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Fund Holdings1,2 as of Jan 31, 2024

Holding Coupon Rate Maturity Date % of Net Assets
United States Treasury Bill 0.00% 06/13/2024 4.85%
JPMorgan Chase & Co 3.85% 06/14/2025 2.24%
Ford Motor Credit Co LLC 5.13% 06/16/2025 1.59%
Bank of America Corp 1.84% 02/04/2025 1.56%
Affiliated Managers Group Inc 4.25% 02/15/2024 1.30%
Sprint LLC 7.13% 06/15/2024 1.28%
General Motors Financial Co Inc 5.97% 10/15/2024 1.27%
Capital One Financial Corp 4.17% 05/09/2025 1.21%
JPMorgan Chase & Co 5.55% 12/15/2025 1.20%
Charles Schwab Corp 5.85% 03/18/2024 1.16%
Goldman Sachs Group Inc 5.84% 10/21/2024 1.15%
Goldman Sachs Group Inc 6.74% 03/15/2024 1.12%
Jabil Inc 0.00% 02/16/2024 1.12%
Ally Financial Inc 5.13% 09/30/2024 1.10%
Credit Suisse AG/New York NY 3.63% 09/09/2024 1.09%
NextEra Energy Capital Holdings Inc 0.00% 02/02/2024 1.09%
Brookfield BRP Holdings Canada Inc 0.00% 03/07/2024 1.09%
General Motors Financial Co Inc 0.00% 03/18/2024 1.08%
Discover Bank 2.45% 09/12/2024 1.08%
Bank of America Corp 3.84% 04/25/2025 1.08%
HPEFS Equipment Trust 2024-1 5.38% 05/20/2031 1.07%
Oscar US Funding XV LLC 6.07% 09/10/2026 1.05%
Vantage Data Centers Issuer LLC 3.19% 07/15/2044 1.04%
Truist Financial Corp 5.75% 06/09/2025 1.03%
HSBC Holdings PLC 0.98% 05/24/2025 1.02%
NextEra Energy Capital Holdings Inc 6.05% 03/01/2025 1.01%
VMC Finance 2021-HT1 LLC 7.10% 01/18/2037 1.00%
Rogers Communications Inc/Ontario 0.00% 04/30/2024 0.96%
Warnermedia Holdings Inc 6.41% 03/15/2026 0.96%
MARLETTE FUNDING TRUST MFT 2023 3A A 144A 6.49% 09/15/2033 0.94%
JDE Peet's NV 0.80% 09/24/2024 0.90%
Extended Stay America Trust 2021-ESH 6.53% 07/15/2038 0.86%
Conn's Receivables Funding 2023-A LLC 8.01% 01/17/2028 0.85%
Citigroup Inc 6.01% 05/01/2025 0.84%
Delta Air Lines Inc / SkyMiles IP Ltd 4.50% 10/20/2025 0.83%
Stifel Financial Corp 4.25% 07/18/2024 0.82%
MHC Commercial Mortgage Trust 2021-MHC 6.25% 04/15/2038 0.82%
Hawaii Hotel Trust 2019-MAUI 6.53% 05/15/2038 0.81%
Hyundai Capital America 5.80% 06/26/2025 0.81%
SMBC Aviation Capital Finance DAC 3.55% 04/15/2024 0.77%
Marriott International Inc/MD 3.60% 04/15/2024 0.77%
Amur Equipment Finance Receivables XII LLC 6.09% 12/20/2029 0.77%
NextEra Energy Capital Holdings Inc 0.00% 02/12/2024 0.76%
Credit Suisse AG/New York NY 4.75% 08/09/2024 0.74%
Banco Santander SA 3.89% 05/24/2024 0.72%
BX Commercial Mortgage Trust 2019-XL 6.37% 10/15/2036 0.69%
GM Financial Consumer Automobile Receivables Trust 2023-4 5.89% 11/16/2026 0.64%
Revvity Inc 0.85% 09/15/2024 0.64%
Aviation Capital Group LLC 5.50% 12/15/2024 0.63%
LAD Auto Receivables Trust 2022-1 5.21% 06/15/2027 0.62%
EPR Properties 4.50% 04/01/2025 0.59%
Harley-Davidson Financial Services Inc 0.00% 03/27/2024 0.58%
Marlette Funding Trust 2023-1 6.50% 04/15/2033 0.58%
Societe Generale SA 5.52% 01/19/2028 0.56%
TD SYNNEX Corp 1.25% 08/09/2024 0.55%
Fifth Third Bank NA 5.85% 10/27/2025 0.55%
Harley-Davidson Financial Services Inc 0.00% 03/21/2024 0.55%
Societe Generale SA 3.88% 03/28/2024 0.55%
Concentrix Corp 6.65% 08/02/2026 0.55%
GA Global Funding Trust 5.85% 09/13/2024 0.55%
GA Global Funding Trust 6.71% 04/11/2025 0.55%
Reach Abs Trust 2024-1 6.30% 02/18/2031 0.54%
Med Trust 2021-MDLN 6.90% 11/15/2038 0.54%
Becton Dickinson & Co 3.36% 06/06/2024 0.54%
Bank of America Corp 2.46% 10/22/2025 0.53%
Celanese US Holdings LLC 6.05% 03/15/2025 0.53%
Blackstone Private Credit Fund 2.35% 11/22/2024 0.53%
FHF Issuer Trust 2023-2 6.79% 10/15/2029 0.53%
Brookfield Finance Inc 4.00% 04/01/2024 0.53%
Morgan Stanley Capital I Trust 2019-BPR 7.35% 05/15/2036 0.52%
Citigroup Inc 6.04% 01/25/2026 0.52%
KeyBank NA/Cleveland OH 5.67% 06/14/2024 0.52%
NXP BV / NXP Funding LLC 4.88% 03/01/2024 0.51%
DRIVEN BRANDS FUNDING LLC 4.74% 04/20/2048 0.50%
Vantage Data Centers LLC 1.99% 09/15/2045 0.47%
Stack Infrastructure Issuer LLC 3.08% 10/25/2044 0.46%
Avant Loans Funding Trust 2021-REV1 1.64% 07/15/2030 0.46%
Prosper Marketplace Issuance Trust Series 2023-1 7.06% 07/16/2029 0.46%
Radian Group Inc 6.63% 03/15/2025 0.46%
MSILF GOVERNMENT PORTFOLIO MSILF GOVERNMENT PORTFOLIO 5.20% 12/31/2030 0.46%
Oportun Issuance Trust 2022-3 8.53% 01/08/2030 0.46%
MARLETTE FUNDING TRUST MFT 2023 1A A 144A 6.07% 04/15/2033 0.45%
New Residential Mortgage LLC 2020-FNT2 5.44% 07/25/2025 0.45%
Theorem Funding Trust 2022-3 7.60% 04/15/2029 0.45%
CARNOW AUTO RECEIVABLES TRUST CNART 2023 2A A 144A 7.38% 01/15/2026 0.45%
BX Commercial Mortgage Trust 2021-VOLT 6.40% 09/15/2036 0.44%
Standard Chartered PLC 6.29% 11/23/2025 0.44%
Synchrony Bank 5.40% 08/22/2025 0.44%
Bank of Montreal 6.06% 03/08/2024 0.44%
BPCE SA 5.92% 01/14/2025 0.44%
Intesa Sanpaolo SpA 5.02% 06/26/2024 0.43%
Hyatt Hotels Corp 1.80% 10/01/2024 0.43%
CCO Holdings LLC / CCO Holdings Capital Corp 5.13% 05/01/2027 0.43%
LAD Auto Receivables Trust 2023-3 6.09% 06/15/2026 0.42%
JP Morgan Mortgage Trust 2023-HE3 6.95% 05/25/2054 0.41%
GM Financial Consumer Automobile Receivables Trust 2023-3 5.74% 09/16/2026 0.41%
LAD Auto Receivables Trust 2023-2 5.93% 06/15/2027 0.41%
LAD Auto Receivables Trust 2023-1 5.68% 10/15/2026 0.41%
Daimler Truck Finance North America LLC 6.35% 04/05/2024 0.40%
Bank of Ireland Group PLC 2.03% 09/30/2027 0.40%
Lendbuzz Securitization Trust 2024-1 6.19% 08/15/2029 0.40%
Hewlett Packard Enterprise Co 5.90% 10/01/2024 0.39%
Lloyds Banking Group PLC 4.50% 11/04/2024 0.39%
Conn's Receivables Funding 2024-A LLC 7.05% 01/16/2029 0.39%
Synchrony Financial 4.88% 06/13/2025 0.39%
Brunswick Corp/DE 0.85% 08/18/2024 0.38%
Eversource Energy 4.20% 06/27/2024 0.38%
CAMB Commercial Mortgage Trust 2019-LIFE 6.88% 12/15/2037 0.38%
Dell Equipment Finance Trust 2023-3 6.10% 04/23/2029 0.37%
Centene Corp 4.25% 12/15/2027 0.37%
Wells Fargo & Co 2.41% 10/30/2025 0.36%
PNC Financial Services Group Inc 3.90% 04/29/2024 0.36%
Parker-Hannifin Corp 3.65% 06/15/2024 0.36%
Teledyne Technologies Inc 0.95% 04/01/2024 0.36%
Marlette Funding Trust 2023-2 6.04% 06/15/2033 0.35%
NextEra Energy Operating Partners LP 4.25% 07/15/2024 0.35%
Freddie Mac STACR REMIC Trust 2022-DNA2 6.64% 02/25/2042 0.35%
Tapestry Inc 7.05% 11/27/2025 0.34%
Coinstar Funding LLC Series 2017-1 5.22% 04/25/2047 0.33%
Newtek Small Business Loan Trust 2023-1 8.00% 07/25/2050 0.33%
Banco Santander SA 5.15% 08/18/2025 0.33%
KeyCorp 3.88% 05/23/2025 0.33%
Synchrony Financial 4.25% 08/15/2024 0.33%
BPR Trust 2022-SSP 8.33% 05/15/2039 0.33%
HAT Holdings I LLC / HAT Holdings II LLC 6.00% 04/15/2025 0.33%
Baxter International Inc 5.80% 11/29/2024 0.33%
SFS Auto Receivables Securitization Trust 2024-1 5.35% 06/21/2027 0.33%
GLS Auto Select Receivables Trust 2024-1 5.24% 03/15/2030 0.33%
Bank of America Corp 6.04% 04/22/2025 0.33%
Dell International LLC / EMC Corp 4.00% 07/15/2024 0.32%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 10/29/2024 0.32%
Extended Stay America Trust 2021-ESH 6.83% 07/15/2038 0.32%
THEOREM FUNDING TRUST THRM 2023 1A A 144A 7.58% 04/15/2029 0.32%
DLLST 2024-1 LLC 5.33% 01/20/2026 0.31%
CAMB Commercial Mortgage Trust 2019-LIFE 6.70% 12/15/2037 0.29%
Oportun Funding XIV LLC 5.40% 03/08/2028 0.29%
Lendingpoint 2022-C Asset Securitization Trust 6.56% 02/15/2030 0.28%
Verizon Communications Inc 5.85% 03/22/2024 0.28%
Bank of Montreal 3.30% 02/05/2024 0.28%
Marsh & McLennan Cos Inc 3.88% 03/15/2024 0.28%
BPCE SA 5.15% 07/21/2024 0.27%
JP Morgan Mortgage Trust 2023-HE2 7.05% 03/25/2054 0.26%
Truist Bank 3.20% 04/01/2024 0.25%
Conn's Receivables Funding 2021-A LLC 4.59% 05/15/2026 0.25%
GLS Auto Select Receivables Trust 2023-2 6.37% 06/15/2028 0.24%
BHG Securitization Trust 2021-B 0.90% 10/17/2034 0.22%
Radian Group Inc 4.50% 10/01/2024 0.22%
General Motors Financial Co Inc 6.65% 04/07/2025 0.21%
Tapestry Inc 7.00% 11/27/2026 0.21%
BX Commercial Mortgage Trust 2021-VOLT 6.55% 09/15/2036 0.20%
Dell Equipment Finance Trust 2023-2 5.84% 01/22/2029 0.20%
ORL Trust 2023-GLKS 7.68% 10/19/2036 0.19%
Hyundai Auto Lease Securitization Trust 2023-B 5.47% 09/15/2025 0.19%
Oscar US Funding XIV LLC 2.30% 04/10/2026 0.19%
Resimac Bastille Trust Series 2021-2NC 6.07% 02/03/2053 0.18%
Marlette Funding Trust 2020-1 3.54% 03/15/2030 0.18%
LL ABS Trust 2022-1 5.05% 11/15/2029 0.18%
BBVA Bancomer SA/Texas 1.88% 09/18/2025 0.18%
Connecticut Avenue Securities Trust 2019-R06 9.21% 09/25/2039 0.17%
SpringCastle America Funding LLC 1.97% 09/25/2037 0.17%
SoFi Consumer Loan Program 2023-1S Trust 5.81% 05/15/2031 0.17%
Kyndryl Holdings Inc 2.05% 10/15/2026 0.17%
Nordstrom Inc 2.30% 04/08/2024 0.17%
Bank of America Auto Trust 2023-2 5.85% 08/17/2026 0.17%
Freddie Mac STACR REMIC Trust 2022-HQA1 7.44% 03/25/2042 0.16%
BX Commercial Mortgage Trust 2021-VOLT 7.10% 09/15/2036 0.15%
LL ABS Trust 2022-1 3.76% 11/15/2029 0.15%
Prodigy Finance CM2021-1 DAC 6.70% 07/25/2051 0.15%
Reach ABS Trust 2023-1 7.05% 02/18/2031 0.15%
Boston Properties LP 3.80% 02/01/2024 0.14%
Celanese US Holdings LLC 5.90% 07/05/2024 0.13%
JPMorgan Chase Bank NA - CACLN 5.76% 02/25/2028 0.12%
Government National Mortgage Association 5.85% 03/20/2041 0.12%
Upstart Pass-Through Trust Series 2020-ST2 3.50% 03/20/2028 0.12%
Oportun Issuance Trust 2022-3 7.45% 01/08/2030 0.11%
Taubman Centers Commercial Mortgage Trust 2022-DPM 7.52% 05/15/2037 0.11%
Bellemeade Re 2021-2 Ltd 6.34% 09/25/2031 0.11%
CALVERT IMPACT CAPITAL NOTE 12/15 FIXED 5.000 5.00% 12/15/2028 0.11%
Octane Receivables Trust 2023-1 5.87% 05/21/2029 0.11%
GM Financial Automobile Leasing Trust 2023-2 5.44% 10/20/2025 0.11%
SoFi Consumer Loan Program 2022-1S Trust 6.21% 04/15/2031 0.11%
JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC 6.50% 04/15/2038 0.10%
Stack Infrastructure Issuer LLC 1.89% 08/25/2045 0.10%
Fannie Mae REMICS 5.71% 06/25/2036 0.09%
Pagaya AI Debt Selection Trust 2021-HG1 1.22% 01/16/2029 0.08%
Pagaya AI Debt Selection Trust 2021-2 3.00% 01/25/2029 0.08%
Octane Receivables Trust 2021-2 1.21% 09/20/2028 0.08%
GM Financial Consumer Automobile Receivables Trust 2023-2 5.10% 05/18/2026 0.08%
CarMax Auto Owner Trust 2023-1 5.23% 01/15/2026 0.07%
Ford Credit Auto Owner Trust 2023-B 5.57% 06/15/2026 0.07%
JPMorgan Chase Bank NA - CACLN 0.86% 02/26/2029 0.07%
JPMorgan Chase Bank NA - CACLN 0.76% 02/26/2029 0.06%
Oportun Funding 2022-1 LLC 3.25% 06/15/2029 0.06%
Hilton Grand Vacations Trust 2020-A 2.74% 02/25/2039 0.05%
Donlen Fleet Lease Funding 2 LLC 5.78% 12/11/2034 0.05%
Amur Equipment Finance Receivables IX LLC 0.75% 11/20/2026 0.05%
Pagaya AI Debt Selection Trust 2020-3 6.43% 05/17/2027 0.05%
Avant Loans Funding Trust 2021-REV1 1.21% 07/15/2030 0.04%
Ford Credit Auto Lease Trust 2023-A 5.19% 06/15/2025 0.04%
RESIMAC Premier Series 2020-1 6.51% 02/07/2052 0.04%
Upstart Securitization Trust 2020-1 4.90% 04/22/2030 0.04%
Ford Credit Auto Owner Trust 2022-C 4.52% 04/15/2025 0.04%
Marlette Funding Trust 2019-4 3.76% 12/17/2029 0.03%
BHG Securitization Trust 2022-B 3.75% 06/18/2035 0.03%
Take-Two Interactive Software Inc 3.30% 03/28/2024 0.03%
JPMorgan Chase Bank NA - CACLN 1.01% 02/26/2029 0.03%
US DOLLARS 0.03%
Freddie Mac STACR REMIC Trust 2021-DNA3 6.09% 10/25/2033 0.03%
Pagaya AI Debt Selection Trust 2021-5 1.53% 08/15/2029 0.02%
MVW 2020-1 LLC 1.74% 10/20/2037 0.01%
Upstart Securitization Trust 2021-5 1.31% 11/20/2031 0.01%
Chesapeake Funding II LLC 6.11% 08/15/2032 0.01%
LL ABS Trust 2021-1 1.07% 05/15/2029 0.01%
Fannie Mae Connecticut Avenue Securities 8.36% 07/25/2024 0.00%
Freddie Mac STACR Trust 2019-DNA4 7.41% 10/25/2049 0.00%