Security NameCoupon Rate (%)Maturity DateSharesMarket Value ($)Weight (%)
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE2.510/13/205213,350,00011,233,5564.23
FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE310/13/205210,500,0009,148,9453.45
FANNIE MAE NOTES 08/30 0.8750.8758/5/20308,000,0006,264,1002.36
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE410/13/20525,800,0005,384,9382.03
FREDDIE MAC NOTES 02/25 1.51.52/12/20255,600,0005,261,6311.98
FED HOME LN DISCOUNT NT DISCOUNT NOT 10/22 0.00000010/14/20225,000,0004,995,3901.88
FED HOME LN DISCOUNT NT DISCOUNT NOT 10/22 0.00000010/31/20225,000,0004,988,4431.88
FED HOME LN DISCOUNT NT DISCOUNT NOT 11/22 0.00000011/9/20225,000,0004,983,8891.88
GNMA II TBA 30 YR 3.5 JUMBOS3.510/20/20525,300,0004,823,0001.82
FEDERAL HOME LOAN BANK BONDS 11/28 3.253.2511/16/20285,000,0004,776,6211.8
FNMA POOL CB2291 FN 12/51 FIXED 2.52.512/1/20515,359,3094,529,2461.71
FNMA POOL CB2781 FN 02/52 FIXED 332/1/20525,086,3744,455,7711.68
FNMA POOL CB3799 FN 06/52 FIXED 336/1/20524,936,9054,339,3541.63
FANNIE MAE UNSECURED 10/27 0.750.7510/8/20275,000,0004,253,0821.6
FNMA POOL CB2770 FN 02/52 FIXED 222/1/20524,849,9613,954,1951.49
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE210/13/20524,800,0003,890,4371.47
FNMA POOL CB3033 FN 03/52 FIXED 223/1/20524,692,7573,834,7391.44
JAPAN TREASURY DISC BILL BILLS 03/23 0.0000003/10/2023500,000,0003,456,7421.3
JAPAN TREASURY DISC BILL BILLS 11/22 0.00000011/21/2022481,000,0003,323,7501.25
KFW GOVT GUARANT 06/37 0.000000.016/29/20376,000,0003,270,2551.23
GNMA II TBA 30 YR 2.5 JUMBOS2.510/20/20523,500,0003,011,8461.13
FEDERAL HOME LOAN BANK BONDS 03/25 2.3752.3753/14/20252,710,0002,591,2370.98
FEDERAL HOME LOAN BANK BONDS 02/27 0.90.92/26/20273,000,0002,585,6350.97
FNMA POOL BV1907 FN 12/51 FIXED 2.52.512/1/20513,046,8072,575,6930.97
FNMA POOL FS0508 FN 01/52 FIXED VAR31/1/20522,836,3192,483,8430.94
EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.750.759/23/20303,000,0002,335,4230.88
FANNIE MAE NOTES 07/37 5.6255.6257/15/20372,000,0002,256,8640.85
FNMA POOL FM2233 FN 10/49 FIXED VAR410/1/20492,375,5502,233,8740.84
FEDERAL FARM CREDIT BANK BONDS 10/49 2.6252.62510/15/20493,250,0002,225,2310.84
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A3.02421/5/20392,150,0001,863,8590.7
MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.114.117/15/20311,850,0001,775,9250.67
THOMAS JEFFERSON UNIV SECURED 11/57 3.8473.84711/1/20572,100,0001,550,5190.58
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE3.510/13/20521,700,0001,530,5310.58
GNMA II TBA 30 YR 4 JUMBOS410/20/20521,600,0001,494,5000.56
FEDERAL FARM CREDIT BANK BONDS 11/37 2.782.7811/2/20371,800,0001,449,2840.55
BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.6255.6255/15/20301,500,0001,407,5680.53
BX TRUST BX 2022 AHP A 144A3.835381/17/20391,465,0001,407,2580.53
HOWARD UNIVERSITY INSURED 10/41 3.4763.47610/1/20411,850,0001,363,7940.51
SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A2.7892/12/20411,615,0001,352,7790.51
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.551.553/25/20261,500,0001,320,8900.5
VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.1333.1332/26/20251,380,0001,271,5570.48
MT SINAI HOSPITAL SECURED 07/35 3.8313.8317/1/20351,400,0001,214,1620.46
JAPAN TREASURY DISC BILL BILLS 11/22 0.00000011/7/2022175,000,0001,209,1910.46
BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR6.2539/16/20261,200,0001,175,1050.44
BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.222.227/1/20281,400,0001,174,9240.44
CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.4846.48410/23/20451,325,0001,168,9970.44
CITY OF VANCOUVER UNSECURED 11/31 2.32.311/5/20311,750,0001,113,5070.42
GENERAL MOTORS CO SR UNSECURED 10/29 5.45.410/15/20291,200,0001,110,9820.42
MACARTHUR FOUNDATION UNSECURED 12/30 1.2991.29912/1/20301,440,0001,103,4160.42
AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.756.755/20/20291,200,0001,096,6020.41
EDP FINANCE BV SR UNSECURED 144A 01/28 1.711.711/24/20281,300,0001,056,0470.4
LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A4.225/17/20271,082,5151,055,1570.4
ADVOCATE HEALTH CORP SR UNSECURED 08/28 3.8293.8298/15/20281,115,0001,048,2780.39
BROADCOM INC COMPANY GUAR 11/30 4.154.1511/15/20301,200,0001,039,9800.39
AT+T INC SR UNSECURED 06/31 2.752.756/1/20311,285,0001,030,2310.39
CITIGROUP INC SR UNSECURED 05/24 VAR1.6785/15/20241,000,000978,9190.37
INTERCHILE SA SR SECURED 144A 06/56 4.54.56/30/20561,315,000967,6890.36
REPUBLIC OF CHILE SR UNSECURED 01/34 3.53.51/31/20341,175,000963,1180.36
OCHSNER LSU HEALTH SYST SECURED 05/31 2.512.515/15/20311,250,000957,0690.36
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A3.45433/10/20331,000,000942,2730.35
CREDIT AGRICOLE LONDON SR UNSECURED 144A 01/27 4.1254.1251/10/20271,000,000929,2030.35
PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.3751.37511/15/20251,000,000892,7480.34
STONECO LTD COMPANY GUAR REGS 06/28 3.953.956/16/20281,200,000888,5970.33
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A5.72111/15/2036955,000882,5280.33
MERCADOLIBRE INC COMPANY GUAR 01/26 2.3752.3751/14/20261,025,000879,3480.33
PARAMOUNT GLOBAL SR UNSECURED 01/31 4.954.951/15/2031985,000869,5370.33
GNMA II TBA 30 YR 4.5 JUMBOS4.510/20/2052900,000861,6090.32
ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.33.39/2/20401,250,000841,4830.32
DC OFFICE TRUST DCOT 2019 MTC A 144A2.9659/15/20451,030,000840,0800.32
COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.484.4812/1/2040940,000835,7460.31
KLABIN AUSTRIA GMBH COMPANY GUAR 144A 04/29 5.755.754/3/2029905,000833,2340.31
PHILADELPHIA PA REDEV AUTH PHIDEV 09/30 FIXED 2.3392.3399/1/20301,000,000831,4390.31
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.3052.3057/1/20291,000,000830,0700.31
HUDSON YARDS HY 2016 10HY A 144A2.8358/10/2038915,000822,4960.31
SLG OFFICE TRUST SLG 2021 OVA A 144A2.58547/15/20411,013,000814,1100.31
FEDERAL FARM CREDIT BANK BONDS 03/44 3.663.663/7/2044974,000813,4500.31
STARBUCKS CORP SR UNSECURED 11/30 2.552.5511/15/2030990,000803,4190.3
FEDERAL FARM CREDIT BANK BONDS 04/45 3.433.434/6/20451,000,000802,1950.3
INVEST ENERGY RES LTD SR SECURED 144A 04/29 6.256.254/26/2029925,000785,0130.3
MADISON AVENUE TRUST MAD 2017 330M A 144A3.294378/15/2034829,000781,2360.29
BANK OF AMERICA CORP SUBORDINATED 05/38 7.757.755/14/2038700,000778,5690.29
COMM MORTGAGE TRUST COMM 2022 HC A 144A2.8191/10/2039886,000772,9360.29
SUSTAINABLE ENERGY UTILITY INC SSTPWR 09/29 FIXED 2.3442.3449/15/2029900,000771,7370.29
CITYLINE COMMERCIAL MORTGAGE T CLMT 2016 CLNE A 144A2.87070311/10/2031800,000770,9130.29
VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.3552.3553/15/20321,000,000767,4380.29
MORGAN STANLEY SR UNSECURED 10/32 VAR2.51110/20/20321,000,000764,8730.29
MET TRANSPRTN AUTH NY REVENUE MTATRN 11/49 FIXED 5.1755.17511/15/2049855,000763,4510.29
NEW JERSEY ST EDUCTNL FACS AUT NJSEDU 07/48 FIXED 3.9583.9587/1/20481,000,000753,9410.28
FLORIDA ST DEV FIN CORP EDUCTN FLSDEV 04/40 FIXED 4.0094.0094/1/2040925,000748,9060.28
HONG KONG SR UNSECURED 144A 05/24 2.52.55/28/2024750,000728,5820.27
ING GROEP NV SR UNSECURED 144A 01/26 4.6254.6251/6/2026750,000722,2790.27
ILLINOIS ST FIN AUTH REVENUE ILSGEN 05/41 FIXED 3.513.515/15/20411,000,000716,7370.27
PARK AVENUE TRUST PRKAV 2017 245P A 144A3.5086/5/2037800,000714,3060.27
GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A2.34712/10/2040925,000713,2560.27
USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.1252.1255/1/2030885,000711,9970.27
OREGON ST UNIV GEN REVENUE ORSHGR 03/60 FIXED 3.4243.4243/1/20601,000,000707,2200.27
GREENKO DUTCH BV SR SECURED 144A 03/26 3.853.853/29/2026869,050706,1030.27
CONSERVATION FUND SR UNSECURED 12/29 3.4743.47412/15/2029800,000684,5710.26
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.54.54/27/2031950,000679,4590.26
YMCA OF GREATER NY UNSECURED 08/26 2.3032.3038/1/2026765,000674,8690.25
CITIGROUP INC SR UNSECURED 03/31 VAR4.4123/31/2031750,000674,1940.25
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.455.458/15/2028770,000666,2320.25
INSTITUTO COSTARRICENSE SR UNSECURED 144A 10/31 6.756.7510/7/2031700,000663,2570.25
BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.5194.5197/1/2026705,000653,9420.25
FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A4.3027435/25/2051700,000648,2960.24
COMM MORTGAGE TRUST COMM 2020 CX A 144A2.17311/10/2046825,000648,2160.24
COMM MORTGAGE TRUST COMM 2013 WWP B 144A3.72553/10/2031644,000643,4110.24
COMM MORTGAGE TRUST COMM 2013 WWP A2 144A3.42443/10/2031640,000639,0910.24
MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS F 144A5.41811/15/2034650,000637,6890.24
SLG OFFICE TRUST SLG 2021 OVA C 144A2.850617/15/2041835,000630,3050.24
CITY OF OTTAWA UNSECURED 05/51 2.52.55/11/20511,240,000625,1020.24
STARBUCKS CORP SR UNSECURED 08/49 4.454.458/15/2049750,000614,5850.23
RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.9632.9632/15/2027670,000613,2150.23
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A5.4586/15/2038655,000610,7910.23
HUDSON YARDS HY 2019 30HY A 144A3.2287/10/2039700,000607,2500.23
CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A3.7573/25/2067652,351606,5710.23
RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.073.072/15/2028670,000602,8360.23
FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A3.61302811/25/2052700,000598,1670.23
CITY OF TORONTO CANADA UNSECURED 09/39 2.62.69/24/20391,060,000596,6870.22
PHILADELPHIA PA WTR WSTWTR R PHIUTL 10/37 FIXED 4.1894.18910/1/2037665,000589,6180.22
BROADCOM INC SR UNSECURED 144A 11/36 3.1873.18711/15/2036852,000584,1790.22
CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A610/25/2057595,000582,6990.22
FNMA POOL BE4435 FN 11/46 FIXED 3311/1/2046655,942579,8670.22
UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/20 FIXED 3.7063.7065/15/2120900,000579,6740.22
MCCORMICK + CO SR UNSECURED 04/30 2.52.54/15/2030700,000569,8020.21
SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.3754.3755/28/2030615,000543,6040.2
MET GOVT NASHVILLE DAVIDSONC METHGR 07/52 FIXED 3.2353.2357/1/2052800,000542,6610.2
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 AON A 144A4.12837/5/2031555,000542,4790.2
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/27 FIXED 1.9211.9217/1/2027615,000530,2600.2
MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS A 144A3.51811/15/2034531,000527,8680.2
TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.354.352/15/2028600,000524,2570.2
COMM MORTGAGE TRUST COMM 2020 SBX A 144A1.671/10/2038595,000522,4140.2
FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A4.431/18/2028532,752521,3130.2
STANFORD HEALTH CARE UNSECURED 08/30 3.313.318/15/2030595,000519,5840.2
MORGAN STANLEY SR UNSECURED 01/31 VAR2.6991/22/2031640,000519,3330.2
BLUEHUB LOAN FUND SR UNSECURED 01/27 2.892.891/1/2027600,000513,0380.19
BANK OF AMERICA CORP SR UNSECURED 10/25 VAR2.45610/22/2025545,000510,6620.19
COMMONSPIRIT HEALTH SR SECURED 10/29 3.3473.34710/1/2029600,000508,5730.19
FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A4.46421912/25/2050550,000506,5840.19
FIFTH THIRD BANCORP SUBORDINATED 03/38 8.258.253/1/2038425,000504,3990.19
AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 6.276.272/15/2050470,000500,9590.19
FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A3.76468510/25/2052565,000499,1150.19
US BANCORP SUBORDINATED 09/24 3.63.69/11/2024493,000484,1460.18
SBA TOWER TRUST SBAC 2014 2A C 144A3.86910/15/2049500,000483,9990.18
ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.853.8511/15/2024500,000483,6740.18
FNMA POOL BD1165 FN 10/46 FIXED 3310/1/2046543,370483,0480.18
AMGEN INC SR UNSECURED 11/27 3.23.211/2/2027525,000482,4570.18
MKT 2020 525M MORTGAGE TRUST MKT 2020 525M A 144A2.6942/12/2040600,000481,7890.18
VENTAS REALTY LP COMPANY GUAR 02/25 3.53.52/1/2025500,000477,9600.18
NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.2484.2489/1/2035500,000476,7520.18
BPCE SA SUBORDINATED 144A 04/26 4.8754.8754/1/2026500,000473,1890.18
AXA SA SUBORDINATED 12/30 8.68.612/15/2030400,000471,7300.18
HOLOGIC INC COMPANY GUAR 144A 02/29 3.253.252/15/2029570,000467,3860.18
CITIGROUP INC SR UNSECURED 04/25 VAR3.3524/24/2025475,000458,4830.17
FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A3.57360712/25/2051525,000455,1610.17
FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A3.6616162/25/2052520,000452,9220.17
FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A4.0548048/25/2052500,000450,8240.17
ZELIS HEALTHCARE CORPORATION 2021 TERM LOAN09/30/2026464,342448,1730.17
BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.554.5510/1/2029500,000446,3880.17
CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.753.752/15/2031560,000445,4670.17
NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.4733.4737/1/2028500,000442,3010.17
FREDDIE MAC FHR 3806 L3.52/15/2026446,968441,6140.17
HTA GROUP LTD COMPANY GUAR REGS 12/25 7712/18/2025500,000438,0950.17
COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.0195.01912/1/2041435,000433,7540.16
AIR LEASE CORP SR UNSECURED 12/27 3.6253.62512/1/2027500,000433,4650.16
STHRN OH PORT EXEMPT FAC REVEN SHNTRN 12/30 FIXED OID 6.56.512/1/2030470,000416,6820.16
FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A4.22289410/25/2031461,000416,2600.16
BIOGROUP LCD 2021 EUR TERM LOAN B02/9/2028465,000408,6550.15
AXIAN TELECOM COMPANY GUAR 144A 02/27 7.3757.3752/16/2027445,000406,0630.15
BOSTON PROPERTIES LP SR UNSECURED 02/26 3.653.652/1/2026430,000405,1680.15
FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X2.79479310/25/20552,123,258403,5220.15
DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.1254.1257/1/2027425,000402,7370.15
COMM MORTGAGE TRUST COMM 2020 CX B 144A2.44611/10/2046524,000398,5420.15
HOWARD UNIVERSITY SR UNSECURED 10/52 5.2095.20910/1/2052470,000398,0380.15
OCHSNER CLINIC FOUNDATIO SECURED 05/45 5.8975.8975/15/2045400,000395,0320.15
CITIGROUP INC SR UNSECURED 05/32 VAR2.5615/1/2032500,000384,2970.14
AT+T INC SR UNSECURED 09/55 3.553.559/15/2055572,000376,3780.14
BANK OF AMERICA CORP SR UNSECURED 03/51 VAR4.0833/20/2051500,000375,6820.14
FREMF MORTGAGE TRUST FREMF 2019 K736 C 144A3.8839817/25/2026400,000369,4750.14
DCERT BUYER INC 2019 TERM LOAN B010/16/2026384,903368,1320.14
NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.1541.1547/1/2027430,000367,5970.14
AMERICAN INTL GROUP SR UNSECURED 04/26 3.93.94/1/2026380,000363,3070.14
AMERICAN TOWER CORP SR UNSECURED 02/24 552/15/2024362,000362,1680.14
BOELS TOPHOLDING BV 2021 EUR TERM LOAN B02/6/2027400,000361,4910.14
FED HM LN PC POOL G08816 FG 06/48 FIXED 3.53.56/1/2048394,412360,6860.14
FANNIE MAE FNR 2012 17 BC3.53/25/2027368,000359,5810.14
WRKCO INC COMPANY GUAR 09/24 339/15/2024375,000358,4770.14
PARAMOUNT GLOBAL SR UNSECURED 01/27 2.92.91/15/2027400,000356,8880.13
RUSSELL INVESTMENTS 2020 TERM LOAN05/30/2025383,461355,5000.13
GCAT GCAT 2021 CM2 A1 144A2.3528/25/2066374,696353,0550.13
CHANGE HEALTH / FIN INC COMPANY GUAR 144A 03/25 5.755.753/1/2025350,000349,2060.13
LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A1.466/15/2026360,014347,8440.13
SLG OFFICE TRUST SLG 2021 OVA B 144A2.706797/15/2041445,000347,6770.13
FNMA POOL BC1171 FN 06/46 FIXED 3.53.56/1/2046372,354341,6310.13
FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.2581.2587/1/2025375,000339,6840.13
FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X10.75770411/25/20298,910,661326,4050.12
WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A43.6179/15/2057340,000323,1560.12
DIST OF COLUMBIA REVENUE DISREV 04/42 FIXED 3.4323.4324/1/2042430,000319,1700.12
YMCA OF GREATER NY SR UNSECURED 08/32 3.233.238/1/2032375,000315,4580.12
DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.753.753/4/2025325,000311,0270.12
ATHENAHEALTH INC 2022 TERM LOAN B02/15/2029341,174306,5450.12
MORGAN STANLEY BAML TRUST MSBAM 2013 C12 A44.25910/15/2046300,000297,5590.11
MORGAN STANLEY BAML TRUST MSBAM 2014 C15 A44.0514/15/2047300,000294,9660.11
GO DADDY OPERATING COMPANY LLC 2021 TERM LOAN B408/10/2027303,025294,6290.11
REGENCY CENTERS LP COMPANY GUAR 06/24 3.753.756/15/2024300,000291,1210.11
HUDSON YARDS HY 2019 30HY D 144A3.5578977/10/2039365,000288,7040.11
FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X11.7965779/25/20452,242,495287,5810.11
AIA GROUP LTD SR UNSECURED 144A 03/46 4.54.53/16/2046325,000283,6450.11
CROWN CASTLE INC SR UNSECURED 06/26 3.73.76/15/2026300,000282,1480.11
FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X11.0252029/25/20304,963,248278,9720.11
COMM MORTGAGE TRUST COMM 2015 LC19 A43.1832/10/2048291,000277,7900.1
FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X11.2558689/25/20304,060,473277,3270.1
FREDDIE MAC FHR 3877 LM3.56/15/2026278,661275,5700.1
FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A4.0548048/25/2052307,000272,9760.1
CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B202/1/2027281,619271,5110.1
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.943.948/15/2041335,000271,0410.1
PENNSYLVANIA ST INDL DEV AUTH PASDEV 07/24 FIXED 3.5563.5567/1/2024271,000267,6780.1
TRICOLOR AUTO SECURITIZATION T TAST 2022 1A A 144A3.32/18/2025269,718266,2630.1
ADVOCATE HEALTH CORP UNSECURED 06/30 2.2112.2116/15/2030325,000264,8870.1
ALLINA HEALTH SYSTEM UNSECURED 11/45 4.8054.80511/15/2045291,000264,4340.1
VERISURE HOLDING AB 2021 EURO TERM LOAN03/27/2028300,000263,3300.1
ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.152.159/2/2031350,000258,0510.1
INSULET CORPORATION TERM LOAN B05/4/2028261,688256,2360.1
FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X11.4825016/25/20303,205,606255,5540.1
FANNIE MAE FNR 2020 1 AC3.58/25/2058256,665243,7400.09
BNP PARIBAS SR UNSECURED 144A 01/24 3.83.81/10/2024245,000240,6070.09
REINSURANCE GRP OF AMER SR UNSECURED 09/26 3.953.959/15/2026250,000240,0060.09
FREMF MORTGAGE TRUST FREMF 2017 K729 B 144A3.79854411/25/2049250,000239,8660.09
BECTON DICKINSON AND CO PREFERRED STOCK 06/23 605,000235,7000.09
REPUBLIC OF CHILE SR UNSECURED 07/31 0.830.837/2/2031324,000235,1130.09
INSULET CORPORATION SR UNSECURED 09/26 0.3750.3759/1/2026195,000230,7830.09
DANAHER CORP PREFERRED STOCK 04/23 50170229,0730.09
AMERICAN TOWER CORP SR UNSECURED 05/24 3.3753.3755/15/2024235,000229,0290.09
CHICAGO IL TRANSIT AUTH SALES CHITRN 12/40 FIXED 3.9123.91212/1/2040260,000218,6870.08
DIGNITY HEALTH SECURED 11/64 5.2675.26711/1/2064250,000213,6450.08
FNMA POOL BE8063 FN 12/46 FIXED 3312/1/2046240,495212,2910.08
FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X11.49016/25/20302,537,655205,7490.08
AMERICAN BUILDERS CONTRACTOR 2019 TERM LOAN01/15/2027210,963204,6670.08
STARBUCKS CORP SR UNSECURED 12/47 3.753.7512/1/2047275,000203,1340.08
FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A3.88087611/25/2050220,000201,1760.08
BANK BANK 2019 BN24 XA0.75978311/15/20625,502,703198,8680.07
APPLE INC SR UNSECURED 05/50 2.652.655/11/2050300,000198,0770.07
ALIBABA GROUP HOLDING SR UNSECURED 06/23 2.82.86/6/2023200,000197,4510.07
CPT MORTGAGE TRUST CPTS 2019 CPT A 144A2.86511/13/2039240,000196,1870.07
BLOCK INC SR UNSECURED 03/25 0.1250.1253/1/2025215,000195,9190.07
MORGAN STANLEY SUBORDINATED 04/27 3.953.954/23/2027210,000195,5460.07
FNMA POOL BJ6137 FN 01/48 FIXED 3.53.51/1/2048212,898194,3010.07
BANK BANK 2020 BN28 XA1.8957843/15/20631,923,587194,1820.07
MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.9683.9687/1/2027205,000193,0220.07
FED HM LN PC POOL Q33602 FG 05/45 FIXED 335/1/2045215,628192,8780.07
ASSICURAZIONI GENERALI SUBORDINATED REGS 07/31 2.4292.4297/14/2031265,000192,6540.07
DEXCOM INC SR UNSECURED 11/25 0.250.2511/15/2025205,000189,8810.07
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/25 FIXED 2.3062.3067/1/2025200,000185,6870.07
FNMA POOL 932441 FN 01/40 FIXED 441/1/2040192,217183,4770.07
EBAY INC SR UNSECURED 06/27 3.63.66/5/2027195,000180,9360.07
FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A3.8941369/25/2051204,000179,4160.07
FREDDIE MAC FHR 4961 JB2.512/15/2042196,694177,7870.07
VODAFONE GROUP PLC SR UNSECURED 02/37 6.156.152/27/2037185,000175,0350.07
MORGAN STANLEY BAML TRUST MSBAM 2014 C19 A43.52612/15/2047180,167173,8450.07
KAISER FOUNDATION HOSPIT COMPANY GUAR 05/27 3.153.155/1/2027185,000171,7340.06
FREMF MORTGAGE TRUST FREMF 2017 K726 B 144A4.1483697/25/2049175,000171,4620.06
BLACK KNIGHT INFOSERV LL COMPANY GUAR 144A 09/28 3.6253.6259/1/2028200,000171,0000.06
LANCASTER CNTY PA HOSP AUTH LANMED 07/24 FIXED 557/1/2024165,000164,3900.06
REINSURANCE GRP OF AMER SR UNSECURED 09/23 4.74.79/15/2023164,000163,5220.06
USI INC INCREMENTAL TERM LOAN B05/16/2024166,250162,2150.06
BLACKHAWK NETWORK HLDGS INC TERM LOAN B06/15/2025172,350161,4060.06
CROCS INC TERM LOAN B02/17/2029169,500160,3540.06
FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X11.2113456/25/20302,346,333156,9880.06
NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.1254.12511/1/2024160,000156,0180.06
PROLOGIS LP SR UNSECURED 10/26 3.253.2510/1/2026165,000153,9950.06
COMMONSPIRIT HEALTH SR SECURED 10/30 2.7822.78210/1/2030185,000147,8300.06
XPLORNET COMMUNICATIONS INC TERM LOAN010/2/2028167,552147,5850.06
ETSY INC SR UNSECURED 10/26 0.1250.12510/1/2026110,000147,1800.06
FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A4.2178417/25/2050155,000145,1910.05
BON SECOURS MERCY SECURED 06/25 1.351.356/1/2025155,000140,2490.05
BANK BANK 2017 BNK8 ASB3.31411/15/2050147,000139,3610.05
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.194.198/15/2055190,000136,7850.05
LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 557/1/2025135,000134,0700.05
FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X11.6801135/25/20301,448,460132,2520.05
FREDDIE MAC FHR 3800 CB3.52/15/2026129,831128,4550.05
FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A4.1746787/25/2027136,000127,2830.05
FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X11.5352395/25/20301,500,977126,3420.05
FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X10.93936611/25/20302,416,470125,6440.05
BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA1.3846463/15/20622,323,673125,4690.05
FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS1.300037/25/20411,196,590125,4270.05
FNMA POOL 745327 FN 03/36 FIXED VAR63/1/2036117,542124,3450.05
COMM MORTGAGE TRUST COMM 2013 LC6 A42.9411/10/2046123,441123,0640.05
PHILADELPHIA PA REDEV AUTH PHIDEV 09/29 FIXED 2.2392.2399/1/2029145,000122,6530.05
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/25 FIXED 3.9113.9117/1/2025125,000121,2220.05
MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A1.448/20/2046137,816115,3890.04
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.654.658/15/2030130,000114,5150.04
LIFE FINANCIAL SERVICES TRUST LIFE 2021 BMR D 144A4.2183/15/2038117,956112,0080.04
HOWARD UNIVERSITY INSURED 10/25 1.9911.99110/1/2025120,000109,0350.04
FNMA POOL AY3370 FN 04/45 FIXED 2.52.54/1/2045121,104102,9760.04
FED HM LN PC POOL G08347 FG 06/39 FIXED 4.54.56/1/2039103,169101,3610.04
FED HM LN PC POOL G30614 FG 12/32 FIXED 3.53.512/1/2032107,070101,2460.04
MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4410/1/2027100,000100,8110.04
NORTHEASTERN UNIVERSITY UNSECURED 03/32 5.2855.2853/1/2032100,000100,5350.04
SACRAMENTO CNTY CA PENSN OBLG SACGEN 08/23 INTERAPREC VAR5.738/15/202399,189100,2210.04
FANNIE MAE CAS CAS 2016 C07 2M27.4345/25/202997,756100,0740.04
AVIENT CORPORATION TERM LOAN B08/29/2029100,00099,9060.04
MARSH + MCLENNAN COS INC SR UNSECURED 03/23 3.33.33/14/2023100,00099,5760.04
FNMA POOL AE4192 FN 10/40 FIXED 4410/1/2040103,67598,9490.04
WASHINGTON ST HSG FIN COMMISSI WASHSG 01/24 FIXED 441/1/2024100,00098,9270.04
FREMF MORTGAGE TRUST FREMF 2017 K725 B 144A4.0388112/25/2050100,00097,8200.04
BANK BANK 2019 BN18 XA1.0391025/15/20622,127,26594,5260.04
FNMA POOL AS3608 FN 12/43 FIXED 2.52.512/1/2043108,29692,5030.03
FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A4.0802899/25/2049100,00091,5500.03
HOWARD UNIVERSITY INSURED 10/26 2.6572.65710/1/2026100,00090,8700.03
ZEPHYR GERMAN BIDCO GMBH EUR TERM LOAN B03/10/2028100,00089,5150.03
FREMF MORTGAGE TRUST FREMF 2017 K729 C 144A3.79854411/25/204990,00085,5070.03
FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X10.62624310/25/20312,297,96284,4440.03
FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A3.97400810/25/204990,00083,2410.03
FED HM LN PC POOL G01837 FG 07/35 FIXED 557/1/203581,41582,3220.03
SAN BERNARDINO CNTY CA PENSN O SBDGEN 08/23 FIXED 6.026.028/1/202380,00080,9580.03
UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.5812.5819/1/2031100,00080,8410.03
OKLAHOMA ST UNIV AGRIC MECH OKSHGR 09/36 FIXED 3.4273.4279/1/2036100,00080,8040.03
FNMA POOL AB4168 FN 01/32 FIXED 3.53.51/1/203284,71780,0340.03
COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A2.2512/15/2052100,00079,7650.03
BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA1.6311681/15/2054883,82979,4750.03
FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A4.0802899/25/204985,00078,9750.03
FED HM LN PC POOL A37619 FG 09/35 FIXED 4.54.59/1/203580,33378,8430.03
COMM MORTGAGE TRUST COMM 2020 CX C 144A2.77294811/10/2046100,00075,9940.03
FREDDIE MAC FHR 3768 CB3.512/15/202574,43473,5950.03
COMM MORTGAGE TRUST COMM 2020 CX D 144A2.77294811/10/2046100,00073,4810.03
FED HM LN PC POOL G06990 FG 08/40 FIXED 5.55.58/1/204070,81773,3660.03
FNMA POOL AB6472 FN 10/27 FIXED 2210/1/202775,98972,2060.03
FED HM LN PC POOL J17791 FG 01/27 FIXED 331/1/202769,59867,7780.03
FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X10.811212/25/20301,465,99266,5180.03
FREMF MORTGAGE TRUST FREMF 2017 K64 B 144A4.1313655/25/205070,00065,4560.02
FNMA POOL AP9592 FN 10/32 FIXED 3.53.510/1/203268,79264,6370.02
FED HM LN PC POOL A94362 FG 10/40 FIXED 4410/1/204067,48264,4760.02
FNMA POOL AR1524 FN 01/28 FIXED 221/1/202866,57762,9360.02
BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A2.80933/10/203362,30860,1140.02
FANNIE MAE CAS CAS 2017 C01 1M26.6347/25/202958,20058,8490.02
FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A3.88087611/25/205065,00058,7840.02
FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A4.16007711/25/203267,00057,6370.02
FED HM LN PC POOL G01828 FG 04/35 FIXED 4.54.54/1/203557,95156,8070.02
FNMA POOL AB1343 FN 08/40 FIXED 4.54.58/1/204057,16556,0710.02
FNMA POOL MA1630 FN 10/33 FIXED 4410/1/203358,57055,9410.02
FNMA POOL 930672 FN 03/39 FIXED 4.54.53/1/203956,41355,3750.02
FED HM LN PC POOL A95085 FG 11/40 FIXED 4411/1/204058,23955,3640.02
COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.153.158/15/202457,00054,6270.02
FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.54.57/1/203655,35154,4090.02
VODAFONE GROUP PLC SR UNSECURED 02/43 4.3754.3752/19/204370,00053,7350.02
FED HM LN PC POOL G02424 FG 12/36 FIXED 5.55.512/1/203650,29752,1060.02
ATHENAHEALTH INC 2022 DELAYED DRAW TERM LOAN02/15/202957,97152,0870.02
FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X10.4023831/25/20312,465,00051,8880.02
FED HM LN PC POOL G14599 FG 11/27 FIXED 2.52.511/1/202753,35351,2300.02
FED HM LN PC POOL G04997 FG 01/37 FIXED 551/1/203750,66151,2230.02
FNMA POOL MA0949 FN 01/32 FIXED 3.53.51/1/203252,03949,1530.02
DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA1.8273199/15/2053641,64346,7910.02
FNMA POOL MA1931 FN 06/24 FIXED 2.52.56/1/202447,00046,3080.02
SS C TECHNOLOGIES INC TERM LOAN B 304/16/202545,60144,2440.02
ETSY INC SR UNSECURED 09/27 0.1250.1259/1/202750,00044,1750.02
FNMA POOL BE1416 FN 11/31 FIXED 2.52.511/1/203146,74943,4740.02
FNMA POOL AE0216 FN 08/40 FIXED VAR48/1/204045,40943,3470.02
FED HM LN PC POOL G06079 FG 07/39 FIXED 667/1/203941,28442,9930.02
FED HM LN PC POOL A89148 FG 10/39 FIXED 4410/1/203944,25342,2810.02
BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA1.9151967/15/2053503,22541,1440.02
FNMA POOL 190370 FN 06/36 FIXED VAR66/1/203638,81640,8110.02
FED HM LN PC POOL A89384 FG 10/39 FIXED 4410/1/203942,56940,4700.02
TRICOLOR AUTO SECURITIZATION T TAST 2021 1A A 144A0.744/15/202440,42640,2840.02
FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X11.11998610/25/2030659,02240,2660.02
FED HM LN PC POOL Q06160 FG 02/37 FIXED 442/1/203741,24339,4120.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X10.8426739/25/20271,293,59739,3100.01
FNMA POOL 995243 FN 08/38 FIXED VAR4.58/1/203839,27338,5740.01
FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A3.85390110/25/204940,00036,2190.01
FNMA POOL AE0625 FN 12/40 FIXED VAR412/1/204037,87136,1430.01
SS C TECHNOLOGIES INC SS C EUROPEAN HOLDINGS SARL04/16/202537,01835,9170.01
FNMA POOL 995082 FN 08/37 FIXED VAR5.58/1/203734,31035,4540.01
FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR3.01410/1/204334,97034,9010.01
FNMA POOL AL1627 FN 09/41 FIXED VAR4.59/1/204135,26634,5930.01
FNMA POOL MA0639 FN 02/41 FIXED 442/1/204135,42533,8100.01
FED HM LN PC POOL A93101 FG 07/40 FIXED 557/1/204032,66432,9240.01
FED HM LN PC POOL Q00291 FG 04/41 FIXED 554/1/204129,96230,2980.01
FED HM LN PC POOL A97047 FG 02/41 FIXED 4.54.52/1/204130,78830,1540.01
FNMA POOL BD1153 FN 08/46 FIXED 338/1/204629,65826,2800.01
FED HM LN PC POOL A95796 FG 12/40 FIXED 4412/1/204027,63426,2690.01
FNMA POOL AC9564 FN 02/40 FIXED 4.54.52/1/204026,69726,1860.01
FED HM LN PC POOL A87874 FG 08/39 FIXED 448/1/203923,40122,3590.01
FNMA POOL AA9846 FN 08/39 FIXED 448/1/203922,48021,4600.01
FNMA POOL 889529 FN 03/38 FIXED VAR63/1/203820,19821,2370.01
FNMA POOL AD1649 FN 03/40 FIXED 443/1/204022,08820,9780.01
FED HM LN PC POOL G08499 FG 07/42 FIXED 337/1/204222,27320,0370.01
FNMA POOL AE0215 FN 12/39 FIXED VAR412/1/203920,78519,8420.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X10.97289211/25/2030364,04719,6360.01
FED HM LN PC POOL J20118 FG 08/27 FIXED 2.52.58/1/202719,85619,0940.01
FNMA POOL AL0049 FN 12/35 FIXED VAR612/1/203518,34418,8870.01
FED HM LN PC POOL A89729 FG 11/39 FIXED 4411/1/203919,50618,6360.01
YUZHOU GROUP SR SECURED REGS 01/27 6.356.351/13/2027255,00018,2550.01
FNMA POOL AC1877 FN 09/39 FIXED 4.54.59/1/203918,39518,0440.01
FNMA POOL 745044 FN 08/35 FIXED VAR4.58/1/203517,16516,8000.01
FNMA POOL AL0005 FN 01/41 FIXED VAR4.51/1/204117,07216,7470.01
FNMA POOL AJ5974 FN 12/36 FIXED 4412/1/203617,31516,5300.01
FNMA POOL AC2817 FN 10/39 FIXED 4410/1/203915,43414,7330.01
FNMA POOL AE0624 FN 11/40 FIXED VAR411/1/204015,11214,4330.01
FED HM LN PC POOL A93996 FG 09/40 FIXED 4.54.59/1/204014,55114,2890.01
FNMA POOL AE4113 FN 10/40 FIXED 4410/1/204014,66713,9990.01
FED HM LN PC POOL G01838 FG 07/35 FIXED 557/1/203513,63313,7850.01
FNMA POOL AS8449 FN 12/31 FIXED 2.52.512/1/203114,10213,1130
FNMA POOL AW4685 FN 05/44 FLOATING VAR2.7825/1/204412,53712,5780
FED HM LN PC POOL G01779 FG 04/35 FIXED 554/1/203512,19412,3290
FNMA POOL AE5143 FN 11/40 FIXED 4411/1/204012,49511,9260
FNMA POOL 890248 FN 08/37 FIXED VAR68/1/203710,90511,4650
FREDDIE MAC STACR STACR 2018 HRP1 M2 144A4.7344/25/204311,39511,3730
FED HM LN PC POOL A12413 FG 08/33 FIXED 558/1/203310,37910,4690
FNMA POOL AI7951 FN 08/36 FIXED 4.54.58/1/203610,0619,7980
COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.853.852/1/202510,0009,6400
FED HM LN PC POOL A94742 FG 11/40 FIXED 4411/1/20409,8399,3770
FNMA POOL AB1763 FN 11/30 FIXED 4411/1/20309,4629,0390
FED HM LN PC POOL Z40004 FG 08/36 FIXED 668/1/20368,2208,6520
FNMA POOL AD8033 FN 08/40 FIXED 448/1/20408,1967,8240
FED HM LN PC POOL A95084 FG 11/40 FIXED 4411/1/20407,9827,6310
FED HM LN PC POOL Q17103 FG 06/41 FIXED 446/1/20415,9415,5850
FNMA POOL MA0919 FN 12/31 FIXED 3.53.512/1/20315,3375,0410
FED HM LN PC POOL G05052 FG 10/33 FIXED 5510/1/20334,6224,5570
FNMA POOL AC5401 FN 10/39 FIXED 5510/1/20392,1452,1600
ADIENT US LLC 2021 TERM LOAN B04/10/20280
Holdings as of 09/30/2022

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