Domini Impact Bond Fund – Schedule of Portfolio Holdings
| Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
|---|---|---|---|---|---|
| FED HOME LN DISCOUNT NT DISCOUNT NOT 08/26 0.00000 | 0 | 8/10/2026 | 17,050,000 | 16,979,124 | 6 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.5 | 7/13/2056 | 11,350,000 | 11,388,039 | 4 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/2030 | 12,910,000 | 11,209,375 | 4 |
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/2030 | 8,000,000 | 7,010,946 | 2.5 |
| KFW GOVT GUARANT 02/34 4.375 | 4.375 | 2/28/2034 | 6,000,000 | 6,012,603 | 2.1 |
| FEDERAL HOME LOAN BANK BONDS 11/35 3.315 | 3.315 | 11/13/2035 | 6,480,000 | 5,875,364 | 2.1 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.5 | 8/13/2056 | 5,590,000 | 5,600,437 | 2 |
| FNMA PRIN STRIPS NOTES 07/37 0.00000 | 0 | 7/15/2037 | 9,000,000 | 5,360,480 | 1.9 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/2028 | 5,000,000 | 4,900,763 | 1.7 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/2027 | 5,000,000 | 4,793,661 | 1.7 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 09/26 0.00000 | 0 | 9/28/2026 | 4,175,000 | 4,136,642 | 1.5 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 4,420,951 | 3,704,878 | 1.3 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/2037 | 6,000,000 | 3,669,413 | 1.3 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/2052 | 3,767,406 | 3,352,844 | 1.2 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 160 A2 | 4.5 | 8/25/2033 | 3,270,526 | 3,249,171 | 1.2 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 09/26 0.00000 | 0 | 9/3/2026 | 3,200,000 | 3,178,767 | 1.1 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 7/20/2056 | 3,400,000 | 3,054,034 | 1.1 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/2052 | 3,695,974 | 3,015,553 | 1.1 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/2027 | 3,000,000 | 2,939,752 | 1 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 07/26 0.00000 | 0 | 7/30/2026 | 2,925,000 | 2,916,225 | 1 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/2052 | 3,394,853 | 2,782,218 | 1 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 7/13/2056 | 3,200,000 | 2,555,985 | 0.9 |
| FED HM LN PC POOL SD3512 FR 08/53 FIXED 6 | 6 | 8/1/2053 | 2,335,925 | 2,401,851 | 0.9 |
| GNMA II TBA 30 YR 2 JUMBOS | 2 | 7/20/2056 | 2,900,000 | 2,376,174 | 0.8 |
| FED HM LN PC POOL SD5316 FR 04/54 FIXED 6 | 6 | 4/1/2054 | 2,244,522 | 2,305,074 | 0.8 |
| BUNDESREPUB. DEUTSCHLAND BONDS REGS 08/53 1.8 | 1.8 | 8/15/2053 | 2,605,000 | 2,140,062 | 0.8 |
| UNITED KINGDOM GILT BONDS REGS 07/53 1.5 | 1.5 | 7/31/2053 | 3,665,000 | 2,131,778 | 0.8 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/2049 | 3,250,000 | 2,101,320 | 0.7 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 2,365,975 | 2,019,743 | 0.7 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/2052 | 2,155,226 | 1,885,607 | 0.7 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 7/20/2056 | 2,200,000 | 1,878,766 | 0.7 |
| KFW GOVT GUARANT 04/36 0.00000 | 0 | 4/18/2036 | 2,874,000 | 1,864,728 | 0.7 |
| FED HM LN PC POOL SD8362 FR 09/53 FIXED 5.5 | 5.5 | 9/1/2053 | 1,832,881 | 1,852,654 | 0.7 |
| UNITED NATIONS DEV CORP NY UNNDEV 08/55 FIXED 6.536 | 6.536 | 8/1/2055 | 1,750,000 | 1,847,414 | 0.7 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/2045 | 2,000,000 | 1,834,678 | 0.7 |
| FED HM LN PC POOL SD8324 FR 05/53 FIXED 5.5 | 5.5 | 5/1/2053 | 1,788,312 | 1,804,170 | 0.6 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/2049 | 1,772,084 | 1,680,573 | 0.6 |
| BNP PARIBAS SUBORDINATED 144A 11/35 VAR | 5.906 | 11/19/2035 | 1,640,000 | 1,673,476 | 0.6 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K 162 A2 | 5.15 | 12/25/2033 | 1,500,000 | 1,549,043 | 0.5 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 7/20/2056 | 1,600,000 | 1,537,060 | 0.5 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/2030 | 1,500,000 | 1,514,316 | 0.5 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/2039 | 1,750,000 | 1,512,674 | 0.5 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/2037 | 1,800,000 | 1,479,694 | 0.5 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/2041 | 1,615,000 | 1,477,838 | 0.5 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 08/26 0.00000 | 0 | 8/3/2026 | 1,450,000 | 1,445,002 | 0.5 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 09/26 0.00000 | 0 | 9/4/2026 | 1,425,000 | 1,415,399 | 0.5 |
| ROMANIA SR UNSECURED REGS 01/32 2 | 2 | 1/28/2032 | 1,360,000 | 1,351,628 | 0.5 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/2028 | 1,400,000 | 1,335,764 | 0.5 |
| CESKA SPORITELNA AS REGS 09/28 VAR | 0.5 | 9/13/2028 | 1,200,000 | 1,327,455 | 0.5 |
| HENRY J KAISER FAMILY FO SR UNSECURED 12/30 4.214 | 4.214 | 12/1/2030 | 1,280,000 | 1,273,962 | 0.5 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 03/30 VAR | 5.601 | 3/20/2030 | 1,240,000 | 1,266,570 | 0.4 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/2030 | 1,440,000 | 1,245,601 | 0.4 |
| SITIOS LATINOAMERICA COMPANY GUAR 144A 11/29 6 | 6 | 11/25/2029 | 1,195,000 | 1,220,764 | 0.4 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/2062 | 2,025,000 | 1,220,201 | 0.4 |
| FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR | 7.75 | 12/31/2099 | 1,150,000 | 1,200,564 | 0.4 |
| ANGEL OAK MORTGAGE TRUST AOMT 2022 5 A1 144A | 4.5 | 5/25/2067 | 1,192,221 | 1,190,870 | 0.4 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/2030 | 1,200,000 | 1,175,002 | 0.4 |
| BNP PARIBAS REGS 01/29 VAR | 4.375 | 1/13/2029 | 1,000,000 | 1,166,351 | 0.4 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/2051 | 2,390,000 | 1,147,099 | 0.4 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/2050 | 1,885,902 | 1,101,265 | 0.4 |
| APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/2062 | 1,435,000 | 1,096,875 | 0.4 |
| JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 6.07 | 10/22/2027 | 1,090,000 | 1,095,350 | 0.4 |
| XCAL MORTGAGE TRUST XCAL 2025 VFN1 A 144A | 6.59535 | 6/17/2030 | 1,050,000 | 1,049,218 | 0.4 |
| FED HM LN PC POOL SD3684 FR 11/52 FIXED 4.5 | 4.5 | 11/1/2052 | 1,073,799 | 1,038,077 | 0.4 |
| CORNELL UNIVERSITY SR UNSECURED 06/30 4.169 | 4.169 | 6/15/2030 | 1,035,000 | 1,025,659 | 0.4 |
| FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | 2 | 7/16/2041 | 1,100,000 | 1,002,192 | 0.4 |
| BX TRUST BX 2024 VLT5 A 144A | 5.590778 | 11/13/2046 | 1,000,000 | 998,959 | 0.4 |
| CREDIT AGRICOLE LONDON 144A 01/27 4.125 | 4.125 | 1/10/2027 | 1,000,000 | 998,717 | 0.4 |
| STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/2054 | 1,200,000 | 997,070 | 0.4 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/2040 | 1,250,000 | 970,095 | 0.3 |
| COLUMBIA UNIVERSITY UNSECURED 10/35 4.355 | 4.355 | 10/1/2035 | 995,000 | 957,130 | 0.3 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 6.643 | 11/15/2036 | 955,000 | 954,091 | 0.3 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/2050 | 1,550,000 | 948,978 | 0.3 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 7/13/2056 | 1,125,000 | 940,166 | 0.3 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/2029 | 1,000,000 | 936,084 | 0.3 |
| LEX TRUST LEXT 2026 450 B 144A | 5.32539 | 3/15/2043 | 925,000 | 929,438 | 0.3 |
| PARAMOUNT GLOBAL COMPANY GUAR 01/31 4.95 | 4.95 | 1/15/2031 | 985,000 | 915,892 | 0.3 |
| BX TRUST BX 2026 AHP A 144A | 4.85 | 6/15/2043 | 900,000 | 901,221 | 0.3 |
| 10 RENEW POWER SUBSIDIAR SR SECURED REGS 07/28 4.5 | 4.5 | 7/14/2028 | 925,000 | 895,562 | 0.3 |
| HUNGARY SR UNSECURED REGS 09/33 5.375 | 5.375 | 9/12/2033 | 705,000 | 887,213 | 0.3 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/2032 | 1,000,000 | 884,237 | 0.3 |
| VANTAGE DATA CENTERS JERSEY BO VDCUK 2024 1A A2 144A | 6.172 | 5/28/2039 | 645,000 | 866,199 | 0.3 |
| AXIAN TELE HOLD PLC COMPANY GUAR 144A 07/30 7.25 | 7.25 | 7/11/2030 | 855,000 | 863,915 | 0.3 |
| AFRICELL HOLDING LTD SR SECURED 144A 10/29 10.5 | 10.5 | 10/23/2029 | 835,000 | 857,706 | 0.3 |
| FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/2048 | 1,034,796 | 833,136 | 0.3 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/2040 | 940,000 | 826,684 | 0.3 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/2040 | 925,000 | 825,640 | 0.3 |
| THE NHP FOUNDATION SR UNSECURED 12/28 5.85 | 5.85 | 12/1/2028 | 800,000 | 818,113 | 0.3 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/2030 | 885,000 | 808,786 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/2044 | 974,000 | 791,981 | 0.3 |
| BPCE SA 144A 01/31 VAR | 5.876 | 1/14/2031 | 770,000 | 791,280 | 0.3 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/2037 | 800,000 | 790,286 | 0.3 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A A2 144A | 5.08 | 6/21/2050 | 788,828 | 789,161 | 0.3 |
| FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/2050 | 1,246,009 | 786,856 | 0.3 |
| GNMA II POOL MA8948 G2 06/53 FIXED 5.5 | 5.5 | 6/20/2053 | 769,730 | 779,943 | 0.3 |
| IIFL FINANCE LTD SR SECURED 144A 09/29 7.6 | 7.6 | 9/10/2029 | 775,000 | 779,300 | 0.3 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/2045 | 1,000,000 | 773,190 | 0.3 |
| TELECOMMUNICATIONS CO TE SR UNSECURED 144A 05/31 7.25 | 7.25 | 5/18/2031 | 771,000 | 769,615 | 0.3 |
| STAR ENERGY GEOTHERMAL SR SECURED REGS 04/33 6.75 | 6.75 | 4/24/2033 | 759,150 | 768,259 | 0.3 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/2028 | 770,000 | 762,689 | 0.3 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/2033 | 788,131 | 760,820 | 0.3 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/2029 | 800,000 | 759,162 | 0.3 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/2041 | 835,000 | 740,542 | 0.3 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/2117 | 1,000,000 | 740,169 | 0.3 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/2031 | 750,000 | 739,356 | 0.3 |
| DURST COMMERCIAL MORTGAGE TRUS DURST 2025 151 A 144A | 5.316893 | 8/10/2042 | 732,000 | 736,086 | 0.3 |
| BLOCK INC SR UNSECURED 05/32 6.5 | 6.5 | 5/15/2032 | 700,000 | 714,991 | 0.3 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/2036 | 852,000 | 714,156 | 0.3 |
| MBANK SA REGS 09/27 VAR | 0.966 | 9/21/2027 | 600,000 | 682,725 | 0.2 |
| BPCE SA REGS 02/36 VAR | 3.875 | 2/26/2036 | 600,000 | 682,243 | 0.2 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/2041 | 865,000 | 682,186 | 0.2 |
| WLB ASSET VII PTE SR SECURED 144A 07/29 5.88 | 5.88 | 7/30/2029 | 675,250 | 674,478 | 0.2 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/2027 | 670,000 | 664,725 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.614947 | 11/25/2052 | 700,000 | 659,785 | 0.2 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 1.937 | 8/15/2046 | 660,000 | 657,864 | 0.2 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/2028 | 670,000 | 656,556 | 0.2 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 7/13/2056 | 700,000 | 654,334 | 0.2 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 8/13/2056 | 700,000 | 653,842 | 0.2 |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR A 144A | 4.91852 | 4/15/2042 | 650,000 | 649,912 | 0.2 |
| XCAL MORTGAGE TRUST XCAL 2026 HPL A 144A | 6.77045 | 2/15/2046 | 650,000 | 646,993 | 0.2 |
| TRUST 2401 SR UNSECURED 144A 02/34 7.375 | 7.375 | 2/13/2034 | 605,000 | 643,339 | 0.2 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 03/36 6 | 6 | 3/15/2036 | 650,000 | 641,634 | 0.2 |
| AYDEM YENILENEBILIR ENER SR SECURED 144A 09/30 9.875 | 9.875 | 9/30/2030 | 640,000 | 636,424 | 0.2 |
| BENEFIS HEALTH SYSTEM SECURED 02/35 5.582 | 5.582 | 2/15/2035 | 625,000 | 635,103 | 0.2 |
| RETAINED VANTAGE DATA CENTERS VDCR 2024 1A A2 144A | 4.992 | 9/15/2049 | 640,000 | 627,909 | 0.2 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/2039 | 1,060,000 | 624,273 | 0.2 |
| BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR | 0.583 | 8/24/2028 | 560,000 | 623,527 | 0.2 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375 | 6.375 | 7/1/2034 | 600,000 | 612,207 | 0.2 |
| AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 9 | 9 | 1/20/2031 | 635,000 | 611,188 | 0.2 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/2033 | 600,000 | 608,073 | 0.2 |
| TRINITY RAIL LEASING L.P. TRL 2026 1A A 144A | 5.35 | 4/19/2056 | 608,268 | 606,809 | 0.2 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/2028 | 600,000 | 597,277 | 0.2 |
| JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR | 5.103 | 4/22/2031 | 590,000 | 596,766 | 0.2 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/2031 | 640,000 | 594,414 | 0.2 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2025 2A A2 144A | 5.18 | 5/15/2030 | 587,684 | 588,621 | 0.2 |
| TELECOM ARGENTINA SA SR UNSECURED 144A 01/36 8.5 | 8.5 | 1/20/2036 | 545,000 | 570,851 | 0.2 |
| CREDIT AGRICOLE SA REGS 05/35 3.75 | 3.75 | 5/27/2035 | 500,000 | 570,742 | 0.2 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/2030 | 595,000 | 567,341 | 0.2 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2022 1A A2 144A | 6.35 | 10/15/2047 | 540,000 | 540,206 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.301589 | 5/25/2051 | 549,000 | 539,605 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.764202 | 10/25/2052 | 565,000 | 537,346 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.464069 | 12/25/2050 | 550,000 | 537,244 | 0.2 |
| FANNIE MAE CAS CAS 2021 R01 1B1 144A | 6.72776 | 10/25/2041 | 510,000 | 513,391 | 0.2 |
| VANTAGE DATA CENTERS LLC VDC 2024 1A A2 144A | 5.1 | 9/15/2054 | 520,000 | 513,117 | 0.2 |
| CALIFORNIA PUBLIC FIN AUTH REV CASGEN 11/31 FIXED 5.4 | 5.4 | 11/15/2031 | 500,000 | 508,448 | 0.2 |
| (SUNNOVA) AURORA I ISSUER, LLC SNVA 2020 AA A 144A | 2.98 | 6/20/2047 | 592,780 | 505,237 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.576995 | 12/25/2051 | 525,000 | 497,910 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.655341 | 2/25/2052 | 520,000 | 494,789 | 0.2 |
| SUMISHO AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/2027 | 500,000 | 493,166 | 0.2 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/2028 | 500,000 | 489,815 | 0.2 |
| MCAFEE CORP SR UNSECURED 144A 02/30 7.375 | 7.375 | 2/15/2030 | 575,000 | 489,076 | 0.2 |
| CYTOKINETICS INC SR UNSECURED 144A 10/31 1.75 | 1.75 | 10/1/2031 | 325,000 | 487,500 | 0.2 |
| NEW YORK NY NYC 02/55 FIXED 6.385 | 6.385 | 2/1/2055 | 465,000 | 486,774 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 4.048944 | 8/25/2052 | 500,000 | 486,231 | 0.2 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/2029 | 500,000 | 470,509 | 0.2 |
| LIFESPAN CORP SECURED 02/30 5.05 | 5.05 | 2/15/2030 | 465,000 | 468,931 | 0.2 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/2052 | 674,306 | 461,857 | 0.2 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/2032 | 500,000 | 449,594 | 0.2 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/2046 | 500,887 | 449,266 | 0.2 |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 SPL1 A1 144A | 4.25 | 2/25/2065 | 458,854 | 444,465 | 0.2 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/2031 | 475,000 | 443,638 | 0.2 |
| GUARDANT HEALTH INC SR UNSECURED 02/31 1.25 | 1.25 | 2/15/2031 | 175,000 | 440,563 | 0.2 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/2030 | 445,000 | 437,940 | 0.2 |
| ZELIS PAYMENTS BUYER INC TERM LOAN B | 0 | 9/28/2029 | 448,120 | 437,925 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.247406 | 10/25/2031 | 461,000 | 422,904 | 0.2 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/2041 | 435,000 | 421,579 | 0.1 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/2027 | 430,000 | 414,534 | 0.1 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/32 7.375 | 7.375 | 4/2/2032 | 400,000 | 413,410 | 0.1 |
| ALTIUM PACKAGING LLC 2024 TERM LOAN B | 0 | 6/11/2031 | 421,400 | 410,734 | 0.1 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/37 FIXED 2.641 | 2.641 | 7/1/2037 | 455,000 | 407,230 | 0.1 |
| SUTTER HEALTH UNSECURED 08/35 5.537 | 5.537 | 8/15/2035 | 390,000 | 401,944 | 0.1 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 4.757 | 3/25/2067 | 406,356 | 396,990 | 0.1 |
| BOELS TOPHOLDING BV 2026 EUR TERM LOAN B4 | 0 | 5/23/2031 | 344,828 | 395,888 | 0.1 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/2041 | 445,000 | 395,377 | 0.1 |
| PARAMOUNT GLOBAL COMPANY GUAR 01/27 2.9 | 2.9 | 1/15/2027 | 400,000 | 395,168 | 0.1 |
| PROAMPAC PG BORROWER LLC 2026 USD TERM LOAN B | 0 | 3/7/2033 | 397,455 | 391,592 | 0.1 |
| BRIDGE HOUSING CORP UNSECURED 07/35 5.321 | 5.321 | 7/15/2035 | 390,000 | 388,333 | 0.1 |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR B 144A | 5.21811 | 4/15/2042 | 385,000 | 385,277 | 0.1 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 385,000 | 384,080 | 0.1 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 380,000 | 379,208 | 0.1 |
| DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6 | 6 | 6/15/2030 | 360,000 | 362,547 | 0.1 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/2046 | 395,826 | 354,125 | 0.1 |
| INSULET CORPORATION 2025 TERM LOAN | 0 | 8/1/2031 | 350,390 | 352,634 | 0.1 |
| NEW YORK NY NYC 10/55 FIXED 5.392 | 5.392 | 10/1/2055 | 365,000 | 351,768 | 0.1 |
| CPI PROPERTY GROUP SA SR UNSECURED REGS 01/32 6 | 6 | 1/27/2032 | 305,000 | 342,803 | 0.1 |
| ATHENAHEALTH GROUP INC 2026 TERM LOAN B | 0 | 2/16/2032 | 344,203 | 340,976 | 0.1 |
| MADISON AVENUE TRUST MAD 2025 11MD B 144A | 5.264926 | 10/15/2042 | 340,000 | 339,029 | 0.1 |
| COMPASS DATACENTERS ISSUER II, CMPDC 2024 2A A1 144A | 5.022 | 8/25/2049 | 340,000 | 337,595 | 0.1 |
| FNMA POOL 310229 FN 08/43 FIXED VAR | 3.5 | 8/1/2043 | 354,740 | 333,985 | 0.1 |
| LIFESPAN CORP SR SECURED 05/31 4.65 | 4.65 | 5/15/2031 | 330,000 | 326,573 | 0.1 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/2032 | 375,000 | 317,629 | 0.1 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/2031 | 320,206 | 317,499 | 0.1 |
| IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25 | 8.25 | 11/29/2031 | 300,000 | 313,867 | 0.1 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/2035 | 315,000 | 309,141 | 0.1 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/28 FIXED 6.375 | 6.375 | 10/1/2028 | 305,000 | 307,801 | 0.1 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/2031 | 350,000 | 307,440 | 0.1 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/2030 | 325,000 | 296,866 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 4.048944 | 8/25/2052 | 307,000 | 294,911 | 0.1 |
| ZORLU ENERJI ELEKTRIK COMPANY GUAR 144A 04/30 11 | 11 | 4/23/2030 | 370,000 | 281,248 | 0.1 |
| ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A | 6 | 8/17/2048 | 280,000 | 280,306 | 0.1 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/2049 | 407,153 | 279,630 | 0.1 |
| CORE + MAIN LP 2024 REPRICED TERM LOAN B | 0 | 2/9/2031 | 278,620 | 279,229 | 0.1 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 06/33 4.5 | 4.5 | 6/1/2033 | 320,000 | 277,883 | 0.1 |
| MERIT MEDICAL SYSTEMS IN SR UNSECURED 02/29 3 | 3 | 2/1/2029 | 250,000 | 269,750 | 0.1 |
| MOSAIC SOLAR LOANS LLC MSAIC 2025 1A A 144A | 6.12 | 8/22/2050 | 262,409 | 260,593 | 0.1 |
| TRUST FIBRAUNO SR UNSECURED REGS 02/34 7.375 | 7.375 | 2/13/2034 | 245,000 | 260,313 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.733062 | 10/25/2055 | 1,880,846 | 259,492 | 0.1 |
| HTA GROUP LTD COMPANY GUAR REGS 06/29 7.5 | 7.5 | 6/4/2029 | 250,000 | 256,086 | 0.1 |
| CANARY WHARF GROUP SR SECURED REGS 04/28 3.375 | 3.375 | 4/23/2028 | 200,000 | 254,909 | 0.1 |
| HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65 | 4.65 | 4/1/2029 | 268,000 | 254,473 | 0.1 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/2031 | 270,000 | 250,525 | 0.1 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/2046 | 269,905 | 250,368 | 0.1 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/2048 | 270,578 | 249,592 | 0.1 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/2041 | 335,000 | 241,136 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 3A A2 144A | 4.97 | 10/15/2029 | 240,634 | 240,725 | 0.1 |
| PENNYMAC FIN SVCS INC COMPANY GUAR 144A 11/30 7.125 | 7.125 | 11/15/2030 | 235,000 | 238,302 | 0.1 |
| HTA GROUP LTD COMPANY GUAR 144A 04/31 6.75 | 6.75 | 4/1/2031 | 230,000 | 232,973 | 0.1 |
| 280 PARK AVENUE MORTGAGE TRUST PRK 2017 280P E 144A | 6.03089 | 9/15/2034 | 228,000 | 226,774 | 0.1 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2024 2A A2 144A | 5.99 | 5/15/2029 | 221,404 | 222,455 | 0.1 |
| COTIVITI CORPORATION 2025 2ND AMENDMENT TERM LOAN | 0 | 3/26/2032 | 237,600 | 216,513 | 0.1 |
| VAN POOL TRANSPORTATION LLC 2026 REPRICED TERM LOAN | 0 | 8/6/2030 | 214,428 | 215,131 | 0.1 |
| SUNRISE FINANCING PARTNERSHIP TERM LOAN AAA | 0 | 2/15/2032 | 210,000 | 207,550 | 0.1 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.739507 | 9/25/2045 | 2,033,643 | 206,458 | 0.1 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/2027 | 205,000 | 204,426 | 0.1 |
| GENMAB A/S/GENMAB FIN SR SECURED 144A 12/32 6.25 | 6.25 | 12/15/2032 | 200,000 | 203,933 | 0.1 |
| AMER BLDRS + CONTRCTRS SUPPLY 2024 TERM LOAN B | 0 | 1/31/2031 | 203,559 | 203,906 | 0.1 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/30 FIXED 6.75 | 6.75 | 10/1/2030 | 200,000 | 202,835 | 0.1 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2026 1250B B 144A | 5.135512 | 3/10/2041 | 200,000 | 197,430 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.896868 | 9/25/2051 | 204,000 | 194,625 | 0.1 |
| WULF COMPUTE LLC SR SECURED 144A 10/30 7.75 | 7.75 | 10/15/2030 | 180,000 | 189,173 | 0.1 |
| GRIFOLS SA COMPANY GUAR REGS 10/28 3.875 | 3.875 | 10/15/2028 | 165,000 | 187,459 | 0.1 |
| HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75 | 3.75 | 9/15/2030 | 200,000 | 186,863 | 0.1 |
| ETSY INC SR UNSECURED 06/30 1 | 1 | 6/15/2030 | 160,000 | 185,872 | 0.1 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 6.069 | 6.069 | 7/1/2033 | 175,000 | 181,817 | 0.1 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/30 FIXED 6.625 | 6.625 | 10/1/2030 | 170,000 | 180,990 | 0.1 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/2027 | 180,000 | 180,340 | 0.1 |
| ENTERPRISE FLEET FINANCING LLC EFF 2025 2 A4 144A | 4.58 | 12/22/2031 | 180,000 | 180,261 | 0.1 |
| GENMAB AS 2026 TERM LOAN B | 0 | 12/13/2032 | 175,750 | 175,774 | 0.1 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/2046 | 195,998 | 175,249 | 0.1 |
| ASCENSION HEALTH SR UNSECURED 11/35 4.923 | 4.923 | 11/15/2035 | 175,000 | 172,937 | 0.1 |
| IONIS PHARMACEUTICALS IN SR UNSECURED 144A 12/30 0.0000 | 0 | 12/1/2030 | 158,000 | 168,665 | 0.1 |
| BLACKHAWK NETWORK HOLDINGS INC 2026 TERM LOAN B | 0 | 3/12/2029 | 166,719 | 166,111 | 0.1 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/34 FIXED 5.343 | 5.343 | 12/1/2034 | 165,000 | 165,896 | 0.1 |
| TESLA SUSTAINABLE ENERGY TRUST TSET 2024 1A C 144A | 6.25 | 6/21/2050 | 165,000 | 165,478 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.749298 | 11/25/2029 | 8,563,848 | 161,205 | 0.1 |
| OLYMPUS WTR US HLDG CORP SR SECURED 144A 02/33 6.125 | 6.125 | 2/15/2033 | 140,000 | 161,089 | 0.1 |
| USI INC 2024 TERM LOAN D | 0 | 11/21/2029 | 160,502 | 159,998 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 1.007522 | 9/25/2030 | 4,831,367 | 155,741 | 0.1 |
| COLUMBIA UNIVERSITY UNSECURED 10/33 4.676 | 4.676 | 10/1/2033 | 150,000 | 150,349 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.231356 | 9/25/2030 | 3,931,671 | 146,678 | 0.1 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/2058 | 153,093 | 144,986 | 0.1 |
| OLYMPUS WTR US HLDG CORP SR UNSECURED REGS 10/29 5.375 | 5.375 | 10/1/2029 | 125,000 | 140,084 | 0 |
| CHILDREN S HOSPITAL CORP COMPANY GUAR 02/50 2.585 | 2.585 | 2/1/2050 | 225,000 | 138,698 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.459265 | 6/25/2030 | 3,090,317 | 135,090 | 0 |
| CCO HLDGS LLC/CAP CORP SR UNSECURED 144A 01/34 4.25 | 4.25 | 1/15/2034 | 156,000 | 132,211 | 0 |
| CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/2058 | 131,466 | 131,147 | 0 |
| OLYMPUS WTR US HLDG CORP SR SECURED REGS 10/28 3.875 | 3.875 | 10/1/2028 | 115,000 | 131,086 | 0 |
| (SUNNOVA) AURORA I ISSUER, LLC SNVA 2021 A A 144A | 1.8 | 2/20/2048 | 170,579 | 130,134 | 0 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/2066 | 136,360 | 129,896 | 0 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A | 7.5 | 12/15/2028 | 127,280 | 128,912 | 0 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/2048 | 138,034 | 127,284 | 0 |
| BEACON MOBILITY CORP SR SECURED 144A 08/30 7.25 | 7.25 | 8/1/2030 | 120,000 | 124,997 | 0 |
| YMCA OF GREATER NY UNSECURED 08/30 5.184 | 5.184 | 8/1/2030 | 125,000 | 123,849 | 0 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/2040 | 122,708 | 119,168 | 0 |
| PICARD GROUPE SAS SR SECURED REGS 07/29 6.375 | 6.375 | 7/1/2029 | 100,000 | 118,124 | 0 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/2045 | 128,898 | 116,519 | 0 |
| DARLING GLOBAL FINANCE COMPANY GUAR 144A 07/32 4.5 | 4.5 | 7/15/2032 | 100,000 | 115,366 | 0 |
| GEN DIGITAL INC COMPANY GUAR 144A 04/33 6.25 | 6.25 | 4/1/2033 | 115,000 | 113,424 | 0 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/2042 | 123,722 | 112,975 | 0 |
| SUNNOVA HESTIA II ISSUER, LLC SNVA 2024 GRID1 1A 144A | 5.63 | 7/20/2051 | 114,634 | 110,371 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.468225 | 6/25/2030 | 2,478,197 | 110,043 | 0 |
| BANK BANK 2020 BN28 XA | 1.874853 | 3/15/2063 | 1,845,056 | 109,331 | 0 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/2055 | 190,000 | 108,033 | 0 |
| PRESTIGE AUTO RECEIVABLES TRUS PART 2024 2A B 144A | 4.56 | 2/15/2029 | 104,105 | 104,143 | 0 |
| BANK BANK 2019 BN24 XA | 0.749223 | 11/15/2062 | 5,364,847 | 103,235 | 0 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/2027 | 100,000 | 100,500 | 0 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/2026 | 100,000 | 99,522 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 4.083251 | 9/25/2049 | 100,000 | 98,431 | 0 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.30573 | 7/25/2041 | 1,139,239 | 97,633 | 0 |
| SABEY DATA CENTER ISSUER LLC SDCP 2024 1 A2 144A | 6 | 4/20/2049 | 95,000 | 95,282 | 0 |
| COLONY AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/2052 | 100,000 | 93,571 | 0 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/2031 | 100,000 | 91,428 | 0 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/28 4.335 | 4.335 | 11/15/2028 | 90,000 | 89,299 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.200913 | 6/25/2030 | 2,303,085 | 85,677 | 0 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/2028 | 82,271 | 82,940 | 0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2024 1A A 144A | 5.5 | 9/20/2049 | 86,085 | 82,839 | 0 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/2045 | 88,539 | 76,834 | 0 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/2028 | 70,729 | 71,216 | 0 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/2036 | 67,707 | 71,062 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.669312 | 5/25/2030 | 1,409,425 | 70,949 | 0 |
| IOWA ST STUDENT LOAN LIQUIDITY IASSTD 12/35 FIXED 5.426 | 5.426 | 12/1/2035 | 70,000 | 70,102 | 0 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/2037 | 66,000 | 69,796 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.923438 | 11/25/2030 | 2,362,985 | 69,686 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.527065 | 5/25/2030 | 1,464,097 | 69,138 | 0 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 65,714 | 63,818 | 0 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/2046 | 75,301 | 63,382 | 0 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/2039 | 63,946 | 63,352 | 0 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.160993 | 11/25/2032 | 67,000 | 58,550 | 0 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/2043 | 60,760 | 53,618 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.37801 | 3/15/2062 | 1,901,902 | 53,003 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.625742 | 10/25/2031 | 2,288,607 | 52,696 | 0 |
| HA SUSTAINABLE INF CAP COMPANY GUAR 144A 07/33 5.95 | 5.95 | 7/15/2033 | 50,000 | 50,231 | 0 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/2032 | 47,412 | 46,308 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.601734 | 1/15/2054 | 866,214 | 46,005 | 0 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/2035 | 46,254 | 45,825 | 0 |
| BANK BANK 2019 BN18 XA | 1.024075 | 5/15/2062 | 2,032,679 | 44,924 | 0 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/2050 | 44,145 | 43,776 | 0 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 43,496 | 43,677 | 0 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/2040 | 42,532 | 43,671 | 0 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/2040 | 42,418 | 41,244 | 0 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.853432 | 10/25/2049 | 40,000 | 39,187 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.80053 | 12/25/2030 | 1,443,373 | 38,774 | 0 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 39,409 | 38,389 | 0 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 36,889 | 35,868 | 0 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/2036 | 35,944 | 35,610 | 0 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/2040 | 33,073 | 32,725 | 0 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/2033 | 32,757 | 32,191 | 0 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/2035 | 31,232 | 30,862 | 0 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/2039 | 31,091 | 30,764 | 0 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/2032 | 31,219 | 30,119 | 0 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 01/34 5.75 | 5.75 | 1/15/2034 | 30,000 | 29,434 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.396629 | 1/25/2031 | 2,446,052 | 28,571 | 0 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/2036 | 27,642 | 28,490 | 0 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/2037 | 28,443 | 27,710 | 0 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/2040 | 27,643 | 26,845 | 0 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 27,569 | 26,807 | 0 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/2037 | 26,223 | 26,491 | 0 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 25,426 | 24,723 | 0 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/2041 | 24,454 | 24,172 | 0 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/2040 | 23,593 | 23,835 | 0 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/2039 | 22,720 | 23,816 | 0 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/2041 | 23,834 | 23,102 | 0 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/2036 | 21,604 | 22,344 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.105335 | 10/25/2030 | 636,363 | 22,241 | 0 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/2040 | 22,693 | 22,038 | 0 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 22,283 | 21,721 | 0 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 6.371 | 10/1/2043 | 20,939 | 21,576 | 0 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/2038 | 21,509 | 21,283 | 0 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/2041 | 19,553 | 19,371 | 0 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/2041 | 19,123 | 19,319 | 0 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.697129 | 9/15/2053 | 494,246 | 18,338 | 0 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.873672 | 7/15/2053 | 381,476 | 18,332 | 0 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/2046 | 20,452 | 18,252 | 0 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/2037 | 17,803 | 18,018 | 0 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/2040 | 18,214 | 17,710 | 0 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/2040 | 15,960 | 15,792 | 0 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/2031 | 15,814 | 15,011 | 0 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/2042 | 15,565 | 14,139 | 0 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/2039 | 14,458 | 14,058 | 0 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/2039 | 14,438 | 14,021 | 0 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/2038 | 12,740 | 13,372 | 0 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/2039 | 12,760 | 12,625 | 0 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/2028 | 12,666 | 12,448 | 0 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/2039 | 12,653 | 12,288 | 0 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/2039 | 12,554 | 12,206 | 0 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/2040 | 12,149 | 11,798 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.952827 | 11/25/2030 | 352,664 | 11,115 | 0 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/2041 | 11,158 | 11,040 | 0 |
| VAN POOL TRANSPORTATION LLC 2026 DELAYED DRAW TERM LOAN | 0 | 8/6/2030 | 10,572 | 10,607 | 0 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/2036 | 10,142 | 9,864 | 0 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/2040 | 9,620 | 9,531 | 0 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/2035 | 9,219 | 9,440 | 0 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/2040 | 9,485 | 9,214 | 0 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/2039 | 8,942 | 8,684 | 0 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/2035 | 8,670 | 8,579 | 0 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.804098 | 9/25/2027 | 1,234,745 | 8,004 | 0 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 8,158 | 7,923 | 0 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/2027 | 7,590 | 7,560 | 0 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/2027 | 7,527 | 7,424 | 0 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 7,165 | 7,195 | 0 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 6,766 | 6,579 | 0 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/2040 | 6,477 | 6,290 | 0 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/2031 | 6,500 | 6,226 | 0 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/2035 | 6,064 | 6,090 | 0 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/2027 | 5,568 | 5,510 | 0 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/2037 | 5,271 | 5,397 | 0 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/2033 | 5,177 | 5,198 | 0 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/2036 | 4,924 | 5,161 | 0 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/2040 | 4,907 | 4,765 | 0 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 4,887 | 4,754 | 0 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/2036 | 4,774 | 4,709 | 0 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/2030 | 3,625 | 3,578 | 0 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/2041 | 3,209 | 3,139 | 0 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/2027 | 2,991 | 2,979 | 0 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/2027 | 2,361 | 2,336 | 0 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/2033 | 2,137 | 2,154 | 0 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/2031 | 2,200 | 2,145 | 0 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/2039 | 1,316 | 1,328 | 0 |
The composition of the Fund’s portfolio is subject to change.