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Fund Holdings1,2 as of Jan 31, 2024

Holding Coupon Rate Maturity Date % of Net Assets
Fannie Mae or Freddie Mac 5.00% 02/01/2052 7.34%
United States Treasury Note/Bond 2.25% 03/31/2024 7.10%
United States Treasury Bill 0.00% 06/13/2024 4.76%
US DOLLARS 3.44%
Fannie Mae or Freddie Mac 4.50% 02/01/2052 2.11%
United States Treasury Bill 0.00% 05/16/2024 1.99%
United States Treasury Note/Bond 2.13% 03/31/2024 1.97%
Bank of America Corp 5.47% 01/23/2035 1.96%
United States Treasury Note/Bond 0.38% 12/31/2025 1.54%
VMC Finance 2021-HT1 LLC 9.95% 01/18/2037 1.01%
United States Treasury Note/Bond 4.38% 11/30/2028 0.94%
Pagaya AI Debt Selection Trust 2021-3 3.27% 05/15/2029 0.94%
United States Treasury Note/Bond 4.88% 11/30/2025 0.86%
Fannie Mae or Freddie Mac 4.00% 02/01/2052 0.84%
FMC GMSR Issuer Trust 7.90% 07/25/2027 0.78%
Oportun Issuance Trust 2021-C 2.67% 10/08/2031 0.77%
Concentrix Corp 6.60% 08/02/2028 0.77%
United States Treasury Note/Bond 3.63% 05/31/2028 0.76%
United States Treasury Note/Bond 4.88% 10/31/2028 0.74%
Global Atlantic Fin Co 3.13% 06/15/2031 0.73%
HAT Holdings I LLC / HAT Holdings II LLC 3.38% 06/15/2026 0.73%
Toronto-Dominion Bank 8.13% 10/31/2082 0.72%
Morgan Stanley Capital I Trust 2019-BPR 8.05% 05/15/2036 0.72%
Ally Financial Inc 2.20% 11/02/2028 0.72%
US Bancorp 5.68% 01/23/2035 0.69%
Connecticut Avenue Securities Trust 2021-R01 11.34% 10/25/2041 0.68%
United States Treasury Note/Bond 3.88% 03/31/2025 0.67%
CCO Holdings LLC / CCO Holdings Capital Corp 5.00% 02/01/2028 0.67%
BX Commercial Mortgage Trust 2021-VOLT 7.10% 09/15/2036 0.65%
Aviation Capital Group LLC 6.25% 04/15/2028 0.62%
Multifamily Connecticut Avenue Securities Trust 2020-01 9.21% 03/25/2050 0.62%
Bellemeade Re 2021-2 Ltd 6.74% 09/25/2031 0.62%
Sprint LLC 7.13% 06/15/2024 0.62%
Sunnova Sol Issuer LLC 5.54% 02/01/2055 0.57%
Extended Stay America Trust 2021-ESH 7.70% 07/15/2038 0.57%
Oportun Issuance Trust 2022-2 9.36% 10/09/2029 0.56%
HSBC Holdings PLC 7.39% 11/03/2028 0.56%
Banco Santander SA 6.92% 08/08/2033 0.55%
Ford Motor Credit Co LLC 7.35% 03/06/2030 0.55%
Warnermedia Holdings Inc 5.14% 03/15/2052 0.53%
Oaktree Strategic Credit Fund 8.40% 11/14/2028 0.51%
Brunswick Corp/DE 5.10% 04/01/2052 0.51%
DRIVEN BRANDS FUNDING LLC 4.64% 04/20/2049 0.50%
Bank of Montreal 5.27% 12/11/2026 0.49%
EPR Properties 4.95% 04/15/2028 0.49%
Credit Agricole SA 6.25% 01/10/2035 0.49%
Kyndryl Holdings Inc 2.70% 10/15/2028 0.48%
Intesa Sanpaolo SpA 8.25% 11/21/2033 0.47%
Connecticut Avenue Securities Trust 2019-R06 9.21% 09/25/2039 0.47%
Truist Financial Corp 6.12% 10/28/2033 0.47%
EPR Properties 3.75% 08/15/2029 0.47%
Kyndryl Holdings Inc 3.15% 10/15/2031 0.47%
Celanese US Holdings LLC 6.35% 11/15/2028 0.46%
International Bank for Reconstruction & Development 8.50% 04/06/2026 0.45%
UBS Group AG 9.25% 12/31/2099 0.45%
Connecticut Avenue Securities Trust 2019-R07 8.86% 10/25/2039 0.44%
SERVPRO Master Issuer LLC 3.88% 10/25/2049 0.43%
Conn's Receivables Funding 2022-A LLC 0.00% 12/15/2026 0.43%
Mill City Solar Loan 2020-1 Ltd 2.00% 06/20/2047 0.42%
Ashtead Capital Inc 5.95% 10/15/2033 0.42%
Multifamily Connecticut Avenue Securities Trust 2019-01 8.71% 10/25/2049 0.42%
Freddie Mac STACR Trust 2019-DNA3 13.61% 07/25/2049 0.42%
Truist Financial Corp 5.44% 01/24/2030 0.41%
KeyBank NA/Cleveland OH 5.85% 11/15/2027 0.41%
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 3.88% 03/01/2031 0.41%
Home Re 2018-1 Ltd 8.45% 10/25/2028 0.40%
Delta Air Lines Inc / SkyMiles IP Ltd 4.75% 10/20/2028 0.40%
Tapestry Inc 7.35% 11/27/2028 0.40%
BBVA Bancomer SA/Texas 5.13% 01/18/2033 0.39%
Avant Loans Funding Trust 2021-REV1 4.30% 07/15/2030 0.39%
United States Treasury Note/Bond 4.50% 11/15/2025 0.39%
Bank of Nova Scotia 8.00% 01/27/2084 0.39%
UniCredit SpA 5.86% 06/19/2032 0.38%
Retained Vantage Data Centers Issuer LLC 5.75% 09/15/2048 0.38%
Dick's Sporting Goods Inc 4.10% 01/15/2052 0.38%
Foundry JV Holdco LLC 5.88% 01/25/2034 0.38%
Blackstone Private Credit Fund 6.25% 01/25/2031 0.37%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.72% 11/05/2032 0.37%
CI Financial Corp 4.10% 06/15/2051 0.37%
CBRE Services Inc 5.95% 08/15/2034 0.37%
Home RE 2021-1 Ltd 8.31% 07/25/2033 0.36%
Blue Owl Credit Income Corp 6.65% 03/15/2031 0.36%
Liberty Mutual Group Inc 4.13% 12/15/2051 0.36%
Mosaic Solar Loan Trust 2021-3 1.77% 06/20/2052 0.36%
KSL Commercial Mortgage Trust 2023-HT 8.77% 12/15/2036 0.35%
Sonic Capital LLC 3.85% 01/20/2050 0.35%
Inversiones La Construccion SA 4.75% 02/07/2032 0.34%
Synovus Bank/Columbus GA 5.63% 02/15/2028 0.34%
Government National Mortgage Association 5.56% 09/20/2053 0.34%
PNC Financial Services Group Inc 6.25% 12/31/2099 0.33%
CaixaBank SA 6.21% 01/18/2029 0.33%
Cologix Data Centers US Issuer LLC 3.79% 12/26/2051 0.33%
Vantage Data Centers Issuer LLC 3.19% 07/15/2044 0.33%
BBVA Bancomer SA/Texas 8.13% 01/08/2039 0.33%
Bank of Nova Scotia 4.90% 12/31/2099 0.33%
Charter Communications Operating LLC / Charter Communications Operating Capital 4.80% 03/01/2050 0.32%
ASR Nederland NV 7.00% 12/07/2043 0.32%
Pagaya AI Debt Selection Trust 2021-5 3.93% 08/15/2029 0.31%
Upstart Securitization Trust 2020-3 6.25% 11/20/2030 0.31%
Med Trust 2021-MDLN 10.70% 11/15/2038 0.31%
American National Group LLC 6.14% 06/13/2032 0.31%
Cemex SAB de CV 9.13% 12/31/2099 0.30%
Banco Santander SA 9.63% 12/31/2099 0.30%
CSMC 2021-BPNY 9.16% 08/15/2026 0.30%
Connecticut Avenue Securities Trust 2019-R05 9.56% 07/25/2039 0.30%
Sunnova Helios V Issuer LLC 3.15% 02/20/2048 0.30%
United States Treasury Note/Bond 4.38% 11/30/2030 0.30%
KeyBank NA/Cleveland OH 4.15% 08/08/2025 0.29%
BNP Paribas SA 8.50% 12/31/2099 0.29%
Societe Generale SA 5.63% 01/19/2030 0.29%
Sunnova Helios X Issuer LLC 5.60% 11/22/2049 0.29%
Cologix Canadian Issuer LP 7.74% 01/25/2052 0.29%
United States Treasury Note/Bond 3.38% 08/15/2042 0.29%
TerraForm Power Operating LLC 4.75% 01/15/2030 0.28%
Sun Communities Operating LP 2.70% 07/15/2031 0.28%
Triangle Re 2021-3 Ltd 10.29% 02/25/2034 0.28%
Coinstar Funding LLC Series 2017-1 5.22% 04/25/2047 0.28%
Retained Vantage Data Centers Issuer LLC 5.25% 09/15/2048 0.28%
Med Trust 2021-MDLN 9.45% 11/15/2038 0.28%
United States Treasury Note/Bond 2.75% 04/30/2027 0.27%
Med Trust 2021-MDLN 8.60% 11/15/2038 0.27%
Discover Bank 5.97% 08/09/2028 0.27%
Seagate HDD Cayman 5.75% 12/01/2034 0.27%
UBS Group AG 6.44% 08/11/2028 0.26%
Morgan Stanley Capital I Trust 2019-BPR 9.00% 05/15/2036 0.26%
CI Financial Corp 3.20% 12/17/2030 0.26%
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 10/15/2027 0.26%
Bank Leumi Le-Israel BM 7.13% 07/18/2033 0.26%
Oportun Issuance Trust 2021-B 3.65% 05/08/2031 0.26%
Lithia Motors Inc 4.38% 01/15/2031 0.26%
Texas Capital Bancshares Inc 4.00% 05/06/2031 0.26%
AIB Group PLC 6.61% 09/13/2029 0.25%
FMC GMSR Issuer Trust 3.85% 10/25/2026 0.25%
Brookfield Property Partners LP 0.00% 12/31/2049 0.25%
Hyundai Capital America 6.50% 01/16/2029 0.25%
Freddie Mac STACR REMIC Trust 2020-DNA2 8.74% 08/25/2033 0.25%
MSILF GOVERNMENT PORTFOLIO MSILF GOVERNMENT PORTFOLIO 5.20% 12/31/2030 0.25%
FMC GMSR Issuer Trust 6.19% 04/25/2027 0.25%
Eagle RE 2021-2 Ltd 8.79% 04/25/2034 0.25%
Compass Minerals International Inc 6.75% 12/01/2027 0.25%
Ford Motor Credit Co LLC 7.20% 06/10/2030 0.25%
Trivium Packaging Finance BV 5.50% 08/15/2026 0.25%
Conn's Receivables Funding 2022-A LLC 9.52% 12/15/2026 0.24%
NYMT Loan Trust Series 2024-BPL1 7.15% 02/25/2029 0.24%
Centene Corp 4.25% 12/15/2027 0.24%
Pattern Energy Operations LP / Pattern Energy Operations Inc 4.50% 08/15/2028 0.24%
Connecticut Avenue Securities Trust 2019-R01 9.81% 07/25/2031 0.24%
American Assets Trust LP 3.38% 02/01/2031 0.24%
Freddie Mac Pool - QH2176 5.50% 10/01/2053 0.24%
Charles Schwab Corp 5.88% 08/24/2026 0.23%
LPL Holdings Inc 6.75% 11/17/2028 0.23%
Corporate Office Properties LP 2.90% 12/01/2033 0.23%
AT&T Inc 3.55% 09/15/2055 0.23%
Intesa Sanpaolo SpA 7.78% 06/20/2054 0.23%
Societe Generale SA 6.07% 01/19/2035 0.23%
Truist Financial Corp 5.10% 12/31/2099 0.23%
Connecticut Avenue Securities Trust 2019-R03 9.56% 09/25/2031 0.23%
HSBC Holdings PLC 6.16% 03/09/2029 0.22%
Cascade MH Asset Trust 2022-MH1 4.25% 08/25/2054 0.22%
Ally Financial Inc 4.70% 12/31/2099 0.22%
Connecticut Avenue Securities Trust 2019-R02 9.61% 08/25/2031 0.22%
HAT Holdings I LLC / HAT Holdings II LLC 6.00% 04/15/2025 0.22%
Mosaic Solar Loan Trust 2022-2 8.29% 01/21/2053 0.22%
BNP Paribas SA 7.75% 12/31/2099 0.21%
Legacy LifePoint Health LLC 4.38% 02/15/2027 0.21%
BBVA Bancomer SA/Texas 8.45% 06/29/2038 0.21%
Sonic Automotive Inc 4.63% 11/15/2029 0.20%
ABN AMRO Bank NV 6.34% 09/18/2027 0.20%
Olympus Water US Holding Corp 9.75% 11/15/2028 0.20%
Clear Channel Outdoor Holdings Inc 5.13% 08/15/2027 0.20%
LCPR Senior Secured Financing DAC 6.75% 10/15/2027 0.20%
Vantage Data Centers LLC 1.99% 09/15/2045 0.20%
ExteNet LLC 2019-1 4.14% 07/25/2049 0.20%
FS Commercial Mortgage Trust 2023-4SZN 7.07% 11/10/2039 0.20%
Connect Finco SARL / Connect US Finco LLC 6.75% 10/01/2026 0.20%
Calvert Floating-Rate Advantage Fund 0.00% 01/01/2222 0.20%
WASH Multifamily Acquisition Inc 5.75% 04/15/2026 0.19%
PetSmart Inc / PetSmart Finance Corp 4.75% 02/15/2028 0.19%
Neighborly Issuer LLC 3.58% 04/30/2051 0.19%
DRIVEN BRANDS FUNDING LLC 4.74% 04/20/2048 0.19%
UniCredit SpA 5.46% 06/30/2035 0.19%
US Acute Care Solutions LLC 6.38% 03/01/2026 0.19%
Willis Engine Structured Trust VII 8.00% 10/15/2048 0.19%
Hyundai Capital America 5.70% 06/26/2030 0.19%
South32 Treasury Ltd 4.35% 04/14/2032 0.19%
Aviation Capital Group LLC 6.38% 07/15/2030 0.19%
Neptune Energy Bondco PLC 6.63% 05/15/2025 0.19%
United States Treasury Note/Bond 4.63% 09/15/2026 0.19%
Ford Motor Credit Co LLC 5.13% 06/16/2025 0.19%
Kite Realty Group LP 5.50% 03/01/2034 0.19%
Synchrony Bank 5.40% 08/22/2025 0.18%
Ally Financial Inc 6.85% 01/03/2030 0.18%
Ford Motor Credit Co LLC 7.12% 11/07/2033 0.18%
Freddie Mac STACR REMIC Trust 2020-HQA2 9.56% 03/25/2050 0.18%
BNP Paribas SA 9.25% 12/31/2099 0.18%
Citigroup Inc 4.00% 12/31/2099 0.17%
ORL Trust 2023-GLKS 7.68% 10/19/2036 0.17%
Conn's Receivables Funding 2023-A LLC 10.00% 01/17/2028 0.17%
Synovus Bank/Columbus GA 4.00% 10/29/2030 0.17%
Centene Corp 3.38% 02/15/2030 0.17%
Ford Motor Co 4.75% 01/15/2043 0.17%
NRZ Excess Spread-Collateralized Notes 3.47% 11/25/2026 0.17%
Loanpal Solar Loan 2021-1 Ltd 2.00% 06/20/2047 0.17%
American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50% 04/20/2026 0.17%
Smithfield Foods Inc 5.20% 04/01/2029 0.16%
FMC GMSR Issuer Trust 3.62% 07/25/2026 0.16%
Conn's Receivables Funding 2021-A LLC 4.59% 05/15/2026 0.16%
Government National Mortgage Association 2.63% 07/20/2053 0.16%
Charter Communications Operating LLC / Charter Communications Operating Capital 5.13% 07/01/2049 0.15%
Smithfield Foods Inc 2.63% 09/13/2031 0.15%
Centene Corp 4.63% 12/15/2029 0.15%
Connecticut Avenue Securities Trust 2020-R02 8.46% 01/25/2040 0.14%
PMT Issuer Trust - FMSR 9.53% 06/25/2027 0.14%
Tapestry Inc 7.00% 11/27/2026 0.14%
PMT Issuer Trust - FMSR 8.45% 03/25/2026 0.14%
CALVERT IMPACT CAPITAL NOTE 12/15 FIXED 5.000 5.00% 12/15/2028 0.14%
Mosaic Solar Loan Trust 2021-3 3.28% 06/20/2052 0.14%
LHOME Mortgage Trust 2023-RTL3 8.00% 08/25/2028 0.14%
Seaspan Corp 5.50% 08/01/2029 0.14%
Sunnova Sol II Issuer LLC 5.47% 11/01/2055 0.14%
Ashtead Capital Inc 4.25% 11/01/2029 0.14%
LHOME MORTGAGE TRUST LHOME 2023 RTL2 A1 144A 8.00% 06/25/2028 0.13%
Hardee's Funding LLC 3.98% 12/20/2050 0.13%
Planet Fitness Master Issuer LLC 3.86% 12/05/2049 0.13%
Government National Mortgage Association 6.00% 11/20/2053 0.13%
CSMC 2022-CNTR 9.28% 01/15/2024 0.13%
LHOME Mortgage Trust 2023-RTL4 7.63% 11/25/2028 0.12%
United States Treasury Note/Bond 4.50% 11/15/2033 0.12%
AT&T Inc 3.65% 06/01/2051 0.12%
UBS Group AG 4.38% 12/31/2099 0.12%
Freddie Mac STACR Trust 2019-HQA3 8.46% 09/25/2049 0.12%
Enviva Partners LP / Enviva Partners Finance Corp 6.50% 01/15/2026 0.12%
Oportun Issuance Trust 2021-C 3.61% 10/08/2031 0.12%
Stack Infrastructure Issuer LLC 1.88% 03/26/2046 0.12%
Government National Mortgage Association 6.00% 11/20/2053 0.11%
Government National Mortgage Association 6.00% 07/20/2053 0.11%
Government National Mortgage Association 6.00% 07/20/2053 0.11%
PNC Financial Services Group Inc 6.88% 10/20/2034 0.11%
Jersey Mike's Funding 4.43% 02/15/2050 0.11%
Government National Mortgage Association 6.00% 06/20/2053 0.10%
Theorem Funding Trust 2021-1 1.84% 12/15/2027 0.10%
United States Treasury Note/Bond 3.63% 05/15/2026 0.10%
United States Cellular Corp 0.00% 09/01/2069 0.10%
Hyundai Capital America 6.20% 09/21/2030 0.10%
CenturyLink, Inc. 7.70% 03/15/2027 0.10%
Government National Mortgage Association 6.00% 06/20/2053 0.10%
ServiceMaster Funding LLC 3.34% 01/30/2051 0.10%
Clearway Energy Operating LLC 3.75% 01/15/2032 0.10%
Prodigy Finance CM2021-1 DAC 9.20% 07/25/2051 0.09%
Planet Fitness Master Issuer LLC 4.67% 09/05/2048 0.09%
SES GLOBAL Americas Holdings Inc 5.30% 03/25/2044 0.09%
PNMAC GMSR ISSUER TRUST 2018-GT2 8.85% 08/25/2025 0.09%
Pagaya AI Debt Selection Trust 2021-2 3.00% 01/25/2029 0.09%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.72% 11/05/2032 0.09%
Freddie Mac STACR REMIC Trust 2020-DNA6 8.34% 12/25/2050 0.08%
Upstart Pass-Through Trust Series 2020-ST1 3.75% 02/20/2028 0.08%
Synchrony Financial 4.88% 06/13/2025 0.08%
CaixaBank SA 6.84% 09/13/2034 0.08%
Freddie Mac STACR REMIC Trust 2019-HQA4 8.41% 11/25/2049 0.08%
Mosaic Solar Loan Trust 2019-2 3.28% 09/20/2040 0.08%
Diamond Infrastructure Funding LLC 3.48% 04/15/2049 0.07%
Broadstone Net Lease LLC 2.60% 09/15/2031 0.07%
United States Cellular Corp 0.00% 03/01/2070 0.07%
Warnermedia Holdings Inc 5.39% 03/15/2062 0.06%
Stack Infrastructure Issuer LLC 3.08% 10/25/2044 0.05%
Fannie Mae Connecticut Avenue Securities 8.64% 11/25/2041 0.05%
SES SA 5.30% 04/04/2043 0.05%
Willis Engine Structured Trust V 4.21% 03/15/2045 0.05%
AerCap Holdings NV 5.88% 10/10/2079 0.05%
ServiceMaster Funding LLC 2.84% 01/30/2051 0.05%
Sunrun Xanadu Issuer 2019-1 LLC 3.98% 06/30/2054 0.04%
PNMSR PART 2023 PNMSR PART 2023 11.06% 12/24/2024 0.04%
Mosaic Solar Loan Trust 2020-2 2.21% 08/20/2046 0.03%
Radnor RE 2021-2 Ltd 7.19% 11/25/2031 0.03%
Thunderbolt Aircraft Lease Ltd 4.50% 05/17/2032 0.03%
Freddie Mac Pool - SD8383 5.50% 12/01/2053 0.03%
Freddie Mac Pool - QG6920 5.50% 07/01/2053 0.03%
Willis Engine Structured Trust V 6.66% 03/15/2045 0.03%
Kyndryl Holdings Inc 4.10% 10/15/2041 0.03%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.77% 06/10/2027 0.02%
Freddie Mac REMICS 6.00% 07/25/2053 0.02%
Focus Brands Funding LLC FOCUS 2017-1A 5.09% 04/30/2047 0.02%
LUNAR AIRCRAFT 2020-1 LTD 4.34% 02/15/2045 0.02%
NRZ Excess Spread-Collateralized Notes 3.10% 07/25/2026 0.02%
Mosaic Solar Loan Trust 2020-1 3.10% 04/20/2046 0.01%
CANADIAN DOLLARS 0.00%
Freddie Mac Pool - QG3596 5.50% 05/01/2053 0.00%
EURO 0.00%