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 | 4/11/54 | 11,900,000 | 12,010,196 | 4.41 |
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/30 | 8,000,000 | 6,481,136 | 2.38 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 4/11/54 | 5,800,000 | 5,371,716 | 1.97 |
| FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 6 | 5/15/54 | 5,100,000 | 5,145,833 | 1.89 |
| FEDERAL FARM CREDIT BANK BONDS 03/26 4.5 | 4.5 | 3/2/26 | 5,000,000 | 4,983,323 | 1.83 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 05/24 0.00000 | 0.01 | 5/3/24 | 5,000,000 | 4,973,950 | 1.83 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 05/24 0.00000 | 0.01 | 5/10/24 | 5,000,000 | 4,968,885 | 1.82 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 4/18/54 | 5,300,000 | 4,823,178 | 1.77 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/28 | 5,000,000 | 4,785,645 | 1.76 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/27 | 5,000,000 | 4,409,442 | 1.62 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.5 | 4/11/54 | 4,430,000 | 4,408,703 | 1.62 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/51 | 4,983,834 | 4,134,063 | 1.52 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/52 | 4,515,137 | 3,947,512 | 1.45 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 4/11/54 | 4,800,000 | 3,798,242 | 1.39 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/52 | 4,469,646 | 3,592,545 | 1.32 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/52 | 4,307,607 | 3,471,109 | 1.27 |
| FEDERAL HOME LOAN BANK BONDS 03/26 4.125 | 4.125 | 3/13/26 | 3,500,000 | 3,465,782 | 1.27 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/37 | 6,000,000 | 3,330,016 | 1.22 |
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 4.5 | 4/11/54 | 3,330,000 | 3,171,421 | 1.16 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/27 | 3,000,000 | 2,703,848 | 0.99 |
| FEDERAL HOME LOAN BANK BONDS 03/25 2.375 | 2.375 | 3/14/25 | 2,710,000 | 2,642,729 | 0.97 |
| FREDDIE MAC NOTES 02/25 1.5 | 1.5 | 2/12/25 | 2,600,000 | 2,519,892 | 0.93 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 05/24 0.00000 | 0.01 | 5/17/24 | 2,500,000 | 2,481,910 | 0.91 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 06/24 0.00000 | 0.01 | 6/26/24 | 2,500,000 | 2,467,781 | 0.91 |
| FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE | 4.5 | 4/16/39 | 2,500,000 | 2,461,608 | 0.90 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 07/24 0.00000 | 0.01 | 7/19/24 | 2,500,000 | 2,459,940 | 0.90 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 08/24 0.00000 | 0.01 | 8/23/24 | 2,500,000 | 2,447,840 | 0.90 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/30 | 3,000,000 | 2,408,317 | 0.88 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/51 | 2,824,721 | 2,355,391 | 0.86 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/52 | 2,659,931 | 2,292,941 | 0.84 |
| FED HM LN PC POOL SD8246 FR 09/52 FIXED 5 | 5 | 9/1/52 | 2,311,684 | 2,258,204 | 0.83 |
| FED HM LN PC POOL RA9298 FR 06/53 FIXED 5.5 | 5.5 | 6/1/53 | 2,257,943 | 2,249,011 | 0.83 |
| FNMA POOL MA4761 FN 09/52 FIXED 5 | 5 | 9/1/52 | 2,288,126 | 2,235,191 | 0.82 |
| FANNIE MAE NOTES 07/37 5.625 | 5.625 | 7/15/37 | 2,000,000 | 2,209,074 | 0.81 |
| FNMA POOL CB7240 FN 10/53 FIXED 6 | 6 | 10/1/53 | 2,171,265 | 2,191,395 | 0.80 |
| FED HM LN PC POOL RJ0094 FR 10/53 FIXED 6 | 6 | 10/1/53 | 2,144,921 | 2,164,807 | 0.79 |
| FED HM LN PC POOL RA9878 FR 09/53 FIXED 6 | 6 | 9/1/53 | 2,127,817 | 2,147,544 | 0.79 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/49 | 3,250,000 | 2,135,963 | 0.78 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 5 | 4/11/54 | 2,000,000 | 1,951,639 | 0.72 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 4/18/54 | 2,200,000 | 1,874,072 | 0.69 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | 2 | 4/16/39 | 2,100,000 | 1,861,352 | 0.68 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/49 | 1,965,270 | 1,838,292 | 0.67 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/39 | 1,750,000 | 1,551,370 | 0.57 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 4/18/54 | 1,600,000 | 1,537,576 | 0.56 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 3.5 | 4/11/54 | 1,700,000 | 1,521,557 | 0.56 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/30 | 1,500,000 | 1,506,484 | 0.55 |
| GNMA II TBA 30 YR 4 JUMBOS | 4 | 4/18/54 | 1,600,000 | 1,497,353 | 0.55 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/37 | 1,800,000 | 1,465,652 | 0.54 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/26 | 1,500,000 | 1,396,119 | 0.51 |
| VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.133 | 3.133 | 2/26/25 | 1,380,000 | 1,344,396 | 0.49 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/28 | 1,400,000 | 1,248,558 | 0.46 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/41 | 1,615,000 | 1,248,169 | 0.46 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR | 5.601 | 3/20/30 | 1,240,000 | 1,244,662 | 0.46 |
| RICE UNIVERSITY UNSECURED 05/55 3.774 | 3.774 | 5/15/55 | 1,490,000 | 1,232,516 | 0.45 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/45 | 1,325,000 | 1,229,018 | 0.45 |
| APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/62 | 1,435,000 | 1,219,270 | 0.45 |
| MT SINAI HOSPITAL SECURED 07/35 3.831 | 3.831 | 7/1/35 | 1,400,000 | 1,216,644 | 0.45 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR | 6.253 | 9/16/26 | 1,200,000 | 1,207,899 | 0.44 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/31 | 1,219,941 | 1,205,577 | 0.44 |
| EQUINIX INC SR UNSECURED 03/33 1 | 1 | 3/15/33 | 1,345,000 | 1,157,640 | 0.43 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/30 | 1,200,000 | 1,135,268 | 0.42 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/30 | 1,440,000 | 1,125,619 | 0.41 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 6.07 | 10/22/27 | 1,090,000 | 1,112,471 | 0.41 |
| BNP PARIBAS REGS 01/29 VAR | 4.375 | 1/13/29 | 1,000,000 | 1,109,443 | 0.41 |
| ADVOCATE HEALTH CORP SR UNSECURED 08/28 3.829 | 3.829 | 8/15/28 | 1,115,000 | 1,075,894 | 0.40 |
| STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/54 | 1,200,000 | 1,063,372 | 0.39 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/50 | 1,885,902 | 1,050,820 | 0.39 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.16085 | 5/25/51 | 1,070,000 | 1,021,472 | 0.38 |
| CREDIT AGRICOLE LONDON 144A 01/27 4.125 | 4.125 | 1/10/27 | 1,000,000 | 974,127 | 0.36 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/33 | 1,000,000 | 950,691 | 0.35 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/40 | 1,250,000 | 932,141 | 0.34 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 | 1.375 | 11/15/25 | 1,000,000 | 930,863 | 0.34 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 4/11/54 | 1,125,000 | 930,032 | 0.34 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 8.343 | 11/15/36 | 955,000 | 925,813 | 0.34 |
| PROV ST JOSEPH HLTH OBL SR UNSECURED 10/33 5.403 | 5.403 | 10/1/33 | 910,000 | 923,117 | 0.34 |
| BX TRUST BX 2022 CLS A 144A | 5.76 | 10/13/27 | 892,000 | 895,812 | 0.33 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/29 | 1,000,000 | 884,732 | 0.32 |
| PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | 4.95 | 1/15/31 | 985,000 | 877,857 | 0.32 |
| PHILADELPHIA PA REDEV AUTH PHIDEV 09/30 FIXED 2.339 | 2.339 | 9/1/30 | 1,000,000 | 869,491 | 0.32 |
| BANCO DO BRASIL (CAYMAN) SR UNSECURED 144A 03/31 6 | 6 | 3/18/31 | 850,000 | 855,313 | 0.31 |
| HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/38 | 915,000 | 855,245 | 0.31 |
| CESKA SPORITELNA AS REGS 09/28 VAR | 0.5 | 9/13/28 | 900,000 | 854,869 | 0.31 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/32 | 1,000,000 | 827,455 | 0.30 |
| THE NHP FOUNDATION SR UNSECURED 12/28 5.85 | 5.85 | 12/1/28 | 800,000 | 814,286 | 0.30 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/44 | 974,000 | 805,586 | 0.30 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/17 | 1,000,000 | 805,403 | 0.30 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/40 | 940,000 | 799,651 | 0.29 |
| GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/26 | 841,750 | 792,844 | 0.29 |
| DUKE UNIVERSITY UNSECURED 10/44 2.682 | 2.682 | 10/1/44 | 1,070,000 | 791,057 | 0.29 |
| FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/50 | 1,246,009 | 789,037 | 0.29 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/45 | 1,000,000 | 784,177 | 0.29 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A | 5.57 | 9/25/29 | 760,000 | 767,155 | 0.28 |
| ILLINOIS ST FIN AUTH REVENUE ILSGEN 05/41 FIXED 3.51 | 3.51 | 5/15/41 | 1,000,000 | 766,940 | 0.28 |
| COMMONSPIRIT HEALTH SR SECURED 10/49 3.817 | 3.817 | 10/1/49 | 975,000 | 762,736 | 0.28 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/40 | 925,000 | 753,769 | 0.28 |
| NEW JERSEY ST EDUCTNL FACS AUT NJSEDU 07/48 FIXED 3.958 | 3.958 | 7/1/48 | 1,000,000 | 751,015 | 0.28 |
| HONG KONG SR UNSECURED 144A 05/24 2.5 | 2.5 | 5/28/24 | 750,000 | 746,534 | 0.27 |
| FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/48 | 967,334 | 743,575 | 0.27 |
| OREGON ST UNIV GEN REVENUE ORSHGR 03/60 FIXED 3.424 | 3.424 | 3/1/60 | 1,000,000 | 742,779 | 0.27 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/26 | 750,000 | 742,126 | 0.27 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/30 | 885,000 | 740,937 | 0.27 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/37 | 800,000 | 735,256 | 0.27 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/29 | 800,000 | 726,242 | 0.27 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/31 | 750,000 | 715,143 | 0.26 |
| AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 9 | 9 | 1/20/31 | 665,000 | 704,712 | 0.26 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/26 | 765,000 | 702,684 | 0.26 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/28 | 770,000 | 698,054 | 0.26 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/62 | 1,000,000 | 697,324 | 0.26 |
| BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/26 | 705,000 | 685,835 | 0.25 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/41 | 835,000 | 679,222 | 0.25 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/36 | 852,000 | 678,401 | 0.25 |
| COMM MORTGAGE TRUST COMM 2020 CX A 144A | 2.173 | 11/10/46 | 825,000 | 671,776 | 0.25 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/27 | 670,000 | 639,134 | 0.23 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/28 | 670,000 | 634,645 | 0.23 |
| PRES + FELLOWS OF HARVAR UNSECURED 02/35 4.609 | 4.609 | 2/15/35 | 635,000 | 633,619 | 0.23 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.494714 | 11/25/52 | 700,000 | 628,365 | 0.23 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/41 | 865,000 | 627,807 | 0.23 |
| HUDSON YARDS HY 2019 30HY A 144A | 3.228 | 7/10/39 | 700,000 | 627,435 | 0.23 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/51 | 1,240,000 | 626,596 | 0.23 |
| UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/20 FIXED 3.706 | 3.706 | 5/15/20 | 900,000 | 619,433 | 0.23 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/39 | 1,060,000 | 616,984 | 0.23 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 1.937 | 8/15/46 | 660,000 | 600,429 | 0.22 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/30 | 615,000 | 591,910 | 0.22 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/33 | 600,000 | 591,390 | 0.22 |
| MBANK SA REGS 09/27 VAR | 0.966 | 9/21/27 | 600,000 | 582,395 | 0.21 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/28 | 600,000 | 580,268 | 0.21 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/31 | 640,000 | 559,322 | 0.21 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A | 7.5 | 12/15/28 | 550,000 | 557,252 | 0.20 |
| TRICOLOR AUTO SECURITIZATION T TAST 2023 1A B 144A | 6.84 | 11/16/26 | 550,000 | 552,010 | 0.20 |
| BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR | 0.583 | 8/24/28 | 560,000 | 547,481 | 0.20 |
| AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A | 7.12 | 3/15/27 | 545,000 | 546,249 | 0.20 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/30 | 595,000 | 544,999 | 0.20 |
| COMM MORTGAGE TRUST COMM 2020 SBX A 144A | 1.67 | 1/10/38 | 595,000 | 534,892 | 0.20 |
| BLUEHUB LOAN FUND SR UNSECURED 01/27 2.89 | 2.89 | 1/1/27 | 600,000 | 531,888 | 0.20 |
| MET GOVT NASHVILLE DAVIDSONC METHGR 07/52 FIXED 3.235 | 3.235 | 7/1/52 | 800,000 | 527,612 | 0.19 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.320236 | 12/25/50 | 550,000 | 519,970 | 0.19 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.645243 | 10/25/52 | 565,000 | 519,930 | 0.19 |
| THOMAS JEFFERSON UNIV SECURED 11/57 3.847 | 3.847 | 11/1/57 | 685,000 | 516,108 | 0.19 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/67 | 546,939 | 514,871 | 0.19 |
| HOLOGIC INC COMPANY GUAR 144A 02/29 3.25 | 3.25 | 2/15/29 | 570,000 | 511,408 | 0.19 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/46 | 577,010 | 503,527 | 0.18 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A | 8.08048 | 6/15/38 | 655,000 | 500,030 | 0.18 |
| HTA GROUP LTD COMPANY GUAR REGS 12/25 7 | 7 | 12/18/25 | 500,000 | 499,790 | 0.18 |
| ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.85 | 3.85 | 11/15/24 | 500,000 | 494,577 | 0.18 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | 3.869 | 10/15/49 | 500,000 | 494,110 | 0.18 |
| BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/26 | 500,000 | 490,753 | 0.18 |
| VENTAS REALTY LP COMPANY GUAR 02/25 3.5 | 3.5 | 2/1/25 | 500,000 | 490,206 | 0.18 |
| US BANCORP SUBORDINATED 09/24 3.6 | 3.6 | 9/11/24 | 493,000 | 488,634 | 0.18 |
| BIOGROUP LCD 2021 EUR TERM LOAN B | 0 | 2/9/28 | 465,000 | 482,351 | 0.18 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/31 | 560,000 | 481,200 | 0.18 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.455516 | 12/25/51 | 525,000 | 477,067 | 0.18 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/28 | 471,336 | 476,156 | 0.17 |
| CITIGROUP INC SR UNSECURED 04/25 VAR | 3.352 | 4/24/25 | 475,000 | 474,219 | 0.17 |
| AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/30 | 400,000 | 472,756 | 0.17 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.540982 | 2/25/52 | 520,000 | 472,356 | 0.17 |
| AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/27 | 500,000 | 472,018 | 0.17 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/28 | 500,000 | 470,159 | 0.17 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A | 4.22 | 5/17/27 | 476,481 | 468,621 | 0.17 |
| BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR | 6.253 | 9/16/26 | 465,000 | 468,085 | 0.17 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 3.921816 | 8/25/52 | 500,000 | 467,762 | 0.17 |
| ZELIS PAYMENTS BUYER INC TERM LOAN B | 0 | 9/28/29 | 458,435 | 458,785 | 0.17 |
| CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/58 | 458,455 | 455,817 | 0.17 |
| HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/52 | 470,000 | 452,084 | 0.17 |
| AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75 | 6.75 | 5/20/29 | 450,000 | 440,977 | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/52 | 616,362 | 439,512 | 0.16 |
| CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A | 6 | 10/25/57 | 442,529 | 436,899 | 0.16 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/29 | 500,000 | 435,176 | 0.16 |
| AXIAN TELECOM COMPANY GUAR 144A 02/27 7.375 | 7.375 | 2/16/27 | 445,000 | 432,289 | 0.16 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/35 | 440,000 | 426,997 | 0.16 |
| COMM MORTGAGE TRUST COMM 2020 CX B 144A | 2.446 | 11/10/46 | 524,000 | 422,764 | 0.16 |
| FNMA POOL 310229 FN 08/43 FIXED VAR | 3.5 | 8/1/43 | 450,948 | 417,613 | 0.15 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/41 | 435,000 | 417,219 | 0.15 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/32 | 500,000 | 417,159 | 0.15 |
| BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/26 | 430,000 | 414,587 | 0.15 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/28 | 407,761 | 410,923 | 0.15 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/46 | 467,082 | 410,884 | 0.15 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/31 | 475,000 | 407,567 | 0.15 |
| SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A | 5.75 | 12/20/50 | 400,453 | 407,367 | 0.15 |
| PROAMPAC PG BORROWER LLC 2023 TERM LOAN | 0 | 9/15/28 | 405,548 | 406,765 | 0.15 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.375 | 7.375 | 4/2/32 | 400,000 | 402,000 | 0.15 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.083312 | 10/25/31 | 461,000 | 392,251 | 0.14 |
| FREMF MORTGAGE TRUST FREMF 2019 K736 C 144A | 3.759507 | 7/25/26 | 400,000 | 381,056 | 0.14 |
| DCERT BUYER INC 2019 TERM LOAN B | 0 | 10/16/26 | 378,981 | 377,631 | 0.14 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/27 | 430,000 | 375,253 | 0.14 |
| UNIV SOUTHERN CALIFORNIA SR UNSECURED 10/53 4.976 | 4.976 | 10/1/53 | 370,000 | 372,941 | 0.14 |
| BOELS TOPHOLDING BV 2021 EUR TERM LOAN B | 0 | 2/6/27 | 344,828 | 372,123 | 0.14 |
| WRKCO INC COMPANY GUAR 09/24 3 | 3 | 9/15/24 | 375,000 | 370,338 | 0.14 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | 2.9 | 1/15/27 | 400,000 | 366,002 | 0.13 |
| RUSSELL INVESTMENTS 2020 TERM LOAN | 0 | 5/30/25 | 377,463 | 363,308 | 0.13 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/41 | 445,000 | 362,695 | 0.13 |
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.258 | 1.258 | 7/1/25 | 375,000 | 357,600 | 0.13 |
| BX TRUST BX 2022 CLS B 144A | 6.3 | 10/13/27 | 375,000 | 353,201 | 0.13 |
| ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/29 | 350,354 | 347,629 | 0.13 |
| DIST OF COLUMBIA REVENUE DISREV 04/42 FIXED 3.432 | 3.432 | 4/1/42 | 430,000 | 345,419 | 0.13 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/27 | 345,000 | 341,830 | 0.13 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A4 | 3.617 | 9/15/57 | 340,000 | 328,824 | 0.12 |
| VERISURE HOLDING AB 2021 EURO TERM LOAN | 0 | 3/27/28 | 300,000 | 322,908 | 0.12 |
| DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.75 | 3.75 | 3/4/25 | 325,000 | 319,234 | 0.12 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.78465 | 10/25/55 | 2,045,227 | 318,037 | 0.12 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/48 | 337,893 | 308,595 | 0.11 |
| GO DADDY OPERATING COMPANY LLC 2021 TERM LOAN B4 | 0 | 8/10/27 | 298,375 | 298,834 | 0.11 |
| REGENCY CENTERS LP COMPANY GUAR 06/24 3.75 | 3.75 | 6/15/24 | 300,000 | 298,310 | 0.11 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/32 | 375,000 | 297,278 | 0.11 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/46 | 324,850 | 296,337 | 0.11 |
| REPUBLIC OF CHILE SR UNSECURED 07/31 0.83 | 0.83 | 7/2/31 | 324,000 | 288,269 | 0.11 |
| COMM MORTGAGE TRUST COMM 2015 LC19 A4 | 3.183 | 2/10/48 | 291,000 | 285,062 | 0.10 |
| CORE + MAIN LP 2024 INCREMENTAL TERM LOAN B | 0 | 2/9/31 | 285,000 | 285,000 | 0.10 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 3.921816 | 8/25/52 | 307,000 | 282,731 | 0.10 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/31 | 350,000 | 282,259 | 0.10 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A | 6 | 8/17/48 | 280,000 | 280,404 | 0.10 |
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 | 0 | 2/1/27 | 277,990 | 278,170 | 0.10 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/30 | 325,000 | 278,056 | 0.10 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/66 | 292,384 | 267,451 | 0.10 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.638469 | 11/25/29 | 8,874,899 | 262,468 | 0.10 |
| INSULET CORPORATION 2024 TERM LOAN B | 0 | 5/4/28 | 257,713 | 258,800 | 0.10 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/41 | 335,000 | 257,518 | 0.09 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/49 | 376,363 | 254,844 | 0.09 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.779882 | 9/25/45 | 2,123,764 | 251,932 | 0.09 |
| FREMF MORTGAGE TRUST FREMF 2017 K729 B 144A | 3.683579 | 11/25/49 | 250,000 | 245,699 | 0.09 |
| AMERICAN TOWER CORP SR UNSECURED 05/24 3.375 | 3.375 | 5/15/24 | 235,000 | 234,305 | 0.09 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 0.927775 | 9/25/30 | 4,936,311 | 231,565 | 0.09 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A | 4.43 | 1/18/28 | 230,432 | 227,611 | 0.08 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.148212 | 9/25/30 | 4,027,370 | 227,306 | 0.08 |
| DEXCOM INC SR UNSECURED 11/25 0.25 | 0.25 | 11/15/25 | 205,000 | 225,783 | 0.08 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A B 144A | 5.8 | 5/15/28 | 225,000 | 225,515 | 0.08 |
| BLOCK INC SR UNSECURED 03/25 0.125 | 0.125 | 3/1/25 | 215,000 | 220,644 | 0.08 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.37485 | 6/25/30 | 3,176,916 | 208,605 | 0.08 |
| AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B | 0 | 1/31/31 | 208,244 | 208,556 | 0.08 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.75197 | 11/25/50 | 220,000 | 208,094 | 0.08 |
| INSULET CORPORATION SR UNSECURED 09/26 0.375 | 0.375 | 9/1/26 | 195,000 | 203,434 | 0.07 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/50 | 300,000 | 199,371 | 0.07 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/46 | 228,446 | 199,181 | 0.07 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/27 | 205,000 | 198,598 | 0.07 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/37 | 185,000 | 197,593 | 0.07 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/58 | 210,180 | 194,111 | 0.07 |
| BLACK KNIGHT INFOSERV LL COMPANY GUAR 144A 09/28 3.625 | 3.625 | 9/1/28 | 200,000 | 189,500 | 0.07 |
| CANARY WHARF GROUP SR SECURED REGS 04/28 3.375 | 3.375 | 4/23/28 | 200,000 | 186,631 | 0.07 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.767512 | 9/25/51 | 204,000 | 186,183 | 0.07 |
| AMERICAN INTL GROUP SR UNSECURED 04/26 3.9 | 3.9 | 4/1/26 | 190,000 | 185,030 | 0.07 |
| TRICOLOR AUTO SECURITIZATION T TAST 2024 1A A 144A | 6.61 | 10/15/27 | 184,060 | 184,295 | 0.07 |
| FREDDIE MAC FHR 3806 L | 3.5 | 2/15/26 | 184,186 | 180,843 | 0.07 |
| MORGAN STANLEY BAML TRUST MSBAM 2014 C19 A4 | 3.526 | 12/15/47 | 180,167 | 177,332 | 0.07 |
| KAISER FOUNDATION HOSPIT COMPANY GUAR 05/27 3.15 | 3.15 | 5/1/27 | 185,000 | 176,356 | 0.06 |
| FREMF MORTGAGE TRUST FREMF 2017 K726 B 144A | 4.046493 | 7/25/49 | 175,000 | 174,254 | 0.06 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/27 | 174,836 | 170,902 | 0.06 |
| BLACKHAWK NETWORK HOLDINGS INC 2024 TERM LOAN | 0 | 3/12/29 | 170,100 | 170,570 | 0.06 |
| BANK BANK 2019 BN24 XA | 0.634354 | 11/15/62 | 5,464,118 | 169,683 | 0.06 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.379488 | 6/25/30 | 2,532,434 | 169,673 | 0.06 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/48 | 184,268 | 168,089 | 0.06 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/24 FIXED 5 | 5 | 7/1/24 | 165,000 | 164,999 | 0.06 |
| BANK BANK 2020 BN28 XA | 1.759462 | 3/15/63 | 1,878,974 | 164,499 | 0.06 |
| USI, INC. 2023 TERM LOAN B | 0 | 11/22/29 | 163,353 | 163,634 | 0.06 |
| COMMONSPIRIT HEALTH SR SECURED 10/30 2.782 | 2.782 | 10/1/30 | 185,000 | 160,613 | 0.06 |
| NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.125 | 4.125 | 11/1/24 | 160,000 | 158,632 | 0.06 |
| PENNSYLVANIA ST INDL DEV AUTH PASDEV 07/24 FIXED 3.556 | 3.556 | 7/1/24 | 152,000 | 151,243 | 0.06 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/45 | 169,067 | 150,575 | 0.06 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/42 | 166,744 | 150,397 | 0.06 |
| FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.079469 | 7/25/50 | 155,000 | 148,835 | 0.05 |
| BON SECOURS MERCY SECURED 06/25 1.35 | 1.35 | 6/1/25 | 155,000 | 147,352 | 0.05 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/40 | 154,559 | 146,642 | 0.05 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 5 | 5 | 7/1/25 | 135,000 | 135,087 | 0.05 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/55 | 190,000 | 130,897 | 0.05 |
| FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.038675 | 7/25/27 | 136,000 | 130,627 | 0.05 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.115051 | 6/25/30 | 2,338,534 | 130,021 | 0.05 |
| MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A | 5.5 | 9/20/49 | 123,874 | 123,881 | 0.05 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/30 | 130,000 | 122,335 | 0.04 |
| ETSY INC SR UNSECURED 10/26 0.125 | 0.125 | 10/1/26 | 110,000 | 116,820 | 0.04 |
| LIFE FINANCIAL SERVICES TRUST LIFE 2021 BMR D 144A | 6.83948 | 3/15/38 | 117,956 | 116,453 | 0.04 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.224787 | 7/25/41 | 1,177,651 | 114,656 | 0.04 |
| HOWARD UNIVERSITY INSURED 10/25 1.991 | 1.991 | 10/1/25 | 120,000 | 113,297 | 0.04 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.570017 | 5/25/30 | 1,442,281 | 109,320 | 0.04 |
| FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/26 | 108,137 | 106,325 | 0.04 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/50 | 109,500 | 105,310 | 0.04 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.43278 | 5/25/30 | 1,494,614 | 104,790 | 0.04 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.849096 | 11/25/30 | 2,410,976 | 104,612 | 0.04 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A | 1.46 | 6/15/26 | 105,661 | 102,837 | 0.04 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/27 | 100,000 | 100,356 | 0.04 |
| SEVERIN ACQUISITION LLC TERM LOAN | 0 | 8/1/27 | 100,000 | 100,338 | 0.04 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/36 | 95,496 | 99,908 | 0.04 |
| DUKE UNIVERSITY UNSECURED 10/50 2.757 | 2.757 | 10/1/50 | 140,000 | 97,338 | 0.04 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.188643 | 3/15/62 | 1,947,742 | 97,204 | 0.04 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 3.945849 | 9/25/49 | 100,000 | 94,504 | 0.03 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/45 | 110,464 | 94,422 | 0.03 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/46 | 110,773 | 93,427 | 0.03 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/26 | 100,000 | 93,225 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K729 C 144A | 3.683579 | 11/25/49 | 90,000 | 88,260 | 0.03 |
| OKLAHOMA ST UNIV AGRIC MECH OKSHGR 09/36 FIXED 3.427 | 3.427 | 9/1/36 | 100,000 | 86,010 | 0.03 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/40 | 90,295 | 85,705 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.8417 | 10/25/49 | 90,000 | 85,594 | 0.03 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/39 | 85,957 | 84,439 | 0.03 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/31 | 100,000 | 84,320 | 0.03 |
| COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/52 | 100,000 | 83,904 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 3.945849 | 9/25/49 | 85,000 | 81,216 | 0.03 |
| COMM MORTGAGE TRUST COMM 2020 CX C 144A | 2.683498 | 11/10/46 | 100,000 | 80,160 | 0.03 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/32 | 82,256 | 78,978 | 0.03 |
| XPLORNET COMMUNICATIONS INC TERM LOAN | 0 | 10/2/28 | 165,013 | 78,252 | 0.03 |
| COMM MORTGAGE TRUST COMM 2020 CX D 144A | 2.683498 | 11/10/46 | 100,000 | 78,016 | 0.03 |
| BANK BANK 2019 BN18 XA | 0.884639 | 5/15/62 | 2,106,870 | 76,358 | 0.03 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.531666 | 10/25/31 | 2,296,031 | 72,445 | 0.03 |
| FANNIE MAE CAS CAS 2016 C07 2M2 | 9.78487 | 5/25/29 | 68,258 | 71,866 | 0.03 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.510532 | 1/15/54 | 880,476 | 67,927 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2017 K64 B 144A | 3.997665 | 5/25/50 | 70,000 | 67,279 | 0.02 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/35 | 65,332 | 65,783 | 0.02 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/35 | 66,892 | 65,465 | 0.02 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/32 | 65,091 | 62,207 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.75197 | 11/25/50 | 65,000 | 60,788 | 0.02 |
| VODAFONE GROUP PLC SR UNSECURED 02/43 4.375 | 4.375 | 2/19/43 | 70,000 | 60,539 | 0.02 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/40 | 57,883 | 59,183 | 0.02 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/43 | 67,648 | 57,997 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.024043 | 11/25/32 | 67,000 | 57,200 | 0.02 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.15 | 3.15 | 8/15/24 | 57,000 | 56,422 | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.718284 | 12/25/30 | 1,461,383 | 56,228 | 0.02 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/40 | 53,049 | 50,463 | 0.02 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/36 | 49,918 | 48,853 | 0.02 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/32 | 49,530 | 47,261 | 0.02 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/33 | 47,985 | 46,477 | 0.02 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/40 | 48,731 | 46,253 | 0.02 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/35 | 47,069 | 46,084 | 0.02 |
| FREDDIE MAC FHR 3800 CB | 3.5 | 2/15/26 | 45,117 | 44,360 | 0.02 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/40 | 44,816 | 43,969 | 0.02 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/39 | 44,751 | 43,906 | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.311858 | 1/25/31 | 2,464,547 | 43,031 | 0.02 |
| ETSY INC SR UNSECURED 09/27 0.125 | 0.125 | 9/1/27 | 50,000 | 42,095 | 0.02 |
| FANNIE MAE CAS CAS 2017 C01 1M2 | 8.98487 | 7/25/29 | 40,476 | 41,969 | 0.02 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/36 | 40,655 | 41,567 | 0.02 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/37 | 40,130 | 40,407 | 0.01 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/28 | 42,351 | 40,214 | 0.01 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/27 | 40,105 | 38,250 | 0.01 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/32 | 39,595 | 37,846 | 0.01 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.726754 | 10/25/49 | 40,000 | 37,451 | 0.01 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/27 | 38,132 | 37,086 | 0.01 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/39 | 35,738 | 37,078 | 0.01 |
| SS C TECHNOLOGIES INC TERM LOAN B 3 | 0 | 4/16/25 | 36,746 | 36,778 | 0.01 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/40 | 37,498 | 35,574 | 0.01 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/39 | 37,192 | 35,340 | 0.01 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/31 | 38,272 | 35,310 | 0.01 |
| SS C TECHNOLOGIES INC SS C EUROPEAN HOLDINGS SARL | 0 | 4/16/25 | 34,694 | 34,745 | 0.01 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.704016 | 9/15/53 | 635,975 | 34,395 | 0.01 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/37 | 35,630 | 34,241 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.021245 | 10/25/30 | 654,012 | 33,470 | 0.01 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/39 | 34,872 | 33,208 | 0.01 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/36 | 31,127 | 32,259 | 0.01 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.779828 | 7/15/53 | 489,046 | 30,544 | 0.01 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/38 | 31,165 | 30,490 | 0.01 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/40 | 31,146 | 29,659 | 0.01 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/41 | 29,833 | 29,270 | 0.01 |
| FREDDIE MAC FHR 3768 CB | 3.5 | 12/15/25 | 29,638 | 29,130 | 0.01 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/41 | 30,036 | 28,471 | 0.01 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/27 | 29,432 | 28,323 | 0.01 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/40 | 28,040 | 28,015 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.741269 | 9/25/27 | 1,274,885 | 27,498 | 0.01 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/37 | 26,743 | 27,309 | 0.01 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/41 | 26,511 | 26,043 | 0.01 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/41 | 25,484 | 25,451 | 0.01 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A | 2.8093 | 3/10/33 | 25,604 | 25,126 | 0.01 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/46 | 26,117 | 22,906 | 0.01 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/40 | 23,048 | 22,612 | 0.01 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 7.541 | 10/1/43 | 22,646 | 22,582 | 0.01 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/40 | 23,042 | 21,873 | 0.01 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/39 | 19,081 | 18,143 | 0.01 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/38 | 16,975 | 17,593 | 0.01 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/42 | 19,509 | 17,490 | 0.01 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/39 | 18,143 | 17,241 | 0.01 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/40 | 17,793 | 16,880 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.877531 | 11/25/30 | 361,408 | 16,361 | 0.01 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/39 | 17,181 | 16,313 | 0.01 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/39 | 16,661 | 15,825 | 0.01 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/39 | 15,927 | 15,626 | 0.01 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/35 | 14,771 | 15,223 | 0.01 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/41 | 14,455 | 14,182 | 0.01 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/35 | 13,192 | 12,897 | 0.00 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/36 | 13,282 | 12,735 | 0.00 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/40 | 12,646 | 12,423 | 0.00 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/39 | 12,938 | 12,279 | 0.00 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/40 | 12,063 | 11,443 | 0.00 |
| FNMA POOL AW4685 FN 05/44 FLOATING VAR | 5.887 | 5/1/44 | 11,330 | 11,315 | 0.00 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/40 | 11,924 | 11,308 | 0.00 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/27 | 11,486 | 11,062 | 0.00 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/35 | 10,796 | 10,870 | 0.00 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/31 | 10,931 | 10,202 | 0.00 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.85 | 3.85 | 2/1/25 | 10,000 | 9,842 | 0.00 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/35 | 9,380 | 9,445 | 0.00 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/40 | 9,189 | 8,714 | 0.00 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/33 | 8,459 | 8,518 | 0.00 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/37 | 8,049 | 8,311 | 0.00 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/40 | 8,437 | 8,008 | 0.00 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/36 | 7,428 | 7,261 | 0.00 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/36 | 6,770 | 7,024 | 0.00 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/30 | 6,903 | 6,715 | 0.00 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/40 | 6,678 | 6,344 | 0.00 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/40 | 6,590 | 6,249 | 0.00 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/41 | 4,907 | 4,720 | 0.00 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/31 | 3,906 | 3,741 | 0.00 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/33 | 3,623 | 3,603 | 0.00 |
| FNMA POOL MA1931 FN 06/24 FIXED 2.5 | 2.5 | 6/1/24 | 2,038 | 2,027 | 0.00 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/39 | 1,737 | 1,734 | 0.00 |
| DIGNITY HEALTH SECURED 11/64 5.267 | 5.267 | 11/1/64 | – | – | 0.00 |
The composition of the Fund’s portfolio is subject to change.