Domini Impact Bond Fund – Schedule of Portfolio Holdings
Security Name | Coupon Rate (%) | Maturity Date | Shares | Market Value ($) | Weight (%) |
---|---|---|---|---|---|
FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE | 6 | 1/16/2054 | 7,800,000 | 7,926,750 | 3.02 |
FANNIE MAE NOTES 08/30 0.875 | 0.875 | 8/5/2030 | 8,000,000 | 6,534,167 | 2.49 |
FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE | 4 | 1/16/2054 | 5,800,000 | 5,493,461 | 2.1 |
FEDERAL FARM CREDIT BANK BONDS 03/26 4.5 | 4.5 | 3/2/2026 | 5,000,000 | 5,020,483 | 1.92 |
FED HOME LN DISCOUNT NT DISCOUNT NOT 01/24 0.00000 | 0.01 | 1/5/2024 | 5,000,000 | 4,994,944 | 1.91 |
FED HOME LN DISCOUNT NT DISCOUNT NOT 01/24 0.00000 | 0.01 | 1/17/2024 | 5,000,000 | 4,986,278 | 1.9 |
GNMA II TBA 30 YR 3.5 JUMBOS | 3.5 | 1/22/2054 | 5,300,000 | 4,940,180 | 1.89 |
FEDERAL HOME LOAN BANK BONDS 11/28 3.25 | 3.25 | 11/16/2028 | 5,000,000 | 4,859,503 | 1.85 |
FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE | 5.5 | 1/16/2054 | 4,430,000 | 4,453,188 | 1.7 |
FANNIE MAE UNSECURED 10/27 0.75 | 0.75 | 10/8/2027 | 5,000,000 | 4,444,290 | 1.7 |
FNMA POOL CB2291 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 5,038,593 | 4,294,822 | 1.64 |
FNMA POOL CB3799 FN 06/52 FIXED 3 | 3 | 6/1/2052 | 4,643,391 | 4,165,349 | 1.59 |
FED HOME LN DISCOUNT NT DISCOUNT NOT 02/24 0.00000 | 0.01 | 2/26/2024 | 4,000,000 | 3,965,518 | 1.51 |
FNMA TBA 30 YR 2 SINGLE FAMILY MORTGAGE | 2 | 1/16/2054 | 4,800,000 | 3,925,500 | 1.5 |
FNMA POOL CB2770 FN 02/52 FIXED 2 | 2 | 2/1/2052 | 4,548,851 | 3,773,990 | 1.44 |
FNMA POOL CB3033 FN 03/52 FIXED 2 | 2 | 3/1/2052 | 4,357,168 | 3,623,312 | 1.38 |
FEDERAL HOME LOAN BANK BONDS 03/26 4.125 | 4.125 | 3/13/2026 | 3,500,000 | 3,491,363 | 1.33 |
KFW GOVT GUARANT 06/37 0.00000 | 0.01 | 6/29/2037 | 6,000,000 | 3,432,535 | 1.31 |
FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE | 4.5 | 1/16/2054 | 3,330,000 | 3,232,051 | 1.23 |
FEDERAL HOME LOAN BANK BONDS 02/27 0.9 | 0.9 | 2/26/2027 | 3,000,000 | 2,709,434 | 1.03 |
FEDERAL HOME LOAN BANK BONDS 03/25 2.375 | 2.375 | 3/14/2025 | 2,710,000 | 2,640,739 | 1.01 |
FREDDIE MAC NOTES 02/25 1.5 | 1.5 | 2/12/2025 | 2,600,000 | 2,510,669 | 0.96 |
FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE | 4.5 | 1/18/2039 | 2,500,000 | 2,488,281 | 0.95 |
FNMA POOL BV1907 FN 12/51 FIXED 2.5 | 2.5 | 12/1/2051 | 2,898,766 | 2,484,696 | 0.95 |
EUROPEAN INVESTMENT BANK SR UNSECURED 09/30 0.75 | 0.75 | 9/23/2030 | 3,000,000 | 2,441,381 | 0.93 |
FNMA POOL FS0508 FN 01/52 FIXED VAR | 3 | 1/1/2052 | 2,673,822 | 2,371,326 | 0.9 |
FED HM LN PC POOL SD8246 FR 09/52 FIXED 5 | 5 | 9/1/2052 | 2,344,160 | 2,324,509 | 0.89 |
FNMA POOL MA4761 FN 09/52 FIXED 5 | 5 | 9/1/2052 | 2,330,498 | 2,309,887 | 0.88 |
FED HM LN PC POOL RA9298 FR 06/53 FIXED 5.5 | 5.5 | 6/1/2053 | 2,280,857 | 2,293,255 | 0.88 |
FANNIE MAE NOTES 07/37 5.625 | 5.625 | 7/15/2037 | 2,000,000 | 2,270,773 | 0.87 |
FNMA POOL CB7240 FN 10/53 FIXED 6 | 6 | 10/1/2053 | 2,184,774 | 2,220,543 | 0.85 |
FED HM LN PC POOL RJ0094 FR 10/53 FIXED 6 | 6 | 10/1/2053 | 2,178,506 | 2,214,173 | 0.84 |
FED HM LN PC POOL RA9878 FR 09/53 FIXED 6 | 6 | 9/1/2053 | 2,163,006 | 2,198,419 | 0.84 |
FEDERAL FARM CREDIT BANK BONDS 10/49 2.625 | 2.625 | 10/15/2049 | 3,250,000 | 2,152,689 | 0.82 |
FNMA POOL FM2233 FN 10/49 FIXED VAR | 4 | 10/1/2049 | 2,072,097 | 1,989,649 | 0.76 |
FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE | 5 | 1/16/2054 | 2,000,000 | 1,981,094 | 0.76 |
GNMA II TBA 30 YR 2.5 JUMBOS | 2.5 | 1/22/2054 | 2,200,000 | 1,926,891 | 0.74 |
FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE | 2 | 1/18/2039 | 2,100,000 | 1,886,261 | 0.72 |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 OPO A 144A | 3.0242 | 1/5/2039 | 2,150,000 | 1,811,830 | 0.69 |
GNMA II TBA 30 YR 4.5 JUMBOS | 4.5 | 1/22/2054 | 1,600,000 | 1,562,625 | 0.6 |
FNMA TBA 30 YR 3.5 SINGLE FAMILY MORTGAGE | 3.5 | 1/16/2054 | 1,700,000 | 1,561,742 | 0.6 |
GNMA II TBA 30 YR 4 JUMBOS | 4 | 1/22/2054 | 1,600,000 | 1,528,750 | 0.58 |
BRIGHTHOUSE FINANCIAL IN SR UNSECURED 05/30 5.625 | 5.625 | 5/15/2030 | 1,500,000 | 1,522,901 | 0.58 |
FEDERAL FARM CREDIT BANK BONDS 11/37 2.78 | 2.78 | 11/2/2037 | 1,800,000 | 1,498,431 | 0.57 |
SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 1.55 | 1.55 | 3/25/2026 | 1,500,000 | 1,389,805 | 0.53 |
MASSACHUSETTS ST SPL OBLG REVE MASOBL 07/31 FIXED 4.11 | 4.11 | 7/15/2031 | 1,393,760 | 1,383,131 | 0.53 |
VENA ENERGY CAP PTE LTD COMPANY GUAR REGS 02/25 3.133 | 3.133 | 2/26/2025 | 1,380,000 | 1,338,523 | 0.51 |
CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484 | 6.484 | 10/23/2045 | 1,325,000 | 1,307,661 | 0.5 |
APPLE INC SR UNSECURED 08/62 4.1 | 4.1 | 8/8/2062 | 1,435,000 | 1,286,568 | 0.49 |
SUMIT 2022 BVUE MORTGAGE TRUST SUMMT 2022 BVUE A 144A | 2.789 | 2/12/2041 | 1,615,000 | 1,264,372 | 0.48 |
MT SINAI HOSPITAL SECURED 07/35 3.831 | 3.831 | 7/1/2035 | 1,400,000 | 1,247,862 | 0.48 |
RICE UNIVERSITY UNSECURED 05/55 3.774 | 3.774 | 5/15/2055 | 1,490,000 | 1,238,014 | 0.47 |
BETH ISRAEL LAHEY HEALTH SECURED 07/28 2.22 | 2.22 | 7/1/2028 | 1,400,000 | 1,231,788 | 0.47 |
BANK OF IRELAND GROUP SR UNSECURED 144A 09/26 VAR | 6.253 | 9/16/2026 | 1,200,000 | 1,214,115 | 0.46 |
MACARTHUR FOUNDATION UNSECURED 12/30 1.299 | 1.299 | 12/1/2030 | 1,440,000 | 1,150,908 | 0.44 |
BROADCOM INC COMPANY GUAR 11/30 4.15 | 4.15 | 11/15/2030 | 1,200,000 | 1,148,521 | 0.44 |
BNP PARIBAS REGS 01/29 VAR | 4.375 | 1/13/2029 | 1,000,000 | 1,145,130 | 0.44 |
JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR | 6.07 | 10/22/2027 | 1,090,000 | 1,122,265 | 0.43 |
STANFORD UNIVERSITY SR UNSECURED 05/54 4.249 | 4.249 | 5/1/2054 | 1,200,000 | 1,111,735 | 0.42 |
GOVERNMENT NATIONAL MORTGAGE A GNR 2021 66 PY | 2 | 3/20/2050 | 1,885,902 | 1,095,322 | 0.42 |
ADVOCATE HEALTH CORP SR UNSECURED 08/28 3.829 | 3.829 | 8/15/2028 | 1,115,000 | 1,085,594 | 0.41 |
FREMF MORTGAGE TRUST FREMF 2018 K77 B 144A | 4.160814 | 5/25/2051 | 1,070,000 | 1,022,292 | 0.39 |
CREDIT AGRICOLE LONDON 144A 01/27 4.125 | 4.125 | 1/10/2027 | 1,000,000 | 971,466 | 0.37 |
FNMA TBA 30 YR 2.5 SINGLE FAMILY MORTGAGE | 2.5 | 1/16/2054 | 1,125,000 | 958,096 | 0.37 |
ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3 | 3.3 | 9/2/2040 | 1,250,000 | 943,958 | 0.36 |
BWAY MORTGAGE TRUST BWAY 2013 1515 A2 144A | 3.4543 | 3/10/2033 | 1,000,000 | 939,876 | 0.36 |
PARAMOUNT GLOBAL SR UNSECURED 01/31 4.95 | 4.95 | 1/15/2031 | 985,000 | 936,115 | 0.36 |
PEACEHEALTH OBLIGATED GR SR UNSECURED 11/25 1.375 | 1.375 | 11/15/2025 | 1,000,000 | 929,668 | 0.35 |
PROV ST JOSEPH HLTH OBL SR UNSECURED 10/33 5.403 | 5.403 | 10/1/2033 | 910,000 | 929,241 | 0.35 |
STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH E 144A | 8.379 | 11/15/2036 | 955,000 | 917,343 | 0.35 |
BX TRUST BX 2022 CLS A 144A | 5.76 | 10/13/2027 | 892,000 | 894,435 | 0.34 |
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/29 FIXED 2.305 | 2.305 | 7/1/2029 | 1,000,000 | 877,436 | 0.33 |
INVEST ENERGY RES LTD SR SECURED 144A 04/29 6.25 | 6.25 | 4/26/2029 | 925,000 | 874,666 | 0.33 |
PHILADELPHIA PA REDEV AUTH PHIDEV 09/30 FIXED 2.339 | 2.339 | 9/1/2030 | 1,000,000 | 869,468 | 0.33 |
CESKA SPORITELNA AS REGS 09/28 VAR | 0.5 | 9/13/2028 | 900,000 | 863,135 | 0.33 |
DC OFFICE TRUST DCOT 2019 MTC A 144A | 2.965 | 9/15/2045 | 1,030,000 | 862,610 | 0.33 |
UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/17 FIXED 4.179 | 4.179 | 9/1/2117 | 1,000,000 | 855,472 | 0.33 |
HUDSON YARDS HY 2016 10HY A 144A | 2.835 | 8/10/2038 | 915,000 | 851,507 | 0.32 |
MORGAN STANLEY SR UNSECURED 10/32 VAR | 2.511 | 10/20/2032 | 1,000,000 | 830,342 | 0.32 |
FANNIE MAE FNR 2020 1 L | 2.5 | 2/25/2050 | 1,246,009 | 828,854 | 0.32 |
THE NHP FOUNDATION SR UNSECURED 12/28 5.85 | 5.85 | 12/1/2028 | 800,000 | 826,766 | 0.32 |
FEDERAL FARM CREDIT BANK BONDS 03/44 3.66 | 3.66 | 3/7/2044 | 974,000 | 816,346 | 0.31 |
FEDERAL FARM CREDIT BANK BONDS 04/45 3.43 | 3.43 | 4/6/2045 | 1,000,000 | 801,703 | 0.31 |
DUKE UNIVERSITY UNSECURED 10/44 2.682 | 2.682 | 10/1/2044 | 1,070,000 | 799,318 | 0.3 |
FLORIDA ST DEV FIN CORP EDUCTN FLSDEV 04/40 FIXED 4.009 | 4.009 | 4/1/2040 | 925,000 | 792,546 | 0.3 |
MILLICOM INTL CELLULAR SR UNSECURED 144A 04/31 4.5 | 4.5 | 4/27/2031 | 950,000 | 790,152 | 0.3 |
GREENKO DUTCH BV SR SECURED 144A 03/26 3.85 | 3.85 | 3/29/2026 | 841,750 | 785,710 | 0.3 |
COMMONSPIRIT HEALTH SR SECURED 10/49 3.817 | 3.817 | 10/1/2049 | 975,000 | 776,851 | 0.3 |
COLORADO ST HLTH FACS AUTH REV COSMED 12/40 FIXED 4.48 | 4.48 | 12/1/2040 | 940,000 | 776,080 | 0.3 |
ILLINOIS ST FIN AUTH REVENUE ILSGEN 05/41 FIXED 3.51 | 3.51 | 5/15/2041 | 1,000,000 | 774,851 | 0.3 |
HERTZ VEHICLE FINANCING LLC HERTZ 2023 2A A 144A | 5.57 | 9/25/2029 | 760,000 | 770,073 | 0.29 |
OREGON ST UNIV GEN REVENUE ORSHGR 03/60 FIXED 3.424 | 3.424 | 3/1/2060 | 1,000,000 | 763,687 | 0.29 |
NEW JERSEY ST EDUCTNL FACS AUT NJSEDU 07/48 FIXED 3.958 | 3.958 | 7/1/2048 | 1,000,000 | 762,356 | 0.29 |
FANNIE MAE FNR 2017 105 ZE | 3 | 1/25/2048 | 960,115 | 762,351 | 0.29 |
GRACECHURCH MORTGAGE FINANCE P GRACE 2020 GRCE A 144A | 2.347 | 12/10/2040 | 925,000 | 750,247 | 0.29 |
ING GROEP NV SR UNSECURED 144A 01/26 4.625 | 4.625 | 1/6/2026 | 750,000 | 745,548 | 0.28 |
USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125 | 2.125 | 5/1/2030 | 885,000 | 745,452 | 0.28 |
HONG KONG SR UNSECURED 144A 05/24 2.5 | 2.5 | 5/28/2024 | 750,000 | 742,084 | 0.28 |
PARK AVENUE TRUST PRKAV 2017 245P A 144A | 3.508 | 6/5/2037 | 800,000 | 736,024 | 0.28 |
MICROSOFT CORP SR UNSECURED 03/62 3.041 | 3.041 | 3/17/2062 | 1,000,000 | 726,446 | 0.28 |
CITIGROUP INC SR UNSECURED 03/31 VAR | 4.412 | 3/31/2031 | 750,000 | 718,932 | 0.27 |
AEGEA FINANCE SARL COMPANY GUAR 144A 01/31 9 | 9 | 1/20/2031 | 665,000 | 707,294 | 0.27 |
CONSERVATION FUND SR UNSECURED 12/29 3.474 | 3.474 | 12/15/2029 | 800,000 | 707,042 | 0.27 |
YMCA OF GREATER NY UNSECURED 08/26 2.303 | 2.303 | 8/1/2026 | 765,000 | 706,707 | 0.27 |
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/28 FIXED 5.45 | 5.45 | 8/15/2028 | 770,000 | 691,950 | 0.26 |
BROADCOM INC SR UNSECURED 144A 11/36 3.187 | 3.187 | 11/15/2036 | 852,000 | 691,862 | 0.26 |
BOSTON MEDICAL CTR CORP SR UNSECURED 07/26 4.519 | 4.519 | 7/1/2026 | 705,000 | 684,979 | 0.26 |
CITY OF OTTAWA UNSECURED 05/51 2.5 | 2.5 | 5/11/2051 | 1,240,000 | 682,414 | 0.26 |
COMM MORTGAGE TRUST COMM 2020 CX A 144A | 2.173 | 11/10/2046 | 825,000 | 671,794 | 0.26 |
SLG OFFICE TRUST SLG 2021 OVA C 144A | 2.85061 | 7/15/2041 | 835,000 | 671,373 | 0.26 |
CITY OF TORONTO CANADA UNSECURED 09/39 2.6 | 2.6 | 9/24/2039 | 1,060,000 | 658,120 | 0.25 |
HOWARD UNIVERSITY INSURED 10/41 3.476 | 3.476 | 10/1/2041 | 865,000 | 646,045 | 0.25 |
RIVERSIDE CNTY CA PENSN OBLG RIV 02/27 FIXED 2.963 | 2.963 | 2/15/2027 | 670,000 | 636,981 | 0.24 |
RIVERSIDE CNTY CA PENSN OBLG RIV 02/28 FIXED 3.07 | 3.07 | 2/15/2028 | 670,000 | 632,134 | 0.24 |
UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/20 FIXED 3.706 | 3.706 | 5/15/2120 | 900,000 | 628,203 | 0.24 |
FREMF MORTGAGE TRUST FREMF 2019 K100 C 144A | 3.494763 | 11/25/2052 | 700,000 | 626,850 | 0.24 |
HUDSON YARDS HY 2019 30HY A 144A | 3.228 | 7/10/2039 | 700,000 | 621,335 | 0.24 |
MASSACHUSETTS ST EDUCTNL FING MASEDU 07/33 FIXED 5.455 | 5.455 | 7/1/2033 | 600,000 | 596,117 | 0.23 |
ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | 1.937 | 8/15/2046 | 660,000 | 592,540 | 0.23 |
TOLL BROS FINANCE CORP COMPANY GUAR 02/28 4.35 | 4.35 | 2/15/2028 | 600,000 | 587,277 | 0.22 |
SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 05/30 4.375 | 4.375 | 5/28/2030 | 615,000 | 585,565 | 0.22 |
MBANK SA REGS 09/27 VAR | 0.966 | 9/21/2027 | 600,000 | 576,623 | 0.22 |
MORGAN STANLEY SR UNSECURED 01/31 VAR | 2.699 | 1/22/2031 | 640,000 | 560,375 | 0.21 |
BANK OF AMERICA CORP SR UNSECURED REGS 08/28 VAR | 0.583 | 8/24/2028 | 560,000 | 557,884 | 0.21 |
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 3A A2 144A | 7.5 | 12/15/2028 | 550,000 | 557,850 | 0.21 |
TRICOLOR AUTO SECURITIZATION T TAST 2023 1A B 144A | 6.84 | 11/16/2026 | 550,000 | 550,698 | 0.21 |
STANFORD HEALTH CARE UNSECURED 08/30 3.31 | 3.31 | 8/15/2030 | 595,000 | 548,464 | 0.21 |
AVID AUTOMOBILE RECEIVABLES TR AVID 2023 1 B 144A | 7.12 | 3/15/2027 | 545,000 | 545,602 | 0.21 |
LENDBUZZ SECURITIZATION TRUST LBZZ 2022 1A A 144A | 4.22 | 5/17/2027 | 552,848 | 541,202 | 0.21 |
CHNGE MORTGAGE TRUST 2022 2 CHNGE 2022 2 A1 144A | 3.757 | 3/25/2067 | 569,311 | 538,431 | 0.21 |
BLUEHUB LOAN FUND SR UNSECURED 01/27 2.89 | 2.89 | 1/1/2027 | 600,000 | 535,286 | 0.2 |
MET GOVT NASHVILLE DAVIDSONC METHGR 07/52 FIXED 3.235 | 3.235 | 7/1/2052 | 800,000 | 534,187 | 0.2 |
COMM MORTGAGE TRUST COMM 2020 SBX A 144A | 1.67 | 1/10/2038 | 595,000 | 532,519 | 0.2 |
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 2A A2 144A | 7.09 | 10/16/2028 | 526,545 | 530,181 | 0.2 |
THOMAS JEFFERSON UNIV SECURED 11/57 3.847 | 3.847 | 11/1/2057 | 700,000 | 527,261 | 0.2 |
FNMA POOL BE4435 FN 11/46 FIXED 3 | 3 | 11/1/2046 | 582,464 | 524,351 | 0.2 |
FREMF MORTGAGE TRUST FREMF 2018 K85 C 144A | 4.320335 | 12/25/2050 | 550,000 | 519,232 | 0.2 |
FREMF MORTGAGE TRUST FREMF 2019 K99 B 144A | 3.645317 | 10/25/2052 | 565,000 | 517,681 | 0.2 |
HOLOGIC INC COMPANY GUAR 144A 02/29 3.25 | 3.25 | 2/15/2029 | 570,000 | 517,320 | 0.2 |
UNIV SOUTHERN CALIFORNIA SR UNSECURED 10/53 4.976 | 4.976 | 10/1/2053 | 495,000 | 513,759 | 0.2 |
CLEARWAY ENERGY OP LLC COMPANY GUAR 144A 02/31 3.75 | 3.75 | 2/15/2031 | 560,000 | 493,516 | 0.19 |
HTA GROUP LTD COMPANY GUAR REGS 12/25 7 | 7 | 12/18/2025 | 500,000 | 493,333 | 0.19 |
ERAC USA FINANCE LLC COMPANY GUAR 144A 11/24 3.85 | 3.85 | 11/15/2024 | 500,000 | 492,942 | 0.19 |
BIOGROUP LCD 2021 EUR TERM LOAN B | 0 | 2/9/2028 | 465,000 | 492,902 | 0.19 |
SBA TOWER TRUST SBAC 2014 2A C 144A | 3.869 | 10/15/2049 | 500,000 | 491,733 | 0.19 |
CHNGE MORTGAGE TRUST CHNGE 2023 2 A1 144A | 7.525 | 6/25/2058 | 492,817 | 490,575 | 0.19 |
BPCE SA SUBORDINATED 144A 04/26 4.875 | 4.875 | 4/1/2026 | 500,000 | 490,378 | 0.19 |
VENTAS REALTY LP COMPANY GUAR 02/25 3.5 | 3.5 | 2/1/2025 | 500,000 | 488,908 | 0.19 |
US BANCORP SUBORDINATED 09/24 3.6 | 3.6 | 9/11/2024 | 493,000 | 487,114 | 0.19 |
AXA SA SUBORDINATED 12/30 8.6 | 8.6 | 12/15/2030 | 400,000 | 479,335 | 0.18 |
FREMF MORTGAGE TRUST FREMF 2019 K103 B 144A | 3.455454 | 12/25/2051 | 525,000 | 474,957 | 0.18 |
AIR LEASE CORP SR UNSECURED 12/27 3.625 | 3.625 | 12/1/2027 | 500,000 | 473,664 | 0.18 |
CITIGROUP INC SR UNSECURED 04/25 VAR | 3.352 | 4/24/2025 | 475,000 | 471,495 | 0.18 |
FREMF MORTGAGE TRUST FREMF 2020 K104 B 144A | 3.541036 | 2/25/2052 | 520,000 | 471,456 | 0.18 |
JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 NYAH G 144A | 8.11648 | 6/15/2038 | 655,000 | 470,477 | 0.18 |
BANK OF IRELAND GROUP SR UNSECURED REGS 09/26 VAR | 6.253 | 9/16/2026 | 465,000 | 470,470 | 0.18 |
CHNGE MORTGAGE TRUST CHNGE 2022 4 A1 144A | 6 | 10/25/2057 | 471,589 | 470,371 | 0.18 |
NEW YORK ST TRANSPRTN DEV CORP NYTTRN 07/28 FIXED 3.473 | 3.473 | 7/1/2028 | 500,000 | 469,757 | 0.18 |
FREMF MORTGAGE TRUST FREMF 2019 K95 B 144A | 3.921274 | 8/25/2052 | 500,000 | 466,333 | 0.18 |
GOVERNMENT NATIONAL MORTGAGE A GNR 2022 136 KZ | 4 | 8/20/2052 | 610,239 | 464,248 | 0.18 |
LENDBUZZ SECURITIZATION TRUST LBZZ 2023 1A A2 144A | 6.92 | 8/15/2028 | 461,508 | 464,176 | 0.18 |
ZELIS HEALTHCARE CORPORATION 2021 TERM LOAN | 0 | 9/30/2026 | 458,435 | 459,896 | 0.18 |
AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75 | 6.75 | 5/20/2029 | 450,000 | 442,570 | 0.17 |
BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55 | 4.55 | 10/1/2029 | 500,000 | 438,179 | 0.17 |
FNMA POOL BD1165 FN 10/46 FIXED 3 | 3 | 10/1/2046 | 475,260 | 431,557 | 0.16 |
NEW YORK TRANSPRTN DEV CORP LE NYTTRN 09/35 FIXED 4.248 | 4.248 | 9/1/2035 | 440,000 | 429,128 | 0.16 |
HOWARD UNIVERSITY SR UNSECURED 10/52 5.209 | 5.209 | 10/1/2052 | 470,000 | 428,766 | 0.16 |
FANNIE MAE FNR 2012 120 ZB | 3.5 | 11/25/2042 | 457,985 | 425,018 | 0.16 |
COMM MORTGAGE TRUST COMM 2020 CX B 144A | 2.446 | 11/10/2046 | 524,000 | 424,644 | 0.16 |
COOK CNTY IL CMNTY HIGH SCH DI COOSCD 12/41 FIXED 5.019 | 5.019 | 12/1/2041 | 435,000 | 421,654 | 0.16 |
CITIGROUP INC SR UNSECURED 05/32 VAR | 2.561 | 5/1/2032 | 500,000 | 418,032 | 0.16 |
AXIAN TELECOM COMPANY GUAR 144A 02/27 7.375 | 7.375 | 2/16/2027 | 445,000 | 417,466 | 0.16 |
SUNNOVA HESTIA I ISSUER, LLC SNVA 2023 GRID1 1A 144A | 5.75 | 12/20/2050 | 403,374 | 414,761 | 0.16 |
BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65 | 3.65 | 2/1/2026 | 430,000 | 414,298 | 0.16 |
PROAMPAC PG BORROWER LLC 2023 TERM LOAN | 0 | 9/15/2028 | 405,548 | 406,731 | 0.16 |
SUTTER HEALTH UNSECURED 08/33 5.164 | 5.164 | 8/15/2033 | 395,000 | 401,227 | 0.15 |
FREMF MORTGAGE TRUST FREMF 2018 KW07 B 144A | 4.083285 | 10/25/2031 | 461,000 | 393,231 | 0.15 |
BOELS TOPHOLDING BV 2021 EUR TERM LOAN B | 0 | 2/6/2027 | 344,828 | 382,078 | 0.15 |
FREMF MORTGAGE TRUST FREMF 2019 K736 C 144A | 3.75971 | 7/25/2026 | 400,000 | 379,883 | 0.14 |
NATURE CONSERVANCY (THE) SR UNSECURED 07/27 1.154 | 1.154 | 7/1/2027 | 430,000 | 377,649 | 0.14 |
DCERT BUYER INC 2019 TERM LOAN B | 0 | 10/16/2026 | 379,968 | 377,385 | 0.14 |
ALIGNED DATA CENTERS ISSUERS L ADC 2023 1A A2 144A | 6 | 8/17/2048 | 380,000 | 377,381 | 0.14 |
PARAMOUNT GLOBAL SR UNSECURED 01/27 2.9 | 2.9 | 1/15/2027 | 400,000 | 370,951 | 0.14 |
WRKCO INC COMPANY GUAR 09/24 3 | 3 | 9/15/2024 | 375,000 | 368,000 | 0.14 |
SLG OFFICE TRUST SLG 2021 OVA B 144A | 2.70679 | 7/15/2041 | 445,000 | 364,743 | 0.14 |
AMERICAN TOWER CORP SR UNSECURED 02/24 5 | 5 | 2/15/2024 | 362,000 | 361,569 | 0.14 |
STHRN OH PORT EXEMPT FAC REVEN SHNTRN 12/30 FIXED OID 6.5 | 6.5 | 12/1/2030 | 470,000 | 356,063 | 0.14 |
FLORIDA ST BRD OF ADMIN FIN CO FLSGEN 07/25 FIXED 1.258 | 1.258 | 7/1/2025 | 375,000 | 355,915 | 0.14 |
RUSSELL INVESTMENTS 2020 TERM LOAN | 0 | 5/30/2025 | 377,463 | 354,304 | 0.14 |
BX TRUST BX 2022 CLS B 144A | 6.3 | 10/13/2027 | 375,000 | 351,168 | 0.13 |
ATHENAHEALTH INC 2022 TERM LOAN B | 0 | 2/15/2029 | 351,246 | 350,514 | 0.13 |
DIST OF COLUMBIA REVENUE DISREV 04/42 FIXED 3.432 | 3.432 | 4/1/2042 | 430,000 | 344,671 | 0.13 |
DIST OF COLUMBIA REVENUE DISREV 07/27 FIXED OID 4.125 | 4.125 | 7/1/2027 | 345,000 | 335,645 | 0.13 |
VERISURE HOLDING AB 2021 EURO TERM LOAN | 0 | 3/27/2028 | 300,000 | 329,648 | 0.13 |
WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 NXS3 A4 | 3.617 | 9/15/2057 | 340,000 | 327,883 | 0.13 |
FED HM LN PC POOL G08816 FG 06/48 FIXED 3.5 | 3.5 | 6/1/2048 | 346,388 | 324,242 | 0.12 |
DISCOVER FINANCIAL SVS SR UNSECURED 03/25 3.75 | 3.75 | 3/4/2025 | 325,000 | 317,826 | 0.12 |
FNMA POOL BC1171 FN 06/46 FIXED 3.5 | 3.5 | 6/1/2046 | 330,818 | 309,255 | 0.12 |
DUKE UNIVERSITY UNSECURED 10/50 2.757 | 2.757 | 10/1/2050 | 435,000 | 308,096 | 0.12 |
YMCA OF GREATER NY SR UNSECURED 08/32 3.23 | 3.23 | 8/1/2032 | 375,000 | 303,331 | 0.12 |
GO DADDY OPERATING COMPANY LLC 2021 TERM LOAN B4 | 0 | 8/10/2027 | 299,150 | 299,991 | 0.11 |
REPUBLIC OF CHILE SR UNSECURED 07/31 0.83 | 0.83 | 7/2/2031 | 324,000 | 296,719 | 0.11 |
REGENCY CENTERS LP COMPANY GUAR 06/24 3.75 | 3.75 | 6/15/2024 | 300,000 | 296,582 | 0.11 |
GCAT GCAT 2021 CM2 A1 144A | 2.352 | 8/25/2066 | 312,318 | 286,974 | 0.11 |
ROYALTY PHARMA PLC COMPANY GUAR 09/31 2.15 | 2.15 | 9/2/2031 | 350,000 | 286,244 | 0.11 |
COMM MORTGAGE TRUST COMM 2015 LC19 A4 | 3.183 | 2/10/2048 | 291,000 | 283,112 | 0.11 |
FREMF MORTGAGE TRUST FREMF 2019 K95 C 144A | 3.921274 | 8/25/2052 | 307,000 | 282,341 | 0.11 |
ADVOCATE HEALTH CORP UNSECURED 06/30 2.211 | 2.211 | 6/15/2030 | 325,000 | 279,992 | 0.11 |
CHARTER COMMUNICATIONS OPERATI 2019 TERM LOAN B2 | 0 | 2/1/2027 | 277,990 | 278,211 | 0.11 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K103 X1 | 0.638688 | 11/25/2029 | 8,883,265 | 277,039 | 0.11 |
FHLMC MULTIFAMILY STRUCTURED P FHMS Q014 X | 2.786468 | 10/25/2055 | 2,058,671 | 273,210 | 0.1 |
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/41 FIXED 3.94 | 3.94 | 8/15/2041 | 335,000 | 268,284 | 0.1 |
FIRST HELP FINANCIAL LLC FHF 2022 1A A 144A | 4.43 | 1/18/2028 | 271,629 | 268,155 | 0.1 |
GOVERNMENT NATIONAL MORTGAGE A GNR 2019 132 NZ | 3.5 | 10/20/2049 | 373,089 | 266,329 | 0.1 |
INSULET CORPORATION TERM LOAN B | 0 | 5/4/2028 | 259,038 | 260,495 | 0.1 |
FREDDIE MAC MULTICLASS CERTIFI FHMR 2021 P011 X1 | 1.783868 | 9/25/2045 | 2,133,126 | 256,322 | 0.1 |
BNP PARIBAS 144A 01/24 3.8 | 3.8 | 1/10/2024 | 245,000 | 244,896 | 0.09 |
FREMF MORTGAGE TRUST FREMF 2017 K729 B 144A | 3.674466 | 11/25/2049 | 250,000 | 244,674 | 0.09 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K119 X1 | 0.928537 | 9/25/2030 | 4,942,328 | 240,584 | 0.09 |
FHLMC MULTIFAMILY STRUCTURED P FHMS KSG1 X1 | 1.149723 | 9/25/2030 | 4,035,390 | 236,390 | 0.09 |
DIGNITY HEALTH SECURED 11/64 5.267 | 5.267 | 11/1/2064 | 250,000 | 233,693 | 0.09 |
AMERICAN TOWER CORP SR UNSECURED 05/24 3.375 | 3.375 | 5/15/2024 | 235,000 | 232,844 | 0.09 |
INSULET CORPORATION SR UNSECURED 09/26 0.375 | 0.375 | 9/1/2026 | 195,000 | 225,030 | 0.09 |
FREDDIE MAC FHR 3806 L | 3.5 | 2/15/2026 | 221,530 | 217,950 | 0.08 |
FHLMC MULTIFAMILY STRUCTURED P FHMS KG03 X1 | 1.375868 | 6/25/2030 | 3,182,340 | 217,947 | 0.08 |
DEXCOM INC SR UNSECURED 11/25 0.25 | 0.25 | 11/15/2025 | 205,000 | 215,045 | 0.08 |
BLOCK INC SR UNSECURED 03/25 0.125 | 0.125 | 3/1/2025 | 215,000 | 211,109 | 0.08 |
AMERICAN BUILDERS CONTRACTOR 2019 TERM LOAN | 0 | 1/15/2027 | 208,244 | 208,930 | 0.08 |
FREMF MORTGAGE TRUST FREMF 2017 K71 B 144A | 3.751782 | 11/25/2050 | 220,000 | 208,395 | 0.08 |
APPLE INC SR UNSECURED 05/50 2.65 | 2.65 | 5/11/2050 | 300,000 | 207,603 | 0.08 |
FNMA POOL BE8063 FN 12/46 FIXED 3 | 3 | 12/1/2046 | 230,579 | 207,073 | 0.08 |
FANNIE MAE FNR 2020 1 AC | 3.5 | 8/25/2058 | 216,085 | 204,279 | 0.08 |
VODAFONE GROUP PLC SR UNSECURED 02/37 6.15 | 6.15 | 2/27/2037 | 185,000 | 200,772 | 0.08 |
MARYLAND ST HLTH HGR EDUCTNL MDSMED 07/27 FIXED 3.968 | 3.968 | 7/1/2027 | 205,000 | 200,504 | 0.08 |
FANNIE MAE FNR 2012 17 BC | 3.5 | 3/25/2027 | 202,561 | 198,260 | 0.08 |
BLACK KNIGHT INFOSERV LL COMPANY GUAR 144A 09/28 3.625 | 3.625 | 9/1/2028 | 200,000 | 190,250 | 0.07 |
AMERICAN INTL GROUP SR UNSECURED 04/26 3.9 | 3.9 | 4/1/2026 | 190,000 | 186,642 | 0.07 |
FREMF MORTGAGE TRUST FREMF 2019 K97 C 144A | 3.767521 | 9/25/2051 | 204,000 | 185,417 | 0.07 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K113 X1 | 1.379689 | 6/25/2030 | 2,533,634 | 177,553 | 0.07 |
KAISER FOUNDATION HOSPIT COMPANY GUAR 05/27 3.15 | 3.15 | 5/1/2027 | 185,000 | 177,218 | 0.07 |
MORGAN STANLEY BAML TRUST MSBAM 2014 C19 A4 | 3.526 | 12/15/2047 | 180,167 | 175,898 | 0.07 |
FNMA POOL BJ6137 FN 01/48 FIXED 3.5 | 3.5 | 1/1/2048 | 185,581 | 173,481 | 0.07 |
CANARY WHARF GROUP SR SECURED REGS 04/28 3.375 | 3.375 | 4/23/2028 | 200,000 | 173,419 | 0.07 |
FREMF MORTGAGE TRUST FREMF 2017 K726 B 144A | 4.009083 | 7/25/2049 | 175,000 | 173,232 | 0.07 |
BLACKHAWK NETWORK HLDGS INC TERM LOAN B | 0 | 6/15/2025 | 170,550 | 170,668 | 0.07 |
BANK BANK 2019 BN24 XA | 0.635401 | 11/15/2062 | 5,470,743 | 170,111 | 0.06 |
BANK BANK 2020 BN28 XA | 1.75954 | 3/15/2063 | 1,882,159 | 167,811 | 0.06 |
USI, INC. 2022 INCREMENTAL TERM LOAN | 0 | 11/22/2029 | 164,587 | 165,102 | 0.06 |
LANCASTER CNTY PA HOSP AUTH LANMED 07/24 FIXED 5 | 5 | 7/1/2024 | 165,000 | 164,864 | 0.06 |
FNMA POOL 932441 FN 01/40 FIXED 4 | 4 | 1/1/2040 | 165,223 | 161,398 | 0.06 |
COMMONSPIRIT HEALTH SR SECURED 10/30 2.782 | 2.782 | 10/1/2030 | 185,000 | 160,579 | 0.06 |
FED HM LN PC POOL Q33602 FG 05/45 FIXED 3 | 3 | 5/1/2045 | 174,499 | 160,066 | 0.06 |
NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.125 | 4.125 | 11/1/2024 | 160,000 | 157,629 | 0.06 |
FREDDIE MAC FHR 4961 JB | 2.5 | 12/15/2042 | 171,091 | 154,347 | 0.06 |
PENNSYLVANIA ST INDL DEV AUTH PASDEV 07/24 FIXED 3.556 | 3.556 | 7/1/2024 | 152,000 | 150,700 | 0.06 |
FREMF MORTGAGE TRUST FREMF 2017 K65 B 144A | 4.079197 | 7/25/2050 | 155,000 | 149,072 | 0.06 |
BON SECOURS MERCY SECURED 06/25 1.35 | 1.35 | 6/1/2025 | 155,000 | 146,517 | 0.06 |
WISCONSIN ST HLTH EDUCTNL FA WISMED 08/55 FIXED 4.19 | 4.19 | 8/15/2055 | 190,000 | 137,378 | 0.05 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K114 X1 | 1.115356 | 6/25/2030 | 2,339,928 | 135,183 | 0.05 |
LANCASTER CNTY PA HOSP AUTH LANMED 07/25 FIXED 5 | 5 | 7/1/2025 | 135,000 | 134,578 | 0.05 |
FREMF MORTGAGE TRUST FREMF 2017 K66 B 144A | 4.038781 | 7/25/2027 | 136,000 | 130,541 | 0.05 |
LENDBUZZ SECURITIZATION TRUST LBZZ 2021 1A A 144A | 1.46 | 6/15/2026 | 133,957 | 129,672 | 0.05 |
FREDDIE MAC FHR 3877 LM | 3.5 | 6/15/2026 | 129,535 | 127,217 | 0.05 |
ETSY INC SR UNSECURED 10/26 0.125 | 0.125 | 46296 | 110000 | 126,995 | 0.05 |
OKLAHOMA ST DEV FIN AUTH HLTHS OKSMED 08/30 FIXED 4.65 | 4.65 | 8/15/2030 | 130,000 | 121,902 | 0.05 |
FREDDIE MAC MULTIFAMILY FRETE 2021 ML12 XUS | 1.224319 | 7/25/2041 | 1,181,245 | 115,750 | 0.04 |
LIFE FINANCIAL SERVICES TRUST LIFE 2021 BMR D 144A | 6.87648 | 3/15/2038 | 117,956 | 113,696 | 0.04 |
HOWARD UNIVERSITY INSURED 10/25 1.991 | 1.991 | 10/1/2025 | 120,000 | 113,102 | 0.04 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K111 X1 | 1.570408 | 5/25/2030 | 1,443,545 | 112,746 | 0.04 |
BANK BANK 2017 BNK8 ASB | 3.314 | 11/15/2050 | 116,417 | 112,649 | 0.04 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K112 X1 | 1.433057 | 5/25/2030 | 1,495,870 | 109,489 | 0.04 |
BENCHMARK MORTGAGE TRUST BMARK 2019 B10 XA | 1.194408 | 3/15/2062 | 2,199,650 | 109,422 | 0.04 |
FHLMC MULTIFAMILY STRUCTURED P FHMS KG04 X1 | 0.849687 | 11/25/2030 | 2,412,889 | 107,798 | 0.04 |
FNMA POOL 745327 FN 03/36 FIXED VAR | 6 | 3/1/2036 | 99,364 | 105,447 | 0.04 |
XPLORNET COMMUNICATIONS INC TERM LOAN | 0 | 10/2/2028 | 165,859 | 100,811 | 0.04 |
SEVERIN ACQUISITION LLC TERM LOAN | 0 | 8/1/2027 | 100,000 | 100,417 | 0.04 |
WASHINGTON ST HSG FIN COMMISSI WASHSG 01/24 FIXED 4 | 4 | 1/1/2024 | 100,000 | 99,985 | 0.04 |
FREMF MORTGAGE TRUST FREMF 2017 K725 B 144A | 4.030276 | 2/25/2050 | 100,000 | 99,360 | 0.04 |
MASSACHUSETTS ST DEV FIN AGY R MASDEV 10/27 FIXED 4 | 4 | 10/1/2027 | 100,000 | 97,784 | 0.04 |
FNMA POOL AY3370 FN 04/45 FIXED 2.5 | 2.5 | 4/1/2045 | 111,931 | 97,580 | 0.04 |
MOSAIC SOLAR LOANS LLC MSAIC 2020 2A A 144A | 1.44 | 8/20/2046 | 115,203 | 96,954 | 0.04 |
FREMF MORTGAGE TRUST FREMF 2017 K67 C 144A | 3.945846 | 9/25/2049 | 100,000 | 94,176 | 0.04 |
HOWARD UNIVERSITY INSURED 10/26 2.657 | 2.657 | 10/1/2026 | 100,000 | 93,475 | 0.04 |
FNMA POOL AE4192 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 91,880 | 89,752 | 0.03 |
FED HM LN PC POOL G08347 FG 06/39 FIXED 4.5 | 4.5 | 6/1/2039 | 88,288 | 88,396 | 0.03 |
FREMF MORTGAGE TRUST FREMF 2017 K729 C 144A | 3.674466 | 11/25/2049 | 90,000 | 87,840 | 0.03 |
OKLAHOMA ST UNIV AGRIC MECH OKSHGR 09/36 FIXED 3.427 | 3.427 | 9/1/2036 | 100,000 | 86,667 | 0.03 |
FREMF MORTGAGE TRUST FREMF 2017 K68 B 144A | 3.841698 | 10/25/2049 | 90,000 | 85,573 | 0.03 |
UPTOWN DEV AUTH TX INCR CONTRA UTWDEV 09/31 FIXED 2.581 | 2.581 | 9/1/2031 | 100,000 | 84,846 | 0.03 |
COREVEST AMERICAN FINANCE LTD CAFL 2020 4 C 144A | 2.25 | 12/15/2052 | 100,000 | 82,787 | 0.03 |
FED HM LN PC POOL G30614 FG 12/32 FIXED 3.5 | 3.5 | 12/1/2032 | 85,340 | 82,614 | 0.03 |
CROCS INC. 2023 TERM LOAN B | 0 | 2/20/2029 | 82,000 | 82,450 | 0.03 |
FREMF MORTGAGE TRUST FREMF 2017 K67 B 144A | 3.945846 | 9/25/2049 | 85,000 | 81,091 | 0.03 |
COMM MORTGAGE TRUST COMM 2020 CX C 144A | 2.683498 | 11/10/2046 | 100,000 | 80,068 | 0.03 |
BANK BANK 2019 BN18 XA | 0.886187 | 5/15/2062 | 2,110,382 | 78,729 | 0.03 |
COMM MORTGAGE TRUST COMM 2020 CX D 144A | 2.683498 | 11/10/2046 | 100,000 | 76,775 | 0.03 |
FANNIE MAE CAS CAS 2016 C07 2M2 | 9.80191 | 5/25/2029 | 72,087 | 76,082 | 0.03 |
FHLMC MULTIFAMILY STRUCTURED P FHMS KG06 X1 | 0.53168 | 10/25/2031 | 2,296,359 | 74,776 | 0.03 |
BENCHMARK MORTGAGE TRUST BMARK 2020 B22 XA | 1.511844 | 1/15/2054 | 881,306 | 70,081 | 0.03 |
FED HM LN PC POOL G01837 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 67,786 | 69,078 | 0.03 |
FED HM LN PC POOL A37619 FG 09/35 FIXED 4.5 | 4.5 | 9/1/2035 | 68,184 | 68,380 | 0.03 |
FREMF MORTGAGE TRUST FREMF 2017 K64 B 144A | 3.997328 | 5/25/2050 | 70,000 | 67,163 | 0.03 |
FNMA POOL AB4168 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 67,406 | 65,059 | 0.02 |
FED HM LN PC POOL G06990 FG 08/40 FIXED 5.5 | 5.5 | 8/1/2040 | 59,740 | 61,682 | 0.02 |
VODAFONE GROUP PLC SR UNSECURED 02/43 4.375 | 4.375 | 2/19/2043 | 70,000 | 61,316 | 0.02 |
FREMF MORTGAGE TRUST FREMF 2017 K71 C 144A | 3.751782 | 11/25/2050 | 65,000 | 60,728 | 0.02 |
FNMA POOL AS3608 FN 12/43 FIXED 2.5 | 2.5 | 12/1/2043 | 68,398 | 60,309 | 0.02 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K124 X1 | 0.718749 | 12/25/2030 | 1,462,315 | 58,307 | 0.02 |
COX COMMUNICATIONS INC SR UNSECURED 144A 08/24 3.15 | 3.15 | 8/15/2024 | 57,000 | 56,067 | 0.02 |
FREMF MORTGAGE TRUST FREMF 2018 K154 B 144A | 4.024019 | 11/25/2032 | 67,000 | 55,365 | 0.02 |
FREDDIE MAC FHR 3800 CB | 3.5 | 2/15/2026 | 56,026 | 55,184 | 0.02 |
FED HM LN PC POOL A94362 FG 10/40 FIXED 4 | 4 | 10/1/2040 | 55,652 | 54,438 | 0.02 |
FED HM LN PC POOL Q01807 FG 07/36 FIXED 4.5 | 4.5 | 7/1/2036 | 50,824 | 50,907 | 0.02 |
FED HM LN PC POOL G01828 FG 04/35 FIXED 4.5 | 4.5 | 4/1/2035 | 49,242 | 49,524 | 0.02 |
FNMA POOL AP9592 FN 10/32 FIXED 3.5 | 3.5 | 10/1/2032 | 50,986 | 49,091 | 0.02 |
FED HM LN PC POOL A95085 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 49,927 | 48,838 | 0.02 |
FNMA POOL MA1630 FN 10/33 FIXED 4 | 4 | 10/1/2033 | 49,714 | 48,738 | 0.02 |
FNMA POOL 930672 FN 03/39 FIXED 4.5 | 4.5 | 3/1/2039 | 47,169 | 47,146 | 0.02 |
FNMA POOL AB1343 FN 08/40 FIXED 4.5 | 4.5 | 8/1/2040 | 46,401 | 46,411 | 0.02 |
FHLMC MULTIFAMILY STRUCTURED P FHMS KG05 X1 | 0.311987 | 1/25/2031 | 2,464,886 | 44,603 | 0.02 |
FNMA POOL AR1524 FN 01/28 FIXED 2 | 2 | 1/1/2028 | 46,448 | 44,284 | 0.02 |
FANNIE MAE CAS CAS 2017 C01 1M2 | 9.00191 | 7/25/2029 | 42,742 | 44,283 | 0.02 |
FNMA POOL AB6472 FN 10/27 FIXED 2 | 2 | 10/1/2027 | 46,221 | 44,215 | 0.02 |
FED HM LN PC POOL G02424 FG 12/36 FIXED 5.5 | 5.5 | 12/1/2036 | 42,289 | 43,663 | 0.02 |
FED HM LN PC POOL G04997 FG 01/37 FIXED 5 | 5 | 1/1/2037 | 42,010 | 42,812 | 0.02 |
ETSY INC SR UNSECURED 09/27 0.125 | 0.125 | 9/1/2027 | 50,000 | 42,780 | 0.02 |
FED HM LN PC POOL J17791 FG 01/27 FIXED 3 | 3 | 1/1/2027 | 42,088 | 41,013 | 0.02 |
FNMA POOL MA0949 FN 01/32 FIXED 3.5 | 3.5 | 1/1/2032 | 41,405 | 39,962 | 0.02 |
FED HM LN PC POOL G06079 FG 07/39 FIXED 6 | 6 | 7/1/2039 | 36,358 | 38,062 | 0.01 |
FNMA POOL AE0216 FN 08/40 FIXED VAR | 4 | 8/1/2040 | 38,818 | 37,919 | 0.01 |
FED HM LN PC POOL A89148 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 38,401 | 37,563 | 0.01 |
FREMF MORTGAGE TRUST FREMF 2017 K69 C 144A | 3.726618 | 10/25/2049 | 40,000 | 37,352 | 0.01 |
SS C TECHNOLOGIES INC TERM LOAN B 3 | 0 | 4/16/2025 | 36,849 | 36,907 | 0.01 |
FNMA POOL BE1416 FN 11/31 FIXED 2.5 | 2.5 | 11/1/2031 | 39,495 | 36,659 | 0.01 |
DEUTSCHE BANK COMMERCIAL MORTG DBJPM 2020 C9 XA | 1.70499 | 9/15/2053 | 639,486 | 36,170 | 0.01 |
FED HM LN PC POOL Q06160 FG 02/37 FIXED 4 | 4 | 2/1/2037 | 36,724 | 36,076 | 0.01 |
FED HM LN PC POOL A89384 FG 10/39 FIXED 4 | 4 | 10/1/2039 | 36,062 | 35,276 | 0.01 |
FREDDIE MAC FHR 3768 CB | 3.5 | 12/15/2025 | 35,682 | 35,044 | 0.01 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K121 X1 | 1.022001 | 10/25/2030 | 655,207 | 35,009 | 0.01 |
SS C TECHNOLOGIES INC SS C EUROPEAN HOLDINGS SARL | 0 | 4/16/2025 | 34,794 | 34,860 | 0.01 |
FNMA POOL 190370 FN 06/36 FIXED VAR | 6 | 6/1/2036 | 32,077 | 33,544 | 0.01 |
FNMA POOL 995243 FN 08/38 FIXED VAR | 4.5 | 8/1/2038 | 32,626 | 32,592 | 0.01 |
FED HM LN PC POOL G14599 FG 11/27 FIXED 2.5 | 2.5 | 11/1/2027 | 33,322 | 32,162 | 0.01 |
BENCHMARK MORTGAGE TRUST BMARK 2020 B18 XA | 1.779967 | 7/15/2053 | 491,679 | 32,045 | 0.01 |
FNMA POOL AE0625 FN 12/40 FIXED VAR | 4 | 12/1/2040 | 32,381 | 31,631 | 0.01 |
BWAY MORTGAGE TRUST BWAY 2013 1515 A1 144A | 2.8093 | 3/10/2033 | 31,890 | 31,086 | 0.01 |
FNMA POOL AL1627 FN 09/41 FIXED VAR | 4.5 | 9/1/2041 | 30,298 | 30,301 | 0.01 |
FNMA POOL MA0639 FN 02/41 FIXED 4 | 4 | 2/1/2041 | 30,759 | 30,027 | 0.01 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K740 X1 | 0.743056 | 9/25/2027 | 1,277,498 | 29,868 | 0.01 |
FED HM LN PC POOL A93101 FG 07/40 FIXED 5 | 5 | 7/1/2040 | 28,366 | 28,897 | 0.01 |
FNMA POOL 995082 FN 08/37 FIXED VAR | 5.5 | 8/1/2037 | 27,896 | 28,762 | 0.01 |
FED HM LN PC POOL A97047 FG 02/41 FIXED 4.5 | 4.5 | 2/1/2041 | 27,099 | 27,143 | 0.01 |
FED HM LN PC POOL Q00291 FG 04/41 FIXED 5 | 5 | 4/1/2041 | 26,412 | 26,893 | 0.01 |
FNMA POOL AC9564 FN 02/40 FIXED 4.5 | 4.5 | 2/1/2040 | 24,051 | 24,057 | 0.01 |
FNMA POOL BD1153 FN 08/46 FIXED 3 | 3 | 8/1/2046 | 26,325 | 23,875 | 0.01 |
FED HM LN PC POOL A95796 FG 12/40 FIXED 4 | 4 | 12/1/2040 | 23,708 | 23,191 | 0.01 |
FED HM LN PC POOL 849167 FH 10/43 FLOATING VAR | 7.54 | 10/1/2043 | 22,908 | 22,898 | 0.01 |
FED HM LN PC POOL A87874 FG 08/39 FIXED 4 | 4 | 8/1/2039 | 19,821 | 19,389 | 0.01 |
FNMA POOL AA9846 FN 08/39 FIXED 4 | 4 | 8/1/2039 | 18,875 | 18,438 | 0.01 |
FED HM LN PC POOL G08499 FG 07/42 FIXED 3 | 3 | 7/1/2042 | 19,865 | 18,354 | 0.01 |
FNMA POOL AD1649 FN 03/40 FIXED 4 | 4 | 3/1/2040 | 18,582 | 18,152 | 0.01 |
FNMA POOL 889529 FN 03/38 FIXED VAR | 6 | 3/1/2038 | 17,343 | 18,135 | 0.01 |
FNMA POOL AE0215 FN 12/39 FIXED VAR | 4 | 12/1/2039 | 17,726 | 17,316 | 0.01 |
FHLMC MULTIFAMILY STRUCTURED P FHMS K122 X1 | 0.878597 | 11/25/2030 | 362,023 | 17,120 | 0.01 |
FED HM LN PC POOL A89729 FG 11/39 FIXED 4 | 4 | 11/1/2039 | 17,269 | 16,892 | 0.01 |
FNMA POOL AC1877 FN 09/39 FIXED 4.5 | 4.5 | 9/1/2039 | 16,157 | 16,160 | 0.01 |
FNMA POOL AL0049 FN 12/35 FIXED VAR | 6 | 12/1/2035 | 15,256 | 15,858 | 0.01 |
FNMA POOL AL0005 FN 01/41 FIXED VAR | 4.5 | 1/1/2041 | 14,893 | 14,896 | 0.01 |
FNMA POOL 745044 FN 08/35 FIXED VAR | 4.5 | 8/1/2035 | 13,783 | 13,839 | 0.01 |
FNMA POOL AJ5974 FN 12/36 FIXED 4 | 4 | 12/1/2036 | 13,543 | 13,264 | 0.01 |
FED HM LN PC POOL A93996 FG 09/40 FIXED 4.5 | 4.5 | 9/1/2040 | 12,925 | 12,947 | 0 |
FNMA POOL AC2817 FN 10/39 FIXED 4 | 4 | 10/1/2039 | 13,162 | 12,858 | 0 |
FED HM LN PC POOL J20118 FG 08/27 FIXED 2.5 | 2.5 | 8/1/2027 | 12,563 | 12,132 | 0 |
FNMA POOL AE0624 FN 11/40 FIXED VAR | 4 | 11/1/2040 | 12,410 | 12,127 | 0 |
FNMA POOL AE4113 FN 10/40 FIXED 4 | 4 | 10/1/2040 | 12,402 | 12,115 | 0 |
FED HM LN PC POOL G01838 FG 07/35 FIXED 5 | 5 | 7/1/2035 | 11,221 | 11,435 | 0 |
FNMA POOL AW4685 FN 05/44 FLOATING VAR | 4.772 | 5/1/2044 | 11,408 | 11,349 | 0 |
FNMA POOL AS8449 FN 12/31 FIXED 2.5 | 2.5 | 12/1/2031 | 11,409 | 10,762 | 0 |
FED HM LN PC POOL G01779 FG 04/35 FIXED 5 | 5 | 4/1/2035 | 9,709 | 9,894 | 0 |
COX COMMUNICATIONS INC SR UNSECURED 144A 02/25 3.85 | 3.85 | 2/1/2025 | 10,000 | 9,836 | 0 |
FNMA POOL AE5143 FN 11/40 FIXED 4 | 4 | 11/1/2040 | 9,339 | 9,123 | 0 |
FED HM LN PC POOL A12413 FG 08/33 FIXED 5 | 5 | 8/1/2033 | 8,695 | 8,861 | 0 |
FNMA POOL 890248 FN 08/37 FIXED VAR | 6 | 8/1/2037 | 8,380 | 8,728 | 0 |
FED HM LN PC POOL A94742 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 8,600 | 8,413 | 0 |
FNMA POOL AI7951 FN 08/36 FIXED 4.5 | 4.5 | 8/1/2036 | 7,601 | 7,631 | 0 |
FED HM LN PC POOL Z40004 FG 08/36 FIXED 6 | 6 | 8/1/2036 | 6,967 | 7,294 | 0 |
FNMA POOL AB1763 FN 11/30 FIXED 4 | 4 | 11/1/2030 | 7,370 | 7,234 | 0 |
FNMA POOL MA1931 FN 06/24 FIXED 2.5 | 2.5 | 6/1/2024 | 6,838 | 6,776 | 0 |
FED HM LN PC POOL A95084 FG 11/40 FIXED 4 | 4 | 11/1/2040 | 6,800 | 6,654 | 0 |
FNMA POOL AD8033 FN 08/40 FIXED 4 | 4 | 8/1/2040 | 6,708 | 6,553 | 0 |
FED HM LN PC POOL Q17103 FG 06/41 FIXED 4 | 4 | 6/1/2041 | 5,085 | 5,014 | 0 |
FNMA POOL MA0919 FN 12/31 FIXED 3.5 | 3.5 | 12/1/2031 | 4,140 | 4,003 | 0 |
FED HM LN PC POOL G05052 FG 10/33 FIXED 5 | 5 | 10/1/2033 | 3,774 | 3,846 | 0 |
FNMA POOL AC5401 FN 10/39 FIXED 5 | 5 | 10/1/2039 | 1,782 | 1,813 | 0 |
The composition of the Fund’s portfolio is subject to change.