Domini Impact Bond Fund – Schedule of Portfolio Holdings
| Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
|---|---|---|---|---|---|
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/30 | 12,910,000 | 11,252,579 | 4.1 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.5 | 1/15/55 | 9,505,000 | 9,639,390 | 3.5 |
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/30 | 8,000,000 | 7,061,413 | 2.5 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 6 | 1/15/55 | 6,170,000 | 6,335,873 | 2.3 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 02/26 0.00000 | 0 | 2/11/26 | 6,300,000 | 6,274,165 | 2.3 |
| KFW GOVT GUARANT 02/34 4.375 | 4.375 | 2/28/34 | 6,000,000 | 6,124,517 | 2.2 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 02/26 0.00000 | 0.01 | 2/17/26 | 5,300,000 | 5,275,161 | 1.9 |
| FNMA PRIN STRIPS NOTES 07/37 0.00000 | 0 | 7/15/37 | 9,000,000 | 5,268,317 | 1.9 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 02/26 0.00000 | 0 | 2/18/26 | 5,200,000 | 5,175,122 | 1.9 |
| FEDERAL FARM CREDIT BANK BONDS 03/26 4.5 | 4.5 | 3/2/26 | 5,000,000 | 5,007,585 | 1.8 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/28 | 5,000,000 | 4,972,620 | 1.8 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/27 | 5,000,000 | 4,767,518 | 1.7 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/51 | 4,552,666 | 3,865,140 | 1.4 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/37 | 6,000,000 | 3,651,973 | 1.3 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/52 | 3,892,424 | 3,516,272 | 1.3 |
| FEDERAL HOME LOAN BANK BONDS 03/26 4.125 | 4.125 | 3/13/26 | 3,500,000 | 3,503,702 | 1.3 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 160 A2 | 4.5 | 8/25/33 | 3,270,526 | 3,297,066 | 1.2 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/52 | 3,846,838 | 3,167,097 | 1.1 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 1/15/55 | 3,400,000 | 3,094,662 | 1.1 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/52 | 3,609,074 | 2,981,693 | 1.1 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/27 | 3,000,000 | 2,911,735 | 1.0 |
| FED HM LN PC POOL SD3512 FR 08/53 FIXED 6 | 6 | 8/1/53 | 2,729,131 | 2,810,434 | 1.0 |
| FEDERAL HOME LOAN BANK BONDS 11/35 3.315 | 3.315 | 11/13/35 | 3,000,000 | 2,763,486 | 1.0 |
| FED HM LN PC POOL SD5316 FR 04/54 FIXED 6 | 6 | 4/1/54 | 2,530,373 | 2,603,910 | 0.9 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 1/15/55 | 3,200,000 | 2,587,487 | 0.9 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 01/26 0.00000 | 0 | 1/30/26 | 2,435,000 | 2,427,898 | 0.9 |
| GNMA II TBA 30 YR 2 JUMBOS | 2 | 1/15/55 | 2,900,000 | 2,402,457 | 0.9 |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 1.5 | 7/31/53 | 3,665,000 | 2,272,668 | 0.8 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/53 1.8 | 1.8 | 8/15/53 | 2,605,000 | 2,166,152 | 0.8 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/51 | 2,506,986 | 2,154,765 | 0.8 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 | 5.5 | 9/1/53 | 2,033,072 | 2,068,131 | 0.7 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 | 5.5 | 5/1/53 | 2,013,843 | 2,049,965 | 0.7 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/49 | 3,250,000 | 2,048,754 | 0.7 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/52 | 2,307,568 | 2,047,129 | 0.7 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 1/15/55 | 2,200,000 | 1,898,016 | 0.7 |
| UNITED NATIONS DEV CORP NY UNNDEV 08/55 FIXED 6.536 | 6.536 | 8/1/55 | 1,750,000 | 1,868,705 | 0.7 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/49 | 1,807,560 | 1,740,221 | 0.6 |
| BNP PARIBAS SUBORDINATED 144A 11/35 VAR | 5.906 | 11/19/35 | 1,640,000 | 1,703,440 | 0.6 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 03/26 0.00000 | 0 | 3/31/26 | 1,675,000 | 1,660,302 | 0.6 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/39 | 1,750,000 | 1,583,954 | 0.6 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 162 A2 | 5.15 | 12/25/33 | 1,500,000 | 1,574,527 | 0.6 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 1/22/56 | 1,600,000 | 1,558,750 | 0.6 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/30 | 1,500,000 | 1,518,833 | 0.5 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/26 | 1,500,000 | 1,491,930 | 0.5 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/37 | 1,800,000 | 1,487,273 | 0.5 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/41 | 1,615,000 | 1,467,937 | 0.5 |
| ROMANIA SR UNSECURED REGS 01/32 2 | 2 | 1/28/32 | 1,360,000 | 1,371,699 | 0.5 |
| CESKA SPORITELNA AS REGS 09/28 VAR | 0.5 | 9/13/28 | 1,200,000 | 1,356,784 | 0.5 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 1/14/56 | 1,400,000 | 1,328,123 | 0.5 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/28 | 1,400,000 | 1,324,315 | 0.5 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR | 5.601 | 3/20/30 | 1,240,000 | 1,288,720 | 0.5 |
| HENRY J KAISER FAMILY FO SR UNSECURED 12/30 4.214 | 4.214 | 12/1/30 | 1,280,000 | 1,282,077 | 0.5 |
| ANGEL OAK MORTGAGE TRUST AOMT 2022 5 A1 144A | 4.5 | 5/25/67 | 1,283,786 | 1,278,287 | 0.5 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/30 | 1,440,000 | 1,260,589 | 0.5 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/45 | 1,325,000 | 1,247,326 | 0.4 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | 7.75 | 12/31/99 | 1,150,000 | 1,211,762 | 0.4 |
| BNP PARIBAS REGS 01/29 VAR | 4.375 | 1/13/29 | 1,000,000 | 1,211,528 | 0.4 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/30 | 1,200,000 | 1,195,532 | 0.4 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/51 | 2,390,000 | 1,164,467 | 0.4 |
| APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/62 | 1,435,000 | 1,128,945 | 0.4 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 6.07 | 10/22/27 | 1,090,000 | 1,107,433 | 0.4 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/50 | 1,885,902 | 1,103,702 | 0.4 |
| FED HM LN PC POOL SD3684 FR 11/52 FIXED 4.5 | 4.5 | 11/1/52 | 1,117,645 | 1,100,012 | 0.4 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.159875 | 5/25/51 | 1,070,000 | 1,063,466 | 0.4 |
| XCAL 2019 IL 1 MORTGAGE TRUST XCAL 2025 VFN1 A 144A | 6.84762 | 6/17/30 | 1,050,000 | 1,054,436 | 0.4 |
| CORNELL UNIVERSITY SR UNSECURED 06/30 4.169 | 4.169 | 6/15/30 | 1,035,000 | 1,040,277 | 0.4 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | 2 | 1/15/40 | 1,100,000 | 1,018,703 | 0.4 |
| AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 9 | 9 | 1/20/31 | 960,000 | 1,016,756 | 0.4 |
| BX TRUST BX 2024 VLT5 A 144A | 5.41043 | 11/13/46 | 1,000,000 | 1,014,704 | 0.4 |
| CREDIT AGRICOLE LONDON 144A 01/27 4.125 | 4.125 | 1/10/27 | 1,000,000 | 1,000,951 | 0.4 |
| STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/54 | 1,200,000 | 977,833 | 0.4 |
| COLUMBIA UNIVERSITY UNSECURED 10/35 4.355 | 4.355 | 10/1/35 | 995,000 | 976,164 | 0.4 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/40 | 1,250,000 | 968,236 | 0.3 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A | 5.08 | 6/21/50 | 962,870 | 967,537 | 0.3 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 6.768 | 11/15/36 | 955,000 | 954,428 | 0.3 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 1/15/55 | 1,125,000 | 951,240 | 0.3 |
| PARAMOUNT GLOBAL COMPANY GUAR 01/31 4.95 | 4.95 | 1/15/31 | 985,000 | 947,655 | 0.3 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/29 | 1,000,000 | 939,731 | 0.3 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 | 8 | 11/14/35 | 850,000 | 907,800 | 0.3 |
| HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/38 | 915,000 | 905,535 | 0.3 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/32 | 1,000,000 | 897,257 | 0.3 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/33 | 944,610 | 895,750 | 0.3 |
| VANTAGE DATA CENTERS JERSEY BO VDCUK 2024 1A A2 144A | 6.172 | 5/28/39 | 645,000 | 891,193 | 0.3 |
| HUNGARY SR UNSECURED REGS 09/33 5.375 | 5.375 | 9/12/33 | 705,000 | 889,071 | 0.3 |
| GNMA II POOL MA8948 G2 06/53 FIXED 5.5 | 5.5 | 6/20/53 | 865,149 | 879,295 | 0.3 |
| AXIAN TELE HOLD PLC COMPANY GUAR 144A 07/30 7.25 | 7.25 | 7/11/30 | 855,000 | 861,041 | 0.3 |
| THE NHP FOUNDATION SR UNSECURED 12/28 5.85 | 5.85 | 12/1/28 | 800,000 | 832,974 | 0.3 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/40 | 925,000 | 831,015 | 0.3 |
| FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/48 | 1,019,409 | 829,731 | 0.3 |
| AFRICELL HOLDING LTD SR SECURED 144A 10/29 10.5 | 10.5 | 10/23/29 | 835,000 | 829,134 | 0.3 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/40 | 940,000 | 826,388 | 0.3 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A2 144A | 5.18 | 5/15/30 | 818,380 | 822,502 | 0.3 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/30 | 885,000 | 817,238 | 0.3 |
| BPCE SA 144A 01/31 VAR | 5.876 | 1/14/31 | 770,000 | 805,096 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/44 | 974,000 | 802,640 | 0.3 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/37 | 800,000 | 788,023 | 0.3 |
| FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/50 | 1,246,009 | 784,438 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/45 | 1,000,000 | 782,569 | 0.3 |
| GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/26 | 787,150 | 781,561 | 0.3 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/29 | 800,000 | 767,754 | 0.3 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/28 | 770,000 | 765,785 | 0.3 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/31 | 750,000 | 750,087 | 0.3 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/26 | 750,000 | 750,047 | 0.3 |
| DURST COMMERCIAL MORTGAGE TRUS DURST 2025 151 A 144A | 5.14538 | 8/10/42 | 732,000 | 747,462 | 0.3 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/17 | 1,000,000 | 743,580 | 0.3 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/41 | 835,000 | 742,797 | 0.3 |
| WLB ASSET VII PTE SR SECURED 144A 07/29 5.88 | 5.88 | 7/30/29 | 730,000 | 733,542 | 0.3 |
| BLOCK INC SR UNSECURED 05/32 6.5 | 6.5 | 5/15/32 | 700,000 | 728,361 | 0.3 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/36 | 852,000 | 722,896 | 0.3 |
| BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/26 | 705,000 | 704,568 | 0.3 |
| MBANK SA REGS 09/27 VAR | 0.966 | 9/21/27 | 600,000 | 693,891 | 0.2 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/41 | 865,000 | 680,446 | 0.2 |
| TRUST 2401 SR UNSECURED 144A 02/34 7.375 | 7.375 | 2/13/34 | 605,000 | 671,786 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.494705 | 11/25/52 | 700,000 | 667,534 | 0.2 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/27 | 670,000 | 663,139 | 0.2 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/28 | 670,000 | 658,079 | 0.2 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 1.937 | 8/15/46 | 660,000 | 648,306 | 0.2 |
| BENEFIS HEALTH SYSTEM SECURED 02/35 5.582 | 5.582 | 2/15/35 | 625,000 | 647,657 | 0.2 |
| BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR | 0.583 | 8/24/28 | 560,000 | 637,379 | 0.2 |
| RETAINED VANTAGE DATA CENTERS VDCR 2024 1A A2 144A | 4.992 | 9/15/49 | 640,000 | 635,438 | 0.2 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/39 | 1,060,000 | 631,868 | 0.2 |
| AYDEM YENILENEBILIR ENER SR SECURED 144A 09/30 9.875 | 9.875 | 9/30/30 | 640,000 | 630,185 | 0.2 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/62 | 1,000,000 | 623,876 | 0.2 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/30 | 615,000 | 618,394 | 0.2 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375 | 6.375 | 7/1/34 | 600,000 | 611,483 | 0.2 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/33 | 600,000 | 609,996 | 0.2 |
| JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR | 5.103 | 4/22/31 | 590,000 | 609,413 | 0.2 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/28 | 600,000 | 602,495 | 0.2 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/31 | 640,000 | 600,542 | 0.2 |
| SITIOS LATINOAMERICA COMPANY GUAR 144A 11/29 6 | 6 | 11/25/29 | 570,000 | 592,230 | 0.2 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/30 | 595,000 | 575,771 | 0.2 |
| LIMAK YENILENEBILIR SR UNSECURED 144A 08/30 9.625 | 9.625 | 8/12/30 | 575,000 | 565,852 | 0.2 |
| PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 2 A1 144A | 10.469 | 5/25/30 | 554,750 | 556,201 | 0.2 |
| HELIOS ISSUER, LLC SNVA 2020 AA A 144A | 2.98 | 6/20/47 | 622,750 | 554,493 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.645388 | 10/25/52 | 565,000 | 544,365 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.319631 | 12/25/50 | 550,000 | 544,259 | 0.2 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A | 6.35 | 10/15/47 | 540,000 | 540,391 | 0.2 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/31 | 560,000 | 525,125 | 0.2 |
| FANNIE MAE CAS CAS 2021 R01 1B1 144A | 6.97419 | 10/25/41 | 510,000 | 518,386 | 0.2 |
| VANTAGE DATA CENTERS LLC VDC 2024 1A A2 144A | 5.1 | 9/15/54 | 520,000 | 517,183 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.534083 | 2/25/52 | 520,000 | 502,033 | 0.2 |
| BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/26 | 500,000 | 500,502 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.458148 | 12/25/51 | 525,000 | 497,564 | 0.2 |
| AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/27 | 500,000 | 494,670 | 0.2 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/28 | 500,000 | 492,406 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 3.915141 | 8/25/52 | 500,000 | 492,203 | 0.2 |
| NEW YORK NY NYC 02/55 FIXED 6.385 | 6.385 | 2/1/55 | 465,000 | 491,066 | 0.2 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/29 | 500,000 | 477,662 | 0.2 |
| LIFESPAN CORP SECURED 02/30 5.05 | 5.05 | 2/15/30 | 465,000 | 472,181 | 0.2 |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 SPL1 A1 144A | 4.25 | 2/25/65 | 481,053 | 471,342 | 0.2 |
| AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/30 | 400,000 | 468,359 | 0.2 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/46 | 512,012 | 465,407 | 0.2 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/52 | 660,976 | 458,183 | 0.2 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/32 | 500,000 | 453,932 | 0.2 |
| ZELIS PAYMENTS BUYER INC TERM LOAN B | 0 | 9/28/29 | 450,412 | 446,377 | 0.2 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/30 | 445,000 | 443,653 | 0.2 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/31 | 475,000 | 442,783 | 0.2 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/41 | 435,000 | 429,752 | 0.2 |
| BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/26 | 430,000 | 429,701 | 0.2 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/67 | 433,087 | 427,065 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.107117 | 10/25/31 | 461,000 | 422,371 | 0.2 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.375 | 7.375 | 4/2/32 | 400,000 | 416,037 | 0.1 |
| ALTIUM PACKAGING LLC 2024 TERM LOAN B | 0 | 6/11/31 | 423,550 | 410,314 | 0.1 |
| BOELS TOPHOLDING BV 2025 EUR TERM LOAN B3 | 0 | 5/23/31 | 344,828 | 410,085 | 0.1 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/27 | 430,000 | 409,584 | 0.1 |
| SUTTER HEALTH UNSECURED 08/35 5.537 | 5.537 | 8/15/35 | 390,000 | 407,334 | 0.1 |
| CYTOKINETICS INC SR UNSECURED 144A 10/31 1.75 | 1.75 | 10/1/31 | 325,000 | 405,308 | 0.1 |
| GREENKO DUTCH BV SR SECURED REGS 03/26 3.85 | 3.85 | 3/29/26 | 406,550 | 403,663 | 0.1 |
| HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/52 | 470,000 | 400,355 | 0.1 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/37 FIXED 2.641 | 2.641 | 7/1/37 | 455,000 | 399,388 | 0.1 |
| PROAMPAC PG BORROWER LLC 2024 TERM LOAN | 0 | 9/15/28 | 397,455 | 398,076 | 0.1 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/41 | 445,000 | 396,655 | 0.1 |
| PARAMOUNT GLOBAL COMPANY GUAR 01/27 2.9 | 2.9 | 1/15/27 | 400,000 | 393,686 | 0.1 |
| BRIDGE HOUSING CORP UNSECURED 07/35 5.321 | 5.321 | 7/15/35 | 390,000 | 390,797 | 0.1 |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR B 144A | 5.34284 | 4/15/42 | 385,000 | 384,635 | 0.1 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/26 | 385,000 | 379,806 | 0.1 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/26 | 380,000 | 375,408 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 2A A2 144A | 5.99 | 5/15/29 | 370,583 | 373,100 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A | 4.97 | 10/15/29 | 372,212 | 372,370 | 0.1 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/46 | 407,350 | 369,487 | 0.1 |
| DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6 | 6 | 6/15/30 | 360,000 | 366,088 | 0.1 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/31 | 365,965 | 365,946 | 0.1 |
| CPI PROPERTY GROUP SA SR UNSECURED REGS 01/32 6 | 6 | 1/27/32 | 305,000 | 360,732 | 0.1 |
| FNMA POOL 310229 FN 08/43 FIXED VAR | 3.5 | 8/1/43 | 373,518 | 356,125 | 0.1 |
| INSULET CORPORATION 2025 TERM LOAN | 0 | 8/1/31 | 352,234 | 355,800 | 0.1 |
| NEW YORK NY NYC 10/55 FIXED 5.392 | 5.392 | 10/1/55 | 365,000 | 353,206 | 0.1 |
| ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/29 | 345,072 | 346,237 | 0.1 |
| COMPASS DATACENTERS ISSUER II, CMPDC 2024 2A A1 144A | 5.022 | 8/25/49 | 340,000 | 341,052 | 0.1 |
| MADISON AVENUE TRUST MAD 2025 11MD B 144A | 5.09509 | 10/15/42 | 340,000 | 340,648 | 0.1 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/32 | 375,000 | 321,794 | 0.1 |
| ZORLU ENERJI ELEKTRIK COMPANY GUAR 144A 04/30 11 | 11 | 4/23/30 | 370,000 | 320,641 | 0.1 |
| IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25 | 8.25 | 11/29/31 | 300,000 | 314,154 | 0.1 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/35 | 315,000 | 311,315 | 0.1 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/28 FIXED 6.375 | 6.375 | 10/1/28 | 305,000 | 309,312 | 0.1 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/31 | 350,000 | 308,070 | 0.1 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/30 | 325,000 | 299,779 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 3.915141 | 8/25/52 | 307,000 | 298,835 | 0.1 |
| MOSAIC SOLAR LOANS LLC MSAIC 2025 1A A 144A | 6.12 | 8/22/50 | 281,553 | 282,642 | 0.1 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A | 6 | 8/17/48 | 280,000 | 282,114 | 0.1 |
| CORE + MAIN LP 2024 REPRICED TERM LOAN B | 0 | 2/9/31 | 280,034 | 281,084 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.770276 | 10/25/55 | 1,946,090 | 277,914 | 0.1 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/49 | 400,100 | 276,904 | 0.1 |
| CHARTER COMM OPETING LLC 2024 TERM LOAN B5 | 0 | 12/15/31 | 273,054 | 273,519 | 0.1 |
| TRUST FIBRAUNO SR UNSECURED REGS 02/34 7.375 | 7.375 | 2/13/34 | 245,000 | 268,434 | 0.1 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/48 | 284,226 | 266,997 | 0.1 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/46 | 279,927 | 264,875 | 0.1 |
| HTA GROUP LTD COMPANY GUAR REGS 06/29 7.5 | 7.5 | 6/4/29 | 250,000 | 259,015 | 0.1 |
| CANARY WHARF GROUP SR SECURED REGS 04/28 3.375 | 3.375 | 4/23/28 | 200,000 | 254,822 | 0.1 |
| ROSSINI SARL SR SECURED REGS 12/29 6.75 | 6.75 | 12/31/29 | 205,000 | 253,784 | 0.1 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 11/30 7.125 | 7.125 | 11/15/30 | 235,000 | 247,945 | 0.1 |
| MCAFEE CORP SR UNSECURED 144A 02/30 7.375 | 7.375 | 2/15/30 | 275,000 | 240,114 | 0.1 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/41 | 335,000 | 239,388 | 0.1 |
| COTIVITI CORPORATION 2025 2ND AMENDMENT TERM LOAN | 0 | 3/26/32 | 238,800 | 230,293 | 0.1 |
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A | 6.19689 | 9/15/34 | 228,000 | 225,433 | 0.1 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.749239 | 9/25/45 | 2,054,615 | 219,722 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.751705 | 11/25/50 | 220,000 | 216,820 | 0.1 |
| SUNRISE FINANCING PARTNERSHIP TERM LOAN AAA1 | 0 | 2/16/32 | 210,000 | 211,083 | 0.1 |
| AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B | 0 | 1/31/31 | 204,600 | 205,738 | 0.1 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/27 | 205,000 | 205,498 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A | 7.5 | 12/15/28 | 201,734 | 205,412 | 0.1 |
| GENMAB A/S/GENMAB FIN SR SECURED 144A 12/32 6.25 | 6.25 | 12/15/32 | 200,000 | 205,108 | 0.1 |
| VAN POOL TRANSPORTATION LLC 2025 TERM LOAN | 0 | 8/6/30 | 197,892 | 199,211 | 0.1 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 02/26 0.00000 | 0 | 2/23/26 | 200,000 | 198,946 | 0.1 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 09/28 3.625 | 3.625 | 9/1/28 | 200,000 | 198,645 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.767974 | 9/25/51 | 204,000 | 197,101 | 0.1 |
| GRIFOLS SA COMPANY GUAR REGS 10/28 3.875 | 3.875 | 10/15/28 | 165,000 | 192,517 | 0.1 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/50 | 300,000 | 187,890 | 0.1 |
| GENMAB AS TERM LOAN B | 0 | 12/13/32 | 185,000 | 186,041 | 0.1 |
| WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 | 7.75 | 10/15/30 | 180,000 | 185,582 | 0.1 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75 | 3.75 | 9/15/30 | 200,000 | 185,412 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.633766 | 11/25/29 | 8,654,252 | 185,170 | 0.1 |
| ENTERPRISE FLEET FINANCING LLC EFF 2025 2 A4 144A | 4.58 | 12/22/31 | 180,000 | 183,067 | 0.1 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 6.069 | 6.069 | 7/1/33 | 175,000 | 182,884 | 0.1 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/46 | 200,114 | 181,410 | 0.1 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/27 | 180,000 | 180,347 | 0.1 |
| ASCENSION HEALTH SR UNSECURED 11/35 4.923 | 4.923 | 11/15/35 | 175,000 | 175,338 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 0.919607 | 9/25/30 | 4,874,094 | 174,868 | 0.1 |
| IONIS PHARMACEUTICALS IN SR UNSECURED 144A 12/30 0.0000 | 0 | 12/1/30 | 158,000 | 168,665 | 0.1 |
| BLACKHAWK NETWORK HOLDINGS INC 2025 TERM LOAN B | 0 | 3/12/29 | 167,557 | 168,589 | 0.1 |
| CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/58 | 168,086 | 168,450 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.135674 | 9/25/30 | 3,958,952 | 166,814 | 0.1 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/34 FIXED 5.343 | 5.343 | 12/1/34 | 165,000 | 165,611 | 0.1 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A C 144A | 6.25 | 6/21/50 | 165,000 | 165,502 | 0.1 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 02/33 6.125 | 6.125 | 2/15/33 | 140,000 | 163,762 | 0.1 |
| ETSY INC SR UNSECURED 144A 06/30 1 | 1 | 6/15/30 | 160,000 | 162,480 | 0.1 |
| USI INC 2024 TERM LOAN D | 0 | 11/21/29 | 160,909 | 161,512 | 0.1 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/66 | 166,482 | 158,942 | 0.1 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/58 | 164,216 | 158,105 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.08322 | 7/25/50 | 155,000 | 154,510 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.362918 | 6/25/30 | 3,117,487 | 152,628 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/28 | 147,028 | 148,986 | 0.1 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/48 | 152,428 | 143,104 | 0.1 |
| HELIOS ISSUER, LLC SNVA 2021 A A 144A | 1.8 | 2/20/48 | 177,265 | 140,307 | 0.1 |
| OLYMPUS WTR US HLDG CORP SR UNSECURED REGS 10/29 5.375 | 5.375 | 10/1/29 | 125,000 | 137,219 | 0.0 |
| FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.03691 | 7/25/27 | 136,000 | 135,370 | 0.0 |
| OLYMPUS WTR US HLDG CORP SR SECURED REGS 10/28 3.875 | 3.875 | 10/1/28 | 115,000 | 133,843 | 0.0 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/45 | 138,648 | 127,501 | 0.0 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/28 | 125,093 | 126,393 | 0.0 |
| YMCA OF GREATER NY UNSECURED 08/30 5.184 | 5.184 | 8/1/30 | 125,000 | 125,881 | 0.0 |
| BEACON MOBILITY CORP SR SECURED 144A 08/30 7.25 | 7.25 | 8/1/30 | 120,000 | 125,578 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.370294 | 6/25/30 | 2,497,808 | 125,424 | 0.0 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/40 | 127,127 | 125,134 | 0.0 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A B 144A | 4.56 | 2/15/29 | 125,000 | 124,735 | 0.0 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/42 | 132,859 | 122,951 | 0.0 |
| PICARD GROUPE SAS SR SECURED REGS 07/29 6.375 | 6.375 | 7/1/29 | 100,000 | 122,909 | 0.0 |
| BANK BANK 2020 BN28 XA | 1.758567 | 3/15/63 | 1,853,873 | 122,209 | 0.0 |
| BANK BANK 2019 BN24 XA | 0.632206 | 11/15/62 | 5,404,606 | 120,170 | 0.0 |
| DARLING GLOBAL FINANCE COMPANY GUAR 144A 07/32 4.5 | 4.5 | 7/15/32 | 100,000 | 119,321 | 0.0 |
| GEN DIGITAL INC COMPANY GUAR 144A 04/33 6.25 | 6.25 | 4/1/33 | 115,000 | 119,076 | 0.0 |
| SUNNOVA HESTIA II ISSUER, LLC SNVA 2024 GRID1 1A 144A | 5.63 | 7/20/51 | 117,394 | 116,840 | 0.0 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/55 | 190,000 | 107,117 | 0.0 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.226654 | 7/25/41 | 1,148,300 | 100,924 | 0.0 |
| STUDENT TRANSPNOF AMRC HLD INC TERM LOAN B | 0 | 6/24/32 | 99,750 | 100,124 | 0.0 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/27 | 100,000 | 100,067 | 0.0 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/26 | 100,000 | 98,795 | 0.0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 3.947862 | 9/25/49 | 100,000 | 98,748 | 0.0 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A B 144A | 5.71 | 5/15/28 | 98,242 | 98,359 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.110245 | 6/25/30 | 2,317,080 | 97,289 | 0.0 |
| SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A | 6 | 4/20/49 | 95,000 | 96,092 | 0.0 |
| COLONY AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/52 | 100,000 | 93,707 | 0.0 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/31 | 100,000 | 91,216 | 0.0 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/28 4.335 | 4.335 | 11/15/28 | 90,000 | 90,450 | 0.0 |
| FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.840064 | 10/25/49 | 90,000 | 89,033 | 0.0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A | 5.5 | 9/20/49 | 90,993 | 88,485 | 0.0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 3.947862 | 9/25/49 | 85,000 | 84,455 | 0.0 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/45 | 93,081 | 81,770 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.563519 | 5/25/30 | 1,420,886 | 81,560 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.841534 | 11/25/30 | 2,383,159 | 78,996 | 0.0 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/36 | 73,899 | 78,193 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.427066 | 5/25/30 | 1,474,808 | 76,822 | 0.0 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/37 | 66,000 | 71,808 | 0.0 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/35 FIXED 5.426 | 5.426 | 12/1/35 | 70,000 | 70,976 | 0.0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/46 | 82,603 | 70,232 | 0.0 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/39 | 68,536 | 69,246 | 0.0 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/40 | 68,180 | 66,956 | 0.0 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.751705 | 11/25/50 | 65,000 | 63,937 | 0.0 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.217005 | 3/15/62 | 1,905,426 | 62,258 | 0.0 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.023554 | 11/25/32 | 67,000 | 59,315 | 0.0 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/50 | 59,346 | 58,909 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.531714 | 10/25/31 | 2,291,923 | 57,438 | 0.0 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/43 | 62,332 | 55,956 | 0.0 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/32 | 53,387 | 52,822 | 0.0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.48987 | 1/15/54 | 868,751 | 51,956 | 0.0 |
| BANK BANK 2019 BN18 XA | 0.880075 | 5/15/62 | 2,075,414 | 50,041 | 0.0 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/35 | 48,232 | 49,559 | 0.0 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/35 | 48,816 | 49,321 | 0.0 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/40 | 46,530 | 48,589 | 0.0 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/40 | 45,314 | 44,502 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.714606 | 12/25/30 | 1,454,520 | 43,234 | 0.0 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/32 | 43,797 | 43,186 | 0.0 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.726383 | 10/25/49 | 40,000 | 39,197 | 0.0 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/40 | 39,414 | 38,685 | 0.0 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/36 | 38,010 | 38,403 | 0.0 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/32 | 37,373 | 36,766 | 0.0 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/33 | 36,274 | 36,050 | 0.0 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/40 | 35,430 | 35,729 | 0.0 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/35 | 33,679 | 34,034 | 0.0 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/39 | 32,971 | 33,274 | 0.0 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/36 | 31,017 | 32,483 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.310878 | 1/25/31 | 2,461,062 | 32,176 | 0.0 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/37 | 29,257 | 30,081 | 0.0 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/37 | 30,089 | 29,943 | 0.0 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/27 | 30,029 | 29,855 | 0.0 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/39 | 29,972 | 29,617 | 0.0 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/40 | 29,576 | 29,112 | 0.0 |
| VAN POOL TRANSPORTATION LLC 2025 DELAYED DRAW TERM LOAN | 0 | 8/6/30 | 27,108 | 27,289 | 0.0 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/39 | 26,525 | 26,243 | 0.0 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/40 | 25,011 | 25,763 | 0.0 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/39 | 24,158 | 25,513 | 0.0 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/32 | 25,698 | 25,349 | 0.0 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/41 | 25,135 | 25,268 | 0.0 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/36 | 23,848 | 25,235 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.014218 | 10/25/30 | 643,147 | 25,064 | 0.0 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/41 | 25,135 | 24,619 | 0.0 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/40 | 24,646 | 24,176 | 0.0 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/38 | 23,072 | 23,284 | 0.0 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 6.371 | 10/1/43 | 21,313 | 22,078 | 0.0 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.585488 | 9/15/53 | 506,107 | 21,508 | 0.0 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/41 | 20,916 | 21,090 | 0.0 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/37 | 19,825 | 20,688 | 0.0 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/41 | 19,650 | 20,241 | 0.0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.730677 | 7/15/53 | 407,458 | 20,047 | 0.0 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/46 | 20,845 | 18,861 | 0.0 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/40 | 19,188 | 18,833 | 0.0 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/28 | 18,548 | 18,227 | 0.0 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/40 | 17,571 | 17,727 | 0.0 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/31 | 17,238 | 16,519 | 0.0 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/39 | 15,598 | 15,402 | 0.0 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/42 | 16,424 | 15,218 | 0.0 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/39 | 15,390 | 15,214 | 0.0 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/38 | 13,980 | 14,793 | 0.0 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/27 | 13,791 | 13,571 | 0.0 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/39 | 13,661 | 13,484 | 0.0 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/39 | 13,284 | 13,406 | 0.0 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/39 | 13,404 | 13,217 | 0.0 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/40 | 13,156 | 12,972 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.722284 | 9/25/27 | 1,240,863 | 12,469 | 0.0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.868257 | 11/25/30 | 356,063 | 12,467 | 0.0 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/41 | 11,933 | 12,024 | 0.0 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/36 | 10,630 | 10,553 | 0.0 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/35 | 10,116 | 10,386 | 0.0 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/40 | 10,176 | 10,263 | 0.0 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/39 | 9,987 | 9,853 | 0.0 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/35 | 9,619 | 9,707 | 0.0 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/40 | 9,886 | 9,690 | 0.0 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/27 | 9,444 | 9,343 | 0.0 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/40 | 9,147 | 8,988 | 0.0 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/27 | 8,128 | 8,079 | 0.0 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/35 | 7,932 | 8,073 | 0.0 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/40 | 7,423 | 7,294 | 0.0 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/31 | 7,372 | 7,135 | 0.0 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/40 | 7,181 | 7,052 | 0.0 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/35 | 6,739 | 6,925 | 0.0 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/33 | 6,306 | 6,418 | 0.0 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/37 | 5,850 | 6,087 | 0.0 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/36 | 5,275 | 5,570 | 0.0 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/40 | 5,251 | 5,167 | 0.0 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/36 | 5,113 | 5,106 | 0.0 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/40 | 5,183 | 5,087 | 0.0 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/30 | 4,249 | 4,240 | 0.0 |
| FREDDIE MAC FHR 3806 L | 3.5 | 2/15/26 | 3,987 | 3,980 | 0.0 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/27 | 3,879 | 3,839 | 0.0 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/41 | 3,603 | 3,543 | 0.0 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/31 | 2,550 | 2,515 | 0.0 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/33 | 2,399 | 2,445 | 0.0 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/39 | 1,414 | 1,455 | 0.0 |
| FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/26 | 17 | 17 | 0.0 |
| RUSSELL INVSTM US INSTL HOLD I 2024 PIK TERM LOAN | 0 | 5/30/27 | 0 | 0 | 0.0 |
The composition of the Fund’s portfolio is subject to change.