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Fund Holdings1,2 as of Sep 30, 2023

Holding Coupon Rate Maturity Date % of Net Assets
Ginnie Mae 5.50% 10/01/2052 18.59%
Ginnie Mae 6.00% 10/01/2052 14.19%
Ginnie Mae 6.50% 10/01/2053 5.06%
Government National Mortgage Association 6.00% 07/20/2053 3.79%
MSILF GOVERNMENT PORTFOLIO 5.25% 12/31/2030 3.64%
Ginnie Mae II Pool - CP8519 5.00% 10/20/2052 2.92%
PNMAC GMSR ISSUER TRUST 2018-GT1 9.28% 02/25/2025 2.41%
Government National Mortgage Association 6.00% 07/20/2053 1.90%
CHNGE Mortgage Trust 2023-4 8.38% 09/25/2058 1.88%
NewRez Warehouse Securitization Trust 2021-1 10.68% 05/25/2055 1.63%
Cascade MH Asset Trust 2022-MH1 4.25% 08/25/2054 1.61%
CHNGE Mortgage Trust 2022-4 6.00% 10/25/2057 1.56%
Ginnie Mae II Pool - CV6855 7.00% 07/20/2053 1.49%
Freddie Mac Structured Agency Credit Risk Debt Notes 8.66% 06/25/2043 1.49%
Ginnie Mae II Pool - CU2167 6.50% 07/20/2053 1.47%
Government National Mortgage Association 6.00% 07/20/2053 1.42%
Freddie Mac STACR REMIC Trust 2021-HQA1 10.31% 08/25/2033 1.40%
Ginnie Mae II Pool - CJ8967 5.00% 08/20/2052 1.35%
Government National Mortgage Association 5.66% 09/20/2053 1.31%
Ginnie Mae II Pool - CP6243 5.50% 08/20/2062 1.28%
FARM 2023-1 Mortgage Trust 3.03% 03/25/2052 1.28%
Freddie Mac REMICS 6.00% 08/25/2053 1.24%
Government National Mortgage Association 6.00% 07/20/2053 1.23%
Ginnie Mae II Pool - CM7890 5.00% 06/20/2052 1.08%
FARM 21-1 Mortgage Trust 3.24% 07/25/2051 1.02%
Ginnie Mae II Pool - CP8518 5.00% 10/20/2052 1.02%
Connecticut Avenue Securities Trust 2023-R03 9.21% 04/25/2043 1.01%
Freddie Mac Structured Agency Credit Risk Debt Notes 9.31% 07/25/2042 1.01%
Fannie Mae Pool - BY5943 7.00% 06/01/2053 1.00%
Freddie Mac STACR REMIC Trust 2022-HQA1 8.81% 03/25/2042 1.00%
Bellemeade Re 2022-2 Ltd 9.31% 09/27/2032 0.99%
Ginnie Mae II Pool - CO9070 7.00% 01/20/2053 0.99%
Ginnie Mae II Pool - CO9065 7.00% 12/20/2052 0.99%
Radnor RE 2022-1 Ltd 9.06% 09/25/2032 0.99%
Fannie Mae Pool - BY7812 6.50% 07/01/2053 0.99%
Fannie Mae Pool - BY3693 6.50% 06/01/2053 0.98%
Ginnie Mae II Pool - CV0454 6.50% 08/20/2053 0.98%
Ginnie Mae II Pool - CV0204 6.50% 07/20/2053 0.98%
Ginnie Mae II Pool - CT7478 6.50% 07/20/2053 0.98%
Ginnie Mae II Pool - CT6574 6.50% 08/20/2053 0.98%
Fannie Mae Pool - BY7669 6.50% 08/01/2053 0.97%
Fannie Mae Pool - BY4739 6.00% 07/01/2053 0.97%
Ginnie Mae II Pool - CS4357 6.00% 07/20/2053 0.97%
PNMAC GMSR ISSUER TRUST 2022-GT1 9.56% 05/25/2027 0.97%
Ginnie Mae II Pool - CV0203 6.00% 07/20/2053 0.97%
Ginnie Mae II Pool - CV6190 6.00% 06/20/2053 0.97%
Ginnie Mae II Pool - CV1256 6.00% 07/20/2053 0.97%
Ginnie Mae II Pool - CT7039 6.00% 07/20/2053 0.96%
Ginnie Mae II Pool - CU2165 6.00% 07/20/2053 0.96%
JPM2305 SB USBMICHTDR19 1.00% 09/01/2053 0.96%
Ginnie Mae II Pool - CT7477 6.00% 07/20/2053 0.96%
Ginnie Mae II Pool - CV9678 6.00% 07/20/2053 0.96%
Ginnie Mae II Pool - CV8719 6.00% 07/20/2053 0.96%
Ginnie Mae II Pool - CQ6246 6.00% 12/20/2052 0.96%
Ginnie Mae II Pool - CP8521 6.00% 10/20/2052 0.95%
Fannie Mae REMICS 6.00% 04/25/2053 0.95%
Government National Mortgage Association 6.00% 07/20/2053 0.95%
Ginnie Mae II Pool - CP7536 5.50% 10/20/2052 0.93%
Ginnie Mae I Pool - CN3313 5.50% 09/15/2052 0.93%
Ginnie Mae II Pool - CR1882 6.50% 02/20/2063 0.92%
Deephaven Residential Mortgage Trust 2020-2 5.80% 05/25/2065 0.92%
Ginnie Mae II Pool - CN3126 5.00% 08/20/2052 0.91%
Ginnie Mae II Pool - CN0468 5.00% 07/20/2052 0.90%
Ginnie Mae II Pool - CO2843 5.00% 07/20/2052 0.90%
Fannie Mae Pool - BW7963 5.00% 08/01/2052 0.90%
Ginnie Mae II Pool - CJ8958 5.00% 07/20/2052 0.88%
GCAT 2023-NQM2 Trust 6.24% 11/25/2067 0.86%
Government National Mortgage Association 3.06% 05/20/2053 0.86%
CHNGE Mortgage Trust 2022-NQM1 5.82% 06/25/2067 0.85%
Ginnie Mae II Pool - CM9961 4.00% 05/20/2052 0.83%
CHNGE Mortgage Trust 2023-1 7.07% 03/25/2058 0.80%
Ginnie Mae II Pool - CR0808 6.50% 11/20/2062 0.76%
Ginnie Mae II Pool - CR1559 6.50% 02/20/2063 0.64%
Government National Mortgage Association 2.74% 07/20/2053 0.61%
Ginnie Mae II Pool - CR1536 6.50% 02/20/2063 0.60%
PMT Issuer Trust - FMSR 9.50% 06/25/2027 0.58%
Ginnie Mae II Pool - CQ4668 7.00% 12/20/2062 0.58%
Ginnie Mae II Pool - CR1535 6.50% 02/20/2063 0.57%
Freddie Mac Stacr Trust 2019-HQA3 12.93% 09/25/2049 0.53%
FARM 2022-1 Mortgage Trust 2.95% 01/25/2052 0.50%
Ginnie Mae II Pool - CT7491 6.50% 08/20/2053 0.49%
Ginnie Mae II Pool - CS3065 7.00% 01/20/2053 0.49%
United States Dollar 0.49%
Ginnie Mae II Pool - CT7492 6.50% 08/20/2053 0.49%
Ginnie Mae II Pool - CS3066 6.50% 01/20/2053 0.49%
Ginnie Mae II Pool - CR2490 6.50% 01/20/2053 0.49%
Ginnie Mae II Pool - CS9109 6.50% 02/20/2053 0.49%
Ginnie Mae II Pool - CO9069 6.50% 01/20/2053 0.49%
Ginnie Mae II Pool - CT7488 6.00% 08/20/2053 0.48%
Ginnie Mae II Pool - CV1258 6.00% 07/20/2053 0.48%
Ginnie Mae II Pool - CT7489 6.00% 08/20/2053 0.48%
Ginnie Mae II Pool - CR0069 6.00% 01/20/2053 0.48%
Angel Oak Mortgage Trust I LLC 2019-1 5.40% 11/25/2048 0.47%
Government National Mortgage Association 6.00% 07/20/2053 0.47%
Ginnie Mae II Pool - CQ6449 5.50% 01/20/2053 0.47%
Ginnie Mae II Pool - CP8516 5.50% 10/20/2052 0.47%
Ginnie Mae II Pool - CP8520 5.50% 10/20/2052 0.47%
Ginnie Mae II Pool - CM7891 5.50% 06/20/2052 0.47%
Government National Mortgage Association 3.46% 11/20/2052 0.46%
Connecticut Avenue Securities Trust 2019-R06 9.18% 09/25/2039 0.46%
Ginnie Mae II Pool - CP3961 5.00% 10/20/2052 0.45%
Fannie Mae Pool - BW3780 5.00% 09/01/2052 0.45%
Ginnie Mae II Pool - CA4202 5.00% 07/20/2052 0.45%
Ginnie Mae II Pool - CO4957 5.00% 08/20/2052 0.45%
Ginnie Mae II Pool - CO9631 5.00% 07/20/2052 0.45%
Ginnie Mae II Pool - CP1454 5.00% 07/20/2052 0.45%
Freddie Mac Pool - QE9457 5.00% 09/01/2052 0.45%
Fannie Mae Pool - BV8886 5.00% 05/01/2052 0.45%
Ginnie Mae II Pool - CF0670 5.00% 06/20/2052 0.45%
Fannie Mae Pool - BW6603 5.00% 07/01/2052 0.45%
Ginnie Mae II Pool - CF0669 4.50% 06/20/2052 0.44%
Ginnie Mae II Pool - CR2491 7.00% 01/20/2053 0.43%
Ginnie Mae II Pool - CM9964 4.00% 05/20/2052 0.42%
Ginnie Mae II Pool - CQ6219 5.50% 12/20/2052 0.42%
Ginnie Mae II Pool - CM9967 4.00% 05/20/2052 0.42%
Government National Mortgage Association 3.57% 11/20/2052 0.41%
Government National Mortgage Association 3.25% 10/20/2052 0.40%
Ginnie Mae II Pool - CR0036 5.50% 10/20/2052 0.37%
Ginnie Mae II Pool - CQ3139 5.50% 08/20/2062 0.36%
Ginnie Mae II Pool - CK9963 5.00% 07/20/2052 0.36%
Ginnie Mae II Pool - CS3584 7.00% 12/20/2062 0.29%
Ginnie Mae II Pool - CJ8199 4.50% 02/20/2052 0.26%
Ginnie Mae II Pool - CU2157 7.00% 05/20/2053 0.25%
Ginnie Mae II Pool - CS1400 6.00% 02/20/2053 0.24%
Government National Mortgage Association 0.74% 06/20/2053 0.24%
New Residential Mortgage Loan Trust 2021-NQM2R 2.20% 10/25/2058 0.21%
BRAVO Residential Funding Trust 2021-NQM3 1.96% 04/25/2060 0.21%
Ginnie Mae II Pool - CS9111 7.00% 02/20/2053 0.20%
Ginnie Mae II Pool - CS1952 6.50% 01/20/2063 0.20%
Ginnie Mae II Pool - CS6946 7.00% 12/20/2062 0.20%
Ginnie Mae II Pool - CT2334 6.50% 01/20/2063 0.20%
Ginnie Mae II Pool - CS3583 6.50% 12/20/2062 0.19%
Fannie Mae Pool - BX2993 5.50% 11/01/2052 0.19%
Government National Mortgage Association 3.00% 09/20/2051 0.18%
Ginnie Mae II Pool - CJ8298 5.00% 06/20/2052 0.18%
Ginnie Mae II Pool - CN2499 5.00% 07/20/2052 0.18%
Ginnie Mae II Pool - CN9634 5.00% 07/20/2052 0.18%
Ginnie Mae II Pool - CN9635 5.00% 07/20/2052 0.18%
Fannie Mae Pool - BW0393 5.00% 06/01/2052 0.18%
GCAT 2022-NQM4 Trust 5.74% 08/25/2067 0.17%
Ginnie Mae II Pool - CR8976 5.50% 09/20/2062 0.17%
GCAT 2022-NQM4 Trust 5.73% 08/25/2067 0.17%
CHNGE Mortgage Trust 2022-NQM1 5.82% 06/25/2067 0.16%
Ginnie Mae II Pool - CR8978 6.50% 11/20/2062 0.14%
BRAVO Residential Funding Trust 2021-NQM1 1.33% 02/25/2049 0.13%
Ginnie Mae II Pool - CT2335 7.00% 12/20/2062 0.13%
Angel Oak Mortgage Trust 2021-5 1.21% 07/25/2066 0.11%
Government National Mortgage Association 0.99% 03/20/2053 0.09%
Government National Mortgage Association 0.99% 02/20/2053 0.09%
Government National Mortgage Association 0.99% 02/20/2053 0.09%
Government National Mortgage Association 0.99% 02/20/2053 0.09%
Fannie Mae Pool - BV7366 4.50% 08/01/2052 0.09%
Government National Mortgage Association 0.00% 02/20/2053 0.09%
Government National Mortgage Association 0.09% 01/20/2053 0.08%
Government National Mortgage Association 0.94% 03/20/2053 0.05%
Government National Mortgage Association 0.99% 03/20/2053 0.03%
SG Residential Mortgage Trust 2019-3 2.70% 09/25/2059 0.03%
Government National Mortgage Association 0.00% 07/20/2052 0.02%
RRP GNMA2 30YR CASH/RRP REPO US3617FYPB77 5.50% 08/23/2024 -0.98%
RRP GNMA2 30YR US3617FYPC50 5.50% 08/21/2024 -1.10%
RRP GNMA II CASH/RRP REPO US3617FV5C34 5.50% 08/11/2024 -1.24%
RRP GNMA2 30 YR REPO US3617XR6C18 5.50% 08/21/2024 -1.30%
RRP GNMA2 30YR CASH/RRP REPO US3618BKMQ98 5.50% 08/21/2024 -1.40%
RRP GNMA2 30YR CASH/RRP REPO US3618F3TL76 5.50% 08/21/2024 -1.42%
RRP GNMA2 30YR US3617FYPC50 5.50% 07/31/2024 -1.77%

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.