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Fund Holdings1,2 as of Jan 31, 2024

Holding Coupon Rate Maturity Date % of Net Assets
Ginnie Mae 6.00% 02/01/2052 13.24%
Ginnie Mae 5.50% 02/01/2052 12.43%
Government National Mortgage Association 6.00% 07/20/2053 3.67%
Ginnie Mae II Pool - CP8519 5.00% 10/20/2052 2.78%
Government National Mortgage Association 6.00% 11/20/2053 2.74%
Government National Mortgage Association 6.00% 11/20/2053 2.74%
Government National Mortgage Association 6.50% 11/20/2053 1.86%
Government National Mortgage Association 6.00% 07/20/2053 1.83%
Government National Mortgage Association 6.00% 11/20/2053 1.81%
CHNGE Mortgage Trust 2023-4 8.38% 09/25/2058 1.67%
Cascade MH Asset Trust 2022-MH1 4.25% 08/25/2054 1.50%
NewRez Warehouse Securitization Trust 2021-1 10.70% 05/25/2055 1.49%
Freddie Mac STACR REMIC Trust 2021-HQA1 10.34% 08/25/2033 1.40%
Freddie Mac STACR REMIC Trust 2023-HQA2 8.69% 06/25/2043 1.40%
Government National Mortgage Association 6.00% 07/20/2053 1.38%
Ginnie Mae II Pool - CV6855 7.00% 07/20/2053 1.37%
CHNGE Mortgage Trust 2022-4 6.00% 10/25/2057 1.36%
Ginnie Mae II Pool - CU2167 6.50% 07/20/2053 1.36%
Government National Mortgage Association 5.56% 09/20/2053 1.28%
Ginnie Mae II Pool - CJ8967 5.00% 08/20/2052 1.26%
FARM 2023-1 Mortgage Trust 3.03% 03/25/2052 1.23%
Government National Mortgage Association 6.00% 07/20/2053 1.19%
Freddie Mac REMICS 6.00% 08/25/2053 1.19%
Ginnie Mae II Pool - CM7890 5.00% 06/20/2052 1.03%
FARM 21-1 Mortgage Trust 3.24% 07/25/2051 0.98%
Ginnie Mae II Pool - CP8518 5.00% 10/20/2052 0.97%
Connecticut Avenue Securities Trust 2023-R03 9.24% 04/25/2043 0.95%
Government National Mortgage Association 6.62% 10/20/2053 0.95%
Government National Mortgage Association 5.41% 10/20/2053 0.94%
Freddie Mac STACR REMIC Trust 2022-HQA2 9.34% 07/25/2042 0.94%
Freddie Mac STACR REMIC Trust 2022-HQA1 8.84% 03/25/2042 0.92%
Fannie Mae Pool - BY5943 7.00% 06/01/2053 0.92%
Fannie Mae REMICS 6.00% 04/25/2053 0.92%
Government National Mortgage Association 6.00% 01/20/2054 0.92%
Government National Mortgage Association 6.00% 07/20/2053 0.92%
Ginnie Mae II Pool - CO9065 7.00% 12/20/2052 0.92%
Ginnie Mae II Pool - CO9070 7.00% 01/20/2053 0.92%
Government National Mortgage Association 6.00% 12/20/2053 0.91%
Ginnie Mae II Pool - CV0454 6.50% 08/20/2053 0.91%
Ginnie Mae II Pool - CW7323 7.00% 01/20/2054 0.91%
Ginnie Mae II Pool - CV0204 6.50% 07/20/2053 0.91%
Fannie Mae Pool - BY7812 6.50% 07/01/2053 0.91%
Fannie Mae Pool - BY3693 6.50% 06/01/2053 0.90%
Ginnie Mae II Pool - CS4357 6.00% 07/20/2053 0.90%
Ginnie Mae II Pool - CW7322 6.50% 01/20/2054 0.90%
Ginnie Mae II Pool - CT7478 6.50% 07/20/2053 0.90%
Fannie Mae Pool - BY7669 6.50% 08/01/2053 0.90%
Ginnie Mae II Pool - CT6574 6.50% 08/20/2053 0.90%
Ginnie Mae II Pool - CT7039 6.00% 07/20/2053 0.90%
Ginnie Mae II Pool - CV6190 6.00% 06/20/2053 0.90%
Ginnie Mae II Pool - CV0203 6.00% 07/20/2053 0.90%
Ginnie Mae II Pool - CV1256 6.00% 07/20/2053 0.90%
Bellemeade Re 2022-2 Ltd 9.34% 09/27/2032 0.90%
CHNGE Mortgage Trust 2022-NQM1 5.82% 06/25/2067 0.90%
Ginnie Mae II Pool - CT7477 6.00% 07/20/2053 0.90%
Fannie Mae Pool - BY4739 6.00% 07/01/2053 0.90%
Ginnie Mae II Pool - CQ6246 6.00% 12/20/2052 0.90%
Ginnie Mae II Pool - CU2165 6.00% 07/20/2053 0.89%
Ginnie Mae II Pool - CV9678 6.00% 07/20/2053 0.89%
Ginnie Mae II Pool - CV8719 6.00% 07/20/2053 0.89%
PNMAC GMSR ISSUER TRUST 2022-GT1 9.59% 05/25/2027 0.89%
Ginnie Mae II Pool - CP8521 6.00% 10/20/2052 0.89%
Ginnie Mae II Pool - CP7536 5.50% 10/20/2052 0.88%
Ginnie Mae I Pool - CN3313 5.50% 09/15/2052 0.88%
GCAT 2022-NQM4 Trust 5.75% 08/25/2067 0.87%
Deephaven Residential Mortgage Trust 2020-2 5.79% 05/25/2065 0.87%
Ginnie Mae II Pool - CN3126 5.00% 08/20/2052 0.86%
Ginnie Mae II Pool - CN0468 5.00% 07/20/2052 0.86%
Ginnie Mae II Pool - CO2843 5.00% 07/20/2052 0.86%
Government National Mortgage Association 2.95% 05/20/2053 0.86%
Ginnie Mae II Pool - CJ8958 5.00% 07/20/2052 0.84%
Ginnie Mae II Pool - CP6243 5.50% 08/20/2062 0.83%
Radnor RE 2022-1 Ltd 9.09% 09/25/2032 0.78%
Ginnie Mae II Pool - CM9961 4.00% 05/20/2052 0.77%
GCAT 2023-NQM2 Trust 6.24% 11/25/2067 0.76%
Ginnie Mae II Pool - CR1882 6.50% 02/20/2063 0.69%
CHNGE Mortgage Trust 2023-1 7.07% 03/25/2058 0.65%
Government National Mortgage Association 2.63% 07/20/2053 0.61%
Ginnie Mae II Pool - CR0808 6.50% 11/20/2062 0.56%
PMT Issuer Trust - FMSR 9.53% 06/25/2027 0.53%
Ginnie Mae II Pool - CQ4668 7.00% 12/20/2062 0.53%
Ginnie Mae II Pool - CR1559 6.50% 02/20/2063 0.53%
Freddie Mac STACR Trust 2019-HQA3 12.96% 09/25/2049 0.50%
Ginnie Mae II Pool - CR1536 6.50% 02/20/2063 0.48%
FARM 2022-1 Mortgage Trust 2.95% 01/25/2052 0.48%
Ginnie Mae II Pool - CW7313 7.00% 12/20/2053 0.46%
Government National Mortgage Association 6.00% 07/20/2053 0.46%
Ginnie Mae II Pool - CV5688 6.50% 11/20/2053 0.46%
Ginnie Mae II Pool - CT7491 6.50% 08/20/2053 0.46%
Ginnie Mae II Pool - CS3066 6.50% 01/20/2053 0.46%
Ginnie Mae II Pool - CS3065 7.00% 01/20/2053 0.45%
Ginnie Mae II Pool - CT7492 6.50% 08/20/2053 0.45%
Ginnie Mae II Pool - CT7488 6.00% 08/20/2053 0.45%
Government National Mortgage Association 3.35% 11/20/2052 0.45%
Ginnie Mae II Pool - CS9109 6.50% 02/20/2053 0.45%
Ginnie Mae II Pool - CW7312 6.50% 12/20/2053 0.45%
Ginnie Mae II Pool - CR2490 6.50% 01/20/2053 0.45%
Ginnie Mae II Pool - CV1258 6.00% 07/20/2053 0.45%
Ginnie Mae II Pool - CT7489 6.00% 08/20/2053 0.45%
Ginnie Mae II Pool - CQ6449 5.50% 01/20/2053 0.44%
Ginnie Mae II Pool - CP8516 5.50% 10/20/2052 0.44%
Ginnie Mae II Pool - CM7891 5.50% 06/20/2052 0.44%
Ginnie Mae II Pool - CO9069 6.50% 01/20/2053 0.44%
Ginnie Mae II Pool - CR0069 6.00% 01/20/2053 0.44%
Angel Oak Mortgage Trust I LLC 2019-1 5.40% 11/25/2048 0.44%
Ginnie Mae II Pool - CP8520 5.50% 10/20/2052 0.44%
Ginnie Mae II Pool - CP3961 5.00% 10/20/2052 0.43%
Ginnie Mae II Pool - CA4202 5.00% 07/20/2052 0.43%
Ginnie Mae II Pool - CO4957 5.00% 08/20/2052 0.43%
Ginnie Mae II Pool - CO9631 5.00% 07/20/2052 0.43%
Ginnie Mae II Pool - CP1454 5.00% 07/20/2052 0.43%
Ginnie Mae II Pool - CF0669 4.50% 06/20/2052 0.42%
Ginnie Mae II Pool - CF0670 5.00% 06/20/2052 0.42%
Connecticut Avenue Securities Trust 2019-R06 9.21% 09/25/2039 0.41%
Ginnie Mae II Pool - CM9964 4.00% 05/20/2052 0.41%
Ginnie Mae II Pool - CQ6219 5.50% 12/20/2052 0.40%
Ginnie Mae II Pool - CM9967 4.00% 05/20/2052 0.40%
Ginnie Mae II Pool - CR2491 7.00% 01/20/2053 0.40%
Government National Mortgage Association 3.13% 10/20/2052 0.39%
Ginnie Mae II Pool - CR1535 6.50% 02/20/2063 0.38%
PNMSR PART 2023 PNMSR PART 2023 11.06% 12/24/2024 0.38%
Government National Mortgage Association 3.49% 11/20/2052 0.38%
Ginnie Mae II Pool - CR0036 5.50% 10/20/2052 0.35%
Ginnie Mae II Pool - CK9963 5.00% 07/20/2052 0.34%
Ginnie Mae II Pool - CQ3139 5.50% 08/20/2062 0.34%
US DOLLARS 0.28%
Ginnie Mae II Pool - CS3584 7.00% 12/20/2062 0.26%
Ginnie Mae II Pool - CJ8199 4.50% 02/20/2052 0.25%
Ginnie Mae II Pool - CU2157 7.00% 05/20/2053 0.23%
Government National Mortgage Association 0.70% 06/20/2053 0.23%
MSILF GOVERNMENT PORTFOLIO MSILF GOVERNMENT PORTFOLIO 5.20% 12/31/2030 0.23%
Ginnie Mae II Pool - CS1400 6.00% 02/20/2053 0.22%
New Residential Mortgage Loan Trust 2021-NQM2R 2.20% 10/25/2058 0.20%
BRAVO Residential Funding Trust 2021-NQM3 1.96% 04/25/2060 0.18%
Ginnie Mae II Pool - CS9111 7.00% 02/20/2053 0.18%
Ginnie Mae II Pool - CS1952 6.50% 01/20/2063 0.18%
Ginnie Mae II Pool - CT2334 6.50% 01/20/2063 0.18%
Ginnie Mae II Pool - CS6946 7.00% 12/20/2062 0.18%
Ginnie Mae II Pool - CS3583 6.50% 12/20/2062 0.18%
Fannie Mae Pool - BX2993 5.50% 11/01/2052 0.17%
Ginnie Mae II Pool - CN9634 5.00% 07/20/2052 0.17%
Ginnie Mae II Pool - CJ8298 5.00% 06/20/2052 0.17%
Ginnie Mae II Pool - CN9635 5.00% 07/20/2052 0.17%
Government National Mortgage Association 3.00% 09/20/2051 0.16%
GCAT 2022-NQM4 Trust 5.73% 08/25/2067 0.15%
CHNGE Mortgage Trust 2022-NQM1 5.82% 06/25/2067 0.15%
Ginnie Mae II Pool - CR8976 5.50% 09/20/2062 0.15%
Ginnie Mae II Pool - CN2499 5.00% 07/20/2052 0.14%
Ginnie Mae II Pool - CR8978 6.50% 11/20/2062 0.13%
BRAVO Residential Funding Trust 2021-NQM1 1.33% 02/25/2049 0.12%
Ginnie Mae II Pool - CT2335 7.00% 12/20/2062 0.12%
Angel Oak Mortgage Trust 2021-5 1.21% 07/25/2066 0.10%
Government National Mortgage Association 0.00% 02/20/2053 0.09%
Government National Mortgage Association 0.95% 03/20/2053 0.09%
Government National Mortgage Association 0.95% 02/20/2053 0.09%
Government National Mortgage Association 0.95% 02/20/2053 0.09%
Fannie Mae Pool - BV7366 4.50% 08/01/2052 0.08%
Government National Mortgage Association 0.95% 02/20/2053 0.08%
Government National Mortgage Association 0.05% 01/20/2053 0.08%
Government National Mortgage Association 0.90% 03/20/2053 0.04%
Government National Mortgage Association 0.95% 03/20/2053 0.03%
Government National Mortgage Association 0.00% 07/20/2052 0.02%
SG Residential Mortgage Trust 2019-3 2.70% 09/25/2059 0.02%
RRP FNMA REPO US3617FMCF80 5.53% 12/07/2024 -0.84%
RRP GNMA II CASH/RRP REPO US3617FV5C34 5.53% 12/07/2024 -0.89%
RRP GNMA2 30YR REPO US3617YTXT97 5.53% 12/07/2024 -0.99%
RRP GNMA2 30 YR REPO US3617XR6C18 5.53% 12/07/2024 -1.29%
RRP GNMA2 30YR CASH/RRP REPO US3618BKMQ98 5.53% 12/07/2024 -1.31%
RRP GNMA2 30YR CASH/RRP REPO US3618F3TL76 5.53% 12/07/2024 -1.32%
RRP GNR 23 165 REPO US38384D7E14 5.63% 12/11/2024 -1.80%
RRP GNMA2 30YR REPO US3617FYPC50 5.53% 12/07/2024 -2.68%
Fannie Mae or Freddie Mac 7.00% 02/01/2053 -3.89%
Fannie Mae or Freddie Mac 6.50% 02/01/2052 -5.83%