Security NameCoupon Rate (%)Maturity DateSharesMarket Value ($)Weight (%)
FED HOME LN DISCOUNT NT DISCOUNT NOT 01/25 0.000000.011/22/20258,000,0007,979,4673.04
FANNIE MAE NOTES 08/30 0.8750.8758/5/20308,000,0006,609,1982.52
FED HOME LN DISCOUNT NT DISCOUNT NOT 02/25 0.0000002/14/20256,000,0005,968,4252.28
KFW GOVT GUARANT 02/34 4.3754.3752/28/20346,000,0005,884,4812.25
FEDERAL FARM CREDIT BANK BONDS 03/26 4.54.53/2/20265,000,0005,016,0841.91
FEDERAL HOME LOAN BANK BONDS 11/28 3.253.2511/16/20285,000,0004,826,2191.84
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE61/15/20554,770,0004,792,7321.83
FANNIE MAE UNSECURED 10/27 0.750.7510/8/20275,000,0004,538,9511.73
FNMA POOL CB2291 FN 12/51 FIXED 2.52.512/1/20514,781,4753,934,0631.5
FNMA POOL CB3799 FN 06/52 FIXED 336/1/20524,322,2043,735,4571.43
FEDERAL HOME LOAN BANK BONDS 03/26 4.1254.1253/13/20263,500,0003,493,7941.33
KFW GOVT GUARANT 06/37 0.000000.016/29/20376,000,0003,319,5371.27
FNMA POOL CB2770 FN 02/52 FIXED 222/1/20524,127,5733,268,5661.25
FHLMC MULTIFAMILY STRUCTURED P FHMS K 160 A24.58/25/20333,270,5263,173,6371.21
FNMA POOL CB3033 FN 03/52 FIXED 223/1/20523,963,7393,155,0651.2
FED HM LN PC POOL SD3512 FR 08/53 FIXED 668/1/20533,114,9863,134,8141.2
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE41/14/20553,400,0003,109,4181.19
FED HM LN PC POOL SD5316 FR 04/54 FIXED 664/1/20543,061,7743,078,0981.17
GNMA II TBA 30 YR 3.5 JUMBOS3.51/15/20553,400,0003,039,4231.16
FEDERAL HOME LOAN BANK BONDS 02/27 0.90.92/26/20273,000,0002,790,3831.06
FEDERAL HOME LOAN BANK BONDS 03/25 2.3752.3753/14/20252,710,0002,698,9791.03
FEDERAL HOME LOAN BANK BONDS 11/35 3.3153.31511/13/20353,000,0002,614,4091
FREDDIE MAC NOTES 02/25 1.51.52/12/20252,600,0002,591,5660.99
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE21/15/20553,200,0002,490,2500.95
FED HOME LN DISCOUNT NT DISCOUNT NOT 02/25 0.0000002/3/20252,500,0002,490,0600.95
FED HM LN PC POOL RJ0441 FR 12/53 FIXED 6612/1/20532,436,0902,463,0200.94
EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.750.759/23/20303,000,0002,443,4870.93
GNMA II TBA 30 YR 2 JUMBOS21/15/20552,900,0002,319,7730.89
BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/53 1.81.88/15/20532,605,0002,278,8040.87
FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.55.59/1/20532,288,4312,262,4170.86
FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.55.55/1/20532,284,3572,258,7210.86
FED HM LN PC POOL RA9298 FR 06/53 FIXED 5.55.56/1/20532,210,7962,192,0750.84
FNMA POOL BV1907 FN 12/51 FIXED 2.52.512/1/20512,628,1082,165,1090.83
FNMA POOL FS0508 FN 01/52 FIXED VAR31/1/20522,535,2072,161,6310.82
FANNIE MAE NOTES 07/37 5.6255.6257/15/20372,000,0002,143,2180.82
UNITED KINGDOM GILT BONDS REGS 07/53 1.51.57/31/20533,665,0002,137,0790.82
FEDERAL FARM CREDIT BANK BONDS 10/49 2.6252.62510/15/20493,250,0002,096,5210.8
FNMA POOL MA5553 FN 12/54 FIXED 5.55.512/1/20541,945,0301,920,4940.73
FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.55.55/1/20541,933,9461,909,8720.73
GNMA II TBA 30 YR 2.5 JUMBOS2.51/15/20552,200,0001,837,5160.7
FNMA POOL FM2233 FN 10/49 FIXED VAR410/1/20491,931,6371,790,3170.68
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A3.02421/5/20391,750,0001,614,4160.62
BNP PARIBAS SUBORDINATED 144A 11/35 VAR5.90611/19/20351,640,0001,591,9720.61
BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.6255.6255/15/20301,500,0001,535,1920.59
FHLMC MULTIFAMILY STRUCTURED P FHMS K 162 A25.1512/25/20331,500,0001,521,5840.58
GNMA II TBA 30 YR 4.5 JUMBOS4.51/21/20551,600,0001,512,5000.58
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE3.51/14/20551,700,0001,503,7740.57
GNMA II TBA 30 YR 4 JUMBOS41/15/20551,600,0001,473,8210.56
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.551.553/25/20261,500,0001,443,7600.55
FEDERAL FARM CREDIT BANK BONDS 11/37 2.782.7811/2/20371,800,0001,434,9300.55
SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A2.7892/12/20411,615,0001,380,0850.53
VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.1333.1332/26/20251,380,0001,375,3680.52
FED HM LN PC POOL RJ2242 FR 08/54 FIXED 5.55.58/1/20541,282,7081,270,4930.48
BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.222.227/1/20281,400,0001,259,1580.48
CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.4846.48410/23/20451,325,0001,253,5680.48
BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR5.6013/20/20301,240,0001,252,3220.48
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A5.086/21/20501,215,0001,214,7550.46
FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR7.7512/31/20991,150,0001,210,5940.46
BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR6.2539/16/20261,200,0001,210,2050.46
FED HM LN PC POOL SD3684 FR 11/52 FIXED 4.54.511/1/20521,254,7811,183,1510.45
CITY OF OTTAWA UNSECURED 05/51 2.52.55/11/20512,390,0001,164,1330.44
CESKA SPORITELNA AS REGS 09/28 VAR0.59/13/20281,200,0001,154,3710.44
BROADCOM INC COMPANY GUAR 11/30 4.154.1511/15/20301,200,0001,148,7190.44
MACARTHUR FOUNDATION UNSECURED 12/30 1.2991.29912/1/20301,440,0001,146,3360.44
APPLE INC SR UNSECURED 08/62 4.14.18/8/20621,435,0001,143,4940.44
ROMANIA SR UNSECURED REGS 01/32 221/28/20321,360,0001,120,7870.43
JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR6.0710/22/20271,090,0001,115,8120.43
REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8811/14/20351,090,0001,098,7200.42
BNP PARIBAS REGS 01/29 VAR4.3751/13/20291,000,0001,073,1250.41
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY23/20/20501,885,9021,049,9450.4
FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A4.1603685/25/20511,070,0001,028,0120.39
GNMA II POOL MA8948 G2 06/53 FIXED 5.55.56/20/20531,008,2881,002,3290.38
BX TRUST BX 2024 VLT5 A 144A5.4104311/13/20461,000,0001,001,6160.38
STANFORD UNIVERSITY SR UNSECURED 05/54 4.2494.2495/1/20541,200,000998,1390.38
CREDIT AGRICOLE LONDON 144A 01/27 4.1254.1251/10/20271,000,000982,7760.37
AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 991/20/2031960,000980,3670.37
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE21/15/20401,100,000971,4970.37
PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.3751.37511/15/20251,000,000969,3950.37
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A3.45433/10/20331,000,000944,8790.36
COLUMBIA UNIVERSITY UNSECURED 10/35 4.3554.35510/1/2035995,000939,2870.36
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A7.41511/15/2036955,000938,2790.36
PARAMOUNT GLOBAL SR UNSECURED 01/31 4.954.951/15/2031985,000920,1290.35
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE2.51/15/20551,125,000916,4360.35
ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.33.39/2/20401,250,000905,6800.35
BX TRUST BX 2022 CLS A 144A5.7610/13/2027892,000896,8740.34
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.3052.3057/1/20291,000,000894,5420.34
HUDSON YARDS HY 2016 10HY A 144A2.8358/10/2038915,000880,7020.34
MORGAN STANLEY SR UNSECURED 10/32 VAR2.51110/20/20321,000,000838,3570.32
AFRICELL HOLDING LTD SR SECURED 144A 10/29 10.510.510/23/2029835,000826,6550.32
VANTAGE DATA CENTERS JERSEY BO VDCUK 2024 1A A2 144A6.1725/28/2039645,000822,3860.31
THE NHP FOUNDATION SR UNSECURED 12/28 5.855.8512/1/2028800,000815,7990.31
GREENKO DUTCH BV SR SECURED 144A 03/26 3.853.853/29/2026814,450792,2670.3
FEDERAL FARM CREDIT BANK BONDS 03/44 3.663.663/7/2044974,000790,9810.3
HUNGARY SR UNSECURED REGS 09/33 5.3755.3759/12/2033705,000790,4670.3
GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A2.34712/10/2040925,000777,1690.3
FEDERAL FARM CREDIT BANK BONDS 04/45 3.433.434/6/20451,000,000777,0300.3
USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.1252.1255/1/2030885,000767,8860.29
LENDBUZZ SECURITIZATION TRUST 05/29 5.995.995/15/2029759,343767,4900.29
HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A5.579/25/2029760,000766,0560.29
PARK AVENUE TRUST PRKAV 2017 245P A 144A3.5086/5/2037800,000764,0500.29
COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.484.4812/1/2040940,000756,8560.29
FANNIE MAE FNR 2020 1 L2.52/25/20501,246,009755,6360.29
ING GROEP NV SR UNSECURED 144A 01/26 4.6254.6251/6/2026750,000750,3890.29
UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.1794.1799/1/21171,000,000750,1040.29
FANNIE MAE FNR 2017 105 ZE31/25/2048989,318742,1220.28
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.455.458/15/2028770,000740,9180.28
CONSERVATION FUND SR UNSECURED 12/29 3.4743.47412/15/2029800,000735,5090.28
YMCA OF GREATER NY UNSECURED 08/26 2.3032.3038/1/2026765,000729,4840.28
CITIGROUP INC SR UNSECURED 03/31 VAR4.4123/31/2031750,000721,2230.28
MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.114.117/15/2031732,619716,0030.27
BLOCK INC SR UNSECURED 144A 05/32 6.56.55/15/2032700,000707,6320.27
BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.5194.5197/1/2026705,000698,9980.27
SLG OFFICE TRUST SLG 2021 OVA C 144A2.850617/15/2041835,000694,0990.26
BROADCOM INC SR UNSECURED 144A 11/36 3.1873.18711/15/2036852,000686,6800.26
COMM MORTGAGE TRUST COMM 2020 CX A 144A2.17311/10/2046825,000678,8700.26
RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.9632.9632/15/2027670,000647,4420.25
HOWARD UNIVERSITY INSURED 10/41 3.4763.47610/1/2041865,000643,5600.25
MICROSOFT CORP SR UNSECURED 03/62 3.0413.0413/17/20621,000,000639,4980.24
RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.073.072/15/2028670,000637,6140.24
HUDSON YARDS HY 2019 30HY A 144A3.2287/10/2039700,000636,8520.24
FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A3.49446511/25/2052700,000630,5200.24
ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A1.9378/15/2046660,000627,6550.24
LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A4.9710/15/2029620,000620,1380.24
PROV ST JOSEPH HLTH OBL SR UNSECURED 10/33 5.4035.40310/1/2033613,000612,9240.23
CITY OF TORONTO CANADA UNSECURED 09/39 2.62.69/24/20391,060,000601,2310.23
SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.3754.3755/28/2030615,000593,1360.23
MBANK SA REGS 09/27 VAR0.9669/21/2027600,000592,3490.23
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.4555.4557/1/2033600,000589,2860.22
TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.354.352/15/2028600,000586,4190.22
HA SUSTAINABLE INF CAP COMPANY GUAR 144A 07/34 6.3756.3757/1/2034600,000584,6330.22
MORGAN STANLEY SR UNSECURED 01/31 VAR2.6991/22/2031640,000568,8670.22
SITIOS LATINOAMERICA COMPANY GUAR 144A 11/29 6611/25/2029570,000568,0910.22
STANFORD HEALTH CARE UNSECURED 08/30 3.313.318/15/2030595,000549,0500.21
BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR0.5838/24/2028560,000546,3040.21
ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A6.3510/15/2047540,000545,5600.21
COMM MORTGAGE TRUST COMM 2020 SBX A 144A1.671/10/2038595,000528,1590.2
FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A3.64693410/25/2052565,000522,8560.2
FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A4.32021412/25/2050550,000522,3100.2
HOLOGIC INC COMPANY GUAR 144A 02/29 3.253.252/15/2029570,000515,9900.2
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A7.402486/15/2038655,000511,7340.2
VANTAGE DATA CENTERS LLC VDC 2024 1A A2 144A5.19/15/2054520,000510,9700.19
VENTAS REALTY LP COMPANY GUAR 02/25 3.53.52/1/2025500,000499,1490.19
BPCE SA SUBORDINATED 144A 04/26 4.8754.8754/1/2026500,000498,4820.19
CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.753.752/15/2031560,000488,0370.19
AIR LEASE CORP SR UNSECURED 12/27 3.6253.62512/1/2027500,000483,4340.18
FNMA POOL BE4435 FN 11/46 FIXED 3311/1/2046560,333482,4480.18
FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A3.45553212/25/2051525,000477,4460.18
NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.4733.4737/1/2028500,000476,9840.18
FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A3.5337242/25/2052520,000473,3590.18
AXA SA SUBORDINATED 12/30 8.68.612/15/2030400,000470,4430.18
BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR6.2539/16/2026465,000468,9540.18
FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A3.9226658/25/2052500,000468,4940.18
BIOGROUP LCD 2021 EUR TERM LOAN B02/9/2028465,000466,0830.18
CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A3.7573/25/2067487,857461,0410.18
ZELIS PAYMENTS BUYER INC TERM LOAN B09/28/2029456,143457,3140.17
BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.554.5510/1/2029500,000454,0220.17
AXIAN TELECOM COMPANY GUAR 144A 02/27 7.3757.3752/16/2027445,000446,2480.17
ALTIUM PACKAGING LLC 2024 TERM LOAN B06/11/2031427,850428,5630.16
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ48/20/2052635,101427,0600.16
COMM MORTGAGE TRUST COMM 2020 CX B 144A2.44611/10/2046524,000426,0680.16
BOSTON PROPERTIES LP SR UNSECURED 02/26 3.653.652/1/2026430,000424,0500.16
CITIGROUP INC SR UNSECURED 05/32 VAR2.5615/1/2032500,000423,4040.16
AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A7.123/15/2027418,585419,5890.16
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.54.54/27/2031475,000416,6610.16
COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.0195.01912/1/2041435,000412,2380.16
HOWARD UNIVERSITY SR UNSECURED 10/52 5.2095.20910/1/2052470,000411,3130.16
GREENKO DUTCH BV SR SECURED REGS 03/26 3.853.853/29/2026420,650409,1930.16
PROAMPAC PG BORROWER LLC 2024 TERM LOAN09/15/2028401,500403,1560.15
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A7.512/15/2028392,638402,8310.15
FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A4.08401810/25/2031461,000400,9320.15
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.3757.3754/2/2032400,000400,9320.15
NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.1541.1547/1/2027430,000391,6070.15
PARAMOUNT GLOBAL SR UNSECURED 01/27 2.92.91/15/2027400,000382,9340.15
FNMA POOL BD1165 FN 10/46 FIXED 3310/1/2046440,974382,7300.15
SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A5.7512/20/2050377,426382,6300.15
RUSSELL INVSTM US INSTL HOLD I 2024 PIK TERM LOAN05/30/2027394,832378,5450.14
FNMA POOL 310229 FN 08/43 FIXED VAR3.58/1/2043416,714377,6030.14
ZORLU ENERJI ELEKTRIK COMPANY GUAR 144A 04/30 11114/23/2030370,000373,2870.14
SLG OFFICE TRUST SLG 2021 OVA B 144A2.706797/15/2041445,000371,6660.14
BX TRUST BX 2022 CLS B 144A6.310/13/2027375,000370,6630.14
FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.2581.2587/1/2025375,000368,7800.14
CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A610/25/2057369,637368,3940.14
NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.2484.2489/1/2035380,000363,9310.14
DCERT BUYER INC 2019 TERM LOAN B010/16/2026376,020361,1680.14
BOELS TOPHOLDING BV 2024 EUR TERM LOAN B05/23/2031344,828360,1660.14
ATHENAHEALTH INC 2022 TERM LOAN B02/15/2029347,680349,3560.13
CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A7.5256/25/2058342,790345,5180.13
WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A43.6179/15/2057340,000336,5860.13
COMPASS DATACENTERS ISSUER II, CMPDC 2024 2A A1 144A5.0228/25/2049340,000334,2990.13
RETAINED VANTAGE DATA CENTERS VDCR 2024 1A A2 144A4.9929/15/2049340,000330,0750.13
DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.753.753/4/2025325,000324,3310.12
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A7.0910/16/2028309,163315,0350.12
VERISURE HOLDING AB 2021 EURO TERM LOAN03/27/2028300,000312,7190.12
YMCA OF GREATER NY SR UNSECURED 08/32 3.233.238/1/2032375,000305,7430.12
NEW YORK NY NYC 10/54 FIXED 5.1145.11410/1/2054320,000303,2400.12
FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X2.7788510/25/20552,003,795300,3840.11
GO DADDY OPERATING COMPANY LLC 2024 TERM LOAN B705/30/2031296,883297,0690.11
IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.258.2511/29/2031300,000297,0090.11
ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.152.159/2/2031350,000287,5140.11
REPUBLIC OF CHILE SR UNSECURED 07/31 0.830.837/2/2031324,000285,2400.11
ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A68/17/2048280,000284,1640.11
CORE + MAIN LP 2024 REPRICED TERM LOAN B02/9/2031282,863284,1000.11
ADVOCATE HEALTH CORP UNSECURED 06/30 2.2112.2116/15/2030325,000283,8960.11
FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A3.9226658/25/2052307,000283,7580.11
FED HM LN PC POOL G08816 FG 06/48 FIXED 3.53.56/1/2048312,862281,2880.11
CHARTER COMM OPETING LLC 2024 TERM LOAN B5012/15/2031275,812275,5970.11
FNMA POOL BC1171 FN 06/46 FIXED 3.53.56/1/2046306,405275,1230.1
LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A4.225/17/2027275,495274,4010.1
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A6.928/15/2028266,630270,9990.1
DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.1254.1257/1/2027265,000263,6030.1
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ3.510/20/2049386,359251,0470.1
INSULET CORPORATION SR UNSECURED 09/26 0.3750.3759/1/2026195,000247,1720.09
TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A6.3612/15/2027242,604244,5030.09
GCAT GCAT 2021 CM2 A1 144A2.3528/25/2066254,389236,7120.09
FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X11.7673619/25/20452,094,916232,9030.09
FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X10.63731111/25/20298,829,216229,5760.09
THOMAS JEFFERSON UNIV SECURED 11/57 3.8473.84711/1/2057326,000228,6320.09
PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A B 144A5.715/15/2028225,000226,8690.09
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.943.948/15/2041335,000226,4240.09
CANARY WHARF GROUP SR SECURED REGS 04/28 3.3753.3754/23/2028200,000224,0320.09
280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A6.901899/15/2034228,000215,3320.08
BLOCK INC SR UNSECURED 03/25 0.1250.1253/1/2025215,000213,8710.08
FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A3.75196311/25/2050220,000212,2790.08
AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B01/31/2031206,682207,8060.08
FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X10.9252239/25/20304,917,250206,7080.08
MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.9683.9687/1/2027205,000201,7920.08
FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X11.1432369/25/20304,003,207199,8700.08
DEXCOM INC SR UNSECURED 11/25 0.250.2511/15/2025205,000198,0720.08
AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.756.755/20/2029200,000194,8700.07
INTERCONTINENTALEXCHANGE SR UNSECURED 09/28 3.6253.6259/1/2028200,000191,8920.07
FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A3.7672729/25/2051204,000188,5510.07
AMERICAN INTL GROUP SR UNSECURED 04/26 3.93.94/1/2026190,000187,7770.07
APPLE INC SR UNSECURED 05/50 2.652.655/11/2050300,000186,5390.07
FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X11.371456/25/20303,160,567185,6340.07
FNMA POOL BE8063 FN 12/46 FIXED 3312/1/2046209,111180,0410.07
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 6.0696.0697/1/2033175,000177,3120.07
FANNIE MAE FNR 2020 1 AC3.58/25/2058190,019175,3930.07
BLACKHAWK NETWORK HOLDINGS INC 2024 TERM LOAN03/12/2029169,675171,9720.07
TRICOLOR AUTO SECURITIZATION T TAST 2023 1A B 144A6.8411/16/2026168,139168,2230.06
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A C 144A6.256/21/2050165,000163,9330.06
USI INC 2024 TERM LOAN 2029011/22/2029162,538162,4030.06
IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/34 FIXED 5.3435.34312/1/2034165,000159,8210.06
FNMA POOL BJ6137 FN 01/48 FIXED 3.53.51/1/2048173,301155,6020.06
BON SECOURS MERCY SECURED 06/25 1.351.356/1/2025155,000152,5850.06
FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X11.3758456/25/20302,523,926150,9640.06
FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A4.0801197/25/2050155,000150,8100.06
BANK BANK 2019 BN24 XA0.63261811/15/20625,444,119149,0790.06
BANK BANK 2020 BN28 XA1.7590383/15/20631,869,365146,9370.06
FNMA POOL 932441 FN 01/40 FIXED 441/1/2040144,839136,7160.05
FREDDIE MAC FHR 4961 JB2.512/15/2042150,965135,4840.05
LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 557/1/2025135,000135,0320.05
FED HM LN PC POOL Q33602 FG 05/45 FIXED 335/1/2045153,630134,7810.05
FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A4.0401547/25/2027136,000132,0010.05
FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A4.431/18/2028128,703128,4510.05
SUNNOVA HESTIA II ISSUER, LLC SNVA 2024 GRID1 1A 144A5.637/20/2051125,179126,1970.05
PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A B 144A4.562/15/2029125,000124,2600.05
COMM MORTGAGE TRUST COMM 2015 LC19 A43.1832/10/2048123,353123,1580.05
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.654.658/15/2030130,000122,9240.05
HOWARD UNIVERSITY INSURED 10/25 1.9911.99110/1/2025120,000116,9250.04
FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X11.1140496/25/20302,334,326115,4280.04
ETSY INC SR UNSECURED 10/26 0.1250.12510/1/2026110,000106,7980.04
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.194.198/15/2055190,000106,7140.04
FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS1.225727/25/20411,165,771105,8170.04
MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A5.59/20/2049105,806103,1650.04
FANNIE MAE FNR 2012 17 BC3.53/25/2027101,880100,7080.04
MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4410/1/2027100,00098,8170.04
FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X11.5685125/25/20301,437,62697,1810.04
FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A3.9452639/25/2049100,00096,4240.04
SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A64/20/204995,00096,2210.04
HOWARD UNIVERSITY INSURED 10/26 2.6572.65710/1/2026100,00095,1330.04
FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X11.4314845/25/20301,490,01092,7280.04
FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X10.84698311/25/20302,403,92292,6460.04
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A6.6110/15/202789,20689,9710.03
COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A2.2512/15/2052100,00088,1880.03
FNMA POOL 745327 FN 03/36 FIXED VAR63/1/203684,76687,3350.03
BANK BANK 2017 BNK8 ASB3.31411/15/205088,59686,9820.03
FREDDIE MAC FHR 3806 L3.52/15/202687,59386,8820.03
FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A3.84091810/25/204990,00086,6140.03
UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.5812.5819/1/2031100,00086,1010.03
FNMA POOL AY3370 FN 04/45 FIXED 2.52.54/1/204599,86283,9940.03
BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA1.2206593/15/20621,928,82582,8610.03
FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A3.9452639/25/204985,00082,2560.03
MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A1.448/20/204698,29481,8770.03
COMM MORTGAGE TRUST COMM 2020 CX C 144A2.68349811/10/2046100,00080,9970.03
FNMA POOL AE4192 FN 10/40 FIXED 4410/1/204082,48777,8590.03
COMM MORTGAGE TRUST COMM 2020 CX D 144A2.68349811/10/2046100,00077,2030.03
FED HM LN PC POOL G08347 FG 06/39 FIXED 4.54.56/1/203977,88275,6370.03
VODAFONE GROUP PLC SR UNSECURED 02/37 6.156.152/27/203766,00069,4850.03
BANK BANK 2019 BN18 XA0.8818825/15/20622,093,97065,6590.03
FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X10.53211310/25/20312,294,40865,0550.02
FED HM LN PC POOL G30614 FG 12/32 FIXED 3.53.512/1/203265,97063,8510.02
FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A3.75196311/25/205065,00062,2430.02
BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA1.5051071/15/2054877,66362,0640.02
FED HM LN PC POOL G01837 FG 07/35 FIXED 557/1/203558,14557,7550.02
FANNIE MAE CAS CAS 2016 C07 2M29.033275/25/202955,24657,4590.02
FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A4.02357211/25/203267,00056,6440.02
FNMA POOL AS3608 FN 12/43 FIXED 2.52.512/1/204365,40555,6790.02
FED HM LN PC POOL G06990 FG 08/40 FIXED 5.55.58/1/204052,43252,7640.02
FNMA POOL AB4168 FN 01/32 FIXED 3.53.51/1/203254,47852,5420.02
FED HM LN PC POOL A37619 FG 09/35 FIXED 4.54.59/1/203553,72851,9850.02
FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X10.71675912/25/20301,458,56950,7010.02
FED HM LN PC POOL A94362 FG 10/40 FIXED 4410/1/204049,92147,1810.02
FREDDIE MAC FHR 3877 LM3.56/15/202646,81846,5090.02
ETSY INC SR UNSECURED 09/27 0.1250.1259/1/202750,00043,1620.02
FNMA POOL AP9592 FN 10/32 FIXED 3.53.510/1/203244,82443,0780.02
FED HM LN PC POOL A95085 FG 11/40 FIXED 4411/1/204044,85042,3890.02
FNMA POOL MA1630 FN 10/33 FIXED 4410/1/203342,80041,3990.02
FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.54.57/1/203642,09640,7300.02
FED HM LN PC POOL G01828 FG 04/35 FIXED 4.54.54/1/203542,06540,7150.02
FNMA POOL AB1343 FN 08/40 FIXED 4.54.58/1/204041,20539,9640.02
FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X10.3114431/25/20312,463,52638,0660.01
FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A3.72651310/25/204940,00038,0030.01
FNMA POOL 930672 FN 03/39 FIXED 4.54.53/1/203938,63237,4680.01
FED HM LN PC POOL G02424 FG 12/36 FIXED 5.55.512/1/203636,76337,2590.01
FED HM LN PC POOL G04997 FG 01/37 FIXED 551/1/203736,03635,8140.01
FANNIE MAE CAS CAS 2017 C01 1M28.233277/25/202932,79233,7680.01
FED HM LN PC POOL G06079 FG 07/39 FIXED 667/1/203931,79332,9020.01
FNMA POOL BE1416 FN 11/31 FIXED 2.52.511/1/203134,52832,3930.01
FED HM LN PC POOL A89148 FG 10/39 FIXED 4410/1/203934,24632,3680.01
FNMA POOL AE0216 FN 08/40 FIXED VAR48/1/204033,98732,0810.01
FNMA POOL MA0949 FN 01/32 FIXED 3.53.51/1/203233,16431,9980.01
FED HM LN PC POOL Q06160 FG 02/37 FIXED 442/1/203733,30631,6890.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X11.01883610/25/2030650,03030,0220.01
FED HM LN PC POOL A89384 FG 10/39 FIXED 4410/1/203931,53329,8040.01
FNMA POOL AR1524 FN 01/28 FIXED 221/1/202830,35629,3540.01
FNMA POOL 190370 FN 06/36 FIXED VAR66/1/203627,97729,0170.01
DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA1.7003319/15/2053629,99328,4960.01
FNMA POOL AE0625 FN 12/40 FIXED VAR412/1/204028,57826,9750.01
FNMA POOL 995243 FN 08/38 FIXED VAR4.58/1/203827,63926,7220.01
FED HM LN PC POOL A93101 FG 07/40 FIXED 557/1/204026,67126,6220.01
FNMA POOL AB6472 FN 10/27 FIXED 2210/1/202726,98026,1870.01
FNMA POOL MA0639 FN 02/41 FIXED 442/1/204127,62926,0790.01
FNMA POOL AL1627 FN 09/41 FIXED VAR4.59/1/204126,91526,0770.01
BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA1.7824897/15/2053484,52525,4370.01
FNMA POOL 995082 FN 08/37 FIXED VAR5.58/1/203723,91424,1460.01
FED HM LN PC POOL A97047 FG 02/41 FIXED 4.54.52/1/204123,88823,1990.01
FED HM LN PC POOL J17791 FG 01/27 FIXED 331/1/202723,18222,8610.01
FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR7.25810/1/204321,95622,4480.01
FED HM LN PC POOL Q00291 FG 04/41 FIXED 554/1/204121,86721,8270.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X10.735459/25/20271,266,79720,7700.01
FED HM LN PC POOL A95796 FG 12/40 FIXED 4412/1/204021,46020,2830.01
FNMA POOL AC9564 FN 02/40 FIXED 4.54.52/1/204020,66720,0450.01
FNMA POOL BD1153 FN 08/46 FIXED 338/1/204623,12619,9960.01
FED HM LN PC POOL G14599 FG 11/27 FIXED 2.52.511/1/202720,00419,5570.01
FREDDIE MAC FHR 3800 CB3.52/15/202619,36419,2350.01
FED HM LN PC POOL A87874 FG 08/39 FIXED 448/1/203917,96116,9760.01
FNMA POOL AA9846 FN 08/39 FIXED 448/1/203916,97116,0200.01
FNMA POOL 889529 FN 03/38 FIXED VAR63/1/203815,42816,0000.01
FED HM LN PC POOL G08499 FG 07/42 FIXED 337/1/204218,04915,9540.01
FNMA POOL AD1649 FN 03/40 FIXED 443/1/204016,03315,1340.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X10.87419811/25/2030359,52114,7060.01
FNMA POOL AE0215 FN 12/39 FIXED VAR412/1/203915,56414,6910.01
FED HM LN PC POOL A89729 FG 11/39 FIXED 4411/1/203915,16314,3310.01
FNMA POOL AC1877 FN 09/39 FIXED 4.54.59/1/203914,67614,2340.01
FNMA POOL AL0005 FN 01/41 FIXED VAR4.51/1/204113,35512,9530
FNMA POOL AL0049 FN 12/35 FIXED VAR612/1/203512,10912,3510
FREDDIE MAC FHR 3768 CB3.512/15/202511,99711,9150
FNMA POOL AJ5974 FN 12/36 FIXED 4412/1/203611,88511,2780
FNMA POOL 745044 FN 08/35 FIXED VAR4.58/1/203511,61711,2260
FNMA POOL AC2817 FN 10/39 FIXED 4410/1/203911,82411,1610
FED HM LN PC POOL A93996 FG 09/40 FIXED 4.54.59/1/204011,38911,0600
FNMA POOL AE0624 FN 11/40 FIXED VAR411/1/204011,14710,5250
FNMA POOL AE4113 FN 10/40 FIXED 4410/1/204010,98810,3720
COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.853.852/1/202510,0009,9900
FED HM LN PC POOL G01838 FG 07/35 FIXED 557/1/20359,5009,4370
FNMA POOL AS8449 FN 12/31 FIXED 2.52.512/1/20319,4118,8710
FED HM LN PC POOL G01779 FG 04/35 FIXED 554/1/20358,1608,1070
FED HM LN PC POOL A12413 FG 08/33 FIXED 558/1/20337,7357,7160
FED HM LN PC POOL A94742 FG 11/40 FIXED 4411/1/20408,1057,6600
FNMA POOL AE5143 FN 11/40 FIXED 4411/1/20407,9367,4910
FED HM LN PC POOL J20118 FG 08/27 FIXED 2.52.58/1/20277,5677,3980
FNMA POOL 890248 FN 08/37 FIXED VAR68/1/20377,1347,2900
BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A2.80933/10/20336,5656,5410
FED HM LN PC POOL Z40004 FG 08/36 FIXED 668/1/20366,1076,3420
FNMA POOL AW4685 FN 05/44 FLOATING VAR6.335/1/20446,2036,2520
FNMA POOL AI7951 FN 08/36 FIXED 4.54.58/1/20366,2406,0290
FNMA POOL AD8033 FN 08/40 FIXED 448/1/20406,1055,7620
FED HM LN PC POOL A95084 FG 11/40 FIXED 4411/1/20405,9605,6350
FNMA POOL AB1763 FN 11/30 FIXED 4411/1/20305,6735,5690
FED HM LN PC POOL Q17103 FG 06/41 FIXED 446/1/20414,3624,2380
FNMA POOL MA0919 FN 12/31 FIXED 3.53.512/1/20313,2953,1840
FED HM LN PC POOL G05052 FG 10/33 FIXED 5510/1/20332,9682,9840
FNMA POOL AC5401 FN 10/39 FIXED 5510/1/20391,5801,5750
Holdings as of 12/31/2024

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