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 | 4/15/2055 | 7,070,000 | 7,181,693 | 2.8 |
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/2030 | 8,000,000 | 6,790,935 | 2.7 |
| KFW GOVT GUARANT 02/34 4.375 | 4.375 | 2/28/2034 | 6,000,000 | 6,043,558 | 2.4 |
| FNMA PRIN STRIPS NOTES 07/37 0.00000 | 0 | 7/15/2037 | 9,000,000 | 5,025,230 | 2 |
| FEDERAL FARM CREDIT BANK BONDS 03/26 4.5 | 4.5 | 3/2/2026 | 5,000,000 | 5,018,965 | 2 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 05/25 0.00000 | 0.01 | 5/13/2025 | 5,000,000 | 4,975,275 | 1.9 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/2028 | 5,000,000 | 4,891,020 | 1.9 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/2027 | 5,000,000 | 4,625,865 | 1.8 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 4,732,220 | 3,968,309 | 1.6 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/2052 | 4,163,375 | 3,673,493 | 1.4 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/2037 | 6,000,000 | 3,508,442 | 1.4 |
| FEDERAL HOME LOAN BANK BONDS 03/26 4.125 | 4.125 | 3/13/2026 | 3,500,000 | 3,500,442 | 1.4 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 04/25 0.00000 | 0 | 4/14/2025 | 3,500,000 | 3,494,270 | 1.4 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/2052 | 4,090,527 | 3,303,260 | 1.3 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 160 A2 | 4.5 | 8/25/2033 | 3,270,526 | 3,258,482 | 1.3 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 4/15/2055 | 3,400,000 | 3,168,353 | 1.2 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/2052 | 3,861,493 | 3,134,094 | 1.2 |
| FED HM LN PC POOL SD3512 FR 08/53 FIXED 6 | 6 | 8/1/2053 | 3,060,412 | 3,116,804 | 1.2 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 4/15/2055 | 3,400,000 | 3,111,282 | 1.2 |
| FED HM LN PC POOL SD5316 FR 04/54 FIXED 6 | 6 | 4/1/2054 | 2,978,401 | 3,026,802 | 1.2 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/2027 | 3,000,000 | 2,833,949 | 1.1 |
| FEDERAL HOME LOAN BANK BONDS 11/35 3.315 | 3.315 | 11/13/2035 | 3,000,000 | 2,719,860 | 1.1 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 4/15/2055 | 3,200,000 | 2,543,648 | 1 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/2030 | 3,000,000 | 2,521,310 | 1 |
| FED HM LN PC POOL RJ0441 FR 12/53 FIXED 6 | 6 | 12/1/2053 | 2,393,528 | 2,442,463 | 1 |
| GNMA II TBA 30 YR 2 JUMBOS | 2 | 4/15/2055 | 2,900,000 | 2,372,244 | 0.9 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 | 5.5 | 9/1/2053 | 2,249,838 | 2,250,087 | 0.9 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 | 5.5 | 5/1/2053 | 2,245,008 | 2,246,413 | 0.9 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 2,612,295 | 2,197,615 | 0.9 |
| FED HM LN PC POOL RA9298 FR 06/53 FIXED 5.5 | 5.5 | 6/1/2053 | 2,188,536 | 2,189,850 | 0.9 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/2049 | 3,250,000 | 2,181,445 | 0.9 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/2052 | 2,485,097 | 2,160,805 | 0.8 |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 1.5 | 7/31/2053 | 3,665,000 | 2,150,301 | 0.8 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/53 1.8 | 1.8 | 8/15/2053 | 2,605,000 | 2,147,566 | 0.8 |
| FED HM LN PC POOL SD8431 FR 05/54 FIXED 5.5 | 5.5 | 5/1/2054 | 1,902,599 | 1,901,339 | 0.7 |
| FNMA POOL MA5553 FN 12/54 FIXED 5.5 | 5.5 | 12/1/2054 | 1,902,175 | 1,900,618 | 0.7 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 4/15/2055 | 2,200,000 | 1,876,768 | 0.7 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/2049 | 1,920,405 | 1,810,419 | 0.7 |
| BNP PARIBAS SUBORDINATED 144A 11/35 VAR | 5.906 | 11/19/2035 | 1,640,000 | 1,621,448 | 0.6 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/2039 | 1,750,000 | 1,620,878 | 0.6 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 162 A2 | 5.15 | 12/25/2033 | 1,500,000 | 1,561,787 | 0.6 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/2030 | 1,500,000 | 1,554,159 | 0.6 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 4/15/2055 | 1,600,000 | 1,535,250 | 0.6 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 3.5 | 4/15/2055 | 1,700,000 | 1,533,328 | 0.6 |
| GNMA II TBA 30 YR 4 JUMBOS | 4 | 4/15/2055 | 1,600,000 | 1,497,924 | 0.6 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 04/25 0.00000 | 0 | 4/15/2025 | 1,500,000 | 1,497,369 | 0.6 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/2037 | 1,800,000 | 1,493,815 | 0.6 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/2026 | 1,500,000 | 1,458,941 | 0.6 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/2041 | 1,615,000 | 1,420,504 | 0.6 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/2028 | 1,400,000 | 1,275,502 | 0.5 |
| FED HM LN PC POOL RJ2242 FR 08/54 FIXED 5.5 | 5.5 | 8/1/2054 | 1,270,352 | 1,270,490 | 0.5 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR | 5.601 | 3/20/2030 | 1,240,000 | 1,269,825 | 0.5 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/2045 | 1,325,000 | 1,260,506 | 0.5 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A | 5.08 | 6/21/2050 | 1,215,000 | 1,219,721 | 0.5 |
| CESKA SPORITELNA AS REGS 09/28 VAR | 0.5 | 9/13/2028 | 1,200,000 | 1,216,170 | 0.5 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR | 6.253 | 9/16/2026 | 1,200,000 | 1,208,378 | 0.5 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | 7.75 | 12/31/2099 | 1,150,000 | 1,201,749 | 0.5 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/2030 | 1,440,000 | 1,178,433 | 0.5 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/2051 | 2,390,000 | 1,169,897 | 0.5 |
| FED HM LN PC POOL SD3684 FR 11/52 FIXED 4.5 | 4.5 | 11/1/2052 | 1,218,769 | 1,168,347 | 0.5 |
| ROMANIA SR UNSECURED REGS 01/32 2 | 2 | 1/28/2032 | 1,360,000 | 1,166,775 | 0.5 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/2030 | 1,200,000 | 1,161,686 | 0.5 |
| APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/2062 | 1,435,000 | 1,151,521 | 0.5 |
| BNP PARIBAS REGS 01/29 VAR | 4.375 | 1/13/2029 | 1,000,000 | 1,119,563 | 0.4 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 6.07 | 10/22/2027 | 1,090,000 | 1,115,938 | 0.4 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/2050 | 1,885,902 | 1,100,250 | 0.4 |
| REPUBLIC OF COLOMBIA SR UNSECURED 11/35 8 | 8 | 11/14/2035 | 1,090,000 | 1,097,630 | 0.4 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.1607 | 5/25/2051 | 1,070,000 | 1,051,680 | 0.4 |
| STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/2054 | 1,200,000 | 1,013,905 | 0.4 |
| AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 9 | 9 | 1/20/2031 | 960,000 | 1,010,176 | 0.4 |
| BX TRUST BX 2024 VLT5 A 144A | 5.049735 | 11/13/2046 | 1,000,000 | 997,606 | 0.4 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | 2 | 4/15/2040 | 1,100,000 | 994,329 | 0.4 |
| CREDIT AGRICOLE LONDON 144A 01/27 4.125 | 4.125 | 1/10/2027 | 1,000,000 | 993,079 | 0.4 |
| GNMA II POOL MA8948 G2 06/53 FIXED 5.5 | 5.5 | 6/20/2053 | 981,383 | 986,231 | 0.4 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 | 1.375 | 11/15/2025 | 1,000,000 | 979,122 | 0.4 |
| COLUMBIA UNIVERSITY UNSECURED 10/35 4.355 | 4.355 | 10/1/2035 | 995,000 | 950,561 | 0.4 |
| PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | 4.95 | 1/15/2031 | 985,000 | 946,914 | 0.4 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/2033 | 999,805 | 946,042 | 0.4 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 7.337 | 11/15/2036 | 955,000 | 941,181 | 0.4 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 4/15/2055 | 1,125,000 | 935,629 | 0.4 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/2040 | 1,250,000 | 923,589 | 0.4 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/2029 | 1,000,000 | 911,137 | 0.4 |
| BX TRUST BX 2022 CLS A 144A | 5.76 | 10/13/2027 | 892,000 | 903,117 | 0.4 |
| HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/2038 | 915,000 | 886,518 | 0.3 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/2032 | 1,000,000 | 858,642 | 0.3 |
| VANTAGE DATA CENTERS JERSEY BO VDCUK 2024 1A A2 144A | 6.172 | 5/28/2039 | 645,000 | 849,467 | 0.3 |
| THE NHP FOUNDATION SR UNSECURED 12/28 5.85 | 5.85 | 12/1/2028 | 800,000 | 824,327 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/2044 | 974,000 | 821,934 | 0.3 |
| AFRICELL HOLDING LTD SR SECURED 144A 10/29 10.5 | 10.5 | 10/23/2029 | 835,000 | 819,498 | 0.3 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/2040 | 940,000 | 819,140 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/2045 | 1,000,000 | 804,560 | 0.3 |
| HUNGARY SR UNSECURED REGS 09/33 5.375 | 5.375 | 9/12/2033 | 705,000 | 797,459 | 0.3 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/2040 | 925,000 | 797,425 | 0.3 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/2030 | 885,000 | 790,677 | 0.3 |
| BPCE SA 144A 01/31 VAR | 5.876 | 1/14/2031 | 770,000 | 788,993 | 0.3 |
| FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/2050 | 1,246,009 | 787,040 | 0.3 |
| FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/2048 | 996,757 | 781,025 | 0.3 |
| GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/2026 | 800,800 | 777,585 | 0.3 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/2037 | 800,000 | 772,544 | 0.3 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/2028 | 770,000 | 756,967 | 0.3 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/2117 | 1,000,000 | 752,510 | 0.3 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/2029 | 800,000 | 751,490 | 0.3 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/2026 | 750,000 | 751,066 | 0.3 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 765,000 | 738,302 | 0.3 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/2031 | 750,000 | 731,105 | 0.3 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/2041 | 835,000 | 715,333 | 0.3 |
| BLOCK INC SR UNSECURED 144A 05/32 6.5 | 6.5 | 5/15/2032 | 700,000 | 707,932 | 0.3 |
| BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/2026 | 705,000 | 702,192 | 0.3 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/2036 | 852,000 | 699,690 | 0.3 |
| COMM MORTGAGE TRUST COMM 2020 CX A 144A | 2.173 | 11/10/2046 | 825,000 | 696,787 | 0.3 |
| LENDBUZZ SECURITIZATION TRUST 05/29 5.99 | 5.99 | 5/15/2029 | 658,864 | 665,338 | 0.3 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/2027 | 670,000 | 654,361 | 0.3 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/2062 | 1,000,000 | 652,868 | 0.3 |
| HUDSON YARDS HY 2019 30HY A 144A | 3.228 | 7/10/2039 | 700,000 | 648,075 | 0.3 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/2028 | 670,000 | 647,491 | 0.3 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/2041 | 865,000 | 647,327 | 0.3 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.494847 | 11/25/2052 | 700,000 | 644,917 | 0.3 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 1.937 | 8/15/2046 | 660,000 | 632,561 | 0.2 |
| MBANK SA REGS 09/27 VAR | 0.966 | 9/21/2027 | 600,000 | 625,120 | 0.2 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/2033 | 600,000 | 617,248 | 0.2 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/2039 | 1,060,000 | 612,370 | 0.2 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A | 4.97 | 10/15/2029 | 609,515 | 610,199 | 0.2 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/2030 | 615,000 | 608,519 | 0.2 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/2031 | 611,491 | 607,193 | 0.2 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 144A 07/34 6.375 | 6.375 | 7/1/2034 | 600,000 | 593,428 | 0.2 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/2028 | 600,000 | 591,841 | 0.2 |
| (SUNNOVA) AURORA I ISSUER, LLC SNVA 2020 AA A 144A | 2.98 | 6/20/2047 | 659,889 | 589,724 | 0.2 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/2031 | 640,000 | 580,076 | 0.2 |
| SITIOS LATINOAMERICA COMPANY GUAR 144A 11/29 6 | 6 | 11/25/2029 | 570,000 | 576,025 | 0.2 |
| BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR | 0.583 | 8/24/2028 | 560,000 | 573,990 | 0.2 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A | 7.32448 | 6/15/2038 | 655,000 | 567,075 | 0.2 |
| LIMAK YENILENEBILIR SR UNSECURED 144A 08/30 9.625 | 9.625 | 8/12/2030 | 575,000 | 566,231 | 0.2 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/2030 | 595,000 | 559,049 | 0.2 |
| COMM MORTGAGE TRUST COMM 2020 SBX A 144A | 1.67 | 1/10/2038 | 595,000 | 558,795 | 0.2 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A | 6.35 | 10/15/2047 | 540,000 | 542,587 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.647079 | 10/25/2052 | 565,000 | 534,088 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.320454 | 12/25/2050 | 550,000 | 531,114 | 0.2 |
| VANTAGE DATA CENTERS LLC VDC 2024 1A A2 144A | 5.1 | 9/15/2054 | 520,000 | 514,198 | 0.2 |
| BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/2026 | 500,000 | 500,547 | 0.2 |
| GEN DIGITAL INC COMPANY GUAR 144A 04/33 6.25 | 6.25 | 4/1/2033 | 500,000 | 498,976 | 0.2 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/2031 | 560,000 | 492,461 | 0.2 |
| BIOGROUP LCD 2021 EUR TERM LOAN B | 0 | 2/9/2028 | 465,000 | 490,130 | 0.2 |
| AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/2027 | 500,000 | 489,037 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.45609 | 12/25/2051 | 525,000 | 488,415 | 0.2 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/2046 | 554,258 | 487,344 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.534095 | 2/25/2052 | 520,000 | 486,913 | 0.2 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/2028 | 500,000 | 483,511 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 3.922984 | 8/25/2052 | 500,000 | 477,799 | 0.2 |
| AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/2030 | 400,000 | 472,624 | 0.2 |
| BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR | 6.253 | 9/16/2026 | 465,000 | 468,247 | 0.2 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/2052 | 641,473 | 455,918 | 0.2 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/2067 | 473,979 | 455,822 | 0.2 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/2029 | 500,000 | 455,243 | 0.2 |
| ZELIS PAYMENTS BUYER INC TERM LOAN B | 0 | 9/28/2029 | 453,850 | 451,135 | 0.2 |
| AXIAN TELECOM COMPANY GUAR 144A 02/27 7.375 | 7.375 | 2/16/2027 | 445,000 | 449,116 | 0.2 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/2032 | 500,000 | 434,488 | 0.2 |
| COMM MORTGAGE TRUST COMM 2020 CX B 144A | 2.446 | 11/10/2046 | 524,000 | 433,739 | 0.2 |
| BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/2026 | 430,000 | 425,461 | 0.2 |
| ALTIUM PACKAGING LLC 2024 TERM LOAN B | 0 | 6/11/2031 | 426,775 | 424,641 | 0.2 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/2041 | 435,000 | 423,793 | 0.2 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/2031 | 475,000 | 421,219 | 0.2 |
| HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/2052 | 470,000 | 420,062 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.083605 | 10/25/2031 | 461,000 | 409,745 | 0.2 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.375 | 7.375 | 4/2/2032 | 400,000 | 404,776 | 0.2 |
| GREENKO DUTCH BV SR SECURED REGS 03/26 3.85 | 3.85 | 3/29/2026 | 413,600 | 401,610 | 0.2 |
| PROAMPAC PG BORROWER LLC 2024 TERM LOAN | 0 | 9/15/2028 | 400,489 | 399,738 | 0.2 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/2027 | 430,000 | 397,785 | 0.2 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | 2.9 | 1/15/2027 | 400,000 | 387,159 | 0.2 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/2046 | 437,314 | 386,908 | 0.2 |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR B 144A | 5.90272 | 4/15/2042 | 385,000 | 384,946 | 0.2 |
| RUSSELL INVSTM US INSTL HOLD I 2024 PIK TERM LOAN | 0 | 5/30/2027 | 395,354 | 383,823 | 0.2 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/2041 | 445,000 | 380,961 | 0.1 |
| FNMA POOL 310229 FN 08/43 FIXED VAR | 3.5 | 8/1/2043 | 406,147 | 378,014 | 0.1 |
| BX TRUST BX 2022 CLS B 144A | 6.3 | 10/13/2027 | 375,000 | 375,988 | 0.1 |
| BOELS TOPHOLDING BV 2025 EUR TERM LOAN B | 0 | 5/23/2031 | 344,828 | 372,296 | 0.1 |
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.258 | 1.258 | 7/1/2025 | 375,000 | 371,930 | 0.1 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/2035 | 380,000 | 370,081 | 0.1 |
| DCERT BUYER INC 2019 TERM LOAN B | 0 | 10/16/2026 | 375,033 | 365,277 | 0.1 |
| ZORLU ENERJI ELEKTRIK COMPANY GUAR 144A 04/30 11 | 11 | 4/23/2030 | 370,000 | 359,261 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A | 7.5 | 12/15/2028 | 344,155 | 352,958 | 0.1 |
| CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A | 6 | 10/25/2057 | 344,488 | 344,731 | 0.1 |
| ATHENAHEALTH GROUP INC 2025 TERM LOAN B | 0 | 2/15/2029 | 347,680 | 344,203 | 0.1 |
| COMPASS DATACENTERS ISSUER II, CMPDC 2024 2A A1 144A | 5.022 | 8/25/2049 | 340,000 | 338,314 | 0.1 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A4 | 3.617 | 9/15/2057 | 340,000 | 337,531 | 0.1 |
| RETAINED VANTAGE DATA CENTERS VDCR 2024 1A A2 144A | 4.992 | 9/15/2049 | 340,000 | 334,539 | 0.1 |
| MOSAIC SOLAR LOANS LLC MSAIC 2025 1A A 144A | 6.12 | 8/22/2050 | 325,568 | 329,046 | 0.1 |
| VERISURE HOLDING AB 2021 EURO TERM LOAN | 0 | 3/27/2028 | 300,000 | 324,303 | 0.1 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/2032 | 375,000 | 315,687 | 0.1 |
| NEW YORK NY NYC 10/54 FIXED 5.114 | 5.114 | 10/1/2054 | 320,000 | 310,761 | 0.1 |
| IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25 | 8.25 | 11/29/2031 | 300,000 | 298,816 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.776794 | 10/25/2055 | 1,989,611 | 297,040 | 0.1 |
| GO DADDY OPERATING COMPANY LLC 2024 TERM LOAN B7 | 0 | 5/30/2031 | 296,137 | 294,805 | 0.1 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/2031 | 350,000 | 293,422 | 0.1 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/2030 | 325,000 | 290,274 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 3.922984 | 8/25/2052 | 307,000 | 289,584 | 0.1 |
| CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/2058 | 284,178 | 285,309 | 0.1 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A | 6 | 8/17/2048 | 280,000 | 282,765 | 0.1 |
| CORE + MAIN LP 2024 REPRICED TERM LOAN B | 0 | 2/9/2031 | 282,155 | 281,450 | 0.1 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/2048 | 306,845 | 280,653 | 0.1 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/2046 | 299,208 | 274,921 | 0.1 |
| CHARTER COMM OPETING LLC 2024 TERM LOAN B5 | 0 | 12/15/2031 | 275,123 | 274,486 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/2028 | 267,727 | 272,622 | 0.1 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/2049 | 389,749 | 267,959 | 0.1 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/2027 | 265,000 | 264,753 | 0.1 |
| AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A | 7.12 | 3/15/2027 | 234,915 | 235,273 | 0.1 |
| CANARY WHARF GROUP SR SECURED REGS 04/28 3.375 | 3.375 | 4/23/2028 | 200,000 | 233,314 | 0.1 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/2041 | 335,000 | 233,249 | 0.1 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.76299 | 9/25/2045 | 2,085,041 | 232,870 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/2028 | 227,879 | 231,548 | 0.1 |
| HOLOGIC INC COMPANY GUAR 144A 02/29 3.25 | 3.25 | 2/15/2029 | 250,000 | 230,805 | 0.1 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A B 144A | 5.71 | 5/15/2028 | 225,000 | 226,373 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A | 4.22 | 5/17/2027 | 223,999 | 223,394 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.636399 | 11/25/2029 | 8,784,908 | 220,812 | 0.1 |
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A | 6.74089 | 9/15/2034 | 228,000 | 219,896 | 0.1 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/2066 | 237,534 | 219,014 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.752433 | 11/25/2050 | 220,000 | 214,932 | 0.1 |
| AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B | 0 | 1/31/2031 | 206,162 | 206,125 | 0.1 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/2027 | 205,000 | 203,147 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 0.924365 | 9/25/2030 | 4,910,544 | 201,402 | 0.1 |
| DEXCOM INC SR UNSECURED 11/25 0.25 | 0.25 | 11/15/2025 | 205,000 | 199,926 | 0.1 |
| AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75 | 6.75 | 5/20/2029 | 200,000 | 198,811 | 0.1 |
| INTERCONTINENTALEXCHANGE SR UNSECURED 09/28 3.625 | 3.625 | 9/1/2028 | 200,000 | 194,811 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.768586 | 9/25/2051 | 204,000 | 193,006 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.141775 | 9/25/2030 | 3,994,757 | 192,917 | 0.1 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/2050 | 300,000 | 189,145 | 0.1 |
| AMERICAN INTL GROUP SR UNSECURED 04/26 3.9 | 3.9 | 4/1/2026 | 190,000 | 188,545 | 0.1 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 6.069 | 6.069 | 7/1/2033 | 175,000 | 185,802 | 0.1 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/2046 | 207,170 | 181,722 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.37049 | 6/25/2030 | 3,154,487 | 178,531 | 0.1 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/2058 | 182,835 | 172,379 | 0.1 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 2A A 144A | 6.36 | 12/15/2027 | 170,030 | 171,113 | 0.1 |
| BLACKHAWK NETWORK HOLDINGS INC 2025 TERM LOAN B | 0 | 3/12/2029 | 168,826 | 168,404 | 0.1 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A C 144A | 6.25 | 6/21/2050 | 165,000 | 165,243 | 0.1 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/34 FIXED 5.343 | 5.343 | 12/1/2034 | 165,000 | 162,875 | 0.1 |
| USI INC 2024 TERM LOAN D | 0 | 11/21/2029 | 162,131 | 160,915 | 0.1 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/2048 | 171,902 | 157,010 | 0.1 |
| BON SECOURS MERCY SECURED 06/25 1.35 | 1.35 | 6/1/2025 | 155,000 | 154,152 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.081671 | 7/25/2050 | 155,000 | 152,310 | 0.1 |
| (SUNNOVA) AURORA I ISSUER, LLC SNVA 2021 A A 144A | 1.8 | 2/20/2048 | 187,139 | 147,357 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.375441 | 6/25/2030 | 2,521,477 | 145,726 | 0.1 |
| BANK BANK 2019 BN24 XA | 0.632601 | 11/15/2062 | 5,434,143 | 142,970 | 0.1 |
| BANK BANK 2020 BN28 XA | 1.759042 | 3/15/2063 | 1,866,012 | 141,894 | 0.1 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/2040 | 140,521 | 135,479 | 0.1 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 5 | 5 | 7/1/2025 | 135,000 | 134,980 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.037809 | 7/25/2027 | 136,000 | 133,385 | 0.1 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/2045 | 148,291 | 132,717 | 0.1 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/2042 | 144,957 | 132,062 | 0.1 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/2030 | 130,000 | 128,019 | 0.1 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A B 144A | 4.56 | 2/15/2029 | 125,000 | 124,752 | 0 |
| SUNNOVA HESTIA II ISSUER, LLC SNVA 2024 GRID1 1A 144A | 5.63 | 7/20/2051 | 122,876 | 123,651 | 0 |
| HOWARD UNIVERSITY INSURED 10/25 1.991 | 1.991 | 10/1/2025 | 120,000 | 117,772 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.113765 | 6/25/2030 | 2,332,868 | 112,518 | 0 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/2055 | 190,000 | 109,406 | 0 |
| ETSY INC SR UNSECURED 10/26 0.125 | 0.125 | 10/1/2026 | 110,000 | 106,013 | 0 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.226202 | 7/25/2041 | 1,161,365 | 105,069 | 0 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/2027 | 100,000 | 100,020 | 0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A | 5.5 | 9/20/2049 | 101,397 | 99,927 | 0 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A | 4.43 | 1/18/2028 | 99,123 | 98,961 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 3.946025 | 9/25/2049 | 100,000 | 97,757 | 0 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/2026 | 100,000 | 96,501 | 0 |
| SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A | 6 | 4/20/2049 | 95,000 | 96,418 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.568081 | 5/25/2030 | 1,435,861 | 94,406 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.846054 | 11/25/2030 | 2,400,166 | 90,236 | 0 |
| COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/2052 | 100,000 | 90,195 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.431112 | 5/25/2030 | 1,488,374 | 89,346 | 0 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/2031 | 100,000 | 88,522 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.841317 | 10/25/2049 | 90,000 | 88,081 | 0 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/2036 | 81,715 | 85,337 | 0 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/2045 | 98,633 | 84,615 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 3.946025 | 9/25/2049 | 85,000 | 83,717 | 0 |
| COMM MORTGAGE TRUST COMM 2020 CX C 144A | 2.683498 | 11/10/2046 | 100,000 | 82,254 | 0 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/2027 | 81,167 | 80,316 | 0 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/2050 | 81,217 | 79,912 | 0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/2046 | 94,545 | 79,874 | 0 |
| COMM MORTGAGE TRUST COMM 2020 CX D 144A | 2.683498 | 11/10/2046 | 100,000 | 78,923 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.2206 | 3/15/2062 | 1,923,609 | 78,309 | 0 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 78,923 | 76,043 | 0 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/2039 | 75,759 | 74,957 | 0 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/2037 | 66,000 | 69,964 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.53204 | 10/25/2031 | 2,293,782 | 64,256 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.752433 | 11/25/2050 | 65,000 | 63,089 | 0 |
| BANK BANK 2019 BN18 XA | 0.881672 | 5/15/2062 | 2,089,264 | 62,285 | 0 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A | 6.61 | 10/15/2027 | 61,370 | 61,769 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.503354 | 1/15/2054 | 876,643 | 60,032 | 0 |
| FREDDIE MAC FHR 3806 L | 3.5 | 2/15/2026 | 60,345 | 59,950 | 0 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/2032 | 61,228 | 59,946 | 0 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.02411 | 11/25/2032 | 67,000 | 58,372 | 0 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 55,827 | 56,273 | 0 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/2043 | 64,645 | 56,024 | 0 |
| FANNIE MAE CAS CAS 2016 C07 2M2 | 8.80417 | 5/25/2029 | 51,561 | 53,594 | 0 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/2040 | 51,181 | 52,114 | 0 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/2035 | 52,526 | 51,713 | 0 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 51,528 | 50,286 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.716301 | 12/25/2030 | 1,457,595 | 48,969 | 0 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/2040 | 48,508 | 46,756 | 0 |
| ETSY INC SR UNSECURED 09/27 0.125 | 0.125 | 9/1/2027 | 50,000 | 44,063 | 0 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 43,565 | 41,974 | 0 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/2036 | 41,153 | 40,515 | 0 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/2032 | 41,379 | 40,418 | 0 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/2033 | 41,158 | 40,407 | 0 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/2035 | 40,009 | 39,353 | 0 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/2040 | 39,794 | 39,303 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.72699 | 10/25/2049 | 40,000 | 38,624 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.311318 | 1/25/2031 | 2,463,171 | 36,899 | 0 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/2036 | 35,477 | 36,370 | 0 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/2039 | 36,735 | 36,301 | 0 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/2037 | 34,461 | 34,756 | 0 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 32,893 | 31,773 | 0 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/2040 | 32,949 | 31,767 | 0 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/2037 | 32,502 | 31,638 | 0 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/2031 | 33,266 | 31,637 | 0 |
| FANNIE MAE CAS CAS 2017 C01 1M2 | 8.00417 | 7/25/2029 | 30,641 | 31,446 | 0 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 31,288 | 30,529 | 0 |
| FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/2026 | 30,628 | 30,473 | 0 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/2039 | 28,748 | 29,945 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.017911 | 10/25/2030 | 648,647 | 28,950 | 0 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 29,866 | 28,850 | 0 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/2036 | 26,847 | 28,003 | 0 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/2028 | 27,452 | 26,673 | 0 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.718869 | 9/15/2053 | 586,655 | 26,661 | 0 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/2040 | 26,322 | 26,596 | 0 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/2040 | 27,548 | 26,525 | 0 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/2038 | 26,580 | 26,265 | 0 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/2041 | 27,078 | 26,056 | 0 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/2041 | 26,118 | 25,690 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.806357 | 7/15/2053 | 461,239 | 24,050 | 0 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/2037 | 22,958 | 23,450 | 0 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/2041 | 23,084 | 22,806 | 0 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/2027 | 23,384 | 22,772 | 0 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 7.258 | 10/1/2043 | 21,804 | 22,345 | 0 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/2041 | 21,570 | 21,795 | 0 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/2046 | 22,924 | 20,252 | 0 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/2040 | 20,872 | 20,118 | 0 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/2040 | 19,787 | 19,548 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.733499 | 9/25/2027 | 1,263,795 | 19,285 | 0 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/2027 | 19,434 | 19,205 | 0 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/2039 | 17,632 | 17,032 | 0 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/2027 | 16,812 | 16,486 | 0 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/2039 | 16,629 | 16,043 | 0 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/2042 | 17,737 | 16,026 | 0 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/2038 | 15,076 | 15,727 | 0 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/2040 | 15,545 | 14,988 | 0 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/2039 | 15,077 | 14,545 | 0 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/2039 | 14,858 | 14,343 | 0 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/2039 | 14,434 | 14,263 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.872965 | 11/25/2030 | 358,777 | 14,231 | 0 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/2041 | 12,974 | 12,809 | 0 |
| FREDDIE MAC FHR 3800 CB | 3.5 | 2/15/2026 | 12,190 | 12,127 | 0 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/2035 | 11,662 | 11,898 | 0 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/2036 | 11,642 | 11,304 | 0 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/2035 | 11,239 | 11,038 | 0 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/2039 | 11,423 | 11,021 | 0 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/2040 | 11,043 | 10,912 | 0 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/2040 | 10,732 | 10,332 | 0 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 10,154 | 9,784 | 0 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 9,099 | 9,173 | 0 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/2031 | 8,892 | 8,495 | 0 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/2035 | 7,806 | 7,869 | 0 |
| FREDDIE MAC FHR 3768 CB | 3.5 | 12/15/2025 | 7,885 | 7,840 | 0 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 7,991 | 7,702 | 0 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/2040 | 7,811 | 7,524 | 0 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/2033 | 7,198 | 7,258 | 0 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/2037 | 6,815 | 7,036 | 0 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/2027 | 6,583 | 6,459 | 0 |
| FNMA POOL AW4685 FN 05/44 FLOATING VAR | 6.58 | 5/1/2044 | 6,165 | 6,254 | 0 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/2036 | 5,942 | 6,205 | 0 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/2036 | 6,038 | 5,930 | 0 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/2040 | 5,918 | 5,698 | 0 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 5,589 | 5,394 | 0 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/2030 | 5,258 | 5,212 | 0 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/2041 | 4,176 | 4,074 | 0 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/2031 | 3,102 | 3,032 | 0 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/2033 | 2,812 | 2,848 | 0 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/2039 | 1,527 | 1,541 | 0 |
The composition of the Fund’s portfolio is subject to change.