Domini Impact Bond Fund – Schedule of Portfolio Holdings
| Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
|---|---|---|---|---|---|
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 10/13/2052 | 13,350,000 | 11,233,556 | 4.23 |
| FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE | 3 | 10/13/2052 | 10,500,000 | 9,148,945 | 3.45 |
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/2030 | 8,000,000 | 6,264,100 | 2.36 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 10/13/2052 | 5,800,000 | 5,384,938 | 2.03 |
| FREDDIE MAC NOTES 02/25 1.5 | 1.5 | 2/12/2025 | 5,600,000 | 5,261,631 | 1.98 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 10/22 0.00000 | 0 | 10/14/2022 | 5,000,000 | 4,995,390 | 1.88 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 10/22 0.00000 | 0 | 10/31/2022 | 5,000,000 | 4,988,443 | 1.88 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 11/22 0.00000 | 0 | 11/9/2022 | 5,000,000 | 4,983,889 | 1.88 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 10/20/2052 | 5,300,000 | 4,823,000 | 1.82 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/2028 | 5,000,000 | 4,776,621 | 1.8 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 5,359,309 | 4,529,246 | 1.71 |
| FNMA POOL CB2781 FN 02/52 FIXED 3 | 3 | 2/1/2052 | 5,086,374 | 4,455,771 | 1.68 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/2052 | 4,936,905 | 4,339,354 | 1.63 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/2027 | 5,000,000 | 4,253,082 | 1.6 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/2052 | 4,849,961 | 3,954,195 | 1.49 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 10/13/2052 | 4,800,000 | 3,890,437 | 1.47 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/2052 | 4,692,757 | 3,834,739 | 1.44 |
| JAPAN TREASURY DISC BILL BILLS 03/23 0.00000 | 0 | 3/10/2023 | 500,000,000 | 3,456,742 | 1.3 |
| JAPAN TREASURY DISC BILL BILLS 11/22 0.00000 | 0 | 11/21/2022 | 481,000,000 | 3,323,750 | 1.25 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/2037 | 6,000,000 | 3,270,255 | 1.23 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 10/20/2052 | 3,500,000 | 3,011,846 | 1.13 |
| FEDERAL HOME LOAN BANK BONDS 03/25 2.375 | 2.375 | 3/14/2025 | 2,710,000 | 2,591,237 | 0.98 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/2027 | 3,000,000 | 2,585,635 | 0.97 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 3,046,807 | 2,575,693 | 0.97 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/2052 | 2,836,319 | 2,483,843 | 0.94 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/2030 | 3,000,000 | 2,335,423 | 0.88 |
| FANNIE MAE NOTES 07/37 5.625 | 5.625 | 7/15/2037 | 2,000,000 | 2,256,864 | 0.85 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/2049 | 2,375,550 | 2,233,874 | 0.84 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/2049 | 3,250,000 | 2,225,231 | 0.84 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/2039 | 2,150,000 | 1,863,859 | 0.7 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/2031 | 1,850,000 | 1,775,925 | 0.67 |
| THOMAS JEFFERSON UNIV SECURED 11/57 3.847 | 3.847 | 11/1/2057 | 2,100,000 | 1,550,519 | 0.58 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 3.5 | 10/13/2052 | 1,700,000 | 1,530,531 | 0.58 |
| GNMA II TBA 30 YR 4 JUMBOS | 4 | 10/20/2052 | 1,600,000 | 1,494,500 | 0.56 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/2037 | 1,800,000 | 1,449,284 | 0.55 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/2030 | 1,500,000 | 1,407,568 | 0.53 |
| BX TRUST BX 2022 AHP A 144A | 3.83538 | 1/17/2039 | 1,465,000 | 1,407,258 | 0.53 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/2041 | 1,850,000 | 1,363,794 | 0.51 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/2041 | 1,615,000 | 1,352,779 | 0.51 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/2026 | 1,500,000 | 1,320,890 | 0.5 |
| VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.133 | 3.133 | 2/26/2025 | 1,380,000 | 1,271,557 | 0.48 |
| MT SINAI HOSPITAL SECURED 07/35 3.831 | 3.831 | 7/1/2035 | 1,400,000 | 1,214,162 | 0.46 |
| JAPAN TREASURY DISC BILL BILLS 11/22 0.00000 | 0 | 11/7/2022 | 175,000,000 | 1,209,191 | 0.46 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR | 6.253 | 9/16/2026 | 1,200,000 | 1,175,105 | 0.44 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/2028 | 1,400,000 | 1,174,924 | 0.44 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/2045 | 1,325,000 | 1,168,997 | 0.44 |
| CITY OF VANCOUVER UNSECURED 11/31 2.3 | 2.3 | 11/5/2031 | 1,750,000 | 1,113,507 | 0.42 |
| GENERAL MOTORS CO SR UNSECURED 10/29 5.4 | 5.4 | 10/15/2029 | 1,200,000 | 1,110,982 | 0.42 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/2030 | 1,440,000 | 1,103,416 | 0.42 |
| AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75 | 6.75 | 5/20/2029 | 1,200,000 | 1,096,602 | 0.41 |
| EDP FINANCE BV SR UNSECURED 144A 01/28 1.71 | 1.71 | 1/24/2028 | 1,300,000 | 1,056,047 | 0.4 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A | 4.22 | 5/17/2027 | 1,082,515 | 1,055,157 | 0.4 |
| ADVOCATE HEALTH CORP SR UNSECURED 08/28 3.829 | 3.829 | 8/15/2028 | 1,115,000 | 1,048,278 | 0.39 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/2030 | 1,200,000 | 1,039,980 | 0.39 |
| AT+T INC SR UNSECURED 06/31 2.75 | 2.75 | 6/1/2031 | 1,285,000 | 1,030,231 | 0.39 |
| CITIGROUP INC SR UNSECURED 05/24 VAR | 1.678 | 5/15/2024 | 1,000,000 | 978,919 | 0.37 |
| INTERCHILE SA SR SECURED 144A 06/56 4.5 | 4.5 | 6/30/2056 | 1,315,000 | 967,689 | 0.36 |
| REPUBLIC OF CHILE SR UNSECURED 01/34 3.5 | 3.5 | 1/31/2034 | 1,175,000 | 963,118 | 0.36 |
| OCHSNER LSU HEALTH SYST SECURED 05/31 2.51 | 2.51 | 5/15/2031 | 1,250,000 | 957,069 | 0.36 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/2033 | 1,000,000 | 942,273 | 0.35 |
| CREDIT AGRICOLE LONDON SR UNSECURED 144A 01/27 4.125 | 4.125 | 1/10/2027 | 1,000,000 | 929,203 | 0.35 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 | 1.375 | 11/15/2025 | 1,000,000 | 892,748 | 0.34 |
| STONECO LTD COMPANY GUAR REGS 06/28 3.95 | 3.95 | 6/16/2028 | 1,200,000 | 888,597 | 0.33 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 5.721 | 11/15/2036 | 955,000 | 882,528 | 0.33 |
| MERCADOLIBRE INC COMPANY GUAR 01/26 2.375 | 2.375 | 1/14/2026 | 1,025,000 | 879,348 | 0.33 |
| PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | 4.95 | 1/15/2031 | 985,000 | 869,537 | 0.33 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 10/20/2052 | 900,000 | 861,609 | 0.32 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/2040 | 1,250,000 | 841,483 | 0.32 |
| DC OFFICE TRUST DCOT 2019 MTC A 144A | 2.965 | 9/15/2045 | 1,030,000 | 840,080 | 0.32 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/2040 | 940,000 | 835,746 | 0.31 |
| KLABIN AUSTRIA GMBH COMPANY GUAR 144A 04/29 5.75 | 5.75 | 4/3/2029 | 905,000 | 833,234 | 0.31 |
| PHILADELPHIA PA REDEV AUTH PHIDEV 09/30 FIXED 2.339 | 2.339 | 9/1/2030 | 1,000,000 | 831,439 | 0.31 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/2029 | 1,000,000 | 830,070 | 0.31 |
| HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/2038 | 915,000 | 822,496 | 0.31 |
| SLG OFFICE TRUST SLG 2021 OVA A 144A | 2.5854 | 7/15/2041 | 1,013,000 | 814,110 | 0.31 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/2044 | 974,000 | 813,450 | 0.31 |
| STARBUCKS CORP SR UNSECURED 11/30 2.55 | 2.55 | 11/15/2030 | 990,000 | 803,419 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/2045 | 1,000,000 | 802,195 | 0.3 |
| INVEST ENERGY RES LTD SR SECURED 144A 04/29 6.25 | 6.25 | 4/26/2029 | 925,000 | 785,013 | 0.3 |
| MADISON AVENUE TRUST MAD 2017 330M A 144A | 3.29437 | 8/15/2034 | 829,000 | 781,236 | 0.29 |
| BANK OF AMERICA CORP SUBORDINATED 05/38 7.75 | 7.75 | 5/14/2038 | 700,000 | 778,569 | 0.29 |
| COMM MORTGAGE TRUST COMM 2022 HC A 144A | 2.819 | 1/10/2039 | 886,000 | 772,936 | 0.29 |
| SUSTAINABLE ENERGY UTILITY INC SSTPWR 09/29 FIXED 2.344 | 2.344 | 9/15/2029 | 900,000 | 771,737 | 0.29 |
| CITYLINE COMMERCIAL MORTGAGE T CLMT 2016 CLNE A 144A | 2.870703 | 11/10/2031 | 800,000 | 770,913 | 0.29 |
| VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355 | 2.355 | 3/15/2032 | 1,000,000 | 767,438 | 0.29 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/2032 | 1,000,000 | 764,873 | 0.29 |
| MET TRANSPRTN AUTH NY REVENUE MTATRN 11/49 FIXED 5.175 | 5.175 | 11/15/2049 | 855,000 | 763,451 | 0.29 |
| NEW JERSEY ST EDUCTNL FACS AUT NJSEDU 07/48 FIXED 3.958 | 3.958 | 7/1/2048 | 1,000,000 | 753,941 | 0.28 |
| FLORIDA ST DEV FIN CORP EDUCTN FLSDEV 04/40 FIXED 4.009 | 4.009 | 4/1/2040 | 925,000 | 748,906 | 0.28 |
| HONG KONG SR UNSECURED 144A 05/24 2.5 | 2.5 | 5/28/2024 | 750,000 | 728,582 | 0.27 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/2026 | 750,000 | 722,279 | 0.27 |
| ILLINOIS ST FIN AUTH REVENUE ILSGEN 05/41 FIXED 3.51 | 3.51 | 5/15/2041 | 1,000,000 | 716,737 | 0.27 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/2037 | 800,000 | 714,306 | 0.27 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/2040 | 925,000 | 713,256 | 0.27 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/2030 | 885,000 | 711,997 | 0.27 |
| OREGON ST UNIV GEN REVENUE ORSHGR 03/60 FIXED 3.424 | 3.424 | 3/1/2060 | 1,000,000 | 707,220 | 0.27 |
| GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/2026 | 869,050 | 706,103 | 0.27 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/2029 | 800,000 | 684,571 | 0.26 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/2031 | 950,000 | 679,459 | 0.26 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 765,000 | 674,869 | 0.25 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/2031 | 750,000 | 674,194 | 0.25 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/2028 | 770,000 | 666,232 | 0.25 |
| INSTITUTO COSTARRICENSE SR UNSECURED 144A 10/31 6.75 | 6.75 | 10/7/2031 | 700,000 | 663,257 | 0.25 |
| BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/2026 | 705,000 | 653,942 | 0.25 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.302743 | 5/25/2051 | 700,000 | 648,296 | 0.24 |
| COMM MORTGAGE TRUST COMM 2020 CX A 144A | 2.173 | 11/10/2046 | 825,000 | 648,216 | 0.24 |
| COMM MORTGAGE TRUST COMM 2013 WWP B 144A | 3.7255 | 3/10/2031 | 644,000 | 643,411 | 0.24 |
| COMM MORTGAGE TRUST COMM 2013 WWP A2 144A | 3.4244 | 3/10/2031 | 640,000 | 639,091 | 0.24 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS F 144A | 5.418 | 11/15/2034 | 650,000 | 637,689 | 0.24 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/2041 | 835,000 | 630,305 | 0.24 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/2051 | 1,240,000 | 625,102 | 0.24 |
| STARBUCKS CORP SR UNSECURED 08/49 4.45 | 4.45 | 8/15/2049 | 750,000 | 614,585 | 0.23 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/2027 | 670,000 | 613,215 | 0.23 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A | 5.458 | 6/15/2038 | 655,000 | 610,791 | 0.23 |
| HUDSON YARDS HY 2019 30HY A 144A | 3.228 | 7/10/2039 | 700,000 | 607,250 | 0.23 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/2067 | 652,351 | 606,571 | 0.23 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/2028 | 670,000 | 602,836 | 0.23 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.613028 | 11/25/2052 | 700,000 | 598,167 | 0.23 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/2039 | 1,060,000 | 596,687 | 0.22 |
| PHILADELPHIA PA WTR WSTWTR R PHIUTL 10/37 FIXED 4.189 | 4.189 | 10/1/2037 | 665,000 | 589,618 | 0.22 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/2036 | 852,000 | 584,179 | 0.22 |
| CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A | 6 | 10/25/2057 | 595,000 | 582,699 | 0.22 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/2046 | 655,942 | 579,867 | 0.22 |
| UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/20 FIXED 3.706 | 3.706 | 5/15/2120 | 900,000 | 579,674 | 0.22 |
| MCCORMICK + CO SR UNSECURED 04/30 2.5 | 2.5 | 4/15/2030 | 700,000 | 569,802 | 0.21 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/2030 | 615,000 | 543,604 | 0.2 |
| MET GOVT NASHVILLE DAVIDSONC METHGR 07/52 FIXED 3.235 | 3.235 | 7/1/2052 | 800,000 | 542,661 | 0.2 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 AON A 144A | 4.1283 | 7/5/2031 | 555,000 | 542,479 | 0.2 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/27 FIXED 1.921 | 1.921 | 7/1/2027 | 615,000 | 530,260 | 0.2 |
| MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS A 144A | 3.518 | 11/15/2034 | 531,000 | 527,868 | 0.2 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/2028 | 600,000 | 524,257 | 0.2 |
| COMM MORTGAGE TRUST COMM 2020 SBX A 144A | 1.67 | 1/10/2038 | 595,000 | 522,414 | 0.2 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A | 4.43 | 1/18/2028 | 532,752 | 521,313 | 0.2 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/2030 | 595,000 | 519,584 | 0.2 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/2031 | 640,000 | 519,333 | 0.2 |
| BLUEHUB LOAN FUND SR UNSECURED 01/27 2.89 | 2.89 | 1/1/2027 | 600,000 | 513,038 | 0.19 |
| BANK OF AMERICA CORP SR UNSECURED 10/25 VAR | 2.456 | 10/22/2025 | 545,000 | 510,662 | 0.19 |
| COMMONSPIRIT HEALTH SR SECURED 10/29 3.347 | 3.347 | 10/1/2029 | 600,000 | 508,573 | 0.19 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.464219 | 12/25/2050 | 550,000 | 506,584 | 0.19 |
| FIFTH THIRD BANCORP SUBORDINATED 03/38 8.25 | 8.25 | 3/1/2038 | 425,000 | 504,399 | 0.19 |
| AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 6.27 | 6.27 | 2/15/2050 | 470,000 | 500,959 | 0.19 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.764685 | 10/25/2052 | 565,000 | 499,115 | 0.19 |
| US BANCORP SUBORDINATED 09/24 3.6 | 3.6 | 9/11/2024 | 493,000 | 484,146 | 0.18 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | 3.869 | 10/15/2049 | 500,000 | 483,999 | 0.18 |
| ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.85 | 3.85 | 11/15/2024 | 500,000 | 483,674 | 0.18 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/2046 | 543,370 | 483,048 | 0.18 |
| AMGEN INC SR UNSECURED 11/27 3.2 | 3.2 | 11/2/2027 | 525,000 | 482,457 | 0.18 |
| MKT 2020 525M MORTGAGE TRUST MKT 2020 525M A 144A | 2.694 | 2/12/2040 | 600,000 | 481,789 | 0.18 |
| VENTAS REALTY LP COMPANY GUAR 02/25 3.5 | 3.5 | 2/1/2025 | 500,000 | 477,960 | 0.18 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/2035 | 500,000 | 476,752 | 0.18 |
| BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/2026 | 500,000 | 473,189 | 0.18 |
| AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/2030 | 400,000 | 471,730 | 0.18 |
| HOLOGIC INC COMPANY GUAR 144A 02/29 3.25 | 3.25 | 2/15/2029 | 570,000 | 467,386 | 0.18 |
| CITIGROUP INC SR UNSECURED 04/25 VAR | 3.352 | 4/24/2025 | 475,000 | 458,483 | 0.17 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.573607 | 12/25/2051 | 525,000 | 455,161 | 0.17 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.661616 | 2/25/2052 | 520,000 | 452,922 | 0.17 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 4.054804 | 8/25/2052 | 500,000 | 450,824 | 0.17 |
| ZELIS HEALTHCARE CORPORATION 2021 TERM LOAN | 0 | 9/30/2026 | 464,342 | 448,173 | 0.17 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/2029 | 500,000 | 446,388 | 0.17 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/2031 | 560,000 | 445,467 | 0.17 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/2028 | 500,000 | 442,301 | 0.17 |
| FREDDIE MAC FHR 3806 L | 3.5 | 2/15/2026 | 446,968 | 441,614 | 0.17 |
| HTA GROUP LTD COMPANY GUAR REGS 12/25 7 | 7 | 12/18/2025 | 500,000 | 438,095 | 0.17 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/2041 | 435,000 | 433,754 | 0.16 |
| AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/2027 | 500,000 | 433,465 | 0.16 |
| STHRN OH PORT EXEMPT FAC REVEN SHNTRN 12/30 FIXED OID 6.5 | 6.5 | 12/1/2030 | 470,000 | 416,682 | 0.16 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.222894 | 10/25/2031 | 461,000 | 416,260 | 0.16 |
| BIOGROUP LCD 2021 EUR TERM LOAN B | 0 | 2/9/2028 | 465,000 | 408,655 | 0.15 |
| AXIAN TELECOM COMPANY GUAR 144A 02/27 7.375 | 7.375 | 2/16/2027 | 445,000 | 406,063 | 0.15 |
| BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/2026 | 430,000 | 405,168 | 0.15 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.794793 | 10/25/2055 | 2,123,258 | 403,522 | 0.15 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/2027 | 425,000 | 402,737 | 0.15 |
| COMM MORTGAGE TRUST COMM 2020 CX B 144A | 2.446 | 11/10/2046 | 524,000 | 398,542 | 0.15 |
| HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/2052 | 470,000 | 398,038 | 0.15 |
| OCHSNER CLINIC FOUNDATIO SECURED 05/45 5.897 | 5.897 | 5/15/2045 | 400,000 | 395,032 | 0.15 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/2032 | 500,000 | 384,297 | 0.14 |
| AT+T INC SR UNSECURED 09/55 3.55 | 3.55 | 9/15/2055 | 572,000 | 376,378 | 0.14 |
| BANK OF AMERICA CORP SR UNSECURED 03/51 VAR | 4.083 | 3/20/2051 | 500,000 | 375,682 | 0.14 |
| FREMF MORTGAGE TRUST FREMF 2019 K736 C 144A | 3.883981 | 7/25/2026 | 400,000 | 369,475 | 0.14 |
| DCERT BUYER INC 2019 TERM LOAN B | 0 | 10/16/2026 | 384,903 | 368,132 | 0.14 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/2027 | 430,000 | 367,597 | 0.14 |
| AMERICAN INTL GROUP SR UNSECURED 04/26 3.9 | 3.9 | 4/1/2026 | 380,000 | 363,307 | 0.14 |
| AMERICAN TOWER CORP SR UNSECURED 02/24 5 | 5 | 2/15/2024 | 362,000 | 362,168 | 0.14 |
| BOELS TOPHOLDING BV 2021 EUR TERM LOAN B | 0 | 2/6/2027 | 400,000 | 361,491 | 0.14 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/2048 | 394,412 | 360,686 | 0.14 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/2027 | 368,000 | 359,581 | 0.14 |
| WRKCO INC COMPANY GUAR 09/24 3 | 3 | 9/15/2024 | 375,000 | 358,477 | 0.14 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | 2.9 | 1/15/2027 | 400,000 | 356,888 | 0.13 |
| RUSSELL INVESTMENTS 2020 TERM LOAN | 0 | 5/30/2025 | 383,461 | 355,500 | 0.13 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/2066 | 374,696 | 353,055 | 0.13 |
| CHANGE HEALTH / FIN INC COMPANY GUAR 144A 03/25 5.75 | 5.75 | 3/1/2025 | 350,000 | 349,206 | 0.13 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A | 1.46 | 6/15/2026 | 360,014 | 347,844 | 0.13 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/2041 | 445,000 | 347,677 | 0.13 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/2046 | 372,354 | 341,631 | 0.13 |
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.258 | 1.258 | 7/1/2025 | 375,000 | 339,684 | 0.13 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.757704 | 11/25/2029 | 8,910,661 | 326,405 | 0.12 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A4 | 3.617 | 9/15/2057 | 340,000 | 323,156 | 0.12 |
| DIST OF COLUMBIA REVENUE DISREV 04/42 FIXED 3.432 | 3.432 | 4/1/2042 | 430,000 | 319,170 | 0.12 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/2032 | 375,000 | 315,458 | 0.12 |
| DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.75 | 3.75 | 3/4/2025 | 325,000 | 311,027 | 0.12 |
| ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/2029 | 341,174 | 306,545 | 0.12 |
| MORGAN STANLEY BAML TRUST MSBAM 2013 C12 A4 | 4.259 | 10/15/2046 | 300,000 | 297,559 | 0.11 |
| MORGAN STANLEY BAML TRUST MSBAM 2014 C15 A4 | 4.051 | 4/15/2047 | 300,000 | 294,966 | 0.11 |
| GO DADDY OPERATING COMPANY LLC 2021 TERM LOAN B4 | 0 | 8/10/2027 | 303,025 | 294,629 | 0.11 |
| REGENCY CENTERS LP COMPANY GUAR 06/24 3.75 | 3.75 | 6/15/2024 | 300,000 | 291,121 | 0.11 |
| HUDSON YARDS HY 2019 30HY D 144A | 3.557897 | 7/10/2039 | 365,000 | 288,704 | 0.11 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.796577 | 9/25/2045 | 2,242,495 | 287,581 | 0.11 |
| AIA GROUP LTD SR UNSECURED 144A 03/46 4.5 | 4.5 | 3/16/2046 | 325,000 | 283,645 | 0.11 |
| CROWN CASTLE INC SR UNSECURED 06/26 3.7 | 3.7 | 6/15/2026 | 300,000 | 282,148 | 0.11 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 1.025202 | 9/25/2030 | 4,963,248 | 278,972 | 0.11 |
| COMM MORTGAGE TRUST COMM 2015 LC19 A4 | 3.183 | 2/10/2048 | 291,000 | 277,790 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.255868 | 9/25/2030 | 4,060,473 | 277,327 | 0.1 |
| FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/2026 | 278,661 | 275,570 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 4.054804 | 8/25/2052 | 307,000 | 272,976 | 0.1 |
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 | 0 | 2/1/2027 | 281,619 | 271,511 | 0.1 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/2041 | 335,000 | 271,041 | 0.1 |
| PENNSYLVANIA ST INDL DEV AUTH PASDEV 07/24 FIXED 3.556 | 3.556 | 7/1/2024 | 271,000 | 267,678 | 0.1 |
| TRICOLOR AUTO SECURITIZATION T TAST 2022 1A A 144A | 3.3 | 2/18/2025 | 269,718 | 266,263 | 0.1 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/2030 | 325,000 | 264,887 | 0.1 |
| ALLINA HEALTH SYSTEM UNSECURED 11/45 4.805 | 4.805 | 11/15/2045 | 291,000 | 264,434 | 0.1 |
| VERISURE HOLDING AB 2021 EURO TERM LOAN | 0 | 3/27/2028 | 300,000 | 263,330 | 0.1 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/2031 | 350,000 | 258,051 | 0.1 |
| INSULET CORPORATION TERM LOAN B | 0 | 5/4/2028 | 261,688 | 256,236 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.482501 | 6/25/2030 | 3,205,606 | 255,554 | 0.1 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/2058 | 256,665 | 243,740 | 0.09 |
| BNP PARIBAS SR UNSECURED 144A 01/24 3.8 | 3.8 | 1/10/2024 | 245,000 | 240,607 | 0.09 |
| REINSURANCE GRP OF AMER SR UNSECURED 09/26 3.95 | 3.95 | 9/15/2026 | 250,000 | 240,006 | 0.09 |
| FREMF MORTGAGE TRUST FREMF 2017 K729 B 144A | 3.798544 | 11/25/2049 | 250,000 | 239,866 | 0.09 |
| BECTON DICKINSON AND CO PREFERRED STOCK 06/23 6 | 0 | 5,000 | 235,700 | 0.09 | |
| REPUBLIC OF CHILE SR UNSECURED 07/31 0.83 | 0.83 | 7/2/2031 | 324,000 | 235,113 | 0.09 |
| INSULET CORPORATION SR UNSECURED 09/26 0.375 | 0.375 | 9/1/2026 | 195,000 | 230,783 | 0.09 |
| DANAHER CORP PREFERRED STOCK 04/23 5 | 0 | 170 | 229,073 | 0.09 | |
| AMERICAN TOWER CORP SR UNSECURED 05/24 3.375 | 3.375 | 5/15/2024 | 235,000 | 229,029 | 0.09 |
| CHICAGO IL TRANSIT AUTH SALES CHITRN 12/40 FIXED 3.912 | 3.912 | 12/1/2040 | 260,000 | 218,687 | 0.08 |
| DIGNITY HEALTH SECURED 11/64 5.267 | 5.267 | 11/1/2064 | 250,000 | 213,645 | 0.08 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/2046 | 240,495 | 212,291 | 0.08 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.4901 | 6/25/2030 | 2,537,655 | 205,749 | 0.08 |
| AMERICAN BUILDERS CONTRACTOR 2019 TERM LOAN | 0 | 1/15/2027 | 210,963 | 204,667 | 0.08 |
| STARBUCKS CORP SR UNSECURED 12/47 3.75 | 3.75 | 12/1/2047 | 275,000 | 203,134 | 0.08 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.880876 | 11/25/2050 | 220,000 | 201,176 | 0.08 |
| BANK BANK 2019 BN24 XA | 0.759783 | 11/15/2062 | 5,502,703 | 198,868 | 0.07 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/2050 | 300,000 | 198,077 | 0.07 |
| ALIBABA GROUP HOLDING SR UNSECURED 06/23 2.8 | 2.8 | 6/6/2023 | 200,000 | 197,451 | 0.07 |
| CPT MORTGAGE TRUST CPTS 2019 CPT A 144A | 2.865 | 11/13/2039 | 240,000 | 196,187 | 0.07 |
| BLOCK INC SR UNSECURED 03/25 0.125 | 0.125 | 3/1/2025 | 215,000 | 195,919 | 0.07 |
| MORGAN STANLEY SUBORDINATED 04/27 3.95 | 3.95 | 4/23/2027 | 210,000 | 195,546 | 0.07 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/2048 | 212,898 | 194,301 | 0.07 |
| BANK BANK 2020 BN28 XA | 1.895784 | 3/15/2063 | 1,923,587 | 194,182 | 0.07 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/2027 | 205,000 | 193,022 | 0.07 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/2045 | 215,628 | 192,878 | 0.07 |
| ASSICURAZIONI GENERALI SUBORDINATED REGS 07/31 2.429 | 2.429 | 7/14/2031 | 265,000 | 192,654 | 0.07 |
| DEXCOM INC SR UNSECURED 11/25 0.25 | 0.25 | 11/15/2025 | 205,000 | 189,881 | 0.07 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/25 FIXED 2.306 | 2.306 | 7/1/2025 | 200,000 | 185,687 | 0.07 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/2040 | 192,217 | 183,477 | 0.07 |
| EBAY INC SR UNSECURED 06/27 3.6 | 3.6 | 6/5/2027 | 195,000 | 180,936 | 0.07 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.894136 | 9/25/2051 | 204,000 | 179,416 | 0.07 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/2042 | 196,694 | 177,787 | 0.07 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/2037 | 185,000 | 175,035 | 0.07 |
| MORGAN STANLEY BAML TRUST MSBAM 2014 C19 A4 | 3.526 | 12/15/2047 | 180,167 | 173,845 | 0.07 |
| KAISER FOUNDATION HOSPIT COMPANY GUAR 05/27 3.15 | 3.15 | 5/1/2027 | 185,000 | 171,734 | 0.06 |
| FREMF MORTGAGE TRUST FREMF 2017 K726 B 144A | 4.148369 | 7/25/2049 | 175,000 | 171,462 | 0.06 |
| BLACK KNIGHT INFOSERV LL COMPANY GUAR 144A 09/28 3.625 | 3.625 | 9/1/2028 | 200,000 | 171,000 | 0.06 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/24 FIXED 5 | 5 | 7/1/2024 | 165,000 | 164,390 | 0.06 |
| REINSURANCE GRP OF AMER SR UNSECURED 09/23 4.7 | 4.7 | 9/15/2023 | 164,000 | 163,522 | 0.06 |
| USI INC INCREMENTAL TERM LOAN B | 0 | 5/16/2024 | 166,250 | 162,215 | 0.06 |
| BLACKHAWK NETWORK HLDGS INC TERM LOAN B | 0 | 6/15/2025 | 172,350 | 161,406 | 0.06 |
| CROCS INC TERM LOAN B | 0 | 2/17/2029 | 169,500 | 160,354 | 0.06 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.211345 | 6/25/2030 | 2,346,333 | 156,988 | 0.06 |
| NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.125 | 4.125 | 11/1/2024 | 160,000 | 156,018 | 0.06 |
| PROLOGIS LP SR UNSECURED 10/26 3.25 | 3.25 | 10/1/2026 | 165,000 | 153,995 | 0.06 |
| COMMONSPIRIT HEALTH SR SECURED 10/30 2.782 | 2.782 | 10/1/2030 | 185,000 | 147,830 | 0.06 |
| XPLORNET COMMUNICATIONS INC TERM LOAN | 0 | 10/2/2028 | 167,552 | 147,585 | 0.06 |
| ETSY INC SR UNSECURED 10/26 0.125 | 0.125 | 10/1/2026 | 110,000 | 147,180 | 0.06 |
| FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.217841 | 7/25/2050 | 155,000 | 145,191 | 0.05 |
| BON SECOURS MERCY SECURED 06/25 1.35 | 1.35 | 6/1/2025 | 155,000 | 140,249 | 0.05 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/2050 | 147,000 | 139,361 | 0.05 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/2055 | 190,000 | 136,785 | 0.05 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 5 | 5 | 7/1/2025 | 135,000 | 134,070 | 0.05 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.680113 | 5/25/2030 | 1,448,460 | 132,252 | 0.05 |
| FREDDIE MAC FHR 3800 CB | 3.5 | 2/15/2026 | 129,831 | 128,455 | 0.05 |
| FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.174678 | 7/25/2027 | 136,000 | 127,283 | 0.05 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.535239 | 5/25/2030 | 1,500,977 | 126,342 | 0.05 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.939366 | 11/25/2030 | 2,416,470 | 125,644 | 0.05 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.384646 | 3/15/2062 | 2,323,673 | 125,469 | 0.05 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.30003 | 7/25/2041 | 1,196,590 | 125,427 | 0.05 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/2036 | 117,542 | 124,345 | 0.05 |
| COMM MORTGAGE TRUST COMM 2013 LC6 A4 | 2.941 | 1/10/2046 | 123,441 | 123,064 | 0.05 |
| PHILADELPHIA PA REDEV AUTH PHIDEV 09/29 FIXED 2.239 | 2.239 | 9/1/2029 | 145,000 | 122,653 | 0.05 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/25 FIXED 3.911 | 3.911 | 7/1/2025 | 125,000 | 121,222 | 0.05 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/2046 | 137,816 | 115,389 | 0.04 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/2030 | 130,000 | 114,515 | 0.04 |
| LIFE FINANCIAL SERVICES TRUST LIFE 2021 BMR D 144A | 4.218 | 3/15/2038 | 117,956 | 112,008 | 0.04 |
| HOWARD UNIVERSITY INSURED 10/25 1.991 | 1.991 | 10/1/2025 | 120,000 | 109,035 | 0.04 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/2045 | 121,104 | 102,976 | 0.04 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/2039 | 103,169 | 101,361 | 0.04 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/2032 | 107,070 | 101,246 | 0.04 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/2027 | 100,000 | 100,811 | 0.04 |
| NORTHEASTERN UNIVERSITY UNSECURED 03/32 5.285 | 5.285 | 3/1/2032 | 100,000 | 100,535 | 0.04 |
| SACRAMENTO CNTY CA PENSN OBLG SACGEN 08/23 INTERAPREC VAR | 5.73 | 8/15/2023 | 99,189 | 100,221 | 0.04 |
| FANNIE MAE CAS CAS 2016 C07 2M2 | 7.434 | 5/25/2029 | 97,756 | 100,074 | 0.04 |
| AVIENT CORPORATION TERM LOAN B | 0 | 8/29/2029 | 100,000 | 99,906 | 0.04 |
| MARSH + MCLENNAN COS INC SR UNSECURED 03/23 3.3 | 3.3 | 3/14/2023 | 100,000 | 99,576 | 0.04 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 103,675 | 98,949 | 0.04 |
| WASHINGTON ST HSG FIN COMMISSI WASHSG 01/24 FIXED 4 | 4 | 1/1/2024 | 100,000 | 98,927 | 0.04 |
| FREMF MORTGAGE TRUST FREMF 2017 K725 B 144A | 4.038811 | 2/25/2050 | 100,000 | 97,820 | 0.04 |
| BANK BANK 2019 BN18 XA | 1.039102 | 5/15/2062 | 2,127,265 | 94,526 | 0.04 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/2043 | 108,296 | 92,503 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 4.080289 | 9/25/2049 | 100,000 | 91,550 | 0.03 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/2026 | 100,000 | 90,870 | 0.03 |
| ZEPHYR GERMAN BIDCO GMBH EUR TERM LOAN B | 0 | 3/10/2028 | 100,000 | 89,515 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K729 C 144A | 3.798544 | 11/25/2049 | 90,000 | 85,507 | 0.03 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.626243 | 10/25/2031 | 2,297,962 | 84,444 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.974008 | 10/25/2049 | 90,000 | 83,241 | 0.03 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 81,415 | 82,322 | 0.03 |
| SAN BERNARDINO CNTY CA PENSN O SBDGEN 08/23 FIXED 6.02 | 6.02 | 8/1/2023 | 80,000 | 80,958 | 0.03 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/2031 | 100,000 | 80,841 | 0.03 |
| OKLAHOMA ST UNIV AGRIC MECH OKSHGR 09/36 FIXED 3.427 | 3.427 | 9/1/2036 | 100,000 | 80,804 | 0.03 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 84,717 | 80,034 | 0.03 |
| COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/2052 | 100,000 | 79,765 | 0.03 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.631168 | 1/15/2054 | 883,829 | 79,475 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 4.080289 | 9/25/2049 | 85,000 | 78,975 | 0.03 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/2035 | 80,333 | 78,843 | 0.03 |
| COMM MORTGAGE TRUST COMM 2020 CX C 144A | 2.772948 | 11/10/2046 | 100,000 | 75,994 | 0.03 |
| FREDDIE MAC FHR 3768 CB | 3.5 | 12/15/2025 | 74,434 | 73,595 | 0.03 |
| COMM MORTGAGE TRUST COMM 2020 CX D 144A | 2.772948 | 11/10/2046 | 100,000 | 73,481 | 0.03 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/2040 | 70,817 | 73,366 | 0.03 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/2027 | 75,989 | 72,206 | 0.03 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/2027 | 69,598 | 67,778 | 0.03 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.8112 | 12/25/2030 | 1,465,992 | 66,518 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K64 B 144A | 4.131365 | 5/25/2050 | 70,000 | 65,456 | 0.02 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/2032 | 68,792 | 64,637 | 0.02 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/2040 | 67,482 | 64,476 | 0.02 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/2028 | 66,577 | 62,936 | 0.02 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A | 2.8093 | 3/10/2033 | 62,308 | 60,114 | 0.02 |
| FANNIE MAE CAS CAS 2017 C01 1M2 | 6.634 | 7/25/2029 | 58,200 | 58,849 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.880876 | 11/25/2050 | 65,000 | 58,784 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.160077 | 11/25/2032 | 67,000 | 57,637 | 0.02 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/2035 | 57,951 | 56,807 | 0.02 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/2040 | 57,165 | 56,071 | 0.02 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/2033 | 58,570 | 55,941 | 0.02 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/2039 | 56,413 | 55,375 | 0.02 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 58,239 | 55,364 | 0.02 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.15 | 3.15 | 8/15/2024 | 57,000 | 54,627 | 0.02 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/2036 | 55,351 | 54,409 | 0.02 |
| VODAFONE GROUP PLC SR UNSECURED 02/43 4.375 | 4.375 | 2/19/2043 | 70,000 | 53,735 | 0.02 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/2036 | 50,297 | 52,106 | 0.02 |
| ATHENAHEALTH INC 2022 DELAYED DRAW TERM LOAN | 0 | 2/15/2029 | 57,971 | 52,087 | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.402383 | 1/25/2031 | 2,465,000 | 51,888 | 0.02 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/2027 | 53,353 | 51,230 | 0.02 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/2037 | 50,661 | 51,223 | 0.02 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 52,039 | 49,153 | 0.02 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.827319 | 9/15/2053 | 641,643 | 46,791 | 0.02 |
| FNMA POOL MA1931 FN 06/24 FIXED 2.5 | 2.5 | 6/1/2024 | 47,000 | 46,308 | 0.02 |
| SS C TECHNOLOGIES INC TERM LOAN B 3 | 0 | 4/16/2025 | 45,601 | 44,244 | 0.02 |
| ETSY INC SR UNSECURED 09/27 0.125 | 0.125 | 9/1/2027 | 50,000 | 44,175 | 0.02 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/2031 | 46,749 | 43,474 | 0.02 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/2040 | 45,409 | 43,347 | 0.02 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/2039 | 41,284 | 42,993 | 0.02 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 44,253 | 42,281 | 0.02 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.915196 | 7/15/2053 | 503,225 | 41,144 | 0.02 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/2036 | 38,816 | 40,811 | 0.02 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 42,569 | 40,470 | 0.02 |
| TRICOLOR AUTO SECURITIZATION T TAST 2021 1A A 144A | 0.74 | 4/15/2024 | 40,426 | 40,284 | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.119986 | 10/25/2030 | 659,022 | 40,266 | 0.02 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/2037 | 41,243 | 39,412 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.842673 | 9/25/2027 | 1,293,597 | 39,310 | 0.01 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/2038 | 39,273 | 38,574 | 0.01 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.853901 | 10/25/2049 | 40,000 | 36,219 | 0.01 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/2040 | 37,871 | 36,143 | 0.01 |
| SS C TECHNOLOGIES INC SS C EUROPEAN HOLDINGS SARL | 0 | 4/16/2025 | 37,018 | 35,917 | 0.01 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/2037 | 34,310 | 35,454 | 0.01 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 3.014 | 10/1/2043 | 34,970 | 34,901 | 0.01 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/2041 | 35,266 | 34,593 | 0.01 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/2041 | 35,425 | 33,810 | 0.01 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/2040 | 32,664 | 32,924 | 0.01 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/2041 | 29,962 | 30,298 | 0.01 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/2041 | 30,788 | 30,154 | 0.01 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/2046 | 29,658 | 26,280 | 0.01 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/2040 | 27,634 | 26,269 | 0.01 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/2040 | 26,697 | 26,186 | 0.01 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/2039 | 23,401 | 22,359 | 0.01 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/2039 | 22,480 | 21,460 | 0.01 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/2038 | 20,198 | 21,237 | 0.01 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/2040 | 22,088 | 20,978 | 0.01 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/2042 | 22,273 | 20,037 | 0.01 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/2039 | 20,785 | 19,842 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.972892 | 11/25/2030 | 364,047 | 19,636 | 0.01 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/2027 | 19,856 | 19,094 | 0.01 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/2035 | 18,344 | 18,887 | 0.01 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/2039 | 19,506 | 18,636 | 0.01 |
| YUZHOU GROUP SR SECURED REGS 01/27 6.35 | 6.35 | 1/13/2027 | 255,000 | 18,255 | 0.01 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/2039 | 18,395 | 18,044 | 0.01 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/2035 | 17,165 | 16,800 | 0.01 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/2041 | 17,072 | 16,747 | 0.01 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/2036 | 17,315 | 16,530 | 0.01 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/2039 | 15,434 | 14,733 | 0.01 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/2040 | 15,112 | 14,433 | 0.01 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/2040 | 14,551 | 14,289 | 0.01 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 14,667 | 13,999 | 0.01 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 13,633 | 13,785 | 0.01 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/2031 | 14,102 | 13,113 | 0 |
| FNMA POOL AW4685 FN 05/44 FLOATING VAR | 2.782 | 5/1/2044 | 12,537 | 12,578 | 0 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/2035 | 12,194 | 12,329 | 0 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/2040 | 12,495 | 11,926 | 0 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/2037 | 10,905 | 11,465 | 0 |
| FREDDIE MAC STACR STACR 2018 HRP1 M2 144A | 4.734 | 4/25/2043 | 11,395 | 11,373 | 0 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/2033 | 10,379 | 10,469 | 0 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/2036 | 10,061 | 9,798 | 0 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.85 | 3.85 | 2/1/2025 | 10,000 | 9,640 | 0 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 9,839 | 9,377 | 0 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/2030 | 9,462 | 9,039 | 0 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/2036 | 8,220 | 8,652 | 0 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/2040 | 8,196 | 7,824 | 0 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 7,982 | 7,631 | 0 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/2041 | 5,941 | 5,585 | 0 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/2031 | 5,337 | 5,041 | 0 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/2033 | 4,622 | 4,557 | 0 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/2039 | 2,145 | 2,160 | 0 |
| ADIENT US LLC 2021 TERM LOAN B | 0 | 4/10/2028 | – | – | 0 |
The composition of the Fund’s portfolio is subject to change.