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Fund Holdings1,2 as of Jul 31, 2023

Holding Coupon Rate Maturity Date % of Net Assets
United States Treasury Note/Bond 2.25% 03/31/2024 12.83%
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE 5.00% 08/14/2053 5.68%
United States Treasury Note/Bond 2.13% 03/31/2024 3.41%
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE 5.50% 08/14/2053 2.52%
Fannie Mae or Freddie Mac 4.50% 08/01/2053 2.35%
MSILF GOVERNMENT PORTFOLIO 5.22% 12/31/2030 1.34%
F&G Annuities & Life Inc 7.40% 01/13/2028 1.16%
VMC Finance 2021-HT1 LLC 9.84% 01/18/2037 1.11%
Pagaya AI Debt Selection Trust 2021-3 3.27% 05/15/2029 1.05%
Truist Financial Corp 5.87% 06/08/2034 1.03%
HSBC Holdings PLC 6.16% 03/09/2029 0.97%
Fannie Mae or Freddie Mac 4.00% 08/01/2052 0.94%
United States Treasury Note/Bond 2.50% 05/15/2024 0.86%
United States Treasury Note/Bond 2.00% 05/31/2024 0.86%
United States Treasury Note/Bond 3.63% 05/31/2028 0.85%
Oportun Issuance Trust 2021-C 2.67% 10/08/2031 0.84%
HAT Holdings I LLC / HAT Holdings II LLC 3.38% 06/15/2026 0.80%
Toronto-Dominion Bank 8.13% 10/31/2082 0.80%
Home Re 2018-1 Ltd 8.41% 10/25/2028 0.79%
Morgan Stanley Capital I Trust 2019-BPR 7.81% 05/15/2036 0.78%
Bank of America Corp 3.85% 03/08/2037 0.78%
Ally Financial Inc 8.00% 11/01/2031 0.77%
United States Treasury Note/Bond 0.25% 05/15/2024 0.75%
Global Atlantic Fin Co 3.13% 06/15/2031 0.75%
United States Treasury Note/Bond 3.88% 03/31/2025 0.75%
CCO Holdings LLC / CCO Holdings Capital Corp 5.00% 02/01/2028 0.74%
Connecticut Avenue Securities Trust 2021-R01 11.07% 10/25/2041 0.73%
BX Commercial Mortgage Trust 2021-VOLT 6.99% 09/15/2036 0.71%
Bellemeade RE 2021-3 Ltd 6.47% 09/25/2031 0.69%
Conn's Receivables Funding 2022-A LLC 9.52% 12/15/2026 0.68%
Multifamily Connecticut Avenue Securities Trust 2020-01 8.93% 03/25/2050 0.68%
Extended Stay America Trust 2021-ESH 7.59% 07/15/2038 0.67%
PNC Financial Services Group Inc 6.25% 12/31/2099 0.64%
EPR Properties 3.75% 08/15/2029 0.64%
Upstart Securitization Trust 2020-3 6.25% 11/20/2030 0.63%
Oportun Issuance Trust 2022-2 9.36% 10/09/2029 0.63%
Sunnova Sol Issuer LLC 5.54% 02/01/2055 0.62%
Conn's Receivables Funding 2021-A LLC 4.59% 05/15/2026 0.60%
Radian Group Inc 4.88% 03/15/2027 0.58%
Seagate HDD Cayman 5.75% 12/01/2034 0.57%
Banco Santander SA 6.92% 08/08/2033 0.57%
Connecticut Avenue Securities Trust 2019-R06 8.93% 09/25/2039 0.56%
Kyndryl Holdings Inc 2.70% 10/15/2028 0.54%
Concentrix Corp 6.60% 08/02/2028 0.53%
Charter Communications Operating LLC / Charter Communications Operating Capital 4.80% 03/01/2050 0.53%
Brunswick Corp/DE 5.10% 04/01/2052 0.53%
US Bancorp 5.84% 06/12/2034 0.52%
Intesa Sanpaolo SpA 8.25% 11/21/2033 0.52%
Micron Technology Inc 5.88% 09/15/2033 0.51%
Mill City Solar Loan 2020-1 Ltd 2.00% 06/20/2047 0.50%
Dick's Sporting Goods Inc 4.10% 01/15/2052 0.50%
CSMC 2021-4SZN 9.19% 11/15/2023 0.50%
International Bank for Reconstruction & Development 8.50% 04/06/2026 0.50%
AT&T Inc 3.55% 09/15/2055 0.49%
Aviation Capital Group LLC 6.38% 07/15/2030 0.49%
Connecticut Avenue Securities Trust 2019-R07 8.58% 10/25/2039 0.48%
Multifamily Connecticut Avenue Securities Trust 2019-01 8.43% 10/25/2049 0.48%
Hyundai Capital America 5.70% 06/26/2030 0.48%
CSMC 2020-TMIC 8.84% 12/15/2035 0.47%
Kyndryl Holdings Inc 3.15% 10/15/2031 0.47%
Warnermedia Holdings Inc 5.05% 03/15/2042 0.47%
SERVPRO Master Issuer LLC 3.88% 10/25/2049 0.47%
CI Financial Corp 4.10% 06/15/2051 0.47%
Celanese US Holdings LLC 6.17% 07/15/2027 0.47%
CaixaBank SA 6.21% 01/18/2029 0.46%
Newmark Group Inc 6.13% 11/15/2023 0.46%
Ashtead Capital Inc 5.95% 10/15/2033 0.46%
Concentrix Corp 6.85% 08/02/2033 0.45%
Rogers Communications Inc/Ontario 4.55% 03/15/2052 0.45%
Conn's Receivables Funding 2022-A LLC 0.00% 12/15/2026 0.45%
Delta Air Lines Inc / SkyMiles IP Ltd 4.75% 10/20/2028 0.44%
Freddie Mac STACR Trust 2019-DNA3 13.33% 07/25/2049 0.44%
Cemex SAB de CV 9.13% 12/31/2099 0.44%
United States Treasury Note/Bond 4.50% 11/15/2025 0.44%
Jefferies Financial Group Inc 5.88% 07/21/2028 0.43%
Natura &Co Luxembourg Holdings Sarl 6.00% 04/19/2029 0.43%
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 3.88% 03/01/2031 0.43%
Avant Loans Funding Trust 2021-REV1 4.30% 07/15/2030 0.43%
BBVA Bancomer SA/Texas 5.13% 01/18/2033 0.42%
SMBC Aviation Capital Finance DAC 5.45% 05/03/2028 0.42%
PNMAC GMSR ISSUER TRUST 2018-GT1 9.26% 02/25/2025 0.42%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.72% 11/05/2032 0.42%
Bank of America Corp 5.29% 04/25/2034 0.41%
Foundry JV Holdco LLC 5.88% 01/25/2034 0.41%
Stack Infrastructure Issuer LLC 4.54% 02/25/2044 0.41%
Home RE 2021-1 Ltd 8.26% 07/25/2033 0.41%
Mosaic Solar Loan Trust 2022-2 8.29% 01/21/2053 0.40%
UniCredit SpA 5.86% 06/19/2032 0.40%
Mosaic Solar Loan Trust 2021-3 1.77% 06/20/2052 0.40%
NRZ Excess Spread-Collateralized Notes 3.47% 11/25/2026 0.40%
CBRE Services Inc 5.95% 08/15/2034 0.39%
Nokia Oyj 4.38% 06/12/2027 0.39%
Sonic Capital LLC 3.85% 01/20/2050 0.38%
Liberty Mutual Group Inc 4.13% 12/15/2051 0.37%
Vantage Data Centers Issuer LLC 3.19% 07/15/2044 0.37%
Warnermedia Holdings Inc 5.39% 03/15/2062 0.36%
Micron Technology Inc 3.48% 11/01/2051 0.36%
Cologix Data Centers US Issuer LLC 3.79% 12/26/2051 0.36%
Natura Cosmeticos SA 4.13% 05/03/2028 0.36%
Inversiones La Construccion SA 4.75% 02/07/2032 0.36%
EPR Properties 4.95% 04/15/2028 0.36%
ASR Nederland NV 7.00% 12/07/2043 0.36%
Aptiv PLC 3.10% 12/01/2051 0.35%
Connecticut Avenue Securities Trust 2019-R05 9.28% 07/25/2039 0.35%
Pagaya AI Debt Selection Trust 2021-5 3.93% 08/15/2029 0.34%
American National Group LLC 6.14% 06/13/2032 0.34%
Sunnova Helios X Issuer LLC 5.60% 11/22/2049 0.34%
General Motors Co 5.60% 10/15/2032 0.34%
Sunnova Helios V Issuer LLC 3.15% 02/20/2048 0.33%
Med Trust 2021-MDLN 10.59% 11/15/2038 0.33%
Brookfield Property Partners LP 0.00% 12/31/2049 0.33%
United States Treasury Note/Bond 3.38% 08/15/2042 0.33%
KeyBank NA/Cleveland OH 4.15% 08/08/2025 0.32%
Cologix Canadian Issuer LP 7.74% 01/25/2052 0.32%
Perrigo Finance Unlimited Co 4.65% 06/15/2030 0.32%
Block Financial LLC 3.88% 08/15/2030 0.31%
Fifth Third Bancorp 6.34% 07/27/2029 0.31%
KeyBank NA/Cleveland OH 5.85% 11/15/2027 0.31%
OneMain Finance Corp 7.13% 03/15/2026 0.31%
TerraForm Power Operating LLC 4.75% 01/15/2030 0.30%
Sun Communities Operating LP 2.70% 07/15/2031 0.30%
Macquarie Bank Ltd 6.80% 01/18/2033 0.30%
Enviva Partners LP / Enviva Partners Finance Corp 6.50% 01/15/2026 0.30%
Coinstar Funding LLC Series 2017-1 5.22% 04/25/2047 0.30%
Med Trust 2021-MDLN 9.34% 11/15/2038 0.30%
United States Treasury Note/Bond 2.75% 04/30/2027 0.30%
Macy's Retail Holdings LLC 5.88% 04/01/2029 0.30%
Synovus Financial Corp 5.90% 02/07/2029 0.29%
Med Trust 2021-MDLN 8.49% 11/15/2038 0.29%
Bank Leumi Le-Israel BM 7.13% 07/18/2033 0.29%
Bellemeade Re Ltd 8.02% 03/25/2031 0.29%
Morgan Stanley Capital I Trust 2019-BPR 8.76% 05/15/2036 0.28%
Oportun Issuance Trust 2021-B 3.65% 05/08/2031 0.28%
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.75% 10/15/2027 0.28%
Aviation Capital Group LLC 6.25% 04/15/2028 0.28%
Eagle RE 2021-2 Ltd 8.52% 04/25/2034 0.28%
CI Financial Corp 3.20% 12/17/2030 0.28%
Lithia Motors Inc 4.38% 01/15/2031 0.28%
Concentrix Corp 6.65% 08/02/2026 0.28%
Theorem Funding Trust 2021-1 1.84% 12/15/2027 0.27%
Centene Corp 4.25% 12/15/2027 0.27%
FMC GMSR Issuer Trust 3.85% 10/25/2026 0.27%
Connecticut Avenue Securities Trust 2019-R01 9.53% 07/25/2031 0.27%
Pattern Energy Operations LP / Pattern Energy Operations Inc 4.50% 08/15/2028 0.27%
Connecticut Avenue Securities Trust 2019-R03 9.28% 09/25/2031 0.26%
Connecticut Avenue Securities Trust 2019-R02 9.33% 08/25/2031 0.26%
Freddie Mac Structured Agency Credit Risk Debt Notes 8.47% 08/25/2033 0.26%
FMC GMSR Issuer Trust 6.19% 04/25/2027 0.26%
Penske Truck Leasing Co Lp / PTL Finance Corp 6.20% 06/15/2030 0.26%
Intesa Sanpaolo SpA 7.78% 06/20/2054 0.26%
American Assets Trust LP 3.38% 02/01/2031 0.25%
Truist Financial Corp 5.10% 12/31/2099 0.25%
Texas Capital Bancshares Inc 4.00% 05/06/2031 0.25%
Cascade MH Asset Trust 2022-MH1 4.25% 08/25/2054 0.25%
CVS Health Corp 5.88% 06/01/2053 0.25%
FMC GMSR Issuer Trust 7.90% 07/25/2027 0.25%
PNMAC FMSR ISSUER TRUST 2018-FT1 8.76% 04/25/2025 0.24%
HAT Holdings I LLC / HAT Holdings II LLC 6.00% 04/15/2025 0.24%
General Motors Financial Co Inc 5.80% 06/23/2028 0.24%
BNP Paribas SA 7.75% 12/31/2099 0.24%
BBVA Bancomer SA/Texas 8.45% 06/29/2038 0.23%
Nokia Oyj 6.63% 05/15/2039 0.23%
Seagate HDD Cayman 9.63% 12/01/2032 0.23%
PennyMac Financial Services Inc 4.25% 02/15/2029 0.22%
Synovus Bank/Columbus GA 5.63% 02/15/2028 0.22%
ExteNet LLC 2019-1 4.14% 07/25/2049 0.22%
Calvert Floating-Rate Advantage Fund 0.00% 01/01/2222 0.22%
Vantage Data Centers LLC 1.99% 09/15/2045 0.22%
Societe Generale SA 9.38% 12/31/2099 0.22%
Upstart Pass-Through Trust Series 2020-ST1 3.75% 02/20/2028 0.22%
Neptune Energy Bondco PLC 6.63% 05/15/2025 0.21%
United States Dollar 0.21%
South32 Treasury Ltd 4.35% 04/14/2032 0.21%
Neighborly Issuer LLC 3.58% 04/30/2051 0.20%
UniCredit SpA 5.46% 06/30/2035 0.20%
Synchrony Bank 5.40% 08/22/2025 0.20%
Loanpal Solar Loan 2021-1 Ltd 2.00% 06/20/2047 0.20%
BNP Paribas SA 9.25% 12/31/2099 0.20%
Freddie Mac Stacr Remic Trust 2020-HQA2 9.28% 03/25/2050 0.20%
General Motors Financial Co Inc 5.85% 04/06/2030 0.19%
DRIVEN BRANDS FUNDING LLC 4.64% 04/20/2049 0.19%
OneMain Finance Corp 3.50% 01/15/2027 0.19%
Citigroup Inc 4.00% 12/31/2099 0.19%
Synovus Bank/Columbus GA 4.00% 10/29/2030 0.19%
Bath & Body Works Inc 6.88% 11/01/2035 0.18%
Centene Corp 3.38% 02/15/2030 0.18%
Ford Motor Co 4.75% 01/15/2043 0.18%
Smithfield Foods Inc 5.20% 04/01/2029 0.18%
Iron Mountain Inc 4.50% 02/15/2031 0.17%
Government National Mortgage Association 3.73% 07/20/2053 0.17%
Dell International LLC / EMC Corp 3.38% 12/15/2041 0.17%
FMC GMSR Issuer Trust 3.62% 07/25/2026 0.17%
Societe Generale SA 6.22% 06/15/2033 0.16%
Ally Financial Inc 2.20% 11/02/2028 0.16%
Smithfield Foods Inc 2.63% 09/13/2031 0.16%
Centene Corp 4.63% 12/15/2029 0.16%
Pagaya AI Debt Selection Trust 2021-2 3.00% 01/25/2029 0.16%
PNMAC GMSR ISSUER TRUST 2018-GT2 8.06% 08/25/2025 0.16%
Connecticut Avenue Securities Trust 2020-R02 8.18% 01/25/2040 0.16%
CALVERT IMPACT CAPITAL NOTE 1.50% 12/15/2023 0.16%
Mosaic Solar Loan Trust 2021-3 3.28% 06/20/2052 0.15%
Sunnova Sol II Issuer LLC 5.47% 11/01/2055 0.15%
PMT Issuer Trust - FMSR 8.41% 03/25/2026 0.15%
Charles Schwab Corp 5.38% 12/31/2099 0.15%
Ashtead Capital Inc 4.25% 11/01/2029 0.15%
LHOME MORTGAGE TRUST LHOME 2023 RTL2 A1 8.00% 06/25/2028 0.15%
Hardee's Funding LLC 3.98% 12/20/2050 0.14%
KeyCorp 4.79% 06/01/2033 0.14%
Planet Fitness Master Issuer LLC 3.86% 12/05/2049 0.14%
United States Cellular Corp 0.00% 09/01/2069 0.14%
CSMC 2022-CNTR 9.17% 01/15/2024 0.14%
Freddie Mac Stacr Trust 2019-HQA3 8.18% 09/25/2049 0.13%
Hyland Software, Inc. 8.93% 07/01/2024 0.13%
Oportun Issuance Trust 2021-C 3.61% 10/08/2031 0.13%
Prodigy Finance CM2021-1 DAC 9.16% 07/25/2051 0.13%
Ashtead Capital Inc 4.00% 05/01/2028 0.13%
UBS Group AG 4.38% 12/31/2099 0.13%
Stack Infrastructure Issuer LLC 1.88% 03/26/2046 0.13%
Government National Mortgage Association 6.00% 07/20/2053 0.12%
Government National Mortgage Association 6.00% 07/20/2053 0.12%
Charles Schwab Corp 5.85% 05/19/2034 0.12%
Jersey Mike's Funding 4.43% 02/15/2050 0.12%
United States Cellular Corp 0.00% 03/01/2070 0.12%
BAMLL Commercial Mortgage Securities Trust 2019-BPR 3.72% 11/05/2032 0.11%
DRIVEN BRANDS FUNDING LLC 4.74% 04/20/2048 0.11%
Government National Mortgage Association 6.00% 06/20/2053 0.11%
United States Treasury Note/Bond 3.63% 05/15/2026 0.11%
CenturyLink, Inc. 7.68% 03/15/2027 0.11%
Dell International LLC / EMC Corp 3.45% 12/15/2051 0.11%
Government National Mortgage Association 6.00% 06/20/2053 0.11%
Clearway Energy Operating LLC 3.75% 01/15/2032 0.10%
Planet Fitness Master Issuer LLC 4.67% 09/05/2048 0.10%
Home RE 2021-1 Ltd 7.71% 07/25/2033 0.10%
Macy's Retail Holdings LLC 4.30% 02/15/2043 0.10%
ServiceMaster Funding LLC 3.34% 01/30/2051 0.10%
SES GLOBAL Americas Holdings Inc 5.30% 03/25/2044 0.10%
Level 3 Financing Inc 3.75% 07/15/2029 0.09%
Freddie Mac Stacr Remic Trust 2019-Hqa4 8.13% 11/25/2049 0.09%
Mosaic Solar Loan Trust 2019-2 3.28% 09/20/2040 0.09%
Asurion 8.79% 12/23/2026 0.09%
Synchrony Financial 4.88% 06/13/2025 0.09%
Thunderbolt Aircraft Lease Ltd 4.50% 05/17/2032 0.09%
Freddie Mac STACR REMIC Trust 2020-DNA6 8.07% 12/25/2050 0.09%
Bath & Body Works Inc 7.60% 07/15/2037 0.09%
Diamond Infrastructure Funding LLC 3.48% 04/15/2049 0.08%
Radnor RE 2021-2 Ltd 6.92% 11/25/2031 0.08%
NuStar Energy LP 0.00% 12/31/2049 0.08%
Broadstone Net Lease LLC 2.60% 09/15/2031 0.07%
Bank of America Corp 5.20% 04/25/2029 0.07%
Upstart Securitization Trust 2021-1 1.89% 03/20/2031 0.06%
Stack Infrastructure Issuer LLC 3.08% 10/25/2044 0.06%
Consumer Loan Underlying Bond CLUB Credit Trust 2020-P1 4.61% 03/15/2028 0.06%
Fannie Mae Connecticut Avenue Securities 8.37% 11/25/2041 0.06%
SES SA 5.30% 04/04/2043 0.06%
Willis Engine Structured Trust V 4.21% 03/15/2045 0.05%
AerCap Holdings NV 5.88% 10/10/2079 0.05%
ServiceMaster Funding LLC 2.84% 01/30/2051 0.05%
Business Jet Securities 2020-1 LLC 2.98% 11/15/2035 0.05%
Sunrun Xanadu Issuer 2019-1 LLC 3.98% 06/30/2054 0.04%
Mosaic Solar Loan Trust 2020-2 2.21% 08/20/2046 0.04%
Prosper Marketplace Issuance Trust Series 2019-4 4.95% 02/17/2026 0.04%
Willis Engine Structured Trust V 6.66% 03/15/2045 0.03%
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY 3.77% 06/10/2027 0.03%
NRZ Excess Spread-Collateralized Notes 3.10% 07/25/2026 0.03%
Freddie Mac REMICS 6.00% 07/25/2053 0.02%
Bank of America Corp 6.20% 11/10/2028 0.02%
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%
Adams Outdoor Advertising LP 4.81% 11/15/2048 0.00%
Lithia Motors Inc 3.88% 06/01/2029 0.00%