Domini Impact Bond Fund – Schedule of Portfolio Holdings
| Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
|---|---|---|---|---|---|
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.5 | 10/15/2054 | 12,850,000 | 12,957,866 | 4.6 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 10/25 0.00000 | 0.01 | 10/17/2025 | 11,195,000 | 11,173,748 | 4 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 11/25 0.00000 | 0.01 | 11/14/2025 | 11,200,000 | 11,146,520 | 3.9 |
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/2030 | 8,000,000 | 6,996,707 | 2.5 |
| KFW GOVT GUARANT 02/34 4.375 | 4.375 | 2/28/2034 | 6,000,000 | 6,131,432 | 2.2 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.5 | 11/15/2054 | 6,000,000 | 6,045,912 | 2.1 |
| FNMA PRIN STRIPS NOTES 07/37 0.00000 | 0 | 7/15/2037 | 9,000,000 | 5,242,792 | 1.9 |
| FEDERAL FARM CREDIT BANK BONDS 03/26 4.5 | 4.5 | 3/2/2026 | 5,000,000 | 5,011,049 | 1.8 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/2028 | 5,000,000 | 4,957,189 | 1.8 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/2027 | 5,000,000 | 4,725,922 | 1.7 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 4,606,855 | 3,894,746 | 1.4 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/2037 | 6,000,000 | 3,616,263 | 1.3 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/2052 | 3,976,451 | 3,564,054 | 1.3 |
| FEDERAL HOME LOAN BANK BONDS 03/26 4.125 | 4.125 | 3/13/2026 | 3,500,000 | 3,504,344 | 1.2 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 160 A2 | 4.5 | 8/25/2033 | 3,270,526 | 3,305,360 | 1.2 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/2052 | 3,876,080 | 3,177,068 | 1.1 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 6 | 10/15/2054 | 3,085,000 | 3,152,080 | 1.1 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 6 | 11/15/2054 | 3,085,000 | 3,151,236 | 1.1 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 10/20/2055 | 3,400,000 | 3,100,557 | 1.1 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/2052 | 3,711,801 | 3,058,542 | 1.1 |
| FED HM LN PC POOL SD3512 FR 08/53 FIXED 6 | 6 | 8/1/2053 | 2,884,286 | 2,958,384 | 1 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/2027 | 3,000,000 | 2,881,369 | 1 |
| FED HM LN PC POOL SD5316 FR 04/54 FIXED 6 | 6 | 4/1/2054 | 2,788,417 | 2,857,110 | 1 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 11/25 0.00000 | 0 | 11/17/2025 | 2,800,000 | 2,785,739 | 1 |
| FEDERAL HOME LOAN BANK BONDS 11/35 3.315 | 3.315 | 11/13/2035 | 3,000,000 | 2,732,910 | 1 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/2030 | 3,000,000 | 2,592,995 | 0.9 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 10/14/2055 | 3,200,000 | 2,579,946 | 0.9 |
| GNMA II TBA 30 YR 2 JUMBOS | 2 | 10/20/2055 | 2,900,000 | 2,397,889 | 0.8 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/53 1.8 | 1.8 | 8/15/2053 | 2,605,000 | 2,254,070 | 0.8 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 | 5.5 | 9/1/2053 | 2,143,374 | 2,166,322 | 0.8 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 2,522,976 | 2,153,422 | 0.8 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 | 5.5 | 5/1/2053 | 2,109,901 | 2,137,215 | 0.8 |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 1.5 | 7/31/2053 | 3,665,000 | 2,133,979 | 0.8 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/2052 | 2,381,919 | 2,099,691 | 0.7 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/2049 | 3,250,000 | 2,079,688 | 0.7 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 10/20/2055 | 2,200,000 | 1,894,397 | 0.7 |
| UNITED NATIONS DEV CORP NY UNNDEV 08/55 FIXED 6.536 | 6.536 | 8/1/2055 | 1,750,000 | 1,870,840 | 0.7 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/2049 | 1,819,187 | 1,740,994 | 0.6 |
| BNP PARIBAS SUBORDINATED 144A 11/35 VAR | 5.906 | 11/19/2035 | 1,640,000 | 1,700,372 | 0.6 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 162 A2 | 5.15 | 12/25/2033 | 1,500,000 | 1,579,290 | 0.6 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/2039 | 1,750,000 | 1,577,907 | 0.6 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 10/20/2055 | 1,600,000 | 1,551,863 | 0.5 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/2030 | 1,500,000 | 1,539,579 | 0.5 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/2037 | 1,800,000 | 1,486,216 | 0.5 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/2026 | 1,500,000 | 1,482,191 | 0.5 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/2041 | 1,615,000 | 1,455,511 | 0.5 |
| CESKA SPORITELNA AS REGS 09/28 VAR | 0.5 | 9/13/2028 | 1,200,000 | 1,344,429 | 0.5 |
| ROMANIA SR UNSECURED REGS 01/32 2 | 2 | 1/28/2032 | 1,360,000 | 1,331,789 | 0.5 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 10/14/2055 | 1,400,000 | 1,319,636 | 0.5 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/2045 | 1,325,000 | 1,309,703 | 0.5 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/2028 | 1,400,000 | 1,309,378 | 0.5 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR | 5.601 | 3/20/2030 | 1,240,000 | 1,286,443 | 0.5 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/2030 | 1,440,000 | 1,238,177 | 0.4 |
| BNP PARIBAS REGS 01/29 VAR | 4.375 | 1/13/2029 | 1,000,000 | 1,217,345 | 0.4 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | 7.75 | 12/31/2099 | 1,150,000 | 1,208,149 | 0.4 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/2030 | 1,200,000 | 1,195,697 | 0.4 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/2051 | 2,390,000 | 1,174,100 | 0.4 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 | 8 | 11/14/2035 | 1,090,000 | 1,172,295 | 0.4 |
| APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/2062 | 1,435,000 | 1,161,683 | 0.4 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 6.07 | 10/22/2027 | 1,090,000 | 1,111,869 | 0.4 |
| FED HM LN PC POOL SD3684 FR 11/52 FIXED 4.5 | 4.5 | 11/1/2052 | 1,135,806 | 1,111,472 | 0.4 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/2050 | 1,885,902 | 1,103,385 | 0.4 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A | 5.08 | 6/21/2050 | 1,056,851 | 1,065,309 | 0.4 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.301998 | 5/25/2051 | 1,070,000 | 1,060,244 | 0.4 |
| BX TRUST BX 2024 VLT5 A 144A | 5.590778 | 11/13/2046 | 1,000,000 | 1,020,759 | 0.4 |
| AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 9 | 9 | 1/20/2031 | 960,000 | 1,018,481 | 0.4 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | 2 | 10/16/2040 | 1,100,000 | 1,011,248 | 0.4 |
| STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/2054 | 1,200,000 | 1,008,152 | 0.4 |
| CREDIT AGRICOLE LONDON 144A 01/27 4.125 | 4.125 | 1/10/2027 | 1,000,000 | 998,530 | 0.4 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 | 1.375 | 11/15/2025 | 1,000,000 | 996,211 | 0.4 |
| COLUMBIA UNIVERSITY UNSECURED 10/35 4.355 | 4.355 | 10/1/2035 | 995,000 | 976,215 | 0.3 |
| PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | 4.95 | 1/15/2031 | 985,000 | 973,987 | 0.3 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/2040 | 1,250,000 | 959,489 | 0.3 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 7.168 | 11/15/2036 | 955,000 | 954,584 | 0.3 |
| X CALIBER FUNDING LLC XCAL 2025 VFN1 A 144A | 7.10911 | 6/17/2030 | 950,000 | 954,240 | 0.3 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 10/14/2055 | 1,125,000 | 947,984 | 0.3 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/2029 | 1,000,000 | 934,866 | 0.3 |
| GNMA II POOL MA8948 G2 06/53 FIXED 5.5 | 5.5 | 6/20/2053 | 913,477 | 925,580 | 0.3 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/2033 | 963,369 | 921,717 | 0.3 |
| TRUST FIBRAUNO SR UNSECURED REGS 02/34 7.375 | 7.375 | 2/13/2034 | 850,000 | 917,000 | 0.3 |
| HUNGARY SR UNSECURED REGS 09/33 5.375 | 5.375 | 9/12/2033 | 705,000 | 900,427 | 0.3 |
| HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/2038 | 915,000 | 899,507 | 0.3 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/2032 | 1,000,000 | 892,403 | 0.3 |
| VANTAGE DATA CENTERS JERSEY BO VDCUK 2024 1A A2 144A | 6.172 | 5/28/2039 | 645,000 | 889,561 | 0.3 |
| AXIAN TELE HOLD PLC COMPANY GUAR 144A 07/30 7.25 | 7.25 | 7/11/2030 | 855,000 | 877,025 | 0.3 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A2 144A | 5.18 | 5/15/2030 | 835,000 | 837,656 | 0.3 |
| AFRICELL HOLDING LTD SR SECURED 144A 10/29 10.5 | 10.5 | 10/23/2029 | 835,000 | 831,192 | 0.3 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/2040 | 925,000 | 823,002 | 0.3 |
| FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/2048 | 1,011,802 | 822,276 | 0.3 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/2030 | 885,000 | 811,486 | 0.3 |
| THE NHP FOUNDATION SR UNSECURED 12/28 5.85 | 5.85 | 12/1/2028 | 800,000 | 811,352 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/2044 | 974,000 | 808,559 | 0.3 |
| BPCE SA 144A 01/31 VAR | 5.876 | 1/14/2031 | 770,000 | 804,411 | 0.3 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/2040 | 940,000 | 803,014 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/2045 | 1,000,000 | 789,439 | 0.3 |
| FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/2050 | 1,246,009 | 789,196 | 0.3 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/2037 | 800,000 | 784,525 | 0.3 |
| GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/2026 | 787,150 | 780,603 | 0.3 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/2117 | 1,000,000 | 763,934 | 0.3 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/2028 | 770,000 | 759,957 | 0.3 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/2029 | 800,000 | 754,349 | 0.3 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/2026 | 750,000 | 750,579 | 0.3 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 765,000 | 750,222 | 0.3 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/2031 | 750,000 | 748,918 | 0.3 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/2041 | 835,000 | 739,897 | 0.3 |
| WLB ASSET VII PTE SR SECURED 144A 07/29 5.88 | 5.88 | 7/30/2029 | 730,000 | 737,134 | 0.3 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/2036 | 852,000 | 727,407 | 0.3 |
| BLOCK INC SR UNSECURED 05/32 6.5 | 6.5 | 5/15/2032 | 700,000 | 725,054 | 0.3 |
| BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/2026 | 705,000 | 706,980 | 0.3 |
| MBANK SA REGS 09/27 VAR | 0.966 | 9/21/2027 | 600,000 | 692,277 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.614478 | 11/25/2052 | 700,000 | 664,111 | 0.2 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/2027 | 670,000 | 663,378 | 0.2 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/2028 | 670,000 | 659,475 | 0.2 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/2041 | 865,000 | 658,335 | 0.2 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/2062 | 1,000,000 | 651,354 | 0.2 |
| BENEFIS HEALTH SYSTEM SECURED 02/35 5.582 | 5.582 | 2/15/2035 | 625,000 | 647,872 | 0.2 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 1.937 | 8/15/2046 | 660,000 | 644,361 | 0.2 |
| RETAINED VANTAGE DATA CENTERS VDCR 2024 1A A2 144A | 4.992 | 9/15/2049 | 640,000 | 641,887 | 0.2 |
| BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR | 0.583 | 8/24/2028 | 560,000 | 635,019 | 0.2 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/2039 | 1,060,000 | 630,508 | 0.2 |
| AYDEM YENILENEBILIR ENER SR SECURED 144A 09/30 9.875 | 9.875 | 9/30/2030 | 640,000 | 629,506 | 0.2 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/2030 | 615,000 | 616,229 | 0.2 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/2033 | 600,000 | 613,487 | 0.2 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375 | 6.375 | 7/1/2034 | 600,000 | 610,923 | 0.2 |
| JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR | 5.103 | 4/22/2031 | 590,000 | 609,664 | 0.2 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/2028 | 600,000 | 601,920 | 0.2 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/2031 | 640,000 | 598,158 | 0.2 |
| SITIOS LATINOAMERICA COMPANY GUAR 144A 11/29 6 | 6 | 11/25/2029 | 570,000 | 593,826 | 0.2 |
| PRP ADVISORS, LLC PRPM 2025 2 A1 144A | 10.469 | 5/25/2030 | 573,064 | 575,574 | 0.2 |
| LIMAK YENILENEBILIR SR UNSECURED 144A 08/30 9.625 | 9.625 | 8/12/2030 | 575,000 | 572,892 | 0.2 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/2030 | 595,000 | 572,846 | 0.2 |
| (SUNNOVA) AURORA I ISSUER, LLC SNVA 2020 AA A 144A | 2.98 | 6/20/2047 | 636,319 | 567,434 | 0.2 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A | 7.15548 | 6/15/2038 | 655,000 | 545,009 | 0.2 |
| FREDDIE MAC STACR STACR 2021 HQA4 M1 144A | 5.30603 | 12/25/2041 | 543,962 | 544,327 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.765507 | 10/25/2052 | 565,000 | 541,933 | 0.2 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A | 6.35 | 10/15/2047 | 540,000 | 540,176 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.463853 | 12/25/2050 | 550,000 | 536,232 | 0.2 |
| VANTAGE DATA CENTERS LLC VDC 2024 1A A2 144A | 5.1 | 9/15/2054 | 520,000 | 521,767 | 0.2 |
| FANNIE MAE CAS CAS 2021 R01 1B1 144A | 7.45603 | 10/25/2041 | 510,000 | 519,890 | 0.2 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/2031 | 560,000 | 514,471 | 0.2 |
| BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/2026 | 500,000 | 500,650 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.654721 | 2/25/2052 | 520,000 | 498,532 | 0.2 |
| NEW YORK NY NYC 02/55 FIXED 6.385 | 6.385 | 2/1/2055 | 465,000 | 497,493 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.57471 | 12/25/2051 | 525,000 | 494,958 | 0.2 |
| AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/2027 | 500,000 | 492,494 | 0.2 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/2028 | 500,000 | 490,021 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 4.048774 | 8/25/2052 | 500,000 | 482,794 | 0.2 |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 SPL1 A1 144A | 4.25 | 2/25/2065 | 490,000 | 478,352 | 0.2 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/2029 | 500,000 | 478,178 | 0.2 |
| AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/2030 | 400,000 | 477,044 | 0.2 |
| LIFESPAN CORP SECURED 02/30 5.05 | 5.05 | 2/15/2030 | 465,000 | 469,835 | 0.2 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/2046 | 517,408 | 462,791 | 0.2 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 2A A2 144A | 5.99 | 5/15/2029 | 457,753 | 460,778 | 0.2 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/2052 | 654,410 | 457,787 | 0.2 |
| ZELIS PAYMENTS BUYER INC TERM LOAN B | 0 | 9/28/2029 | 452,704 | 452,209 | 0.2 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/2032 | 500,000 | 450,767 | 0.2 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/2031 | 475,000 | 449,900 | 0.2 |
| COMM MORTGAGE TRUST COMM 2020 CX B 144A | 2.446 | 11/10/2046 | 524,000 | 446,847 | 0.2 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A | 4.97 | 10/15/2029 | 445,897 | 446,399 | 0.2 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/2030 | 445,000 | 440,720 | 0.2 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/2067 | 443,212 | 435,378 | 0.2 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/2041 | 435,000 | 429,068 | 0.2 |
| BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/2026 | 430,000 | 428,739 | 0.2 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.375 | 7.375 | 4/2/2032 | 400,000 | 418,374 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.24735 | 10/25/2031 | 461,000 | 418,295 | 0.1 |
| ALTIUM PACKAGING LLC 2024 TERM LOAN B | 0 | 6/11/2031 | 424,625 | 417,813 | 0.1 |
| HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/2052 | 470,000 | 415,547 | 0.1 |
| SUTTER HEALTH UNSECURED 08/35 5.537 | 5.537 | 8/15/2035 | 390,000 | 409,522 | 0.1 |
| BOELS TOPHOLDING BV 2025 EUR TERM LOAN B3 | 0 | 5/23/2031 | 344,828 | 406,970 | 0.1 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/2027 | 430,000 | 405,560 | 0.1 |
| GREENKO DUTCH BV SR SECURED REGS 03/26 3.85 | 3.85 | 3/29/2026 | 406,550 | 403,168 | 0.1 |
| PROAMPAC PG BORROWER LLC 2024 TERM LOAN | 0 | 9/15/2028 | 398,466 | 400,292 | 0.1 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/2041 | 445,000 | 395,129 | 0.1 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | 2.9 | 1/15/2027 | 400,000 | 391,933 | 0.1 |
| GUARDANT HEALTH INC SR UNSECURED 02/31 1.25 | 1.25 | 2/15/2031 | 300,000 | 391,355 | 0.1 |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR B 144A | 5.74288 | 4/15/2042 | 385,000 | 383,717 | 0.1 |
| RUSSELL INVSTM US INSTL HOLD I 2024 PIK TERM LOAN | 0 | 5/30/2027 | 395,858 | 380,684 | 0.1 |
| BX TRUST BX 2022 CLS B 144A | 6.3 | 10/13/2027 | 375,000 | 378,254 | 0.1 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/2046 | 417,715 | 377,749 | 0.1 |
| CPI PROPERTY GROUP SA SR UNSECURED REGS 01/32 6 | 6 | 1/27/2032 | 305,000 | 366,852 | 0.1 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/2031 | 365,965 | 366,484 | 0.1 |
| DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6 | 6 | 6/15/2030 | 360,000 | 363,827 | 0.1 |
| FNMA POOL 310229 FN 08/43 FIXED VAR | 3.5 | 8/1/2043 | 383,120 | 361,129 | 0.1 |
| INSULET CORPORATION 2025 TERM LOAN | 0 | 8/1/2031 | 353,156 | 355,336 | 0.1 |
| VERISURE HOLDING AB 2021 EURO TERM LOAN | 0 | 3/27/2028 | 300,000 | 353,888 | 0.1 |
| ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/2029 | 345,941 | 345,509 | 0.1 |
| COMPASS DATACENTERS ISSUER II, CMPDC 2024 2A A1 144A | 5.022 | 8/25/2049 | 340,000 | 341,815 | 0.1 |
| ZORLU ENERJI ELEKTRIK COMPANY GUAR 144A 04/30 11 | 11 | 4/23/2030 | 370,000 | 340,964 | 0.1 |
| MADISON AVENUE TRUST MAD 2025 11MD B 144A | 5.09509 | 10/15/2042 | 340,000 | 340,343 | 0.1 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/2032 | 375,000 | 320,509 | 0.1 |
| IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25 | 8.25 | 11/29/2031 | 300,000 | 316,269 | 0.1 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/2035 | 315,000 | 309,699 | 0.1 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/2031 | 350,000 | 304,850 | 0.1 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/2030 | 325,000 | 298,251 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 4.048774 | 8/25/2052 | 307,000 | 293,021 | 0.1 |
| MOSAIC SOLAR LOANS LLC MSAIC 2025 1A A 144A | 6.12 | 8/22/2050 | 290,832 | 288,767 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.772506 | 10/25/2055 | 1,960,664 | 286,149 | 0.1 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A | 6 | 8/17/2048 | 280,000 | 282,980 | 0.1 |
| CORE + MAIN LP 2024 REPRICED TERM LOAN B | 0 | 2/9/2031 | 280,741 | 280,829 | 0.1 |
| CHARTER COMM OPETING LLC 2024 TERM LOAN B5 | 0 | 12/15/2031 | 273,744 | 273,958 | 0.1 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/2049 | 396,620 | 273,913 | 0.1 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/2048 | 291,177 | 270,665 | 0.1 |
| TRICOLOR AUTO SECURITIZATION T TAST 2025 2A B 144A | 5.34 | 9/17/2029 | 840,000 | 267,990 | 0.1 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/2046 | 285,542 | 267,301 | 0.1 |
| HTA GROUP LTD COMPANY GUAR REGS 06/29 7.5 | 7.5 | 6/4/2029 | 250,000 | 260,001 | 0.1 |
| MCAFEE CORP SR UNSECURED 144A 02/30 7.375 | 7.375 | 2/15/2030 | 275,000 | 255,408 | 0.1 |
| ROSSINI SARL SR SECURED REGS 12/29 6.75 | 6.75 | 12/31/2029 | 205,000 | 254,409 | 0.1 |
| CANARY WHARF GROUP SR SECURED REGS 04/28 3.375 | 3.375 | 4/23/2028 | 200,000 | 252,349 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A | 7.5 | 12/15/2028 | 245,834 | 250,383 | 0.1 |
| PICARD GROUPE SAS SR SECURED REGS 07/29 6.375 | 6.375 | 7/1/2029 | 200,000 | 246,358 | 0.1 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 11/30 7.125 | 7.125 | 11/15/2030 | 235,000 | 244,906 | 0.1 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/2041 | 335,000 | 237,735 | 0.1 |
| COTIVITI CORPORATION 2025 2ND AMENDMENT TERM LOAN | 0 | 3/26/2032 | 239,400 | 235,809 | 0.1 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.753932 | 9/25/2045 | 2,064,893 | 225,788 | 0.1 |
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A | 6.63689 | 9/15/2034 | 228,000 | 221,156 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.880178 | 11/25/2050 | 220,000 | 215,827 | 0.1 |
| FORVIA SE SR UNSECURED REGS 06/29 2.375 | 2.375 | 6/15/2029 | 190,000 | 214,309 | 0.1 |
| AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B | 0 | 1/31/2031 | 205,120 | 205,787 | 0.1 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/2027 | 205,000 | 204,995 | 0.1 |
| AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75 | 6.75 | 5/20/2029 | 200,000 | 204,123 | 0.1 |
| DEXCOM INC SR UNSECURED 11/25 0.25 | 0.25 | 11/15/2025 | 205,000 | 203,616 | 0.1 |
| CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/2058 | 201,076 | 201,982 | 0.1 |
| VAN POOL TRANSPORTATION LLC 2025 TERM LOAN | 0 | 8/6/2030 | 197,892 | 199,005 | 0.1 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 09/28 3.625 | 3.625 | 9/1/2028 | 200,000 | 197,551 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.751888 | 11/25/2029 | 8,698,831 | 197,511 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.896541 | 9/25/2051 | 204,000 | 196,219 | 0.1 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/2050 | 300,000 | 192,390 | 0.1 |
| GRIFOLS SA COMPANY GUAR REGS 10/28 3.875 | 3.875 | 10/15/2028 | 165,000 | 190,262 | 0.1 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A B 144A | 5.71 | 5/15/2028 | 187,556 | 188,050 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/2028 | 183,522 | 186,555 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 1.0164 | 9/25/2030 | 4,894,699 | 184,571 | 0.1 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75 | 3.75 | 9/15/2030 | 200,000 | 184,570 | 0.1 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 6.069 | 6.069 | 7/1/2033 | 175,000 | 183,743 | 0.1 |
| DURST COMMERCIAL MORTGAGE TRUS DURST 2025 151 A 144A | 5.316893 | 8/10/2042 | 180,000 | 183,542 | 0.1 |
| ENTERPRISE FLEET FINANCING LLC EFF 2025 2 A4 144A | 4.58 | 12/22/2031 | 180,000 | 182,622 | 0.1 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/2046 | 202,236 | 180,884 | 0.1 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/2027 | 180,000 | 180,726 | 0.1 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/2066 | 190,291 | 177,914 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.242495 | 9/25/2030 | 3,972,422 | 176,292 | 0.1 |
| ETSY INC SR UNSECURED 144A 06/30 1 | 1 | 6/15/2030 | 160,000 | 174,800 | 0.1 |
| BLACKHAWK NETWORK HOLDINGS INC 2025 TERM LOAN B | 0 | 3/12/2029 | 168,403 | 169,260 | 0.1 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A C 144A | 6.25 | 6/21/2050 | 165,000 | 166,612 | 0.1 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/34 FIXED 5.343 | 5.343 | 12/1/2034 | 165,000 | 165,223 | 0.1 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 02/33 6.125 | 6.125 | 2/15/2033 | 140,000 | 164,938 | 0.1 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/2058 | 169,244 | 162,168 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.467849 | 6/25/2030 | 3,130,902 | 161,955 | 0.1 |
| USI INC 2024 TERM LOAN D | 0 | 11/21/2029 | 161,316 | 161,256 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/2028 | 156,406 | 158,614 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.2238 | 7/25/2050 | 155,000 | 153,715 | 0.1 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/2048 | 153,695 | 142,795 | 0.1 |
| (SUNNOVA) AURORA I ISSUER, LLC SNVA 2021 A A 144A | 1.8 | 2/20/2048 | 180,607 | 142,639 | 0.1 |
| OLYMPUS WTR US HLDG CORP SR UNSECURED REGS 10/29 5.375 | 5.375 | 10/1/2029 | 125,000 | 140,099 | 0 |
| OLYMPUS WTR US HLDG CORP SR SECURED REGS 10/28 3.875 | 3.875 | 10/1/2028 | 115,000 | 134,987 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.174827 | 7/25/2027 | 136,000 | 134,985 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.474976 | 6/25/2030 | 2,507,405 | 132,364 | 0 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A | 4.22 | 5/17/2027 | 131,203 | 131,030 | 0 |
| BANK BANK 2020 BN28 XA | 1.87462 | 3/15/2063 | 1,858,224 | 129,049 | 0 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/2045 | 140,940 | 128,981 | 0 |
| BANK BANK 2019 BN24 XA | 0.749499 | 11/15/2062 | 5,414,669 | 127,910 | 0 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/2040 | 129,606 | 127,086 | 0 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A B 144A | 4.56 | 2/15/2029 | 125,000 | 125,447 | 0 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/2042 | 136,114 | 125,309 | 0 |
| BEACON MOBILITY CORP SR SECURED 144A 08/30 7.25 | 7.25 | 8/1/2030 | 120,000 | 124,848 | 0 |
| HOWARD UNIVERSITY INSURED 10/25 1.991 | 1.991 | 10/1/2025 | 120,000 | 120,000 | 0 |
| SUNNOVA HESTIA II ISSUER, LLC SNVA 2024 GRID1 1A 144A | 5.63 | 7/20/2051 | 118,578 | 118,926 | 0 |
| DARLING GLOBAL FINANCE COMPANY GUAR 144A 07/32 4.5 | 4.5 | 7/15/2032 | 100,000 | 118,682 | 0 |
| GEN DIGITAL INC COMPANY GUAR 144A 04/33 6.25 | 6.25 | 4/1/2033 | 115,000 | 117,689 | 0 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/2055 | 190,000 | 108,122 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.206347 | 6/25/2030 | 2,323,995 | 102,881 | 0 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.30505 | 7/25/2041 | 1,152,759 | 101,915 | 0 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/2027 | 100,000 | 101,192 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 4.08057 | 9/25/2049 | 100,000 | 98,255 | 0 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/2026 | 100,000 | 98,173 | 0 |
| SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A | 6 | 4/20/2049 | 95,000 | 96,651 | 0 |
| STUDENT TRANSPNOF AMRC HLD INC TERM LOAN B | 0 | 6/24/2032 | 93,100 | 93,468 | 0 |
| COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/2052 | 100,000 | 92,850 | 0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A | 5.5 | 9/20/2049 | 94,450 | 91,626 | 0 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/2031 | 100,000 | 90,392 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.97164 | 10/25/2049 | 90,000 | 88,717 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.674338 | 5/25/2030 | 1,426,504 | 86,577 | 0 |
| COMM MORTGAGE TRUST COMM 2020 CX C 144A | 2.772948 | 11/10/2046 | 100,000 | 84,190 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 4.08057 | 9/25/2049 | 85,000 | 83,957 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.931079 | 11/25/2030 | 2,391,821 | 83,236 | 0 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/2045 | 94,349 | 82,587 | 0 |
| COMM MORTGAGE TRUST COMM 2020 CX D 144A | 2.772948 | 11/10/2046 | 100,000 | 82,399 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.532229 | 5/25/2030 | 1,480,098 | 81,358 | 0 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/2036 | 76,862 | 81,033 | 0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/2046 | 86,899 | 73,236 | 0 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/2037 | 66,000 | 71,946 | 0 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/2039 | 71,076 | 71,613 | 0 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/35 FIXED 5.426 | 5.426 | 12/1/2035 | 70,000 | 70,898 | 0 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 71,350 | 69,874 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.379947 | 3/15/2062 | 1,910,647 | 67,576 | 0 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/2050 | 66,820 | 66,352 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.880178 | 11/25/2050 | 65,000 | 63,654 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.626319 | 10/25/2031 | 2,292,554 | 60,004 | 0 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.161008 | 11/25/2032 | 67,000 | 59,092 | 0 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/2043 | 63,109 | 56,832 | 0 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/2032 | 55,688 | 54,952 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.613166 | 1/15/2054 | 874,655 | 54,768 | 0 |
| BANK BANK 2019 BN18 XA | 1.025537 | 5/15/2062 | 2,080,164 | 54,621 | 0 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 50,917 | 52,167 | 0 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/2035 | 50,076 | 50,531 | 0 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/2040 | 48,388 | 50,237 | 0 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/2040 | 46,942 | 45,910 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.805824 | 12/25/2030 | 1,455,619 | 45,454 | 0 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 45,817 | 45,045 | 0 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A | 4.43 | 1/18/2028 | 44,375 | 44,369 | 0 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/2027 | 44,590 | 44,242 | 0 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 40,629 | 39,711 | 0 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/2036 | 38,993 | 39,346 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.853551 | 10/25/2049 | 40,000 | 39,005 | 0 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/2032 | 38,719 | 37,988 | 0 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/2033 | 37,828 | 37,545 | 0 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/2040 | 37,093 | 37,237 | 0 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/2035 | 35,498 | 35,828 | 0 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/2039 | 34,540 | 34,791 | 0 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/2036 | 32,601 | 33,979 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.401406 | 1/25/2031 | 2,462,474 | 33,881 | 0 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/2037 | 31,936 | 32,746 | 0 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/2037 | 30,893 | 30,710 | 0 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 30,687 | 30,215 | 0 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/2040 | 30,529 | 29,936 | 0 |
| VAN POOL TRANSPORTATION LLC 2025 DELAYED DRAW TERM LOAN | 0 | 8/6/2030 | 27,108 | 27,261 | 0 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 27,664 | 27,207 | 0 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 27,211 | 26,826 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.111402 | 10/25/2030 | 645,778 | 26,463 | 0 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/2039 | 24,897 | 26,196 | 0 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/2040 | 25,363 | 26,020 | 0 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/2036 | 24,590 | 25,925 | 0 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/2041 | 25,467 | 25,459 | 0 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/2041 | 25,689 | 25,046 | 0 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/2040 | 25,567 | 24,975 | 0 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/2038 | 23,661 | 23,877 | 0 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.699182 | 9/15/2053 | 508,290 | 23,110 | 0 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 6.71 | 10/1/2043 | 21,490 | 22,055 | 0 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/2041 | 21,600 | 21,659 | 0 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/2037 | 20,740 | 21,539 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.853035 | 7/15/2053 | 409,030 | 21,379 | 0 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/2028 | 21,507 | 21,065 | 0 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/2041 | 19,964 | 20,480 | 0 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/2046 | 21,823 | 19,663 | 0 |
| FREDDIE MAC FHR 3806 L | 3.5 | 2/15/2026 | 19,293 | 19,229 | 0 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/2040 | 19,673 | 19,228 | 0 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/2031 | 19,621 | 18,746 | 0 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/2040 | 18,598 | 18,688 | 0 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/2039 | 16,964 | 16,706 | 0 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/2027 | 16,417 | 16,104 | 0 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/2039 | 15,969 | 15,714 | 0 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/2042 | 16,845 | 15,530 | 0 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/2038 | 14,345 | 15,125 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.81643 | 9/25/2027 | 1,243,890 | 14,751 | 0 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/2039 | 14,108 | 13,878 | 0 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/2040 | 13,949 | 13,704 | 0 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/2039 | 13,610 | 13,684 | 0 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/2039 | 13,772 | 13,537 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.960979 | 11/25/2030 | 357,254 | 13,147 | 0 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/2041 | 12,245 | 12,274 | 0 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/2027 | 11,761 | 11,608 | 0 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/2027 | 11,164 | 11,073 | 0 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/2036 | 11,132 | 11,033 | 0 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/2035 | 10,545 | 10,808 | 0 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/2040 | 10,526 | 10,556 | 0 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/2035 | 10,194 | 10,274 | 0 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/2040 | 10,280 | 10,032 | 0 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/2039 | 10,193 | 10,020 | 0 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 9,560 | 9,356 | 0 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 8,349 | 8,554 | 0 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/2031 | 7,830 | 7,549 | 0 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/2040 | 7,555 | 7,394 | 0 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 7,522 | 7,357 | 0 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/2035 | 7,059 | 7,232 | 0 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/2033 | 6,690 | 6,796 | 0 |
| STUDENT TRANSPNOF AMRC HLD INC DELAYED DRAW TERM LOAN | 0 | 6/24/2032 | 6,667 | 6,693 | 0 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/2037 | 6,127 | 6,366 | 0 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/2036 | 5,501 | 5,787 | 0 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/2036 | 5,281 | 5,323 | 0 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 5,364 | 5,258 | 0 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/2040 | 5,341 | 5,220 | 0 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/2027 | 4,594 | 4,536 | 0 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/2030 | 4,545 | 4,525 | 0 |
| FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/2026 | 4,165 | 4,155 | 0 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/2041 | 3,796 | 3,725 | 0 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/2031 | 2,721 | 2,676 | 0 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/2033 | 2,545 | 2,590 | 0 |
| FREDDIE MAC FHR 3800 CB | 3.5 | 2/15/2026 | 1,657 | 1,654 | 0 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/2039 | 1,438 | 1,473 | 0 |
| FREDDIE MAC FHR 3768 CB | 3.5 | 12/15/2025 | 1,230 | 1,227 | 0 |
The composition of the Fund’s portfolio is subject to change.