Domini Impact Bond Fund – Schedule of Portfolio Holdings
Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
---|---|---|---|---|---|
FED HOME LN DISCOUNT NT DISCOUNT NOT 01/25 0.00000 | 0.01 | 1/22/2025 | 8,000,000 | 7,979,467 | 3.04 |
FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/2030 | 8,000,000 | 6,609,198 | 2.52 |
FED HOME LN DISCOUNT NT DISCOUNT NOT 02/25 0.00000 | 0 | 2/14/2025 | 6,000,000 | 5,968,425 | 2.28 |
KFW GOVT GUARANT 02/34 4.375 | 4.375 | 2/28/2034 | 6,000,000 | 5,884,481 | 2.25 |
FEDERAL FARM CREDIT BANK BONDS 03/26 4.5 | 4.5 | 3/2/2026 | 5,000,000 | 5,016,084 | 1.91 |
FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/2028 | 5,000,000 | 4,826,219 | 1.84 |
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 6 | 1/15/2055 | 4,770,000 | 4,792,732 | 1.83 |
FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/2027 | 5,000,000 | 4,538,951 | 1.73 |
FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 4,781,475 | 3,934,063 | 1.5 |
FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/2052 | 4,322,204 | 3,735,457 | 1.43 |
FEDERAL HOME LOAN BANK BONDS 03/26 4.125 | 4.125 | 3/13/2026 | 3,500,000 | 3,493,794 | 1.33 |
KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/2037 | 6,000,000 | 3,319,537 | 1.27 |
FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/2052 | 4,127,573 | 3,268,566 | 1.25 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K 160 A2 | 4.5 | 8/25/2033 | 3,270,526 | 3,173,637 | 1.21 |
FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/2052 | 3,963,739 | 3,155,065 | 1.2 |
FED HM LN PC POOL SD3512 FR 08/53 FIXED 6 | 6 | 8/1/2053 | 3,114,986 | 3,134,814 | 1.2 |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 1/14/2055 | 3,400,000 | 3,109,418 | 1.19 |
FED HM LN PC POOL SD5316 FR 04/54 FIXED 6 | 6 | 4/1/2054 | 3,061,774 | 3,078,098 | 1.17 |
GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 1/15/2055 | 3,400,000 | 3,039,423 | 1.16 |
FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/2027 | 3,000,000 | 2,790,383 | 1.06 |
FEDERAL HOME LOAN BANK BONDS 03/25 2.375 | 2.375 | 3/14/2025 | 2,710,000 | 2,698,979 | 1.03 |
FEDERAL HOME LOAN BANK BONDS 11/35 3.315 | 3.315 | 11/13/2035 | 3,000,000 | 2,614,409 | 1 |
FREDDIE MAC NOTES 02/25 1.5 | 1.5 | 2/12/2025 | 2,600,000 | 2,591,566 | 0.99 |
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 1/15/2055 | 3,200,000 | 2,490,250 | 0.95 |
FED HOME LN DISCOUNT NT DISCOUNT NOT 02/25 0.00000 | 0 | 2/3/2025 | 2,500,000 | 2,490,060 | 0.95 |
FED HM LN PC POOL RJ0441 FR 12/53 FIXED 6 | 6 | 12/1/2053 | 2,436,090 | 2,463,020 | 0.94 |
EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/2030 | 3,000,000 | 2,443,487 | 0.93 |
GNMA II TBA 30 YR 2 JUMBOS | 2 | 1/15/2055 | 2,900,000 | 2,319,773 | 0.89 |
BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/53 1.8 | 1.8 | 8/15/2053 | 2,605,000 | 2,278,804 | 0.87 |
FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 | 5.5 | 9/1/2053 | 2,288,431 | 2,262,417 | 0.86 |
FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 | 5.5 | 5/1/2053 | 2,284,357 | 2,258,721 | 0.86 |
FED HM LN PC POOL RA9298 FR 06/53 FIXED 5.5 | 5.5 | 6/1/2053 | 2,210,796 | 2,192,075 | 0.84 |
FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 2,628,108 | 2,165,109 | 0.83 |
FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/2052 | 2,535,207 | 2,161,631 | 0.82 |
FANNIE MAE NOTES 07/37 5.625 | 5.625 | 7/15/2037 | 2,000,000 | 2,143,218 | 0.82 |
UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 1.5 | 7/31/2053 | 3,665,000 | 2,137,079 | 0.82 |
FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/2049 | 3,250,000 | 2,096,521 | 0.8 |
FNMA POOL MA5553 FN 12/54 FIXED 5.5 | 5.5 | 12/1/2054 | 1,945,030 | 1,920,494 | 0.73 |
FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5 | 5.5 | 5/1/2054 | 1,933,946 | 1,909,872 | 0.73 |
GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 1/15/2055 | 2,200,000 | 1,837,516 | 0.7 |
FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/2049 | 1,931,637 | 1,790,317 | 0.68 |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/2039 | 1,750,000 | 1,614,416 | 0.62 |
BNP PARIBAS SUBORDINATED 144A 11/35 VAR | 5.906 | 11/19/2035 | 1,640,000 | 1,591,972 | 0.61 |
BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/2030 | 1,500,000 | 1,535,192 | 0.59 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K 162 A2 | 5.15 | 12/25/2033 | 1,500,000 | 1,521,584 | 0.58 |
GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 1/21/2055 | 1,600,000 | 1,512,500 | 0.58 |
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 3.5 | 1/14/2055 | 1,700,000 | 1,503,774 | 0.57 |
GNMA II TBA 30 YR 4 JUMBOS | 4 | 1/15/2055 | 1,600,000 | 1,473,821 | 0.56 |
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/2026 | 1,500,000 | 1,443,760 | 0.55 |
FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/2037 | 1,800,000 | 1,434,930 | 0.55 |
SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/2041 | 1,615,000 | 1,380,085 | 0.53 |
VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.133 | 3.133 | 2/26/2025 | 1,380,000 | 1,375,368 | 0.52 |
FED HM LN PC POOL RJ2242 FR 08/54 FIXED 5.5 | 5.5 | 8/1/2054 | 1,282,708 | 1,270,493 | 0.48 |
BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/2028 | 1,400,000 | 1,259,158 | 0.48 |
CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/2045 | 1,325,000 | 1,253,568 | 0.48 |
BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR | 5.601 | 3/20/2030 | 1,240,000 | 1,252,322 | 0.48 |
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A | 5.08 | 6/21/2050 | 1,215,000 | 1,214,755 | 0.46 |
FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | 7.75 | 12/31/2099 | 1,150,000 | 1,210,594 | 0.46 |
BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR | 6.253 | 9/16/2026 | 1,200,000 | 1,210,205 | 0.46 |
FED HM LN PC POOL SD3684 FR 11/52 FIXED 4.5 | 4.5 | 11/1/2052 | 1,254,781 | 1,183,151 | 0.45 |
CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/2051 | 2,390,000 | 1,164,133 | 0.44 |
CESKA SPORITELNA AS REGS 09/28 VAR | 0.5 | 9/13/2028 | 1,200,000 | 1,154,371 | 0.44 |
BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/2030 | 1,200,000 | 1,148,719 | 0.44 |
MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/2030 | 1,440,000 | 1,146,336 | 0.44 |
APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/2062 | 1,435,000 | 1,143,494 | 0.44 |
ROMANIA SR UNSECURED REGS 01/32 2 | 2 | 1/28/2032 | 1,360,000 | 1,120,787 | 0.43 |
JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 6.07 | 10/22/2027 | 1,090,000 | 1,115,812 | 0.43 |
REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 | 8 | 11/14/2035 | 1,090,000 | 1,098,720 | 0.42 |
BNP PARIBAS REGS 01/29 VAR | 4.375 | 1/13/2029 | 1,000,000 | 1,073,125 | 0.41 |
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/2050 | 1,885,902 | 1,049,945 | 0.4 |
FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.160368 | 5/25/2051 | 1,070,000 | 1,028,012 | 0.39 |
GNMA II POOL MA8948 G2 06/53 FIXED 5.5 | 5.5 | 6/20/2053 | 1,008,288 | 1,002,329 | 0.38 |
BX TRUST BX 2024 VLT5 A 144A | 5.41043 | 11/13/2046 | 1,000,000 | 1,001,616 | 0.38 |
STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/2054 | 1,200,000 | 998,139 | 0.38 |
CREDIT AGRICOLE LONDON 144A 01/27 4.125 | 4.125 | 1/10/2027 | 1,000,000 | 982,776 | 0.37 |
AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 9 | 9 | 1/20/2031 | 960,000 | 980,367 | 0.37 |
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | 2 | 1/15/2040 | 1,100,000 | 971,497 | 0.37 |
PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 | 1.375 | 11/15/2025 | 1,000,000 | 969,395 | 0.37 |
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/2033 | 1,000,000 | 944,879 | 0.36 |
COLUMBIA UNIVERSITY UNSECURED 10/35 4.355 | 4.355 | 10/1/2035 | 995,000 | 939,287 | 0.36 |
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 7.415 | 11/15/2036 | 955,000 | 938,279 | 0.36 |
PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | 4.95 | 1/15/2031 | 985,000 | 920,129 | 0.35 |
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 1/15/2055 | 1,125,000 | 916,436 | 0.35 |
ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/2040 | 1,250,000 | 905,680 | 0.35 |
BX TRUST BX 2022 CLS A 144A | 5.76 | 10/13/2027 | 892,000 | 896,874 | 0.34 |
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/2029 | 1,000,000 | 894,542 | 0.34 |
HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/2038 | 915,000 | 880,702 | 0.34 |
MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/2032 | 1,000,000 | 838,357 | 0.32 |
AFRICELL HOLDING LTD SR SECURED 144A 10/29 10.5 | 10.5 | 10/23/2029 | 835,000 | 826,655 | 0.32 |
VANTAGE DATA CENTERS JERSEY BO VDCUK 2024 1A A2 144A | 6.172 | 5/28/2039 | 645,000 | 822,386 | 0.31 |
THE NHP FOUNDATION SR UNSECURED 12/28 5.85 | 5.85 | 12/1/2028 | 800,000 | 815,799 | 0.31 |
GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/2026 | 814,450 | 792,267 | 0.3 |
FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/2044 | 974,000 | 790,981 | 0.3 |
HUNGARY SR UNSECURED REGS 09/33 5.375 | 5.375 | 9/12/2033 | 705,000 | 790,467 | 0.3 |
GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/2040 | 925,000 | 777,169 | 0.3 |
FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/2045 | 1,000,000 | 777,030 | 0.3 |
USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/2030 | 885,000 | 767,886 | 0.29 |
LENDBUZZ SECURITIZATION TRUST 05/29 5.99 | 5.99 | 5/15/2029 | 759,343 | 767,490 | 0.29 |
HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A | 5.57 | 9/25/2029 | 760,000 | 766,056 | 0.29 |
PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/2037 | 800,000 | 764,050 | 0.29 |
COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/2040 | 940,000 | 756,856 | 0.29 |
FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/2050 | 1,246,009 | 755,636 | 0.29 |
ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/2026 | 750,000 | 750,389 | 0.29 |
UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/2117 | 1,000,000 | 750,104 | 0.29 |
FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/2048 | 989,318 | 742,122 | 0.28 |
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/2028 | 770,000 | 740,918 | 0.28 |
CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/2029 | 800,000 | 735,509 | 0.28 |
YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 765,000 | 729,484 | 0.28 |
CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/2031 | 750,000 | 721,223 | 0.28 |
MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/2031 | 732,619 | 716,003 | 0.27 |
BLOCK INC SR UNSECURED 144A 05/32 6.5 | 6.5 | 5/15/2032 | 700,000 | 707,632 | 0.27 |
BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/2026 | 705,000 | 698,998 | 0.27 |
SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/2041 | 835,000 | 694,099 | 0.26 |
BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/2036 | 852,000 | 686,680 | 0.26 |
COMM MORTGAGE TRUST COMM 2020 CX A 144A | 2.173 | 11/10/2046 | 825,000 | 678,870 | 0.26 |
RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/2027 | 670,000 | 647,442 | 0.25 |
HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/2041 | 865,000 | 643,560 | 0.25 |
MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/2062 | 1,000,000 | 639,498 | 0.24 |
RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/2028 | 670,000 | 637,614 | 0.24 |
HUDSON YARDS HY 2019 30HY A 144A | 3.228 | 7/10/2039 | 700,000 | 636,852 | 0.24 |
FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.494465 | 11/25/2052 | 700,000 | 630,520 | 0.24 |
ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 1.937 | 8/15/2046 | 660,000 | 627,655 | 0.24 |
LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A | 4.97 | 10/15/2029 | 620,000 | 620,138 | 0.24 |
PROV ST JOSEPH HLTH OBL SR UNSECURED 10/33 5.403 | 5.403 | 10/1/2033 | 613,000 | 612,924 | 0.23 |
CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/2039 | 1,060,000 | 601,231 | 0.23 |
SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/2030 | 615,000 | 593,136 | 0.23 |
MBANK SA REGS 09/27 VAR | 0.966 | 9/21/2027 | 600,000 | 592,349 | 0.23 |
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/2033 | 600,000 | 589,286 | 0.22 |
TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/2028 | 600,000 | 586,419 | 0.22 |
HA SUSTAINABLE INF CAP COMPANY GUAR 144A 07/34 6.375 | 6.375 | 7/1/2034 | 600,000 | 584,633 | 0.22 |
MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/2031 | 640,000 | 568,867 | 0.22 |
SITIOS LATINOAMERICA COMPANY GUAR 144A 11/29 6 | 6 | 11/25/2029 | 570,000 | 568,091 | 0.22 |
STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/2030 | 595,000 | 549,050 | 0.21 |
BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR | 0.583 | 8/24/2028 | 560,000 | 546,304 | 0.21 |
ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A | 6.35 | 10/15/2047 | 540,000 | 545,560 | 0.21 |
COMM MORTGAGE TRUST COMM 2020 SBX A 144A | 1.67 | 1/10/2038 | 595,000 | 528,159 | 0.2 |
FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.646934 | 10/25/2052 | 565,000 | 522,856 | 0.2 |
FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.320214 | 12/25/2050 | 550,000 | 522,310 | 0.2 |
HOLOGIC INC COMPANY GUAR 144A 02/29 3.25 | 3.25 | 2/15/2029 | 570,000 | 515,990 | 0.2 |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A | 7.40248 | 6/15/2038 | 655,000 | 511,734 | 0.2 |
VANTAGE DATA CENTERS LLC VDC 2024 1A A2 144A | 5.1 | 9/15/2054 | 520,000 | 510,970 | 0.19 |
VENTAS REALTY LP COMPANY GUAR 02/25 3.5 | 3.5 | 2/1/2025 | 500,000 | 499,149 | 0.19 |
BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/2026 | 500,000 | 498,482 | 0.19 |
CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/2031 | 560,000 | 488,037 | 0.19 |
AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/2027 | 500,000 | 483,434 | 0.18 |
FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/2046 | 560,333 | 482,448 | 0.18 |
FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.455532 | 12/25/2051 | 525,000 | 477,446 | 0.18 |
NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/2028 | 500,000 | 476,984 | 0.18 |
FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.533724 | 2/25/2052 | 520,000 | 473,359 | 0.18 |
AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/2030 | 400,000 | 470,443 | 0.18 |
BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR | 6.253 | 9/16/2026 | 465,000 | 468,954 | 0.18 |
FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 3.922665 | 8/25/2052 | 500,000 | 468,494 | 0.18 |
BIOGROUP LCD 2021 EUR TERM LOAN B | 0 | 2/9/2028 | 465,000 | 466,083 | 0.18 |
CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/2067 | 487,857 | 461,041 | 0.18 |
ZELIS PAYMENTS BUYER INC TERM LOAN B | 0 | 9/28/2029 | 456,143 | 457,314 | 0.17 |
BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/2029 | 500,000 | 454,022 | 0.17 |
AXIAN TELECOM COMPANY GUAR 144A 02/27 7.375 | 7.375 | 2/16/2027 | 445,000 | 446,248 | 0.17 |
ALTIUM PACKAGING LLC 2024 TERM LOAN B | 0 | 6/11/2031 | 427,850 | 428,563 | 0.16 |
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/2052 | 635,101 | 427,060 | 0.16 |
COMM MORTGAGE TRUST COMM 2020 CX B 144A | 2.446 | 11/10/2046 | 524,000 | 426,068 | 0.16 |
BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/2026 | 430,000 | 424,050 | 0.16 |
CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/2032 | 500,000 | 423,404 | 0.16 |
AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A | 7.12 | 3/15/2027 | 418,585 | 419,589 | 0.16 |
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/2031 | 475,000 | 416,661 | 0.16 |
COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/2041 | 435,000 | 412,238 | 0.16 |
HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/2052 | 470,000 | 411,313 | 0.16 |
GREENKO DUTCH BV SR SECURED REGS 03/26 3.85 | 3.85 | 3/29/2026 | 420,650 | 409,193 | 0.16 |
PROAMPAC PG BORROWER LLC 2024 TERM LOAN | 0 | 9/15/2028 | 401,500 | 403,156 | 0.15 |
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A | 7.5 | 12/15/2028 | 392,638 | 402,831 | 0.15 |
FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.084018 | 10/25/2031 | 461,000 | 400,932 | 0.15 |
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.375 | 7.375 | 4/2/2032 | 400,000 | 400,932 | 0.15 |
NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/2027 | 430,000 | 391,607 | 0.15 |
PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | 2.9 | 1/15/2027 | 400,000 | 382,934 | 0.15 |
FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/2046 | 440,974 | 382,730 | 0.15 |
SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A | 5.75 | 12/20/2050 | 377,426 | 382,630 | 0.15 |
RUSSELL INVSTM US INSTL HOLD I 2024 PIK TERM LOAN | 0 | 5/30/2027 | 394,832 | 378,545 | 0.14 |
FNMA POOL 310229 FN 08/43 FIXED VAR | 3.5 | 8/1/2043 | 416,714 | 377,603 | 0.14 |
ZORLU ENERJI ELEKTRIK COMPANY GUAR 144A 04/30 11 | 11 | 4/23/2030 | 370,000 | 373,287 | 0.14 |
SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/2041 | 445,000 | 371,666 | 0.14 |
BX TRUST BX 2022 CLS B 144A | 6.3 | 10/13/2027 | 375,000 | 370,663 | 0.14 |
FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.258 | 1.258 | 7/1/2025 | 375,000 | 368,780 | 0.14 |
CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A | 6 | 10/25/2057 | 369,637 | 368,394 | 0.14 |
NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/2035 | 380,000 | 363,931 | 0.14 |
DCERT BUYER INC 2019 TERM LOAN B | 0 | 10/16/2026 | 376,020 | 361,168 | 0.14 |
BOELS TOPHOLDING BV 2024 EUR TERM LOAN B | 0 | 5/23/2031 | 344,828 | 360,166 | 0.14 |
ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/2029 | 347,680 | 349,356 | 0.13 |
CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/2058 | 342,790 | 345,518 | 0.13 |
WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A4 | 3.617 | 9/15/2057 | 340,000 | 336,586 | 0.13 |
COMPASS DATACENTERS ISSUER II, CMPDC 2024 2A A1 144A | 5.022 | 8/25/2049 | 340,000 | 334,299 | 0.13 |
RETAINED VANTAGE DATA CENTERS VDCR 2024 1A A2 144A | 4.992 | 9/15/2049 | 340,000 | 330,075 | 0.13 |
DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.75 | 3.75 | 3/4/2025 | 325,000 | 324,331 | 0.12 |
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/2028 | 309,163 | 315,035 | 0.12 |
VERISURE HOLDING AB 2021 EURO TERM LOAN | 0 | 3/27/2028 | 300,000 | 312,719 | 0.12 |
YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/2032 | 375,000 | 305,743 | 0.12 |
NEW YORK NY NYC 10/54 FIXED 5.114 | 5.114 | 10/1/2054 | 320,000 | 303,240 | 0.12 |
FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.77885 | 10/25/2055 | 2,003,795 | 300,384 | 0.11 |
GO DADDY OPERATING COMPANY LLC 2024 TERM LOAN B7 | 0 | 5/30/2031 | 296,883 | 297,069 | 0.11 |
IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25 | 8.25 | 11/29/2031 | 300,000 | 297,009 | 0.11 |
ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/2031 | 350,000 | 287,514 | 0.11 |
REPUBLIC OF CHILE SR UNSECURED 07/31 0.83 | 0.83 | 7/2/2031 | 324,000 | 285,240 | 0.11 |
ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A | 6 | 8/17/2048 | 280,000 | 284,164 | 0.11 |
CORE + MAIN LP 2024 REPRICED TERM LOAN B | 0 | 2/9/2031 | 282,863 | 284,100 | 0.11 |
ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/2030 | 325,000 | 283,896 | 0.11 |
FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 3.922665 | 8/25/2052 | 307,000 | 283,758 | 0.11 |
FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/2048 | 312,862 | 281,288 | 0.11 |
CHARTER COMM OPETING LLC 2024 TERM LOAN B5 | 0 | 12/15/2031 | 275,812 | 275,597 | 0.11 |
FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/2046 | 306,405 | 275,123 | 0.1 |
LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A | 4.22 | 5/17/2027 | 275,495 | 274,401 | 0.1 |
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/2028 | 266,630 | 270,999 | 0.1 |
DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/2027 | 265,000 | 263,603 | 0.1 |
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/2049 | 386,359 | 251,047 | 0.1 |
INSULET CORPORATION SR UNSECURED 09/26 0.375 | 0.375 | 9/1/2026 | 195,000 | 247,172 | 0.09 |
TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A | 6.36 | 12/15/2027 | 242,604 | 244,503 | 0.09 |
GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/2066 | 254,389 | 236,712 | 0.09 |
FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.767361 | 9/25/2045 | 2,094,916 | 232,903 | 0.09 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.637311 | 11/25/2029 | 8,829,216 | 229,576 | 0.09 |
THOMAS JEFFERSON UNIV SECURED 11/57 3.847 | 3.847 | 11/1/2057 | 326,000 | 228,632 | 0.09 |
PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A B 144A | 5.71 | 5/15/2028 | 225,000 | 226,869 | 0.09 |
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/2041 | 335,000 | 226,424 | 0.09 |
CANARY WHARF GROUP SR SECURED REGS 04/28 3.375 | 3.375 | 4/23/2028 | 200,000 | 224,032 | 0.09 |
280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A | 6.90189 | 9/15/2034 | 228,000 | 215,332 | 0.08 |
BLOCK INC SR UNSECURED 03/25 0.125 | 0.125 | 3/1/2025 | 215,000 | 213,871 | 0.08 |
FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.751963 | 11/25/2050 | 220,000 | 212,279 | 0.08 |
AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B | 0 | 1/31/2031 | 206,682 | 207,806 | 0.08 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 0.925223 | 9/25/2030 | 4,917,250 | 206,708 | 0.08 |
MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/2027 | 205,000 | 201,792 | 0.08 |
FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.143236 | 9/25/2030 | 4,003,207 | 199,870 | 0.08 |
DEXCOM INC SR UNSECURED 11/25 0.25 | 0.25 | 11/15/2025 | 205,000 | 198,072 | 0.08 |
AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75 | 6.75 | 5/20/2029 | 200,000 | 194,870 | 0.07 |
INTERCONTINENTALEXCHANGE SR UNSECURED 09/28 3.625 | 3.625 | 9/1/2028 | 200,000 | 191,892 | 0.07 |
FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.767272 | 9/25/2051 | 204,000 | 188,551 | 0.07 |
AMERICAN INTL GROUP SR UNSECURED 04/26 3.9 | 3.9 | 4/1/2026 | 190,000 | 187,777 | 0.07 |
APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/2050 | 300,000 | 186,539 | 0.07 |
FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.37145 | 6/25/2030 | 3,160,567 | 185,634 | 0.07 |
FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/2046 | 209,111 | 180,041 | 0.07 |
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 6.069 | 6.069 | 7/1/2033 | 175,000 | 177,312 | 0.07 |
FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/2058 | 190,019 | 175,393 | 0.07 |
BLACKHAWK NETWORK HOLDINGS INC 2024 TERM LOAN | 0 | 3/12/2029 | 169,675 | 171,972 | 0.07 |
TRICOLOR AUTO SECURITIZATION T TAST 2023 1A B 144A | 6.84 | 11/16/2026 | 168,139 | 168,223 | 0.06 |
TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A C 144A | 6.25 | 6/21/2050 | 165,000 | 163,933 | 0.06 |
USI INC 2024 TERM LOAN 2029 | 0 | 11/22/2029 | 162,538 | 162,403 | 0.06 |
IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/34 FIXED 5.343 | 5.343 | 12/1/2034 | 165,000 | 159,821 | 0.06 |
FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/2048 | 173,301 | 155,602 | 0.06 |
BON SECOURS MERCY SECURED 06/25 1.35 | 1.35 | 6/1/2025 | 155,000 | 152,585 | 0.06 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.375845 | 6/25/2030 | 2,523,926 | 150,964 | 0.06 |
FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.080119 | 7/25/2050 | 155,000 | 150,810 | 0.06 |
BANK BANK 2019 BN24 XA | 0.632618 | 11/15/2062 | 5,444,119 | 149,079 | 0.06 |
BANK BANK 2020 BN28 XA | 1.759038 | 3/15/2063 | 1,869,365 | 146,937 | 0.06 |
FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/2040 | 144,839 | 136,716 | 0.05 |
FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/2042 | 150,965 | 135,484 | 0.05 |
LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 5 | 5 | 7/1/2025 | 135,000 | 135,032 | 0.05 |
FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/2045 | 153,630 | 134,781 | 0.05 |
FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.040154 | 7/25/2027 | 136,000 | 132,001 | 0.05 |
FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A | 4.43 | 1/18/2028 | 128,703 | 128,451 | 0.05 |
SUNNOVA HESTIA II ISSUER, LLC SNVA 2024 GRID1 1A 144A | 5.63 | 7/20/2051 | 125,179 | 126,197 | 0.05 |
PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A B 144A | 4.56 | 2/15/2029 | 125,000 | 124,260 | 0.05 |
COMM MORTGAGE TRUST COMM 2015 LC19 A4 | 3.183 | 2/10/2048 | 123,353 | 123,158 | 0.05 |
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/2030 | 130,000 | 122,924 | 0.05 |
HOWARD UNIVERSITY INSURED 10/25 1.991 | 1.991 | 10/1/2025 | 120,000 | 116,925 | 0.04 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.114049 | 6/25/2030 | 2,334,326 | 115,428 | 0.04 |
ETSY INC SR UNSECURED 10/26 0.125 | 0.125 | 10/1/2026 | 110,000 | 106,798 | 0.04 |
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/2055 | 190,000 | 106,714 | 0.04 |
FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.22572 | 7/25/2041 | 1,165,771 | 105,817 | 0.04 |
MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A | 5.5 | 9/20/2049 | 105,806 | 103,165 | 0.04 |
FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/2027 | 101,880 | 100,708 | 0.04 |
MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/2027 | 100,000 | 98,817 | 0.04 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.568512 | 5/25/2030 | 1,437,626 | 97,181 | 0.04 |
FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 3.945263 | 9/25/2049 | 100,000 | 96,424 | 0.04 |
SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A | 6 | 4/20/2049 | 95,000 | 96,221 | 0.04 |
HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/2026 | 100,000 | 95,133 | 0.04 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.431484 | 5/25/2030 | 1,490,010 | 92,728 | 0.04 |
FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.846983 | 11/25/2030 | 2,403,922 | 92,646 | 0.04 |
TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A | 6.61 | 10/15/2027 | 89,206 | 89,971 | 0.03 |
COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/2052 | 100,000 | 88,188 | 0.03 |
FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/2036 | 84,766 | 87,335 | 0.03 |
BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/2050 | 88,596 | 86,982 | 0.03 |
FREDDIE MAC FHR 3806 L | 3.5 | 2/15/2026 | 87,593 | 86,882 | 0.03 |
FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.840918 | 10/25/2049 | 90,000 | 86,614 | 0.03 |
UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/2031 | 100,000 | 86,101 | 0.03 |
FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/2045 | 99,862 | 83,994 | 0.03 |
BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.220659 | 3/15/2062 | 1,928,825 | 82,861 | 0.03 |
FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 3.945263 | 9/25/2049 | 85,000 | 82,256 | 0.03 |
MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/2046 | 98,294 | 81,877 | 0.03 |
COMM MORTGAGE TRUST COMM 2020 CX C 144A | 2.683498 | 11/10/2046 | 100,000 | 80,997 | 0.03 |
FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 82,487 | 77,859 | 0.03 |
COMM MORTGAGE TRUST COMM 2020 CX D 144A | 2.683498 | 11/10/2046 | 100,000 | 77,203 | 0.03 |
FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/2039 | 77,882 | 75,637 | 0.03 |
VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/2037 | 66,000 | 69,485 | 0.03 |
BANK BANK 2019 BN18 XA | 0.881882 | 5/15/2062 | 2,093,970 | 65,659 | 0.03 |
FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.532113 | 10/25/2031 | 2,294,408 | 65,055 | 0.02 |
FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/2032 | 65,970 | 63,851 | 0.02 |
FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.751963 | 11/25/2050 | 65,000 | 62,243 | 0.02 |
BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.505107 | 1/15/2054 | 877,663 | 62,064 | 0.02 |
FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 58,145 | 57,755 | 0.02 |
FANNIE MAE CAS CAS 2016 C07 2M2 | 9.03327 | 5/25/2029 | 55,246 | 57,459 | 0.02 |
FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.023572 | 11/25/2032 | 67,000 | 56,644 | 0.02 |
FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/2043 | 65,405 | 55,679 | 0.02 |
FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/2040 | 52,432 | 52,764 | 0.02 |
FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 54,478 | 52,542 | 0.02 |
FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/2035 | 53,728 | 51,985 | 0.02 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.716759 | 12/25/2030 | 1,458,569 | 50,701 | 0.02 |
FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/2040 | 49,921 | 47,181 | 0.02 |
FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/2026 | 46,818 | 46,509 | 0.02 |
ETSY INC SR UNSECURED 09/27 0.125 | 0.125 | 9/1/2027 | 50,000 | 43,162 | 0.02 |
FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/2032 | 44,824 | 43,078 | 0.02 |
FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 44,850 | 42,389 | 0.02 |
FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/2033 | 42,800 | 41,399 | 0.02 |
FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/2036 | 42,096 | 40,730 | 0.02 |
FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/2035 | 42,065 | 40,715 | 0.02 |
FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/2040 | 41,205 | 39,964 | 0.02 |
FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.311443 | 1/25/2031 | 2,463,526 | 38,066 | 0.01 |
FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.726513 | 10/25/2049 | 40,000 | 38,003 | 0.01 |
FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/2039 | 38,632 | 37,468 | 0.01 |
FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/2036 | 36,763 | 37,259 | 0.01 |
FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/2037 | 36,036 | 35,814 | 0.01 |
FANNIE MAE CAS CAS 2017 C01 1M2 | 8.23327 | 7/25/2029 | 32,792 | 33,768 | 0.01 |
FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/2039 | 31,793 | 32,902 | 0.01 |
FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/2031 | 34,528 | 32,393 | 0.01 |
FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 34,246 | 32,368 | 0.01 |
FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/2040 | 33,987 | 32,081 | 0.01 |
FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 33,164 | 31,998 | 0.01 |
FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/2037 | 33,306 | 31,689 | 0.01 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.018836 | 10/25/2030 | 650,030 | 30,022 | 0.01 |
FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 31,533 | 29,804 | 0.01 |
FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/2028 | 30,356 | 29,354 | 0.01 |
FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/2036 | 27,977 | 29,017 | 0.01 |
DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.700331 | 9/15/2053 | 629,993 | 28,496 | 0.01 |
FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/2040 | 28,578 | 26,975 | 0.01 |
FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/2038 | 27,639 | 26,722 | 0.01 |
FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/2040 | 26,671 | 26,622 | 0.01 |
FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/2027 | 26,980 | 26,187 | 0.01 |
FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/2041 | 27,629 | 26,079 | 0.01 |
FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/2041 | 26,915 | 26,077 | 0.01 |
BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.782489 | 7/15/2053 | 484,525 | 25,437 | 0.01 |
FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/2037 | 23,914 | 24,146 | 0.01 |
FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/2041 | 23,888 | 23,199 | 0.01 |
FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/2027 | 23,182 | 22,861 | 0.01 |
FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 7.258 | 10/1/2043 | 21,956 | 22,448 | 0.01 |
FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/2041 | 21,867 | 21,827 | 0.01 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.73545 | 9/25/2027 | 1,266,797 | 20,770 | 0.01 |
FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/2040 | 21,460 | 20,283 | 0.01 |
FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/2040 | 20,667 | 20,045 | 0.01 |
FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/2046 | 23,126 | 19,996 | 0.01 |
FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/2027 | 20,004 | 19,557 | 0.01 |
FREDDIE MAC FHR 3800 CB | 3.5 | 2/15/2026 | 19,364 | 19,235 | 0.01 |
FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/2039 | 17,961 | 16,976 | 0.01 |
FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/2039 | 16,971 | 16,020 | 0.01 |
FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/2038 | 15,428 | 16,000 | 0.01 |
FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/2042 | 18,049 | 15,954 | 0.01 |
FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/2040 | 16,033 | 15,134 | 0.01 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.874198 | 11/25/2030 | 359,521 | 14,706 | 0.01 |
FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/2039 | 15,564 | 14,691 | 0.01 |
FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/2039 | 15,163 | 14,331 | 0.01 |
FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/2039 | 14,676 | 14,234 | 0.01 |
FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/2041 | 13,355 | 12,953 | 0 |
FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/2035 | 12,109 | 12,351 | 0 |
FREDDIE MAC FHR 3768 CB | 3.5 | 12/15/2025 | 11,997 | 11,915 | 0 |
FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/2036 | 11,885 | 11,278 | 0 |
FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/2035 | 11,617 | 11,226 | 0 |
FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/2039 | 11,824 | 11,161 | 0 |
FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/2040 | 11,389 | 11,060 | 0 |
FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/2040 | 11,147 | 10,525 | 0 |
FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 10,988 | 10,372 | 0 |
COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.85 | 3.85 | 2/1/2025 | 10,000 | 9,990 | 0 |
FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 9,500 | 9,437 | 0 |
FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/2031 | 9,411 | 8,871 | 0 |
FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/2035 | 8,160 | 8,107 | 0 |
FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/2033 | 7,735 | 7,716 | 0 |
FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 8,105 | 7,660 | 0 |
FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/2040 | 7,936 | 7,491 | 0 |
FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/2027 | 7,567 | 7,398 | 0 |
FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/2037 | 7,134 | 7,290 | 0 |
BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A | 2.8093 | 3/10/2033 | 6,565 | 6,541 | 0 |
FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/2036 | 6,107 | 6,342 | 0 |
FNMA POOL AW4685 FN 05/44 FLOATING VAR | 6.33 | 5/1/2044 | 6,203 | 6,252 | 0 |
FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/2036 | 6,240 | 6,029 | 0 |
FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/2040 | 6,105 | 5,762 | 0 |
FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 5,960 | 5,635 | 0 |
FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/2030 | 5,673 | 5,569 | 0 |
FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/2041 | 4,362 | 4,238 | 0 |
FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/2031 | 3,295 | 3,184 | 0 |
FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/2033 | 2,968 | 2,984 | 0 |
FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/2039 | 1,580 | 1,575 | 0 |
The composition of the Fund’s portfolio is subject to change.