Security NameCoupon Rate (%)Maturity DateSharesMarket Value ($)Weight (%)
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE64/15/2055 7,070,000 7,181,693 2.8
FANNIE MAE NOTES 08/30 0.8750.8758/5/2030 8,000,000 6,790,935 2.7
KFW GOVT GUARANT 02/34 4.3754.3752/28/2034 6,000,000 6,043,558 2.4
FNMA PRIN STRIPS NOTES 07/37 0.0000007/15/2037 9,000,000 5,025,230 2
FEDERAL FARM CREDIT BANK BONDS 03/26 4.54.53/2/2026 5,000,000 5,018,965 2
FED HOME LN DISCOUNT NT DISCOUNT NOT 05/25 0.000000.015/13/2025 5,000,000 4,975,275 1.9
FEDERAL HOME LOAN BANK BONDS 11/28 3.253.2511/16/2028 5,000,000 4,891,020 1.9
FANNIE MAE UNSECURED 10/27 0.750.7510/8/2027 5,000,000 4,625,865 1.8
FNMA POOL CB2291 FN 12/51 FIXED 2.52.512/1/2051 4,732,220 3,968,309 1.6
FNMA POOL CB3799 FN 06/52 FIXED 336/1/2052 4,163,375 3,673,493 1.4
KFW GOVT GUARANT 06/37 0.000000.016/29/2037 6,000,000 3,508,442 1.4
FEDERAL HOME LOAN BANK BONDS 03/26 4.1254.1253/13/2026 3,500,000 3,500,442 1.4
FED HOME LN DISCOUNT NT DISCOUNT NOT 04/25 0.0000004/14/2025 3,500,000 3,494,270 1.4
FNMA POOL CB2770 FN 02/52 FIXED 222/1/2052 4,090,527 3,303,260 1.3
FHLMC MULTIFAMILY STRUCTURED P FHMS K 160 A24.58/25/2033 3,270,526 3,258,482 1.3
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE44/15/2055 3,400,000 3,168,353 1.2
FNMA POOL CB3033 FN 03/52 FIXED 223/1/2052 3,861,493 3,134,094 1.2
FED HM LN PC POOL SD3512 FR 08/53 FIXED 668/1/2053 3,060,412 3,116,804 1.2
GNMA II TBA 30 YR 3.5 JUMBOS3.54/15/2055 3,400,000 3,111,282 1.2
FED HM LN PC POOL SD5316 FR 04/54 FIXED 664/1/2054 2,978,401 3,026,802 1.2
FEDERAL HOME LOAN BANK BONDS 02/27 0.90.92/26/2027 3,000,000 2,833,949 1.1
FEDERAL HOME LOAN BANK BONDS 11/35 3.3153.31511/13/2035 3,000,000 2,719,860 1.1
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE24/15/2055 3,200,000 2,543,648 1
EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.750.759/23/2030 3,000,000 2,521,310 1
FED HM LN PC POOL RJ0441 FR 12/53 FIXED 6612/1/2053 2,393,528 2,442,463 1
GNMA II TBA 30 YR 2 JUMBOS24/15/2055 2,900,000 2,372,244 0.9
FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.55.59/1/2053 2,249,838 2,250,087 0.9
FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.55.55/1/2053 2,245,008 2,246,413 0.9
FNMA POOL BV1907 FN 12/51 FIXED 2.52.512/1/2051 2,612,295 2,197,615 0.9
FED HM LN PC POOL RA9298 FR 06/53 FIXED 5.55.56/1/2053 2,188,536 2,189,850 0.9
FEDERAL FARM CREDIT BANK BONDS 10/49 2.6252.62510/15/2049 3,250,000 2,181,445 0.9
FNMA POOL FS0508 FN 01/52 FIXED VAR31/1/2052 2,485,097 2,160,805 0.8
UNITED KINGDOM GILT BONDS REGS 07/53 1.51.57/31/2053 3,665,000 2,150,301 0.8
BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/53 1.81.88/15/2053 2,605,000 2,147,566 0.8
FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.55.55/1/2054 1,902,599 1,901,339 0.7
FNMA POOL MA5553 FN 12/54 FIXED 5.55.512/1/2054 1,902,175 1,900,618 0.7
GNMA II TBA 30 YR 2.5 JUMBOS2.54/15/2055 2,200,000 1,876,768 0.7
FNMA POOL FM2233 FN 10/49 FIXED VAR410/1/2049 1,920,405 1,810,419 0.7
BNP PARIBAS SUBORDINATED 144A 11/35 VAR5.90611/19/2035 1,640,000 1,621,448 0.6
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A3.02421/5/2039 1,750,000 1,620,878 0.6
FHLMC MULTIFAMILY STRUCTURED P FHMS K 162 A25.1512/25/2033 1,500,000 1,561,787 0.6
BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.6255.6255/15/2030 1,500,000 1,554,159 0.6
GNMA II TBA 30 YR 4.5 JUMBOS4.54/15/2055 1,600,000 1,535,250 0.6
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE3.54/15/2055 1,700,000 1,533,328 0.6
GNMA II TBA 30 YR 4 JUMBOS44/15/2055 1,600,000 1,497,924 0.6
FED HOME LN DISCOUNT NT DISCOUNT NOT 04/25 0.0000004/15/2025 1,500,000 1,497,369 0.6
FEDERAL FARM CREDIT BANK BONDS 11/37 2.782.7811/2/2037 1,800,000 1,493,815 0.6
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.551.553/25/2026 1,500,000 1,458,941 0.6
SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A2.7892/12/2041 1,615,000 1,420,504 0.6
BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.222.227/1/2028 1,400,000 1,275,502 0.5
FED HM LN PC POOL RJ2242 FR 08/54 FIXED 5.55.58/1/2054 1,270,352 1,270,490 0.5
BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR5.6013/20/2030 1,240,000 1,269,825 0.5
CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.4846.48410/23/2045 1,325,000 1,260,506 0.5
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A5.086/21/2050 1,215,000 1,219,721 0.5
CESKA SPORITELNA AS REGS 09/28 VAR0.59/13/2028 1,200,000 1,216,170 0.5
BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR6.2539/16/2026 1,200,000 1,208,378 0.5
FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR7.7512/31/2099 1,150,000 1,201,749 0.5
MACARTHUR FOUNDATION UNSECURED 12/30 1.2991.29912/1/2030 1,440,000 1,178,433 0.5
CITY OF OTTAWA UNSECURED 05/51 2.52.55/11/2051 2,390,000 1,169,897 0.5
FED HM LN PC POOL SD3684 FR 11/52 FIXED 4.54.511/1/2052 1,218,769 1,168,347 0.5
ROMANIA SR UNSECURED REGS 01/32 221/28/2032 1,360,000 1,166,775 0.5
BROADCOM INC COMPANY GUAR 11/30 4.154.1511/15/2030 1,200,000 1,161,686 0.5
APPLE INC SR UNSECURED 08/62 4.14.18/8/2062 1,435,000 1,151,521 0.5
BNP PARIBAS REGS 01/29 VAR4.3751/13/2029 1,000,000 1,119,563 0.4
JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR6.0710/22/2027 1,090,000 1,115,938 0.4
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY23/20/2050 1,885,902 1,100,250 0.4
REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8811/14/2035 1,090,000 1,097,630 0.4
FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A4.16075/25/2051 1,070,000 1,051,680 0.4
STANFORD UNIVERSITY SR UNSECURED 05/54 4.2494.2495/1/2054 1,200,000 1,013,905 0.4
AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 991/20/2031 960,000 1,010,176 0.4
BX TRUST BX 2024 VLT5 A 144A5.04973511/13/2046 1,000,000 997,606 0.4
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE24/15/2040 1,100,000 994,329 0.4
CREDIT AGRICOLE LONDON 144A 01/27 4.1254.1251/10/2027 1,000,000 993,079 0.4
GNMA II POOL MA8948 G2 06/53 FIXED 5.55.56/20/2053 981,383 986,231 0.4
PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.3751.37511/15/2025 1,000,000 979,122 0.4
COLUMBIA UNIVERSITY UNSECURED 10/35 4.3554.35510/1/2035 995,000 950,561 0.4
PARAMOUNT GLOBAL SR UNSECURED 01/31 4.954.951/15/2031 985,000 946,914 0.4
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A3.45433/10/2033 999,805 946,042 0.4
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A7.33711/15/2036 955,000 941,181 0.4
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE2.54/15/2055 1,125,000 935,629 0.4
ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.33.39/2/2040 1,250,000 923,589 0.4
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.3052.3057/1/2029 1,000,000 911,137 0.4
BX TRUST BX 2022 CLS A 144A5.7610/13/2027 892,000 903,117 0.4
HUDSON YARDS HY 2016 10HY A 144A2.8358/10/2038 915,000 886,518 0.3
MORGAN STANLEY SR UNSECURED 10/32 VAR2.51110/20/2032 1,000,000 858,642 0.3
VANTAGE DATA CENTERS JERSEY BO VDCUK 2024 1A A2 144A6.1725/28/2039 645,000 849,467 0.3
THE NHP FOUNDATION SR UNSECURED 12/28 5.855.8512/1/2028 800,000 824,327 0.3
FEDERAL FARM CREDIT BANK BONDS 03/44 3.663.663/7/2044 974,000 821,934 0.3
AFRICELL HOLDING LTD SR SECURED 144A 10/29 10.510.510/23/2029 835,000 819,498 0.3
COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.484.4812/1/2040 940,000 819,140 0.3
FEDERAL FARM CREDIT BANK BONDS 04/45 3.433.434/6/2045 1,000,000 804,560 0.3
HUNGARY SR UNSECURED REGS 09/33 5.3755.3759/12/2033 705,000 797,459 0.3
GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A2.34712/10/2040 925,000 797,425 0.3
USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.1252.1255/1/2030 885,000 790,677 0.3
BPCE SA 144A 01/31 VAR5.8761/14/2031 770,000 788,993 0.3
FANNIE MAE FNR 2020 1 L2.52/25/2050 1,246,009 787,040 0.3
FANNIE MAE FNR 2017 105 ZE31/25/2048 996,757 781,025 0.3
GREENKO DUTCH BV SR SECURED 144A 03/26 3.853.853/29/2026 800,800 777,585 0.3
PARK AVENUE TRUST PRKAV 2017 245P A 144A3.5086/5/2037 800,000 772,544 0.3
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.455.458/15/2028 770,000 756,967 0.3
UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.1794.1799/1/2117 1,000,000 752,510 0.3
CONSERVATION FUND SR UNSECURED 12/29 3.4743.47412/15/2029 800,000 751,490 0.3
ING GROEP NV SR UNSECURED 144A 01/26 4.6254.6251/6/2026 750,000 751,066 0.3
YMCA OF GREATER NY UNSECURED 08/26 2.3032.3038/1/2026 765,000 738,302 0.3
CITIGROUP INC SR UNSECURED 03/31 VAR4.4123/31/2031 750,000 731,105 0.3
SLG OFFICE TRUST SLG 2021 OVA C 144A2.850617/15/2041 835,000 715,333 0.3
BLOCK INC SR UNSECURED 144A 05/32 6.56.55/15/2032 700,000 707,932 0.3
BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.5194.5197/1/2026 705,000 702,192 0.3
BROADCOM INC SR UNSECURED 144A 11/36 3.1873.18711/15/2036 852,000 699,690 0.3
COMM MORTGAGE TRUST COMM 2020 CX A 144A2.17311/10/2046 825,000 696,787 0.3
LENDBUZZ SECURITIZATION TRUST 05/29 5.995.995/15/2029 658,864 665,338 0.3
RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.9632.9632/15/2027 670,000 654,361 0.3
MICROSOFT CORP SR UNSECURED 03/62 3.0413.0413/17/2062 1,000,000 652,868 0.3
HUDSON YARDS HY 2019 30HY A 144A3.2287/10/2039 700,000 648,075 0.3
RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.073.072/15/2028 670,000 647,491 0.3
HOWARD UNIVERSITY INSURED 10/41 3.4763.47610/1/2041 865,000 647,327 0.3
FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A3.49484711/25/2052 700,000 644,917 0.3
ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A1.9378/15/2046 660,000 632,561 0.2
MBANK SA REGS 09/27 VAR0.9669/21/2027 600,000 625,120 0.2
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.4555.4557/1/2033 600,000 617,248 0.2
CITY OF TORONTO CANADA UNSECURED 09/39 2.62.69/24/2039 1,060,000 612,370 0.2
LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A4.9710/15/2029 609,515 610,199 0.2
SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.3754.3755/28/2030 615,000 608,519 0.2
MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.114.117/15/2031 611,491 607,193 0.2
HA SUSTAINABLE INF CAP COMPANY GUAR 144A 07/34 6.3756.3757/1/2034 600,000 593,428 0.2
TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.354.352/15/2028 600,000 591,841 0.2
(SUNNOVA) AURORA I ISSUER, LLC SNVA 2020 AA A 144A2.986/20/2047 659,889 589,724 0.2
MORGAN STANLEY SR UNSECURED 01/31 VAR2.6991/22/2031 640,000 580,076 0.2
SITIOS LATINOAMERICA COMPANY GUAR 144A 11/29 6611/25/2029 570,000 576,025 0.2
BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR0.5838/24/2028 560,000 573,990 0.2
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A7.324486/15/2038 655,000 567,075 0.2
LIMAK YENILENEBILIR SR UNSECURED 144A 08/30 9.6259.6258/12/2030 575,000 566,231 0.2
STANFORD HEALTH CARE UNSECURED 08/30 3.313.318/15/2030 595,000 559,049 0.2
COMM MORTGAGE TRUST COMM 2020 SBX A 144A1.671/10/2038 595,000 558,795 0.2
ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A6.3510/15/2047 540,000 542,587 0.2
FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A3.64707910/25/2052 565,000 534,088 0.2
FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A4.32045412/25/2050 550,000 531,114 0.2
VANTAGE DATA CENTERS LLC VDC 2024 1A A2 144A5.19/15/2054 520,000 514,198 0.2
BPCE SA SUBORDINATED 144A 04/26 4.8754.8754/1/2026 500,000 500,547 0.2
GEN DIGITAL INC COMPANY GUAR 144A 04/33 6.256.254/1/2033 500,000 498,976 0.2
CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.753.752/15/2031 560,000 492,461 0.2
BIOGROUP LCD 2021 EUR TERM LOAN B02/9/2028 465,000 490,130 0.2
AIR LEASE CORP SR UNSECURED 12/27 3.6253.62512/1/2027 500,000 489,037 0.2
FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A3.4560912/25/2051 525,000 488,415 0.2
FNMA POOL BE4435 FN 11/46 FIXED 3311/1/2046 554,258 487,344 0.2
FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A3.5340952/25/2052 520,000 486,913 0.2
NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.4733.4737/1/2028 500,000 483,511 0.2
FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A3.9229848/25/2052 500,000 477,799 0.2
AXA SA SUBORDINATED 12/30 8.68.612/15/2030 400,000 472,624 0.2
BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR6.2539/16/2026 465,000 468,247 0.2
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ48/20/2052 641,473 455,918 0.2
CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A3.7573/25/2067 473,979 455,822 0.2
BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.554.5510/1/2029 500,000 455,243 0.2
ZELIS PAYMENTS BUYER INC TERM LOAN B09/28/2029 453,850 451,135 0.2
AXIAN TELECOM COMPANY GUAR 144A 02/27 7.3757.3752/16/2027 445,000 449,116 0.2
CITIGROUP INC SR UNSECURED 05/32 VAR2.5615/1/2032 500,000 434,488 0.2
COMM MORTGAGE TRUST COMM 2020 CX B 144A2.44611/10/2046 524,000 433,739 0.2
BOSTON PROPERTIES LP SR UNSECURED 02/26 3.653.652/1/2026 430,000 425,461 0.2
ALTIUM PACKAGING LLC 2024 TERM LOAN B06/11/2031 426,775 424,641 0.2
COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.0195.01912/1/2041 435,000 423,793 0.2
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.54.54/27/2031 475,000 421,219 0.2
HOWARD UNIVERSITY SR UNSECURED 10/52 5.2095.20910/1/2052 470,000 420,062 0.2
FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A4.08360510/25/2031 461,000 409,745 0.2
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.3757.3754/2/2032 400,000 404,776 0.2
GREENKO DUTCH BV SR SECURED REGS 03/26 3.853.853/29/2026 413,600 401,610 0.2
PROAMPAC PG BORROWER LLC 2024 TERM LOAN09/15/2028 400,489 399,738 0.2
NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.1541.1547/1/2027 430,000 397,785 0.2
PARAMOUNT GLOBAL SR UNSECURED 01/27 2.92.91/15/2027 400,000 387,159 0.2
FNMA POOL BD1165 FN 10/46 FIXED 3310/1/2046 437,314 386,908 0.2
TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR B 144A5.902724/15/2042 385,000 384,946 0.2
RUSSELL INVSTM US INSTL HOLD I 2024 PIK TERM LOAN05/30/2027 395,354 383,823 0.2
SLG OFFICE TRUST SLG 2021 OVA B 144A2.706797/15/2041 445,000 380,961 0.1
FNMA POOL 310229 FN 08/43 FIXED VAR3.58/1/2043 406,147 378,014 0.1
BX TRUST BX 2022 CLS B 144A6.310/13/2027 375,000 375,988 0.1
BOELS TOPHOLDING BV 2025 EUR TERM LOAN B05/23/2031 344,828 372,296 0.1
FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.2581.2587/1/2025 375,000 371,930 0.1
NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.2484.2489/1/2035 380,000 370,081 0.1
DCERT BUYER INC 2019 TERM LOAN B010/16/2026 375,033 365,277 0.1
ZORLU ENERJI ELEKTRIK COMPANY GUAR 144A 04/30 11114/23/2030 370,000 359,261 0.1
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A7.512/15/2028 344,155 352,958 0.1
CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A610/25/2057 344,488 344,731 0.1
ATHENAHEALTH GROUP INC 2025 TERM LOAN B02/15/2029 347,680 344,203 0.1
COMPASS DATACENTERS ISSUER II, CMPDC 2024 2A A1 144A5.0228/25/2049 340,000 338,314 0.1
WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A43.6179/15/2057 340,000 337,531 0.1
RETAINED VANTAGE DATA CENTERS VDCR 2024 1A A2 144A4.9929/15/2049 340,000 334,539 0.1
MOSAIC SOLAR LOANS LLC MSAIC 2025 1A A 144A6.128/22/2050 325,568 329,046 0.1
VERISURE HOLDING AB 2021 EURO TERM LOAN03/27/2028 300,000 324,303 0.1
YMCA OF GREATER NY SR UNSECURED 08/32 3.233.238/1/2032 375,000 315,687 0.1
NEW YORK NY NYC 10/54 FIXED 5.1145.11410/1/2054 320,000 310,761 0.1
IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.258.2511/29/2031 300,000 298,816 0.1
FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X2.77679410/25/2055 1,989,611 297,040 0.1
GO DADDY OPERATING COMPANY LLC 2024 TERM LOAN B705/30/2031 296,137 294,805 0.1
ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.152.159/2/2031 350,000 293,422 0.1
ADVOCATE HEALTH CORP UNSECURED 06/30 2.2112.2116/15/2030 325,000 290,274 0.1
FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A3.9229848/25/2052 307,000 289,584 0.1
CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A7.5256/25/2058 284,178 285,309 0.1
ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A68/17/2048 280,000 282,765 0.1
CORE + MAIN LP 2024 REPRICED TERM LOAN B02/9/2031 282,155 281,450 0.1
FED HM LN PC POOL G08816 FG 06/48 FIXED 3.53.56/1/2048 306,845 280,653 0.1
FNMA POOL BC1171 FN 06/46 FIXED 3.53.56/1/2046 299,208 274,921 0.1
CHARTER COMM OPETING LLC 2024 TERM LOAN B5012/15/2031 275,123 274,486 0.1
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A7.0910/16/2028 267,727 272,622 0.1
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ3.510/20/2049 389,749 267,959 0.1
DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.1254.1257/1/2027 265,000 264,753 0.1
AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A7.123/15/2027 234,915 235,273 0.1
CANARY WHARF GROUP SR SECURED REGS 04/28 3.3753.3754/23/2028 200,000 233,314 0.1
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.943.948/15/2041 335,000 233,249 0.1
FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X11.762999/25/2045 2,085,041 232,870 0.1
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A6.928/15/2028 227,879 231,548 0.1
HOLOGIC INC COMPANY GUAR 144A 02/29 3.253.252/15/2029 250,000 230,805 0.1
PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A B 144A5.715/15/2028 225,000 226,373 0.1
LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A4.225/17/2027 223,999 223,394 0.1
FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X10.63639911/25/2029 8,784,908 220,812 0.1
280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A6.740899/15/2034 228,000 219,896 0.1
GCAT GCAT 2021 CM2 A1 144A2.3528/25/2066 237,534 219,014 0.1
FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A3.75243311/25/2050 220,000 214,932 0.1
AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B01/31/2031 206,162 206,125 0.1
MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.9683.9687/1/2027 205,000 203,147 0.1
FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X10.9243659/25/2030 4,910,544 201,402 0.1
DEXCOM INC SR UNSECURED 11/25 0.250.2511/15/2025 205,000 199,926 0.1
AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.756.755/20/2029 200,000 198,811 0.1
INTERCONTINENTALEXCHANGE SR UNSECURED 09/28 3.6253.6259/1/2028 200,000 194,811 0.1
FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A3.7685869/25/2051 204,000 193,006 0.1
FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X11.1417759/25/2030 3,994,757 192,917 0.1
APPLE INC SR UNSECURED 05/50 2.652.655/11/2050 300,000 189,145 0.1
AMERICAN INTL GROUP SR UNSECURED 04/26 3.93.94/1/2026 190,000 188,545 0.1
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 6.0696.0697/1/2033 175,000 185,802 0.1
FNMA POOL BE8063 FN 12/46 FIXED 3312/1/2046 207,170 181,722 0.1
FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X11.370496/25/2030 3,154,487 178,531 0.1
FANNIE MAE FNR 2020 1 AC3.58/25/2058 182,835 172,379 0.1
TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A6.3612/15/2027 170,030 171,113 0.1
BLACKHAWK NETWORK HOLDINGS INC 2025 TERM LOAN B03/12/2029 168,826 168,404 0.1
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A C 144A6.256/21/2050 165,000 165,243 0.1
IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/34 FIXED 5.3435.34312/1/2034 165,000 162,875 0.1
USI INC 2024 TERM LOAN D011/21/2029 162,131 160,915 0.1
FNMA POOL BJ6137 FN 01/48 FIXED 3.53.51/1/2048 171,902 157,010 0.1
BON SECOURS MERCY SECURED 06/25 1.351.356/1/2025 155,000 154,152 0.1
FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A4.0816717/25/2050 155,000 152,310 0.1
(SUNNOVA) AURORA I ISSUER, LLC SNVA 2021 A A 144A1.82/20/2048 187,139 147,357 0.1
FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X11.3754416/25/2030 2,521,477 145,726 0.1
BANK BANK 2019 BN24 XA0.63260111/15/2062 5,434,143 142,970 0.1
BANK BANK 2020 BN28 XA1.7590423/15/2063 1,866,012 141,894 0.1
FNMA POOL 932441 FN 01/40 FIXED 441/1/2040 140,521 135,479 0.1
LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 557/1/2025 135,000 134,980 0.1
FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A4.0378097/25/2027 136,000 133,385 0.1
FED HM LN PC POOL Q33602 FG 05/45 FIXED 335/1/2045 148,291 132,717 0.1
FREDDIE MAC FHR 4961 JB2.512/15/2042 144,957 132,062 0.1
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.654.658/15/2030 130,000 128,019 0.1
PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A B 144A4.562/15/2029 125,000 124,752 0
SUNNOVA HESTIA II ISSUER, LLC SNVA 2024 GRID1 1A 144A5.637/20/2051 122,876 123,651 0
HOWARD UNIVERSITY INSURED 10/25 1.9911.99110/1/2025 120,000 117,772 0
FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X11.1137656/25/2030 2,332,868 112,518 0
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.194.198/15/2055 190,000 109,406 0
ETSY INC SR UNSECURED 10/26 0.1250.12510/1/2026 110,000 106,013 0
FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS1.2262027/25/2041 1,161,365 105,069 0
MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4410/1/2027 100,000 100,020 0
MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A5.59/20/2049 101,397 99,927 0
FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A4.431/18/2028 99,123 98,961 0
FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A3.9460259/25/2049 100,000 97,757 0
HOWARD UNIVERSITY INSURED 10/26 2.6572.65710/1/2026 100,000 96,501 0
SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A64/20/2049 95,000 96,418 0
FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X11.5680815/25/2030 1,435,861 94,406 0
FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X10.84605411/25/2030 2,400,166 90,236 0
COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A2.2512/15/2052 100,000 90,195 0
FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X11.4311125/25/2030 1,488,374 89,346 0
UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.5812.5819/1/2031 100,000 88,522 0
FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A3.84131710/25/2049 90,000 88,081 0
FNMA POOL 745327 FN 03/36 FIXED VAR63/1/2036 81,715 85,337 0
FNMA POOL AY3370 FN 04/45 FIXED 2.52.54/1/2045 98,633 84,615 0
FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A3.9460259/25/2049 85,000 83,717 0
COMM MORTGAGE TRUST COMM 2020 CX C 144A2.68349811/10/2046 100,000 82,254 0
FANNIE MAE FNR 2012 17 BC3.53/25/2027 81,167 80,316 0
BANK BANK 2017 BNK8 ASB3.31411/15/2050 81,217 79,912 0
MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A1.448/20/2046 94,545 79,874 0
COMM MORTGAGE TRUST COMM 2020 CX D 144A2.68349811/10/2046 100,000 78,923 0
BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA1.22063/15/2062 1,923,609 78,309 0
FNMA POOL AE4192 FN 10/40 FIXED 4410/1/2040 78,923 76,043 0
FED HM LN PC POOL G08347 FG 06/39 FIXED 4.54.56/1/2039 75,759 74,957 0
VODAFONE GROUP PLC SR UNSECURED 02/37 6.156.152/27/2037 66,000 69,964 0
FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X10.5320410/25/2031 2,293,782 64,256 0
FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A3.75243311/25/2050 65,000 63,089 0
BANK BANK 2019 BN18 XA0.8816725/15/2062 2,089,264 62,285 0
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A6.6110/15/2027 61,370 61,769 0
BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA1.5033541/15/2054 876,643 60,032 0
FREDDIE MAC FHR 3806 L3.52/15/2026 60,345 59,950 0
FED HM LN PC POOL G30614 FG 12/32 FIXED 3.53.512/1/2032 61,228 59,946 0
FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A4.0241111/25/2032 67,000 58,372 0
FED HM LN PC POOL G01837 FG 07/35 FIXED 557/1/2035 55,827 56,273 0
FNMA POOL AS3608 FN 12/43 FIXED 2.52.512/1/2043 64,645 56,024 0
FANNIE MAE CAS CAS 2016 C07 2M28.804175/25/2029 51,561 53,594 0
FED HM LN PC POOL G06990 FG 08/40 FIXED 5.55.58/1/2040 51,181 52,114 0
FED HM LN PC POOL A37619 FG 09/35 FIXED 4.54.59/1/2035 52,526 51,713 0
FNMA POOL AB4168 FN 01/32 FIXED 3.53.51/1/2032 51,528 50,286 0
FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X10.71630112/25/2030 1,457,595 48,969 0
FED HM LN PC POOL A94362 FG 10/40 FIXED 4410/1/2040 48,508 46,756 0
ETSY INC SR UNSECURED 09/27 0.1250.1259/1/2027 50,000 44,063 0
FED HM LN PC POOL A95085 FG 11/40 FIXED 4411/1/2040 43,565 41,974 0
FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.54.57/1/2036 41,153 40,515 0
FNMA POOL AP9592 FN 10/32 FIXED 3.53.510/1/2032 41,379 40,418 0
FNMA POOL MA1630 FN 10/33 FIXED 4410/1/2033 41,158 40,407 0
FED HM LN PC POOL G01828 FG 04/35 FIXED 4.54.54/1/2035 40,009 39,353 0
FNMA POOL AB1343 FN 08/40 FIXED 4.54.58/1/2040 39,794 39,303 0
FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A3.7269910/25/2049 40,000 38,624 0
FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X10.3113181/25/2031 2,463,171 36,899 0
FED HM LN PC POOL G02424 FG 12/36 FIXED 5.55.512/1/2036 35,477 36,370 0
FNMA POOL 930672 FN 03/39 FIXED 4.54.53/1/2039 36,735 36,301 0
FED HM LN PC POOL G04997 FG 01/37 FIXED 551/1/2037 34,461 34,756 0
FED HM LN PC POOL A89148 FG 10/39 FIXED 4410/1/2039 32,893 31,773 0
FNMA POOL AE0216 FN 08/40 FIXED VAR48/1/2040 32,949 31,767 0
FED HM LN PC POOL Q06160 FG 02/37 FIXED 442/1/2037 32,502 31,638 0
FNMA POOL BE1416 FN 11/31 FIXED 2.52.511/1/2031 33,266 31,637 0
FANNIE MAE CAS CAS 2017 C01 1M28.004177/25/2029 30,641 31,446 0
FNMA POOL MA0949 FN 01/32 FIXED 3.53.51/1/2032 31,288 30,529 0
FREDDIE MAC FHR 3877 LM3.56/15/2026 30,628 30,473 0
FED HM LN PC POOL G06079 FG 07/39 FIXED 667/1/2039 28,748 29,945 0
FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X11.01791110/25/2030 648,647 28,950 0
FED HM LN PC POOL A89384 FG 10/39 FIXED 4410/1/2039 29,866 28,850 0
FNMA POOL 190370 FN 06/36 FIXED VAR66/1/2036 26,847 28,003 0
FNMA POOL AR1524 FN 01/28 FIXED 221/1/2028 27,452 26,673 0
DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA1.7188699/15/2053 586,655 26,661 0
FED HM LN PC POOL A93101 FG 07/40 FIXED 557/1/2040 26,322 26,596 0
FNMA POOL AE0625 FN 12/40 FIXED VAR412/1/2040 27,548 26,525 0
FNMA POOL 995243 FN 08/38 FIXED VAR4.58/1/2038 26,580 26,265 0
FNMA POOL MA0639 FN 02/41 FIXED 442/1/2041 27,078 26,056 0
FNMA POOL AL1627 FN 09/41 FIXED VAR4.59/1/2041 26,118 25,690 0
BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA1.8063577/15/2053 461,239 24,050 0
FNMA POOL 995082 FN 08/37 FIXED VAR5.58/1/2037 22,958 23,450 0
FED HM LN PC POOL A97047 FG 02/41 FIXED 4.54.52/1/2041 23,084 22,806 0
FNMA POOL AB6472 FN 10/27 FIXED 2210/1/2027 23,384 22,772 0
FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR7.25810/1/2043 21,804 22,345 0
FED HM LN PC POOL Q00291 FG 04/41 FIXED 554/1/2041 21,570 21,795 0
FNMA POOL BD1153 FN 08/46 FIXED 338/1/2046 22,924 20,252 0
FED HM LN PC POOL A95796 FG 12/40 FIXED 4412/1/2040 20,872 20,118 0
FNMA POOL AC9564 FN 02/40 FIXED 4.54.52/1/2040 19,787 19,548 0
FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X10.7334999/25/2027 1,263,795 19,285 0
FED HM LN PC POOL J17791 FG 01/27 FIXED 331/1/2027 19,434 19,205 0
FED HM LN PC POOL A87874 FG 08/39 FIXED 448/1/2039 17,632 17,032 0
FED HM LN PC POOL G14599 FG 11/27 FIXED 2.52.511/1/2027 16,812 16,486 0
FNMA POOL AA9846 FN 08/39 FIXED 448/1/2039 16,629 16,043 0
FED HM LN PC POOL G08499 FG 07/42 FIXED 337/1/2042 17,737 16,026 0
FNMA POOL 889529 FN 03/38 FIXED VAR63/1/2038 15,076 15,727 0
FNMA POOL AD1649 FN 03/40 FIXED 443/1/2040 15,545 14,988 0
FNMA POOL AE0215 FN 12/39 FIXED VAR412/1/2039 15,077 14,545 0
FED HM LN PC POOL A89729 FG 11/39 FIXED 4411/1/2039 14,858 14,343 0
FNMA POOL AC1877 FN 09/39 FIXED 4.54.59/1/2039 14,434 14,263 0
FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X10.87296511/25/2030 358,777 14,231 0
FNMA POOL AL0005 FN 01/41 FIXED VAR4.51/1/2041 12,974 12,809 0
FREDDIE MAC FHR 3800 CB3.52/15/2026 12,190 12,127 0
FNMA POOL AL0049 FN 12/35 FIXED VAR612/1/2035 11,662 11,898 0
FNMA POOL AJ5974 FN 12/36 FIXED 4412/1/2036 11,642 11,304 0
FNMA POOL 745044 FN 08/35 FIXED VAR4.58/1/2035 11,239 11,038 0
FNMA POOL AC2817 FN 10/39 FIXED 4410/1/2039 11,423 11,021 0
FED HM LN PC POOL A93996 FG 09/40 FIXED 4.54.59/1/2040 11,043 10,912 0
FNMA POOL AE0624 FN 11/40 FIXED VAR411/1/2040 10,732 10,332 0
FNMA POOL AE4113 FN 10/40 FIXED 4410/1/2040 10,154 9,784 0
FED HM LN PC POOL G01838 FG 07/35 FIXED 557/1/2035 9,099 9,173 0
FNMA POOL AS8449 FN 12/31 FIXED 2.52.512/1/2031 8,892 8,495 0
FED HM LN PC POOL G01779 FG 04/35 FIXED 554/1/2035 7,806 7,869 0
FREDDIE MAC FHR 3768 CB3.512/15/2025 7,885 7,840 0
FED HM LN PC POOL A94742 FG 11/40 FIXED 4411/1/2040 7,991 7,702 0
FNMA POOL AE5143 FN 11/40 FIXED 4411/1/2040 7,811 7,524 0
FED HM LN PC POOL A12413 FG 08/33 FIXED 558/1/2033 7,198 7,258 0
FNMA POOL 890248 FN 08/37 FIXED VAR68/1/2037 6,815 7,036 0
FED HM LN PC POOL J20118 FG 08/27 FIXED 2.52.58/1/2027 6,583 6,459 0
FNMA POOL AW4685 FN 05/44 FLOATING VAR6.585/1/2044 6,165 6,254 0
FED HM LN PC POOL Z40004 FG 08/36 FIXED 668/1/2036 5,942 6,205 0
FNMA POOL AI7951 FN 08/36 FIXED 4.54.58/1/2036 6,038 5,930 0
FNMA POOL AD8033 FN 08/40 FIXED 448/1/2040 5,918 5,698 0
FED HM LN PC POOL A95084 FG 11/40 FIXED 4411/1/2040 5,589 5,394 0
FNMA POOL AB1763 FN 11/30 FIXED 4411/1/2030 5,258 5,212 0
FED HM LN PC POOL Q17103 FG 06/41 FIXED 446/1/2041 4,176 4,074 0
FNMA POOL MA0919 FN 12/31 FIXED 3.53.512/1/2031 3,102 3,032 0
FED HM LN PC POOL G05052 FG 10/33 FIXED 5510/1/2033 2,812 2,848 0
FNMA POOL AC5401 FN 10/39 FIXED 5510/1/2039 1,527 1,541 0
Holdings as of 3/31/2025

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