Domini Impact Bond Fund – Schedule of Portfolio Holdings
| Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
|---|---|---|---|---|---|
| FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 4.5 | 7/13/53 | 15,230,000 | 14,648,761 | 5.79 |
| FED HOME LN DISCOUNT NT DISCOUNT NOT 07/23 0.00000 | 0.01 | 7/7/23 | 8,000,000 | 7,995,715 | 3.16 |
| FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/30 | 8,000,000 | 6,432,495 | 2.54 |
| FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 7/13/53 | 5,800,000 | 5,443,164 | 2.15 |
| FEDERAL FARM CREDIT BANK BONDS 03/26 4.5 | 4.5 | 3/2/26 | 5,000,000 | 4,987,928 | 1.97 |
| GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 7/20/53 | 5,300,000 | 4,893,391 | 1.93 |
| FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/28 | 5,000,000 | 4,788,100 | 1.89 |
| FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/51 | 5,199,206 | 4,418,456 | 1.74 |
| FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/27 | 5,000,000 | 4,338,096 | 1.71 |
| FNMA POOL CB2781 FN 02/52 FIXED 3 | 3 | 2/1/52 | 4,881,130 | 4,312,796 | 1.7 |
| FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/52 | 4,751,439 | 4,226,951 | 1.67 |
| FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 7/13/53 | 4,800,000 | 3,917,250 | 1.55 |
| FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/52 | 4,759,159 | 3,910,926 | 1.54 |
| FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/52 | 4,434,421 | 3,655,987 | 1.44 |
| FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.5 | 7/13/53 | 3,630,000 | 3,614,261 | 1.43 |
| FEDERAL HOME LOAN BANK BONDS 03/26 4.125 | 4.125 | 3/13/26 | 3,500,000 | 3,440,325 | 1.36 |
| KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/37 | 6,000,000 | 3,404,160 | 1.34 |
| FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/27 | 3,000,000 | 2,614,388 | 1.03 |
| FEDERAL HOME LOAN BANK BONDS 03/25 2.375 | 2.375 | 3/14/25 | 2,710,000 | 2,589,525 | 1.02 |
| FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/51 | 2,991,460 | 2,556,427 | 1.01 |
| FREDDIE MAC NOTES 02/25 1.5 | 1.5 | 2/12/25 | 2,600,000 | 2,454,316 | 0.97 |
| FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/52 | 2,756,551 | 2,432,177 | 0.96 |
| EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/30 | 3,000,000 | 2,394,247 | 0.95 |
| FED HM LN PC POOL SD8246 FR 09/52 FIXED 5 | 5 | 9/1/52 | 2,421,449 | 2,377,070 | 0.94 |
| FNMA POOL MA4761 FN 09/52 FIXED 5 | 5 | 9/1/52 | 2,419,669 | 2,375,322 | 0.94 |
| FANNIE MAE NOTES 07/37 5.625 | 5.625 | 7/15/37 | 2,000,000 | 2,293,645 | 0.91 |
| FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/49 | 3,250,000 | 2,245,845 | 0.89 |
| FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/49 | 2,240,626 | 2,133,515 | 0.84 |
| FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 5 | 7/13/53 | 2,000,000 | 1,960,781 | 0.77 |
| GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 7/20/53 | 2,200,000 | 1,904,891 | 0.75 |
| MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/31 | 1,850,000 | 1,797,472 | 0.71 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/39 | 2,150,000 | 1,717,508 | 0.68 |
| FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 3.5 | 7/13/53 | 1,700,000 | 1,549,656 | 0.61 |
| GNMA II TBA 30 YR 4 JUMBOS | 4 | 7/20/53 | 1,600,000 | 1,514,063 | 0.6 |
| FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/37 | 1,800,000 | 1,463,932 | 0.58 |
| BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/30 | 1,500,000 | 1,447,674 | 0.57 |
| BX TRUST BX 2022 AHP A 144A | 6.13699 | 1/17/39 | 1,465,000 | 1,426,215 | 0.56 |
| SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/26 | 1,500,000 | 1,348,283 | 0.53 |
| VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.133 | 3.133 | 2/26/25 | 1,380,000 | 1,294,832 | 0.51 |
| RICE UNIVERSITY UNSECURED 05/55 3.774 | 3.774 | 5/15/55 | 1,490,000 | 1,257,199 | 0.5 |
| APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/62 | 1,435,000 | 1,255,625 | 0.5 |
| SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/41 | 1,615,000 | 1,251,905 | 0.49 |
| CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/45 | 1,325,000 | 1,247,765 | 0.49 |
| BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR | 6.253 | 9/16/26 | 1,200,000 | 1,192,520 | 0.47 |
| MT SINAI HOSPITAL SECURED 07/35 3.831 | 3.831 | 7/1/35 | 1,400,000 | 1,192,365 | 0.47 |
| BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/28 | 1,400,000 | 1,185,960 | 0.47 |
| MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/30 | 1,440,000 | 1,116,605 | 0.44 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/50 | 1,885,902 | 1,115,067 | 0.44 |
| BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/30 | 1,200,000 | 1,104,083 | 0.44 |
| STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/54 | 1,200,000 | 1,099,706 | 0.43 |
| AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75 | 6.75 | 5/20/29 | 1,200,000 | 1,094,923 | 0.43 |
| INTERCHILE SA SR SECURED 144A 06/56 4.5 | 4.5 | 6/30/56 | 1,315,000 | 1,093,298 | 0.43 |
| BNP PARIBAS SR UNSECURED REGS 01/29 VAR | 4.375 | 1/13/29 | 1,000,000 | 1,086,632 | 0.43 |
| AT+T INC SR UNSECURED 06/31 2.75 | 2.75 | 6/1/31 | 1,285,000 | 1,084,282 | 0.43 |
| NORINCHUKIN BANK SR UNSECURED 144A 03/28 5.43 | 5.43 | 3/9/28 | 1,070,000 | 1,079,773 | 0.43 |
| ADVOCATE HEALTH CORP SR UNSECURED 08/28 3.829 | 3.829 | 8/15/28 | 1,115,000 | 1,065,799 | 0.42 |
| FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.302967 | 5/25/51 | 1,070,000 | 999,949 | 0.39 |
| FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 7/13/53 | 1,125,000 | 953,877 | 0.38 |
| CREDIT AGRICOLE LONDON SR UNSECURED 144A 01/27 4.125 | 4.125 | 1/10/27 | 1,000,000 | 950,507 | 0.38 |
| STONECO LTD COMPANY GUAR REGS 06/28 3.95 | 3.95 | 6/16/28 | 1,200,000 | 930,191 | 0.37 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/33 | 1,000,000 | 926,937 | 0.37 |
| STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 8.096 | 11/15/36 | 955,000 | 902,949 | 0.36 |
| PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 | 1.375 | 11/15/25 | 1,000,000 | 901,610 | 0.36 |
| PROV ST JOSEPH HLTH OBL SR UNSECURED 10/33 5.403 | 5.403 | 10/1/33 | 910,000 | 898,403 | 0.35 |
| KLABIN AUSTRIA GMBH COMPANY GUAR 144A 04/29 5.75 | 5.75 | 4/3/29 | 905,000 | 890,126 | 0.35 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/40 | 1,250,000 | 889,496 | 0.35 |
| PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | 4.95 | 1/15/31 | 985,000 | 887,707 | 0.35 |
| GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 7/20/53 | 900,000 | 869,309 | 0.34 |
| BX TRUST BX 2022 CLS A 144A | 5.76 | 10/13/27 | 892,000 | 860,442 | 0.34 |
| PRES + FELLOWS OF HARVAR UNSECURED 07/56 3.3 | 3.3 | 7/15/56 | 1,125,000 | 859,169 | 0.34 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/29 | 1,000,000 | 849,440 | 0.34 |
| FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/50 | 1,246,009 | 844,763 | 0.33 |
| INVEST ENERGY RES LTD SR SECURED 144A 04/29 6.25 | 6.25 | 4/26/29 | 925,000 | 843,526 | 0.33 |
| PHILADELPHIA PA REDEV AUTH PHIDEV 09/30 FIXED 2.339 | 2.339 | 9/1/30 | 1,000,000 | 835,232 | 0.33 |
| FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/44 | 974,000 | 825,946 | 0.33 |
| HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/38 | 915,000 | 822,637 | 0.32 |
| DC OFFICE TRUST DCOT 2019 MTC A 144A | 2.965 | 9/15/45 | 1,030,000 | 815,584 | 0.32 |
| UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/17 | 1,000,000 | 815,468 | 0.32 |
| FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/45 | 1,000,000 | 811,247 | 0.32 |
| MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/32 | 1,000,000 | 808,001 | 0.32 |
| DUKE UNIVERSITY UNSECURED 10/44 2.682 | 2.682 | 10/1/44 | 1,070,000 | 790,514 | 0.31 |
| FLORIDA ST DEV FIN CORP EDUCTN FLSDEV 04/40 FIXED 4.009 | 4.009 | 4/1/40 | 925,000 | 784,310 | 0.31 |
| COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/40 | 940,000 | 784,211 | 0.31 |
| ILLINOIS ST FIN AUTH REVENUE ILSGEN 05/41 FIXED 3.51 | 3.51 | 5/15/41 | 1,000,000 | 781,668 | 0.31 |
| GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/26 | 855,400 | 769,984 | 0.3 |
| NEW JERSEY ST EDUCTNL FACS AUT NJSEDU 07/48 FIXED 3.958 | 3.958 | 7/1/48 | 1,000,000 | 758,127 | 0.3 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A | 5.57 | 9/25/29 | 760,000 | 749,108 | 0.3 |
| FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/48 | 945,839 | 746,577 | 0.29 |
| OREGON ST UNIV GEN REVENUE ORSHGR 03/60 FIXED 3.424 | 3.424 | 3/1/60 | 1,000,000 | 744,971 | 0.29 |
| COMMONSPIRIT HEALTH SR SECURED 10/49 3.817 | 3.817 | 10/1/49 | 975,000 | 743,769 | 0.29 |
| USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/30 | 885,000 | 736,882 | 0.29 |
| ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/26 | 750,000 | 731,583 | 0.29 |
| MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/31 | 950,000 | 731,073 | 0.29 |
| HONG KONG SR UNSECURED 144A 05/24 2.5 | 2.5 | 5/28/24 | 750,000 | 730,987 | 0.29 |
| MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/62 | 1,000,000 | 729,020 | 0.29 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A | 4.22 | 5/17/27 | 744,041 | 721,547 | 0.28 |
| GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/40 | 925,000 | 720,992 | 0.28 |
| PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/37 | 800,000 | 712,279 | 0.28 |
| CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/31 | 750,000 | 705,363 | 0.28 |
| BANCO DO BRASIL (CAYMAN) SR UNSECURED 144A 04/30 6.25 | 6.25 | 4/18/30 | 705,000 | 701,299 | 0.28 |
| CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/29 | 800,000 | 692,690 | 0.27 |
| VERIZON COMMUNICATIONS SR UNSECURED 05/33 5.05 | 5.05 | 5/9/33 | 700,000 | 692,275 | 0.27 |
| YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/26 | 765,000 | 680,333 | 0.27 |
| BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/26 | 705,000 | 680,136 | 0.27 |
| CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/51 | 1,240,000 | 667,711 | 0.26 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/28 | 770,000 | 660,230 | 0.26 |
| HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/41 | 865,000 | 652,582 | 0.26 |
| COMM MORTGAGE TRUST COMM 2020 CX A 144A | 2.173 | 11/10/46 | 825,000 | 646,200 | 0.26 |
| PENNSYLVANIA ST UNIV PSUHGR 09/50 FIXED 2.84 | 2.84 | 9/1/50 | 895,000 | 644,437 | 0.25 |
| BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/36 | 852,000 | 643,932 | 0.25 |
| SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/41 | 835,000 | 640,886 | 0.25 |
| CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/39 | 1,060,000 | 635,257 | 0.25 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/27 | 670,000 | 625,343 | 0.25 |
| RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/28 | 670,000 | 620,061 | 0.24 |
| FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.614732 | 11/25/52 | 700,000 | 613,687 | 0.24 |
| UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/20 FIXED 3.706 | 3.706 | 5/15/20 | 900,000 | 604,145 | 0.24 |
| HUDSON YARDS HY 2019 30HY A 144A | 3.228 | 7/10/39 | 700,000 | 602,292 | 0.24 |
| MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/33 | 600,000 | 594,715 | 0.23 |
| SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/30 | 615,000 | 577,148 | 0.23 |
| TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/28 | 600,000 | 563,963 | 0.22 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A | 7.833 | 6/15/38 | 655,000 | 553,485 | 0.22 |
| CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/67 | 591,243 | 547,805 | 0.22 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/28 | 550,000 | 546,674 | 0.22 |
| TRICOLOR AUTO SECURITIZATION T TAST 2023 1A B 144A | 6.84 | 11/16/26 | 550,000 | 546,179 | 0.22 |
| MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/31 | 640,000 | 544,447 | 0.22 |
| FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/46 | 610,055 | 543,005 | 0.21 |
| CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/58 | 545,743 | 541,981 | 0.21 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/28 | 545,000 | 540,719 | 0.21 |
| AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A | 7.12 | 3/15/27 | 545,000 | 539,775 | 0.21 |
| STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/30 | 595,000 | 535,463 | 0.21 |
| BLUEHUB LOAN FUND SR UNSECURED 01/27 2.89 | 2.89 | 1/1/27 | 600,000 | 532,352 | 0.21 |
| BANK OF AMERICA CORP SR UNSECURED 10/25 VAR | 2.456 | 10/22/25 | 545,000 | 520,479 | 0.21 |
| MET GOVT NASHVILLE DAVIDSONC METHGR 07/52 FIXED 3.235 | 3.235 | 7/1/52 | 800,000 | 519,236 | 0.21 |
| CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A | 6 | 10/25/57 | 526,985 | 515,044 | 0.2 |
| COMM MORTGAGE TRUST COMM 2020 SBX A 144A | 1.67 | 1/10/38 | 595,000 | 512,960 | 0.2 |
| THOMAS JEFFERSON UNIV SECURED 11/57 3.847 | 3.847 | 11/1/57 | 700,000 | 510,734 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.463847 | 12/25/50 | 550,000 | 510,347 | 0.2 |
| FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.764911 | 10/25/52 | 565,000 | 506,397 | 0.2 |
| HOLOGIC INC COMPANY GUAR 144A 02/29 3.25 | 3.25 | 2/15/29 | 570,000 | 499,215 | 0.2 |
| ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.85 | 3.85 | 11/15/24 | 500,000 | 487,136 | 0.19 |
| NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/35 | 500,000 | 486,808 | 0.19 |
| CHNGE MORTGAGE TRUST CHNGE 2023 1 A1 144A | 7.065 | 3/25/58 | 489,177 | 485,269 | 0.19 |
| SBA TOWER TRUST SBAC 2014 2A C 144A | 3.869 | 10/15/49 | 500,000 | 484,796 | 0.19 |
| AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/30 | 400,000 | 484,469 | 0.19 |
| VENTAS REALTY LP COMPANY GUAR 02/25 3.5 | 3.5 | 2/1/25 | 500,000 | 479,051 | 0.19 |
| BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/26 | 500,000 | 478,943 | 0.19 |
| US BANCORP SUBORDINATED 09/24 3.6 | 3.6 | 9/11/24 | 493,000 | 478,368 | 0.19 |
| BIOGROUP LCD 2021 EUR TERM LOAN B | 0 | 2/9/28 | 465,000 | 475,450 | 0.19 |
| HTA GROUP LTD COMPANY GUAR REGS 12/25 7 | 7 | 12/18/25 | 500,000 | 474,450 | 0.19 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/52 | 598,175 | 472,205 | 0.19 |
| CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/31 | 560,000 | 465,275 | 0.18 |
| CITIGROUP INC SR UNSECURED 04/25 VAR | 3.352 | 4/24/25 | 475,000 | 464,475 | 0.18 |
| FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.573748 | 12/25/51 | 525,000 | 464,437 | 0.18 |
| BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR | 6.253 | 9/16/26 | 465,000 | 462,101 | 0.18 |
| ZELIS HEALTHCARE CORPORATION 2021 TERM LOAN | 0 | 9/30/26 | 460,798 | 460,884 | 0.18 |
| NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/28 | 500,000 | 460,685 | 0.18 |
| FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.662572 | 2/25/52 | 520,000 | 460,209 | 0.18 |
| AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/27 | 500,000 | 456,471 | 0.18 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 4.05501 | 8/25/52 | 500,000 | 456,435 | 0.18 |
| FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/46 | 493,944 | 442,452 | 0.17 |
| BOELS TOPHOLDING BV 2021 EUR TERM LOAN B | 0 | 2/6/27 | 400,000 | 433,036 | 0.17 |
| COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/41 | 435,000 | 419,121 | 0.17 |
| COMM MORTGAGE TRUST COMM 2020 CX B 144A | 2.446 | 11/10/46 | 524,000 | 411,110 | 0.16 |
| FANNIE MAE FNR 2012 120 ZB | 3.5 | 11/25/42 | 450,052 | 411,092 | 0.16 |
| DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/27 | 425,000 | 409,765 | 0.16 |
| AXIAN TELECOM COMPANY GUAR 144A 02/27 7.375 | 7.375 | 2/16/27 | 445,000 | 409,400 | 0.16 |
| CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/32 | 500,000 | 408,297 | 0.16 |
| STHRN OH PORT EXEMPT FAC REVEN SHNTRN 12/30 FIXED OID 6.5 | 6.5 | 12/1/30 | 470,000 | 401,969 | 0.16 |
| HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/52 | 470,000 | 400,062 | 0.16 |
| BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/26 | 430,000 | 399,116 | 0.16 |
| SUTTER HEALTH UNSECURED 08/33 5.164 | 5.164 | 8/15/33 | 395,000 | 394,131 | 0.16 |
| FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.223068 | 10/25/31 | 461,000 | 383,089 | 0.15 |
| DCERT BUYER INC 2019 TERM LOAN B | 0 | 10/16/26 | 381,942 | 379,913 | 0.15 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.789946 | 10/25/55 | 2,085,026 | 376,283 | 0.15 |
| FREMF MORTGAGE TRUST FREMF 2019 K736 C 144A | 3.885448 | 7/25/26 | 400,000 | 371,535 | 0.15 |
| BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/29 | 500,000 | 362,242 | 0.14 |
| WRKCO INC COMPANY GUAR 09/24 3 | 3 | 9/15/24 | 375,000 | 360,755 | 0.14 |
| NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/27 | 430,000 | 360,568 | 0.14 |
| PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | 2.9 | 1/15/27 | 400,000 | 360,352 | 0.14 |
| AMERICAN TOWER CORP SR UNSECURED 02/24 5 | 5 | 2/15/24 | 362,000 | 359,970 | 0.14 |
| BX TRUST BX 2022 CLS B 144A | 6.3 | 10/13/27 | 375,000 | 357,589 | 0.14 |
| FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A | 4.43 | 1/18/28 | 362,323 | 353,526 | 0.14 |
| RUSSELL INVESTMENTS 2020 TERM LOAN | 0 | 5/30/25 | 377,463 | 353,046 | 0.14 |
| SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/41 | 445,000 | 349,116 | 0.14 |
| FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.258 | 1.258 | 7/1/25 | 375,000 | 346,354 | 0.14 |
| DIST OF COLUMBIA REVENUE DISREV 04/42 FIXED 3.432 | 3.432 | 4/1/42 | 430,000 | 342,337 | 0.14 |
| ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/29 | 353,920 | 339,447 | 0.13 |
| FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/48 | 364,592 | 337,162 | 0.13 |
| FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/46 | 346,513 | 322,350 | 0.13 |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A4 | 3.617 | 9/15/57 | 340,000 | 320,440 | 0.13 |
| VERISURE HOLDING AB 2021 EURO TERM LOAN | 0 | 3/27/28 | 300,000 | 317,098 | 0.13 |
| DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.75 | 3.75 | 3/4/25 | 325,000 | 309,634 | 0.12 |
| GO DADDY OPERATING COMPANY LLC 2021 TERM LOAN B4 | 0 | 8/10/27 | 300,700 | 300,597 | 0.12 |
| YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/32 | 375,000 | 299,705 | 0.12 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.757386 | 11/25/29 | 8,896,198 | 295,721 | 0.12 |
| FREDDIE MAC FHR 3806 L | 3.5 | 2/15/26 | 302,285 | 295,008 | 0.12 |
| GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/66 | 325,814 | 292,843 | 0.12 |
| REGENCY CENTERS LP COMPANY GUAR 06/24 3.75 | 3.75 | 6/15/24 | 300,000 | 291,374 | 0.12 |
| MORGAN STANLEY BAML TRUST MSBAM 2014 C15 A4 | 4.051 | 4/15/47 | 286,143 | 282,772 | 0.11 |
| REPUBLIC OF CHILE SR UNSECURED 07/31 0.83 | 0.83 | 7/2/31 | 324,000 | 278,924 | 0.11 |
| CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 | 0 | 2/1/27 | 279,441 | 278,102 | 0.11 |
| COMM MORTGAGE TRUST COMM 2015 LC19 A4 | 3.183 | 2/10/48 | 291,000 | 277,134 | 0.11 |
| FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 4.05501 | 8/25/52 | 307,000 | 276,748 | 0.11 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/31 | 350,000 | 274,431 | 0.11 |
| ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/30 | 325,000 | 272,879 | 0.11 |
| FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.785949 | 9/25/45 | 2,215,195 | 270,817 | 0.11 |
| INSULET CORPORATION SR UNSECURED 09/26 0.375 | 0.375 | 9/1/26 | 195,000 | 268,808 | 0.11 |
| PENNSYLVANIA ST INDL DEV AUTH PASDEV 07/24 FIXED 3.556 | 3.556 | 7/1/24 | 271,000 | 267,491 | 0.11 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/49 | 366,626 | 267,056 | 0.11 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/41 | 335,000 | 265,459 | 0.1 |
| INSULET CORPORATION TERM LOAN B | 0 | 5/4/28 | 260,363 | 260,558 | 0.1 |
| FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/27 | 266,400 | 258,053 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 1.024031 | 9/25/30 | 4,952,412 | 256,980 | 0.1 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.253628 | 9/25/30 | 4,050,338 | 252,742 | 0.1 |
| BNP PARIBAS SR UNSECURED 144A 01/24 3.8 | 3.8 | 1/10/24 | 245,000 | 241,949 | 0.1 |
| FREMF MORTGAGE TRUST FREMF 2017 K729 B 144A | 3.798722 | 11/25/49 | 250,000 | 240,753 | 0.1 |
| DIGNITY HEALTH SECURED 11/64 5.267 | 5.267 | 11/1/64 | 250,000 | 235,546 | 0.09 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.480071 | 6/25/30 | 3,192,635 | 232,126 | 0.09 |
| AMERICAN TOWER CORP SR UNSECURED 05/24 3.375 | 3.375 | 5/15/24 | 235,000 | 230,133 | 0.09 |
| DEXCOM INC SR UNSECURED 11/25 0.25 | 0.25 | 11/15/25 | 205,000 | 219,858 | 0.09 |
| FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/58 | 230,225 | 214,726 | 0.08 |
| MORGAN STANLEY BAML TRUST MSBAM 2013 C12 A4 | 4.259 | 10/15/46 | 210,333 | 209,568 | 0.08 |
| AMERICAN BUILDERS CONTRACTOR 2019 TERM LOAN | 0 | 1/15/27 | 209,332 | 208,995 | 0.08 |
| APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/50 | 300,000 | 208,995 | 0.08 |
| FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/46 | 234,785 | 208,917 | 0.08 |
| BLOCK INC SR UNSECURED 03/25 0.125 | 0.125 | 3/1/25 | 215,000 | 203,713 | 0.08 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.880464 | 11/25/50 | 220,000 | 202,624 | 0.08 |
| LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A | 1.46 | 6/15/26 | 207,479 | 198,721 | 0.08 |
| MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/27 | 205,000 | 196,582 | 0.08 |
| VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/37 | 185,000 | 193,721 | 0.08 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.48268 | 6/25/30 | 2,535,925 | 187,858 | 0.07 |
| AMERICAN INTL GROUP SR UNSECURED 04/26 3.9 | 3.9 | 4/1/26 | 190,000 | 182,645 | 0.07 |
| FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.896258 | 9/25/51 | 204,000 | 182,099 | 0.07 |
| BANK BANK 2019 BN24 XA | 0.754769 | 11/15/62 | 5,483,686 | 181,795 | 0.07 |
| BLACK KNIGHT INFOSERV LL COMPANY GUAR 144A 09/28 3.625 | 3.625 | 9/1/28 | 200,000 | 179,500 | 0.07 |
| BANK BANK 2020 BN28 XA | 1.877698 | 3/15/63 | 1,888,105 | 177,881 | 0.07 |
| FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/26 | 180,047 | 175,524 | 0.07 |
| FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/45 | 193,444 | 175,013 | 0.07 |
| KAISER FOUNDATION HOSPIT COMPANY GUAR 05/27 3.15 | 3.15 | 5/1/27 | 185,000 | 174,127 | 0.07 |
| FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/48 | 188,149 | 173,798 | 0.07 |
| MORGAN STANLEY BAML TRUST MSBAM 2014 C19 A4 | 3.526 | 12/15/47 | 180,167 | 172,546 | 0.07 |
| FREMF MORTGAGE TRUST FREMF 2017 K726 B 144A | 4.145553 | 7/25/49 | 175,000 | 171,154 | 0.07 |
| BLACKHAWK NETWORK HLDGS INC TERM LOAN B | 0 | 6/15/25 | 171,450 | 170,289 | 0.07 |
| FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/40 | 172,520 | 165,972 | 0.07 |
| USI, INC. 2022 INCREMENTAL TERM LOAN | 0 | 11/22/29 | 165,003 | 164,988 | 0.07 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/24 FIXED 5 | 5 | 7/1/24 | 165,000 | 164,575 | 0.06 |
| REINSURANCE GRP OF AMER SR UNSECURED 09/23 4.7 | 4.7 | 9/15/23 | 164,000 | 163,607 | 0.06 |
| FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/42 | 180,861 | 161,433 | 0.06 |
| COMMONSPIRIT HEALTH SR SECURED 10/30 2.782 | 2.782 | 10/1/30 | 185,000 | 155,714 | 0.06 |
| NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.125 | 4.125 | 11/1/24 | 160,000 | 155,406 | 0.06 |
| FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.218412 | 7/25/50 | 155,000 | 145,478 | 0.06 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.210504 | 6/25/30 | 2,342,665 | 144,428 | 0.06 |
| BON SECOURS MERCY SECURED 06/25 1.35 | 1.35 | 6/1/25 | 155,000 | 142,323 | 0.06 |
| WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/55 | 190,000 | 136,035 | 0.05 |
| XPLORNET COMMUNICATIONS INC TERM LOAN | 0 | 10/2/28 | 166,283 | 135,921 | 0.05 |
| LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 5 | 5 | 7/1/25 | 135,000 | 134,194 | 0.05 |
| ETSY INC SR UNSECURED 10/26 0.125 | 0.125 | 10/1/26 | 110,000 | 130,680 | 0.05 |
| FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.176068 | 7/25/27 | 136,000 | 127,350 | 0.05 |
| BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/50 | 129,868 | 122,790 | 0.05 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.680345 | 5/25/30 | 1,445,845 | 121,643 | 0.05 |
| FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.301989 | 7/25/41 | 1,188,079 | 118,653 | 0.05 |
| CROCS, INC. TERM LOAN B | 0 | 2/20/29 | 118,000 | 118,369 | 0.05 |
| OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/30 | 130,000 | 118,038 | 0.05 |
| BECTON DICKINSON AND CO COMMON STOCK USD1.0 | 0 | 442 | 116,692 | 0.05 | |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.537122 | 5/25/30 | 1,498,334 | 116,400 | 0.05 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.938137 | 11/25/30 | 2,414,867 | 115,031 | 0.05 |
| LIFE FINANCIAL SERVICES TRUST LIFE 2021 BMR D 144A | 6.66148 | 3/15/38 | 117,956 | 113,573 | 0.04 |
| FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/36 | 106,310 | 111,505 | 0.04 |
| HOWARD UNIVERSITY INSURED 10/25 1.991 | 1.991 | 10/1/25 | 120,000 | 110,952 | 0.04 |
| BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.356584 | 3/15/62 | 2,210,903 | 109,284 | 0.04 |
| ZEPHYR GERMAN BIDCO GMBH EUR TERM LOAN B | 0 | 3/10/28 | 100,000 | 102,527 | 0.04 |
| MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/46 | 123,839 | 101,373 | 0.04 |
| FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/45 | 116,065 | 100,263 | 0.04 |
| SACRAMENTO CNTY CA PENSN OBLG SACGEN 08/23 INTERAPREC VAR | 5.73 | 8/15/23 | 99,189 | 99,144 | 0.04 |
| WASHINGTON ST HSG FIN COMMISSI WASHSG 01/24 FIXED 4 | 4 | 1/1/24 | 100,000 | 98,488 | 0.04 |
| FREMF MORTGAGE TRUST FREMF 2017 K725 B 144A | 4.037464 | 2/25/50 | 100,000 | 98,122 | 0.04 |
| MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/27 | 100,000 | 96,512 | 0.04 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 4.080843 | 9/25/49 | 100,000 | 92,502 | 0.04 |
| FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/39 | 93,301 | 92,334 | 0.04 |
| HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/26 | 100,000 | 91,449 | 0.04 |
| FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/40 | 95,018 | 91,412 | 0.04 |
| FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/32 | 91,688 | 87,185 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K729 C 144A | 3.798722 | 11/25/49 | 90,000 | 86,266 | 0.03 |
| OKLAHOMA ST UNIV AGRIC MECH OKSHGR 09/36 FIXED 3.427 | 3.427 | 9/1/36 | 100,000 | 85,921 | 0.03 |
| FANNIE MAE CAS CAS 2016 C07 2M2 | 9.50043 | 5/25/29 | 81,556 | 85,690 | 0.03 |
| BANK BANK 2019 BN18 XA | 1.034422 | 5/15/62 | 2,117,198 | 85,543 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.973479 | 10/25/49 | 90,000 | 83,534 | 0.03 |
| UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/31 | 100,000 | 83,005 | 0.03 |
| COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/52 | 100,000 | 81,892 | 0.03 |
| TRICOLOR AUTO SECURITIZATION T TAST 2022 1A A 144A | 3.3 | 2/18/25 | 80,576 | 80,103 | 0.03 |
| SAN BERNARDINO CNTY CA PENSN O SBDGEN 08/23 FIXED 6.02 | 6.02 | 8/1/23 | 80,000 | 80,001 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 4.080843 | 9/25/49 | 85,000 | 79,199 | 0.03 |
| FREDDIE MAC FHR 3800 CB | 3.5 | 2/15/26 | 80,467 | 78,799 | 0.03 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.626195 | 10/25/31 | 2,297,005 | 78,710 | 0.03 |
| COMM MORTGAGE TRUST COMM 2020 CX C 144A | 2.772948 | 11/10/46 | 100,000 | 77,645 | 0.03 |
| FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/35 | 76,464 | 75,579 | 0.03 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.627958 | 1/15/54 | 882,323 | 74,744 | 0.03 |
| COMM MORTGAGE TRUST COMM 2020 CX D 144A | 2.772948 | 11/10/46 | 100,000 | 74,586 | 0.03 |
| FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/35 | 72,928 | 73,612 | 0.03 |
| FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/32 | 76,164 | 73,270 | 0.03 |
| AVIENT CORPORATION TERM LOAN B | 0 | 8/29/29 | 70,379 | 70,737 | 0.03 |
| FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/40 | 63,946 | 65,702 | 0.03 |
| FREMF MORTGAGE TRUST FREMF 2017 K64 B 144A | 4.133527 | 5/25/50 | 70,000 | 65,613 | 0.03 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.810257 | 12/25/30 | 1,463,961 | 62,080 | 0.02 |
| FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/43 | 69,853 | 60,348 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.880464 | 11/25/50 | 65,000 | 59,523 | 0.02 |
| FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/40 | 61,683 | 59,409 | 0.02 |
| VODAFONE GROUP PLC SR UNSECURED 02/43 4.375 | 4.375 | 2/19/43 | 70,000 | 58,740 | 0.02 |
| FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.161818 | 11/25/32 | 67,000 | 57,902 | 0.02 |
| FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/32 | 59,109 | 56,134 | 0.02 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.15 | 3.15 | 8/15/24 | 57,000 | 55,103 | 0.02 |
| FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/27 | 56,820 | 53,646 | 0.02 |
| FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/27 | 54,138 | 52,199 | 0.02 |
| FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/36 | 52,602 | 52,036 | 0.02 |
| FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/33 | 53,118 | 51,861 | 0.02 |
| FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/35 | 52,499 | 51,849 | 0.02 |
| FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/28 | 55,107 | 51,757 | 0.02 |
| FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/40 | 53,163 | 51,203 | 0.02 |
| FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/40 | 51,388 | 50,797 | 0.02 |
| FANNIE MAE CAS CAS 2017 C01 1M2 | 8.70043 | 7/25/29 | 48,682 | 50,415 | 0.02 |
| FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/39 | 48,818 | 48,256 | 0.02 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.402383 | 1/25/31 | 2,465,000 | 47,714 | 0.02 |
| FREDDIE MAC FHR 3768 CB | 3.5 | 12/15/25 | 47,934 | 46,710 | 0.02 |
| FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/36 | 45,343 | 46,661 | 0.02 |
| FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/37 | 44,976 | 45,398 | 0.02 |
| FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/32 | 45,279 | 43,559 | 0.02 |
| BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A | 2.8093 | 3/10/33 | 44,178 | 42,119 | 0.02 |
| ETSY INC SR UNSECURED 09/27 0.125 | 0.125 | 9/1/27 | 50,000 | 41,926 | 0.02 |
| ATHENAHEALTH GROUP, INC. 2022 DELAYED DRAW TERM LOAN | 0 | 2/15/29 | 43,478 | 41,700 | 0.02 |
| DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.824499 | 9/15/53 | 640,383 | 40,634 | 0.02 |
| FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/40 | 41,577 | 40,000 | 0.02 |
| FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/39 | 38,081 | 39,496 | 0.02 |
| SS C TECHNOLOGIES INC TERM LOAN B 3 | 0 | 4/16/25 | 39,433 | 39,460 | 0.02 |
| FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/39 | 40,616 | 39,118 | 0.02 |
| FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/31 | 41,918 | 38,876 | 0.02 |
| FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/27 | 40,735 | 38,866 | 0.02 |
| FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/39 | 38,690 | 37,263 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.118854 | 10/25/30 | 656,983 | 37,236 | 0.01 |
| FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/37 | 38,607 | 37,186 | 0.01 |
| FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.85382 | 10/25/49 | 40,000 | 36,656 | 0.01 |
| BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.912553 | 7/15/53 | 502,277 | 36,287 | 0.01 |
| FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/36 | 34,341 | 35,689 | 0.01 |
| SS C TECHNOLOGIES INC SS C EUROPEAN HOLDINGS SARL | 0 | 4/16/25 | 35,219 | 35,243 | 0.01 |
| FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/38 | 35,450 | 35,042 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.832589 | 9/25/27 | 1,282,632 | 33,262 | 0.01 |
| FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/40 | 34,295 | 33,205 | 0.01 |
| FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/41 | 32,631 | 31,392 | 0.01 |
| FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/37 | 30,232 | 30,986 | 0.01 |
| FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/41 | 31,042 | 30,684 | 0.01 |
| FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/40 | 30,237 | 30,440 | 0.01 |
| FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/41 | 28,429 | 28,135 | 0.01 |
| FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/41 | 27,419 | 27,603 | 0.01 |
| FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/40 | 24,914 | 24,628 | 0.01 |
| FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/46 | 27,209 | 24,290 | 0.01 |
| FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/40 | 24,927 | 24,008 | 0.01 |
| FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 3.203 | 10/1/43 | 24,246 | 23,874 | 0.01 |
| FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/39 | 20,873 | 20,103 | 0.01 |
| FNMA POOL MA1931 FN 06/24 FIXED 2.5 | 2.5 | 6/1/24 | 19,659 | 19,375 | 0.01 |
| FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/39 | 20,133 | 19,370 | 0.01 |
| FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/40 | 19,669 | 18,923 | 0.01 |
| FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/38 | 18,118 | 18,830 | 0.01 |
| FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/42 | 20,712 | 18,740 | 0.01 |
| FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/39 | 18,904 | 18,187 | 0.01 |
| FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.971119 | 11/25/30 | 362,943 | 18,040 | 0.01 |
| FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/39 | 18,115 | 17,447 | 0.01 |
| FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/35 | 16,449 | 16,737 | 0.01 |
| FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/39 | 16,876 | 16,681 | 0.01 |
| FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/41 | 15,639 | 15,459 | 0.01 |
| FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/35 | 15,118 | 14,910 | 0.01 |
| FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/36 | 15,344 | 14,763 | 0.01 |
| FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/27 | 15,417 | 14,719 | 0.01 |
| FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/39 | 14,317 | 13,774 | 0.01 |
| FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/40 | 13,569 | 13,429 | 0.01 |
| FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/40 | 13,380 | 12,876 | 0.01 |
| FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/40 | 13,355 | 12,848 | 0.01 |
| FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/35 | 12,066 | 12,179 | 0 |
| FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/31 | 12,429 | 11,528 | 0 |
| FNMA POOL AW4685 FN 05/44 FLOATING VAR | 4.772 | 5/1/44 | 11,560 | 11,318 | 0 |
| FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/35 | 10,664 | 10,764 | 0 |
| FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/40 | 10,450 | 10,054 | 0 |
| COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.85 | 3.85 | 2/1/25 | 10,000 | 9,679 | 0 |
| FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/37 | 9,153 | 9,475 | 0 |
| FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/33 | 9,150 | 9,235 | 0 |
| FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/40 | 9,133 | 8,775 | 0 |
| FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/36 | 8,476 | 8,358 | 0 |
| FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/30 | 8,277 | 8,082 | 0 |
| FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/36 | 7,498 | 7,802 | 0 |
| FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/40 | 7,302 | 7,035 | 0 |
| FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/40 | 7,186 | 6,914 | 0 |
| FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/41 | 5,433 | 5,242 | 0 |
| FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/31 | 4,568 | 4,395 | 0 |
| FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/33 | 4,108 | 4,101 | 0 |
| FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/39 | 1,945 | 1,955 | 0 |
The composition of the Fund’s portfolio is subject to change.