Security NameCoupon Rate (%)Maturity DateSharesMarket Value ($)Weight (%)
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE4.57/13/5315,230,00014,648,7615.79
FED HOME LN DISCOUNT NT DISCOUNT NOT 07/23 0.000000.017/7/238,000,0007,995,7153.16
FANNIE MAE NOTES 08/30 0.8750.8758/5/308,000,0006,432,4952.54
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE47/13/535,800,0005,443,1642.15
FEDERAL FARM CREDIT BANK BONDS 03/26 4.54.53/2/265,000,0004,987,9281.97
GNMA II TBA 30 YR 3.5 JUMBOS3.57/20/535,300,0004,893,3911.93
FEDERAL HOME LOAN BANK BONDS 11/28 3.253.2511/16/285,000,0004,788,1001.89
FNMA POOL CB2291 FN 12/51 FIXED 2.52.512/1/515,199,2064,418,4561.74
FANNIE MAE UNSECURED 10/27 0.750.7510/8/275,000,0004,338,0961.71
FNMA POOL CB2781 FN 02/52 FIXED 332/1/524,881,1304,312,7961.7
FNMA POOL CB3799 FN 06/52 FIXED 336/1/524,751,4394,226,9511.67
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE27/13/534,800,0003,917,2501.55
FNMA POOL CB2770 FN 02/52 FIXED 222/1/524,759,1593,910,9261.54
FNMA POOL CB3033 FN 03/52 FIXED 223/1/524,434,4213,655,9871.44
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE5.57/13/533,630,0003,614,2611.43
FEDERAL HOME LOAN BANK BONDS 03/26 4.1254.1253/13/263,500,0003,440,3251.36
KFW GOVT GUARANT 06/37 0.000000.016/29/376,000,0003,404,1601.34
FEDERAL HOME LOAN BANK BONDS 02/27 0.90.92/26/273,000,0002,614,3881.03
FEDERAL HOME LOAN BANK BONDS 03/25 2.3752.3753/14/252,710,0002,589,5251.02
FNMA POOL BV1907 FN 12/51 FIXED 2.52.512/1/512,991,4602,556,4271.01
FREDDIE MAC NOTES 02/25 1.51.52/12/252,600,0002,454,3160.97
FNMA POOL FS0508 FN 01/52 FIXED VAR31/1/522,756,5512,432,1770.96
EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.750.759/23/303,000,0002,394,2470.95
FED HM LN PC POOL SD8246 FR 09/52 FIXED 559/1/522,421,4492,377,0700.94
FNMA POOL MA4761 FN 09/52 FIXED 559/1/522,419,6692,375,3220.94
FANNIE MAE NOTES 07/37 5.6255.6257/15/372,000,0002,293,6450.91
FEDERAL FARM CREDIT BANK BONDS 10/49 2.6252.62510/15/493,250,0002,245,8450.89
FNMA POOL FM2233 FN 10/49 FIXED VAR410/1/492,240,6262,133,5150.84
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE57/13/532,000,0001,960,7810.77
GNMA II TBA 30 YR 2.5 JUMBOS2.57/20/532,200,0001,904,8910.75
MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.114.117/15/311,850,0001,797,4720.71
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A3.02421/5/392,150,0001,717,5080.68
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE3.57/13/531,700,0001,549,6560.61
GNMA II TBA 30 YR 4 JUMBOS47/20/531,600,0001,514,0630.6
FEDERAL FARM CREDIT BANK BONDS 11/37 2.782.7811/2/371,800,0001,463,9320.58
BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.6255.6255/15/301,500,0001,447,6740.57
BX TRUST BX 2022 AHP A 144A6.136991/17/391,465,0001,426,2150.56
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.551.553/25/261,500,0001,348,2830.53
VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.1333.1332/26/251,380,0001,294,8320.51
RICE UNIVERSITY UNSECURED 05/55 3.7743.7745/15/551,490,0001,257,1990.5
APPLE INC SR UNSECURED 08/62 4.14.18/8/621,435,0001,255,6250.5
SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A2.7892/12/411,615,0001,251,9050.49
CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.4846.48410/23/451,325,0001,247,7650.49
BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR6.2539/16/261,200,0001,192,5200.47
MT SINAI HOSPITAL SECURED 07/35 3.8313.8317/1/351,400,0001,192,3650.47
BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.222.227/1/281,400,0001,185,9600.47
MACARTHUR FOUNDATION UNSECURED 12/30 1.2991.29912/1/301,440,0001,116,6050.44
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY23/20/501,885,9021,115,0670.44
BROADCOM INC COMPANY GUAR 11/30 4.154.1511/15/301,200,0001,104,0830.44
STANFORD UNIVERSITY SR UNSECURED 05/54 4.2494.2495/1/541,200,0001,099,7060.43
AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.756.755/20/291,200,0001,094,9230.43
INTERCHILE SA SR SECURED 144A 06/56 4.54.56/30/561,315,0001,093,2980.43
BNP PARIBAS SR UNSECURED REGS 01/29 VAR4.3751/13/291,000,0001,086,6320.43
AT+T INC SR UNSECURED 06/31 2.752.756/1/311,285,0001,084,2820.43
NORINCHUKIN BANK SR UNSECURED 144A 03/28 5.435.433/9/281,070,0001,079,7730.43
ADVOCATE HEALTH CORP SR UNSECURED 08/28 3.8293.8298/15/281,115,0001,065,7990.42
FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A4.3029675/25/511,070,000999,9490.39
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE2.57/13/531,125,000953,8770.38
CREDIT AGRICOLE LONDON SR UNSECURED 144A 01/27 4.1254.1251/10/271,000,000950,5070.38
STONECO LTD COMPANY GUAR REGS 06/28 3.953.956/16/281,200,000930,1910.37
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A3.45433/10/331,000,000926,9370.37
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A8.09611/15/36955,000902,9490.36
PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.3751.37511/15/251,000,000901,6100.36
PROV ST JOSEPH HLTH OBL SR UNSECURED 10/33 5.4035.40310/1/33910,000898,4030.35
KLABIN AUSTRIA GMBH COMPANY GUAR 144A 04/29 5.755.754/3/29905,000890,1260.35
ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.33.39/2/401,250,000889,4960.35
PARAMOUNT GLOBAL SR UNSECURED 01/31 4.954.951/15/31985,000887,7070.35
GNMA II TBA 30 YR 4.5 JUMBOS4.57/20/53900,000869,3090.34
BX TRUST BX 2022 CLS A 144A5.7610/13/27892,000860,4420.34
PRES + FELLOWS OF HARVAR UNSECURED 07/56 3.33.37/15/561,125,000859,1690.34
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.3052.3057/1/291,000,000849,4400.34
FANNIE MAE FNR 2020 1 L2.52/25/501,246,009844,7630.33
INVEST ENERGY RES LTD SR SECURED 144A 04/29 6.256.254/26/29925,000843,5260.33
PHILADELPHIA PA REDEV AUTH PHIDEV 09/30 FIXED 2.3392.3399/1/301,000,000835,2320.33
FEDERAL FARM CREDIT BANK BONDS 03/44 3.663.663/7/44974,000825,9460.33
HUDSON YARDS HY 2016 10HY A 144A2.8358/10/38915,000822,6370.32
DC OFFICE TRUST DCOT 2019 MTC A 144A2.9659/15/451,030,000815,5840.32
UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.1794.1799/1/171,000,000815,4680.32
FEDERAL FARM CREDIT BANK BONDS 04/45 3.433.434/6/451,000,000811,2470.32
MORGAN STANLEY SR UNSECURED 10/32 VAR2.51110/20/321,000,000808,0010.32
DUKE UNIVERSITY UNSECURED 10/44 2.6822.68210/1/441,070,000790,5140.31
FLORIDA ST DEV FIN CORP EDUCTN FLSDEV 04/40 FIXED 4.0094.0094/1/40925,000784,3100.31
COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.484.4812/1/40940,000784,2110.31
ILLINOIS ST FIN AUTH REVENUE ILSGEN 05/41 FIXED 3.513.515/15/411,000,000781,6680.31
GREENKO DUTCH BV SR SECURED 144A 03/26 3.853.853/29/26855,400769,9840.3
NEW JERSEY ST EDUCTNL FACS AUT NJSEDU 07/48 FIXED 3.9583.9587/1/481,000,000758,1270.3
HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A5.579/25/29760,000749,1080.3
FANNIE MAE FNR 2017 105 ZE31/25/48945,839746,5770.29
OREGON ST UNIV GEN REVENUE ORSHGR 03/60 FIXED 3.4243.4243/1/601,000,000744,9710.29
COMMONSPIRIT HEALTH SR SECURED 10/49 3.8173.81710/1/49975,000743,7690.29
USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.1252.1255/1/30885,000736,8820.29
ING GROEP NV SR UNSECURED 144A 01/26 4.6254.6251/6/26750,000731,5830.29
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.54.54/27/31950,000731,0730.29
HONG KONG SR UNSECURED 144A 05/24 2.52.55/28/24750,000730,9870.29
MICROSOFT CORP SR UNSECURED 03/62 3.0413.0413/17/621,000,000729,0200.29
LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A4.225/17/27744,041721,5470.28
GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A2.34712/10/40925,000720,9920.28
PARK AVENUE TRUST PRKAV 2017 245P A 144A3.5086/5/37800,000712,2790.28
CITIGROUP INC SR UNSECURED 03/31 VAR4.4123/31/31750,000705,3630.28
BANCO DO BRASIL (CAYMAN) SR UNSECURED 144A 04/30 6.256.254/18/30705,000701,2990.28
CONSERVATION FUND SR UNSECURED 12/29 3.4743.47412/15/29800,000692,6900.27
VERIZON COMMUNICATIONS SR UNSECURED 05/33 5.055.055/9/33700,000692,2750.27
YMCA OF GREATER NY UNSECURED 08/26 2.3032.3038/1/26765,000680,3330.27
BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.5194.5197/1/26705,000680,1360.27
CITY OF OTTAWA UNSECURED 05/51 2.52.55/11/511,240,000667,7110.26
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.455.458/15/28770,000660,2300.26
HOWARD UNIVERSITY INSURED 10/41 3.4763.47610/1/41865,000652,5820.26
COMM MORTGAGE TRUST COMM 2020 CX A 144A2.17311/10/46825,000646,2000.26
PENNSYLVANIA ST UNIV PSUHGR 09/50 FIXED 2.842.849/1/50895,000644,4370.25
BROADCOM INC SR UNSECURED 144A 11/36 3.1873.18711/15/36852,000643,9320.25
SLG OFFICE TRUST SLG 2021 OVA C 144A2.850617/15/41835,000640,8860.25
CITY OF TORONTO CANADA UNSECURED 09/39 2.62.69/24/391,060,000635,2570.25
RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.9632.9632/15/27670,000625,3430.25
RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.073.072/15/28670,000620,0610.24
FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A3.61473211/25/52700,000613,6870.24
UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/20 FIXED 3.7063.7065/15/20900,000604,1450.24
HUDSON YARDS HY 2019 30HY A 144A3.2287/10/39700,000602,2920.24
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.4555.4557/1/33600,000594,7150.23
SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.3754.3755/28/30615,000577,1480.23
TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.354.352/15/28600,000563,9630.22
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A7.8336/15/38655,000553,4850.22
CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A3.7573/25/67591,243547,8050.22
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A7.0910/16/28550,000546,6740.22
TRICOLOR AUTO SECURITIZATION T TAST 2023 1A B 144A6.8411/16/26550,000546,1790.22
MORGAN STANLEY SR UNSECURED 01/31 VAR2.6991/22/31640,000544,4470.22
FNMA POOL BE4435 FN 11/46 FIXED 3311/1/46610,055543,0050.21
CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A7.5256/25/58545,743541,9810.21
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A6.928/15/28545,000540,7190.21
AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A7.123/15/27545,000539,7750.21
STANFORD HEALTH CARE UNSECURED 08/30 3.313.318/15/30595,000535,4630.21
BLUEHUB LOAN FUND SR UNSECURED 01/27 2.892.891/1/27600,000532,3520.21
BANK OF AMERICA CORP SR UNSECURED 10/25 VAR2.45610/22/25545,000520,4790.21
MET GOVT NASHVILLE DAVIDSONC METHGR 07/52 FIXED 3.2353.2357/1/52800,000519,2360.21
CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A610/25/57526,985515,0440.2
COMM MORTGAGE TRUST COMM 2020 SBX A 144A1.671/10/38595,000512,9600.2
THOMAS JEFFERSON UNIV SECURED 11/57 3.8473.84711/1/57700,000510,7340.2
FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A4.46384712/25/50550,000510,3470.2
FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A3.76491110/25/52565,000506,3970.2
HOLOGIC INC COMPANY GUAR 144A 02/29 3.253.252/15/29570,000499,2150.2
ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.853.8511/15/24500,000487,1360.19
NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.2484.2489/1/35500,000486,8080.19
CHNGE MORTGAGE TRUST CHNGE 2023 1 A1 144A7.0653/25/58489,177485,2690.19
SBA TOWER TRUST SBAC 2014 2A C 144A3.86910/15/49500,000484,7960.19
AXA SA SUBORDINATED 12/30 8.68.612/15/30400,000484,4690.19
VENTAS REALTY LP COMPANY GUAR 02/25 3.53.52/1/25500,000479,0510.19
BPCE SA SUBORDINATED 144A 04/26 4.8754.8754/1/26500,000478,9430.19
US BANCORP SUBORDINATED 09/24 3.63.69/11/24493,000478,3680.19
BIOGROUP LCD 2021 EUR TERM LOAN B02/9/28465,000475,4500.19
HTA GROUP LTD COMPANY GUAR REGS 12/25 7712/18/25500,000474,4500.19
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ48/20/52598,175472,2050.19
CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.753.752/15/31560,000465,2750.18
CITIGROUP INC SR UNSECURED 04/25 VAR3.3524/24/25475,000464,4750.18
FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A3.57374812/25/51525,000464,4370.18
BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR6.2539/16/26465,000462,1010.18
ZELIS HEALTHCARE CORPORATION 2021 TERM LOAN09/30/26460,798460,8840.18
NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.4733.4737/1/28500,000460,6850.18
FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A3.6625722/25/52520,000460,2090.18
AIR LEASE CORP SR UNSECURED 12/27 3.6253.62512/1/27500,000456,4710.18
FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A4.055018/25/52500,000456,4350.18
FNMA POOL BD1165 FN 10/46 FIXED 3310/1/46493,944442,4520.17
BOELS TOPHOLDING BV 2021 EUR TERM LOAN B02/6/27400,000433,0360.17
COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.0195.01912/1/41435,000419,1210.17
COMM MORTGAGE TRUST COMM 2020 CX B 144A2.44611/10/46524,000411,1100.16
FANNIE MAE FNR 2012 120 ZB3.511/25/42450,052411,0920.16
DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.1254.1257/1/27425,000409,7650.16
AXIAN TELECOM COMPANY GUAR 144A 02/27 7.3757.3752/16/27445,000409,4000.16
CITIGROUP INC SR UNSECURED 05/32 VAR2.5615/1/32500,000408,2970.16
STHRN OH PORT EXEMPT FAC REVEN SHNTRN 12/30 FIXED OID 6.56.512/1/30470,000401,9690.16
HOWARD UNIVERSITY SR UNSECURED 10/52 5.2095.20910/1/52470,000400,0620.16
BOSTON PROPERTIES LP SR UNSECURED 02/26 3.653.652/1/26430,000399,1160.16
SUTTER HEALTH UNSECURED 08/33 5.1645.1648/15/33395,000394,1310.16
FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A4.22306810/25/31461,000383,0890.15
DCERT BUYER INC 2019 TERM LOAN B010/16/26381,942379,9130.15
FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X2.78994610/25/552,085,026376,2830.15
FREMF MORTGAGE TRUST FREMF 2019 K736 C 144A3.8854487/25/26400,000371,5350.15
BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.554.5510/1/29500,000362,2420.14
WRKCO INC COMPANY GUAR 09/24 339/15/24375,000360,7550.14
NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.1541.1547/1/27430,000360,5680.14
PARAMOUNT GLOBAL SR UNSECURED 01/27 2.92.91/15/27400,000360,3520.14
AMERICAN TOWER CORP SR UNSECURED 02/24 552/15/24362,000359,9700.14
BX TRUST BX 2022 CLS B 144A6.310/13/27375,000357,5890.14
FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A4.431/18/28362,323353,5260.14
RUSSELL INVESTMENTS 2020 TERM LOAN05/30/25377,463353,0460.14
SLG OFFICE TRUST SLG 2021 OVA B 144A2.706797/15/41445,000349,1160.14
FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.2581.2587/1/25375,000346,3540.14
DIST OF COLUMBIA REVENUE DISREV 04/42 FIXED 3.4323.4324/1/42430,000342,3370.14
ATHENAHEALTH INC 2022 TERM LOAN B02/15/29353,920339,4470.13
FED HM LN PC POOL G08816 FG 06/48 FIXED 3.53.56/1/48364,592337,1620.13
FNMA POOL BC1171 FN 06/46 FIXED 3.53.56/1/46346,513322,3500.13
WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A43.6179/15/57340,000320,4400.13
VERISURE HOLDING AB 2021 EURO TERM LOAN03/27/28300,000317,0980.13
DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.753.753/4/25325,000309,6340.12
GO DADDY OPERATING COMPANY LLC 2021 TERM LOAN B408/10/27300,700300,5970.12
YMCA OF GREATER NY SR UNSECURED 08/32 3.233.238/1/32375,000299,7050.12
FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X10.75738611/25/298,896,198295,7210.12
FREDDIE MAC FHR 3806 L3.52/15/26302,285295,0080.12
GCAT GCAT 2021 CM2 A1 144A2.3528/25/66325,814292,8430.12
REGENCY CENTERS LP COMPANY GUAR 06/24 3.753.756/15/24300,000291,3740.12
MORGAN STANLEY BAML TRUST MSBAM 2014 C15 A44.0514/15/47286,143282,7720.11
REPUBLIC OF CHILE SR UNSECURED 07/31 0.830.837/2/31324,000278,9240.11
CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B202/1/27279,441278,1020.11
COMM MORTGAGE TRUST COMM 2015 LC19 A43.1832/10/48291,000277,1340.11
FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A4.055018/25/52307,000276,7480.11
ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.152.159/2/31350,000274,4310.11
ADVOCATE HEALTH CORP UNSECURED 06/30 2.2112.2116/15/30325,000272,8790.11
FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X11.7859499/25/452,215,195270,8170.11
INSULET CORPORATION SR UNSECURED 09/26 0.3750.3759/1/26195,000268,8080.11
PENNSYLVANIA ST INDL DEV AUTH PASDEV 07/24 FIXED 3.5563.5567/1/24271,000267,4910.11
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ3.510/20/49366,626267,0560.11
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.943.948/15/41335,000265,4590.1
INSULET CORPORATION TERM LOAN B05/4/28260,363260,5580.1
FANNIE MAE FNR 2012 17 BC3.53/25/27266,400258,0530.1
FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X11.0240319/25/304,952,412256,9800.1
FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X11.2536289/25/304,050,338252,7420.1
BNP PARIBAS SR UNSECURED 144A 01/24 3.83.81/10/24245,000241,9490.1
FREMF MORTGAGE TRUST FREMF 2017 K729 B 144A3.79872211/25/49250,000240,7530.1
DIGNITY HEALTH SECURED 11/64 5.2675.26711/1/64250,000235,5460.09
FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X11.4800716/25/303,192,635232,1260.09
AMERICAN TOWER CORP SR UNSECURED 05/24 3.3753.3755/15/24235,000230,1330.09
DEXCOM INC SR UNSECURED 11/25 0.250.2511/15/25205,000219,8580.09
FANNIE MAE FNR 2020 1 AC3.58/25/58230,225214,7260.08
MORGAN STANLEY BAML TRUST MSBAM 2013 C12 A44.25910/15/46210,333209,5680.08
AMERICAN BUILDERS CONTRACTOR 2019 TERM LOAN01/15/27209,332208,9950.08
APPLE INC SR UNSECURED 05/50 2.652.655/11/50300,000208,9950.08
FNMA POOL BE8063 FN 12/46 FIXED 3312/1/46234,785208,9170.08
BLOCK INC SR UNSECURED 03/25 0.1250.1253/1/25215,000203,7130.08
FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A3.88046411/25/50220,000202,6240.08
LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A1.466/15/26207,479198,7210.08
MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.9683.9687/1/27205,000196,5820.08
VODAFONE GROUP PLC SR UNSECURED 02/37 6.156.152/27/37185,000193,7210.08
FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X11.482686/25/302,535,925187,8580.07
AMERICAN INTL GROUP SR UNSECURED 04/26 3.93.94/1/26190,000182,6450.07
FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A3.8962589/25/51204,000182,0990.07
BANK BANK 2019 BN24 XA0.75476911/15/625,483,686181,7950.07
BLACK KNIGHT INFOSERV LL COMPANY GUAR 144A 09/28 3.6253.6259/1/28200,000179,5000.07
BANK BANK 2020 BN28 XA1.8776983/15/631,888,105177,8810.07
FREDDIE MAC FHR 3877 LM3.56/15/26180,047175,5240.07
FED HM LN PC POOL Q33602 FG 05/45 FIXED 335/1/45193,444175,0130.07
KAISER FOUNDATION HOSPIT COMPANY GUAR 05/27 3.153.155/1/27185,000174,1270.07
FNMA POOL BJ6137 FN 01/48 FIXED 3.53.51/1/48188,149173,7980.07
MORGAN STANLEY BAML TRUST MSBAM 2014 C19 A43.52612/15/47180,167172,5460.07
FREMF MORTGAGE TRUST FREMF 2017 K726 B 144A4.1455537/25/49175,000171,1540.07
BLACKHAWK NETWORK HLDGS INC TERM LOAN B06/15/25171,450170,2890.07
FNMA POOL 932441 FN 01/40 FIXED 441/1/40172,520165,9720.07
USI, INC. 2022 INCREMENTAL TERM LOAN011/22/29165,003164,9880.07
LANCASTER CNTY PA HOSP AUTH LANMED 07/24 FIXED 557/1/24165,000164,5750.06
REINSURANCE GRP OF AMER SR UNSECURED 09/23 4.74.79/15/23164,000163,6070.06
FREDDIE MAC FHR 4961 JB2.512/15/42180,861161,4330.06
COMMONSPIRIT HEALTH SR SECURED 10/30 2.7822.78210/1/30185,000155,7140.06
NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.1254.12511/1/24160,000155,4060.06
FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A4.2184127/25/50155,000145,4780.06
FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X11.2105046/25/302,342,665144,4280.06
BON SECOURS MERCY SECURED 06/25 1.351.356/1/25155,000142,3230.06
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.194.198/15/55190,000136,0350.05
XPLORNET COMMUNICATIONS INC TERM LOAN010/2/28166,283135,9210.05
LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 557/1/25135,000134,1940.05
ETSY INC SR UNSECURED 10/26 0.1250.12510/1/26110,000130,6800.05
FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A4.1760687/25/27136,000127,3500.05
BANK BANK 2017 BNK8 ASB3.31411/15/50129,868122,7900.05
FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X11.6803455/25/301,445,845121,6430.05
FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS1.3019897/25/411,188,079118,6530.05
CROCS, INC. TERM LOAN B02/20/29118,000118,3690.05
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.654.658/15/30130,000118,0380.05
BECTON DICKINSON AND CO COMMON STOCK USD1.00442116,6920.05
FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X11.5371225/25/301,498,334116,4000.05
FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X10.93813711/25/302,414,867115,0310.05
LIFE FINANCIAL SERVICES TRUST LIFE 2021 BMR D 144A6.661483/15/38117,956113,5730.04
FNMA POOL 745327 FN 03/36 FIXED VAR63/1/36106,310111,5050.04
HOWARD UNIVERSITY INSURED 10/25 1.9911.99110/1/25120,000110,9520.04
BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA1.3565843/15/622,210,903109,2840.04
ZEPHYR GERMAN BIDCO GMBH EUR TERM LOAN B03/10/28100,000102,5270.04
MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A1.448/20/46123,839101,3730.04
FNMA POOL AY3370 FN 04/45 FIXED 2.52.54/1/45116,065100,2630.04
SACRAMENTO CNTY CA PENSN OBLG SACGEN 08/23 INTERAPREC VAR5.738/15/2399,18999,1440.04
WASHINGTON ST HSG FIN COMMISSI WASHSG 01/24 FIXED 441/1/24100,00098,4880.04
FREMF MORTGAGE TRUST FREMF 2017 K725 B 144A4.0374642/25/50100,00098,1220.04
MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4410/1/27100,00096,5120.04
FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A4.0808439/25/49100,00092,5020.04
FED HM LN PC POOL G08347 FG 06/39 FIXED 4.54.56/1/3993,30192,3340.04
HOWARD UNIVERSITY INSURED 10/26 2.6572.65710/1/26100,00091,4490.04
FNMA POOL AE4192 FN 10/40 FIXED 4410/1/4095,01891,4120.04
FED HM LN PC POOL G30614 FG 12/32 FIXED 3.53.512/1/3291,68887,1850.03
FREMF MORTGAGE TRUST FREMF 2017 K729 C 144A3.79872211/25/4990,00086,2660.03
OKLAHOMA ST UNIV AGRIC MECH OKSHGR 09/36 FIXED 3.4273.4279/1/36100,00085,9210.03
FANNIE MAE CAS CAS 2016 C07 2M29.500435/25/2981,55685,6900.03
BANK BANK 2019 BN18 XA1.0344225/15/622,117,19885,5430.03
FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A3.97347910/25/4990,00083,5340.03
UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.5812.5819/1/31100,00083,0050.03
COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A2.2512/15/52100,00081,8920.03
TRICOLOR AUTO SECURITIZATION T TAST 2022 1A A 144A3.32/18/2580,57680,1030.03
SAN BERNARDINO CNTY CA PENSN O SBDGEN 08/23 FIXED 6.026.028/1/2380,00080,0010.03
FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A4.0808439/25/4985,00079,1990.03
FREDDIE MAC FHR 3800 CB3.52/15/2680,46778,7990.03
FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X10.62619510/25/312,297,00578,7100.03
COMM MORTGAGE TRUST COMM 2020 CX C 144A2.77294811/10/46100,00077,6450.03
FED HM LN PC POOL A37619 FG 09/35 FIXED 4.54.59/1/3576,46475,5790.03
BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA1.6279581/15/54882,32374,7440.03
COMM MORTGAGE TRUST COMM 2020 CX D 144A2.77294811/10/46100,00074,5860.03
FED HM LN PC POOL G01837 FG 07/35 FIXED 557/1/3572,92873,6120.03
FNMA POOL AB4168 FN 01/32 FIXED 3.53.51/1/3276,16473,2700.03
AVIENT CORPORATION TERM LOAN B08/29/2970,37970,7370.03
FED HM LN PC POOL G06990 FG 08/40 FIXED 5.55.58/1/4063,94665,7020.03
FREMF MORTGAGE TRUST FREMF 2017 K64 B 144A4.1335275/25/5070,00065,6130.03
FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X10.81025712/25/301,463,96162,0800.02
FNMA POOL AS3608 FN 12/43 FIXED 2.52.512/1/4369,85360,3480.02
FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A3.88046411/25/5065,00059,5230.02
FED HM LN PC POOL A94362 FG 10/40 FIXED 4410/1/4061,68359,4090.02
VODAFONE GROUP PLC SR UNSECURED 02/43 4.3754.3752/19/4370,00058,7400.02
FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A4.16181811/25/3267,00057,9020.02
FNMA POOL AP9592 FN 10/32 FIXED 3.53.510/1/3259,10956,1340.02
COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.153.158/15/2457,00055,1030.02
FNMA POOL AB6472 FN 10/27 FIXED 2210/1/2756,82053,6460.02
FED HM LN PC POOL J17791 FG 01/27 FIXED 331/1/2754,13852,1990.02
FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.54.57/1/3652,60252,0360.02
FNMA POOL MA1630 FN 10/33 FIXED 4410/1/3353,11851,8610.02
FED HM LN PC POOL G01828 FG 04/35 FIXED 4.54.54/1/3552,49951,8490.02
FNMA POOL AR1524 FN 01/28 FIXED 221/1/2855,10751,7570.02
FED HM LN PC POOL A95085 FG 11/40 FIXED 4411/1/4053,16351,2030.02
FNMA POOL AB1343 FN 08/40 FIXED 4.54.58/1/4051,38850,7970.02
FANNIE MAE CAS CAS 2017 C01 1M28.700437/25/2948,68250,4150.02
FNMA POOL 930672 FN 03/39 FIXED 4.54.53/1/3948,81848,2560.02
FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X10.4023831/25/312,465,00047,7140.02
FREDDIE MAC FHR 3768 CB3.512/15/2547,93446,7100.02
FED HM LN PC POOL G02424 FG 12/36 FIXED 5.55.512/1/3645,34346,6610.02
FED HM LN PC POOL G04997 FG 01/37 FIXED 551/1/3744,97645,3980.02
FNMA POOL MA0949 FN 01/32 FIXED 3.53.51/1/3245,27943,5590.02
BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A2.80933/10/3344,17842,1190.02
ETSY INC SR UNSECURED 09/27 0.1250.1259/1/2750,00041,9260.02
ATHENAHEALTH GROUP, INC. 2022 DELAYED DRAW TERM LOAN02/15/2943,47841,7000.02
DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA1.8244999/15/53640,38340,6340.02
FNMA POOL AE0216 FN 08/40 FIXED VAR48/1/4041,57740,0000.02
FED HM LN PC POOL G06079 FG 07/39 FIXED 667/1/3938,08139,4960.02
SS C TECHNOLOGIES INC TERM LOAN B 304/16/2539,43339,4600.02
FED HM LN PC POOL A89148 FG 10/39 FIXED 4410/1/3940,61639,1180.02
FNMA POOL BE1416 FN 11/31 FIXED 2.52.511/1/3141,91838,8760.02
FED HM LN PC POOL G14599 FG 11/27 FIXED 2.52.511/1/2740,73538,8660.02
FED HM LN PC POOL A89384 FG 10/39 FIXED 4410/1/3938,69037,2630.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X11.11885410/25/30656,98337,2360.01
FED HM LN PC POOL Q06160 FG 02/37 FIXED 442/1/3738,60737,1860.01
FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A3.8538210/25/4940,00036,6560.01
BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA1.9125537/15/53502,27736,2870.01
FNMA POOL 190370 FN 06/36 FIXED VAR66/1/3634,34135,6890.01
SS C TECHNOLOGIES INC SS C EUROPEAN HOLDINGS SARL04/16/2535,21935,2430.01
FNMA POOL 995243 FN 08/38 FIXED VAR4.58/1/3835,45035,0420.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X10.8325899/25/271,282,63233,2620.01
FNMA POOL AE0625 FN 12/40 FIXED VAR412/1/4034,29533,2050.01
FNMA POOL MA0639 FN 02/41 FIXED 442/1/4132,63131,3920.01
FNMA POOL 995082 FN 08/37 FIXED VAR5.58/1/3730,23230,9860.01
FNMA POOL AL1627 FN 09/41 FIXED VAR4.59/1/4131,04230,6840.01
FED HM LN PC POOL A93101 FG 07/40 FIXED 557/1/4030,23730,4400.01
FED HM LN PC POOL A97047 FG 02/41 FIXED 4.54.52/1/4128,42928,1350.01
FED HM LN PC POOL Q00291 FG 04/41 FIXED 554/1/4127,41927,6030.01
FNMA POOL AC9564 FN 02/40 FIXED 4.54.52/1/4024,91424,6280.01
FNMA POOL BD1153 FN 08/46 FIXED 338/1/4627,20924,2900.01
FED HM LN PC POOL A95796 FG 12/40 FIXED 4412/1/4024,92724,0080.01
FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR3.20310/1/4324,24623,8740.01
FED HM LN PC POOL A87874 FG 08/39 FIXED 448/1/3920,87320,1030.01
FNMA POOL MA1931 FN 06/24 FIXED 2.52.56/1/2419,65919,3750.01
FNMA POOL AA9846 FN 08/39 FIXED 448/1/3920,13319,3700.01
FNMA POOL AD1649 FN 03/40 FIXED 443/1/4019,66918,9230.01
FNMA POOL 889529 FN 03/38 FIXED VAR63/1/3818,11818,8300.01
FED HM LN PC POOL G08499 FG 07/42 FIXED 337/1/4220,71218,7400.01
FNMA POOL AE0215 FN 12/39 FIXED VAR412/1/3918,90418,1870.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X10.97111911/25/30362,94318,0400.01
FED HM LN PC POOL A89729 FG 11/39 FIXED 4411/1/3918,11517,4470.01
FNMA POOL AL0049 FN 12/35 FIXED VAR612/1/3516,44916,7370.01
FNMA POOL AC1877 FN 09/39 FIXED 4.54.59/1/3916,87616,6810.01
FNMA POOL AL0005 FN 01/41 FIXED VAR4.51/1/4115,63915,4590.01
FNMA POOL 745044 FN 08/35 FIXED VAR4.58/1/3515,11814,9100.01
FNMA POOL AJ5974 FN 12/36 FIXED 4412/1/3615,34414,7630.01
FED HM LN PC POOL J20118 FG 08/27 FIXED 2.52.58/1/2715,41714,7190.01
FNMA POOL AC2817 FN 10/39 FIXED 4410/1/3914,31713,7740.01
FED HM LN PC POOL A93996 FG 09/40 FIXED 4.54.59/1/4013,56913,4290.01
FNMA POOL AE0624 FN 11/40 FIXED VAR411/1/4013,38012,8760.01
FNMA POOL AE4113 FN 10/40 FIXED 4410/1/4013,35512,8480.01
FED HM LN PC POOL G01838 FG 07/35 FIXED 557/1/3512,06612,1790
FNMA POOL AS8449 FN 12/31 FIXED 2.52.512/1/3112,42911,5280
FNMA POOL AW4685 FN 05/44 FLOATING VAR4.7725/1/4411,56011,3180
FED HM LN PC POOL G01779 FG 04/35 FIXED 554/1/3510,66410,7640
FNMA POOL AE5143 FN 11/40 FIXED 4411/1/4010,45010,0540
COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.853.852/1/2510,0009,6790
FNMA POOL 890248 FN 08/37 FIXED VAR68/1/379,1539,4750
FED HM LN PC POOL A12413 FG 08/33 FIXED 558/1/339,1509,2350
FED HM LN PC POOL A94742 FG 11/40 FIXED 4411/1/409,1338,7750
FNMA POOL AI7951 FN 08/36 FIXED 4.54.58/1/368,4768,3580
FNMA POOL AB1763 FN 11/30 FIXED 4411/1/308,2778,0820
FED HM LN PC POOL Z40004 FG 08/36 FIXED 668/1/367,4987,8020
FED HM LN PC POOL A95084 FG 11/40 FIXED 4411/1/407,3027,0350
FNMA POOL AD8033 FN 08/40 FIXED 448/1/407,1866,9140
FED HM LN PC POOL Q17103 FG 06/41 FIXED 446/1/415,4335,2420
FNMA POOL MA0919 FN 12/31 FIXED 3.53.512/1/314,5684,3950
FED HM LN PC POOL G05052 FG 10/33 FIXED 5510/1/334,1084,1010
FNMA POOL AC5401 FN 10/39 FIXED 5510/1/391,9451,9550
Holdings as of 6/30/23

The composition of the Fund’s portfolio is subject to change.