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Fund Holdings1,2 as of Jan 31, 2023

Holding Coupon Rate Maturity Date % of Net Assets
Ginnie Mae 6.50% 02/01/2052 21.16%
Ginnie Mae II Pool - CP8519 5.00% 10/20/2052 6.26%
Ginnie Mae II Pool - CP6243 5.50% 08/20/2062 3.86%
CHNGE Mortgage Trust 2022-4 6.00% 10/25/2057 3.60%
MSILF GOVERNMENT PORTFOLIO MSILF GOVERNMENT PORTFOLIO 4.14% 12/31/2030 2.94%
Ginnie Mae II Pool - CJ8967 5.00% 08/20/2052 2.86%
Connecticut Avenue Securities Trust 2019-R04 9.76% 06/25/2039 2.51%
Ginnie Mae II Pool - CM7890 5.00% 06/20/2052 2.29%
Ginnie Mae II Pool - CP8518 5.00% 10/20/2052 2.15%
Ginnie Mae II Pool - CO9070 7.00% 01/20/2053 2.01%
Ginnie Mae II Pool - CO9065 7.00% 12/20/2052 2.01%
Ginnie Mae II Pool - CQ6246 6.00% 12/20/2052 1.97%
Ginnie Mae II Pool - CR0808 6.50% 11/20/2062 1.97%
Ginnie Mae II Pool - CP8521 6.00% 10/20/2052 1.96%
Ginnie Mae II Pool - CP7536 5.50% 10/20/2052 1.93%
Ginnie Mae I Pool - CN3313 5.50% 09/15/2052 1.92%
Ginnie Mae II Pool - CN0468 5.00% 07/20/2052 1.91%
Ginnie Mae II Pool - CO2843 5.00% 07/20/2052 1.91%
Ginnie Mae II Pool - CN3126 5.00% 08/20/2052 1.91%
GCAT 2023-NQM2 Trust 6.24% 11/25/2067 1.90%
Fannie Mae Pool - BW7963 5.00% 08/01/2052 1.90%
Bellemeade Re 2022-2 Ltd 8.31% 09/27/2032 1.90%
Radnor RE 2022-1 Ltd 8.06% 09/25/2032 1.89%
Ginnie Mae II Pool - CJ8958 5.00% 07/20/2052 1.87%
Deephaven Residential Mortgage Trust 2020-2 5.84% 05/25/2065 1.84%
Ginnie Mae II Pool - CM9961 4.00% 05/20/2052 1.82%
PNMAC GMSR ISSUER TRUST 2022-GT1 8.56% 05/25/2027 1.81%
Deephaven Residential Mortgage Trust 2020-2 4.11% 05/25/2065 1.80%
Ginnie Mae II Pool - CP5127 4.50% 02/20/2050 1.74%
CHNGE Mortgage Trust 2022-NQM1 5.82% 06/25/2067 1.69%
Cascade MH Asset Trust 2022-MH1 4.25% 08/25/2054 1.67%
Ginnie Mae II Pool - CQ4668 7.00% 12/20/2062 1.17%
Government National Mortgage Association 7.18% 11/20/2052 1.07%
Ginnie Mae II Pool - CR2491 7.00% 01/20/2053 1.00%
Ginnie Mae II Pool - CO9069 6.50% 01/20/2053 1.00%
Ginnie Mae II Pool - CS3066 6.50% 01/20/2053 1.00%
Ginnie Mae II Pool - CS3065 7.00% 01/20/2053 0.99%
Ginnie Mae II Pool - CR2490 6.50% 01/20/2053 0.99%
Government National Mortgage Association 6.93% 10/20/2052 0.98%
Ginnie Mae II Pool - CR0069 6.00% 01/20/2053 0.98%
Ginnie Mae II Pool - CQ6449 5.50% 01/20/2053 0.97%
Ginnie Mae II Pool - CQ6219 5.50% 12/20/2052 0.97%
Ginnie Mae II Pool - CP8516 5.50% 10/20/2052 0.97%
Ginnie Mae II Pool - CP8520 5.50% 10/20/2052 0.97%
Ginnie Mae II Pool - CM7891 5.50% 06/20/2052 0.97%
FARM 2022-1 Mortgage Trust 2.94% 01/25/2052 0.96%
Ginnie Mae II Pool - CP3961 5.00% 10/20/2052 0.96%
Ginnie Mae II Pool - CO4957 5.00% 08/20/2052 0.96%
Ginnie Mae II Pool - CO9631 5.00% 07/20/2052 0.96%
Freddie Mac Pool - QE9457 5.00% 09/01/2052 0.95%
Ginnie Mae II Pool - CA4202 5.00% 07/20/2052 0.95%
Ginnie Mae II Pool - CP1454 5.00% 07/20/2052 0.95%
Fannie Mae Pool - BW3780 5.00% 09/01/2052 0.95%
Connecticut Avenue Securities Trust 2019-R06 8.26% 09/25/2039 0.95%
Ginnie Mae II Pool - CF0670 5.00% 06/20/2052 0.95%
Fannie Mae Pool - BV8886 5.00% 05/01/2052 0.95%
Fannie Mae Pool - BW6603 5.00% 07/01/2052 0.95%
Ginnie Mae II Pool - CP5138 4.50% 07/20/2049 0.94%
Ginnie Mae II Pool - CF0669 4.50% 06/20/2052 0.93%
Freddie Mac STACR 2019-HQA3 12.01% 09/25/2049 0.92%
Angel Oak Mortgage Trust I LLC 2019-1 5.40% 11/25/2048 0.92%
NewRez Warehouse Securitization Trust 2021-1 9.76% 05/25/2055 0.92%
Ginnie Mae II Pool - CM9964 4.00% 05/20/2052 0.91%
Ginnie Mae II Pool - CM9967 4.00% 05/20/2052 0.90%
Ginnie Mae II Pool - CP5126 4.50% 05/20/2050 0.80%
Ginnie Mae II Pool - CR0036 5.50% 10/20/2052 0.78%
Ginnie Mae 5.50% 02/01/2052 0.77%
Ginnie Mae II Pool - CK9963 5.00% 07/20/2052 0.76%
Ginnie Mae II Pool - CQ3139 5.50% 08/20/2062 0.76%
Ginnie Mae II Pool - CJ8199 4.50% 02/20/2052 0.56%
BRAVO Residential Funding Trust 2021-NQM3 1.96% 04/25/2060 0.47%
New Residential Mortgage Loan Trust 2021-NQM2R 2.20% 10/25/2058 0.42%
Ginnie Mae II Pool - CR8978 6.50% 11/20/2062 0.40%
Ginnie Mae II Pool - CR8976 5.50% 09/20/2062 0.39%
Fannie Mae Pool - BX2993 5.50% 11/01/2052 0.39%
Ginnie Mae II Pool - CN2499 5.00% 07/20/2052 0.38%
Ginnie Mae II Pool - CN9634 5.00% 07/20/2052 0.38%
Ginnie Mae II Pool - CN9635 5.00% 07/20/2052 0.38%
Ginnie Mae II Pool - CJ8298 5.00% 06/20/2052 0.38%
Fannie Mae Pool - BW0393 5.00% 06/01/2052 0.38%
Government National Mortgage Association 3.00% 09/20/2051 0.37%
CHNGE Mortgage Trust 2022-NQM1 5.82% 06/25/2067 0.37%
GCAT 2022-NQM4 Trust 5.73% 08/25/2067 0.37%
GCAT 2022-NQM4 Trust 5.76% 08/25/2067 0.35%
BRAVO Residential Funding Trust 2021-NQM1 1.33% 02/25/2049 0.31%
Ginnie Mae II Pool - MA6091 4.00% 08/20/2049 0.29%
Angel Oak Mortgage Trust 2021-5 1.21% 07/25/2066 0.25%
Government National Mortgage Association 0.21%
Ginnie Mae II Pool - CP5112 4.50% 03/20/2050 0.19%
Fannie Mae Pool - BV7366 4.50% 08/01/2052 0.19%
BMIBM2Y69 0.18%
Ginnie Mae II Pool - MA6543 4.00% 03/20/2050 0.14%
United States Dollar 0.12%
SG Residential Mortgage Trust 2019-3 2.70% 09/25/2059 0.07%
Government National Mortgage Association 0.00% 07/20/2052 0.06%
Ginnie Mae 6.00% 02/01/2052 0.04%
RRP GNMA2 30YR REPO US3617XR5T51 4.64% 02/13/2023 -1.77%
RRP GNMA2 30YR US3617FYPC50 4.64% 02/13/2023 -5.88%

1. The following list reflects unaudited securities holdings (excluding derivatives positions). Holdings information may differ if presented as of trade date. Due to rounding, holdings of less than 0.005% may show as 0.00%. Portfolio information subject to change due to active management.
2. Percent of total net assets.