Domini Impact Bond Fund – Schedule of Portfolio Holdings
| Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
|---|---|---|---|---|---|
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 6 | 7/15/54 | 24,135,000 | 24,527,896 | 9.5 |
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/30 | 8,000,000 | 6,915,170 | 2.7 |
| KFW GOVT GUARANT 02/34 4.375 | 4.375 | 2/28/34 | 6,000,000 | 6,077,970 | 2.4 |
| FNMA PRIN STRIPS NOTES 07/37 0.00000 | 0 | 7/15/37 | 9,000,000 | 5,146,643 | 2 |
| FEDERAL FARM CREDIT BANK BONDS 03/26 4.5 | 4.5 | 3/2/26 | 5,000,000 | 5,011,572 | 1.9 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/28 | 5,000,000 | 4,933,402 | 1.9 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/27 | 5,000,000 | 4,678,762 | 1.8 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/51 | 4,661,028 | 3,887,452 | 1.5 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/52 | 4,109,027 | 3,629,455 | 1.4 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/37 | 6,000,000 | 3,551,094 | 1.4 |
| FEDERAL HOME LOAN BANK BONDS 03/26 4.125 | 4.125 | 3/13/26 | 3,500,000 | 3,499,588 | 1.4 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 160 A2 | 4.5 | 8/25/33 | 3,270,526 | 3,277,136 | 1.3 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/52 | 4,010,746 | 3,227,002 | 1.3 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 7/15/54 | 3,400,000 | 3,091,511 | 1.2 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/52 | 3,758,837 | 3,039,679 | 1.2 |
| FED HM LN PC POOL SD3512 FR 08/53 FIXED 6 | 6 | 8/1/53 | 2,938,586 | 2,991,751 | 1.2 |
| FED HM LN PC POOL SD5316 FR 04/54 FIXED 6 | 6 | 4/1/54 | 2,874,309 | 2,925,893 | 1.1 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/27 | 3,000,000 | 2,855,775 | 1.1 |
| FEDERAL HOME LOAN BANK BONDS 11/35 3.315 | 3.315 | 11/13/35 | 3,000,000 | 2,692,859 | 1 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/30 | 3,000,000 | 2,565,202 | 1 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 7/15/54 | 3,200,000 | 2,533,940 | 1 |
| GNMA II TBA 30 YR 2 JUMBOS | 2 | 7/15/54 | 2,900,000 | 2,362,540 | 0.9 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/53 1.8 | 1.8 | 8/15/53 | 2,605,000 | 2,344,557 | 0.9 |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 1.5 | 7/31/53 | 3,665,000 | 2,283,886 | 0.9 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 | 5.5 | 9/1/53 | 2,201,658 | 2,205,260 | 0.9 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/51 | 2,596,382 | 2,179,246 | 0.8 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 | 5.5 | 5/1/53 | 2,171,464 | 2,176,135 | 0.8 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/52 | 2,396,231 | 2,079,294 | 0.8 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/49 | 3,250,000 | 2,065,807 | 0.8 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 7/15/54 | 2,200,000 | 1,869,454 | 0.7 |
| UNITED NATIONS DEV CORP NY UNNDEV 08/55 FIXED 6.536 | 6.536 | 8/1/55 | 1,750,000 | 1,830,133 | 0.7 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/49 | 1,831,776 | 1,725,592 | 0.7 |
| BNP PARIBAS SUBORDINATED 144A 11/35 VAR | 5.906 | 11/19/35 | 1,640,000 | 1,655,056 | 0.6 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/39 | 1,750,000 | 1,595,885 | 0.6 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 162 A2 | 5.15 | 12/25/33 | 1,500,000 | 1,566,867 | 0.6 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/30 | 1,500,000 | 1,539,233 | 0.6 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 7/15/54 | 1,600,000 | 1,531,793 | 0.6 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/26 | 1,500,000 | 1,469,723 | 0.6 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/37 | 1,800,000 | 1,465,169 | 0.6 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/41 | 1,615,000 | 1,443,480 | 0.6 |
| CESKA SPORITELNA AS REGS 09/28 VAR | 0.5 | 9/13/28 | 1,200,000 | 1,340,368 | 0.5 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/45 | 1,325,000 | 1,313,759 | 0.5 |
| ROMANIA SR UNSECURED REGS 01/32 2 | 2 | 1/28/32 | 1,360,000 | 1,302,944 | 0.5 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 7/15/54 | 1,400,000 | 1,301,946 | 0.5 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/28 | 1,400,000 | 1,299,323 | 0.5 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR | 5.601 | 3/20/30 | 1,240,000 | 1,278,507 | 0.5 |
| BNP PARIBAS REGS 01/29 VAR | 4.375 | 1/13/29 | 1,000,000 | 1,228,116 | 0.5 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/30 | 1,440,000 | 1,211,116 | 0.5 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR | 6.253 | 9/16/26 | 1,200,000 | 1,203,943 | 0.5 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | 7.75 | 12/31/99 | 1,150,000 | 1,198,875 | 0.5 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/51 | 2,390,000 | 1,190,603 | 0.5 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/30 | 1,200,000 | 1,181,153 | 0.5 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A | 5.08 | 6/21/50 | 1,174,527 | 1,179,670 | 0.5 |
| APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/62 | 1,435,000 | 1,131,446 | 0.4 |
| FED HM LN PC POOL SD3684 FR 11/52 FIXED 4.5 | 4.5 | 11/1/52 | 1,171,195 | 1,123,044 | 0.4 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 6.07 | 10/22/27 | 1,090,000 | 1,113,980 | 0.4 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 | 8 | 11/14/35 | 1,090,000 | 1,097,401 | 0.4 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/50 | 1,885,902 | 1,079,130 | 0.4 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.302121 | 5/25/51 | 1,070,000 | 1,056,096 | 0.4 |
| AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 9 | 9 | 1/20/31 | 960,000 | 1,020,256 | 0.4 |
| BX TRUST BX 2024 VLT5 A 144A | 5.590778 | 11/13/46 | 1,000,000 | 1,012,975 | 0.4 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | 2 | 7/15/39 | 1,100,000 | 1,005,427 | 0.4 |
| CREDIT AGRICOLE LONDON 144A 01/27 4.125 | 4.125 | 1/10/27 | 1,000,000 | 996,636 | 0.4 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 | 1.375 | 11/15/25 | 1,000,000 | 985,956 | 0.4 |
| STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/54 | 1,200,000 | 979,655 | 0.4 |
| PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | 4.95 | 1/15/31 | 985,000 | 958,105 | 0.4 |
| COLUMBIA UNIVERSITY UNSECURED 10/35 4.355 | 4.355 | 10/1/35 | 995,000 | 955,988 | 0.4 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 7.329 | 11/15/36 | 955,000 | 954,743 | 0.4 |
| GNMA II POOL MA8948 G2 06/53 FIXED 5.5 | 5.5 | 6/20/53 | 945,817 | 952,248 | 0.4 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/40 | 1,250,000 | 941,986 | 0.4 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/33 | 981,679 | 934,468 | 0.4 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 7/14/55 | 1,125,000 | 932,944 | 0.4 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/29 | 1,000,000 | 922,371 | 0.4 |
| VANTAGE DATA CENTERS JERSEY BO VDCUK 2024 1A A2 144A | 6.172 | 5/28/39 | 645,000 | 910,117 | 0.4 |
| HUNGARY SR UNSECURED REGS 09/33 5.375 | 5.375 | 9/12/33 | 705,000 | 896,050 | 0.3 |
| HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/38 | 915,000 | 893,380 | 0.3 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/32 | 1,000,000 | 875,962 | 0.3 |
| TRUST FIBRAUNO SR UNSECURED REGS 02/34 7.375 | 7.375 | 2/13/34 | 850,000 | 866,231 | 0.3 |
| AXIAN TELE HOLD COMPANY GUAR 144A 07/30 7.25 | 7.25 | 7/11/30 | 855,000 | 851,644 | 0.3 |
| TRICOLOR AUTO SECURITIZATION T TAST 2025 2A B 144A | 5.34 | 9/17/29 | 840,000 | 846,384 | 0.3 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A2 144A | 5.18 | 5/15/30 | 835,000 | 834,905 | 0.3 |
| THE NHP FOUNDATION SR UNSECURED 12/28 5.85 | 5.85 | 12/1/28 | 800,000 | 826,862 | 0.3 |
| AFRICELL HOLDING LTD SR SECURED 144A 10/29 10.5 | 10.5 | 10/23/29 | 835,000 | 814,817 | 0.3 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/40 | 925,000 | 813,579 | 0.3 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/30 | 885,000 | 806,256 | 0.3 |
| BPCE SA 144A 01/31 VAR | 5.876 | 1/14/31 | 770,000 | 798,968 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/44 | 974,000 | 796,441 | 0.3 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/40 | 940,000 | 794,789 | 0.3 |
| FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/48 | 1,004,251 | 788,673 | 0.3 |
| GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/26 | 800,800 | 786,998 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/45 | 1,000,000 | 779,244 | 0.3 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/37 | 800,000 | 777,788 | 0.3 |
| FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/50 | 1,246,009 | 776,580 | 0.3 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/29 | 800,000 | 755,760 | 0.3 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/26 | 750,000 | 750,345 | 0.3 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/28 | 770,000 | 749,791 | 0.3 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/17 | 1,000,000 | 747,026 | 0.3 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/26 | 765,000 | 743,631 | 0.3 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/31 | 750,000 | 742,209 | 0.3 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/41 | 835,000 | 730,975 | 0.3 |
| BLOCK INC SR UNSECURED 05/32 6.5 | 6.5 | 5/15/32 | 700,000 | 722,665 | 0.3 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/36 | 852,000 | 706,653 | 0.3 |
| BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/26 | 705,000 | 703,545 | 0.3 |
| MBANK SA REGS 09/27 VAR | 0.966 | 9/21/27 | 600,000 | 691,882 | 0.3 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.614441 | 11/25/52 | 700,000 | 660,397 | 0.3 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/27 | 670,000 | 658,115 | 0.3 |
| HUDSON YARDS HY 2019 30HY A 144A | 3.228 | 7/10/39 | 700,000 | 657,753 | 0.3 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/28 | 670,000 | 653,441 | 0.3 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/62 | 1,000,000 | 642,476 | 0.2 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 1.937 | 8/15/46 | 660,000 | 638,106 | 0.2 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/41 | 865,000 | 633,752 | 0.2 |
| BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR | 0.583 | 8/24/28 | 560,000 | 633,567 | 0.2 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/39 | 1,060,000 | 633,104 | 0.2 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/30 | 615,000 | 611,000 | 0.2 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/31 | 611,491 | 610,209 | 0.2 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/33 | 600,000 | 609,765 | 0.2 |
| JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR | 5.103 | 4/22/31 | 590,000 | 604,784 | 0.2 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375 | 6.375 | 7/1/34 | 600,000 | 600,399 | 0.2 |
| PRP ADVISORS, LLC PRPM 2025 2 A1 144A | 6.469 | 5/25/30 | 598,167 | 597,941 | 0.2 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/28 | 600,000 | 597,035 | 0.2 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/31 | 640,000 | 590,297 | 0.2 |
| FREDDIE MAC STACR STACR 2021 HQA4 M1 144A | 5.25517 | 12/25/41 | 584,909 | 584,079 | 0.2 |
| SITIOS LATINOAMERICA COMPANY GUAR 144A 11/29 6 | 6 | 11/25/29 | 570,000 | 581,822 | 0.2 |
| COMM MORTGAGE TRUST COMM 2020 SBX A 144A | 1.67 | 1/10/38 | 595,000 | 570,795 | 0.2 |
| LIMAK YENILENEBILIR SR UNSECURED 144A 08/30 9.625 | 9.625 | 8/12/30 | 575,000 | 568,229 | 0.2 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/30 | 595,000 | 567,443 | 0.2 |
| (SUNNOVA) AURORA I ISSUER, LLC SNVA 2020 AA A 144A | 2.98 | 6/20/47 | 648,706 | 565,792 | 0.2 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A | 7.31648 | 6/15/38 | 655,000 | 559,951 | 0.2 |
| LENDBUZZ SECURITIZATION TRUST 05/29 5.99 | 5.99 | 5/15/29 | 551,172 | 555,962 | 0.2 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A | 6.35 | 10/15/47 | 540,000 | 541,549 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.765774 | 10/25/52 | 565,000 | 539,274 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.464083 | 12/25/50 | 550,000 | 534,126 | 0.2 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A | 4.97 | 10/15/29 | 527,388 | 528,096 | 0.2 |
| FANNIE MAE CAS CAS 2021 R01 1B1 144A | 7.40517 | 10/25/41 | 510,000 | 522,669 | 0.2 |
| VANTAGE DATA CENTERS LLC VDC 2024 1A A2 144A | 5.1 | 9/15/54 | 520,000 | 517,173 | 0.2 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/31 | 560,000 | 514,594 | 0.2 |
| BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/26 | 500,000 | 500,201 | 0.2 |
| AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/27 | 500,000 | 492,774 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.574593 | 12/25/51 | 525,000 | 492,048 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.654753 | 2/25/52 | 520,000 | 490,326 | 0.2 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/28 | 500,000 | 487,398 | 0.2 |
| NEW YORK NY NYC 02/55 FIXED 6.385 | 6.385 | 2/1/55 | 465,000 | 483,899 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 4.056557 | 8/25/52 | 500,000 | 480,755 | 0.2 |
| X CALIBER FUNDING LLC XCAL 2025 VFN1 A 144A | 7.05 | 6/17/30 | 475,000 | 475,000 | 0.2 |
| AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/30 | 400,000 | 474,290 | 0.2 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/29 | 500,000 | 471,290 | 0.2 |
| LIFESPAN CORP SECURED 02/30 5.05 | 5.05 | 2/15/30 | 465,000 | 470,706 | 0.2 |
| BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR | 6.253 | 9/16/26 | 465,000 | 466,528 | 0.2 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/46 | 522,804 | 460,068 | 0.2 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/67 | 463,849 | 451,827 | 0.2 |
| AXIAN TELECOM COMPANY GUAR 144A 02/27 7.375 | 7.375 | 2/16/27 | 445,000 | 451,695 | 0.2 |
| ZELIS PAYMENTS BUYER INC TERM LOAN B | 0 | 9/28/29 | 453,850 | 451,581 | 0.2 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/52 | 647,910 | 443,114 | 0.2 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/32 | 500,000 | 443,090 | 0.2 |
| COMM MORTGAGE TRUST COMM 2020 CX B 144A | 2.446 | 11/10/46 | 524,000 | 439,671 | 0.2 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/31 | 475,000 | 434,146 | 0.2 |
| BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/26 | 430,000 | 427,278 | 0.2 |
| ALTIUM PACKAGING LLC 2024 TERM LOAN B | 0 | 6/11/31 | 425,700 | 424,281 | 0.2 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/41 | 435,000 | 417,750 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.252945 | 10/25/31 | 461,000 | 414,341 | 0.2 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.375 | 7.375 | 4/2/32 | 400,000 | 410,912 | 0.2 |
| HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/52 | 470,000 | 409,650 | 0.2 |
| BOELS TOPHOLDING BV 2025 EUR TERM LOAN B | 0 | 5/23/31 | 344,828 | 406,811 | 0.2 |
| GREENKO DUTCH BV SR SECURED REGS 03/26 3.85 | 3.85 | 3/29/26 | 413,600 | 406,472 | 0.2 |
| SUTTER HEALTH UNSECURED 08/35 5.537 | 5.537 | 8/15/35 | 390,000 | 403,255 | 0.2 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/27 | 430,000 | 401,972 | 0.2 |
| PROAMPAC PG BORROWER LLC 2024 TERM LOAN | 0 | 9/15/28 | 399,477 | 401,392 | 0.2 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/41 | 445,000 | 390,371 | 0.2 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | 2.9 | 1/15/27 | 400,000 | 389,594 | 0.2 |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR B 144A | 5.90448 | 4/15/42 | 385,000 | 384,683 | 0.1 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/46 | 428,850 | 380,315 | 0.1 |
| BX TRUST BX 2022 CLS B 144A | 6.3 | 10/13/27 | 375,000 | 378,779 | 0.1 |
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.258 | 1.258 | 7/1/25 | 375,000 | 375,000 | 0.1 |
| RUSSELL INVSTM US INSTL HOLD I 2024 PIK TERM LOAN | 0 | 5/30/27 | 394,343 | 374,133 | 0.1 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/35 | 380,000 | 372,145 | 0.1 |
| DCERT BUYER INC 2019 TERM LOAN B | 0 | 10/16/26 | 374,046 | 371,288 | 0.1 |
| FNMA POOL 310229 FN 08/43 FIXED VAR | 3.5 | 8/1/43 | 396,888 | 368,854 | 0.1 |
| FRST STU BID/FRST TRANS SR SECURED 144A 07/29 4 | 4 | 7/31/29 | 390,000 | 366,880 | 0.1 |
| DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6 | 6 | 6/15/30 | 360,000 | 365,065 | 0.1 |
| INSULET CORPORATION 2025 TERM LOAN | 0 | 8/4/31 | 355,000 | 357,663 | 0.1 |
| VERISURE HOLDING AB 2021 EURO TERM LOAN | 0 | 3/27/28 | 300,000 | 354,440 | 0.1 |
| ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/29 | 346,811 | 346,334 | 0.1 |
| ZORLU ENERJI ELEKTRIK COMPANY GUAR 144A 04/30 11 | 11 | 4/23/30 | 370,000 | 341,930 | 0.1 |
| COMPASS DATACENTERS ISSUER II, CMPDC 2024 2A A1 144A | 5.022 | 8/25/49 | 340,000 | 340,780 | 0.1 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A4 | 3.617 | 9/15/57 | 340,000 | 338,649 | 0.1 |
| RETAINED VANTAGE DATA CENTERS VDCR 2024 1A A2 144A | 4.992 | 9/15/49 | 340,000 | 337,302 | 0.1 |
| CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A | 6 | 10/25/57 | 320,276 | 321,635 | 0.1 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/32 | 375,000 | 317,095 | 0.1 |
| IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25 | 8.25 | 11/29/31 | 300,000 | 303,689 | 0.1 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/31 | 350,000 | 300,852 | 0.1 |
| MOSAIC SOLAR LOANS LLC MSAIC 2025 1A A 144A | 6.12 | 8/22/50 | 301,567 | 299,602 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A | 7.5 | 12/15/28 | 291,889 | 298,212 | 0.1 |
| GO DADDY OPERATING COMPANY LLC 2024 TERM LOAN B7 | 0 | 5/30/31 | 295,391 | 296,084 | 0.1 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/30 | 325,000 | 294,149 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 4.056557 | 8/25/52 | 307,000 | 291,579 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.774677 | 10/25/55 | 1,975,235 | 288,926 | 0.1 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A | 6 | 8/17/48 | 280,000 | 282,744 | 0.1 |
| CORE + MAIN LP 2024 REPRICED TERM LOAN B | 0 | 2/9/31 | 281,448 | 282,504 | 0.1 |
| CHARTER COMM OPETING LLC 2024 TERM LOAN B5 | 0 | 12/15/31 | 274,433 | 275,168 | 0.1 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/48 | 299,946 | 274,864 | 0.1 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/46 | 292,194 | 270,032 | 0.1 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/49 | 393,170 | 265,563 | 0.1 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/27 | 265,000 | 265,480 | 0.1 |
| MCAFEE CORP SR UNSECURED 144A 02/30 7.375 | 7.375 | 2/15/30 | 275,000 | 259,975 | 0.1 |
| HTA GROUP LTD COMPANY GUAR REGS 06/29 7.5 | 7.5 | 6/4/29 | 250,000 | 256,763 | 0.1 |
| ROSSINI SARL SR SECURED REGS 12/29 6.75 | 6.75 | 12/31/29 | 205,000 | 255,462 | 0.1 |
| CANARY WHARF GROUP SR SECURED REGS 04/28 3.375 | 3.375 | 4/23/28 | 200,000 | 249,604 | 0.1 |
| PICARD GROUPE SAS SR SECURED REGS 07/29 6.375 | 6.375 | 7/1/29 | 200,000 | 246,222 | 0.1 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 11/30 7.125 | 7.125 | 11/15/30 | 235,000 | 243,813 | 0.1 |
| COTIVITI CORPORATION 2025 2ND AMENDMENT TERM LOAN | 0 | 3/26/32 | 240,000 | 239,250 | 0.1 |
| CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/58 | 236,405 | 237,455 | 0.1 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/41 | 335,000 | 231,528 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/28 | 223,441 | 227,222 | 0.1 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A B 144A | 5.71 | 5/15/28 | 225,000 | 225,691 | 0.1 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.758515 | 9/25/45 | 2,075,035 | 224,146 | 0.1 |
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A | 6.73089 | 9/15/34 | 228,000 | 219,791 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.880243 | 11/25/50 | 220,000 | 215,009 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.753302 | 11/25/29 | 8,742,073 | 209,062 | 0.1 |
| FORVIA SE SR UNSECURED REGS 06/29 2.375 | 2.375 | 6/15/29 | 190,000 | 206,544 | 0.1 |
| AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B | 0 | 1/31/31 | 205,641 | 206,412 | 0.1 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/27 | 205,000 | 204,158 | 0.1 |
| DEXCOM INC SR UNSECURED 11/25 0.25 | 0.25 | 11/15/25 | 205,000 | 201,874 | 0.1 |
| AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75 | 6.75 | 5/20/29 | 200,000 | 200,126 | 0.1 |
| VAN POOL TRANSPORTATION LLC 2025 TERM LOAN | 0 | 6/17/30 | 197,892 | 197,974 | 0.1 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 09/28 3.625 | 3.625 | 9/1/28 | 200,000 | 195,922 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.896582 | 9/25/51 | 204,000 | 194,579 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/28 | 191,382 | 194,135 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 1.017488 | 9/25/30 | 4,903,983 | 192,765 | 0.1 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/50 | 300,000 | 188,336 | 0.1 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/66 | 200,831 | 187,137 | 0.1 |
| GRIFOLS SA COMPANY GUAR REGS 10/28 3.875 | 3.875 | 10/15/28 | 165,000 | 186,407 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.240888 | 9/25/30 | 3,985,430 | 183,985 | 0.1 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75 | 3.75 | 9/15/30 | 200,000 | 183,664 | 0.1 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 6.069 | 6.069 | 7/1/33 | 175,000 | 182,761 | 0.1 |
| ENTERPRISE FLEET FINANCING LLC EFF 2025 2 A4 144A | 4.58 | 12/22/31 | 180,000 | 181,380 | 0.1 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/46 | 205,211 | 180,123 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A | 4.22 | 5/17/27 | 177,119 | 176,685 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.470546 | 6/25/30 | 3,143,965 | 169,658 | 0.1 |
| BLACKHAWK NETWORK HOLDINGS INC 2025 TERM LOAN B | 0 | 3/12/29 | 168,403 | 169,531 | 0.1 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/58 | 177,451 | 168,425 | 0.1 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A C 144A | 6.25 | 6/21/50 | 165,000 | 165,324 | 0.1 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/34 FIXED 5.343 | 5.343 | 12/1/34 | 165,000 | 163,613 | 0.1 |
| USI INC 2024 TERM LOAN D | 0 | 11/21/29 | 161,724 | 161,606 | 0.1 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/48 | 170,122 | 155,697 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.2231 | 7/25/50 | 155,000 | 153,263 | 0.1 |
| (SUNNOVA) AURORA I ISSUER, LLC SNVA 2021 A A 144A | 1.8 | 2/20/48 | 183,471 | 143,829 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.476977 | 6/25/30 | 2,516,746 | 138,607 | 0.1 |
| BANK BANK 2019 BN24 XA | 0.749585 | 11/15/62 | 5,424,452 | 135,986 | 0.1 |
| BANK BANK 2020 BN28 XA | 1.874795 | 3/15/63 | 1,862,135 | 135,844 | 0.1 |
| OLYMPUS WTR US HLDG CORP SR UNSECURED REGS 10/29 5.375 | 5.375 | 10/1/29 | 125,000 | 135,751 | 0.1 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 5 | 5 | 7/1/25 | 135,000 | 135,000 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.17493 | 7/25/27 | 136,000 | 134,029 | 0.1 |
| OLYMPUS WTR US HLDG CORP SR SECURED REGS 10/28 3.875 | 3.875 | 10/1/28 | 115,000 | 132,992 | 0.1 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/40 | 133,525 | 129,216 | 0.1 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/42 | 139,438 | 128,377 | 0 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/30 | 130,000 | 128,053 | 0 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/45 | 142,971 | 128,018 | 0 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A B 144A | 4.56 | 2/15/29 | 125,000 | 124,778 | 0 |
| SUNNOVA HESTIA II ISSUER, LLC SNVA 2024 GRID1 1A 144A | 5.63 | 7/20/51 | 120,340 | 120,435 | 0 |
| DARLING GLOBAL FINANCE SR UNSECURED 144A 07/32 4.5 | 4.5 | 7/15/32 | 100,000 | 119,366 | 0 |
| HOWARD UNIVERSITY INSURED 10/25 1.991 | 1.991 | 10/1/25 | 120,000 | 118,871 | 0 |
| GEN DIGITAL INC COMPANY GUAR 144A 04/33 6.25 | 6.25 | 4/1/33 | 115,000 | 118,374 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.20784 | 6/25/30 | 2,330,741 | 107,279 | 0 |
| ETSY INC SR UNSECURED 10/26 0.125 | 0.125 | 10/1/26 | 110,000 | 106,563 | 0 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/55 | 190,000 | 106,025 | 0 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.304835 | 7/25/41 | 1,157,086 | 102,865 | 0 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/27 | 100,000 | 100,816 | 0 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A | 6.36 | 12/15/27 | 99,896 | 100,216 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 4.080746 | 9/25/49 | 100,000 | 97,887 | 0 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/26 | 100,000 | 97,441 | 0 |
| SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A | 6 | 4/20/49 | 95,000 | 96,274 | 0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A | 5.5 | 9/20/49 | 97,350 | 95,309 | 0 |
| STUDENT TRANSPNOF AMRC HLD INC TERM LOAN B | 0 | 6/24/32 | 93,333 | 93,606 | 0 |
| COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/52 | 100,000 | 91,728 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.676212 | 5/25/30 | 1,431,968 | 89,556 | 0 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/31 | 100,000 | 89,235 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.971859 | 10/25/49 | 90,000 | 88,417 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.932332 | 11/25/30 | 2,396,490 | 86,851 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.533857 | 5/25/30 | 1,485,232 | 85,059 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 4.080746 | 9/25/49 | 85,000 | 83,698 | 0 |
| COMM MORTGAGE TRUST COMM 2020 CX C 144A | 2.772948 | 11/10/46 | 100,000 | 83,198 | 0 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/36 | 79,072 | 82,930 | 0 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/45 | 95,552 | 82,058 | 0 |
| COMM MORTGAGE TRUST COMM 2020 CX D 144A | 2.772948 | 11/10/46 | 100,000 | 81,771 | 0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/46 | 90,709 | 77,103 | 0 |
| AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A | 7.12 | 3/15/27 | 76,753 | 76,808 | 0 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/40 | 75,959 | 73,468 | 0 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/39 | 73,503 | 73,466 | 0 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/50 | 74,060 | 73,217 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.382468 | 3/15/62 | 1,916,439 | 73,169 | 0 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A | 4.43 | 1/18/28 | 71,102 | 71,076 | 0 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/37 | 66,000 | 70,874 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.880243 | 11/25/50 | 65,000 | 63,400 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.626418 | 10/25/31 | 2,293,171 | 61,862 | 0 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/27 | 61,788 | 61,144 | 0 |
| BANK BANK 2019 BN18 XA | 1.025995 | 5/15/62 | 2,084,741 | 58,718 | 0 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.161009 | 11/25/32 | 67,000 | 58,597 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.615112 | 1/15/54 | 875,654 | 57,560 | 0 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/32 | 58,151 | 57,278 | 0 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/43 | 63,880 | 56,417 | 0 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/35 | 53,240 | 54,060 | 0 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/35 | 51,315 | 51,227 | 0 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/40 | 49,791 | 51,153 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.806362 | 12/25/30 | 1,456,639 | 47,224 | 0 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/32 | 47,876 | 46,961 | 0 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/40 | 47,726 | 46,208 | 0 |
| ETSY INC SR UNSECURED 09/27 0.125 | 0.125 | 9/1/27 | 50,000 | 44,688 | 0 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/40 | 42,156 | 40,811 | 0 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/36 | 40,195 | 40,126 | 0 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/32 | 40,069 | 39,235 | 0 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/33 | 39,307 | 38,950 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.853585 | 10/25/49 | 40,000 | 38,823 | 0 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/40 | 38,171 | 38,089 | 0 |
| FREDDIE MAC FHR 3806 L | 3.5 | 2/15/26 | 37,626 | 37,424 | 0 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/35 | 37,360 | 37,261 | 0 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/39 | 35,803 | 35,741 | 0 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/36 | 34,316 | 35,478 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.401547 | 1/25/31 | 2,462,824 | 35,320 | 0 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A | 6.61 | 10/15/27 | 34,862 | 35,026 | 0 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/37 | 33,060 | 33,590 | 0 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/37 | 31,700 | 31,234 | 0 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/40 | 32,063 | 31,028 | 0 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/39 | 31,560 | 30,602 | 0 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/39 | 27,912 | 29,218 | 0 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/32 | 29,671 | 29,114 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.112558 | 10/25/30 | 647,218 | 27,488 | 0 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/39 | 28,178 | 27,357 | 0 |
| VAN POOL TRANSPORTATION LLC 2025 DELAYED DRAW TERM LOAN | 0 | 6/17/30 | 27,108 | 27,120 | 0 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/36 | 25,847 | 27,109 | 0 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/40 | 25,710 | 26,076 | 0 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/40 | 26,559 | 25,686 | 0 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/38 | 25,566 | 25,593 | 0 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/41 | 25,796 | 25,550 | 0 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/41 | 26,268 | 25,388 | 0 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.822392 | 9/15/53 | 584,690 | 25,014 | 0 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/28 | 24,499 | 23,870 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.922889 | 7/15/53 | 459,068 | 22,737 | 0 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/37 | 21,857 | 22,515 | 0 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/41 | 22,526 | 22,473 | 0 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/31 | 23,351 | 22,252 | 0 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 7.258 | 10/1/43 | 21,651 | 22,157 | 0 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/41 | 21,265 | 21,568 | 0 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/40 | 20,347 | 19,698 | 0 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/46 | 22,025 | 19,497 | 0 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/40 | 19,252 | 19,215 | 0 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/27 | 19,486 | 19,039 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.81699 | 9/25/27 | 1,260,850 | 17,068 | 0 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/39 | 17,298 | 16,777 | 0 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/27 | 16,188 | 16,011 | 0 |
| FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/26 | 15,996 | 15,932 | 0 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/39 | 16,280 | 15,777 | 0 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/42 | 17,263 | 15,658 | 0 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/38 | 14,688 | 15,406 | 0 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/40 | 14,936 | 14,454 | 0 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/39 | 14,587 | 14,130 | 0 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/27 | 14,313 | 14,070 | 0 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/39 | 14,082 | 14,057 | 0 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/39 | 14,261 | 13,818 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.962366 | 11/25/30 | 358,038 | 13,568 | 0 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/41 | 12,612 | 12,578 | 0 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/35 | 11,211 | 11,482 | 0 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/36 | 11,385 | 11,183 | 0 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/40 | 10,801 | 10,782 | 0 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/35 | 10,587 | 10,543 | 0 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/39 | 10,884 | 10,538 | 0 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/40 | 10,473 | 10,129 | 0 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/40 | 9,767 | 9,449 | 0 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/35 | 8,748 | 8,883 | 0 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/31 | 8,372 | 8,046 | 0 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/40 | 7,870 | 7,620 | 0 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/35 | 7,386 | 7,500 | 0 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/40 | 7,685 | 7,434 | 0 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/33 | 6,960 | 7,057 | 0 |
| STUDENT TRANSPNOF AMRC HLD INC DELAYED DRAW TERM LOAN | 0 | 6/24/32 | 6,667 | 6,686 | 0 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/37 | 6,435 | 6,675 | 0 |
| FREDDIE MAC FHR 3800 CB | 3.5 | 2/15/26 | 6,519 | 6,492 | 0 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/36 | 5,682 | 5,966 | 0 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/27 | 5,740 | 5,642 | 0 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/36 | 5,437 | 5,414 | 0 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/40 | 5,502 | 5,321 | 0 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/40 | 5,456 | 5,286 | 0 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/30 | 4,879 | 4,847 | 0 |
| FREDDIE MAC FHR 3768 CB | 3.5 | 12/15/25 | 4,471 | 4,452 | 0 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/41 | 3,987 | 3,899 | 0 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/31 | 2,907 | 2,854 | 0 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/33 | 2,685 | 2,728 | 0 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/39 | 1,478 | 1,497 | 0 |
| BIOGROUP LCD 2021 EUR TERM LOAN B | 0 | 2/9/28 | – | – | 0 |
The composition of the Fund’s portfolio is subject to change.