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Fund Holdings1,2 as of Jan 31, 2023

Holding Coupon Rate Maturity Date % of Net Assets
United States Treasury Note/Bond 2.25% 03/31/2024 13.30%
United States Treasury Note/Bond 0.13% 09/15/2023 5.81%
Fannie Mae or Freddie Mac 4.50% 02/01/2052 2.04%
Fannie Mae or Freddie Mac 5.00% 02/01/2052 1.55%
Bank of America Corp 3.85% 03/08/2037 1.38%
MSILF GOVERNMENT PORTFOLIO MSILF GOVERNMENT PORTFOLIO 4.14% 12/31/2030 1.24%
F&G Annuities & Life Inc 7.40% 01/13/2028 1.23%
VMC Finance 2021-HT1 LLC 8.97% 01/18/2037 1.16%
Home Re 2018-1 Ltd 7.51% 10/25/2028 1.13%
Pagaya AI Debt Selection Trust 2021-3 3.27% 05/15/2029 1.10%
HSBC Holdings PLC 7.39% 11/03/2028 1.06%
CIM Retail Portfolio Trust 2021-RETL 9.31% 08/15/2036 1.05%
Fannie Mae or Freddie Mac 4.00% 02/01/2052 1.01%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.72% 11/05/2032 0.97%
American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50% 04/20/2026 0.95%
Oportun Issuance Trust 2021-C 2.67% 10/08/2031 0.88%
Radian Group Inc 4.88% 03/15/2027 0.82%
HAT Holdings I LLC / HAT Holdings II LLC 3.38% 06/15/2026 0.82%
Morgan Stanley Capital I Trust 2019-BPR 6.81% 05/15/2036 0.82%
Citigroup Inc 6.27% 11/17/2033 0.82%
Global Atlantic Fin Co 3.13% 06/15/2031 0.81%
Dave & Buster's Inc 7.63% 11/01/2025 0.79%
CCO Holdings LLC / CCO Holdings Capital Corp 5.00% 02/01/2028 0.79%
Sunnova Sol Issuer LLC 5.54% 02/01/2055 0.75%
BX Commercial Mortgage Trust 2021-VOLT 6.11% 09/15/2036 0.75%
Upstart Securitization Trust 2020-3 6.25% 11/20/2030 0.74%
Conn's Receivables Funding 2022-A LLC 9.52% 12/15/2026 0.73%
Enact Holdings Inc 6.50% 08/15/2025 0.71%
Mill City Solar Loan 2020-1 Ltd 2.00% 06/20/2047 0.70%
Multifamily Connecticut Avenue Securities Trust 2020-01 8.26% 03/25/2050 0.70%
Connecticut Avenue Securities Trust 2021-R01 10.31% 10/25/2041 0.70%
Bellemeade RE 2021-3 Ltd 5.71% 09/25/2031 0.69%
Conn's Receivables Funding 2021-A LLC 4.59% 05/15/2026 0.69%
Ally Financial Inc 8.00% 11/01/2031 0.68%
EPR Properties 3.75% 08/15/2029 0.67%
Toronto-Dominion Bank 8.13% 10/31/2082 0.65%
Oportun Issuance Trust 2022-2 9.36% 10/09/2029 0.65%
Seagate HDD Cayman 5.75% 12/01/2034 0.62%
United States Dollar 0.62%
Connecticut Avenue Securities Trust 2019-R06 8.26% 09/25/2039 0.60%
Stack Infrastructure Issuer LLC 4.54% 02/25/2044 0.58%
Kyndryl Holdings Inc 2.70% 10/15/2028 0.57%
Upstart Securitization Trust 2020-1 4.90% 04/22/2030 0.56%
Sun Communities Operating LP 2.70% 07/15/2031 0.55%
BBCMS 2017-DELC Mortgage Trust 8.08% 08/15/2036 0.52%
Bread Financial Holdings Inc 4.75% 12/15/2024 0.52%
Brunswick Corp/DE 5.10% 04/01/2052 0.52%
Air Lease Corp 2.88% 01/15/2032 0.51%
Warnermedia Holdings Inc 5.05% 03/15/2042 0.51%
CI Financial Corp 4.10% 06/15/2051 0.50%
SERVPRO Master Issuer LLC 3.88% 10/25/2049 0.50%
Connecticut Avenue Securities Trust 2019-R07 7.91% 10/25/2039 0.50%
Mosaic Solar Loan Trust 2022-2 8.29% 01/21/2053 0.49%
Celanese US Holdings LLC 6.17% 07/15/2027 0.49%
Multifamily Connecticut Avenue Securities Trust 2019-01 7.76% 10/25/2049 0.49%
Intesa Sanpaolo SpA 8.25% 11/21/2033 0.48%
BBVA Bancomer SA/Texas 5.13% 01/18/2033 0.48%
Newmark Group Inc 6.13% 11/15/2023 0.48%
Brookfield Property Partners LP 5.75% 12/31/2049 0.47%
United States Treasury Note/Bond 4.50% 11/15/2025 0.47%
NRZ Excess Spread-Collateralized Notes 3.47% 11/25/2026 0.46%
Mosaic Solar Loan Trust 2021-3 1.77% 06/20/2052 0.45%
United States Treasury Note/Bond 3.50% 01/31/2028 0.44%
Avant Loans Funding Trust 2021-REV1 4.30% 07/15/2030 0.44%
Freddie Mac STACR Trust 2019-DNA3 12.66% 07/25/2049 0.44%
Ford Motor Credit Co LLC 7.35% 11/04/2027 0.43%
PNMAC GMSR ISSUER TRUST 2018-GT1 7.36% 02/25/2023 0.43%
Synchrony Bank 5.63% 08/23/2027 0.43%
Natura &Co Luxembourg Holdings Sarl 6.00% 04/19/2029 0.42%
Dick's Sporting Goods Inc 4.10% 01/15/2052 0.42%
Conn's Receivables Funding 2022-A LLC 0.00% 12/15/2026 0.41%
Nokia Oyj 4.38% 06/12/2027 0.41%
Liberty Mutual Group Inc 4.13% 12/15/2051 0.41%
NuStar Energy LP 10.38% 12/31/2049 0.41%
Sonic Capital LLC 3.85% 01/20/2050 0.41%
Home RE 2021-1 Ltd 7.36% 07/25/2033 0.40%
Fannie Mae or Freddie Mac 5.50% 02/01/2052 0.40%
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 3.88% 03/01/2031 0.39%
TerraForm Power Operating LLC 5.00% 01/31/2028 0.39%
PetSmart, Inc. 8.41% 02/11/2028 0.39%
Connecticut Avenue Securities Trust 2019-R05 8.61% 07/25/2039 0.39%
Cologix Data Centers US Issuer LLC 3.79% 12/26/2051 0.38%
Vantage Data Centers Issuer LLC 3.19% 07/15/2044 0.38%
Sunnova Helios V Issuer LLC 3.15% 02/20/2048 0.38%
Charter Communications Operating LLC / Charter Communications Operating Capital 4.80% 03/01/2050 0.38%
American National Group Inc 6.14% 06/13/2032 0.37%
Sunnova Helios X Issuer LLC 5.60% 11/22/2049 0.37%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.72% 11/05/2032 0.36%
Lithia Motors Inc 4.38% 01/15/2031 0.36%
Pagaya AI Debt Selection Trust 2021-5 3.93% 08/15/2029 0.35%
Med Trust 2021-MDLN 9.71% 11/15/2038 0.35%
Cologix Canadian Issuer LP 7.74% 01/25/2052 0.34%
Iron Mountain Inc 5.00% 07/15/2028 0.34%
Upstart Pass-Through Trust Series 2020-ST1 3.75% 02/20/2028 0.33%
Block Financial LLC 3.88% 08/15/2030 0.33%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.65% 10/29/2024 0.33%
Eagle RE 2019-1 Ltd 9.01% 04/25/2029 0.33%
Warnermedia Holdings Inc 5.14% 03/15/2052 0.33%
Synovus Financial Corp 5.90% 02/07/2029 0.33%
Perrigo Finance Unlimited Co 4.40% 06/15/2030 0.32%
TerraForm Power Operating LLC 4.75% 01/15/2030 0.32%
Macquarie Bank Ltd 6.80% 01/18/2033 0.32%
OneMain Finance Corp 7.13% 03/15/2026 0.32%
Prodigy Finance CM2021-1 DAC 8.26% 07/25/2051 0.32%
Bank Leumi Le-Israel BM 7.13% 07/18/2033 0.32%
United States Treasury Note/Bond 2.75% 04/30/2027 0.32%
Rogers Communications Inc 4.55% 03/15/2052 0.32%
Macy's Retail Holdings LLC 5.88% 04/01/2029 0.31%
Dell International LLC / EMC Corp 3.45% 12/15/2051 0.31%
BBCMS 2017-DELC Mortgage Trust 7.08% 08/15/2036 0.30%
Hikma Finance USA LLC 3.25% 07/09/2025 0.30%
Bellemeade Re Ltd 7.26% 03/25/2031 0.30%
Texas Capital Bancshares Inc 4.00% 05/06/2031 0.30%
Morgan Stanley Capital I Trust 2019-BPR 7.76% 05/15/2036 0.30%
CI Financial Corp 3.20% 12/17/2030 0.29%
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 10/15/2027 0.29%
Oportun Issuance Trust 2021-B 3.65% 05/08/2031 0.29%
General Motors Co 5.60% 10/15/2032 0.29%
Loanpal Solar Loan 2021-1 Ltd 2.00% 06/20/2047 0.29%
Coinstar Funding LLC Series 2017-1 5.22% 04/25/2047 0.29%
Centene Corp 4.25% 12/15/2027 0.28%
Truist Financial Corp 5.10% 12/31/2099 0.28%
FMC GMSR Issuer Trust 3.85% 10/25/2026 0.28%
Pattern Energy Operations LP / Pattern Energy Operations Inc 4.50% 08/15/2028 0.28%
Capital One Financial Corp 5.82% 02/01/2034 0.28%
American Assets Trust LP 3.38% 02/01/2031 0.28%
Eagle RE 2021-2 Ltd 7.76% 04/25/2034 0.28%
Theorem Funding Trust 2021-1 1.84% 12/15/2027 0.27%
Connecticut Avenue Securities Trust 2019-R01 8.86% 07/25/2031 0.27%
FMC GMSR Issuer Trust 6.19% 04/25/2027 0.27%
Cascade MH Asset Trust 2022-MH1 4.25% 08/25/2054 0.27%
Connecticut Avenue Securities Trust 2019-R02 8.66% 08/25/2031 0.27%
Connecticut Avenue Securities Trust 2019-R03 8.61% 09/25/2031 0.27%
Iron Mountain Inc 4.50% 02/15/2031 0.27%
BNP Paribas SA 7.75% 12/31/2099 0.26%
Freddie Mac Structured Agency Credit Risk Debt Notes 7.71% 08/25/2033 0.26%
Nokia Oyj 6.63% 05/15/2039 0.25%
Celanese US Holdings LLC 6.33% 07/15/2029 0.25%
FMC GMSR Issuer Trust 7.90% 07/25/2027 0.25%
HAT Holdings I LLC / HAT Holdings II LLC 6.00% 04/15/2025 0.25%
Conn's Receivables Funding 2021-A LLC 2.87% 05/15/2026 0.25%
United States Treasury Note/Bond 4.13% 11/15/2032 0.25%
Upstart Securitization Trust 2021-1 1.89% 03/20/2031 0.24%
Delta Air Lines Inc / SkyMiles IP Ltd 4.75% 10/20/2028 0.24%
United States Treasury Note/Bond 3.38% 08/15/2042 0.24%
Pagaya AI Debt Selection Trust 2021-2 3.00% 01/25/2029 0.24%
Societe Generale SA 9.38% 12/31/2099 0.24%
PennyMac Financial Services Inc 4.25% 02/15/2029 0.23%
Vantage Data Centers LLC 1.99% 09/15/2045 0.23%
Sabra Health Care LP 3.20% 12/01/2031 0.23%
Calvert Floating-Rate Advantage Fund 0.00% 01/01/2222 0.23%
ExteNet LLC 2019-1 4.14% 07/26/2049 0.23%
Synovus Bank/Columbus GA 4.00% 10/29/2030 0.23%
EPR Properties 4.95% 04/15/2028 0.22%
South32 Treasury Ltd 4.35% 04/14/2032 0.22%
Neptune Energy Bondco PLC 6.63% 05/15/2025 0.22%
Neighborly Issuer LLC 3.58% 04/30/2051 0.22%
Bellemeade Re 2017-1 Ltd 9.26% 10/25/2027 0.22%
Engie Energia Chile SA 3.40% 01/28/2030 0.22%
UniCredit SpA 5.86% 06/19/2032 0.22%
BNP Paribas SA 9.25% 12/31/2099 0.22%
Bath & Body Works Inc 6.63% 10/01/2030 0.21%
Citigroup Inc 4.00% 12/31/2099 0.20%
Sun Communities Operating LP 5.70% 01/15/2033 0.20%
OneMain Finance Corp 3.50% 01/15/2027 0.20%
Freddie Mac Stacr Remic Trust 2020-HQA2 8.61% 03/25/2050 0.19%
Bath & Body Works Inc 6.88% 11/01/2035 0.19%
AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 10/29/2024 0.19%
Ford Motor Co 4.75% 01/15/2043 0.19%
Smithfield Foods Inc 5.20% 04/01/2029 0.19%
FMC GMSR Issuer Trust 3.62% 07/25/2026 0.18%
Societe Generale SA 6.22% 06/15/2033 0.18%
Lithia Motors Inc 3.88% 06/01/2029 0.18%
United States Cellular Corp 6.25% 09/01/2069 0.18%
Adams Outdoor Advertising LP 4.81% 11/15/2048 0.17%
Mosaic Solar Loan Trust 2021-3 3.28% 06/20/2052 0.17%
Centene Corp 4.63% 12/15/2029 0.17%
Sunnova Sol II Issuer LLC 5.47% 11/01/2055 0.17%
UPC Sunrise 7.38% 01/31/2029 0.16%
PMT Issuer Trust - FMSR 7.51% 03/25/2026 0.16%
BankUnited Inc 5.13% 06/11/2030 0.16%
PNMAC GMSR ISSUER TRUST 2018-GT2 7.16% 08/25/2025 0.16%
Ashtead Capital Inc 5.55% 05/30/2033 0.16%
CenturyLink, Inc. 6.82% 03/15/2027 0.16%
Ashtead Capital Inc 4.25% 11/01/2029 0.16%
Hardee's Funding LLC 3.98% 12/20/2050 0.16%
CALVERT IMPACT CAPITAL NOTE 1.50% 12/15/2023 0.16%
United States Cellular Corp 5.50% 03/01/2070 0.15%
Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1 4.61% 03/15/2028 0.15%
Connecticut Avenue Securities Trust 2020-R02 7.51% 01/25/2040 0.15%
Planet Fitness Master Issuer LLC 3.86% 12/05/2049 0.15%
CSMC 2022-CNTR 8.42% 01/15/2024 0.15%
UBS Group AG 4.38% 12/31/2099 0.15%
Fannie Mae Connecticut Avenue Securities 9.41% 11/25/2024 0.15%
Natura Cosmeticos SA 4.13% 05/03/2028 0.14%
Seagate HDD Cayman 9.63% 12/01/2032 0.14%
NuStar Logistics LP 6.38% 10/01/2030 0.14%
BMC Software 8.32% 10/02/2025 0.14%
Hyland Software, Inc. 8.07% 07/01/2024 0.14%
Centene Corp 3.38% 02/15/2030 0.14%
Ashtead Capital Inc 4.00% 05/01/2028 0.14%
Oportun Issuance Trust 2021-C 3.61% 10/08/2031 0.14%
Stack Infrastructure Issuer LLC 1.88% 03/26/2046 0.14%
Freddie Mac STACR 2019-HQA3 7.51% 09/25/2049 0.13%
Jersey Mike's Funding 4.43% 02/15/2050 0.12%
DRIVEN BRANDS FUNDING LLC 4.74% 04/20/2048 0.12%
AT&T Inc 3.55% 09/15/2055 0.11%
Radnor RE 2021-2 Ltd 6.16% 11/25/2031 0.11%
United States Treasury Note/Bond 4.00% 11/15/2052 0.11%
SES GLOBAL Americas Holdings Inc 5.30% 03/25/2044 0.11%
ServiceMaster Funding LLC 3.34% 01/30/2051 0.11%
Prosper Marketplace Issuance Trust Series 2019-4 4.95% 02/17/2026 0.11%
Smithfield Foods Inc 2.63% 09/13/2031 0.11%
Clearway Energy Operating LLC 3.75% 01/15/2032 0.11%
Level 3 Financing Inc 3.75% 07/15/2029 0.11%
Planet Fitness Master Issuer LLC 4.67% 09/05/2048 0.11%
Mosaic Solar Loan Trust 2019-2 3.28% 09/20/2040 0.10%
Macy's Retail Holdings LLC 4.30% 02/15/2043 0.10%
Home RE 2021-1 Ltd 6.81% 07/25/2033 0.10%
UniCredit SpA 5.46% 06/30/2035 0.10%
Freddie Mac Stacr Remic Trust 2019-Hqa4 7.46% 11/25/2049 0.09%
Asurion 7.82% 12/23/2026 0.09%
Bath & Body Works Inc 7.60% 07/15/2037 0.09%
Freddie Mac STACR REMIC Trust 2020-DNA6 7.31% 12/25/2050 0.09%
American Airlines Inc/AAdvantage Loyalty IP Ltd 5.75% 04/20/2029 0.09%
Pagaya AI Debt Selection Trust 2020-3 3.22% 05/17/2027 0.08%
Broadstone Net Lease LLC 2.60% 09/15/2031 0.08%
Diamond Infrastructure Funding LLC 3.48% 04/15/2049 0.08%
BX Trust 2018-EXCL 6.44% 09/15/2037 0.07%
Business Jet Securities 2020-1 LLC 2.98% 11/15/2035 0.07%
DXC Technology Co 2.38% 09/15/2028 0.07%
Thunderbolt Aircraft Lease Ltd 4.50% 05/17/2032 0.07%
SES SA 5.30% 04/04/2043 0.07%
Stack Infrastructure Issuer LLC 3.08% 10/25/2044 0.06%
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 2.88% 10/15/2026 0.06%
Fannie Mae Connecticut Avenue Securities 7.61% 11/25/2041 0.06%
AerCap Holdings NV 5.88% 10/10/2079 0.06%
NuStar Logistics LP 6.00% 06/01/2026 0.05%
ServiceMaster Funding LLC 2.84% 01/30/2051 0.05%
Willis Engine Structured Trust V 4.21% 03/15/2045 0.05%
Mosaic Solar Loan Trust 2020-2 2.21% 08/20/2046 0.05%
Sunrun Xanadu Issuer 2019-1 LLC 3.98% 06/30/2054 0.05%
NRZ Excess Spread-Collateralized Notes 3.10% 07/25/2026 0.04%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.77% 06/10/2027 0.04%
Willis Engine Structured Trust V 6.66% 03/15/2045 0.03%
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%
Mosaic Solar Loan Trust 2020-1 3.10% 04/20/2046 0.01%
Euro 0.00% 0.00%