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Fund Holdings1,2 as of Sep 30, 2022

Holding Coupon Rate Maturity Date % of Net Assets
United States Treasury Note/Bond 0.13% 09/15/2023 3.58%
United States Treasury Note/Bond 0.13% 08/31/2023 3.38%
MSILF GOVERNMENT PORTFOLIO MSILF GOVERNMENT PORTFOLIO 2.80% 12/31/2030 3.17%
United States Treasury Note/Bond 0.13% 05/15/2023 2.29%
United States Treasury Note/Bond 0.25% 06/15/2023 2.05%
JPMorgan Chase & Co 3.68% 02/24/2026 1.62%
Bank of America Corp 3.24% 10/24/2024 1.61%
Morgan Stanley Capital I Trust 2017-CLS 3.52% 11/15/2034 1.42%
Capital One Financial Corp 3.56% 12/06/2024 1.38%
Morgan Stanley Capital I Trust 2017-CLS 3.67% 11/15/2034 1.36%
General Motors Financial Co Inc 2.95% 10/15/2024 1.34%
Bank of America Corp 3.28% 02/04/2025 1.27%
Oportun Funding 2022-1 LLC 3.25% 06/15/2029 1.27%
BX Commercial Mortgage Trust 2019-XL 3.74% 10/15/2036 1.26%
Goldman Sachs Group Inc 4.32% 03/15/2024 1.20%
NextEra Energy Capital Holdings Inc 3.00% 11/03/2023 1.17%
Goldman Sachs Group Inc 3.46% 12/06/2023 1.16%
Toronto-Dominion Bank 2.63% 01/10/2025 1.16%
United States Treasury Note/Bond 0.13% 12/31/2022 1.14%
OneMain Finance Corp 5.63% 03/15/2023 1.14%
UBS AG/London 3.09% 08/09/2024 1.05%
VMC Finance 2021-HT1 LLC 4.64% 01/18/2037 1.03%
Lendingpoint 2022-C Asset Securitization Trust 6.56% 02/15/2030 1.03%
Theorem Funding Trust 2021-1 1.21% 12/15/2027 1.02%
Bank of Nova Scotia 3.48% 09/15/2023 0.99%
JPMorgan Chase & Co 3.52% 03/16/2024 0.98%
Goldman Sachs Group Inc 2.91% 10/21/2024 0.93%
Goldman Sachs Group Inc 3.45% 03/08/2024 0.92%
Daimler Trucks Finance North America LLC 3.53% 12/14/2023 0.88%
Extended Stay America Trust 2021-ESH 3.90% 07/15/2038 0.86%
GM Financial Automobile Leasing Trust 2021-1 0.26% 02/20/2024 0.85%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.75% 09/29/2023 0.80%
HSBC Holdings PLC 0.73% 08/17/2024 0.77%
PerkinElmer Inc 0.85% 09/15/2024 0.76%
NextEra Energy Capital Holdings Inc 3.25% 02/22/2023 0.76%
CCO Holdings LLC / CCO Holdings Capital Corp 5.13% 05/01/2027 0.76%
JDE Peet's NV 0.80% 09/24/2024 0.75%
Newmark Group Inc 6.13% 11/15/2023 0.70%
LL ABS Trust 2022-1 3.76% 11/15/2029 0.68%
Southern California Gas Co 3.62% 09/14/2023 0.68%
Zimmer Biomet Holdings Inc 1.45% 11/22/2024 0.68%
Morgan Stanley Capital I Trust 2019-BPR 4.47% 05/15/2036 0.64%
Purchasing Power Funding 2021-A LLC 1.57% 10/15/2025 0.64%
Thermo Fisher Scientific Inc 2.69% 04/18/2023 0.63%
Centene Corp 4.25% 12/15/2027 0.60%
Bellemeade Re Ltd 3.48% 06/25/2031 0.59%
Bank of America Corp 3.62% 04/25/2025 0.59%
Wells Fargo & Co 3.77% 04/25/2026 0.59%
Canadian Imperial Bank of Commerce 3.32% 06/22/2023 0.58%
Simon Property Group LP 2.65% 01/11/2024 0.58%
Bank of Nova Scotia 2.77% 04/15/2024 0.58%
Verizon Communications Inc 3.48% 03/22/2024 0.58%
GA Global Funding Trust 3.58% 04/11/2025 0.58%
GA Global Funding Trust 3.40% 09/13/2024 0.57%
BHG Securitization Trust 2021-B 0.90% 10/17/2034 0.57%
Rogers Communications Inc 2.95% 03/15/2025 0.56%
Delta Air Lines Inc / SkyMiles IP Ltd 4.50% 10/20/2025 0.55%
Freddie Mac STACR REMIC Trust 2022-DNA2 3.58% 02/25/2042 0.55%
Fannie Mae Connecticut Avenue Securities 7.98% 11/25/2024 0.54%
Lendingpoint 2022-A Asset Securitization Trust 1.68% 06/15/2029 0.54%
Sprint Communications LLC 6.00% 11/15/2022 0.54%
Citigroup Inc 3.27% 05/01/2025 0.53%
Pagaya AI Debt Selection Trust 2021-1 1.18% 11/15/2027 0.53%
Verizon Owner Trust 2020-A 3.26% 07/22/2024 0.53%
Warnermedia Holdings Inc 4.71% 03/15/2024 0.53%
Upstart Pass-Through Trust Series 2020-ST2 3.50% 03/20/2028 0.53%
Truist Financial Corp 3.28% 06/09/2025 0.52%
Commonwealth of Massachusetts 3.56% 07/15/2023 0.51%
JPMorgan Chase & Co 3.80% 04/26/2026 0.51%
Pagaya AI Debt Selection Trust 2021-3 1.15% 05/15/2029 0.50%
Conn's Receivables Funding 2021-A LLC 1.05% 05/15/2026 0.49%
Bank of Montreal 3.22% 12/08/2023 0.49%
Danske Bank A/S 1.17% 12/08/2023 0.49%
Affirm Asset Securitization Trust 2021-A 0.88% 08/15/2025 0.49%
Vantage Data Centers LLC 1.99% 09/15/2045 0.48%
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand 4.13% 11/09/2022 0.48%
NextEra Energy Capital Holdings Inc 3.36% 03/01/2023 0.47%
UBS AG/London 3.14% 06/01/2023 0.47%
Bank of Montreal 3.58% 03/08/2024 0.47%
BPCE SA 2.88% 01/14/2025 0.46%
Conn's Receivables Funding 2022-A LLC 5.87% 12/15/2026 0.46%
Standard Chartered PLC 3.67% 11/23/2025 0.46%
Resimac Bastille Trust Series 2021-2NC 3.72% 02/03/2053 0.46%
Citigroup Inc 0.78% 10/30/2024 0.46%
BX Commercial Mortgage Trust 2021-VOLT 3.77% 09/15/2036 0.46%
Bellemeade RE 2021-3 Ltd 3.28% 09/25/2031 0.43%
Citigroup Inc 1.68% 05/15/2024 0.43%
National Bank of Canada 0.55% 11/15/2024 0.42%
AmeriCredit Automobile Receivables Trust 2020-3 0.53% 06/18/2025 0.41%
SK Hynix Inc 1.50% 01/19/2026 0.41%
BARCLAYS COMMERCIAL MORTGAGE S BBCMS 2017 DELC A 144A 3.79% 08/15/2036 0.40%
New Residential Advance Receivables Trust Advance Receivables Backed Notes 1.03% 12/16/2052 0.40%
Banco Santander SA 4.05% 02/23/2023 0.39%
Upstart Securitization Trust 2021-4 0.84% 09/20/2031 0.39%
Brunswick Corp/DE 0.85% 08/18/2024 0.39%
Coinstar Funding LLC Series 2017-1 5.22% 04/25/2047 0.38%
Synchrony Bank 5.40% 08/22/2025 0.36%
Pagaya AI Debt Selection Trust 2021-5 1.53% 08/15/2029 0.36%
Extended Stay America Trust 2021-ESH 4.20% 07/15/2038 0.36%
Hawaii Hotel Trust 2019-MAUI 3.97% 05/15/2038 0.36%
Sprint Corp 7.88% 09/15/2023 0.36%
Kraft Heinz Foods Co 3.88% 05/15/2027 0.36%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.13% 07/03/2023 0.35%
Celanese US Holdings LLC 5.90% 07/05/2024 0.35%
Daimler Trucks Finance North America LLC 3.38% 06/14/2023 0.35%
Baxter International Inc 3.08% 12/01/2023 0.35%
Baxter International Inc 3.22% 11/29/2024 0.34%
Banco Santander SA 5.15% 08/18/2025 0.34%
Bank of America Corp 4.83% 07/22/2026 0.34%
HAT Holdings I LLC / HAT Holdings II LLC 6.00% 04/15/2025 0.34%
Bellemeade Re Ltd 4.03% 03/25/2031 0.34%
Prodigy Finance CM2021-1 DAC 4.33% 07/25/2051 0.34%
United States Dollar 0.33%
Teledyne Technologies Inc 0.95% 04/01/2024 0.33%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 10/29/2024 0.32%
Seagate HDD Cayman Company Guar 4.75% 06/01/2023 0.32%
Citigroup Inc 3.15% 01/25/2026 0.32%
PNMAC GMSR ISSUER TRUST 2018-GT1 5.93% 02/25/2023 0.31%
Donlen Fleet Lease Funding 2 LLC 3.09% 12/11/2034 0.30%
TD SYNNEX Corp 1.25% 08/09/2024 0.30%
Amur Equipment Finance Receivables IX LLC 0.75% 11/20/2026 0.28%
Prosper Marketplace Issuance Trust Series 2019-4 4.95% 02/17/2026 0.28%
SpringCastle America Funding LLC 1.97% 09/25/2037 0.27%
PenFed Auto Receivables Owner Trust 2022-A 3.83% 12/16/2024 0.27%
Marlette Funding Trust 2019-4 3.76% 12/17/2029 0.25%
Freddie Mac STACR REMIC Trust 2022-DNA7 4.38% 03/25/2042 0.25%
Santander Drive Auto Receivables Trust 2022-5 3.98% 01/15/2025 0.25%
Capital One Financial Corp 3.53% 01/30/2023 0.25%
Pagaya AI Debt Selection Trust 2021-2 3.00% 01/25/2029 0.24%
Pagaya AI Debt Selection Trust 2021-HG1 1.22% 01/16/2029 0.24%
Santander UK Group Holdings PLC 1.53% 08/21/2026 0.23%
Radian Group Inc 6.63% 03/15/2025 0.23%
Radian Group Inc 4.50% 10/01/2024 0.23%
General Motors Financial Co Inc 3.50% 04/07/2025 0.22%
Ford Credit Auto Owner Trust 2022-C 4.52% 04/15/2025 0.22%
CenturyLink, Inc. 5.37% 03/15/2027 0.21%
BX Commercial Mortgage Trust 2021-VOLT 3.92% 09/15/2036 0.21%
Thermo Fisher Scientific Inc 2.87% 10/18/2024 0.21%
Octane Receivables Trust 2021-2 1.21% 09/20/2028 0.20%
BHG Securitization Trust 2022-B 3.75% 06/18/2035 0.20%
UniCredit SpA 2.57% 09/22/2026 0.20%
CCO Holdings LLC / CCO Holdings Capital Corp 5.00% 02/01/2028 0.20%
Connecticut Avenue Securities Trust 2019-R06 6.83% 09/25/2039 0.20%
Credit Agricole SA 1.25% 01/26/2027 0.20%
Upstart Securitization Trust 2020-1 3.09% 04/22/2030 0.20%
Freddie Mac Structured Agency Credit Risk Debt Notes 4.13% 07/25/2030 0.19%
JPMorgan Chase Bank NA - CACLN 0.86% 02/26/2029 0.19%
NuStar Logistics LP 5.75% 10/01/2025 0.19%
Upstart Securitization Trust 2020-1 4.90% 04/22/2030 0.19%
Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1 4.61% 03/15/2028 0.18%
Santander Holdings USA Inc 3.40% 01/18/2023 0.18%
BBVA Bancomer SA/Texas 1.88% 09/18/2025 0.18%
Nordstrom Inc 2.30% 04/08/2024 0.17%
Bellemeade Re Ltd 4.48% 03/25/2031 0.17%
JPMorgan Chase Bank NA - CACLN 0.76% 02/26/2029 0.17%
UPC Sunrise 5.74% 01/31/2029 0.17%
Kyndryl Holdings Inc 2.05% 10/15/2026 0.16%
Marlette Funding Trust 2021-3 0.65% 12/15/2031 0.16%
Stack Infrastructure Issuer LLC 1.89% 08/25/2045 0.16%
BX Commercial Mortgage Trust 2021-VOLT 4.47% 09/15/2036 0.16%
RESIMAC Premier Series 2020-1 3.69% 02/07/2052 0.15%
Delta SkyMiles 6.46% 10/20/2027 0.15%
Connecticut Avenue Securities Trust 2019-R06 5.18% 09/25/2039 0.14%
JPMorgan Chase Bank NA - CACLN 0.89% 12/26/2028 0.13%
Hyatt Hotels Corp 1.30% 10/01/2023 0.12%
Multifamily Connecticut Avenue Securities Trust 2020-01 5.03% 03/25/2050 0.11%
CALVERT IMPACT CAPITAL NOTE 1.50% 12/15/2023 0.11%
Freddie Mac STACR REMIC Trust 2021-DNA3 3.03% 10/25/2033 0.10%
Upstart Securitization Trust 2021-5 1.31% 11/20/2031 0.10%
Virgin Media 6.07% 01/31/2029 0.10%
Jabil Inc 1.70% 04/15/2026 0.10%
Upstart Securitization Trust 2021-3 0.83% 07/20/2031 0.09%
LL ABS Trust 2019-1 3.79% 01/17/2028 0.09%
Hilton Grand Vacations Trust 2020-A 2.74% 02/25/2039 0.09%
Genuine Parts Co 1.75% 02/01/2025 0.09%
Marlette Funding Trust 2021-2 0.51% 09/15/2031 0.09%
Select Medical Corporation 5.62% 03/06/2025 0.08%
CNH Equipment Trust 2022-B 3.94% 12/15/2025 0.08%
LL ABS Trust 2021-1 1.07% 05/15/2029 0.08%
Crossroads Asset Trust 2021-A 0.82% 03/20/2024 0.08%
JPMorgan Chase Bank NA - CACLN 1.01% 02/26/2029 0.08%
Marlette Funding Trust 2020-2 2.83% 09/16/2030 0.07%
Oscar US Funding XII LLC 0.40% 03/11/2024 0.07%
Chesapeake Funding II LLC 3.47% 08/15/2032 0.06%
Theorem Funding Trust 2020-1 3.95% 10/15/2026 0.05%
CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-HP1 3.48% 12/15/2026 0.04%
RESIMAC Bastille Trust Series 2018-1NC 2.99% 12/16/2059 0.04%
Connecticut Avenue Securities Trust 2019-R02 5.38% 08/25/2031 0.03%
Freddie Mac STACR Trust 2019-DNA4 5.03% 10/25/2049 0.03%
Oportun Funding 2020-1 LLC 3.45% 05/15/2024 0.02%
MVW 2020-1 LLC 1.74% 10/20/2037 0.02%
Sofi Professional Loan Program 2016-B LLC 4.28% 06/25/2033 0.01%
Stack Infrastructure Issuer LLC 4.54% 02/25/2044 0.00%
Fannie Mae Connecticut Avenue Securities 5.98% 07/25/2024 0.00%
Bombardier Recreational Products, Inc. 5.12% 05/24/2027 0.00%