Domini Impact Bond Fund – Schedule of Portfolio Holdings
| Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
|---|---|---|---|---|---|
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 4.5 | 1/12/2053 | 12,500,000 | 12,044,922 | 5.12 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 12/25/2051 | 9,025,000 | 7,657,122 | 3.25 |
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/2030 | 8,000,000 | 6,373,049 | 2.71 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 1/12/2053 | 5,800,000 | 5,447,249 | 2.31 |
| FREDDIE MAC NOTES 02/25 1.5 | 1.5 | 2/12/2025 | 5,600,000 | 5,281,531 | 2.24 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 1/23/2053 | 5,300,000 | 4,877,484 | 2.07 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/2028 | 5,000,000 | 4,814,030 | 2.05 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 5,303,302 | 4,513,805 | 1.92 |
| FNMA POOL CB2781 FN 02/52 FIXED 3 | 3 | 2/1/2052 | 4,997,679 | 4,411,070 | 1.87 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/2027 | 5,000,000 | 4,316,108 | 1.83 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/2052 | 4,857,970 | 4,312,936 | 1.83 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/2052 | 4,819,407 | 3,962,710 | 1.68 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 1/12/2053 | 4,800,000 | 3,914,030 | 1.66 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/2052 | 4,657,622 | 3,850,108 | 1.64 |
| JAPAN TREASURY DISC BILL BILLS 03/23 0.00000 | 0 | 3/10/2023 | 500,000,000 | 3,790,733 | 1.61 |
| JAPAN TREASURY DISC BILL BILLS 03/23 0.00000 | 0 | 3/6/2023 | 500,000,000 | 3,790,662 | 1.61 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/2037 | 6,000,000 | 3,322,066 | 1.41 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 02/23 0.00000 | 0.01 | 2/22/2023 | 2,835,000 | 2,817,352 | 1.20 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/2027 | 3,000,000 | 2,594,257 | 1.10 |
| FEDERAL HOME LOAN BANK BONDS 03/25 2.375 | 2.375 | 3/14/2025 | 2,710,000 | 2,593,307 | 1.10 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 3,030,403 | 2,587,943 | 1.10 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/2052 | 2,822,514 | 2,485,568 | 1.06 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/2030 | 3,000,000 | 2,365,299 | 1.01 |
| FANNIE MAE NOTES 07/37 5.625 | 5.625 | 7/15/2037 | 2,000,000 | 2,247,038 | 0.95 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/2049 | 3,250,000 | 2,207,538 | 0.94 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/2049 | 2,263,280 | 2,148,745 | 0.91 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 1/23/2053 | 2,200,000 | 1,910,212 | 0.81 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/2039 | 2,150,000 | 1,844,244 | 0.78 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/2031 | 1,850,000 | 1,787,189 | 0.76 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 3.5 | 2/25/2049 | 1,700,000 | 1,546,945 | 0.66 |
| GNMA II TBA 30 YR 4 JUMBOS | 4 | 1/23/2053 | 1,600,000 | 1,516,189 | 0.64 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/2030 | 1,500,000 | 1,433,995 | 0.61 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/2037 | 1,800,000 | 1,428,877 | 0.61 |
| BX TRUST BX 2022 AHP A 144A | 5.32561 | 1/17/2039 | 1,465,000 | 1,404,725 | 0.60 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/2041 | 1,850,000 | 1,354,414 | 0.58 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/2026 | 1,500,000 | 1,338,937 | 0.57 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/2041 | 1,615,000 | 1,335,247 | 0.57 |
| VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.133 | 3.133 | 2/26/2025 | 1,380,000 | 1,274,164 | 0.54 |
| MT SINAI HOSPITAL SECURED 07/35 3.831 | 3.831 | 7/1/2035 | 1,400,000 | 1,216,780 | 0.52 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/2045 | 1,325,000 | 1,205,629 | 0.51 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/2028 | 1,400,000 | 1,191,610 | 0.51 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR | 6.253 | 9/16/2026 | 1,200,000 | 1,191,190 | 0.51 |
| AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75 | 6.75 | 5/20/2029 | 1,200,000 | 1,181,911 | 0.50 |
| GENERAL MOTORS CO SR UNSECURED 10/29 5.4 | 5.4 | 10/15/2029 | 1,200,000 | 1,149,968 | 0.49 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/2050 | 1,885,902 | 1,112,592 | 0.47 |
| INTERCHILE SA SR SECURED 144A 06/56 4.5 | 4.5 | 6/30/2056 | 1,315,000 | 1,090,013 | 0.46 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/2030 | 1,440,000 | 1,089,808 | 0.46 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/2030 | 1,200,000 | 1,079,704 | 0.46 |
| AT+T INC SR UNSECURED 06/31 2.75 | 2.75 | 6/1/2031 | 1,285,000 | 1,071,577 | 0.46 |
| ADVOCATE HEALTH CORP SR UNSECURED 08/28 3.829 | 3.829 | 8/15/2028 | 1,115,000 | 1,043,705 | 0.44 |
| CITIGROUP INC SR UNSECURED 05/24 VAR | 1.678 | 5/15/2024 | 1,000,000 | 986,080 | 0.42 |
| STONECO LTD COMPANY GUAR REGS 06/28 3.95 | 3.95 | 6/16/2028 | 1,200,000 | 959,172 | 0.41 |
| CREDIT AGRICOLE LONDON SR UNSECURED 144A 01/27 4.125 | 4.125 | 1/10/2027 | 1,000,000 | 948,527 | 0.40 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/2033 | 1,000,000 | 935,512 | 0.40 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A | 4.22 | 5/17/2027 | 961,481 | 920,670 | 0.39 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 | 1.375 | 11/15/2025 | 1,000,000 | 898,119 | 0.38 |
| KLABIN AUSTRIA GMBH COMPANY GUAR 144A 04/29 5.75 | 5.75 | 4/3/2029 | 905,000 | 893,267 | 0.38 |
| INVEST ENERGY RES LTD SR SECURED 144A 04/29 6.25 | 6.25 | 4/26/2029 | 925,000 | 885,609 | 0.38 |
| PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | 4.95 | 1/15/2031 | 985,000 | 880,190 | 0.37 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 7.221 | 11/15/2036 | 955,000 | 878,352 | 0.37 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/2040 | 1,250,000 | 877,078 | 0.37 |
| BX TRUST BX 2022 CLS A 144A | 5.76 | 10/13/2027 | 892,000 | 876,448 | 0.37 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 1/23/2053 | 900,000 | 874,125 | 0.37 |
| PRES + FELLOWS OF HARVAR UNSECURED 07/56 3.3 | 3.3 | 7/15/2056 | 1,125,000 | 854,860 | 0.36 |
| FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/2050 | 1,246,009 | 833,051 | 0.35 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/2029 | 1,000,000 | 826,454 | 0.35 |
| PHILADELPHIA PA REDEV AUTH PHIDEV 09/30 FIXED 2.339 | 2.339 | 9/1/2030 | 1,000,000 | 825,749 | 0.35 |
| DC OFFICE TRUST DCOT 2019 MTC A 144A | 2.965 | 9/15/2045 | 1,030,000 | 823,733 | 0.35 |
| HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/2038 | 915,000 | 813,859 | 0.35 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/2040 | 940,000 | 808,663 | 0.34 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/2031 | 950,000 | 799,280 | 0.34 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/2045 | 1,000,000 | 786,446 | 0.33 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/2032 | 1,000,000 | 785,033 | 0.33 |
| SUSTAINABLE ENERGY UTILITY INC SSTPWR 09/29 FIXED 2.344 | 2.344 | 9/15/2029 | 900,000 | 773,161 | 0.33 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/2044 | 974,000 | 770,796 | 0.33 |
| CITYLINE COMMERCIAL MORTGAGE T CLMT 2016 CLNE A 144A | 2.7781 | 11/10/2031 | 800,000 | 770,655 | 0.33 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/2117 | 1,000,000 | 765,463 | 0.33 |
| GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/2026 | 869,050 | 756,029 | 0.32 |
| NEW JERSEY ST EDUCTNL FACS AUT NJSEDU 07/48 FIXED 3.958 | 3.958 | 7/1/2048 | 1,000,000 | 739,992 | 0.31 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/2026 | 750,000 | 734,014 | 0.31 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/2030 | 885,000 | 729,566 | 0.31 |
| HONG KONG SR UNSECURED 144A 05/24 2.5 | 2.5 | 5/28/2024 | 750,000 | 729,008 | 0.31 |
| ILLINOIS ST FIN AUTH REVENUE ILSGEN 05/41 FIXED 3.51 | 3.51 | 5/15/2041 | 1,000,000 | 720,918 | 0.31 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/2037 | 800,000 | 713,841 | 0.30 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/2040 | 925,000 | 713,332 | 0.30 |
| FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/2048 | 931,775 | 707,328 | 0.30 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/2062 | 1,000,000 | 704,095 | 0.30 |
| OREGON ST UNIV GEN REVENUE ORSHGR 03/60 FIXED 3.424 | 3.424 | 3/1/2060 | 1,000,000 | 694,429 | 0.30 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/2031 | 750,000 | 692,370 | 0.29 |
| FLORIDA ST DEV FIN CORP EDUCTN FLSDEV 04/40 FIXED 4.009 | 4.009 | 4/1/2040 | 925,000 | 691,358 | 0.29 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/2029 | 800,000 | 690,320 | 0.29 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 765,000 | 683,229 | 0.29 |
| BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/2026 | 705,000 | 660,978 | 0.28 |
| COMM MORTGAGE TRUST COMM 2020 CX A 144A | 2.173 | 11/10/2046 | 825,000 | 643,736 | 0.27 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.16081 | 5/25/2051 | 700,000 | 642,892 | 0.27 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/2041 | 835,000 | 640,804 | 0.27 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/2028 | 770,000 | 618,638 | 0.26 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/2027 | 670,000 | 617,868 | 0.26 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/2036 | 852,000 | 616,599 | 0.26 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/2051 | 1,240,000 | 616,312 | 0.26 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A | 6.958 | 6/15/2038 | 655,000 | 609,130 | 0.26 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/2028 | 670,000 | 608,674 | 0.26 |
| HUDSON YARDS HY 2019 30HY A 144A | 3.228 | 7/10/2039 | 700,000 | 604,812 | 0.26 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/2039 | 1,060,000 | 598,170 | 0.25 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/2067 | 633,083 | 592,011 | 0.25 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.495014 | 11/25/2052 | 700,000 | 580,136 | 0.25 |
| CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A | 6 | 10/25/2057 | 581,677 | 575,300 | 0.24 |
| UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/20 FIXED 3.706 | 3.706 | 5/15/2120 | 900,000 | 567,483 | 0.24 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/2046 | 626,769 | 558,268 | 0.24 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/2028 | 600,000 | 549,154 | 0.23 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/2030 | 615,000 | 546,691 | 0.23 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/2030 | 595,000 | 534,524 | 0.23 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/27 FIXED 1.921 | 1.921 | 7/1/2027 | 615,000 | 532,163 | 0.23 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/2031 | 640,000 | 531,737 | 0.23 |
| BLUEHUB LOAN FUND SR UNSECURED 01/27 2.89 | 2.89 | 1/1/2027 | 600,000 | 524,333 | 0.22 |
| COMM MORTGAGE TRUST COMM 2020 SBX A 144A | 1.67 | 1/10/2038 | 595,000 | 523,561 | 0.22 |
| BANK OF AMERICA CORP SR UNSECURED 10/25 VAR | 2.456 | 10/22/2025 | 545,000 | 515,567 | 0.22 |
| THOMAS JEFFERSON UNIV SECURED 11/57 3.847 | 3.847 | 11/1/2057 | 700,000 | 506,573 | 0.22 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.320115 | 12/25/2050 | 550,000 | 499,193 | 0.21 |
| MET GOVT NASHVILLE DAVIDSONC METHGR 07/52 FIXED 3.235 | 3.235 | 7/1/2052 | 800,000 | 495,162 | 0.21 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.645215 | 10/25/2052 | 565,000 | 493,156 | 0.21 |
| HOLOGIC INC COMPANY GUAR 144A 02/29 3.25 | 3.25 | 2/15/2029 | 570,000 | 490,386 | 0.21 |
| ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.85 | 3.85 | 11/15/2024 | 500,000 | 483,698 | 0.21 |
| AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/2030 | 400,000 | 483,631 | 0.21 |
| US BANCORP SUBORDINATED 09/24 3.6 | 3.6 | 9/11/2024 | 493,000 | 483,236 | 0.21 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/2035 | 500,000 | 480,922 | 0.20 |
| VENTAS REALTY LP COMPANY GUAR 02/25 3.5 | 3.5 | 2/1/2025 | 500,000 | 480,918 | 0.20 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | 3.869 | 10/15/2049 | 500,000 | 478,349 | 0.20 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/2046 | 533,375 | 477,718 | 0.20 |
| BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/2026 | 500,000 | 476,973 | 0.20 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A | 4.43 | 1/18/2028 | 477,718 | 466,609 | 0.20 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/2031 | 560,000 | 465,794 | 0.20 |
| HTA GROUP LTD COMPANY GUAR REGS 12/25 7 | 7 | 12/18/2025 | 500,000 | 465,000 | 0.20 |
| CITIGROUP INC SR UNSECURED 04/25 VAR | 3.352 | 4/24/2025 | 475,000 | 460,467 | 0.20 |
| ZELIS HEALTHCARE CORPORATION 2021 TERM LOAN | 0 | 9/30/2026 | 463,161 | 458,746 | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/2052 | 586,350 | 458,593 | 0.19 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.455111 | 12/25/2051 | 525,000 | 452,867 | 0.19 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/2028 | 500,000 | 452,409 | 0.19 |
| AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/2027 | 500,000 | 452,182 | 0.19 |
| BIOGROUP LCD 2021 EUR TERM LOAN B | 0 | 2/9/2028 | 465,000 | 449,373 | 0.19 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.540259 | 2/25/2052 | 520,000 | 448,422 | 0.19 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 3.921034 | 8/25/2052 | 500,000 | 445,642 | 0.19 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/2029 | 500,000 | 419,748 | 0.18 |
| BOELS TOPHOLDING BV 2021 EUR TERM LOAN B | 0 | 2/6/2027 | 400,000 | 411,603 | 0.17 |
| FANNIE MAE FNR 2012 120 ZB | 3.5 | 11/25/2042 | 442,255 | 408,534 | 0.17 |
| BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/2026 | 430,000 | 408,285 | 0.17 |
| MET TRANSPRTN AUTH NY REVENUE MTATRN 11/49 FIXED 5.175 | 5.175 | 11/15/2049 | 470,000 | 407,227 | 0.17 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/2027 | 425,000 | 403,965 | 0.17 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/2041 | 435,000 | 403,889 | 0.17 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/2032 | 500,000 | 397,227 | 0.17 |
| COMM MORTGAGE TRUST COMM 2020 CX B 144A | 2.446 | 11/10/2046 | 524,000 | 394,873 | 0.17 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.793225 | 10/25/2055 | 2,110,684 | 394,490 | 0.17 |
| AXIAN TELECOM COMPANY GUAR 144A 02/27 7.375 | 7.375 | 2/16/2027 | 445,000 | 391,600 | 0.17 |
| FREDDIE MAC FHR 3806 L | 3.5 | 2/15/2026 | 398,054 | 389,649 | 0.17 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.083963 | 10/25/2031 | 461,000 | 376,183 | 0.16 |
| DCERT BUYER INC 2019 TERM LOAN B | 0 | 10/16/2026 | 383,916 | 371,439 | 0.16 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/2027 | 430,000 | 371,256 | 0.16 |
| RUSSELL INVESTMENTS 2020 TERM LOAN | 0 | 5/30/2025 | 383,461 | 370,279 | 0.16 |
| BX TRUST BX 2022 CLS B 144A | 6.3 | 10/13/2027 | 375,000 | 369,882 | 0.16 |
| HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/2052 | 470,000 | 368,925 | 0.16 |
| FREMF MORTGAGE TRUST FREMF 2019 K736 C 144A | 3.760381 | 7/25/2026 | 400,000 | 365,432 | 0.16 |
| AMERICAN TOWER CORP SR UNSECURED 02/24 5 | 5 | 2/15/2024 | 362,000 | 360,935 | 0.15 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | 2.9 | 1/15/2027 | 400,000 | 360,043 | 0.15 |
| WRKCO INC COMPANY GUAR 09/24 3 | 3 | 9/15/2024 | 375,000 | 358,786 | 0.15 |
| STHRN OH PORT EXEMPT FAC REVEN SHNTRN 12/30 FIXED OID 6.5 | 6.5 | 12/1/2030 | 470,000 | 353,874 | 0.15 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/2048 | 380,274 | 353,047 | 0.15 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/2041 | 445,000 | 349,491 | 0.15 |
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.258 | 1.258 | 7/1/2025 | 375,000 | 344,473 | 0.15 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/2046 | 362,082 | 337,025 | 0.14 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/2066 | 358,619 | 325,042 | 0.14 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A4 | 3.617 | 9/15/2057 | 340,000 | 322,777 | 0.14 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/2027 | 332,422 | 322,529 | 0.14 |
| DIST OF COLUMBIA REVENUE DISREV 04/42 FIXED 3.432 | 3.432 | 4/1/2042 | 430,000 | 319,726 | 0.14 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.639112 | 11/25/2029 | 8,906,747 | 315,337 | 0.13 |
| DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.75 | 3.75 | 3/4/2025 | 325,000 | 311,613 | 0.13 |
| ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/2029 | 340,319 | 308,130 | 0.13 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/2032 | 375,000 | 306,952 | 0.13 |
| GO DADDY OPERATING COMPANY LLC 2021 TERM LOAN B4 | 0 | 8/10/2027 | 302,250 | 300,172 | 0.13 |
| VERISURE HOLDING AB 2021 EURO TERM LOAN | 0 | 3/27/2028 | 300,000 | 298,830 | 0.13 |
| MORGAN STANLEY BAML TRUST MSBAM 2013 C12 A4 | 4.259 | 10/15/2046 | 300,000 | 296,649 | 0.13 |
| MORGAN STANLEY BAML TRUST MSBAM 2014 C15 A4 | 4.051 | 4/15/2047 | 300,000 | 294,021 | 0.12 |
| REGENCY CENTERS LP COMPANY GUAR 06/24 3.75 | 3.75 | 6/15/2024 | 300,000 | 291,252 | 0.12 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A | 1.46 | 6/15/2026 | 303,551 | 289,475 | 0.12 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.793112 | 9/25/2045 | 2,233,515 | 280,889 | 0.12 |
| COMM MORTGAGE TRUST COMM 2015 LC19 A4 | 3.183 | 2/10/2048 | 291,000 | 277,530 | 0.12 |
| INSULET CORPORATION SR UNSECURED 09/26 0.375 | 0.375 | 9/1/2026 | 195,000 | 276,315 | 0.12 |
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 | 0 | 2/1/2027 | 280,893 | 274,770 | 0.12 |
| REPUBLIC OF CHILE SR UNSECURED 07/31 0.83 | 0.83 | 7/2/2031 | 324,000 | 270,722 | 0.12 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 0.930579 | 9/25/2030 | 4,959,731 | 268,946 | 0.11 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.15396 | 9/25/2030 | 4,057,125 | 268,451 | 0.11 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 3.921034 | 8/25/2052 | 307,000 | 268,407 | 0.11 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/2030 | 325,000 | 268,051 | 0.11 |
| PENNSYLVANIA ST INDL DEV AUTH PASDEV 07/24 FIXED 3.556 | 3.556 | 7/1/2024 | 271,000 | 267,176 | 0.11 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/2031 | 350,000 | 266,442 | 0.11 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/2041 | 335,000 | 261,261 | 0.11 |
| INSULET CORPORATION TERM LOAN B | 0 | 5/4/2028 | 261,025 | 258,170 | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/2049 | 360,275 | 253,050 | 0.11 |
| BECTON DICKINSON AND CO PREFERRED STOCK 06/23 6 | 0 | 5,000 | 250,400 | 0.11 | |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.379455 | 6/25/2030 | 3,201,318 | 247,174 | 0.11 |
| BNP PARIBAS SR UNSECURED 144A 01/24 3.8 | 3.8 | 1/10/2024 | 245,000 | 240,895 | 0.10 |
| FREMF MORTGAGE TRUST FREMF 2017 K729 B 144A | 3.673237 | 11/25/2049 | 250,000 | 238,831 | 0.10 |
| FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/2026 | 243,294 | 238,332 | 0.10 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/2058 | 246,276 | 231,644 | 0.10 |
| DANAHER CORP PREFERRED STOCK 04/23 5 | 0 | 170 | 230,614 | 0.10 | |
| AMERICAN TOWER CORP SR UNSECURED 05/24 3.375 | 3.375 | 5/15/2024 | 235,000 | 228,887 | 0.10 |
| DEXCOM INC SR UNSECURED 11/25 0.25 | 0.25 | 11/15/2025 | 205,000 | 223,963 | 0.10 |
| DIGNITY HEALTH SECURED 11/64 5.267 | 5.267 | 11/1/2064 | 250,000 | 218,498 | 0.09 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/2046 | 238,635 | 212,288 | 0.09 |
| AMERICAN BUILDERS CONTRACTOR 2019 TERM LOAN | 0 | 1/15/2027 | 210,419 | 208,788 | 0.09 |
| BLOCK INC SR UNSECURED 03/25 0.125 | 0.125 | 3/1/2025 | 215,000 | 205,594 | 0.09 |
| TRICOLOR AUTO SECURITIZATION T TAST 2022 1A A 144A | 3.3 | 2/18/2025 | 204,993 | 202,801 | 0.09 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/2050 | 300,000 | 201,590 | 0.09 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.752314 | 11/25/2050 | 220,000 | 199,882 | 0.08 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.380225 | 6/25/2030 | 2,537,099 | 199,589 | 0.08 |
| ALIBABA GROUP HOLDING SR UNSECURED 06/23 2.8 | 2.8 | 6/6/2023 | 200,000 | 197,741 | 0.08 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/2027 | 205,000 | 195,615 | 0.08 |
| BANK BANK 2019 BN24 XA | 0.639644 | 11/15/2062 | 5,496,517 | 193,183 | 0.08 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/2037 | 185,000 | 188,951 | 0.08 |
| BANK BANK 2020 BN28 XA | 1.778456 | 3/15/2063 | 1,893,826 | 188,023 | 0.08 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/25 FIXED 2.306 | 2.306 | 7/1/2025 | 200,000 | 186,721 | 0.08 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/2048 | 200,059 | 185,428 | 0.08 |
| AMERICAN INTL GROUP SR UNSECURED 04/26 3.9 | 3.9 | 4/1/2026 | 190,000 | 184,482 | 0.08 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/2045 | 203,751 | 184,476 | 0.08 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/2040 | 184,470 | 177,553 | 0.08 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.76732 | 9/25/2051 | 204,000 | 176,456 | 0.07 |
| BLACK KNIGHT INFOSERV LL COMPANY GUAR 144A 09/28 3.625 | 3.625 | 9/1/2028 | 200,000 | 174,000 | 0.07 |
| KAISER FOUNDATION HOSPIT COMPANY GUAR 05/27 3.15 | 3.15 | 5/1/2027 | 185,000 | 173,677 | 0.07 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/2042 | 192,275 | 172,983 | 0.07 |
| MORGAN STANLEY BAML TRUST MSBAM 2014 C19 A4 | 3.526 | 12/15/2047 | 180,167 | 172,721 | 0.07 |
| ETSY INC SR UNSECURED 10/26 0.125 | 0.125 | 10/1/2026 | 110,000 | 170,445 | 0.07 |
| FREMF MORTGAGE TRUST FREMF 2017 K726 B 144A | 4.007955 | 7/25/2049 | 175,000 | 170,337 | 0.07 |
| BLACKHAWK NETWORK HLDGS INC TERM LOAN B | 0 | 6/15/2025 | 171,900 | 167,746 | 0.07 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/24 FIXED 5 | 5 | 7/1/2024 | 165,000 | 164,671 | 0.07 |
| USI, INC. 2022 INCREMENTAL TERM LOAN | 0 | 11/22/2029 | 165,834 | 164,466 | 0.07 |
| CROCS, INC. TERM LOAN B | 0 | 2/20/2029 | 167,500 | 164,255 | 0.07 |
| REINSURANCE GRP OF AMER SR UNSECURED 09/23 4.7 | 4.7 | 9/15/2023 | 164,000 | 163,258 | 0.07 |
| NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.125 | 4.125 | 11/1/2024 | 160,000 | 155,938 | 0.07 |
| COMMONSPIRIT HEALTH SR SECURED 10/30 2.782 | 2.782 | 10/1/2030 | 185,000 | 153,414 | 0.07 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.116552 | 6/25/2030 | 2,345,135 | 151,525 | 0.06 |
| FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.077149 | 7/25/2050 | 155,000 | 144,752 | 0.06 |
| BON SECOURS MERCY SECURED 06/25 1.35 | 1.35 | 6/1/2025 | 155,000 | 141,382 | 0.06 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/2050 | 143,183 | 135,865 | 0.06 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 5 | 5 | 7/1/2025 | 135,000 | 134,407 | 0.06 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/2055 | 190,000 | 132,254 | 0.06 |
| XPLORNET COMMUNICATIONS INC TERM LOAN | 0 | 10/2/2028 | 167,129 | 130,569 | 0.06 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.571599 | 5/25/2030 | 1,447,628 | 128,838 | 0.05 |
| FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.038197 | 7/25/2027 | 136,000 | 126,396 | 0.05 |
| PHILADELPHIA PA REDEV AUTH PHIDEV 09/29 FIXED 2.239 | 2.239 | 9/1/2029 | 145,000 | 122,607 | 0.05 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.22143 | 7/25/2041 | 1,193,998 | 122,600 | 0.05 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.434079 | 5/25/2030 | 1,500,143 | 122,342 | 0.05 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.851373 | 11/25/2030 | 2,415,941 | 121,761 | 0.05 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/25 FIXED 3.911 | 3.911 | 7/1/2025 | 125,000 | 121,334 | 0.05 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.221112 | 3/15/2062 | 2,320,264 | 120,460 | 0.05 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/2036 | 113,626 | 120,431 | 0.05 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/2030 | 130,000 | 112,847 | 0.05 |
| LIFE FINANCIAL SERVICES TRUST LIFE 2021 BMR D 144A | 5.718 | 3/15/2038 | 117,956 | 111,992 | 0.05 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/2046 | 132,692 | 111,102 | 0.05 |
| HOWARD UNIVERSITY INSURED 10/25 1.991 | 1.991 | 10/1/2025 | 120,000 | 109,569 | 0.05 |
| FREDDIE MAC FHR 3800 CB | 3.5 | 2/15/2026 | 111,596 | 109,397 | 0.05 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/2045 | 119,669 | 103,481 | 0.04 |
| NORTHEASTERN UNIVERSITY UNSECURED 03/32 5.285 | 5.285 | 3/1/2032 | 100,000 | 100,382 | 0.04 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/2027 | 100,000 | 100,295 | 0.04 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/2032 | 103,154 | 100,235 | 0.04 |
| SACRAMENTO CNTY CA PENSN OBLG SACGEN 08/23 INTERAPREC VAR | 5.73 | 8/15/2023 | 99,189 | 99,577 | 0.04 |
| WASHINGTON ST HSG FIN COMMISSI WASHSG 01/24 FIXED 4 | 4 | 1/1/2024 | 100,000 | 99,247 | 0.04 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/2039 | 99,857 | 99,246 | 0.04 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 102,099 | 98,598 | 0.04 |
| ZEPHYR GERMAN BIDCO GMBH EUR TERM LOAN B | 0 | 3/10/2028 | 100,000 | 98,454 | 0.04 |
| FREMF MORTGAGE TRUST FREMF 2017 K725 B 144A | 3.905198 | 2/25/2050 | 100,000 | 97,193 | 0.04 |
| FANNIE MAE CAS CAS 2016 C07 2M2 | 8.73871 | 5/25/2029 | 90,617 | 93,414 | 0.04 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/2043 | 107,221 | 92,725 | 0.04 |
| BANK BANK 2019 BN18 XA | 0.892495 | 5/15/2062 | 2,123,948 | 91,482 | 0.04 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/2026 | 100,000 | 91,378 | 0.04 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 3.946016 | 9/25/2049 | 100,000 | 90,610 | 0.04 |
| FREMF MORTGAGE TRUST FREMF 2017 K729 C 144A | 3.673237 | 11/25/2049 | 90,000 | 85,041 | 0.04 |
| FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.842403 | 10/25/2049 | 90,000 | 82,678 | 0.04 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.531749 | 10/25/2031 | 2,297,645 | 82,425 | 0.04 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/2031 | 100,000 | 81,821 | 0.03 |
| OKLAHOMA ST UNIV AGRIC MECH OKSHGR 09/36 FIXED 3.427 | 3.427 | 9/1/2036 | 100,000 | 80,439 | 0.03 |
| SAN BERNARDINO CNTY CA PENSN O SBDGEN 08/23 FIXED 6.02 | 6.02 | 8/1/2023 | 80,000 | 80,426 | 0.03 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 78,512 | 80,409 | 0.03 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 82,323 | 79,908 | 0.03 |
| COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/2052 | 100,000 | 78,820 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 3.946016 | 9/25/2049 | 85,000 | 78,456 | 0.03 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/2035 | 79,070 | 78,360 | 0.03 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.516136 | 1/15/2054 | 883,332 | 76,746 | 0.03 |
| COMM MORTGAGE TRUST COMM 2020 CX C 144A | 2.683498 | 11/10/2046 | 100,000 | 73,846 | 0.03 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/2040 | 68,020 | 70,722 | 0.03 |
| AVIENT CORPORATION TERM LOAN B | 0 | 8/29/2029 | 70,379 | 70,274 | 0.03 |
| COMM MORTGAGE TRUST COMM 2020 CX D 144A | 2.683498 | 11/10/2046 | 100,000 | 69,651 | 0.03 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/2027 | 69,353 | 65,761 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K64 B 144A | 3.996564 | 5/25/2050 | 70,000 | 65,328 | 0.03 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.720329 | 12/25/2030 | 1,465,504 | 64,651 | 0.03 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/2040 | 65,446 | 63,273 | 0.03 |
| FREDDIE MAC FHR 3768 CB | 3.5 | 12/15/2025 | 64,491 | 63,165 | 0.03 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/2027 | 64,693 | 62,657 | 0.03 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/2032 | 64,484 | 62,589 | 0.03 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/2028 | 63,202 | 59,598 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.752314 | 11/25/2050 | 65,000 | 58,188 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.022515 | 11/25/2032 | 67,000 | 57,064 | 0.02 |
| VODAFONE GROUP PLC SR UNSECURED 02/43 4.375 | 4.375 | 2/19/2043 | 70,000 | 56,480 | 0.02 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/2035 | 56,312 | 55,725 | 0.02 |
| FANNIE MAE CAS CAS 2017 C01 1M2 | 7.93871 | 7/25/2029 | 54,191 | 55,320 | 0.02 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.15 | 3.15 | 8/15/2024 | 57,000 | 54,914 | 0.02 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/2033 | 56,520 | 54,822 | 0.02 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 56,583 | 54,521 | 0.02 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/2040 | 54,738 | 54,370 | 0.02 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/2036 | 54,503 | 54,098 | 0.02 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/2039 | 54,473 | 54,058 | 0.02 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A | 2.8093 | 3/10/2033 | 56,324 | 53,881 | 0.02 |
| ATHENAHEALTH INC 2022 DELAYED DRAW TERM LOAN | 0 | 2/15/2029 | 57,971 | 52,488 | 0.02 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/2036 | 48,775 | 50,690 | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.311987 | 1/25/2031 | 2,465,000 | 50,337 | 0.02 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/2037 | 49,085 | 50,272 | 0.02 |
| ETSY INC SR UNSECURED 09/27 0.125 | 0.125 | 9/1/2027 | 50,000 | 50,125 | 0.02 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 49,855 | 48,392 | 0.02 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/2027 | 48,930 | 46,861 | 0.02 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.708865 | 9/15/2053 | 641,238 | 44,639 | 0.02 |
| SS C TECHNOLOGIES INC TERM LOAN B 3 | 0 | 4/16/2025 | 44,307 | 43,622 | 0.02 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/2040 | 44,039 | 42,388 | 0.02 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 43,640 | 42,050 | 0.02 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/2039 | 40,189 | 41,796 | 0.02 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/2031 | 44,323 | 41,542 | 0.02 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 41,555 | 40,041 | 0.02 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.789071 | 7/15/2053 | 502,912 | 39,574 | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.023833 | 10/25/2030 | 658,362 | 38,938 | 0.02 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/2037 | 40,390 | 38,920 | 0.02 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/2036 | 37,290 | 38,839 | 0.02 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/2038 | 37,831 | 37,519 | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.756323 | 9/25/2027 | 1,291,209 | 37,265 | 0.02 |
| FNMA POOL MA1931 FN 06/24 FIXED 2.5 | 2.5 | 6/1/2024 | 37,164 | 36,490 | 0.02 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/2040 | 36,862 | 36,083 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.726708 | 10/25/2049 | 40,000 | 35,855 | 0.02 |
| SS C TECHNOLOGIES INC SS C EUROPEAN HOLDINGS SARL | 0 | 4/16/2025 | 36,021 | 35,463 | 0.02 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/2037 | 32,585 | 33,716 | 0.01 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 3.009 | 10/1/2043 | 33,781 | 33,479 | 0.01 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/2041 | 33,584 | 33,358 | 0.01 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/2041 | 34,389 | 33,098 | 0.01 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/2040 | 30,890 | 31,287 | 0.01 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/2041 | 30,174 | 30,004 | 0.01 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/2041 | 28,772 | 29,142 | 0.01 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/2040 | 26,151 | 25,975 | 0.01 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/2040 | 26,609 | 25,639 | 0.01 |
| YUZHOU GROUP SR SECURED REGS 01/27 6.35 | 6.35 | 1/13/2027 | 255,000 | 24,936 | 0.01 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/2046 | 27,845 | 24,857 | 0.01 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/2039 | 21,813 | 21,019 | 0.01 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/2039 | 21,800 | 20,983 | 0.01 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/2040 | 21,678 | 20,865 | 0.01 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/2038 | 19,284 | 20,164 | 0.01 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/2042 | 21,690 | 19,811 | 0.01 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/2039 | 20,078 | 19,325 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.88157 | 11/25/2030 | 363,785 | 18,966 | 0.01 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/2039 | 18,875 | 18,187 | 0.01 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/2035 | 17,608 | 18,019 | 0.01 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/2039 | 17,912 | 17,791 | 0.01 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/2027 | 18,417 | 17,650 | 0.01 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/2041 | 16,623 | 16,512 | 0.01 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/2035 | 16,530 | 16,335 | 0.01 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/2036 | 16,900 | 16,267 | 0.01 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/2039 | 15,074 | 14,509 | 0.01 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/2040 | 14,160 | 14,080 | 0.01 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/2040 | 14,370 | 13,831 | 0.01 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 13,942 | 13,419 | 0.01 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 12,978 | 13,292 | 0.01 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/2031 | 13,503 | 12,655 | 0.01 |
| FNMA POOL AW4685 FN 05/44 FLOATING VAR | 2.778 | 5/1/2044 | 12,124 | 12,037 | 0.01 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/2035 | 11,582 | 11,861 | 0.01 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/2040 | 11,104 | 10,687 | 0.00 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/2037 | 10,201 | 10,566 | 0.00 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/2033 | 9,979 | 10,219 | 0.00 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/2036 | 9,862 | 9,744 | 0.00 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.85 | 3.85 | 2/1/2025 | 10,000 | 9,676 | 0.00 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 9,665 | 9,291 | 0.00 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/2030 | 9,034 | 8,764 | 0.00 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/2036 | 7,813 | 8,179 | 0.00 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/2040 | 8,040 | 7,739 | 0.00 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 7,630 | 7,352 | 0.00 |
| FREDDIE MAC STACR STACR 2018 HRP1 M2 144A | 6.03871 | 4/25/2043 | 5,904 | 5,896 | 0.00 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/2041 | 5,774 | 5,577 | 0.00 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/2031 | 5,046 | 4,898 | 0.00 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/2033 | 4,426 | 4,457 | 0.00 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/2039 | 2,051 | 2,075 | 0.00 |
| ADIENT US LLC 2021 TERM LOAN B | 0 | 4/10/2028 | – | – | 0.00 |
The composition of the Fund’s portfolio is subject to change.