Security NameCoupon Rate (%)Maturity DateSharesMarket Value ($)Weight (%)
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE4.51/12/205312,500,00012,044,9225.12
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE2.512/25/20519,025,0007,657,1223.25
FANNIE MAE NOTES 08/30 0.8750.8758/5/20308,000,0006,373,0492.71
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE41/12/20535,800,0005,447,2492.31
FREDDIE MAC NOTES 02/25 1.51.52/12/20255,600,0005,281,5312.24
GNMA II TBA 30 YR 3.5 JUMBOS3.51/23/20535,300,0004,877,4842.07
FEDERAL HOME LOAN BANK BONDS 11/28 3.253.2511/16/20285,000,0004,814,0302.05
FNMA POOL CB2291 FN 12/51 FIXED 2.52.512/1/20515,303,3024,513,8051.92
FNMA POOL CB2781 FN 02/52 FIXED 332/1/20524,997,6794,411,0701.87
FANNIE MAE UNSECURED 10/27 0.750.7510/8/20275,000,0004,316,1081.83
FNMA POOL CB3799 FN 06/52 FIXED 336/1/20524,857,9704,312,9361.83
FNMA POOL CB2770 FN 02/52 FIXED 222/1/20524,819,4073,962,7101.68
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE21/12/20534,800,0003,914,0301.66
FNMA POOL CB3033 FN 03/52 FIXED 223/1/20524,657,6223,850,1081.64
JAPAN TREASURY DISC BILL BILLS 03/23 0.0000003/10/2023500,000,0003,790,7331.61
JAPAN TREASURY DISC BILL BILLS 03/23 0.0000003/6/2023500,000,0003,790,6621.61
KFW GOVT GUARANT 06/37 0.000000.016/29/20376,000,0003,322,0661.41
FED HOME LN DISCOUNT NT DISCOUNT NOT 02/23 0.000000.012/22/20232,835,0002,817,3521.20
FEDERAL HOME LOAN BANK BONDS 02/27 0.90.92/26/20273,000,0002,594,2571.10
FEDERAL HOME LOAN BANK BONDS 03/25 2.3752.3753/14/20252,710,0002,593,3071.10
FNMA POOL BV1907 FN 12/51 FIXED 2.52.512/1/20513,030,4032,587,9431.10
FNMA POOL FS0508 FN 01/52 FIXED VAR31/1/20522,822,5142,485,5681.06
EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.750.759/23/20303,000,0002,365,2991.01
FANNIE MAE NOTES 07/37 5.6255.6257/15/20372,000,0002,247,0380.95
FEDERAL FARM CREDIT BANK BONDS 10/49 2.6252.62510/15/20493,250,0002,207,5380.94
FNMA POOL FM2233 FN 10/49 FIXED VAR410/1/20492,263,2802,148,7450.91
GNMA II TBA 30 YR 2.5 JUMBOS2.51/23/20532,200,0001,910,2120.81
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A3.02421/5/20392,150,0001,844,2440.78
MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.114.117/15/20311,850,0001,787,1890.76
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE3.52/25/20491,700,0001,546,9450.66
GNMA II TBA 30 YR 4 JUMBOS41/23/20531,600,0001,516,1890.64
BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.6255.6255/15/20301,500,0001,433,9950.61
FEDERAL FARM CREDIT BANK BONDS 11/37 2.782.7811/2/20371,800,0001,428,8770.61
BX TRUST BX 2022 AHP A 144A5.325611/17/20391,465,0001,404,7250.60
HOWARD UNIVERSITY INSURED 10/41 3.4763.47610/1/20411,850,0001,354,4140.58
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.551.553/25/20261,500,0001,338,9370.57
SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A2.7892/12/20411,615,0001,335,2470.57
VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.1333.1332/26/20251,380,0001,274,1640.54
MT SINAI HOSPITAL SECURED 07/35 3.8313.8317/1/20351,400,0001,216,7800.52
CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.4846.48410/23/20451,325,0001,205,6290.51
BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.222.227/1/20281,400,0001,191,6100.51
BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR6.2539/16/20261,200,0001,191,1900.51
AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.756.755/20/20291,200,0001,181,9110.50
GENERAL MOTORS CO SR UNSECURED 10/29 5.45.410/15/20291,200,0001,149,9680.49
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY23/20/20501,885,9021,112,5920.47
INTERCHILE SA SR SECURED 144A 06/56 4.54.56/30/20561,315,0001,090,0130.46
MACARTHUR FOUNDATION UNSECURED 12/30 1.2991.29912/1/20301,440,0001,089,8080.46
BROADCOM INC COMPANY GUAR 11/30 4.154.1511/15/20301,200,0001,079,7040.46
AT+T INC SR UNSECURED 06/31 2.752.756/1/20311,285,0001,071,5770.46
ADVOCATE HEALTH CORP SR UNSECURED 08/28 3.8293.8298/15/20281,115,0001,043,7050.44
CITIGROUP INC SR UNSECURED 05/24 VAR1.6785/15/20241,000,000986,0800.42
STONECO LTD COMPANY GUAR REGS 06/28 3.953.956/16/20281,200,000959,1720.41
CREDIT AGRICOLE LONDON SR UNSECURED 144A 01/27 4.1254.1251/10/20271,000,000948,5270.40
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A3.45433/10/20331,000,000935,5120.40
LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A4.225/17/2027961,481920,6700.39
PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.3751.37511/15/20251,000,000898,1190.38
KLABIN AUSTRIA GMBH COMPANY GUAR 144A 04/29 5.755.754/3/2029905,000893,2670.38
INVEST ENERGY RES LTD SR SECURED 144A 04/29 6.256.254/26/2029925,000885,6090.38
PARAMOUNT GLOBAL SR UNSECURED 01/31 4.954.951/15/2031985,000880,1900.37
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A7.22111/15/2036955,000878,3520.37
ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.33.39/2/20401,250,000877,0780.37
BX TRUST BX 2022 CLS A 144A5.7610/13/2027892,000876,4480.37
GNMA II TBA 30 YR 4.5 JUMBOS4.51/23/2053900,000874,1250.37
PRES + FELLOWS OF HARVAR UNSECURED 07/56 3.33.37/15/20561,125,000854,8600.36
FANNIE MAE FNR 2020 1 L2.52/25/20501,246,009833,0510.35
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.3052.3057/1/20291,000,000826,4540.35
PHILADELPHIA PA REDEV AUTH PHIDEV 09/30 FIXED 2.3392.3399/1/20301,000,000825,7490.35
DC OFFICE TRUST DCOT 2019 MTC A 144A2.9659/15/20451,030,000823,7330.35
HUDSON YARDS HY 2016 10HY A 144A2.8358/10/2038915,000813,8590.35
COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.484.4812/1/2040940,000808,6630.34
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.54.54/27/2031950,000799,2800.34
FEDERAL FARM CREDIT BANK BONDS 04/45 3.433.434/6/20451,000,000786,4460.33
MORGAN STANLEY SR UNSECURED 10/32 VAR2.51110/20/20321,000,000785,0330.33
SUSTAINABLE ENERGY UTILITY INC SSTPWR 09/29 FIXED 2.3442.3449/15/2029900,000773,1610.33
FEDERAL FARM CREDIT BANK BONDS 03/44 3.663.663/7/2044974,000770,7960.33
CITYLINE COMMERCIAL MORTGAGE T CLMT 2016 CLNE A 144A2.778111/10/2031800,000770,6550.33
UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.1794.1799/1/21171,000,000765,4630.33
GREENKO DUTCH BV SR SECURED 144A 03/26 3.853.853/29/2026869,050756,0290.32
NEW JERSEY ST EDUCTNL FACS AUT NJSEDU 07/48 FIXED 3.9583.9587/1/20481,000,000739,9920.31
ING GROEP NV SR UNSECURED 144A 01/26 4.6254.6251/6/2026750,000734,0140.31
USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.1252.1255/1/2030885,000729,5660.31
HONG KONG SR UNSECURED 144A 05/24 2.52.55/28/2024750,000729,0080.31
ILLINOIS ST FIN AUTH REVENUE ILSGEN 05/41 FIXED 3.513.515/15/20411,000,000720,9180.31
PARK AVENUE TRUST PRKAV 2017 245P A 144A3.5086/5/2037800,000713,8410.30
GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A2.34712/10/2040925,000713,3320.30
FANNIE MAE FNR 2017 105 ZE31/25/2048931,775707,3280.30
MICROSOFT CORP SR UNSECURED 03/62 3.0413.0413/17/20621,000,000704,0950.30
OREGON ST UNIV GEN REVENUE ORSHGR 03/60 FIXED 3.4243.4243/1/20601,000,000694,4290.30
CITIGROUP INC SR UNSECURED 03/31 VAR4.4123/31/2031750,000692,3700.29
FLORIDA ST DEV FIN CORP EDUCTN FLSDEV 04/40 FIXED 4.0094.0094/1/2040925,000691,3580.29
CONSERVATION FUND SR UNSECURED 12/29 3.4743.47412/15/2029800,000690,3200.29
YMCA OF GREATER NY UNSECURED 08/26 2.3032.3038/1/2026765,000683,2290.29
BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.5194.5197/1/2026705,000660,9780.28
COMM MORTGAGE TRUST COMM 2020 CX A 144A2.17311/10/2046825,000643,7360.27
FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A4.160815/25/2051700,000642,8920.27
SLG OFFICE TRUST SLG 2021 OVA C 144A2.850617/15/2041835,000640,8040.27
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.455.458/15/2028770,000618,6380.26
RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.9632.9632/15/2027670,000617,8680.26
BROADCOM INC SR UNSECURED 144A 11/36 3.1873.18711/15/2036852,000616,5990.26
CITY OF OTTAWA UNSECURED 05/51 2.52.55/11/20511,240,000616,3120.26
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A6.9586/15/2038655,000609,1300.26
RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.073.072/15/2028670,000608,6740.26
HUDSON YARDS HY 2019 30HY A 144A3.2287/10/2039700,000604,8120.26
CITY OF TORONTO CANADA UNSECURED 09/39 2.62.69/24/20391,060,000598,1700.25
CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A3.7573/25/2067633,083592,0110.25
FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A3.49501411/25/2052700,000580,1360.25
CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A610/25/2057581,677575,3000.24
UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/20 FIXED 3.7063.7065/15/2120900,000567,4830.24
FNMA POOL BE4435 FN 11/46 FIXED 3311/1/2046626,769558,2680.24
TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.354.352/15/2028600,000549,1540.23
SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.3754.3755/28/2030615,000546,6910.23
STANFORD HEALTH CARE UNSECURED 08/30 3.313.318/15/2030595,000534,5240.23
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/27 FIXED 1.9211.9217/1/2027615,000532,1630.23
MORGAN STANLEY SR UNSECURED 01/31 VAR2.6991/22/2031640,000531,7370.23
BLUEHUB LOAN FUND SR UNSECURED 01/27 2.892.891/1/2027600,000524,3330.22
COMM MORTGAGE TRUST COMM 2020 SBX A 144A1.671/10/2038595,000523,5610.22
BANK OF AMERICA CORP SR UNSECURED 10/25 VAR2.45610/22/2025545,000515,5670.22
THOMAS JEFFERSON UNIV SECURED 11/57 3.8473.84711/1/2057700,000506,5730.22
FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A4.32011512/25/2050550,000499,1930.21
MET GOVT NASHVILLE DAVIDSONC METHGR 07/52 FIXED 3.2353.2357/1/2052800,000495,1620.21
FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A3.64521510/25/2052565,000493,1560.21
HOLOGIC INC COMPANY GUAR 144A 02/29 3.253.252/15/2029570,000490,3860.21
ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.853.8511/15/2024500,000483,6980.21
AXA SA SUBORDINATED 12/30 8.68.612/15/2030400,000483,6310.21
US BANCORP SUBORDINATED 09/24 3.63.69/11/2024493,000483,2360.21
NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.2484.2489/1/2035500,000480,9220.20
VENTAS REALTY LP COMPANY GUAR 02/25 3.53.52/1/2025500,000480,9180.20
SBA TOWER TRUST SBAC 2014 2A C 144A3.86910/15/2049500,000478,3490.20
FNMA POOL BD1165 FN 10/46 FIXED 3310/1/2046533,375477,7180.20
BPCE SA SUBORDINATED 144A 04/26 4.8754.8754/1/2026500,000476,9730.20
FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A4.431/18/2028477,718466,6090.20
CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.753.752/15/2031560,000465,7940.20
HTA GROUP LTD COMPANY GUAR REGS 12/25 7712/18/2025500,000465,0000.20
CITIGROUP INC SR UNSECURED 04/25 VAR3.3524/24/2025475,000460,4670.20
ZELIS HEALTHCARE CORPORATION 2021 TERM LOAN09/30/2026463,161458,7460.19
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ48/20/2052586,350458,5930.19
FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A3.45511112/25/2051525,000452,8670.19
NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.4733.4737/1/2028500,000452,4090.19
AIR LEASE CORP SR UNSECURED 12/27 3.6253.62512/1/2027500,000452,1820.19
BIOGROUP LCD 2021 EUR TERM LOAN B02/9/2028465,000449,3730.19
FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A3.5402592/25/2052520,000448,4220.19
FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A3.9210348/25/2052500,000445,6420.19
BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.554.5510/1/2029500,000419,7480.18
BOELS TOPHOLDING BV 2021 EUR TERM LOAN B02/6/2027400,000411,6030.17
FANNIE MAE FNR 2012 120 ZB3.511/25/2042442,255408,5340.17
BOSTON PROPERTIES LP SR UNSECURED 02/26 3.653.652/1/2026430,000408,2850.17
MET TRANSPRTN AUTH NY REVENUE MTATRN 11/49 FIXED 5.1755.17511/15/2049470,000407,2270.17
DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.1254.1257/1/2027425,000403,9650.17
COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.0195.01912/1/2041435,000403,8890.17
CITIGROUP INC SR UNSECURED 05/32 VAR2.5615/1/2032500,000397,2270.17
COMM MORTGAGE TRUST COMM 2020 CX B 144A2.44611/10/2046524,000394,8730.17
FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X2.79322510/25/20552,110,684394,4900.17
AXIAN TELECOM COMPANY GUAR 144A 02/27 7.3757.3752/16/2027445,000391,6000.17
FREDDIE MAC FHR 3806 L3.52/15/2026398,054389,6490.17
FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A4.08396310/25/2031461,000376,1830.16
DCERT BUYER INC 2019 TERM LOAN B010/16/2026383,916371,4390.16
NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.1541.1547/1/2027430,000371,2560.16
RUSSELL INVESTMENTS 2020 TERM LOAN05/30/2025383,461370,2790.16
BX TRUST BX 2022 CLS B 144A6.310/13/2027375,000369,8820.16
HOWARD UNIVERSITY SR UNSECURED 10/52 5.2095.20910/1/2052470,000368,9250.16
FREMF MORTGAGE TRUST FREMF 2019 K736 C 144A3.7603817/25/2026400,000365,4320.16
AMERICAN TOWER CORP SR UNSECURED 02/24 552/15/2024362,000360,9350.15
PARAMOUNT GLOBAL SR UNSECURED 01/27 2.92.91/15/2027400,000360,0430.15
WRKCO INC COMPANY GUAR 09/24 339/15/2024375,000358,7860.15
STHRN OH PORT EXEMPT FAC REVEN SHNTRN 12/30 FIXED OID 6.56.512/1/2030470,000353,8740.15
FED HM LN PC POOL G08816 FG 06/48 FIXED 3.53.56/1/2048380,274353,0470.15
SLG OFFICE TRUST SLG 2021 OVA B 144A2.706797/15/2041445,000349,4910.15
FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.2581.2587/1/2025375,000344,4730.15
FNMA POOL BC1171 FN 06/46 FIXED 3.53.56/1/2046362,082337,0250.14
GCAT GCAT 2021 CM2 A1 144A2.3528/25/2066358,619325,0420.14
WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A43.6179/15/2057340,000322,7770.14
FANNIE MAE FNR 2012 17 BC3.53/25/2027332,422322,5290.14
DIST OF COLUMBIA REVENUE DISREV 04/42 FIXED 3.4323.4324/1/2042430,000319,7260.14
FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X10.63911211/25/20298,906,747315,3370.13
DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.753.753/4/2025325,000311,6130.13
ATHENAHEALTH INC 2022 TERM LOAN B02/15/2029340,319308,1300.13
YMCA OF GREATER NY SR UNSECURED 08/32 3.233.238/1/2032375,000306,9520.13
GO DADDY OPERATING COMPANY LLC 2021 TERM LOAN B408/10/2027302,250300,1720.13
VERISURE HOLDING AB 2021 EURO TERM LOAN03/27/2028300,000298,8300.13
MORGAN STANLEY BAML TRUST MSBAM 2013 C12 A44.25910/15/2046300,000296,6490.13
MORGAN STANLEY BAML TRUST MSBAM 2014 C15 A44.0514/15/2047300,000294,0210.12
REGENCY CENTERS LP COMPANY GUAR 06/24 3.753.756/15/2024300,000291,2520.12
LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A1.466/15/2026303,551289,4750.12
FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X11.7931129/25/20452,233,515280,8890.12
COMM MORTGAGE TRUST COMM 2015 LC19 A43.1832/10/2048291,000277,5300.12
INSULET CORPORATION SR UNSECURED 09/26 0.3750.3759/1/2026195,000276,3150.12
CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B202/1/2027280,893274,7700.12
REPUBLIC OF CHILE SR UNSECURED 07/31 0.830.837/2/2031324,000270,7220.12
FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X10.9305799/25/20304,959,731268,9460.11
FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X11.153969/25/20304,057,125268,4510.11
FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A3.9210348/25/2052307,000268,4070.11
ADVOCATE HEALTH CORP UNSECURED 06/30 2.2112.2116/15/2030325,000268,0510.11
PENNSYLVANIA ST INDL DEV AUTH PASDEV 07/24 FIXED 3.5563.5567/1/2024271,000267,1760.11
ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.152.159/2/2031350,000266,4420.11
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.943.948/15/2041335,000261,2610.11
INSULET CORPORATION TERM LOAN B05/4/2028261,025258,1700.11
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ3.510/20/2049360,275253,0500.11
BECTON DICKINSON AND CO PREFERRED STOCK 06/23 605,000250,4000.11
FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X11.3794556/25/20303,201,318247,1740.11
BNP PARIBAS SR UNSECURED 144A 01/24 3.83.81/10/2024245,000240,8950.10
FREMF MORTGAGE TRUST FREMF 2017 K729 B 144A3.67323711/25/2049250,000238,8310.10
FREDDIE MAC FHR 3877 LM3.56/15/2026243,294238,3320.10
FANNIE MAE FNR 2020 1 AC3.58/25/2058246,276231,6440.10
DANAHER CORP PREFERRED STOCK 04/23 50170230,6140.10
AMERICAN TOWER CORP SR UNSECURED 05/24 3.3753.3755/15/2024235,000228,8870.10
DEXCOM INC SR UNSECURED 11/25 0.250.2511/15/2025205,000223,9630.10
DIGNITY HEALTH SECURED 11/64 5.2675.26711/1/2064250,000218,4980.09
FNMA POOL BE8063 FN 12/46 FIXED 3312/1/2046238,635212,2880.09
AMERICAN BUILDERS CONTRACTOR 2019 TERM LOAN01/15/2027210,419208,7880.09
BLOCK INC SR UNSECURED 03/25 0.1250.1253/1/2025215,000205,5940.09
TRICOLOR AUTO SECURITIZATION T TAST 2022 1A A 144A3.32/18/2025204,993202,8010.09
APPLE INC SR UNSECURED 05/50 2.652.655/11/2050300,000201,5900.09
FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A3.75231411/25/2050220,000199,8820.08
FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X11.3802256/25/20302,537,099199,5890.08
ALIBABA GROUP HOLDING SR UNSECURED 06/23 2.82.86/6/2023200,000197,7410.08
MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.9683.9687/1/2027205,000195,6150.08
BANK BANK 2019 BN24 XA0.63964411/15/20625,496,517193,1830.08
VODAFONE GROUP PLC SR UNSECURED 02/37 6.156.152/27/2037185,000188,9510.08
BANK BANK 2020 BN28 XA1.7784563/15/20631,893,826188,0230.08
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/25 FIXED 2.3062.3067/1/2025200,000186,7210.08
FNMA POOL BJ6137 FN 01/48 FIXED 3.53.51/1/2048200,059185,4280.08
AMERICAN INTL GROUP SR UNSECURED 04/26 3.93.94/1/2026190,000184,4820.08
FED HM LN PC POOL Q33602 FG 05/45 FIXED 335/1/2045203,751184,4760.08
FNMA POOL 932441 FN 01/40 FIXED 441/1/2040184,470177,5530.08
FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A3.767329/25/2051204,000176,4560.07
BLACK KNIGHT INFOSERV LL COMPANY GUAR 144A 09/28 3.6253.6259/1/2028200,000174,0000.07
KAISER FOUNDATION HOSPIT COMPANY GUAR 05/27 3.153.155/1/2027185,000173,6770.07
FREDDIE MAC FHR 4961 JB2.512/15/2042192,275172,9830.07
MORGAN STANLEY BAML TRUST MSBAM 2014 C19 A43.52612/15/2047180,167172,7210.07
ETSY INC SR UNSECURED 10/26 0.1250.12510/1/2026110,000170,4450.07
FREMF MORTGAGE TRUST FREMF 2017 K726 B 144A4.0079557/25/2049175,000170,3370.07
BLACKHAWK NETWORK HLDGS INC TERM LOAN B06/15/2025171,900167,7460.07
LANCASTER CNTY PA HOSP AUTH LANMED 07/24 FIXED 557/1/2024165,000164,6710.07
USI, INC. 2022 INCREMENTAL TERM LOAN011/22/2029165,834164,4660.07
CROCS, INC. TERM LOAN B02/20/2029167,500164,2550.07
REINSURANCE GRP OF AMER SR UNSECURED 09/23 4.74.79/15/2023164,000163,2580.07
NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.1254.12511/1/2024160,000155,9380.07
COMMONSPIRIT HEALTH SR SECURED 10/30 2.7822.78210/1/2030185,000153,4140.07
FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X11.1165526/25/20302,345,135151,5250.06
FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A4.0771497/25/2050155,000144,7520.06
BON SECOURS MERCY SECURED 06/25 1.351.356/1/2025155,000141,3820.06
BANK BANK 2017 BNK8 ASB3.31411/15/2050143,183135,8650.06
LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 557/1/2025135,000134,4070.06
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.194.198/15/2055190,000132,2540.06
XPLORNET COMMUNICATIONS INC TERM LOAN010/2/2028167,129130,5690.06
FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X11.5715995/25/20301,447,628128,8380.05
FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A4.0381977/25/2027136,000126,3960.05
PHILADELPHIA PA REDEV AUTH PHIDEV 09/29 FIXED 2.2392.2399/1/2029145,000122,6070.05
FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS1.221437/25/20411,193,998122,6000.05
FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X11.4340795/25/20301,500,143122,3420.05
FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X10.85137311/25/20302,415,941121,7610.05
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/25 FIXED 3.9113.9117/1/2025125,000121,3340.05
BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA1.2211123/15/20622,320,264120,4600.05
FNMA POOL 745327 FN 03/36 FIXED VAR63/1/2036113,626120,4310.05
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.654.658/15/2030130,000112,8470.05
LIFE FINANCIAL SERVICES TRUST LIFE 2021 BMR D 144A5.7183/15/2038117,956111,9920.05
MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A1.448/20/2046132,692111,1020.05
HOWARD UNIVERSITY INSURED 10/25 1.9911.99110/1/2025120,000109,5690.05
FREDDIE MAC FHR 3800 CB3.52/15/2026111,596109,3970.05
FNMA POOL AY3370 FN 04/45 FIXED 2.52.54/1/2045119,669103,4810.04
NORTHEASTERN UNIVERSITY UNSECURED 03/32 5.2855.2853/1/2032100,000100,3820.04
MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4410/1/2027100,000100,2950.04
FED HM LN PC POOL G30614 FG 12/32 FIXED 3.53.512/1/2032103,154100,2350.04
SACRAMENTO CNTY CA PENSN OBLG SACGEN 08/23 INTERAPREC VAR5.738/15/202399,18999,5770.04
WASHINGTON ST HSG FIN COMMISSI WASHSG 01/24 FIXED 441/1/2024100,00099,2470.04
FED HM LN PC POOL G08347 FG 06/39 FIXED 4.54.56/1/203999,85799,2460.04
FNMA POOL AE4192 FN 10/40 FIXED 4410/1/2040102,09998,5980.04
ZEPHYR GERMAN BIDCO GMBH EUR TERM LOAN B03/10/2028100,00098,4540.04
FREMF MORTGAGE TRUST FREMF 2017 K725 B 144A3.9051982/25/2050100,00097,1930.04
FANNIE MAE CAS CAS 2016 C07 2M28.738715/25/202990,61793,4140.04
FNMA POOL AS3608 FN 12/43 FIXED 2.52.512/1/2043107,22192,7250.04
BANK BANK 2019 BN18 XA0.8924955/15/20622,123,94891,4820.04
HOWARD UNIVERSITY INSURED 10/26 2.6572.65710/1/2026100,00091,3780.04
FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A3.9460169/25/2049100,00090,6100.04
FREMF MORTGAGE TRUST FREMF 2017 K729 C 144A3.67323711/25/204990,00085,0410.04
FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A3.84240310/25/204990,00082,6780.04
FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X10.53174910/25/20312,297,64582,4250.04
UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.5812.5819/1/2031100,00081,8210.03
OKLAHOMA ST UNIV AGRIC MECH OKSHGR 09/36 FIXED 3.4273.4279/1/2036100,00080,4390.03
SAN BERNARDINO CNTY CA PENSN O SBDGEN 08/23 FIXED 6.026.028/1/202380,00080,4260.03
FED HM LN PC POOL G01837 FG 07/35 FIXED 557/1/203578,51280,4090.03
FNMA POOL AB4168 FN 01/32 FIXED 3.53.51/1/203282,32379,9080.03
COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A2.2512/15/2052100,00078,8200.03
FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A3.9460169/25/204985,00078,4560.03
FED HM LN PC POOL A37619 FG 09/35 FIXED 4.54.59/1/203579,07078,3600.03
BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA1.5161361/15/2054883,33276,7460.03
COMM MORTGAGE TRUST COMM 2020 CX C 144A2.68349811/10/2046100,00073,8460.03
FED HM LN PC POOL G06990 FG 08/40 FIXED 5.55.58/1/204068,02070,7220.03
AVIENT CORPORATION TERM LOAN B08/29/202970,37970,2740.03
COMM MORTGAGE TRUST COMM 2020 CX D 144A2.68349811/10/2046100,00069,6510.03
FNMA POOL AB6472 FN 10/27 FIXED 2210/1/202769,35365,7610.03
FREMF MORTGAGE TRUST FREMF 2017 K64 B 144A3.9965645/25/205070,00065,3280.03
FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X10.72032912/25/20301,465,50464,6510.03
FED HM LN PC POOL A94362 FG 10/40 FIXED 4410/1/204065,44663,2730.03
FREDDIE MAC FHR 3768 CB3.512/15/202564,49163,1650.03
FED HM LN PC POOL J17791 FG 01/27 FIXED 331/1/202764,69362,6570.03
FNMA POOL AP9592 FN 10/32 FIXED 3.53.510/1/203264,48462,5890.03
FNMA POOL AR1524 FN 01/28 FIXED 221/1/202863,20259,5980.03
FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A3.75231411/25/205065,00058,1880.02
FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A4.02251511/25/203267,00057,0640.02
VODAFONE GROUP PLC SR UNSECURED 02/43 4.3754.3752/19/204370,00056,4800.02
FED HM LN PC POOL G01828 FG 04/35 FIXED 4.54.54/1/203556,31255,7250.02
FANNIE MAE CAS CAS 2017 C01 1M27.938717/25/202954,19155,3200.02
COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.153.158/15/202457,00054,9140.02
FNMA POOL MA1630 FN 10/33 FIXED 4410/1/203356,52054,8220.02
FED HM LN PC POOL A95085 FG 11/40 FIXED 4411/1/204056,58354,5210.02
FNMA POOL AB1343 FN 08/40 FIXED 4.54.58/1/204054,73854,3700.02
FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.54.57/1/203654,50354,0980.02
FNMA POOL 930672 FN 03/39 FIXED 4.54.53/1/203954,47354,0580.02
BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A2.80933/10/203356,32453,8810.02
ATHENAHEALTH INC 2022 DELAYED DRAW TERM LOAN02/15/202957,97152,4880.02
FED HM LN PC POOL G02424 FG 12/36 FIXED 5.55.512/1/203648,77550,6900.02
FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X10.3119871/25/20312,465,00050,3370.02
FED HM LN PC POOL G04997 FG 01/37 FIXED 551/1/203749,08550,2720.02
ETSY INC SR UNSECURED 09/27 0.1250.1259/1/202750,00050,1250.02
FNMA POOL MA0949 FN 01/32 FIXED 3.53.51/1/203249,85548,3920.02
FED HM LN PC POOL G14599 FG 11/27 FIXED 2.52.511/1/202748,93046,8610.02
DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA1.7088659/15/2053641,23844,6390.02
SS C TECHNOLOGIES INC TERM LOAN B 304/16/202544,30743,6220.02
FNMA POOL AE0216 FN 08/40 FIXED VAR48/1/204044,03942,3880.02
FED HM LN PC POOL A89148 FG 10/39 FIXED 4410/1/203943,64042,0500.02
FED HM LN PC POOL G06079 FG 07/39 FIXED 667/1/203940,18941,7960.02
FNMA POOL BE1416 FN 11/31 FIXED 2.52.511/1/203144,32341,5420.02
FED HM LN PC POOL A89384 FG 10/39 FIXED 4410/1/203941,55540,0410.02
BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA1.7890717/15/2053502,91239,5740.02
FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X11.02383310/25/2030658,36238,9380.02
FED HM LN PC POOL Q06160 FG 02/37 FIXED 442/1/203740,39038,9200.02
FNMA POOL 190370 FN 06/36 FIXED VAR66/1/203637,29038,8390.02
FNMA POOL 995243 FN 08/38 FIXED VAR4.58/1/203837,83137,5190.02
FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X10.7563239/25/20271,291,20937,2650.02
FNMA POOL MA1931 FN 06/24 FIXED 2.52.56/1/202437,16436,4900.02
FNMA POOL AE0625 FN 12/40 FIXED VAR412/1/204036,86236,0830.02
FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A3.72670810/25/204940,00035,8550.02
SS C TECHNOLOGIES INC SS C EUROPEAN HOLDINGS SARL04/16/202536,02135,4630.02
FNMA POOL 995082 FN 08/37 FIXED VAR5.58/1/203732,58533,7160.01
FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR3.00910/1/204333,78133,4790.01
FNMA POOL AL1627 FN 09/41 FIXED VAR4.59/1/204133,58433,3580.01
FNMA POOL MA0639 FN 02/41 FIXED 442/1/204134,38933,0980.01
FED HM LN PC POOL A93101 FG 07/40 FIXED 557/1/204030,89031,2870.01
FED HM LN PC POOL A97047 FG 02/41 FIXED 4.54.52/1/204130,17430,0040.01
FED HM LN PC POOL Q00291 FG 04/41 FIXED 554/1/204128,77229,1420.01
FNMA POOL AC9564 FN 02/40 FIXED 4.54.52/1/204026,15125,9750.01
FED HM LN PC POOL A95796 FG 12/40 FIXED 4412/1/204026,60925,6390.01
YUZHOU GROUP SR SECURED REGS 01/27 6.356.351/13/2027255,00024,9360.01
FNMA POOL BD1153 FN 08/46 FIXED 338/1/204627,84524,8570.01
FED HM LN PC POOL A87874 FG 08/39 FIXED 448/1/203921,81321,0190.01
FNMA POOL AA9846 FN 08/39 FIXED 448/1/203921,80020,9830.01
FNMA POOL AD1649 FN 03/40 FIXED 443/1/204021,67820,8650.01
FNMA POOL 889529 FN 03/38 FIXED VAR63/1/203819,28420,1640.01
FED HM LN PC POOL G08499 FG 07/42 FIXED 337/1/204221,69019,8110.01
FNMA POOL AE0215 FN 12/39 FIXED VAR412/1/203920,07819,3250.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X10.8815711/25/2030363,78518,9660.01
FED HM LN PC POOL A89729 FG 11/39 FIXED 4411/1/203918,87518,1870.01
FNMA POOL AL0049 FN 12/35 FIXED VAR612/1/203517,60818,0190.01
FNMA POOL AC1877 FN 09/39 FIXED 4.54.59/1/203917,91217,7910.01
FED HM LN PC POOL J20118 FG 08/27 FIXED 2.52.58/1/202718,41717,6500.01
FNMA POOL AL0005 FN 01/41 FIXED VAR4.51/1/204116,62316,5120.01
FNMA POOL 745044 FN 08/35 FIXED VAR4.58/1/203516,53016,3350.01
FNMA POOL AJ5974 FN 12/36 FIXED 4412/1/203616,90016,2670.01
FNMA POOL AC2817 FN 10/39 FIXED 4410/1/203915,07414,5090.01
FED HM LN PC POOL A93996 FG 09/40 FIXED 4.54.59/1/204014,16014,0800.01
FNMA POOL AE0624 FN 11/40 FIXED VAR411/1/204014,37013,8310.01
FNMA POOL AE4113 FN 10/40 FIXED 4410/1/204013,94213,4190.01
FED HM LN PC POOL G01838 FG 07/35 FIXED 557/1/203512,97813,2920.01
FNMA POOL AS8449 FN 12/31 FIXED 2.52.512/1/203113,50312,6550.01
FNMA POOL AW4685 FN 05/44 FLOATING VAR2.7785/1/204412,12412,0370.01
FED HM LN PC POOL G01779 FG 04/35 FIXED 554/1/203511,58211,8610.01
FNMA POOL AE5143 FN 11/40 FIXED 4411/1/204011,10410,6870.00
FNMA POOL 890248 FN 08/37 FIXED VAR68/1/203710,20110,5660.00
FED HM LN PC POOL A12413 FG 08/33 FIXED 558/1/20339,97910,2190.00
FNMA POOL AI7951 FN 08/36 FIXED 4.54.58/1/20369,8629,7440.00
COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.853.852/1/202510,0009,6760.00
FED HM LN PC POOL A94742 FG 11/40 FIXED 4411/1/20409,6659,2910.00
FNMA POOL AB1763 FN 11/30 FIXED 4411/1/20309,0348,7640.00
FED HM LN PC POOL Z40004 FG 08/36 FIXED 668/1/20367,8138,1790.00
FNMA POOL AD8033 FN 08/40 FIXED 448/1/20408,0407,7390.00
FED HM LN PC POOL A95084 FG 11/40 FIXED 4411/1/20407,6307,3520.00
FREDDIE MAC STACR STACR 2018 HRP1 M2 144A6.038714/25/20435,9045,8960.00
FED HM LN PC POOL Q17103 FG 06/41 FIXED 446/1/20415,7745,5770.00
FNMA POOL MA0919 FN 12/31 FIXED 3.53.512/1/20315,0464,8980.00
FED HM LN PC POOL G05052 FG 10/33 FIXED 5510/1/20334,4264,4570.00
FNMA POOL AC5401 FN 10/39 FIXED 5510/1/20392,0512,0750.00
ADIENT US LLC 2021 TERM LOAN B04/10/20280.00
Holdings as of 12/31/2022

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