Schedule of Portfolio Holdings

Holdings as of 6/30/2021
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Security Name Interest Rate Maturity Date Shares Market Value Weight
FNMA TBA 30 YR 2 2 7/14/51 14,690,000 14,853,541.13 5.04%
FNMA TBA 30 YR 2 2 8/12/51 14,690,000 14,824,275.85 5.03%
FED HOME LN DISCOUNT NT 0.01 8/13/21 12,000,000 11,999,570.04 4.07%
FED HOME LN DISCOUNT NT 0 9/1/21 12,000,000 11,999,173.32 4.07%
FED HOME LN DISCOUNT NT 0 10/27/21 12,000,000 11,998,426.68 4.07%
GNMA II TBA 30 YR 3 3 7/21/51 7,600,000 7,929,531.29 2.69%
FNMA TBA 30 YR 4 4 7/14/51 5,800,000 6,178,132.74 2.10%
FED HOME LN DISCOUNT NT 0 8/11/21 5,930,000 5,929,797.37 2.01%
FREDDIE MAC 1.5 2/12/25 5,600,000 5,781,674.47 1.96%
GNMA II TBA 30 YR 2.5 2.5 7/21/51 4,300,000 4,451,339.88 1.51%
FNMA TBA 15 YR 2 2 7/19/36 4,300,000 4,436,933.20 1.51%
FNMA TBA 30 YR 3 3 7/14/51 2,900,000 3,023,816.43 1.03%
FNMA TBA 30 YR 3 3 8/12/51 2,900,000 3,021,890.65 1.03%
FNMA TBA 30 YR 2.5 2.5 7/14/51 2,850,000 2,949,861.35 1.00%
FNMA TBA 30 YR 2.5 2.5 8/12/51 2,850,000 2,944,183.61 1.00%
FEDERAL HOME LOAN BANK 2.375 3/14/25 2,710,000 2,882,891.25 0.98%
GNMA II TBA 30 YR 3.5 3.5 8/19/51 2,650,000 2,781,723.66 0.94%
GNMA II TBA 30 YR 3.5 3.5 7/21/51 2,650,000 2,780,274.40 0.94%
FED HOME LN DISCOUNT NT 0 8/20/21 2,400,000 2,399,899.99 0.81%
FEDERAL FARM CREDIT BANK 2.78 11/2/37 1,800,000 2,002,812.84 0.68%
FED FARM CRD DISCOUNT NT 0.01 8/25/21 2,000,000 1,999,908.34 0.68%
HOWARD UNIVERSITY 3.476 10/1/41 1,850,000 1,900,250.51 0.64%
CHARTER COMM OPT LLC/CAP 6.484 10/23/45 1,325,000 1,828,971.34 0.62%
FNMA TBA 30 YR 3.5 3.5 7/14/51 1,700,000 1,789,947.26 0.61%
FNMA TBA 15 YR 3 3 7/19/36 1,700,000 1,786,675.67 0.61%
FED HOME LN DISCOUNT NT 0.01 8/6/21 1,700,000 1,699,949.00 0.58%
GNMA II TBA 30 YR 4 4 7/21/51 1,600,000 1,689,624.98 0.57%
REPUBLIC OF CHILE 0.83 7/2/31 1,370,000 1,649,947.64 0.56%
TOYOTA MOTOR CORP 2.362 3/25/31 1,500,000 1,566,729.92 0.53%
SUMITOMO MITSUI TR BK LT 1.55 3/25/26 1,500,000 1,521,727.23 0.52%
FED HOME LN DISCOUNT NT 0 10/6/21 1,500,000 1,499,838.33 0.51%
MACARTHUR FOUNDATION 1.299 12/1/30 1,440,000 1,379,742.70 0.47%
HP INC 3 6/17/27 1,250,000 1,340,248.65 0.45%
AT+T INC 2.75 6/1/31 1,285,000 1,337,962.80 0.45%
HP ENTERPRISE CO 4.65 10/1/24 1,200,000 1,334,790.47 0.45%
VERIZON COMMUNICATIONS 3.4 3/22/41 1,250,000 1,325,153.06 0.45%
EDP FINANCE BV 1.71 1/24/28 1,300,000 1,290,563.46 0.44%
ADVOCATE HEALTH CORP 3.829 8/15/28 1,115,000 1,263,549.13 0.43%
ROYALTY PHARMA PLC 3.3 9/2/40 1,250,000 1,262,212.98 0.43%
FEDERAL FARM CREDIT BANK 3.43 4/6/45 1,000,000 1,215,147.94 0.41%
HSBC HOLDINGS PLC 4.95 3/31/30 1,000,000 1,204,559.37 0.41%
FEDERAL FARM CREDIT BANK 2.625 10/15/49 1,140,000 1,199,460.39 0.41%
FEDERAL FARM CREDIT BANK 3.66 3/7/44 974,000 1,198,438.80 0.41%
VIACOMCBS INC 4.95 1/15/31 985,000 1,189,724.17 0.40%
MET TRANSPRTN AUTH NY REVENUE 5.175 11/15/49 855,000 1,159,929.85 0.39%
BROADCOM INC 4.15 11/15/30 1,010,000 1,134,925.21 0.39%
CREDIT AGRICOLE LONDON 4.125 1/10/27 1,000,000 1,127,620.97 0.38%
BANK OF AMERICA CORP 7.75 5/14/38 700,000 1,109,620.93 0.38%
BRIGHTHOUSE FINANCIAL IN 5.625 5/15/30 890,000 1,085,131.60 0.37%
BWAY MORTGAGE TRUST 3.4543 3/10/33 1,000,000 1,071,765.50 0.36%
VERISURE HOLDING AB 0 3/27/28 900,000 1,065,842.98 0.36%
NEW JERSEY ST EDUCTNL FACS AUT 3.958 7/1/48 1,000,000 1,045,996.00 0.35%
OREGON ST UNIV GEN REVENUE 3.424 3/1/60 1,000,000 1,029,635.90 0.35%
STARBUCKS CORP 2.55 11/15/30 990,000 1,027,832.18 0.35%
CITIGROUP INC 1.678 5/15/24 1,000,000 1,021,265.15 0.35%
AMGEN INC 2.3 2/25/31 1,000,000 1,015,893.20 0.34%
PEACEHEALTH OBLIGATED GR 1.375 11/15/25 1,000,000 1,010,985.55 0.34%
ILLINOIS ST FIN AUTH REVENUE 3.51 5/15/41 1,000,000 1,006,503.40 0.34%
MASSACHUSETTS ST EDUCTNL FING 2.305 7/1/29 1,000,000 1,003,692.60 0.34%
COLORADO ST HLTH FACS AUTH HOS 4.48 12/1/40 940,000 995,033.90 0.34%
UPC FINANCING PARTNERSHIP 0 1/31/29 995,000 990,231.96 0.34%
WASHINGTON ST HSG FIN COMMISSI 3 1/1/25 985,000 985,123.81 0.33%
MILLICOM INTL CELLULAR 4.5 4/27/31 950,000 984,556.25 0.33%
UNIV OF CALIFORNIA CA RGTS MED 3.706 5/15/20 900,000 974,715.21 0.33%
FLORIDA ST DEV FIN CORP EDUCTN 4.009 4/1/40 925,000 965,138.25 0.33%
GNMA II TBA 30 YR 4.5 4.5 7/21/51 900,000 959,203.13 0.33%
OKLAHOMA ST UNIV AGRIC MECH 3.627 9/1/40 880,000 957,984.46 0.33%
NSTAR ELECTRIC CO 3.95 4/1/30 830,000 957,761.00 0.33%
BROADCOM INC 5 4/15/30 800,000 946,567.13 0.32%
STARBUCKS CORP 4.45 8/15/49 750,000 932,782.52 0.32%
XYLEM INC 2.25 1/30/31 900,000 908,663.52 0.31%
USAA CAPITAL CORP 2.125 5/1/30 885,000 897,418.77 0.30%
SUSTAINABLE ENERGY UTILITY INC 2.344 9/15/29 900,000 892,841.76 0.30%
FNMA POOL BE4435 3 11/1/46 844,588 889,719.08 0.30%
PARK AVENUE TRUST 3.508 6/5/37 800,000 879,598.72 0.30%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/28 770,000 862,495.40 0.29%
CONSERVATION FUND 3.474 12/15/29 800,000 857,834.98 0.29%
CITY OF TORONTO CANADA 2.6 9/24/39 1,060,000 857,420.42 0.29%
ING GROEP NV 4.625 1/6/26 750,000 856,615.77 0.29%
HUDSON YARDS 2.835 8/10/38 800,000 851,948.96 0.29%
FNMA POOL BD1165 3 10/1/46 797,394 839,643.66 0.28%
CITYLINE COMMERCIAL MORTGAGE T 2.8707 11/10/31 800,000 827,997.76 0.28%
CALIFORNIA ST HLTH FACS FING A 2.984 6/1/33 760,000 812,737.24 0.28%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/22 775,000 793,650.61 0.27%
BOSTON MEDICAL CTR CORP 4.519 7/1/26 705,000 792,550.59 0.27%
HONG KONG 2.5 5/28/24 750,000 791,442.63 0.27%
FREDDIE MAC 3.5 2/15/26 735,131 774,361.05 0.26%
GRACECHURCH MORTGAGE FINANCE P 2.347 12/10/40 750,000 767,982.75 0.26%
HUDSON YARDS 3.228 7/10/39 700,000 764,547.28 0.26%
PHILADELPHIA PA WTR WSTWTR R 4.189 10/1/37 665,000 757,325.81 0.26%
MADISON AVENUE TRUST 3.29437 8/15/34 729,000 750,102.14 0.25%
RIVERSIDE CNTY CA PENSN OBLG 3.07 2/15/28 670,000 729,212.19 0.25%
ONE MARKET PLAZA TRUST 3.6139 2/10/32 710,000 725,704.35 0.25%
RIVERSIDE CNTY CA PENSN OBLG 2.963 2/15/27 670,000 724,286.88 0.25%
MCCORMICK + CO 2.5 4/15/30 700,000 722,901.63 0.25%
SCENTRE GROUP TRUST 1/2 4.375 5/28/30 615,000 719,464.98 0.24%
FIFTH THIRD BANCORP 8.25 3/1/38 425,000 711,125.63 0.24%
FED HM LN PC POOL G08816 3.5 6/1/48 663,465 699,989.44 0.24%
COMCAST CORP 3.2 7/15/36 650,000 699,606.93 0.24%
HOLOGIC INC 3.25 2/15/29 695,000 691,017.65 0.23%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/50 485,000 684,465.08 0.23%
GREENKO DUTCH BV 3.85 3/29/26 660,000 676,995.00 0.23%
NEW YORK TRANSPRTN DEV CORP LE 4.248 9/1/35 610,000 676,089.78 0.23%
COMM MORTGAGE TRUST 3.7255 3/10/31 644,000 675,382.12 0.23%
MORGAN STANLEY 2.699 1/22/31 640,000 671,411.00 0.23%
COMM MORTGAGE TRUST 3.4244 3/10/31 640,000 668,457.79 0.23%
TOLL BROS FINANCE CORP 4.35 2/15/28 600,000 660,468.00 0.22%
STANFORD HEALTH CARE 3.31 8/15/30 595,000 658,507.85 0.22%
TRUIST FINANCIAL CORP 3.875 3/19/29 575,000 656,038.14 0.22%
COMMONSPIRIT HEALTH 3.347 10/1/29 600,000 651,083.39 0.22%
DCERT BUYER INC 0 10/16/26 641,751 643,355.01 0.22%
FNMA POOL BC1171 3.5 6/1/46 595,241 635,789.03 0.22%
MKT 2020 525M MORTGAGE TRUST 2.694 2/12/40 600,000 630,733.14 0.21%
BLUEHUB LOAN FUND 2.89 1/1/27 600,000 619,297.60 0.21%
NATIONWIDE MUTUAL INSURA 4.35 4/30/50 550,000 617,975.36 0.21%
MASSACHUSETTS ST EDUCTNL FING 1.921 7/1/27 615,000 616,324.34 0.21%
HOME DEPOT INC 5.95 4/1/41 420,000 614,504.36 0.21%
FREMF MORTGAGE TRUST 4.462755 12/25/50 550,000 610,859.92 0.21%
AXA SA 8.6 12/15/30 400,000 608,882.65 0.21%
COMM MORTGAGE TRUST 1.67 1/10/38 595,000 602,130.60 0.20%
BANK OF AMERICA CORP 4.083 3/20/51 500,000 599,146.04 0.20%
FANNIE MAE 5.625 7/15/37 391,000 595,675.26 0.20%
JP MORGAN CHASE COMMERCIAL MOR 4.1283 7/5/31 555,000 589,059.02 0.20%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/45 400,000 578,429.31 0.20%
AT+T INC 3.55 9/15/55 572,000 575,843.85 0.20%
HARBOR FREIGHT TOOLS USA INC 0 10/19/27 574,560 575,343.97 0.20%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/35 420,000 574,833.84 0.20%
AMGEN INC 3.2 11/2/27 525,000 574,303.76 0.19%
BANK OF AMERICA CORP 2.456 10/22/25 545,000 570,689.39 0.19%
FREMF MORTGAGE TRUST 3.571846 12/25/51 525,000 568,172.64 0.19%
BPCE SA 4.875 4/1/26 500,000 568,152.82 0.19%
FREMF MORTGAGE TRUST 3.66022 2/25/52 520,000 567,684.78 0.19%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/41 435,000 567,608.66 0.19%
BRANDYWINE OPER PARTNERS 4.55 10/1/29 500,000 561,413.99 0.19%
FREMF MORTGAGE TRUST 4.052847 8/25/52 500,000 561,103.60 0.19%
CLEARWAY ENERGY OP LLC 3.75 2/15/31 560,000 557,953.20 0.19%
BIOGROUP LCD 0 1/28/28 465,000 549,375.86 0.19%
KLABIN AUSTRIA GMBH 5.75 4/3/29 480,000 549,266.40 0.19%
FREDDIE MAC 3.5 6/15/26 520,321 547,540.14 0.19%
ERAC USA FINANCE LLC 3.85 11/15/24 500,000 545,487.22 0.19%
VENTAS REALTY LP 3.5 2/1/25 500,000 540,171.12 0.18%
AIR LEASE CORP 3.625 12/1/27 500,000 538,349.71 0.18%
US BANCORP 3.6 9/11/24 493,000 537,689.32 0.18%
DIST OF COLUMBIA REVENUE 4.125 7/1/27 500,000 534,355.15 0.18%
STHRN OH PORT EXEMPT FAC REVEN 6.5 12/1/30 470,000 534,137.80 0.18%
COMM MORTGAGE TRUST 2.446 11/10/46 524,000 533,998.39 0.18%
AZURE POWER SOLAR ENERGY 5.65 12/24/24 500,000 531,687.50 0.18%
MORGAN STANLEY CAPITAL I TRUST 0.773 11/15/34 531,000 531,403.19 0.18%
SBA TOWER TRUST 3.869 10/15/49 500,000 526,114.25 0.18%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/24 505,000 524,621.52 0.18%
PUBLIC SERVICE COLORADO 4.1 6/15/48 420,000 513,754.30 0.17%
CITIGROUP INC 2.561 5/1/32 500,000 510,286.35 0.17%
CITIGROUP INC 3.352 4/24/25 475,000 506,432.22 0.17%
MERCADOLIBRE INC 2.375 1/14/26 500,000 503,880.00 0.17%
FNMA POOL BJ6137 3.5 1/1/48 478,428 503,792.23 0.17%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/28 500,000 497,477.85 0.17%
PATTERN ENERGY OP LP/PAT 4.5 8/15/28 475,000 492,907.50 0.17%
ORLANDO HEALTH OBL GRP 4.416 10/1/44 395,000 491,717.73 0.17%
DIGNITY HEALTH 4.5 11/1/42 408,000 490,553.89 0.17%
FREMF MORTGAGE TRUST 4.22066 10/25/31 461,000 489,655.76 0.17%
AMERICAN BUILDERS CONTRACTOR 0 1/15/27 491,250 488,291.20 0.17%
RUSSELL INVESTMENTS 0 5/30/25 487,551 485,540.13 0.16%
HAT HOLDINGS I LLC/HAT 6 4/15/25 450,000 475,674.75 0.16%
BOSTON PROPERTIES LP 3.65 2/1/26 430,000 474,461.39 0.16%
BOELS TOPHOLDING BV 0 2/5/27 400,000 473,359.81 0.16%
ZELIS HEALTHCARE CORPORATION 0 9/30/26 471,432 470,871.47 0.16%
ALTICE FRANCE SA 0 1/31/26 469,806 466,785.95 0.16%
OREGON ST HLTH SCIENCE UNIV 5 7/1/45 350,000 462,253.26 0.16%
DIST OF COLUMBIA REVENUE 3.432 4/1/42 430,000 454,417.55 0.15%
BIOGEN INC 3.25 2/15/51 448,000 449,699.13 0.15%
FHLMC MULTIFAMILY STRUCTURED P 0.75627 11/25/29 8,920,536 436,291.84 0.15%
APTIV CORP 4.15 3/15/24 401,000 435,372.76 0.15%
FREMF MORTGAGE TRUST 3.88368 7/25/26 400,000 427,654.56 0.15%
RUSH OBLIGATED GROUP 3.922 11/15/29 375,000 426,096.10 0.14%
VIACOMCBS INC 2.9 1/15/27 400,000 425,579.03 0.14%
AMERICAN INTL GROUP 3.9 4/1/26 380,000 424,412.70 0.14%
NATURE CONSERVANCY (THE) 1.154 7/1/27 430,000 423,285.00 0.14%
THERMO FISHER SCIENTIFIC 2.375 4/15/32 305,000 422,174.42 0.14%
CLEARWAY ENERGY OP LLC 4.75 3/15/28 400,000 420,084.00 0.14%
THERMO FISHER SCIENTIFIC 4.133 3/25/25 375,000 416,113.50 0.14%
FANNIE MAE 3.5 8/25/58 389,165 414,871.26 0.14%
AIA GROUP LTD 4.5 3/16/46 325,000 412,433.40 0.14%
SELF HELP CREDIT 2.5 6/27/22 400,000 409,735.08 0.14%
GO DADDY OPCO/FINCO 3.5 3/1/29 410,000 408,155.00 0.14%
CHANGE HEALTH / FIN INC 5.75 3/1/25 395,000 401,912.50 0.14%
AMERICAN TOWER CORP 5 2/15/24 362,000 401,627.59 0.14%
FREMF MORTGAGE TRUST 4.30229 5/25/51 355,000 400,215.96 0.14%
FREMF MORTGAGE TRUST 3.609754 11/25/52 380,000 399,514.52 0.14%
WRKCO INC 3 9/15/24 375,000 397,537.25 0.13%
DC OFFICE TRUST 2.965 9/15/45 370,000 396,484.30 0.13%
FANNIE MAE 3.5 3/25/27 368,000 395,226.22 0.13%
COOPERATIEVE RABOBANK UA 3.95 11/9/22 375,000 392,645.00 0.13%
AEGEA FINANCE SARL 5.75 10/10/24 370,000 384,335.65 0.13%
FLORIDA ST BRD OF ADMIN FIN CO 1.258 7/1/25 375,000 378,750.41 0.13%
ALLINA HEALTH SYSTEM 4.805 11/15/45 291,000 378,546.52 0.13%
WELLS FARGO COMMERCIAL MORTGAG 3.617 9/15/57 340,000 372,603.65 0.13%
FHLMC MULTIFAMILY STRUCTURED P 1.0268 9/25/30 4,978,300 371,946.23 0.13%
ARDAGH PKG FIN/HLDGS USA 5.25 8/15/27 360,000 367,678.80 0.12%
FNMA POOL BE8063 3 12/1/46 348,915 367,510.73 0.12%
FHLMC MULTIFAMILY STRUCTURED P 1.257316 9/25/30 4,068,096 366,640.77 0.12%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/23 340,000 363,905.54 0.12%
DISCOVER FINANCIAL SVS 3.75 3/4/25 325,000 355,703.16 0.12%
DIGNITY HEALTH 5.267 11/1/64 250,000 348,775.19 0.12%
WISCONSIN ST HLTH EDUCTNL FA 3.94 8/15/41 335,000 341,998.15 0.12%
FHLMC MULTIFAMILY STRUCTURED P 1.48315 6/25/30 3,210,000 339,326.21 0.12%
FREMF MORTGAGE TRUST 4.052847 8/25/52 307,000 333,082.47 0.11%
ADVOCATE HEALTH CORP 2.211 6/15/30 325,000 330,983.03 0.11%
CROWN CASTLE INTL CORP 3.7 6/15/26 300,000 330,491.24 0.11%
BLACK KNIGHT INFOSERV LL 3.625 9/1/28 330,000 328,755.90 0.11%
FED HM LN PC POOL Q33602 3 5/1/45 304,765 324,498.90 0.11%
MORGAN STANLEY BAML TRUST 4.051 4/15/47 300,000 323,252.04 0.11%
REGENCY CENTERS LP 3.75 6/15/24 300,000 321,416.43 0.11%
MORGAN STANLEY BAML TRUST 4.259 10/15/46 300,000 320,795.73 0.11%
COMM MORTGAGE TRUST 2.941 1/10/46 304,902 313,164.50 0.11%
COMM MORTGAGE TRUST 3.183 2/10/48 291,000 311,855.04 0.11%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/24 300,000 305,734.38 0.10%
GO DADDY OPERATING COMPANY LLC 0 8/10/27 306,900 305,450.82 0.10%
STARBUCKS CORP 3.75 12/1/47 275,000 304,316.76 0.10%
MET TRANSPRTN AUTH NY REVENUE 5 11/15/50 240,000 299,571.31 0.10%
FNMA POOL 932441 4 1/1/40 269,876 295,551.25 0.10%
APPLE INC 2.65 5/11/50 300,000 295,499.15 0.10%
CHICAGO IL TRANSIT AUTH SALES 3.912 12/1/40 260,000 293,369.10 0.10%
GILEAD SCIENCES INC 1.65 10/1/30 300,000 290,580.45 0.10%
MICRON TECHNOLOGY INC 4.64 2/6/24 260,000 285,214.85 0.10%
CHARTER COMMUNICATIONS OPERATI 0 2/1/27 285,248 283,358.24 0.10%
FREDDIE MAC 2.5 12/15/42 265,726 278,194.13 0.09%
REINSURANCE GRP OF AMER 3.95 9/15/26 250,000 277,999.95 0.09%
FHLMC MULTIFAMILY STRUCTURED P 1.49022 6/25/30 2,549,883 276,320.90 0.09%
FREDDIE MAC 3.5 2/15/26 262,789 276,207.83 0.09%
FREMF MORTGAGE TRUST 3.800411 11/25/49 250,000 268,618.30 0.09%
COOPERATIEVE RABOBANK UA 3.875 9/26/23 250,000 268,479.75 0.09%
BANK 0.763746 11/15/62 5,545,491 267,232.23 0.09%
INSULET CORPORATION 0 5/4/28 265,000 265,911.07 0.09%
BANK 1.9011 3/15/63 1,935,053 264,579.92 0.09%
BNP PARIBAS 3.8 1/10/24 245,000 262,948.54 0.09%
MORGAN STANLEY CAPITAL I TRUST 2.673 11/15/34 261,000 261,039.28 0.09%
VODAFONE GROUP PLC 6.15 2/27/37 185,000 256,536.40 0.09%
CPT MORTGAGE TRUST 2.865 11/13/39 240,000 256,517.90 0.09%
BPCE SA 3 5/22/22 250,000 255,974.52 0.09%
CARMAX AUTO OWNER TRUST 2.7 10/16/23 250,000 252,439.50 0.09%
AMERICAN TOWER CORP 3.375 5/15/24 235,000 251,532.16 0.09%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/21 250,000 249,607.90 0.08%
LENNAR CORP 4.125 1/15/22 245,000 248,053.93 0.08%
FINASTRA USA, INC. 0 6/13/24 251,225 247,554.97 0.08%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/22 250,000 247,445.98 0.08%
FREMF MORTGAGE TRUST 3.88135 11/25/50 220,000 242,865.66 0.08%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/27 205,000 236,042.00 0.08%
MORGAN STANLEY 3.95 4/23/27 210,000 234,938.61 0.08%
ETSY INC 0.125 10/1/26 95,000 228,095.00 0.08%
ADEVINTA ASA 0 4/20/28 185,000 219,624.83 0.07%
FREMF MORTGAGE TRUST 3.89321 9/25/51 204,000 218,067.55 0.07%
EBAY INC 3.6 6/5/27 195,000 216,837.44 0.07%
INVEST ENERGY RES LTD 6.25 4/26/29 200,000 216,750.00 0.07%
DEXCOM INC 0.25 11/15/25 205,000 215,121.88 0.07%
BECTON DICKINSON AND CO 0 4,000 214,040.00 0.07%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/23 200,000 213,210.92 0.07%
ADIENT US LLC 0 4/8/28 210,000 210,546.84 0.07%
DUKE REALTY LP 3.625 4/15/23 200,000 209,341.67 0.07%
FHLMC MULTIFAMILY STRUCTURED P 1.212669 6/25/30 2,352,148 209,246.65 0.07%
NETS HOLDING A/S 0 2/6/25 176,389 209,179.61 0.07%
ALIBABA GROUP HOLDING 2.8 6/6/23 200,000 208,003.98 0.07%
MASSACHUSETTS ST EDUCTNL FING 2.306 7/1/25 200,000 207,636.70 0.07%
GRAY TELEVISION INC 5.875 7/15/26 200,000 206,750.00 0.07%
KAISER FOUNDATION HOSPIT 3.15 5/1/27 185,000 202,699.91 0.07%
COMM MORTGAGE TRUST 2.173 11/10/46 200,000 202,543.28 0.07%
ARDAGH METAL PACKAGING 3.25 9/1/28 200,000 200,120.66 0.07%
YUZHOU GROUP 6.35 1/13/27 255,000 197,655.83 0.07%
MORGAN STANLEY BAML TRUST 3.526 12/15/47 180,167 194,108.39 0.07%
WISCONSIN ST HLTH EDUCTNL FA 4.19 8/15/55 190,000 193,892.23 0.07%
COMMONSPIRIT HEALTH 2.782 10/1/30 185,000 192,529.35 0.07%
MOSAIC SOLAR LOANS LLC 1.44 8/20/46 193,102 190,447.35 0.06%
SEATTLE SPINCO INC 0 6/21/24 191,114 189,321.92 0.06%
FREMF MORTGAGE TRUST 4.121035 7/25/49 175,000 188,428.63 0.06%
GO DADDY OPER CO LLC 0 2/15/24 183,902 182,679.90 0.06%
PROLOGIS LP 3.25 10/1/26 165,000 181,435.82 0.06%
LANCASTER CNTY PA HOSP AUTH 5 7/1/24 165,000 181,251.94 0.06%
NEW YORK LIFE INSURANCE 3.75 5/15/50 160,000 179,612.22 0.06%
FNMA POOL 745327 6 3/1/36 154,301 178,999.78 0.06%
REINSURANCE GRP OF AMER 4.7 9/15/23 164,000 178,337.07 0.06%
BENCHMARK MORTGAGE TRUST 1.389938 3/15/62 2,336,486 177,525.27 0.06%
FHLMC MULTIFAMILY STRUCTURED P 1.681263 5/25/30 1,452,325 177,000.84 0.06%
NUVEEN FINANCE LLC 4.125 11/1/24 160,000 176,520.13 0.06%
FREMF MORTGAGE TRUST 4.213889 7/25/50 155,000 173,204.53 0.06%
BLACKHAWK NETWORK HLDGS INC 0 6/15/25 174,600 172,908.48 0.06%
BRISTOL MYERS SQUIBB CO 3.875 8/15/25 154,000 171,574.09 0.06%
FHLMC MULTIFAMILY STRUCTURED P 1.535963 5/25/30 1,503,974 168,470.22 0.06%
PRUDENTIAL PLC 3.125 4/14/30 155,000 168,035.05 0.06%
USI INC 0 5/16/24 168,438 167,114.10 0.06%
KIMCO REALTY CORP 3.4 11/1/22 160,000 165,530.13 0.06%
FHLMC MULTIFAMILY STRUCTURED P 0.94131 11/25/30 2,419,010 164,014.68 0.06%
GARTNER INC 3.75 10/1/30 160,000 163,897.60 0.06%
FED HM LN PC POOL G08347 4.5 6/1/39 145,016 161,482.68 0.05%
O REILLY AUTOMOTIVE INC 3.8 9/1/22 155,000 159,529.14 0.05%
BANK 3.314 11/15/50 147,000 159,525.66 0.05%
FANNIE MAE 3.5 7/25/54 149,467 156,428.93 0.05%
BON SECOURS MERCY 1.35 6/1/25 155,000 155,872.07 0.05%
FNMA POOL AY3370 2.5 4/1/45 147,909 153,883.36 0.05%
FREMF MORTGAGE TRUST 4.172748 7/25/27 136,000 151,800.56 0.05%
LANCASTER CNTY PA HOSP AUTH 5 7/1/25 135,000 151,700.50 0.05%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/30 130,000 151,688.17 0.05%
FED HM LN PC POOL G30614 3.5 12/1/32 141,322 150,971.60 0.05%
FNMA POOL AE4192 4 10/1/40 132,012 145,912.92 0.05%
DIAMOND (BC) B V 0 9/6/24 145,125 144,524.04 0.05%
FNMA POOL AB4168 3.5 1/1/32 134,809 143,783.32 0.05%
FREDDIE MAC 3.5 12/15/25 134,150 140,975.20 0.05%
FANNIE MAE CAS 4.4415 5/25/29 128,275 134,592.71 0.05%
FANNIE MAE 3 2/25/49 123,946 130,842.60 0.04%
FNMA POOL MA1931 2.5 6/1/24 125,290 130,685.88 0.04%
BANK 1.045515 5/15/62 2,141,774 129,196.71 0.04%
FED HM LN PC POOL J17791 3 1/1/27 120,219 127,303.67 0.04%
FED HM LN PC POOL G01837 5 7/1/35 110,092 126,448.06 0.04%
FNMA POOL AP9592 3.5 10/1/32 114,534 123,458.81 0.04%
HOWARD UNIVERSITY 1.991 10/1/25 120,000 122,629.79 0.04%
NORTHEASTERN UNIVERSITY 5.285 3/1/32 100,000 121,446.73 0.04%
COTY INC 0 4/7/25 125,593 120,987.73 0.04%
LIFE FINANCIAL SERVICES TRUST 1.473 3/15/38 120,000 120,673.78 0.04%
ZEPHYR GERMAN BIDCO GMBH 0 3/10/28 100,000 119,215.98 0.04%
FNMA POOL AB6472 2 10/1/27 114,575 118,692.90 0.04%
FED HM LN PC POOL A37619 4.5 9/1/35 107,261 118,437.98 0.04%
FNMA POOL AS3608 2.5 12/1/43 113,552 117,830.92 0.04%
FED HM LN PC POOL G06990 5.5 8/1/40 99,669 116,050.96 0.04%
OKLAHOMA ST UNIV AGRIC MECH 3.427 9/1/36 100,000 110,064.83 0.04%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/27 100,000 109,180.46 0.04%
FREMF MORTGAGE TRUST 4.015377 2/25/50 100,000 107,124.51 0.04%
FREMF MORTGAGE TRUST 4.07872 9/25/49 100,000 106,578.75 0.04%
BENCHMARK MORTGAGE TRUST 1.636101 1/15/54 886,169 106,157.21 0.04%
FNMA POOL AR1524 2 1/1/28 100,799 104,418.93 0.04%
MARSH + MCLENNAN COS INC 3.3 3/14/23 100,000 104,410.46 0.04%
HOWARD UNIVERSITY 2.657 10/1/26 100,000 104,010.19 0.04%
UPTOWN DEV AUTH TX INCR CONTRA 2.581 9/1/31 100,000 103,589.09 0.04%
SQUARE INC 0.125 3/1/25 50,000 103,218.75 0.04%
COMM MORTGAGE TRUST 2.772948 11/10/46 100,000 99,946.43 0.03%
FREMF MORTGAGE TRUST 3.974773 10/25/49 90,000 99,616.82 0.03%
COLONY AMERICAN FINANCE LTD 2.25 12/15/52 100,000 98,376.15 0.03%
FED HM LN PC POOL A94362 4 10/1/40 88,858 98,258.41 0.03%
FED HM LN PC POOL A95085 4 11/1/40 87,870 96,280.07 0.03%
CHG PPC PARENT LLC 0 3/31/25 97,000 96,151.25 0.03%
NEXSTAR BROADCASTING INC 0 1/17/24 96,082 95,850.51 0.03%
FREMF MORTGAGE TRUST 3.800411 11/25/49 90,000 95,335.34 0.03%
FREMF MORTGAGE TRUST 4.07872 9/25/49 85,000 94,570.01 0.03%
BWAY MORTGAGE TRUST 2.8093 3/10/33 91,146 94,555.26 0.03%
FNMA POOL MA1630 4 10/1/33 83,467 91,017.18 0.03%
FED HM LN PC POOL G14599 2.5 11/1/27 86,681 90,889.20 0.03%
FHLMC MULTIFAMILY STRUCTURED P 0.812175 12/25/30 1,468,369 88,854.55 0.03%
FNMA POOL AB1343 4.5 8/1/40 78,746 87,961.35 0.03%
FED HM LN PC POOL Q01807 4.5 7/1/36 78,077 86,460.86 0.03%
FANNIE MAE CAS 3.6415 7/25/29 82,191 85,409.96 0.03%
FED HM LN PC POOL G01828 4.5 4/1/35 76,519 84,324.62 0.03%
VODAFONE GROUP PLC 4.375 2/19/43 70,000 81,884.32 0.03%
FED HM LN PC POOL G02424 5.5 12/1/36 70,322 81,650.49 0.03%
FED HM LN PC POOL G04997 5 1/1/37 69,494 79,776.41 0.03%
FNMA POOL MA0949 3.5 1/1/32 74,346 79,314.09 0.03%
FED HM LN PC POOL G06079 6 7/1/39 66,043 78,535.02 0.03%
FNMA POOL 930672 4.5 3/1/39 70,398 78,002.73 0.03%
FREMF MORTGAGE TRUST 4.117017 5/25/50 70,000 77,769.19 0.03%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/33 70,000 77,351.60 0.03%
FED HM LN PC POOL A89384 4 10/1/39 65,959 72,617.78 0.02%
FNMA POOL AE0216 4 8/1/40 66,244 72,521.81 0.02%
FNMA POOL 995243 4.5 8/1/38 62,630 69,906.12 0.02%
FREMF MORTGAGE TRUST 3.88135 11/25/50 65,000 69,192.70 0.02%
FNMA POOL BE1416 2.5 11/1/31 64,680 67,778.79 0.02%
FHLMC MULTIFAMILY STRUCTURED P 0.402383 1/25/31 2,465,000 67,206.50 0.02%
DEUTSCHE BANK COMMERCIAL MORTG 1.830794 9/15/53 643,253 65,958.82 0.02%
FNMA POOL 190370 6 6/1/36 54,886 65,236.97 0.02%
FED HM LN PC POOL A89148 4 10/1/39 58,136 64,005.88 0.02%
FREMF MORTGAGE TRUST 4.15901 11/25/32 67,000 62,519.82 0.02%
VERIZON COMMUNICATIONS 3.376 2/15/25 57,000 61,999.42 0.02%
COX COMMUNICATIONS INC 3.15 8/15/24 57,000 60,850.81 0.02%
FED HM LN PC POOL A93101 5 7/1/40 52,047 59,803.29 0.02%
FNMA POOL MA0639 4 2/1/41 54,472 59,575.72 0.02%
BENCHMARK MORTGAGE TRUST 1.918675 7/15/53 504,560 57,052.55 0.02%
FNMA POOL AE0625 4 12/1/40 50,731 56,602.58 0.02%
FHLMC MULTIFAMILY STRUCTURED P 0.845243 9/25/27 1,298,211 55,247.08 0.02%
FNMA POOL 995082 5.5 8/1/37 47,411 55,017.81 0.02%
FHLMC MULTIFAMILY STRUCTURED P 1.124043 11/25/53 664,379 54,289.22 0.02%
FNMA POOL AL1627 4.5 9/1/41 48,521 53,965.24 0.02%
FED HM LN PC POOL Q06160 4 2/1/37 48,590 53,350.36 0.02%
SS C TECHNOLOGIES INC 0 4/16/25 53,636 53,088.46 0.02%
FREDDIE MAC STACR 1.7415 4/25/43 52,657 52,748.00 0.02%
FED HM LN PC POOL Q00291 5 4/1/41 44,544 51,118.66 0.02%
FED HM LN PC POOL A97047 4.5 2/1/41 44,291 48,962.46 0.02%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/29 40,000 47,143.40 0.02%
FED HM LN PC POOL 849167 3.019 10/1/43 45,048 47,027.54 0.02%
FED HM LN PC POOL A95796 4 12/1/40 42,095 46,126.29 0.02%
CORE + MAIN LP 6.125 8/15/25 45,000 46,058.85 0.02%
FNMA POOL BD1153 3 8/1/46 41,411 43,593.56 0.01%
FREMF MORTGAGE TRUST 3.853496 10/25/49 40,000 42,498.11 0.01%
SS C TECHNOLOGIES INC 0 4/16/25 40,751 40,334.62 0.01%
FNMA POOL AC9564 4.5 2/1/40 35,032 39,128.09 0.01%
FNMA POOL AA9846 4 8/1/39 31,760 34,776.99 0.01%
FNMA POOL AD1649 4 3/1/40 30,444 33,494.70 0.01%
FED HM LN PC POOL J20118 2.5 8/1/27 31,432 32,948.97 0.01%
FED HM LN PC POOL A87874 4 8/1/39 29,957 32,890.16 0.01%
FED HM LN PC POOL G08499 3 7/1/42 30,921 32,760.79 0.01%
FNMA POOL 889529 6 3/1/38 27,376 32,541.80 0.01%
FNMA POOL AC1877 4.5 9/1/39 29,219 32,508.42 0.01%
FNMA POOL AE0215 4 12/1/39 29,565 32,354.16 0.01%
FED HM LN PC POOL A89729 4 11/1/39 29,303 32,262.35 0.01%
FNMA POOL AL0049 6 12/1/35 25,568 29,643.34 0.01%
FNMA POOL AL0005 4.5 1/1/41 25,271 28,088.74 0.01%
MA FINANCECO LLC 0 6/21/24 28,300 28,034.22 0.01%
FNMA POOL AJ5974 4 12/1/36 24,557 27,015.51 0.01%
FNMA POOL 745044 4.5 8/1/35 24,172 26,613.60 0.01%
FNMA POOL AE0624 4 11/1/40 24,067 26,320.25 0.01%
FHLMC MULTIFAMILY STRUCTURED P 0.974125 11/25/30 364,732 26,132.80 0.01%
FNMA POOL AE4113 4 10/1/40 23,134 25,456.33 0.01%
FED HM LN PC POOL A93996 4.5 9/1/40 22,579 25,141.03 0.01%
FNMA POOL AW4685 0.81218 5/1/44 24,249 25,006.50 0.01%
FNMA POOL AI7951 4.5 8/1/36 21,785 23,889.79 0.01%
FNMA POOL AC2817 4 10/1/39 20,475 22,317.02 0.01%
FED HM LN PC POOL G01838 5 7/1/35 18,678 21,451.76 0.01%
FNMA POOL AS8449 2.5 12/1/31 20,145 21,113.21 0.01%
FED HM LN PC POOL G01779 5 4/1/35 17,019 19,549.78 0.01%
FNMA POOL AE5143 4 11/1/40 16,118 17,736.46 0.01%
FED HM LN PC POOL A94742 4 11/1/40 16,087 17,711.78 0.01%
FNMA POOL 890248 6 8/1/37 14,568 17,296.08 0.01%
FED HM LN PC POOL A12413 5 8/1/33 13,972 15,963.29 0.01%
FNMA POOL AB1763 4 11/1/30 13,630 14,660.56 0.00%
FED HM LN PC POOL Z40004 6 8/1/36 11,282 13,415.76 0.00%
FNMA POOL AD8033 4 8/1/40 11,696 12,871.72 0.00%
FED HM LN PC POOL A95084 4 11/1/40 11,659 12,835.60 0.00%
COX COMMUNICATIONS INC 3.85 2/1/25 10,000 10,889.51 0.00%
FNMA POOL MA0919 3.5 12/1/31 7,730 8,246.23 0.00%
FED HM LN PC POOL G05052 5 10/1/33 6,942 7,697.71 0.00%
FED HM LN PC POOL Q17103 4 6/1/41 7,185 7,667.46 0.00%
FNMA POOL AC5401 5 10/1/39 3,116 3,579.24 0.00%

The composition of the Fund’s portfolio is subject to change.


Check the background of DSIL Investment Services LLC and its investment professionals on FINRA's BrokerCheck. Before investing, consider the Domini Funds’ investment objectives, risks, charges, and expenses. View or order a prospectus. Read it carefully.

DSIL Investment Services LLC (DSILD) distributor, Member FINRA.

Domini Impact Investments LLC (Domini) is the Funds’ investment manager. The Funds are subadvised by unaffiliated entities.

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