Domini Impact Bond Fund – Schedule of Portfolio Holdings
| Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
|---|---|---|---|---|---|
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/2030 | 8,000,000 | 6,819,290 | 2.57 |
| KFW GOVT GUARANT 02/34 4.375 | 4.375 | 2/28/2034 | 6,000,000 | 6,250,557 | 2.35 |
| FEDERAL FARM CREDIT BANK BONDS 03/26 4.5 | 4.5 | 3/2/2026 | 5,000,000 | 5,043,960 | 1.9 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 11/24 0.00000 | 0 | 11/1/2024 | 5,000,000 | 4,979,956 | 1.87 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/2028 | 5,000,000 | 4,943,852 | 1.86 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/2027 | 5,000,000 | 4,599,261 | 1.73 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 6 | 10/15/2054 | 4,470,000 | 4,569,168 | 1.72 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 4,871,170 | 4,242,146 | 1.6 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/2052 | 4,404,697 | 4,028,726 | 1.52 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.5 | 10/15/2054 | 3,895,000 | 3,940,711 | 1.48 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/2052 | 4,349,370 | 3,659,860 | 1.38 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/2037 | 6,000,000 | 3,608,919 | 1.36 |
| FEDERAL HOME LOAN BANK BONDS 03/26 4.125 | 4.125 | 3/13/2026 | 3,500,000 | 3,516,194 | 1.32 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/2052 | 4,098,342 | 3,457,619 | 1.3 |
| FED HM LN PC POOL SD3512 FR 08/53 FIXED 6 | 6 | 8/1/2053 | 3,287,060 | 3,367,021 | 1.27 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 160 A2 | 4.5 | 8/25/2033 | 3,270,526 | 3,346,346 | 1.26 |
| FED HM LN PC POOL SD5316 FR 04/54 FIXED 6 | 6 | 4/1/2054 | 3,261,587 | 3,339,511 | 1.26 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 10/15/2054 | 3,400,000 | 3,265,495 | 1.23 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 10/21/2054 | 3,400,000 | 3,194,657 | 1.2 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/2027 | 3,000,000 | 2,798,228 | 1.05 |
| FEDERAL HOME LOAN BANK BONDS 11/35 3.315 | 3.315 | 11/13/2035 | 3,000,000 | 2,785,894 | 1.05 |
| FEDERAL HOME LOAN BANK BONDS 03/25 2.375 | 2.375 | 3/14/2025 | 2,710,000 | 2,684,130 | 1.01 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 10/15/2054 | 3,200,000 | 2,645,996 | 1 |
| FED HM LN PC POOL RJ0441 FR 12/53 FIXED 6 | 6 | 12/1/2053 | 2,520,316 | 2,596,439 | 0.98 |
| FREDDIE MAC NOTES 02/25 1.5 | 1.5 | 2/12/2025 | 2,600,000 | 2,570,196 | 0.97 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/2030 | 3,000,000 | 2,540,959 | 0.96 |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 1.5 | 7/31/2053 | 3,665,000 | 2,517,580 | 0.95 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/53 1.8 | 1.8 | 8/15/2053 | 2,605,000 | 2,514,464 | 0.95 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 10/24 0.00000 | 0 | 10/7/2024 | 2,500,000 | 2,497,744 | 0.94 |
| GNMA II TBA 30 YR 2 JUMBOS | 2 | 10/21/2054 | 2,900,000 | 2,459,333 | 0.93 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 | 5.5 | 9/1/2053 | 2,370,404 | 2,399,113 | 0.9 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 | 5.5 | 5/1/2053 | 2,367,752 | 2,396,710 | 0.9 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 2,684,113 | 2,343,081 | 0.88 |
| FANNIE MAE NOTES 07/37 5.625 | 5.625 | 7/15/2037 | 2,000,000 | 2,309,659 | 0.87 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/2052 | 2,560,799 | 2,304,784 | 0.87 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/2049 | 3,250,000 | 2,292,067 | 0.86 |
| FED HM LN PC POOL RA9298 FR 06/53 FIXED 5.5 | 5.5 | 6/1/2053 | 2,219,719 | 2,248,946 | 0.85 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 10/21/2054 | 2,200,000 | 1,939,181 | 0.73 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/2049 | 1,943,454 | 1,891,743 | 0.71 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/2039 | 1,750,000 | 1,613,022 | 0.61 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 162 A2 | 5.15 | 12/25/2033 | 1,500,000 | 1,607,672 | 0.6 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 3.5 | 10/15/2054 | 1,700,000 | 1,583,250 | 0.6 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 10/21/2054 | 1,600,000 | 1,580,033 | 0.59 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/2030 | 1,500,000 | 1,557,257 | 0.59 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/2037 | 1,800,000 | 1,551,500 | 0.58 |
| GNMA II TBA 30 YR 4 JUMBOS | 4 | 10/21/2054 | 1,600,000 | 1,547,077 | 0.58 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/2026 | 1,500,000 | 1,442,769 | 0.54 |
| VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.133 | 3.133 | 2/26/2025 | 1,380,000 | 1,369,173 | 0.52 |
| FED HM LN PC POOL RJ2242 FR 08/54 FIXED 5.5 | 5.5 | 8/1/2054 | 1,287,973 | 1,308,640 | 0.49 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/2041 | 1,615,000 | 1,306,054 | 0.49 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR | 5.601 | 3/20/2030 | 1,240,000 | 1,287,554 | 0.48 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/2028 | 1,400,000 | 1,279,403 | 0.48 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/2045 | 1,325,000 | 1,278,937 | 0.48 |
| FED HM LN PC POOL SD3684 FR 11/52 FIXED 4.5 | 4.5 | 11/1/2052 | 1,295,940 | 1,276,042 | 0.48 |
| APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/2062 | 1,435,000 | 1,275,036 | 0.48 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/2051 | 2,390,000 | 1,261,878 | 0.47 |
| CORNELL UNIVERSITY SR UNSECURED 06/34 4.835 | 4.835 | 6/15/2034 | 1,200,000 | 1,241,073 | 0.47 |
| ROMANIA SR UNSECURED REGS 01/32 2 | 2 | 1/28/2032 | 1,360,000 | 1,234,155 | 0.46 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR | 6.253 | 9/16/2026 | 1,200,000 | 1,216,555 | 0.46 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | 7.75 | 12/31/2099 | 1,150,000 | 1,190,443 | 0.45 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/2030 | 1,200,000 | 1,185,453 | 0.45 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/2030 | 1,440,000 | 1,176,697 | 0.44 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 | 8 | 11/14/2035 | 1,090,000 | 1,164,473 | 0.44 |
| BNP PARIBAS REGS 01/29 VAR | 4.375 | 1/13/2029 | 1,000,000 | 1,156,817 | 0.44 |
| SAN FRANCISCO CITY CNTY CA P SFOUTL 10/27 FIXED 4.655 | 4.655 | 10/1/2027 | 1,125,000 | 1,147,483 | 0.43 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/2050 | 1,885,902 | 1,146,846 | 0.43 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 6.07 | 10/22/2027 | 1,090,000 | 1,129,852 | 0.43 |
| ADVOCATE HEALTH CORP SR UNSECURED 08/28 3.829 | 3.829 | 8/15/2028 | 1,115,000 | 1,104,149 | 0.42 |
| STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/2054 | 1,200,000 | 1,098,651 | 0.41 |
| GNMA II POOL MA8948 G2 06/53 FIXED 5.5 | 5.5 | 6/20/2053 | 1,076,731 | 1,089,047 | 0.41 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.302496 | 5/25/2051 | 1,070,000 | 1,050,332 | 0.4 |
| AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 9 | 9 | 1/20/2031 | 960,000 | 1,039,622 | 0.39 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | 2 | 10/17/2039 | 1,100,000 | 1,006,573 | 0.38 |
| RICE UNIVERSITY UNSECURED 05/55 3.774 | 3.774 | 5/15/2055 | 1,145,000 | 1,000,647 | 0.38 |
| CREDIT AGRICOLE LONDON 144A 01/27 4.125 | 4.125 | 1/10/2027 | 1,000,000 | 994,620 | 0.37 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/2033 | 1,000,000 | 973,590 | 0.37 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 10/15/2054 | 1,125,000 | 971,236 | 0.37 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/2040 | 1,250,000 | 968,456 | 0.36 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 | 1.375 | 11/15/2025 | 1,000,000 | 963,019 | 0.36 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 8.114 | 11/15/2036 | 955,000 | 937,211 | 0.35 |
| PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | 4.95 | 1/15/2031 | 985,000 | 929,342 | 0.35 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/2029 | 1,000,000 | 911,544 | 0.34 |
| CESKA SPORITELNA AS REGS 09/28 VAR | 0.5 | 9/13/2028 | 900,000 | 905,110 | 0.34 |
| BX TRUST BX 2022 CLS A 144A | 5.76 | 10/13/2027 | 892,000 | 901,718 | 0.34 |
| VANTAGE DATA CENTERS JERSEY BO VDCUK 2024 1A A2 144A | 6.172 | 5/28/2039 | 645,000 | 886,087 | 0.33 |
| HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/2038 | 915,000 | 879,526 | 0.33 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/2032 | 1,000,000 | 873,183 | 0.33 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/2044 | 974,000 | 857,231 | 0.32 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/2117 | 1,000,000 | 850,065 | 0.32 |
| HUNGARY SR UNSECURED REGS 09/33 5.375 | 5.375 | 9/12/2033 | 705,000 | 847,333 | 0.32 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/2045 | 1,000,000 | 844,557 | 0.32 |
| THE NHP FOUNDATION SR UNSECURED 12/28 5.85 | 5.85 | 12/1/2028 | 800,000 | 839,013 | 0.32 |
| LENDBUZZ SECURITIZATION TRUST 05/29 5.99 | 5.99 | 5/15/2029 | 820,000 | 830,485 | 0.31 |
| FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/2050 | 1,246,009 | 828,217 | 0.31 |
| DUKE UNIVERSITY UNSECURED 10/44 2.682 | 2.682 | 10/1/2044 | 1,070,000 | 818,304 | 0.31 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/2040 | 940,000 | 815,215 | 0.31 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/2040 | 925,000 | 802,228 | 0.3 |
| FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/2048 | 981,935 | 793,404 | 0.3 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/2030 | 885,000 | 792,157 | 0.3 |
| GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/2026 | 814,450 | 787,471 | 0.3 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A | 5.57 | 9/25/2029 | 760,000 | 779,314 | 0.29 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/2037 | 800,000 | 765,223 | 0.29 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/2026 | 750,000 | 752,003 | 0.28 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/2029 | 800,000 | 751,656 | 0.28 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/2028 | 770,000 | 748,060 | 0.28 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/2031 | 750,000 | 745,081 | 0.28 |
| BLOCK INC SR UNSECURED 144A 05/32 6.5 | 6.5 | 5/15/2032 | 700,000 | 729,798 | 0.27 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/2031 | 732,619 | 727,629 | 0.27 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 765,000 | 726,336 | 0.27 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/2036 | 852,000 | 722,452 | 0.27 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/2062 | 1,000,000 | 720,406 | 0.27 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/2041 | 835,000 | 711,675 | 0.27 |
| BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/2026 | 705,000 | 701,211 | 0.26 |
| COMM MORTGAGE TRUST COMM 2020 CX A 144A | 2.173 | 11/10/2046 | 825,000 | 693,426 | 0.26 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/2041 | 865,000 | 681,856 | 0.26 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/2027 | 670,000 | 655,235 | 0.25 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/2028 | 670,000 | 651,940 | 0.25 |
| PRES + FELLOWS OF HARVAR UNSECURED 02/35 4.609 | 4.609 | 2/15/2035 | 635,000 | 651,145 | 0.24 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.614291 | 11/25/2052 | 700,000 | 649,827 | 0.24 |
| HUDSON YARDS HY 2019 30HY A 144A | 3.228 | 7/10/2039 | 700,000 | 648,343 | 0.24 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/2039 | 1,060,000 | 647,850 | 0.24 |
| PROV ST JOSEPH HLTH OBL SR UNSECURED 10/33 5.403 | 5.403 | 10/1/2033 | 613,000 | 637,322 | 0.24 |
| MBANK SA REGS 09/27 VAR | 0.966 | 9/21/2027 | 600,000 | 628,695 | 0.24 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 1.937 | 8/15/2046 | 660,000 | 625,879 | 0.24 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A | 4.97 | 10/15/2029 | 620,000 | 621,152 | 0.23 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 144A 07/34 6.375 | 6.375 | 7/1/2034 | 600,000 | 614,462 | 0.23 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/2030 | 615,000 | 611,184 | 0.23 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/2033 | 600,000 | 607,880 | 0.23 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/2028 | 600,000 | 597,059 | 0.22 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/2031 | 640,000 | 586,431 | 0.22 |
| BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR | 0.583 | 8/24/2028 | 560,000 | 583,811 | 0.22 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/2030 | 595,000 | 571,055 | 0.21 |
| BLUEHUB LOAN FUND SR UNSECURED 01/27 2.89 | 2.89 | 1/1/2027 | 600,000 | 563,067 | 0.21 |
| MET GOVT NASHVILLE DAVIDSONC METHGR 07/52 FIXED 3.235 | 3.235 | 7/1/2052 | 800,000 | 559,927 | 0.21 |
| TRICOLOR AUTO SECURITIZATION T TAST 2023 1A B 144A | 6.84 | 11/16/2026 | 550,000 | 551,010 | 0.21 |
| AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A | 7.12 | 3/15/2027 | 545,000 | 546,489 | 0.21 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A | 6.35 | 10/15/2047 | 540,000 | 545,696 | 0.21 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.764289 | 10/25/2052 | 565,000 | 537,708 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.463829 | 12/25/2050 | 550,000 | 535,307 | 0.2 |
| HOLOGIC INC COMPANY GUAR 144A 02/29 3.25 | 3.25 | 2/15/2029 | 570,000 | 531,541 | 0.2 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A | 8.10148 | 6/15/2038 | 655,000 | 527,263 | 0.2 |
| COMM MORTGAGE TRUST COMM 2020 SBX A 144A | 1.67 | 1/10/2038 | 595,000 | 525,233 | 0.2 |
| VANTAGE DATA CENTERS LLC VDC 2024 1A A2 144A | 5.1 | 9/15/2054 | 520,000 | 520,000 | 0.2 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/2046 | 565,871 | 514,975 | 0.19 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/2031 | 560,000 | 513,296 | 0.19 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | 3.869 | 10/15/2049 | 500,000 | 499,659 | 0.19 |
| BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/2026 | 500,000 | 499,403 | 0.19 |
| ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.85 | 3.85 | 11/15/2024 | 500,000 | 499,065 | 0.19 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/2067 | 518,446 | 498,720 | 0.19 |
| VENTAS REALTY LP COMPANY GUAR 02/25 3.5 | 3.5 | 2/1/2025 | 500,000 | 497,292 | 0.19 |
| BIOGROUP LCD 2021 EUR TERM LOAN B | 0 | 2/9/2028 | 465,000 | 495,077 | 0.19 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.57405 | 12/25/2051 | 525,000 | 492,767 | 0.19 |
| AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/2030 | 400,000 | 490,361 | 0.18 |
| AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/2027 | 500,000 | 490,155 | 0.18 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.65501 | 2/25/2052 | 520,000 | 489,155 | 0.18 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/2028 | 500,000 | 487,305 | 0.18 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 4.056843 | 8/25/2052 | 500,000 | 482,570 | 0.18 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/2052 | 628,792 | 478,378 | 0.18 |
| BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR | 6.253 | 9/16/2026 | 465,000 | 471,415 | 0.18 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/2029 | 500,000 | 470,681 | 0.18 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A | 7.5 | 12/15/2028 | 446,886 | 458,289 | 0.17 |
| ZELIS PAYMENTS BUYER INC TERM LOAN B | 0 | 9/28/2029 | 456,143 | 456,428 | 0.17 |
| AXIAN TELECOM COMPANY GUAR 144A 02/27 7.375 | 7.375 | 2/16/2027 | 445,000 | 447,345 | 0.17 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/2032 | 500,000 | 439,715 | 0.17 |
| HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/2052 | 470,000 | 439,705 | 0.17 |
| COMM MORTGAGE TRUST COMM 2020 CX B 144A | 2.446 | 11/10/2046 | 524,000 | 438,380 | 0.16 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/2041 | 435,000 | 438,185 | 0.16 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/2031 | 475,000 | 428,552 | 0.16 |
| ALTIUM PACKAGING LLC 2024 TERM LOAN B | 0 | 6/11/2031 | 428,925 | 428,121 | 0.16 |
| BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/2026 | 430,000 | 423,750 | 0.16 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.375 | 7.375 | 4/2/2032 | 400,000 | 411,262 | 0.15 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/2046 | 444,763 | 408,275 | 0.15 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.223472 | 10/25/2031 | 461,000 | 408,102 | 0.15 |
| FNMA POOL 310229 FN 08/43 FIXED VAR | 3.5 | 8/1/2043 | 427,702 | 407,309 | 0.15 |
| GREENKO DUTCH BV SR SECURED REGS 03/26 3.85 | 3.85 | 3/29/2026 | 420,650 | 406,716 | 0.15 |
| PROAMPAC PG BORROWER LLC 2024 TERM LOAN | 0 | 9/15/2028 | 403,523 | 404,910 | 0.15 |
| SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A | 5.75 | 12/20/2050 | 384,946 | 397,805 | 0.15 |
| CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A | 6 | 10/25/2057 | 397,720 | 396,300 | 0.15 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/2027 | 430,000 | 393,071 | 0.15 |
| BOELS TOPHOLDING BV 2024 EUR TERM LOAN B | 0 | 5/23/2031 | 344,828 | 385,929 | 0.15 |
| THOMAS JEFFERSON UNIV SECURED 11/57 3.847 | 3.847 | 11/1/2057 | 500,000 | 385,911 | 0.15 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | 2.9 | 1/15/2027 | 400,000 | 382,855 | 0.14 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/2041 | 445,000 | 382,319 | 0.14 |
| CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/2058 | 378,931 | 380,284 | 0.14 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/2035 | 380,000 | 372,063 | 0.14 |
| DCERT BUYER INC 2019 TERM LOAN B | 0 | 10/16/2026 | 377,994 | 367,777 | 0.14 |
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.258 | 1.258 | 7/1/2025 | 375,000 | 366,098 | 0.14 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/2028 | 357,900 | 365,669 | 0.14 |
| BX TRUST BX 2022 CLS B 144A | 6.3 | 10/13/2027 | 375,000 | 361,597 | 0.14 |
| ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/2029 | 348,571 | 346,937 | 0.13 |
| RUSSELL INVSTM US INSTL HOLD I 2024 PIK TERM LOAN | 0 | 5/30/2027 | 394,313 | 344,432 | 0.13 |
| COMPASS DATACENTERS ISSUER II, CMPDC 2024 2A A1 144A | 5.022 | 8/25/2049 | 340,000 | 342,952 | 0.13 |
| RETAINED VANTAGE DATA CENTERS VDCR 2024 1A A2 144A | 4.992 | 9/15/2049 | 340,000 | 340,588 | 0.13 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A4 | 3.617 | 9/15/2057 | 340,000 | 335,524 | 0.13 |
| VERISURE HOLDING AB 2021 EURO TERM LOAN | 0 | 3/27/2028 | 300,000 | 335,313 | 0.13 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A | 6.36 | 12/15/2027 | 330,906 | 333,874 | 0.13 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A | 4.22 | 5/17/2027 | 332,503 | 329,895 | 0.12 |
| DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.75 | 3.75 | 3/4/2025 | 325,000 | 322,974 | 0.12 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/2032 | 375,000 | 320,587 | 0.12 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/2028 | 308,631 | 314,422 | 0.12 |
| REPUBLIC OF CHILE SR UNSECURED 07/31 0.83 | 0.83 | 7/2/2031 | 324,000 | 310,145 | 0.12 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.780843 | 10/25/2055 | 2,017,791 | 308,680 | 0.12 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/2048 | 320,349 | 302,759 | 0.11 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/2031 | 350,000 | 298,421 | 0.11 |
| GO DADDY OPERATING COMPANY LLC 2024 TERM LOAN B7 | 0 | 5/30/2031 | 297,629 | 297,325 | 0.11 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/2046 | 311,664 | 294,228 | 0.11 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/2030 | 325,000 | 292,149 | 0.11 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 4.056843 | 8/25/2052 | 307,000 | 292,060 | 0.11 |
| COMM MORTGAGE TRUST COMM 2015 LC19 A4 | 3.183 | 2/10/2048 | 291,000 | 289,354 | 0.11 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A | 6 | 8/17/2048 | 280,000 | 285,817 | 0.11 |
| CORE + MAIN LP 2024 INCREMENTAL TERM LOAN B | 0 | 2/9/2031 | 283,575 | 284,284 | 0.11 |
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 | 0 | 2/1/2027 | 276,538 | 276,521 | 0.1 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/2049 | 382,998 | 276,442 | 0.1 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/2027 | 265,000 | 265,550 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K729 B 144A | 3.786062 | 11/25/2049 | 250,000 | 248,679 | 0.09 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/2066 | 261,971 | 247,053 | 0.09 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.771632 | 9/25/2045 | 2,104,661 | 245,905 | 0.09 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.756411 | 11/25/2029 | 8,857,832 | 243,465 | 0.09 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/2041 | 335,000 | 238,692 | 0.09 |
| INSULET CORPORATION SR UNSECURED 09/26 0.375 | 0.375 | 9/1/2026 | 195,000 | 233,464 | 0.09 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A B 144A | 5.71 | 5/15/2028 | 225,000 | 227,410 | 0.09 |
| CANARY WHARF GROUP SR SECURED REGS 04/28 3.375 | 3.375 | 4/23/2028 | 200,000 | 221,942 | 0.08 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 1.020428 | 9/25/2030 | 4,923,807 | 218,852 | 0.08 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.880331 | 11/25/2050 | 220,000 | 214,058 | 0.08 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.245997 | 9/25/2030 | 4,011,434 | 212,707 | 0.08 |
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A | 7.53689 | 9/15/2034 | 228,000 | 211,524 | 0.08 |
| BLOCK INC SR UNSECURED 03/25 0.125 | 0.125 | 3/1/2025 | 215,000 | 210,969 | 0.08 |
| AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B | 0 | 1/31/2031 | 207,201 | 207,577 | 0.08 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/2050 | 300,000 | 207,307 | 0.08 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/2027 | 205,000 | 204,608 | 0.08 |
| AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75 | 6.75 | 5/20/2029 | 200,000 | 203,876 | 0.08 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/2046 | 215,059 | 195,714 | 0.07 |
| DEXCOM INC SR UNSECURED 11/25 0.25 | 0.25 | 11/15/2025 | 205,000 | 195,621 | 0.07 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 09/28 3.625 | 3.625 | 9/1/2028 | 200,000 | 195,497 | 0.07 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.474795 | 6/25/2030 | 3,166,128 | 195,378 | 0.07 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.896239 | 9/25/2051 | 204,000 | 192,554 | 0.07 |
| AMERICAN INTL GROUP SR UNSECURED 04/26 3.9 | 3.9 | 4/1/2026 | 190,000 | 188,538 | 0.07 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/2058 | 194,920 | 185,587 | 0.07 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 6.069 | 6.069 | 7/1/2033 | 175,000 | 183,948 | 0.07 |
| BLACKHAWK NETWORK HOLDINGS INC 2024 TERM LOAN | 0 | 3/12/2029 | 169,675 | 170,612 | 0.06 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/34 FIXED 5.343 | 5.343 | 12/1/2034 | 165,000 | 166,417 | 0.06 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/2048 | 174,704 | 164,927 | 0.06 |
| USI INC 2024 TERM LOAN 2029 | 0 | 11/22/2029 | 162,946 | 162,655 | 0.06 |
| MORGAN STANLEY BAML TRUST MSBAM 2014 C19 A4 | 3.526 | 12/15/2047 | 162,934 | 162,514 | 0.06 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.481446 | 6/25/2030 | 2,529,616 | 160,232 | 0.06 |
| NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.125 | 4.125 | 11/1/2024 | 160,000 | 159,830 | 0.06 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A | 4.43 | 1/18/2028 | 158,883 | 158,369 | 0.06 |
| BANK BANK 2019 BN24 XA | 0.750172 | 11/15/2062 | 5,450,931 | 157,228 | 0.06 |
| BANK BANK 2020 BN28 XA | 1.875214 | 3/15/2063 | 1,872,634 | 154,327 | 0.06 |
| FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.221064 | 7/25/2050 | 155,000 | 152,893 | 0.06 |
| BON SECOURS MERCY SECURED 06/25 1.35 | 1.35 | 6/1/2025 | 155,000 | 151,712 | 0.06 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/2040 | 149,105 | 147,489 | 0.06 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/2042 | 156,818 | 145,157 | 0.05 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/2045 | 155,554 | 144,001 | 0.05 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 5 | 5 | 7/1/2025 | 135,000 | 135,275 | 0.05 |
| FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.176559 | 7/25/2027 | 136,000 | 133,921 | 0.05 |
| SUNNOVA HESTIA II ISSUER, LLC SNVA 2024 GRID1 1A 144A | 5.63 | 7/20/2051 | 126,568 | 130,678 | 0.05 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/2030 | 130,000 | 128,574 | 0.05 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A B 144A | 4.56 | 2/15/2029 | 125,000 | 124,941 | 0.05 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.20889 | 6/25/2030 | 2,335,752 | 122,902 | 0.05 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/2027 | 123,773 | 122,445 | 0.05 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A | 6.61 | 10/15/2027 | 121,214 | 122,190 | 0.05 |
| HOWARD UNIVERSITY INSURED 10/25 1.991 | 1.991 | 10/1/2025 | 120,000 | 116,139 | 0.04 |
| FREDDIE MAC FHR 3806 L | 3.5 | 2/15/2026 | 116,511 | 115,426 | 0.04 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/2055 | 190,000 | 113,270 | 0.04 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.30416 | 7/25/2041 | 1,170,044 | 112,324 | 0.04 |
| MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A | 5.5 | 9/20/2049 | 109,860 | 110,339 | 0.04 |
| ETSY INC SR UNSECURED 10/26 0.125 | 0.125 | 10/1/2026 | 110,000 | 109,010 | 0.04 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.678284 | 5/25/2030 | 1,439,258 | 103,638 | 0.04 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/2027 | 100,000 | 101,156 | 0.04 |
| SEVERIN ACQUISITION LLC TERM LOAN | 0 | 8/1/2027 | 99,250 | 99,436 | 0.04 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.535427 | 5/25/2030 | 1,491,607 | 98,812 | 0.04 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.935348 | 11/25/2030 | 2,407,164 | 98,160 | 0.04 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 4.080239 | 9/25/2049 | 100,000 | 97,462 | 0.04 |
| SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A | 6 | 4/20/2049 | 95,000 | 96,168 | 0.04 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/2026 | 100,000 | 95,555 | 0.04 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/2050 | 95,746 | 94,044 | 0.04 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/2036 | 87,586 | 93,869 | 0.04 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/2045 | 101,605 | 90,552 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K729 C 144A | 3.786062 | 11/25/2049 | 90,000 | 89,479 | 0.03 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/2031 | 100,000 | 89,346 | 0.03 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.384804 | 3/15/2062 | 1,933,789 | 88,294 | 0.03 |
| COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/2052 | 100,000 | 88,252 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.972504 | 10/25/2049 | 90,000 | 87,945 | 0.03 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/2046 | 102,473 | 87,881 | 0.03 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 87,284 | 86,338 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 4.080239 | 9/25/2049 | 85,000 | 83,278 | 0.03 |
| COMM MORTGAGE TRUST COMM 2020 CX C 144A | 2.772948 | 11/10/2046 | 100,000 | 83,077 | 0.03 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/2039 | 80,887 | 81,933 | 0.03 |
| COMM MORTGAGE TRUST COMM 2020 CX D 144A | 2.772948 | 11/10/2046 | 100,000 | 79,436 | 0.03 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/2037 | 66,000 | 72,764 | 0.03 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/2032 | 71,559 | 70,624 | 0.03 |
| BANK BANK 2019 BN18 XA | 1.027363 | 5/15/2062 | 2,098,505 | 69,626 | 0.03 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.626716 | 10/25/2031 | 2,295,020 | 67,187 | 0.03 |
| FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/2026 | 64,700 | 64,148 | 0.02 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.620834 | 1/15/2054 | 878,623 | 63,905 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.880331 | 11/25/2050 | 65,000 | 62,869 | 0.02 |
| FANNIE MAE CAS CAS 2016 C07 2M2 | 9.7446 | 5/25/2029 | 59,524 | 62,233 | 0.02 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 60,343 | 61,959 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.161161 | 11/25/2032 | 67,000 | 59,404 | 0.02 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/2043 | 66,158 | 59,129 | 0.02 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A | 1.46 | 6/15/2026 | 58,108 | 57,333 | 0.02 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 56,729 | 55,743 | 0.02 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/2040 | 54,028 | 55,678 | 0.02 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/2035 | 54,866 | 55,371 | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.807917 | 12/25/2030 | 1,459,523 | 53,644 | 0.02 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/2040 | 50,666 | 50,172 | 0.02 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 46,102 | 45,652 | 0.02 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/2032 | 46,471 | 45,643 | 0.02 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/2035 | 43,590 | 44,007 | 0.02 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/2033 | 44,074 | 43,657 | 0.02 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/2036 | 43,027 | 43,423 | 0.02 |
| ETSY INC SR UNSECURED 09/27 0.125 | 0.125 | 9/1/2027 | 50,000 | 43,021 | 0.02 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/2040 | 42,430 | 42,932 | 0.02 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/2039 | 41,214 | 41,701 | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.401971 | 1/25/2031 | 2,463,873 | 40,418 | 0.02 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/2036 | 37,987 | 39,418 | 0.01 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.853687 | 10/25/2049 | 40,000 | 38,577 | 0.01 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/2037 | 37,524 | 38,549 | 0.01 |
| FANNIE MAE CAS CAS 2017 C01 1M2 | 8.9446 | 7/25/2029 | 35,383 | 36,606 | 0.01 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/2039 | 34,380 | 36,158 | 0.01 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 35,898 | 35,548 | 0.01 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/2040 | 35,188 | 34,807 | 0.01 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 35,246 | 34,630 | 0.01 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/2031 | 35,785 | 34,213 | 0.01 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/2037 | 34,090 | 33,968 | 0.01 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 32,516 | 32,199 | 0.01 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/2028 | 33,237 | 32,199 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.115105 | 10/25/2030 | 651,381 | 31,683 | 0.01 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/2036 | 28,971 | 30,540 | 0.01 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.818069 | 9/15/2053 | 630,467 | 30,266 | 0.01 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/2027 | 30,765 | 29,876 | 0.01 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/2040 | 29,448 | 29,129 | 0.01 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/2038 | 28,751 | 29,002 | 0.01 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/2041 | 28,284 | 27,978 | 0.01 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/2040 | 27,010 | 27,867 | 0.01 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/2027 | 28,232 | 27,850 | 0.01 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/2041 | 27,264 | 27,572 | 0.01 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.907858 | 7/15/2053 | 484,905 | 27,217 | 0.01 |
| FREDDIE MAC FHR 3800 CB | 3.5 | 2/15/2026 | 26,852 | 26,621 | 0.01 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/2037 | 24,866 | 25,702 | 0.01 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/2041 | 24,691 | 25,011 | 0.01 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/2041 | 22,650 | 23,369 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.823335 | 9/25/2027 | 1,269,674 | 23,220 | 0.01 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 7.483 | 10/1/2043 | 22,113 | 22,649 | 0.01 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/2027 | 23,076 | 22,582 | 0.01 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/2046 | 23,876 | 21,839 | 0.01 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/2040 | 21,918 | 21,704 | 0.01 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/2040 | 21,433 | 21,686 | 0.01 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/2039 | 18,283 | 18,105 | 0.01 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/2042 | 18,563 | 17,258 | 0.01 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/2039 | 17,293 | 17,106 | 0.01 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/2038 | 16,141 | 17,015 | 0.01 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/2040 | 16,687 | 16,506 | 0.01 |
| FREDDIE MAC FHR 3768 CB | 3.5 | 12/15/2025 | 16,574 | 16,427 | 0.01 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/2039 | 16,070 | 15,896 | 0.01 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/2039 | 15,548 | 15,396 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.96636 | 11/25/2030 | 360,183 | 15,375 | 0.01 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/2039 | 15,181 | 15,360 | 0.01 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/2041 | 13,738 | 13,900 | 0.01 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/2035 | 12,617 | 13,088 | 0 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A | 2.8093 | 3/10/2033 | 13,040 | 12,943 | 0 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/2035 | 12,208 | 12,308 | 0 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/2039 | 12,241 | 12,109 | 0 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/2036 | 12,133 | 12,062 | 0 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/2040 | 11,901 | 12,055 | 0 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/2040 | 11,433 | 11,313 | 0 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 11,195 | 11,074 | 0 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 9,879 | 10,145 | 0 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.85 | 3.85 | 2/1/2025 | 10,000 | 9,952 | 0 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/2031 | 9,976 | 9,577 | 0 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/2035 | 8,595 | 8,825 | 0 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/2027 | 8,824 | 8,639 | 0 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/2040 | 8,428 | 8,337 | 0 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/2033 | 7,973 | 8,188 | 0 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 8,216 | 8,136 | 0 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/2037 | 7,442 | 7,763 | 0 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/2036 | 7,082 | 7,139 | 0 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/2036 | 6,412 | 6,766 | 0 |
| FNMA POOL AW4685 FN 05/44 FLOATING VAR | 6.33 | 5/1/2044 | 6,241 | 6,300 | 0 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/2040 | 6,204 | 6,137 | 0 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/2030 | 6,053 | 6,031 | 0 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 6,080 | 6,022 | 0 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/2041 | 4,546 | 4,443 | 0 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/2031 | 3,481 | 3,426 | 0 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/2033 | 3,143 | 3,202 | 0 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/2039 | 1,615 | 1,665 | 0 |
| XPLORNET COMMUNICATIONS INC TERM LOAN | 0 | 10/2/2028 | 0 | 0 | 0 |
The composition of the Fund’s portfolio is subject to change.