Domini Impact Bond Fund – Schedule of Portfolio Holdings
| Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
|---|---|---|---|---|---|
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.5 | 4/13/2056 | 16,940,000 | 17,020,671 | 6.1 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 05/26 0.00000 | 0 | 5/22/2026 | 16,500,000 | 16,414,200 | 5.8 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/2030 | 12,910,000 | 11,257,332 | 4 |
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/2030 | 8,000,000 | 7,034,039 | 2.5 |
| KFW GOVT GUARANT 02/34 4.375 | 4.375 | 2/28/2034 | 6,000,000 | 6,069,072 | 2.2 |
| FEDERAL HOME LOAN BANK BONDS 11/35 3.315 | 3.315 | 11/13/2035 | 6,480,000 | 5,916,369 | 2.1 |
| FNMA PRIN STRIPS NOTES 07/37 0.00000 | 0 | 7/15/2037 | 9,000,000 | 5,313,809 | 1.9 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/2028 | 5,000,000 | 4,930,676 | 1.8 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/2027 | 5,000,000 | 4,775,585 | 1.7 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 06/26 0.00000 | 0 | 6/24/2026 | 4,450,000 | 4,412,228 | 1.6 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 4,478,855 | 3,788,815 | 1.3 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/2037 | 6,000,000 | 3,652,723 | 1.3 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/2052 | 3,816,488 | 3,418,643 | 1.2 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 160 A2 | 4.5 | 8/25/2033 | 3,270,526 | 3,272,967 | 1.2 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/2052 | 3,788,994 | 3,112,332 | 1.1 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 5/20/2056 | 3,400,000 | 3,103,910 | 1.1 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 05/26 0.00000 | 0 | 5/27/2026 | 3,100,000 | 3,082,330 | 1.1 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/2027 | 3,000,000 | 2,926,060 | 1 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/2052 | 3,508,098 | 2,891,405 | 1 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 06/26 0.00000 | 0 | 6/22/2026 | 2,775,000 | 2,752,000 | 1 |
| FED HM LN PC POOL SD3512 FR 08/53 FIXED 6 | 6 | 8/1/2053 | 2,541,986 | 2,607,324 | 0.9 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 4/13/2056 | 3,200,000 | 2,578,250 | 0.9 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 05/26 0.00000 | 0 | 5/28/2026 | 2,580,000 | 2,565,036 | 0.9 |
| FED HM LN PC POOL SD5316 FR 04/54 FIXED 6 | 6 | 4/1/2054 | 2,399,972 | 2,456,210 | 0.9 |
| GNMA II TBA 30 YR 2 JUMBOS | 2 | 4/21/2056 | 2,900,000 | 2,396,352 | 0.9 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/53 1.8 | 1.8 | 8/15/2053 | 2,605,000 | 2,144,579 | 0.8 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/2049 | 3,250,000 | 2,102,932 | 0.7 |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 1.5 | 7/31/2053 | 3,665,000 | 2,102,641 | 0.7 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 2,435,728 | 2,087,266 | 0.7 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 | 5.5 | 9/1/2053 | 1,940,097 | 1,956,465 | 0.7 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 | 5.5 | 5/1/2053 | 1,910,990 | 1,927,903 | 0.7 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/2052 | 2,170,050 | 1,912,288 | 0.7 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 4/21/2056 | 2,200,000 | 1,893,031 | 0.7 |
| UNITED NATIONS DEV CORP NY UNNDEV 08/55 FIXED 6.536 | 6.536 | 8/1/2055 | 1,750,000 | 1,848,335 | 0.7 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/2045 | 2,000,000 | 1,845,694 | 0.7 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/2049 | 1,794,452 | 1,717,477 | 0.6 |
| BNP PARIBAS SUBORDINATED 144A 11/35 VAR | 5.906 | 11/19/2035 | 1,640,000 | 1,663,610 | 0.6 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 162 A2 | 5.15 | 12/25/2033 | 1,500,000 | 1,560,701 | 0.6 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 4/21/2056 | 1,600,000 | 1,545,942 | 0.5 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/2039 | 1,750,000 | 1,527,406 | 0.5 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/2030 | 1,500,000 | 1,493,617 | 0.5 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/2037 | 1,800,000 | 1,475,432 | 0.5 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/2041 | 1,615,000 | 1,464,853 | 0.5 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/2028 | 1,400,000 | 1,334,229 | 0.5 |
| CESKA SPORITELNA AS REGS 09/28 VAR | 0.5 | 9/13/2028 | 1,200,000 | 1,328,420 | 0.5 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 5/13/2056 | 1,400,000 | 1,320,113 | 0.5 |
| ROMANIA SR UNSECURED REGS 01/32 2 | 2 | 1/28/2032 | 1,360,000 | 1,308,548 | 0.5 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR | 5.601 | 3/20/2030 | 1,240,000 | 1,272,852 | 0.5 |
| HENRY J KAISER FAMILY FO SR UNSECURED 12/30 4.214 | 4.214 | 12/1/2030 | 1,280,000 | 1,270,091 | 0.5 |
| ANGEL OAK MORTGAGE TRUST AOMT 2022 5 A1 144A | 4.5 | 5/25/2067 | 1,250,607 | 1,246,197 | 0.4 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/2030 | 1,440,000 | 1,243,270 | 0.4 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/2062 | 2,025,000 | 1,231,535 | 0.4 |
| SITIOS LATINOAMERICA COMPANY GUAR 144A 11/29 6 | 6 | 11/25/2029 | 1,195,000 | 1,206,353 | 0.4 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | 7.75 | 12/31/2099 | 1,150,000 | 1,201,951 | 0.4 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/2030 | 1,200,000 | 1,181,693 | 0.4 |
| BNP PARIBAS REGS 01/29 VAR | 4.375 | 1/13/2029 | 1,000,000 | 1,175,301 | 0.4 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/2051 | 2,390,000 | 1,136,242 | 0.4 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 6.07 | 10/22/2027 | 1,090,000 | 1,100,488 | 0.4 |
| APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/2062 | 1,435,000 | 1,093,857 | 0.4 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/2050 | 1,885,902 | 1,090,227 | 0.4 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.160224 | 5/25/2051 | 1,070,000 | 1,056,734 | 0.4 |
| FED HM LN PC POOL SD3684 FR 11/52 FIXED 4.5 | 4.5 | 11/1/2052 | 1,087,874 | 1,055,024 | 0.4 |
| XCAL MORTGAGE TRUST XCAL 2025 VFN1 A 144A | 6.64256 | 6/17/2030 | 1,050,000 | 1,050,274 | 0.4 |
| CORNELL UNIVERSITY SR UNSECURED 06/30 4.169 | 4.169 | 6/15/2030 | 1,035,000 | 1,028,040 | 0.4 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | 2 | 4/16/2041 | 1,100,000 | 1,012,145 | 0.4 |
| BX TRUST BX 2024 VLT5 A 144A | 5.049735 | 11/13/2046 | 1,000,000 | 1,001,454 | 0.4 |
| CREDIT AGRICOLE LONDON 144A 01/27 4.125 | 4.125 | 1/10/2027 | 1,000,000 | 998,779 | 0.4 |
| STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/2054 | 1,200,000 | 969,636 | 0.3 |
| COLUMBIA UNIVERSITY UNSECURED 10/35 4.355 | 4.355 | 10/1/2035 | 995,000 | 963,599 | 0.3 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 6.69 | 11/15/2036 | 955,000 | 954,258 | 0.3 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/2050 | 1,550,000 | 949,138 | 0.3 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/2040 | 1,250,000 | 948,600 | 0.3 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 4/13/2056 | 1,125,000 | 946,055 | 0.3 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/2029 | 1,000,000 | 937,681 | 0.3 |
| AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 9 | 9 | 1/20/2031 | 960,000 | 935,750 | 0.3 |
| LEX TRUST LEXT 2026 450 B 144A | 5.37251 | 3/15/2043 | 925,000 | 920,474 | 0.3 |
| PARAMOUNT GLOBAL COMPANY GUAR 01/31 4.95 | 4.95 | 1/15/2031 | 985,000 | 912,808 | 0.3 |
| HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/2038 | 915,000 | 908,108 | 0.3 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/2033 | 925,406 | 889,663 | 0.3 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/2032 | 1,000,000 | 883,293 | 0.3 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A | 5.08 | 6/21/2050 | 877,547 | 878,104 | 0.3 |
| 10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5 | 4.5 | 7/14/2028 | 925,000 | 873,281 | 0.3 |
| VANTAGE DATA CENTERS JERSEY BO VDCUK 2024 1A A2 144A | 6.172 | 5/28/2039 | 645,000 | 857,356 | 0.3 |
| HUNGARY SR UNSECURED REGS 09/33 5.375 | 5.375 | 9/12/2033 | 705,000 | 856,186 | 0.3 |
| AXIAN TELE HOLD PLC COMPANY GUAR 144A 07/30 7.25 | 7.25 | 7/11/2030 | 855,000 | 845,792 | 0.3 |
| GNMA II POOL MA8948 G2 06/53 FIXED 5.5 | 5.5 | 6/20/2053 | 821,754 | 834,024 | 0.3 |
| FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/2048 | 1,027,074 | 830,857 | 0.3 |
| AFRICELL HOLDING LTD SR SECURED 144A 10/29 10.5 | 10.5 | 10/23/2029 | 835,000 | 830,090 | 0.3 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/2040 | 925,000 | 827,280 | 0.3 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/2040 | 940,000 | 824,304 | 0.3 |
| THE NHP FOUNDATION SR UNSECURED 12/28 5.85 | 5.85 | 12/1/2028 | 800,000 | 824,193 | 0.3 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/2030 | 885,000 | 808,328 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/2044 | 974,000 | 794,159 | 0.3 |
| BPCE SA 144A 01/31 VAR | 5.876 | 1/14/2031 | 770,000 | 793,523 | 0.3 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/2037 | 800,000 | 787,201 | 0.3 |
| FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/2050 | 1,246,009 | 779,178 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/2045 | 1,000,000 | 774,332 | 0.3 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/2028 | 770,000 | 766,182 | 0.3 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/2029 | 800,000 | 763,747 | 0.3 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/2031 | 750,000 | 741,604 | 0.3 |
| DURST COMMERCIAL MORTGAGE TRUS DURST 2025 151 A 144A | 4.802355 | 8/10/2042 | 732,000 | 739,529 | 0.3 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/2041 | 835,000 | 738,799 | 0.3 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/2117 | 1,000,000 | 727,826 | 0.3 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A2 144A | 5.18 | 5/15/2030 | 715,193 | 717,931 | 0.3 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/2036 | 852,000 | 712,402 | 0.3 |
| BLOCK INC SR UNSECURED 05/32 6.5 | 6.5 | 5/15/2032 | 700,000 | 706,829 | 0.3 |
| MBANK SA REGS 09/27 VAR | 0.966 | 9/21/2027 | 600,000 | 686,409 | 0.2 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/2041 | 865,000 | 682,166 | 0.2 |
| WLB ASSET VII PTE SR SECURED 144A 07/29 5.88 | 5.88 | 7/30/2029 | 675,250 | 673,854 | 0.2 |
| BPCE SA REGS 02/36 VAR | 3.875 | 2/26/2036 | 600,000 | 673,170 | 0.2 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/2027 | 670,000 | 664,600 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.49541 | 11/25/2052 | 700,000 | 663,624 | 0.2 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/2028 | 670,000 | 657,980 | 0.2 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 1.937 | 8/15/2046 | 660,000 | 653,321 | 0.2 |
| XCAL MORTGAGE TRUST XCAL 2026 HPL A 144A | 6.81766 | 2/15/2046 | 650,000 | 647,541 | 0.2 |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR A 144A | 4.96564 | 4/15/2042 | 650,000 | 647,177 | 0.2 |
| TRUST 2401 SR UNSECURED 144A 02/34 7.375 | 7.375 | 2/13/2034 | 605,000 | 640,426 | 0.2 |
| BENEFIS HEALTH SYSTEM SECURED 02/35 5.582 | 5.582 | 2/15/2035 | 625,000 | 639,937 | 0.2 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 03/36 6 | 6 | 3/15/2036 | 650,000 | 631,103 | 0.2 |
| AYDEM YENILENEBILIR ENER SR SECURED 144A 09/30 9.875 | 9.875 | 9/30/2030 | 640,000 | 626,970 | 0.2 |
| BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR | 0.583 | 8/24/2028 | 560,000 | 623,406 | 0.2 |
| RETAINED VANTAGE DATA CENTERS VDCR 2024 1A A2 144A | 4.992 | 9/15/2049 | 640,000 | 623,264 | 0.2 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/2039 | 1,060,000 | 620,776 | 0.2 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/2033 | 600,000 | 606,149 | 0.2 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375 | 6.375 | 7/1/2034 | 600,000 | 604,359 | 0.2 |
| JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR | 5.103 | 4/22/2031 | 590,000 | 600,823 | 0.2 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/2028 | 600,000 | 597,760 | 0.2 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/2031 | 640,000 | 594,415 | 0.2 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/2030 | 595,000 | 568,310 | 0.2 |
| CREDIT AGRICOLE SA REGS 05/35 3.75 | 3.75 | 5/27/2035 | 500,000 | 562,339 | 0.2 |
| LIMAK YENILENEBILIR SR UNSECURED 144A 08/30 9.625 | 9.625 | 8/12/2030 | 575,000 | 558,551 | 0.2 |
| TELECOM ARGENTINA SA SR UNSECURED 144A 01/36 8.5 | 8.5 | 1/20/2036 | 545,000 | 542,684 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.645609 | 10/25/2052 | 565,000 | 540,825 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.320041 | 12/25/2050 | 550,000 | 540,524 | 0.2 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A | 6.35 | 10/15/2047 | 540,000 | 538,501 | 0.2 |
| HELIOS ISSUER, LLC SNVA 2020 AA A 144A | 2.98 | 6/20/2047 | 608,822 | 536,476 | 0.2 |
| PRESTON RIDGE PARTNERS MORTGAG PRPM 2025 2 A1 144A | 10.469 | 5/25/2030 | 528,693 | 527,841 | 0.2 |
| FANNIE MAE CAS CAS 2021 R01 1B1 144A | 6.7619 | 10/25/2041 | 510,000 | 514,988 | 0.2 |
| VANTAGE DATA CENTERS LLC VDC 2024 1A A2 144A | 5.1 | 9/15/2054 | 520,000 | 511,994 | 0.2 |
| CALIFORNIA PUBLIC FIN AUTH REV CASGEN 11/31 FIXED 5.4 | 5.4 | 11/15/2031 | 500,000 | 510,687 | 0.2 |
| BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/2026 | 500,000 | 500,000 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.534979 | 2/25/2052 | 520,000 | 498,395 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.458738 | 12/25/2051 | 525,000 | 494,661 | 0.2 |
| AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/2027 | 500,000 | 492,708 | 0.2 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/2028 | 500,000 | 491,015 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 3.915637 | 8/25/2052 | 500,000 | 488,551 | 0.2 |
| NEW YORK NY NYC 02/55 FIXED 6.385 | 6.385 | 2/1/2055 | 465,000 | 485,355 | 0.2 |
| MCAFEE CORP SR UNSECURED 144A 02/30 7.375 | 7.375 | 2/15/2030 | 575,000 | 475,690 | 0.2 |
| LIFESPAN CORP SECURED 02/30 5.05 | 5.05 | 2/15/2030 | 465,000 | 472,426 | 0.2 |
| AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/2030 | 400,000 | 459,935 | 0.2 |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 SPL1 A1 144A | 4.25 | 2/25/2065 | 472,243 | 459,749 | 0.2 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/2046 | 506,452 | 457,309 | 0.2 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/2029 | 500,000 | 456,464 | 0.2 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/2052 | 667,608 | 452,397 | 0.2 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/2032 | 500,000 | 447,451 | 0.2 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/2030 | 445,000 | 441,985 | 0.2 |
| ZELIS PAYMENTS BUYER INC TERM LOAN B | 0 | 9/28/2029 | 450,412 | 437,105 | 0.2 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/2031 | 475,000 | 433,345 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.107721 | 10/25/2031 | 461,000 | 422,426 | 0.2 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/2041 | 435,000 | 421,951 | 0.2 |
| CYTOKINETICS INC SR UNSECURED 144A 10/31 1.75 | 1.75 | 10/1/2031 | 325,000 | 414,984 | 0.1 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/2027 | 430,000 | 411,335 | 0.1 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 4.757 | 3/25/2067 | 418,362 | 410,940 | 0.1 |
| ALTIUM PACKAGING LLC 2024 TERM LOAN B | 0 | 6/11/2031 | 422,475 | 409,273 | 0.1 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.375 | 7.375 | 4/2/2032 | 400,000 | 405,352 | 0.1 |
| SUTTER HEALTH UNSECURED 08/35 5.537 | 5.537 | 8/15/2035 | 390,000 | 402,551 | 0.1 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/37 FIXED 2.641 | 2.641 | 7/1/2037 | 455,000 | 400,670 | 0.1 |
| BOELS TOPHOLDING BV 2026 EUR REPRICED TERM LOAN B | 0 | 5/23/2031 | 344,828 | 396,701 | 0.1 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/2041 | 445,000 | 394,477 | 0.1 |
| PARAMOUNT GLOBAL COMPANY GUAR 01/27 2.9 | 2.9 | 1/15/2027 | 400,000 | 393,292 | 0.1 |
| BRIDGE HOUSING CORP UNSECURED 07/35 5.321 | 5.321 | 7/15/2035 | 390,000 | 391,302 | 0.1 |
| PROAMPAC PG BORROWER LLC 2026 USD TERM LOAN B | 0 | 3/7/2033 | 397,455 | 384,786 | 0.1 |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR B 144A | 5.26523 | 4/15/2042 | 385,000 | 383,192 | 0.1 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 385,000 | 382,634 | 0.1 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 11/27 3.95 | 3.95 | 11/1/2027 | 400,000 | 377,853 | 0.1 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 380,000 | 377,108 | 0.1 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/2046 | 403,685 | 363,735 | 0.1 |
| DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6 | 6 | 6/15/2030 | 360,000 | 362,805 | 0.1 |
| INSULET CORPORATION 2025 TERM LOAN | 0 | 8/1/2031 | 352,234 | 355,316 | 0.1 |
| NEW YORK NY NYC 10/55 FIXED 5.392 | 5.392 | 10/1/2055 | 365,000 | 351,841 | 0.1 |
| FNMA POOL 310229 FN 08/43 FIXED VAR | 3.5 | 8/1/2043 | 363,826 | 344,111 | 0.1 |
| MADISON AVENUE TRUST MAD 2025 11MD B 144A | 4.755417 | 10/15/2042 | 340,000 | 339,181 | 0.1 |
| ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/2029 | 344,203 | 338,671 | 0.1 |
| COMPASS DATACENTERS ISSUER II, CMPDC 2024 2A A1 144A | 5.022 | 8/25/2049 | 340,000 | 337,553 | 0.1 |
| CPI PROPERTY GROUP SA SR UNSECURED REGS 01/32 6 | 6 | 1/27/2032 | 305,000 | 336,289 | 0.1 |
| LIFESPAN CORP SR SECURED 05/31 4.65 | 4.65 | 5/15/2031 | 330,000 | 329,967 | 0.1 |
| ZORLU ENERJI ELEKTRIK COMPANY GUAR 144A 04/30 11 | 11 | 4/23/2030 | 370,000 | 326,319 | 0.1 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/2032 | 375,000 | 320,068 | 0.1 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/2031 | 320,206 | 319,722 | 0.1 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/2035 | 315,000 | 311,219 | 0.1 |
| IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25 | 8.25 | 11/29/2031 | 300,000 | 308,027 | 0.1 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/28 FIXED 6.375 | 6.375 | 10/1/2028 | 305,000 | 307,727 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A | 4.97 | 10/15/2029 | 306,803 | 307,104 | 0.1 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/2031 | 350,000 | 305,145 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 2A A2 144A | 5.99 | 5/15/2029 | 295,166 | 296,945 | 0.1 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/2030 | 325,000 | 296,880 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 3.915637 | 8/25/2052 | 307,000 | 296,849 | 0.1 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A | 6 | 8/17/2048 | 280,000 | 281,340 | 0.1 |
| CORE + MAIN LP 2024 REPRICED TERM LOAN B | 0 | 2/9/2031 | 279,327 | 279,850 | 0.1 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/33 4.5 | 4.5 | 6/1/2033 | 320,000 | 278,827 | 0.1 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/2049 | 403,611 | 275,097 | 0.1 |
| MOSAIC SOLAR LOANS LLC MSAIC 2025 1A A 144A | 6.12 | 8/22/2050 | 272,259 | 269,280 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.7354 | 10/25/2055 | 1,895,324 | 267,818 | 0.1 |
| TRUST FIBRAUNO SR UNSECURED REGS 02/34 7.375 | 7.375 | 2/13/2034 | 245,000 | 259,369 | 0.1 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/2048 | 276,298 | 257,459 | 0.1 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/2046 | 274,680 | 257,294 | 0.1 |
| HTA GROUP LTD COMPANY GUAR REGS 06/29 7.5 | 7.5 | 6/4/2029 | 250,000 | 254,717 | 0.1 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/2031 | 270,000 | 250,155 | 0.1 |
| CANARY WHARF GROUP SR SECURED REGS 04/28 3.375 | 3.375 | 4/23/2028 | 200,000 | 249,577 | 0.1 |
| ROSSINI SARL SR SECURED REGS 12/29 6.75 | 6.75 | 12/31/2029 | 205,000 | 244,188 | 0.1 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/2041 | 335,000 | 239,440 | 0.1 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 11/30 7.125 | 7.125 | 11/15/2030 | 235,000 | 233,713 | 0.1 |
| HTA GROUP LTD COMPANY GUAR 144A 04/31 6.75 | 6.75 | 4/1/2031 | 230,000 | 227,598 | 0.1 |
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A | 6.08889 | 9/15/2034 | 228,000 | 223,604 | 0.1 |
| COTIVITI CORPORATION 2025 2ND AMENDMENT TERM LOAN | 0 | 3/26/2032 | 238,200 | 220,037 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.752201 | 11/25/2050 | 220,000 | 216,103 | 0.1 |
| VAN POOL TRANSPORTATION LLC 2026 REPRICED TERM LOAN | 0 | 8/6/2030 | 214,428 | 214,991 | 0.1 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.744433 | 9/25/2045 | 2,044,199 | 214,350 | 0.1 |
| SUNRISE FINANCING PARTNERSHIP TERM LOAN AAA | 0 | 2/15/2032 | 210,000 | 209,029 | 0.1 |
| GENMAB A/S/GENMAB FIN SR SECURED 144A 12/32 6.25 | 6.25 | 12/15/2032 | 200,000 | 205,191 | 0.1 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/2027 | 205,000 | 204,982 | 0.1 |
| AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B | 0 | 1/31/2031 | 204,079 | 204,416 | 0.1 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/30 FIXED 6.75 | 6.75 | 10/1/2030 | 200,000 | 204,052 | 0.1 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2026 1250B B 144A | 5.13551 | 3/10/2041 | 200,000 | 198,292 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.768421 | 9/25/2051 | 204,000 | 195,849 | 0.1 |
| WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 | 7.75 | 10/15/2030 | 180,000 | 190,317 | 0.1 |
| GRIFOLS SA COMPANY GUAR REGS 10/28 3.875 | 3.875 | 10/15/2028 | 165,000 | 186,822 | 0.1 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75 | 3.75 | 9/15/2030 | 200,000 | 184,188 | 0.1 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 6.069 | 6.069 | 7/1/2033 | 175,000 | 181,484 | 0.1 |
| ENTERPRISE FLEET FINANCING LLC EFF 2025 2 A4 144A | 4.58 | 12/22/2031 | 180,000 | 181,330 | 0.1 |
| GENMAB AS TERM LOAN B | 0 | 12/13/2032 | 180,375 | 181,221 | 0.1 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/2027 | 180,000 | 180,317 | 0.1 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/30 FIXED 6.625 | 6.625 | 10/1/2030 | 170,000 | 180,260 | 0.1 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/2046 | 198,060 | 178,357 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.632765 | 11/25/2029 | 8,608,339 | 174,423 | 0.1 |
| ASCENSION HEALTH SR UNSECURED 11/35 4.923 | 4.923 | 11/15/2035 | 175,000 | 172,996 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A | 7.5 | 12/15/2028 | 164,250 | 166,961 | 0.1 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/34 FIXED 5.343 | 5.343 | 12/1/2034 | 165,000 | 166,733 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 0.916888 | 9/25/2030 | 4,852,484 | 165,653 | 0.1 |
| BLACKHAWK NETWORK HOLDINGS INC 2026 TERM LOAN B | 0 | 3/12/2029 | 167,557 | 165,646 | 0.1 |
| IONIS PHARMACEUTICALS IN SR UNSECURED 144A 12/30 0.0000 | 0 | 12/1/2030 | 158,000 | 165,011 | 0.1 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A C 144A | 6.25 | 6/21/2050 | 165,000 | 164,113 | 0.1 |
| USI INC 2024 TERM LOAN D | 0 | 11/21/2029 | 160,675 | 160,331 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.133343 | 9/25/2030 | 3,945,132 | 156,522 | 0.1 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 02/33 6.125 | 6.125 | 2/15/2033 | 140,000 | 156,314 | 0.1 |
| ETSY INC SR UNSECURED 144A 06/30 1 | 1 | 6/15/2030 | 160,000 | 154,720 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.084975 | 7/25/2050 | 155,000 | 154,103 | 0.1 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/2058 | 158,784 | 151,616 | 0.1 |
| CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/2058 | 148,994 | 148,792 | 0.1 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/2066 | 152,025 | 144,817 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.360538 | 6/25/2030 | 3,103,723 | 142,577 | 0.1 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/2048 | 151,126 | 140,645 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.03724 | 7/25/2027 | 136,000 | 134,924 | 0 |
| OLYMPUS WTR US HLDG CORP SR UNSECURED REGS 10/29 5.375 | 5.375 | 10/1/2029 | 125,000 | 133,951 | 0 |
| OLYMPUS WTR US HLDG CORP SR SECURED REGS 10/28 3.875 | 3.875 | 10/1/2028 | 115,000 | 129,440 | 0 |
| HELIOS ISSUER, LLC SNVA 2021 A A 144A | 1.8 | 2/20/2048 | 174,011 | 129,440 | 0 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/2045 | 136,796 | 124,996 | 0 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A B 144A | 4.56 | 2/15/2029 | 125,000 | 124,952 | 0 |
| YMCA OF GREATER NY UNSECURED 08/30 5.184 | 5.184 | 8/1/2030 | 125,000 | 124,949 | 0 |
| BEACON MOBILITY CORP SR SECURED 144A 08/30 7.25 | 7.25 | 8/1/2030 | 120,000 | 124,054 | 0 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/2040 | 124,935 | 120,915 | 0 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/2042 | 128,577 | 118,040 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.368419 | 6/25/2030 | 2,487,956 | 117,931 | 0 |
| BANK BANK 2020 BN28 XA | 1.758853 | 3/15/2063 | 1,849,409 | 117,072 | 0 |
| PICARD GROUPE SAS SR SECURED REGS 07/29 6.375 | 6.375 | 7/1/2029 | 100,000 | 116,953 | 0 |
| DARLING GLOBAL FINANCE COMPANY GUAR 144A 07/32 4.5 | 4.5 | 7/15/2032 | 100,000 | 115,159 | 0 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/2028 | 113,731 | 114,964 | 0 |
| SUNNOVA HESTIA II ISSUER, LLC SNVA 2024 GRID1 1A 144A | 5.63 | 7/20/2051 | 115,924 | 112,531 | 0 |
| BANK BANK 2019 BN24 XA | 0.632275 | 11/15/2062 | 5,394,265 | 112,092 | 0 |
| GEN DIGITAL INC COMPANY GUAR 144A 04/33 6.25 | 6.25 | 4/1/2033 | 115,000 | 111,884 | 0 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/2055 | 190,000 | 107,541 | 0 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/2027 | 100,000 | 100,231 | 0 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/2026 | 100,000 | 99,107 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 3.948712 | 9/25/2049 | 100,000 | 98,524 | 0 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/2028 | 97,138 | 98,097 | 0 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.226804 | 7/25/2041 | 1,143,709 | 98,085 | 0 |
| SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A | 6 | 4/20/2049 | 95,000 | 95,605 | 0 |
| COLONY AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/2052 | 100,000 | 93,423 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.108643 | 6/25/2030 | 2,309,997 | 91,644 | 0 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/2031 | 100,000 | 90,854 | 0 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/28 4.335 | 4.335 | 11/15/2028 | 90,000 | 89,608 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.840485 | 10/25/2049 | 90,000 | 88,810 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 3.948712 | 9/25/2049 | 85,000 | 84,186 | 0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A | 5.5 | 9/20/2049 | 88,498 | 84,061 | 0 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/2045 | 91,923 | 80,257 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.562256 | 5/25/2030 | 1,415,115 | 76,142 | 0 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/2036 | 70,838 | 74,336 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.839167 | 11/25/2030 | 2,372,966 | 74,220 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.425684 | 5/25/2030 | 1,469,383 | 74,119 | 0 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/2037 | 66,000 | 70,822 | 0 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/35 FIXED 5.426 | 5.426 | 12/1/2035 | 70,000 | 70,494 | 0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/2046 | 78,972 | 66,836 | 0 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/2039 | 66,463 | 65,894 | 0 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 66,979 | 64,782 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.752201 | 11/25/2050 | 65,000 | 63,741 | 0 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.024133 | 11/25/2032 | 67,000 | 58,870 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.208072 | 3/15/2062 | 1,902,234 | 56,862 | 0 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/2043 | 61,549 | 54,681 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.531639 | 10/25/2031 | 2,290,607 | 54,584 | 0 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/2050 | 51,638 | 51,201 | 0 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/2032 | 51,060 | 50,273 | 0 |
| BANK BANK 2019 BN18 XA | 0.879848 | 5/15/2062 | 2,070,493 | 50,216 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.488804 | 1/15/2054 | 867,464 | 49,061 | 0 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/2035 | 47,545 | 47,139 | 0 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 45,890 | 46,346 | 0 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/2040 | 44,414 | 45,756 | 0 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/2040 | 44,493 | 43,069 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.712998 | 12/25/2030 | 1,448,959 | 40,984 | 0 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 41,422 | 40,644 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.726886 | 10/25/2049 | 40,000 | 39,135 | 0 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 37,926 | 36,704 | 0 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/2036 | 37,015 | 36,699 | 0 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/2032 | 36,001 | 35,021 | 0 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/2040 | 34,769 | 34,429 | 0 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/2033 | 34,447 | 34,065 | 0 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/2035 | 32,325 | 32,054 | 0 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/2039 | 32,292 | 31,976 | 0 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/2036 | 29,487 | 30,482 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.309337 | 1/25/2031 | 2,453,965 | 30,322 | 0 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 01/34 5.75 | 5.75 | 1/15/2034 | 30,000 | 29,502 | 0 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/2037 | 29,265 | 28,733 | 0 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/2037 | 28,029 | 28,325 | 0 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 29,024 | 28,167 | 0 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/2040 | 28,650 | 27,734 | 0 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 25,977 | 25,242 | 0 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/2040 | 24,570 | 24,876 | 0 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/2039 | 23,554 | 24,679 | 0 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/2041 | 24,796 | 24,533 | 0 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/2036 | 22,870 | 23,651 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.012255 | 10/25/2030 | 639,717 | 23,638 | 0 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 24,045 | 23,605 | 0 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/2041 | 24,341 | 23,522 | 0 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/2040 | 23,646 | 22,867 | 0 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/2038 | 22,426 | 22,207 | 0 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 6.371 | 10/1/2043 | 21,141 | 21,822 | 0 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/2041 | 20,119 | 19,947 | 0 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.578263 | 9/15/2053 | 495,786 | 19,842 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.741646 | 7/15/2053 | 383,224 | 19,669 | 0 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/2041 | 19,391 | 19,633 | 0 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/2037 | 18,997 | 19,393 | 0 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/2046 | 20,650 | 18,560 | 0 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/2040 | 18,801 | 18,191 | 0 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/2027 | 17,693 | 17,602 | 0 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 1A B 144A | 5.71 | 5/15/2028 | 17,241 | 17,248 | 0 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/2040 | 16,982 | 16,816 | 0 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/2031 | 16,528 | 15,772 | 0 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/2028 | 15,604 | 15,337 | 0 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/2042 | 16,031 | 14,717 | 0 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/2039 | 14,823 | 14,377 | 0 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/2039 | 14,741 | 14,306 | 0 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/2038 | 13,434 | 14,101 | 0 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/2039 | 13,057 | 12,929 | 0 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/2039 | 13,163 | 12,758 | 0 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/2039 | 13,094 | 12,696 | 0 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/2040 | 12,702 | 12,304 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.865491 | 11/25/2030 | 354,345 | 11,792 | 0 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/2041 | 11,680 | 11,565 | 0 |
| VAN POOL TRANSPORTATION LLC 2026 DELAYED DRAW TERM LOAN | 0 | 8/6/2030 | 10,572 | 10,600 | 0 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/2027 | 10,756 | 10,597 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.72022 | 9/25/2027 | 1,237,777 | 10,223 | 0 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/2036 | 10,386 | 10,172 | 0 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/2035 | 9,687 | 9,882 | 0 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/2040 | 9,925 | 9,840 | 0 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/2040 | 9,700 | 9,377 | 0 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/2039 | 9,463 | 9,169 | 0 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/2035 | 9,059 | 8,971 | 0 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 8,758 | 8,471 | 0 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 7,552 | 7,653 | 0 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/2027 | 7,441 | 7,362 | 0 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/2040 | 7,290 | 7,051 | 0 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 7,037 | 6,813 | 0 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/2031 | 6,921 | 6,664 | 0 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/2035 | 6,380 | 6,467 | 0 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/2033 | 5,682 | 5,753 | 0 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/2037 | 5,545 | 5,725 | 0 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/2027 | 5,418 | 5,392 | 0 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/2036 | 5,087 | 5,330 | 0 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 5,159 | 4,998 | 0 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/2036 | 4,950 | 4,910 | 0 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/2040 | 4,995 | 4,830 | 0 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/2030 | 3,872 | 3,844 | 0 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/2041 | 3,407 | 3,341 | 0 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/2027 | 3,077 | 3,048 | 0 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/2031 | 2,368 | 2,326 | 0 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/2033 | 2,265 | 2,294 | 0 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/2039 | 1,340 | 1,355 | 0 |
The composition of the Fund’s portfolio is subject to change.