B)		2,865		97
Beasley Mezzanine Holdings LLC
8.625%, 02/01/2026 (A)		6,195		3,893
Belo
7.250%, 09/15/2027		442		445
C&W Senior Financing DAC
6.875%, 09/15/2027 (A)		848		799
CCO Holdings LLC
7.375%, 03/01/2031 (A)		1,739		1,685
5.500%, 05/01/2026 (A)		840		825
5.375%, 06/01/2029 (A)		763		690
5.125%, 05/01/2027 (A)		9,815		9,277
5.000%, 02/01/2028 (A)		4,108		3,791
4.750%, 03/01/2030 (A)		2,265		1,927
4.750%, 02/01/2032 (A)		98		79
4.500%, 08/15/2030 (A)		7,793		6,464
4.500%, 05/01/2032		3,525		2,785
4.250%, 02/01/2031 (A)		5,387		4,333
4.250%, 01/15/2034 (A)		1,960		1,465
Charter Communications Operating LLC / Charter Communications Operating Capital
6.384%, 10/23/2035		2,247		2,175
Cinemark USA
8.750%, 05/01/2025 (A)		161		161
5.250%, 07/15/2028 (A)		245		229
Clear Channel Outdoor Holdings
9.000%, 09/15/2028 (A)		50		52
Clear Channel Outdoor Holdings Inc.
7.750%, 04/15/2028 (A)		518		448
7.500%, 06/01/2029 (A)		822		680


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.125%, 08/15/2027 (A)	$	3,321	$	3,105
CMG Media Corp.
8.875%, 12/15/2027 (A)		5,975		3,993
Consolidated Communications
6.500%, 10/01/2028 (A)		3,270		2,804
CSC Holdings LLC
11.250%, 05/15/2028 (A)		2,693		2,779
7.500%, 04/01/2028 (A)		2,088		1,484
6.500%, 02/01/2029 (A)		3,955		3,448
5.750%, 01/15/2030 (A)		4,401		2,588
4.625%, 12/01/2030 (A)		1,306		726
4.500%, 11/15/2031 (A)		909		675
3.375%, 02/15/2031 (A)		1,337		944
Diamond Sports Group LLC
6.625%, 08/15/2027 (A)(B)		3,251		187
5.375%, 08/15/2026 (A)(B)		5,040		290
Directv Financing LLC
8.875%, 02/01/2030 (A)		1,790		1,802
5.875%, 08/15/2027 (A)		4,154		3,921
DISH DBS
7.750%, 07/01/2026		4,217		2,689
7.375%, 07/01/2028		1,070		522
5.875%, 11/15/2024		6,253		5,909
5.750%, 12/01/2028 (A)		1,775		1,229
5.250%, 12/01/2026 (A)		4,030		3,219
5.125%, 06/01/2029		1,330		567
DISH Network
11.750%, 11/15/2027 (A)		7,248		7,557
Frontier Communications Holdings LLC
8.750%, 05/15/2030 (A)		301		307
6.750%, 05/01/2029 (A)		1,374		1,233
6.000%, 01/15/2030 (A)		157		134
5.875%, 10/15/2027 (A)		4,275		4,132
5.875%, 11/01/2029		168		144
5.000%, 05/01/2028 (A)		1,167		1,080
Gannett Holdings LLC
6.000%, 11/01/2026 (A)		194		175
GCI LLC
4.750%, 10/15/2028 (A)		930		834
Gray Escrow II
5.375%, 11/15/2031 (A)		6,548		4,236
Gray Television
7.000%, 05/15/2027 (A)		479		433
5.875%, 07/15/2026 (A)		1,304		1,237
4.750%, 10/15/2030 (A)		7,249		4,671
Hughes Satellite Systems
6.625%, 08/01/2026		1,416		933
5.250%, 08/01/2026		847		724
iHeartCommunications
8.375%, 05/01/2027		950		570
6.375%, 05/01/2026		2,985		2,541
5.250%, 08/15/2027 (A)		575		426


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Iliad Holding SASU
7.000%, 10/15/2028 (A)	$	2,005	$	1,984
Intelsat Jackson Holdings
6.500%, 03/15/2030 (A)		2,227		2,072
LCPR Senior Secured Financing DAC
6.750%, 10/15/2027 (A)		1,629		1,539
Level 3 Financing
10.500%, 05/15/2030 (A)		2,230		2,286
4.625%, 09/15/2027 (A)		3,719		2,269
4.250%, 07/01/2028 (A)		1,698		806
3.875%, 11/15/2029 (A)		745		432
3.750%, 07/15/2029 (A)		2,395		994
3.625%, 01/15/2029 (A)		4,322		1,837
Live Nation Entertainment
6.500%, 05/15/2027 (A)		1,588		1,602
5.625%, 03/15/2026 (A)		466		460
4.875%, 11/01/2024 (A)		1,660		1,646
4.750%, 10/15/2027 (A)		1,854		1,775
3.750%, 01/15/2028 (A)		230		212
Lumen Technologies
5.625%, 04/01/2025		431		393
5.375%, 06/15/2029 (A)		466		151
5.125%, 12/15/2026 (A)		1,767		1,164
4.500%, 01/15/2029 (A)		190		60
4.000%, 02/15/2027 (A)		4,166		2,521
McGraw-Hill Education
5.750%, 08/01/2028 (A)		3,585		3,331
Midcontinent Communications
5.375%, 08/15/2027 (A)		772		731
Newfold Digital Holdings Group
6.000%, 02/15/2029 (A)		143		112
News
5.125%, 02/15/2032 (A)		255		238
3.875%, 05/15/2029 (A)		433		391
Nexstar Media
5.625%, 07/15/2027 (A)		1,393		1,320
4.750%, 11/01/2028 (A)		4,083		3,626
Radiate Holdco LLC
6.500%, 09/15/2028 (A)		790		380
4.500%, 09/15/2026 (A)		5,660		4,457
Sable International Finance
5.750%, 09/07/2027 (A)		1,407		1,349
Scripps Escrow
5.875%, 07/15/2027 (A)		2,841		2,306
Scripps Escrow II
3.875%, 01/15/2029 (A)		3,540		2,800
Shutterfly Finance LLC
9.750%, 10/01/2027 (A)		134		134
8.500%cash/0% PIK, 10/01/2027 (A)		831		657
Sinclair Television Group
5.125%, 02/15/2027 (A)		365		335
4.125%, 12/01/2030 (A)		205		150


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sirius XM Radio
5.500%, 07/01/2029 (A)	$	1,226	$	1,159
5.000%, 08/01/2027 (A)		4,998		4,761
4.000%, 07/15/2028 (A)		1,335		1,203
3.125%, 09/01/2026 (A)		1,400		1,306
Spanish Broadcasting System
9.750%, 03/01/2026 (A)		4,100		2,217
Stagwell Global LLC
5.625%, 08/15/2029 (A)		560		500
TEGNA
4.750%, 03/15/2026 (A)		2,556		2,470
4.625%, 03/15/2028		2,873		2,579
Telecom Italia Capital
6.000%, 09/30/2034		1,590		1,475
Telenet Finance Luxembourg Notes Sarl
5.500%, 03/01/2028 (A)		3,600		3,375
Telesat Canada
6.500%, 10/15/2027 (A)		2,398		1,055
5.625%, 12/06/2026 (A)		5,115		2,950
Time Warner Cable Enterprises LLC
8.375%, 07/15/2033		1,540		1,709
U.S. Cellular
6.700%, 12/15/2033		640		630
Univision Communications
8.000%, 08/15/2028 (A)		2,229		2,241
Univision Communications Inc
7.375%, 06/30/2030 (A)		488		471
6.625%, 06/01/2027 (A)		40		39
4.500%, 05/01/2029 (A)		1,152		1,010
Urban One
7.375%, 02/01/2028 (A)		5,800		4,975
Virgin Media Finance
5.000%, 07/15/2030 (A)		1,216		1,050
Virgin Media Secured Finance
4.500%, 08/15/2030 (A)		757		662
Virgin Media Vendor Financing Notes IV DAC
5.000%, 07/15/2028 (A)		3,455		3,187
Vmed O2 UK Financing I
4.250%, 01/31/2031 (A)		4,655		3,948
VTR Comunicaciones
5.125%, 01/15/2028 (A)		2,045		1,274
4.375%, 04/15/2029 (A)		625		384
Windstream Escrow LLC
7.750%, 08/15/2028 (A)		5,225		4,878
Zayo Group Holdings
4.000%, 03/01/2027 (A)		12,622		10,508
Ziggo Bond BV
6.000%, 01/15/2027 (A)		892		872

				252,191


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Discretionary — 12.8%
1011778 BC ULC / New Red Finance
4.375%, 01/15/2028 (A)	$	2,470	$	2,319
3.875%, 01/15/2028 (A)		2,181		2,034
Academy
6.000%, 11/15/2027 (A)		1,895		1,876
Adient Global Holdings Ltd.
8.250%, 04/15/2031 (A)		455		479
7.000%, 04/15/2028 (A)		64		65
4.875%, 08/15/2026 (A)		3,415		3,310
ADT Security
4.875%, 07/15/2032 (A)		984		886
4.125%, 08/01/2029 (A)		515		465
Adtalem Global Education
5.500%, 03/01/2028 (A)		2,165		2,061
Amer Sports
6.750%, 02/16/2031 (A)		1,690		1,682
American Axle & Manufacturing
6.875%, 07/01/2028		987		954
6.500%, 04/01/2027		455		449
5.000%, 10/01/2029		285		247
American Builders & Contractors Supply
4.000%, 01/15/2028 (A)		1,831		1,710
Aramark Services
5.000%, 02/01/2028 (A)		740		709
Asbury Automotive Group
4.750%, 03/01/2030		202		184
4.625%, 11/15/2029 (A)		1,428		1,301
4.500%, 03/01/2028		2,405		2,242
Ashton Woods USA LLC
6.625%, 01/15/2028 (A)		2,611		2,595
4.625%, 08/01/2029 (A)		53		48
4.625%, 04/01/2030 (A)		676		608
Aston Martin Capital Holdings
10.500%, 11/30/2025 (A)		1,735		1,759
Aventine (Escrow Security)
0.000%, 10/15/2049 (B)(C)(D)(E)		2,600		–
Bath & Body Works
7.600%, 07/15/2037		780		758
7.500%, 06/15/2029		542		558
6.875%, 11/01/2035		1,379		1,380
6.750%, 07/01/2036		3,662		3,599
6.625%, 10/01/2030 (A)		2,658		2,673
5.250%, 02/01/2028		861		836
Brookfield Residential Properties
6.250%, 09/15/2027 (A)		1,285		1,245
5.000%, 06/15/2029 (A)		205		184
4.875%, 02/15/2030 (A)		2,635		2,340
Caesars Entertainment
7.000%, 02/15/2030 (A)		3,440		3,524
6.500%, 02/15/2032 (A)		306		308
4.625%, 10/15/2029 (A)		1,547		1,413


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Carnival
7.000%, 08/15/2029 (A)	$	148	$	153
6.000%, 05/01/2029 (A)		7,512		7,341
5.750%, 03/01/2027 (A)		3,143		3,104
4.000%, 08/01/2028 (A)		1,908		1,760
Carnival Holdings Bermuda
10.375%, 05/01/2028 (A)		2,150		2,346
Carvana, Strike Price Fixed
14.000%cash/0% PIK, 06/01/2031 (A)		1,348		1,312
12.000%cash/0% PIK, 12/01/2028 (A)		1,765		1,696
CD&R Smokey Buyer
6.750%, 07/15/2025 (A)		712		709
Cedar Fair
5.250%, 07/15/2029		545		515
Clarios Global
8.500%, 05/15/2027 (A)		5,215		5,242
6.750%, 05/15/2025 (A)		1,241		1,240
6.750%, 05/15/2028 (A)		302		306
6.250%, 05/15/2026 (A)		1,626		1,621
Cooper-Standard Automotive
13.500%cash/0% PIK, 03/31/2027 (A)		2,590		2,745
5.625%cash/0% PIK, 05/15/2027 (A)		1,628		1,214
Dana
5.625%, 06/15/2028		383		371
5.375%, 11/15/2027		50		48
Dornoch Debt Merger Sub
6.625%, 10/15/2029 (A)		2,268		2,036
eG Global Finance
12.000%, 11/30/2028 (A)		2,530		2,671
Empire Resorts
7.750%, 11/01/2026 (A)		4,270		3,927
Everi Holdings
5.000%, 07/15/2029 (A)		2,181		2,162
Fertitta Entertainment LLC
6.750%, 01/15/2030 (A)		1,963		1,734
4.625%, 01/15/2029 (A)		2,142		1,944
Fontainebleau Las Vegas
11.000%, 06/15/2015 (A)(B)		3,481		–
Ford Motor Credit LLC
7.350%, 03/06/2030		855		906
7.200%, 06/10/2030		200		211
6.950%, 03/06/2026		200		204
6.950%, 06/10/2026		223		227
6.800%, 05/12/2028		264		272
5.125%, 06/16/2025		690		683
5.113%, 05/03/2029		900		867
4.687%, 06/09/2025		1,245		1,227
4.542%, 08/01/2026		1,481		1,436
4.271%, 01/09/2027		485		465
4.134%, 08/04/2025		700		683
4.125%, 08/17/2027		515		487
4.000%, 11/13/2030		2,073		1,833


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.375%, 11/13/2025	$	207	$	199
2.900%, 02/10/2029		1,640		1,429
2.700%, 08/10/2026		200		186
Ford Motor Credit LLC MTN
4.389%, 01/08/2026		650		632
Foundation Building Materials
6.000%, 03/01/2029 (A)		1,282		1,119
Goodyear Tire & Rubber
5.250%, 04/30/2031		181		164
5.250%, 07/15/2031		622		561
5.000%, 07/15/2029		377		347
GrubHub Holdings
5.500%, 07/01/2027 (A)		2,765		2,410
Hanesbrands
9.000%, 02/15/2031 (A)		134		134
Hilton Domestic Operating
5.750%, 05/01/2028 (A)		326		325
4.875%, 01/15/2030		130		124
4.000%, 05/01/2031 (A)		6,490		5,766
3.750%, 05/01/2029 (A)		3,562		3,235
International Game Technology
5.250%, 01/15/2029 (A)		3,595		3,475
4.125%, 04/15/2026 (A)		2,658		2,565
Jacobs Entertainment
6.750%, 02/15/2029 (A)		3,635		3,461
Jaguar Land Rover Automotive
5.500%, 07/15/2029 (A)		3,250		3,125
KB Home
7.250%, 07/15/2030		2,142		2,201
LBM Acquisition LLC
6.250%, 01/15/2029 (A)		2,816		2,537
LCM Investments Holdings II LLC
4.875%, 05/01/2029 (A)		2,835		2,546
LGI Homes
8.750%, 12/15/2028 (A)		2,640		2,767
Liberty Interactive LLC
8.500%, 07/15/2029		205		135
8.250%, 02/01/2030		6,020		3,929
Life Time
5.750%, 01/15/2026 (A)		2,032		2,015
Lions Gate Capital Holdings LLC
5.500%, 04/15/2029 (A)		2,138		1,616
Lithia Motors
4.375%, 01/15/2031 (A)		993		881
3.875%, 06/01/2029 (A)		615		549
LSF9 Atlantis Holdings LLC
7.750%, 02/15/2026 (A)		5,136		5,088
MGM Resorts International
6.750%, 05/01/2025		505		506
5.750%, 06/15/2025		336		335
5.500%, 04/15/2027		155		152
4.750%, 10/15/2028		3,695		3,468


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Michaels
7.875%, 05/01/2029 (A)	$	3,415	$	2,205
Midwest Gaming Borrower LLC
4.875%, 05/01/2029 (A)		2,219		2,035
NCL
8.375%, 02/01/2028 (A)		171		180
8.125%, 01/15/2029 (A)		790		831
5.875%, 02/15/2027 (A)		2,132		2,107
Newell Brands
6.625%, 09/15/2029		102		98
6.375%, 09/15/2027		152		147
6.375%, 04/01/2036		105		92
5.200%, 04/01/2026		1,017		988
PetSmart
7.750%, 02/15/2029 (A)		1,561		1,543
4.750%, 02/15/2028 (A)		2,006		1,880
PM General Purchaser LLC
9.500%, 10/01/2028 (A)		518		523
QVC
4.750%, 02/15/2027		6,187		5,576
4.375%, 09/01/2028		1,671		1,370
Raptor Acquisition
4.875%, 11/01/2026 (A)		360		346
Real Hero Merger Sub 2
6.250%, 02/01/2029 (A)		1,815		1,579
Ritchie Bros Holdings
7.750%, 03/15/2031 (A)		1,170		1,230
6.750%, 03/15/2028 (A)		1,135		1,162
Rite Aid
8.000%, 11/15/2026 (A)(B)		4,612		3,332
7.500%, 07/01/2025 (A)(B)		1,259		903
Royal Caribbean Cruises
11.625%, 08/15/2027 (A)		602		651
9.250%, 01/15/2029 (A)		345		371
8.250%, 01/15/2029 (A)		345		366
7.250%, 01/15/2030 (A)		255		265
6.250%, 03/15/2032 (A)		2,021		2,027
Shea Homes
4.750%, 04/01/2029		1,323		1,242
Six Flags Entertainment
7.250%, 05/15/2031 (A)		2,748		2,765
5.500%, 04/15/2027 (A)		90		88
Six Flags Theme Parks
7.000%, 07/01/2025 (A)(E)		136		136
Sonic Automotive
4.625%, 11/15/2029 (A)		377		333
Specialty Building Products Holdings LLC
6.375%, 09/30/2026 (A)		3,667		3,586
SRS Distribution
6.125%, 07/01/2029 (A)		2,085		1,944
6.000%, 12/01/2029 (A)		1,018		948
4.625%, 07/01/2028 (A)		362		338


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Staples
10.750%, 04/15/2027 (A)	$	4,328	$	3,960
7.500%, 04/15/2026 (A)		4,852		4,665
Station Casinos LLC
4.500%, 02/15/2028 (A)		1,635		1,524
Studio City Finance
5.000%, 01/15/2029 (A)		2,285		1,993
Superior Plus
4.500%, 03/15/2029 (A)		368		333
Taylor Morrison Communities
5.125%, 08/01/2030 (A)		2,570		2,426
Tempur Sealy International
4.000%, 04/15/2029 (A)		769		689
3.875%, 10/15/2031 (A)		2,102		1,749
Vail Resorts
6.250%, 05/15/2025 (A)		981		985
Victoria's Secret
4.625%, 07/15/2029 (A)		2,893		2,441
Viking Cruises
5.875%, 09/15/2027 (A)		3,085		3,016
Vista Outdoor
4.500%, 03/15/2029 (A)		783		773
VistaJet Malta Finance
9.500%, 06/01/2028 (A)		914		770
6.375%, 02/01/2030 (A)		6,652		4,856
Wesco Aircraft Holdings
13.125%, 11/15/2027 (A)(B)		180		5
9.000%, 11/15/2026 (A)(B)		936		221
8.500%, 11/15/2024 (A)(B)		143		33
White Capital Parent LLC
8.250%cash/0% PIK, 03/15/2026 (A)		3,485		3,452
Wolverine World Wide
4.000%, 08/15/2029 (A)		4,042		3,239
WW International
4.500%, 04/15/2029 (A)		1,895		878
Wynn Las Vegas LLC
5.250%, 05/15/2027 (A)		1,145		1,120
Wynn Macau
5.125%, 12/15/2029 (A)		1,605		1,446
Wynn Resorts Finance LLC
7.125%, 02/15/2031 (A)		1,587		1,639
5.125%, 10/01/2029 (A)		661		623
Yum! Brands
6.875%, 11/15/2037		1,840		1,998
5.375%, 04/01/2032		2,728		2,619
5.350%, 11/01/2043		180		173
3.625%, 03/15/2031		3,225		2,836

				254,130

Consumer Staples — 2.5%
Albertsons Cos
5.875%, 02/15/2028 (A)		166		164


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.875%, 02/15/2030 (A)	$	5,945	$	5,580
4.625%, 01/15/2027 (A)		2,970		2,863
3.500%, 03/15/2029 (A)		615		548
Central Garden & Pet
5.125%, 02/01/2028		1,150		1,108
4.125%, 10/15/2030		422		375
Chobani LLC
7.625%, 07/01/2029 (A)		849		854
4.625%, 11/15/2028 (A)		929		859
Coty
6.625%, 07/15/2030 (A)		758		770
4.750%, 01/15/2029 (A)		2,800		2,622
Edgewell Personal Care
5.500%, 06/01/2028 (A)		570		556
4.125%, 04/01/2029 (A)		217		198
Energizer Holdings
6.500%, 12/31/2027 (A)		237		235
4.750%, 06/15/2028 (A)		886		810
4.375%, 03/31/2029 (A)		770		682
EquipmentShare.com
9.000%, 05/15/2028 (A)		590		605
Fiesta Purchaser
7.875%, 03/01/2031 (A)		722		745
High Ridge Brands (Escrow Security)
0.974%, 03/15/2025 (A)(B)		800		–
HLF Financing Sarl LLC
4.875%, 06/01/2029 (A)		3,560		2,546
Lamb Weston Holdings
4.125%, 01/31/2030 (A)		1,747		1,583
NESCO Holdings II
5.500%, 04/15/2029 (A)		372		347
New Albertsons
8.700%, 05/01/2030		1,149		1,255
8.000%, 05/01/2031		995		1,052
PECF USS Intermediate Holding III
8.000%, 11/15/2029 (A)		3,035		1,325
Performance Food Group
6.875%, 05/01/2025 (A)		80		80
5.500%, 10/15/2027 (A)		584		572
4.250%, 08/01/2029 (A)		505		458
Post Holdings
6.250%, 02/15/2032 (A)		984		989
5.750%, 03/01/2027 (A)		54		55
5.625%, 01/15/2028 (A)		2,626		2,578
5.500%, 12/15/2029 (A)		3,765		3,602
4.625%, 04/15/2030 (A)		229		208
Sigma Holdco BV
7.875%, 05/15/2026 (A)		4,759		4,547
Spectrum Brands
5.000%, 10/01/2029 (A)		630		611
3.875%, 03/15/2031 (A)		222		211


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
StoneMor
8.500%, 05/15/2029 (A)	$	3,505	$	2,544
Triton Water Holdings
6.250%, 04/01/2029 (A)		2,848		2,486
US Foods
6.875%, 09/15/2028 (A)		123		125
4.750%, 02/15/2029 (A)		50		47
4.625%, 06/01/2030 (A)		405		371
Wand NewCo 3
7.625%, 01/30/2032 (A)		1,683		1,729

				48,895

Energy — 9.8%
Aethon United BR
8.250%, 02/15/2026 (A)		1,906		1,914
Antero Midstream Partners
7.875%, 05/15/2026 (A)		323		330
5.750%, 03/01/2027 (A)		240		235
5.750%, 01/15/2028 (A)		342		335
5.375%, 06/15/2029 (A)		2,950		2,806
Antero Resources
8.375%, 07/15/2026 (A)		451		467
7.625%, 02/01/2029 (A)		159		164
Apache
5.100%, 09/01/2040		3,390		2,836
Archrock Partners
6.875%, 04/01/2027 (A)		420		418
6.250%, 04/01/2028 (A)		1,480		1,443
Ascent Resources Utica Holdings LLC
8.250%, 12/31/2028 (A)		2,865		2,909
7.000%, 11/01/2026 (A)		1,945		1,944
5.875%, 06/30/2029 (A)		2,100		1,952
Baytex Energy
8.750%, 04/01/2027 (A)		570		591
8.500%, 04/30/2030 (A)		475		494
Blue Racer Midstream LLC
7.625%, 12/15/2025 (A)		340		343
Buckeye Partners
4.500%, 03/01/2028 (A)		590		549
4.125%, 03/01/2025 (A)		204		199
California Resources
7.125%, 02/01/2026 (A)		565		568
Callon Petroleum
8.000%, 08/01/2028 (A)		783		818
Cheniere Energy Partners
4.000%, 03/01/2031		741		661
3.250%, 01/31/2032		497		415
Chesapeake Energy
6.750%, 04/15/2029 (A)		4,008		4,023
Chesapeake Energy (Escrow Security)
7.500%, 10/01/2026 (B)(C)		4,075		81
7.000%, 10/01/2024 (B)(C)		1,790		35


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 09/15/2026 (B)	$	180	$	4
Chord Energy Corp
6.375%, 06/01/2026 (A)		569		570
CITGO Petroleum
6.375%, 06/15/2026 (A)		2,935		2,953
Civitas Resources
8.750%, 07/01/2031 (A)		2,920		3,105
8.625%, 11/01/2030 (A)		1,876		2,008
8.375%, 07/01/2028 (A)		342		358
Comstock Resources
6.750%, 03/01/2029 (A)		8,373		7,723
5.875%, 01/15/2030 (A)		274		240
Crescent Energy Finance LLC
9.250%, 02/15/2028 (A)		661		692
CVR Energy
8.500%, 01/15/2029 (A)		3,015		3,034
Diamond Foreign Asset
8.500%, 10/01/2030 (A)		380		389
DT Midstream
4.375%, 06/15/2031 (A)		190		171
4.125%, 06/15/2029 (A)		408		373
Enbridge
8.250%, H15T5Y + 3.785%, 01/15/2084 (F)		2,795		2,899
Encino Acquisition Partners Holdings LLC
8.500%, 05/01/2028 (A)		3,648		3,642
Energy Transfer
8.000%, 04/01/2029 (A)		964		1,000
8.000%, H15T5Y + 4.020%, 05/15/2054 (F)		2,903		3,016
7.375%, 02/01/2031 (A)		150		157
6.750%, H15T5Y + 5.134%(F)(G)		445		437
6.625%, US0003M + 4.155%(F)(G)		1,294		1,199
6.500%, H15T5Y + 5.694%(F)(G)		2,960		2,869
5.625%, 05/01/2027 (A)		150		149
5.500%, 06/01/2027		2,863		2,871
EnLink Midstream LLC
6.500%, 09/01/2030 (A)		3,838		3,934
5.375%, 06/01/2029		3,098		3,003
EnLink Midstream Partners
5.600%, 04/01/2044		3,522		3,192
5.450%, 06/01/2047		309		272
Enviva Partners
6.500%, 01/15/2026 (A)(B)		3,197		1,185
EQM Midstream Partners
7.500%, 06/01/2027 (A)		3,114		3,186
7.500%, 06/01/2030 (A)		217		231
6.500%, 07/01/2027 (A)		1,121		1,132
6.500%, 07/15/2048		3,229		3,277
5.500%, 07/15/2028		61		60
4.750%, 01/15/2031 (A)		1,457		1,355
4.500%, 01/15/2029 (A)		2,781		2,607


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Genesis Energy
8.875%, 04/15/2030	$	3,340	$	3,463
8.250%, 01/15/2029		97		99
8.000%, 01/15/2027		197		198
7.750%, 02/01/2028		393		393
6.250%, 05/15/2026		35		35
Greenfire Resources
12.000%, 10/01/2028 (A)		1,880		1,970
Gulfport Energy (Escrow Securities)
6.375%, 01/15/2026 (B)		780		2
6.000%, 10/15/2024 (B)		470		1
0.000%, 05/15/2025 (C)(D)		311		1
Gulfport Energy Corp
8.000%, 05/17/2026 (A)		828		842
Harvest Midstream I
7.500%, 09/01/2028 (A)		1,575		1,588
Hess Midstream Operations
5.625%, 02/15/2026 (A)		605		596
4.250%, 02/15/2030 (A)		760		692
Hilcorp Energy I
6.250%, 04/15/2032 (A)		138		134
6.000%, 04/15/2030 (A)		165		160
Howard Midstream Energy Partners LLC
8.875%, 07/15/2028 (A)		310		327
6.750%, 01/15/2027 (A)		2,750		2,739
ITT Holdings LLC
6.500%, 08/01/2029 (A)		3,862		3,428
Kinetik Holdings
6.625%, 12/15/2028 (A)		3,320		3,361
Kodiak Gas Services LLC
7.250%, 02/15/2029 (A)		2,495		2,540
Moss Creek Resources Holdings
10.500%, 05/15/2027 (A)		1,364		1,398
7.500%, 01/15/2026 (A)		2,546		2,531
Nabors Industries
7.250%, 01/15/2026 (A)		147		145
New Fortress Energy
6.500%, 09/30/2026 (A)		1,696		1,638
NGL Energy Operating LLC
8.375%, 02/15/2032 (A)		249		253
8.125%, 02/15/2029 (A)		3,036		3,065
Northern Oil and Gas
8.750%, 06/15/2031 (A)		855		893
8.125%, 03/01/2028 (A)		1,623		1,644
Northriver Midstream Finance
5.625%, 02/15/2026 (A)		1,845		1,809
NuStar Logistics
6.375%, 10/01/2030		212		213
6.000%, 06/01/2026		485		480
5.750%, 10/01/2025		182		180
5.625%, 04/28/2027		260		257


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PBF Holding LLC
7.875%, 09/15/2030 (A)	$	2,640	$	2,705
Permian Resources Operating LLC
9.875%, 07/15/2031 (A)		491		544
7.000%, 01/15/2032 (A)		2,941		3,020
Prairie Acquiror
9.000%, 08/01/2029 (A)		142		143
Precision Drilling
7.125%, 01/15/2026 (A)		466		466
6.875%, 01/15/2029 (A)		60		59
Range Resources
8.250%, 01/15/2029		534		557
4.875%, 05/15/2025		345		340
Rockcliff Energy II LLC
5.500%, 10/15/2029 (A)		3,603		3,318
Rockies Express Pipeline LLC
4.800%, 05/15/2030 (A)		2,117		1,961
Seventy Seven Operating LLC (Escrow Security)
6.625%, 01/15/2020 (B)(C)		2,787		–
Sitio Royalties Operating Partnership
7.875%, 11/01/2028 (A)		2,990		3,056
SM Energy
6.500%, 07/15/2028		185		185
5.625%, 06/01/2025		405		402
Solaris Midstream Holdings LLC
7.625%, 04/01/2026 (A)		2,012		2,010
Southwestern Energy
8.375%, 09/15/2028		230		239
5.375%, 02/01/2029		26		25
5.375%, 03/15/2030		380		363
4.750%, 02/01/2032		84		77
Summit Midstream Holdings LLC
12.000%, 10/15/2026 (A)		2,380		2,350
Sunoco
5.875%, 03/15/2028		2,791		2,761
4.500%, 05/15/2029		2,037		1,882
4.500%, 04/30/2030		2,191		1,993
Tallgrass Energy Partners
7.375%, 02/15/2029 (A)		2,360		2,355
6.000%, 03/01/2027 (A)		430		424
6.000%, 12/31/2030 (A)		3,697		3,438
6.000%, 09/01/2031 (A)		910		834
5.500%, 01/15/2028 (A)		2,496		2,371
TerraForm Power Operating LLC
5.000%, 01/31/2028 (A)		5,050		4,772
4.750%, 01/15/2030 (A)		225		203
Transocean
11.500%, 01/30/2027 (A)		210		218
8.750%, 02/15/2030 (A)		120		123
7.250%, 11/01/2025 (A)		4,328		4,265
6.800%, 03/15/2038		3,209		2,517


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Transocean Titan Financing
8.375%, 02/01/2028 (A)	$	90	$	92
Valaris
8.375%, 04/30/2030 (A)		197		202
Venture Global Calcasieu Pass LLC
4.125%, 08/15/2031 (A)		3,499		3,071
3.875%, 11/01/2033 (A)		2,920		2,449
Venture Global LNG
9.875%, 02/01/2032 (A)		2,821		2,970
9.500%, 02/01/2029 (A)		205		218
8.125%, 06/01/2028 (A)		3,316		3,369
Vital Energy
10.125%, 01/15/2028		657		688
9.750%, 10/15/2030		135		144
Weatherford International
8.625%, 04/30/2030 (A)		2,488		2,579
Western Midstream Operating
5.250%, 02/01/2050		3,252		2,877

				195,533

Financials — 7.4%
Acrisure LLC
10.125%, 08/01/2026 (A)		1,416		1,473
8.250%, 02/01/2029 (A)		1,705		1,684
AG Issuer LLC
6.250%, 03/01/2028 (A)		1,910		1,848
Alliant Holdings Intermediate LLC
7.000%, 01/15/2031 (A)		5,497		5,476
Ally Financial
4.750%, 06/09/2027		1,737		1,687
AmWINS Group
6.375%, 02/15/2029 (A)		2,061		2,062
Ardonagh Finco
7.750%, 02/15/2031 (A)		1,000		988
Ardonagh Group Finance
8.875%, 02/15/2032 (A)		870		851
Aretec Escrow Issuer 2
10.000%, 08/15/2030 (A)		4,357		4,744
Barclays
8.000%, H15T5Y + 5.431%(F)(G)		1,285		1,263
Blackstone Private Credit Fund
2.625%, 12/15/2026		3,525		3,184
Block
3.500%, 06/01/2031		512		437
2.750%, 06/01/2026		140		130
Blue Owl Capital
3.400%, 07/15/2026		2,420		2,254
BroadStreet Partners
5.875%, 04/15/2029 (A)		730		677
Brookfield Property
5.750%, 05/15/2026 (A)		78		75
4.500%, 04/01/2027 (A)		7,288		6,407


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Citigroup
3.875%, H15T5Y + 3.417%(F)(G)	$	1,268	$	1,191
Comerica Bank
2.500%, 07/23/2024		1,007		993
CPI CG
8.625%, 03/15/2026 (A)		2,721		2,670
Credit Acceptance
9.250%, 12/15/2028 (A)		2,765		2,925
Finance of America Funding LLC
7.875%, 11/15/2025 (A)		6,992		5,515
FirstCash
6.875%, 03/01/2032 (A)		1,975		1,955
Freedom Mortgage
12.000%, 10/01/2028 (A)		2,272		2,461
6.625%, 01/15/2027 (A)		925		882
Freedom Mortgage Holdings LLC
9.250%, 02/01/2029 (A)		1,729		1,755
Genworth Holdings
6.500%, 06/15/2034		1,795		1,678
Global Atlantic Finance
7.950%, 06/15/2033 (A)		1,274		1,394
HAT Holdings I LLC
6.000%, 04/15/2025 (A)		1,116		1,105
3.750%, 09/15/2030 (A)		1,904		1,566
3.375%, 06/15/2026 (A)		883		826
Howden UK Refinance
8.125%, 02/15/2032 (A)		435		438
7.250%, 02/15/2031 (A)		1,638		1,640
HUB International
7.250%, 06/15/2030 (A)		1,957		1,996
Intesa Sanpaolo
4.950%, H15T1Y + 2.750%, 06/01/2042 (A)(F)		1,720		1,241
Ladder Capital Finance Holdings LLLP
5.250%, 10/01/2025 (A)		1,246		1,228
4.750%, 06/15/2029 (A)		4,970		4,460
4.250%, 02/01/2027 (A)		2,751		2,531
LPL Holdings
4.625%, 11/15/2027 (A)		2,645		2,536
4.375%, 05/15/2031 (A)		149		135
Midcap Financial Issuer Trust
6.500%, 05/01/2028 (A)		4,483		4,108
5.625%, 01/15/2030 (A)		1,813		1,533
MPH Acquisition Holdings LLC
5.750%, 11/01/2028 (A)		654		521
5.500%, 09/01/2028 (A)		426		372
Nationstar Mortgage Holdings
7.125%, 02/01/2032 (A)		1,389		1,366
6.000%, 01/15/2027 (A)		95		93
5.500%, 08/15/2028 (A)		3,723		3,515
5.125%, 12/15/2030 (A)		247		220
5.000%, 02/01/2026 (A)		1,272		1,236


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Navient
9.375%, 07/25/2030	$	855	$	893
5.500%, 03/15/2029		160		145
Navient MTN
5.625%, 08/01/2033		2,835		2,310
OneMain Finance
9.000%, 01/15/2029		652		685
7.875%, 03/15/2030		2,650		2,695
6.625%, 01/15/2028		400		398
5.375%, 11/15/2029		5,470		5,076
4.000%, 09/15/2030		2,565		2,161
3.875%, 09/15/2028		160		140
3.500%, 01/15/2027		1,402		1,290
Osaic Holdings
10.750%, 08/01/2027 (A)		4,463		4,637
PennyMac Financial Services
7.875%, 12/15/2029 (A)		2,656		2,719
5.750%, 09/15/2031 (A)		4,724		4,344
5.375%, 10/15/2025 (A)		888		874
4.250%, 02/15/2029 (A)		1,895		1,708
PRA Group
8.375%, 02/01/2028 (A)		1,560		1,525
5.000%, 10/01/2029 (A)		1,155		967
Rithm Capital
6.250%, 10/15/2025 (A)		3,013		2,974
Rocket Mortgage LLC
4.000%, 10/15/2033 (A)		3,415		2,835
3.625%, 03/01/2029 (A)		1,849		1,640
2.875%, 10/15/2026 (A)		315		290
Sabre GLBL
11.250%, 12/15/2027 (A)		6,340		5,960
Starwood Property Trust
4.375%, 01/15/2027 (A)		1,282		1,202
3.625%, 07/15/2026 (A)		20		19
UniCredit
5.861%, USISDA05 + 3.703%, 06/19/2032 (A)(F)		1,985		1,924
United Wholesale Mortgage LLC
5.750%, 06/15/2027 (A)		2,133		2,069
5.500%, 11/15/2025 (A)		2,641		2,596
5.500%, 04/15/2029 (A)		217		202
WeWork US LLC
15.000%, 08/15/2027 (A)(B)		2,830		906
11.000%, 08/15/2027 (A)(B)		3,551		497

				147,006

Health Care — 6.4%
Acadia Healthcare
5.500%, 07/01/2028 (A)		494		477
5.000%, 04/15/2029 (A)		898		849
AHP Health Partners
5.750%, 07/15/2029 (A)		376		339


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Akumin
9.000% PIK/0% cash, 08/01/2027 (A)	$	3,815	$	3,300
8.000%, 08/01/2028 (A)(B)		1,570		1,295
Avantor Funding
4.625%, 07/15/2028 (A)		813		767
Bausch & Lomb Escrow
8.375%, 10/01/2028 (A)		1,279		1,337
Bausch Health
14.000%, 10/15/2030 (A)		899		529
11.000%, 09/30/2028 (A)		2,494		1,677
9.000%, 12/15/2025 (A)		2,470		2,349
6.250%, 02/15/2029 (A)		139		64
6.125%, 02/01/2027 (A)		1,262		808
5.750%, 08/15/2027 (A)		180		108
5.500%, 11/01/2025 (A)		1,450		1,349
5.250%, 01/30/2030 (A)		464		200
5.250%, 02/15/2031 (A)		337		145
5.000%, 01/30/2028 (A)		360		164
5.000%, 02/15/2029 (A)		455		199
4.875%, 06/01/2028 (A)		728		415
Bausch Health Americas
9.250%, 04/01/2026 (A)		265		249
8.500%, 01/31/2027 (A)		578		329
Catalent Pharma Solutions
3.500%, 04/01/2030 (A)		2,605		2,509
Charles River Laboratories International
4.250%, 05/01/2028 (A)		2,042		1,915
4.000%, 03/15/2031 (A)		1,960		1,729
3.750%, 03/15/2029 (A)		670		604
CHS
8.000%, 03/15/2026 (A)		2,529		2,504
8.000%, 12/15/2027 (A)		1,180		1,128
6.125%, 04/01/2030 (A)		316		198
6.000%, 01/15/2029 (A)		495		426
5.625%, 03/15/2027 (A)		6,563		6,004
5.250%, 05/15/2030 (A)		514		410
4.750%, 02/15/2031 (A)		2,503		1,905
DaVita
4.625%, 06/01/2030 (A)		2,270		1,997
3.750%, 02/15/2031 (A)		1,590		1,305
Embecta
6.750%, 02/15/2030 (A)		2,470		2,143
Emergent BioSolutions
3.875%, 08/15/2028 (A)		522		211
Encompass Health
4.750%, 02/01/2030		925		858
4.625%, 04/01/2031		173		157
4.500%, 02/01/2028		486		460
Endo DAC
9.500%, 07/31/2027 (A)(B)		1,903		114
6.000%, 06/30/2028 (A)(B)		2,293		138


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Endo Luxembourg Finance I Sarl
6.125%, 04/01/2029 (A)(B)	$	2,355	$	1,482
Envision Healthcare
8.750%, 10/15/2026 (C)		3,150		–
Global Medical Response
6.500%, 10/01/2025 (A)		5,947		5,218
Grifols
4.750%, 10/15/2028 (A)		2,541		2,116
HCA
3.500%, 09/01/2030		1,741		1,556
Heartland Dental LLC
10.500%, 04/30/2028 (A)		2,350		2,468
IQVIA
6.500%, 05/15/2030 (A)		1,145		1,161
5.000%, 10/15/2026 (A)		390		381
5.000%, 05/15/2027 (A)		2,957		2,879
LifePoint Health
11.000%, 10/15/2030 (A)		1,526		1,614
9.875%, 08/15/2030 (A)		527		547
5.375%, 01/15/2029 (A)		857		683
Mallinckrodt International Finance
14.750%, 11/14/2028 (A)		514		558
Medline Borrower
5.250%, 10/01/2029 (A)		498		461
3.875%, 04/01/2029 (A)		7,803		6,996
Molina Healthcare
4.375%, 06/15/2028 (A)		3,590		3,344
3.875%, 11/15/2030 (A)		2,730		2,395
Option Care Health
4.375%, 10/31/2029 (A)		3,298		3,012
Organon Finance 1 LLC
5.125%, 04/30/2031 (A)		3,523		3,020
4.125%, 04/30/2028 (A)		1,690		1,546
Owens & Minor
6.625%, 04/01/2030 (A)		270		261
4.500%, 03/31/2029 (A)		493		440
Par Pharmaceutical
7.500%, 04/01/2027 (A)(B)		2,247		1,425
Pediatrix Medical Group
5.375%, 02/15/2030 (A)		2,715		2,440
Radiology Partners
9.781% PIK/0% cash, 02/15/2030 (A)		2,256		2,007
8.500% PIK/0% cash, 01/31/2029 (A)		7,844		7,540
RegionalCare Hospital Partners Holdings
9.750%, 12/01/2026 (A)		856		856
Team Health Holdings
13.500%, 06/30/2028		1,295		1,352
Team Health Holdings Inc.
6.375%, 02/01/2025 (A)		4,416		4,059
Tenet Healthcare
6.750%, 05/15/2031 (A)		2,553		2,575
6.250%, 02/01/2027		512		511


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.125%, 10/01/2028	$	800	$	791
6.125%, 06/15/2030		5,342		5,290
5.125%, 11/01/2027		1,105		1,082
4.875%, 01/01/2026		3,033		3,030
4.625%, 06/15/2028		3,479		3,311
4.375%, 01/15/2030		1,480		1,356
4.250%, 06/01/2029		4,431		4,075

				127,502

Industrials — 9.2%
AAR Escrow Issuer LLC
6.750%, 03/15/2029 (A)		4,100		4,139
ACCO Brands
4.250%, 03/15/2029 (A)		950		842
Allegiant Travel
7.250%, 08/15/2027 (A)		1,282		1,248
Allied Universal Holdco LLC
6.625%, 07/15/2026 (A)		746		743
4.625%, 06/01/2028 (A)		684		607
Allison Transmission
5.875%, 06/01/2029 (A)		855		842
4.750%, 10/01/2027 (A)		1,969		1,888
3.750%, 01/30/2031 (A)		422		365
American Airlines
5.750%, 04/20/2029 (A)		7,330		7,168
5.500%, 04/20/2026 (A)		615		609
APi Group DE
4.750%, 10/15/2029 (A)		234		217
4.125%, 07/15/2029 (A)		365		329
ARD Finance
6.500%cash/0% PIK, 06/30/2027 (A)		3,836		1,640
Ardagh Packaging Finance
5.250%, 04/30/2025 (A)		1,781		1,762
5.250%, 08/15/2027 (A)		4,446		3,224
Avis Budget Car Rental LLC
8.000%, 02/15/2031 (A)		2,411		2,327
5.750%, 07/15/2027 (A)		625		594
5.375%, 03/01/2029 (A)		401		365
4.750%, 04/01/2028 (A)		365		331
Beacon Roofing Supply
4.500%, 11/15/2026 (A)		1,284		1,238
Bombardier
8.750%, 11/15/2030 (A)		108		113
7.875%, 04/15/2027 (A)		3,152		3,156
7.500%, 02/01/2029 (A)		1,310		1,329
Builders FirstSource
6.375%, 06/15/2032 (A)		372		372
6.375%, 03/01/2034 (A)		220		219
4.250%, 02/01/2032 (A)		3,743		3,289
BWX Technologies
4.125%, 06/30/2028 (A)		1,441		1,340
4.125%, 04/15/2029 (A)		1,425		1,323


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Camelot Return Merger Sub
8.750%, 08/01/2028 (A)	$	2,135	$	2,191
Chart Industries
9.500%, 01/01/2031 (A)		2,393		2,571
7.500%, 01/01/2030 (A)		368		380
Clean Harbors
4.875%, 07/15/2027 (A)		1,151		1,111
Clydesdale Acquisition Holdings
8.750%, 04/15/2030 (A)		1,395		1,328
Conduent Business Services LLC
6.000%, 11/01/2029 (A)		580		532
CoreCivic
8.250%, 04/15/2026		527		539
CP Atlas Buyer
7.000%, 12/01/2028 (A)		2,003		1,790
EMRLD Borrower
6.625%, 12/15/2030 (A)		6,266		6,288
Enviri
5.750%, 07/31/2027 (A)		766		716
First Student Bidco
4.000%, 07/31/2029 (A)		35		30
Garda World Security
9.500%, 11/01/2027 (A)		570		572
6.000%, 06/01/2029 (A)		429		376
GFL Environmental
6.750%, 01/15/2031 (A)		160		164
4.750%, 06/15/2029 (A)		3,465		3,244
4.375%, 08/15/2029 (A)		1,123		1,023
4.000%, 08/01/2028 (A)		874		801
3.750%, 08/01/2025 (A)		490		476
3.500%, 09/01/2028 (A)		2,860		2,593
Global Infrastructure Solutions
7.500%, 04/15/2032 (A)		285		274
5.625%, 06/01/2029 (A)		580		524
GrafTech Finance
4.625%, 12/15/2028 (A)		1,410		927
GrafTech Global Enterprises
9.875%, 12/15/2028 (A)		1,365		1,084
Graham Packaging
7.125%, 08/15/2028 (A)		312		276
Griffon
5.750%, 03/01/2028		760		735
H&E Equipment Services
3.875%, 12/15/2028 (A)		3,449		3,112
Hawaiian Brand Intellectual Property
5.750%, 01/20/2026 (A)		2,551		2,407
Hertz
5.000%, 12/01/2029 (A)		1,087		833
4.625%, 12/01/2026 (A)		296		262
Hertz (Escrow Security)
7.125%, 08/01/2026 (A)(B)		715		62
6.000%, 01/15/2028 (A)(B)		420		37


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.500%, 10/15/2024 (A)(B)	$	1,573	$	47
Icahn Enterprises
6.250%, 05/15/2026		1,282		1,249
5.250%, 05/15/2027		1,683		1,546
Imola Merger
4.750%, 05/15/2029 (A)		1,165		1,079
JELD-WEN
4.875%, 12/15/2027 (A)		372		354
4.625%, 12/15/2025 (A)		226		220
Korn Ferry
4.625%, 12/15/2027 (A)		3,875		3,662
LABL
10.500%, 07/15/2027 (A)		2,416		2,346
6.750%, 07/15/2026 (A)		2,040		1,978
Madison IAQ LLC
5.875%, 06/30/2029 (A)		3,603		3,217
4.125%, 06/30/2028 (A)		290		264
MasTec
4.500%, 08/15/2028 (A)		825		774
Mauser Packaging Solutions Holding
9.250%, 04/15/2027 (A)		760		739
7.875%, 08/15/2026 (A)		1,615		1,637
Mileage Plus Holdings LLC
6.500%, 06/20/2027 (A)		2,500		2,500
MIWD Holdco II LLC
5.500%, 02/01/2030 (A)		595		543
Moog
4.250%, 12/15/2027 (A)		1,212		1,134
Pitney Bowes
7.250%, 03/15/2029 (A)		2,460		2,130
6.875%, 03/15/2027 (A)		200		180
Prime Security Services Borrower LLC
5.750%, 04/15/2026 (A)		1,933		1,918
3.375%, 08/31/2027 (A)		1,090		998
Regal Rexnord
6.300%, 02/15/2030 (A)		194		197
6.050%, 04/15/2028 (A)		455		458
Science Applications International
4.875%, 04/01/2028 (A)		2,963		2,806
Sensata Technologies BV
4.000%, 04/15/2029 (A)		1,829		1,659
Signature Aviation US Holdings
4.000%, 03/01/2028 (A)		1,806		1,639
Smyrna Ready Mix Concrete LLC
6.000%, 11/01/2028 (A)		1,370		1,329
Spirit AeroSystems
9.375%, 11/30/2029 (A)		264		285
Spirit Loyalty Cayman
8.000%, 09/20/2025 (A)		3,525		2,549
SPX FLOW
8.750%, 04/01/2030 (A)		1,198		1,174


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
SS&C Technologies
5.500%, 09/30/2027 (A)	$	1,040	$	1,013
Standard Industries
5.000%, 02/15/2027 (A)		3,424		3,297
4.750%, 01/15/2028 (A)		1,425		1,345
4.375%, 07/15/2030 (A)		2,865		2,554
3.375%, 01/15/2031 (A)		139		115
Stericycle
3.875%, 01/15/2029 (A)		503		453
Summit Materials LLC
7.250%, 01/15/2031 (A)		809		839
5.250%, 01/15/2029 (A)		2,329		2,255
Terex
5.000%, 05/15/2029 (A)		400		373
TK Elevator US Newco
5.250%, 07/15/2027 (A)		2,376		2,282
TransDigm
7.125%, 12/01/2031 (A)		10,156		10,418
6.875%, 12/15/2030 (A)		5,961		6,032
6.750%, 08/15/2028 (A)		530		537
6.625%, 03/01/2032 (A)		352		354
6.375%, 03/01/2029 (A)		413		415
Trident TPI Holdings
12.750%, 12/31/2028 (A)		2,514		2,681
TriNet Group
7.125%, 08/15/2031 (A)		253		258
Triumph Group
9.000%, 03/15/2028 (A)		175		183
7.750%, 08/15/2025		470		469
Trivium Packaging Finance BV
8.500%, 08/15/2027 (A)		2,985		2,910
5.500%, 08/15/2026 (A)		2,062		2,011
Tutor Perini Corp.
6.875%, 05/01/2025 (A)		4,120		4,074
Uber Technologies
7.500%, 09/15/2027 (A)		305		312
4.500%, 08/15/2029 (A)		424		397
United Airlines
4.625%, 04/15/2029 (A)		5,834		5,381
4.375%, 04/15/2026 (A)		1,608		1,548
United Rentals North America
6.000%, 12/15/2029 (A)		1,050		1,051
5.250%, 01/15/2030		2,400		2,324
4.000%, 07/15/2030		2,755		2,494
US Airways Pass Through Trust, Ser 2013-1, Cl A
3.950%, 11/15/2025		537		522
WESCO Distribution
7.250%, 06/15/2028 (A)		918		938
7.125%, 06/15/2025 (A)		561		565
6.625%, 03/15/2032 (A)		200		200
6.375%, 03/15/2029 (A)		542		542


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Williams Scotsman
7.375%, 10/01/2031 (A)	$	1,700	$	1,763
XPO
7.125%, 02/01/2032 (A)		186		189

				182,582

Information Technology — 2.8%
ACI Worldwide
5.750%, 08/15/2026 (A)		667		654
Ahead DB Holdings LLC
6.625%, 05/01/2028 (A)		3,273		2,920
ams-OSRAM
12.250%, 03/30/2029 (A)		270		274
AthenaHealth Group
6.500%, 02/15/2030 (A)		2,010		1,800
Ciena
4.000%, 01/31/2030 (A)		2,835		2,537
Clarivate Science Holdings
4.875%, 07/01/2029 (A)		326		296
3.875%, 07/01/2028 (A)		258		235
Cloud Software Group, Strike Price Fixed
6.500%, 03/31/2029 (A)		3,180		2,961
Coherent
5.000%, 12/15/2029 (A)		5,333		4,973
CommScope
8.250%, 03/01/2027 (A)		2,574		1,127
7.125%, 07/01/2028 (A)		1,420		568
6.000%, 03/01/2026 (A)		2,559		2,303
4.750%, 09/01/2029 (A)		689		472
CommScope Technologies LLC
6.000%, 06/15/2025 (A)		4,051		3,301
5.000%, 03/15/2027 (A)		365		131
Elastic
4.125%, 07/15/2029 (A)		2,241		2,013
Entegris
4.375%, 04/15/2028 (A)		535		500
3.625%, 05/01/2029 (A)		1,306		1,156
Entegris Escrow
5.950%, 06/15/2030 (A)		359		352
4.750%, 04/15/2029 (A)		4,584		4,322
Go Daddy Operating LLC
3.500%, 03/01/2029 (A)		1,150		1,024
MicroStrategy
6.125%, 06/15/2028 (A)		2,120		2,044
Monitronics International (Escrow Security)
9.125%, 04/01/2020 (B)(C)		10,706		–
NCR Atleos
9.500%, 04/01/2029 (A)		425		450
NCR Voyix
5.125%, 04/15/2029 (A)		563		522
5.000%, 10/01/2028 (A)		183		170


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
ON Semiconductor
3.875%, 09/01/2028 (A)	$	3,671	$	3,357
Open Text Holdings
4.125%, 02/15/2030 (A)		3,083		2,722
Presidio Holdings
4.875%, 02/01/2027 (A)		425		409
RingCentral
8.500%, 08/15/2030 (A)		343		355
Seagate HDD Cayman
8.500%, 07/15/2031 (A)		1,185		1,281
8.250%, 12/15/2029 (A)		1,540		1,650
3.375%, 07/15/2031		1,856		1,460
Synaptics
4.000%, 06/15/2029 (A)		2,879		2,579
Viasat
7.500%, 05/30/2031 (A)		2,070		1,454
ViaSat
6.500%, 07/15/2028 (A)		4,410		3,267

				55,639

Materials — 6.5%
Alcoa Nederland Holding BV
5.500%, 12/15/2027 (A)		200		197
ASP Unifrax Holdings
5.250%, 09/30/2028 (A)		3,505		2,223
ATI
7.250%, 08/15/2030		214		220
5.875%, 12/01/2027		276		270
5.125%, 10/01/2031		137		126
4.875%, 10/01/2029		267		245
Axalta Coating Systems Dutch Holding B BV
7.250%, 02/15/2031 (A)		3,585		3,719
Axalta Coating Systems LLC
4.750%, 06/15/2027 (A)		699		675
3.375%, 02/15/2029 (A)		2,328		2,069
Baffinland Iron Mines
8.750%, 07/15/2026 (A)		4,925		4,409
Ball
6.000%, 06/15/2029		2,933		2,948
3.125%, 09/15/2031		4,810		4,052
2.875%, 08/15/2030		2,680		2,269
Berry Global (Escrow Security)
5.625%, 07/15/2027 (A)		1,825		1,799
Big River Steel LLC
6.625%, 01/31/2029 (A)		477		480
Carpenter Technology
7.625%, 03/15/2030		103		106
6.375%, 07/15/2028		281		280
CF Industries
5.150%, 03/15/2034		2,520		2,439
Chemours
5.750%, 11/15/2028 (A)		2,662		2,335


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.625%, 11/15/2029 (A)	$	1,866	$	1,534
Cleveland-Cliffs
6.750%, 04/15/2030 (A)		1,505		1,494
4.625%, 03/01/2029 (A)		460		422
Compass Minerals International
6.750%, 12/01/2027 (A)		4,143		4,041
Cornerstone Chemical
10.250%, 09/01/2027 (A)(B)(C)		567		567
Cornerstone Chemical Co
15.000%, 12/06/2028 (A)(C)		4,945		4,945
CVR Partners
6.125%, 06/15/2028 (A)		1,771		1,675
Domtar
6.750%, 10/01/2028 (A)		5,220		4,822
Element Solutions
3.875%, 09/01/2028 (A)		3,618		3,279
ERO Copper
6.500%, 02/15/2030 (A)		3,005		2,832
First Quantum Minerals
9.375%, 03/01/2029 (A)		1,852		1,919
8.625%, 06/01/2031 (A)		3,571		3,411
7.500%, 04/01/2025 (A)		1,987		1,987
6.875%, 10/15/2027 (A)		2,769		2,633
FMG Resources August 2006 Pty
4.500%, 09/15/2027 (A)		1,395		1,335
Freeport-McMoRan
5.450%, 03/15/2043		400		372
5.400%, 11/14/2034		781		760
4.625%, 08/01/2030		979		933
INEOS Finance
7.500%, 04/15/2029 (A)		448		445
6.750%, 05/15/2028 (A)		200		195
INEOS Quattro Finance 2
9.625%, 03/15/2029 (A)		247		260
Innophos Holdings
9.375%, 02/15/2028 (A)		4,020		3,357
Iris Holdings
8.750%cash/0% PIK, 02/15/2026 (A)		285		244
LSB Industries
6.250%, 10/15/2028 (A)		1,325		1,256
Mativ Holdings
6.875%, 10/01/2026 (A)		1,292		1,252
Methanex
5.250%, 12/15/2029		1,755		1,669
5.125%, 10/15/2027		2,222		2,135
Mineral Resources MTN
8.500%, 05/01/2030 (A)		1,650		1,695
Mountain Province Diamonds, Inc.
9.000%, 12/15/2025 (A)(C)		2,609		2,544
Neiman Marcus Group (Escrow Security)
0.000%, 10/15/2021 (A)(B)(C)(D)		2,835		297


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NMG Holding
7.125%, 04/01/2026 (A)	$	1,085	$	1,064
Northwest Acquisitions ULC
7.125%, 11/01/2022 (A)(B)(C)(E)		3,290		–
NOVA Chemicals
9.000%, 02/15/2030 (A)		1,512		1,517
8.500%, 11/15/2028 (A)		189		200
5.250%, 06/01/2027 (A)		765		708
5.000%, 05/01/2025 (A)		1,451		1,417
4.250%, 05/15/2029 (A)		385		318
Novelis
4.750%, 01/30/2030 (A)		475		434
3.875%, 08/15/2031 (A)		475		402
3.250%, 11/15/2026 (A)		874		810
OI European Group BV
4.750%, 02/15/2030 (A)		2,804		2,581
Olympus Water US Holding
9.750%, 11/15/2028 (A)		2,109		2,241
Owens-Brockway Glass Container
6.625%, 05/13/2027 (A)		571		570
Pactiv Evergreen Group Issuer
4.000%, 10/15/2027 (A)		1,617		1,506
Polar US Borrower LLC
6.750%, 05/15/2026 (A)		1,850		426
Rain Carbon
12.250%, 09/01/2029 (A)		1,890		1,890
Rain CII Carbon LLC
7.250%, 04/01/2025 (A)		49		48
SCIH Salt Holdings
6.625%, 05/01/2029 (A)		3,478		3,162
4.875%, 05/01/2028 (A)		341		312
Scotts Miracle-Gro
5.250%, 12/15/2026		121		118
4.500%, 10/15/2029		684		607
4.375%, 02/01/2032		366		306
4.000%, 04/01/2031		461		391
Sealed Air
7.250%, 02/15/2031 (A)		2,509		2,590
6.125%, 02/01/2028 (A)		3,525		3,514
Tacora Resources Inc
13.000%cash/0% PIK, 11/03/2023 (A)(B)(C)		200		200
8.250%, 05/15/2026 (A)(B)		1,320		647
Taseko Mines
7.000%, 02/15/2026 (A)		2,299		2,264
TriMas
4.125%, 04/15/2029 (A)		522		476
Trinseo Materials Operating SCA
5.375%, 09/01/2025 (A)		182		148
5.125%, 04/01/2029 (A)		414		157
Tronox
4.625%, 03/15/2029 (A)		7,684		6,801


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
WR Grace Holdings LLC
5.625%, 08/15/2029 (A)	$	6,299	$	5,524
4.875%, 06/15/2027 (A)		390		370

				128,890

Real Estate — 1.7%
Diversified Healthcare Trust
4.750%, 02/15/2028		1,240		987
4.375%, 03/01/2031		4,090		3,107
Iron Mountain
7.000%, 02/15/2029 (A)		1,795		1,822
5.250%, 03/15/2028 (A)		281		271
5.250%, 07/15/2030 (A)		1,140		1,067
5.000%, 07/15/2028 (A)		395		374
4.875%, 09/15/2027 (A)		410		393
4.875%, 09/15/2029 (A)		3,400		3,162
Outfront Media Capital LLC
7.375%, 02/15/2031 (A)		2,689		2,806
4.625%, 03/15/2030 (A)		245		218
Park Intermediate Holdings LLC
4.875%, 05/15/2029 (A)		2,035		1,869
Realogy Group LLC
5.250%, 04/15/2030 (A)		615		431
RHP Hotel Properties
7.250%, 07/15/2028 (A)		113		116
4.750%, 10/15/2027		977		933
4.500%, 02/15/2029 (A)		607		564
Service Properties Trust
8.625%, 11/15/2031 (A)		1,285		1,357
5.500%, 12/15/2027		950		894
4.950%, 02/15/2027		2,978		2,734
4.375%, 02/15/2030		1,830		1,411
3.950%, 01/15/2028		140		119
Uniti Group
10.500%, 02/15/2028 (A)		905		937
6.000%, 01/15/2030 (A)		1,322		965
VICI Properties
5.750%, 02/01/2027 (A)		357		355
5.625%, 05/01/2024 (A)		315		315
4.750%, 02/15/2028		1,500		1,453
4.625%, 06/15/2025 (A)		411		404
4.625%, 12/01/2029 (A)		655		610
4.500%, 09/01/2026 (A)		225		217
4.500%, 01/15/2028 (A)		175		166
4.250%, 12/01/2026 (A)		687		657
4.125%, 08/15/2030 (A)		1,086		974
3.875%, 02/15/2029 (A)		396		361
3.750%, 02/15/2027 (A)		902		849
3.500%, 02/15/2025 (A)		22		21

				32,919


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Utilities — 2.3%
AmeriGas Partners
9.375%, 06/01/2028 (A)	$	210	$	213
5.875%, 08/20/2026		240		233
5.500%, 05/20/2025		215		211
Calpine
5.000%, 02/01/2031 (A)		275		246
4.625%, 02/01/2029 (A)		1,435		1,321
4.500%, 02/15/2028 (A)		4,815		4,535
FirstEnergy
4.150%, 07/15/2027		2,108		2,002
NextEra Energy Operating Partners
7.250%, 01/15/2029 (A)		2,124		2,159
4.250%, 07/15/2024 (A)		3,892		3,841
NRG Energy
10.250%, H15T5Y + 5.920%(A)(F)(G)		2,958		3,138
7.000%, 03/15/2033 (A)		413		430
6.625%, 01/15/2027		1,000		1,000
5.250%, 06/15/2029 (A)		615		583
3.875%, 02/15/2032 (A)		56		47
3.625%, 02/15/2031 (A)		3,581		3,011
3.375%, 02/15/2029 (A)		515		449
Pattern Energy Operations
4.500%, 08/15/2028 (A)		2,540		2,330
PG&E
5.250%, 07/01/2030		2,559		2,405
5.000%, 07/01/2028		352		336
Pike
8.625%, 01/31/2031 (A)		103		109
5.500%, 09/01/2028 (A)		315		299
Talen Energy Supply LLC
8.625%, 06/01/2030 (A)		2,550		2,690
Vistra
8.000%, H15T5Y + 6.930%(A)(F)(G)		2,698		2,698
7.000%, H15T5Y + 5.740%(A)(F)(G)		435		421
Vistra Operations LLC
7.750%, 10/15/2031 (A)		485		502
5.625%, 02/15/2027 (A)		390		380
5.000%, 07/31/2027 (A)		4,395		4,213
4.375%, 05/01/2029 (A)		5,924		5,403
4.300%, 07/15/2029 (A)		559		521

				45,726

Total Corporate Obligations
(Cost $1,604,510) ($ Thousands)				1,471,013


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS — 10.1%
AAdvantage Loyality IP Ltd. (American Airlines, Inc.), Initial Term Loan, 1st Lien
10.329%, CME Term SOFR + 4.750%, 04/20/2028 (F)	$	1,041	$	1,060
Accentcare, Term Loan, 1st Lien
10.687%, 06/20/2028		741		739
Access CIG, LLC, 2023 Refinancing Term Loan, 1st Lien
10.326%, CME Term SOFR + 5.000%, 08/18/2028 (F)(H)		1,395		1,395
ACProducts Holdings, Inc., Initial Term Loan, 1st Lien
9.860%, CME Term SOFR + 4.250%, 05/17/2028 (F)		525		470
Adient, Term Loan B2
8.076%, 01/31/2031		330		330
Advisor Group Holdings, Term Loan, 1st Lien
0.000%, 08/17/2028 (D)(H)		1,280		1,279
Ahead DB Borrower LLC, Term B Loan, 1st Lien
9.198%, 10/18/2027		149		148
Ahead DB Holdings, LLC, 2024 Incremental Term Loan, 1st Lien
9.569%, CME Term SOFR + 4.250%, 02/01/2031 (F)		305		305
Alchemy US Holdco 1, LLC, Initial Term Loan, 1st Lien
12.818%, CME Term SOFR + 7.320%, 10/10/2025 (F)		1,696		1,688
AlixPartners LLP, Initial Dollar Term Loan, 1st Lien
7.941%, 02/04/2028		2,193		2,193
Alvogen Pharma, Extended Term Loan, 1st Lien
12.998%, CME Term SOFR + 7.500%, 06/30/2025 (F)		2,978		2,531
AMC Entertainment Holdings, Inc. (fka AMC Entertainment Inc.), Term B-1 Loan, 1st Lien
8.432%, CME Term SOFR + 3.000%, 04/22/2026 (F)		1,283		1,047
AP Core Holdings II, LLC, Term B-1 Loan, 1st Lien
10.941%, CME Term SOFR + 5.500%, 09/01/2027 (F)		494		483
Applied Systems, Inc., Initial Term Loan (2024), 1st Lien
8.821%, CME Term SOFR + 3.500%, 02/24/2031 (F)(H)		2,615		2,624
Arches Buyer Inc., Refinancing Term Loan, 1st Lien
8.676%, CME Term SOFR + 3.250%, 12/06/2027 (F)(H)		1,398		1,337


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Avaya Inc., Initial Term Loan, 1st Lien
6.826%, CME Term SOFR + 1.500%, 08/01/2028 (F)(H)	$	6,269	$	5,541
AVSC Holding Corp., 2020 B-1 Term Loan, 1st Lien
8.676%, CME Term SOFR + 3.000%, 03/03/2025 (F)(H)		1,083		1,066
AVSC Holding Corp., 2020 B-2 Term Loan, 1st Lien
9.926%, CME Term SOFR + 4.500%, 10/15/2026 (F)		157		154
Blackhawk Network, Temr Loan, 2nd Lien
12.418%, 06/15/2026		2,412		2,370
Byju's, Term Loan, 1st Lien
15.500%, LIBOR + 8.000%, 11/24/2026 (B)(F)		3,675		733
Caesars Entertainment, Inc., Incremental Term B-1 Loan, 1st Lien
8.040%, CME Term SOFR + 2.750%, 02/06/2031 (F)		4,910		4,900
Carestream Health, Inc., Term Loan, 1st Lien
12.948%, CME Term SOFR + 7.500%, 09/30/2027 (F)		3,250		2,693
Castle US Holding Corp., Incremental Term B Loan, 1st Lien
9.599%, CME Term SOFR + 4.000%, 01/29/2027 (F)(H)		1,572		1,089
Castle US Holding Corporation, Initial Dollar Term Loan, 1st Lien
9.193%, CME Term SOFR + 3.750%, 01/29/2027 (F)		1,480		1,030
Claire's Stores, Inc., Initial Term Loan, 1st Lien
11.926%, CME Term SOFR + 6.500%, 12/18/2026 (F)		1,970		1,864
Clear Channel Outdoor Holdings, Inc., Term B Loan, 1st Lien
9.074%, CME Term SOFR + 3.500%, 08/21/2026 (F)		229		227
Cloud Software Group, Inc., Dollar Term B Loan, 1st Lien
9.948%, CME Term SOFR + 4.500%, 03/30/2029 (F)		1,160		1,149
ClubCorp Holdings, Inc., Term B-2 Loan, 1st Lien
10.610%, CME Term SOFR + 5.000%, 09/18/2026 (F)(H)		1,823		1,815
Commscope, Inc., Initial Term Loan, 1st Lien
8.691%, CME Term SOFR + 3.250%, 04/06/2026 (F)		657		592


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Consolidated Communications, Inc., Term B-1 Loan, 1st Lien
8.941%, CME Term SOFR + 3.500%, 10/02/2027 (F)	$	2,121	$	1,988
CP Atlas Buyer, Inc., Term B Loan, 1st Lien
9.176%, CME Term SOFR + 3.750%, 11/23/2027 (F)		985		970
CSC Holdings, LLC, 2022 Refinancing Term Loan, 1st Lien
9.818%, CME Term SOFR + 4.500%, 01/18/2028 (F)		249		242
Curian Global Inc., 2021 Term Loan, 1st Lien
9.176%, 08/30/2026		5		5
9.163%, 08/30/2026		2,013		1,893
DexKo Global Inc., Closing Date Dollar Term Loan, 1st Lien
9.360%, CME Term SOFR + 3.750%, 10/04/2028 (F)		590		587
DIRECTV Financing, LLC, Closing Date Term Loan, 1st Lien
10.650%, CME Term SOFR + 5.000%, 08/02/2027 (F)		851		850
Dominion Diamond, Term Loan, 2nd Lien
10.000%, 06/30/2026 (C)		1,216		1,216
East Valley Tourist Development Authority , Term Loan, 1st Lien
12.941%, CME Term SOFR + 7.500%, 11/23/2026 (C)(F)		4,160		4,060
Envision Healthcare Corporation, Term Loan, 1st Lien
13.574%, 12/30/2027 (H)		1,676		1,655
Enviva, Term Loan, 1st Lien
9.853%, 06/30/2027 (H)		944		896
Epic Crude Services, LP, Term Loan, 1st Lien
10.605%, CME Term SOFR + 5.000%, 03/02/2026 (F)		1,522		1,523
eResearchTechnology, Inc., Initial Term Loan, 1st Lien
9.941%, CME Term SOFR + 4.500%, 02/04/2027 (F)		1,537		1,538
First Student Bidco Inc., 2022 Incremental Term B Loan, 1st Lien
9.448%, CME Term SOFR + 4.000%, 07/21/2028 (F)		400		400
First Student Bidco Inc., Initial Term B Loan, 1st Lien
8.610%, CME Term SOFR + 3.000%, 07/21/2028 (F)		418		415
First Student Bidco Inc., Initial Term C Loan, 1st Lien
8.610%, CME Term SOFR + 3.000%, 07/21/2028 (F)		127		126


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Freeport LNG Investments, LLLP, Term Loan, 1st Lien
8.579%, 11/16/2026 (H)	$	3,181	$	3,142
Gainwell Acquisition Corp., Term B Loan, 1st Lien
9.448%, CME Term SOFR + 4.000%, 10/01/2027 (F)		1,560		1,482
GatesAir, Term Loan
14.932%, 08/01/2027 (C)		1,774		1,774
Genesys Cloud Services Holdings I, LLC, Initial Dollar Term Loan (2020), 1st Lien
9.441%, CME Term SOFR + 4.000%, 12/01/2027 (F)		494		495
Genesys Cloud Services Inc., Term Loan B, 1st Lien
9.191%, 12/01/2027 (H)		1,240		1,243
GIP III Stetson I, L.P. (GIP III Stetson II, L.P.), Initial Term Loan (2023), 1st Lien
9.676%, CME Term SOFR + 4.250%, 10/31/2028 (F)		2,491		2,497
Global Medical Response, Inc., 2018 New Term Loan, 1st Lien
9.824%, CME Term SOFR + 4.250%, 03/14/2025 (F)		3,349		2,936
Global Medical Response, Inc., 2021 Refinancing Term Loan, 1st Lien
9.841%, CME Term SOFR + 4.250%, 10/02/2025 (F)		3,969		3,483
Graham Packaging Company Inc., Initial Term Loan (2021), 1st Lien
8.441%, CME Term SOFR + 3.000%, 08/04/2027 (F)		524		523
Grifols Worldwide Operations Limited, Dollar Tranche B Term Loan, 1st Lien
7.426%, CME Term SOFR + 2.000%, 11/15/2027 (F)		1,332		1,305
Gulf Finance, LLC, Term Loan, 1st Lien
12.186%, CME Term SOFR + 6.750%, 08/25/2026 (F)		2,087		2,082
Hercules Achievement, LLC (Varsity Brands Holding Co., Inc.), Third Amendment Extended Term Loan, 1st Lien
10.441%, CME Term SOFR + 5.000%, 12/15/2026 (F)		769		769
HIG Finance 2 Limited, 2024 Dollar Term Loan, 1st Lien
8.807%, CME Term SOFR + 3.500%, 02/15/2031 (F)		1,785		1,775
J & J Ventures Gaming, LLC, Initial Term Loan, 1st Lien
9.610%, CME Term SOFR + 4.000%, 04/26/2028 (F)		1,268		1,240


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
JC Penney, 1st Lien
5.250%, LIBOR + 4.250%, 06/21/2024 (B)(C)(F)	$	3,751	$	—
Journey Personal Care, 1st Lien
9.701%, LIBOR + 4.250%, 03/01/2028 (F)		2,686		2,618
Jump Financial, LLC, Term Loan, 1st Lien
10.110%, CME Term SOFR + 4.500%, 08/07/2028 (F)		3,053		3,000
LABL, Inc., Initial Dollar Term Loan, 1st Lien
10.426%, CME Term SOFR + 5.000%, 10/29/2028 (F)		1,264		1,223
Lannett Company, Inc., Term Loan
2.000%, 06/16/2030 (C)		863		863
Libbey Glass, LLC, Incremental Term Loan
11.974%, 11/22/2027		2,653		2,502
Life Time, Inc., New 2023 Refinancing Term Loan, 1st Lien
9.824%, CME Term SOFR + 4.250%, 01/15/2026 (F)		685		688
LifeScan Global Corporation, Initial Term Loan, 1st Lien
11.975%, CME Term SOFR + 6.500%, 12/31/2026 (F)		12,228		7,459
Lightstone Holdco LLC, Extended Term B Loan, 1st Lien
11.063%, CME Term SOFR + 5.750%, 01/29/2027 (F)		1,982		1,896
Lightstone Holdco LLC, Extended Term C Loan, 1st Lien
11.063%, CME Term SOFR + 5.750%, 01/29/2027 (F)		112		107
Madison IAQ LLC, Initial Term Loan, 1st Lien
8.685%, CME Term SOFR + 3.250%, 06/21/2028 (F)		433		431
Magenta Buyer LLC, Initial Term Loan, 1st Lien
10.574%, CME Term SOFR + 5.000%, 07/27/2028 (F)(H)		8,454		5,033
Magnite Inc., Term Loan B, 1st Lien
9.822%, 02/06/2031 (F)		1,942		1,937
Magnite Inc., Term Loan, 1st Lien
9.791%, 02/06/2031		366		365
9.596%, 02/06/2031		366		366
Mavenir Systems, Inc., Initial Term Loan, 1st Lien
11.074%, CME Term SOFR + 5.750%, 08/18/2028 (F)		684		460
10.335%, CME Term SOFR + 4.750%, 08/18/2028 (E)(F)		7,656		5,160


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Medline Borrower, LP, Initial Dollar Term Loan, 1st Lien
8.441%, CME Term SOFR + 3.000%, 10/23/2028 (F)(H)	$	1,086	$	1,086
Mileage Plus Holdings, LLC (Mileage Plus Intellectual Property Assets, Ltd.), Initial Term Loan, 1st Lien
10.770%, CME Term SOFR + 5.250%, 06/21/2027 (F)		2,402		2,472
MKS Instruments, Inc., 2023-1 Dollar Term B Loan, 1st Lien
7.824%, CME Term SOFR + 2.500%, 08/17/2029 (F)		1,343		1,340
MLN U.S. HoldCo LLC, Term B Loan, 1st Lien
9.972%, CME Term SOFR + 4.500%, 11/30/2025 (F)		1,157		114
Mountaineer Merger Corp, Term Loan, 1st Lien
12.568%, CME Term SOFR + 7.000%, 10/26/2028 (F)(H)		2,851		2,220
MPH Acquisition Holdings LLC, Initial Term Loan, 1st Lien
9.855%, CME Term SOFR + 4.250%, 09/01/2028 (F)		347		336
Naked Juice LLC, Initial Loan, 2nd Lien
11.448%, CME Term SOFR + 6.000%, 01/24/2030 (F)		2,822		2,267
NEP Group, Inc., Extended 2021 Dollar Term Loan, 1st Lien
9.470%, 10/20/2025 (H)		42		40
9.441%, CME Term SOFR + 4.000%, 08/19/2026 (F)(H)		165		160
NEP Group, Inc., Extended Initial Dollar Term Loan, 1st Lien
8.691%, CME Term SOFR + 3.250%, 08/19/2026 (F)(H)		2,300		2,201
Neptune BidCo US Inc., Dollar Term B Loan, 1st Lien
10.423%, CME Term SOFR + 5.000%, 04/11/2029 (F)(H)		1,720		1,577
Nexus Buyer LLC, Initial Term Loan, 2nd Lien
11.676%, CME Term SOFR + 6.250%, 11/05/2029 (F)		1,140		1,118
Nine West Holdings Inc., Term Loan
14.413%, LIBOR + 8.000%, 03/20/2024 (F)		1,593		1,354
Open Text Corporation, 2023 Replacement Term Loan, 1st Lien
8.176%, CME Term SOFR + 2.750%, 01/31/2030 (F)		1,118		1,118


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Osaic Holdings, Inc., Term B-2 Loan, 1st Lien
9.826%, CME Term SOFR + 4.500%, 08/17/2028 (F)	$	690	$	690
Packaging Coordinators Midco, Inc., Term B Loan, 1st Lien
9.110%, CME Term SOFR + 3.500%, 11/30/2027 (F)		894		894
Parexel International Inc., Initial Term Loan, 1st Lien
8.691%, CME Term SOFR + 3.250%, 11/15/2028 (F)(H)		325		325
Park River Holdings, Inc., Initial Term Loan, 1st Lien
8.843%, LIBOR + 3.250%, 12/28/2027 (F)		226		219
Petco Health and Wellness Company, Inc., Initial Term Loan, 1st Lien
8.860%, CME Term SOFR + 3.250%, 03/03/2028 (F)		605		578
Pluto Acquisition I, Inc., 2021 Term Loan, 1st Lien
9.650%, CME Term SOFR + 4.000%, 06/22/2026 (F)		4,004		3,303
Prairie ECI Acquiror LP, Initial Term Loan, 1st Lien
10.176%, SOFRRATE + 4.750%, 03/11/2026 (F)		913		907
Pretium PKG Holdings, Inc., Initial Third Amendment Tranche A-1 Term Loan, 1st Lien
9.906%, CME Term SOFR + 4.600%, 10/02/2028 (F)(H)		133		117
Pug LLC, Term B-2 Loan, 1st Lien
9.691%, CME Term SOFR + 4.250%, 02/12/2027 (C)(F)(H)		870		866
Quest Software US Holdings Inc., Initial Term Loan, 1st Lien
9.713%, CME Term SOFR + 4.250%, 02/01/2029 (F)		1,701		1,340
Radiology Partners, Inc., Term B Loan, 1st Lien
10.179%, CME Term SOFR + 4.250%, 07/09/2025 (F)(H)		2,058		1,970
Sabre GLBL Inc., 2021 Other Term B-1 Loan, 1st Lien
8.941%, CME Term SOFR + 3.500%, 12/17/2027 (F)(H)		363		304
Sabre GLBL Inc., 2021 Other Term B-2 Loan, 1st Lien
8.941%, CME Term SOFR + 3.500%, 12/17/2027 (F)(H)		578		484


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Schenectady International Group, Inc., Initial Term Loan, 1st Lien
10.164%, LIBOR + 4.750%, 10/15/2025 (F)	$	2,137	$	1,605
Serta Simmons Bedding, Initial Term Loan, 1st Lien
12.963%, CME Term SOFR + 7.500%, 06/29/2028 (F)		86		78
Shutterfly, Term Loan, 2nd Lien
10.348%cash/0% PIK, 10/01/2027		295		232
SPX Flow, Inc., Term Loan, 1st Lien
9.926%, CME Term SOFR + 4.500%, 04/05/2029 (F)		307		308
Staples, Inc., 2019 Refinancing New Term B-1 Loan, 1st Lien
10.443%, Syn LIBOR + 5.000%, 04/16/2026 (F)		1,533		1,494
Star Parent, Inc., Term Loan, 1st Lien
9.348%, CME Term SOFR + 4.000%, 09/27/2030 (F)		175		173
Sunshine Luxembourg VII S.a r.l., Facility B3, 1st Lien
8.948%, CME Term SOFR + 3.500%, 10/01/2026 (F)		2,694		2,696
Surgery Center Holdings, Inc., Initial Term Loan, 1st Lien
8.820%, CME Term SOFR + 3.500%, 12/19/2030 (F)		2,660		2,663
Talen Energy Supply, LLC, Initial Term B Loan, 1st Lien
9.826%, CME Term SOFR + 4.500%, 05/17/2030 (F)		655		657
Talen Energy Supply, LLC, Initial Term C Loan, 1st Lien
9.826%, CME Term SOFR + 4.500%, 05/17/2030 (F)		309		310
Team Health Holdings, Inc., Extended Term Loan, 1st Lien
10.563%, CME Term SOFR + 5.250%, 03/02/2027 (F)(H)		9,156		7,998
Tortoiseecofin, Term Loan, 1st Lien
8.941%, 10/27/2028		361		357
Traverse Midstream Partners LLC, Advance, 1st Lien
8.817%, CME Term SOFR + 3.500%, 02/16/2028 (F)		1,540		1,540
Triton Water Holdings, Inc., Initial Term Loan, 1st Lien
8.860%, CME Term SOFR + 3.250%, 03/31/2028 (F)		373		366
U.S. Renal Care, Inc., Closing Date Term Loan, 1st Lien
10.447%, 06/20/2028		607		524


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
UKG Inc., 2021 Incremental Term Loan, 2nd Lien
10.680%, CME Term SOFR + 5.250%, 05/03/2027 (F)(H)	$	1,280	$	1,291
UKG Inc., 2024 Refinancing Term Loan, 1st Lien
8.814%, CME Term SOFR + 3.500%, 02/10/2031 (F)(H)		2,765		2,766
Venator, Term Loan, 1st Lien
15.426%, 10/12/2028		319		316
11.000%, 01/16/2026		111		105
VeriFone Systems, Inc., Initial Term Loan, 1st Lien
9.585%, CME Term SOFR + 4.000%, 08/20/2025 (F)(H)		2,380		2,059
Vestis, Term Loan, 1st Lien
0.000%, 02/22/2031 (D)(H)		2,760		2,757
Victoria's Secret & Co., Initial Term Loan, 1st Lien
8.888%, CME Term SOFR + 3.250%, 08/02/2028 (F)		310		309
Vida Capital Inc., Initial Term Loan
11.441%, CME Term SOFR + 6.000%, 10/01/2026 (F)		6,821		5,798
Wargam, Term Loan, 1st Lien
14.676%, 06/30/2028		2,424		2,472
WaterBridge Midstream Operating LLC, Initial Term Loan, 1st Lien
11.336%, CME Term SOFR + 5.750%, 06/22/2026 (F)		921		921
Wellful Inc., Initial Term Loan, 1st Lien
11.691%, CME Term SOFR + 6.250%, 04/21/2027 (F)		3,916		3,407
WestJet Loyalty LP, Initial Term Loan, 1st Lien
9.068%, CME Term SOFR + 3.750%, 02/14/2031 (F)		3,150		3,122
White Cap Supply Holdings, LLC, Initial Closing Date Term Loan, 1st Lien
9.076%, CME Term SOFR + 3.750%, 10/19/2027 (F)		772		773
Xplornet Communications Inc., Refinancing Term Loan, 1st Lien
9.610%, CME Term SOFR + 4.000%, 10/02/2028 (F)		5,496		2,495


Description	Face Amount (Thousands)		Market Value ($ Thousands)
LOAN PARTICIPATIONS (continued)
Zelis Cost Management Buyer, Inc., Term B-2 Loan, 1st Lien
8.067%, CME Term SOFR + 2.750%, 09/28/2029 (F)	$	1,500	$	1,498


Total Loan Participations
(Cost $213,069) ($ Thousands)				200,560



ASSET-BACKED SECURITIES — 7.6%
Other Asset-Backed Securities — 7.6%

Ares XXXIV CLO, Ser 2020-2A, Cl FR
14.178%, TSFR3M + 8.862%, 04/17/2033 (A)(C)(F)		2,304		1,993
Battalion CLO VII, Ser 2014-7A, Cl SUB
0.000%, 07/17/2028 (A)(C)(D)(F)		4,614		–
Battalion CLO VIII, Ser 2015-8A, Cl SUB
0.000%, 07/18/2030 (A)(C)(D)(F)		4,378		1,160
Battalion CLO X, Ser 2016-10A, Cl SUB
0.000%, 01/25/2035 (A)(C)(D)(F)		6,380		4,109
Battalion CLO XI, Ser 2017-11A, Cl SUB
0.000%, 04/24/2034 (A)(C)(D)(F)		10,431		5,007
Battalion CLO XII, Ser 2018-12A, Cl SUB
0.000%, 05/17/2031 (A)(C)(D)(F)		8,633		2,970
Battalion CLO XIV, Ser 2019-14A
0.000%, 04/20/2032 (C)(D)		6,147		3,866
Battalion CLO XVI, Ser 2019-16A, Cl SUB
0.000%, 12/19/2032 (A)(C)(D)(F)		3,572		1,822
Battalion CLO XX, Ser 2021-20A, Cl SUB
0.000%, 07/15/2034 (C)(D)		8,543		4,797
Benefit Street Partners CLO III, Ser 2013-IIIA, Cl SUB
0.000%, 07/20/2029 (A)(C)(D)(F)		2,640		198
Benefit Street Partners CLO IV
0.000%, 07/20/2026 (A)(C)(I)		7		2,568
Benefit Street Partners CLO IX
0.000%, 07/20/2025 (A)(C)(I)		3,363		1,241
Benefit Street Partners CLO V, Ser 2018-5BA
0.000%, 04/20/2031 (C)(D)		10,301		3,750
Benefit Street Partners CLO VI, Ser 2015-VIA, Cl SUB
0.000%, 10/18/2029 (A)(C)(D)(F)		9,535		4,278
Benefit Street Partners CLO VII, Ser 2015-VIII, Cl SUB
0.000%, 07/18/2027 (C)(D)(F)		9,035		35
Benefit Street Partners CLO VIII
0.000%, 01/20/2031 (A)(C)(D)		9,000		2,065
Benefit Street Partners CLO X, Ser 2016-10A, Cl SUB
0.000%, 04/20/2034 (A)(C)(D)(F)		10,939		6,686


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Benefit Street Partners CLO XII, Ser 2017-12A, Cl SUB
0.000%, 10/15/2030 (A)(C)(D)(F)	$	10,091	$	2,321
Benefit Street Partners CLO XIV, Ser 2018-14A, Cl SUB
0.000%, 04/20/2031 (A)(C)(D)(F)		6,857		3,117
Benefit Street Partners CLO XVIII, Ser 2019-18A, Cl SUB
0.000%, 10/15/2034 (A)(C)(D)(F)		6,048		3,914
Benefit Street Partners CLO XX, Ser 2020-20A, Cl SUB
0.000%, 07/15/2034 (A)(C)(D)(F)		3,469		2,789
Benefit Street Partners CLO XXIII, Ser 2021-23A, Cl SUB
0.000%, 04/25/2034 (C)(D)		4,843		3,359
Cathedral Lake CLO, Ser 2015-3A, Cl SUB
0.000%, 01/15/2026 (A)(C)(D)(F)		3,653		712
Cathedral Lake V, Ser 2018-5A, Cl SUB
0.000%, 10/21/2030 (A)(C)(D)(F)		5,673		908
First Eagle Berkeley Fund CLO LLC, Ser 2016-1A, Cl SUB
0.000%, 10/25/2028 (A)(C)(D)(F)		21,812		4,908
Great Lakes CLO, Ser 2015-1A, Cl SUB
0.000%, 01/16/2030 (A)(C)(D)(F)		6,015		2,782
Great Lakes CLO, Ser 2017-1A, Cl ER
13.156%, TSFR3M + 7.762%, 10/15/2029 (A)(C)(F)		3,376		3,230
Great Lakes CLO, Ser 2018-1A, Cl ER
12.936%, TSFR3M + 7.622%, 01/16/2030 (A)(C)(F)		4,328		4,101
Great Lakes CLO, Ser 2018-1A, Cl FR
15.576%, TSFR3M + 10.262%, 01/16/2030 (A)(C)(F)		1,595		1,381
IVY Hill Middle Market Credit Fund XII, Ser 2017-12A, Cl SUB
0.000%, 07/20/2033 (A)(C)(D)(F)		1,149		788
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl D
12.630%, TSFR3M + 7.332%, 04/18/2030 (A)(C)(F)		2,886		2,652
IVY Hill Middle Market Credit Fund XIV, Ser 2018-14A, Cl SUB
0.000%, 04/18/2030 (A)(C)(D)(F)		2,164		1,599
LCM Ltd
0.000%, 01/20/2032 (C)(D)		1,998		1,105
Lockwood Grove CLO, Ser 2014-1A, Cl SUB
0.000%, 01/25/2030 (A)(C)(D)(F)		4,865		681
Lockwood Grove CLO, Ser 2018-1A, Cl ERR
11.436%, TSFR3M + 6.112%, 01/25/2030 (A)(C)(F)		3,201		2,751
Neuberger Berman CLO XXII, Ser 2016-22A, Cl SUB
0.000%, 10/17/2030 (A)(C)(D)(F)		5,235		1,518


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl INC
0.000%, 04/20/2033 (A)(C)(D)(F)	$	1,780	$	1,121
Neuberger Berman Loan Advisers CLO 36, Ser 2020-36A, Cl SPIN
0.114%, 04/20/2033 (A)(C)(F)		23		15
Neuberger Berman Loan Advisers CLO 39
0.000%, 10/20/2032 (C)(D)		5,795		3,431
Neuberger Berman Loan Advisers CLO 41
0.000%, 10/20/2032 (C)(D)		3,394		2,146
NewStar Fairfield Fund CLO, Ser 2015-2A, Cl SUB
0.000%, 04/20/2030 (A)(C)(D)(F)		9,028		2,545
NewStar Fairfield Fund CLO, Ser 2018-2A, Cl DN
12.959%, TSFR3M + 7.642%, 04/20/2030 (A)(C)(F)		4,200		3,688
OCP CLO, Ser 2017-14A, Cl SUB
0.000%, 11/20/2030 (A)(C)(D)(F)		3,012		1,342
OCP CLO, Ser 2020-19A, Cl SUB
0.000%, 10/20/2034 (A)(C)(D)(F)		1,876		1,433
OCP CLO, Ser 2021-21A, Cl SUB
0.000%, 07/20/2034 (C)(D)		7,945		5,085
TCP Whitney CLO, Ser 2017-1I, Cl SUB
0.000%, 08/20/2029 (C)(D)(F)		13,119		8,106
TCW CLO, Ser 2017-1A, Cl SUB
0.000%, 10/29/2034 (A)(C)(D)(F)		7,377		3,615
TCW CLO, Ser 2018-1A, Cl SUB
0.000%, 04/25/2031 (A)(C)(D)(F)		5,509		2,156
TCW CLO, Ser 2019-2A, Cl SUB
0.000%, 10/20/2032 (A)(C)(D)(F)		5,959		3,516
TCW CLO, Warehouse Note, Ser 2020-1
0.000%, (C)(D)		8,523		4,432
Venture 35 CLO, Ser 2018-35A, Cl SUB
0.000%, 10/22/2031 (A)(C)(D)(F)		15,819		3,797
Venture XXV CLO, Ser 2016-25A, Cl SUB
0.000%, 04/20/2029 (A)(C)(D)(F)		2,950		324
Venture XXVI CLO, Ser 2017-26A, Cl SUB
0.000%, 01/20/2029 (A)(C)(D)(F)		2,865		172
Venture XXVIII CLO, Ser 2017-28A, Cl SUB
0.000%, 07/20/2030 (A)(C)(D)(F)		5,750		805
VOYA CLO, Ser 2020-2A
0.000%, 07/20/2031 (C)(D)		6,281		4,849
Wind River
0.000%, (C)(D)		11,611		7,100


Total Asset-Backed Securities
(Cost $57,093) ($ Thousands)				150,839


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 1.5%
21st Century Oncology *(C)		22,017	$	371
Air Methods *		11,898		656
Aquity Holdings Inc *(C)		89,545		26
Arctic Canadian Diamond Co. *(C)		1,633		406
Avaya Inc. *		205,996		1,249
Burgundy Diamond Mines *		3,227,052		399
Carestream Health Holdings Inc *(C)		123,791		2,111
CHC Group LLC *		1,444		1
Chesapeake Energy Corp		5,208		431
Clear Channel Outdoor Holdings Inc, Cl A *		66,059		114
Copper Property CTL Pass Through Trust		184,226		1,870
Cornerstone Chemical Co *(C)		269,066		5,065
Envision Healthcare *		258,960		2,499
Frontier Communications Parent Inc *		14,928		354
Guitar Center *(C)(E)		24,502		3,465
Gulfport Energy Corp *		2,778		394
Gymboree Corp *(C)(E)		18,542		—
Gymboree Holding Corp *(C)(E)		52,848		—
iHeartMedia Inc, Cl A *		14,876		41
Intelsat Emergene SA *(C)		65,731		1,840
Lannett *(C)		142,313		293
Lumileds Common Bright Bidco *		8,903		3
Mallinckrodt PLC *(C)		7,431		285
Medical Card Systems *(C)		395,653		124
Monitronics International *(C)		9,156		147
MYT Holding LLC *(C)		461,765		115
Neiman Marcus Group *(C)(E)		1,051		110
Neiman Marcus Group *(C)		9,899		1,039
Nine West *(C)		163,718		205
Parker Drilling Co *(C)(E)		138,594		1,802
Parker Drilling Co *(C)(E)		5,140		46
SandRidge Energy Inc		232		3
Serta Simmons Bedding LLC *		20,716		129
SSB Equipment Company *		20,716		—
Tacora *		80,512		81
Venator Materials *		696		665
VICI Properties Inc, Cl A ^‡		48,089		1,439
Windstream Services *		97,197		923

Total Common Stock
(Cost $38,655) ($ Thousands)				28,701

	Face Amount (Thousands)
CONVERTIBLE BONDS — 0.7%
Authentic Brands
5.000%, 09/01/2029(C)	$	421		421
DISH Network
2.375%, 03/15/2024		3,502		3,445
0.000%, 12/15/2025(I)		2,122		1,538
3.375%, 08/15/2026		804		475
JetBlue Airways
0.500%, 04/01/2026		1,275		1,077


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CONVERTIBLE BONDS (continued)
Liberty Interactive LLC
4.000%, 11/15/2029	$	203	$	85
3.750%, 02/15/2030		5,247		2,164
Multiplan
6.000%, 10/15/2027(A)		850		595
North Sea Natural Resources
0.000%, 01/23/2028(C)(D)		889		170
0.000%, 01/23/2028(C)(D)		118		23
0.000%, 01/23/2028(C)(D)		61		11
Silver Airways LLC
15.000%, 12/31/2027(C)		5,835		3,856
15.000%cash/0% PIK, 12/31/2027(C)		775		775

Total Convertible Bonds
(Cost $18,162) ($ Thousands)				14,635


	Shares
PREFERRED STOCK — 0.7%
Claire's Stores Inc, 0.000% *(C)(D)(G)		1,592		1,603
FHLMC, 5.919% (F)(G)		29,819		151
FNMA, 0.000% *(D)(F)(G)		43,993		238
Foresight, 0.000% *(C)(D)(G)		60,593		909
Guitar Center Inc, 0.000% *(C)(D)(E)(G)		782		75
Gulfport Energy Corp, 10.000%cash/0% PIK, 10.000% (C)(G)		43		436
MPLX, 9.538% (C)(G)(J)		41,696		1,560
MYT Holding LLC, 10.000% (G)		516,164		322
Osaic Financial Services, 6.500%		102,399		1,956
Qurate Retail Inc, 8.000% (G)		21,249		1,082
Syniverse, 0.000% *(C)(D)(G)		5,154,427		4,938
Tortoise Investment, 0.000% **(D)		114,191		90

Total Preferred Stock
(Cost $13,231) ($ Thousands)				13,360


Description		Number of Warrants	Market Value ($ Thousands)
WARRANTS — 0.0%
Air Methods
Strike Price $– *^‡^‡		21,323	$	285
Guitar Center Tranche I, Expires 12/22/2070
Strike Price $100.00 *(C)(E)		5,960		324
Guitar Center Tranche II, Expires 12/22/2070
Strike Price $160.00 *(C)(E)		6,486		157
Guitar Center Tranche III, Expires 12/22/2070
Strike Price $100.00 *(C)(E)		526		13
Intelsat
Strike Price $– *^‡^‡(C)		6		–
Neiman Marcus Group, Expires 09/24/2027
Strike Price $213.16 *(C)		6,679		92
Silver Airways
Strike Price $– *^‡^‡(C)		2		–
Tacora Resources Inc
Strike Price $– *^‡^‡(C)		5,372,127		–


Total Warrants
(Cost $865) ($ Thousands)				871


	Shares
CASH EQUIVALENT — 5.2%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		102,282,316		102,282
Total Cash Equivalent
(Cost $102,282) ($ Thousands)				102,282
Total Investments in Securities — 99.9%
(Cost $2,047,867) ($ Thousands)			$	1,982,261

A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:

	Percentages are based on Net Assets of $1,984,344 ($ Thousands).
*	Non-income producing security.
**	The rate reported is the 7-day effective yield as of February 29, 2024.
^†	Investment in Affiliated Security.
^‡	Real Estate Investment Trust.
^‡^‡	Expiration date not available.
(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 February 29, 2024, the value of these securities amounted to $1,336,240 ($ Thousands), representing 67.3% of the Net Assets of the Fund.

(B)	Security is in default on interest payment.
(C)	Level 3 security in accordance with fair value hierarchy.
(D)	No interest rate available.
(E)	Security considered restricted, excluding 144A. The total market value of such securities as of February 29, 2024 was $11,288 ($ Thousands) and represented 0.6% of the Net Assets of the Fund. See table below for acquisition dates and acquisition cost.
(F)	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.

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):

A list of the restricted securities, excluding 144A, held by the Fund at February 29, 2024, is as follows:


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 61.3%
Communication Services — 7.8%
America Movil
6.125%, 03/30/2040	$	340	$	357
AT&T
4.500%, 05/15/2035		1,940		1,786
3.800%, 12/01/2057		4,935		3,473
3.650%, 06/01/2051		290		208
3.650%, 09/15/2059		1,966		1,330
3.550%, 09/15/2055		990		675
3.500%, 06/01/2041		55		42
3.500%, 09/15/2053		2,081		1,430
Charter Communications Operating LLC / Charter Communications Operating Capital
6.484%, 10/23/2045		1,973		1,802
6.384%, 10/23/2035		1,000		968
5.750%, 04/01/2048		831		692
5.500%, 04/01/2063		80		62
5.375%, 05/01/2047		1,979		1,563
4.800%, 03/01/2050		255		185
3.900%, 06/01/2052		430		270
3.850%, 04/01/2061		630		366
3.700%, 04/01/2051		160		97
3.500%, 06/01/2041		145		96
Comcast
5.500%, 05/15/2064		65		64
4.049%, 11/01/2052		425		335
3.969%, 11/01/2047		2,028		1,606
3.900%, 03/01/2038		820		703
3.750%, 04/01/2040		205		168
2.987%, 11/01/2063		1,068		642
2.937%, 11/01/2056		3,578		2,202
2.887%, 11/01/2051		786		498
COX Communications
4.500%, 06/30/2043 (A)		382		312
Discovery Communications LLC
5.200%, 09/20/2047		549		447
4.650%, 05/15/2050		195		148
4.000%, 09/15/2055		910		602
Fox
5.576%, 01/25/2049		270		247
Meta Platforms
5.750%, 05/15/2063		90		94
5.600%, 05/15/2053		1,470		1,522
4.450%, 08/15/2052		605		529
Paramount Global
5.850%, 09/01/2043		395		319
4.950%, 05/19/2050		108		77
4.850%, 12/15/2034		765		608
Rogers Communications
5.000%, 03/15/2044		442		400
4.550%, 03/15/2052		402		332


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 03/15/2043	$	257	$	217
SES GLOBAL Americas Holdings GP
5.300%, 03/25/2044 (A)		950		728
Tencent Holdings MTN
3.840%, 04/22/2051 (A)		295		222
Time Warner Cable LLC
7.300%, 07/01/2038		295		294
6.750%, 06/15/2039		295		278
6.550%, 05/01/2037		675		636
5.875%, 11/15/2040		320		276
5.500%, 09/01/2041		760		627
4.500%, 09/15/2042		530		388
T-Mobile USA
6.000%, 06/15/2054		135		141
5.750%, 01/15/2054		587		594
5.650%, 01/15/2053		506		503
5.500%, 01/15/2055		419		408
4.375%, 04/15/2040		100		88
3.600%, 11/15/2060		455		315
3.400%, 10/15/2052		705		490
3.000%, 02/15/2041		775		560
TWDC Enterprises 18 MTN
3.700%, 12/01/2042		650		527
Verizon Communications
4.500%, 08/10/2033		2,785		2,628
3.700%, 03/22/2061		508		359
3.550%, 03/22/2051		1,043		757
3.400%, 03/22/2041		2,695		2,065
2.987%, 10/30/2056		1,690		1,050
2.650%, 11/20/2040		165		114
Vodafone Group PLC
5.625%, 02/10/2053		335		324
4.875%, 06/19/2049		151		131
4.375%, 02/19/2043		210		177
Walt Disney
3.600%, 01/13/2051		1,975		1,500
3.500%, 05/13/2040		390		313
2.750%, 09/01/2049		120		77
Warnermedia Holdings
5.391%, 03/15/2062		376		303
5.141%, 03/15/2052		3,723		3,025
5.050%, 03/15/2042		1,710		1,438

				48,810

Consumer Discretionary — 2.4%
Alimentation Couche-Tard
4.500%, 07/26/2047 (A)		475		397
Amazon.com
4.950%, 12/05/2044		944		933
4.050%, 08/22/2047		721		618
3.950%, 04/13/2052		422		349
3.875%, 08/22/2037		295		263


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.100%, 05/12/2051	$	1,275	$	900
2.875%, 05/12/2041		642		482
2.700%, 06/03/2060		535		330
Aptiv PLC
5.400%, 03/15/2049		544		488
3.100%, 12/01/2051		462		290
AutoZone
6.550%, 11/01/2033		500		540
General Motors
6.600%, 04/01/2036		120		126
5.950%, 04/01/2049		410		395
5.600%, 10/15/2032		210		209
5.150%, 04/01/2038		125		116
General Motors Financial
6.100%, 01/07/2034		220		222
Home Depot
4.250%, 04/01/2046		760		649
3.900%, 06/15/2047		402		325
3.625%, 04/15/2052		70		53
3.350%, 04/15/2050		550		398
3.125%, 12/15/2049		290		202
2.375%, 03/15/2051		80		47
Lowe's
5.800%, 09/15/2062		510		509
5.750%, 07/01/2053		59		60
5.625%, 04/15/2053		715		710
4.250%, 04/01/2052		650		522
4.050%, 05/03/2047		190		150
3.700%, 04/15/2046		505		380
3.000%, 10/15/2050		885		571
Massachusetts Institute of Technology
5.600%, 07/01/2111		310		334
McDonald's MTN
4.600%, 05/26/2045		430		382
4.450%, 03/01/2047		1,015		872
3.625%, 09/01/2049		395		296
Newell Brands
6.500%, 04/01/2046		200		160
Starbucks
4.450%, 08/15/2049		375		321
3.350%, 03/12/2050		615		435
University of Southern California
5.250%, 10/01/2111		735		725
3.028%, 10/01/2039		225		182

				14,941

Consumer Staples — 3.5%
Altria Group
4.000%, 02/04/2061		330		237
3.875%, 09/16/2046		830		611
3.700%, 02/04/2051		165		112


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046	$	2,699	$	2,495
4.700%, 02/01/2036		4,145		3,967
Anheuser-Busch InBev Worldwide
5.550%, 01/23/2049		1,166		1,195
4.600%, 04/15/2048		41		37
4.439%, 10/06/2048		837		733
4.375%, 04/15/2038		330		302
4.350%, 06/01/2040		551		493
Bacardi
5.300%, 05/15/2048 (A)		185		172
BAT Capital
7.079%, 08/02/2043		155		161
5.650%, 03/16/2052		155		136
5.282%, 04/02/2050		90		75
4.758%, 09/06/2049		385		298
4.540%, 08/15/2047		1,650		1,238
4.390%, 08/15/2037		1,295		1,062
3.734%, 09/25/2040		605		440
Bayer US Finance LLC
6.875%, 11/21/2053 (A)		205		205
6.500%, 11/21/2033 (A)		250		250
Baylor Scott & White Holdings
2.839%, 11/15/2050		30		20
City of Hope
4.378%, 08/15/2048		650		545
CSL Finance PLC
4.750%, 04/27/2052 (A)		420		380
Dollar General
5.500%, 11/01/2052		135		127
Dollar Tree
3.375%, 12/01/2051		265		174
JBS USA LUX
7.250%, 11/15/2053 (A)		695		728
6.500%, 12/01/2052		1,275		1,226
4.375%, 02/02/2052		900		648
Kenvue
5.100%, 03/22/2043		25		24
5.050%, 03/22/2053		119		115
Keurig Dr Pepper
4.500%, 04/15/2052		275		234
Kraft Heinz Foods
5.200%, 07/15/2045		65		60
4.875%, 10/01/2049		169		151
4.375%, 06/01/2046		95		79
Kroger
4.450%, 02/01/2047		925		782
Nestle Holdings
3.900%, 09/24/2038 (A)		295		259
New York and Presbyterian Hospital
2.256%, 08/01/2040		395		266


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Philip Morris International
4.500%, 03/20/2042	$	580	$	501
3.875%, 08/21/2042		595		470
Reynolds American
5.850%, 08/15/2045		300		273
Stanford Health Care
3.027%, 08/15/2051		380		258
Target
2.950%, 01/15/2052		95		63
Walmart
4.500%, 04/15/2053		230		209
2.650%, 09/22/2051		200		130
2.500%, 09/22/2041		155		110

				22,051

Energy — 5.7%
Apache
5.350%, 07/01/2049		190		154
BP Capital Markets America
3.379%, 02/08/2061		555		374
3.060%, 06/17/2041		655		487
2.939%, 06/04/2051		165		108
2.772%, 11/10/2050		800		509
Canadian Natural Resources MTN
4.950%, 06/01/2047		350		305
Chevron
3.078%, 05/11/2050		289		204
Columbia Pipeline Group
5.800%, 06/01/2045		185		179
Columbia Pipelines Operating LLC
6.544%, 11/15/2053 (A)		405		431
ConocoPhillips
4.300%, 11/15/2044		625		538
4.025%, 03/15/2062		778		605
Enbridge
6.700%, 11/15/2053		910		1,017
Energy Transfer
6.500%, 02/01/2042		45		47
6.125%, 12/15/2045		838		833
5.950%, 10/01/2043		1,025		997
5.950%, 05/15/2054		390		381
5.800%, 06/15/2038		40		39
5.400%, 10/01/2047		1,475		1,338
5.350%, 05/15/2045		245		223
5.300%, 04/15/2047		450		403
5.150%, 02/01/2043		80		70
5.150%, 03/15/2045		100		89
4.900%, 03/15/2035		1,000		932
Enterprise Products Operating LLC
6.125%, 10/15/2039		270		285
5.700%, 02/15/2042		540		546
4.950%, 10/15/2054		495		451


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.900%, 05/15/2046	$	790	$	721
4.850%, 03/15/2044		985		904
3.700%, 01/31/2051		100		75
3.200%, 02/15/2052		295		202
EOG Resources
4.950%, 04/15/2050		234		218
Equinor
3.625%, 04/06/2040		1,000		825
Exxon Mobil
4.227%, 03/19/2040		145		130
3.452%, 04/15/2051		2,288		1,693
3.095%, 08/16/2049		130		91
Hess
6.000%, 01/15/2040		55		58
5.800%, 04/01/2047		115		117
5.600%, 02/15/2041		430		433
Kinder Morgan
5.550%, 06/01/2045		55		51
5.450%, 08/01/2052		830		764
5.300%, 12/01/2034		1,440		1,404
5.200%, 03/01/2048		95		84
5.050%, 02/15/2046		210		183
3.600%, 02/15/2051		55		38
3.250%, 08/01/2050		230		149
Kinder Morgan Energy Partners
6.375%, 03/01/2041		636		647
5.500%, 03/01/2044		135		125
5.000%, 08/15/2042		700		609
Marathon Petroleum
6.500%, 03/01/2041		193		205
4.750%, 09/15/2044		50		44
MPLX
5.500%, 02/15/2049		610		571
4.950%, 03/14/2052		95		82
4.500%, 04/15/2038		615		535
Northern Natural Gas
4.300%, 01/15/2049 (A)		260		214
Occidental Petroleum
7.950%, 06/15/2039		20		23
6.600%, 03/15/2046		20		21
6.200%, 03/15/2040		145		147
4.400%, 04/15/2046		80		64
4.300%, 08/15/2039		436		352
0.000%, 10/10/2036 (B)		1,960		1,034
Petroleos Mexicanos
6.350%, 02/12/2048		745		456
Phillips 66
4.900%, 10/01/2046		509		455
4.875%, 11/15/2044		605		553
4.650%, 11/15/2034		250		235
Plains All American Pipeline/PAA Finance
4.900%, 02/15/2045		470		396


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Rockies Express Pipeline LLC
6.875%, 04/15/2040 (A)	$	935	$	921
Sabal Trail Transmission LLC
4.832%, 05/01/2048 (A)		405		345
4.682%, 05/01/2038 (A)		270		244
Shell International Finance BV
6.375%, 12/15/2038		877		978
5.500%, 03/25/2040		435		448
4.375%, 05/11/2045		1,315		1,149
3.750%, 09/12/2046		254		200
3.250%, 04/06/2050		10		7
Suncor Energy
6.800%, 05/15/2038		500		534
Texas Eastern Transmission
4.150%, 01/15/2048 (A)		440		354
TotalEnergies Capital International
3.127%, 05/29/2050		1,185		826
TransCanada PipeLines
7.250%, 08/15/2038		880		985
4.875%, 05/15/2048		195		170
4.750%, 05/15/2038		235		212
Transcontinental Gas Pipe Line LLC
5.400%, 08/15/2041		700		682
4.600%, 03/15/2048		536		470
4.450%, 08/01/2042		435		377
Williams
5.750%, 06/24/2044		9		9
5.300%, 08/15/2052		205		192
3.500%, 10/15/2051		403		280

				35,836

Financials — 11.3%
Allstate
4.500%, 06/15/2043		50		44
American International Group
4.800%, 07/10/2045		50		46
Aon
3.900%, 02/28/2052		944		715
Arthur J Gallagher
6.750%, 02/15/2054		360		406
5.750%, 03/02/2053		485		478
Athene Holding
3.450%, 05/15/2052		500		328
Banco Santander
6.938%, 11/07/2033		390		425
Bank of America
6.110%, 01/29/2037		560		587
6.000%, 10/15/2036		1,730		1,805
5.468%, SOFRRATE + 1.650%, 01/23/2035 (C)		775		773
3.483%, SOFRRATE + 1.650%, 03/13/2052 (C)		308		226


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.311%, SOFRRATE + 1.580%, 04/22/2042 (C)	$	765	$	580
2.651%, SOFRRATE + 1.220%, 03/11/2032 (C)		710		594
2.572%, SOFRRATE + 1.210%, 10/20/2032 (C)		315		258
2.299%, SOFRRATE + 1.220%, 07/21/2032 (C)		2,219		1,796
Bank of America MTN
5.875%, 02/07/2042		1,101		1,160
4.083%, TSFR3M + 3.412%, 03/20/2051 (C)		770		622
4.078%, TSFR3M + 1.582%, 04/23/2040 (C)		1,000		855
2.676%, SOFRRATE + 1.930%, 06/19/2041 (C)		994		692
2.496%, TSFR3M + 1.252%, 02/13/2031 (C)		935		797
Bank of New York Mellon
4.706%, SOFRRATE + 1.512%, 02/01/2034 (C)		270		259
Bank of New York Mellon MTN
5.834%, SOFRINDX + 2.074%, 10/25/2033 (C)		185		192
Berkshire Hathaway
4.500%, 02/11/2043		218		206
Berkshire Hathaway Finance
3.850%, 03/15/2052		637		505
Blackstone Holdings Finance LLC
6.250%, 08/15/2042 (A)		461		474
Brookfield Finance
5.968%, 03/04/2054		179		180
Brown & Brown
4.950%, 03/17/2052		405		350
Carlyle Holdings II Finance LLC
5.625%, 03/30/2043 (A)		386		367
Charles Schwab
5.853%, SOFRRATE + 2.500%, 05/19/2034 (C)		215		218
Chubb INA Holdings
6.700%, 05/15/2036		627		714
Citigroup
8.125%, 07/15/2039		88		112
6.174%, SOFRRATE + 2.661%, 05/25/2034 (C)		365		368
5.827%, SOFRRATE + 2.056%, 02/13/2035 (C)		470		460
4.750%, 05/18/2046		996		877
4.650%, 07/23/2048		185		164
4.281%, TSFR3M + 2.101%, 04/24/2048 (C)		813		690
3.878%, TSFR3M + 1.430%, 01/24/2039 (C)		200		168


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.785%, SOFRRATE + 1.939%, 03/17/2033 (C)	$	440	$	389
2.904%, SOFRRATE + 1.379%, 11/03/2042 (C)		300		213
Commonwealth Bank of Australia MTN
3.743%, 09/12/2039 (A)		215		169
Cooperatieve Rabobank UA
5.250%, 08/04/2045		95		92
Corebridge Financial
4.400%, 04/05/2052		310		249
4.350%, 04/05/2042		95		78
Farmers Exchange Capital
7.200%, 07/15/2048 (A)		225		205
Farmers Exchange Capital II
6.151%, TSFR3M + 3.744%, 11/01/2053 (A)(C)		375		345
Farmers Exchange Capital III
5.454%, TSFR3M + 3.454%, 10/15/2054 (A)(C)		200		163
Farmers Insurance Exchange
4.747%, SOFRRATE + 3.231%, 11/01/2057 (A)(C)		300		221
Fidelity National Information Services
5.625%, 07/15/2052		450		447
Fiserv
4.400%, 07/01/2049		300		251
Global Payments
5.950%, 08/15/2052		205		201
Goldman Sachs Group
6.750%, 10/01/2037		870		946
6.250%, 02/01/2041		1,053		1,134
4.411%, TSFR3M + 1.692%, 04/23/2039 (C)		235		208
4.017%, TSFR3M + 1.635%, 10/31/2038 (C)		3,293		2,813
3.436%, SOFRRATE + 1.632%, 02/24/2043 (C)		300		228
3.210%, SOFRRATE + 1.513%, 04/22/2042 (C)		554		412
2.650%, SOFRRATE + 1.264%, 10/21/2032 (C)		515		425
2.383%, SOFRRATE + 1.248%, 07/21/2032 (C)		155		126
Goldman Sachs Group MTN
4.800%, 07/08/2044		50		46
Guardian Life Insurance of America
4.875%, 06/19/2064 (A)		855		735
Hartford Financial Services Group
6.625%, 03/30/2040		295		316
HSBC Bank USA
7.000%, 01/15/2039		305		349
HSBC Holdings PLC
6.800%, 06/01/2038		737		774


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.500%, 09/15/2037	$	850	$	895
6.332%, SOFRRATE + 2.650%, 03/09/2044 (C)		245		258
2.804%, SOFRRATE + 1.187%, 05/24/2032 (C)		910		752
Intercontinental Exchange
4.950%, 06/15/2052		378		353
JPMorgan Chase
6.254%, SOFRRATE + 1.810%, 10/23/2034 (C)		200		212
5.600%, 07/15/2041		1,176		1,213
5.336%, SOFRRATE + 1.620%, 01/23/2035 (C)		290		288
4.260%, TSFR3M + 1.842%, 02/22/2048 (C)		580		493
4.032%, TSFR3M + 1.722%, 07/24/2048 (C)		515		419
3.897%, TSFR3M + 1.482%, 01/23/2049 (C)		1,201		959
3.882%, TSFR3M + 1.622%, 07/24/2038 (C)		435		371
3.328%, SOFRRATE + 1.580%, 04/22/2052 (C)		431		306
3.109%, SOFRRATE + 2.440%, 04/22/2051 (C)		490		336
3.109%, TSFR3M + 2.460%, 04/22/2041 (C)		440		331
2.956%, TSFR3M + 2.515%, 05/13/2031 (C)		570		495
2.545%, SOFRRATE + 1.180%, 11/08/2032 (C)		1,430		1,178
KKR Group Finance II LLC
5.500%, 02/01/2043 (A)		588		559
Liberty Mutual Group
3.951%, 10/15/2050 (A)		128		96
Marsh & McLennan
5.700%, 09/15/2053		298		308
5.450%, 03/15/2053		390		388
4.900%, 03/15/2049		115		107
4.750%, 03/15/2039		449		425
4.350%, 01/30/2047		110		93
4.200%, 03/01/2048		505		423
Massachusetts Mutual Life Insurance
5.672%, 12/01/2052 (A)		236		235
3.729%, 10/15/2070 (A)		403		273
3.375%, 04/15/2050 (A)		277		190
Mastercard
3.850%, 03/26/2050		170		140
3.650%, 06/01/2049		125		100
MetLife
5.875%, 02/06/2041		180		188
5.250%, 01/15/2054		891		861
5.000%, 07/15/2052		490		457


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.875%, 11/13/2043	$	375	$	345
4.721%, 12/15/2044		806		720
Moody's
4.875%, 12/17/2048		560		518
Morgan Stanley
5.948%, H15T5Y + 2.430%, 01/19/2038 (C)		95		95
5.466%, SOFRRATE + 1.730%, 01/18/2035 (C)		380		380
5.297%, SOFRRATE + 2.620%, 04/20/2037 (C)		40		38
2.484%, SOFRRATE + 1.360%, 09/16/2036 (C)		610		478
Morgan Stanley MTN
6.375%, 07/24/2042		430		478
3.971%, TSFR3M + 1.455%, 07/22/2038 (C)		1,702		1,452
2.511%, SOFRRATE + 1.200%, 10/20/2032 (C)		435		356
2.239%, SOFRRATE + 1.178%, 07/21/2032 (C)		1,205		971
1.794%, SOFRRATE + 1.034%, 02/13/2032 (C)		345		273
Nasdaq
6.100%, 06/28/2063		130		136
5.950%, 08/15/2053		10		10
3.950%, 03/07/2052		225		171
Nationwide Mutual Insurance
4.350%, 04/30/2050 (A)		320		253
New York Life Insurance
6.750%, 11/15/2039 (A)		675		763
5.875%, 05/15/2033 (A)		452		467
4.450%, 05/15/2069 (A)		750		605
3.750%, 05/15/2050 (A)		176		134
Northwestern Mutual Life Insurance
3.625%, 09/30/2059 (A)		602		421
PayPal Holdings
3.250%, 06/01/2050		125		87
PNC Financial Services Group
6.875%, SOFRRATE + 2.284%, 10/20/2034 (C)		295		319
6.037%, SOFRINDX + 2.140%, 10/28/2033 (C)		540		554
5.676%, SOFRRATE + 1.902%, 01/22/2035 (C)		205		206
Prudential Financial
3.905%, 12/07/2047		55		43
Prudential Financial MTN
5.700%, 12/14/2036		522		538
Raymond James Financial
4.950%, 07/15/2046		305		280
3.750%, 04/01/2051		425		316


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
S&P Global
3.250%, 12/01/2049	$	250	$	179
Teachers Insurance & Annuity Association of America
4.270%, 05/15/2047 (A)		480		395
3.300%, 05/15/2050 (A)		450		315
Travelers
5.450%, 05/25/2053		305		311
Truist Financial MTN
5.867%, SOFRRATE + 2.361%, 06/08/2034 (C)		625		625
5.711%, SOFRRATE + 1.922%, 01/24/2035 (C)		725		718
5.122%, SOFRRATE + 1.852%, 01/26/2034 (C)		360		341
UBS Group
9.016%, SOFRRATE + 5.020%, 11/15/2033 (A)(C)		715		860
6.537%, SOFRRATE + 3.920%, 08/12/2033 (A)(C)		70		73
5.699%, H15T1Y + 1.770%, 02/08/2035 (A)(C)		255		252
4.988%, H15T1Y + 2.400%, 08/05/2033 (A)(C)		27		26
3.091%, SOFRRATE + 1.730%, 05/14/2032 (A)(C)		125		105
US Bancorp
5.850%, SOFRRATE + 2.090%, 10/21/2033 (C)		200		203
5.836%, SOFRRATE + 2.260%, 06/12/2034 (C)		190		192
5.678%, SOFRRATE + 1.860%, 01/23/2035 (C)		305		304
4.839%, SOFRRATE + 1.600%, 02/01/2034 (C)		540		508
Visa
4.300%, 12/14/2045		430		384
4.150%, 12/14/2035		250		235
Wells Fargo
6.491%, SOFRRATE + 2.060%, 10/23/2034 (C)		360		383
5.850%, 02/01/2037		1,285		1,314
5.499%, SOFRRATE + 1.780%, 01/23/2035 (C)		500		497
5.389%, SOFRRATE + 2.020%, 04/24/2034 (C)		495		487
3.068%, SOFRRATE + 2.530%, 04/30/2041 (C)		610		450
Wells Fargo MTN
5.557%, SOFRRATE + 1.990%, 07/25/2034 (C)		855		852
5.013%, TSFR3M + 4.502%, 04/04/2051 (C)		1,731		1,601


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.900%, 11/17/2045	$	275	$	244
4.650%, 11/04/2044		650		561
3.350%, SOFRRATE + 1.500%, 03/02/2033 (C)		1,650		1,416
Westpac Banking
3.133%, 11/18/2041		230		159
2.668%, H15T5Y + 1.750%, 11/15/2035 (C)		60		49
Willis North America
3.875%, 09/15/2049		460		341
XL Group
5.250%, 12/15/2043		587		547

				71,062

Health Care — 8.9%
Abbott Laboratories
4.900%, 11/30/2046		440		424
AbbVie
5.500%, 03/15/2064		425		430
5.400%, 03/15/2054		308		313
5.350%, 03/15/2044		155		156
4.875%, 11/14/2048		535		506
4.850%, 06/15/2044		515		487
4.700%, 05/14/2045		444		409
4.550%, 03/15/2035		895		857
4.500%, 05/14/2035		285		272
4.450%, 05/14/2046		65		58
4.400%, 11/06/2042		2,029		1,819
4.250%, 11/21/2049		1,104		947
4.050%, 11/21/2039		335		294
Advocate Health & Hospitals
4.272%, 08/15/2048		391		336
Aetna
4.125%, 11/15/2042		520		416
Alcon Finance
5.750%, 12/06/2052 (A)		290		299
3.800%, 09/23/2049 (A)		195		151
Amgen
5.750%, 03/02/2063		695		695
5.650%, 03/02/2053		1,665		1,664
5.600%, 03/02/2043		395		395
4.950%, 10/01/2041		525		489
4.875%, 03/01/2053		315		283
4.400%, 05/01/2045		1,819		1,553
4.400%, 02/22/2062		125		101
AstraZeneca PLC
6.450%, 09/15/2037		780		879
Baxter International
3.132%, 12/01/2051		315		206
BayCare Health System
3.831%, 11/15/2050		180		147


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Bayer US Finance II LLC
4.400%, 07/15/2044 (A)	$	1,080	$	815
3.950%, 04/15/2045 (A)		200		138
Baylor Scott & White Holdings
4.185%, 11/15/2045		390		341
Becton Dickinson
3.794%, 05/20/2050		335		259
Bristol-Myers Squibb
6.400%, 11/15/2063		235		262
6.250%, 11/15/2053		145		161
5.550%, 02/22/2054		686		694
4.550%, 02/20/2048		182		160
4.250%, 10/26/2049		1,218		1,022
3.700%, 03/15/2052		270		205
3.550%, 03/15/2042		300		237
Children's Hospital Medical Center
2.820%, 11/15/2050		450		289
Cigna Group
5.600%, 02/15/2054		1,090		1,072
4.900%, 12/15/2048		385		346
4.800%, 07/15/2046		828		740
3.875%, 10/15/2047		1,045		803
Cleveland Clinic Foundation
4.858%, 01/01/2114		72		65
CommonSpirit Health
4.187%, 10/01/2049		1,081		877
CVS Health
6.000%, 06/01/2063		107		107
5.875%, 06/01/2053		545		543
5.125%, 07/20/2045		530		482
5.050%, 03/25/2048		2,065		1,842
4.780%, 03/25/2038		2,335		2,122
4.125%, 04/01/2040		595		489
2.700%, 08/21/2040		295		202
Elevance Health
6.100%, 10/15/2052		230		247
5.125%, 02/15/2053		360		340
4.650%, 01/15/2043		15		13
4.375%, 12/01/2047		1,783		1,515
3.700%, 09/15/2049		715		542
Eli Lilly
5.100%, 02/09/2064		1,003		986
5.000%, 02/09/2054		390		384
4.950%, 02/27/2063		410		395
4.875%, 02/27/2053		488		472
GE HealthCare Technologies
6.377%, 11/22/2052		315		350
Gilead Sciences
5.550%, 10/15/2053		185		188
4.600%, 09/01/2035		885		840
4.500%, 02/01/2045		335		295


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
GlaxoSmithKline Capital
6.375%, 05/15/2038	$	250	$	280
HCA
6.100%, 04/01/2064		255		252
5.500%, 06/15/2047		145		135
5.250%, 06/15/2049		225		203
4.625%, 03/15/2052		485		397
3.500%, 07/15/2051		103		69
Health Care Service, A Mutual Legal Reserve
3.200%, 06/01/2050 (A)		647		439
Humana
4.950%, 10/01/2044		460		415
Johnson & Johnson
3.400%, 01/15/2038		285		242
Kaiser Foundation Hospitals
4.150%, 05/01/2047		355		306
3.266%, 11/01/2049		540		397
3.002%, 06/01/2051		490		336
2.810%, 06/01/2041		624		456
Mass General Brigham
3.192%, 07/01/2049		85		60
Medtronic
4.375%, 03/15/2035		230		217
Memorial Health Services
3.447%, 11/01/2049		250		186
Merck
5.150%, 05/17/2063		230		224
5.000%, 05/17/2053		690		669
4.900%, 05/17/2044		535		514
4.150%, 05/18/2043		120		105
2.900%, 12/10/2061		365		227
2.750%, 12/10/2051		170		110
2.450%, 06/24/2050		150		92
New York and Presbyterian Hospital
4.763%, 08/01/2116		179		154
Northwell Healthcare
4.260%, 11/01/2047		245		199
Pfizer
4.000%, 12/15/2036		330		296
Pfizer Investment Enterprises Pte
5.340%, 05/19/2063		1,260		1,214
5.300%, 05/19/2053		1,789		1,750
5.110%, 05/19/2043		1,205		1,159
Providence St. Joseph Health Obligated Group
3.744%, 10/01/2047		525		395
Regeneron Pharmaceuticals
2.800%, 09/15/2050		150		93
Revvity
3.625%, 03/15/2051		200		139


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Roche Holdings
2.607%, 12/13/2051 (A)	$	502	$	317
Royalty Pharma
3.300%, 09/02/2040		150		110
Stanford Health Care
3.795%, 11/15/2048		431		347
Stryker
4.100%, 04/01/2043		500		423
Takeda Pharmaceutical
3.175%, 07/09/2050		707		487
Thermo Fisher Scientific
4.100%, 08/15/2047		140		118
2.800%, 10/15/2041		295		212
UnitedHealth Group
6.875%, 02/15/2038		445		517
6.625%, 11/15/2037		555		628
6.050%, 02/15/2063		185		200
5.950%, 02/15/2041		25		26
5.875%, 02/15/2053		680		728
4.950%, 05/15/2062		115		106
4.750%, 05/15/2052		789		718
4.250%, 04/15/2047		725		616
4.200%, 01/15/2047		530		449
3.700%, 08/15/2049		365		280
3.250%, 05/15/2051		395		277
3.050%, 05/15/2041		325		242
2.900%, 05/15/2050		140		93
2.750%, 05/15/2040		100		72
Viatris
4.000%, 06/22/2050		305		208
3.850%, 06/22/2040		125		92
Wyeth LLC
6.000%, 02/15/2036		760		813
5.950%, 04/01/2037		436		466

				55,701

Industrials — 5.7%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
5.300%, 01/19/2034		260		251
3.850%, 10/29/2041		1,480		1,149
3.400%, 10/29/2033		130		108
3.300%, 01/30/2032		1,220		1,032
Air Lease
3.250%, 10/01/2029		155		138
Air Lease MTN
3.000%, 02/01/2030		180		157
BAE Systems Holdings
4.750%, 10/07/2044 (A)		563		501
BAE Systems PLC
5.800%, 10/11/2041 (A)		150		151
3.000%, 09/15/2050 (A)		525		352


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Boeing
5.930%, 05/01/2060	$	475	$	455
5.805%, 05/01/2050		2,779		2,678
5.705%, 05/01/2040		2,130		2,075
Burlington Northern Santa Fe LLC
6.200%, 08/15/2036		880		958
6.150%, 05/01/2037		420		459
5.750%, 05/01/2040		95		99
4.900%, 04/01/2044		130		123
4.450%, 01/15/2053		206		181
4.400%, 03/15/2042		1,610		1,433
3.300%, 09/15/2051		390		279
3.050%, 02/15/2051		95		65
2.875%, 06/15/2052		130		85
Canadian National Railway
6.200%, 06/01/2036		156		169
3.650%, 02/03/2048		425		337
Canadian Pacific Railway
6.125%, 09/15/2115		860		908
4.200%, 11/15/2069		303		237
3.100%, 12/02/2051		410		279
3.000%, 12/02/2041		90		76
Carrier Global
6.200%, 03/15/2054		95		104
3.577%, 04/05/2050		150		110
3.377%, 04/05/2040		365		282
CSX
4.750%, 05/30/2042		825		763
4.750%, 11/15/2048		202		185
4.500%, 11/15/2052		160		140
Deere
3.750%, 04/15/2050		431		354
Emerson Electric
2.800%, 12/21/2051		738		476
FedEx
5.100%, 01/15/2044		125		116
4.550%, 04/01/2046		100		85
4.400%, 01/15/2047		155		129
4.050%, 02/15/2048		285		224
3.900%, 02/01/2035		410		362
General Dynamics
4.250%, 04/01/2040		140		124
General Electric MTN
6.049%, TSFR3M + 0.742%, 08/15/2036 (C)		450		418
Honeywell International
5.350%, 03/01/2064		205		205
5.250%, 03/01/2054		2,025		2,021
Lockheed Martin
5.700%, 11/15/2054		180		190
5.200%, 02/15/2055		135		133
4.700%, 05/15/2046		581		535


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.600%, 03/01/2035	$	980	$	858
Norfolk Southern
5.950%, 03/15/2064		95		100
5.100%, 08/01/2118		710		617
4.800%, 08/15/2043		493		436
4.050%, 08/15/2052		504		403
3.942%, 11/01/2047		201		159
3.700%, 03/15/2053		265		197
Northrop Grumman
5.200%, 06/01/2054		545		523
5.150%, 05/01/2040		180		175
4.950%, 03/15/2053		301		278
4.750%, 06/01/2043		505		458
4.030%, 10/15/2047		270		218
3.850%, 04/15/2045		835		664
Parker-Hannifin MTN
4.450%, 11/21/2044		380		333
RTX
6.400%, 03/15/2054		645		714
5.375%, 02/27/2053		445		432
4.500%, 06/01/2042		800		699
4.350%, 04/15/2047		740		620
3.030%, 03/15/2052		785		513
2.820%, 09/01/2051		235		147
Snap-on
3.100%, 05/01/2050		391		274
Trane Technologies Global Holding
4.300%, 02/21/2048		140		120
TTX
4.600%, 02/01/2049 (A)		538		470
Union Pacific
3.839%, 03/20/2060		530		403
3.799%, 04/06/2071		652		478
3.500%, 02/14/2053		280		208
3.375%, 02/14/2042		85		67
3.250%, 02/05/2050		720		518
2.973%, 09/16/2062		308		192
Union Pacific MTN
3.550%, 08/15/2039		120		98
United Airlines Pass-Through Trust
5.800%, 01/15/2036		615		623
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA
4.150%, 08/25/2031		187		173
United Parcel Service
5.050%, 03/03/2053		495		481
Verisk Analytics
3.625%, 05/15/2050		580		426
Waste Management
3.900%, 03/01/2035		340		299
2.950%, 06/01/2041		260		193


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
WW Grainger
4.600%, 06/15/2045	$	320	$	293

				35,551

Information Technology — 3.7%
Analog Devices
2.950%, 10/01/2051		295		197
2.800%, 10/01/2041		315		224
Apple
4.650%, 02/23/2046		679		642
4.375%, 05/13/2045		1,050		959
3.850%, 05/04/2043		50		43
3.750%, 09/12/2047		150		122
3.450%, 02/09/2045		615		488
2.800%, 02/08/2061		575		365
2.650%, 02/08/2051		90		58
2.375%, 02/08/2041		330		232
Applied Materials
4.350%, 04/01/2047		150		133
Broadcom
3.750%, 02/15/2051 (A)		620		464
3.500%, 02/15/2041 (A)		460		352
3.187%, 11/15/2036 (A)		30		24
3.137%, 11/15/2035 (A)		740		587
2.600%, 02/15/2033 (A)		120		96
Cisco Systems
5.900%, 02/15/2039		331		355
5.300%, 02/26/2054		1,698		1,719
Corning
5.850%, 11/15/2068		159		155
5.450%, 11/15/2079		355		329
IBM International Capital Pte
5.300%, 02/05/2054		200		192
Intel
5.900%, 02/10/2063		255		266
5.700%, 02/10/2053		455		461
5.625%, 02/10/2043		70		71
5.050%, 08/05/2062		165		152
4.900%, 08/05/2052		720		662
4.750%, 03/25/2050		165		147
3.734%, 12/08/2047		1,260		958
3.250%, 11/15/2049		365		253
Intuit
5.500%, 09/15/2053		295		303
KLA
5.000%, 03/15/2049		317		302
4.950%, 07/15/2052		235		223
Lam Research
2.875%, 06/15/2050		112		76
Microsoft
4.500%, 06/15/2047 (A)		235		219
2.921%, 03/17/2052		2,218		1,534


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.675%, 06/01/2060	$	415	$	262
NVIDIA
3.500%, 04/01/2040		220		184
NXP BV / NXP FUNDING LLC / NXP USA
3.250%, 05/11/2041		500		368
Oracle
6.900%, 11/09/2052		805		907
4.375%, 05/15/2055		875		687
4.300%, 07/08/2034		565		513
4.125%, 05/15/2045		1,330		1,054
4.000%, 07/15/2046		1,085		834
4.000%, 11/15/2047		1,159		888
3.950%, 03/25/2051		220		164
3.800%, 11/15/2037		1,320		1,087
3.650%, 03/25/2041		970		746
Salesforce
3.050%, 07/15/2061		215		138
2.900%, 07/15/2051		540		359
2.700%, 07/15/2041		80		57
Texas Instruments
5.150%, 02/08/2054		550		545
5.050%, 05/18/2063		627		599
5.000%, 03/14/2053		285		277

				23,032

Materials — 0.8%
Anglo American Capital PLC
4.750%, 03/16/2052 (A)		381		320
BHP Billiton Finance USA
5.250%, 09/08/2033		165		166
5.000%, 09/30/2043		360		344
Dow Chemical
6.900%, 05/15/2053		120		138
4.375%, 11/15/2042		195		164
3.600%, 11/15/2050		220		160
DuPont de Nemours
5.319%, 11/15/2038		1,100		1,087
FMC
4.500%, 10/01/2049		280		208
Freeport-McMoRan
5.450%, 03/15/2043		240		224
Glencore Finance Canada
6.000%, 11/15/2041 (A)		476		473
International Flavors & Fragrances
5.000%, 09/26/2048		635		534
3.468%, 12/01/2050 (A)		1,400		922
3.268%, 11/15/2040 (A)		765		536
LYB International Finance III LLC
4.200%, 05/01/2050		45		35

				5,311


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Real Estate — 1.6%
Agree
2.600%, 06/15/2033	$	150	$	116
Alexandria Real Estate Equities
5.625%, 05/15/2054		215		207
5.150%, 04/15/2053		305		276
4.850%, 04/15/2049		310		270
3.550%, 03/15/2052		690		479
American Homes 4 Rent LP
4.300%, 04/15/2052		430		334
3.375%, 07/15/2051		175		115
American Tower
3.100%, 06/15/2050		840		550
Boston Properties
2.450%, 10/01/2033		130		96
Crown Castle
5.200%, 02/15/2049		90		81
2.900%, 04/01/2041		779		541
Equinix
2.950%, 09/15/2051		505		321
Extra Space Storage
5.400%, 02/01/2034		235		230
GLP Capital LP / GLP Financing II
6.750%, 12/01/2033		160		166
3.250%, 01/15/2032		445		369
Invitation Homes Operating Partnership LP
5.500%, 08/15/2033		285		281
2.700%, 01/15/2034		190		148
Kilroy Realty LP
2.650%, 11/15/2033		215		157
Kimco Realty
4.250%, 04/01/2045		110		86
NNN REIT
4.800%, 10/15/2048		335		288
3.000%, 04/15/2052		395		252
Prologis
5.250%, 06/15/2053		210		203
5.250%, 03/15/2054		110		106
Realty Income
3.200%, 02/15/2031		590		516
Regency Centers LP
4.650%, 03/15/2049		370		314
4.400%, 02/01/2047		170		136
Simon Property Group LP
6.750%, 02/01/2040		634		696
6.650%, 01/15/2054		175		197
5.850%, 03/08/2053		732		741
4.250%, 11/30/2046		50		41
3.800%, 07/15/2050		70		53
3.250%, 09/13/2049		345		239
Sun Communities Operating
5.700%, 01/15/2033		130		128


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.200%, 04/15/2032	$	430	$	382
2.700%, 07/15/2031		25		20
VICI Properties
5.750%, 02/01/2027 (A)		35		35
5.625%, 05/15/2052		1,035		937
Weyerhaeuser
4.000%, 03/09/2052		200		157

				10,264

Utilities — 9.9%
AEP Transmission LLC
3.800%, 06/15/2049		270		208
3.650%, 04/01/2050		600		451
AES
2.450%, 01/15/2031		130		106
Alabama Power
4.300%, 07/15/2048		475		398
4.150%, 08/15/2044		395		329
3.700%, 12/01/2047		861		653
American Water Capital
4.150%, 06/01/2049		95		79
3.450%, 05/01/2050		495		362
Appalachian Power
4.450%, 06/01/2045		650		535
Arizona Public Service
3.350%, 05/15/2050		1,045		713
Baltimore Gas and Electric
4.550%, 06/01/2052		200		174
2.900%, 06/15/2050		300		195
Berkshire Hathaway Energy
6.125%, 04/01/2036		3,261		3,443
4.600%, 05/01/2053		115		98
4.250%, 10/15/2050		60		49
Black Hills
4.200%, 09/15/2046		500		389
Boston Gas
6.119%, 07/20/2053 (A)		245		247
Brooklyn Union Gas
4.273%, 03/15/2048 (A)		355		269
CenterPoint Energy Houston Electric LLC
3.600%, 03/01/2052		130		98
Cleco Power
6.000%, 12/01/2040		310		314
CMS Energy
4.875%, 03/01/2044		677		622
Commonwealth Edison
4.350%, 11/15/2045		1,265		1,076
3.850%, 03/15/2052		270		208
3.700%, 03/01/2045		600		468
3.200%, 11/15/2049		300		206
Connecticut Light and Power
4.000%, 04/01/2048		305		248


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consolidated Edison of New York
6.750%, 04/01/2038	$	275	$	306
6.300%, 08/15/2037		865		925
6.150%, 11/15/2052		165		179
3.850%, 06/15/2046		500		393
3.700%, 11/15/2059		600		428
Constellation Energy Generation LLC
6.250%, 10/01/2039		703		725
5.750%, 10/01/2041		319		312
5.600%, 06/15/2042		515		502
Consumers Energy
3.100%, 08/15/2050		250		173
Dominion Energy
5.250%, 08/01/2033		680		669
4.900%, 08/01/2041		1,125		1,008
4.850%, 08/15/2052		100		88
3.300%, 04/15/2041		390		287
DTE Electric
5.400%, 04/01/2053		45		44
4.050%, 05/15/2048		340		278
Duke Energy
5.000%, 08/15/2052		598		533
Duke Energy Carolinas LLC
6.100%, 06/01/2037		1,120		1,170
6.000%, 01/15/2038		614		644
5.400%, 01/15/2054		335		326
5.350%, 01/15/2053		327		320
5.300%, 02/15/2040		700		687
4.250%, 12/15/2041		850		720
Duke Energy Florida LLC
6.400%, 06/15/2038		210		227
6.350%, 09/15/2037		300		321
6.200%, 11/15/2053		281		305
Duke Energy Indiana LLC
6.350%, 08/15/2038		160		171
4.900%, 07/15/2043		450		415
Duke Energy Progress LLC
4.375%, 03/30/2044		1,560		1,333
Elm Road Generating Station Supercritical
5.848%, 01/19/2041 (A)		2,007		1,796
Entergy
3.750%, 06/15/2050		114		82
Entergy Louisiana LLC
4.750%, 09/15/2052		95		83
4.200%, 04/01/2050		495		400
Entergy Texas
5.000%, 09/15/2052		130		118
3.550%, 09/30/2049		295		213
Essential Utilities
5.300%, 05/01/2052		370		345
4.276%, 05/01/2049		195		158


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Exelon
4.950%, 06/15/2035	$	975	$	914
FirstEnergy Transmission LLC
5.450%, 07/15/2044 (A)		170		160
4.550%, 04/01/2049 (A)		95		79
Florida Power & Light
5.960%, 04/01/2039		720		774
5.690%, 03/01/2040		656		671
5.400%, 09/01/2035		2,315		2,351
3.150%, 10/01/2049		130		90
Indiana Michigan Power
5.625%, 04/01/2053		220		220
Indianapolis Power & Light
6.050%, 10/01/2036 (A)		691		704
Interstate Power and Light
3.100%, 11/30/2051		430		275
Jersey Central Power & Light
6.400%, 05/15/2036		1,225		1,273
KeySpan Gas East
5.819%, 04/01/2041 (A)		710		672
MidAmerican Energy
5.850%, 09/15/2054		250		263
5.300%, 02/01/2055		204		199
4.800%, 09/15/2043		325		297
4.250%, 07/15/2049		500		421
MidAmerican Energy MTN
5.800%, 10/15/2036		275		283
Narragansett Electric
4.170%, 12/10/2042 (A)		1,320		1,044
Nevada Power
6.000%, 03/15/2054		250		262
New England Power
5.936%, 11/25/2052 (A)		260		264
Niagara Mohawk Power
3.025%, 06/27/2050 (A)		300		187
Northern States Power
5.350%, 11/01/2039		935		922
5.100%, 05/15/2053		630		603
3.600%, 09/15/2047		200		152
3.400%, 08/15/2042		310		235
3.200%, 04/01/2052		95		65
NSTAR Electric
4.550%, 06/01/2052		303		263
4.400%, 03/01/2044		405		349
Oglethorpe Power
5.250%, 09/01/2050		771		714
5.050%, 10/01/2048		575		507
4.500%, 04/01/2047		265		216
Oncor Electric Delivery LLC
5.350%, 10/01/2052		395		392
5.300%, 06/01/2042		235		237
5.250%, 09/30/2040		425		422


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.950%, 09/15/2052	$	285	$	265
2.700%, 11/15/2051		250		155
Pacific Gas and Electric
6.750%, 01/15/2053		728		779
6.700%, 04/01/2053		160		171
5.250%, 03/01/2052		450		399
4.950%, 07/01/2050		140		119
4.500%, 07/01/2040		420		352
4.200%, 06/01/2041		185		145
3.500%, 08/01/2050		95		64
3.300%, 08/01/2040		130		94
PacifiCorp
6.000%, 01/15/2039		587		604
5.800%, 01/15/2055		546		527
5.500%, 05/15/2054		496		463
PECO Energy
4.375%, 08/15/2052		150		128
3.900%, 03/01/2048		600		482
Piedmont Natural Gas
4.650%, 08/01/2043		330		284
Potomac Electric Power
5.500%, 03/15/2054		100		99
PPL Electric Utilities
4.150%, 06/15/2048		320		268
4.125%, 06/15/2044		830		695
Public Service Electric and Gas MTN
4.050%, 05/01/2048		245		204
3.650%, 09/01/2042		540		426
Public Service of Colorado
6.250%, 09/01/2037		445		471
4.500%, 06/01/2052		100		84
4.100%, 06/15/2048		280		223
4.050%, 09/15/2049		98		76
Puget Sound Energy
4.223%, 06/15/2048		680		547
2.893%, 09/15/2051		190		121
San Diego Gas & Electric
3.320%, 04/15/2050		70		49
Sempra
6.000%, 10/15/2039		865		875
3.800%, 02/01/2038		240		197
Southern California Edison
6.050%, 03/15/2039		370		381
3.900%, 03/15/2043		245		194
Southern California Gas
6.350%, 11/15/2052		270		297
5.750%, 06/01/2053		330		334
3.750%, 09/15/2042		405		319
Southern Gas Capital
5.875%, 03/15/2041		753		752
4.400%, 06/01/2043		645		534


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Southwestern Electric Power
6.200%, 03/15/2040	$	990	$	1,021
3.250%, 11/01/2051		250		164
Southwestern Public Service
4.400%, 11/15/2048		385		307
Tampa Electric
4.300%, 06/15/2048		665		546
Tucson Electric Power
3.250%, 05/01/2051		760		510
Virginia Electric and Power
5.450%, 04/01/2053		320		313
5.350%, 01/15/2054		394		379
4.600%, 12/01/2048		400		348
4.450%, 02/15/2044		750		645
Wisconsin Public Service
3.300%, 09/01/2049		175		123
2.850%, 12/01/2051		500		315
Xcel Energy
4.800%, 09/15/2041		50		43

				61,993

Total Corporate Obligations
(Cost $430,782) ($ Thousands)				384,552



U.S. TREASURY OBLIGATIONS — 30.7%
U.S. Treasury Bills
5.355%, 05/16/2024 (D)		905		895
5.307%, 04/16/2024 (D)		1,250		1,241
U.S. Treasury Bonds
4.750%, 11/15/2043		18,225		18,755
4.750%, 11/15/2053		10,751		11,438
4.610%, 11/15/2042 (D)		2,225		922
4.500%, 02/15/2044		3,465		3,464
4.375%, 08/15/2043		7,152		7,002
4.259%, 05/15/2050 (D)		8,435		2,683
4.250%, 02/15/2054		24,752		24,288
4.125%, 08/15/2053		7,146		6,841
4.000%, 11/15/2052		670		627
3.875%, 05/15/2043		8,680		7,937
3.750%, 08/15/2041		1,155		1,054
3.750%, 11/15/2043		1,295		1,161
3.689%, 11/15/2047 (D)		3,900		1,350
3.625%, 08/15/2043		1,537		1,355
3.625%, 02/15/2044		2,116		1,860
3.625%, 02/15/2053		1,840		1,609
3.625%, 05/15/2053		4,025		3,522
3.506%, 08/15/2043 (D)		9,912		4,114
3.375%, 08/15/2042		4,562		3,902
3.375%, 11/15/2048		1,775		1,475
3.125%, 11/15/2041		1,825		1,519
3.125%, 02/15/2043		2,175		1,785


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS (continued)
3.125%, 08/15/2044	$	3,015	$	2,446
3.000%, 11/15/2044		8,175		6,484
3.000%, 08/15/2052		10,142		7,841
2.875%, 11/15/2046		2,740		2,096
2.875%, 05/15/2052		17,750		13,365
2.750%, 08/15/2042		1,180		918
2.750%, 11/15/2042		1,075		833
2.750%, 11/15/2047		840		623
2.500%, 05/15/2046		870		623
2.422%, 08/15/2045 (D)		5,320		2,024
2.375%, 11/15/2049		970		660
2.375%, 05/15/2051		3,420		2,308
2.250%, 08/15/2046		2,580		1,752
2.250%, 02/15/2052		4,209		2,753
2.000%, 11/15/2041		23,920		16,561
2.000%, 08/15/2051		3,980		2,451
1.875%, 11/15/2051		4,740		2,824
1.750%, 08/15/2041		11,805		7,862
1.375%, 11/15/2040		625		397
1.375%, 08/15/2050		5,535		2,905
1.125%, 08/15/2040		1,140		696
U.S. Treasury Notes
4.500%, 11/15/2033		155		158
4.000%, 02/15/2034		3,216		3,153

Total U.S. Treasury Obligations
(Cost $209,437) ($ Thousands)				192,532



MUNICIPAL BONDS — 2.8%
California — 1.7%
Bay Area, Toll Authority, Build America Project, RB
6.263%, 04/01/2049		600		684
California State, Build America Project, GO
7.500%, 04/01/2034		1,385		1,629
7.350%, 11/01/2039		1,075		1,264
California State, GO
5.875%, 10/01/2041		510		526
California State, Health Facilities Financing Authority, RB
3.000%, 08/15/2051		125		100
Los Angeles, Community College District, Build America Project, GO
6.750%, 08/01/2049		590		702
Los Angeles, Department of Airports, RB
6.582%, 05/15/2039		250		271
Los Angeles, Unified School District, Build America Project, Ser RY, GO
6.758%, 07/01/2034		1,251		1,375


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Regents of the University of California Medical Center, Ser N, RB
3.256%, 05/15/2060	$	790	$	538
Riverside County, Pension Obligation, RB
3.818%, 02/15/2038		345		317
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB
6.000%, 11/01/2040		1,235		1,302
University of California Regents, Build America Project, Ser H, RB
6.548%, 05/15/2048		605		687
University of California, Ser AD, RB
4.858%, 05/15/2112		635		581
University of California, Ser AP, RB
3.931%, 05/15/2045		475		433

				10,409

Georgia — 0.1%
Georgia State, Municipal Electric Authority, Build America Project, RB
6.637%, 04/01/2057		597		673


Illinois — 0.2%
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO
5.720%, 12/01/2038		1,005		1,060


Massachusetts — 0.0%
Massachusetts State, School Building Authority, Sub-Ser B, RB
3.395%, 10/15/2040		240		198


Michigan — 0.0%
Michigan State University, Ser A, RB
4.165%, 08/15/2122		165		130


Missouri — 0.1%
Missouri State, Joint Municipal Electric Utility Commission, Build America Project, Ser A, RB
6.890%, 01/01/2042		600		668


New Jersey — 0.0%
New Jersey State, Turnpike Authority, Build America Project, RB
7.414%, 01/01/2040		60		72


New York — 0.4%
New York & New Jersey, Port Authority, RB
4.458%, 10/01/2062		350		312


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB
5.572%, 11/01/2038	$	840	$	864
5.508%, 08/01/2037		250		255
New York State, Urban Development, Build America Project, RB
5.770%, 03/15/2039		1,100		1,121

				2,552

Texas — 0.3%
Grand Parkway, Transportation Corp, Ser E, RB
5.184%, 10/01/2042		530		531
North Texas, Tollway Authority, Build America Project, Ser B, RB
6.718%, 01/01/2049		490		573
Texas State, Private Activity Bond Surface Transportation, RB
3.922%, 12/31/2049		355		290
University of Texas, Build America Project, RB
5.262%, 07/01/2039		575		587

				1,981


Total Municipal Bonds
(Cost $19,069) ($ Thousands)				17,743



SOVEREIGN DEBT — 0.9%

Chile Government International Bond
5.330%, 01/05/2054		240		229
4.340%, 03/07/2042		235		203
3.860%, 06/21/2047		50		39
3.100%, 01/22/2061		35		22
Indonesia Government International Bond
5.450%, 09/20/2052		160		159
5.100%, 02/10/2054		270		258
4.350%, 01/11/2048		40		34
3.700%, 10/30/2049		35		27
Israel Government International Bond
3.875%, 07/03/2050		180		132
3.375%, 01/15/2050		490		328
Mexico Government International Bond
6.400%, 05/07/2054		1,033		1,016
6.350%, 02/09/2035		120		123
6.338%, 05/04/2053		665		648
5.750%, 10/12/2110		239		205
5.000%, 04/27/2051		1,090		904
4.400%, 02/12/2052		590		444
4.280%, 08/14/2041		229		181


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Minera Mexico
4.500%, 01/26/2050(A)	$	240	$	185
Panama Government International Bond
6.853%, 03/28/2054		80		70
Perusahaan Penerbit SBSN Indonesia III
3.550%, 06/09/2051(A)		110		81
Philippine Government International Bond
5.950%, 10/13/2047		90		95
Republic of Poland Government International Bond
5.500%, 04/04/2053		305		304
Uruguay Government International Bond
5.100%, 06/18/2050		240		229

Total Sovereign Debt
(Cost $6,430) ($ Thousands)				5,916



U.S. GOVERNMENT AGENCY OBLIGATIONS — 0.7%
Tennessee Valley Authority
5.250%, 09/15/2039		2,615		2,707
Tennessee Valley Authority, PO
0.000%, 01/15/2038(B)		3,700		1,820



Total U.S. Government Agency Obligations
(Cost $4,992) ($ Thousands)				4,527



MORTGAGE-BACKED SECURITIES — 0.2%
Agency Mortgage-Backed Obligations — 0.2%
FHLMC REMIC CMO, Ser 2004-2733, Cl ME
5.000%, 01/15/2034		37		37
FNMA REMIC CMO, Ser 2004-80, Cl XZ
5.000%, 11/25/2034		–		–
FNMA REMIC CMO, Ser 2007-68, Cl SC, IO
1.264%, 07/25/2037(C)		9		1
GNMA ARM
3.875%, H15T1Y + 1.500%, 06/20/2032(C)		18		18
GNMA CMO, Ser 2009-8, Cl PS, IO
0.864%, 08/16/2038(C)		6		–
GNMA CMO, Ser 2010-4, Cl NS, IO
0.954%, 01/16/2040(C)		34		3
GNMA CMO, Ser 2011-70, Cl BO, PO
0.000%, 05/20/2041(B)		1,414		1,080


				1,139
Non-Agency Mortgage-Backed Obligations — 0.0%
DSLA Mortgage Loan Trust, Ser 2005-AR2, Cl 2A1A
5.854%, TSFR1M + 0.534%, 03/19/2045(C)		18		17


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Indymac Index Mortgage Loan Trust, Ser 2004-AR7, Cl A2
6.295%, TSFR1M + 0.974%, 09/25/2034(C)	$	8	$	7
RAMP Trust, Ser 2004-SL1, Cl A7
7.000%, 11/25/2031		6		5
Residential Asset Securitization Trust, Ser 2004-IP2, Cl 2A1
4.052%, 12/25/2034(C)		12		11
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR2, Cl 2A21
6.095%, TSFR1M + 0.774%, 01/25/2045(C)		22		21


				61
Total Mortgage-Backed Securities
(Cost $124) ($ Thousands)				1,200


	Shares
CASH EQUIVALENT — 3.3%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		20,522,325		20,522
Total Cash Equivalent
(Cost $20,522) ($ Thousands)				20,522
Total Investments in Securities — 99.9%
(Cost $691,356) ($ Thousands)			$	626,992

A list of open futures contracts held by the Fund at February 29, 2024, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:

	Percentages are based on Net Assets of $627,843 ($ Thousands).
**	The rate reported is the 7-day effective yield as of February 29, 2024.
^†	Investment in Affiliated Security.
(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 February 29, 2024, the value of these securities amounted to $28,212 ($ Thousands), representing 4.5% of the Net Assets of the Fund.
(B)	Zero coupon security.

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 87.5%
Communication Services — 6.0%
Alphabet
2.050%, 08/15/2050	$	2,229	$	1,317
1.900%, 08/15/2040		725		480
America Movil
6.125%, 03/30/2040		2,715		2,856
AT&T
4.500%, 03/09/2048		1,650		1,380
4.300%, 12/15/2042		500		423
3.500%, 09/15/2053		6,337		4,356
Charter Communications Operating LLC / Charter Communications Operating Capital
6.834%, 10/23/2055		580		550
6.484%, 10/23/2045		2,070		1,891
4.800%, 03/01/2050		1,480		1,071
Comcast
6.500%, 11/15/2035		420		457
5.650%, 06/15/2035		3,540		3,640
5.500%, 05/15/2064		295		289
4.600%, 08/15/2045		1,150		1,018
4.049%, 11/01/2052		5,368		4,237
4.000%, 03/01/2048		3,805		3,017
3.969%, 11/01/2047		7,245		5,739
3.900%, 03/01/2038		4,885		4,189
3.400%, 07/15/2046		5,525		4,052
3.250%, 11/01/2039		265		203
2.987%, 11/01/2063		30,084		18,074
2.937%, 11/01/2056		35,520		21,857
2.887%, 11/01/2051		17,887		11,325
2.800%, 01/15/2051		1,990		1,244
Crown Castle Towers LLC
3.663%, 05/15/2025 (A)		2,585		2,525
Discovery Communications LLC
4.000%, 09/15/2055		1,095		725
Meta Platforms
5.750%, 05/15/2063		1,660		1,738
5.600%, 05/15/2053		4,955		5,130
4.650%, 08/15/2062		1,185		1,050
4.450%, 08/15/2052		7,959		6,954
NBCUniversal Media LLC
4.450%, 01/15/2043		1,177		1,030
NTT Finance
1.591%, 04/03/2028 (A)		2,360		2,070
Paramount Global
6.875%, 04/30/2036		680		624
5.900%, 10/15/2040		40		32
4.850%, 12/15/2034		300		238
4.375%, 03/15/2043		1,500		1,004
SES GLOBAL Americas Holdings GP
5.300%, 03/25/2044 (A)		1,550		1,188


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sprint Capital
8.750%, 03/15/2032	$	559	$	675
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
5.152%, 03/20/2028 (A)		1,624		1,618
Tencent Holdings MTN
3.840%, 04/22/2051 (A)		885		665
Time Warner Cable Enterprises LLC
8.375%, 07/15/2033		1,314		1,458
Time Warner Cable LLC
7.300%, 07/01/2038		2,141		2,135
6.750%, 06/15/2039		775		731
5.500%, 09/01/2041		650		536
4.500%, 09/15/2042		1,000		732
T-Mobile USA
5.500%, 01/15/2055		2,361		2,300
3.400%, 10/15/2052		295		205
3.300%, 02/15/2051		500		344
3.000%, 02/15/2041		560		404
TWDC Enterprises 18
4.125%, 12/01/2041		1,495		1,284
TWDC Enterprises 18 MTN
4.125%, 06/01/2044		1,854		1,588
Verizon Communications
5.250%, 03/16/2037		640		639
3.875%, 03/01/2052		2,584		1,995
3.700%, 03/22/2061		1,105		781
3.400%, 03/22/2041		2,265		1,735
2.650%, 11/20/2040		1,450		1,000
Vodafone Group PLC
4.875%, 06/19/2049		68		59
Walt Disney
6.650%, 11/15/2037		990		1,122
6.400%, 12/15/2035		2,043		2,253
4.625%, 03/23/2040		780		733
3.600%, 01/13/2051		9,716		7,380
3.500%, 05/13/2040		6,500		5,215
2.750%, 09/01/2049		22,581		14,573
Warnermedia Holdings
5.391%, 03/15/2062		5,939		4,791
5.141%, 03/15/2052		7,140		5,802

				180,726

Consumer Discretionary — 3.9%
7-Eleven
2.500%, 02/10/2041 (A)		870		582
Alimentation Couche-Tard
4.500%, 07/26/2047 (A)		735		615
Amazon.com
4.050%, 08/22/2047		6,646		5,695
3.950%, 04/13/2052		7,726		6,386
3.875%, 08/22/2037		3,120		2,782


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.250%, 05/12/2061	$	12,556	$	8,639
3.100%, 05/12/2051		6,349		4,482
2.875%, 05/12/2041		940		706
2.700%, 06/03/2060		5,470		3,372
2.500%, 06/03/2050		8,288		5,207
Aptiv PLC / Aptiv Corp
4.150%, 05/01/2052		1,045		799
BMW US Capital LLC
4.150%, 04/09/2030 (A)		1,030		990
2.550%, 04/01/2031 (A)		1,615		1,382
California Institute of Technology
4.321%, 08/01/2045		650		584
Emory University
2.969%, 09/01/2050		1,660		1,154
Georgetown University
5.215%, 10/01/2118		1,171		1,086
4.315%, 04/01/2049		1,690		1,506
2.943%, 04/01/2050		540		369
Home Depot
5.950%, 04/01/2041		3,030		3,232
4.950%, 09/15/2052		1,350		1,282
4.500%, 12/06/2048		3,745		3,305
4.400%, 03/15/2045		5,045		4,417
4.250%, 04/01/2046		5,802		4,956
4.200%, 04/01/2043		1,795		1,548
3.900%, 06/15/2047		12,723		10,288
3.350%, 04/15/2050		3,235		2,342
3.300%, 04/15/2040		2,210		1,731
3.125%, 12/15/2049		2,170		1,511
2.750%, 09/15/2051		3,365		2,152
2.375%, 03/15/2051		5,954		3,503
Johns Hopkins University
4.083%, 07/01/2053		2,000		1,757
Lowe's
5.750%, 07/01/2053		68		68
4.250%, 04/01/2052		550		442
3.700%, 04/15/2046		2,116		1,592
Massachusetts Institute of Technology
5.600%, 07/01/2111		2,720		2,930
3.067%, 04/01/2052		2,540		1,856
2.294%, 07/01/2051		21		13
McDonald's MTN
3.625%, 09/01/2049		400		300
NIKE
3.625%, 05/01/2043		1,285		1,051
3.250%, 03/27/2040		3,355		2,665
Northwestern University
3.688%, 12/01/2038		2,070		1,791
Pomona College
2.888%, 01/01/2051		1,240		849
President & Fellows of Harvard College
3.745%, 11/15/2052		4,197		3,500


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.517%, 10/15/2050	$	1,370	$	894
Starbucks
3.350%, 03/12/2050		905		640
Trustees of Boston College
3.042%, 07/01/2057		1,230		810
Trustees of Boston University
4.061%, 10/01/2048		1,800		1,533
Trustees of Princeton University
5.700%, 03/01/2039		1,154		1,262
Trustees of Tufts College
3.099%, 08/15/2051		1,667		1,217
University of Chicago
2.761%, 04/01/2045		2,520		1,963
University of Southern California
3.841%, 10/01/2047		1,310		1,095
3.028%, 10/01/2039		2,300		1,859
2.805%, 10/01/2050		925		635

				117,325

Consumer Staples — 5.5%
Altria Group
10.200%, 02/06/2039		2,501		3,460
9.950%, 11/10/2038		1,555		2,063
4.500%, 05/02/2043		100		83
4.250%, 08/09/2042		575		461
3.875%, 09/16/2046		640		471
3.400%, 02/04/2041		433		311
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046		38,663		35,744
4.700%, 02/01/2036		19,405		18,572
Anheuser-Busch InBev Worldwide
8.200%, 01/15/2039		1,445		1,862
8.000%, 11/15/2039		2,786		3,502
5.550%, 01/23/2049		12,365		12,676
4.600%, 04/15/2048		922		829
BAT Capital
4.758%, 09/06/2049		1,046		809
4.390%, 08/15/2037		1,125		923
3.734%, 09/25/2040		110		80
Bayer US Finance LLC
6.875%, 11/21/2053 (A)		400		400
6.500%, 11/21/2033 (A)		985		986
Cargill
4.375%, 04/22/2052 (A)		2,465		2,132
Church & Dwight
5.000%, 06/15/2052		227		214
Coca-Cola
2.500%, 03/15/2051		2,085		1,305
Constellation Brands
3.750%, 05/01/2050		430		322


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
CSL Finance PLC
4.950%, 04/27/2062 (A)	$	310	$	281
4.750%, 04/27/2052 (A)		3,089		2,793
4.625%, 04/27/2042 (A)		320		292
Dollar General
5.500%, 11/01/2052		640		604
Dollar Tree
3.375%, 12/01/2051		1,105		726
Estee Lauder
3.125%, 12/01/2049		2,525		1,726
Ford Foundation
2.815%, 06/01/2070		875		520
Hormel Foods
3.050%, 06/03/2051		1,305		877
JBS USA LUX
7.250%, 11/15/2053 (A)		4,505		4,720
6.500%, 12/01/2052		6,655		6,399
4.375%, 02/02/2052		2,425		1,744
Kenvue
5.100%, 03/22/2043		340		332
5.050%, 03/22/2053		1,775		1,710
Kimberly-Clark
5.300%, 03/01/2041		1,315		1,312
3.900%, 05/04/2047		1,670		1,349
Kraft Heinz Foods
7.125%, 08/01/2039 (A)		1,160		1,320
Mars
4.750%, 04/20/2033 (A)		4,560		4,441
3.950%, 04/01/2049 (A)		2,280		1,843
Nestle Holdings
3.900%, 09/24/2038 (A)		1,490		1,309
PepsiCo
4.650%, 02/15/2053		2,834		2,641
4.200%, 07/18/2052		925		805
3.450%, 10/06/2046		6,055		4,702
Philip Morris International
4.875%, 11/15/2043		3,640		3,276
4.500%, 03/20/2042		5,405		4,671
4.125%, 03/04/2043		1,146		938
3.875%, 08/21/2042		935		738
Reynolds American
8.125%, 05/01/2040		2,390		2,727
5.850%, 08/15/2045		895		813
Rockefeller Foundation
2.492%, 10/01/2050		2,945		1,868
Sutter Health
5.547%, 08/15/2053		1,478		1,543
Target
4.800%, 01/15/2053		1,675		1,549
2.950%, 01/15/2052		3,495		2,326
Walmart
4.500%, 09/09/2052		1,885		1,716


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.500%, 04/15/2053	$	6,069	$	5,517
2.650%, 09/22/2051		4,940		3,217
2.500%, 09/22/2041		3,701		2,614

				163,164

Energy — 5.2%
BG Energy Capital LP
5.125%, 10/15/2041 (A)		2,255		2,100
BP Capital Markets America
4.812%, 02/13/2033		5,385		5,254
3.379%, 02/08/2061		12,201		8,217
3.060%, 06/17/2041		3,235		2,406
3.001%, 03/17/2052		165		110
3.000%, 02/24/2050		260		173
2.939%, 06/04/2051		3,885		2,544
2.772%, 11/10/2050		4,007		2,549
Cenovus Energy
6.750%, 11/15/2039		245		266
Chevron USA
2.343%, 08/12/2050		1,685		1,008
Columbia Pipelines Operating LLC
6.544%, 11/15/2053 (A)		785		836
ConocoPhillips
5.700%, 09/15/2063		960		981
5.550%, 03/15/2054		890		900
5.300%, 05/15/2053		355		347
4.300%, 11/15/2044		3,695		3,177
4.025%, 03/15/2062		13,974		10,871
3.800%, 03/15/2052		2,020		1,549
Devon Energy
7.875%, 09/30/2031		815		926
Diamondback Energy
4.400%, 03/24/2051		500		404
4.250%, 03/15/2052		2,365		1,870
Enbridge
6.700%, 11/15/2053		925		1,034
Energy Transfer
6.050%, 06/01/2041		2,225		2,205
5.400%, 10/01/2047		1,322		1,199
5.300%, 04/15/2047		190		170
5.150%, 03/15/2045		4,625		4,126
Eni SpA
5.700%, 10/01/2040 (A)		2,285		2,141
Enterprise Products Operating LLC
7.550%, 04/15/2038		2,000		2,379
6.125%, 10/15/2039		1,335		1,408
5.950%, 02/01/2041		602		631
4.900%, 05/15/2046		4,325		3,950
4.850%, 08/15/2042		4,135		3,782
4.850%, 03/15/2044		1,395		1,280
EOG Resources
4.950%, 04/15/2050		1,600		1,491


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Equinor
5.100%, 08/17/2040	$	1,415	$	1,392
4.800%, 11/08/2043		899		844
3.700%, 04/06/2050		4,315		3,370
3.625%, 04/06/2040		2,605		2,149
3.250%, 11/18/2049		1,489		1,073
Exxon Mobil
4.327%, 03/19/2050		4,648		4,032
4.227%, 03/19/2040		3,670		3,291
4.114%, 03/01/2046		980		830
3.567%, 03/06/2045		2,400		1,875
3.452%, 04/15/2051		13,712		10,149
3.095%, 08/16/2049		765		535
Hess
6.000%, 01/15/2040		3,100		3,254
5.600%, 02/15/2041		2,555		2,573
Marathon Petroleum
5.000%, 09/15/2054		300		256
Northern Natural Gas
4.300%, 01/15/2049 (A)		1,530		1,258
Occidental Petroleum
4.300%, 08/15/2039		462		373
Shell International Finance BV
6.375%, 12/15/2038		4,511		5,032
4.550%, 08/12/2043		1,810		1,643
4.375%, 05/11/2045		10,700		9,347
4.000%, 05/10/2046		1,545		1,268
3.750%, 09/12/2046		6,939		5,466
3.625%, 08/21/2042		1,150		925
3.250%, 04/06/2050		160		114
3.000%, 11/26/2051		3,147		2,115
Suncor Energy
5.950%, 12/01/2034		2,298		2,392
Tennessee Gas Pipeline LLC
8.375%, 06/15/2032		2,020		2,317
TotalEnergies Capital International
3.386%, 06/29/2060		460		319
3.127%, 05/29/2050		12,690		8,843
2.986%, 06/29/2041		1,350		1,002
TransCanada PipeLines
7.250%, 08/15/2038		1,765		1,975
5.600%, 03/31/2034		835		835
4.625%, 03/01/2034		1,965		1,821
Williams
5.400%, 03/04/2044		1,000		937

				155,889

Financials — 21.5%
AIA Group MTN
4.875%, 03/11/2044 (A)		3,372		3,196
Alleghany
4.900%, 09/15/2044		1,360		1,273


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Allstate
4.500%, 06/15/2043	$	528	$	460
American Express
4.989%, SOFRRATE + 2.255%, 05/26/2033 (B)		1,410		1,370
American International Group
4.800%, 07/10/2045		205		188
Aon Corp / Aon Global Holdings PLC
3.900%, 02/28/2052		1,535		1,162
Arthur J Gallagher
5.750%, 03/02/2053		380		374
Athene Holding
6.650%, 02/01/2033		1,275		1,334
3.450%, 05/15/2052		810		531
Banco Santander
6.938%, 11/07/2033		1,865		2,033
Bank of America
7.750%, 05/14/2038		4,545		5,457
6.000%, 10/15/2036		3,755		3,918
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B)		3,085		3,163
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B)		5,705		5,689
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B)		2,840		2,670
3.311%, SOFRRATE + 1.580%, 04/22/2042 (B)		16,234		12,294
2.651%, SOFRRATE + 1.220%, 03/11/2032 (B)		10,665		8,925
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B)		2,400		1,967
2.299%, SOFRRATE + 1.220%, 07/21/2032 (B)		7,660		6,200
Bank of America MTN
5.875%, 02/07/2042		5,409		5,700
4.083%, TSFR3M + 3.412%, 03/20/2051 (B)		8,527		6,883
4.078%, TSFR3M + 1.582%, 04/23/2040 (B)		4,715		4,029
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B)		9,795		8,227
2.676%, SOFRRATE + 1.930%, 06/19/2041 (B)		30,683		21,364
Bank of New York Mellon MTN
5.834%, SOFRINDX + 2.074%, 10/25/2033 (B)		1,820		1,890
Berkshire Hathaway Finance
4.400%, 05/15/2042		1,180		1,089
4.300%, 05/15/2043		1,490		1,336
4.200%, 08/15/2048		1,575		1,371
3.850%, 03/15/2052		5,975		4,740
2.850%, 10/15/2050		5,086		3,359


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Blackstone Holdings Finance LLC
6.250%, 08/15/2042 (A)	$	1,802	$	1,853
5.000%, 06/15/2044 (A)		2,050		1,851
Brookfield Finance
5.968%, 03/04/2054		4,850		4,888
Brown & Brown
4.950%, 03/17/2052		1,100		950
Canadian Imperial Bank of Commerce
6.092%, 10/03/2033		3,170		3,291
Carlyle Holdings II Finance LLC
5.625%, 03/30/2043 (A)		3,792		3,609
Charles Schwab
5.853%, SOFRRATE + 2.500%, 05/19/2034 (B)		965		980
Chubb INA Holdings
6.700%, 05/15/2036		4,870		5,544
4.350%, 11/03/2045		2,900		2,561
3.050%, 12/15/2061		3,090		2,055
Cincinnati Financial
6.125%, 11/01/2034		3,553		3,707
Citigroup
8.125%, 07/15/2039		4,230		5,372
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B)		1,135		1,143
6.125%, 08/25/2036		455		467
5.827%, SOFRRATE + 2.056%, 02/13/2035 (B)		2,275		2,226
5.316%, SOFRRATE + 4.548%, 03/26/2041 (B)		4,915		4,806
4.650%, 07/30/2045		1,539		1,384
4.281%, TSFR3M + 2.101%, 04/24/2048 (B)		5,250		4,455
3.878%, TSFR3M + 1.430%, 01/24/2039 (B)		3,630		3,055
3.785%, SOFRRATE + 1.939%, 03/17/2033 (B)		4,690		4,150
2.904%, SOFRRATE + 1.379%, 11/03/2042 (B)		5,350		3,794
Citigroup Capital III
7.625%, 12/01/2036		890		923
CME Group
4.150%, 06/15/2048		1,634		1,407
Commonwealth Bank of Australia
4.316%, 01/10/2048 (A)		1,736		1,394
Corestates Capital III
6.139%, TSFR3M + 0.832%, 02/15/2027 (A)(B)		375		364
Farmers Exchange Capital
7.200%, 07/15/2048 (A)		800		728
Farmers Exchange Capital II
6.151%, TSFR3M + 3.744%, 11/01/2053 (A)(B)		2,890		2,655


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Fidelity National Information Services
5.625%, 07/15/2052	$	800	$	794
Global Payments
5.950%, 08/15/2052		705		693
Goldman Sachs Capital I
6.345%, 02/15/2034		5,030		5,153
Goldman Sachs Group
6.450%, 05/01/2036		1,115		1,188
6.250%, 02/01/2041		4,619		4,972
4.411%, TSFR3M + 1.692%, 04/23/2039 (B)		13,260		11,734
4.017%, TSFR3M + 1.635%, 10/31/2038 (B)		7,110		6,074
3.436%, SOFRRATE + 1.632%, 02/24/2043 (B)		1,455		1,107
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B)		2,690		2,002
3.102%, SOFRRATE + 1.410%, 02/24/2033 (B)		1,480		1,255
2.908%, SOFRRATE + 1.472%, 07/21/2042 (B)		2,700		1,914
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B)		1,535		1,249
1.992%, SOFRRATE + 1.090%, 01/27/2032 (B)		1,820		1,459
Goldman Sachs Group MTN
4.800%, 07/08/2044		5,178		4,729
Guardian Life Insurance of America
4.875%, 06/19/2064 (A)		2,450		2,105
HSBC Bank USA
7.000%, 01/15/2039		7,577		8,667
HSBC Holdings PLC
6.800%, 06/01/2038		3,469		3,642
6.500%, 09/15/2037		4,070		4,286
6.332%, SOFRRATE + 2.650%, 03/09/2044 (B)		1,540		1,619
Intercontinental Exchange
4.950%, 06/15/2052		2,918		2,729
3.000%, 06/15/2050		2,175		1,454
Jackson Financial
4.000%, 11/23/2051		495		354
JPMorgan Chase
8.750%, 09/01/2030		605		712
6.400%, 05/15/2038		6,679		7,452
6.254%, SOFRRATE + 1.810%, 10/23/2034 (B)		970		1,029
5.717%, SOFRRATE + 2.580%, 09/14/2033 (B)		4,362		4,417
5.600%, 07/15/2041		4,920		5,076
5.500%, 10/15/2040		2,685		2,745
5.400%, 01/06/2042		3,389		3,431
5.336%, SOFRRATE + 1.620%, 01/23/2035 (B)		1,385		1,378


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.032%, TSFR3M + 1.722%, 07/24/2048 (B)	$	1,310	$	1,065
3.964%, TSFR3M + 1.642%, 11/15/2048 (B)		9,020		7,241
3.897%, TSFR3M + 1.482%, 01/23/2049 (B)		6,195		4,947
3.882%, TSFR3M + 1.622%, 07/24/2038 (B)		19,090		16,284
3.328%, SOFRRATE + 1.580%, 04/22/2052 (B)		10,633		7,548
3.157%, SOFRRATE + 1.460%, 04/22/2042 (B)		3,275		2,456
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B)		190		130
3.109%, TSFR3M + 2.460%, 04/22/2041 (B)		390		293
2.963%, SOFRRATE + 1.260%, 01/25/2033 (B)		780		659
2.956%, TSFR3M + 2.515%, 05/13/2031 (B)		3,080		2,675
2.545%, SOFRRATE + 1.180%, 11/08/2032 (B)		2,730		2,248
2.525%, TSFR3M + 1.510%, 11/19/2041 (B)		4,240		2,913
1.764%, TSFR3M + 1.105%, 11/19/2031 (B)		2,320		1,868
KKR Group Finance II LLC
5.500%, 02/01/2043 (A)		2,103		2,000
KKR Group Finance III LLC
5.125%, 06/01/2044 (A)		5,377		4,897
KKR Group Finance VIII LLC
3.500%, 08/25/2050 (A)		920		630
KKR Group Finance X LLC
3.250%, 12/15/2051 (A)		830		556
LSEGA Financing PLC
3.200%, 04/06/2041 (A)		4,214		3,152
Marsh & McLennan
6.250%, 11/01/2052		3,020		3,330
5.700%, 09/15/2053		1,365		1,409
5.450%, 03/15/2053		530		528
4.900%, 03/15/2049		3,447		3,188
4.350%, 01/30/2047		1,300		1,103
4.200%, 03/01/2048		3,890		3,261
2.900%, 12/15/2051		1,175		753
Massachusetts Mutual Life Insurance
4.900%, 04/01/2077 (A)		2,690		2,252
3.729%, 10/15/2070 (A)		2,905		1,966
Mastercard
3.950%, 02/26/2048		1,225		1,039
3.850%, 03/26/2050		7,356		6,077
MetLife
5.875%, 02/06/2041		1,675		1,750
5.700%, 06/15/2035		6,964		7,201


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 01/15/2054	$	3,900	$	3,768
5.000%, 07/15/2052		4,400		4,108
4.875%, 11/13/2043		3,080		2,835
4.721%, 12/15/2044		3,435		3,067
Moody's
4.875%, 12/17/2048		1,891		1,748
3.250%, 05/20/2050		420		298
2.750%, 08/19/2041		250		175
Morgan Stanley
5.948%, H15T5Y + 2.430%, 01/19/2038 (B)		1,560		1,556
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B)		1,825		1,823
5.297%, SOFRRATE + 2.620%, 04/20/2037 (B)		190		182
4.457%, TSFR3M + 1.693%, 04/22/2039 (B)		3,743		3,362
4.375%, 01/22/2047		120		103
3.217%, SOFRRATE + 1.485%, 04/22/2042 (B)		1,200		902
2.484%, SOFRRATE + 1.360%, 09/16/2036 (B)		4,520		3,543
Morgan Stanley MTN
6.375%, 07/24/2042		2,307		2,566
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B)		885		869
4.300%, 01/27/2045		9,220		7,991
3.971%, TSFR3M + 1.455%, 07/22/2038 (B)		11,455		9,773
2.943%, SOFRRATE + 1.290%, 01/21/2033 (B)		2,255		1,891
2.802%, SOFRRATE + 1.430%, 01/25/2052 (B)		1,495		961
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B)		4,110		3,365
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B)		3,380		2,723
Mutual of Omaha Insurance
4.297%, US0003M + 2.640%, 07/15/2054 (A)(B)		555		544
Nasdaq
5.950%, 08/15/2053		885		910
Nationwide Mutual Insurance
9.375%, 08/15/2039 (A)		1,820		2,346
4.350%, 04/30/2050 (A)		1,795		1,419
NatWest Group PLC
6.016%, H15T1Y + 2.100%, 03/02/2034 (B)		155		158
New York Life Insurance
6.750%, 11/15/2039 (A)		3,040		3,436
5.875%, 05/15/2033 (A)		4,024		4,160
3.750%, 05/15/2050 (A)		1,960		1,497


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Northwestern Mutual Life Insurance
3.850%, 09/30/2047 (A)	$	450	$	350
3.625%, 09/30/2059 (A)		4,090		2,861
Pacific Life Insurance
4.300%, US0003M + 2.796%, 10/24/2067 (A)(B)		1,350		1,025
Pacific LifeCorp
3.350%, 09/15/2050 (A)		312		216
PayPal Holdings
3.250%, 06/01/2050		2,000		1,392
PNC Financial Services Group
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B)		985		1,067
6.037%, SOFRINDX + 2.140%, 10/28/2033 (B)		1,535		1,575
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B)		725		727
Progressive
3.700%, 03/15/2052		4,485		3,473
Prologis Targeted US Logistics Fund
5.500%, 04/01/2034 (A)		3,745		3,718
Prudential Financial
3.905%, 12/07/2047		895		705
Prudential Financial MTN
5.700%, 12/14/2036		6,384		6,581
Raymond James Financial
4.950%, 07/15/2046		814		747
3.750%, 04/01/2051		2,669		1,982
S&P Global
3.900%, 03/01/2062		550		428
3.700%, 03/01/2052		2,235		1,731
3.250%, 12/01/2049		2,331		1,667
Securian Financial Group
4.800%, 04/15/2048 (A)		2,921		2,365
Societe Generale MTN
7.367%, 01/10/2053 (A)		5,585		5,716
Teachers Insurance & Annuity Association of America
4.900%, 09/15/2044 (A)		5,385		4,892
4.270%, 05/15/2047 (A)		2,793		2,297
3.300%, 05/15/2050 (A)		4,930		3,448
Travelers
5.450%, 05/25/2053		6,045		6,164
5.350%, 11/01/2040		1,565		1,579
4.600%, 08/01/2043		3,795		3,540
4.100%, 03/04/2049		3,853		3,249
4.050%, 03/07/2048		1,300		1,089
Travelers MTN
6.250%, 06/15/2037		1,205		1,325
Truist Financial MTN
5.867%, SOFRRATE + 2.361%, 06/08/2034 (B)		2,175		2,175


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B)	$	8,025	$	7,945
5.122%, SOFRRATE + 1.852%, 01/26/2034 (B)		2,600		2,466
4.916%, SOFRRATE + 2.240%, 07/28/2033 (B)		3,095		2,847
UBS
4.500%, 06/26/2048		2,185		2,001
UBS Group
9.016%, SOFRRATE + 5.020%, 11/15/2033 (A)(B)		1,450		1,744
6.537%, SOFRRATE + 3.920%, 08/12/2033 (A)(B)		110		115
5.699%, H15T1Y + 1.770%, 02/08/2035 (A)(B)		1,130		1,118
4.988%, H15T1Y + 2.400%, 08/05/2033 (A)(B)		855		815
3.091%, SOFRRATE + 1.730%, 05/14/2032 (A)(B)		1,705		1,433
US Bancorp
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B)		1,520		1,539
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B)		950		959
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B)		4,040		4,031
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B)		2,665		2,508
Visa
4.300%, 12/14/2045		8,000		7,152
2.700%, 04/15/2040		670		495
2.000%, 08/15/2050		5,410		3,156
WEA Finance LLC
4.625%, 09/20/2048 (A)		2,000		1,366
Wells Fargo
7.950%, 11/15/2029		695		775
6.600%, 01/15/2038		9,765		10,523
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B)		1,740		1,850
5.950%, 08/26/2036		5,460		5,587
5.950%, 12/15/2036		1,002		1,021
5.850%, 02/01/2037		9,377		9,590
5.606%, 01/15/2044		406		394
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B)		6,815		6,770
5.389%, SOFRRATE + 2.020%, 04/24/2034 (B)		1,210		1,190
3.900%, 05/01/2045		2,424		1,940
3.068%, SOFRRATE + 2.530%, 04/30/2041 (B)		3,375		2,492
Wells Fargo MTN
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B)		4,275		4,258


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.013%, TSFR3M + 4.502%, 04/04/2051 (B)	$	13,927	$	12,878
4.900%, 11/17/2045		1,620		1,436
4.750%, 12/07/2046		6,136		5,305
4.650%, 11/04/2044		2,420		2,090
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B)		3,125		2,724
4.400%, 06/14/2046		5,840		4,810
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B)		3,770		3,236
Western & Southern Life Insurance
3.750%, 04/28/2061 (A)		695		471
XL Group
5.250%, 12/15/2043		2,405		2,240

				646,075

Health Care — 13.1%
Abbott Laboratories
5.300%, 05/27/2040		1,520		1,554
4.900%, 11/30/2046		6,958		6,707
AbbVie
5.500%, 03/15/2064		2,740		2,772
5.400%, 03/15/2054		3,604		3,659
5.350%, 03/15/2044		755		762
5.050%, 03/15/2034		860		864
4.850%, 06/15/2044		225		213
4.750%, 03/15/2045		6,670		6,183
4.700%, 05/14/2045		3,999		3,683
4.400%, 11/06/2042		635		569
4.250%, 11/21/2049		21,436		18,390
4.050%, 11/21/2039		2,250		1,973
Advocate Health & Hospitals
4.272%, 08/15/2048		1,717		1,477
Aetna
4.125%, 11/15/2042		780		624
Alcon Finance
3.800%, 09/23/2049 (A)		1,070		829
Allina Health System
4.805%, 11/15/2045		1,666		1,529
3.887%, 04/15/2049		1,454		1,187
Amgen
5.750%, 03/02/2063		1,535		1,535
5.600%, 03/02/2043		855		856
4.875%, 03/01/2053		480		431
4.400%, 05/01/2045		165		141
Ascension Health
4.847%, 11/15/2053		520		497
3.945%, 11/15/2046		1,291		1,087
3.106%, 11/15/2039		3,145		2,452
AstraZeneca PLC
6.450%, 09/15/2037		3,804		4,288
4.375%, 11/16/2045		3,734		3,302
3.000%, 05/28/2051		1,173		813


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Banner Health
2.907%, 01/01/2042	$	1,781	$	1,301
Baptist Health South Florida
4.342%, 11/15/2041		610		531
BayCare Health System
3.831%, 11/15/2050		1,000		819
Bayer US Finance II LLC
4.700%, 07/15/2064 (A)		2,130		1,524
4.625%, 06/25/2038 (A)		645		531
4.400%, 07/15/2044 (A)		1,585		1,196
3.950%, 04/15/2045 (A)		2,680		1,853
Baylor Scott & White Holdings
4.185%, 11/15/2045		2,636		2,303
Bon Secours Mercy Health
3.205%, 06/01/2050		1,100		777
Bristol-Myers Squibb
6.400%, 11/15/2063		2,455		2,741
6.250%, 11/15/2053		870		964
5.650%, 02/22/2064		1,155		1,166
5.550%, 02/22/2054		7,295		7,381
4.550%, 02/20/2048		1,614		1,421
4.250%, 10/26/2049		14,059		11,795
3.900%, 03/15/2062		1,910		1,426
3.700%, 03/15/2052		7,449		5,654
3.550%, 03/15/2042		5,340		4,210
2.350%, 11/13/2040		440		295
Carilion Clinic Obligated Group
3.147%, 07/01/2051		535		354
Children's Health Care
3.448%, 08/15/2049		815		600
Children's Hospital Medical Center
2.820%, 11/15/2050		1,180		758
Cigna Group
4.900%, 12/15/2048		1,385		1,245
4.800%, 08/15/2038		1,300		1,206
3.875%, 10/15/2047		1,200		922
City of Hope
5.623%, 11/15/2043		920		897
Cleveland Clinic Foundation
4.858%, 01/01/2114		1,223		1,112
CommonSpirit Health
4.187%, 10/01/2049		3,069		2,490
CVS Health
6.000%, 06/01/2063		440		440
5.875%, 06/01/2053		425		424
5.050%, 03/25/2048		3,404		3,036
4.780%, 03/25/2038		2,585		2,349
Danaher
2.800%, 12/10/2051		1,015		660
Elevance Health
6.100%, 10/15/2052		600		644


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Eli Lilly
5.100%, 02/09/2064	$	8,122	$	7,981
5.000%, 02/09/2054		2,700		2,660
4.950%, 02/27/2063		4,629		4,465
4.875%, 02/27/2053		3,590		3,473
3.950%, 03/15/2049		2,925		2,459
GE HealthCare Technologies
6.377%, 11/22/2052		930		1,033
Gilead Sciences
4.800%, 04/01/2044		500		459
4.750%, 03/01/2046		3,207		2,915
4.500%, 02/01/2045		2,155		1,897
4.150%, 03/01/2047		1,935		1,599
2.800%, 10/01/2050		1,145		738
GlaxoSmithKline Capital
6.375%, 05/15/2038		5,279		5,915
HCA
5.250%, 06/15/2049		1,110		1,000
Health Care Service, A Mutual Legal Reserve
3.200%, 06/01/2050 (A)		2,460		1,668
Hoag Memorial Hospital Presbyterian
3.803%, 07/15/2052		1,385		1,130
Humana
8.150%, 06/15/2038		1,510		1,800
4.625%, 12/01/2042		505		443
Indiana University Health Obligated Group
3.970%, 11/01/2048		1,825		1,513
Johnson & Johnson
4.850%, 05/15/2041		7,402		7,287
3.750%, 03/03/2047		400		329
3.625%, 03/03/2037		790		698
3.400%, 01/15/2038		3,600		3,056
2.100%, 09/01/2040		1,335		907
Kaiser Foundation Hospitals
4.150%, 05/01/2047		1,790		1,543
3.266%, 11/01/2049		1,910		1,404
3.002%, 06/01/2051		2,665		1,827
2.810%, 06/01/2041		6,705		4,897
Mass General Brigham
3.765%, 07/01/2048		1,000		802
3.342%, 07/01/2060		1,015		691
3.192%, 07/01/2049		2,260		1,605
Medtronic
4.375%, 03/15/2035		2,330		2,197
Memorial Health Services
3.447%, 11/01/2049		2,795		2,079
Memorial Sloan-Kettering Cancer Center
5.000%, 07/01/2042		235		228
4.125%, 07/01/2052		2,395		2,037
2.955%, 01/01/2050		780		529


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Merck
5.000%, 05/17/2053	$	4,645	$	4,502
4.900%, 05/17/2044		2,590		2,488
4.150%, 05/18/2043		2,700		2,357
4.000%, 03/07/2049		550		459
3.900%, 03/07/2039		2,355		2,066
3.700%, 02/10/2045		7,910		6,402
3.600%, 09/15/2042		750		609
2.900%, 12/10/2061		2,286		1,421
2.750%, 12/10/2051		1,325		855
2.350%, 06/24/2040		390		270
Merck Sharp & Dohme Corp
5.750%, 11/15/2036		1,200		1,278
MyMichigan Health
3.409%, 06/01/2050		2,220		1,616
New York and Presbyterian Hospital
4.763%, 08/01/2116		1,705		1,468
4.063%, 08/01/2056		2,300		1,869
Northwell Healthcare
4.260%, 11/01/2047		655		533
Novant Health
3.168%, 11/01/2051		2,330		1,587
Novartis Capital
4.400%, 05/06/2044		540		491
4.000%, 11/20/2045		4,325		3,676
NYU Langone Hospitals
5.750%, 07/01/2043		1,665		1,735
4.368%, 07/01/2047		1,610		1,420
3.380%, 07/01/2055		1,510		1,086
OhioHealth
3.042%, 11/15/2050		1,462		1,048
Orlando Health Obligated Group
3.327%, 10/01/2050		775		568
PeaceHealth Obligated Group
3.218%, 11/15/2050		3,455		2,278
Pfizer
4.400%, 05/15/2044		995		896
4.300%, 06/15/2043		3,860		3,389
4.200%, 09/15/2048		3,750		3,195
4.100%, 09/15/2038		1,900		1,691
4.000%, 12/15/2036		200		180
3.900%, 03/15/2039		2,100		1,793
2.550%, 05/28/2040		575		403
Pfizer Investment Enterprises Pte
5.340%, 05/19/2063		9,333		8,990
5.300%, 05/19/2053		17,711		17,325
5.110%, 05/19/2043		7,540		7,251
Pharmacia LLC
6.600%, 12/01/2028		1,045		1,119
Providence St. Joseph Health Obligated Group
3.744%, 10/01/2047		1,520		1,143


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Rady Children's Hospital-San Diego
3.154%, 08/15/2051	$	865	$	587
Revvity
3.625%, 03/15/2051		325		226
Roche Holdings
2.607%, 12/13/2051 (A)		700		441
RWJ Barnabas Health
3.949%, 07/01/2046		50		40
Sentara Healthcare
2.927%, 11/01/2051		805		544
Shands Teaching Hospital and Clinics
4.741%, 12/01/2042		1,750		1,560
Sharp HealthCare
2.680%, 08/01/2050		1,500		939
Stanford Health Care
3.795%, 11/15/2048		5,302		4,268
STERIS Irish FinCo UnLtd
3.750%, 03/15/2051		325		240
Thermo Fisher Scientific
2.800%, 10/15/2041		110		79
Trinity Health
4.125%, 12/01/2045		2,392		2,024
UnitedHealth Group
6.875%, 02/15/2038		1,125		1,307
6.625%, 11/15/2037		1,080		1,221
6.500%, 06/15/2037		1,225		1,366
6.050%, 02/15/2063		1,625		1,760
5.950%, 02/15/2041		1,265		1,331
5.875%, 02/15/2053		2,641		2,825
5.800%, 03/15/2036		620		656
5.700%, 10/15/2040		415		430
4.750%, 07/15/2045		6,970		6,414
4.750%, 05/15/2052		5,395		4,908
4.450%, 12/15/2048		12,274		10,789
4.375%, 03/15/2042		30		27
4.250%, 04/15/2047		3,070		2,610
4.250%, 06/15/2048		6,370		5,362
4.200%, 01/15/2047		1,477		1,251
3.950%, 10/15/2042		6,840		5,748
3.750%, 10/15/2047		780		608
3.700%, 08/15/2049		1,726		1,325
3.500%, 08/15/2039		4,315		3,485
3.250%, 05/15/2051		4,800		3,366
3.050%, 05/15/2041		8,576		6,372
2.900%, 05/15/2050		1,680		1,116
West Virginia United Health System Obligated Group
3.129%, 06/01/2050		900		567
Willis-Knighton Medical Center
4.813%, 09/01/2048		1,690		1,529


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Wyeth LLC
5.950%, 04/01/2037	$	17,224	$	18,402

				393,846

Industrials — 6.0%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
3.850%, 10/29/2041		1,295		1,005
3.300%, 01/30/2032		1,535		1,298
Air Canada Pass-Through Trust, Ser 2013-1, Cl A
4.125%, 05/15/2025 (A)		282		275
Airbus
3.950%, 04/10/2047 (A)		2,500		2,052
American Airlines Pass-Through Trust, Ser 2016-2, Cl AA
3.200%, 06/15/2028		668		613
BAE Systems PLC
3.000%, 09/15/2050 (A)		1,200		804
Boeing
5.930%, 05/01/2060		810		775
5.805%, 05/01/2050		4,745		4,574
5.705%, 05/01/2040		1,905		1,856
Burlington Northern Santa Fe LLC
5.200%, 04/15/2054		1,505		1,476
5.150%, 09/01/2043		1,315		1,286
4.900%, 04/01/2044		8,406		7,962
4.550%, 09/01/2044		3,795		3,397
4.450%, 03/15/2043		560		499
4.450%, 01/15/2053		2,169		1,907
4.400%, 03/15/2042		2,825		2,514
4.375%, 09/01/2042		270		239
4.150%, 04/01/2045		7,795		6,586
4.050%, 06/15/2048		1,905		1,577
3.300%, 09/15/2051		3,765		2,696
3.050%, 02/15/2051		2,160		1,475
2.875%, 06/15/2052		4,245		2,763
Canadian National Railway
6.200%, 06/01/2036		5,110		5,555
4.500%, 11/07/2043		1,720		1,512
4.400%, 08/05/2052		2,796		2,469
Canadian Pacific Railway
6.125%, 09/15/2115		1,405		1,483
Caterpillar
4.750%, 05/15/2064		475		432
CSX
4.500%, 11/15/2052		1,590		1,394
Cummins
5.450%, 02/20/2054		2,249		2,261
2.600%, 09/01/2050		2,660		1,675
Deere
3.900%, 06/09/2042		800		684
2.875%, 09/07/2049		1,795		1,254


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Emerson Electric
2.800%, 12/21/2051	$	4,551	$	2,938
General Dynamics
4.250%, 04/01/2040		2,545		2,263
4.250%, 04/01/2050		2,040		1,759
Georgia-Pacific LLC
8.875%, 05/15/2031		475		583
7.250%, 06/01/2028		330		352
Honeywell International
5.350%, 03/01/2064		1,985		1,982
5.250%, 03/01/2054		13,428		13,401
Lockheed Martin
5.900%, 11/15/2063		2,575		2,803
5.700%, 11/15/2054		1,060		1,119
5.200%, 02/15/2064		2,855		2,788
4.700%, 05/15/2046		550		507
4.300%, 06/15/2062		2,676		2,241
4.090%, 09/15/2052		7,352		6,112
4.070%, 12/15/2042		6,306		5,401
2.800%, 06/15/2050		1,130		747
Nature Conservancy
3.957%, 03/01/2052		2,155		1,828
Norfolk Southern
5.100%, 08/01/2118		1,600		1,390
4.837%, 10/01/2041		3,100		2,880
3.700%, 03/15/2053		500		372
Rockwell Automation
4.200%, 03/01/2049		740		630
RTX
6.125%, 07/15/2038		295		311
4.625%, 11/16/2048		415		363
4.500%, 06/01/2042		5,942		5,195
3.750%, 11/01/2046		2,039		1,556
2.820%, 09/01/2051		150		94
Siemens Financieringsmaatschappij
2.875%, 03/11/2041 (A)		4,360		3,266
Snap-on
4.100%, 03/01/2048		3,386		2,825
TTX
4.600%, 02/01/2049 (A)		1,642		1,435
Union Pacific
3.875%, 02/01/2055		2,115		1,650
3.839%, 03/20/2060		15,039		11,424
3.500%, 02/14/2053		7,715		5,742
3.375%, 02/14/2042		780		610
2.973%, 09/16/2062		2,805		1,747
2.950%, 03/10/2052		14,087		9,420
Union Pacific MTN
3.550%, 08/15/2039		875		717
United Airlines Pass-Through Trust
5.800%, 01/15/2036		1,100		1,115


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
United Parcel Service
7.620%, 04/01/2030 (C)	$	710	$	800
6.200%, 01/15/2038		4,172		4,566
5.200%, 04/01/2040		725		721
5.050%, 03/03/2053		5,799		5,629
3.625%, 10/01/2042		1,225		984
Waste Connections
2.950%, 01/15/2052		500		331
WW Grainger
4.600%, 06/15/2045		1,328		1,215

				180,160

Information Technology — 7.4%
Analog Devices
2.950%, 10/01/2051		5,062		3,384
2.800%, 10/01/2041		3,765		2,677
Apple
4.650%, 02/23/2046		9,445		8,928
4.375%, 05/13/2045		11,608		10,597
3.850%, 05/04/2043		3,215		2,752
3.850%, 08/04/2046		13,075		10,899
3.750%, 09/12/2047		6,840		5,577
3.750%, 11/13/2047		165		134
3.450%, 02/09/2045		9,825		7,796
2.850%, 08/05/2061		4,270		2,719
2.800%, 02/08/2061		1,335		848
2.700%, 08/05/2051		2,550		1,660
2.650%, 05/11/2050		415		270
2.650%, 02/08/2051		12,675		8,175
2.375%, 02/08/2041		1,415		995
Applied Materials
4.350%, 04/01/2047		1,481		1,317
Broadcom
4.926%, 05/15/2037 (A)		2,080		1,938
Cisco Systems
5.900%, 02/15/2039		3,985		4,277
5.500%, 01/15/2040		2,094		2,164
5.350%, 02/26/2064		5,755		5,792
5.300%, 02/26/2054		7,842		7,937
IBM International Capital Pte
5.300%, 02/05/2054		2,525		2,423
5.250%, 02/05/2044		5,760		5,517
Intel
5.700%, 02/10/2053		5,835		5,915
5.625%, 02/10/2043		345		350
4.900%, 08/05/2052		7,970		7,333
4.750%, 03/25/2050		1,800		1,604
4.600%, 03/25/2040		2,270		2,109
4.100%, 05/11/2047		1,786		1,473
3.734%, 12/08/2047		15,234		11,582
3.250%, 11/15/2049		2,980		2,065


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
International Business Machines
4.900%, 07/27/2052	$	435	$	405
4.250%, 05/15/2049		3,725		3,126
4.150%, 05/15/2039		530		462
4.000%, 06/20/2042		1,740		1,447
Intuit
5.500%, 09/15/2053		4,675		4,808
KLA
4.950%, 07/15/2052		5,772		5,466
Lam Research
2.875%, 06/15/2050		2,873		1,938
Microsoft
3.450%, 08/08/2036		4,320		3,806
3.041%, 03/17/2062		13,613		9,277
2.921%, 03/17/2052		13,294		9,193
2.675%, 06/01/2060		2,385		1,505
2.525%, 06/01/2050		15,272		9,834
2.500%, 09/15/2050 (A)		4,255		2,704
NVIDIA
3.500%, 04/01/2040		2,730		2,280
3.500%, 04/01/2050		1,555		1,220
Oracle
4.375%, 05/15/2055		940		738
4.125%, 05/15/2045		1,810		1,434
4.000%, 07/15/2046		4,115		3,165
3.800%, 11/15/2037		4,215		3,471
3.600%, 04/01/2040		4,128		3,187
QUALCOMM
4.300%, 05/20/2047		3,125		2,711
Salesforce
3.050%, 07/15/2061		1,255		807
2.900%, 07/15/2051		3,850		2,558
2.700%, 07/15/2041		2,010		1,435
Texas Instruments
5.150%, 02/08/2054		2,240		2,219
5.050%, 05/18/2063		6,175		5,904
5.000%, 03/14/2053		1,640		1,593
4.150%, 05/15/2048		2,335		1,983
TSMC Arizona
3.250%, 10/25/2051		1,950		1,481

				221,364

Materials — 1.2%
Air Products and Chemicals
4.850%, 02/08/2034		4,185		4,103
Barrick North America Finance LLC
5.750%, 05/01/2043		2,160		2,211
Barrick PD Australia Finance Pty
5.950%, 10/15/2039		1,245		1,275
BHP Billiton Finance USA
6.420%, 03/01/2026		1,320		1,352
5.500%, 09/08/2053		320		327


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.250%, 09/08/2033	$	4,635	$	4,656
5.000%, 09/30/2043		3,800		3,635
Ecolab
2.750%, 08/18/2055		2,757		1,715
2.700%, 12/15/2051		3,125		1,982
Freeport-McMoRan
5.450%, 03/15/2043		900		838
International Flavors & Fragrances
5.000%, 09/26/2048		2,435		2,049
3.468%, 12/01/2050 (A)		4,975		3,274
3.268%, 11/15/2040 (A)		1,095		768
LYB International Finance III LLC
4.200%, 05/01/2050		535		413
Packaging Corp of America
3.050%, 10/01/2051		440		294
Rio Tinto Finance USA
5.200%, 11/02/2040		2,502		2,463
2.750%, 11/02/2051		5,135		3,258
Rio Tinto Finance USA PLC
5.125%, 03/09/2053		1,150		1,105
Sherwin-Williams
2.900%, 03/15/2052		250		162

				35,880

Real Estate — 1.5%
Alexandria Real Estate Equities
4.850%, 04/15/2049		210		183
3.550%, 03/15/2052		730		506
2.950%, 03/15/2034		225		182
American Homes 4 Rent LP
4.300%, 04/15/2052		1,445		1,121
3.375%, 07/15/2051		300		198
American Tower
3.700%, 10/15/2049		1,000		726
Crown Castle
4.150%, 07/01/2050		500		394
ERP Operating
4.500%, 06/01/2045		900		751
Essex Portfolio
2.650%, 09/01/2050		1,500		872
GLP Capital LP / GLP Financing II
6.750%, 12/01/2033		1,150		1,193
Invitation Homes Operating Partnership LP
5.500%, 08/15/2033		1,000		988
4.150%, 04/15/2032		80		72
2.700%, 01/15/2034		460		358
Kilroy Realty LP
2.650%, 11/15/2033		455		331
Kimco Realty OP LLC
3.700%, 10/01/2049		1,440		1,032
Nationwide Health Properties MTN
6.900%, 10/01/2037		1,600		1,666


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
NNN REIT
3.000%, 04/15/2052	$	990	$	632
Prologis
5.250%, 06/15/2053		4,112		3,985
5.250%, 03/15/2054		910		874
3.000%, 04/15/2050		65		44
2.125%, 10/15/2050		5,237		2,875
Realty Income
5.125%, 02/15/2034		2,920		2,825
Regency Centers LP
5.250%, 01/15/2034		1,820		1,779
4.650%, 03/15/2049		1,311		1,113
4.400%, 02/01/2047		955		764
Scentre Group Trust 2
5.125%, H15T5Y + 4.685%, 09/24/2080 (A)(B)		1,935		1,771
4.750%, H15T5Y + 4.379%, 09/24/2080 (A)(B)		1,250		1,189
Simon Property Group LP
6.750%, 02/01/2040		2,365		2,597
6.650%, 01/15/2054		1,415		1,592
5.850%, 03/08/2053		4,194		4,246
4.250%, 11/30/2046		3,315		2,687
3.800%, 07/15/2050		1,400		1,060
3.250%, 09/13/2049		2,330		1,615
VICI Properties
5.625%, 05/15/2052		1,570		1,422
Weyerhaeuser
4.000%, 03/09/2052		1,020		800

				44,443

Utilities — 16.2%
AEP Transmission LLC
5.400%, 03/15/2053		845		837
4.000%, 12/01/2046		5,003		4,038
3.800%, 06/15/2049		1,840		1,416
3.650%, 04/01/2050		2,575		1,935
3.150%, 09/15/2049		1,760		1,202
2.750%, 08/15/2051		405		252
Alabama Power
5.200%, 06/01/2041		155		152
4.300%, 07/15/2048		1,420		1,190
3.850%, 12/01/2042		7,209		5,805
Ameren Illinois
5.900%, 12/01/2052		1,032		1,096
3.700%, 12/01/2047		4,435		3,426
3.250%, 03/15/2050		50		35
2.900%, 06/15/2051		3,724		2,420
American Transmission Systems
5.000%, 09/01/2044 (A)		600		539
American Water Capital
3.750%, 09/01/2047		1,000		779


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Appalachian Power
6.700%, 08/15/2037	$	50	$	54
5.800%, 10/01/2035		125		128
4.500%, 03/01/2049		700		565
Arizona Public Service
5.050%, 09/01/2041		50		46
4.500%, 04/01/2042		312		266
4.350%, 11/15/2045		1,735		1,409
4.250%, 03/01/2049		450		360
4.200%, 08/15/2048		1,200		950
3.350%, 05/15/2050		550		375
Atmos Energy
4.125%, 10/15/2044		2,805		2,392
Avista
4.000%, 04/01/2052		550		417
Baltimore Gas and Electric
5.400%, 06/01/2053		2,516		2,468
4.550%, 06/01/2052		394		343
3.500%, 08/15/2046		4,995		3,686
2.900%, 06/15/2050		1,090		707
Berkshire Hathaway Energy
4.600%, 05/01/2053		1,320		1,127
4.450%, 01/15/2049		3,630		3,062
4.250%, 10/15/2050		4,900		3,947
3.800%, 07/15/2048		11,790		8,961
Black Hills
4.200%, 09/15/2046		1,135		883
Boston Gas
6.119%, 07/20/2053 (A)		625		629
4.487%, 02/15/2042 (A)		250		204
CenterPoint Energy Houston Electric LLC
5.150%, 03/01/2034		965		963
4.500%, 04/01/2044		500		443
4.250%, 02/01/2049		1,760		1,492
3.950%, 03/01/2048		500		404
3.600%, 03/01/2052		815		613
3.350%, 04/01/2051		1,305		938
2.900%, 07/01/2050		900		592
Commonwealth Edison
5.300%, 02/01/2053		1,940		1,878
4.700%, 01/15/2044		5,213		4,645
4.600%, 08/15/2043		2,070		1,836
4.000%, 03/01/2048		2,515		2,026
4.000%, 03/01/2049		1,180		943
3.850%, 03/15/2052		520		400
3.750%, 08/15/2047		2,685		2,060
3.700%, 03/01/2045		6,415		5,002
3.125%, 03/15/2051		3,720		2,496
Connecticut Light and Power
5.250%, 01/15/2053		1,095		1,067
4.150%, 06/01/2045		2,940		2,476
4.000%, 04/01/2048		2,712		2,208


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consolidated Edison of New York
6.750%, 04/01/2038	$	1,915	$	2,133
6.200%, 06/15/2036		65		69
6.150%, 11/15/2052		2,555		2,769
5.900%, 11/15/2053		3,795		4,002
5.700%, 06/15/2040		40		40
4.500%, 05/15/2058		930		782
3.950%, 03/01/2043		5,480		4,496
3.950%, 04/01/2050		2,795		2,239
3.875%, 06/15/2047		5,147		3,999
3.850%, 06/15/2046		3,427		2,693
3.700%, 11/15/2059		850		607
3.000%, 12/01/2060		1,700		1,038
Consumers Energy
4.350%, 04/15/2049		5,923		5,125
4.200%, 09/01/2052		790		657
3.500%, 08/01/2051		1,235		924
2.500%, 05/01/2060		403		222
Dominion Energy
5.250%, 08/01/2033		20		20
4.600%, 03/15/2049		1,754		1,486
Dominion Energy South Carolina
5.100%, 06/01/2065		1,235		1,143
DTE Electric
5.400%, 04/01/2053		770		763
3.950%, 06/15/2042		80		64
3.700%, 03/15/2045		4,280		3,360
Duke Energy Carolinas LLC
6.450%, 10/15/2032		110		119
6.050%, 04/15/2038		2,285		2,400
6.000%, 01/15/2038		2,166		2,274
5.400%, 01/15/2054		2,975		2,899
5.350%, 01/15/2053		1,732		1,695
5.300%, 02/15/2040		6,490		6,367
4.250%, 12/15/2041		6,575		5,570
4.000%, 09/30/2042		13,405		10,971
3.875%, 03/15/2046		1,570		1,223
Duke Energy Florida LLC
6.400%, 06/15/2038		2,340		2,531
6.200%, 11/15/2053		1,332		1,442
5.950%, 11/15/2052		1,806		1,902
4.200%, 07/15/2048		2,000		1,634
3.400%, 10/01/2046		2,025		1,458
Duke Energy Indiana LLC
6.450%, 04/01/2039		4,275		4,665
6.350%, 08/15/2038		1,510		1,615
4.900%, 07/15/2043		865		797
3.750%, 05/15/2046		750		573
3.250%, 10/01/2049		3,110		2,147
2.750%, 04/01/2050		1,885		1,174
Duke Energy Ohio
4.300%, 02/01/2049		655		533


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Duke Energy Progress LLC
4.375%, 03/30/2044	$	2,880	$	2,462
4.200%, 08/15/2045		3,450		2,846
4.150%, 12/01/2044		975		798
4.100%, 03/15/2043		860		705
3.600%, 09/15/2047		1,850		1,371
East Ohio Gas
3.000%, 06/15/2050 (A)		1,355		845
Elm Road Generating Station Supercritical
5.848%, 01/19/2041 (A)		1,000		895
Entergy Arkansas LLC
4.200%, 04/01/2049		1,600		1,313
3.350%, 06/15/2052		2,720		1,861
Entergy Louisiana LLC
4.200%, 09/01/2048		1,030		833
4.200%, 04/01/2050		1,445		1,168
3.100%, 06/15/2041		3,330		2,443
2.900%, 03/15/2051		3,845		2,415
Entergy Texas
3.550%, 09/30/2049		1,380		997
Essential Utilities
5.300%, 05/01/2052		900		840
4.276%, 05/01/2049		2,620		2,117
Evergy Kansas Central
5.700%, 03/15/2053		500		500
3.450%, 04/15/2050		930		653
Evergy Metro
5.300%, 10/01/2041		150		141
4.200%, 06/15/2047		500		402
4.200%, 03/15/2048		1,000		816
Exelon
4.950%, 06/15/2035		1,370		1,284
FirstEnergy Transmission LLC
4.550%, 04/01/2049 (A)		350		290
Florida Power & Light
5.960%, 04/01/2039		2,230		2,397
5.690%, 03/01/2040		7,353		7,527
5.650%, 02/01/2037		1,000		1,029
4.800%, 05/15/2033		2,020		1,974
4.550%, 10/01/2044		700		605
4.050%, 06/01/2042		2,400		2,034
4.050%, 10/01/2044		2,065		1,741
3.950%, 03/01/2048		2,910		2,359
3.800%, 12/15/2042		3,030		2,477
3.700%, 12/01/2047		2,146		1,670
Georgia Power
4.300%, 03/15/2042		7,225		6,181
Idaho Power MTN
5.500%, 03/15/2053		1,615		1,585
4.200%, 03/01/2048		1,570		1,268
Indiana Michigan Power
5.625%, 04/01/2053		970		971


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.550%, 03/15/2046	$	780	$	667
4.250%, 08/15/2048		1,065		864
Indianapolis Power & Light
4.650%, 06/01/2043 (A)		1,750		1,452
International Transmission
4.625%, 08/15/2043		2,525		2,159
Jersey Central Power & Light
6.150%, 06/01/2037		775		800
John Sevier Combined Cycle Generation
4.626%, 01/15/2042		3,983		3,735
Kentucky Utilities
3.300%, 06/01/2050		710		492
KeySpan Gas East
5.819%, 04/01/2041 (A)		2,117		2,005
MidAmerican Energy
5.850%, 09/15/2054		550		579
4.800%, 09/15/2043		5,260		4,809
4.400%, 10/15/2044		2,285		1,962
4.250%, 05/01/2046		1,675		1,403
4.250%, 07/15/2049		1,656		1,394
3.950%, 08/01/2047		565		453
3.650%, 08/01/2048		3,015		2,302
3.150%, 04/15/2050		2,025		1,385
MidAmerican Energy MTN
5.800%, 10/15/2036		635		654
5.750%, 11/01/2035		640		666
Monongahela Power
5.850%, 02/15/2034 (A)		1,390		1,416
Narragansett Electric
4.170%, 12/10/2042 (A)		1,000		791
National Rural Utilities Cooperative Finance
4.400%, 11/01/2048		2,185		1,843
4.300%, 03/15/2049		3,643		3,034
Nevada Power
6.000%, 03/15/2054		3,265		3,429
5.900%, 05/01/2053		1,145		1,174
Niagara Mohawk Power
5.664%, 01/17/2054 (A)		1,446		1,404
4.278%, 10/01/2034 (A)		2,303		2,049
4.119%, 11/28/2042 (A)		2,000		1,589
3.025%, 06/27/2050 (A)		500		311
NiSource
5.800%, 02/01/2042		900		850
Northern States Power
6.250%, 06/01/2036		3,755		4,068
6.200%, 07/01/2037		5,450		5,848
4.500%, 06/01/2052		1,425		1,244
3.600%, 05/15/2046		500		381
3.400%, 08/15/2042		214		162
3.200%, 04/01/2052		830		571
NSTAR Electric
4.950%, 09/15/2052		1,859		1,722


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.550%, 06/01/2052	$	765	$	666
3.100%, 06/01/2051		2,625		1,753
Oglethorpe Power
6.200%, 12/01/2053 (A)		565		581
5.375%, 11/01/2040		1,800		1,687
5.250%, 09/01/2050		1,945		1,802
4.500%, 04/01/2047		1,210		984
4.250%, 04/01/2046		1,215		938
4.200%, 12/01/2042		2,710		2,124
Ohio Edison
8.250%, 10/15/2038		655		805
Oklahoma Gas and Electric
5.600%, 04/01/2053		1,155		1,163
Oncor Electric Delivery LLC
5.350%, 10/01/2052		816		810
5.300%, 06/01/2042		444		448
5.250%, 09/30/2040		4,946		4,909
4.950%, 09/15/2052		2,453		2,283
4.550%, 12/01/2041		3,780		3,422
4.100%, 11/15/2048		750		617
3.800%, 06/01/2049		4,650		3,652
3.700%, 05/15/2050		1,535		1,167
3.100%, 09/15/2049		75		52
2.700%, 11/15/2051		2,045		1,264
Pacific Gas and Electric
6.750%, 01/15/2053		1,740		1,862
5.800%, 05/15/2034		630		630
4.500%, 07/01/2040		2,010		1,684
4.450%, 04/15/2042		1,465		1,181
4.200%, 06/01/2041		505		397
PacifiCorp
6.250%, 10/15/2037		3,760		3,874
6.000%, 01/15/2039		4,955		5,097
5.800%, 01/15/2055		2,605		2,516
5.500%, 05/15/2054		3,224		3,011
5.350%, 12/01/2053		1,900		1,755
4.100%, 02/01/2042		1,920		1,517
3.300%, 03/15/2051		820		538
2.900%, 06/15/2052		1,900		1,157
PECO Energy
4.800%, 10/15/2043		1,505		1,340
4.600%, 05/15/2052		1,435		1,273
3.050%, 03/15/2051		1,919		1,286
Pennsylvania Electric
6.150%, 10/01/2038		100		102
Piedmont Natural Gas
4.650%, 08/01/2043		1,330		1,146
3.640%, 11/01/2046		1,300		916
Potomac Electric Power
5.500%, 03/15/2054		1,063		1,055
PPL Electric Utilities
5.250%, 05/15/2053		505		491


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.750%, 07/15/2043	$	2,820	$	2,581
4.125%, 06/15/2044		3,025		2,533
3.950%, 06/01/2047		3,000		2,417
Public Service Electric and Gas MTN
5.500%, 03/01/2040		1,900		1,903
5.125%, 03/15/2053		885		856
4.150%, 11/01/2045		2,106		1,696
4.050%, 05/01/2048		2,801		2,331
4.000%, 06/01/2044		945		752
3.800%, 03/01/2046		450		354
3.650%, 09/01/2042		1,275		1,006
3.600%, 12/01/2047		3,730		2,848
3.200%, 08/01/2049		3,220		2,276
Public Service of Colorado
6.500%, 08/01/2038		40		44
6.250%, 09/01/2037		1,230		1,302
4.750%, 08/15/2041		40		36
4.500%, 06/01/2052		3,220		2,709
4.300%, 03/15/2044		1,465		1,217
4.100%, 06/15/2048		475		377
4.050%, 09/15/2049		1,455		1,135
3.950%, 03/15/2043		3,965		3,079
3.200%, 03/01/2050		1,180		800
Public Service of New Hampshire
5.150%, 01/15/2053		425		406
3.600%, 07/01/2049		1,630		1,237
Puget Sound Energy
5.795%, 03/15/2040		130		131
4.223%, 06/15/2048		2,470		1,988
2.893%, 09/15/2051		2,315		1,468
San Diego Gas & Electric
6.000%, 06/01/2026		340		346
4.100%, 06/15/2049		1,340		1,083
3.750%, 06/01/2047		2,380		1,839
3.320%, 04/15/2050		4,659		3,237
Sempra
3.800%, 02/01/2038		850		697
Southern California Edison
5.950%, 02/01/2038		280		287
4.650%, 10/01/2043		2,480		2,172
4.125%, 03/01/2048		4,240		3,391
4.050%, 03/15/2042		5,355		4,396
4.000%, 04/01/2047		2,625		2,048
Southern California Gas
6.350%, 11/15/2052		1,220		1,342
5.750%, 06/01/2053		1,515		1,532
4.300%, 01/15/2049		1,230		1,009
4.125%, 06/01/2048		2,865		2,328
3.750%, 09/15/2042		1,740		1,371
Southern Gas Capital
5.875%, 03/15/2041		100		100
4.400%, 06/01/2043		825		683


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.400%, 05/30/2047	$	50	$	41
3.950%, 10/01/2046		800		606
Southwest Gas
3.180%, 08/15/2051		1,065		676
Southwestern Electric Power
6.200%, 03/15/2040		1,204		1,242
3.850%, 02/01/2048		3,860		2,820
3.250%, 11/01/2051		1,100		722
Southwestern Public Service
5.150%, 06/01/2052		440		375
4.500%, 08/15/2041		8,995		7,444
3.700%, 08/15/2047		1,770		1,258
Tampa Electric
4.350%, 05/15/2044		1,225		1,019
3.625%, 06/15/2050		1,644		1,196
3.450%, 03/15/2051		850		591
Tucson Electric Power
4.850%, 12/01/2048		1,795		1,587
4.000%, 06/15/2050		240		184
3.250%, 05/01/2051		1,700		1,142
Union Electric
5.450%, 03/15/2053		2,185		2,144
Virginia Electric and Power
8.875%, 11/15/2038		1,982		2,635
6.350%, 11/30/2037		2,440		2,609
5.450%, 04/01/2053		3,315		3,246
5.000%, 01/15/2034		1,390		1,351
4.650%, 08/15/2043		6,145		5,435
4.600%, 12/01/2048		3,345		2,907
4.450%, 02/15/2044		6,745		5,801
4.000%, 01/15/2043		300		245
4.000%, 11/15/2046		1,108		881
2.950%, 11/15/2051		400		257
2.450%, 12/15/2050		540		313
Wisconsin Electric Power
3.650%, 12/15/2042		2,310		1,760
Wisconsin Power & Light
4.100%, 10/15/2044		325		254
3.650%, 04/01/2050		360		263
Wisconsin Public Service
2.850%, 12/01/2051		1,000		630
Xcel Energy
4.800%, 09/15/2041		1,907		1,642

				487,257

Total Corporate Obligations
(Cost $3,023,524) ($ Thousands)				2,626,129


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 7.7%
U.S. Treasury Bills
5.468%, 03/28/2024 (D)	$	2,685	$	2,674
5.311%, 04/23/2024 (D)		1,575		1,563
5.304%, 04/16/2024 (D)		13,215		13,125
5.262%, 04/25/2024 (D)		2,865		2,842
U.S. Treasury Bonds
4.750%, 11/15/2043		14,120		14,531
4.750%, 11/15/2053		49,675		52,850
4.500%, 02/15/2044		25,606		25,598
4.375%, 08/15/2043		31,752		31,087
4.250%, 02/15/2054		14,488		14,216
4.125%, 08/15/2053		985		943
3.625%, 02/15/2053		3,530		3,086
3.250%, 05/15/2042		32,850		27,625
2.375%, 02/15/2042		6,037		4,436
2.250%, 08/15/2046		3,295		2,238
U.S. Treasury Notes
4.250%, 02/28/2029		130		130
4.125%, 02/15/2027		50		50
4.000%, 01/15/2027		5		5
4.000%, 01/31/2029		1,862		1,840
4.000%, 01/31/2031		5,815		5,721
4.000%, 02/15/2034		28,040		27,492

Total U.S. Treasury Obligations
(Cost $229,961) ($ Thousands)				232,052



MUNICIPAL BONDS — 4.9%
Alabama — 0.0%
Alabama State, Federal Aid Highway Finance Authority, Ser B, RB
2.650%, 09/01/2037		1,075		844


California — 2.3%
Bay Area, Toll Authority, Build America Project, RB
6.263%, 04/01/2049		3,795		4,329
California State University, RB
5.183%, 11/01/2053		2,225		2,201
5.060%, 11/01/2036		440		442
California State University, Ser B, RB
3.899%, 11/01/2047		2,375		1,992
2.719%, 11/01/2052		890		600
California State, Build America Project, GO
7.625%, 03/01/2040		2,510		3,044
7.600%, 11/01/2040		385		472
7.550%, 04/01/2039		1,535		1,868
7.500%, 04/01/2034		7,420		8,728
7.300%, 10/01/2039		10,460		12,237
California State, GO
5.875%, 10/01/2041		1,745		1,799


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
California State, Health Facilities Financing Authority, RB
4.353%, 06/01/2041	$	1,975	$	1,808
3.000%, 08/15/2051		390		311
East Bay, Municipal Utility District Water System Revenue, Build America Project, Sub-Ser, RB
5.874%, 06/01/2040		1,255		1,349
Los Angeles County, Metropolitan Transportation Authority, Build America Project, RB
5.735%, 06/01/2039		960		995
Los Angeles, Community College District, Build America Project, GO
6.750%, 08/01/2049		1,025		1,219
Los Angeles, Community College District, Ser D, GO
6.680%, 08/01/2036		500		569
Los Angeles, Department of Airports, RB
3.887%, 05/15/2038		1,430		1,283
Los Angeles, Department of Water & Power, Build America Project, RB
5.716%, 07/01/2039		5,210		5,442
Regents of the University of California Medical Center, RB
4.563%, 05/15/2053		2,395		2,163
Regents of the University of California Medical Center, Ser N, RB
3.256%, 05/15/2060		1,975		1,344
3.006%, 05/15/2050		2,005		1,368
San Diego County, Water Authority, Build America Project, RB
6.138%, 05/01/2049		1,000		1,100
San Francisco Bay Area, Rapid Transit District, GO
3.000%, 08/01/2049		665		533
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB
6.000%, 11/01/2040		3,005		3,169
University of California, Build America Project, RB
5.946%, 05/15/2045		4,795		5,033
University of California, Ser AP, RB
3.931%, 05/15/2045		950		866
University of California, Ser AQ, RB
4.767%, 05/15/2115		1,076		967
University of California, Ser J, RB
4.131%, 05/15/2045		1,000		908

				68,139


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
District of Columbia — 0.0%
District of Columbia, Water & Sewer Authority, RB
4.814%, 10/01/2114	$	530	$	486


Georgia — 0.1%
Georgia State, Municipal Electric Authority, Build America Project, RB
7.055%, 04/01/2057		1,993		2,213
6.637%, 04/01/2057		135		152

				2,365

Illinois — 0.1%
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO
5.720%, 12/01/2038		3,205		3,379


Kansas — 0.1%
Kansas State, Development Finance Authority, Ser H, RB
4.727%, 04/15/2037		2,890		2,795


Massachusetts — 0.2%
Massachusetts State, Build America Project, GO
5.456%, 12/01/2039		3,085		3,180
Massachusetts State, Educational Financing Authority, Ser A, RB
3.105%, 07/01/2030		1,695		1,517
Massachusetts State, School Building Authority, Sub-Ser A, RB
2.500%, 02/15/2037		1,120		861
Massachusetts State, School Building Authority, Sub-Ser B, RB
3.395%, 10/15/2040		1,000		825

				6,383

Michigan — 0.1%
University of Michigan, Ser C, RB
3.599%, 04/01/2047		2,525		2,130


Missouri — 0.0%
Missouri State, Health & Educational Facilities Authority, Ser A, RB
3.685%, 02/15/2047		675		547


New Jersey — 0.1%
New Jersey State, Turnpike Authority, Build America Project, RB
7.102%, 01/01/2041		2,460		2,872


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New Jersey State, Turnpike Authority, Ser F, RB
3.729%, 01/01/2036	$	1,000	$	892

				3,764

New York — 0.9%
New York & New Jersey, Port Authority, RB
4.926%, 10/01/2051		245		238
4.458%, 10/01/2062		3,160		2,814
New York & New Jersey, Port Authority, Ser 181, RB
4.960%, 08/01/2046		465		432
New York City, Build America Project, GO
5.985%, 12/01/2036		1,340		1,411
5.968%, 03/01/2036		570		605
New York City, Municipal Water Finance Authority, Build America Project, RB
6.011%, 06/15/2042		750		803
5.882%, 06/15/2044		500		526
5.724%, 06/15/2042		3,720		3,865
5.440%, 06/15/2043		3,000		3,009
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, RB
5.767%, 08/01/2036		3,635		3,753
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, Sub-Ser, RB
5.572%, 11/01/2038		2,475		2,545
5.508%, 08/01/2037		1,890		1,930
New York State, Dormitory Authority, Build America Project, RB
5.628%, 03/15/2039		1,385		1,433
New York State, Urban Development, Build America Project, RB
5.770%, 03/15/2039		1,970		2,008
New York State, Urban Development, Ser B, RB
2.590%, 03/15/2035		810		645

				26,017

Ohio — 0.1%
JobsOhio Beverage System, Ser A, RB
2.833%, 01/01/2038		460		371
Ohio State University, Build America Project, RB
4.910%, 06/01/2040		2,265		2,213
Ohio State, Hospital Facilities Revenue Authority, Cleveland Clinic, RB
3.700%, 01/01/2043		970		826

				3,410


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Texas — 0.8%
Dallas County, Hospital District, Build America Project, Ser C, GO
5.621%, 08/15/2044	$	2,250	$	2,335
Dallas Fort Worth, International Airport, Ser A, RB
2.994%, 11/01/2038		4,520		3,742
Grand Parkway, Transportation Corp, Ser E, RB
5.184%, 10/01/2042		325		326
Houston, GO
3.961%, 03/01/2047		1,500		1,306
North Texas, Tollway Authority, Build America Project, Ser B, RB
6.718%, 01/01/2049		2,220		2,598
San Antonio, Electric & Gas Systems Revenue, Build America Project, RB
5.808%, 02/01/2041		2,800		2,929
Texas State, Build America Project, GO
5.517%, 04/01/2039		3,925		4,108
University of Texas, Board of Regents, Ser B, RB
2.439%, 08/15/2049		2,220		1,410
University of Texas, Build America Project, RB
5.262%, 07/01/2039		4,540		4,631

				23,385

Virginia — 0.0%
Virginia Commonwealth University, Health System Authority, Ser A, RB
4.956%, 01/01/2044		475		447


Washington — 0.1%
Washington State, Build America Project, GO
5.140%, 08/01/2040		2,495		2,514



Total Municipal Bonds
(Cost $167,644) ($ Thousands)				146,605



SOVEREIGN DEBT — 0.6%

Chile Government International Bond
5.330%, 01/05/2054		2,745		2,617
3.860%, 06/21/2047		305		238
3.500%, 01/25/2050		1,630		1,179
3.100%, 05/07/2041		5,640		4,128
3.100%, 01/22/2061		495		309
Israel Government International Bond
4.125%, 01/17/2048		1,255		977
3.875%, 07/03/2050		3,435		2,517


Description	Face Amount (Thousands)		Market Value ($ Thousands)
SOVEREIGN DEBT (continued)
Saudi Government International Bond
5.750%, 01/16/2054(A)	$	6,800	$	6,559

Total Sovereign Debt
(Cost $21,584) ($ Thousands)				18,524


	Shares
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		26,571,048		26,571
Total Cash Equivalent
(Cost $26,571) ($ Thousands)				26,571
Total Investments in Securities — 101.6%
(Cost $3,469,284) ($ Thousands)			$	3,049,881

The list of open futures contracts held by the Fund at February 29, 2024, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES — 39.8%
Automotive — 25.6%

Ally Auto Receivables Trust, Ser 2023-1, Cl A2
5.760%, 11/15/2026	$	1,108	$	1,109
American Credit Acceptance Receivables Trust, Ser 2023-1, Cl A
5.450%, 09/14/2026 (A)		122		122
American Credit Acceptance Receivables Trust, Ser 2023-2, Cl A
5.890%, 10/13/2026 (A)		91		91
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl A
6.000%, 03/12/2027 (A)		253		253
AmeriCredit Automobile Receivables Trust, Ser 2020-1, Cl C
1.590%, 10/20/2025		198		197
AmeriCredit Automobile Receivables Trust, Ser 2020-2, Cl C
1.480%, 02/18/2026		1,433		1,413
AmeriCredit Automobile Receivables Trust, Ser 2020-3, Cl D
1.490%, 09/18/2026		1,265		1,204
AmeriCredit Automobile Receivables Trust, Ser 2021-2, Cl C
1.010%, 01/19/2027		1,034		970
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl A3
4.380%, 04/18/2028		1,000		991
AmeriCredit Automobile Receivables Trust, Ser 2023-2, Cl A2
6.190%, 04/19/2027		1,778		1,783
ARI Fleet Lease Trust, Ser 2021-A, Cl A3
0.680%, 03/15/2030 (A)		821		807
ARI Fleet Lease Trust, Ser 2023-B, Cl A2
6.050%, 07/15/2032 (A)		220		222
ARI Fleet Lease Trust, Ser 2024-A, Cl A2
5.300%, 11/15/2032 (A)		165		165
Avis Budget Rental Car Funding AESOP LLC, Ser 2022-3A, Cl A
4.620%, 02/20/2027 (A)		2,065		2,033
Bank of America Auto Trust, Ser 2023-1A, Cl A2
5.830%, 05/15/2026 (A)		480		480
Bank of America Auto Trust, Ser 2023-2A, Cl A2
5.850%, 08/17/2026 (A)		430		431
Bayview Opportunity Master Fund VII Trust, Ser 2024-CAR1F, Cl A
6.971%, 07/29/2032 (A)		1,020		1,020
BMW Vehicle Lease Trust, Ser 2024-1, Cl A2A
5.100%, 07/27/2026		415		414


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
BMW Vehicle Owner Trust, Ser 2023-A, Cl A2A
5.720%, 04/27/2026	$	493	$	493
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A2
6.340%, 07/15/2026		335		336
Bridgecrest Lending Auto Securitization Trust, Ser 2023-1, Cl A3
6.510%, 11/15/2027		2,300		2,320
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A2
5.820%, 09/15/2026		380		380
Bridgecrest Lending Auto Securitization Trust, Ser 2024-1, Cl A3
5.530%, 01/18/2028		2,135		2,131
Capital One Prime Auto Receivables Trust, Ser 2022-1, Cl A3
3.170%, 04/15/2027		811		794
Carmax Auto Owner Trust, Ser 2021-1, Cl A3
0.340%, 12/15/2025		205		202
Carmax Auto Owner Trust, Ser 2021-1, Cl B
0.740%, 10/15/2026		300		285
Carmax Auto Owner Trust, Ser 2021-2, Cl A3
0.520%, 02/17/2026		160		157
Carmax Auto Owner Trust, Ser 2022-1, Cl A3
1.470%, 12/15/2026		2,451		2,375
Carmax Auto Owner Trust, Ser 2023-1, Cl A2A
5.230%, 01/15/2026		348		347
Carmax Auto Owner Trust, Ser 2023-1, Cl A3
4.750%, 10/15/2027		1,100		1,092
Carmax Auto Owner Trust, Ser 2023-2, Cl A2A
5.500%, 06/15/2026		327		327
Carmax Auto Owner Trust, Ser 2023-3, Cl A2A
5.720%, 11/16/2026		1,560		1,562
CarMax Auto Owner Trust, Ser 2023-4, Cl A2A
6.080%, 12/15/2026		775		779
CarMax Auto Owner Trust, Ser 2024-1, Cl A2A
5.300%, 03/15/2027		1,125		1,124
Carvana Auto Receivables Trust, Ser 2021-N1, Cl A
0.700%, 01/10/2028		557		532
Carvana Auto Receivables Trust, Ser 2021-N2, Cl B
0.750%, 03/10/2028		114		107
Carvana Auto Receivables Trust, Ser 2021-N3, Cl B
0.660%, 06/12/2028		248		232


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Carvana Auto Receivables Trust, Ser 2021-N4, Cl A1
0.830%, 09/11/2028	$	60	$	60
Carvana Auto Receivables Trust, Ser 2023-N3, Cl A
6.410%, 09/10/2027 (A)		390		391
Carvana Auto Receivables Trust, Ser 2023-P3, Cl A2
6.090%, 11/10/2026 (A)		155		155
Carvana Auto Receivables Trust, Ser 2023-P4, Cl A2
6.230%, 01/11/2027 (A)		726		728
Carvana Auto Receivables Trust, Ser 2023-P5, Cl A2
5.770%, 04/12/2027 (A)		270		270
Carvana Auto Receivables Trust, Ser 2024-N1, Cl A2
5.760%, 04/12/2027 (A)		581		581
CFMT LLC, Ser 2021-AL1, Cl B
1.390%, 09/22/2031 (A)		358		349
Chesapeake Funding II LLC, Ser 2020-1A, Cl A1
0.870%, 08/15/2032 (A)		189		188
Chesapeake Funding II LLC, Ser 2021-1A, Cl A2
5.669%, SOFR30A + 0.344%, 04/15/2033 (A)(B)		153		153
Chesapeake Funding II LLC, Ser 2023-1A, Cl A1
5.650%, 05/15/2035 (A)		397		397
Citizens Auto Receivables Trust, Ser 2023-1, Cl A2A
6.130%, 07/15/2026 (A)		1,259		1,262
Citizens Auto Receivables Trust, Ser 2023-2, Cl A2A
6.090%, 10/15/2026 (A)		820		822
Citizens Auto Receivables Trust, Ser 2024-1, Cl A2A
5.430%, 10/15/2026 (A)		630		630
CPS Auto Receivables Trust, Ser 2022-B, Cl A
2.880%, 06/15/2026 (A)		103		103
CPS Auto Receivables Trust, Ser 2023-A, Cl A
5.540%, 03/16/2026 (A)		185		185
CPS Auto Receivables Trust, Ser 2023-B, Cl A
5.910%, 08/16/2027 (A)		237		237
CPS Auto Receivables Trust, Ser 2023-C, Cl A
6.130%, 09/15/2026 (A)		142		142


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CPS Auto Receivables Trust, Ser 2023-D, Cl A
6.400%, 06/15/2027 (A)	$	458	$	459
CPS Auto Receivables Trust, Ser 2024-A, Cl A
5.710%, 09/15/2027 (A)		241		241
Credit Acceptance Auto Loan Trust, Ser 2021-3A, Cl A
1.000%, 05/15/2030 (A)		171		169
Donlen Fleet Lease Funding II LLC, Ser 2021-2, Cl A2
0.560%, 12/11/2034 (A)		185		184
DT Auto Owner Trust, Ser 2023-1A, Cl A
5.480%, 04/15/2027 (A)		274		274
DT Auto Owner Trust, Ser 2023-2A, Cl A
5.880%, 04/15/2027 (A)		271		271
DT Auto Owner Trust, Ser 2023-3A, Cl A
6.290%, 08/16/2027 (A)		485		487
Enterprise Fleet Financing LLC, Ser 2020-2, Cl A3
0.650%, 07/20/2026 (A)		822		814
Enterprise Fleet Financing LLC, Ser 2021-2, Cl A2
0.480%, 05/20/2027 (A)		125		123
Enterprise Fleet Financing LLC, Ser 2022-2, Cl A2
4.650%, 05/21/2029 (A)		1,013		1,005
Enterprise Fleet Financing LLC, Ser 2022-3, Cl A2
4.380%, 07/20/2029 (A)		56		56
Enterprise Fleet Financing LLC, Ser 2023-1, Cl A2
5.510%, 01/22/2029 (A)		252		252
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A1
5.793%, 06/20/2024 (A)		7		7
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2
5.560%, 04/22/2030 (A)		530		530
Enterprise Fleet Financing LLC, Ser 2023-3, Cl A2
6.400%, 03/20/2030 (A)		1,805		1,833
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2
5.230%, 03/20/2030 (A)		530		529
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A2
0.440%, 12/21/2026 (A)		22		21
Enterprise Fleet Funding LLC, Ser 2021-1, Cl A3
0.700%, 12/21/2026 (A)		380		371


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Exeter Automobile Receivables Trust, Ser 2019-4A, Cl D
2.580%, 09/15/2025 (A)	$	142	$	141
Exeter Automobile Receivables Trust, Ser 2023-1A, Cl A2
5.610%, 06/16/2025		4		4
Exeter Automobile Receivables Trust, Ser 2023-2A, Cl A3
5.600%, 08/17/2026		210		210
Exeter Automobile Receivables Trust, Ser 2023-3A, Cl A2
6.110%, 09/15/2025		199		199
Exeter Automobile Receivables Trust, Ser 2023-3A, Cl A3
6.040%, 07/15/2026		245		245
Exeter Automobile Receivables Trust, Ser 2023-4A, Cl A2
6.070%, 12/15/2025		184		184
Exeter Automobile Receivables Trust, Ser 2024-1A, Cl A2
5.530%, 10/15/2026		667		667
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026 (A)		117		113
FHF Trust, Ser 2022-1A, Cl A
4.430%, 01/18/2028 (A)		265		261
Fifth Third Auto Trust, Ser 2023-1, Cl A2A
5.800%, 11/16/2026		925		926
First Investors Auto Owner Trust, Ser 2022-1A, Cl A
2.030%, 01/15/2027 (A)		612		603
First Investors Auto Owner Trust, Ser 2023-1A, Cl A
6.440%, 10/16/2028 (A)		884		891
Flagship Credit Auto Trust, Ser 2021-2, Cl B
0.930%, 06/15/2027 (A)		420		416
Flagship Credit Auto Trust, Ser 2021-3, Cl A
0.360%, 07/15/2027 (A)		52		52
Flagship Credit Auto Trust, Ser 2023-2, Cl A2
5.760%, 04/15/2027 (A)		259		258
Flagship Credit Auto Trust, Ser 2023-3, Cl A2
5.890%, 07/15/2027 (A)		502		503
Ford Credit Auto Lease Trust, Ser 2024-A, Cl A2A
5.240%, 07/15/2026		645		644
Ford Credit Auto Owner Trust, Ser 2018-1, Cl A
3.190%, 07/15/2031 (A)		605		593
Ford Credit Auto Owner Trust, Ser 2020-REV1, Cl A
2.040%, 08/15/2031 (A)		2,700		2,614


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Ford Credit Auto Owner Trust, Ser 2023-B, Cl A2A
5.570%, 06/15/2026	$	973	$	974
Foursight Capital Automobile Receivables Trust, Ser 2023-1, Cl A2
5.430%, 10/15/2026 (A)		190		190
Foursight Capital Automobile Receivables Trust, Ser 2023-2, Cl A2
5.990%, 05/15/2028 (A)		604		606
GECU Auto Receivables Trust, Ser 2023-1A, Cl A2
5.950%, 03/15/2027 (A)		1,772		1,774
GLS Auto Receivables Issuer Trust, Ser 2023-1A, Cl A2
5.980%, 08/17/2026 (A)		390		390
GLS Auto Receivables Issuer Trust, Ser 2023-2A, Cl A2
5.700%, 01/15/2027 (A)		156		156
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A2
5.570%, 02/16/2027 (A)		1,875		1,874
GLS Auto Receivables Issuer Trust, Ser 2024-1A, Cl A3
5.400%, 09/15/2027 (A)		1,963		1,959
GLS Auto Select Receivables Trust, Ser 2023-2A, Cl A2
6.370%, 06/15/2028 (A)		575		579
GM Financial Automobile Leasing Trust, Ser 2022-1, Cl A3
1.900%, 03/20/2025		213		212
GM Financial Automobile Leasing Trust, Ser 2022-1, Cl A4
1.960%, 02/20/2026		1,250		1,238
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A3
4.010%, 09/22/2025		1,296		1,290
GM Financial Automobile Leasing Trust, Ser 2022-3, Cl A4
4.110%, 08/20/2026		350		346
GM Financial Automobile Leasing Trust, Ser 2023-2, Cl A2A
5.440%, 10/20/2025		451		451
GM Financial Automobile Leasing Trust, Ser 2023-3, Cl A2A
5.580%, 01/20/2026		1,589		1,589
GM Financial Automobile Leasing Trust, Ser 2024-1, Cl A2A
5.180%, 06/22/2026		1,000		998
GM Financial Consumer Automobile Receivables Trust, Ser 2020-3, Cl A4
0.580%, 01/16/2026		1,890		1,864


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
GM Financial Consumer Automobile Receivables Trust, Ser 2023-1, Cl A3
4.660%, 02/16/2028	$	2,370	$	2,352
GM Financial Consumer Automobile Receivables Trust, Ser 2023-3, Cl A2A
5.740%, 09/16/2026		620		621
GTE Auto Receivables Trust, Ser 2023-1, Cl A2
5.650%, 08/17/2026 (A)		941		939
Harley-Davidson Motorcycle Trust, Ser 2023-A, Cl A2A
5.320%, 06/15/2026		538		537
Huntington Auto Trust, Ser 2024-1A, Cl A2
5.500%, 03/15/2027 (A)		2,850		2,852
Hyundai Auto Lease Securitization Trust, Ser 2021-C, Cl A4
0.480%, 09/15/2025 (A)		329		328
Hyundai Auto Lease Securitization Trust, Ser 2022-C, Cl A3
4.380%, 10/15/2025 (A)		965		960
Hyundai Auto Lease Securitization Trust, Ser 2023-B, Cl A2A
5.470%, 09/15/2025 (A)		160		160
Hyundai Auto Lease Securitization Trust, Ser 2023-C, Cl A2A
5.850%, 03/16/2026 (A)		1,541		1,545
Hyundai Auto Receivables Trust, Ser 2022-A, Cl A3
2.220%, 10/15/2026		715		699
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A2A
5.770%, 05/15/2026		1,046		1,048
LAD Auto Receivables Trust, Ser 2022-1A, Cl A
5.210%, 06/15/2027 (A)		147		147
LAD Auto Receivables Trust, Ser 2023-3A, Cl A2
6.090%, 06/15/2026 (A)		453		453
LAD Auto Receivables Trust, Ser 2024-1A, Cl A2
5.440%, 11/16/2026 (A)		1,540		1,538
Lendbuzz Securitization Trust, Ser 2021-1A, Cl A
1.460%, 06/15/2026 (A)		281		273
Lendbuzz Securitization Trust, Ser 2023-3A, Cl A2
7.500%, 12/15/2028 (A)		600		607
NextGear Floorplan Master Owner Trust, Ser 2022-1A, Cl A2
2.800%, 03/15/2027 (A)		329		320
Nissan Auto Lease Trust, Ser 2023-B, Cl A2A
5.740%, 08/15/2025		366		367


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Nissan Auto Lease Trust, Ser 2024-A, Cl A2A
5.110%, 10/15/2026	$	1,005	$	1,003
OCCU Auto Receivables Trust, Ser 2023-1A, Cl A2
6.230%, 04/15/2027 (A)		1,158		1,161
OneMain Direct Auto Receivables Trust, Ser 2019-1A, Cl A
3.630%, 09/14/2027 (A)		385		379
Prestige Auto Receivables Trust, Ser 2023-1A, Cl B
5.550%, 04/15/2027 (A)		1,665		1,659
Prestige Auto Receivables Trust, Ser 2023-2A, Cl A2
6.240%, 01/15/2027 (A)		1,565		1,570
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B
5.721%, 08/16/2032 (A)		446		445
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B
6.451%, 12/15/2032 (A)		213		214
Santander Bank Auto Credit-Linked Notes, Ser 2023-A, Cl B
6.493%, 06/15/2033 (A)		614		616
Santander Drive Auto Receivables Trust, Ser 2021-3, Cl D
1.330%, 09/15/2027		1,050		1,008
Santander Drive Auto Receivables Trust, Ser 2021-4, Cl C
1.260%, 02/16/2027		159		157
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl A3
2.980%, 10/15/2026		225		224
Santander Drive Auto Receivables Trust, Ser 2022-2, Cl C
3.760%, 07/16/2029		1,245		1,208
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl B
4.420%, 11/15/2027		1,550		1,531
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl A3
4.110%, 08/17/2026		184		184
Santander Drive Auto Receivables Trust, Ser 2022-5, Cl B
4.430%, 03/15/2027		705		698
Santander Drive Auto Receivables Trust, Ser 2023-1, Cl A2
5.360%, 05/15/2026		157		157
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl A2
6.080%, 08/17/2026		204		204
Santander Drive Auto Receivables Trust, Ser 2023-4, Cl A2
6.180%, 02/16/2027		1,367		1,371


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Santander Drive Auto Receivables Trust, Ser 2024-1, Cl A2
5.710%, 02/16/2027	$	315	$	315
Santander Retail Auto Lease Trust, Ser 2022-A, Cl B
1.610%, 01/20/2026 (A)		1,025		999
Santander Revolving Auto Loan Trust, Ser 2019-A, Cl A
2.510%, 01/26/2032 (A)		2,500		2,440
SBNA Auto Lease Trust, Ser 2023-A, Cl A2
6.270%, 04/20/2026 (A)		2,085		2,096
SBNA Auto Lease Trust, Ser 2024-A, Cl A3
5.390%, 11/20/2026 (A)		1,095		1,095
SFS Auto Receivables Securitization Trust, Ser 2023-1A, Cl A2A
5.890%, 03/22/2027 (A)		392		392
SFS Auto Receivables Securitization Trust, Ser 2024-1A, Cl A2
5.350%, 06/21/2027 (A)		375		375
Tesla Auto Lease Trust, Ser 2023-A, Cl A2
5.860%, 08/20/2025 (A)		405		405
Tesla Auto Lease Trust, Ser 2023-B, Cl A2
6.020%, 09/22/2025 (A)		615		616
Tesla Electric Vehicle Trust, Ser 2023-1, Cl A2A
5.540%, 12/21/2026 (A)		1,045		1,046
Toyota Auto Loan Extended Note Trust, Ser 2019-1A, Cl A
2.560%, 11/25/2031 (A)		615		611
Toyota Auto Receivables Owner Trust, Ser 2023-C, Cl A2A
5.600%, 08/17/2026		1,136		1,136
Toyota Lease Owner Trust, Ser 2023-B, Cl A2A
5.730%, 04/20/2026 (A)		1,084		1,087
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A
6.480%, 08/17/2026 (A)		98		98
United Auto Credit Securitization Trust, Ser 2023-1, Cl A
5.570%, 07/10/2025 (A)		–		–
USAA Auto Owner Trust, Ser 2022-A, Cl A3
4.860%, 11/16/2026 (A)		385		383
USAA Auto Owner Trust, Ser 2023-A, Cl A2
5.830%, 07/15/2026 (A)		410		411
Volkswagen Auto Lease Trust, Ser 2023-A, Cl A2A
5.870%, 01/20/2026		1,850		1,854
Westlake Automobile Receivables Trust, Ser 2021-1A, Cl D
1.230%, 04/15/2026 (A)		675		658


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Westlake Automobile Receivables Trust, Ser 2022-2A, Cl A3
3.750%, 04/15/2026 (A)	$	468	$	465
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A
5.510%, 06/15/2026 (A)		256		256
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A
5.870%, 07/15/2026 (A)		589		589
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A3
5.800%, 02/16/2027 (A)		985		988
Westlake Automobile Receivables Trust, Ser 2023-3A, Cl A2A
5.960%, 10/15/2026 (A)		2,325		2,327
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A2
6.230%, 01/15/2027 (A)		1,035		1,040
Westlake Automobile Receivables Trust, Ser 2023-4A, Cl A3
6.240%, 07/15/2027 (A)		940		950
Westlake Automobile Receivables Trust, Ser 2023-P1, Cl A2
5.890%, 02/16/2027 (A)		2,189		2,193
Wheels Fleet Lease Funding 1 LLC, Ser 2023-2A, Cl A
6.460%, 08/18/2038 (A)		820		827
Wheels SPV 2 LLC, Ser 2020-1A, Cl A3
0.620%, 08/20/2029 (A)		128		128
World Omni Auto Receivables Trust, Ser 2021-C, Cl A3
0.440%, 08/17/2026		153		149
World Omni Auto Receivables Trust, Ser 2023-C, Cl A2A
5.570%, 12/15/2026		1,935		1,935
World Omni Select Auto Trust, Ser 2023-A, Cl A2A
5.920%, 03/15/2027		420		420
				127,392

Credit Cards — 1.1%

Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A
3.490%, 05/15/2027		474		464
CARDS II Trust, Ser 2021-1A, Cl A
0.602%, 04/15/2027 (A)		2,400		2,384
Discover Card Execution Note Trust, Ser 2022-A2, Cl A
3.320%, 05/15/2027		635		621
Evergreen Credit Card Trust Series, Ser 2022-CRT1, Cl B
5.610%, 07/15/2026 (A)		675		674


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Synchrony Card Funding LLC, Ser 2022-A1, Cl A
3.370%, 04/15/2028	$	1,525	$	1,492
				5,635

Mortgage Related Securities — 0.0%

Accredited Mortgage Loan Trust, Ser 2004-4, Cl A1A
4.854%, TSFR1M + 0.794%, 01/25/2035 (B)		38		38


Other Asset-Backed Securities — 13.1%

Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025 (A)		80		80
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026 (A)		79		77
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027 (A)		56		56
Affirm Asset Securitization Trust, Ser 2023-A, Cl 1A
6.610%, 01/18/2028 (A)		340		342
Affirm Asset Securitization Trust, Ser 2023-X1, Cl A
7.110%, 11/15/2028 (A)		936		939
Affirm Asset Securitization Trust, Ser 2024-A, Cl A
5.610%, 02/15/2029 (A)		255		255
Amur Equipment Finance Receivables IX LLC, Ser 2021-1A, Cl A2
0.750%, 11/20/2026 (A)		81		81
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2
5.300%, 06/21/2028 (A)		166		165
Amur Equipment Finance Receivables XIII LLC, Ser 2024-1A, Cl A2
5.380%, 01/21/2031 (A)		1,350		1,346
Apidos CLO XII, Ser 2018-12A, Cl AR
6.656%, TSFR3M + 1.342%, 04/15/2031 (A)(B)		857		858
Aqua Finance Trust, Ser 2021-A, Cl A
1.540%, 07/17/2046 (A)		246		219
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl A2
1.230%, 05/15/2026 (A)		31		31
Auxilior Term Funding, Ser 2023-1A, Cl A2
6.180%, 12/15/2028 (A)		395		397
Avant Loans Funding Trust, Ser 2021-REV1, Cl A
1.210%, 07/15/2030 (A)		73		73


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Barings CLO, Ser 2021-2A, Cl AR
6.586%, TSFR3M + 1.272%, 10/15/2033 (A)(B)	$	990	$	992
Benefit Street Partners CLO XII, Ser 2021-12A, Cl A1R
6.526%, TSFR3M + 1.212%, 10/15/2030 (A)(B)		815		815
BHG Securitization Trust, Ser 2022-A, Cl A
1.710%, 02/20/2035 (A)		385		377
BHG Securitization Trust, Ser 2022-B, Cl A
3.750%, 06/18/2035 (A)		107		106
BHG Securitization Trust, Ser 2022-C, Cl A
5.320%, 10/17/2035 (A)		72		72
Carbone CLO, Ser 2017-1A, Cl A1
6.719%, TSFR3M + 1.402%, 01/20/2031 (A)(B)		283		284
Carlyle Global Market Strategies CLO, Ser 2018-1A, Cl A1R2
6.548%, TSFR3M + 1.232%, 04/17/2031 (A)(B)		841		842
Carlyle Global Market Strategies CLO, Ser 2021-1A, Cl AR3
6.559%, TSFR3M + 1.242%, 07/20/2031 (A)(B)		916		917
CCG Receivables Trust, Ser 2021-1, Cl A2
0.300%, 06/14/2027 (A)		20		20
CCG Receivables Trust, Ser 2023-1, Cl A2
5.820%, 09/16/2030 (A)		465		467
CIFC Funding, Ser 2017-1A, Cl ARR
6.689%, TSFR3M + 1.372%, 01/22/2031 (A)(B)		641		641
CIFC Funding, Ser 2018-3A, Cl AR
6.441%, TSFR3M + 1.132%, 04/19/2029 (A)(B)		498		498
CNH Equipment Trust, Ser 2023-A, Cl A2
5.340%, 09/15/2026		636		635
Daimler Trucks Retail Trust, Ser 2023-1, Cl A2
6.030%, 09/15/2025		740		741
DB Master Finance LLC, Ser 2019-1A, Cl A2II
4.021%, 05/20/2049 (A)		1,098		1,061
Dell Equipment Finance Trust, Ser 2021-2, Cl A3
0.530%, 12/22/2026 (A)		116		115
Dell Equipment Finance Trust, Ser 2022-2, Cl A2
4.030%, 07/22/2027 (A)		83		83
Dell Equipment Finance Trust, Ser 2023-2, Cl A2
5.840%, 01/22/2029 (A)		695		696
Dell Equipment Finance Trust, Ser 2023-3, Cl A2
6.100%, 04/23/2029 (A)		420		422


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Dext ABS LLC, Ser 2021-1, Cl A
1.120%, 02/15/2028 (A)	$	126	$	124
Dext ABS LLC, Ser 2023-2, Cl A2
6.560%, 05/15/2034 (A)		1,049		1,051
DLLAA LLC, Ser 2023-1A, Cl A2
5.930%, 07/20/2026 (A)		365		366
DLLAD LLC, Ser 2021-1A, Cl A3
0.640%, 09/21/2026 (A)		296		286
DLLAD LLC, Ser 2023-1A, Cl A2
5.190%, 04/20/2026 (A)		320		319
DLLMT LLC, Ser 2023-1A, Cl A2
5.780%, 11/20/2025 (A)		450		450
DLLST, Ser 2024-1A, Cl A2
5.330%, 01/20/2026 (A)		270		270
FCI Funding LLC, Ser 2021-1A, Cl A
1.130%, 04/15/2033 (A)		41		41
FirstKey Homes Trust, Ser 2020-SFR2, Cl A
1.266%, 10/19/2037 (A)		925		862
Ford Credit Floorplan Master Owner Trust A, Ser 2019-2, Cl B
3.250%, 04/15/2026		1,290		1,286
Granite Park Equipment Leasing LLC, Ser 2023-1A, Cl A2
6.510%, 05/20/2030 (A)		815		820
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A2
5.350%, 02/16/2026 (A)		869		868
GreatAmerica Leasing Receivables, Ser 2024-1, Cl A2
5.320%, 08/17/2026 (A)		1,760		1,756
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (A)		813		769
HPEFS Equipment Trust, Ser 2022-3A, Cl A3
5.430%, 08/20/2029 (A)		475		475
HPEFS Equipment Trust, Ser 2023-2A, Cl A2
6.040%, 01/21/2031 (A)		450		452
HPEFS Equipment Trust, Ser 2024-1A, Cl A3
5.180%, 05/20/2031 (A)		1,535		1,529
John Deere Owner Trust, Ser 2023-A, Cl A2
5.280%, 03/16/2026		261		261
John Deere Owner Trust, Ser 2023-B, Cl A2
5.590%, 06/15/2026		1,055		1,055
John Deere Owner Trust, Ser 2023-C, Cl A2
5.760%, 08/17/2026		1,605		1,607
KKR CLO 21, Ser 2018-21, Cl A
6.576%, TSFR3M + 1.262%, 04/15/2031 (A)(B)		718		718
KKR CLO, Ser 2017-11, Cl AR
6.756%, TSFR3M + 1.442%, 01/15/2031 (A)(B)		609		611


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Kubota Credit Owner Trust, Ser 2023-2A, Cl A2
5.610%, 07/15/2026 (A)	$	1,575	$	1,576
Kubota Credit Owner Trust, Ser 2024-1A, Cl A2
5.390%, 01/15/2027 (A)		1,005		1,003
LCM XXIV, Ser 2021-24A, Cl AR
6.559%, TSFR3M + 1.242%, 03/20/2030 (A)(B)		580		581
M&T Equipment Notes, Ser 2023-1A, Cl A2
6.090%, 07/15/2030 (A)		1,200		1,201
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
6.579%, TSFR3M + 1.262%, 07/21/2030 (A)(B)		1,580		1,583
Magnetite VIII, Ser 2018-8A, Cl AR2
6.556%, TSFR3M + 1.242%, 04/15/2031 (A)(B)		578		578
Marlette Funding Trust, Ser 2022-3A, Cl A
5.180%, 11/15/2032 (A)		46		46
Marlette Funding Trust, Ser 2023-1A, Cl A
6.070%, 04/15/2033 (A)		239		239
Marlette Funding Trust, Ser 2023-2A, Cl A
6.040%, 06/15/2033 (A)		242		242
Marlette Funding Trust, Ser 2023-3A, Cl A
6.490%, 09/15/2033 (A)		410		411
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A3
0.490%, 08/14/2025 (A)		437		429
MMAF Equipment Finance LLC, Ser 2020-BA, Cl A4
0.660%, 11/15/2027 (A)		500		477
MMAF Equipment Finance LLC, Ser 2021-A, Cl A3
0.560%, 06/13/2028 (A)		114		109
MMAF Equipment Finance LLC, Ser 2023-A, Cl A2
5.790%, 11/13/2026 (A)		878		880
MMAF Equipment Finance LLC, Ser 2024-A, Cl A2
5.200%, 09/13/2027 (A)		3,105		3,095
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (A)		252		236
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (A)		654		594
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (A)		966		847


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neuberger Berman Loan Advisers CLO 26, Ser 2021-26A, Cl AR
6.480%, TSFR3M + 1.182%, 10/18/2030 (A)(B)	$	1,081	$	1,082
Neuberger Berman Loan Advisers CLO 31, Ser 2021-31A, Cl AR
6.619%, TSFR3M + 1.302%, 04/20/2031 (A)(B)		595		595
Nyctl Trust, Ser 2022-A, Cl A
2.100%, 11/10/2034 (A)		143		141
OCP CLO, Ser 2018-5A, Cl A1R
6.666%, TSFR3M + 1.342%, 04/26/2031 (A)(B)		278		278
Octagon Investment Partners 30, Ser 2021-1A, Cl A1R
6.579%, TSFR3M + 1.262%, 03/17/2030 (A)(B)		544		544
Octane Receivables Trust, Ser 2023-3A, Cl A2
6.440%, 03/20/2029 (A)		2,880		2,898
OneMain Financial Issuance Trust, Ser 2018-2A, Cl A
3.570%, 03/14/2033 (A)		217		216
OZLM VIII, Ser 2021-8A, Cl A1R3
6.558%, TSFR3M + 1.242%, 10/17/2029 (A)(B)		306		306
PFS Financing, Ser 2021-B, Cl A
0.770%, 08/15/2026 (A)		900		880
PFS Financing, Ser 2021-B, Cl B
1.090%, 08/15/2026 (A)		800		780
PFS Financing, Ser 2022-C, Cl A
3.890%, 05/15/2027 (A)		965		947
Prosper Marketplace Issuance Trust Series, Ser 2023-1A, Cl A
7.060%, 07/16/2029 (A)		150		150
RR 24, Ser 2023-24A, Cl A1AR
7.077%, TSFR3M + 1.730%, 01/15/2036 (A)(B)		830		833
SCF Equipment Leasing LLC, Ser 2023-1A, Cl A2
6.560%, 01/22/2030 (A)		830		837
SoFi Consumer Loan Program Trust, Ser 2023-1S, Cl A
5.810%, 05/15/2031 (A)		477		477
SOUND POINT CLO XVII, Ser 2021-3A, Cl A1R
6.559%, TSFR3M + 1.242%, 10/20/2030 (A)(B)		474		474
Symphony CLO XVII, Ser 2018-17A, Cl BR
6.776%, TSFR3M + 1.462%, 04/15/2028 (A)(B)		609		609
Symphony CLO XVIII, Ser 2021-18A, Cl X
6.327%, TSFR3M + 1.012%, 07/23/2033 (A)(B)		167		166


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Symphony Static CLO I, Ser 2021-1A, Cl A
6.416%, TSFR3M + 1.092%, 10/25/2029 (A)(B)	$	752	$	752
Verizon Master Trust, Ser 2021-2, Cl A
0.990%, 04/20/2028		1,250		1,215
Verizon Master Trust, Ser 2022-2, Cl A
1.530%, 07/20/2028		1,000		966
Verizon Master Trust, Ser 2022-7, Cl A1A
5.230%, 11/22/2027		1,775		1,772
VFI ABS LLC, Ser 2023-1A, Cl A
7.270%, 03/26/2029 (A)		500		502
Vibrant CLO VI, Ser 2021-6A, Cl AR
6.582%, TSFR3M + 1.212%, 06/20/2029 (A)(B)		171		171
Voya CLO, Ser 2017-1A, Cl A1R
6.460%, TSFR3M + 1.162%, 01/18/2029 (A)(B)		108		108
Voya CLO, Ser 2018-2A, Cl A1R
6.556%, TSFR3M + 1.232%, 04/25/2031 (A)(B)		762		763
Westlake Flooring Master Trust, Ser 2024-1A, Cl A
5.430%, 02/15/2028 (A)		135		135
Westlake Flooring Master Trust, Ser 2024-1A, Cl B
6.070%, 02/15/2028 (A)		1,840		1,840
				65,243

Total Asset-Backed Securities
(Cost $198,081) ($ Thousands)				198,308


CORPORATE OBLIGATIONS — 33.5%
Communication Services — 1.8%
AT&T
5.539%, 02/20/2026		300		300
Charter Communications Operating LLC / Charter Communications Operating Capital
6.150%, 11/10/2026		850		858
4.908%, 07/23/2025		625		616
Sprint LLC
7.125%, 06/15/2024		2,895		2,903
Take-Two Interactive Software
3.300%, 03/28/2024		22		22
Verizon Communications
6.143%, SOFRINDX + 0.790%, 03/20/2026 (B)		670		673
3.500%, 11/01/2024		3,115		3,069
WPP Finance 2010
3.750%, 09/19/2024		475		469

				8,910


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Discretionary — 3.3%
AutoZone
5.050%, 07/15/2026	$	975	$	973
3.250%, 04/15/2025		650		635
Daimler Truck Finance North America LLC
6.346%, SOFRRATE + 1.000%, 04/05/2024 (A)(B)		750		751
6.104%, SOFRRATE + 0.750%, 12/13/2024 (A)(B)		1,125		1,128
Ford Motor Credit LLC MTN
4.389%, 01/08/2026		2,485		2,416
General Motors Financial
6.114%, SOFRRATE + 0.760%, 03/08/2024 (B)		1,000		1,000
5.965%, SOFRRATE + 0.620%, 10/15/2024 (B)		4,160		4,163
1.200%, 10/15/2024		750		729
Hyatt Hotels
1.800%, 10/01/2024		500		489
Hyundai Capital America
6.250%, 11/03/2025 (A)		500		506
1.000%, 09/17/2024 (A)		2,435		2,372
Nordstrom
2.300%, 04/08/2024		530		528
O'Reilly Automotive
5.750%, 11/20/2026		425		431
Tapestry
7.050%, 11/27/2025		290		295

				16,416

Consumer Staples — 1.1%
Bayer US Finance LLC
6.125%, 11/21/2026 (A)		270		272
CommonSpirit Health
2.760%, 10/01/2024		2,218		2,180
Haleon US Capital LLC
3.024%, 03/24/2024		735		734
JDE Peet's
0.800%, 09/24/2024 (A)		1,000		970
Sodexo
1.634%, 04/16/2026 (A)		1,050		970
Solventum
5.450%, 02/25/2027 (A)		500		501

				5,627

Energy — 2.6%
Columbia Pipelines Holding LLC
6.055%, 08/15/2026 (A)		100		101
Devon Energy
5.250%, 09/15/2024		1,805		1,800
Energy Transfer
4.250%, 04/01/2024		550		549


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Gray Oak Pipeline LLC
2.600%, 10/15/2025 (A)	$	900	$	856
Kinder Morgan Energy Partners
4.300%, 05/01/2024		2,510		2,502
MPLX
4.875%, 06/01/2025		750		743
Occidental Petroleum
5.875%, 09/01/2025		475		476
ONEOK
5.550%, 11/01/2026		850		857
2.200%, 09/15/2025		675		642
Ovintiv
5.650%, 05/15/2025		500		500
Plains All American Pipeline
3.600%, 11/01/2024		900		888
Plains All American Pipeline/PAA Finance
4.650%, 10/15/2025		400		395
Western Midstream Operating
3.950%, 06/01/2025		400		390
3.100%, 02/01/2025		475		463
Williams
5.400%, 03/02/2026		1,390		1,393
4.000%, 09/15/2025		500		491

				13,046

Financials — 14.5%
ABN AMRO Bank
6.339%, H15T1Y + 1.650%, 09/18/2027 (A)(B)		700		712
American Express
6.338%, SOFRRATE + 1.330%, 10/30/2026 (B)		705		716
Ares Capital
7.000%, 01/15/2027		475		484
Athene Global Funding
6.062%, SOFRINDX + 0.715%, 01/07/2025 (A)(B)		800		800
6.045%, SOFRINDX + 0.700%, 05/24/2024 (A)(B)		1,820		1,821
5.684%, 02/23/2026 (A)		490		490
Banco Santander
3.892%, 05/24/2024		600		598
Bank of America
6.035%, SOFRRATE + 0.690%, 04/22/2025 (B)		1,600		1,601
Bank of America MTN
1.319%, SOFRRATE + 1.150%, 06/19/2026 (B)		3,715		3,516
Bank of Nova Scotia
0.700%, 04/15/2024		1,000		994
Banque Federative du Credit Mutuel
5.896%, 07/13/2026 (A)		475		481
4.935%, 01/26/2026 (A)		350		347


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.524%, 07/13/2025 (A)	$	475	$	470
Barclays
3.650%, 03/16/2025		475		465
2.852%, SOFRRATE + 2.714%, 05/07/2026 (B)		500		484
BPCE
5.203%, 01/18/2027 (A)		600		600
5.029%, 01/15/2025 (A)		440		437
Brighthouse Financial Global Funding MTN
6.105%, SOFRRATE + 0.760%, 04/12/2024 (A)(B)		1,080		1,081
Canadian Imperial Bank of Commerce
5.615%, 07/17/2026		350		353
Capital One Financial
4.985%, SOFRRATE + 2.160%, 07/24/2026 (B)		250		248
Charles Schwab
5.875%, 08/24/2026		725		736
Citigroup
3.352%, TSFR3M + 1.158%, 04/24/2025 (B)		3,155		3,143
Citizens Bank
6.064%, SOFRRATE + 1.450%, 10/24/2025 (B)		250		249
5.284%, SOFRRATE + 1.020%, 01/26/2026 (B)		250		246
4.119%, SOFRRATE + 1.395%, 05/23/2025 (B)		400		397
Corebridge Financial
3.500%, 04/04/2025		385		376
Corebridge Global Funding
5.750%, 07/02/2026 (A)		285		285
Credit Agricole
5.589%, 07/05/2026 (A)		1,095		1,104
5.568%, 02/28/2025 (A)		475		475
Danske Bank
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B)		450		452
Danske Bank MTN
6.259%, H15T1Y + 1.180%, 09/22/2026 (A)(B)		575		581
Deutsche Bank NY
6.563%, SOFRRATE + 1.219%, 11/16/2027 (B)		1,100		1,085
Equitable Financial Life Global Funding
5.500%, 12/02/2025 (A)		395		394
GA Global Funding Trust
5.854%, SOFRRATE + 0.500%, 09/13/2024 (A)(B)		3,775		3,772
Goldman Sachs Group
5.854%, SOFRRATE + 0.500%, 09/10/2024 (B)		550		550


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.798%, SOFRRATE + 1.075%, 08/10/2026 (B)	$	3,120	$	3,137
HSBC Holdings PLC
7.336%, SOFRRATE + 3.030%, 11/03/2026 (B)		400		412
Huntington National Bank
4.008%, SOFRRATE + 1.205%, 05/16/2025 (B)		345		343
JPMorgan Chase
3.845%, SOFRRATE + 0.980%, 06/14/2025 (B)		3,880		3,856
Lloyds Banking Group
5.462%, H15T1Y + 1.375%, 01/05/2028 (B)		470		468
Macquarie Group MTN
6.055%, SOFRRATE + 0.710%, 10/14/2025 (A)(B)		825		824
Manufacturers & Traders Trust
5.400%, 11/21/2025		400		396
4.650%, 01/27/2026		590		575
Metropolitan Life Global Funding I
0.550%, 06/07/2024 (A)		195		192
Mitsubishi UFJ Financial Group
4.788%, H15T1Y + 1.700%, 07/18/2025 (B)		600		597
Morgan Stanley
5.050%, SOFRRATE + 1.295%, 01/28/2027 (B)		350		349
3.620%, SOFRRATE + 1.160%, 04/17/2025 (B)		3,845		3,833
Morgan Stanley MTN
3.875%, 04/29/2024		1,000		997
Nationwide Building Society
6.557%, SOFRRATE + 1.910%, 10/18/2027 (A)(B)		500		512
NatWest Markets
5.874%, SOFRRATE + 0.530%, 08/12/2024 (A)(B)		1,265		1,266
Pacific Life Global Funding II
5.500%, 08/28/2026 (A)		600		604
PNC Financial Services Group
6.615%, SOFRINDX + 1.730%, 10/20/2027 (B)		375		385
5.300%, SOFRRATE + 1.342%, 01/21/2028 (B)		440		440
Principal Life Global Funding II
5.795%, SOFRRATE + 0.450%, 04/12/2024 (A)(B)		430		430
5.000%, 01/16/2027 (A)		485		486
Radian Group
6.625%, 03/15/2025		475		476
4.500%, 10/01/2024		475		470


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Royal Bank of Canada
4.784%, 12/12/2025 (A)	$	5,335	$	5,308
Royal Bank of Canada MTN
5.200%, 07/20/2026		600		602
Societe Generale
6.395%, SOFRRATE + 1.050%, 01/21/2026 (A)(B)		800		801
4.351%, 06/13/2025 (A)		525		518
Standard Chartered
7.776%, H15T1Y + 3.100%, 11/16/2025 (A)(B)		400		405
6.170%, H15T1Y + 2.050%, 01/09/2027 (A)(B)		450		454
Toronto-Dominion Bank
3.815%, 07/25/2025 (A)		2,565		2,517
Toronto-Dominion Bank MTN
3.766%, 06/06/2025		2,415		2,372
US Bank
2.050%, 01/21/2025		2,380		2,311
Voya Financial
3.650%, 06/15/2026		309		296
Wells Fargo MTN
4.100%, 06/03/2026		650		633
2.406%, TSFR3M + 1.087%, 10/30/2025 (B)		3,305		3,234
Wells Fargo Bank
5.550%, 08/01/2025		600		603
4.811%, 01/15/2026		725		721

				72,366

Health Care — 2.3%
AbbVie
2.600%, 11/21/2024		3,225		3,158
Bristol-Myers Squibb
4.950%, 02/20/2026		875		874
GE HealthCare Technologies
5.550%, 11/15/2024		3,525		3,520
HCA
5.375%, 02/01/2025		600		598
Illumina
5.800%, 12/12/2025		400		400
Pfizer Investment Enterprises Pte
4.650%, 05/19/2025		2,740		2,723

				11,273

Industrials — 1.5%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
6.100%, 01/15/2027		500		506
1.650%, 10/29/2024		3,210		3,123
Carrier Global
5.800%, 11/30/2025		515		519


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
DAE Funding LLC MTN
1.550%, 08/01/2024 (A)	$	965	$	946
Penske Truck Leasing Lp
5.750%, 05/24/2026 (A)		950		955
Protective Life Global Funding
3.104%, 04/15/2024 (A)		615		613
Regal Rexnord
6.050%, 02/15/2026 (A)		625		628

				7,290

Information Technology — 2.0%
Cisco Systems
4.900%, 02/26/2026		2,270		2,270
Hewlett Packard Enterprise
5.900%, 10/01/2024		2,660		2,663
Juniper Networks
1.200%, 12/10/2025		700		648
Sprint LLC
7.625%, 02/15/2025		450		456
TD SYNNEX
1.250%, 08/09/2024		1,375		1,348
VMware
1.000%, 08/15/2024		2,675		2,617

				10,002

Materials — 0.6%
Glencore Funding LLC
4.625%, 04/29/2024 (A)		825		823
Graphic Packaging International LLC
1.512%, 04/15/2026 (A)		650		594
International Flavors and Fragrances
1.230%, 10/01/2025 (A)		775		723
Vulcan Materials
5.800%, 03/01/2026		625		625

				2,765

Real Estate — 0.1%
Crown Castle
1.350%, 07/15/2025		350		331



Utilities — 3.7%
American Electric Power
5.699%, 08/15/2025		450		450
CenterPoint Energy
5.994%, SOFRINDX + 0.650%, 05/13/2024 (B)		311		311
Consumers 2023 Securitization Funding LLC
5.550%, 03/01/2028		475		474
Dominion Energy
3.071%, 08/15/2024 (C)		650		642
Edison International
4.950%, 04/15/2025		275		273


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.550%, 11/15/2024	$	375	$	369
Eversource Energy
3.350%, 03/15/2026		650		624
Jersey Central Power & Light
4.700%, 04/01/2024 (A)		475		475
Mississippi Power
5.653%, SOFRRATE + 0.300%, 06/28/2024 (B)		740		740
Monongahela Power
4.100%, 04/15/2024 (A)		600		598
NextEra Energy Capital Holdings
6.051%, 03/01/2025		255		256
4.255%, 09/01/2024		3,100		3,076
NSTAR Electric
3.250%, 11/15/2025		650		628
Oncor Electric Delivery LLC
2.750%, 06/01/2024		2,475		2,455
Pennsylvania Electric
4.150%, 04/15/2025 (A)		330		323
Public Service Enterprise Group
2.875%, 06/15/2024		1,247		1,236
Sempra
5.400%, 08/01/2026		740		742
Southern California Edison
5.350%, 03/01/2026		3,245		3,248
1.200%, 02/01/2026		300		278
Spire
5.300%, 03/01/2026		900		898
Tampa Electric
3.875%, 07/12/2024		475		472

				18,568

Total Corporate Obligations
(Cost $166,635) ($ Thousands)				166,594



MORTGAGE-BACKED SECURITIES — 13.0%
Agency Mortgage-Backed Obligations — 3.4%
FHLMC ARM
5.660%, H15T1Y + 2.122%, 02/01/2030(B)		3		3
FHLMC CMO, Ser 2011-3786, Cl ED
4.000%, 09/15/2039		1,559		1,532
FHLMC CMO, Ser 2012-4030, Cl AN
1.750%, 04/15/2027		114		110
FHLMC CMO, Ser 2013-4272, Cl YG
2.000%, 11/15/2026		25		25
FHLMC CMO, Ser 2014-4379, Cl CB
2.250%, 04/15/2033		53		51
FHLMC CMO, Ser 2018-4783, Cl BV
4.000%, 03/15/2037		1,192		1,168


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2018-4818, Cl BD
3.500%, 03/15/2045	$	180	$	176
FHLMC CMO, Ser 2022-5264, Cl AB
4.500%, 08/25/2039		584		573
FHLMC Multifamily Structured Pass Through Certificates, Ser K727, Cl A2
2.946%, 07/25/2024		1,045		1,035
FHLMC Multifamily Structured Pass Through Certificates, Ser K728, Cl A2
3.064%, 08/25/2024(B)		846		836
FHLMC Multifamily Structured Pass Through Certificates, Ser K732, Cl A2
3.700%, 05/25/2025		1,397		1,373
FHLMC Multifamily Structured Pass Through Certificates, Ser K733, Cl A2
3.750%, 08/25/2025		2,044		2,004
FHLMC Multifamily Structured Pass Through Certificates, Ser KBX1, Cl A2
2.920%, 01/25/2026		980		953
FHLMC Multifamily Structured Pass Through Certificates, Ser KVAD, Cl A
3.116%, 07/25/2025		600		582
FHLMC Multifamily Structured Pass Through Certificates, Ser KW07, Cl A1
3.600%, 07/25/2028		961		938
FHLMC Multifamily Structured Pass-Through Certificates, Ser KIR1, Cl A1
2.446%, 03/25/2026		349		337
FHLMC Multifamily Structured Pass-Through Certificates, Ser KPLB, Cl A
2.770%, 05/25/2025		705		684
FNMA
6.000%, 01/01/2027 to 04/01/2040		68		70
5.000%, 07/01/2024		–		–
3.500%, 08/01/2030 to 11/01/2034		937		910
3.000%, 10/01/2030		193		184
2.885%, 01/01/2025		267		261
FNMA ARM
5.836%, RFUCCT6M + 1.908%, 09/01/2024(B)		1		1
4.465%, H15T1Y + 2.215%, 01/01/2029(B)		3		3
FNMA CMO, Ser 2001-33, Cl FA
5.886%, SOFR30A + 0.564%, 07/25/2031(B)		3		3
FNMA CMO, Ser 2002-64, Cl FG
5.689%, SOFR30A + 0.364%, 10/18/2032(B)		–		–
FNMA CMO, Ser 2011-99, Cl KB
3.500%, 10/25/2026		672		660
FNMA CMO, Ser 2012-137, Cl UE
1.750%, 09/25/2041		134		124


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA CMO, Ser 2013-97, Cl KA
3.000%, 11/25/2031	$	6	$	6
FNMA CMO, Ser 2016-99, Cl H
3.000%, 08/25/2043		387		375
FNMA CMO, Ser 2022-77, Cl CA
5.000%, 04/25/2039		586		579
FNMA, Ser 2014-M9, Cl A2
3.103%, 07/25/2024(B)		902		892
FNMA, Ser 2015-M13, Cl A2
2.699%, 06/25/2025(B)		384		372
FNMA, Ser 2017-M13, Cl FA
5.860%, SOFR30A + 0.514%, 10/25/2024(B)		43		43
FREMF Mortgage Trust, Ser 2015-K49, Cl B
3.721%, 10/25/2048(A)(B)		375		364


				17,227
Non-Agency Mortgage-Backed Obligations — 9.6%
Angel Oak Mortgage Trust, Ser 2020-1, Cl A1
2.466%, 12/25/2059(A)(B)		26		25
Angel Oak Mortgage Trust, Ser 2020-2, Cl A1A
2.531%, 01/26/2065(A)(B)		200		185
Angel Oak Mortgage Trust, Ser 2020-3, Cl A1
1.691%, 04/25/2065(A)(B)		266		245
Angel Oak Mortgage Trust, Ser 2020-4, Cl A1
1.469%, 06/25/2065(A)(B)		139		129
Angel Oak Mortgage Trust, Ser 2020-R1, Cl A1
0.990%, 04/25/2053(A)(B)		182		166
Angel Oak Mortgage Trust, Ser 2021-1, Cl A1
0.909%, 01/25/2066(A)(B)		519		436
Angel Oak Mortgage Trust, Ser 2021-3, Cl A1
1.068%, 05/25/2066(A)(B)		425		356
Angel Oak Mortgage Trust, Ser 2021-5, Cl A1
0.951%, 07/25/2066(A)(B)		731		611
Arroyo Mortgage Trust, Ser 2019-3, Cl A1
2.962%, 10/25/2048(A)(B)		123		113
Banc of America Mortgage Securities, Ser 2005-F, Cl 2A2
5.178%, 07/25/2035(B)		28		26
Banc of America Mortgage Securities, Ser 2005-J, Cl 2A1
5.214%, 11/25/2035(B)		5		5
Bank of America Commercial Mortgage Trust, Ser 2017-BNK3, Cl ASB
3.366%, 02/15/2050		227		221


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BANK, Ser 2017-BNK7, Cl ASB
3.265%, 09/15/2060	$	149	$	145
BBCMS Mortgage Trust, Ser 2020-C8, Cl A1
0.601%, 10/15/2053		226		221
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-3, Cl 2A1
4.868%, 06/25/2035(B)		13		12
Bear Stearns Adjustable Rate Mortgage Trust, Ser 2005-6, Cl 3A1
5.728%, 08/25/2035(B)		34		30
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2
2.211%, 03/15/2053		285		263
BMO Mortgage Trust, Ser 2022-C3, Cl A1
5.252%, 09/15/2054(B)		667		663
BPR Trust, Ser 2021-TY, Cl A
6.483%, TSFR1M + 1.164%, 09/15/2038(A)(B)		1,000		989
BRAVO Residential Funding Trust, Ser 2020-NQM1, Cl A1
1.449%, 05/25/2060(A)(B)		95		90
BRAVO Residential Funding Trust, Ser 2021-NQM1, Cl A1
0.941%, 02/25/2049(A)(B)		217		190
BRAVO Residential Funding Trust, Ser 2021-NQM2, Cl A1
0.970%, 03/25/2060(A)(B)		163		151
BRAVO Residential Funding Trust, Ser 2021-NQM3, Cl A1
1.699%, 04/25/2060(A)(B)		342		313
BSPRT Issuer, Ser 2022-FL8, Cl A
6.825%, SOFR30A + 1.500%, 02/15/2037(A)(B)		825		821
Bunker Hill Loan Depositary Trust, Ser 2020-1, Cl A1
1.724%, 02/25/2055(A)(B)		95		90
BWay Mortgage Trust, Ser 2013-1515, Cl A1
2.809%, 03/10/2033(A)		113		111
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A
6.085%, TSFR1M + 0.767%, 05/01/2038(A)(B)		775		767
BX Commercial Mortgage Trust, Ser 2021-VOLT, Cl A
6.132%, TSFR1M + 0.814%, 09/15/2036(A)(B)		540		534
BX Commercial Mortgage Trust, Ser SOAR, Cl B
6.303%, TSFR1M + 0.984%, 06/15/2038(A)(B)		494		488


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commerical Mortgage Trust, Ser 2021-MFM1, Cl B
6.383%, TSFR1M + 1.064%, 01/15/2034(A)(B)	$	475	$	470
BX Trust, Ser 2021-LGCY, Cl A
5.939%, TSFR1M + 0.620%, 10/15/2036(A)(B)		1,200		1,180
BX Trust, Ser 2022-LBA6, Cl A
6.318%, TSFR1M + 1.000%, 01/15/2039(A)(B)		670		665
CFCRE Commercial Mortgage Trust, Ser 2017-C8, Cl ASB
3.367%, 06/15/2050		475		462
CFMT LLC, Ser 2022-EBO2, Cl A
3.169%, 07/25/2054(A)(B)		12		11
Chase Mortgage Finance, Ser 2021-CL1, Cl M1
6.522%, SOFR30A + 1.200%, 02/25/2050(A)(B)		441		432
CHL Mortgage Pass-Through Trust, Ser 2004-29, Cl 1A1
5.705%, TSFR1M + 0.654%, 02/25/2035(B)		5		5
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB
3.431%, 06/10/2048		521		514
Citigroup Commercial Mortgage Trust, Ser 2015-P1, Cl AAB
3.470%, 09/15/2048		273		269
Citigroup Commercial Mortgage Trust, Ser 2016-P3, Cl AAB
3.127%, 04/15/2049		89		87
Citigroup Mortgage Loan Trust, Ser 2004-HYB3, Cl 1A
4.645%, 09/25/2034(B)		8		7
Citigroup Mortgage Loan Trust, Ser 2006-AR2, Cl 1A1
5.294%, 03/25/2036(B)		47		35
Citigroup Mortgage Loan Trust, Ser 2018-RP2, Cl A1
3.160%, 02/25/2058(A)(B)		141		136
COLT Funding LLC, Ser 2021-3R, Cl A1
1.051%, 12/25/2064(A)(B)		282		245
COLT Mortgage Loan Trust, Ser 2020-2, Cl A1
1.853%, 03/25/2065(A)(B)		5		5
COLT Mortgage Loan Trust, Ser 2020-2R, Cl A1
1.325%, 10/26/2065(A)(B)		147		131
COLT Mortgage Loan Trust, Ser 2020-3, Cl A1
1.506%, 04/27/2065(A)(B)		53		50


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
COLT Mortgage Loan Trust, Ser 2021-1, Cl A1
0.910%, 06/25/2066(A)(B)	$	389	$	315
COLT Mortgage Loan Trust, Ser 2021-2, Cl A1
0.924%, 08/25/2066(A)(B)		519		409
COLT Mortgage Loan Trust, Ser 2021-2R, Cl A1
0.798%, 07/27/2054(A)		160		139
COLT Mortgage Loan Trust, Ser 2021-4, Cl A1
1.397%, 10/25/2066(A)(B)		870		690
COLT Mortgage Loan Trust, Ser 2021-HX1, Cl A1
1.110%, 10/25/2066(A)(B)		782		644
COLT Mortgage Pass-Through Certificates, Ser 2021-1R, Cl A1
0.857%, 05/25/2065(A)(B)		412		348
Credit Suisse Mortgage Capital Certificates, Ser 2021-NQM4, Cl A1
1.101%, 05/25/2066(A)(B)		699		569
CSMC Trust, Ser 2019-AFC1, Cl A1
3.573%, 07/25/2049(A)(C)		547		503
CSMC Trust, Ser 2021-AFC1, Cl A1
0.830%, 03/25/2056(A)(B)		429		360
CSMC, Ser 2021-NQM1, Cl A1
0.809%, 05/25/2065(A)(B)		419		353
CSMC, Ser 2021-NQM3, Cl A1
1.015%, 04/25/2066(A)(B)		690		559
Deephaven Residential Mortgage Trust, Ser 2021-1, Cl A1
0.715%, 05/25/2065(A)(B)		113		104
Deephaven Residential Mortgage Trust, Ser 2021-2, Cl A1
0.899%, 04/25/2066(A)(B)		156		134
Ellington Financial Mortgage Trust, Ser 2020-2, Cl A1
1.178%, 10/25/2065(A)(B)		52		47
Ellington Financial Mortgage Trust, Ser 2021-1, Cl A1
0.797%, 02/25/2066(A)(B)		88		73
Ellington Financial Mortgage Trust, Ser 2021-2, Cl A1
0.931%, 06/25/2066(A)(B)		284		227
ELP Commercial Mortgage Trust, Ser 2021-ELP, Cl A
6.134%, TSFR1M + 0.815%, 11/15/2038(A)(B)		1,059		1,048
Extended Stay America Trust, Ser 2021-ESH, Cl B
6.813%, TSFR1M + 1.494%, 07/15/2038(A)(B)		458		457


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA Connecticut Avenue Securities, Ser 2016-C03, Cl 2M2
11.336%, SOFR30A + 6.014%, 10/25/2028(B)	$	251	$	266
GCAT Trust, Ser 2020-NQM2, Cl A1
1.555%, 04/25/2065(A)(C)		100		91
GCAT Trust, Ser 2021-CM1, Cl A
1.469%, 04/25/2065(A)(B)		519		476
GCAT Trust, Ser 2021-NQM1, Cl A1
0.874%, 01/25/2066(A)(B)		313		253
GCAT Trust, Ser 2021-NQM3, Cl A1
1.091%, 05/25/2066(A)(B)		428		354
GCAT Trust, Ser 2021-NQM5, Cl A1
1.262%, 07/25/2066(A)(B)		1,203		952
GMAC Mortgage Loan Trust, Ser 2005-AR6, Cl 2A1
3.644%, 11/19/2035(B)		87		71
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB
2.777%, 10/10/2049		154		150
GS Mortgage Securities Trust, Ser 2017-GS8, Cl AAB
3.313%, 11/10/2050		355		345
GSR Mortgage Loan Trust, Ser 2005-AR4, Cl 2A1
5.094%, 07/25/2035(B)		95		49
GSR Mortgage Loan Trust, Ser 2007-AR2, Cl 1A1
3.677%, 05/25/2037(B)		78		42
Impac CMB Trust, Ser 2004-9, Cl 1A1
6.195%, TSFR1M + 0.874%, 01/25/2035(B)		14		13
Impac CMB Trust, Ser 2005-2, Cl 1A1
5.955%, TSFR1M + 0.634%, 04/25/2035(B)		18		16
Impac CMB Trust, Ser 2005-3, Cl A1
5.915%, TSFR1M + 0.594%, 08/25/2035(B)		21		19
Impac CMB Trust, Ser 2005-5, Cl A1
6.075%, TSFR1M + 0.434%, 08/25/2035(B)		14		12
Impac CMB Trust, Ser 2005-8, Cl 1A
5.955%, TSFR1M + 0.634%, 02/25/2036(B)		44		39
Imperial Fund Mortgage Trust, Ser 2021-NQM1, Cl A1
1.071%, 06/25/2056(A)(B)		564		477
Imperial Fund Mortgage Trust, Ser 2021-NQM2, Cl A1
1.073%, 09/25/2056(A)(B)		395		320
Imperial Fund Mortgage Trust, Ser 2021-NQM3, Cl A1
1.595%, 11/25/2056(A)(B)		396		323


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	$	95	$	93
JPMorgan Mortgage Trust, Ser 2005-A6, Cl 7A1
4.981%, 08/25/2035(B)		17		14
JPMorgan Mortgage Trust, Ser 2007-A3, Cl 1A1
4.509%, 05/25/2037(B)		38		32
JPMorgan Mortgage Trust, Ser 2014-5, Cl A1
2.742%, 10/25/2029(A)(B)		868		827
JPMorgan Mortgage Trust, Ser 2018-7FRB, Cl A2
6.185%, TSFR1M + 0.864%, 04/25/2046(A)(B)		125		120
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1
6.622%, SOFR30A + 1.300%, 03/25/2051(A)(B)		851		803
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(A)		512		511
Merrill Lynch Mortgage-Backed Securities Trust, Ser 2007-3, Cl 2A1
4.023%, 06/25/2037(B)		52		31
MetLife Securitization Trust, Ser 2017-1A, Cl A
3.000%, 04/25/2055(A)(B)		84		78
MF1, Ser 2022-FL8, Cl A
6.666%, TSFR1M + 1.350%, 02/19/2037(A)(B)		750		745
MFA Trust, Ser 2020-NQM1, Cl A1
1.479%, 03/25/2065(A)(B)		76		71
MFA Trust, Ser 2020-NQM3, Cl A1
1.014%, 01/26/2065(A)(B)		101		90
MFA Trust, Ser 2021-INV1, Cl A1
0.852%, 01/25/2056(A)(B)		196		180
MFA Trust, Ser 2021-NQM2, Cl A1
1.029%, 11/25/2064(A)(B)		323		272
MHC Commercial Mortgage Trust, Ser 2021-MHC, Cl B
6.533%, TSFR1M + 1.215%, 04/15/2038(A)(B)		1,720		1,707
MHP, Ser 2021-STOR, Cl A
6.133%, TSFR1M + 0.814%, 07/15/2038(A)(B)		325		322
MHP, Ser 2022-MHIL, Cl A
6.132%, TSFR1M + 0.815%, 01/15/2027(A)(B)		356		352
Mill City Mortgage Loan Trust, Ser 2017-3, Cl A1
2.750%, 01/25/2061(A)(B)		488		479


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Mill City Mortgage Loan Trust, Ser 2018-1, Cl A1
3.250%, 05/25/2062(A)(B)	$	50	$	49
Mill City Mortgage Loan Trust, Ser 2018-2, Cl A1
3.500%, 05/25/2058(A)(B)		97		96
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B
3.500%, 04/25/2066(A)(B)		1,513		1,457
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(A)(B)		241		224
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C21, Cl ASB
3.150%, 03/15/2048		73		73
Morgan Stanley Capital I Trust, Ser 2016-UB12, Cl ASB
3.436%, 12/15/2049		1,312		1,264
Morgan Stanley Capital I Trust, Ser 2018-H3, Cl ASB
4.120%, 07/15/2051		257		251
Morgan Stanley Capital I Trust, Ser 2019-H6, Cl A2
3.228%, 06/15/2052		1,000		995
MortgageIT Trust, Ser 2005-5, Cl A1
5.955%, TSFR1M + 0.634%, 12/25/2035(B)		37		35
New Residential Mortgage Loan Trust, Ser 2017-3A, Cl A1
4.000%, 04/25/2057(A)(B)		126		119
New Residential Mortgage Loan Trust, Ser 2017-6A, Cl A1
4.000%, 08/27/2057(A)(B)		299		280
New Residential Mortgage Loan Trust, Ser 2018-1A, Cl A1
3.874%, 09/25/2057(A)(B)		131		120
New Residential Mortgage Loan Trust, Ser 2019-NQM4, Cl A1
2.492%, 09/25/2059(A)(B)		54		50
New Residential Mortgage Loan Trust, Ser 2020-NQM1, Cl A1
2.464%, 01/26/2060(A)(B)		230		210
New Residential Mortgage Loan Trust, Ser 2020-NQM2, Cl A1
1.650%, 05/24/2060(A)(B)		93		87
New Residential Mortgage Loan Trust, Ser 2021-NQ2R, Cl A1
0.941%, 10/25/2058(A)(B)		115		104
New Residential Mortgage Loan Trust, Ser 2021-NQM3, Cl A1
1.156%, 11/27/2056(A)(B)		611		512


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
OBX Trust, Ser 2018-1, Cl A2
6.085%, TSFR1M + 0.764%, 06/25/2057(A)(B)	$	22	$	21
OBX Trust, Ser 2021-NQM2, Cl A1
1.101%, 05/25/2061(A)(B)		596		467
Paragon Mortgages, Ser 2006-12A, Cl A2C
5.789%, US0003M + 0.220%, 11/15/2038(A)(B)		55		54
PRPM LLC, Ser 2021-RPL1, Cl A1
1.319%, 07/25/2051(A)(C)		206		184
Residential Funding Mortgage Securities, Ser 2007-SA3, Cl 2A1
4.916%, 07/27/2037(B)		58		42
Residential Mortgage Loan Trust, Ser 2020-1, Cl A1
2.376%, 01/26/2060(A)(B)		37		35
Sequoia Mortgage Trust, Ser 2004-12, Cl A1
5.974%, TSFR1M + 0.654%, 01/20/2035(B)		6		6
Sequoia Mortgage Trust, Ser 2018-CH3, Cl A1
4.500%, 08/25/2048(A)(B)		10		10
SG Residential Mortgage Trust, Ser 2021-1, Cl A1
1.160%, 07/25/2061(A)(B)		877		702
SREIT Trust, Ser 2021-MFP, Cl B
6.512%, TSFR1M + 1.194%, 11/15/2038(A)(B)		861		853
STAR Trust, Ser 2021-1, Cl A1
1.219%, 05/25/2065(A)(B)		278		241
Starwood Mortgage Residential Trust, Ser 2020-1, Cl A1
2.275%, 02/25/2050(A)(B)		18		17
Starwood Mortgage Residential Trust, Ser 2020-3, Cl A1
1.486%, 04/25/2065(A)(B)		53		49
Starwood Mortgage Residential Trust, Ser 2021-2, Cl A1
0.943%, 05/25/2065(A)(B)		137		123
Starwood Mortgage Residential Trust, Ser 2021-3, Cl A1
1.127%, 06/25/2056(A)(B)		527		426
Toorak Mortgage, Ser 2021-INV1, Cl A1
1.153%, 07/25/2056(A)(B)		357		306
Towd Point Mortgage Trust, Ser 2017-1, Cl A1
2.750%, 10/25/2056(A)(B)		14		14
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057(A)(B)		577		552


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2017-5, Cl A1
5.910%, TSFR1M + 0.714%, 02/25/2057(A)(B)	$	95	$	96
Towd Point Mortgage Trust, Ser 2017-6, Cl A1
2.750%, 10/25/2057(A)(B)		65		62
Towd Point Mortgage Trust, Ser 2018-2, Cl A1
3.250%, 03/25/2058(A)(B)		261		253
Towd Point Mortgage Trust, Ser 2018-5, Cl A1A
3.250%, 07/25/2058(A)(B)		362		351
Towd Point Mortgage Trust, Ser 2019-HY3, Cl A1A
6.435%, TSFR1M + 1.114%, 10/25/2059(A)(B)		187		188
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1
2.250%, 07/25/2068(A)(B)		608		569
TTAN, Ser 2021-MHC, Cl B
6.533%, TSFR1M + 1.214%, 03/15/2038(A)(B)		592		585
UBS Commercial Mortgage Trust, Ser 2017-C3, Cl ASB
3.215%, 08/15/2050		176		170
UBS Commercial Mortgage Trust, Ser 2017-C4, Cl ASB
3.366%, 10/15/2050		594		576
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB
3.504%, 12/15/2050		182		176
Vantage Data Centers Issuer LLC, Ser 2019-1A, Cl A2
3.188%, 07/15/2044(A)		621		613
Verus Securitization Trust, Ser 2019-4, Cl A1
3.642%, 11/25/2059(A)(C)		51		49
Verus Securitization Trust, Ser 2019-INV3, Cl A1
3.692%, 11/25/2059(A)(B)		71		69
Verus Securitization Trust, Ser 2020-1, Cl A1
2.417%, 01/25/2060(A)(C)		23		22
Verus Securitization Trust, Ser 2020-4, Cl A1
1.502%, 05/25/2065(A)(C)		112		105
Verus Securitization Trust, Ser 2021-1, Cl A2
1.052%, 01/25/2066(A)(B)		286		249
Verus Securitization Trust, Ser 2021-1, Cl A1
0.815%, 01/25/2066(A)(B)		219		190
Verus Securitization Trust, Ser 2021-2, Cl A1
1.031%, 02/25/2066(A)(B)		293		252
Verus Securitization Trust, Ser 2021-R1, Cl A1
0.820%, 10/25/2063(A)(B)		321		289


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Verus Securitization Trust, Ser 2021-R2, Cl A1
0.918%, 02/25/2064(A)(B)	$	426	$	375
Verus Securitization Trust, Ser 2021-R3, Cl A1
1.020%, 04/25/2064(A)(B)		262		232
WaMu Mortgage Pass-Through Certificates, Ser 2006-AR2, Cl 1A1
4.554%, 03/25/2036(B)		62		54
Wells Fargo Commercial Mortgage Trust, Ser 2015-NXS2, Cl A2
3.020%, 07/15/2058		170		166
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB
3.324%, 01/15/2059		206		202
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl ASB
2.827%, 11/15/2049		294		288
Wells Fargo Commercial Mortgage Trust, Ser 2017-C39, Cl ASB
3.212%, 09/15/2050		343		332
Wells Fargo Commercial Mortgage Trust, Ser 2017-C41, Cl ASB
3.390%, 11/15/2050		109		105


				47,720
Total Mortgage-Backed Securities
(Cost $68,626) ($ Thousands)				64,947



U.S. TREASURY OBLIGATIONS — 8.1%
U.S. Treasury Bills
5.414%, 05/16/2024 (D)		2,000		1,978
5.248%, 06/04/2024 (D)		4,850		4,782
0.000%, 07/02/2024 (D)		2,500		2,457
U.S. Treasury Notes
4.000%, 12/15/2025		7,300		7,211
2.000%, 04/30/2024		4,525		4,501
1.750%, 12/31/2024		3,325		3,234
0.250%, 06/15/2024		6,000		5,912
0.250%, 09/30/2025		10,720		9,987

Total U.S. Treasury Obligations
(Cost $40,112) ($ Thousands)				40,062


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 3.2%
FHLMC
4.320%, 03/21/2025	$	2,450	$	2,425
4.050%, 07/21/2025		2,400		2,365
4.050%, 08/28/2025		1,140		1,125
4.000%, 12/30/2024		1,245		1,233
4.000%, 02/28/2025		2,350		2,323
2.250%, 03/25/2025		2,150		2,089
FHLMC MTN
5.080%, 10/25/2024		1,950		1,947
FNMA
3.875%, 08/28/2024		2,225		2,207



Total U.S. Government Agency Obligations
(Cost $15,910) ($ Thousands)				15,714



MUNICIPAL BONDS — 0.7%
Florida — 0.2%
County of Miami-Dade Florida Aviation Revenue, Ser B, RB
2.504%, 10/01/2024		795		782


Ohio — 0.2%
Buckeye Tobacco Settlement Financing Authority
1.709%, 06/01/2024		800		793


Texas — 0.3%
City of San Antonio Texas, GO
5.635%, 02/01/2026		1,650		1,661



Total Municipal Bonds
(Cost $3,223) ($ Thousands)				3,236


Description	Shares		Market Value ($ Thousands)
CASH EQUIVALENT — 0.8%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		4,044,551	$	4,045

Total Cash Equivalent
(Cost $4,045) ($ Thousands)				4,045



	Face Amount (Thousands)
REPURCHASE AGREEMENTS(E) — 2.2%
Barclays
5.300%, dated 2/29/2024 to be repurchased on 3/1/2024, repurchase price $5,600,829 (collateralized by U.S. Government Agencies, par value $5,448,200, 4.875%, 10/31/2030, with a total market value of $5,712,086)	$	5,600		5,600
BNP Paribas
5.300%, dated 2/29/2024 to be repurchased on 3/1/2024, repurchase price $5,600,829 (collateralized by various U.S. Government Agencies, ranging in par value $1,023 - $4,300,480, 2.240% - 6.000%, 10/01/2028 - 02/01/2054, with a total market value of $5,712,000)		5,600		5,600

Total Repurchase Agreements
(Cost $11,200) ($ Thousands)				11,200


Total Investments in Securities — 101.3%
(Cost $507,832) ($ Thousands)			$	504,106

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024:


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS — 90.3%
Angola — 0.8%
Angola Via Avenir Issuer II Ireland DAC
6.927%, 02/19/2027	$	3,080	$	2,888
Angolan Government International Bond
9.375%, 05/08/2048		4,933		4,025
8.750%, 04/14/2032		5,943		5,207
8.750%, 04/14/2032 (A)		516		452
8.250%, 05/09/2028		896		823
8.250%, 05/09/2028 (A)		430		395
Angolan Government International Bond MTN
8.000%, 11/26/2029		207		183
				13,973

Argentina — 1.3%
Argentine Republic Government International Bond
4.250%, 07/09/2024 (B)		4,050		1,686
3.625%, 07/09/2024 (B)		5,000		1,949
3.625%, 07/09/2024 (B)		14,126		5,235
3.500%, 07/09/2041 (B)		10,878		3,908
1.000%, 07/09/2029		1,410		653
0.750%, 07/09/2027 (B)		11,324		5,195
0.500%, 07/09/2029	EUR	13		6
0.125%, 07/09/2030		781		357
Provincia de Buenos Aires MTN
6.375%, 09/01/2024 (B)	$	6,423		2,473
4.000%, 09/01/2024 (B)	EUR	977		276
Provincia de Cordoba
6.875%, 12/10/2025 (A)(B)	$	481		404
YPF
9.500%, 01/17/2031 (A)		802		808
				22,950

Armenia — 0.1%
Armenia International Bond
3.950%, 09/26/2029		250		215
3.600%, 02/02/2031		2,172		1,754
				1,969

Austrailia — 0.0%
AngloGold Ashanti Holdings
3.750%, 10/01/2030		323		280


Azerbaijan — 0.6%
Azerbaijan International Bond
5.125%, 09/01/2029		1,892		1,822
Southern Gas Corridor CJSC
6.875%, 03/24/2026		5,219		5,271
6.875%, 03/24/2026 (A)		512		517
State Oil of the Azerbaijan Republic
6.950%, 03/18/2030		2,911		2,981
6.950%, 03/18/2030		200		205
				10,796


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Bahamas — 0.2%
Bahamas Government International Bond
9.000%, 06/16/2029	$	1,500	$	1,436
8.950%, 10/15/2032		1,200		1,125
6.000%, 11/21/2028		950		835
				3,396

Bahrain — 1.0%
Bahrain Government International Bond
7.750%, 04/18/2035 (A)		388		402
7.500%, 02/12/2036 (A)		1,624		1,647
7.000%, 01/26/2026		221		222
5.450%, 09/16/2032		2,564		2,311
Bahrain Government International Bond MTN
6.250%, 01/25/2051		10,800		8,728
4.250%, 01/25/2028		1,208		1,117
Bapco Energies BSCC
8.375%, 11/07/2028		600		643
8.375%, 11/07/2028 (A)		600		644
CBB International Sukuk Programme WLL
6.000%, 02/12/2031 (A)		713		713
3.875%, 05/18/2029 (A)		1,359		1,233
3.875%, 05/18/2029		768		697
				18,357

Benin — 0.1%
Benin Government International Bond
7.960%, 02/13/2038 (A)		930		901
6.875%, 01/19/2052	EUR	115		100
4.950%, 01/22/2035		1,321		1,149
4.875%, 01/19/2032		156		140
				2,290

Bermuda — 0.1%
Bermuda Government International Bond
5.000%, 07/15/2032	$	592		567
4.750%, 02/15/2029		1,374		1,329
2.375%, 08/20/2030		306		255
				2,151

Bolivia — 0.0%
Bolivian Government International Bond
4.500%, 03/20/2028		883		511


Brazil — 4.4%
Brazil Minas SPE via State of Minas Gerais
5.333%, 02/15/2028		1,100		1,078
5.333%, 02/15/2028		116		114
Brazil Notas do Tesouro Nacional, Ser B
6.000%, 05/15/2045	BRL	435		384
6.000%, 08/15/2050		855		758
Brazil Notas do Tesouro Nacional, Ser F
10.000%, 01/01/2025		14,229		2,862
10.000%, 01/01/2027		60,571		12,176


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
10.000%, 01/01/2029	BRL	122,303	$	24,232
10.000%, 01/01/2031		21,246		4,146
Brazil Notas do Tesouro Nacional Serie B
6.000%, 05/15/2035		390		342
Brazil Notas do Tesouro Nacional Serie F
10.000%, 01/01/2033		55,065		10,645
Brazilian Government International Bond
7.125%, 05/13/2054	$	1,716		1,715
6.250%, 03/18/2031		227		230
6.125%, 03/15/2034		5,046		4,985
6.000%, 10/20/2033		1,929		1,909
5.625%, 02/21/2047		1,390		1,182
5.000%, 01/27/2045		200		158
4.750%, 01/14/2050		5,661		4,182
Centrais Eletricas Brasileiras
4.625%, 02/04/2030 (A)		232		215
CSN Resources (A)
8.875%, 12/05/2030		583		598
4.625%, 06/10/2031		804		647
MC Brazil Downstream Trading SARL
7.250%, 06/30/2031 (A)		1,287		1,166
7.250%, 06/30/2031		399		362
MV24 Capital BV
6.748%, 06/01/2034		2,258		2,118
6.748%, 06/01/2034 (A)		518		486
Nexa Resources
5.375%, 05/04/2027 (A)		2,221		2,143
Suzano Austria GmbH
7.000%, 03/16/2047 (A)		572		593
6.000%, 01/15/2029		406		406
				79,832

Cameroon — 0.1%
Cameroon International Bond
5.950%, 07/07/2032	EUR	2,223		1,765


Cayman Islands — 0.1%
Neon Capital MTN
2.216%, 01/06/2028 (C)(D)	JPY	228,755		1,396


Chile — 2.3%
ALFA Desarrollo SPA
4.550%, 09/27/2051 (A)	$	352		262
Banco de Credito e Inversiones
3.500%, 10/12/2027 (A)		781		735
Bonos de la Tesoreria de la Republica
3.400%, 10/01/2039 (A)	CLP	2,649,762		3,011
2.000%, 03/01/2035		146,100		142
1.900%, 09/01/2030		3,311,103		3,281
Bonos de la Tesoreria de la Republica en pesos
7.000%, 05/01/2034 (A)		516,535		585
6.000%, 04/01/2033 (A)		1,050,000		1,111


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
5.800%, 10/01/2034 (A)	CLP	3,825,000	$	3,994
5.000%, 10/01/2028 (A)		1,400,000		1,417
5.000%, 03/01/2035		405,000		398
4.700%, 09/01/2030 (A)		2,100,000		2,071
4.500%, 03/01/2026		1,445,000		1,472
2.800%, 10/01/2033 (A)		625,000		523
Cencosud
4.375%, 07/17/2027 (A)	$	1,553		1,494
Chile Electricity Lux MPC Sarl
6.010%, 01/20/2033 (A)		650		659
Chile Government International Bond
4.950%, 01/05/2036		1,724		1,662
4.850%, 01/22/2029		3,827		3,791
4.000%, 01/31/2052		625		489
3.250%, 09/21/2071		574		359
3.100%, 05/07/2041		997		730
2.550%, 01/27/2032		559		470
2.450%, 01/31/2031		273		232
Empresa de los Ferrocarriles del Estado
3.830%, 09/14/2061		500		330
3.068%, 08/18/2050		300		180
Empresa Nacional del Petroleo
6.150%, 05/10/2033		2,600		2,589
6.150%, 05/10/2033 (A)		218		217
4.500%, 09/14/2047		350		256
3.450%, 09/16/2031 (A)		504		423
Nacional del Cobre de Chile
6.440%, 01/26/2036 (A)		2,799		2,846
6.300%, 09/08/2053 (A)		298		288
5.950%, 01/08/2034		1,807		1,783
5.950%, 01/08/2034 (A)		2,721		2,685
5.125%, 02/02/2033 (A)		403		377
3.750%, 01/15/2031 (A)		234		206
3.700%, 01/30/2050 (A)		469		314
				41,382

China — 2.5%
China Government Bond
3.810%, 09/14/2050	CNY	3,900		665
3.720%, 04/12/2051		2,400		405
3.530%, 10/18/2051		13,060		2,143
3.280%, 12/03/2027		13,800		2,002
3.270%, 11/19/2030		9,100		1,339
3.190%, 04/15/2053		6,730		1,071
3.120%, 10/25/2052		9,230		1,428
3.010%, 05/13/2028		2,000		287
3.000%, 10/15/2053		5,000		770
2.910%, 10/14/2028		5,000		715
2.890%, 11/18/2031		3,000		431
2.880%, 02/25/2033		55,330		7,982
2.800%, 03/24/2029		4,700		668
2.800%, 03/25/2030		30,960		4,413
2.790%, 12/15/2029		2,000		285


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
2.790%, 12/15/2029	CNY	1,300	$	185
2.750%, 06/15/2029		2,500		355
2.670%, 05/25/2033		12,700		1,805
2.640%, 01/15/2028		56,250		7,932
2.620%, 09/25/2029		4,000		564
2.620%, 06/25/2030		11,000		1,553
2.600%, 09/15/2030		3,000		423
2.600%, 09/01/2032		1,700		239
2.520%, 08/25/2033		2,000		281
China Government International Bond
1.950%, 12/03/2024	$	4,731		4,619
1.250%, 10/26/2026 (A)		843		773
1.250%, 10/26/2026		200		183
0.550%, 10/21/2025		428		399
Meituan
3.050%, 10/28/2030		238		201
Powerchina Roadbridge Group British Virgin Islands
3.080% (C)(E)		423		401
Shimao Group Holdings
5.600%, 07/15/2026 (F)		2,542		107
5.200%, 01/30/2025 (F)		2,111		85
Tencent Holdings MTN
3.240%, 06/03/2050 (A)		400		269
				44,978

Colombia — 5.4%
AI Candelaria Spain (A)
7.500%, 12/15/2028		470		451
5.750%, 06/15/2033		1,280		1,015
Colombia Government International Bond
9.850%, 06/28/2027	COP	7,914,000		1,952
9.850%, 06/28/2027		994,000		245
8.750%, 11/14/2053	$	2,325		2,484
8.000%, 04/20/2033		4,069		4,255
8.000%, 11/14/2035		521		540
7.500%, 02/02/2034		2,352		2,372
6.125%, 01/18/2041		3,936		3,347
5.625%, 02/26/2044		5,155		4,027
5.200%, 05/15/2049		2,649		1,916
5.000%, 06/15/2045		8,358		5,978
4.125%, 02/22/2042		2,128		1,416
4.125%, 05/15/2051		1,621		990
3.000%, 01/30/2030		666		545
Colombian TES
13.250%, 02/09/2033	COP	10,501,400		3,180
9.250%, 05/28/2042		7,836,400		1,777
7.750%, 09/18/2030		14,954,300		3,515
7.500%, 08/26/2026		23,430,500		5,765
7.250%, 10/18/2034		37,869,500		7,915
7.250%, 10/26/2050		6,253,600		1,125
7.000%, 03/26/2031		24,585,300		5,467
7.000%, 03/26/2031		1,757,100		392


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
7.000%, 06/30/2032	COP	44,177,800	$	9,492
6.250%, 07/09/2036		3,903,100		723
6.000%, 04/28/2028		58,221,700		13,302
5.750%, 11/03/2027		20,916,300		4,792
Ecopetrol
8.875%, 01/13/2033	$	520		547
8.375%, 01/19/2036		1,303		1,308
6.875%, 04/29/2030		686		668
5.875%, 11/02/2051		2,004		1,418
Empresas Publicas de Medellin ESP (A)
8.375%, 11/08/2027	COP	4,600,000		1,029
7.625%, 09/10/2024		2,224,000		543
7.625%, 09/10/2024		1,827,000		446
Financiera de Desarrollo Territorial Findeter
7.875%, 08/12/2024 (A)		1,408,000		349
7.875%, 08/12/2024		1,095,000		272
Grupo Aval
4.375%, 02/04/2030 (A)	$	1,083		894
PA Autopista Rio Magalena
6.050%, 06/15/2036		3,448,381		697
				97,149

Costa Rica — 0.6%
Costa Rica Government International Bond
7.300%, 11/13/2054 (A)		4,557		4,801
7.158%, 03/12/2045		1,400		1,449
7.000%, 04/04/2044		420		430
7.000%, 04/04/2044		250		256
6.550%, 04/03/2034 (A)		1,909		1,964
6.550%, 04/03/2034		1,356		1,395
				10,295

Côte d'Ivoire — 0.6%
Ivory Coast Government International Bond
8.250%, 01/30/2037 (A)		2,075		2,026
6.875%, 10/17/2040	EUR	3,934		3,519
6.625%, 03/22/2048		3,444		2,901
6.625%, 03/22/2048		883		744
5.750%, 12/31/2032 (B)	$	224		211
5.250%, 03/22/2030	EUR	1,871		1,840
4.875%, 01/30/2032		520		471
				11,712

Czechia — 1.8%
Czech Republic Government Bond
6.200%, 06/16/2031	CZK	18,270		906
6.000%, 02/26/2026		52,050		2,326
5.500%, 12/12/2028		41,220		1,906
5.000%, 09/30/2030		21,400		984
4.900%, 04/14/2034		9,660		448
4.200%, 12/04/2036		12,390		545
3.500%, 05/30/2035		16,940		699
2.750%, 07/23/2029		29,610		1,210
2.500%, 08/25/2028		193,090		7,861


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
2.400%, 09/17/2025	CZK	18,270	$	765
2.000%, 10/13/2033		175,500		6,428
1.950%, 07/30/2037		7,800		265
1.750%, 06/23/2032		39,200		1,438
1.500%, 04/24/2040		8,730		264
1.200%, 03/13/2031		18,790		681
1.000%, 06/26/2026		77,590		3,116
0.950%, 05/15/2030		47,180		1,716
0.250%, 02/10/2027		29,920		1,158
0.050%, 11/29/2029		15,750		550
				33,266

Dominican Republic — 1.7%
Dominican Republic Central Bank Notes
13.000%, 12/05/2025 (A)	DOP	405,090		7,124
Dominican Republic International Bond
13.625%, 02/03/2033 (A)		9,000		187
11.250%, 09/15/2035 (A)		46,950		873
9.750%, 06/05/2026		24,700		423
7.050%, 02/03/2031	$	7,339		7,566
6.850%, 01/27/2045		9,906		9,732
6.400%, 06/05/2049		750		701
6.000%, 02/22/2033		903		875
5.875%, 01/30/2060		4,838		4,076
				31,557

Ecuador — 1.0%
Ecuador Government International Bond
6.000%, 07/31/2024 (B)		3,020		1,839
6.000%, 07/31/2024 (A)(B)		4,634		2,821
3.500%, 07/31/2024 (A)(B)		3,646		1,738
3.500%, 07/31/2024 (B)		19,627		9,356
2.500%, 07/31/2024 (B)		2,180		948
2.500%, 07/31/2024 (A)(B)		1,327		577
0.000%, 07/31/2030 (A)(G)		949		383
0.000%, 07/31/2030 (G)		271		109
				17,771

Egypt — 1.4%
Egypt Government Bond
14.664%, 10/06/2030	EGP	7,247		139
Egypt Government International Bond
8.875%, 05/29/2050	$	7,675		6,116
8.700%, 03/01/2049		6,800		5,351
8.700%, 03/01/2049 (A)		254		200
8.500%, 01/31/2047		5,044		3,908
7.625%, 05/29/2032		7,032		5,980
Egypt Government International Bond MTN
7.300%, 09/30/2033		1,544		1,258
6.375%, 04/11/2031	EUR	2,420		2,147
5.625%, 04/16/2030		1,081		950
				26,049


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
El Salvador — 0.6%
El Salvador Government International Bond
9.500%, 07/15/2052	$	9,263	$	7,688
8.250%, 04/10/2032		1,006		834
7.650%, 06/15/2035		563		426
7.125%, 01/20/2050		1,500		1,024
6.375%, 01/18/2027 (A)		396		341
				10,313

Ethiopia — 0.1%
Ethiopia International Bond
6.625%, 12/11/2024		1,521		1,045
Federal Democratic Republic of Ethiopia
6.625%, 12/11/2024 (A)		545		375
				1,420

Gabon — 0.1%
Gabon Government International Bond
7.000%, 11/24/2031 (A)		930		758
7.000%, 11/24/2031		233		190
6.950%, 06/16/2025 (A)		588		566
6.375%, 12/12/2024 (A)		233		227
				1,741

Ghana — 0.8%
Ghana Government International Bond
10.750%, 10/14/2030 (A)		976		608
10.750%, 10/14/2030		6,725		4,188
8.950%, 03/26/2051		2,983		1,264
8.875%, 05/07/2042		1,416		599
8.750%, 03/11/2061		1,039		439
8.627%, 06/16/2049		902		377
8.625%, 04/07/2034		5,135		2,182
7.875%, 02/11/2035		2,047		875
7.750%, 04/07/2029		1,321		565
7.625%, 05/16/2029		1,276		544
6.375%, 02/11/2027		403		174
Republic of Ghana Government Bonds
10.000%, 02/02/2038	GHS	681		20
9.850%, 02/03/2037		676		20
9.700%, 02/05/2036		676		20
9.550%, 02/06/2035		676		20
9.400%, 02/07/2034		676		20
9.250%, 02/08/2033		2,989		93
9.100%, 02/10/2032		2,988		97
8.950%, 02/11/2031		10,336		352
8.800%, 02/12/2030		14,411		526
8.650%, 02/13/2029		20,532		815
8.500%, 02/15/2028		5,118		225
8.350%, 02/16/2027		10,015		498
				14,521

Guatemala — 0.6%
CT Trust
5.125%, 02/03/2032 (A)	$	340		306


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Guatemala Government Bond
7.050%, 10/04/2032 (A)	$	1,000	$	1,051
7.050%, 10/04/2032		463		486
6.600%, 06/13/2036		2,327		2,347
6.600%, 06/13/2036 (A)		2,503		2,525
6.125%, 06/01/2050		3,282		2,995
5.375%, 04/24/2032		560		534
3.700%, 10/07/2033		855		699
				10,943

Honduras — 0.1%
Honduras Government International Bond
6.250%, 01/19/2027		479		459
5.625%, 06/24/2030		1,843		1,608
				2,067

Hong Kong — 0.0%
NWD
4.125%, 07/18/2029		482		367


Hungary — 3.1%
Hungary Government Bond
9.500%, 10/21/2026	HUF	1,241,960		3,677
6.750%, 10/22/2028		4,382,370		12,363
5.500%, 06/24/2025		454,160		1,241
4.750%, 11/24/2032		3,533,020		8,772
4.500%, 03/23/2028		1,960,470		5,098
4.500%, 05/27/2032		122,670		301
3.250%, 10/22/2031		389,450		884
3.000%, 10/27/2027		560,260		1,390
3.000%, 08/21/2030		315,730		727
3.000%, 10/27/2038		1,050,520		1,968
3.000%, 04/25/2041		407,260		726
2.250%, 04/20/2033		728,990		1,457
2.000%, 05/23/2029		1,100,470		2,489
Hungary Government International Bond
6.750%, 09/25/2052 (A)	$	2,372		2,513
6.125%, 05/22/2028		2,858		2,915
6.125%, 05/22/2028 (A)		1,228		1,253
5.500%, 03/26/2036 (A)		2,342		2,248
3.125%, 09/21/2051		4,867		3,020
3.125%, 09/21/2051 (A)		584		362
2.125%, 09/22/2031 (A)		1,838		1,434
Magyar Export-Import Bank Zrt
6.000%, 05/16/2029	EUR	403		457
MVM Energetika Zrt
7.500%, 06/09/2028	$	1,450		1,499
				56,794

India — 0.4%
Adani Electricity Mumbai
3.949%, 02/12/2030 (A)		628		538
Adani Renewable Energy RJ MTN
4.625%, 10/15/2039		964		802


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Export-Import Bank of India
5.500%, 01/18/2033	$	875	$	881
Export-Import Bank of India MTN
3.250%, 01/15/2030		545		487
2.250%, 01/13/2031		1,252		1,029
Greenko Power II
4.300%, 12/13/2028		639		585
Power Finance MTN
3.950%, 04/23/2030 (A)		486		442
Reliance Industries (A)
3.625%, 01/12/2052		686		498
2.875%, 01/12/2032		625		529
Vedanta Resources Finance II
13.875%, 12/09/2028		882		813
				6,604

Indonesia — 5.7%
Indonesia Asahan Aluminium
5.800%, 05/15/2050 (A)		1,683		1,549
Indonesia Government International Bond
8.500%, 10/12/2035		960		1,214
8.500%, 10/12/2035		400		506
5.650%, 01/11/2053		4,120		4,228
5.100%, 02/10/2054		2,053		1,964
4.850%, 01/11/2033		2,710		2,655
4.700%, 02/10/2034		819		796
4.650%, 09/20/2032		2,109		2,030
4.550%, 01/11/2028		2,192		2,154
4.400%, 03/10/2029		624		607
3.550%, 03/31/2032		613		548
2.850%, 02/14/2030		2,667		2,363
1.400%, 10/30/2031	EUR	1,430		1,298
1.300%, 03/23/2034		332		281
1.100%, 03/12/2033		800		683
Indonesia Government International Bond MTN
3.750%, 06/14/2028		512		554
Indonesia Treasury Bond
9.000%, 03/15/2029	IDR	34,386,000		2,419
8.750%, 05/15/2031		41,978,000		3,001
8.375%, 03/15/2034		22,103,000		1,587
8.375%, 04/15/2039		69,773,000		5,079
8.250%, 05/15/2029		46,724,000		3,200
8.250%, 05/15/2036		102,364,000		7,330
8.125%, 05/15/2024		36,984,000		2,359
7.500%, 08/15/2032		32,410,000		2,181
7.500%, 06/15/2035		37,344,000		2,528
7.500%, 04/15/2040		33,556,000		2,266
7.125%, 06/15/2038		68,316,000		4,475
7.125%, 06/15/2042		25,817,000		1,686
7.125%, 06/15/2043		18,742,000		1,226
7.000%, 05/15/2027		27,100,000		1,753
7.000%, 09/15/2030		62,341,000		4,059


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
7.000%, 02/15/2033	IDR	77,564,000	$	5,080
6.875%, 04/15/2029		66,041,000		4,270
6.875%, 08/15/2051		12,626,000		799
6.625%, 05/15/2033		8,461,000		538
6.625%, 02/15/2034		61,556,000		3,904
6.500%, 06/15/2025		12,559,000		800
6.500%, 02/15/2031		40,160,000		2,535
6.375%, 08/15/2028		78,815,000		5,002
6.375%, 04/15/2032		19,045,000		1,196
6.375%, 07/15/2037		2,200,000		138
5.125%, 04/15/2027		30,236,000		1,858
Medco Bell Pte
6.375%, 01/30/2027 (A)	$	626		608
Minejesa Capital BV
5.625%, 08/10/2037 (A)		1,448		1,263
5.625%, 08/10/2037		800		698
Perusahaan Perseroan Persero Perusahaan Listrik Negara
1.875%, 11/05/2031 (A)	EUR	1,143		1,001
1.875%, 11/05/2031		350		306
Perusahaan Perseroan Persero Perusahaan Listrik Negara MTN
6.150%, 05/21/2048	$	770		746
5.250%, 10/24/2042		1,097		982
5.250%, 05/15/2047		710		621
4.375%, 02/05/2050 (A)		355		270
3.375%, 02/05/2030		206		183
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara MTN
6.150%, 05/21/2048 (A)		1,015		983
				102,360

Iraq — 0.1%
Iraq International Bond
5.800%, 01/15/2028		1,873		1,746


Israel — 0.2%
Israel Electric
8.100%, 12/15/2096		2,000		2,282
Israel Government International Bond
4.500%, 01/17/2033		682		633
4.500%, 04/03/2120		1,243		907
Leviathan Bond
6.750%, 06/30/2030 (A)		470		429
				4,251

Jamaica — 0.2%
Jamaica Government International Bond
9.625%, 11/03/2030	JMD	544,000		3,679


Jordan — 0.4%
Jordan Government International Bond
7.500%, 01/13/2029 (A)	$	1,954		1,927
7.500%, 01/13/2029		668		659


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
7.375%, 10/10/2047	$	4,512	$	3,901
				6,487

Kazakhstan — 0.6%
Kazakhstan Government International Bond
4.875%, 10/14/2044		2,224		2,079
KazMunayGas National JSC
6.375%, 10/24/2048 (A)		2,318		2,107
6.375%, 10/24/2048		1,150		1,045
5.750%, 04/19/2047 (A)		3,649		3,093
5.375%, 04/24/2030 (A)		345		334
KazMunayGas National JSC MTN
5.375%, 04/24/2030		1,420		1,376
QazaqGaz NC JSC
4.375%, 09/26/2027		634		591
4.375%, 09/26/2027 (A)		533		496
Tengizchevroil Finance International
3.250%, 08/15/2030 (A)		630		514
				11,635

Kenya — 0.3%
Kenya Government International Bond
8.250%, 02/28/2048		3,887		3,164
7.000%, 05/22/2027		494		472
Republic of Kenya Government International Bond
9.750%, 02/16/2031 (A)		2,404		2,399
				6,035

Kuwait — 0.0%
NBK Tier 1 Financing 2
4.500%, CMTUSD6Y + 2.832% (A)(C)(E)		693		663


Lebanon — 0.2%
Lebanon Government International Bond
8.250%, 05/17/2034 (F)		11,222		670
Lebanon Government International Bond MTN
8.250%, 04/12/2021 (F)		6,521		392
7.000%, 03/20/2028 (F)		2,671		155
6.850%, 05/25/2029 (F)		522		31
6.650%, 11/03/2028 (F)		3,507		207
6.650%, 02/26/2030 (F)		2,063		122
6.600%, 11/27/2026 (F)		2,400		139
6.400%, 05/26/2023 (F)		2,645		159
6.375%, 12/31/2023 (F)		5,235		310
6.250%, 05/27/2022 (F)		409		24
6.150%, 12/31/2023 (F)		4,039		234
6.100%, 10/04/2022 (F)		2,965		172
6.100%, 10/04/2022 (F)		2,501		145
5.800%, 04/14/2023 (F)		6,282		366
				3,126


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Macedonia — 0.1%
North Macedonia Government International Bond
1.625%, 03/10/2028	EUR	2,000	$	1,874


Malaysia — 5.3%
Khazanah Capital MTN
4.876%, 06/01/2033	$	753		736
Khazanah Global Sukuk MTN
4.687%, 06/01/2028		1,310		1,289
Malaysia Government Bond
5.248%, 09/15/2028	MYR	5,684		1,277
4.935%, 09/30/2043		1,200		280
4.921%, 07/06/2048		373		87
4.893%, 06/08/2038		13,229		3,048
4.762%, 04/07/2037		3,291		748
4.696%, 10/15/2042		22,971		5,214
4.642%, 11/07/2033		1,988		444
4.504%, 04/30/2029		10,681		2,338
4.498%, 04/15/2030		13,136		2,877
4.457%, 03/31/2053		2,350		515
4.254%, 05/31/2035		14,905		3,230
4.232%, 06/30/2031		2,000		432
4.181%, 07/15/2024		22		5
4.065%, 06/15/2050		15,006		3,093
3.955%, 09/15/2025		45,471		9,649
3.906%, 07/15/2026		29,776		6,332
3.900%, 11/30/2026		8,056		1,715
3.899%, 11/16/2027		14,200		3,026
3.885%, 08/15/2029		23,887		5,085
3.882%, 03/14/2025		8,724		1,848
3.828%, 07/05/2034		49,153		10,303
3.757%, 05/22/2040		25,217		5,138
3.733%, 06/15/2028		25,480		5,388
3.582%, 07/15/2032		16,060		3,313
3.519%, 04/20/2028		9,638		2,025
3.502%, 05/31/2027		8,733		1,839
2.632%, 04/15/2031		26,689		5,217
Malaysia Government Investment Issue
4.369%, 10/31/2028		2,000		434
4.119%, 11/30/2034		5,418		1,160
4.070%, 09/30/2026		14,000		2,987
Petronas Capital MTN
3.500%, 04/21/2030	$	1,427		1,303
3.404%, 04/28/2061		2,186		1,477
2.480%, 01/28/2032		2,690		2,227
				96,079

Mexico — 7.6%
America Movil
7.125%, 12/09/2024	MXN	23,310		1,316
Cemex (E)
9.125%, H15T5Y + 5.157% (A)(C)	$	774		825


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
9.125%, H15T5Y + 5.157% (C)	$	360	$	384
5.125%, H15T5Y + 4.534% (A)(C)		277		264
Comision Federal de Electricidad
7.350%, 11/25/2025	MXN	52,305		2,852
6.264%, 02/15/2052 (A)	$	405		352
4.750%, 02/23/2027 (A)		6		6
4.688%, 05/15/2029 (A)		957		906
3.875%, 07/26/2033		800		656
3.348%, 02/09/2031 (A)		605		510
Mexican Bonos
10.000%, 12/05/2024	MXN	42,087		2,447
8.500%, 05/31/2029		257,007		14,632
8.500%, 11/18/2038		193,200		10,655
8.000%, 05/24/2035		16,500		883
8.000%, 11/07/2047		108,597		5,556
8.000%, 07/31/2053		53,638		2,726
7.750%, 05/29/2031		340,674		18,455
7.750%, 11/13/2042		120,258		6,072
7.500%, 06/03/2027		222,079		12,298
7.500%, 05/26/2033		53,358		2,803
7.000%, 09/03/2026		5,058		278
5.750%, 03/05/2026		19,946		1,080
5.750%, 03/05/2026		123,482		6,685
5.500%, 03/04/2027		31,040		1,632
Mexico City Airport Trust
5.500%, 07/31/2047 (A)	$	858		713
Mexico Government International Bond
6.400%, 05/07/2054		1,818		1,789
6.000%, 05/07/2036		1,901		1,892
2.659%, 05/24/2031		2,742		2,266
Mexico Government International Bond MTN
5.750%, 10/12/2110		3,170		2,719
5.625%, 03/19/2114	GBP	8,500		8,149
Minera Mexico
4.500%, 01/26/2050 (A)	$	660		509
Petroleos Mexicanos
10.000%, 02/07/2033		1,643		1,596
7.690%, 01/23/2050		14,329		9,863
6.625%, 06/15/2035		3,640		2,662
6.625%, 06/15/2038		205		141
6.375%, 01/23/2045		1,430		895
5.950%, 01/28/2031		574		446
Petroleos Mexicanos MTN
6.750%, 09/21/2047		7,344		4,667
Poinsettia Finance
6.625%, 06/17/2031		5,233		4,420
				137,000

Mongolia — 0.2%
Mongolia Government International Bond
8.650%, 01/19/2028 (A)		1,836		1,906
7.875%, 06/05/2029 (A)		878		895


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
7.875%, 06/05/2029	$	650	$	662
3.500%, 07/07/2027		470		416
				3,879

Morocco — 0.4%
Morocco Government International Bond
6.500%, 09/08/2033 (A)		2,713		2,778
6.500%, 09/08/2033		831		851
5.950%, 03/08/2028 (A)		2,161		2,179
4.000%, 12/15/2050		200		134
3.000%, 12/15/2032		204		162
OCP
5.125%, 06/23/2051 (A)		2,272		1,673
				7,777

Mozambique — 0.1%
Mozambique International Bond
9.000%, 09/15/2031 (A)(B)		1,601		1,347
9.000%, 09/15/2031 (B)		400		335
				1,682

Nigeria — 0.8%
Nigeria Government International Bond
9.248%, 01/21/2049		1,260		1,139
8.747%, 01/21/2031		1,496		1,406
7.875%, 02/16/2032		1,402		1,232
7.696%, 02/23/2038		1,720		1,384
Nigeria Government International Bond MTN
8.375%, 03/24/2029		1,978		1,872
8.250%, 09/28/2051		3,324		2,690
7.375%, 09/28/2033		4,735		3,965
				13,688

Oman — 1.2%
EDO Sukuk
5.875%, 09/21/2033 (A)		1,397		1,416
Oman Government International Bond
7.375%, 10/28/2032 (A)		1,105		1,213
7.000%, 01/25/2051		1,952		2,018
6.750%, 10/28/2027 (A)		1,605		1,659
6.750%, 10/28/2027		5,611		5,801
6.750%, 01/17/2048		8,169		8,190
6.500%, 03/08/2047 (A)		897		882
6.500%, 03/08/2047		402		395
Oman Government International Bond MTN
6.000%, 08/01/2029 (A)		367		372
				21,946

Pakistan — 0.3%
Pakistan Government International Bond
8.250%, 09/30/2025		636		564
6.875%, 12/05/2027 (A)		1,073		821


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Pakistan Government International Bond MTN
8.875%, 04/08/2051	$	4,583	$	3,044
7.375%, 04/08/2031		1,557		1,098
				5,527

Panama — 1.4%
Aeropuerto Internacional de Tocumen
5.125%, 08/11/2061 (A)		469		328
Banco Nacional de Panama
2.500%, 08/11/2030 (A)		320		242
Empresa de Transmision Electrica
5.125%, 05/02/2049 (A)		873		624
Panama Bonos del Tesoro
3.362%, 06/30/2031		3,215		2,490
Panama Government International Bond
9.375%, 04/01/2029		275		304
8.125%, 04/28/2034		699		732
8.000%, 03/01/2038		2,331		2,383
7.875%, 03/01/2057		1,477		1,451
7.500%, 03/01/2031		2,848		2,920
6.875%, 01/31/2036		342		323
6.853%, 03/28/2054		775		680
6.700%, 01/26/2036		1,180		1,113
6.400%, 02/14/2035		5,066		4,675
4.500%, 04/16/2050		3,101		2,008
4.500%, 04/01/2056		4,895		3,080
4.500%, 01/19/2063		1,771		1,097
Telecomunicaciones Digitales
4.500%, 01/30/2030 (A)		227		204
				24,654

Papua New Guinea — 0.0%
Papua New Guinea Government International Bond
8.375%, 10/04/2028		850		791


Paraguay — 0.5%
Bioceanico Sovereign Certificate Ltd
0.000%, 06/05/2034		–		–
Paraguay Government International Bond
7.900%, 02/09/2031 (A)	PYG	22,253,000		3,102
6.000%, 02/09/2036 (A)	$	1,739		1,742
5.850%, 08/21/2033 (A)		2,045		2,021
5.600%, 03/13/2048		767		679
5.400%, 03/30/2050		946		811
				8,355

Peru — 3.0%
ABY Transmission Sur
6.875%, 04/30/2043 (A)		302		306
Kallpa Generacion SA
4.125%, 08/16/2027 (A)		575		543


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Peru Government Bond
7.300%, 08/12/2033 (A)	PEN	11,138	$	3,047
6.950%, 08/12/2031		1,384		376
6.900%, 08/12/2037		1,744		456
6.350%, 08/12/2028		848		234
6.150%, 08/12/2032		26,833		6,849
5.940%, 02/12/2029		9,151		2,445
5.400%, 08/12/2034		22,184		5,255
5.350%, 08/12/2040		3,082		684
Peruvian Government International Bond
8.200%, 08/12/2026		18		5
6.950%, 08/12/2031		15,750		4,275
6.900%, 08/12/2037		10,054		2,629
6.850%, 02/12/2042		882		230
6.350%, 08/12/2028		15,616		4,301
5.940%, 02/12/2029		13,804		3,688
5.400%, 08/12/2034		1,738		412
3.600%, 01/15/2072	$	1,900		1,241
3.230%, 07/28/2121		586		333
2.783%, 01/23/2031		5,313		4,516
1.950%, 11/17/2036	EUR	2,211		1,825
1.250%, 03/11/2033		2,008		1,708
Petroleos del Peru
5.625%, 06/19/2047 (A)	$	1,432		975
5.625%, 06/19/2047		11,766		8,008
4.750%, 06/19/2032 (A)		904		707
				55,048

Philippines — 0.9%
Philippine Government Bond
6.750%, 09/15/2032	PHP	64,970		1,192
6.625%, 08/17/2033		15,160		276
6.250%, 01/25/2034		44,800		796
Philippine Government International Bond
5.500%, 01/17/2048	$	1,709		1,721
5.170%, 10/13/2027		1,037		1,041
5.000%, 07/17/2033		1,612		1,599
2.950%, 05/05/2045		1,200		826
2.650%, 12/10/2045		2,966		1,921
1.950%, 01/06/2032		6,176		4,905
1.750%, 04/28/2041	EUR	496		372
1.648%, 06/10/2031	$	1,309		1,036
				15,685

Poland — 3.6%
Bank Gospodarstwa Krajowego
6.250%, 10/31/2028		200		208
Bank Gospodarstwa Krajowego MTN
5.375%, 05/22/2033		575		569
5.125%, 02/22/2033	EUR	954		1,112
0.500%, 07/08/2031		140		117
Poland Government Bond
7.500%, 07/25/2028	PLN	38,645		10,567
3.750%, 05/25/2027		18,320		4,416


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
3.250%, 07/25/2025	PLN	4,776	$	1,168
2.750%, 04/25/2028		852		195
2.750%, 10/25/2029		14,340		3,183
2.500%, 07/25/2026		20,124		4,760
2.500%, 07/25/2027		15,440		3,567
1.750%, 04/25/2032		54,521		10,559
1.250%, 10/25/2030		22,550		4,434
Poland Government International Bond
5.500%, 11/16/2027	$	988		1,011
Republic of Poland Government Bond
6.000%, 10/25/2033	PLN	42,117		11,085
Republic of Poland Government International Bond
5.500%, 04/04/2053	$	2,420		2,408
4.875%, 10/04/2033		5,943		5,809
4.125%, 01/11/2044	EUR	328		351
3.625%, 01/11/2034		376		404
				65,923

Qatar — 0.6%
Qatar Government International Bond
4.817%, 03/14/2049	$	5,114		4,719
4.500%, 04/23/2028		5,622		5,594
QatarEnergy (A)
3.300%, 07/12/2051		382		264
3.125%, 07/12/2041		466		342
				10,919

Romania — 2.3%
Romania Government Bond
8.750%, 10/30/2028	RON	4,100		976
8.000%, 04/29/2030		5,270		1,237
7.900%, 02/24/2038		965		233
7.350%, 04/28/2031		995		227
6.700%, 02/25/2032		15,350		3,381
4.850%, 07/25/2029		1,155		234
4.750%, 10/11/2034		1,860		349
4.150%, 01/26/2028		965		196
3.250%, 06/24/2026		4,730		969
2.500%, 10/25/2027		17,540		3,366
Romanian Government International Bond
7.125%, 01/17/2033 (A)	$	3,317		3,489
7.125%, 01/17/2033		244		257
6.375%, 01/30/2034 (A)		5,060		5,024
5.875%, 01/30/2029 (A)		1,314		1,303
4.000%, 02/14/2051		2,298		1,585
3.000%, 02/14/2031 (A)		940		780
Romanian Government International Bond MTN
7.625%, 01/17/2053		4,864		5,287
6.375%, 09/18/2033	EUR	1,161		1,323
5.625%, 02/22/2036		939		998
5.625%, 02/22/2036 (A)		400		425
3.875%, 10/29/2035		1,450		1,324


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
3.750%, 02/07/2034	EUR	5,622	$	5,240
3.375%, 01/28/2050		1,987		1,449
2.124%, 07/16/2031		166		145
2.000%, 01/28/2032		906		766
2.000%, 04/14/2033		1,001		812
				41,375

Russia — 0.0%
Vnesheconombank Via VEB Finance
6.800%, 11/22/2025 (A)	$	600		30
6.800%, 11/22/2025		240		17
				47

Rwanda — 0.0%
Rwanda International Government Bond
5.500%, 08/09/2031		200		161


Saudi Arabia — 1.5%
Acwa Power Management And Investments One
5.950%, 12/15/2039		3,409		3,291
Gaci First Investment
5.125%, 02/14/2053		3,294		2,822
4.875%, 02/14/2035		2,314		2,187
Saudi Arabian Oil MTN
4.250%, 04/16/2039		620		534
Saudi Government International Bond
4.750%, 01/16/2030 (A)		8,357		8,182
Saudi Government International Bond MTN
5.000%, 04/17/2049		408		361
5.000%, 01/18/2053		4,100		3,608
4.625%, 10/04/2047 (A)		2,539		2,142
4.625%, 10/04/2047		1,500		1,266
4.500%, 10/26/2046 (A)		704		589
2.250%, 02/02/2033 (A)		1,562		1,240
				26,222

Senegal — 0.1%
Senegal Government International Bond
6.750%, 03/13/2048		1,980		1,427
5.375%, 06/08/2037	EUR	600		457
4.750%, 03/13/2028		640		622
				2,506

Serbia — 0.5%
Serbia International Bond
6.500%, 09/26/2033 (A)	$	411		416
6.500%, 09/26/2033		200		203
6.250%, 05/26/2028 (A)		423		429
2.125%, 12/01/2030		1,049		826
1.650%, 03/03/2033	EUR	814		645
1.500%, 06/26/2029		4,038		3,665
Serbia International Bond MTN
2.050%, 09/23/2036		1,926		1,433


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Serbia Treasury Bonds
5.875%, 02/08/2028	RSD	61,170	$	573
4.500%, 01/11/2026		24,780		227
4.500%, 08/20/2032		14,680		122
				8,539

South Africa — 7.1%
Bidvest Group
3.625%, 09/23/2026 (A)	$	528		491
Eskom Holdings SOC Ltd
4.314%, 07/23/2027		1,785		1,637
Eskom Holdings SOC Ltd MTN
8.450%, 08/10/2028 (A)		1,784		1,770
7.500%, 09/15/2033	ZAR	52,000		1,958
Sasol Financing USA LLC
8.750%, 05/03/2029 (A)	$	422		422
6.500%, 09/27/2028		540		507
5.875%, 03/27/2024		661		659
4.375%, 09/18/2026		532		497
South Africa Government International Bond
10.500%, 12/21/2026	ZAR	322,066		17,368
9.000%, 01/31/2040		238,193		9,515
8.875%, 02/28/2035		61,765		2,668
8.750%, 01/31/2044		366,445		13,900
8.750%, 02/28/2048		295,396		11,073
8.500%, 01/31/2037		259,716		10,380
8.250%, 03/31/2032		71,682		3,198
8.000%, 01/31/2030		269,366		12,726
7.300%, 04/20/2052	$	2,763		2,397
7.000%, 02/28/2031	ZAR	289,801		12,457
6.500%, 02/28/2041		181,953		5,630
6.250%, 03/31/2036		135,429		4,565
5.875%, 06/22/2030	$	199		184
5.875%, 04/20/2032		2,002		1,804
5.750%, 09/30/2049		12,911		9,370
5.650%, 09/27/2047		899		653
4.850%, 09/27/2027		390		371
Transnet SOC
8.250%, 02/06/2028 (A)		1,444		1,433
				127,633

Sri Lanka — 0.8%
Sri Lanka Government International Bond
7.850%, 03/14/2029		389		207
7.550%, 03/28/2030		4,437		2,356
6.850%, 03/14/2024		1,445		784
6.825%, 07/18/2026 (A)		1,612		887
6.825%, 07/18/2026		800		440
6.750%, 04/18/2028		2,000		1,068
6.750%, 04/18/2028 (A)		9,110		4,866
6.350%, 06/28/2024		472		255
6.200%, 05/11/2027		3,486		1,862


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
5.750%, 04/18/2023	$	1,821	$	993
				13,718

Supranational — 0.9%
Africa Finance
2.875%, 04/28/2028 (A)		2,227		1,930
African Export-Import Bank
3.798%, 05/17/2031 (A)		301		253
African Export-Import Bank MTN
3.994%, 09/21/2029 (A)		293		260
Asian Development Bank MTN
13.000%, 03/07/2025	COP	2,873,000		744
12.750%, 03/03/2025		4,561,000		1,184
11.200%, 01/31/2025		2,541,000		642
Asian Infrastructure Investment Bank MTN
0.000%, 02/08/2038 (G)	MXN	21,800		355
Banque Ouest Africaine de Developpement
5.000%, 07/27/2027 (A)	$	1,274		1,176
4.700%, 10/22/2031 (A)		934		778
4.700%, 10/22/2031		430		358
International Bank for Reconstruction & Development MTN
6.750%, 07/13/2029	INR	264,300		3,150
6.500%, 04/17/2030		122,200		1,434
International Finance MTN
0.000%, 08/16/2028 (G)	COP	23,400,000		4,016
				16,280

Suriname — 0.1%
Suriname Government International Bond
7.950%, 07/15/2033 (A)	$	2,003		1,773


Thailand — 2.9%
Thailand Government Bond
5.670%, 03/13/2028	THB	3,000		95
4.875%, 06/22/2029		15,000		472
3.775%, 06/25/2032		14,000		428
3.450%, 06/17/2043		83,810		2,462
3.400%, 06/17/2036		132,715		3,947
3.390%, 06/17/2037		33,000		981
3.350%, 06/17/2033		437,947		12,964
3.300%, 06/17/2038		119,379		3,511
2.875%, 12/17/2028		25,000		716
2.875%, 06/17/2046		4,865		131
2.750%, 06/17/2052		2,778		70
2.650%, 06/17/2028		567,870		16,085
2.400%, 03/17/2029		122,010		3,411
2.000%, 06/17/2042		127,280		3,081
1.600%, 12/17/2029		39,000		1,045
1.600%, 06/17/2035		2,000		50
1.585%, 12/17/2035		1,182		29
1.250%, 03/12/2028		88,778		2,344
				51,822


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Trinidad & Tobago — 0.1%
Trinidad & Tobago Government International Bond
5.950%, 01/14/2031 (A)	$	1,388	$	1,389


Tunisia — 0.1%
Tunisian Republic
6.375%, 07/15/2026	EUR	1,150		1,016
6.375%, 07/15/2026 (A)		650		574
5.750%, 01/30/2025	$	441		406
				1,996

Turkey — 2.3%
Hazine Mustesarligi Varlik Kiralama
8.509%, 01/14/2029 (A)		5,843		6,093
Istanbul Metropolitan Municipality
10.500%, 12/06/2028 (A)		900		966
10.500%, 12/06/2028		318		341
Turkey Government Bond
1.500%, 06/18/2025	TRY	87,992		2,988
Turkey Government International Bond
9.375%, 03/14/2029	$	669		725
9.125%, 07/13/2030		2,990		3,221
7.375%, 02/05/2025		293		297
5.750%, 05/11/2047		10,850		8,103
Turkiye Government Bond
31.080%, 11/08/2028	TRY	34,289		1,164
26.200%, 10/05/2033		209,407		6,926
17.800%, 07/13/2033		13,348		328
17.300%, 07/19/2028		45,299		1,084
Turkiye Government International Bond
7.625%, 05/15/2034	$	6,948		6,917
Turkiye Ihracat Kredi Bankasi (A)
9.375%, 01/31/2026		539		564
7.500%, 02/06/2028		359		358
Turkiye Vakiflar Bankasi TAO
9.000%, 10/12/2028 (A)		726		762
				40,837

Uganda — 0.4%
Republic of Uganda Government Bonds
15.000%, 05/20/2032	UGX	16,027,000		3,956
14.250%, 06/22/2034		5,200,000		1,215
Uganda Government Bond
16.000%, 05/14/2037		4,992,600		1,260
14.000%, 05/29/2025		2,635,500		676
				7,107

Ukraine — 0.8%
NAK Naftogaz Ukraine via Kondor Finance
7.125%, 07/19/2026	EUR	970		556
NPC Ukrenergo
6.875%, 11/09/2026 (A)	$	1,499		516
6.875%, 11/09/2026		400		137


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
State Agency of Roads of Ukraine
6.250%, 06/24/2030	$	672	$	176
6.250%, 06/24/2030 (A)		554		146
UAH
15.840%, 02/26/2025		5,439		98
Ukraine Government Bond
15.840%, 02/26/2025	UAH	92,615		1,662
9.990%, 05/22/2024		123,436		2,216
Ukraine Government International Bond
9.750%, 11/01/2030	$	846		250
7.750%, 09/01/2027 (A)		3,051		876
7.750%, 09/01/2028		4,180		1,175
7.750%, 09/01/2028 (A)		2,005		564
7.750%, 09/01/2029		4,093		1,137
7.750%, 08/01/2041 (A)(C)		2,622		1,200
7.750%, 08/01/2041 (C)		1,180		540
7.375%, 09/25/2034		2,548		655
7.253%, 03/15/2035		1,943		496
6.876%, 05/21/2031		6,475		1,615
6.876%, 05/21/2031 (A)		423		105
6.750%, 06/20/2028	EUR	1,790		524
				14,644

United Arab Emirates — 1.4%
Abu Dhabi Crude Oil Pipeline LLC
4.600%, 11/02/2047 (A)	$	2,066		1,835
4.600%, 11/02/2047		550		488
Abu Dhabi Government International Bond
3.125%, 09/30/2049		1,466		1,012
Abu Dhabi Government International Bond MTN
3.875%, 04/16/2050		228		180
3.000%, 09/15/2051 (A)		764		509
1.700%, 03/02/2031		6,945		5,712
1.625%, 06/02/2028		1,252		1,102
DP World Salaam
6.000%, H15T5Y + 5.750% (C)(E)		4,046		4,020
Emirate of Dubai Government International Bonds MTN
3.900%, 09/09/2050		670		492
Finance Department Government of Sharjah MTN (A)
6.125%, 03/06/2036		879		871
4.000%, 07/28/2050		2,246		1,420
Galaxy Pipeline Assets Bidco (A)
2.940%, 09/30/2040		448		357
2.625%, 03/31/2036		827		670
MDGH GMTN RSC
5.875%, 05/01/2034 (A)		2,751		2,926
5.500%, 04/28/2033		803		827
5.500%, 04/28/2033 (A)		689		710
MDGH GMTN RSC MTN
4.500%, 11/07/2028 (A)		796		780


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
4.375%, 11/22/2033 (A)	$	319	$	302
3.950%, 05/21/2050		338		265
UAE International Government Bond MTN
4.951%, 07/07/2052		482		452
				24,930

United States — 0.5%
JPMorgan Chase Bank MTN (A)
8.375%, 04/19/2039	IDR	1,563,000		107
7.000%, 09/18/2030 (C)		117,660,000		7,661
Sagicor Financial
5.300%, 05/13/2028	$	512		490
				8,258

Uruguay — 0.9%
Uruguay Government International Bond
9.750%, 07/20/2033	UYU	246,274		6,567
8.500%, 03/15/2028		76,171		1,905
8.250%, 05/21/2031		11,959		290
5.750%, 10/28/2034	$	2,964		3,114
5.100%, 06/18/2050		1,130		1,079
4.975%, 04/20/2055		2,499		2,318
4.375%, 01/23/2031		683		665
				15,938

Uzbekistan — 0.4%
Uzauto Motors AJ
4.850%, 05/04/2026		2,050		1,854
4.850%, 05/04/2026 (A)		1,931		1,747
Uzbekistan Government International Bond
3.900%, 10/19/2031		1,397		1,147
Uzbekistan Government International Bond MTN
5.375%, 02/20/2029		204		192
Uzbekneftegaz JSC
4.750%, 11/16/2028		1,350		1,134
4.750%, 11/16/2028 (A)		864		726
				6,800

Venezuela — 0.5%
Petroleos de Venezuela
9.750%, 05/17/2035 (D)(F)		3,802		447
6.000%, 05/16/2024 (D)(F)		8,821		860
6.000%, 05/16/2024 (D)(F)		4,270		416
6.000%, 05/16/2024 (D)(F)		1,777		173
6.000%, 11/15/2026 (F)		23,507		2,292
5.500%, 04/12/2037 (D)(F)		1,620		162
5.375%, 04/12/2027 (D)(F)		7,825		822
Venezuela Government International Bond
9.250%, 05/07/2028 (F)		4,965		844
9.000%, 05/07/2024 (F)		4,100		597
8.250%, 10/13/2024 (F)		4,151		606
7.750%, 10/13/2019 (F)		11,216		1,572
				8,791


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
Vietnam — 0.1%
Mong Duong Finance Holdings BV
5.125%, 05/07/2029 (A)	$	1,555	$	1,484


Zambia — 1.0%
Zambia Government Bond
13.000%, 08/29/2026	ZMW	2,040		72
13.000%, 12/18/2027		8,370		274
13.000%, 01/25/2031		110,437		3,034
12.000%, 02/21/2029		8,366		248
11.000%, 01/25/2026		27,670		996
11.000%, 06/28/2026		118,640		4,088
11.000%, 08/21/2028		16,734		489
10.000%, 06/28/2024		72,340		3,074
Zambia Government International Bond
8.970%, 07/30/2027	$	4,526		3,040
8.500%, 04/14/2024		520		352
8.500%, 04/14/2024		280		190
5.375%, 09/20/2022 (A)		1,913		1,158


Description	Face Amount (Thousands)		Market Value ($ Thousands)
GLOBAL BONDS (continued)
5.375%, 09/20/2023	$	2,763	$	1,673
				18,688

Total Global Bonds
(Cost $1,710,523) ($ Thousands)				1,630,342



U.S. TREASURY OBLIGATIONS — 2.3%
U.S. Treasury Note
5.480%, USBMMY3M + 0.170%, 10/31/2025 (C)		1,000		1,000
3.125%, 08/31/2029		26,700		25,198
U.S. Treasury Notes
5.555%, USBMMY3M + 0.245%, 01/31/2026 (C)		15,000		15,013

Total U.S. Treasury Obligations
(Cost $40,752) ($ Thousands)				41,211


Total Investments in Securities — 92.6%
(Cost $1,751,275) ($ Thousands)			$	1,671,553

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:

A list of the open OTC swap agreements held by the Fund at February 29, 2024, is as follows:

	Percentages are based on Net Assets of $1,805,791 ($ 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 February 29, 2024, the value of these securities amounted to $212,991 ($ Thousands), representing 11.8% of the Net Assets of the Fund.
(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)	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.

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):

A list of the restricted securities, excluding 144a, held by the Fund at February 29, 2024, is as follows:


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 80.5%
U.S. Treasury Inflation-Protected Securities
3.625%, 04/15/2028	$	6,188	$	6,587
2.500%, 01/15/2029		5,813		5,974
2.375%, 01/15/2027		6,427		6,487
2.375%, 10/15/2028		16,792		17,184
2.000%, 01/15/2026		6,650		6,633
1.750%, 01/15/2028		6,033		5,985
1.625%, 10/15/2027		16,274		16,130
1.250%, 04/15/2028		16,329		15,859
0.875%, 01/15/2029		11,235		10,697
0.750%, 07/15/2028		13,077		12,482
0.625%, 01/15/2026		14,096		13,708
0.500%, 01/15/2028		14,868		14,063
0.375%, 07/15/2025		16,768		16,403
0.375%, 01/15/2027		13,071		12,471
0.375%, 07/15/2027		14,425		13,719
0.125%, 04/15/2025		12,182		11,880
0.125%, 10/15/2025		13,297		12,906
0.125%, 10/15/2025		1,551		1,505
0.125%, 04/15/2026		11,437		10,959
0.125%, 07/15/2026		14,047		13,461
0.125%, 10/15/2026		15,878		15,151
0.125%, 04/15/2027		16,222		15,290

Total U.S. Treasury Obligations
(Cost $262,744) ($ Thousands)				255,534


Total Investments in Securities — 80.5%
(Cost $262,744) ($ Thousands)			$	255,534

Percentages are based on Net Assets of $317,566 ($ Thousands).

See “Glossary” for abbreviations.


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 37.1%
U.S. Treasury Bills
5.466%, 04/25/2024 (A)	$	15,925	$	15,797
U.S. Treasury Inflation-Protected Securities
1.250%, 04/15/2028		33,415		32,454
U.S. Treasury Notes
4.625%, 02/28/2026		169,290		169,277
4.250%, 02/28/2029		4,640		4,641
4.125%, 02/15/2027		75,550		74,930
4.000%, 12/15/2025		126,610		125,062
4.000%, 01/15/2027		9,770		9,656
4.000%, 01/31/2029		6,935		6,855
3.250%, 06/30/2027		23,030		22,228
2.125%, 05/15/2025		53,530		51,792
1.250%, 12/31/2026		46,580		42,677
0.750%, 08/31/2026		45,000		41,048
0.500%, 03/31/2025		18,000		17,155
0.500%, 02/28/2026		114,680		105,730
0.250%, 09/30/2025		134,830		125,613

Total U.S. Treasury Obligations
(Cost $847,824) ($ Thousands)				844,915



CORPORATE OBLIGATIONS — 24.0%
Communication Services — 1.0%
AT&T
2.300%, 06/01/2027		2,000		1,831
Netflix
5.875%, 02/15/2025		915		918
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
5.152%, 03/20/2028 (B)		850		847
4.738%, 03/20/2025 (B)		258		256
Take-Two Interactive Software
3.300%, 03/28/2024		45		45
T-Mobile USA
3.750%, 04/15/2027		640		614
2.250%, 02/15/2026		15,665		14,758
Warnermedia Holdings
3.755%, 03/15/2027		3,900		3,690

				22,959

Consumer Discretionary — 1.4%
Hyundai Capital America
5.800%, 06/26/2025 (B)		12,060		12,105
Volkswagen Group of America Finance LLC
5.800%, 09/12/2025 (B)		13,325		13,382
YMCA of Greater New York
2.303%, 08/01/2026		7,980		7,315

				32,802


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Consumer Staples — 1.9%
BAT Capital
3.557%, 08/15/2027	$	1,736	$	1,641
3.222%, 08/15/2024		499		493
Bayer US Finance II LLC
4.375%, 12/15/2028 (B)		245		228
4.250%, 12/15/2025 (B)		580		564
Bayer US Finance LLC
6.250%, 01/21/2029 (B)		1,445		1,456
Bon Secours Mercy Health
3.382%, 11/01/2025		4,504		4,354
CommonSpirit Health
2.760%, 10/01/2024		460		452
1.547%, 10/01/2025		11,740		11,028
Community Health Network
4.237%, 05/01/2025		2,815		2,775
Imperial Brands Finance PLC
4.250%, 07/21/2025 (B)		1,035		1,014
JBS USA LUX
5.125%, 02/01/2028		1,270		1,244
3.000%, 02/02/2029		1,025		899
Philip Morris International
4.750%, 02/12/2027		17,135		16,922

				43,070

Energy — 0.1%
Energy Transfer
5.950%, 12/01/2025		748		752
4.250%, 04/01/2024		250		250
Plains All American Pipeline/PAA Finance
4.500%, 12/15/2026		1,500		1,471

				2,473

Financials — 11.9%
American Express
2.250%, 03/04/2025		2,485		2,407
Athene Global Funding
6.045%, SOFRINDX + 0.700%, 05/24/2024 (B)(C)		920		920
2.514%, 03/08/2024 (B)		575		575
Avolon Holdings Funding
3.250%, 02/15/2027 (B)		990		914
2.750%, 02/21/2028 (B)		580		516
2.528%, 11/18/2027 (B)		133		118
Bank of America
3.419%, TSFR3M + 1.302%, 12/20/2028 (C)		4,689		4,381
Bank of America MTN
3.384%, SOFRRATE + 1.330%, 04/02/2026 (C)		16,390		15,998
2.551%, SOFRRATE + 1.050%, 02/04/2028 (C)		2,500		2,314


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.087%, SOFRRATE + 1.060%, 06/14/2029 (C)	$	885	$	778
1.319%, SOFRRATE + 1.150%, 06/19/2026 (C)		2,215		2,096
Bank of Montreal
3.750%, 07/25/2025 (B)		14,719		14,430
Bank of New York Mellon MTN
3.442%, TSFR3M + 1.331%, 02/07/2028 (C)		1,165		1,114
Bank of Nova Scotia MTN
3.450%, 04/11/2025		14,580		14,272
Canadian Imperial Bank of Commerce
3.300%, 04/07/2025		6,105		5,964
Citibank
5.864%, 09/29/2025		19,680		19,911
Citigroup
6.031%, SOFRRATE + 0.686%, 10/30/2024 (C)		1,165		1,166
3.520%, TSFR3M + 1.413%, 10/27/2028 (C)		1,645		1,546
1.462%, SOFRRATE + 0.770%, 06/09/2027 (C)		2,570		2,354
Corebridge Financial
3.500%, 04/04/2025		7,110		6,944
Discover Bank
2.450%, 09/12/2024		987		970
DNB Bank
0.856%, H15T1Y + 0.330%, 09/30/2025 (B)(C)		1,235		1,200
Federation des Caisses Desjardins du Quebec
4.850%, 10/14/2025 (B)		15,400		15,324
GA Global Funding Trust
3.850%, 04/11/2025 (B)		4,101		4,016
General Electric MTN
5.914%, TSFR3M + 0.642%, 05/05/2026 (C)		330		329
Global Payments
2.150%, 01/15/2027		1,725		1,583
Goldman Sachs Group
1.542%, SOFRRATE + 0.818%, 09/10/2027 (C)		3,205		2,918
Guardian Life Global Funding
5.737%, 10/02/2028 (B)		2,925		3,027
HSBC Holdings PLC
0.976%, SOFRRATE + 0.708%, 05/24/2025 (C)		4,490		4,439
Huntington National Bank
4.008%, SOFRRATE + 1.205%, 05/16/2025 (C)		10,062		10,000
ING Groep
3.869%, SOFRRATE + 1.640%, 03/28/2026 (C)		1,230		1,207


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
JPMorgan Chase
5.040%, SOFRRATE + 1.190%, 01/23/2028 (C)	$	7,735	$	7,694
2.182%, SOFRRATE + 1.890%, 06/01/2028 (C)		2,000		1,822
2.005%, TSFR3M + 1.585%, 03/13/2026 (C)		857		826
1.578%, SOFRRATE + 0.885%, 04/22/2027 (C)		2,143		1,982
1.040%, TSFR3M + 0.695%, 02/04/2027 (C)		3,805		3,506
Lloyds Banking Group PLC
1.627%, H15T1Y + 0.850%, 05/11/2027 (C)		3,810		3,494
Metropolitan Life Global Funding I
3.450%, 12/18/2026 (B)		2,500		2,396
Metropolitan Life Global Funding I MTN
5.050%, 01/06/2028 (B)		2,000		1,994
Morgan Stanley
1.593%, SOFRRATE + 0.879%, 05/04/2027 (C)		1,235		1,139
0.985%, SOFRRATE + 0.720%, 12/10/2026 (C)		3,775		3,483
Morgan Stanley MTN
2.188%, SOFRRATE + 1.990%, 04/28/2026 (C)		15,214		14,641
Morgan Stanley Bank
4.754%, 04/21/2026		9,570		9,509
Nationwide Building Society MTN
2.972%, SOFRRATE + 1.290%, 02/16/2028 (B)(C)		2,035		1,883
Nationwide Mutual Insurance
7.936%, TSFR1M + 2.290%, 12/15/2024 (B)(C)		1,000		1,001
New York Life Global Funding MTN
5.450%, 09/18/2026 (B)		6,694		6,755
PNC Financial Services Group
6.615%, SOFRINDX + 1.730%, 10/20/2027 (C)		710		729
5.582%, SOFRRATE + 1.841%, 06/12/2029 (C)		970		976
Principal Life Global Funding II
5.000%, 01/16/2027 (B)		9,035		9,054
Santander UK Group Holdings PLC
1.089%, SOFRRATE + 0.787%, 03/15/2025 (C)		3,480		3,474
State Street
5.272%, 08/03/2026		14,155		14,207
Toronto-Dominion Bank
3.815%, 07/25/2025 (B)		8,495		8,336
UBS Group
4.194%, SOFRRATE + 3.730%, 04/01/2031 (B)(C)		1,760		1,618


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.869%, SOFRRATE + 1.410%, 01/12/2029 (B)(C)	$	405	$	381
2.593%, SOFRRATE + 1.560%, 09/11/2025 (B)(C)		1,510		1,484
1.494%, H15T1Y + 0.850%, 08/10/2027 (B)(C)		775		702
1.364%, H15T1Y + 1.080%, 01/30/2027 (B)(C)		385		355
US Bancorp
6.787%, SOFRRATE + 1.880%, 10/26/2027 (C)		325		336
4.653%, SOFRRATE + 1.230%, 02/01/2029 (C)		2,215		2,154
Wells Fargo MTN
5.574%, SOFRRATE + 1.740%, 07/25/2029 (C)		3,110		3,131
2.393%, SOFRRATE + 2.100%, 06/02/2028 (C)		2,000		1,824
2.164%, TSFR3M + 1.012%, 02/11/2026 (C)		4,145		4,009
Wells Fargo Bank
5.550%, 08/01/2025		11,665		11,713
Willis North America
4.650%, 06/15/2027		615		604

				270,943

Health Care — 1.7%
AbbVie
3.800%, 03/15/2025		35		34
Amgen
5.150%, 03/02/2028		2,465		2,470
Bristol-Myers Squibb
4.950%, 02/20/2026		10,745		10,727
HCA
5.875%, 02/15/2026		1,500		1,506
5.250%, 04/15/2025		465		463
5.000%, 03/15/2024		610		610
3.125%, 03/15/2027		1,000		940
Humana
5.700%, 03/13/2026		600		595
3.850%, 10/01/2024		1,500		1,484
Pfizer Investment Enterprises Pte
4.650%, 05/19/2025		18,430		18,316
Revvity
0.850%, 09/15/2024		1,170		1,139
Thermo Fisher Scientific
1.215%, 10/18/2024		1,375		1,339

				39,623

Industrials — 0.8%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
6.450%, 04/15/2027 (B)		15,325		15,686


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.450%, 10/29/2026	$	255	$	235
1.650%, 10/29/2024		650		633
Air Lease
3.375%, 07/01/2025		400		388
2.200%, 01/15/2027		770		706
BAE Systems Holdings
3.850%, 12/15/2025 (B)		625		610

				18,258

Information Technology — 0.9%
Cisco Systems
4.900%, 02/26/2026		14,460		14,462
Open Text
6.900%, 12/01/2027 (B)		985		1,017
Oracle
2.800%, 04/01/2027		1,000		933
1.650%, 03/25/2026		1,865		1,732
VMware
1.000%, 08/15/2024		1,155		1,130

				19,274

Materials — 0.2%
Amcor Flexibles North America
4.000%, 05/17/2025		1,165		1,143
Berry Global
5.500%, 04/15/2028 (B)		765		760
4.875%, 07/15/2026 (B)		1,000		977
International Flavors & Fragrances
2.300%, 11/01/2030 (B)		440		361
1.832%, 10/15/2027 (B)		2,490		2,188

				5,429

Real Estate — 0.9%
American Tower
5.250%, 07/15/2028		2,500		2,491
3.600%, 01/15/2028		175		165
Crown Castle
3.800%, 02/15/2028		2,000		1,884
Digital Realty Trust
3.600%, 07/01/2029		615		566
Extra Space Storage
5.700%, 04/01/2028		1,195		1,212
4.000%, 06/15/2029		1,230		1,154
3.875%, 12/15/2027		1,625		1,543
GLP Capital LP / GLP Financing II
5.300%, 01/15/2029		1,000		970
4.000%, 01/15/2031		1,370		1,209
Healthcare Realty Holdings
3.500%, 08/01/2026		1,625		1,546
Hudson Pacific Properties
4.650%, 04/01/2029		630		525
3.950%, 11/01/2027		52		45
3.250%, 01/15/2030		480		360


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kilroy Realty
3.450%, 12/15/2024	$	920	$	900
LXP Industrial Trust
6.750%, 11/15/2028		1,690		1,745
Physicians Realty
4.300%, 03/15/2027		1,880		1,830
VICI Properties
5.750%, 02/01/2027 (B)		725		722
4.950%, 02/15/2030		115		109
4.625%, 06/15/2025 (B)		185		182
4.125%, 08/15/2030 (B)		310		278

				19,436

Utilities — 3.2%
Alliant Energy Finance LLC
5.950%, 03/30/2029 (B)		1,565		1,602
1.400%, 03/15/2026 (B)		2,030		1,849
American Electric Power
5.750%, 11/01/2027		550		561
2.031%, 03/15/2024		1,325		1,324
Dominion Energy
3.300%, 03/15/2025		1,570		1,534
Eversource Energy
2.900%, 03/01/2027		2,505		2,343
Georgia Power
5.004%, 02/23/2027		12,725		12,701
ITC Holdings
4.950%, 09/22/2027 (B)		2,100		2,086
Jersey Central Power & Light
4.700%, 04/01/2024 (B)		1,545		1,544
Metropolitan Edison
4.000%, 04/15/2025 (B)		315		308
National Rural Utilities Cooperative Finance MTN
4.800%, 02/05/2027		12,290		12,229
NextEra Energy Capital Holdings
5.749%, 09/01/2025		17,095		17,186
2.940%, 03/21/2024		745		744
Pennsylvania Electric
5.150%, 03/30/2026 (B)		665		659
Southern California Edison
5.350%, 03/01/2026		15,175		15,187

				71,857

Total Corporate Obligations
(Cost $549,234) ($ Thousands)				546,124


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES — 20.1%
Agency Mortgage-Backed Obligations — 12.2%
FHLMC
5.864%, RFUCCT1Y + 1.470%, 03/01/2037(C)	$	4	$	4
3.500%, 02/01/2034 to 05/01/2035		6,919		6,627
2.500%, 09/01/2030 to 01/01/2052		7,460		6,971
2.000%, 03/01/2052		–		–
FHLMC Multifamily Structured Pass Through Certificates, Ser K054, Cl A2
2.745%, 01/25/2026		2,675		2,572
FHLMC Multifamily Structured Pass Through Certificates, Ser K057, Cl A2
2.570%, 07/25/2026		1,000		952
FHLMC Multifamily Structured Pass Through Certificates, Ser K062, Cl A2
3.413%, 12/25/2026		1,500		1,448
FHLMC Multifamily Structured Pass Through Certificates, Ser K066, Cl A1
2.797%, 12/25/2026		2,597		2,505
FHLMC Multifamily Structured Pass Through Certificates, Ser K076, Cl A1
3.725%, 12/25/2027		176		172
FHLMC Multifamily Structured Pass Through Certificates, Ser K089, Cl A1
3.344%, 10/25/2028		789		759
FHLMC Multifamily Structured Pass Through Certificates, Ser K159, Cl A1
3.950%, 12/25/2029		5,686		5,548
FHLMC Multifamily Structured Pass Through Certificates, Ser KIR1, Cl A2
2.849%, 03/25/2026		2,565		2,456
FHLMC Multifamily Structured Pass Through Certificates, Ser KW01, Cl A2
2.853%, 01/25/2026		1,505		1,452
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF34, Cl A
5.806%, SOFR30A + 0.474%, 08/25/2024(C)		155		154
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF37, Cl A
5.806%, SOFR30A + 0.474%, 09/25/2027(C)		78		78
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF38, Cl A
5.776%, SOFR30A + 0.444%, 09/25/2024(C)		198		197
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF39, Cl A
5.766%, SOFR30A + 0.434%, 11/25/2024(C)		126		126


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF40, Cl A
5.786%, SOFR30A + 0.454%, 11/25/2027(C)	$	40	$	40
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF43, Cl A
5.686%, SOFR30A + 0.354%, 01/25/2028(C)		338		334
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF51, Cl A
5.846%, SOFR30A + 0.514%, 08/25/2025(C)		116		116
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF68, Cl A
5.936%, SOFR30A + 0.604%, 07/25/2026(C)		580		579
FHLMC Multifamily Structured Pass-Through Certificates, Ser KF86, Cl AL
5.736%, SOFR30A + 0.404%, 08/25/2027(C)		326		323
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ34, Cl A1
0.681%, 06/25/2026		320		305
FHLMC Multifamily Structured Pass-Through Certificates, Ser KJ37, Cl A1
1.679%, 12/25/2027		2,052		1,880
FHLMC Multifamily Structured Pass-Through Certificates, Ser Q004, Cl AFL
5.829%, 12MTA + 0.740%, 05/25/2044(C)		378		378
FHLMC REMIC CMO, Ser 2005-2922, Cl FE
5.689%, SOFR30A + 0.364%, 02/15/2035(C)		382		377
FHLMC REMIC CMO, Ser 2005-2990, Cl LK
5.809%, SOFR30A + 0.484%, 10/15/2034(C)		484		482
FHLMC REMIC CMO, Ser 2006-3102, Cl FB
5.739%, SOFR30A + 0.414%, 01/15/2036(C)		137		137
FHLMC REMIC CMO, Ser 2006-3136, Cl KF
5.739%, SOFR30A + 0.414%, 04/15/2036(C)		171		169
FHLMC REMIC CMO, Ser 2009-3616, Cl FG
6.089%, SOFR30A + 0.764%, 03/15/2032(C)		214		214
FHLMC REMIC CMO, Ser 2010-3762, Cl FP
5.889%, SOFR30A + 0.564%, 03/15/2040(C)		28		28
FHLMC REMIC CMO, Ser 2010-3774, Cl EW
3.500%, 12/15/2025		74		72
FHLMC REMIC CMO, Ser 2011-3895, Cl FM
5.789%, SOFR30A + 0.464%, 12/15/2040(C)		44		44


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC REMIC CMO, Ser 2012-4048, Cl GF
5.789%, SOFR30A + 0.464%, 10/15/2040(C)	$	5	$	5
FHLMC REMIC CMO, Ser 2012-4094, Cl BF
5.839%, SOFR30A + 0.514%, 08/15/2032(C)		325		325
FHLMC REMIC CMO, Ser 2012-4102, Cl LF
5.689%, SOFR30A + 0.364%, 01/15/2040(C)		47		47
FHLMC REMIC CMO, Ser 2013-4203, Cl DM
3.000%, 04/15/2033		138		133
FHLMC REMIC CMO, Ser 2014-4379, Cl CD
2.500%, 04/15/2033		99		97
FHLMC REMIC CMO, Ser 2015-4482, Cl CA
3.000%, 04/15/2034		822		794
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A
6.622%, SOFR30A + 1.300%, 02/25/2042(B)(C)		746		749
FNMA
4.390%, 07/01/2028		3,870		3,815
3.500%, 09/01/2034		3,253		3,102
3.000%, 10/01/2030 to 02/01/2035		5,187		4,914
2.990%, 01/01/2026(C)		2,108		2,043
2.890%, 12/01/2025		5,195		4,995
2.690%, 06/01/2026		1,428		1,358
2.500%, 02/01/2031 to 11/01/2034		4,711		4,423
2.000%, 04/01/2031		714		661
FNMA REMIC CMO, Ser 2005-83, Cl FP
5.766%, SOFR30A + 0.444%, 10/25/2035(C)		463		457
FNMA REMIC CMO, Ser 2006-31, Cl FP
5.736%, SOFR30A + 0.414%, 05/25/2036(C)		79		78
FNMA REMIC CMO, Ser 2006-56, Cl FE
5.866%, SOFR30A + 0.544%, 07/25/2036(C)		390		386
FNMA REMIC CMO, Ser 2007-98, Cl FD
5.886%, SOFR30A + 0.564%, 06/25/2037(C)		237		233
FNMA REMIC CMO, Ser 2008-24, Cl PF
6.086%, SOFR30A + 0.764%, 02/25/2038(C)		51		51
FNMA REMIC CMO, Ser 2010-43, Cl VF
5.986%, SOFR30A + 0.664%, 05/25/2040(C)		284		282
FNMA REMIC CMO, Ser 2012-111, Cl NF
5.786%, SOFR30A + 0.464%, 05/25/2042(C)		412		404
FNMA REMIC CMO, Ser 2012-113, Cl PB
2.000%, 10/25/2040		412		389


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FNMA REMIC CMO, Ser 2012-54, Cl CF
6.136%, SOFR30A + 0.814%, 05/25/2042(C)	$	145	$	144
FNMA REMIC CMO, Ser 2013-116, Cl CB
2.500%, 04/25/2033		99		96
FNMA REMIC CMO, Ser 2016-48, Cl UF
5.836%, SOFR30A + 0.514%, 08/25/2046(C)		167		165
FNMA REMIC CMO, Ser 2019-79, Cl FA
5.936%, SOFR30A + 0.614%, 01/25/2050(C)		395		383
FNMA REMIC CMO, Ser 2020-10, Cl FA
5.936%, SOFR30A + 0.614%, 03/25/2050(C)		1,064		1,035
FNMA TBA
5.500%, 03/15/2054		4,250		4,204
5.000%, 03/15/2039 to 03/15/2054		45,225		44,388
4.500%, 03/15/2039 to 03/15/2054		56,200		54,056
4.000%, 03/01/2039 to 04/01/2039		40,825		38,231
3.500%, 03/01/2041		6,775		6,409
FNMA, Ser M15, Cl A2
2.923%, 10/25/2025(C)		971		940
FNMA, Ser M17, Cl A2
2.911%, 11/25/2025(C)		1,913		1,849
FNMA, Ser M3, Cl A2
2.702%, 02/25/2026		2,462		2,360
FRESB Mortgage Trust, Ser SB14, Cl A10F
2.590%, 03/25/2026(C)		1,040		991
FRESB Mortgage Trust, Ser SB15, Cl A10F
2.350%, 03/25/2026(C)		1,609		1,534
FRESB Mortgage Trust, Ser SB17, Cl A10F
2.420%, 05/25/2026(C)		2,981		2,831
FRESB Mortgage Trust, Ser SB50, Cl A10F
3.317%, 04/25/2028(C)		843		796
FRESB Mortgage Trust, Ser SB52, Cl A10F
3.464%, 06/25/2028(C)		5,072		4,805
FRESB Mortgage Trust, Ser SB53, Cl A10F
3.627%, 06/25/2028(C)		4,210		3,993
FRESB Mortgage Trust, Ser SB54, Cl A10F
3.520%, 05/25/2028(C)		1,211		1,142
FRESB Mortgage Trust, Ser SB59, Cl A10F
3.470%, 01/25/2029(C)		322		299
GNMA
3.625%, H15T1Y + 1.500%, 02/20/2041(C)		64		65
3.000%, 01/20/2027		429		417
GNMA CMO, Ser 2007-1, Cl F
5.734%, TSFR1M + 0.414%, 01/20/2037(C)		315		313
GNMA CMO, Ser 2010-98, Cl QF
5.834%, TSFR1M + 0.514%, 01/20/2040(C)		51		51


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
GNMA CMO, Ser 2011-151, Cl BF
5.784%, TSFR1M + 0.464%, 04/20/2041(C)	$	270	$	265
GNMA CMO, Ser 2012-77, Cl FM
6.106%, TSFR1M + 0.784%, 11/16/2039(C)		331		331
GNMA CMO, Ser 2023-111, Cl FN
6.524%, SOFR30A + 1.200%, 08/20/2053(C)		4,137		4,146
GNMA CMO, Ser 2023-113, Cl FD
6.500%, SOFR30A + 1.350%, 08/20/2053(C)		3,076		3,078
GNMA CMO, Ser 2023-116, Cl FL
6.474%, SOFR30A + 1.150%, 08/20/2053(C)		3,118		3,125
GNMA CMO, Ser 2023-128, Cl CF
6.524%, SOFR30A + 1.200%, 08/20/2053(C)		3,298		3,306
GNMA TBA
5.500%, 03/20/2038		5,225		5,190
5.000%, 03/01/2039		8,200		8,009
4.500%, 03/01/2039		10,375		9,907
GNMA, Ser 109, Cl B
3.313%, 10/16/2041(C)		764		758
GNMA, Ser 157, Cl C
3.150%, 10/16/2054(C)		1,081		1,033
GNMA, Ser 2008-92, Cl E
5.556%, 03/16/2044(C)		294		291
GNMA, Ser 2010-159, Cl D
4.558%, 09/16/2044(C)		330		323
GNMA, Ser 23, Cl D
3.488%, 07/16/2049(C)		341		324


				278,823
Non-Agency Mortgage-Backed Obligations — 7.9%
Ameriquest Mortgage Securities Asset-Backed Pass-Through, Ser 2005-R9, Cl M1
5.905%, TSFR1M + 0.819%, 11/25/2035(C)		882		856
Ashford Hospitality Trust, Ser 2018-KEYS, Cl A
6.490%, TSFR1M + 1.172%, 06/15/2035(B)(C)		357		354
Banc of America Funding Trust, Ser 2014-R6, Cl 2A13
5.710%, 07/26/2036(B)(C)		1,994		1,961
Bank of America Commercial Mortgage Trust, Ser 2017-BNK3, Cl ASB
3.366%, 02/15/2050		865		841
BANK, Ser 2017-BNK7, Cl ASB
3.265%, 09/15/2060		2,722		2,640


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BANK, Ser BN14, Cl A2
4.128%, 09/15/2060	$	335	$	334
BANK, Ser BN14, Cl ASB
4.185%, 09/15/2060		454		443
BANK, Ser BN21, Cl ASB
2.808%, 10/17/2052		2,625		2,458
BANK, Ser BNK8, Cl ASB
3.314%, 11/15/2050		1,699		1,639
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
7.573%, TSFR1M + 2.254%, 10/15/2037(B)(C)		1,000		994
BBCMS Mortgage Trust, Ser C7, Cl A1
1.079%, 04/15/2053		403		394
Benchmark Mortgage Trust, Ser 2020-B17, Cl A2
2.211%, 03/15/2053		9,585		8,837
Benchmark Mortgage Trust, Ser B19, Cl A1
0.628%, 09/15/2053		219		213
Benchmark Mortgage Trust, Ser B5, Cl A2
4.077%, 07/15/2051		1,287		1,252
Benchmark Mortgage Trust, Ser B9, Cl AAB
3.933%, 03/15/2052		1,720		1,668
BHMS, Ser ATLS, Cl C
7.515%, TSFR1M + 2.197%, 07/15/2035(B)(C)		3,690		3,606
BMO Mortgage Trust, Ser 2022-C3, Cl A1
5.252%, 09/15/2054(C)		1,398		1,389
BOCA Commercial Mortgage Trust, Ser BOCA, Cl A
7.087%, TSFR1M + 1.770%, 05/15/2039(B)(C)		500		500
BX Commercial Mortgage Trust, Ser 2021-VINO, Cl A
6.085%, TSFR1M + 0.767%, 05/01/2038(B)(C)		1,192		1,180
BX Commercial Mortgage Trust, Ser CIP, Cl A
6.354%, TSFR1M + 1.035%, 12/15/2038(B)(C)		1,250		1,234
BX Commercial Mortgage Trust, Ser VKNG, Cl A
6.363%, TSFR1M + 1.044%, 10/15/2037(B)(C)		965		962
BX Trust, Ser 2021-MFM1, Cl A
6.133%, TSFR1M + 0.814%, 01/15/2034(B)(C)		1,862		1,848
BX Trust, Ser CALM, Cl B
6.533%, TSFR1M + 1.214%, 11/15/2032(B)(C)		606		603
BX Trust, Ser SDMF, Cl A
6.022%, TSFR1M + 0.703%, 09/15/2034(B)(C)		1,843		1,820


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BXP Trust, Ser CC, Cl D
3.552%, 08/13/2037(B)(C)	$	710	$	535
CAMB Commercial Mortgage Trust, Ser 2019-LIFE, Cl A
6.685%, TSFR1M + 1.367%, 12/15/2037(B)(C)		815		815
Carrington Mortgage Loan Trust Series, Ser 2006-OPT1, Cl M1
5.960%, TSFR1M + 0.639%, 02/25/2036(C)		1,619		1,585
CD Commercial Mortgage Trust, Ser 2016-CD1, Cl ASB
2.622%, 08/10/2049		3,639		3,505
CD Commercial Mortgage Trust, Ser 2017-CD4, Cl ASB
3.317%, 05/10/2050		1,357		1,315
CD Mortgage Trust, Ser CD7, Cl ASB
4.213%, 08/15/2051		357		348
CIM Trust, Ser 2022-I1, Cl A1
4.350%, 02/25/2067(B)(C)		968		938
Citigroup Commercial Mortgage Trust, Ser 2015-GC31, Cl AAB
3.431%, 06/10/2048		442		436
Citigroup Commercial Mortgage Trust, Ser C4, Cl AAB
3.297%, 10/12/2050		1,377		1,326
Citigroup Commercial Mortgage Trust, Ser GC21, Cl AS
4.026%, 05/10/2047		1,375		1,362
Citigroup Commercial Mortgage Trust, Ser GC36, Cl AAB
3.368%, 02/10/2049		500		490
Citigroup Commercial Mortgage Trust, Ser GC37, Cl AAB
3.098%, 04/10/2049		826		805
Citigroup Commercial Mortgage Trust, Ser PRM2, Cl A
6.383%, TSFR1M + 1.064%, 10/15/2038(B)(C)		1,782		1,766
Citigroup Mortgage Loan Trust, Ser 2006-AMC1, Cl A1
5.725%, TSFR1M + 0.404%, 09/25/2036(B)(C)		1,531		1,450
Cold Storage Trust, Ser 2020-ICE5, Cl A
6.337%, TSFR1M + 1.014%, 11/15/2037(B)(C)		1,474		1,470
COMM Mortgage Trust, Ser 2014-UBS6, Cl ASB
3.387%, 12/10/2047		255		253
COMM Mortgage Trust, Ser DC1, Cl AM
3.724%, 02/10/2048		930		886
COMM Mortgage Trust, Ser PC1, Cl A4
3.620%, 07/10/2050		1,033		1,015


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2022-R08, Cl 1M1
7.872%, SOFR30A + 2.550%, 07/25/2042(B)(C)	$	1,434	$	1,473
Connecticut Avenue Securities Trust, Ser 2023-R08, Cl 1M1
6.822%, SOFR30A + 1.500%, 10/25/2043(B)(C)		2,653		2,658
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl A
6.345%, TSFR1M + 1.027%, 05/15/2036(B)(C)		1,496		1,496
Credit Suisse Mortgage Capital Certificates, Ser 2019-ICE4, Cl B
6.595%, TSFR1M + 1.277%, 05/15/2036(B)(C)		1,097		1,097
Credit Suisse Mortgage Capital Certificates, Ser ICE4, Cl D
6.965%, TSFR1M + 1.647%, 05/15/2036(B)(C)		2,893		2,891
CSAIL Commercial Mortgage Trust, Ser 2016-C5, Cl ASB
3.533%, 11/15/2048		18		17
CSAIL Commercial Mortgage Trust, Ser C15, Cl ASB
3.903%, 03/15/2052		850		826
CSMC Series, Ser 2014-6R, Cl 15A2
2.235%, TSFR1M + 0.264%, 11/27/2036(B)(C)		929		892
CSMC Series, Ser 2015-6R, Cl 2A1
6.449%, TSFR1M + 0.314%, 11/27/2046(B)(C)		1,205		1,185
CSMC Trust, Ser 2022-RPL3, Cl A1
3.765%, 03/25/2061(B)(C)		2,493		2,454
DBGS Mortgage Trust, Ser 2018-BIOD, Cl A
6.417%, TSFR1M + 1.099%, 05/15/2035(B)(C)		1,773		1,765
DBJPM Mortgage Trust, Ser C3, Cl ASB
2.756%, 08/10/2049		876		847
Extended Stay America Trust, Ser ESH, Cl A
6.513%, TSFR1M + 1.194%, 07/15/2038(B)(C)		2,028		2,026
First Franklin Mortgage Loan Trust, Ser 2006-FF15, Cl A5
5.595%, TSFR1M + 0.274%, 11/25/2036(C)		911		894
First Franklin Mortgage Loan Trust, Ser 2006-FF18, Cl A1
5.655%, TSFR1M + 0.334%, 12/25/2037(C)		1,668		1,565


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
First Franklin Mortgage Loan Trust, Ser 2006-FF9, Cl 1A
5.685%, TSFR1M + 0.364%, 06/25/2036(C)	$	877	$	865
Fontainebleau Miami Beach Trust, Ser FBLU, Cl A
3.144%, 12/10/2036(B)		2,278		2,217
Fontainebleau Miami Beach Trust, Ser FBLU, Cl B
3.447%, 12/10/2036(B)		3,400		3,310
FS Rialto, Ser 2019-FL1, Cl A
6.636%, TSFR1M + 1.314%, 12/16/2036(B)(C)		716		711
GCAT Trust, Ser 2021-NQM6, Cl A1
1.855%, 08/25/2066(B)(C)		2,502		2,196
Great Wolf Trust, Ser WOLF, Cl C
7.266%, TSFR1M + 1.947%, 12/15/2036(B)(C)		2,690		2,684
Great Wolf Trust, Ser WOLF, Cl A
6.667%, TSFR1M + 1.348%, 12/15/2036(B)(C)		3,400		3,398
Great Wolf Trust, Ser WOLF, Cl B
6.967%, TSFR1M + 1.648%, 12/15/2036(B)(C)		3,500		3,495
GS Mortgage Securities II Trust, Ser 2023-SHIP, Cl A
4.322%, 09/10/2038(B)(C)		6,600		6,390
GS Mortgage Securities Trust, Ser 2016-GS3, Cl AAB
2.777%, 10/10/2049		1,300		1,264
GS Mortgage Securities Trust, Ser GS5, Cl AAB
3.467%, 03/10/2050		699		677
GS Mortgage-Backed Securities Trust, Ser 2018-RPL1, Cl A1A
3.750%, 10/25/2057(B)		595		571
GSAA Home Equity Trust, Ser 2005-6, Cl M1
6.080%, TSFR1M + 0.759%, 06/25/2035(C)		512		503
GSAA Home Equity Trust, Ser 2007-8, Cl A3
6.335%, TSFR1M + 1.014%, 08/25/2037(C)		336		319
Hilton USA Trust, Ser 2016-HHV, Cl D
4.194%, 11/05/2038(B)(C)		2,430		2,270
Houston Galleria Mall Trust, Ser 2015-HGLR, Cl A1A2
3.087%, 03/05/2037(B)		1,725		1,664
Houston Galleria Mall Trust, Ser HGLR, Cl D
3.982%, 03/05/2037(B)		1,400		1,317
Houston Galleria Mall Trust, Ser HGLR, Cl A1A1
3.087%, 03/05/2037(B)		1,200		1,160


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Impac CMB Trust Series, Ser 2004-6, Cl 1A1
6.235%, TSFR1M + 0.914%, 10/25/2034(C)	$	547	$	529
Independence Plaza Trust, Ser INDP, Cl A
3.763%, 07/10/2035(B)		1,095		1,046
JPMBB Commercial Mortgage Securities Trust, Ser 2015-C31, Cl ASB
3.540%, 08/15/2048		726		714
JPMCC Commercial Mortgage Securities Trust, Ser JP7, Cl ASB
3.241%, 09/15/2050		3,801		3,659
JPMDB Commercial Mortgage Securities Trust, Ser 2016-C2, Cl ASB
2.954%, 06/15/2049		393		382
JPMorgan Chase Commercial Mortgage Securities Trust, Ser 2021-MHC, Cl A
6.233%, TSFR1M + 0.914%, 04/15/2038(B)(C)		1,502		1,499
JPMorgan Chase Commercial Mortgage Securities Trust, Ser JP3, Cl ASB
2.777%, 08/15/2049		2,345		2,265
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl M1
5.665%, TSFR1M + 0.344%, 05/25/2037(C)		3,000		2,869
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH4, Cl A5
5.675%, TSFR1M + 0.354%, 05/25/2037(C)		841		833
JPMorgan Mortgage Acquisition Trust, Ser 2007-CH5, Cl A1
5.595%, TSFR1M + 0.274%, 06/25/2037(C)		1,340		1,326
JPMorgan Wealth Management, Ser 2021-CL1, Cl M1
6.622%, SOFR30A + 1.300%, 03/25/2051(B)(C)		2,497		2,356
LHOME Mortgage Trust, Ser 2021-RTL3, Cl A1
2.363%, 09/25/2026(B)(D)		1,172		1,153
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(B)		1,746		1,744
Merrill Lynch Mortgage Investors Trust, Ser 2004-A, Cl A1
5.895%, TSFR1M + 0.574%, 04/25/2029(C)		143		132
Mill City Mortgage Loan Trust, Ser 2018-4, Cl A1B
3.500%, 04/25/2066(B)(C)		345		332
Mill City Mortgage Loan Trust, Ser 2019-1, Cl A1
3.250%, 10/25/2069(B)(C)		1,738		1,663


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Mill City Mortgage Loan Trust, Ser 2021-NMR1, Cl A1
1.125%, 11/25/2060(B)(C)	$	1,891	$	1,761
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2014-C18, Cl ASB
3.621%, 10/15/2047		3		3
Morgan Stanley Bank of America Merrill Lynch Trust, Ser 2015-C26, Cl ASB
3.323%, 10/15/2048		207		204
Morgan Stanley Capital I, Ser HR2, Cl ASB
3.509%, 12/15/2050		1,012		977
Nationstar Home Equity Loan Trust, Ser 2007-B, Cl 2AV4
5.755%, TSFR1M + 0.434%, 04/25/2037(C)		517		505
Newcastle Mortgage Securities Trust, Ser 2007-1, Cl 1A1
5.625%, TSFR1M + 0.304%, 04/25/2037(C)		1,355		1,280
One New York Plaza Trust, Ser 1NYP, Cl A
6.383%, TSFR1M + 1.064%, 01/15/2036(B)(C)		952		926
OPG Trust, Ser PORT, Cl A
5.917%, TSFR1M + 0.598%, 10/15/2036(B)(C)		1,323		1,303
Opteum Mortgage Acceptance Asset Backed Pass-Through Certificates 2005-2, Ser 2005-2, Cl M5
6.410%, TSFR1M + 1.089%, 04/25/2035(C)		129		132
Ownit Mortgage Loan Trust Series, Ser 2006-3, Cl A2D
5.975%, TSFR1M + 0.654%, 03/25/2037(C)		2,091		1,978
PRKCM Trust, Ser 2021-AFC2, Cl A1
2.071%, 11/25/2056(B)(C)		5,274		4,400
RASC Series Trust, Ser 2005-EMX2, Cl M5
6.485%, TSFR1M + 0.814%, 07/25/2035(C)		70		71
SREIT Trust, Ser 2021-MFP, Cl B
6.512%, TSFR1M + 1.194%, 11/15/2038(B)(C)		1,435		1,421
Structured Asset Securities Mortgage Loan Trust, Ser 2005-WF2, Cl M1
6.005%, TSFR1M + 0.684%, 05/25/2035(C)		36		36
STWD, Ser 2019-FL1, Cl A
6.512%, TSFR1M + 1.194%, 07/15/2038(B)(C)		75		74
Towd Point Mortgage Trust, Ser 2017-4, Cl A1
2.750%, 06/25/2057(B)(C)		87		83


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Towd Point Mortgage Trust, Ser 2018-4, Cl A1
3.000%, 06/25/2058(B)(C)	$	1,642	$	1,519
Towd Point Mortgage Trust, Ser 2018-6, Cl A1
3.750%, 03/25/2058(B)(C)		1,059		1,009
Towd Point Mortgage Trust, Ser 2019-4, Cl A1
2.900%, 10/25/2059(B)(C)		2,515		2,354
Towd Point Mortgage Trust, Ser 2019-HY2, Cl A1
6.435%, TSFR1M + 1.114%, 05/25/2058(B)(C)		1,234		1,255
Towd Point Mortgage Trust, Ser 2020-4, Cl A1
1.750%, 10/25/2060(B)		1,076		940
Towd Point Mortgage Trust, Ser 2021-1, Cl A1
2.250%, 11/25/2061(B)(C)		1,495		1,360
Towd Point Mortgage Trust, Ser 2021-SJ1, Cl A1
2.250%, 07/25/2068(B)(C)		691		647
UBS Commercial Mortgage Trust, Ser 2017-C6, Cl ASB
3.504%, 12/15/2050		730		706
UBS Commercial Mortgage Trust, Ser C12, Cl A2
4.152%, 08/15/2051		167		164
UBS Commercial Mortgage Trust, Ser C7, Cl ASB
3.586%, 12/15/2050		2,842		2,762
WaMu Mortgage Pass-Through Certificates, Ser 2005-AR15, Cl A1A1
5.955%, TSFR1M + 0.634%, 11/25/2045(C)		859		776
Wells Fargo Commercial Mortgage Trust, Ser 2016-C32, Cl ASB
3.324%, 01/15/2059		771		756
Wells Fargo Commercial Mortgage Trust, Ser 2017-C41, Cl ASB
3.390%, 11/15/2050		800		773
Wells Fargo Commercial Mortgage Trust, Ser BNK1, Cl ASB
2.514%, 08/15/2049		386		375
Wells Fargo Commercial Mortgage Trust, Ser C28, Cl A3
3.290%, 05/15/2048		2,008		1,954
Wells Fargo Commercial Mortgage Trust, Ser C31, Cl A3
3.427%, 11/15/2048		3,923		3,816
Wells Fargo Commercial Mortgage Trust, Ser C34, Cl ASB
2.911%, 06/15/2049		1,190		1,163


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Wells Fargo Commercial Mortgage Trust, Ser C52, Cl ASB
2.833%, 08/15/2052	$	1,400	$	1,315
Wells Fargo Commercial Mortgage Trust, Ser C57, Cl A1
0.903%, 08/15/2053		1,020		981
Wells Fargo Commercial Mortgage Trust, Ser SMP, Cl A
6.239%, TSFR1M + 0.921%, 12/15/2034(B)(C)		1,125		1,071
WFRBS Commercial Mortgage Trust, Ser C21, Cl A5
3.678%, 08/15/2047		1,183		1,169


				179,944
Total Mortgage-Backed Securities
(Cost $465,349) ($ Thousands)				458,767



ASSET-BACKED SECURITIES — 20.0%
Automotive — 10.2%

American Credit Acceptance Receivables Trust, Ser 2021-1, Cl D
1.140%, 03/15/2027 (B)		3,045		3,011
AmeriCredit Automobile Receivables Trust, Ser 2021-1, Cl D
1.210%, 12/18/2026		1,171		1,103
AmeriCredit Automobile Receivables Trust, Ser 2022-2, Cl C
5.320%, 04/18/2028		3,000		2,996
ARI Fleet Lease Trust, Ser 2023-B, Cl A2
6.050%, 07/15/2032 (B)		7,330		7,383
Avis Budget Rental Car Funding AESOP LLC, Ser 2021-2A, Cl A
1.660%, 02/20/2028 (B)		3,378		3,055
BOF VII AL Funding Trust I, Ser 2023-CAR3, Cl A2
6.291%, 07/26/2032 (B)		6,475		6,513
CarMax Auto Owner Trust, Ser 2022-2, Cl A4
3.620%, 09/15/2027		3,632		3,526
Carmax Auto Owner Trust, Ser 2023-2, Cl A3
5.050%, 01/18/2028		10,103		10,073
Carmax Auto Owner Trust, Ser 2023-2, Cl B
5.180%, 11/15/2028		1,000		992
Carmax Auto Owner Trust, Ser 2023-3, Cl A3
5.280%, 05/15/2028		6,650		6,667
CarMax Auto Owner Trust, Ser 2024-1, Cl A3
4.920%, 10/16/2028		8,330		8,294


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
CarMax Auto Owner Trust, Ser 2024-1, Cl B
5.170%, 08/15/2029	$	4,120	$	4,104
Citizens Auto Receivables Trust, Ser 2023-1, Cl A3
5.840%, 01/18/2028 (B)		9,415		9,508
Credit Acceptance Auto Loan Trust, Ser 2023-3A, Cl A
6.390%, 08/15/2033 (B)		6,440		6,515
Drive Auto Receivables Trust, Ser 2021-2, Cl C
0.870%, 10/15/2027		718		712
Drive Auto Receivables Trust, Ser 2021-2, Cl D
1.390%, 03/15/2029		2,470		2,356
Enterprise Fleet Financing LLC, Ser 2023-2, Cl A2
5.560%, 04/22/2030 (B)		6,620		6,624
Enterprise Fleet Financing LLC, Ser 2024-1, Cl A2
5.230%, 03/20/2030 (B)		6,355		6,342
Exeter Automobile Receivables Trust, Ser 2020-1A, Cl E
3.740%, 01/15/2027 (B)		2,750		2,712
Exeter Automobile Receivables Trust, Ser 2021-3A, Cl C
0.960%, 10/15/2026		912		895
Exeter Automobile Receivables Trust, Ser 2021-4A, Cl C
1.460%, 10/15/2027		2,129		2,099
Exeter Automobile Receivables Trust, Ser 2022-6A, Cl C
6.320%, 05/15/2028		2,015		2,027
Flagship Credit Auto Trust, Ser 2019-4, Cl D
3.120%, 01/15/2026 (B)		1,933		1,908
Flagship Credit Auto Trust, Ser 2020-3, Cl D
2.500%, 09/15/2026 (B)		2,400		2,296
Flagship Credit Auto Trust, Ser 2021-1, Cl C
0.910%, 03/15/2027 (B)		2,560		2,496
Ford Credit Auto Lease Trust, Ser 2023-A, Cl A4
4.830%, 05/15/2026		18,000		17,876
Ford Credit Auto Owner Trust, Ser 2020-2, Cl A
1.060%, 04/15/2033 (B)		10,485		9,796
GM Financial Consumer Automobile Receivables Trust, Ser 2022-3, Cl A4
3.710%, 12/16/2027		1,000		971
GTE Auto Receivables Trust, Ser 2023-1, Cl A3
5.180%, 03/15/2028 (B)		8,475		8,401
Huntington Auto Trust, Ser 2024-1A, Cl A3
5.230%, 01/16/2029 (B)		8,415		8,441


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Hyundai Auto Receivables Trust, Ser 2023-B, Cl A4
5.310%, 08/15/2029	$	194	$	195
JPMorgan Chase Bank - CACLN, Ser 2021-2, Cl B
0.889%, 12/26/2028 (B)		634		622
JPMorgan Chase Bank - CACLN, Ser 2021-3, Cl D
1.009%, 02/26/2029 (B)		651		630
LAD Auto Receivables Trust, Ser 2023-2A, Cl C
5.580%, 09/15/2028 (B)		2,180		2,166
Navistar Financial Dealer Note Master Owner Trust II, Ser 2023-1, Cl A
6.180%, 08/25/2028 (B)		5,090		5,118
Navistar Financial Dealer Note Master Owner Trust II, Ser 2023-1, Cl B
6.480%, 08/25/2028 (B)		1,363		1,367
Santander Consumer Auto Receivables Trust, Ser 2020-BA, Cl F
7.030%, 08/15/2028 (B)		1,250		1,250
Santander Drive Auto Receivables Trust, Ser 2020-4, Cl D
1.480%, 01/15/2027		1,498		1,470
Santander Drive Auto Receivables Trust, Ser 2022-4, Cl C
5.000%, 11/15/2029		3,185		3,142
Santander Revolving Auto Loan Trust, Ser 2019-A, Cl A
2.510%, 01/26/2032 (B)		1,775		1,733
SBNA Auto Lease Trust, Ser 2023-A, Cl A3
6.510%, 04/20/2027 (B)		10,900		11,085
SBNA Auto Lease Trust, Ser 2024-A, Cl A4
5.240%, 01/22/2029 (B)		8,860		8,839
Toyota Auto Loan Extended Note Trust, Ser 2022-1A, Cl A
3.820%, 04/25/2035 (B)		8,360		8,084
Toyota Auto Receivables Owner Trust, Ser 2022-C, Cl A3
3.760%, 04/15/2027		6,374		6,265
US Bank, Ser 2023-1, Cl B
6.789%, 08/25/2032 (B)		1,755		1,766
Westlake Automobile Receivables Trust, Ser 2020-3A, Cl D
1.650%, 02/17/2026 (B)		1,351		1,334
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl B
5.410%, 01/18/2028 (B)		2,940		2,932
Wheels Fleet Lease Funding 1 LLC, Ser 2023-1A, Cl B
5.800%, 04/18/2038 (B)		12,695		12,664


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
World Omni Auto Receivables Trust, Ser 2021-B, Cl B
1.040%, 06/15/2027	$	3,050	$	2,873
World Omni Auto Receivables Trust, Ser 2023-C, Cl A3
5.150%, 11/15/2028		10,425		10,435
				233,662

Credit Cards — 3.2%

American Express Credit Account Master Trust, Ser 2023-1, Cl A
4.870%, 05/15/2028		2,000		1,997
BA Credit Card Trust, Ser 2023-A2, Cl A2
4.980%, 11/15/2028		8,741		8,765
Barclays Dryrock Issuance Trust, Ser 2023-1, Cl A
4.720%, 02/15/2029		1,950		1,937
Capital One Multi-Asset Execution Trust, Ser 2022-A2, Cl A
3.490%, 05/15/2027		10,125		9,918
CARDS II Trust, Ser 2023-2A, Cl B
6.379%, 07/15/2028 (B)		11,190		11,219
First National Master Note Trust, Ser 2023-1, Cl A
5.130%, 04/15/2029		5,935		5,915
Golden Credit Card Trust, Ser 2022-4A, Cl A
4.310%, 09/15/2027 (B)		15,985		15,760
Synchrony Card Funding LLC, Ser 2022-A1, Cl A
3.370%, 04/15/2028		10,611		10,378
Synchrony Card Funding LLC, Ser 2023-A1, Cl A
5.540%, 07/15/2029		6,270		6,321
				72,210

Other Asset-Backed Securities — 6.6%

AMMC CLO 15, Ser 2021-15A, Cl AR3
6.696%, TSFR3M + 1.382%, 01/15/2032 (B)(C)		1,296		1,298
AMMC CLO 22, Ser 2018-22A, Cl A
6.616%, TSFR3M + 1.292%, 04/25/2031 (B)(C)		612		613
Apidos CLO XXII, Ser 2020-22A, Cl A1R
6.639%, TSFR3M + 1.322%, 04/20/2031 (B)(C)		2,254		2,259
Barings CLO, Ser 2018-3A, Cl A1
6.529%, TSFR3M + 1.212%, 07/20/2029 (B)(C)		177		177
Barings CLO, Ser 2018-4A, Cl A2
7.026%, TSFR3M + 1.712%, 10/15/2030 (B)(C)		2,600		2,589


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Bear Stearns Asset Backed Securities Trust, Ser 2006-2, Cl M5
7.460%, TSFR1M + 2.139%, 07/25/2036 (C)	$	61	$	61
Bear Stearns Asset Backed Securities Trust, Ser 2006-HE9, Cl 1A2
5.735%, TSFR1M + 0.414%, 11/25/2036 (C)		2,103		2,034
Carbone CLO, Ser 2017-1A, Cl A1
6.719%, TSFR3M + 1.402%, 01/20/2031 (B)(C)		1,619		1,622
CIFC Funding, Ser 2018-3RA, Cl A1
6.560%, TSFR3M + 1.242%, 04/24/2031 (B)(C)		382		383
CNH Equipment Trust, Ser 2023-A, Cl A3
4.810%, 08/15/2028		6,160		6,126
Countrywide Asset-Backed Certificates, Ser 2006-BC4, Cl 2A3
5.915%, TSFR1M + 0.594%, 11/25/2036 (C)		324		321
Credit-Based Asset Servicing & Securitization LLC, Ser 2005-CB3, Cl M3
3.520%, TSFR1M + 1.089%, 06/25/2035 (C)		114		114
Dell Equipment Finance Trust, Ser 2023-2, Cl A3
5.650%, 01/22/2029 (B)		3,915		3,932
Dell Equipment Finance Trust, Ser 2023-2, Cl B
5.770%, 01/22/2029 (B)		2,195		2,198
Domino's Pizza Master Issuer LLC, Ser 2015-1A, Cl A2II
4.474%, 10/25/2045 (B)		2,133		2,088
Dryden 41 Senior Loan Fund, Ser 2018-41A, Cl BR
6.876%, TSFR3M + 1.562%, 04/15/2031 (B)(C)		1,340		1,330
Eaton Vance CLO, Ser 2021-1A, Cl AR
6.676%, TSFR3M + 1.362%, 04/15/2031 (B)(C)		1,914		1,915
FirstKey Homes Trust, Ser 2020-SFR1, Cl A
1.339%, 08/17/2037 (B)		3,878		3,638
FirstKey Homes Trust, Ser 2022-SFR2, Cl A
4.250%, 07/17/2039 (B)		9,305		9,008
Ford Credit Floorplan Master Owner Trust A, Ser 2020-2, Cl A
1.060%, 09/15/2027		2,740		2,569
Ford Credit Floorplan Master Owner Trust A, Ser 2023-1, Cl B
5.310%, 05/15/2028 (B)		2,450		2,426


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Fremont Home Loan Trust, Ser 2005-E, Cl 2A4
6.095%, TSFR1M + 0.774%, 01/25/2036 (C)	$	2,053	$	1,934
Goldentree Loan Management US CLO 3, Ser 2018-3A, Cl AJ
6.879%, TSFR3M + 1.562%, 04/20/2030 (B)(C)		1,700		1,692
GreatAmerica Leasing Receivables, Ser 2023-1, Cl A3
5.150%, 07/15/2027 (B)		3,235		3,205
Greenwood Park CLO Ltd., Ser 2018-1A, Cl A2
6.586%, TSFR3M + 1.272%, 04/15/2031 (B)(C)		1,825		1,827
Hilton Grand Vacations Trust, Ser 2020-AA, Cl A
2.740%, 02/25/2039 (B)		1,378		1,303
HPEFS Equipment Trust, Ser 2024-1A, Cl B
5.180%, 05/20/2031 (B)		4,400		4,378
HSI Asset Securitization Trust, Ser 2006-OPT1, Cl M1
5.975%, TSFR1M + 0.654%, 12/25/2035 (C)		13		13
HSI Asset Securitization Trust, Ser 2006-OPT2, Cl M2
6.020%, TSFR1M + 0.699%, 01/25/2036 (C)		470		459
LCM XXIV, Ser 2021-24A, Cl AR
6.559%, TSFR3M + 1.242%, 03/20/2030 (B)(C)		722		723
M&T Equipment, Ser 2023-1A, Cl A3
5.740%, 07/15/2030 (B)		6,775		6,777
Madison Park Funding XVII, Ser 2021-17A, Cl AR2
6.579%, TSFR3M + 1.262%, 07/21/2030 (B)(C)		1,876		1,879
Magnetite XVIII, Ser 2021-18A, Cl AR2
6.449%, TSFR3M + 1.142%, 11/15/2028 (B)(C)		836		836
MF1, Ser 2020-FL4, Cl A
7.132%, TSFR1M + 1.814%, 11/15/2035 (B)(C)		1,397		1,395
Morgan Stanley ABS Capital I Trust, Ser 2006-NC3, Cl A2D
5.975%, TSFR1M + 0.654%, 03/25/2036 (C)		501		481
Morgan Stanley ABS Capital I Trust, Ser 2007-HE7, Cl A2B
6.435%, TSFR1M + 1.114%, 07/25/2037 (C)		872		849
MVW LLC, Ser 2021-1WA, Cl A
1.140%, 01/22/2041 (B)		1,814		1,682


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Navient Private Education Refi Loan Trust, Ser 2019-GA, Cl A
2.400%, 10/15/2068 (B)	$	4,066	$	3,806
Navient Private Education Refi Loan Trust, Ser 2020-DA, Cl A
1.690%, 05/15/2069 (B)		2,406		2,185
Navient Private Education Refi Loan Trust, Ser 2020-FA, Cl A
1.220%, 07/15/2069 (B)		2,715		2,452
Navient Private Education Refi Loan Trust, Ser 2020-GA, Cl A
1.170%, 09/16/2069 (B)		1,760		1,578
Navient Private Education Refi Loan Trust, Ser 2020-HA, Cl A
1.310%, 01/15/2069 (B)		1,727		1,588
Navient Private Education Refi Loan Trust, Ser 2021-A, Cl A
0.840%, 05/15/2069 (B)		3,270		2,869
Navient Private Education Refi Loan Trust, Ser 2021-BA, Cl A
0.940%, 07/15/2069 (B)		6,229		5,415
Nelnet Student Loan Trust, Ser 2021-A, Cl APT1
1.360%, 04/20/2062 (B)		4,855		4,396
Neuberger Berman Loan Advisers CLO 24, Ser 2020-24A, Cl BR
7.071%, TSFR3M + 1.762%, 04/19/2030 (B)(C)		750		747
New Century Home Equity Loan Trust, Ser 2006-1, Cl A2B
5.795%, TSFR1M + 0.474%, 05/25/2036 (C)		1,692		1,662
Palmer Square CLO, Ser 2018-1A, Cl A1
6.590%, TSFR3M + 1.292%, 04/18/2031 (B)(C)		1,931		1,930
Palmer Square Loan Funding, Ser 2021-2A, Cl A1
6.381%, TSFR3M + 1.062%, 05/20/2029 (B)(C)		639		639
People's Choice Home Loan Securities Trust, Ser 2005-4, Cl 1A3
6.115%, TSFR1M + 0.794%, 12/25/2035 (C)		846		809
Progress Residential Trust, Ser 2020-SFR2, Cl A
2.078%, 06/17/2037 (B)		1,873		1,793
Reese Park CLO, Ser 2021-1A, Cl XR
6.476%, TSFR3M + 1.162%, 10/15/2034 (B)(C)		642		642
Rockford Tower CLO, Ser 2018-2A, Cl A
6.739%, TSFR3M + 1.422%, 10/20/2031 (B)(C)		2,464		2,468


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Saxon Asset Securities Trust, Ser 2006-3, Cl A3
5.775%, TSFR1M + 0.454%, 10/25/2046 (C)	$	1,097	$	1,055
Sierra Timeshare Receivables Funding LLC, Ser 2019-1A, Cl A
3.200%, 01/20/2036 (B)		481		480
Sierra Timeshare Receivables Funding LLC, Ser 2019-3A, Cl A
2.340%, 08/20/2036 (B)		367		351
SLC Student Loan Trust, Ser 2007-1, Cl A4
5.682%, SOFR90A + 0.322%, 05/15/2029 (C)		279		278
SLM Student Loan Trust, Ser 2012-2, Cl A
6.136%, SOFR30A + 0.814%, 01/25/2029 (C)		638		617
SLM Student Loan Trust, Ser 2013-2, Cl A
5.886%, SOFR30A + 0.564%, 06/25/2043 (C)		785		770
SMB Private Education Loan Trust, Ser 2021-B, Cl A
1.310%, 07/17/2051 (B)		529		479
SoFi Professional Loan Program Trust, Ser 2021-A, Cl AFX
1.030%, 08/17/2043 (B)		583		502
SoFi Professional Loan Program Trust, Ser 2021-B, Cl AFX
1.140%, 02/15/2047 (B)		928		788
Stack Infrastructure Issuer LLC, Ser 2019-2A, Cl A2
3.080%, 10/25/2044 (B)		740		722
Stack Infrastructure Issuer LLC, Ser 2020-1A, Cl A2
1.893%, 08/25/2045 (B)		1,000		937
T-Mobile US Trust, Ser 2024-1A, Cl A
5.050%, 09/20/2029 (B)		8,480		8,480
Vantage Data Centers Issuer LLC, Ser 2020-1A, Cl A2
1.645%, 09/15/2045 (B)		1,317		1,229
Verizon Master Trust, Ser 2023-4, Cl A1A
5.160%, 06/20/2029		9,780		9,803
Voya CLO, Ser 2021-2A, Cl A1R
6.556%, TSFR3M + 1.242%, 06/07/2030 (B)(C)		1,151		1,152
Wells Fargo Home Equity Trust, Ser 2006-1, Cl M3
5.930%, TSFR1M + 0.609%, 05/25/2036 (C)		385		384


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Westlake Flooring Master Trust, Ser 2024-1A, Cl B
6.070%, 02/15/2028 (B)	$	11,725	$	11,722
				150,862

Total Asset-Backed Securities
(Cost $458,640) ($ Thousands)				456,734


U.S. GOVERNMENT AGENCY OBLIGATIONS — 2.0%
FHLB
2.750%, 03/25/2027		16,360		15,473
FHLMC
4.050%, 07/21/2025		14,825		14,610
0.600%, 10/20/2025		9,805		9,161
FNMA
0.700%, 07/30/2025		6,920		6,528



Total U.S. Government Agency Obligations
(Cost $47,910) ($ Thousands)				45,772



MUNICIPAL BONDS — 1.6%
Alabama — 0.2%
Alabama State, Federal Aid Highway Finance Authority, Ser B, RB
1.038%, 09/01/2025		5,635		5,326


Colorado — 0.0%
Denver, Airport System Revenue, Ser C, RB
1.115%, 11/15/2024		610		593


Florida — 0.3%
County of Miami-Dade Florida Aviation Revenue, Ser C, RB
3.505%, 10/01/2025		2,250		2,196
Miami-Dade County, Aviation Revenue, Ser B, RB
2.949%, 10/01/2025		3,145		3,044
1.229%, 10/01/2025		370		349

				5,589

Illinois — 0.4%
State of Illinois, Ser A, GO
5.254%, 05/01/2025		4,770		4,764
5.213%, 05/01/2026		5,215		5,226

				9,990

Massachusetts — 0.0%
Massachusetts State, Ser B, RB
4.110%, 07/15/2031		1,009		992


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New York — 0.6%
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Ser B, RB
2.310%, 11/01/2026	$	820	$	770
New York State, Dormitory Authority, RB
0.887%, 03/15/2025 (E)		9,775		9,359
New York State, Dormitory Authority, Ser D, RB
5.000%, 03/15/2024		950		950
New York State, Urban Development, Ser B, RB
2.010%, 03/15/2030		1,800		1,544

				12,623

Texas — 0.1%
Dallas Fort Worth, International Airport, Ser A, RB
2.156%, 11/01/2025		2,400		2,290



Total Municipal Bonds
(Cost $38,316) ($ Thousands)				37,403


	Shares
CASH EQUIVALENT — 3.7%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		83,610,042		83,610
Total Cash Equivalent
(Cost $83,610) ($ Thousands)				83,610
Total Investments in Securities — 108.5%
(Cost $2,490,883) ($ Thousands)			$	2,473,325

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS — 88.2%
Communication Services — 4.8%
Alphabet
2.050%, 08/15/2050	$	1,356	$	801
America Movil
6.125%, 03/30/2040		720		757
AT&T
8.750%, 11/15/2031		1,150		1,348
6.800%, 05/15/2036		2,915		3,165
4.900%, 08/15/2037		3,040		2,852
3.650%, 06/01/2051		2,095		1,499
2.250%, 02/01/2032		2,430		1,949
Charter Communications Operating LLC / Charter Communications Operating Capital
4.908%, 07/23/2025		115		114
Comcast
6.450%, 03/15/2037		6,445		7,063
5.650%, 06/15/2035		290		298
5.350%, 11/15/2027		3,037		3,084
5.350%, 05/15/2053		5,820		5,672
4.550%, 01/15/2029		7,065		6,951
4.200%, 08/15/2034		11,767		10,819
3.999%, 11/01/2049		1,080		859
3.969%, 11/01/2047		3,423		2,712
3.950%, 10/15/2025		2,340		2,299
3.900%, 03/01/2038		1,345		1,153
3.400%, 07/15/2046		1,115		818
3.375%, 08/15/2025		2,470		2,412
3.300%, 02/01/2027		1,870		1,792
3.150%, 03/01/2026		3,480		3,359
2.987%, 11/01/2063		4,549		2,733
2.937%, 11/01/2056		5,978		3,678
2.887%, 11/01/2051		3,410		2,159
1.500%, 02/15/2031		15,120		12,060
Cox Communications
1.800%, 10/01/2030 (A)		3,600		2,866
Crown Castle Towers LLC
3.663%, 05/15/2025 (A)		3,940		3,848
Discovery Communications LLC
5.000%, 09/20/2037		1		1
4.000%, 09/15/2055		2,150		1,423
Meta Platforms
5.750%, 05/15/2063		1,205		1,262
5.600%, 05/15/2053		8,132		8,419
4.800%, 05/15/2030		10,720		10,716
4.450%, 08/15/2052		6,635		5,797
Paramount Global
6.875%, 04/30/2036		2,760		2,532
Rogers Communications
5.000%, 02/15/2029		4,163		4,126
Sprint Capital
8.750%, 03/15/2032		3,750		4,529


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sprint LLC
7.125%, 06/15/2024	$	1,715	$	1,720
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
5.152%, 03/20/2028 (A)		11,360		11,326
Time Warner Cable LLC
6.750%, 06/15/2039		1,635		1,543
6.550%, 05/01/2037		2,145		2,020
T-Mobile USA
5.150%, 04/15/2034		1,165		1,147
4.500%, 04/15/2050		3,110		2,632
3.375%, 04/15/2029		4,070		3,731
Verizon Communications
7.750%, 12/01/2030		1,750		2,000
4.329%, 09/21/2028		3,235		3,140
2.987%, 10/30/2056		1,857		1,154
Walt Disney
6.400%, 12/15/2035		1,255		1,384
4.625%, 03/23/2040		795		748
3.600%, 01/13/2051		2,870		2,180
3.500%, 05/13/2040		5,435		4,361
2.750%, 09/01/2049		4,533		2,925
2.000%, 09/01/2029		2,495		2,152
Warnermedia Holdings
5.141%, 03/15/2052		10,960		8,906
5.050%, 03/15/2042		3,010		2,531
4.279%, 03/15/2032		2,625		2,316

				185,841

Consumer Discretionary — 4.3%
Air Canada Pass-Through Trust, Ser 2015-1, Cl A
3.600%, 03/15/2027 (A)		2,957		2,795
Amazon.com
3.950%, 04/13/2052		13,748		11,365
3.875%, 08/22/2037		4,430		3,950
3.100%, 05/12/2051		5,650		3,988
1.650%, 05/12/2028		2,490		2,210
American Honda Finance MTN
5.800%, 10/03/2025		9,435		9,525
5.650%, 11/15/2028		7,555		7,772
5.125%, 07/07/2028		1,326		1,337
2.300%, 09/09/2026		3,200		3,004
Aptiv PLC / Aptiv Corp
2.396%, 02/18/2025		3,190		3,092
BMW US Capital LLC
3.250%, 04/01/2025 (A)		1,360		1,331
2.550%, 04/01/2031 (A)		7,250		6,206
British Airways Pass-Through Trust, Ser 2020-1A
4.250%, 11/15/2032 (A)		3,125		2,904
Ferguson Finance PLC
4.500%, 10/24/2028 (A)		1,717		1,674


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.250%, 06/02/2030 (A)	$	3,790	$	3,383
Ford Motor Credit LLC
6.050%, 03/05/2031		3,800		3,783
General Motors Financial
5.750%, 02/08/2031		2,315		2,308
Home Depot
5.125%, 04/30/2025		9,105		9,109
4.500%, 12/06/2048		2,010		1,774
4.400%, 03/15/2045		3,217		2,817
3.900%, 06/15/2047		1,505		1,217
3.350%, 04/15/2050		795		575
3.300%, 04/15/2040		940		736
3.250%, 04/15/2032		4,344		3,859
2.800%, 09/14/2027		3,330		3,123
2.750%, 09/15/2051		3,000		1,919
1.375%, 03/15/2031		3,134		2,480
Hyundai Capital America
5.950%, 09/21/2026 (A)		7,550		7,635
5.400%, 01/08/2031 (A)		1,255		1,256
Hyundai Capital Services
5.125%, 02/05/2029 (A)		3,420		3,383
Lowe's
1.300%, 04/15/2028		3,000		2,602
Massachusetts Institute of Technology
5.600%, 07/01/2111		3,470		3,738
Nissan Motor Acceptance LLC
7.050%, 09/15/2028 (A)		5,035		5,245
6.950%, 09/15/2026 (A)		1,285		1,319
Northwestern University
4.643%, 12/01/2044		110		105
3.662%, 12/01/2057		2,055		1,630
O'Reilly Automotive
5.750%, 11/20/2026		4,495		4,559
President & Fellows of Harvard College
3.745%, 11/15/2052		5,427		4,525
Resorts World Las Vegas LLC / RWLV Capital
4.625%, 04/06/2031 (A)		2,465		2,106
Toyota Motor Credit MTN
5.550%, 11/20/2030		5,585		5,768
4.800%, 01/10/2025		13,965		13,914
University of Southern California
5.250%, 10/01/2111		3,480		3,432
2.805%, 10/01/2050		199		137
Volkswagen Group of America Finance LLC
1.250%, 11/24/2025 (A)		6,965		6,486

				166,076

Consumer Staples — 5.4%
Altria Group
9.950%, 11/10/2038		1,818		2,412


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide
4.900%, 02/01/2046	$	14,540	$	13,442
4.700%, 02/01/2036		13,556		12,975
Anheuser-Busch InBev Worldwide
8.000%, 11/15/2039		5,774		7,258
5.550%, 01/23/2049		7,570		7,760
4.750%, 01/23/2029		5,220		5,177
4.600%, 04/15/2048		251		226
Bacardi / Barcardi Martini BV
5.400%, 06/15/2033 (A)		2,900		2,852
BAT Capital
6.421%, 08/02/2033		1,685		1,734
4.390%, 08/15/2037		3,458		2,836
2.259%, 03/25/2028		5,185		4,588
Constellation Brands
4.900%, 05/01/2033		2,350		2,279
CVS Pass-Through Trust
8.353%, 07/10/2031 (A)		1,544		1,641
7.507%, 01/10/2032 (A)		1,074		1,111
6.036%, 12/10/2028		1,712		1,722
4.163%, 08/11/2036 (A)		1,623		1,418
Diageo Capital
5.375%, 10/05/2026		7,185		7,244
5.300%, 10/24/2027		3,786		3,832
ERAC USA Finance LLC
5.000%, 02/15/2029 (A)		2,780		2,762
General Mills
4.700%, 01/30/2027		3,035		3,006
JBS USA LUX
7.250%, 11/15/2053 (A)		640		670
6.500%, 12/01/2052		7,050		6,779
5.750%, 04/01/2033		1,635		1,586
5.125%, 02/01/2028		9,685		9,489
3.000%, 02/02/2029		2,880		2,525
2.500%, 01/15/2027		4,495		4,124
JDE Peet's
0.800%, 09/24/2024 (A)		10,570		10,259
Kenvue
5.100%, 03/22/2043		415		406
Kraft Heinz Foods
5.000%, 06/04/2042		2,220		2,052
Mars
4.750%, 04/20/2033 (A)		22,010		21,435
4.200%, 04/01/2059 (A)		1,620		1,332
3.600%, 04/01/2034 (A)		1,790		1,577
3.200%, 04/01/2030 (A)		2,435		2,207
2.700%, 04/01/2025 (A)		1,745		1,698
Nestle Holdings
3.500%, 09/24/2025 (A)		5,425		5,305
PepsiCo
4.200%, 07/18/2052		1,730		1,506


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Philip Morris International
5.625%, 09/07/2033	$	4,935	$	4,988
5.125%, 11/17/2027		5,995		6,005
5.125%, 02/13/2031		7,765		7,648
4.500%, 03/20/2042		2,830		2,446
4.375%, 11/15/2041		2,207		1,876
3.875%, 08/21/2042		3,890		3,068
0.875%, 05/01/2026		3,360		3,070
Reynolds American
8.125%, 05/01/2040		980		1,118
7.250%, 06/15/2037		2,870		3,071
4.450%, 06/12/2025		1,099		1,082
Skandinaviska Enskilda Banken
5.375%, 03/05/2029 (A)		3,115		3,104
Solventum
5.400%, 03/01/2029 (A)		5,575		5,566
Walmart
4.500%, 04/15/2053		7,381		6,710

				208,977

Energy — 4.4%
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor
3.337%, 12/15/2027		1,408		1,328
2.061%, 12/15/2026		3,887		3,585
BP Capital Markets America
3.937%, 09/21/2028		2,340		2,249
3.379%, 02/08/2061		1,681		1,132
3.060%, 06/17/2041		340		253
3.001%, 03/17/2052		1,870		1,241
2.939%, 06/04/2051		540		353
2.772%, 11/10/2050		1,770		1,126
BP Capital Markets PLC
3.723%, 11/28/2028		10,659		10,123
Cheniere Corpus Christi Holdings LLC
5.125%, 06/30/2027		2,120		2,110
3.700%, 11/15/2029		2,205		2,034
2.742%, 12/31/2039		2,925		2,286
Chevron
2.236%, 05/11/2030		6,587		5,698
Colonial Enterprises
3.250%, 05/15/2030 (A)		3,580		3,189
ConocoPhillips
5.550%, 03/15/2054		4,410		4,462
5.050%, 09/15/2033		7,290		7,267
4.025%, 03/15/2062		4,165		3,240
Devon Energy
5.600%, 07/15/2041		1,540		1,449
Diamondback Energy
6.250%, 03/15/2033		4,130		4,342
Energy Transfer
6.550%, 12/01/2033		2,365		2,508


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.050%, 12/01/2026	$	7,265	$	7,394
5.950%, 05/15/2054		2,165		2,113
5.250%, 04/15/2029		5,000		4,981
4.000%, 10/01/2027		3,805		3,642
Enterprise Products Operating LLC
4.850%, 01/31/2034		4,000		3,896
4.850%, 08/15/2042		3,570		3,266
4.850%, 03/15/2044		2,540		2,330
EOG Resources
4.375%, 04/15/2030		2,045		1,985
Equinor
3.250%, 11/18/2049		5,015		3,615
Exxon Mobil
4.227%, 03/19/2040		1,225		1,099
4.114%, 03/01/2046		1,710		1,449
3.452%, 04/15/2051		3,000		2,220
3.095%, 08/16/2049		1,100		770
2.995%, 08/16/2039		2,830		2,182
Galaxy Pipeline Assets Bidco
2.940%, 09/30/2040 (A)		2,967		2,362
1.750%, 09/30/2027 (A)		2,861		2,679
Hess
6.000%, 01/15/2040		5,910		6,204
HF Sinclair
5.000%, 02/01/2028 (A)		3,190		3,072
MPLX
4.950%, 03/14/2052		1,950		1,673
Sabal Trail Transmission LLC
4.246%, 05/01/2028 (A)		3,645		3,499
Sabine Pass Liquefaction LLC
5.900%, 09/15/2037		2,895		2,998
Schlumberger Investment
4.850%, 05/15/2033		6,310		6,241
Shell International Finance BV
6.375%, 12/15/2038		1,605		1,790
4.550%, 08/12/2043		3,155		2,864
4.125%, 05/11/2035		4,275		3,962
4.000%, 05/10/2046		4,145		3,402
3.750%, 09/12/2046		4,600		3,623
2.500%, 09/12/2026		350		331
2.375%, 11/07/2029		2,865		2,523
Spectra Energy Partners LP
3.375%, 10/15/2026		1,945		1,859
Tennessee Gas Pipeline LLC
8.375%, 06/15/2032		3,445		3,952
2.900%, 03/01/2030 (A)		4,099		3,561
Texas Eastern Transmission LP
3.500%, 01/15/2028 (A)		3,373		3,162
TotalEnergies Capital
3.883%, 10/11/2028		5,330		5,138
TotalEnergies Capital International
3.386%, 06/29/2060		690		479


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.127%, 05/29/2050	$	2,315	$	1,613
2.986%, 06/29/2041		275		204

				168,108

Financials — 34.6%
AIA Group
3.600%, 04/09/2029 (A)		8,100		7,601
American Express
6.489%, SOFRRATE + 1.940%, 10/30/2031 (B)		2,178		2,320
2.550%, 03/04/2027		5,980		5,550
American International Group
4.800%, 07/10/2045		305		279
Antares Holdings
3.950%, 07/15/2026 (A)		2,915		2,713
ANZ New Zealand International
1.250%, 06/22/2026 (A)		6,035		5,512
Aon North America
5.750%, 03/01/2054		3,995		4,011
Apollo Global Management
6.375%, 11/15/2033		3,140		3,371
Apollo Management Holdings
4.400%, 05/27/2026 (A)		1,140		1,112
4.000%, 05/30/2024 (A)		6,943		6,909
ASB Bank
1.625%, 10/22/2026 (A)		4,885		4,447
Athene Global Funding
2.950%, 11/12/2026 (A)		10,525		9,754
2.500%, 03/24/2028 (A)		5,135		4,552
Avolon Holdings Funding
6.375%, 05/04/2028 (A)		2,710		2,750
5.750%, 03/01/2029 (A)		3,085		3,040
Banco Bilbao Vizcaya Argentaria
1.125%, 09/18/2025		4,070		3,806
Banco Santander
6.607%, 11/07/2028		5,695		5,984
Bank of America
6.000%, 10/15/2036		480		501
5.872%, SOFRRATE + 1.840%, 09/15/2034 (B)		6,745		6,916
5.819%, SOFRRATE + 1.570%, 09/15/2029 (B)		5,450		5,554
5.468%, SOFRRATE + 1.650%, 01/23/2035 (B)		10,810		10,779
5.288%, SOFRRATE + 1.910%, 04/25/2034 (B)		6,735		6,640
4.571%, SOFRRATE + 1.830%, 04/27/2033 (B)		21,485		20,199
3.419%, TSFR3M + 1.302%, 12/20/2028 (B)		7,870		7,352
3.366%, TSFR3M + 1.072%, 01/23/2026 (B)		11,220		11,005


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.311%, SOFRRATE + 1.580%, 04/22/2042 (B)	$	9,200	$	6,967
2.592%, SOFRRATE + 2.150%, 04/29/2031 (B)		6,300		5,384
2.572%, SOFRRATE + 1.210%, 10/20/2032 (B)		5,710		4,680
Bank of America MTN
4.948%, SOFRRATE + 2.040%, 07/22/2028 (B)		4,010		3,970
4.271%, TSFR3M + 1.572%, 07/23/2029 (B)		10,375		9,968
4.183%, 11/25/2027		7,370		7,126
3.974%, TSFR3M + 1.472%, 02/07/2030 (B)		5,035		4,733
3.705%, TSFR3M + 1.774%, 04/24/2028 (B)		22,445		21,399
3.559%, TSFR3M + 1.322%, 04/23/2027 (B)		680		654
3.248%, 10/21/2027		3,650		3,450
2.972%, SOFRRATE + 1.330%, 02/04/2033 (B)		1,420		1,193
2.676%, SOFRRATE + 1.930%, 06/19/2041 (B)		32,298		22,489
Bank of New York Mellon MTN
5.834%, SOFRINDX + 2.074%, 10/25/2033 (B)		5,447		5,656
Bank of Nova Scotia
4.900%, H15T5Y + 4.551%(B)(C)		3,150		3,019
Barclays PLC
7.325%, H15T1Y + 3.050%, 11/02/2026 (B)		5,130		5,257
6.490%, SOFRRATE + 2.220%, 09/13/2029 (B)		1,416		1,460
Berkshire Hathaway
4.500%, 02/11/2043		865		818
Berkshire Hathaway Finance
3.850%, 03/15/2052		3,270		2,594
1.450%, 10/15/2030		4,000		3,264
Blackstone Holdings Finance LLC
5.000%, 06/15/2044 (A)		738		667
4.450%, 07/15/2045 (A)		1,534		1,265
3.500%, 09/10/2049 (A)		2,250		1,589
3.150%, 10/02/2027 (A)		1,878		1,755
2.550%, 03/30/2032 (A)		2,000		1,630
BNP Paribas
8.000%, H15T5Y + 3.727%(A)(B)(C)		3,445		3,441
5.894%, SOFRRATE + 1.866%, 12/05/2034 (A)(B)		4,495		4,594
5.497%, SOFRRATE + 1.590%, 05/20/2030 (A)(B)		3,210		3,196
5.125%, H15T1Y + 1.450%, 01/13/2029 (A)(B)		4,420		4,389


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.219%, SOFRRATE + 2.074%, 06/09/2026 (A)(B)	$	1,815	$	1,737
2.159%, SOFRRATE + 1.218%, 09/15/2029 (A)(B)		2,305		1,994
1.323%, SOFRRATE + 1.004%, 01/13/2027 (A)(B)		6,030		5,577
BPCE MTN
5.975%, SOFRRATE + 2.100%, 01/18/2027 (A)(B)		2,785		2,787
Brighthouse Financial Global Funding MTN
1.000%, 04/12/2024 (A)		3,400		3,381
Brookfield Finance
5.968%, 03/04/2054		10,945		11,031
2.724%, 04/15/2031		2,500		2,101
Canadian Imperial Bank of Commerce
6.092%, 10/03/2033		8,120		8,429
5.615%, 07/17/2026		7,050		7,119
Cantor Fitzgerald
4.500%, 04/14/2027 (A)		2,335		2,212
Capital One Financial
4.927%, SOFRRATE + 2.057%, 05/10/2028 (B)		167		163
3.650%, 05/11/2027		4,523		4,308
Charles Schwab
6.136%, SOFRRATE + 2.010%, 08/24/2034 (B)		5,950		6,164
5.643%, SOFRRATE + 2.210%, 05/19/2029 (B)		8,928		9,041
Chubb INA Holdings
6.700%, 05/15/2036		1,000		1,138
4.350%, 11/03/2045		1,138		1,005
CI Financial
4.100%, 06/15/2051		2,010		1,187
3.200%, 12/17/2030		6,030		4,807
Cincinnati Financial
6.920%, 05/15/2028		3,363		3,574
6.125%, 11/01/2034		2,882		3,007
Citadel
4.875%, 01/15/2027 (A)		3,620		3,515
Citadel Finance LLC
3.375%, 03/09/2026 (A)		3,615		3,382
Citigroup
8.125%, 07/15/2039		3,119		3,961
6.174%, SOFRRATE + 2.661%, 05/25/2034 (B)		5,191		5,230
5.174%, SOFRRATE + 1.364%, 02/13/2030 (B)		13,060		12,927
4.750%, 05/18/2046		1,040		915
4.450%, 09/29/2027		180		174
4.281%, TSFR3M + 2.101%, 04/24/2048 (B)		2,918		2,476
3.352%, TSFR3M + 1.158%, 04/24/2025 (B)		6,380		6,356


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.057%, SOFRRATE + 1.351%, 01/25/2033 (B)	$	3,334	$	2,799
2.904%, SOFRRATE + 1.379%, 11/03/2042 (B)		2,130		1,511
2.561%, SOFRRATE + 1.167%, 05/01/2032 (B)		13,030		10,728
CME Group
5.300%, 09/15/2043		2,500		2,526
Commonwealth Bank of Australia
1.125%, 06/15/2026 (A)		3,668		3,358
Cooperatieve Rabobank UA
3.758%, H15T1Y + 1.420%, 04/06/2033 (A)(B)		5,130		4,553
Corebridge Financial
3.850%, 04/05/2029		4,945		4,586
3.500%, 04/04/2025		4,240		4,141
Credit Agricole
1.247%, SOFRRATE + 0.892%, 01/26/2027 (A)(B)		4,145		3,826
Credit Suisse NY MTN
3.700%, 02/21/2025		2,785		2,732
Danske Bank
6.466%, H15T1Y + 2.100%, 01/09/2026 (A)(B)		5,584		5,606
Deutsche Bank NY
6.819%, SOFRRATE + 2.510%, 11/20/2029 (B)		4,410		4,561
Equitable Financial Life Global Funding
1.400%, 07/07/2025 (A)		1,473		1,392
1.400%, 08/27/2027 (A)		1,973		1,707
0.800%, 08/12/2024 (A)		2,165		2,119
F&G Global Funding
1.750%, 06/30/2026 (A)		7,701		6,953
Federation des Caisses Desjardins du Quebec
4.400%, 08/23/2025 (A)		5,170		5,097
GA Global Funding Trust
5.500%, 01/08/2029 (A)		5,000		4,938
3.850%, 04/11/2025 (A)		5,810		5,690
2.250%, 01/06/2027 (A)		1,530		1,391
1.950%, 09/15/2028 (A)		4,625		3,912
1.625%, 01/15/2026 (A)		4,010		3,692
Goldman Sachs Capital I
6.345%, 02/15/2034		4,595		4,708
Goldman Sachs Group
6.750%, 10/01/2037		450		489
6.450%, 05/01/2036		670		714
4.411%, TSFR3M + 1.692%, 04/23/2039 (B)		1,010		894
4.017%, TSFR3M + 1.635%, 10/31/2038 (B)		1,507		1,288
3.850%, 01/26/2027		145		140
3.500%, 11/16/2026		6,113		5,863


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.436%, SOFRRATE + 1.632%, 02/24/2043 (B)	$	2,068	$	1,573
3.272%, TSFR3M + 1.463%, 09/29/2025 (B)		8,785		8,662
3.210%, SOFRRATE + 1.513%, 04/22/2042 (B)		7,205		5,361
2.650%, SOFRRATE + 1.264%, 10/21/2032 (B)		5,467		4,509
2.640%, SOFRRATE + 1.114%, 02/24/2028 (B)		4,895		4,533
2.600%, 02/07/2030		1,045		907
2.383%, SOFRRATE + 1.248%, 07/21/2032 (B)		21,971		17,880
1.992%, SOFRRATE + 1.090%, 01/27/2032 (B)		450		361
1.948%, SOFRRATE + 0.913%, 10/21/2027 (B)		6,250		5,722
1.431%, SOFRRATE + 0.798%, 03/09/2027 (B)		9,085		8,397
Goldman Sachs Group MTN
4.800%, 07/08/2044		4,930		4,503
HSBC Bank USA
7.000%, 01/15/2039		7,096		8,117
HSBC Holdings PLC
7.399%, SOFRRATE + 3.020%, 11/13/2034 (B)		5,670		6,079
7.390%, SOFRRATE + 3.350%, 11/03/2028 (B)		5,152		5,458
4.041%, TSFR3M + 1.808%, 03/13/2028 (B)		11,362		10,892
2.999%, SOFRRATE + 1.430%, 03/10/2026 (B)		1,140		1,108
Huntington Bancshares
6.208%, SOFRRATE + 2.020%, 08/21/2029 (B)		4,290		4,362
ING Groep
4.625%, 01/06/2026 (A)		3,680		3,634
3.869%, SOFRRATE + 1.640%, 03/28/2026 (B)		5,435		5,334
Intercontinental Exchange
4.250%, 09/21/2048		1,454		1,235
3.000%, 06/15/2050		1,100		736
International Bank for Reconstruction & Development
3.875%, 02/14/2030		12,785		12,423
3.500%, 07/12/2028		5,450		5,255
Jackson Financial
3.125%, 11/23/2031		3,295		2,724
Jackson National Life Global Funding
5.500%, 01/09/2026 (A)		3,000		2,986
JPMorgan Chase
8.750%, 09/01/2030		1,361		1,603
7.750%, 07/15/2025		1,690		1,748


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
6.400%, 05/15/2038	$	2,812	$	3,137
6.254%, SOFRRATE + 1.810%, 10/23/2034 (B)		1,845		1,957
6.118%, TSFR3M + 0.812%, 02/01/2027 (B)		1,630		1,566
5.717%, SOFRRATE + 2.580%, 09/14/2033 (B)		2,786		2,821
5.546%, SOFRRATE + 1.070%, 12/15/2025 (B)		1,920		1,920
5.336%, SOFRRATE + 1.620%, 01/23/2035 (B)		5,300		5,271
4.912%, SOFRRATE + 2.080%, 07/25/2033 (B)		595		577
4.586%, SOFRRATE + 1.800%, 04/26/2033 (B)		9,558		9,069
4.565%, SOFRRATE + 1.750%, 06/14/2030 (B)		5,885		5,702
3.964%, TSFR3M + 1.642%, 11/15/2048 (B)		3,784		3,038
3.882%, TSFR3M + 1.622%, 07/24/2038 (B)		6,195		5,284
3.509%, TSFR3M + 1.207%, 01/23/2029 (B)		20,047		18,882
3.328%, SOFRRATE + 1.580%, 04/22/2052 (B)		4,885		3,468
3.157%, SOFRRATE + 1.460%, 04/22/2042 (B)		10,745		8,057
3.109%, SOFRRATE + 2.440%, 04/22/2051 (B)		240		165
2.963%, SOFRRATE + 1.260%, 01/25/2033 (B)		6,511		5,499
2.522%, SOFRRATE + 2.040%, 04/22/2031 (B)		5,703		4,880
2.069%, SOFRRATE + 1.015%, 06/01/2029 (B)		4,955		4,365
1.953%, SOFRRATE + 1.065%, 02/04/2032 (B)		2,470		1,986
KKR Group Finance II LLC
5.500%, 02/01/2043 (A)		1,985		1,888
KKR Group Finance III LLC
5.125%, 06/01/2044 (A)		7,143		6,506
KKR Group Finance XII LLC
4.850%, 05/17/2032 (A)		3,073		2,933
Kreditanstalt fuer Wiederaufbau
3.875%, 06/15/2028		13,775		13,475
Lincoln National
3.400%, 01/15/2031		3,100		2,713
Lloyds Banking Group PLC
5.679%, H15T1Y + 1.750%, 01/05/2035 (B)		2,641		2,611
3.870%, H15T1Y + 3.500%, 07/09/2025 (B)		6,753		6,703


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.438%, H15T1Y + 1.000%, 02/05/2026 (B)	$	4,500	$	4,359
1.627%, H15T1Y + 0.850%, 05/11/2027 (B)		2,636		2,418
LSEGA Financing PLC
3.200%, 04/06/2041 (A)		3,618		2,706
1.375%, 04/06/2026 (A)		5,011		4,624
Macquarie Bank
5.208%, 06/15/2026 (A)		2,680		2,676
Macquarie Group MTN
6.207%, 11/22/2024 (A)		1,593		1,598
1.629%, SOFRRATE + 0.910%, 09/23/2027 (A)(B)		1,844		1,665
Marsh & McLennan
6.250%, 11/01/2052		2,750		3,033
5.700%, 09/15/2053		295		304
4.900%, 03/15/2049		1,025		948
4.750%, 03/15/2039		3,700		3,503
4.350%, 01/30/2047		1,245		1,056
Massachusetts Mutual Life Insurance
3.375%, 04/15/2050 (A)		1,153		791
3.200%, 12/01/2061 (A)		7,385		4,611
MassMutual Global Funding II
1.200%, 07/16/2026 (A)		6,000		5,465
Mastercard
3.300%, 03/26/2027		2,750		2,638
Met Tower Global Funding MTN
1.250%, 09/14/2026 (A)		7,645		6,931
MetLife
6.375%, 06/15/2034		3,825		4,126
5.250%, 01/15/2054		1,335		1,290
5.000%, 07/15/2052		5,245		4,897
4.050%, 03/01/2045		1,250		1,030
Metropolitan Life Global Funding I
2.950%, 04/09/2030 (A)		2,715		2,387
Metropolitan Life Global Funding I MTN
5.150%, 03/28/2033 (A)		4,910		4,856
2.400%, 01/11/2032 (A)		6,070		4,942
Mitsubishi UFJ Financial Group
5.719%, H15T1Y + 1.080%, 02/20/2026 (B)		3,480		3,482
5.063%, H15T1Y + 1.550%, 09/12/2025 (B)		6,040		6,015
Moody's
2.000%, 08/19/2031		2,847		2,299
Morgan Stanley
5.948%, H15T5Y + 2.430%, 01/19/2038 (B)		4,040		4,029
5.466%, SOFRRATE + 1.730%, 01/18/2035 (B)		5,665		5,658
5.297%, SOFRRATE + 2.620%, 04/20/2037 (B)		355		340


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.123%, SOFRRATE + 1.730%, 02/01/2029 (B)	$	3,145	$	3,125
4.210%, SOFRRATE + 1.610%, 04/20/2028 (B)		18,989		18,379
1.593%, SOFRRATE + 0.879%, 05/04/2027 (B)		7,700		7,099
Morgan Stanley MTN
6.375%, 07/24/2042		641		713
5.250%, SOFRRATE + 1.870%, 04/21/2034 (B)		6,360		6,243
4.300%, 01/27/2045		4,490		3,891
3.971%, TSFR3M + 1.455%, 07/22/2038 (B)		4,355		3,715
2.511%, SOFRRATE + 1.200%, 10/20/2032 (B)		11,085		9,077
2.475%, SOFRRATE + 1.000%, 01/21/2028 (B)		3,825		3,538
2.239%, SOFRRATE + 1.178%, 07/21/2032 (B)		8,650		6,969
1.512%, SOFRRATE + 0.858%, 07/20/2027 (B)		2,237		2,046
Mutual of Omaha Insurance
4.297%, US0003M + 2.640%, 07/15/2054 (A)(B)		1,515		1,484
Nasdaq
5.550%, 02/15/2034		6,815		6,861
National Securities Clearing
5.100%, 11/21/2027 (A)		2,657		2,675
5.000%, 05/30/2028 (A)		3,270		3,294
Nationwide Building Society MTN
2.972%, SOFRRATE + 1.290%, 02/16/2028 (A)(B)		5,370		4,969
Nationwide Mutual Insurance
9.375%, 08/15/2039 (A)		1,450		1,869
4.350%, 04/30/2050 (A)		2,171		1,716
NatWest Group PLC
7.472%, H15T1Y + 2.850%, 11/10/2026 (B)		7,616		7,825
6.016%, H15T1Y + 2.100%, 03/02/2034 (B)		263		268
1.642%, H15T1Y + 0.900%, 06/14/2027 (B)		4,320		3,948
New York Life Global Funding
4.900%, 06/13/2028 (A)		8,185		8,161
New York Life Global Funding MTN
3.600%, 08/05/2025 (A)		5,000		4,896
1.450%, 01/14/2025 (A)		3,500		3,385
New York Life Insurance
5.875%, 05/15/2033 (A)		2,224		2,299
3.750%, 05/15/2050 (A)		1,420		1,084
Northwestern Mutual Global Funding MTN
4.900%, 06/12/2028 (A)		3,000		2,968
4.000%, 07/01/2025 (A)		3,300		3,253


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Pacific Life Global Funding II
5.500%, 08/28/2026 (A)	$	7,740	$	7,790
Pacific Life Insurance
4.300%, US0003M + 2.796%, 10/24/2067 (A)(B)		1,555		1,180
Peachtree Corners Funding Trust
3.976%, 02/15/2025 (A)		4,431		4,343
PNC Financial Services Group
6.875%, SOFRRATE + 2.284%, 10/20/2034 (B)		1,845		1,999
5.812%, SOFRRATE + 1.322%, 06/12/2026 (B)		4,661		4,668
5.676%, SOFRRATE + 1.902%, 01/22/2035 (B)		1,080		1,083
5.582%, SOFRRATE + 1.841%, 06/12/2029 (B)		13,100		13,172
2.600%, 07/23/2026		8,325		7,828
Principal Life Global Funding II
2.250%, 11/21/2024 (A)		3,110		3,037
1.500%, 08/27/2030 (A)		3,374		2,666
1.375%, 01/10/2025 (A)		3,500		3,386
Prospect Capital
3.706%, 01/22/2026		1,955		1,839
Prudential Financial MTN
5.700%, 12/14/2036		1,660		1,712
1.500%, 03/10/2026		2,445		2,278
Prudential Funding Asia PLC
3.125%, 04/14/2030		2,008		1,790
Radian Group
6.200%, 05/15/2029		3,100		3,109
Royal Bank of Canada MTN
6.000%, 11/01/2027		10,089		10,388
4.950%, 02/01/2029		2,850		2,830
2.300%, 11/03/2031		2,095		1,715
S&P Global
2.700%, 03/01/2029		6,138		5,557
2.450%, 03/01/2027		11,870		11,066
Santander UK Group Holdings PLC
6.833%, SOFRRATE + 2.749%, 11/21/2026 (B)		5,315		5,396
Securian Financial Group
4.800%, 04/15/2048 (A)		3,138		2,541
Security Benefit Global Funding MTN
1.250%, 05/17/2024 (A)		1,501		1,485
Societe Generale MTN
7.367%, 01/10/2053 (A)		4,260		4,360
State Street
5.159%, SOFRRATE + 1.890%, 05/18/2034 (B)		3,189		3,151
4.421%, SOFRRATE + 1.605%, 05/13/2033 (B)		3,026		2,857
3.031%, SOFRRATE + 1.490%, 11/01/2034 (B)		5,350		4,720


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Sumitomo Mitsui Financial Group
0.948%, 01/12/2026	$	3,000	$	2,773
Synchrony Bank
5.400%, 08/22/2025		3,320		3,281
Toronto-Dominion Bank MTN
5.532%, 07/17/2026		4,600		4,640
5.523%, 07/17/2028		6,945		7,062
Travelers
5.450%, 05/25/2053		9,395		9,581
Truist Bank
2.250%, 03/11/2030		990		814
Truist Financial MTN
7.161%, SOFRRATE + 2.446%, 10/30/2029 (B)		8,409		8,900
6.047%, SOFRRATE + 2.050%, 06/08/2027 (B)		1,220		1,232
5.867%, SOFRRATE + 2.361%, 06/08/2034 (B)		11,280		11,279
5.711%, SOFRRATE + 1.922%, 01/24/2035 (B)		8,140		8,059
5.122%, SOFRRATE + 1.852%, 01/26/2034 (B)		1,750		1,660
4.916%, SOFRRATE + 2.240%, 07/28/2033 (B)		5,395		4,962
4.873%, SOFRRATE + 1.435%, 01/26/2029 (B)		4,840		4,721
1.887%, SOFRRATE + 0.862%, 06/07/2029 (B)		8,421		7,243
1.267%, SOFRRATE + 0.609%, 03/02/2027 (B)		12,595		11,561
1.200%, 08/05/2025		3,458		3,252
UBS
4.500%, 06/26/2048		3,300		3,022
UBS Group
6.537%, SOFRRATE + 3.920%, 08/12/2033 (A)(B)		1,995		2,080
6.373%, SOFRRATE + 3.340%, 07/15/2026 (A)(B)		2,850		2,870
5.699%, H15T1Y + 1.770%, 02/08/2035 (A)(B)		3,150		3,116
4.703%, H15T1Y + 2.050%, 08/05/2027 (A)(B)		11,770		11,537
4.125%, 09/24/2025 (A)		1,330		1,301
1.494%, H15T1Y + 0.850%, 08/10/2027 (A)(B)		2,100		1,902
US Bancorp
6.787%, SOFRRATE + 1.880%, 10/26/2027 (B)		1,173		1,212
5.850%, SOFRRATE + 2.090%, 10/21/2033 (B)		5,429		5,496
5.836%, SOFRRATE + 2.260%, 06/12/2034 (B)		5,120		5,170


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.775%, SOFRRATE + 2.020%, 06/12/2029 (B)	$	5,390	$	5,446
5.678%, SOFRRATE + 1.860%, 01/23/2035 (B)		8,110		8,091
4.839%, SOFRRATE + 1.600%, 02/01/2034 (B)		3,655		3,440
USAA Capital
3.375%, 05/01/2025 (A)		3,949		3,856
Visa
4.150%, 12/14/2035		1,125		1,058
2.700%, 04/15/2040		355		262
2.000%, 08/15/2050		3,610		2,106
Wells Fargo
6.600%, 01/15/2038		2,620		2,823
6.491%, SOFRRATE + 2.060%, 10/23/2034 (B)		3,340		3,552
5.950%, 12/15/2036		1,035		1,054
5.606%, 01/15/2044		1,171		1,136
5.499%, SOFRRATE + 1.780%, 01/23/2035 (B)		4,470		4,441
3.068%, SOFRRATE + 2.530%, 04/30/2041 (B)		965		713
3.000%, 04/22/2026		8,965		8,553
Wells Fargo MTN
5.557%, SOFRRATE + 1.990%, 07/25/2034 (B)		7,730		7,700
4.900%, 11/17/2045		1,620		1,436
4.750%, 12/07/2046		3,488		3,015
4.611%, SOFRRATE + 2.130%, 04/25/2053 (B)		2,720		2,371
4.400%, 06/14/2046		1,195		984
3.584%, TSFR3M + 1.572%, 05/22/2028 (B)		12,541		11,889
3.350%, SOFRRATE + 1.500%, 03/02/2033 (B)		3,005		2,579
3.196%, TSFR3M + 1.432%, 06/17/2027 (B)		12,180		11,597
2.879%, TSFR3M + 1.432%, 10/30/2030 (B)		4,625		4,056
2.393%, SOFRRATE + 2.100%, 06/02/2028 (B)		8,715		7,949
Westpac Banking
2.668%, H15T5Y + 1.750%, 11/15/2035 (B)		560		457
XL Group
5.250%, 12/15/2043		2,417		2,251

				1,331,365

Health Care — 9.1%
AbbVie
5.400%, 03/15/2054		3,060		3,106
5.050%, 03/15/2034		9,240		9,286
4.950%, 03/15/2031		7,785		7,787


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.700%, 05/14/2045	$	6,225	$	5,734
4.500%, 05/14/2035		7,930		7,554
4.250%, 11/21/2049		6,705		5,752
Advocate Health & Hospitals
4.272%, 08/15/2048		2,984		2,567
Amgen
5.650%, 03/02/2053		2,800		2,799
5.507%, 03/02/2026		10,125		10,112
5.250%, 03/02/2030		2,565		2,584
Ascension Health
3.945%, 11/15/2046		2,394		2,015
3.106%, 11/15/2039		1,735		1,353
2.532%, 11/15/2029		3,695		3,290
Astrazeneca Finance LLC
5.000%, 02/26/2034		2,795		2,804
4.900%, 02/26/2031		7,990		7,973
1.200%, 05/28/2026		12,010		11,047
AstraZeneca PLC
6.450%, 09/15/2037		8,085		9,114
3.375%, 11/16/2025		1,348		1,311
Banner Health
2.907%, 01/01/2042		2,652		1,937
Blue Cross & Blue Shield of Minnesota
3.790%, 05/01/2025 (A)		2,086		2,022
Bristol-Myers Squibb
5.550%, 02/22/2054		6,269		6,343
5.200%, 02/22/2034		3,095		3,120
3.400%, 07/26/2029		3,982		3,713
3.200%, 06/15/2026		1,775		1,708
2.350%, 11/13/2040		705		473
Centene
3.000%, 10/15/2030		10,398		8,884
2.500%, 03/01/2031		1,010		827
Cigna Group
2.375%, 03/15/2031		3,000		2,505
CommonSpirit Health
6.073%, 11/01/2027		5,000		5,127
4.187%, 10/01/2049		2,000		1,623
CVS Health
5.050%, 03/25/2048		2,900		2,587
Eli Lilly
5.100%, 02/09/2064		3,265		3,208
4.950%, 02/27/2063		3,155		3,044
4.875%, 02/27/2053		2,647		2,560
Gilead Sciences
5.550%, 10/15/2053		1,675		1,708
2.800%, 10/01/2050		930		599
HCA
5.600%, 04/01/2034		3,480		3,465
5.500%, 06/15/2047		1,225		1,140
5.250%, 06/15/2049		1,900		1,711


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Health Care Service, A Mutual Legal Reserve
3.200%, 06/01/2050 (A)	$	2,225	$	1,509
Johnson & Johnson
3.750%, 03/03/2047		1,400		1,152
2.900%, 01/15/2028		2,565		2,427
1.300%, 09/01/2030		3,530		2,890
Kaiser Foundation Hospitals
4.150%, 05/01/2047		3,100		2,673
3.150%, 05/01/2027		2,005		1,906
2.810%, 06/01/2041		4,975		3,634
Medtronic
4.375%, 03/15/2035		1,732		1,633
Medtronic Global Holdings SCA
4.250%, 03/30/2028		3,447		3,372
Memorial Health Services
3.447%, 11/01/2049		1,860		1,383
Merck
5.000%, 05/17/2053		3,730		3,615
4.900%, 05/17/2044		4,585		4,405
4.500%, 05/17/2033		2,975		2,893
3.600%, 09/15/2042		2,145		1,741
MultiCare Health System
2.803%, 08/15/2050		4,400		2,584
Nationwide Children's Hospital
4.556%, 11/01/2052		1,135		1,043
New York and Presbyterian Hospital
4.763%, 08/01/2116		1,395		1,201
1.651%, 08/01/2030		2,487		1,998
Northwell Healthcare
4.260%, 11/01/2047		2,045		1,664
Novartis Capital
4.400%, 05/06/2044		685		623
3.000%, 11/20/2025		4,380		4,244
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery
2.667%, 10/01/2050		5,260		3,196
OhioHealth
2.834%, 11/15/2041		4,000		2,924
Orlando Health Obligated Group
3.327%, 10/01/2050		790		579
Pfizer
4.200%, 09/15/2048		3,790		3,229
3.000%, 12/15/2026		2,230		2,127
Pfizer Investment Enterprises Pte
5.340%, 05/19/2063		4,511		4,345
5.300%, 05/19/2053		7,633		7,467
5.110%, 05/19/2043		7,985		7,680
4.750%, 05/19/2033		15,760		15,347
Pharmacia LLC
6.600%, 12/01/2028		1,100		1,178


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Providence St. Joseph Health Obligated Group
2.532%, 10/01/2029	$	6,500	$	5,654
Roche Holdings
2.625%, 05/15/2026 (A)		3,145		2,995
1.930%, 12/13/2028 (A)		10,791		9,454
Rush Obligated Group
3.922%, 11/15/2029		3,828		3,642
Stanford Health Care
3.310%, 08/15/2030		1,055		953
Sutter Health
5.164%, 08/15/2033		9,874		9,942
Takeda Pharmaceutical
2.050%, 03/31/2030		3,352		2,821
Thermo Fisher Scientific
5.000%, 12/05/2026		7,270		7,288
4.800%, 11/21/2027		2,222		2,224
UnitedHealth Group
6.875%, 02/15/2038		2,380		2,765
6.625%, 11/15/2037		2,739		3,097
6.500%, 06/15/2037		1,675		1,868
5.875%, 02/15/2053		9,315		9,965
4.750%, 05/15/2052		2,620		2,383
4.625%, 07/15/2035		4,550		4,392
4.500%, 04/15/2033		2,488		2,388
4.200%, 01/15/2047		1,432		1,213
4.000%, 05/15/2029		2,879		2,769
3.875%, 12/15/2028		1,835		1,761
3.850%, 06/15/2028		1,345		1,295
3.700%, 12/15/2025		1,905		1,864
3.050%, 05/15/2041		2,795		2,077
2.300%, 05/15/2031		8,510		7,135
UPMC
5.035%, 05/15/2033		4,040		3,989
Wyeth LLC
6.000%, 02/15/2036		1,400		1,498
5.950%, 04/01/2037		3,960		4,231

				350,817

Healthcare — 0.2%
Roche Holdings
5.265%, 11/13/2026 (A)		7,270		7,336



Industrials — 6.7%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
6.450%, 04/15/2027 (A)		4,916		5,032
6.150%, 09/30/2030		3,200		3,305
6.100%, 01/15/2027		3,185		3,225
3.300%, 01/30/2032		8,200		6,935
3.000%, 10/29/2028		3,460		3,109
2.450%, 10/29/2026		2,810		2,592


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.650%, 10/29/2024	$	1,951	$	1,898
Airbus
3.950%, 04/10/2047 (A)		2,800		2,298
BAE Systems Holdings
3.800%, 10/07/2024 (A)		1,700		1,680
BAE Systems PLC
5.800%, 10/11/2041 (A)		1,040		1,049
3.400%, 04/15/2030 (A)		1,387		1,256
1.900%, 02/15/2031 (A)		2,718		2,200
Boeing
5.805%, 05/01/2050		2,945		2,839
5.150%, 05/01/2030		9,540		9,380
3.100%, 05/01/2026		3,915		3,730
Burlington Northern Santa Fe LLC
6.150%, 05/01/2037		2,590		2,828
4.900%, 04/01/2044		2,563		2,428
4.550%, 09/01/2044		5,100		4,564
4.450%, 01/15/2053		3,424		3,011
4.375%, 09/01/2042		375		333
4.150%, 04/01/2045		3,120		2,636
Canadian National Railway
3.850%, 08/05/2032		2,990		2,750
Carrier Global
5.800%, 11/30/2025		6,035		6,078
Caterpillar
3.803%, 08/15/2042		1,555		1,298
Caterpillar Financial Services
5.150%, 08/11/2025		5,740		5,740
Caterpillar Financial Services MTN
3.600%, 08/12/2027		9,570		9,216
Continental Airlines Pass-Through Trust, Ser 2012-2, Cl A
4.000%, 10/29/2024		2,626		2,587
CSX
3.350%, 09/15/2049		3,226		2,315
Cummins
5.450%, 02/20/2054		1,828		1,838
Deere
3.100%, 04/15/2030		2,333		2,120
Delta Air Lines Pass-Through Trust, Ser 2015-1, Cl A
3.875%, 07/30/2027		990		919
Delta Air Lines Pass-Through Trust, Ser 2019-1, Cl A
3.404%, 04/25/2024		2,800		2,784
Delta Air Lines Pass-Through Trust, Ser 2020-1, Cl AA
2.000%, 06/10/2028		2,530		2,252
Emerson Electric
2.200%, 12/21/2031		6,250		5,185
1.800%, 10/15/2027		1,935		1,743


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
General Dynamics
4.250%, 04/01/2040	$	995	$	885
4.250%, 04/01/2050		2,100		1,811
2.850%, 06/01/2041		3,655		2,648
Genpact Luxembourg Sarl
3.375%, 12/01/2024		5,226		5,148
Honeywell International
5.350%, 03/01/2064		3,690		3,685
5.250%, 03/01/2054		8,319		8,302
5.000%, 03/01/2035		4,480		4,467
1.750%, 09/01/2031		1,980		1,592
JetBlue Pass-Through Trust, Ser 2019-1, Cl AA
2.750%, 05/15/2032		2,951		2,498
John Deere Capital MTN
4.950%, 07/14/2028		2,100		2,112
2.800%, 07/18/2029		4,220		3,839
2.650%, 06/10/2026		360		343
2.350%, 03/08/2027		7,260		6,772
1.250%, 01/10/2025		15,615		15,099
Lockheed Martin
5.250%, 01/15/2033		6,748		6,887
4.070%, 12/15/2042		3,300		2,826
3.900%, 06/15/2032		4,940		4,586
Northrop Grumman
4.900%, 06/01/2034		3,745		3,645
Penske Truck Leasing LP / PTL Finance
4.000%, 07/15/2025 (A)		2,904		2,838
3.950%, 03/10/2025 (A)		2,752		2,700
3.450%, 07/01/2024 (A)		5,540		5,496
Protective Life Global Funding
1.618%, 04/15/2026 (A)		7,358		6,806
1.170%, 07/15/2025 (A)		1,476		1,395
RTX
6.100%, 03/15/2034		4,945		5,221
4.500%, 06/01/2042		2,300		2,011
Ryder System MTN
4.625%, 06/01/2025		4,800		4,755
Siemens Financieringsmaatschappij
1.700%, 03/11/2028 (A)		5,220		4,644
Snap-on
3.100%, 05/01/2050		3,240		2,275
Triton Container International
2.050%, 04/15/2026 (A)		2,335		2,140
TTX
4.600%, 02/01/2049 (A)		2,100		1,836
TTX MTN
5.500%, 09/25/2026 (A)		1,510		1,514
Union Pacific
3.500%, 02/14/2053		6,355		4,730
3.375%, 02/14/2042		1,120		876
2.950%, 03/10/2052		10,841		7,250


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.375%, 05/20/2031	$	3,615	$	3,055
Union Pacific MTN
3.550%, 08/15/2039		1,255		1,029
United Airlines Pass-Through Trust
2.700%, 05/01/2032		2,323		1,985
United Airlines Pass-Through Trust, Ser 2012-1, Cl A
4.150%, 04/11/2024		1,923		1,918
United Airlines Pass-Through Trust, Ser 2019-1, Cl AA
4.150%, 08/25/2031		1,244		1,155
Verisk Analytics
3.625%, 05/15/2050		2,485		1,824

				257,751

Information Technology — 4.1%
Analog Devices
2.950%, 10/01/2051		1,918		1,282
1.700%, 10/01/2028		2,555		2,231
Apple
4.650%, 02/23/2046		1,040		983
3.850%, 08/04/2046		5,145		4,288
3.350%, 02/09/2027		4,065		3,911
3.250%, 02/23/2026		5,310		5,152
2.850%, 08/05/2061		2,000		1,273
2.650%, 05/11/2050		3,755		2,445
2.375%, 02/08/2041		2,205		1,551
1.650%, 02/08/2031		3,515		2,893
Cisco Systems
5.900%, 02/15/2039		3,307		3,549
5.300%, 02/26/2054		2,709		2,742
5.050%, 02/26/2034		3,670		3,694
4.950%, 02/26/2031		10,840		10,846
Corning
7.250%, 08/15/2036		1,844		1,906
IBM International Capital Pte
5.300%, 02/05/2054		3,325		3,191
5.250%, 02/05/2044		2,065		1,978
4.600%, 02/05/2027		1,805		1,782
Intel
5.700%, 02/10/2053		1,390		1,409
5.125%, 02/10/2030		14,220		14,336
4.900%, 08/05/2052		2,849		2,621
4.875%, 02/10/2026		7,135		7,110
3.200%, 08/12/2061		888		573
2.875%, 05/11/2024		5,830		5,796
International Business Machines
4.150%, 05/15/2039		2,325		2,028
2.200%, 02/09/2027		2,700		2,497
Intuit
5.500%, 09/15/2053		7,375		7,585
5.250%, 09/15/2026		7,315		7,377


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
1.350%, 07/15/2027	$	2,989	$	2,667
KLA
5.650%, 11/01/2034		2,000		2,080
4.950%, 07/15/2052		2,462		2,332
Microsoft
3.700%, 08/08/2046		4,759		3,977
3.450%, 08/08/2036		605		533
3.041%, 03/17/2062		1,100		750
2.525%, 06/01/2050		1,078		694
2.400%, 08/08/2026		4,495		4,257
NXP BV / NXP FUNDING LLC
4.875%, 03/01/2024		3,252		3,252
NXP BV / NXP FUNDING LLC / NXP USA
5.000%, 01/15/2033		1,975		1,907
Oracle
4.375%, 05/15/2055		680		534
4.000%, 07/15/2046		2,275		1,750
3.800%, 11/15/2037		2,190		1,803
3.600%, 04/01/2040		6,880		5,311
2.950%, 04/01/2030		6,075		5,388
QUALCOMM
4.300%, 05/20/2047		3,236		2,808
Texas Instruments
5.050%, 05/18/2063		3,558		3,402
2.250%, 09/04/2029		3,035		2,679
TSMC Arizona
1.750%, 10/25/2026		990		910
Vontier
1.800%, 04/01/2026		1,205		1,111
Wipro IT Services LLC
1.500%, 06/23/2026 (A)		4,937		4,532

				159,706

Materials — 1.2%
Barrick North America Finance LLC
5.750%, 05/01/2043		2,225		2,278
BHP Billiton Finance USA
6.420%, 03/01/2026		1,590		1,629
5.100%, 09/08/2028		7,480		7,526
5.000%, 09/30/2043		1,400		1,339
4.875%, 02/27/2026		3,545		3,530
Celanese US Holdings LLC
6.700%, 11/15/2033		2,205		2,316
Ecolab
1.650%, 02/01/2027		8,120		7,420
Freeport-McMoRan
5.250%, 09/01/2029		1,639		1,630
International Flavors & Fragrances
5.000%, 09/26/2048		2,990		2,516
3.468%, 12/01/2050 (A)		7,485		4,926
3.268%, 11/15/2040 (A)		1,933		1,355
2.300%, 11/01/2030 (A)		3,490		2,864


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
PPG Industries
1.200%, 03/15/2026	$	3,305	$	3,054
Rio Tinto Finance USA
5.200%, 11/02/2040		1,185		1,167
2.750%, 11/02/2051		4,000		2,537

				46,087

Real Estate — 2.7%
Alexandria Real Estate Equities
4.750%, 04/15/2035		3,050		2,842
AvalonBay Communities MTN
3.350%, 05/15/2027		5,480		5,196
Boston Properties
4.500%, 12/01/2028		2,630		2,485
Extra Space Storage
5.400%, 02/01/2034		3,190		3,127
Federal Realty OP
1.250%, 02/15/2026		5,026		4,631
Prologis
5.250%, 06/15/2053		1,780		1,725
5.250%, 03/15/2054		945		907
4.750%, 06/15/2033		5,242		5,083
Realty Income
5.625%, 10/13/2032		6,435		6,513
4.450%, 09/15/2026		1,386		1,349
4.000%, 07/15/2029		155		146
3.400%, 01/15/2030		2,120		1,922
3.200%, 01/15/2027		1,790		1,690
2.100%, 03/15/2028		2,981		2,646
Regency Centers LP
5.250%, 01/15/2034		3,400		3,323
4.650%, 03/15/2049		290		246
4.400%, 02/01/2047		1,595		1,277
2.950%, 09/15/2029		3,675		3,253
Sabra Health Care LP
3.900%, 10/15/2029		4,275		3,800
Scentre Group Trust 1/ Scentre Group Trust 2
3.750%, 03/23/2027 (A)		885		842
3.625%, 01/28/2026 (A)		12,081		11,678
3.500%, 02/12/2025 (A)		1,345		1,318
Scentre Group Trust 2
4.750%, H15T5Y + 4.379%, 09/24/2080 (A)(B)		6,340		6,029
Simon Property Group
6.250%, 01/15/2034		1,985		2,092
Simon Property Group LP
6.750%, 02/01/2040		470		516
5.850%, 03/08/2053		1,910		1,934
5.500%, 03/08/2033		8,037		8,105
4.250%, 11/30/2046		2,169		1,758
3.800%, 07/15/2050		1,165		882
2.650%, 02/01/2032		2,000		1,663


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
2.450%, 09/13/2029	$	5,176	$	4,514
Sun Communities Operating LP
5.500%, 01/15/2029		6,350		6,286
2.300%, 11/01/2028		110		96
WP Carey
4.600%, 04/01/2024		2,670		2,666

				102,540

Utilities — 10.7%
AEP Texas
3.450%, 01/15/2050		2,695		1,879
AEP Transmission LLC
5.400%, 03/15/2053		1,800		1,782
Alabama Power
3.850%, 12/01/2042		600		483
3.700%, 12/01/2047		2,800		2,123
3.125%, 07/15/2051		3,187		2,167
1.450%, 09/15/2030		3,416		2,747
Ameren Illinois
4.500%, 03/15/2049		4,560		3,956
3.850%, 09/01/2032		12,850		11,714
American Electric Power
5.625%, 03/01/2033		2,435		2,453
Arizona Public Service
5.550%, 08/01/2033		6,920		6,943
Atmos Energy
4.125%, 03/15/2049		3,735		3,080
Baltimore Gas and Electric
2.250%, 06/15/2031		4,420		3,682
Berkshire Hathaway Energy
6.125%, 04/01/2036		1,472		1,554
3.250%, 04/15/2028		1,720		1,611
CenterPoint Energy Houston Electric LLC
5.200%, 10/01/2028		4,215		4,252
4.500%, 04/01/2044		2,215		1,960
3.000%, 03/01/2032		1,595		1,380
2.900%, 07/01/2050		770		507
Chile Electricity Lux MPC Sarl
6.010%, 01/20/2033 (A)		5,550		5,629
Cleco Corporate Holdings LLC
3.375%, 09/15/2029		1,745		1,517
CMS Energy
3.000%, 05/15/2026		7,285		6,921
Commonwealth Edison
4.700%, 01/15/2044		2,000		1,782
3.200%, 11/15/2049		1,560		1,075
2.550%, 06/15/2026		4,665		4,414
Connecticut Light and Power
5.250%, 01/15/2053		3,000		2,924
Consolidated Edison of New York
5.900%, 11/15/2053		6,170		6,507
5.500%, 03/15/2034		3,190		3,258


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
3.875%, 06/15/2047	$	3,000	$	2,331
Consumers Energy
4.625%, 05/15/2033		7,675		7,415
Dominion Energy
3.375%, 04/01/2030		585		526
Dominion Energy South Carolina
4.600%, 06/15/2043		1,000		881
DTE Energy
4.875%, 06/01/2028		5,240		5,165
Duke Energy
4.850%, 01/05/2029		3,780		3,716
Duke Energy Carolinas LLC
5.400%, 01/15/2054		3,030		2,952
5.300%, 02/15/2040		1,700		1,668
3.875%, 03/15/2046		5,500		4,285
2.850%, 03/15/2032		2,730		2,320
2.550%, 04/15/2031		2,855		2,446
Duke Energy Florida LLC
5.950%, 11/15/2052		2,100		2,211
5.875%, 11/15/2033		7,255		7,595
Duke Energy Indiana LLC
6.350%, 08/15/2038		240		257
4.900%, 07/15/2043		245		225
Duke Energy Ohio
5.250%, 04/01/2033		6,030		6,035
2.125%, 06/01/2030		1,225		1,029
Duke Energy Progress LLC
4.200%, 08/15/2045		2,490		2,054
4.100%, 05/15/2042		1,041		862
East Ohio Gas
3.000%, 06/15/2050 (A)		1,095		683
2.000%, 06/15/2030 (A)		2,370		1,943
1.300%, 06/15/2025 (A)		2,700		2,560
Entergy Arkansas LLC
4.200%, 04/01/2049		2,725		2,237
Entergy Louisiana LLC
4.200%, 09/01/2048		3,215		2,600
0.950%, 10/01/2024		10,320		10,048
Entergy Mississippi LLC
2.850%, 06/01/2028		3,865		3,538
Entergy Texas
5.800%, 09/01/2053		3,735		3,850
3.550%, 09/30/2049		2,015		1,455
Exelon
5.150%, 03/15/2028		4,570		4,558
Florida Power & Light
5.960%, 04/01/2039		145		156
5.950%, 02/01/2038		3,769		4,011
5.690%, 03/01/2040		4,657		4,767
4.125%, 02/01/2042		3,650		3,138
2.850%, 04/01/2025		2,515		2,452
2.450%, 02/03/2032		11,835		9,874


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Georgia Power
5.250%, 03/15/2034	$	4,730	$	4,709
4.300%, 03/15/2043		2,285		1,925
Indiana Michigan Power
4.250%, 08/15/2048		565		459
Indianapolis Power & Light
4.050%, 05/01/2046 (A)		60		47
Kentucky Utilities
5.450%, 04/15/2033		4,185		4,225
Massachusetts Electric
1.729%, 11/24/2030 (A)		1,300		1,022
MidAmerican Energy
3.150%, 04/15/2050		2,700		1,847
Monongahela Power
5.850%, 02/15/2034 (A)		2,790		2,842
3.550%, 05/15/2027 (A)		10,095		9,573
National Grid PLC
5.418%, 01/11/2034		2,990		2,917
National Rural Utilities Cooperative Finance
8.489%, TSFR3M + 3.172%, 04/30/2043 (B)		1,542		1,538
5.800%, 01/15/2033		2,260		2,337
4.450%, 03/13/2026		7,250		7,160
4.400%, 11/01/2048		1,000		843
4.300%, 03/15/2049		2,558		2,131
Nevada Power
6.000%, 03/15/2054		5,585		5,865
New England Power
5.936%, 11/25/2052 (A)		1,046		1,063
NextEra Energy Capital Holdings
5.250%, 03/15/2034		3,050		2,992
4.450%, 06/20/2025		10,660		10,516
1.900%, 06/15/2028		6,085		5,326
Niagara Mohawk Power
4.278%, 10/01/2034 (A)		1,959		1,743
Northern States Power
7.125%, 07/01/2025		3,220		3,289
6.250%, 06/01/2036		600		650
4.500%, 06/01/2052		2,845		2,483
2.250%, 04/01/2031		2,730		2,287
NSTAR Electric
3.250%, 05/15/2029		2,684		2,499
Oglethorpe Power
5.375%, 11/01/2040		1,675		1,570
4.500%, 04/01/2047		1,970		1,603
4.250%, 04/01/2046		1,110		857
4.200%, 12/01/2042		175		137
Ohio Power
2.600%, 04/01/2030		8,915		7,720
Oncor Electric Delivery LLC
7.500%, 09/01/2038		110		131
5.650%, 11/15/2033		4,155		4,292


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
5.350%, 10/01/2052	$	2,094	$	2,079
5.300%, 06/01/2042		1,211		1,223
4.950%, 09/15/2052		215		200
3.750%, 04/01/2045		3,670		2,916
Pacific Gas and Electric
6.400%, 06/15/2033		2,290		2,381
5.800%, 05/15/2034		3,220		3,217
4.500%, 07/01/2040		2,260		1,894
4.200%, 06/01/2041		2,340		1,839
PacifiCorp
6.250%, 10/15/2037		2,375		2,447
6.000%, 01/15/2039		4,390		4,516
5.800%, 01/15/2055		4,811		4,646
5.500%, 05/15/2054		385		360
3.300%, 03/15/2051		3,553		2,332
2.900%, 06/15/2052		5,290		3,223
PECO Energy
2.850%, 09/15/2051		2,100		1,348
Potomac Electric Power
5.500%, 03/15/2054		3,725		3,696
PPL Electric Utilities
4.150%, 06/15/2048		2,400		2,006
3.950%, 06/01/2047		1,802		1,451
Public Service Electric and Gas MTN
4.050%, 05/01/2048		2,792		2,323
Public Service Enterprise Group
5.850%, 11/15/2027		3,392		3,476
Public Service of Colorado
6.250%, 09/01/2037		205		217
4.100%, 06/01/2032		4,610		4,275
3.200%, 03/01/2050		1,720		1,166
Public Service of New Hampshire
3.600%, 07/01/2049		2,000		1,517
2.200%, 06/15/2031		5,385		4,447
San Diego Gas & Electric
4.950%, 08/15/2028		3,344		3,343
4.500%, 08/15/2040		2,025		1,800
3.320%, 04/15/2050		445		309
Sempra
3.800%, 02/01/2038		1,220		1,001
Southern California Edison
2.850%, 08/01/2029		2,745		2,456
Southern California Gas
6.350%, 11/15/2052		2,411		2,652
5.750%, 06/01/2053		2,809		2,840
4.300%, 01/15/2049		1,100		902
3.750%, 09/15/2042		180		142
2.550%, 02/01/2030		4,835		4,198
Union Electric
4.000%, 04/01/2048		1,095		862
3.900%, 09/15/2042		85		69


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Virginia Electric and Power
6.350%, 11/30/2037	$	1,745	$	1,866
5.000%, 04/01/2033		8,783		8,607
5.000%, 01/15/2034		3,250		3,159
3.150%, 01/15/2026		3,000		2,897
2.950%, 11/15/2051		5,975		3,832
Vistra Operations LLC
4.875%, 05/13/2024 (A)		3,925		3,913
3.550%, 07/15/2024 (A)		1,095		1,085
Wisconsin Electric Power
1.700%, 06/15/2028		2,300		2,026
Wisconsin Power & Light
6.375%, 08/15/2037		50		53
3.050%, 10/15/2027		2,480		2,315
Wisconsin Public Service
3.300%, 09/01/2049		2,475		1,737

				410,000

Total Corporate Obligations
(Cost $3,605,938) ($ Thousands)				3,394,604



U.S. TREASURY OBLIGATIONS — 6.1%
U.S. Treasury Bonds
4.750%, 11/15/2043		1,280		1,317
4.750%, 11/15/2053		34,835		37,061
4.500%, 02/15/2044		26,375		26,367
4.375%, 08/15/2043		45,772		44,814
4.250%, 02/15/2054		19,217		18,857
U.S. Treasury Notes
4.250%, 01/31/2026		24,900		24,714
4.125%, 02/15/2027		18,154		18,005
4.000%, 01/31/2029		21,990		21,736
4.000%, 01/31/2031		9,235		9,085
4.000%, 02/15/2034		34,591		33,915

Total U.S. Treasury Obligations
(Cost $235,107) ($ Thousands)				235,871



MUNICIPAL BONDS — 3.3%
Alabama — 0.1%
Alabama State, Economic Settlement Authority, Ser B, RB
4.263%, 09/15/2032		2,145		2,047


California — 1.1%
California State University, RB
5.183%, 11/01/2053		8,690		8,597
California State University, Ser D, RB
1.490%, 11/01/2028		2,580		2,248


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
California State, Build America Project, GO
7.600%, 11/01/2040	$	585	$	718
7.550%, 04/01/2039		2,305		2,805
7.500%, 04/01/2034		5,125		6,028
California State, GO
6.000%, 03/01/2033		950		1,030
California State, Health Facilities Financing Authority, RB
1.679%, 06/01/2028		4,975		4,418
East Bay, Municipal Utility District Water System Revenue, Build America Project, Sub-Ser, RB
5.874%, 06/01/2040		300		322
Los Angeles, Community College District, GO
1.606%, 08/01/2028		4,780		4,280
Los Angeles, Unified School District, Build America Project, Ser RY, GO
6.758%, 07/01/2034		1,120		1,231
Riverside County, Pension Obligation, RB
3.818%, 02/15/2038		2,105		1,932
San Francisco, Public Utilities Commission, Water Revenue, Build America Project, Ser DE, RB
6.000%, 11/01/2040		3,705		3,907
University of California Regents, Build America Project, Ser H, RB
6.548%, 05/15/2048		120		136
University of California Regents, RB
4.132%, 05/15/2032		3,210		3,049
University of California, Build America Project, RB
5.770%, 05/15/2043		1,375		1,461

				42,162

Colorado — 0.1%
City & County of Denver's Airport System Revenue, Ser C, RB
2.037%, 11/15/2028		4,000		3,562
Colorado State, COP
6.817%, 03/15/2028		1,980		2,121

				5,683

Connecticut — 0.2%
Connecticut State, Ser A, GO
4.657%, 05/15/2030		2,000		1,993
4.506%, 05/15/2028		2,515		2,509
3.875%, 06/15/2028		2,555		2,487

				6,989


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
Florida — 0.0%
Florida State, Board of Administration Finance, Ser A, RB
1.705%, 07/01/2027	$	1,383	$	1,245


Georgia — 0.2%
Georgia State, Municipal Electric Authority, Build America Project, RB
7.055%, 04/01/2057		2,757		3,061
6.637%, 04/01/2057		2,388		2,692

				5,753

Illinois — 0.2%
Greater Chicago, Metropolitan Water Reclamation District, Build America Project, GO
5.720%, 12/01/2038		2,580		2,720
Sales Tax Securitization, Ser A, RB
4.637%, 01/01/2040		3,245		3,116

				5,836

Kansas — 0.0%
Kansas State, Development Finance Authority, Ser H, RB
4.727%, 04/15/2037		1,455		1,407


Massachusetts — 0.2%
Massachusetts Clean Water Trust, Build America Project, RB
5.192%, 08/01/2040		3,375		3,365
Massachusetts State, Build America Project, GO
4.910%, 05/01/2029		100		101
Massachusetts State, Build America Project, RB
5.731%, 06/01/2040		80		83
Massachusetts State, Educational Financing Authority, Ser A, RB
2.925%, 07/01/2028		2,550		2,357
1.638%, 07/01/2026		2,125		1,969

				7,875

Michigan — 0.3%
Chippewa Valley Schools, GO
2.337%, 05/01/2029		3,125		2,801
Michigan State, Finance Authority, RB
3.084%, 12/01/2034		1,685		1,453
2.671%, 09/01/2049 (B)		4,600		4,306
University of Michigan, Ser C, RB
3.599%, 04/01/2047		4,520		3,813

				12,373


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
New Jersey — 0.1%
New Jersey State, Transportation Trust Fund Authority, Build America Project, Ser C, RB
5.754%, 12/15/2028	$	2,300	$	2,322
New Jersey State, Turnpike Authority, Build America Project, RB
7.102%, 01/01/2041		2,500		2,919

				5,241

New York — 0.4%
New York & New Jersey, Port Authority, RB
4.926%, 10/01/2051		165		160
4.458%, 10/01/2062		205		183
New York & New Jersey, Port Authority, Ser 181, RB
4.960%, 08/01/2046		1,315		1,222
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Build America Project, RB
5.767%, 08/01/2036		445		459
New York City, Transitional Finance Authority, Future Tax Secured Revenue, Sub-Ser, RB
3.480%, 08/01/2026		2,100		2,036
New York State, Dormitory Authority, Build America Project, RB
5.289%, 03/15/2033		3,000		3,010
New York State, Urban Development, Build America Project, RB
5.770%, 03/15/2039		8,225		8,384

				15,454

Ohio — 0.1%
American Municipal Power, RB
6.053%, 02/15/2043		3,065		3,228


Oregon — 0.1%
Oregon State, School Boards Association, Ser B, GO
5.550%, 06/30/2028		4,000		4,047


Pennsylvania — 0.1%
Pennsylvania State, Economic Development Financing Authority, RB
2.152%, 06/15/2029		5,465		4,841


Texas — 0.1%
Grand Parkway, Transportation Corp, Ser E, RB
5.184%, 10/01/2042		555		556


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MUNICIPAL BONDS (continued)
North Texas, Tollway Authority, Build America Project, Ser B, RB
6.718%, 01/01/2049	$	845	$	989
Texas State, Build America Project, GO
5.517%, 04/01/2039		565		591
Texas State, Dallas Area, Rapid Transit, RB
1.147%, 12/01/2026		1,200		1,092

				3,228


Total Municipal Bonds
(Cost $137,902) ($ Thousands)				127,409



SOVEREIGN DEBT — 0.9%

CDP Financial
5.600%, 11/25/2039(A)		700		727
Chile Government International Bond
5.330%, 01/05/2054		2,070		1,973
3.860%, 06/21/2047		405		317
3.100%, 01/22/2061		325		203
Israel Government International Bond
3.875%, 07/03/2050		2,500		1,832
Korea Development Bank
4.375%, 02/15/2028		5,150		5,076
1.750%, 02/18/2025		6,080		5,882
Province of British Columbia Canada
4.200%, 07/06/2033		7,090		6,838
Province of Quebec Canada MTN
6.350%, 01/30/2026		270		275
Republic of Poland Government International Bond
4.875%, 10/04/2033		3,410		3,333
Saudi Government International Bond
5.750%, 01/16/2054(A)		6,225		6,004

Total Sovereign Debt
(Cost $33,354) ($ Thousands)				32,460


	Shares
CASH EQUIVALENT — 0.9%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		34,386,260		34,386
Total Cash Equivalent
(Cost $34,386) ($ Thousands)				34,386
Total Investments in Securities — 99.4%
(Cost $4,046,687) ($ Thousands)			$	3,824,730

The open futures contracts held by the Fund at February 29, 2024 are as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Shares		Market Value ($ Thousands)
COMMON STOCK — 72.2%

Communication Services — 6.4%
Alphabet Inc, Cl A *		185,272	$	25,653
Alphabet Inc, Cl C *		155,900		21,792
AT&T Inc		223,443		3,783
Charter Communications Inc, Cl A *		3,115		916
Comcast Corp, Cl A		125,532		5,379
Electronic Arts Inc		7,644		1,066
Fox Corp		12,966		375
Interpublic Group of Cos Inc/The		13,000		408
Live Nation Entertainment Inc *		4,800		465
Match Group Inc *		9,200		332
Meta Platforms Inc, Cl A		69,504		34,066
Netflix Inc *		13,732		8,279
News Corp		4,000		112
News Corp, Cl A		12,800		344
Omnicom Group Inc		6,099		539
Paramount Global, Cl B		16,240		179
Take-Two Interactive Software Inc *		4,900		720
T-Mobile US Inc		15,909		2,598
Verizon Communications Inc		131,492		5,262
Walt Disney Co/The		57,221		6,385
Warner Bros Discovery Inc *		68,680		604

				119,257
Consumer Discretionary — 7.7%
Airbnb Inc, Cl A *		13,600		2,142
Amazon.com Inc *		284,680		50,320
Aptiv PLC *		8,724		693
AutoZone Inc *		599		1,801
Bath & Body Works Inc		7,700		352
Best Buy Co Inc		6,000		485
Booking Holdings Inc *		1,045		3,625
BorgWarner Inc		7,900		246
Caesars Entertainment Inc *		7,300		317
CarMax Inc *		5,400		427
Carnival Corp, Cl A *		34,200		542
Chipotle Mexican Grill Inc, Cl A *		866		2,328
Darden Restaurants Inc		3,700		632
Domino's Pizza Inc		1,100		493
DR Horton Inc		9,374		1,401
eBay Inc		16,081		760
Etsy Inc *		4,000		287
Expedia Group Inc *		4,085		559
Ford Motor Co		122,576		1,525
Garmin Ltd		4,700		646
General Motors Co		42,695		1,750
Genuine Parts Co		4,350		649
Hasbro Inc		4,400		221
Hilton Worldwide Holdings Inc		7,961		1,627
Home Depot Inc/The		31,343		11,929
Las Vegas Sands Corp		11,436		623
Lennar Corp, Cl A		7,795		1,236


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
LKQ Corp		9,100	$	476
Lowe's Cos Inc		18,078		4,351
Lululemon Athletica Inc *		3,600		1,681
Marriott International Inc/MD, Cl A		7,728		1,931
McDonald's Corp		22,679		6,629
MGM Resorts International *		9,515		412
Mohawk Industries Inc *		1,828		217
NIKE Inc, Cl B		38,278		3,978
Norwegian Cruise Line Holdings Ltd *		14,200		275
NVR Inc *		100		763
O'Reilly Automotive Inc *		1,838		1,999
Pool Corp		1,300		518
PulteGroup Inc		6,700		726
Ralph Lauren Corp, Cl A		1,300		242
Ross Stores Inc		10,574		1,575
Royal Caribbean Cruises Ltd *		7,300		900
Starbucks Corp		35,666		3,385
Tapestry Inc		7,800		371
Tesla Inc *		86,529		17,468
TJX Cos Inc/The		35,742		3,543
Tractor Supply Co		3,394		863
Ulta Beauty Inc *		1,532		840
VF Corp		11,024		180
Whirlpool Corp		1,800		193
Wynn Resorts Ltd		3,200		337
Yum! Brands Inc		8,712		1,206

				142,675
Consumer Staples — 4.3%
Altria Group Inc		55,236		2,260
Archer-Daniels-Midland Co		16,607		882
Brown-Forman Corp, Cl B		6,225		375
Bunge Global SA		4,500		425
Campbell Soup Co		6,700		286
Church & Dwight Co Inc		7,617		763
Clorox Co/The		3,800		582
Coca-Cola Co/The		121,688		7,304
Colgate-Palmolive Co		25,682		2,222
Conagra Brands Inc		16,300		458
Constellation Brands Inc, Cl A		5,007		1,244
Costco Wholesale Corp		13,851		10,304
Dollar General Corp		6,810		989
Dollar Tree Inc *		6,497		953
Estee Lauder Cos Inc/The, Cl A		7,265		1,079
General Mills Inc		18,069		1,160
Hershey Co/The		4,655		875
Hormel Foods Corp		9,800		346
J M Smucker Co/The		3,582		430
Kellanova		8,900		491
Kenvue Inc		53,605		1,018
Keurig Dr Pepper Inc		31,267		935
Kimberly-Clark Corp		10,491		1,271
Kraft Heinz Co/The		24,766		874


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Kroger Co/The		20,567	$	1,020
Lamb Weston Holdings Inc		4,500		460
McCormick & Co Inc/MD		7,800		537
Molson Coors Beverage Co, Cl B		6,300		393
Mondelez International Inc, Cl A		42,489		3,105
Monster Beverage Corp *		22,976		1,358
PepsiCo Inc		42,990		7,108
Philip Morris International Inc		48,542		4,367
Procter & Gamble Co/The		73,726		11,718
Sysco Corp		15,669		1,269
Target Corp		14,393		2,201
Tyson Foods Inc, Cl A		8,772		476
Walgreens Boots Alliance Inc		22,152		471
Walmart Inc		133,876		7,846

				79,855
Energy — 2.7%
APA Corp		10,500		313
Baker Hughes Co, Cl A		31,279		926
Chevron Corp		54,927		8,349
ConocoPhillips		37,069		4,172
Coterra Energy Inc, Cl A		23,281		600
Devon Energy Corp		19,944		879
Diamondback Energy Inc		5,600		1,022
EOG Resources Inc		18,165		2,079
EQT Corp		13,400		498
Exxon Mobil Corp		125,387		13,105
Halliburton Co		27,819		976
Hess Corp		8,647		1,260
Kinder Morgan Inc		60,184		1,047
Marathon Oil Corp		18,000		436
Marathon Petroleum Corp		11,881		2,011
Occidental Petroleum Corp		20,603		1,249
ONEOK Inc		18,166		1,365
Phillips 66		13,706		1,953
Pioneer Natural Resources Co		7,319		1,721
Schlumberger NV		44,538		2,152
Targa Resources Corp		6,900		678
Valero Energy Corp		10,651		1,507
Williams Cos Inc/The		37,905		1,362

				49,660
Financials — 9.4%
Aflac Inc		16,555		1,337
Allstate Corp/The		8,112		1,294
American Express Co		17,976		3,944
American International Group Inc		21,863		1,594
Ameriprise Financial Inc		3,163		1,289
Aon PLC, Cl A		6,245		1,973
Arch Capital Group Ltd *		11,647		1,020
Arthur J Gallagher & Co		6,757		1,648
Assurant Inc		1,800		327
Bank of America Corp		215,363		7,434


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Bank of New York Mellon Corp/The		23,958	$	1,344
Berkshire Hathaway Inc, Cl B *		56,978		23,327
BlackRock Inc, Cl A		4,376		3,550
Blackstone Inc		22,200		2,838
Brown & Brown Inc		7,300		615
Capital One Financial Corp		11,855		1,631
Cboe Global Markets Inc		3,300		634
Charles Schwab Corp/The		46,498		3,105
Chubb Ltd		12,795		3,220
Cincinnati Financial Corp		4,900		559
Citigroup Inc		59,763		3,316
Citizens Financial Group Inc		14,365		451
CME Group Inc, Cl A		11,209		2,470
Comerica Inc		4,500		222
Discover Financial Services		7,818		944
Everest Group Ltd		1,300		480
Eversource Energy		10,808		634
FactSet Research Systems Inc		1,200		555
Fidelity National Information Services Inc		18,456		1,277
Fifth Third Bancorp		21,142		726
Fiserv Inc *		18,779		2,803
FleetCor Technologies Inc *		2,200		614
Franklin Resources Inc		9,400		258
Global Payments Inc		8,091		1,049
Globe Life Inc		2,900		368
Goldman Sachs Group Inc/The		10,188		3,964
Hartford Financial Services Group Inc/The		9,308		892
Huntington Bancshares Inc/OH		44,826		585
Intercontinental Exchange Inc		17,891		2,476
Invesco Ltd		16,000		247
Jack Henry & Associates Inc		2,500		434
JPMorgan Chase & Co		90,505		16,839
KeyCorp		32,054		457
Loews Corp		5,600		421
M&T Bank Corp		5,190		725
MarketAxess Holdings Inc		1,300		277
Marsh & McLennan Cos Inc		15,420		3,119
Mastercard Inc, Cl A		25,887		12,290
MetLife Inc		19,345		1,349
Moody's Corp		4,936		1,873
Morgan Stanley		39,522		3,401
MSCI Inc, Cl A		2,463		1,382
Nasdaq Inc		10,588		595
Northern Trust Corp		6,405		526
PayPal Holdings Inc *		33,633		2,029
PNC Financial Services Group Inc/The		12,447		1,832
Principal Financial Group Inc		6,820		551
Progressive Corp/The		18,283		3,466
Prudential Financial Inc		11,239		1,225
Raymond James Financial Inc		5,808		699
Regions Financial Corp		28,782		536
S&P Global Inc		10,146		4,346


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Synchrony Financial		12,811	$	529
T Rowe Price Group Inc		6,898		782
Travelers Cos Inc/The		7,155		1,581
Truist Financial Corp		41,574		1,454
US Bancorp		48,567		2,038
Visa Inc, Cl A		49,924		14,111
W R Berkley Corp		6,250		523
Wells Fargo & Co		113,579		6,314
Willis Towers Watson PLC		3,202		873
Zions Bancorp NA		5,000		197

				173,788
Health Care — 9.0%
Abbott Laboratories		54,319		6,444
AbbVie Inc		55,257		9,728
Agilent Technologies Inc		9,156		1,258
Align Technology Inc *		2,213		669
Amgen Inc		16,774		4,593
Baxter International Inc		15,738		644
Becton Dickinson & Co		9,065		2,135
Biogen Inc *		4,550		987
Bio-Rad Laboratories Inc, Cl A *		763		249
Bio-Techne Corp		5,400		397
Boston Scientific Corp *		45,772		3,031
Bristol-Myers Squibb Co		63,626		3,229
Cardinal Health Inc		7,698		862
Catalent Inc *		6,100		350
Cencora Inc		5,161		1,216
Centene Corp *		16,684		1,309
Charles River Laboratories International Inc *		1,700		432
Cigna Group/The		9,162		3,080
Cooper Cos Inc/The		6,100		571
CVS Health Corp		40,112		2,983
Danaher Corp		20,576		5,209
DaVita Inc *		1,900		241
DENTSPLY SIRONA Inc		7,700		252
Dexcom Inc *		12,030		1,384
Edwards Lifesciences Corp *		18,936		1,607
Elevance Health Inc		7,343		3,681
Eli Lilly & Co		25,007		18,847
GE HealthCare Technologies Inc		12,634		1,153
Gilead Sciences Inc		38,943		2,808
HCA Healthcare Inc		6,145		1,915
Henry Schein Inc *		4,400		336
Hologic Inc *		7,612		562
Humana Inc		3,849		1,348
IDEXX Laboratories Inc *		2,578		1,483
Illumina Inc *		4,971		695
Incyte Corp *		6,300		368
Insulet Corp *		2,400		394
Intuitive Surgical Inc *		10,978		4,233
IQVIA Holdings Inc *		5,709		1,411


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Johnson & Johnson		75,280	$	12,149
Laboratory Corp of America Holdings		2,665		575
McKesson Corp		4,177		2,178
Medtronic PLC		41,535		3,462
Merck & Co Inc		79,244		10,076
Mettler-Toledo International Inc *		700		873
Moderna Inc *		10,338		954
Molina Healthcare Inc *		1,800		709
Pfizer Inc		176,540		4,689
Quest Diagnostics Inc		3,500		437
Regeneron Pharmaceuticals Inc *		3,336		3,223
ResMed Inc		4,523		786
Revvity Inc		4,200		460
STERIS PLC		3,113		725
Stryker Corp		10,579		3,693
Teleflex Inc		1,600		356
Thermo Fisher Scientific Inc		12,104		6,901
UnitedHealth Group Inc		28,957		14,293
Universal Health Services Inc, Cl B		2,100		351
Vertex Pharmaceuticals Inc *		8,066		3,394
Viatris Inc		36,974		457
Waters Corp *		1,851		625
West Pharmaceutical Services Inc		2,254		808
Zimmer Biomet Holdings Inc		6,538		813
Zoetis Inc, Cl A		14,330		2,842

				167,923
Industrials — 6.3%
3M Co		17,256		1,590
A O Smith Corp		4,200		348
Allegion plc		2,933		375
American Airlines Group Inc *		22,100		347
AMETEK Inc		7,209		1,299
Automatic Data Processing Inc		12,892		3,238
Axon Enterprise Inc *		2,200		676
Boeing Co/The *		17,796		3,625
Broadridge Financial Solutions Inc		3,700		753
Builders FirstSource Inc *		3,800		742
Carrier Global Corp		26,178		1,455
Caterpillar Inc		15,915		5,315
CH Robinson Worldwide Inc		3,900		289
Cintas Corp		2,721		1,710
Copart Inc *		27,272		1,450
CSX Corp		61,683		2,340
Cummins Inc		4,406		1,183
Dayforce Inc *		5,300		370
Deere & Co		8,362		3,053
Delta Air Lines Inc		19,946		843
Dover Corp		4,306		712
Eaton Corp PLC		12,516		3,617
Emerson Electric Co		17,819		1,904
Equifax Inc		3,790		1,037
Expeditors International of Washington Inc		4,538		543


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Fastenal Co		17,811	$	1,300
FedEx Corp		7,188		1,790
Fortive Corp		10,888		927
Generac Holdings Inc *		2,100		236
General Dynamics Corp		7,091		1,938
General Electric Co		34,020		5,337
Honeywell International Inc		20,577		4,089
Howmet Aerospace Inc		12,129		807
Hubbell Inc, Cl B		1,700		647
Huntington Ingalls Industries Inc		1,200		350
IDEX Corp		2,300		543
Illinois Tool Works Inc		8,518		2,233
Ingersoll Rand Inc		12,583		1,149
Jacobs Solutions Inc		3,900		572
JB Hunt Transport Services Inc		2,500		516
Johnson Controls International plc		21,172		1,255
L3Harris Technologies Inc		5,896		1,248
Leidos Holdings Inc		4,300		550
Lockheed Martin Corp		6,903		2,956
Masco Corp		6,900		530
Nordson Corp		1,700		452
Norfolk Southern Corp		7,069		1,791
Northrop Grumman Corp		4,417		2,036
Old Dominion Freight Line Inc		2,788		1,234
Otis Worldwide Corp		12,745		1,215
PACCAR Inc		16,287		1,806
Parker-Hannifin Corp		4,003		2,143
Paychex Inc		10,047		1,232
Paycom Software Inc		1,700		310
Pentair PLC		5,646		439
Quanta Services Inc		4,514		1,090
Republic Services Inc, Cl A		6,343		1,165
Robert Half Inc		3,600		289
Rockwell Automation Inc		3,605		1,028
Rollins Inc		8,825		389
RTX Corp		44,906		4,027
Snap-on Inc		1,800		496
Southwest Airlines Co		18,430		632
Stanley Black & Decker Inc		4,700		420
Textron Inc		6,100		543
Trane Technologies PLC		7,079		1,996
TransDigm Group Inc		1,768		2,082
Uber Technologies Inc *		64,300		5,112
Union Pacific Corp		19,022		4,826
United Airlines Holdings Inc *		11,065		503
United Parcel Service Inc, Cl B		22,622		3,354
United Rentals Inc		2,096		1,453
Veralto Corp		6,759		584
Verisk Analytics Inc, Cl A		4,516		1,092
Waste Management Inc		11,467		2,358
Westinghouse Air Brake Technologies Corp		5,586		789
WW Grainger Inc		1,377		1,340


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Xylem Inc/NY		7,500	$	953

				116,966
Information Technology — 21.5%
Accenture PLC, Cl A		19,616		7,352
Adobe Inc *		14,284		8,003
Advanced Micro Devices Inc *		50,533		9,729
Akamai Technologies Inc *		4,700		521
Amphenol Corp, Cl A		18,661		2,039
Analog Devices Inc		15,610		2,994
ANSYS Inc *		2,721		909
Apple Inc		457,656		82,721
Applied Materials Inc		26,203		5,283
Arista Networks Inc *		7,861		2,182
Autodesk Inc *		6,692		1,728
Broadcom Inc		13,754		17,887
Cadence Design Systems Inc *		8,463		2,576
CDW Corp/DE		4,141		1,020
Cisco Systems Inc		126,692		6,128
Cognizant Technology Solutions Corp, Cl A		15,618		1,234
Corning Inc		23,788		767
Enphase Energy Inc *		4,268		542
EPAM Systems Inc *		1,777		541
F5 Inc *		2,000		374
Fair Isaac Corp *		800		1,016
First Solar Inc *		3,335		513
Fortinet Inc *		19,898		1,375
Gartner Inc *		2,393		1,114
Gen Digital Inc		19,300		415
Hewlett Packard Enterprise Co		39,675		604
HP Inc		27,036		766
Intel Corp		131,863		5,677
International Business Machines Corp		28,508		5,275
Intuit Inc		8,773		5,816
Jabil Inc		4,000		576
Juniper Networks Inc		10,800		400
Keysight Technologies Inc *		5,479		845
KLA Corp		4,282		2,922
Lam Research Corp		4,070		3,819
Microchip Technology Inc		16,854		1,418
Micron Technology Inc		34,262		3,104
Microsoft Corp		232,660		96,237
Monolithic Power Systems Inc		1,448		1,043
Motorola Solutions Inc		5,130		1,695
NetApp Inc		6,500		579
NVIDIA Corp		77,347		61,191
NXP Semiconductors NV		8,017		2,002
ON Semiconductor Corp *		13,430		1,060
Oracle Corp		49,719		5,553
Palo Alto Networks Inc *		9,700		3,012
PTC Inc *		3,700		677
Qorvo Inc *		3,300		378
QUALCOMM Inc		34,768		5,486


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Roper Technologies Inc		3,363	$	1,832
Salesforce Inc *		30,454		9,405
Seagate Technology Holdings PLC		6,000		558
ServiceNow Inc *		6,367		4,911
Skyworks Solutions Inc		4,954		520
Synopsys Inc *		4,753		2,727
TE Connectivity Ltd		9,668		1,388
Teledyne Technologies Inc *		1,502		642
Teradyne Inc		4,700		487
Texas Instruments Inc		28,407		4,753
Trimble Inc *		7,700		471
Tyler Technologies Inc *		1,400		612
VeriSign Inc *		2,740		535
Western Digital Corp *		10,003		595
Zebra Technologies Corp, Cl A *		1,600		447

				398,981
Materials — 1.7%
Air Products and Chemicals Inc		6,974		1,632
Albemarle Corp		3,596		496
Amcor PLC		44,507		403
Avery Dennison Corp		2,500		541
Ball Corp		9,800		627
Celanese Corp, Cl A		3,400		517
CF Industries Holdings Inc		5,946		480
Corteva Inc		21,959		1,175
Dow Inc		21,873		1,222
DuPont de Nemours Inc		13,339		923
Eastman Chemical Co		4,000		351
Ecolab Inc		7,887		1,773
FMC Corp		4,200		237
Freeport-McMoRan Inc, Cl B		44,685		1,690
International Flavors & Fragrances Inc		7,873		594
International Paper Co		11,700		414
Linde PLC		15,133		6,792
LyondellBasell Industries NV, Cl A		7,955		798
Martin Marietta Materials Inc		1,970		1,138
Mosaic Co/The		11,363		354
Newmont Corp		35,897		1,122
Nucor Corp		7,682		1,477
Packaging Corp of America		2,800		507
PPG Industries Inc		7,315		1,036
Sherwin-Williams Co/The		7,349		2,440
Steel Dynamics Inc		4,725		632
Vulcan Materials Co		4,121		1,096
Westrock Co		8,741		396

				30,863
Real Estate — 1.7%
Alexandria Real Estate Equities Inc ^‡		4,803		599
American Tower Corp, Cl A ^‡		14,556		2,895
AvalonBay Communities Inc ^‡		4,415		782
Boston Properties Inc ^‡		4,900		317


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Camden Property Trust ^‡		3,600	$	340
CBRE Group Inc, Cl A *		9,465		870
CoStar Group Inc *		12,690		1,104
Crown Castle Inc ^‡		13,494		1,483
Digital Realty Trust Inc ^‡		9,422		1,383
Equinix Inc ^‡		2,914		2,590
Equity Residential ^‡		10,729		646
Essex Property Trust Inc ^‡		2,166		501
Extra Space Storage Inc ^‡		6,545		923
Federal Realty Investment Trust ^‡		2,500		252
Healthpeak Properties Inc ^‡		18,600		312
Host Hotels & Resorts Inc ^‡		23,885		495
Invitation Homes Inc ^‡		17,800		606
Iron Mountain Inc ^‡		9,071		713
Kimco Realty Corp ^‡		22,500		445
Mid-America Apartment Communities Inc ^‡		3,563		448
Prologis Inc ^‡		28,908		3,853
Public Storage ^‡		4,956		1,407
Realty Income Corp ^‡		25,953		1,352
Regency Centers Corp ^‡		5,500		341
SBA Communications Corp, Cl A ^‡		3,312		693
Simon Property Group Inc ^‡		10,133		1,501
UDR Inc ^‡		10,200		362
Ventas Inc ^‡		12,400		524
VICI Properties Inc, Cl A ^‡		32,196		964
Welltower Inc ^‡		17,293		1,594
Weyerhaeuser Co ^‡		22,678		780

				31,075
Utilities — 1.5%
AES Corp/The		22,900		348
Alliant Energy Corp		8,600		411
Ameren Corp		8,096		576
American Electric Power Co Inc		16,424		1,399
American Water Works Co Inc		6,072		720
Atmos Energy Corp		4,622		522
CenterPoint Energy Inc		19,492		536
CMS Energy Corp		9,000		516
Consolidated Edison Inc		10,737		936
Constellation Energy Corp		9,926		1,672
Dominion Energy Inc		26,094		1,248
DTE Energy Co		6,417		695
Duke Energy Corp		24,100		2,213
Edison International		11,871		808
Entergy Corp		6,511		661
Evergy Inc		7,799		386
Exelon Corp		31,026		1,112
FirstEnergy Corp		15,964		584
NextEra Energy Inc		64,098		3,538
NiSource Inc		14,100		368
NRG Energy Inc		7,700		426
PG&E Corp		66,398		1,108
Pinnacle West Capital Corp		3,800		260


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
PPL Corp		22,818	$	602
Public Service Enterprise Group Inc		15,527		969
Sempra		19,576		1,382
Southern Co/The		34,067		2,291
WEC Energy Group Inc		9,755		766
Xcel Energy Inc		17,146		903

				27,956
Total Common Stock
(Cost $386,660) ($ Thousands)				1,338,999

CASH EQUIVALENT — 1.1%
SEI Daily Income Trust, Government Fund, Institutional Class
5.140%**^†		19,605,506		19,606
Total Cash Equivalent
(Cost $19,606) ($ Thousands)				19,606

PURCHASED OPTIONS — 0.1%
Total Purchased Options
(Cost $8,588) ($ Thousands)				2,069


PURCHASED SWAPTIONS — 0.4%
Total Purchased Swaptions
(Cost $3,777) ($ Thousands)				8,497

Total Investments in Securities — 73.8%
(Cost $418,631) ($ Thousands)			$	1,369,171


WRITTEN OPTIONS — (0.0)%
Total Written Options
(Premiums Received $3,209) ($ Thousands)			$	(1,081	)


WRITTEN SWAPTIONS — (0.4)%
Total Written Swaptions
(Premiums Received $2,018) ($ Thousands)			$	(6,349	)

A list of the open exchange traded options contracts held by the Fund at February 29, 2024 is as follows:

A list of open OTC swaptions held by the Fund at February 29, 2024, is as follows:

A list of the open futures contracts held by the Fund at February 29, 2024, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:

A list of OTC swap agreements held by the Fund at February 29, 2024, is as follows:

The following is a summary of the Fund’s transactions with affiliates for the period ended February 29, 2024 ($ Thousands):


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. TREASURY OBLIGATIONS — 57.5%
U.S. Treasury Bills ^
6.783%, 03/28/2024 (A)	$	9,350	$	9,313
5.408%, 07/11/2024 (A)		200		196
5.316%, 05/21/2024 (A)		4,000		3,953
5.306%, 05/16/2024 (A)		8,000		7,911
5.297%, 05/28/2024 (A)		9,000		8,885
5.288%, 05/09/2024 (A)		9,000		8,909
5.276%, 04/04/2024 (A)		8,000		7,960
5.268%, 04/30/2024 (A)		12,000		11,895
5.249%, 05/02/2024 (A)		7,300		7,234
U.S. Treasury Inflation-Protected Securities
2.000%, 01/15/2026		2,311		2,305
0.750%, 07/15/2028		108,900		103,948
0.375%, 07/15/2027 (B)		186,812		177,671
0.125%, 07/15/2024 (B)		27,176		27,190
0.125%, 07/15/2026		96,847		92,806
U.S. Treasury Notes ^
5.555%, USBMMY3M + 0.245%, 01/31/2026 (C)		5,900		5,905
5.510%, USBMMY3M + 0.200%, 01/31/2025 (C)		10,300		10,312
5.480%, USBMMY3M + 0.170%, 10/31/2025 (C)		10,000		9,999
5.479%, USBMMY3M + 0.169%, 04/30/2025 (C)		7,500		7,504
5.450%, USBMMY3M + 0.140%, 10/31/2024 (C)		10,000		10,004
5.435%, USBMMY3M + 0.125%, 07/31/2025 (C)		7,600		7,597
5.347%, USBMMY3M + 0.037%, 07/31/2024 (C)		6,100		6,100
5.235%, USBMMY3M + -0.075%, 04/30/2024 (C)		500		500
5.000%, 08/31/2025		1,000		1,003
4.750%, 07/31/2025		1,200		1,198
4.625%, 02/28/2025		700		697
4.375%, 08/15/2026		1,200		1,196
4.000%, 02/15/2026		700		692
3.250%, 08/31/2024		500		495

Total U.S. Treasury Obligations
(Cost $535,383) ($ Thousands)				533,378


	Shares
COMMON STOCK — 26.9%

Communication Services — 2.2%
Alphabet Inc, Cl A *		17,555		2,431
Alphabet Inc, Cl C *		14,796		2,068
AT&T Inc (D)		125,232		2,120
Cogent Communications Holdings Inc		796		64
Electronic Arts Inc		2,203		307
Frontier Communications Parent Inc *		4,926		117


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
GCI Liberty - Escrow *		1,350	$	—
Globalstar Inc *		25,471		40
Iridium Communications Inc		3,014		87
Liberty Latin America Ltd, Cl C *		3,003		20
Liberty Media Corp-Liberty Formula One, Cl C *		2,006		146
Live Nation Entertainment Inc *		1,393		135
Lumen Technologies Inc *		26,703		43
Madison Square Garden Entertainment Corp, Cl A *		671		26
Madison Square Garden Sports Corp, Cl A *		224		42
Marcus Corp/The		2,116		31
Match Group Inc *		938		34
Meta Platforms Inc, Cl A		6,558		3,214
Netflix Inc *		3,408		2,055
Pinterest Inc, Cl A *		2,197		81
ROBLOX Corp, Cl A *		3,765		150
Roku Inc, Cl A *		1,148		73
Shenandoah Telecommunications Co		1,700		32
Spotify Technology SA *		1,135		291
Take-Two Interactive Software Inc *		1,364		201
Telephone and Data Systems Inc		2,374		36
TKO Group Holdings, Cl A		559		47
T-Mobile US Inc		9,206		1,503
Verizon Communications Inc		73,613		2,946
Walt Disney Co/The		14,334		1,599
Warner Bros Discovery Inc *(D)		16,315		143

				20,082
Consumer Staples — 6.7%
Albertsons Cos Inc, Cl A		8,026		163
Altria Group Inc (D)		41,070		1,680
Andersons Inc/The		1,006		56
Archer-Daniels-Midland Co		12,028		639
BellRing Brands Inc *		2,955		168
BJ's Wholesale Club Holdings Inc *		3,102		227
Boston Beer Co Inc/The, Cl A *		226		70
Brown-Forman Corp, Cl A		1,163		70
Brown-Forman Corp, Cl B		4,414		266
Bunge Global		3,577		337
Cal-Maine Foods Inc		1,374		79
Campbell Soup Co		4,570		195
Casey's General Stores Inc		864		263
Celsius Holdings Inc *		3,369		275
Central Garden & Pet Co, Cl A *		1,528		58
Church & Dwight Co Inc		5,560		557
Clorox Co/The		2,839		435
Coca-Cola Co/The (D)		86,664		5,202
Coca-Cola Consolidated Inc		120		101
Colgate-Palmolive Co		18,078		1,564
Conagra Brands Inc		11,096		312
Constellation Brands Inc, Cl A		3,630		902
Costco Wholesale Corp (D)		9,938		7,393


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Coty Inc, Cl A *		8,833	$	111
Darling Ingredients Inc *		3,579		151
Dole PLC		4,000		47
Dollar General Corp		4,921		715
Dollar Tree Inc *		4,818		707
Edgewell Personal Care Co		1,406		54
elf Beauty Inc *		1,200		250
Energizer Holdings Inc		2,299		66
Estee Lauder Cos Inc/The, Cl A		5,219		775
Flowers Foods Inc		5,128		115
Freshpet Inc *		1,320		149
General Mills Inc		13,390		859
Grocery Outlet Holding Corp *		2,231		57
Hain Celestial Group Inc/The *		2,310		23
Herbalife Ltd *		2,495		22
Hershey Co/The		3,268		614
Hormel Foods Corp		6,531		231
Ingles Markets Inc, Cl A		394		30
Ingredion Inc		1,550		182
Inter Parfums Inc		493		72
J & J Snack Foods Corp		343		50
J M Smucker Co/The		2,458		295
John B Sanfilippo & Son Inc		400		41
Kellanova		5,678		313
Kenvue Inc		39,879		758
Keurig Dr Pepper Inc		21,952		657
Kimberly-Clark Corp		7,550		915
Kraft Heinz Co/The		18,714		660
Kroger Co/The		15,069		748
Lamb Weston Holdings Inc		3,239		331
Lancaster Colony Corp		561		116
McCormick & Co Inc/MD		5,602		386
MGP Ingredients Inc		315		27
Mirati Therapeutics *		600		—
Molson Coors Beverage Co, Cl B		3,798		237
Mondelez International Inc, Cl A		30,484		2,227
Monster Beverage Corp *		16,586		980
National Beverage Corp *		1,034		54
Nu Skin Enterprises Inc, Cl A		1,445		18
PepsiCo Inc (D)		30,730		5,081
Performance Food Group Co *		3,455		265
Philip Morris International Inc (D)		35,450		3,189
Pilgrim's Pride Corp *		1,324		42
Post Holdings Inc *		1,373		143
PriceSmart Inc		663		56
Primo Water Corp		4,561		74
Procter & Gamble Co/The (D)		52,827		8,396
Reynolds Consumer Products Inc		1,564		46
Seaboard Corp		12		39
Simply Good Foods Co/The *		2,255		80
Sovos Brands Inc *		1,857		42
Spectrum Brands Holdings Inc		946		76


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sprouts Farmers Market Inc *		2,642	$	165
Sysco Corp		11,593		939
Target Corp		10,324		1,579
TreeHouse Foods Inc *		1,204		43
Tyson Foods Inc, Cl A (D)		6,100		331
United Natural Foods Inc *		1,642		26
Universal Corp/VA		684		33
US Foods Holding Corp *		5,037		256
Utz Brands Inc		2,906		51
Vector Group Ltd		2,517		28
Walgreens Boots Alliance Inc		17,158		365
Walmart Inc (D)		95,678		5,608
WD-40 Co		260		70
Weis Markets Inc		617		40

				62,118
Energy — 6.7%
Antero Midstream Corp		11,290		151
Antero Resources Corp *		8,921		229
APA Corp		9,419		281
Archrock Inc		4,828		88
Ardmore Shipping Corp		1,997		32
Baker Hughes Co, Cl A		33,042		978
Berry Corp		4,396		31
Borr Drilling Ltd		11,972		72
Bristow Group Inc *		1,400		38
Cactus Inc, Cl A		2,510		115
California Resources Corp		2,324		121
Callon Petroleum Co *		1,935		60
Centrus Energy Corp, Cl A *		700		29
ChampionX Corp		6,130		190
Cheniere Energy Inc		7,816		1,213
Chesapeake Energy Corp		3,633		301
Chevron Corp (D)		56,151		8,535
Chord Energy Corp		1,209		196
Civitas Resources Inc		2,353		162
Clean Energy Fuels Corp *		7,126		21
CNX Resources Corp *		5,639		118
Comstock Resources Inc		3,259		28
ConocoPhillips (D)		39,098		4,400
CONSOL Energy Inc		1,229		105
Core Laboratories Inc		1,242		19
Coterra Energy Inc, Cl A		24,343		628
Crescent Energy Co, Cl A		2,400		27
CVR Energy Inc		1,557		52
Delek US Holdings Inc		2,371		60
Devon Energy Corp		20,944		923
DHT Holdings Inc		5,005		54
Diamond Offshore Drilling Inc *		5,112		57
Diamondback Energy Inc		5,818		1,062
Dorian LPG Ltd		1,557		56
Dril-Quip Inc *		1,494		34
DT Midstream Inc		2,944		170


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Encore Energy *		9,564	$	37
Energy Fuels Inc/Canada *		6,451		41
EOG Resources Inc		19,176		2,195
EQT Corp		11,254		418
Equitrans Midstream Corp		14,258		152
Expro Group Holdings NV *		3,376		60
Exxon Mobil Corp (D)		132,104		13,807
FLEX LNG Ltd		871		22
Forum Energy Technologies *		1,200		24
Gevo Inc *		23,200		21
Golar LNG Ltd		4,310		87
Green Plains Inc *		2,152		46
Gulfport Energy Corp *		384		55
Halliburton Co		27,982		981
Helix Energy Solutions Group Inc *		5,206		47
Helmerich & Payne Inc		4,038		155
Hess Corp		9,223		1,344
HF Sinclair Corp		4,342		241
International Seaways Inc		1,220		65
Kinder Morgan Inc		63,974		1,112
Kinetik Holdings Inc, Cl A		995		35
Kosmos Energy Ltd *		14,422		89
Liberty Energy Inc, Cl A		6,354		136
Magnolia Oil & Gas Corp, Cl A		6,600		150
Marathon Oil Corp		18,965		460
Marathon Petroleum Corp (D)		12,545		2,123
Matador Resources Co		3,549		224
Murphy Oil Corp		4,618		183
Nabors Industries Ltd *		604		47
New Fortress Energy Inc, Cl A		2,545		89
Newpark Resources Inc *		4,300		28
Noble Corp PLC		3,632		152
Nordic American Tankers Ltd		10,257		42
Northern Oil and Gas Inc		3,664		131
NOV Inc		12,129		205
Occidental Petroleum Corp		22,416		1,359
Oceaneering International Inc *		4,127		82
Oil States International Inc *		5,600		30
ONEOK Inc		18,976		1,425
Ovintiv Inc		8,714		431
Par Pacific Holdings Inc *		2,434		88
Patterson-UTI Energy Inc		12,214		141
PBF Energy Inc, Cl A		3,247		152
Peabody Energy Corp		4,293		106
Permian Resources Corp, Cl A		14,221		221
Phillips 66		14,523		2,070
Pioneer Natural Resources Co		7,618		1,792
ProPetro Holding Corp *		4,553		34
Range Resources Corp		8,050		255
REX American Resources Corp *		1,118		49
RPC Inc		7,000		52
SandRidge Energy Inc		1,794		23


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Schlumberger NV		46,488	$	2,247
Scorpio Tankers Inc		1,745		117
SEACOR Marine Holdings Inc *		2,500		26
Seadrill Ltd *		2,480		105
Select Water Solutions Inc, Cl A		4,243		36
SFL Corp Ltd		4,446		59
SilverBow Resources Inc *		1,200		34
Sitio Royalties Corp, Cl A		3,219		73
SM Energy Co		3,526		154
Solaris Oilfield Infrastructure Inc, Cl A		3,400		29
Southwestern Energy Co *		35,002		244
Talos Energy Inc *		3,994		53
Targa Resources Corp		6,854		673
TechnipFMC PLC		13,504		293
Teekay Tankers Ltd, Cl A		1,006		55
Tellurian Inc *		35,700		28
TETRA Technologies Inc *		8,300		32
Texas Pacific Land Corp		193		304
Tidewater Inc *		1,939		136
Uranium Energy Corp *		14,640		95
US Silica Holdings Inc *		3,224		37
VAALCO Energy Inc		6,000		27
Valaris Ltd *		2,078		131
Valero Energy Corp (D)		11,073		1,566
Vital Energy Inc *		595		30
Vitesse Energy Inc		1,654		38
Weatherford International PLC *		2,248		231
Williams Cos Inc/The		39,726		1,428
World Kinect Corp		1,633		40

				62,271
Financials — 0.0%
Eversource Energy		3,787		222


Health Care — 5.4%
10X Genomics Inc, Cl A *		1,298		61
Abbott Laboratories		14,067		1,669
AbbVie Inc		14,556		2,563
Acadia Healthcare Co Inc *		869		73
ACADIA Pharmaceuticals Inc *		1,915		45
Agilent Technologies Inc		2,410		331
Align Technology Inc *		638		193
Alkermes PLC *		2,758		82
Alnylam Pharmaceuticals Inc *		1,111		168
Amedisys Inc *		307		29
Amgen Inc (D)		4,370		1,197
Amicus Therapeutics Inc *		2,796		36
AMN Healthcare Services Inc *		384		22
Amphastar Pharmaceuticals Inc *		518		24
Apellis Pharmaceuticals Inc *		992		61
Arrowhead Pharmaceuticals Inc *		1,007		32
Avantor Inc *		6,512		160
Axonics Inc *		678		46


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Axsome Therapeutics Inc *		335	$	27
Azenta Inc *		995		65
Baxter International Inc (D)		4,159		170
Becton Dickinson & Co		2,340		551
BioCryst Pharmaceuticals Inc *		4,678		26
Biogen Inc *		1,213		263
Biohaven Ltd *		1,674		81
BioMarin Pharmaceutical Inc *		1,820		157
Bio-Rad Laboratories Inc, Cl A *		203		66
Bio-Techne Corp		1,699		125
Blueprint Medicines Corp *		574		54
Boston Scientific Corp *		11,786		780
Bridgebio Pharma Inc *		1,239		42
Bristol-Myers Squibb Co		16,379		831
Bruker Corp		1,095		95
Cardinal Health Inc		2,073		232
Catalent Inc *		2,091		120
Cencora Inc		1,241		292
Centene Corp *		4,496		353
Cerevel Therapeutics Holdings Inc *		2,051		84
Certara Inc *		1,670		28
Charles River Laboratories International Inc *		461		117
Chemed Corp		142		89
Cigna Group/The		2,348		789
CONMED Corp		499		40
Cooper		1,577		148
Corcept Therapeutics Inc *		1,267		30
Crinetics Pharmaceuticals Inc *		769		31
CVS Health Corp		10,497		781
Cytokinetics Inc *		1,026		74
Danaher Corp		5,398		1,366
DaVita Inc *		617		78
Denali Therapeutics Inc *		1,280		25
DENTSPLY SIRONA Inc		1,927		63
Dexcom Inc *		3,214		370
Dynavax Technologies Corp, Cl A *		1,968		25
Edwards Lifesciences Corp *		4,831		410
Elanco Animal Health Inc *		4,345		69
Elevance Health Inc		1,909		957
Eli Lilly & Co		6,798		5,124
Encompass Health Corp		1,105		82
Enovis Corp *		895		54
Ensign Group Inc/The		457		57
Envista Holdings Corp *		1,835		38
Evolent Health Inc, Cl A *		1,554		53
Exact Sciences Corp *		1,898		109
Exelixis Inc *		3,320		73
Fortrea Holdings Inc *		800		30
GE HealthCare Technologies Inc		3,235		295
Gilead Sciences Inc (D)		10,349		746
Glaukos Corp *		414		37


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Globus Medical Inc, Cl A *		913	$	49
Guardant Health Inc *		1,342		26
Haemonetics Corp *		684		50
Halozyme Therapeutics Inc *		1,457		58
HCA Healthcare Inc		1,697		529
HealthEquity Inc *		905		75
Henry Schein Inc *		1,157		88
Hologic Inc *		1,976		146
Humana Inc		1,027		360
ICON PLC *		522		167
IDEXX Laboratories Inc *		672		387
Illumina Inc *		1,325		185
Inari Medical Inc *		571		26
Incyte Corp *		1,883		110
Insmed Inc *		1,299		36
Inspire Medical Systems Inc *		203		36
Insulet Corp *		736		121
Integer Holdings Corp *		500		55
Integra LifeSciences Holdings Corp *		764		28
Intellia Therapeutics Inc *		1,368		44
Intra-Cellular Therapies Inc *		779		54
Intuitive Surgical Inc *		2,832		1,092
Ionis Pharmaceuticals Inc *		1,251		57
IQVIA Holdings Inc *		1,558		385
iRhythm Technologies Inc *		430		51
Jazz Pharmaceuticals PLC *		607		72
Johnson & Johnson		19,675		3,175
Karuna Therapeutics Inc *		296		93
Krystal Biotech Inc *		207		33
Laboratory Corp of America Holdings		731		158
Lantheus Holdings Inc *		675		44
LivaNova PLC *		534		29
Madrigal Pharmaceuticals Inc *		456		108
Masimo Corp *		551		71
McKesson Corp		1,087		567
Medpace Holdings Inc *		203		81
Medtronic PLC		11,113		926
Merck & Co Inc		20,872		2,654
Merit Medical Systems Inc *		610		46
Mettler-Toledo International Inc *		176		220
Moderna Inc *		2,793		258
Molina Healthcare Inc *		508		200
Mural Oncology PLC *		1		—
Natera Inc *		1,401		121
Neogen Corp *		2,739		47
Neurocrine Biosciences Inc *		962		125
Omnicell Inc *		671		18
Option Care Health Inc *		1,743		56
Organon & Co		2,315		40
Pacific Biosciences of California Inc *		3,224		18
Pacira BioSciences Inc *		800		24
Patterson Cos Inc		1,500		41


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Penumbra Inc *		402	$	94
Perrigo Co PLC		1,200		32
Pfizer Inc		46,400		1,232
Premier Inc, Cl A		2,004		42
Prestige Consumer Healthcare Inc *		1,200		83
Privia Health Group Inc *		1,592		36
Progyny Inc *		1,026		37
QIAGEN		1,615		69
Quest Diagnostics Inc		1,165		146
QuidelOrtho Corp *		663		30
R1 RCM Inc *		2,352		33
Regeneron Pharmaceuticals Inc *		845		816
Repligen Corp *		546		106
ResMed Inc		1,137		198
REVOLUTION Medicines Inc *		1,449		43
Revvity Inc		1,208		132
Roivant Sciences Ltd *		2,796		32
Royalty Pharma PLC, Cl A		3,483		106
Sarepta Therapeutics Inc *		831		106
Select Medical Holdings Corp		1,118		30
Shockwave Medical Inc *		403		105
Sotera Health Co *		1,761		26
SpringWorks Therapeutics Inc *		2,208		109
STAAR Surgical Co *		652		20
STERIS PLC		781		182
Stryker Corp		2,922		1,020
Teladoc Health Inc *		1,526		23
Teleflex Inc		504		112
Tenet Healthcare Corp *		1,118		104
Thermo Fisher Scientific Inc		3,127		1,783
Twist Bioscience Corp *		1,447		57
Ultragenyx Pharmaceutical Inc *		748		39
United Therapeutics Corp *		480		108
UnitedHealth Group Inc (D)		7,441		3,673
Universal Health Services Inc, Cl B		528		88
Vaxcyte Inc *		1,063		78
Veeva Systems Inc, Cl A *		1,169		264
Vertex Pharmaceuticals Inc *		2,151		905
Viatris Inc		10,496		130
Waters Corp *		516		174
West Pharmaceutical Services Inc		667		239
Xencor Inc *		1,638		38
Zimmer Biomet Holdings Inc		1,887		235
Zoetis Inc, Cl A		3,787		751

				50,500
Information Technology — 1.9%
Accenture PLC, Cl A		1,869		700
Adobe Inc *		1,324		742
Akamai Technologies Inc *		650		72
Amdocs Ltd		823		75
ANSYS Inc *		333		111
AppLovin Corp, Cl A *		932		56


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Aspen Technology Inc *		182	$	35
Atlassian Corp, Cl A *		475		99
Autodesk Inc *		753		194
Bentley Systems Inc, Cl B		742		38
BILL Holdings Inc *		323		20
Cadence Design Systems Inc *		914		278
Cloudflare Inc, Cl A *		874		86
Cognizant Technology Solutions Corp, Cl A		1,855		147
Confluent Inc, Cl A *		828		28
Crowdstrike Holdings Inc, Cl A *		606		196
Datadog Inc, Cl A *		1,119		147
DocuSign Inc, Cl A *		860		46
DXC Technology Co *		1,118		24
Dynatrace Inc *		1,096		54
Elastic NV *		325		44
EPAM Systems Inc *		189		58
Fair Isaac Corp *		98		124
Five9 Inc *		447		27
Fortinet Inc *		2,128		147
Gartner Inc *		233		109
Gen Digital Inc		1,464		31
Globant SA *		104		23
GoDaddy Inc, Cl A *		506		58
Guidewire Software Inc *		503		60
HubSpot Inc *		176		109
International Business Machines Corp		2,742		507
Intuit Inc		815		540
Manhattan Associates Inc *		385		98
Microsoft Corp (D)		21,353		8,832
MongoDB Inc, Cl A *		254		114
Nutanix Inc, Cl A *		1,130		71
Okta Inc, Cl A *		690		74
Oracle Corp		4,652		520
Palantir Technologies Inc, Cl A *		6,656		167
Palo Alto Networks Inc *		947		294
PTC Inc *		604		111
Roper Technologies Inc		350		191
Salesforce Inc *		2,646		817
ServiceNow Inc *		595		459
Snowflake Inc, Cl A *		976		184
Splunk Inc *		584		91
Synopsys Inc *		501		287
Twilio Inc, Cl A *		774		46
Tyler Technologies Inc *		172		75
UiPath Inc, Cl A *		2,002		48
Unity Software Inc *		978		29
VeriSign Inc *		212		41
Workday Inc, Cl A *		582		172
Zoom Video Communications Inc, Cl A *		745		53
Zscaler Inc *		250		61

				17,820


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Real Estate — 2.7%
Acadia Realty Trust ^‡		2,903	$	48
Agree Realty Corp ^‡		1,770		97
Alexander & Baldwin Inc ^‡		2,292		37
Alexandria Real Estate Equities Inc ^‡		3,011		376
American Assets Trust Inc ^‡		1,440		31
American Homes 4 Rent, Cl A ^‡		5,624		208
American Tower Corp, Cl A ^‡		8,509		1,692
Americold Realty Trust Inc ^‡		5,818		147
Apartment Income REIT Corp ^‡		3,197		97
Apartment Investment and Management Co, Cl A *^‡		4,422		33
Apple Hospitality REIT Inc ^‡		5,399		87
Armada Hoffler Properties Inc ^‡		3,635		37
AvalonBay Communities Inc ^‡		2,431		430
Boston Properties Inc ^‡		2,857		185
Brixmor Property Group Inc ^‡		5,875		133
Broadstone Net Lease Inc, Cl A ^‡		3,987		59
Camden Property Trust ^‡		1,975		187
CareTrust REIT Inc ^‡		2,654		60
CBRE Group Inc, Cl A *		5,486		504
Centerspace ^‡		835		46
Community Healthcare Trust Inc ^‡		944		26
COPT Defense Properties ^‡		1,824		44
CoStar Group Inc *		7,058		614
Cousins Properties Inc ^‡		2,881		66
Crown Castle Inc ^‡		7,927		872
CubeSmart ^‡		3,760		164
Cushman & Wakefield PLC *		4,153		42
DiamondRock Hospitality Co ^‡		4,058		38
Digital Realty Trust Inc ^‡		5,624		826
DigitalBridge Group Inc		3,683		68
Douglas Emmett Inc ^‡		2,945		39
Easterly Government Properties Inc, Cl A ^‡		2,585		31
EastGroup Properties Inc ^‡		889		156
Elme Communities ^‡		2,655		34
Empire State Realty Trust Inc, Cl A ^‡		5,170		52
EPR Properties ^‡		1,594		65
Equinix Inc ^‡		1,715		1,524
Equity Commonwealth *^‡		2,349		44
Equity LifeStyle Properties Inc ^‡		2,926		197
Equity Residential ^‡		6,386		385
Essential Properties Realty Trust Inc ^‡		3,374		81
Essex Property Trust Inc ^‡		1,101		255
Extra Space Storage Inc ^‡		3,933		554
Federal Realty Investment Trust ^‡		1,625		164
First Industrial Realty Trust Inc ^‡		2,621		139
Four Corners Property Trust Inc ^‡		2,306		56
Gaming and Leisure Properties Inc ^‡		4,012		182
Getty Realty Corp ^‡		1,612		43
Global Net Lease Inc ^‡		3,525		25
Healthcare Realty Trust Inc, Cl A ^‡		7,464		103


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Healthpeak Properties Inc ^‡		10,568	$	177
Highwoods Properties Inc ^‡		2,176		53
Host Hotels & Resorts Inc ^‡		12,386		257
Howard Hughes Holdings Inc *		1,002		77
Hudson Pacific Properties Inc ^‡		5,281		33
Independence Realty Trust Inc ^‡		4,562		67
Innovative Industrial Properties Inc, Cl A ^‡		711		70
InvenTrust Properties Corp ^‡		1,459		37
Invitation Homes Inc ^‡		10,281		350
Iron Mountain Inc ^‡		4,670		367
JBG SMITH Properties ^‡		2,091		35
Jones Lang LaSalle Inc *		884		168
Kennedy-Wilson Holdings Inc		3,440		30
Kilroy Realty Corp ^‡		2,418		92
Kimco Realty Corp ^‡		10,923		216
Kite Realty Group Trust ^‡		4,785		102
Lamar Advertising Co, Cl A ^‡		1,417		157
LTC Properties Inc ^‡		630		20
LXP Industrial Trust, Cl B ^‡		5,939		51
Macerich Co/The ^‡		4,411		72
Medical Properties Trust Inc ^‡		12,679		53
Mid-America Apartment Communities Inc ^‡		2,064		259
National Health Investors Inc ^‡		973		56
National Storage Affiliates Trust ^‡		1,966		70
NETSTREIT Corp ^‡		2,676		45
NNN REIT Inc ^‡		3,837		156
Omega Healthcare Investors Inc ^‡		4,598		143
Opendoor Technologies Inc *		9,235		28
Outfront Media Inc ^‡		2,979		43
Park Hotels & Resorts Inc ^‡		4,825		80
Pebblebrook Hotel Trust ^‡		3,202		51
Phillips Edison & Co Inc ^‡		2,331		83
Physicians Realty Trust ^‡		6,006		67
Piedmont Office Realty Trust Inc, Cl A ^‡		3,953		25
PotlatchDeltic Corp ^‡		1,559		70
Prologis Inc ^‡		17,119		2,281
Public Storage ^‡		2,854		810
Rayonier Inc ^‡		3,034		104
Realty Income Corp ^‡		15,490		807
Regency Centers Corp ^‡		3,095		192
Retail Opportunity Investments Corp ^‡		2,153		28
Rexford Industrial Realty Inc ^‡		3,852		196
RLJ Lodging Trust ^‡		4,882		58
Ryman Hospitality Properties Inc ^‡		1,056		125
Sabra Health Care REIT Inc ^‡		6,145		85
SBA Communications Corp, Cl A ^‡		1,985		415
Service Properties Trust ^‡		5,418		37
Simon Property Group Inc ^‡		5,942		880
SITE Centers Corp ^‡		3,488		47
SL Green Realty Corp ^‡		1,753		85
St Joe Co/The		928		50
STAG Industrial Inc ^‡		3,762		140


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
Sun Communities Inc ^‡		2,397	$	321
Sunstone Hotel Investors Inc ^‡		6,185		69
Tanger Inc ^‡		1,732		50
Terreno Realty Corp ^‡		1,672		108
UDR Inc ^‡		5,561		197
Uniti Group Inc ^‡		4,971		29
Urban Edge Properties ^‡		3,213		55
Ventas Inc ^‡		6,929		293
Veris Residential Inc ^‡		1,495		22
VICI Properties Inc, Cl A ^‡		18,736		561
Vornado Realty Trust ^‡		3,728		98
Welltower Inc ^‡		9,828		906
Weyerhaeuser Co ^‡		12,355		425
WP Carey Inc ^‡		3,640		205
Xenia Hotels & Resorts Inc ^‡		2,525		39
Zillow Group Inc, Cl A *		1,310		71
Zillow Group Inc, Cl C *		2,949		166

				24,998
Utilities — 1.3%
AES Corp/The		8,490		129
ALLETE Inc		1,014		57
Alliant Energy Corp		2,992		143
Ameren Corp		2,725		194
American Electric Power Co Inc		5,944		506
American States Water Co		617		44
American Water Works Co Inc		2,273		269
Atmos Energy Corp		1,585		179
Avangrid Inc		1,225		38
Avista Corp		1,329		44
Black Hills Corp		1,165		61
Brookfield Infrastructure Corp, Cl A		1,746		58
Brookfield Renewable Corp, Cl A		1,331		32
California Water Service Group		1,243		57
CenterPoint Energy Inc		6,778		186
Chesapeake Utilities Corp		224		23
Clearway Energy Inc, Cl C		1,608		35
CMS Energy Corp		3,599		206
Consolidated Edison Inc		4,138		361
Constellation Energy Corp		3,744		631
Dominion Energy Inc		10,237		490
DTE Energy Co		2,074		225
Duke Energy Corp		9,149		840
Edison International		4,292		292
Entergy Corp		2,453		249
Essential Utilities Inc		3,573		124
Evergy Inc		3,046		151
Exelon Corp		11,399		409
FirstEnergy Corp		6,468		237
Hawaiian Electric Industries Inc		2,196		27
IDACORP Inc, Cl Rights		1,061		94
MGE Energy Inc		522		33
National Fuel Gas Co		1,190		58


Description	Shares		Market Value ($ Thousands)
COMMON STOCK (continued)
New Jersey Resources Corp		1,529	$	64
NextEra Energy Inc		24,410		1,347
NiSource Inc		5,361		140
Northwestern Energy Group Inc		1,065		51
NRG Energy Inc		2,887		160
OGE Energy Corp		3,041		100
ONE Gas Inc		504		30
Ormat Technologies Inc		663		43
Otter Tail Corp		547		49
PG&E Corp		22,662		378
Pinnacle West Capital Corp		1,278		87
PNM Resources Inc		1,354		49
Portland General Electric Co		1,147		46
PPL Corp		8,163		215
Public Service Enterprise Group Inc		5,299		331
Sempra		7,719		545
SJW Group		574		32
Southern Co/The		13,075		879
Southwest Gas Holdings Inc		1,255		86
UGI Corp		2,919		71
Vistra Corp		3,924		214
WEC Energy Group Inc		3,948		310
Xcel Energy Inc		6,318		333
York Water Co/The		783		28

				12,070
Total Common Stock
(Cost $141,772) ($ Thousands)				250,081



	Face Amount (Thousands)
CORPORATE OBLIGATIONS — 5.0%
Communication Services — 0.3%
Altice France
3.375%, 01/15/2028	EUR	112		98
AT&T
5.400%, 02/15/2034	$	200		200
4.500%, 05/15/2035		145		134
Charter Communications Operating LLC / Charter Communications Operating Capital
6.150%, 11/10/2026		210		212
DISH DBS
5.250%, 12/01/2026 (E)		920		735
Globo Comunicacao e Participacoes
4.875%, 01/22/2030 (E)		415		361
Tencent Holdings MTN
3.240%, 06/03/2050 (E)		412		277
Time Warner Cable LLC
4.500%, 09/15/2042		245		180


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
T-Mobile USA
5.150%, 04/15/2034	$	370	$	364

				2,561

Consumer Discretionary — 0.6%
Ford Motor
6.100%, 08/19/2032		115		115
3.250%, 02/12/2032		254		208
General Motors Financial
5.750%, 02/08/2031		708		706
Harley-Davidson Financial Services
6.500%, 03/10/2028 (E)		26		27
3.050%, 02/14/2027 (E)		634		594
Hyundai Capital America
6.100%, 09/21/2028 (E)		292		301
5.250%, 01/08/2027 (E)		200		199
Las Vegas Sands Corp
3.900%, 08/08/2029		653		591
LKQ
6.250%, 06/15/2033		157		161
Marriott International
5.550%, 10/15/2028		277		282
4.900%, 04/15/2029		401		396
MDC Holdings
6.000%, 01/15/2043		340		339
Nissan Motor
4.345%, 09/17/2027 (E)		1,034		982
Tapestry
7.700%, 11/27/2030		147		156
Wynn Macau
5.625%, 08/26/2028 (E)		341		320

				5,377

Consumer Staples — 0.3%
Albertsons Cos
3.500%, 03/15/2029 (E)		351		313
BAT Capital
6.421%, 08/02/2033		158		163
Bayer US Finance LLC
6.125%, 11/21/2026 (E)		207		209
Cargill
5.125%, 10/11/2032 (E)		210		209
General Mills
4.700%, 01/30/2027		194		192
JBS USA LUX
6.750%, 03/15/2034 (E)		373		384
Philip Morris International
5.375%, 02/15/2033		606		603
Pilgrim's Pride
6.875%, 05/15/2034		441		464


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Virgolino de Oliveira Finance
10.500%, 01/28/2018 (E)(F)	$	500	$	–

				2,537

Energy — 0.2%
Ecopetrol
8.625%, 01/19/2029		611		648
Equities
5.750%, 02/01/2034		243		239
ONEOK
6.050%, 09/01/2033		271		279
ONEOK Partners
6.125%, 02/01/2041		54		55
Ovintiv
6.500%, 02/01/2038		55		56
6.250%, 07/15/2033		121		125
Var Energi
8.000%, 11/15/2032 (E)		357		397
7.500%, 01/15/2028 (E)		276		290

				2,089

Financials — 2.6%
AIB Group
6.608%, SOFRRATE + 2.330%, 09/13/2029 (C)(E)		308		320
AIB Group MTN
4.263%, US0003M + 1.874%, 04/10/2025 (C)(E)		630		629
Aircastle
5.950%, 02/15/2029 (E)		24		24
5.250%, 08/11/2025 (E)		311		307
4.125%, 05/01/2024		172		171
2.850%, 01/26/2028 (E)		122		109
Ally Financial
6.992%, SOFRRATE + 3.260%, 06/13/2029 (C)		300		308
American Express
5.098%, SOFRRATE + 1.000%, 02/16/2028 (C)		708		705
Aviation Capital Group LLC
6.375%, 07/15/2030 (E)		183		187
5.500%, 12/15/2024 (E)		334		332
4.875%, 10/01/2025 (E)		175		172
4.125%, 08/01/2025 (E)		6		6
3.500%, 11/01/2027 (E)		157		145
1.950%, 01/30/2026 (E)		406		377
1.950%, 09/20/2026 (E)		142		129
Banco de Credito del Peru S.A. MTN
3.125%, H15T5Y + 3.000%, 07/01/2030 (C)(E)		728		691
Banco Santander
9.625%, H15T5Y + 5.298%(C)(G)		200		214
6.921%, 08/08/2033		400		415


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
4.175%, H15T1Y + 2.000%, 03/24/2028 (C)	$	200	$	192
Bank of America
2.687%, SOFRRATE + 1.320%, 04/22/2032 (C)		394		330
Bank of America MTN
2.972%, SOFRRATE + 1.330%, 02/04/2033 (C)		707		594
Bank of Ireland Group
6.253%, H15T1Y + 2.650%, 09/16/2026 (C)(E)		368		370
BNP Paribas
5.497%, SOFRRATE + 1.590%, 05/20/2030 (C)(E)		708		705
BPCE
6.508%, H15T1Y + 2.791%, 01/18/2035 (C)(E)		704		698
CaixaBank
6.684%, SOFRRATE + 2.080%, 09/13/2027 (C)(E)		229		233
Capital One Financial
6.377%, SOFRRATE + 2.860%, 06/08/2034 (C)		470		484
Charles Schwab
4.000%, H15T5Y + 3.168%(C)(G)		583		537
Citigroup
7.625%, H15T5Y + 3.211%(C)(G)		132		136
4.000%, H15T5Y + 3.597%(C)(G)		348		330
2.561%, SOFRRATE + 1.167%, 05/01/2032 (C)		853		702
Credit Agricole MTN
6.251%, SOFRRATE + 2.670%, 01/10/2035 (C)(E)		470		470
Deutsche Bank NY
3.961%, SOFRRATE + 2.581%, 11/26/2025 (C)		295		290
2.129%, SOFRRATE + 1.870%, 11/24/2026 (C)		330		309
Goldman Sachs Group
8.437%, TSFR3M + 3.136%(C)(G)		182		182
4.125%, H15T5Y + 2.949%(C)(G)		296		270
HSBC Holdings PLC
8.113%, SOFRRATE + 4.250%, 11/03/2033 (C)		762		860
ING Groep
6.083%, SOFRRATE + 1.560%, 09/11/2027 (C)		371		376
Intesa Sanpaolo
7.200%, 11/28/2033 (E)		231		242
JPMorgan Chase
2.963%, SOFRRATE + 1.260%, 01/25/2033 (C)		1,103		932


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Lloyds Banking Group
7.953%, H15T1Y + 3.750%, 11/15/2033 (C)	$	535	$	595
7.500%, USISDA05 + 4.496%(C)(G)		805		793
Morgan Stanley
0.406%, 10/29/2027 (C)	EUR	438		434
Morgan Stanley MTN
2.239%, SOFRRATE + 1.178%, 07/21/2032 (C)	$	332		267
Nationwide Building Society MTN
2.972%, SOFRRATE + 1.290%, 02/16/2028 (C)(E)		307		284
NatWest Group
6.475%, H15T5Y + 2.200%, 06/01/2034 (C)		239		239
NatWest Group PLC
4.269%, US0003M + 1.762%, 03/22/2025 (C)		595		594
OEC Finance
7.125%cash/0% PIK, 12/26/2046 (E)		271		15
5.250%cash/0% PIK, 12/27/2033 (E)		239		12
PNC Financial Services Group
8.643%, TSFR3M + 3.302%(C)(G)		262		263
Santander Holdings USA
7.660%, SOFRRATE + 3.280%, 11/09/2031 (C)		7		8
6.499%, SOFRRATE + 2.356%, 03/09/2029 (C)		153		155
6.174%, SOFRRATE + 2.500%, 01/09/2030 (C)		71		71
4.260%, SOFRINDX + 1.380%, 06/09/2025 (C)		117		116
2.490%, SOFRRATE + 1.249%, 01/06/2028 (C)		85		77
Santander UK Group Holdings PLC
6.833%, SOFRRATE + 2.749%, 11/21/2026 (C)		535		543
Societe Generale
5.519%, H15T1Y + 1.500%, 01/19/2028 (C)(E)		421		416
2.797%, H15T1Y + 1.300%, 01/19/2028 (C)(E)		303		278
Standard Chartered
7.089%, US0003M + 1.510%(C)(E)(G)		400		383
6.000%, H15T5Y + 5.661%(C)(E)(G)		514		506
3.971%, H15T1Y + 1.650%, 03/30/2026 (C)(E)		207		202
Svenska Handelsbanken
4.750%, H15T5Y + 4.048%(C)(G)		600		501
Swiss Re Finance Luxembourg
5.000%, H15T5Y + 3.582%, 04/02/2049 (C)		200		194


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
UBS Group
9.250%, H15T5Y + 4.745%(C)(E)(G)	$	278	$	297
9.250%, H15T5Y + 4.758%(C)(E)(G)		215		237
6.373%, SOFRRATE + 3.340%, 07/15/2026 (C)(E)		277		279
UniCredit
3.127%, H15T1Y + 1.550%, 06/03/2032 (C)(E)		350		293
2.569%, H15T1Y + 2.300%, 09/22/2026 (C)(E)		421		399
1.982%, H15T1Y + 1.200%, 06/03/2027 (C)(E)		229		210
US Bancorp
5.300%, TSFR3M + 3.176%(C)(G)		219		201
Wells Fargo
7.625%, H15T5Y + 3.606%(C)(G)		35		37
3.900%, H15T5Y + 3.453%(C)(G)		306		288
Wells Fargo MTN
3.350%, SOFRRATE + 1.500%, 03/02/2033 (C)		1,063		912

				24,582

Health Care — 0.1%
DaVita
3.750%, 02/15/2031 (E)		630		517
Organon & Co
2.875%, 04/30/2028	EUR	200		200

				717

Industrials — 0.4%
APCOA Parking Holdings GmbH
4.625%, 01/15/2027		226		238
Delta Air Lines
4.750%, 10/20/2028 (E)	$	450		440
Embraer Netherlands Finance BV
5.400%, 02/01/2027		575		573
ENA Master Trust
4.000%, 05/19/2048 (E)		269		188
Honeywell International
4.125%, 11/02/2034	EUR	720		804
Lima Metro Line 2 Finance
5.875%, 07/05/2034	$	207		204
4.350%, 04/05/2036		514		466
Odebrecht Holdco Finance
0.000%, 09/10/2058 (E)(H)		480		1
Regal Rexnord
6.050%, 02/15/2026 (E)		770		773

				3,687

Information Technology — 0.1%
Broadcom
4.926%, 05/15/2037 (E)		247		230


Description	Face Amount (Thousands)		Market Value ($ Thousands)
CORPORATE OBLIGATIONS (continued)
Kyndryl Holdings
2.050%, 10/15/2026	$	568	$	519
TSMC Arizona
3.875%, 04/22/2027		345		334

				1,083

Materials — 0.1%
Freeport Indonesia MTN
4.763%, 04/14/2027 (E)		225		219
Glencore Funding LLC
6.500%, 10/06/2033 (E)		327		349
Volcan Cia Minera SAA
4.375%, 02/11/2026 (E)		69		43

				611

Utilities — 0.3%
AES Panama Generation Holdings SRL
4.375%, 05/31/2030 (E)		292		245
Alexander Funding Trust II
7.467%, 07/31/2028 (E)		104		109
Comision Federal de Electricidad
4.688%, 05/15/2029 (E)		501		474
Duke Energy Carolinas NC Storm Funding LLC
2.617%, 07/01/2041		314		236
Electricite de France
9.125%, H15T5Y + 5.411%(C)(E)(G)		261		289
Engie Energia Chile
3.400%, 01/28/2030		349		304
Niagara Mohawk Power
5.290%, 01/17/2034 (E)		212		207
NRG Energy
7.000%, 03/15/2033 (E)		456		475
4.450%, 06/15/2029 (E)		39		36
Terraform Global Operating LLC
6.125%, 03/01/2026 (E)		77		76
Vistra
7.000%, H15T5Y + 5.740%(C)(E)(G)		272		263
Vistra Operations LLC
6.950%, 10/15/2033 (E)		415		432

				3,146

Total Corporate Obligations
(Cost $48,370) ($ Thousands)				46,390



ASSET-BACKED SECURITIES — 3.8%
Automotive — 1.4%

ACM Auto Trust, Ser 2024-1A, Cl A
7.710%, 01/21/2031(E)		907		911


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
American Credit Acceptance Receivables Trust, Ser 2023-3, Cl B
6.090%, 11/12/2027(E)	$	1,152	$	1,155
Americredit Automobile Receivables Trust, Ser 2023-1, Cl A2A
5.840%, 10/19/2026		546		547
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-3A, Cl A
5.440%, 02/22/2028(E)		589		590
Avis Budget Rental Car Funding AESOP LLC, Ser 2023-5A, Cl B
6.120%, 04/20/2028(E)		485		487
Carvana Auto Receivables Trust, Ser 2021-N3, Cl C
1.020%, 06/12/2028		69		65
Carvana Auto Receivables Trust, Ser 2021-N4, Cl D
2.300%, 09/11/2028		261		252
Carvana Auto Receivables Trust, Ser 2021-P4, Cl D
2.610%, 09/11/2028		420		372
CPS Auto Receivables Trust, Ser 2022-A, Cl C
2.170%, 04/16/2029(E)		600		586
DT Auto Owner Trust, Ser 2023-1A, Cl A
5.480%, 04/15/2027(E)		350		350
FHF Trust, Ser 2021-2A, Cl A
0.830%, 12/15/2026(E)		78		76
FHF Trust, Ser 2023-1A, Cl A2
6.570%, 06/15/2028(E)		372		374
Flagship Credit Auto Trust, Ser 2023-2, Cl A2
5.760%, 04/15/2027(E)		578		577
Ford Credit Auto Owner Trust, Ser 2021-1, Cl D
2.310%, 10/17/2033(E)		510		466
Hertz Vehicle Financing III LLC, Ser 2022-1A, Cl C
2.630%, 06/25/2026(E)		600		574
LAD Auto Receivables Trust, Ser 2021-1A, Cl A
1.300%, 08/17/2026(E)		62		61
LAD Auto Receivables Trust, Ser 2022-1A, Cl A
5.210%, 06/15/2027(E)		299		298
Lendbuzz Securitization Trust, Ser 2023-1A, Cl A2
6.920%, 08/15/2028(E)		1,042		1,048
Lendbuzz Securitization Trust, Ser 2023-2A, Cl A2
7.090%, 10/16/2028(E)		494		498


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Research-Driven Pagaya Motor Asset Trust VII, Ser 2022-3A, Cl A
5.380%, 11/25/2030(E)	$	402	$	400
Santander Bank Auto Credit-Linked Notes, Ser 2022-A, Cl B
5.281%, 05/15/2032(E)		262		260
Santander Bank Auto Credit-Linked Notes, Ser 2022-B, Cl B
5.721%, 08/16/2032(E)		237		236
Santander Bank Auto Credit-Linked Notes, Ser 2022-C, Cl B
6.451%, 12/15/2032(E)		287		288
Santander Drive Auto Receivables Trust, Ser 2023-3, Cl B
5.610%, 07/17/2028		545		546
Tricolor Auto Securitization Trust, Ser 2023-1A, Cl A
6.480%, 08/17/2026(E)		257		257
Westlake Automobile Receivables Trust, Ser 2023-1A, Cl A2A
5.510%, 06/15/2026(E)		555		555
Westlake Automobile Receivables Trust, Ser 2023-2A, Cl A2A
5.870%, 07/15/2026(E)		572		572
World Omni Select Auto Trust, Ser 2023-A, Cl A2A
5.920%, 03/15/2027		387		388
				12,789

Other Asset-Backed Securities — 2.4%

AB Issuer LLC, Ser 2021-1, Cl A2
3.734%, 07/30/2051(E)		711		622
ACHV ABS TRUST, Ser 2023-3PL, Cl A
6.600%, 08/19/2030(E)		112		112
Affirm Asset Securitization Trust, Ser 2021-Z1, Cl A
1.070%, 08/15/2025(E)		16		16
Affirm Asset Securitization Trust, Ser 2021-Z2, Cl A
1.170%, 11/16/2026(E)		39		38
Affirm Asset Securitization Trust, Ser 2022-X1, Cl A
1.750%, 02/15/2027(E)		33		32
AGL CLO 10, Ser 2021-10A, Cl A
6.706%, TSFR3M + 1.392%, 04/15/2034(C)(E)		1,100		1,097
AGL CLO 12, Ser 2021-12A, Cl A1
6.739%, TSFR3M + 1.422%, 07/20/2034(C)(E)		837		838
Amur Equipment Finance Receivables XI LLC, Ser 2022-2A, Cl A2
5.300%, 06/21/2028(E)		204		204


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Apidos CLO XXXV, Ser 2021-35A, Cl A
6.629%, TSFR3M + 1.312%, 04/20/2034(C)(E)	$	853	$	854
Atalaya Equipment Leasing Trust, Ser 2021-1A, Cl B
2.080%, 02/15/2027(E)		170		166
Balboa Bay Loan Funding, Ser 2021-1A, Cl A
6.779%, TSFR3M + 1.462%, 07/20/2034(C)(E)		521		521
Ballyrock CLO 15, Ser 2021-1A, Cl C
8.676%, TSFR3M + 3.362%, 04/15/2034(C)(E)		500		495
Ballyrock CLO 16, Ser 2021-16A, Cl A1
6.709%, TSFR3M + 1.392%, 07/20/2034(C)(E)		1,054		1,056
Cajun Global LLC, Ser 2021-1, Cl A2
3.931%, 11/20/2051(E)		161		146
College Ave Student Loans LLC, Ser 2021-C, Cl B
2.720%, 07/26/2055(E)		212		186
Dext ABS LLC, Ser 2023-1, Cl A2
5.990%, 03/15/2032(E)		999		992
Diamond Issuer, Ser 2021-1A, Cl A
2.305%, 11/20/2051(E)		768		682
Dryden 78 CLO, Ser 2020-78A, Cl C
7.528%, TSFR3M + 2.212%, 04/17/2033(C)(E)		660		648
Elmwood CLO 15, Ser 2022-2A, Cl A1
6.658%, TSFR3M + 1.340%, 04/22/2035(C)(E)		1,290		1,290
Elmwood CLO VIII, Ser 2021-1A, Cl A1
6.819%, TSFR3M + 1.502%, 01/20/2034(C)(E)		988		988
Flatiron CLO 21, Ser 2021-1A, Cl D
8.471%, TSFR3M + 3.162%, 07/19/2034(C)(E)		540		534
GCI Funding I LLC, Ser 2021-1, Cl A
2.380%, 06/18/2046(E)		232		202
Goldentree Loan Management US CLO 7, Ser 2021-7A, Cl AR
6.649%, TSFR3M + 1.332%, 04/20/2034(C)(E)		553		553
Hardee's Funding LLC, Ser 2018-1A, Cl A23
5.710%, 06/20/2048(E)		366		346
Hardee's Funding LLC, Ser 2020-1A, Cl A2
3.981%, 12/20/2050(E)		258		231
Kings Park CLO, Ser 2021-1A, Cl A
6.709%, TSFR3M + 1.392%, 01/21/2035(C)(E)		706		707
Marlette Funding Trust, Ser 2023-3A, Cl B
6.710%, 09/15/2033(E)		1,350		1,362
MVW LLC, Ser 2021-2A, Cl B
1.830%, 05/20/2039(E)		206		190


Description	Face Amount (Thousands)		Market Value ($ Thousands)
ASSET-BACKED SECURITIES (continued)
Neighborly Issuer LLC, Ser 2021-1A, Cl A2
3.584%, 04/30/2051(E)	$	1	$	1
Neighborly Issuer LLC, Ser 2023-1A, Cl A2
7.308%, 01/30/2053(E)		780		790
Nelnet Student Loan Trust, Ser 2021-DA, Cl AFX
1.630%, 04/20/2062(E)		155		141
Neuberger Berman Loan Advisers CLO 43, Ser 2021-43A, Cl A
6.708%, TSFR3M + 1.392%, 07/17/2035(C)(E)		624		626
NMEF Funding LLC, Ser 2022-B, Cl A2
6.070%, 06/15/2029(E)		211		212
OCP CLO, Ser 2021-18A, Cl AR
6.669%, TSFR3M + 1.352%, 07/20/2032(C)(E)		722		722
Octane Receivables Trust, Ser 2021-2A, Cl B
2.020%, 09/20/2028(E)		575		541
Pagaya AI Debt Trust, Ser 2023-5, Cl A
7.179%, 04/15/2031(E)		586		588
Rad CLO 14, Ser 2021-14A, Cl A
6.746%, TSFR3M + 1.432%, 01/15/2035(C)(E)		500		499
Rad CLO 7, Ser 2020-7A, Cl C
7.578%, TSFR3M + 2.262%, 04/17/2033(C)(E)		300		299
Regatta XIX Funding, Ser 2022-1A, Cl A1
6.638%, TSFR3M + 1.320%, 04/20/2035(C)(E)		691		688
Sixth Street CLO XX, Ser 2021-20A, Cl A1
6.739%, TSFR3M + 1.422%, 10/20/2034(C)(E)		1,354		1,353
SMB Private Education Loan Trust, Ser 2021-E, Cl A1A
1.680%, 02/15/2051(E)		322		291
Upstart Securitization Trust, Ser 2021-3, Cl B
1.660%, 07/20/2031(E)		180		179
Voya CLO, Ser 2019-1A, Cl DR
8.426%, TSFR3M + 3.112%, 04/15/2031(C)(E)		265		256
				22,294

Total Asset-Backed Securities
(Cost $35,558) ($ Thousands)				35,083


MORTGAGE-BACKED SECURITIES — 3.4%
Agency Mortgage-Backed Obligations — 0.3%
FHLMC CMO, Ser 2016-4585, Cl DS, IO
0.561%, 05/15/2046(C)		592		59
FHLMC CMO, Ser 2017-4693, Cl SL, IO
0.711%, 06/15/2047(C)		873		113


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC CMO, Ser 2017-4719, Cl JS, IO
0.711%, 09/15/2047(C)	$	645	$	69
FHLMC CMO, Ser 2020-4954, Cl SL, IO
0.614%, 02/25/2050(C)		937		94
FHLMC CMO, Ser 2020-4981, Cl HS, IO
0.664%, 06/25/2050(C)		1,819		155
FNMA
3.000%, 02/01/2052		2,027		1,751
FNMA CMO, Ser 2014-78, Cl SE, IO
0.664%, 12/25/2044(C)		648		65
FNMA CMO, Ser 2016-77, Cl DS, IO
0.564%, 10/25/2046(C)		619		62
FNMA CMO, Ser 2017-62, Cl AS, IO
0.714%, 08/25/2047(C)		754		82
GNMA CMO, Ser 2017-122, Cl SA, IO
0.766%, 08/20/2047(C)		586		69


				2,519
Non-Agency Mortgage-Backed Obligations — 3.1%
Alternative Loan Trust, Ser 2005-20CB, Cl 3A6
5.500%, 07/25/2035		33		23
Alternative Loan Trust, Ser 2006-24CB, Cl A16
5.750%, 08/25/2036		192		103
Alternative Loan Trust, Ser 2006-J1, Cl 1A13
5.500%, 02/25/2036		75		51
AREIT Trust, Ser 2022-CRE6, Cl A
6.574%, SOFR30A + 1.250%, 01/20/2037(C)(E)		1,241		1,230
BAMLL Commercial Mortgage Securities Trust, Ser 2013-WBRK, Cl D
3.534%, 03/10/2037(C)(E)		395		294
BAMLL Commercial Mortgage Securities Trust, Ser 2017-SCH, Cl AF
6.365%, TSFR1M + 1.047%, 11/15/2033(C)(E)		1,535		1,518
BBCMS Mortgage Trust, Ser 2020-BID, Cl A
7.573%, TSFR1M + 2.254%, 10/15/2037(C)(E)		710		706
Bellemeade Re, Ser 2019-3A, Cl M1C
7.385%, TSFR1M + 2.064%, 07/25/2029(C)(E)		157		157
Bellemeade Re, Ser 2022-2, Cl M1A
9.322%, SOFR30A + 4.000%, 09/27/2032(C)(E)		856		878
Bellemeade Re, Ser 2023-1, Cl M1A
7.522%, SOFR30A + 2.200%, 10/25/2033(C)(E)		678		680
BFLD Trust, Ser 2021-FPM, Cl A
7.033%, TSFR1M + 1.714%, 06/15/2038(C)(E)		1,065		1,054


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl D
7.264%, TSFR1M + 1.946%, 04/15/2034(C)(E)	$	152	$	151
BX Commercial Mortgage Trust, Ser 2019-IMC, Cl E
7.514%, TSFR1M + 2.196%, 04/15/2034(C)(E)		610		604
Chase Mortgage Finance Trust, Ser 2007-S5, Cl 1A17
6.000%, 07/25/2037		71		31
CHL Mortgage Pass-Through Trust, Ser 2006-10, Cl 1A8
6.000%, 05/25/2036		93		42
CHL Mortgage Pass-Through Trust, Ser 2006-13, Cl 1A19
6.250%, 09/25/2036		48		21
COMM Mortgage Trust, Ser 2010-C1, Cl D
5.829%, 07/10/2046(C)(E)		532		491
Connecticut Avenue Securities Trust, Ser 2018-R07, Cl 1M2
7.836%, SOFR30A + 2.514%, 04/25/2031(C)(E)		2		2
Connecticut Avenue Securities Trust, Ser 2020-R02, Cl 2M2
7.436%, SOFR30A + 2.114%, 01/25/2040(C)(E)		88		89
Connecticut Avenue Securities Trust, Ser 2021-R03, Cl 1M2
6.972%, SOFR30A + 1.650%, 12/25/2041(C)(E)		304		305
Connecticut Avenue Securities Trust, Ser 2022-R01, Cl 1M2
7.222%, SOFR30A + 1.900%, 12/25/2041(C)(E)		1,008		1,015
Connecticut Avenue Securities Trust, Ser 2022-R02, Cl 2M1
6.522%, SOFR30A + 1.200%, 01/25/2042(C)(E)		361		361
Connecticut Avenue Securities Trust, Ser 2022-R03, Cl 1M2
8.822%, SOFR30A + 3.500%, 03/25/2042(C)(E)		744		781
Connecticut Avenue Securities Trust, Ser 2022-R04, Cl 1M2
8.422%, SOFR30A + 3.100%, 03/25/2042(C)(E)		185		192
Connecticut Avenue Securities Trust, Ser 2023-R02, Cl 1M1
7.622%, SOFR30A + 2.300%, 01/25/2043(C)(E)		1,238		1,265


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
Connecticut Avenue Securities Trust, Ser 2023-R03, Cl 2M1
7.822%, SOFR30A + 2.500%, 04/25/2043(C)(E)	$	1,063	$	1,081
Connecticut Avenue Securities Trust, Ser 2023-R04, Cl 1M1
7.621%, SOFR30A + 2.300%, 05/25/2043(C)(E)		850		870
Connecticut Avenue Securities Trust, Ser 2023-R05, Cl 1M1
7.221%, SOFR30A + 1.900%, 06/25/2043(C)(E)		970		980
Deutsche Alt-A Securities Mortgage Loan Trust, Ser 2006-AR4, Cl A2
5.815%, TSFR1M + 0.494%, 12/25/2036(C)		135		42
Eagle RE, Ser 2023-1, Cl M1A
7.322%, SOFR30A + 2.000%, 09/26/2033(C)(E)		670		672
FHLMC Multifamily Structured Credit Risk, Ser 2021-MN1, Cl M1
7.322%, SOFR30A + 2.000%, 01/25/2051(C)(E)		55		54
FHLMC STACR Debt Notes, Ser 2023-DNA2, Cl M1A
7.422%, SOFR30A + 2.100%, 04/25/2043(C)(E)		291		296
FHLMC STACR REMIC Trust, Ser 2021-DNA5, Cl M2
6.972%, SOFR30A + 1.650%, 01/25/2034(C)(E)		159		160
FHLMC STACR REMIC Trust, Ser 2021-DNA6, Cl M2
6.822%, SOFR30A + 1.500%, 10/25/2041(C)(E)		976		973
FHLMC STACR REMIC Trust, Ser 2021-DNA7, Cl M2
7.122%, SOFR30A + 1.800%, 11/25/2041(C)(E)		953		960
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M2
7.672%, SOFR30A + 2.350%, 12/25/2041(C)(E)		635		638
FHLMC STACR REMIC Trust, Ser 2021-HQA4, Cl M1
6.272%, SOFR30A + 0.950%, 12/25/2041(C)(E)		1,023		1,018
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1A
6.322%, SOFR30A + 1.000%, 01/25/2042(C)(E)		334		333


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
FHLMC STACR REMIC Trust, Ser 2022-DNA1, Cl M1B
7.172%, SOFR30A + 1.850%, 01/25/2042(C)(E)	$	533	$	535
FHLMC STACR REMIC Trust, Ser 2022-DNA2, Cl M1A
6.622%, SOFR30A + 1.300%, 02/25/2042(C)(E)		404		406
FHLMC STACR REMIC Trust, Ser 2022-DNA4, Cl M1A
7.522%, SOFR30A + 2.200%, 05/25/2042(C)(E)		397		404
FHLMC STACR REMIC Trust, Ser 2022-DNA5, Cl M1A
8.272%, SOFR30A + 2.950%, 06/25/2042(C)(E)		489		502
FHLMC STACR REMIC Trust, Ser 2022-DNA7, Cl M1A
7.822%, SOFR30A + 2.500%, 03/25/2052(C)(E)		737		751
FHLMC STACR REMIC Trust, Ser 2023-DNA1, Cl M1A
7.422%, SOFR30A + 2.100%, 03/25/2043(C)(E)		495		505
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1B
8.822%, SOFR30A + 3.500%, 05/25/2043(C)(E)		1,327		1,402
FHLMC STACR REMIC Trust, Ser 2023-HQA1, Cl M1A
7.322%, SOFR30A + 2.000%, 05/25/2043(C)(E)		899		908
FNMA Connecticut Avenue Securities, Ser 2015-C04, Cl 1M2
11.136%, SOFR30A + 5.814%, 04/25/2028(C)		57		61
FNMA Connecticut Avenue Securities, Ser 2021-R02, Cl 2M2
7.322%, SOFR30A + 2.000%, 11/25/2041(C)(E)		429		432
GS Mortgage Securities Trust, Ser 2011-GC5, Cl D
5.153%, 08/10/2044(C)(E)		12		4
GS Mortgage Securities Trust, Ser 2021-1, Cl A1
1.433%, 08/17/2026		251		240
GS Mortgage Securities Trust, Ser 2021-1, Cl AS
2.638%, 08/17/2026		23		21
GS Mortgage Securities Trust, Ser 2021-1, Cl A2
2.435%, 08/17/2026		657		627


Description	Face Amount (Thousands)		Market Value ($ Thousands)
MORTGAGE-BACKED SECURITIES (continued)
HFX, Ser 2017-1A, Cl A3
3.647%, 03/15/2035	$	800	$	782
HomeBanc Mortgage Trust, Ser 2005-1, Cl A1
5.935%, TSFR1M + 0.614%, 03/25/2035(C)		21		17
JPMBB Commercial Mortgage Securities Trust, Ser 2014-C22, Cl XA, IO
0.771%, 09/15/2047(C)		12,042		10
JPMorgan Chase, Ser 2019-CL1, Cl M3
7.535%, TSFR1M + 2.214%, 04/25/2047(C)(E)		91		92
LB-UBS Commercial Mortgage Trust, Ser 2006-C6, Cl AJ
5.452%, 09/15/2039(C)		84		32
LSTAR Commercial Mortgage Trust, Ser 2016-4, Cl A2
2.579%, 03/10/2049(E)		116		116
Natixis Commercial Mortgage Securities Trust, Ser 2019-MILE, Cl A
6.897%, TSFR1M + 1.579%, 07/15/2036(C)(E)		294		271
PMT Credit Risk Transfer Trust, Ser 2019-2R, Cl A
9.193%, TSFR1M + 3.864%, 05/30/2025(C)(E)		221		221
PMT Credit Risk Transfer Trust, Ser 2019-3R, Cl A
9.135%, SOFR30A + 3.814%, 11/27/2031(C)(E)		31		31
PMT Credit Risk Transfer Trust, Ser 2020-1R, Cl A
8.785%, SOFR30A + 3.464%, 02/25/2025(C)(E)		101		100
Wells Fargo Commercial Mortgage Trust, Ser 2016-NXS6, Cl C
4.390%, 11/15/2049(C)		620		559
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 2M2
10.936%, SOFR30A + 5.614%, 11/25/2025(C)(E)		23		24
Wells Fargo Credit Risk Transfer Securities Trust, Ser 2015-WF1, Cl 1M2
10.686%, SOFR30A + 5.364%, 11/25/2025(C)(E)		95		98


				29,272
Total Mortgage-Backed Securities
(Cost $33,159) ($ Thousands)				31,791


Description	Face Amount (Thousands)		Market Value ($ Thousands)
U.S. GOVERNMENT AGENCY OBLIGATIONS — 1.2%
FFCB^
5.480%, SOFRRATE + 0.170%, 01/23/2025(C)	$	1,900	$	1,902
5.390%, SOFRRATE + 0.080%, 05/24/2024(C)		500		500
5.350%, SOFRRATE + 0.040%, 05/15/2024(C)		200		200
FHLB^
5.470%, SOFRRATE + 0.160%, 07/10/2025(C)		900		900
5.450%, SOFRRATE + 0.140%, 04/21/2025(C)		1,100		1,100
FHLMC^
5.150%, 01/27/2026		1,100		1,098
4.200%, 08/28/2025		700		692
0.375%, 07/21/2025		700		659
FNMA^
5.060%, 02/07/2025		600		599
3.875%, 08/28/2024		700		694
0.625%, 04/22/2025		1,300		1,238
0.500%, 06/17/2025		1,500		1,420



Total U.S. Government Agency Obligations
(Cost $11,198) ($ Thousands)				11,002



SOVEREIGN DEBT — 0.2%

Colombia Government International Bond
3.125%, 04/15/2031		213		168
Dominican Republic International Bond
4.875%, 09/23/2032(E)		881		783
Magyar Export-Import Bank Zrt
6.125%, 12/04/2027(E)		831		833

Total Sovereign Debt
(Cost $1,846) ($ Thousands)				1,784



		Number of Rights
RIGHTS — 0.0%
Novartis AG CVR *^‡^‡		972		–
Abiomed Inc CVR *^‡^‡		366		–
Total Rights
(Cost $—) ($ Thousands)				–


Total Investments in Securities — 98.0%
(Cost $807,286) ($ Thousands)			$	909,509


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT— (12.6)%
Communication Services — (0.5)%
Cable One Inc		(94	)	$	(43	)
Charter Communications Inc, Cl A *		(1,357	)		(399	)
Comcast Corp, Cl A		(53,640	)		(2,299	)
Fox Corp		(6,485	)		(188	)
Interpublic Group of Cos Inc/The		(4,851	)		(152	)
Liberty Broadband Corp, Cl C *		(1,579	)		(95	)
Liberty Media Corp-Liberty SiriusXM *		(2,335	)		(68	)
Liberty Media Corp-Liberty SiriusXM, Cl A *		(1,117	)		(33	)
New York Times Co/The, Cl A		(2,415	)		(107	)
News Corp		(2,338	)		(65	)
News Corp, Cl A		(5,074	)		(136	)
Nexstar Media Group Inc, Cl A		(502	)		(83	)
Omnicom Group Inc		(2,390	)		(211	)
Paramount Global, Cl B		(7,773	)		(86	)
Scholastic Corp		(670	)		(26	)
TEGNA Inc		(3,498	)		(49	)
Trade Desk Inc/The, Cl A *		(5,554	)		(475	)


					(4,515	)

Consumer Discretionary — (8.4)%
Abercrombie & Fitch Co, Cl A *		(619	)		(79	)
Academy Sports & Outdoors Inc		(752	)		(56	)
Acushnet Holdings Corp		(1,314	)		(85	)
Adient PLC *		(5,199	)		(176	)
ADT Inc		(5,888	)		(43	)
Adtalem Global Education Inc *		(893	)		(44	)
Advance Auto Parts Inc		(776	)		(52	)
Airbnb Inc, Cl A *		(6,475	)		(1,020	)
Amazon.com Inc *		(38,623	)		(6,827	)
American Axle & Manufacturing Holdings Inc *		(7,572	)		(52	)
American Eagle Outfitters Inc		(2,376	)		(56	)
Aptiv PLC *		(16,172	)		(1,286	)
Aramark		(3,930	)		(119	)
Asbury Automotive Group Inc *		(190	)		(40	)
AutoNation Inc *		(377	)		(56	)
AutoZone Inc *		(198	)		(595	)
Bath & Body Works Inc		(2,539	)		(116	)
Beazer Homes USA Inc *		(555	)		(17	)
Best Buy Co Inc		(2,315	)		(187	)
Birkenstock Holding PLC *		(1,362	)		(68	)
Bloomin' Brands Inc		(1,131	)		(31	)
Booking Holdings Inc *		(576	)		(1,998	)
Boot Barn Holdings Inc *		(370	)		(34	)
BorgWarner Inc		(15,559	)		(484	)
Boyd Gaming Corp		(1,776	)		(117	)
Bright Horizons Family Solutions Inc *		(1,125	)		(129	)
Brinker International Inc *		(893	)		(41	)
Brunswick Corp/DE		(2,309	)		(202	)
Burlington Stores Inc *		(686	)		(141	)
Caesars Entertainment Inc *		(3,163	)		(137	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Capri Holdings Ltd *		(3,708	)	$	(171	)
CarMax Inc *		(1,711	)		(135	)
Carnival Corp, Cl A *		(15,910	)		(252	)
Carter's Inc		(1,261	)		(102	)
Carvana Co, Cl A *		(1,033	)		(78	)
Cavco Industries Inc *		(316	)		(118	)
Century Communities Inc		(1,176	)		(101	)
Cheesecake Factory Inc/The		(1,043	)		(37	)
Chegg Inc *		(2,797	)		(25	)
Chipotle Mexican Grill Inc, Cl A *		(446	)		(1,199	)
Choice Hotels International Inc		(646	)		(72	)
Churchill Downs Inc		(1,237	)		(151	)
Columbia Sportswear Co		(1,481	)		(122	)
Coupang Inc, Cl A *		(12,864	)		(238	)
Coursera Inc *		(1,987	)		(32	)
Cracker Barrel Old Country Store Inc		(114	)		(8	)
Crocs Inc *		(1,934	)		(236	)
Dana Inc		(7,732	)		(97	)
Darden Restaurants Inc		(1,980	)		(338	)
Dave & Buster's Entertainment Inc *		(472	)		(29	)
Deckers Outdoor Corp *		(891	)		(798	)
Dick's Sporting Goods Inc		(729	)		(130	)
Domino's Pizza Inc		(602	)		(270	)
DoorDash Inc, Cl A *		(4,959	)		(618	)
Dorman Products Inc *		(1,393	)		(131	)
DR Horton Inc		(10,449	)		(1,562	)
DraftKings Inc, Cl A *		(6,711	)		(291	)
Dream Finders Homes Inc, Cl A *		(1,251	)		(49	)
Duolingo Inc, Cl A *		(605	)		(145	)
eBay Inc		(6,065	)		(287	)
Ethan Allen Interiors Inc		(929	)		(31	)
Etsy Inc *		(1,690	)		(121	)
Expedia Group Inc *		(2,213	)		(303	)
Figs Inc, Cl A *		(3,720	)		(19	)
Five Below Inc *		(567	)		(114	)
Floor & Decor Holdings Inc, Cl A *		(1,086	)		(132	)
Foot Locker Inc		(1,312	)		(45	)
Ford Motor Co		(234,342	)		(2,915	)
Fox Factory Holding Corp *		(2,270	)		(115	)
Frontdoor Inc *		(1,442	)		(45	)
GameStop Corp, Cl A *		(3,738	)		(53	)
Gap Inc/The		(2,684	)		(51	)
Garmin Ltd		(5,081	)		(698	)
General Motors Co		(82,234	)		(3,370	)
Gentex Corp		(14,103	)		(515	)
Gentherm Inc *		(2,032	)		(116	)
Genuine Parts Co		(1,818	)		(271	)
G-III Apparel Group Ltd *		(753	)		(25	)
Goodyear Tire & Rubber Co/The *		(15,522	)		(184	)
Graham Holdings Co, Cl B		(106	)		(74	)
Grand Canyon Education Inc *		(522	)		(70	)
Green Brick Partners Inc *		(1,385	)		(81	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Group 1 Automotive Inc		(84	)	$	(23	)
H&R Block Inc		(2,430	)		(119	)
Hanesbrands Inc *		(13,768	)		(74	)
Harley-Davidson Inc		(7,073	)		(257	)
Hasbro Inc		(4,116	)		(207	)
Helen of Troy Ltd *		(922	)		(115	)
Hilton Grand Vacations Inc *		(1,025	)		(46	)
Hilton Worldwide Holdings Inc		(4,184	)		(855	)
Home Depot Inc/The		(11,086	)		(4,219	)
Hovnanian Enterprises Inc, Cl A *		(243	)		(38	)
Hyatt Hotels Corp, Cl A		(764	)		(117	)
Installed Building Products Inc		(751	)		(179	)
International Game Technology PLC		(1,910	)		(52	)
Jack in the Box Inc		(358	)		(26	)
KB Home		(2,117	)		(141	)
Kohl's Corp		(1,410	)		(39	)
Kontoor Brands Inc		(1,977	)		(117	)
Las Vegas Sands Corp		(7,598	)		(414	)
Laureate Education Inc, Cl A		(2,672	)		(36	)
La-Z-Boy Inc, Cl Z		(1,808	)		(69	)
LCI Industries		(1,352	)		(170	)
Lear Corp		(3,292	)		(452	)
Leggett & Platt Inc		(6,115	)		(125	)
Lennar Corp, Cl A		(8,414	)		(1,334	)
Lennar Corp, Cl B		(616	)		(91	)
LGI Homes Inc *		(793	)		(90	)
Light & Wonder Inc, Cl A *		(1,569	)		(158	)
Lithia Motors Inc, Cl A		(273	)		(82	)
LKQ Corp		(3,015	)		(158	)
Lowe's Cos Inc		(6,431	)		(1,548	)
Lucid Group Inc *		(38,195	)		(126	)
Lululemon Athletica Inc *		(3,695	)		(1,726	)
Luminar Technologies Inc, Cl A *		(19,027	)		(45	)
M/I Homes Inc *		(929	)		(118	)
Macy's Inc		(2,706	)		(47	)
Malibu Boats Inc, Cl A *		(818	)		(36	)
Marriott International Inc/MD, Cl A		(4,005	)		(1,001	)
Marriott Vacations Worldwide Corp		(690	)		(64	)
Mattel Inc *		(13,079	)		(258	)
McDonald's Corp		(11,878	)		(3,472	)
MDC Holdings Inc		(2,095	)		(131	)
Meritage Homes Corp		(1,080	)		(170	)
MGM Resorts International *		(4,652	)		(201	)
Modine Manufacturing Co *		(2,960	)		(266	)
Mohawk Industries Inc *		(1,724	)		(205	)
Murphy USA Inc		(263	)		(110	)
National Vision Holdings Inc *		(1,340	)		(31	)
Newell Brands Inc		(14,983	)		(112	)
NIKE Inc, Cl B		(39,533	)		(4,109	)
Nordstrom Inc		(2,337	)		(49	)
Norwegian Cruise Line Holdings Ltd *		(7,037	)		(136	)
NVR Inc *		(100	)		(763	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Ollie's Bargain Outlet Holdings Inc *		(1,145	)	$	(92	)
O'Reilly Automotive Inc *		(651	)		(708	)
Oxford Industries Inc		(494	)		(50	)
Papa John's International Inc		(547	)		(39	)
Patrick Industries Inc		(1,102	)		(132	)
Peloton Interactive Inc, Cl A *		(10,473	)		(47	)
Penn Entertainment Inc *		(2,204	)		(40	)
Penske Automotive Group Inc		(239	)		(37	)
Perdoceo Education Corp		(2,060	)		(37	)
Phinia Inc		(2,786	)		(95	)
Planet Fitness Inc, Cl A *		(1,551	)		(96	)
Polaris Inc		(1,938	)		(180	)
Pool Corp		(434	)		(173	)
PulteGroup Inc		(7,470	)		(810	)
PVH Corp		(1,941	)		(265	)
QuantumScape Corp, Cl A *		(18,594	)		(117	)
Ralph Lauren Corp, Cl A		(1,364	)		(254	)
Red Rock Resorts Inc, Cl A		(667	)		(39	)
RH *		(210	)		(58	)
Rivian Automotive Inc, Cl A *		(38,853	)		(440	)
Ross Stores Inc		(3,847	)		(573	)
Royal Caribbean Cruises Ltd *		(3,779	)		(466	)
Sabre Corp *		(7,233	)		(19	)
Service Corp International/US		(2,374	)		(174	)
Shake Shack Inc, Cl A *		(703	)		(75	)
Signet Jewelers Ltd		(640	)		(65	)
Six Flags Entertainment Corp *		(1,337	)		(34	)
Skechers USA Inc, Cl A *		(4,187	)		(259	)
Skyline Champion Corp *		(1,739	)		(146	)
Smith & Wesson Brands Inc		(2,267	)		(31	)
Sonos Inc *		(5,154	)		(98	)
Standard Motor Products Inc		(1,277	)		(41	)
Starbucks Corp		(18,262	)		(1,733	)
Steven Madden Ltd		(2,611	)		(112	)
Stoneridge Inc *		(1,344	)		(24	)
Strategic Education Inc		(558	)		(62	)
Stride Inc *		(781	)		(47	)
Sturm Ruger & Co Inc		(893	)		(39	)
Tapestry Inc		(7,046	)		(335	)
Taylor Morrison Home Corp, Cl A *		(3,583	)		(203	)
Tempur Sealy International Inc		(5,316	)		(290	)
Tesla Inc *		(32,134	)		(6,487	)
Texas Roadhouse Inc, Cl A		(1,184	)		(177	)
Thor Industries Inc		(2,829	)		(363	)
TJX Cos Inc/The		(12,975	)		(1,286	)
Toll Brothers Inc		(3,301	)		(378	)
TopBuild Corp *		(994	)		(400	)
Topgolf Callaway Brands Corp *		(5,895	)		(84	)
Tractor Supply Co		(1,231	)		(313	)
Travel + Leisure Co		(967	)		(43	)
Tri Pointe Homes Inc *		(3,300	)		(117	)
Ulta Beauty Inc *		(532	)		(292	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Under Armour Inc, Cl A *		(8,105	)	$	(73	)
Under Armour Inc, Cl C *		(7,914	)		(68	)
United Parks & Resorts *		(881	)		(45	)
Urban Outfitters Inc *		(315	)		(13	)
Vail Resorts Inc		(716	)		(165	)
Valvoline Inc *		(1,930	)		(82	)
VF Corp		(10,464	)		(171	)
Victoria's Secret & Co *		(500	)		(14	)
Vista Outdoor Inc *		(2,439	)		(76	)
Visteon Corp *		(1,531	)		(173	)
Wayfair Inc, Cl A *		(1,001	)		(60	)
Wendy's Co/The		(3,799	)		(69	)
Whirlpool Corp		(1,636	)		(176	)
Williams-Sonoma Inc		(801	)		(189	)
Wingstop Inc		(513	)		(180	)
Winnebago Industries Inc		(1,691	)		(121	)
Wolverine World Wide Inc		(2,562	)		(26	)
Worthington Enterprises Inc		(1,594	)		(99	)
Wyndham Hotels & Resorts Inc		(1,613	)		(123	)
Wynn Resorts Ltd		(1,584	)		(167	)
XPEL Inc *		(1,360	)		(72	)
YETI Holdings Inc *		(3,032	)		(124	)
Yum! Brands Inc		(5,146	)		(712	)


					(77,458	)

Information Technology — (2.3)%
Advanced Micro Devices Inc *		(4,805	)		(925	)
Amphenol Corp, Cl A		(2,521	)		(275	)
Analog Devices Inc		(1,591	)		(305	)
Apple Inc		(32,638	)		(5,899	)
Applied Materials Inc		(2,721	)		(549	)
Arista Networks Inc *		(795	)		(221	)
Arrow Electronics Inc *		(383	)		(45	)
Avnet Inc		(740	)		(34	)
Broadcom Inc		(1,292	)		(1,680	)
CDW Corp/DE		(582	)		(143	)
Ciena Corp *		(329	)		(19	)
Cirrus Logic Inc *		(446	)		(41	)
Cisco Systems Inc		(12,909	)		(624	)
Cognex Corp		(1,064	)		(42	)
Corning Inc		(3,897	)		(126	)
Enphase Energy Inc *		(395	)		(50	)
Entegris Inc		(535	)		(72	)
F5 Inc *		(334	)		(62	)
Fabrinet *		(206	)		(44	)
First Solar Inc *		(284	)		(44	)
GLOBALFOUNDRIES Inc *		(614	)		(34	)
Hewlett Packard Enterprise Co		(5,058	)		(77	)
HP Inc		(4,273	)		(121	)
Intel Corp		(13,318	)		(573	)
Jabil Inc		(447	)		(64	)
Juniper Networks Inc		(1,448	)		(54	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Keysight Technologies Inc *		(870	)	$	(134	)
KLA Corp		(408	)		(278	)
Lam Research Corp		(394	)		(370	)
Lattice Semiconductor Corp *		(630	)		(48	)
Littelfuse Inc		(120	)		(29	)
Marvell Technology Inc		(2,578	)		(185	)
Microchip Technology Inc		(1,852	)		(156	)
Micron Technology Inc		(3,450	)		(313	)
Monolithic Power Systems Inc		(155	)		(112	)
Motorola Solutions Inc		(629	)		(208	)
NetApp Inc		(862	)		(77	)
Novanta Inc *		(223	)		(39	)
NVIDIA Corp		(7,123	)		(5,635	)
ON Semiconductor Corp *		(1,473	)		(116	)
Onto Innovation Inc *		(206	)		(38	)
Pure Storage Inc, Cl A *		(1,245	)		(65	)
Qorvo Inc *		(524	)		(60	)
QUALCOMM Inc		(3,359	)		(530	)
Rambus Inc *		(517	)		(31	)
Skyworks Solutions Inc		(755	)		(79	)
Super Micro Computer Inc *		(181	)		(157	)
Teledyne Technologies Inc *		(220	)		(94	)
Teradyne Inc		(770	)		(80	)
Texas Instruments Inc		(2,877	)		(481	)
Trimble Inc *		(1,404	)		(86	)
Universal Display Corp		(206	)		(36	)
Western Digital Corp *		(1,191	)		(71	)
Zebra Technologies Corp, Cl A *		(165	)		(46	)


					(21,677	)

Materials — (1.4)%
Air Products and Chemicals Inc		(2,067	)		(484	)
Albemarle Corp		(1,009	)		(139	)
Alcoa Corp		(1,354	)		(37	)
Alpha Metallurgical Resources Inc		(129	)		(49	)
Amcor PLC		(16,819	)		(152	)
AptarGroup Inc		(782	)		(110	)
Arcadium Lithium *		(11,463	)		(63	)
Arch Resources Inc		(295	)		(49	)
Ashland Inc		(661	)		(62	)
ATI Inc *		(955	)		(47	)
Avery Dennison Corp		(802	)		(174	)
Avient Corp		(945	)		(38	)
Axalta Coating Systems Ltd *		(2,492	)		(81	)
Balchem Corp		(334	)		(52	)
Ball Corp		(3,212	)		(206	)
Berry Global Group Inc		(1,597	)		(93	)
Cabot Corp		(670	)		(57	)
Carpenter Technology Corp		(358	)		(23	)
Celanese Corp, Cl A		(1,454	)		(221	)
CF Industries Holdings Inc		(2,723	)		(220	)
Chemours Co/The		(2,371	)		(47	)


Description	Shares			Market Value ($ Thousands)
COMMON STOCK SOLD SHORT (continued)
Cleveland-Cliffs Inc *		(5,769	)	$	(120	)
Commercial Metals Co		(1,065	)		(57	)
Constellium SE, Cl A *		(384	)		(7	)
Corteva Inc		(6,969	)		(373	)
Crown Holdings Inc		(1,082	)		(83	)
Dow Inc		(9,567	)		(535	)
DuPont de Nemours Inc		(4,546	)		(314	)
Eagle Materials Inc		(472	)		(120	)
Eastman Chemical Co		(1,365	)		(120	)
Ecolab Inc		(2,391	)		(538	)
Element Solutions Inc		(2,651	)		(62	)
FMC Corp		(1,389	)		(78	)
Freeport-McMoRan Inc, Cl B		(14,843	)		(561	)
Ginkgo Bioworks Holdings Inc *		(11,147	)		(17	)
Graphic Packaging Holding Co		(3,164	)		(82	)
HB Fuller Co		(554	)		(44	)
Hecla Mining Co		(7,022	)		(25	)
Huntsman Corp		(4,764	)		(122	)
Innospec Inc		(499	)		(62	)
International Flavors & Fragrances Inc		(2,399	)		(181	)
International Paper Co		(3,375	)		(119	)
Knife River Corp *		(517	)		(38	)
Linde PLC		(4,730	)		(2,123	)
Louisiana-Pacific Corp		(696	)		(51	)
LyondellBasell Industries NV, Cl A		(2,316	)		(232	)
Martin Marietta Materials Inc		(681	)		(393	)
Materion Corp		(223	)		(30	)
Minerals Technologies Inc		(230	)		(17	)
Mosaic Co/The		(4,133	)		(129	)
NewMarket Corp		(101	)		(65	)
Newmont Corp		(10,809	)		(338	)
Nucor Corp		(2,634	)		(506	)
O-I Glass Inc, Cl I *		(2,154	)		(36	)
Olin Corp		(1,146	)		(62	)
Packaging Corp of America		(887	)		(161	)
PPG Industries Inc		(2,343	)		(332	)
Quaker Chemical Corp		(184	)		(37	)
Reliance		(511	)		(164	)
Royal Gold Inc		(897	)		(92	)
RPM International Inc		(1,212	)		(140	)
Sealed Air Corp		(1,614	)		(56	)
Sherwin-Williams Co/The		(2,310	)		(767	)
Silgan Holdings Inc		(1,227	)		(54	)
Sonoco Products Co		(1,159	)		(66	)
Southern Copper Corp		(1,567	)		(127	)
Steel Dynamics Inc		(1,769	)		(237	)
Summit Materials Inc, Cl A *		(1,582	)		(67	)
United States Steel Corp		(2,656	)		(126	)
Vulcan Materials Co		(1,256	)		(334	)
Warrior Met Coal Inc		(764	)		(43	)
Westlake Corp		(186	)		(26	)
Westrock Co		(2,672	)		(121	)

A list of the open futures contracts held by the Fund at February 29, 2024 is as follows:

A list of the open forward foreign currency contracts held by the Fund at February 29, 2024, is as follows:

A list of the open centrally cleared swap agreements held by the Fund at February 29, 2024, is as follows:

A list of the open OTC swap agreements held by the Fund at February 29, 2024, is as follows:

As of February 29, 2024, the open Reverse Repurchase Agreements held by the Fund are listed below:

Principal Amount ($ Thousands)			Counterparty	Rate		Value ($ Thousands)
$	(12,925	)	HSBC		5.39 %	$	(12,925	)
	(3,544	)	HSBC		5.44 %		(3,544	)
	(12,065	)	HSBC		5.44 %		(12,065	)
	(90,667	)	HSBC		5.44 %		(90,667	)
	(1,776	)	HSBC		5.47 %		(1,776	)
						$	(120,977	)

	Percentages are based on Net Assets of $927,757 ($ Thousands).
^	Security, or a portion thereof, is held by the MARR Commodity Strategy Subsidiary, Ltd. as of February 29, 2024.
*	Non-income producing security.
^‡	Real Estate Investment Trust.
^‡^‡	Expiration date not available.
(A)	Interest rate represents the security's effective yield at the time of purchase.
(B)	Security, or a portion thereof, has been pledged as collateral on open reverse repurchase contracts. The total market value of such securities as of February 29, 2024 was $122,437 ($ Thousands).
(C)	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.
(D)	Security, or portion thereof, has been pledged as collateral on securities sold short. The total market value of such securities as of February 29, 2024 was $50,143 ($ Thousands).
(E)	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 February 29, 2024, the value of these securities amounted to $81,687 ($ Thousands), representing 8.8% of the Net Assets of the Fund.
(F)	Security is in default on interest payment.
(G)	Perpetual security with no stated maturity date.
(H)	Zero coupon security.

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

See “Glossary” for abbreviations.

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

Currency Abbreviations

AUD — Australian Dollar

BRL — Brazilian Real

CAD — Canadian Dollar

CLP — Chilean Peso

CHF — Swiss Franc

CNH — Chinese Yuan Offshore

CNY — Chinese Yuan Onshore

COP — Colombian Peso

CZK — Czech Koruna

DKK — Danish Krone

DOP — Dominican Peso

EGP — Egyptian Pound

EUR — Euro

GBP — British Pound Sterling

GHS — Ghanaian Cedi

HKD — Hong Kong Dollar

HUF — Hungarian Forint

IDR — Indonesian Rupiah

ILS — Israeli New Shekels

INR — Indian Rupee

JPY — Japanese Yen

KRW — Korean Won

MXN — Mexican Peso

MYR — Malaysian Ringgit

NGN — Nigerian Naira

NOK — Norwegian Krone

NZD — New Zealand Dollar

PEN — Peruvian Nuevo Sol

PHP— Philippine Peso

PLN — Polish Zloty

RON — Romanian Leu

RSD — Serbian Dinar

RUB — Russian Ruble

SEK — Swedish Krona

SGD — Singapore Dollar

THB — Thai Baht

TWD — Taiwan Dollar

TRY — Turkish Lira

UAH — Ukrainian Hryvnia

UGX — Ugandan Shilling

USD — United States Dollar

UYU — Uruguayan Peso

ZAR — South African Rand

ZMW — Zambian Kwacha

Portfolio Abbreviations

ABS — Asset-Backed Security

ACES — Alternative Credit Enhancement Structure

ACWI — All Country World Index

ADR — American Depositary Receipt

AGC — Assured Guaranty Corporation

AGM— Assured Guaranty Municipal

AID — Agency for International Development

ARM — Adjustable Rate Mortgage

BOBL — Bundesobligationen (German Debt Issuance)

BPS — Basis Points

BUBOR — Budapest Interbank Offered Rate

BUND — German Fixed Interest Bond

BUXL — German Debt Agency Bond

CDO — Collateralized Debt Obligation

CETIP — Central of Custody and Financial Settlement of Securities

Cl — Class

CLICP — Chile Indice de Camara Promedio Interbank Overnight Index

CLO — Collateralized Loan Obligation

CMBX — Commercial Mortgage-Backed Index

CMO — Collateralized Mortgage Obligation

COOVIBR — Colombia Overnight Interbank Reference Rate

CPI — Consumer Price Index

CVR — Contingent Value Rights

DAC — Designated Activity Company

EAFE — Europe, Australasia and Far East

ESG — Environmental, Social and Governance

ETF — Exchange-Traded Fund

EURIBOR — Euro London Interbank Offered Rate

FBIL — Financial Benchmarks India Pvt. Ltd.

FEDEF — U.S. Federal Funds Effective Rate

FFCB — Federal Farm Credit Bank

FHLB — Federal Home Loan Bank

FHLMC — Federal Home Loan Mortgage Corporation

FNMA — Federal National Mortgage Association

FREMF— Freddie Mac Multi-Family

FTSE— Financial Times Stock Exchange

GDR — Global Depositary Receipt

GMAC — General Motors Acceptance Corporation

GNMA — Government National Mortgage Association

GO — General Obligation

H15T7Y — Harmonized Index of Consumer Prices

HRW — Hard Red Winter

IBEX— Spanish Stock Exchange Index

IBR — Interbank Rate of Columbia

ICE— Intercontinental Exchange

IO — Interest Only — face amount represents notional amount

JIBAR — Johannesburg Interbank Average Rate

JSC — Joint-Stock Company

LIBOR— London Interbank Offered Rate

LLC — Limited Liability Company

LLLP — Limited Liability Limited Partnership

LP — Limited Partnership

LTD — Limited

MEXIBOR — Mexican Interbank Offered Rate

MIBOR — Mumbai Interbank Overnight Rate

MSCI — Morgan Stanley Capital International

MTN — Medium Term Note

MXN TIIE — Mexican Interbank Equilibrium Interest Rate

NASDAQ — National Association of Securities Dealers and Automated Quotations

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

NATL— National Public Finance Guarantee Corporation

NIBOR — Norwegian Interbank Offered Rate

NVDR — Non-Voting Depository Receipt

NYMEX — New York Mercantile Exchange

OIS — Overnight Index Swap

OMX — OM Stockholm 30 Dividend Point Index

OTC — Over The Counter

PIK — Payment-in-Kind

PJSC — Public Joint-Stock Company

PLC — Public Limited Company

PO — Principal Only

PRIBOR — Prague Interbank Offered Rate

Pty — Proprietary

QPSC — Qatari Joint-Stock Company

RB — Revenue Bond

REIT — Real Estate Investment Trust

REMIC — Real Estate Mortgage Investment Conduit

Re-REMIC — Resecuritization of Real Estate Mortgage Investment Conduit

RFUCCT1Y — Refinitiv US IBOR Consumer Cash Fallback 1 Year

S&P — Standard & Poor's

Ser — Series

SOFR — Secured Overnight Financing Rate

SOFR30A — Secured Overnight Financing Rate 30-day Average

SOFRINDX — Custom SOFR Index

SPDR — Standard & Poor's Depository Receipt

SPI — Share Price Index

STACR — Structured Agency Credit Risk

STRIPS — Separately Traded Registered Interest and Principal Securities

TBA — To Be Announced

TELBOR — Tel Aviv Interbank Offer Rate

THOR — Thai Overnight Repurchase Rate

TOPIX — Tokyo Price Index

TSFR1M — Term Secured Overnight Financing Rate 1 Month

TSFR3M — Term Secured Overnight Financing Rate 3 Month

TSFR6M — Term Secured Overnight Financing Rate 6 Month

TSFR12M — Term Secured Overnight Financing Rate 12 Month

TSX — Toronto Stock Exchange

ULC — Unlimited Liability Company

ULSD — Ultra-Low Sulfur Diesel

UMBS — Uniform Mortgage-Backed Securities

WIBOR— Warsaw Interbank Offered Rate

WTI — West Texas Intermediate

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation(Thousands)
Long Contracts
S&P 500 Index E-MINI		14		Mar-2024	$	3,537	$	3,573	$	36
S&P Mid Cap 400 Index E-MINI		5		Mar-2024		1,438		1,446		8
					$	4,975	$	5,019	$	44

Security Description	Value 5/31/2023		Purchases at Cost		Proceeds from Sales			Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value 2/29/2024		Income		Capital Gains
SEI Liquidity Fund, LP	$	285	$	46,481	$	(43,836	)	$	1	$	(1	)	$	2,930	$	9	$	—
SEI Daily Income Trust, Government Fund, Institutional Class		17,570		114,751		(119,760	)		—		—			12,561		625		—
Totals	$	17,855	$	161,232	$	(163,596	)	$	1	$	(1	)	$	15,491	$	634	$	—

Type of Contract	Number of Contracts		Expiration Date		Notional Amount (Thousands)		Value (Thousands)		Unrealized Appreciation(Thousands)
Long Contracts
S&P 500 Index E-MINI		13		Mar-2024	$	3,303	$	3,317	$	14

Shares			Description	Notional Amount (Thousands)			Value (Thousands)			Percentage of Basket

	(2,198	)	SUPER MICRO COMPUTER INC	$	(2,207	)	$	352		(6.9	)%
	(3,955	)	SAIA INC		(2,185	)		(87	)	(6.9	)
	(33,073	)	CELSIUS HOLDINGS INC		(2,096	)		(611	)	(6.6	)
	(37,884	)	WAYFAIR INC- CLASS A		(1,978	)		(279	)	(6.2	)
	(16,368	)	RAYMOND JAMES		(1,939	)		(28	)	(6.1	)
	(9,082	)	REPLIGEN CORP		(1,871	)		114		(5.9	)
	(6,592	)	ZEBRA TECH CORP		(1,870	)		32		(5.9	)
	(14,564	)	AMERICAN WATER W		(1,810	)		77		(5.7	)
	(13,849	)	SUN COMMUNITIES INC		(1,777	)		(73	)	(5.6	)
	(130,747	)	ROBINHOOD MARKETS INC - A		(1,755	)		(416	)	(5.5	)
	(14,539	)	GENERAC HOLDINGS INC		(1,755	)		124		(5.5	)
	(9,955	)	JACK HENRY		(1,733	)		6		(5.5	)
	(13,698	)	EXPEDITORS INTL WASH INC		(1,725	)		91		(5.4	)
	(7,804	)	MARKETAXESS HOLDINGS INC		(1,721	)		55		(5.4	)
	(3,656	)	KINSALE CAPITAL GROUP INC		(1,600	)		(312	)	(5.0	)
	(11,819	)	CHART INDUSTRIES INC		(1,567	)		(121	)	(4.9	)
	(42,979	)	ESSENTIAL UTILITIES INC		(1,556	)		52		(4.9	)
	(35,814	)	NOBLE CORP PLC		(1,545	)		50		(4.9	)
	(25,234	)	LIBERTY BROADBAND-C		(1,521	)		5		(4.8	)
	(7,301	)	FABRINET		(1,476	)		(96	)	(4.6	)
	(3,275	)	TYLER TECHNOLOGIES INC		(1,445	)		16		(4.5	)
	(24,865	)	AGREE REALTY CORP		(1,426	)		56		(4.5	)
	(8,839	)	FIRST SOLAR INC		(1,412	)		55		(4.4	)
	(12,905	)	CULLEN/FROST BANKERS INC		(1,410	)		-		(4.4	)
	(5,033	)	RBC BEARINGS INC		(1,386	)		15		(4.4	)
	(40,758	)	NEW FORTRESS ENERGY INC		(1,304	)		(126	)	(4.1	)
	(3,547	)	ERIE INDEMNITY COMPANY-CL A		(1,261	)		(183	)	(4.0	)
	(31,921	)	AFFIRM HOLDINGS INC		(1,243	)		46		(3.9	)
	(6,789	)	ASPEN TECHNOLOGY INC		(1,227	)		(88	)	(3.9	)
	(11,970	)	WINTRUST FINANCIAL CORP		(1,166	)		10		(3.7	)
	(5,924	)	SPS COMMERCE INC		(1,165	)		71		(3.7	)
	(6,101	)	FIVE BELOW		(1,157	)		(67	)	(3.6	)
	(13,169	)	MACOM TECHNOLOGY		(1,135	)		(26	)	(3.6	)
	(35,576	)	OMEGA HEALTHCARE		(1,116	)		10		(3.5	)
	(122,932	)	AMCOR PLC		(1,105	)		(22	)	(3.5	)
	(12,640	)	PINNACLE FINL		(1,075	)		31		(3.4	)
	(20,679	)	COMMERCE BANCSHARES INC		(1,071	)		(3	)	(3.4	)
	(7,465	)	RLI CORP		(1,066	)		(28	)	(3.4	)
	(8,571	)	CROCS INC		(1,042	)		(4	)	(3.3	)
	(8,527	)	CHURCHILL DOWNS INC		(1,023	)		(15	)	(3.2	)
	(6,147	)	NOVANTA INC		(1,007	)		(54	)	(3.2	)
	(7,385	)	MASIMO CORP		(991	)		44		(3.1	)
	(5,190	)	MSA SAFETY INC		(924	)		(33	)	(2.9	)
	(31,214	)	PILGRIM'S PRIDE CORP		(892	)		(101	)	(2.8	)
	(6,083	)	ENTEGRIS INC		(825	)		11		(2.6	)
	(71,205	)	ROIVANT SCIENCES LTD		(815	)		2		(2.6	)
	(5,722	)	ENPHASE ENERGY INC		(780	)		67		(2.5	)
	(19,860	)	UNITED BANKSHARES INC		(711	)		24		(2.2	)

Shares			Description	Notional Amount (Thousands)			Value (Thousands)			Percentage of Basket

	(4,156	)	SITEONE LANDSCAP	$	(698	)	$	(1	)	(2.2	)%
	(4,310	)	FIRST SOLAR INC		(689	)		28		(2.2	)
	(20,061	)	UNITY SOFTWARE INC		(684	)		99		(2.2	)
	(7,658	)	IDACORP INC		(681	)		1		(2.1	)
	(5,487	)	GARMIN LTD		(680	)		(73	)	(2.1	)
	(8,656	)	VAXCYTE INC		(649	)		11		(2.0	)
	(10,674	)	BROWN-FORMAN CORP-CLASS B		(625	)		(17	)	(2.0	)
	(22,066	)	WOLFSPEED INC		(618	)		46		(1.9	)
	(7,319	)	COSTAR GROUP INC		(607	)		(29	)	(1.9	)
	(2,908	)	FTI CONSULTING INC		(554	)		(48	)	(1.7	)
	(6,357	)	TKO GROUP HOLDINGS INC		(553	)		22		(1.7	)
	(16,899	)	FIRST FINL BANKSHARES INC		(542	)		20		(1.7	)
	(10,648	)	WEBSTER FINANCIAL CORP		(513	)		6		(1.6	)
	(3,600	)	HOULIHAN LOKEY INC		(472	)		8		(1.5	)
	(278	)	TEXAS PACIFIC LAND CORP		(414	)		(25	)	(1.3	)
	(2,342	)	HEICO CORP		(366	)		3		(1.2	)
	(2,545	)	UBIQUITI INC		(326	)		27		(1.0	)
	(18,346	)	SHOALS TECHNOL-A		(302	)		68		(1.0	)
	(8,387	)	VIPER ENERGY INC		(301	)		(2	)	(0.9	)
	(6,459	)	RYAN SPECIALTY H		(294	)		(45	)	(0.9	)
	(5,593	)	KINETIK HOLDINGS INC		(186	)		(16	)	(0.6	)
	(2,112	)	ON SEMICONDUCTOR		(170	)		4		(0.5	)
	(1,731	)	CRISPR THERAPEUTICS AG		(146	)		1		(0.5	)

Counterparty	Settlement Date		Currency to Deliver (Thousands)			Currency to Receive (Thousands)			Unrealized Appreciation (Depreciation) (Thousands)
Barclays PLC		03/04/24		EUR	106,519		USD	115,575	$	289
Barclays PLC		03/04/24		HKD	144,012		USD	18,435		37
Barclays PLC		03/04/24		SEK	152,362		USD	14,678		(50	)
Barclays PLC		03/04/24		JPY	14,547,674		USD	98,918		1,654
Barclays PLC		04/02/24		GBP	42,462		USD	53,682		(30	)
Barclays PLC		04/02/24		CAD	44,691		USD	32,926		(44	)
Barclays PLC		04/02/24		HKD	134,238		USD	17,167		1
Barclays PLC		04/02/24		SEK	147,500		USD	14,282		3
Barclays PLC		04/02/24		JPY	15,068,920		USD	100,559		(679	)
BNP Paribas		03/04/24		CAD	43,661		USD	32,520		328
BNP Paribas		03/04/24		DKK	79,828		USD	11,621		30
BNP Paribas		03/04/24		NOK	109,412		USD	10,474		150
BNP Paribas		04/02/24		DKK	82,294		USD	11,962		(9	)
BNP Paribas		04/02/24		NOK	106,120		USD	10,033		9
Brown Brothers Harriman		03/04/24		USD	46		NZD	76		—
Brown Brothers Harriman		03/04/24		USD	105		NZD	171		(1	)
Brown Brothers Harriman		03/04/24		NZD	68		USD	42		1
Brown Brothers Harriman		03/04/24		NZD	119		USD	72		—
Brown Brothers Harriman		03/04/24		USD	339		DKK	2,348		2
Brown Brothers Harriman		03/04/24		USD	80		DKK	549		—
Brown Brothers Harriman		03/04/24		SGD	576		USD	429		1
Brown Brothers Harriman		03/04/24		SGD	259		USD	192		—
Brown Brothers Harriman		03/04/24		AUD	531		USD	347		2
Brown Brothers Harriman		03/04/24		AUD	320		USD	207		(1	)
Brown Brothers Harriman		03/04/24		USD	110		AUD	170		—
Brown Brothers Harriman		03/04/24		USD	763		AUD	1,164		(5	)
Brown Brothers Harriman		03/04/24		USD	96		NOK	1,025		1
Brown Brothers Harriman		03/04/24		USD	849		NOK	8,917		(8	)
Brown Brothers Harriman		03/04/24		USD	621		SEK	6,511		8
Brown Brothers Harriman		03/04/24		USD	512		SEK	5,290		—
Brown Brothers Harriman		03/04/24		USD	1,332		CAD	1,795		(8	)
Brown Brothers Harriman		03/04/24		USD	340		SGD	458		1
Brown Brothers Harriman		03/04/24		USD	1,243		SGD	1,668		(3	)
Brown Brothers Harriman		03/04/24		USD	1,800		HKD	14,067		(3	)
Brown Brothers Harriman		03/04/24		USD	1,521		GBP	1,208		7
Brown Brothers Harriman		03/04/24		USD	421		GBP	331		(3	)
Brown Brothers Harriman		03/04/24		CHF	1,113		USD	1,280		16

Description	Number of Contracts			Notional Amount (Thousands)			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED OPTIONS — 0.0%
Put Options
March 2024, 3-Month SOFR Future Option		625		$	147,945		$	94.50		3/16/2024	$	4
March 2024, U.S. 5 Year Future Option		695			74,300			106.25		3/16/2024		–
March 2024, U.S. 6-7 Year Future Option		344			37,991			109.50		3/16/2024		–

					260,236							4


Call Options
March 2024, U.S. 5 Year Future Option		695			74,300			107.25		3/16/2024		16
March 2024, U.S. 6-7 Year Future Option		344			37,990			111.00		3/16/2024		6

					112,290							22


Total Purchased Options				$	372,526						$	26
WRITTEN OPTIONS — 0.0%
Put Options
March 2024, U.S. 5 Year Future Option		(232	)	$	(24,802	)		106.75		03/16/2024	$	(13	)
March 2024, U.S. 6-7 Year Future Option		(115	)		(12,701	)		110.25		03/16/2024		(11	)

					(37,503	)						(24	)


Call Options
September 2024, 3-Month SOFR Future Option		(216	)		(51,400	)		96.88		09/21/2024		(23	)
March 2024, U.S. 5 Year Future Option		(232	)		(24,802	)		106.75		03/16/2024		(49	)
March 2024, U.S. 6-7 Year Future Option		(115	)		(12,700	)		110.25		03/16/2024		(32	)

					(88,902	)						(104	)


Total Written Options				$	(126,405	)					$	(128	)

Credit Default Swap - Sell Protection
Reference Entity/ Obligation	Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Appreciation (Depreciation) (Thousands)
CDS-CDX.NA.IG.4112/28@100		1.00%		Quarterly		12/20/2028	$	193,857	$	3,983	$	2,246	$	1,737

Interest Rate Swaps
Fund Pays	Fund Receives		Payment Frequency		Termination Date		Currency		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
3.52% FIXED		SOFR		Annually		12/20/2053		USD		13,117	$	260		$	–		$	260
3.15% FIXED		SOFR		Annually		05/15/2048		USD		22,369		2,090			1,196			894
1.52% FIXED		SOFR		Annually		02/15/2047		USD		20,626		7,046			(23	)		7,069
SOFR		4.1% FIXED		Annually		03/10/2026		USD		131,377		(1,031	)		1,117			(2,148	)
3.54 FIXED		SOFR		Annually		10/31/2030		USD		58,706		1,305			224			1,081
3.87% FIXED		SOFR		Annually		02/28/2031		USD		32,030		(41	)		(58	)		17
3.4% FIXED		SOFR		Annually		03/10/2034		USD		29,301		1,119			(455	)		1,574
3.05% FIXED		SOFR		Annually		02/15/2048		USD		22,615		2,468			899			1,569
2.6% FIXED		SOFR		Annually		02/15/2048		USD		13,045		2,340			998			1,342
											$	15,556		$	3,898		$	11,658

Description	Face Amount ($ Thousands)		Acquisition Date		Cost ($ Thousands)		Market Value ($ Thousands)
Corporate Obligations
Aventine (Escrow Security)	$	2,600		4/21/2010	$	–	$	–
Northwest Acquisitions ULC		3,290	8/17/2021			2,312		–
Six Flags Theme Parks		136		7/22/2019		137		136
Loan Participations
Mavenir Systems, Inc., Initial Term Loan, 1st Lien		7,656		5/29/2020		6,355		5,160
Common Stock
Guitar Center		24,502		1/8/2021	$	3,105	$	3,465
Gymboree Corp		18,542		10/1/2018		232		–
Gymboree Holding Corp		52,848		9/14/2018		958		–
Neiman Marcus Group		1,051		8/11/2020		–		110
Parker Drilling Co		138,594		4/16/2020		1,740		1,802
Parker Drilling Co		5,140		6/17/2020		78		46
Preferred Stock
Guitar Center Inc		782		1/8/2021		74		75
WarrantS
Guitar Center Tranche I		5,960		1/8/2021		327		324
Guitar Center Tranche II		6,486		1/8/2021		233		157
Guitar Center Tranche III		526		1/8/2021		19		13
					$	15,570	$	11,288

Credit Default Swap - Buy Protection
Reference Entity/ Obligation	Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)		Upfront Payments/ Receipts (Thousands)		Net Unrealized Depreciation (Thousands)
CDX.EM.40.V1 12/20/2028		1.00%		Quarterly		12/20/2028	$	9,232	$	264	$	308	$	(44	)

Credit Default Swaps - Buy Protection
Counterparty	Reference Entity/ Obligation		Pay Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized (Depreciation) (Thousands)
Morgan Stanley		COLOMBIA		1.00%		Quarterly		12/20/2025	$	6,400	$	(66	)	$	(63	)	$	(3	)
Morgan Stanley		EGYPT		1.00%		Quarterly		12/20/2028		2,500		461			899			(438	)
Morgan Stanley		MEXICO		1.00%		Quarterly		12/20/2028		7,200		(62	)		(2	)		(60	)
Morgan Stanley		MORD		1.00%		Quarterly		12/20/2025		3,700		24			41			(17	)
Morgan Stanley		SOAF		1.00%		Quarterly		12/20/2025		4,900		(8	)		(1	)		(7	)
											$	349		$	874		$	(525	)

Description	Counterparty		Number of Contracts/ Notional Amount			Exercise Price		Expiration Date		Value (Thousands)
PURCHASED SWAPTIONS — 0.5%
Put Swaptions
Swaption		Bank of America Merrill Lynch	$	1,150,000,000		$	4.27		07/20/2024	$	6,082
Swaption		Bank of America Merrill Lynch		517,500,000		$	4.36		07/20/2024		2,415
Total Purchased Swaptions			$	1,667,500,000						$	8,497
WRITTEN SWAPTIONS — (0.4)%
Put Swaptions
Swaption		Bank of America Merrill Lynch	$	(2,300,000,000	)	$	4.82		07/20/2024	$	(4,632	)
Swaption		Bank of America Merrill Lynch		(1,035,000,000	)	$	4.91		07/20/2024		(1,717	)

Total Written Swaptions			$	(3,335,000,000	)					$	(6,349	)

Credit Default Swaps - Sell Protection
Counterparty	Reference Entity/ Obligation		Receive Rate		Payment Frequency		Termination Date		Notional Amount (Thousands)		Value (Thousands)			Upfront Payments/ Receipts (Thousands)			Net Unrealized Appreciation (Depreciation) (Thousands)
Credit Suisse		CMBX.NA.BBB.6 Index		3.00%		Monthly		12/31/2049	$	75	$	(9	)	$	(4	)	$	(5	)
Deutsche Bank		CMBX.NA.BBB.6 Index		3.00%		Monthly		12/31/2049		79		(10	)		(8	)		(2	)
Deutsche Bank		CMBX.NA.BBB.6 Index		3.00%		Monthly		12/31/2049		13		(2	)		(1	)		(1	)
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		12/31/2049		260		(32	)		(17	)		(15	)
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		12/31/2049		100		(12	)		(6	)		(6	)
Citibank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		13		(2	)		(2	)		—
Citibank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		10		(1	)		(1	)		—
Citibank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		2		—			—			—
Citibank		CMBX.NA.BBB.6 Index		3.00%		Quarterly		05/11/2063		15		(2	)		(2	)		—
Citibank		CMBX.NA.BBB.6 Index		3.00%		Quarterly		05/11/2063		13		(2	)		(1	)		(1	)
Citibank		CMBX.NA.BBB.6 Index		3.00%		Quarterly		05/11/2063		21		(3	)		(2	)		(1	)
Citibank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		15		(2	)		(2	)		—
Citibank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		3		—			—			—
Citibank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		29		(4	)		(3	)		(1	)
Citibank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		9		(1	)		(1	)		—
Citibank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		7		(1	)		(1	)		—
Credit Suisse		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		112		(14	)		(15	)		1
Credit Suisse		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		50		(6	)		(6	)		—
Credit Suisse		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		2		—			—			—
Deutsche Bank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		13		(1	)		(1	)		—
Deutsche Bank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		46		(6	)		(5	)		(1	)
Deutsche Bank		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		46		(6	)		(5	)		(1	)
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		76		(10	)		(6	)		(4	)
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		6		(1	)		(1	)		—
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		13		(2	)		(1	)		(1	)
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Quarterly		05/11/2063		25		(3	)		(3	)		—
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		134		(17	)		(16	)		(1	)
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		88		(11	)		(8	)		(3	)
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		7		(1	)		(1	)		—
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		9		(1	)		(1	)		—
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		13		(2	)		(1	)		(1	)
Goldman Sachs		CMBX.NA.BBB.6 Index		3.00%		Monthly		05/11/2063		13		(2	)		(1	)		(1	)
											$	(166	)	$	(122	)	$	(44	)

Shares		Description	Notional Amount (Thousands)		Value (Thousands)			Percentage of Basket

	23,836	NVIDIA CORP	$	17,319	$	1,503		54.5	%
	97,899	ALPHABET INC-CL C		13,977		(454	)	44.0
	67,338	AMAZON.COM INC		11,434		448		36.0
	1,188	BOOKING HOLDINGS INC		4,456		(348	)	14.0
	31,568	PULTEGROUP INC		3,298		117		10.4
	21,712	SIMON PROPERTY GROUP INC		3,213		(4	)	10.1
	37,016	COLGATE-PALMOLIVE CO		3,093		103		9.7
	70,837	PURE STORAGE-A		3,075		648		9.7
	21,743	EXPEDIA GROUP INC		3,012		(44	)	9.5
	33,751	TEXTRON INC		2,910		91		9.2
	88,462	DROPBOX INC-CLASS A		2,879		(766	)	9.1
	104,482	NEWS CORP - CLASS A		2,769		34		8.7
	51,163	WELLS FARGO & CO		2,663		194		8.4
	52,372	PBF ENERGY INC-CLASS A		2,659		(205	)	8.4
	7,989	CROWDSTRIKE HO-A		2,647		(64	)	8.3
	39,524	EDISON INTERNATIONAL		2,627		56		8.3
	165,656	KEYCORP		2,352		41		7.4
	45,165	US FOODS HOLDING CORP		2,194		96		6.9
	24,980	MEDTRONIC PLC		2,116		(39	)	6.7
	136,576	HEWLETT PACKA		2,084		(8	)	6.6
	97,990	LIBERTY GLOBAL LTD-C		2,001		(187	)	6.3
	28,894	TAYLOR MORRISON HOME CORP		1,654		(22	)	5.2
	1,570	BLACKROCK INC		1,253		19		3.9
	20,393	INCYTE CORP		1,203		(15	)	3.8
	7,056	CHENIERE ENERGY INC		1,122		(27	)	3.5
	15,223	MASCO CORP		1,119		54		3.5
	784	BROADCOM INC		992		26		3.1
	11,061	MICRON TECHNOLOGY INC		903		102		2.8
	19,888	UNITED AIRLINES		852		52		2.7
	48,773	NORWEGIAN CRUISE		805		139		2.5
	1,634	S&P GLOBAL INC		694		7		2.2
	4,127	INTERCONTINENTAL		565		6		1.8
	4,651	ARROW ELECTRONICS INC		529		16		1.7
	3,618	WESCO INTERNATIONAL INC		524		16		1.6
	1,970	EQUIFAX INC		513		27		1.6
	813	NETFLIX INC		482		7		1.5
	1,092	BERKSHIRE HATH-B		441		6		1.4
	6,645	ADVANCE AUTO PARTS INC		430		18		1.4