Security NameCoupon Rate (%)Maturity DateSharesMarket Value ($)Weight (%)
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE61/16/20547,800,0007,926,7503.02
FANNIE MAE NOTES 08/30 0.8750.8758/5/20308,000,0006,534,1672.49
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE41/16/20545,800,0005,493,4612.1
FEDERAL FARM CREDIT BANK BONDS 03/26 4.54.53/2/20265,000,0005,020,4831.92
FED HOME LN DISCOUNT NT DISCOUNT NOT 01/24 0.000000.011/5/20245,000,0004,994,9441.91
FED HOME LN DISCOUNT NT DISCOUNT NOT 01/24 0.000000.011/17/20245,000,0004,986,2781.9
GNMA II TBA 30 YR 3.5 JUMBOS3.51/22/20545,300,0004,940,1801.89
FEDERAL HOME LOAN BANK BONDS 11/28 3.253.2511/16/20285,000,0004,859,5031.85
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE5.51/16/20544,430,0004,453,1881.7
FANNIE MAE UNSECURED 10/27 0.750.7510/8/20275,000,0004,444,2901.7
FNMA POOL CB2291 FN 12/51 FIXED 2.52.512/1/20515,038,5934,294,8221.64
FNMA POOL CB3799 FN 06/52 FIXED 336/1/20524,643,3914,165,3491.59
FED HOME LN DISCOUNT NT DISCOUNT NOT 02/24 0.000000.012/26/20244,000,0003,965,5181.51
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE21/16/20544,800,0003,925,5001.5
FNMA POOL CB2770 FN 02/52 FIXED 222/1/20524,548,8513,773,9901.44
FNMA POOL CB3033 FN 03/52 FIXED 223/1/20524,357,1683,623,3121.38
FEDERAL HOME LOAN BANK BONDS 03/26 4.1254.1253/13/20263,500,0003,491,3631.33
KFW GOVT GUARANT 06/37 0.000000.016/29/20376,000,0003,432,5351.31
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE4.51/16/20543,330,0003,232,0511.23
FEDERAL HOME LOAN BANK BONDS 02/27 0.90.92/26/20273,000,0002,709,4341.03
FEDERAL HOME LOAN BANK BONDS 03/25 2.3752.3753/14/20252,710,0002,640,7391.01
FREDDIE MAC NOTES 02/25 1.51.52/12/20252,600,0002,510,6690.96
FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE4.51/18/20392,500,0002,488,2810.95
FNMA POOL BV1907 FN 12/51 FIXED 2.52.512/1/20512,898,7662,484,6960.95
EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.750.759/23/20303,000,0002,441,3810.93
FNMA POOL FS0508 FN 01/52 FIXED VAR31/1/20522,673,8222,371,3260.9
FED HM LN PC POOL SD8246 FR 09/52 FIXED 559/1/20522,344,1602,324,5090.89
FNMA POOL MA4761 FN 09/52 FIXED 559/1/20522,330,4982,309,8870.88
FED HM LN PC POOL RA9298 FR 06/53 FIXED 5.55.56/1/20532,280,8572,293,2550.88
FANNIE MAE NOTES 07/37 5.6255.6257/15/20372,000,0002,270,7730.87
FNMA POOL CB7240 FN 10/53 FIXED 6610/1/20532,184,7742,220,5430.85
FED HM LN PC POOL RJ0094 FR 10/53 FIXED 6610/1/20532,178,5062,214,1730.84
FED HM LN PC POOL RA9878 FR 09/53 FIXED 669/1/20532,163,0062,198,4190.84
FEDERAL FARM CREDIT BANK BONDS 10/49 2.6252.62510/15/20493,250,0002,152,6890.82
FNMA POOL FM2233 FN 10/49 FIXED VAR410/1/20492,072,0971,989,6490.76
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE51/16/20542,000,0001,981,0940.76
GNMA II TBA 30 YR 2.5 JUMBOS2.51/22/20542,200,0001,926,8910.74
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE21/18/20392,100,0001,886,2610.72
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A3.02421/5/20392,150,0001,811,8300.69
GNMA II TBA 30 YR 4.5 JUMBOS4.51/22/20541,600,0001,562,6250.6
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE3.51/16/20541,700,0001,561,7420.6
GNMA II TBA 30 YR 4 JUMBOS41/22/20541,600,0001,528,7500.58
BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.6255.6255/15/20301,500,0001,522,9010.58
FEDERAL FARM CREDIT BANK BONDS 11/37 2.782.7811/2/20371,800,0001,498,4310.57
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.551.553/25/20261,500,0001,389,8050.53
MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.114.117/15/20311,393,7601,383,1310.53
VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.1333.1332/26/20251,380,0001,338,5230.51
CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.4846.48410/23/20451,325,0001,307,6610.5
APPLE INC SR UNSECURED 08/62 4.14.18/8/20621,435,0001,286,5680.49
SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A2.7892/12/20411,615,0001,264,3720.48
MT SINAI HOSPITAL SECURED 07/35 3.8313.8317/1/20351,400,0001,247,8620.48
RICE UNIVERSITY UNSECURED 05/55 3.7743.7745/15/20551,490,0001,238,0140.47
BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.222.227/1/20281,400,0001,231,7880.47
BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR6.2539/16/20261,200,0001,214,1150.46
MACARTHUR FOUNDATION UNSECURED 12/30 1.2991.29912/1/20301,440,0001,150,9080.44
BROADCOM INC COMPANY GUAR 11/30 4.154.1511/15/20301,200,0001,148,5210.44
BNP PARIBAS REGS 01/29 VAR4.3751/13/20291,000,0001,145,1300.44
JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR6.0710/22/20271,090,0001,122,2650.43
STANFORD UNIVERSITY SR UNSECURED 05/54 4.2494.2495/1/20541,200,0001,111,7350.42
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY23/20/20501,885,9021,095,3220.42
ADVOCATE HEALTH CORP SR UNSECURED 08/28 3.8293.8298/15/20281,115,0001,085,5940.41
FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A4.1608145/25/20511,070,0001,022,2920.39
CREDIT AGRICOLE LONDON 144A 01/27 4.1254.1251/10/20271,000,000971,4660.37
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE2.51/16/20541,125,000958,0960.37
ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.33.39/2/20401,250,000943,9580.36
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A3.45433/10/20331,000,000939,8760.36
PARAMOUNT GLOBAL SR UNSECURED 01/31 4.954.951/15/2031985,000936,1150.36
PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.3751.37511/15/20251,000,000929,6680.35
PROV ST JOSEPH HLTH OBL SR UNSECURED 10/33 5.4035.40310/1/2033910,000929,2410.35
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A8.37911/15/2036955,000917,3430.35
BX TRUST BX 2022 CLS A 144A5.7610/13/2027892,000894,4350.34
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.3052.3057/1/20291,000,000877,4360.33
INVEST ENERGY RES LTD SR SECURED 144A 04/29 6.256.254/26/2029925,000874,6660.33
PHILADELPHIA PA REDEV AUTH PHIDEV 09/30 FIXED 2.3392.3399/1/20301,000,000869,4680.33
CESKA SPORITELNA AS REGS 09/28 VAR0.59/13/2028900,000863,1350.33
DC OFFICE TRUST DCOT 2019 MTC A 144A2.9659/15/20451,030,000862,6100.33
UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.1794.1799/1/21171,000,000855,4720.33
HUDSON YARDS HY 2016 10HY A 144A2.8358/10/2038915,000851,5070.32
MORGAN STANLEY SR UNSECURED 10/32 VAR2.51110/20/20321,000,000830,3420.32
FANNIE MAE FNR 2020 1 L2.52/25/20501,246,009828,8540.32
THE NHP FOUNDATION SR UNSECURED 12/28 5.855.8512/1/2028800,000826,7660.32
FEDERAL FARM CREDIT BANK BONDS 03/44 3.663.663/7/2044974,000816,3460.31
FEDERAL FARM CREDIT BANK BONDS 04/45 3.433.434/6/20451,000,000801,7030.31
DUKE UNIVERSITY UNSECURED 10/44 2.6822.68210/1/20441,070,000799,3180.3
FLORIDA ST DEV FIN CORP EDUCTN FLSDEV 04/40 FIXED 4.0094.0094/1/2040925,000792,5460.3
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.54.54/27/2031950,000790,1520.3
GREENKO DUTCH BV SR SECURED 144A 03/26 3.853.853/29/2026841,750785,7100.3
COMMONSPIRIT HEALTH SR SECURED 10/49 3.8173.81710/1/2049975,000776,8510.3
COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.484.4812/1/2040940,000776,0800.3
ILLINOIS ST FIN AUTH REVENUE ILSGEN 05/41 FIXED 3.513.515/15/20411,000,000774,8510.3
HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A5.579/25/2029760,000770,0730.29
OREGON ST UNIV GEN REVENUE ORSHGR 03/60 FIXED 3.4243.4243/1/20601,000,000763,6870.29
NEW JERSEY ST EDUCTNL FACS AUT NJSEDU 07/48 FIXED 3.9583.9587/1/20481,000,000762,3560.29
FANNIE MAE FNR 2017 105 ZE31/25/2048960,115762,3510.29
GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A2.34712/10/2040925,000750,2470.29
ING GROEP NV SR UNSECURED 144A 01/26 4.6254.6251/6/2026750,000745,5480.28
USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.1252.1255/1/2030885,000745,4520.28
HONG KONG SR UNSECURED 144A 05/24 2.52.55/28/2024750,000742,0840.28
PARK AVENUE TRUST PRKAV 2017 245P A 144A3.5086/5/2037800,000736,0240.28
MICROSOFT CORP SR UNSECURED 03/62 3.0413.0413/17/20621,000,000726,4460.28
CITIGROUP INC SR UNSECURED 03/31 VAR4.4123/31/2031750,000718,9320.27
AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 991/20/2031665,000707,2940.27
CONSERVATION FUND SR UNSECURED 12/29 3.4743.47412/15/2029800,000707,0420.27
YMCA OF GREATER NY UNSECURED 08/26 2.3032.3038/1/2026765,000706,7070.27
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.455.458/15/2028770,000691,9500.26
BROADCOM INC SR UNSECURED 144A 11/36 3.1873.18711/15/2036852,000691,8620.26
BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.5194.5197/1/2026705,000684,9790.26
CITY OF OTTAWA UNSECURED 05/51 2.52.55/11/20511,240,000682,4140.26
COMM MORTGAGE TRUST COMM 2020 CX A 144A2.17311/10/2046825,000671,7940.26
SLG OFFICE TRUST SLG 2021 OVA C 144A2.850617/15/2041835,000671,3730.26
CITY OF TORONTO CANADA UNSECURED 09/39 2.62.69/24/20391,060,000658,1200.25
HOWARD UNIVERSITY INSURED 10/41 3.4763.47610/1/2041865,000646,0450.25
RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.9632.9632/15/2027670,000636,9810.24
RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.073.072/15/2028670,000632,1340.24
UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/20 FIXED 3.7063.7065/15/2120900,000628,2030.24
FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A3.49476311/25/2052700,000626,8500.24
HUDSON YARDS HY 2019 30HY A 144A3.2287/10/2039700,000621,3350.24
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.4555.4557/1/2033600,000596,1170.23
ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A1.9378/15/2046660,000592,5400.23
TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.354.352/15/2028600,000587,2770.22
SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.3754.3755/28/2030615,000585,5650.22
MBANK SA REGS 09/27 VAR0.9669/21/2027600,000576,6230.22
MORGAN STANLEY SR UNSECURED 01/31 VAR2.6991/22/2031640,000560,3750.21
BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR0.5838/24/2028560,000557,8840.21
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A7.512/15/2028550,000557,8500.21
TRICOLOR AUTO SECURITIZATION T TAST 2023 1A B 144A6.8411/16/2026550,000550,6980.21
STANFORD HEALTH CARE UNSECURED 08/30 3.313.318/15/2030595,000548,4640.21
AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A7.123/15/2027545,000545,6020.21
LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A4.225/17/2027552,848541,2020.21
CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A3.7573/25/2067569,311538,4310.21
BLUEHUB LOAN FUND SR UNSECURED 01/27 2.892.891/1/2027600,000535,2860.2
MET GOVT NASHVILLE DAVIDSONC METHGR 07/52 FIXED 3.2353.2357/1/2052800,000534,1870.2
COMM MORTGAGE TRUST COMM 2020 SBX A 144A1.671/10/2038595,000532,5190.2
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A7.0910/16/2028526,545530,1810.2
THOMAS JEFFERSON UNIV SECURED 11/57 3.8473.84711/1/2057700,000527,2610.2
FNMA POOL BE4435 FN 11/46 FIXED 3311/1/2046582,464524,3510.2
FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A4.32033512/25/2050550,000519,2320.2
FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A3.64531710/25/2052565,000517,6810.2
HOLOGIC INC COMPANY GUAR 144A 02/29 3.253.252/15/2029570,000517,3200.2
UNIV SOUTHERN CALIFORNIA SR UNSECURED 10/53 4.9764.97610/1/2053495,000513,7590.2
CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.753.752/15/2031560,000493,5160.19
HTA GROUP LTD COMPANY GUAR REGS 12/25 7712/18/2025500,000493,3330.19
ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.853.8511/15/2024500,000492,9420.19
BIOGROUP LCD 2021 EUR TERM LOAN B02/9/2028465,000492,9020.19
SBA TOWER TRUST SBAC 2014 2A C 144A3.86910/15/2049500,000491,7330.19
CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A7.5256/25/2058492,817490,5750.19
BPCE SA SUBORDINATED 144A 04/26 4.8754.8754/1/2026500,000490,3780.19
VENTAS REALTY LP COMPANY GUAR 02/25 3.53.52/1/2025500,000488,9080.19
US BANCORP SUBORDINATED 09/24 3.63.69/11/2024493,000487,1140.19
AXA SA SUBORDINATED 12/30 8.68.612/15/2030400,000479,3350.18
FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A3.45545412/25/2051525,000474,9570.18
AIR LEASE CORP SR UNSECURED 12/27 3.6253.62512/1/2027500,000473,6640.18
CITIGROUP INC SR UNSECURED 04/25 VAR3.3524/24/2025475,000471,4950.18
FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A3.5410362/25/2052520,000471,4560.18
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A8.116486/15/2038655,000470,4770.18
BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR6.2539/16/2026465,000470,4700.18
CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A610/25/2057471,589470,3710.18
NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.4733.4737/1/2028500,000469,7570.18
FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A3.9212748/25/2052500,000466,3330.18
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ48/20/2052610,239464,2480.18
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A6.928/15/2028461,508464,1760.18
ZELIS HEALTHCARE CORPORATION 2021 TERM LOAN09/30/2026458,435459,8960.18
AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.756.755/20/2029450,000442,5700.17
BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.554.5510/1/2029500,000438,1790.17
FNMA POOL BD1165 FN 10/46 FIXED 3310/1/2046475,260431,5570.16
NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.2484.2489/1/2035440,000429,1280.16
HOWARD UNIVERSITY SR UNSECURED 10/52 5.2095.20910/1/2052470,000428,7660.16
FANNIE MAE FNR 2012 120 ZB3.511/25/2042457,985425,0180.16
COMM MORTGAGE TRUST COMM 2020 CX B 144A2.44611/10/2046524,000424,6440.16
COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.0195.01912/1/2041435,000421,6540.16
CITIGROUP INC SR UNSECURED 05/32 VAR2.5615/1/2032500,000418,0320.16
AXIAN TELECOM COMPANY GUAR 144A 02/27 7.3757.3752/16/2027445,000417,4660.16
SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A5.7512/20/2050403,374414,7610.16
BOSTON PROPERTIES LP SR UNSECURED 02/26 3.653.652/1/2026430,000414,2980.16
PROAMPAC PG BORROWER LLC 2023 TERM LOAN09/15/2028405,548406,7310.16
SUTTER HEALTH UNSECURED 08/33 5.1645.1648/15/2033395,000401,2270.15
FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A4.08328510/25/2031461,000393,2310.15
BOELS TOPHOLDING BV 2021 EUR TERM LOAN B02/6/2027344,828382,0780.15
FREMF MORTGAGE TRUST FREMF 2019 K736 C 144A3.759717/25/2026400,000379,8830.14
NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.1541.1547/1/2027430,000377,6490.14
DCERT BUYER INC 2019 TERM LOAN B010/16/2026379,968377,3850.14
ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A68/17/2048380,000377,3810.14
PARAMOUNT GLOBAL SR UNSECURED 01/27 2.92.91/15/2027400,000370,9510.14
WRKCO INC COMPANY GUAR 09/24 339/15/2024375,000368,0000.14
SLG OFFICE TRUST SLG 2021 OVA B 144A2.706797/15/2041445,000364,7430.14
AMERICAN TOWER CORP SR UNSECURED 02/24 552/15/2024362,000361,5690.14
STHRN OH PORT EXEMPT FAC REVEN SHNTRN 12/30 FIXED OID 6.56.512/1/2030470,000356,0630.14
FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.2581.2587/1/2025375,000355,9150.14
RUSSELL INVESTMENTS 2020 TERM LOAN05/30/2025377,463354,3040.14
BX TRUST BX 2022 CLS B 144A6.310/13/2027375,000351,1680.13
ATHENAHEALTH INC 2022 TERM LOAN B02/15/2029351,246350,5140.13
DIST OF COLUMBIA REVENUE DISREV 04/42 FIXED 3.4323.4324/1/2042430,000344,6710.13
DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.1254.1257/1/2027345,000335,6450.13
VERISURE HOLDING AB 2021 EURO TERM LOAN03/27/2028300,000329,6480.13
WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A43.6179/15/2057340,000327,8830.13
FED HM LN PC POOL G08816 FG 06/48 FIXED 3.53.56/1/2048346,388324,2420.12
DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.753.753/4/2025325,000317,8260.12
FNMA POOL BC1171 FN 06/46 FIXED 3.53.56/1/2046330,818309,2550.12
DUKE UNIVERSITY UNSECURED 10/50 2.7572.75710/1/2050435,000308,0960.12
YMCA OF GREATER NY SR UNSECURED 08/32 3.233.238/1/2032375,000303,3310.12
GO DADDY OPERATING COMPANY LLC 2021 TERM LOAN B408/10/2027299,150299,9910.11
REPUBLIC OF CHILE SR UNSECURED 07/31 0.830.837/2/2031324,000296,7190.11
REGENCY CENTERS LP COMPANY GUAR 06/24 3.753.756/15/2024300,000296,5820.11
GCAT GCAT 2021 CM2 A1 144A2.3528/25/2066312,318286,9740.11
ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.152.159/2/2031350,000286,2440.11
COMM MORTGAGE TRUST COMM 2015 LC19 A43.1832/10/2048291,000283,1120.11
FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A3.9212748/25/2052307,000282,3410.11
ADVOCATE HEALTH CORP UNSECURED 06/30 2.2112.2116/15/2030325,000279,9920.11
CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B202/1/2027277,990278,2110.11
FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X10.63868811/25/20298,883,265277,0390.11
FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X2.78646810/25/20552,058,671273,2100.1
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.943.948/15/2041335,000268,2840.1
FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A4.431/18/2028271,629268,1550.1
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ3.510/20/2049373,089266,3290.1
INSULET CORPORATION TERM LOAN B05/4/2028259,038260,4950.1
FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X11.7838689/25/20452,133,126256,3220.1
BNP PARIBAS 144A 01/24 3.83.81/10/2024245,000244,8960.09
FREMF MORTGAGE TRUST FREMF 2017 K729 B 144A3.67446611/25/2049250,000244,6740.09
FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X10.9285379/25/20304,942,328240,5840.09
FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X11.1497239/25/20304,035,390236,3900.09
DIGNITY HEALTH SECURED 11/64 5.2675.26711/1/2064250,000233,6930.09
AMERICAN TOWER CORP SR UNSECURED 05/24 3.3753.3755/15/2024235,000232,8440.09
INSULET CORPORATION SR UNSECURED 09/26 0.3750.3759/1/2026195,000225,0300.09
FREDDIE MAC FHR 3806 L3.52/15/2026221,530217,9500.08
FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X11.3758686/25/20303,182,340217,9470.08
DEXCOM INC SR UNSECURED 11/25 0.250.2511/15/2025205,000215,0450.08
BLOCK INC SR UNSECURED 03/25 0.1250.1253/1/2025215,000211,1090.08
AMERICAN BUILDERS CONTRACTOR 2019 TERM LOAN01/15/2027208,244208,9300.08
FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A3.75178211/25/2050220,000208,3950.08
APPLE INC SR UNSECURED 05/50 2.652.655/11/2050300,000207,6030.08
FNMA POOL BE8063 FN 12/46 FIXED 3312/1/2046230,579207,0730.08
FANNIE MAE FNR 2020 1 AC3.58/25/2058216,085204,2790.08
VODAFONE GROUP PLC SR UNSECURED 02/37 6.156.152/27/2037185,000200,7720.08
MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.9683.9687/1/2027205,000200,5040.08
FANNIE MAE FNR 2012 17 BC3.53/25/2027202,561198,2600.08
BLACK KNIGHT INFOSERV LL COMPANY GUAR 144A 09/28 3.6253.6259/1/2028200,000190,2500.07
AMERICAN INTL GROUP SR UNSECURED 04/26 3.93.94/1/2026190,000186,6420.07
FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A3.7675219/25/2051204,000185,4170.07
FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X11.3796896/25/20302,533,634177,5530.07
KAISER FOUNDATION HOSPIT COMPANY GUAR 05/27 3.153.155/1/2027185,000177,2180.07
MORGAN STANLEY BAML TRUST MSBAM 2014 C19 A43.52612/15/2047180,167175,8980.07
FNMA POOL BJ6137 FN 01/48 FIXED 3.53.51/1/2048185,581173,4810.07
CANARY WHARF GROUP SR SECURED REGS 04/28 3.3753.3754/23/2028200,000173,4190.07
FREMF MORTGAGE TRUST FREMF 2017 K726 B 144A4.0090837/25/2049175,000173,2320.07
BLACKHAWK NETWORK HLDGS INC TERM LOAN B06/15/2025170,550170,6680.07
BANK BANK 2019 BN24 XA0.63540111/15/20625,470,743170,1110.06
BANK BANK 2020 BN28 XA1.759543/15/20631,882,159167,8110.06
USI, INC. 2022 INCREMENTAL TERM LOAN011/22/2029164,587165,1020.06
LANCASTER CNTY PA HOSP AUTH LANMED 07/24 FIXED 557/1/2024165,000164,8640.06
FNMA POOL 932441 FN 01/40 FIXED 441/1/2040165,223161,3980.06
COMMONSPIRIT HEALTH SR SECURED 10/30 2.7822.78210/1/2030185,000160,5790.06
FED HM LN PC POOL Q33602 FG 05/45 FIXED 335/1/2045174,499160,0660.06
NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.1254.12511/1/2024160,000157,6290.06
FREDDIE MAC FHR 4961 JB2.512/15/2042171,091154,3470.06
PENNSYLVANIA ST INDL DEV AUTH PASDEV 07/24 FIXED 3.5563.5567/1/2024152,000150,7000.06
FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A4.0791977/25/2050155,000149,0720.06
BON SECOURS MERCY SECURED 06/25 1.351.356/1/2025155,000146,5170.06
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.194.198/15/2055190,000137,3780.05
FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X11.1153566/25/20302,339,928135,1830.05
LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 557/1/2025135,000134,5780.05
FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A4.0387817/25/2027136,000130,5410.05
LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A1.466/15/2026133,957129,6720.05
FREDDIE MAC FHR 3877 LM3.56/15/2026129,535127,2170.05
ETSY INC SR UNSECURED 10/26 0.1250.12546296110000126,9950.05
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.654.658/15/2030130,000121,9020.05
FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS1.2243197/25/20411,181,245115,7500.04
LIFE FINANCIAL SERVICES TRUST LIFE 2021 BMR D 144A6.876483/15/2038117,956113,6960.04
HOWARD UNIVERSITY INSURED 10/25 1.9911.99110/1/2025120,000113,1020.04
FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X11.5704085/25/20301,443,545112,7460.04
BANK BANK 2017 BNK8 ASB3.31411/15/2050116,417112,6490.04
FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X11.4330575/25/20301,495,870109,4890.04
BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA1.1944083/15/20622,199,650109,4220.04
FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X10.84968711/25/20302,412,889107,7980.04
FNMA POOL 745327 FN 03/36 FIXED VAR63/1/203699,364105,4470.04
XPLORNET COMMUNICATIONS INC TERM LOAN010/2/2028165,859100,8110.04
SEVERIN ACQUISITION LLC TERM LOAN08/1/2027100,000100,4170.04
WASHINGTON ST HSG FIN COMMISSI WASHSG 01/24 FIXED 441/1/2024100,00099,9850.04
FREMF MORTGAGE TRUST FREMF 2017 K725 B 144A4.0302762/25/2050100,00099,3600.04
MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4410/1/2027100,00097,7840.04
FNMA POOL AY3370 FN 04/45 FIXED 2.52.54/1/2045111,93197,5800.04
MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A1.448/20/2046115,20396,9540.04
FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A3.9458469/25/2049100,00094,1760.04
HOWARD UNIVERSITY INSURED 10/26 2.6572.65710/1/2026100,00093,4750.04
FNMA POOL AE4192 FN 10/40 FIXED 4410/1/204091,88089,7520.03
FED HM LN PC POOL G08347 FG 06/39 FIXED 4.54.56/1/203988,28888,3960.03
FREMF MORTGAGE TRUST FREMF 2017 K729 C 144A3.67446611/25/204990,00087,8400.03
OKLAHOMA ST UNIV AGRIC MECH OKSHGR 09/36 FIXED 3.4273.4279/1/2036100,00086,6670.03
FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A3.84169810/25/204990,00085,5730.03
UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.5812.5819/1/2031100,00084,8460.03
COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A2.2512/15/2052100,00082,7870.03
FED HM LN PC POOL G30614 FG 12/32 FIXED 3.53.512/1/203285,34082,6140.03
CROCS INC. 2023 TERM LOAN B02/20/202982,00082,4500.03
FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A3.9458469/25/204985,00081,0910.03
COMM MORTGAGE TRUST COMM 2020 CX C 144A2.68349811/10/2046100,00080,0680.03
BANK BANK 2019 BN18 XA0.8861875/15/20622,110,38278,7290.03
COMM MORTGAGE TRUST COMM 2020 CX D 144A2.68349811/10/2046100,00076,7750.03
FANNIE MAE CAS CAS 2016 C07 2M29.801915/25/202972,08776,0820.03
FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X10.5316810/25/20312,296,35974,7760.03
BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA1.5118441/15/2054881,30670,0810.03
FED HM LN PC POOL G01837 FG 07/35 FIXED 557/1/203567,78669,0780.03
FED HM LN PC POOL A37619 FG 09/35 FIXED 4.54.59/1/203568,18468,3800.03
FREMF MORTGAGE TRUST FREMF 2017 K64 B 144A3.9973285/25/205070,00067,1630.03
FNMA POOL AB4168 FN 01/32 FIXED 3.53.51/1/203267,40665,0590.02
FED HM LN PC POOL G06990 FG 08/40 FIXED 5.55.58/1/204059,74061,6820.02
VODAFONE GROUP PLC SR UNSECURED 02/43 4.3754.3752/19/204370,00061,3160.02
FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A3.75178211/25/205065,00060,7280.02
FNMA POOL AS3608 FN 12/43 FIXED 2.52.512/1/204368,39860,3090.02
FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X10.71874912/25/20301,462,31558,3070.02
COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.153.158/15/202457,00056,0670.02
FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A4.02401911/25/203267,00055,3650.02
FREDDIE MAC FHR 3800 CB3.52/15/202656,02655,1840.02
FED HM LN PC POOL A94362 FG 10/40 FIXED 4410/1/204055,65254,4380.02
FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.54.57/1/203650,82450,9070.02
FED HM LN PC POOL G01828 FG 04/35 FIXED 4.54.54/1/203549,24249,5240.02
FNMA POOL AP9592 FN 10/32 FIXED 3.53.510/1/203250,98649,0910.02
FED HM LN PC POOL A95085 FG 11/40 FIXED 4411/1/204049,92748,8380.02
FNMA POOL MA1630 FN 10/33 FIXED 4410/1/203349,71448,7380.02
FNMA POOL 930672 FN 03/39 FIXED 4.54.53/1/203947,16947,1460.02
FNMA POOL AB1343 FN 08/40 FIXED 4.54.58/1/204046,40146,4110.02
FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X10.3119871/25/20312,464,88644,6030.02
FNMA POOL AR1524 FN 01/28 FIXED 221/1/202846,44844,2840.02
FANNIE MAE CAS CAS 2017 C01 1M29.001917/25/202942,74244,2830.02
FNMA POOL AB6472 FN 10/27 FIXED 2210/1/202746,22144,2150.02
FED HM LN PC POOL G02424 FG 12/36 FIXED 5.55.512/1/203642,28943,6630.02
FED HM LN PC POOL G04997 FG 01/37 FIXED 551/1/203742,01042,8120.02
ETSY INC SR UNSECURED 09/27 0.1250.1259/1/202750,00042,7800.02
FED HM LN PC POOL J17791 FG 01/27 FIXED 331/1/202742,08841,0130.02
FNMA POOL MA0949 FN 01/32 FIXED 3.53.51/1/203241,40539,9620.02
FED HM LN PC POOL G06079 FG 07/39 FIXED 667/1/203936,35838,0620.01
FNMA POOL AE0216 FN 08/40 FIXED VAR48/1/204038,81837,9190.01
FED HM LN PC POOL A89148 FG 10/39 FIXED 4410/1/203938,40137,5630.01
FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A3.72661810/25/204940,00037,3520.01
SS C TECHNOLOGIES INC TERM LOAN B 304/16/202536,84936,9070.01
FNMA POOL BE1416 FN 11/31 FIXED 2.52.511/1/203139,49536,6590.01
DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA1.704999/15/2053639,48636,1700.01
FED HM LN PC POOL Q06160 FG 02/37 FIXED 442/1/203736,72436,0760.01
FED HM LN PC POOL A89384 FG 10/39 FIXED 4410/1/203936,06235,2760.01
FREDDIE MAC FHR 3768 CB3.512/15/202535,68235,0440.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X11.02200110/25/2030655,20735,0090.01
SS C TECHNOLOGIES INC SS C EUROPEAN HOLDINGS SARL04/16/202534,79434,8600.01
FNMA POOL 190370 FN 06/36 FIXED VAR66/1/203632,07733,5440.01
FNMA POOL 995243 FN 08/38 FIXED VAR4.58/1/203832,62632,5920.01
FED HM LN PC POOL G14599 FG 11/27 FIXED 2.52.511/1/202733,32232,1620.01
BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA1.7799677/15/2053491,67932,0450.01
FNMA POOL AE0625 FN 12/40 FIXED VAR412/1/204032,38131,6310.01
BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A2.80933/10/203331,89031,0860.01
FNMA POOL AL1627 FN 09/41 FIXED VAR4.59/1/204130,29830,3010.01
FNMA POOL MA0639 FN 02/41 FIXED 442/1/204130,75930,0270.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X10.7430569/25/20271,277,49829,8680.01
FED HM LN PC POOL A93101 FG 07/40 FIXED 557/1/204028,36628,8970.01
FNMA POOL 995082 FN 08/37 FIXED VAR5.58/1/203727,89628,7620.01
FED HM LN PC POOL A97047 FG 02/41 FIXED 4.54.52/1/204127,09927,1430.01
FED HM LN PC POOL Q00291 FG 04/41 FIXED 554/1/204126,41226,8930.01
FNMA POOL AC9564 FN 02/40 FIXED 4.54.52/1/204024,05124,0570.01
FNMA POOL BD1153 FN 08/46 FIXED 338/1/204626,32523,8750.01
FED HM LN PC POOL A95796 FG 12/40 FIXED 4412/1/204023,70823,1910.01
FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR7.5410/1/204322,90822,8980.01
FED HM LN PC POOL A87874 FG 08/39 FIXED 448/1/203919,82119,3890.01
FNMA POOL AA9846 FN 08/39 FIXED 448/1/203918,87518,4380.01
FED HM LN PC POOL G08499 FG 07/42 FIXED 337/1/204219,86518,3540.01
FNMA POOL AD1649 FN 03/40 FIXED 443/1/204018,58218,1520.01
FNMA POOL 889529 FN 03/38 FIXED VAR63/1/203817,34318,1350.01
FNMA POOL AE0215 FN 12/39 FIXED VAR412/1/203917,72617,3160.01
FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X10.87859711/25/2030362,02317,1200.01
FED HM LN PC POOL A89729 FG 11/39 FIXED 4411/1/203917,26916,8920.01
FNMA POOL AC1877 FN 09/39 FIXED 4.54.59/1/203916,15716,1600.01
FNMA POOL AL0049 FN 12/35 FIXED VAR612/1/203515,25615,8580.01
FNMA POOL AL0005 FN 01/41 FIXED VAR4.51/1/204114,89314,8960.01
FNMA POOL 745044 FN 08/35 FIXED VAR4.58/1/203513,78313,8390.01
FNMA POOL AJ5974 FN 12/36 FIXED 4412/1/203613,54313,2640.01
FED HM LN PC POOL A93996 FG 09/40 FIXED 4.54.59/1/204012,92512,9470
FNMA POOL AC2817 FN 10/39 FIXED 4410/1/203913,16212,8580
FED HM LN PC POOL J20118 FG 08/27 FIXED 2.52.58/1/202712,56312,1320
FNMA POOL AE0624 FN 11/40 FIXED VAR411/1/204012,41012,1270
FNMA POOL AE4113 FN 10/40 FIXED 4410/1/204012,40212,1150
FED HM LN PC POOL G01838 FG 07/35 FIXED 557/1/203511,22111,4350
FNMA POOL AW4685 FN 05/44 FLOATING VAR4.7725/1/204411,40811,3490
FNMA POOL AS8449 FN 12/31 FIXED 2.52.512/1/203111,40910,7620
FED HM LN PC POOL G01779 FG 04/35 FIXED 554/1/20359,7099,8940
COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.853.852/1/202510,0009,8360
FNMA POOL AE5143 FN 11/40 FIXED 4411/1/20409,3399,1230
FED HM LN PC POOL A12413 FG 08/33 FIXED 558/1/20338,6958,8610
FNMA POOL 890248 FN 08/37 FIXED VAR68/1/20378,3808,7280
FED HM LN PC POOL A94742 FG 11/40 FIXED 4411/1/20408,6008,4130
FNMA POOL AI7951 FN 08/36 FIXED 4.54.58/1/20367,6017,6310
FED HM LN PC POOL Z40004 FG 08/36 FIXED 668/1/20366,9677,2940
FNMA POOL AB1763 FN 11/30 FIXED 4411/1/20307,3707,2340
FNMA POOL MA1931 FN 06/24 FIXED 2.52.56/1/20246,8386,7760
FED HM LN PC POOL A95084 FG 11/40 FIXED 4411/1/20406,8006,6540
FNMA POOL AD8033 FN 08/40 FIXED 448/1/2040 6,708 6,553 0
FED HM LN PC POOL Q17103 FG 06/41 FIXED 446/1/2041 5,085 5,014 0
FNMA POOL MA0919 FN 12/31 FIXED 3.53.512/1/2031 4,140 4,003 0
FED HM LN PC POOL G05052 FG 10/33 FIXED 5510/1/2033 3,774 3,846 0
FNMA POOL AC5401 FN 10/39 FIXED 5510/1/2039 1,782 1,813 0
Holdings as of 12/31/2023

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