Schedule of Portfolio Holdings

Holdings as of 3/31/2021
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Security Name Interest Rate Maturity Date Shares Market Value Weight
FNMA TBA 30 YR 2 2 4/14/2051 13,900,000 13,860,091.71 5.71%
FED HOME LN DISCOUNT NT 0 4/21/2021 12,000,000 12,000,066.72 4.94%
FNMA TBA 30 YR 2 2 5/13/2051 11,835,000 11,779,292.18 4.85%
FED HOME LN DISCOUNT NT 0 6/17/2021 8,000,000 7,999,828.88 3.29%
GNMA II TBA 30 YR 3 3 4/21/2051 7,600,000 7,916,617.14 3.26%
FNMA TBA 30 YR 4 4 4/14/2051 5,800,000 6,224,578.15 2.56%
FNMA TBA 30 YR 3 3 4/14/2051 5,800,000 6,041,628.87 2.49%
FREDDIE MAC 1.5 2/12/2025 5,600,000 5,789,116.14 2.38%
FNMA TBA 15 YR 2 2 4/19/2036 4,300,000 4,412,035.12 1.82%
GNMA II TBA 30 YR 3 3 5/20/2051 4,200,000 4,377,105.43 1.80%
FEDERAL HOME LOAN BANK 2.375 3/14/2025 2,710,000 2,890,704.26 1.19%
GNMA II TBA 30 YR 3.5 3.5 5/20/2051 2,700,000 2,851,453.15 1.17%
GNMA II TBA 30 YR 3.5 3.5 4/21/2051 2,465,000 2,601,537.90 1.07%
FNMA TBA 30 YR 3 3 5/13/2051 1,910,000 1,989,943.93 0.82%
FEDERAL FARM CREDIT BANK 2.78 11/2/2037 1,800,000 1,914,206.60 0.79%
FNMA TBA 30 YR 3.5 3.5 4/14/2051 1,700,000 1,795,292.96 0.74%
FNMA TBA 15 YR 3 3 4/19/2036 1,700,000 1,794,296.89 0.74%
HOWARD UNIVERSITY 3.476 10/1/2041 1,850,000 1,777,977.17 0.73%
GNMA II TBA 30 YR 4 4 4/21/2051 1,600,000 1,708,125.01 0.70%
REPUBLIC OF CHILE 0.83 7/2/2031 1,370,000 1,660,762.21 0.68%
TOYOTA MOTOR CORP 2.362 3/25/2031 1,500,000 1,507,852.71 0.62%
SUMITOMO MITSUI TR BK LT 1.55 3/25/2026 1,500,000 1,503,116.21 0.62%
HP ENTERPRISE CO 4.65 10/1/2024 1,200,000 1,340,516.84 0.55%
HP INC 3 6/17/2027 1,250,000 1,322,130.38 0.54%
MACARTHUR FOUNDATION 1.299 12/1/2030 1,440,000 1,313,576.08 0.54%
ADVOCATE HEALTH CORP 3.829 8/15/2028 1,115,000 1,240,386.02 0.51%
ROYALTY PHARMA PLC 3.3 9/2/2040 1,250,000 1,205,438.38 0.50%
FEDERAL FARM CREDIT BANK 3.66 3/7/2044 974,000 1,139,165.50 0.47%
FEDERAL FARM CREDIT BANK 3.43 4/6/2045 1,000,000 1,129,491.80 0.46%
FEDERAL FARM CREDIT BANK 2.625 10/15/2049 1,140,000 1,099,208.50 0.45%
BROADCOM INC 4.15 11/15/2030 1,010,000 1,092,586.25 0.45%
BWAY MORTGAGE TRUST 3.4543 3/10/2033 1,000,000 1,072,009.00 0.44%
MET TRANSPRTN AUTH NY REVENUE 5.175 11/15/2049 855,000 1,064,178.66 0.44%
VERISURE HOLDING AB 0 1/15/2028 900,000 1,055,786.18 0.43%
BRIGHTHOUSE FINANCIAL IN 5.625 5/15/2030 890,000 1,041,837.57 0.43%
CITIGROUP INC 1.678 5/15/2024 1,000,000 1,020,415.43 0.42%
NEW JERSEY ST EDUCTNL FACS AUT 3.958 7/1/2048 1,000,000 1,011,162.10 0.42%
FNMA POOL BE4435 3 11/1/2046 959,284 1,006,023.70 0.41%
OREGON ST UNIV GEN REVENUE 3.424 3/1/2060 1,000,000 1,004,387.50 0.41%
PEACEHEALTH OBLIGATED GR 1.375 11/15/2025 1,000,000 998,164.18 0.41%
AT+T INC 2.75 6/1/2031 1,000,000 996,427.23 0.41%
STARBUCKS CORP 2.55 11/15/2030 990,000 992,463.12 0.41%
AMGEN INC 2.3 2/25/2031 1,000,000 990,554.63 0.41%
MILLICOM INTL CELLULAR 4.5 4/27/2031 950,000 989,714.75 0.41%
WASHINGTON ST HSG FIN COMMISSI 3 1/1/2025 985,000 977,003.47 0.40%
GNMA II TBA 30 YR 4.5 4.5 4/21/2051 900,000 973,546.88 0.40%
EDP FINANCE BV 1.71 1/24/2028 1,000,000 964,740.60 0.40%
ILLINOIS ST FIN AUTH REVENUE 3.51 5/15/2041 1,000,000 964,160.00 0.40%
COLORADO ST HLTH FACS AUTH HOS 4.48 12/1/2040 940,000 949,971.99 0.39%
FLORIDA ST DEV FIN CORP EDUCTN 4.009 4/1/2040 925,000 943,083.01 0.39%
NSTAR ELECTRIC CO 3.95 4/1/2030 830,000 933,800.36 0.38%
OKLAHOMA ST UNIV AGRIC MECH 3.627 9/1/2040 880,000 929,685.24 0.38%
FNMA POOL BD1165 3 10/1/2046 878,442 923,261.14 0.38%
FED HM LN PC POOL G08816 3.5 6/1/2048 850,422 899,656.65 0.37%
XYLEM INC 2.25 1/30/2031 900,000 883,556.53 0.36%
SUSTAINABLE ENERGY UTILITY INC 2.344 9/15/2029 900,000 875,369.61 0.36%
STARBUCKS CORP 4.45 8/15/2049 750,000 869,102.33 0.36%
USAA CAPITAL CORP 2.125 5/1/2030 885,000 869,002.39 0.36%
PARK AVENUE TRUST 3.508 6/5/2037 800,000 868,839.52 0.36%
UNIV OF CALIFORNIA CA RGTS MED 3.706 5/15/2120 900,000 865,694.34 0.36%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/2028 770,000 856,177.01 0.35%
ING GROEP NV 4.625 1/6/2026 750,000 850,506.10 0.35%
CITYLINE COMMERCIAL MORTGAGE T 2.7781 11/10/2031 800,000 831,849.28 0.34%
CONSERVATION FUND 3.474 12/15/2029 800,000 830,287.89 0.34%
CITY OF TORONTO CANADA 2.6 9/24/2039 1,060,000 812,611.85 0.33%
FREDDIE MAC 3.5 2/15/2026 757,531 802,692.45 0.33%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/2022 775,000 796,833.21 0.33%
HONG KONG 2.5 5/28/2024 750,000 796,766.25 0.33%
CALIFORNIA ST HLTH FACS FING A 2.984 6/1/2033 760,000 787,106.62 0.32%
BOSTON MEDICAL CTR CORP 4.519 7/1/2026 705,000 767,713.73 0.32%
FNMA POOL BC1171 3.5 6/1/2046 712,088 760,101.31 0.31%
MADISON AVENUE TRUST 2.97556 8/15/2034 729,000 759,886.05 0.31%
CNH INDUSTRIAL CAP LLC 4.875 4/1/2021 750,000 750,000.00 0.31%
BANK OF AMERICA CORP 3.124 1/20/2023 725,000 740,531.92 0.30%
ONE MARKET PLAZA TRUST 3.6139 2/10/2032 710,000 727,277.85 0.30%
RIVERSIDE CNTY CA PENSN OBLG 3.07 2/15/2028 670,000 717,379.25 0.30%
BLACKROCK INC 1.9 1/28/2031 740,000 716,133.71 0.29%
RIVERSIDE CNTY CA PENSN OBLG 2.963 2/15/2027 670,000 713,337.01 0.29%
PHILADELPHIA PA WTR WSTWTR R 4.189 10/1/2037 665,000 710,385.52 0.29%
HOLOGIC INC 3.25 2/15/2029 695,000 687,615.63 0.28%
FIFTH THIRD BANCORP 8.25 3/1/2038 425,000 685,554.30 0.28%
SCENTRE GROUP TRUST 1/2 4.375 5/28/2030 615,000 685,427.65 0.28%
COMM MORTGAGE TRUST 3.7255 3/10/2031 644,000 678,879.17 0.28%
COMM MORTGAGE TRUST 3.4244 3/10/2031 640,000 672,338.82 0.28%
UPC BROADBAND HOLDING BV 0 1/31/2029 670,000 669,102.87 0.28%
UPC BROADBAND HOLDING BV 0 1/31/2029 670,000 669,102.87 0.28%
NEW YORK TRANSPRTN DEV CORP LE 4.248 9/1/2035 610,000 668,242.98 0.28%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/2050 485,000 660,652.94 0.27%
TOLL BROS FINANCE CORP 4.35 2/15/2028 600,000 650,886.00 0.27%
STANFORD HEALTH CARE 3.31 8/15/2030 595,000 644,299.71 0.27%
DCERT BUYER INC 0 10/16/2026 643,375 642,812.37 0.26%
COMMONSPIRIT HEALTH 3.347 10/1/2029 600,000 640,911.43 0.26%
TRUIST FINANCIAL CORP 3.875 3/19/2029 575,000 638,516.17 0.26%
FREDDIE MAC 3.5 6/15/2026 591,074 622,886.72 0.26%
FNMA POOL BJ6137 3.5 1/1/2048 583,895 617,160.39 0.25%
MKT 2020 525M MORTGAGE TRUST 2.694 2/12/2040 600,000 613,110.30 0.25%
AXA SA 8.6 12/15/2030 400,000 611,412.21 0.25%
FREMF MORTGAGE TRUST 4.321515 12/25/2050 550,000 595,331.66 0.25%
JP MORGAN CHASE COMMERCIAL MOR 4.1283 7/5/2031 555,000 592,822.70 0.24%
BLUEHUB LOAN FUND 2.89 1/1/2027 600,000 583,111.32 0.24%
HOME DEPOT INC 5.95 4/1/2041 420,000 583,079.37 0.24%
NATIONWIDE MUTUAL INSURA 4.35 4/30/2050 550,000 577,090.36 0.24%
HARBOR FREIGHT TOOLS USA INC 0 10/19/2027 576,004 576,328.18 0.24%
FANNIE MAE 5.625 7/15/2037 391,000 575,062.25 0.24%
BANK OF AMERICA CORP 2.456 10/22/2025 545,000 571,650.61 0.24%
CREDIT AGRICOLE LONDON 4.125 1/10/2027 510,000 571,336.22 0.24%
AMGEN INC 3.2 11/2/2027 525,000 568,835.87 0.23%
GREENKO DUTCH BV 5.25 7/24/2024 545,000 566,031.55 0.23%
BPCE SA 4.875 4/1/2026 500,000 563,727.27 0.23%
FREMF MORTGAGE TRUST 3.453418 12/25/2051 525,000 550,298.70 0.23%
ERAC USA FINANCE LLC 3.85 11/15/2024 500,000 548,951.37 0.23%
FREMF MORTGAGE TRUST 3.538945 2/25/2052 520,000 548,168.61 0.23%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/2045 400,000 546,525.69 0.22%
BIOGROUP LCD 0 1/28/2028 465,000 544,221.06 0.22%
VENTAS REALTY LP 3.5 2/1/2025 500,000 540,136.09 0.22%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/2035 420,000 538,560.54 0.22%
CLEARWAY ENERGY OP LLC 3.75 2/15/2031 560,000 538,491.02 0.22%
US BANCORP 3.6 9/11/2024 493,000 538,373.37 0.22%
KLABIN AUSTRIA GMBH 5.75 4/3/2029 480,000 538,300.80 0.22%
MASS MUTUAL LIFE INS CO 3.375 4/15/2050 550,000 537,712.47 0.22%
STHRN OH PORT EXEMPT FAC REVEN 6.5 12/1/2030 470,000 534,995.74 0.22%
MORGAN STANLEY CAPITAL I TRUST 0.806 11/15/2034 531,000 531,446.73 0.22%
AZURE POWER SOLAR ENERGY 5.65 12/24/2024 500,000 530,950.00 0.22%
SBA TOWER TRUST 3.869 10/15/2049 500,000 530,461.60 0.22%
BRANDYWINE OPER PARTNERS 4.55 10/1/2029 500,000 530,198.52 0.22%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/2024 505,000 527,725.91 0.22%
AIR LEASE CORP 3.625 12/1/2027 500,000 525,992.06 0.22%
KOHL S CORPORATION 9.5 5/15/2025 405,000 525,321.51 0.22%
AT+T INC 3.55 9/15/2055 572,000 523,333.06 0.22%
DIST OF COLUMBIA REVENUE 4.125 7/1/2027 500,000 520,705.60 0.21%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/2041 435,000 515,733.26 0.21%
COMM MORTGAGE TRUST 2.446 11/10/2046 524,000 514,780.64 0.21%
CITIGROUP INC 3.352 4/24/2025 475,000 507,859.95 0.21%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/2028 500,000 490,684.80 0.20%
AMERICAN BUILDERS CONTRACTOR 0 1/15/2027 492,500 489,513.97 0.20%
PATTERN ENERGY OP LP/PAT 4.5 8/15/2028 475,000 483,609.38 0.20%
PUBLIC SERVICE COLORADO 4.1 6/15/2048 420,000 475,433.23 0.20%
HAT HOLDINGS I LLC/HAT 6 4/15/2025 450,000 475,312.50 0.20%
ZELIS HEALTHCARE CORPORATION 0 9/30/2026 471,432 469,916.35 0.19%
BOSTON PROPERTIES LP 3.65 2/1/2026 430,000 469,750.01 0.19%
ALTICE FRANCE SA 0 1/31/2026 471,023 467,608.52 0.19%
UNUM GROUP 4.5 3/15/2025 415,000 464,065.44 0.19%
DIGNITY HEALTH 4.5 11/1/2042 408,000 462,523.38 0.19%
FANNIE MAE 3.5 8/25/2058 423,740 458,820.93 0.19%
FREMF MORTGAGE TRUST 4.081323 10/25/2031 461,000 458,446.98 0.19%
FHLMC MULTIFAMILY STRUCTURED P 0.637904 11/25/2029 8,922,128 443,434.22 0.18%
ORLANDO HEALTH OBL GRP 4.416 10/1/2044 395,000 439,088.33 0.18%
APTIV CORP 4.15 3/15/2024 401,000 437,682.87 0.18%
OREGON ST HLTH SCIENCE UNIV 5 7/1/2045 350,000 424,867.14 0.17%
DIST OF COLUMBIA REVENUE 3.432 4/1/2042 430,000 423,175.69 0.17%
VIACOMCBS INC 2.9 1/15/2027 400,000 420,481.52 0.17%
AMERICAN INTL GROUP 3.9 4/1/2026 380,000 419,413.49 0.17%
THERMO FISHER SCIENTIFIC 2.375 4/15/2032 305,000 419,063.63 0.17%
RUSH OBLIGATED GROUP 3.922 11/15/2029 375,000 418,631.82 0.17%
BIOGEN INC 3.25 2/15/2051 448,000 418,567.10 0.17%
FREMF MORTGAGE TRUST 3.758441 7/25/2026 400,000 418,063.92 0.17%
THERMO FISHER SCIENTIFIC 4.133 3/25/2025 375,000 416,573.43 0.17%
CLEARWAY ENERGY OP LLC 4.75 3/15/2028 400,000 416,532.00 0.17%
SELF HELP CREDIT 2.5 6/27/2022 400,000 411,972.50 0.17%
NATURE CONSERVANCY (THE) 1.154 7/1/2027 430,000 411,564.10 0.17%
FNMA POOL BE8063 3 12/1/2046 387,203 407,040.65 0.17%
GO DADDY OPCO/FINCO 3.5 3/1/2029 410,000 404,290.75 0.17%
AMERICAN TOWER CORP 5 2/15/2024 362,000 403,870.06 0.17%
CHANGE HEALTH / FIN INC 5.75 3/1/2025 395,000 403,137.00 0.17%
WRKCO INC 3 9/15/2024 375,000 398,765.22 0.16%
FANNIE MAE 3.5 3/25/2027 368,000 397,331.81 0.16%
COOPERATIEVE RABOBANK UA 3.95 11/9/2022 375,000 394,983.51 0.16%
FREMF MORTGAGE TRUST 4.160215 5/25/2051 355,000 391,243.19 0.16%
CHARTER COMM OPT LLC/CAP 6.484 10/23/2045 300,000 390,474.48 0.16%
AIA GROUP LTD 4.5 3/16/2046 325,000 389,455.60 0.16%
GREENKO DUTCH BV 3.85 3/29/2026 385,000 387,598.75 0.16%
DC OFFICE TRUST 2.965 9/15/2045 370,000 386,457.45 0.16%
RUSSELL INVESTMENTS 0 5/30/2025 387,551 386,194.85 0.16%
AEGEA FINANCE SARL 5.75 10/10/2024 370,000 384,459.60 0.16%
FREMF MORTGAGE TRUST 3.489938 11/25/2052 380,000 383,921.83 0.16%
FLORIDA ST BRD OF ADMIN FIN CO 1.258 7/1/2025 375,000 378,634.39 0.16%
FHLMC MULTIFAMILY STRUCTURED P 0.932907 9/25/2030 4,981,137 375,578.26 0.15%
WELLS FARGO COMMERCIAL MORTGAG 3.617 9/15/2057 340,000 372,478.81 0.15%
FHLMC MULTIFAMILY STRUCTURED P 1.15626 9/25/2030 4,068,803 371,448.34 0.15%
ARDAGH PKG FIN/HLDGS USA 5.25 8/15/2027 360,000 368,982.00 0.15%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/2023 340,000 368,292.39 0.15%
ALLINA HEALTH SYSTEM 4.805 11/15/2045 291,000 357,729.81 0.15%
DISCOVER FINANCIAL SVS 3.75 3/4/2025 325,000 350,906.46 0.14%
FED HM LN PC POOL Q33602 3 5/1/2045 330,190 350,090.31 0.14%
FHLMC MULTIFAMILY STRUCTURED P 1.38088 6/25/2030 3,210,000 340,385.19 0.14%
CROWN CASTLE INTL CORP 3.7 6/15/2026 300,000 327,968.79 0.14%
MORGAN STANLEY BAML TRUST 4.051 4/15/2047 300,000 326,261.94 0.13%
WISCONSIN ST HLTH EDUCTNL FA 3.94 8/15/2041 335,000 325,410.59 0.13%
BLACK KNIGHT INFOSERV LL 3.625 9/1/2028 330,000 324,673.80 0.13%
ADVOCATE HEALTH CORP 2.211 6/15/2030 325,000 322,755.56 0.13%
FNMA POOL 932441 4 1/1/2040 292,510 322,517.50 0.13%
FREMF MORTGAGE TRUST 3.918928 8/25/2052 307,000 322,383.83 0.13%
REGENCY CENTERS LP 3.75 6/15/2024 300,000 322,110.19 0.13%
MORGAN STANLEY BAML TRUST 4.259 10/15/2046 300,000 321,474.00 0.13%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/2021 320,000 320,000.00 0.13%
COMM MORTGAGE TRUST 2.941 1/10/2046 304,902 315,126.39 0.13%
STANDARD CHARTERED PLC 5.7 3/26/2044 250,000 312,785.70 0.13%
COMM MORTGAGE TRUST 3.183 2/10/2048 291,000 312,013.34 0.13%
DIGNITY HEALTH 5.267 11/1/2064 250,000 311,566.06 0.13%
FREDDIE MAC 3.5 2/15/2026 295,405 310,759.36 0.13%
GO DADDY OPERATING COMPANY LLC 0 8/10/2027 307,675 306,280.92 0.13%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/2024 300,000 304,857.21 0.13%
FREDDIE MAC 2.5 12/15/2042 286,390 299,063.45 0.12%
SBA TOWER TRUST 3.168 4/9/2047 290,000 290,768.15 0.12%
MET TRANSPRTN AUTH NY REVENUE 5 11/15/2050 240,000 288,236.78 0.12%
MICRON TECHNOLOGY INC 4.64 2/6/2024 260,000 286,475.80 0.12%
CHARTER COMMUNICATIONS OPERATI 0 2/1/2027 285,974 284,847.67 0.12%
GILEAD SCIENCES INC 1.65 10/1/2030 300,000 281,747.45 0.12%
STARBUCKS CORP 3.75 12/1/2047 275,000 281,459.32 0.12%
FHLMC MULTIFAMILY STRUCTURED P 1.38746 6/25/2030 2,549,918 279,209.15 0.11%
REINSURANCE GRP OF AMER 3.95 9/15/2026 250,000 278,506.85 0.11%
CHICAGO IL TRANSIT AUTH SALES 3.912 12/1/2040 260,000 276,405.77 0.11%
APPLE INC 2.65 5/11/2050 300,000 272,365.84 0.11%
COOPERATIEVE RABOBANK UA 3.875 9/26/2023 250,000 270,301.13 0.11%
BANK 0.647347 11/15/2062 5,550,453 267,660.03 0.11%
FREMF MORTGAGE TRUST 3.677951 11/25/2049 250,000 267,281.28 0.11%
BANK 1.785979 3/15/2063 1,936,799 264,738.77 0.11%
BNP PARIBAS 3.8 1/10/2024 245,000 264,163.07 0.11%
MORGAN STANLEY CAPITAL I TRUST 2.706 11/15/2034 261,000 260,999.14 0.11%
BPCE SA 3 5/22/2022 250,000 257,250.61 0.11%
CARMAX AUTO OWNER TRUST 2.7 10/16/2023 250,000 253,962.08 0.10%
AMERICAN TOWER CORP 3.375 5/15/2024 235,000 251,936.26 0.10%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2021 250,000 249,495.20 0.10%
LENNAR CORP 4.125 1/15/2022 245,000 249,256.88 0.10%
CPT MORTGAGE TRUST 2.865 11/13/2039 240,000 248,970.67 0.10%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2022 250,000 248,139.60 0.10%
FINASTRA USA, INC. 0 6/13/2024 251,913 247,254.77 0.10%
VODAFONE GROUP PLC 6.15 2/27/2037 185,000 246,687.62 0.10%
EMERGENT BIOSOLUTIONS 3.875 8/15/2028 245,000 239,946.88 0.10%
FREMF MORTGAGE TRUST 3.753106 11/25/2050 220,000 237,169.44 0.10%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/2027 205,000 234,855.61 0.10%
MORGAN STANLEY 3.95 4/23/2027 210,000 232,421.12 0.10%
ADIENT US LLC 0 5/6/2024 221,063 221,338.83 0.09%
ADEVINTA ASA 0 4/20/2028 185,000 218,143.79 0.09%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/2023 200,000 216,015.74 0.09%
ILLINOIS ST 3.86 4/1/2021 215,000 215,000.00 0.09%
FREMF MORTGAGE TRUST 3.7644 9/25/2051 204,000 213,482.37 0.09%
EBAY INC 3.6 6/5/2027 195,000 212,580.66 0.09%
FHLMC MULTIFAMILY STRUCTURED P 1.118385 6/25/2030 2,353,000 210,575.18 0.09%
DUKE REALTY LP 3.625 4/15/2023 200,000 210,390.72 0.09%
ALIBABA GROUP HOLDING 2.8 6/6/2023 200,000 208,729.26 0.09%
GRAY TELEVISION INC 5.875 7/15/2026 200,000 207,625.00 0.09%
MOSAIC SOLAR LOANS LLC 1.44 8/20/2046 212,645 207,618.87 0.09%
NETS HOLDING A/S 0 2/6/2025 176,389 207,237.74 0.09%
MASSACHUSETTS ST EDUCTNL FING 2.306 7/1/2025 200,000 206,396.90 0.08%
KAISER FOUNDATION HOSPIT 3.15 5/1/2027 185,000 202,017.54 0.08%
ARDAGH METAL PACKAGING 3.25 9/1/2028 200,000 197,924.00 0.08%
MORGAN STANLEY BAML TRUST 3.526 12/15/2047 180,167 195,024.76 0.08%
FNMA POOL 745327 6 3/1/2036 164,561 191,084.19 0.08%
SEATTLE SPINCO INC 0 6/21/2024 191,114 188,963.58 0.08%
FREMF MORTGAGE TRUST 3.985008 7/25/2049 175,000 188,474.74 0.08%
COMMONSPIRIT HEALTH 2.782 10/1/2030 185,000 187,349.04 0.08%
WISCONSIN ST HLTH EDUCTNL FA 4.19 8/15/2055 190,000 184,511.09 0.08%
GO DADDY OPER CO LLC 0 2/15/2024 183,902 182,732.12 0.08%
FED HM LN PC POOL G08347 4.5 6/1/2039 161,608 181,435.99 0.07%
PROLOGIS LP 3.25 10/1/2026 165,000 180,778.50 0.07%
BENCHMARK MORTGAGE TRUST 1.228795 3/15/2062 2,338,563 180,072.62 0.07%
REINSURANCE GRP OF AMER 4.7 9/15/2023 164,000 179,803.76 0.07%
FHLMC MULTIFAMILY STRUCTURED P 1.572323 5/25/2030 1,453,054 178,565.26 0.07%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2024 165,000 178,018.19 0.07%
NUVEEN FINANCE LLC 4.125 11/1/2024 160,000 177,737.48 0.07%
COX COMMUNICATIONS INC 3.15 8/15/2024 165,000 176,270.55 0.07%
FANNIE MAE 3.5 7/25/2054 165,444 174,185.57 0.07%
BLACKHAWK NETWORK HLDGS INC 0 6/15/2025 175,050 172,783.80 0.07%
CON EDISON CO OF NY INC 4.125 5/15/2049 155,000 171,701.26 0.07%
BRISTOL MYERS SQUIBB CO 3.875 8/15/2025 154,000 171,096.18 0.07%
FNMA POOL AY3370 2.5 4/1/2045 165,569 170,677.93 0.07%
FHLMC MULTIFAMILY STRUCTURED P 1.432644 5/25/2030 1,504,313 170,404.23 0.07%
FREMF MORTGAGE TRUST 4.073325 7/25/2050 155,000 169,508.45 0.07%
FED HM LN PC POOL G30614 3.5 12/1/2032 157,984 169,231.20 0.07%
NEW YORK LIFE INSURANCE 3.75 5/15/2050 160,000 168,376.43 0.07%
FREDDIE MAC 3.5 12/15/2025 158,934 167,282.97 0.07%
USI INC 0 5/16/2024 168,875 167,141.00 0.07%
FNMA POOL AS3608 2.5 12/1/2043 161,058 166,807.78 0.07%
KIMCO REALTY CORP 3.4 11/1/2022 160,000 166,718.83 0.07%
FHLMC MULTIFAMILY STRUCTURED P 0.854077 11/25/2030 2,419,495 166,219.53 0.07%
PRUDENTIAL PLC 3.125 4/14/2030 155,000 163,574.83 0.07%
O REILLY AUTOMOTIVE INC 3.8 9/1/2022 155,000 160,783.88 0.07%
BANK 3.314 11/15/2050 147,000 159,015.66 0.07%
GARTNER INC 3.75 10/1/2030 160,000 158,600.00 0.07%
FNMA POOL AB4168 3.5 1/1/2032 146,344 156,089.56 0.06%
MCCORMICK + CO 2.5 4/15/2030 155,000 154,742.23 0.06%
BON SECOURS MERCY 1.35 6/1/2025 155,000 154,661.00 0.06%
FNMA POOL MA1931 2.5 6/1/2024 145,830 151,767.60 0.06%
FREMF MORTGAGE TRUST 4.035133 7/25/2027 136,000 148,785.67 0.06%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2025 135,000 148,090.17 0.06%
FNMA POOL AE4192 4 10/1/2040 133,517 147,943.76 0.06%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/2030 130,000 145,649.91 0.06%
DIAMOND (BC) B V 0 9/6/2024 145,125 144,603.42 0.06%
FED HM LN PC POOL J17791 3 1/1/2027 135,339 143,585.37 0.06%
FANNIE MAE 3 2/25/2049 133,711 142,159.27 0.06%
IRON MOUNTAIN INC DEL 0 1/2/2026 140,650 138,979.78 0.06%
FED HM LN PC POOL G01837 5 7/1/2035 118,200 137,678.58 0.06%
FNMA POOL AP9592 3.5 10/1/2032 126,376 136,579.66 0.06%
FANNIE MAE CAS 4.46763 5/25/2029 129,601 135,418.19 0.06%
BANK 0.901554 5/15/2062 2,144,255 132,229.77 0.05%
FNMA POOL AB6472 2 10/1/2027 126,153 129,893.43 0.05%
FED HM LN PC POOL G06990 5.5 8/1/2040 106,797 125,611.69 0.05%
WYNDHAM HOTELS + RESORTS INC 0 5/30/2025 126,750 125,611.28 0.05%
COTY INC 0 4/7/2025 126,111 121,460.29 0.05%
FED HM LN PC POOL A37619 4.5 9/1/2035 109,157 121,323.97 0.05%
LIFE FINANCIAL SERVICES TRUST 1.506 3/15/2038 120,000 120,432.94 0.05%
NORTHEASTERN UNIVERSITY 5.285 3/1/2032 100,000 118,890.42 0.05%
ZEPHYR GERMAN BIDCO GMBH 0 3/10/2028 100,000 118,279.20 0.05%
FANNIE MAE 3 9/25/2047 105,167 112,078.45 0.05%
FNMA POOL AR1524 2 1/1/2028 106,569 109,653.72 0.05%
FED HM LN PC POOL A95085 4 11/1/2040 99,276 109,351.44 0.05%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/2027 100,000 108,888.72 0.04%
FREMF MORTGAGE TRUST 3.878919 2/25/2050 100,000 107,383.75 0.04%
FANNIE MAE 3 9/25/2047 100,272 106,746.98 0.04%
BENCHMARK MORTGAGE TRUST 1.523076 1/15/2054 886,606 106,309.95 0.04%
FREMF MORTGAGE TRUST 3.944032 9/25/2049 100,000 106,171.32 0.04%
FED HM LN PC POOL A94362 4 10/1/2040 95,653 106,027.25 0.04%
OKLAHOMA ST UNIV AGRIC MECH 3.427 9/1/2036 100,000 105,962.88 0.04%
MARSH + MCLENNAN COS INC 3.3 3/14/2023 100,000 105,235.85 0.04%
HOWARD UNIVERSITY 2.657 10/1/2026 100,000 101,319.52 0.04%
UPTOWN DEV AUTH TX INCR CONTRA 2.581 9/1/2031 100,000 100,941.27 0.04%
SELF HELP CREDIT UN 2.2 6/25/2021 100,000 100,517.01 0.04%
BWAY MORTGAGE TRUST 2.8093 3/10/2033 96,679 100,494.06 0.04%
FNMA POOL MA1630 4 10/1/2033 90,312 99,152.39 0.04%
FED HM LN PC POOL G14599 2.5 11/1/2027 94,277 98,595.53 0.04%
FED HM LN PC POOL Q01807 4.5 7/1/2036 87,929 98,343.54 0.04%
FNMA POOL AB1343 4.5 8/1/2040 86,297 97,360.49 0.04%
FREMF MORTGAGE TRUST 3.843741 10/25/2049 90,000 97,266.68 0.04%
COLONY AMERICAN FINANCE LTD 2.25 12/15/2052 100,000 96,245.36 0.04%
COMM MORTGAGE TRUST 2.683498 11/10/2046 100,000 96,150.34 0.04%
CHG PPC PARENT LLC 0 3/31/2025 97,250 96,034.38 0.04%
NEXSTAR BROADCASTING INC 0 1/17/2024 96,082 95,618.95 0.04%
FREMF MORTGAGE TRUST 3.677951 11/25/2049 90,000 94,157.84 0.04%
FED HM LN PC POOL G01828 4.5 4/1/2035 83,031 92,425.12 0.04%
FREMF MORTGAGE TRUST 3.944032 9/25/2049 85,000 92,361.70 0.04%
FNMA POOL 930672 4.5 3/1/2039 81,354 91,781.16 0.04%
FHLMC MULTIFAMILY STRUCTURED P 0.721701 12/25/2030 1,468,831 89,441.53 0.04%
FED HM LN PC POOL G02424 5.5 12/1/2036 75,152 88,086.37 0.04%
FNMA POOL MA0949 3.5 1/1/2032 82,200 87,917.06 0.04%
FED HM LN PC POOL G04997 5 1/1/2037 74,056 86,205.41 0.04%
FED HM LN PC POOL G06079 6 7/1/2039 71,955 86,093.42 0.04%
FANNIE MAE CAS 3.66763 7/25/2029 83,105 85,929.08 0.04%
FNMA POOL AE0216 4 8/1/2040 74,100 81,666.56 0.03%
FED HM LN PC POOL A89384 4 10/1/2039 71,042 78,741.88 0.03%
VODAFONE GROUP PLC 4.375 2/19/2043 70,000 77,946.98 0.03%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/2033 70,000 77,320.37 0.03%
FREMF MORTGAGE TRUST 3.980971 5/25/2050 70,000 76,328.01 0.03%
FNMA POOL 995243 4.5 8/1/2038 65,524 73,874.16 0.03%
FNMA POOL 190370 6 6/1/2036 58,836 70,367.48 0.03%
FED HM LN PC POOL A89148 4 10/1/2039 63,012 69,842.41 0.03%
FNMA POOL BE1416 2.5 11/1/2031 66,742 69,471.77 0.03%
FNMA POOL MA0639 4 2/1/2041 62,396 68,793.51 0.03%
FREMF MORTGAGE TRUST 3.753106 11/25/2050 65,000 68,287.32 0.03%
FHLMC MULTIFAMILY STRUCTURED P 0.40238 1/25/2031 2,465,000 67,985.44 0.03%
DEUTSCHE BANK COMMERCIAL MORTG 1.713713 9/15/2053 643,475 66,383.99 0.03%
FED HM LN PC POOL A93101 5 7/1/2040 53,877 62,315.90 0.03%
VERIZON COMMUNICATIONS 3.376 2/15/2025 57,000 61,830.48 0.03%
FNMA POOL AL1627 4.5 9/1/2041 54,704 61,693.60 0.03%
FNMA POOL AE0625 4 12/1/2040 54,795 61,105.14 0.03%
FNMA POOL 995082 5.5 8/1/2037 51,145 59,917.75 0.02%
FREMF MORTGAGE TRUST 4.021234 11/25/2032 67,000 59,008.25 0.02%
BENCHMARK MORTGAGE TRUST 1.793696 7/15/2053 504,689 57,235.14 0.02%
FED HM LN PC POOL A97047 4.5 2/1/2041 50,871 57,104.14 0.02%
FHLMC MULTIFAMILY STRUCTURED P 0.759764 9/25/2027 1,298,970 56,773.82 0.02%
FED HM LN PC POOL Q00291 5 4/1/2041 48,523 56,515.75 0.02%
SS C TECHNOLOGIES INC 0 4/16/2025 56,637 56,140.96 0.02%
FHLMC MULTIFAMILY STRUCTURED P 1.028654 10/25/2030 664,685 54,881.85 0.02%
FED HM LN PC POOL Q06160 4 2/1/2037 49,444 54,646.17 0.02%
FNMA POOL BD1153 3 8/1/2046 51,010 53,652.38 0.02%
FED HM LN PC POOL 849167 3.012 10/1/2043 50,485 52,613.82 0.02%
FREDDIE MAC STACR 1.76763 4/25/2043 52,657 52,393.81 0.02%
FED HM LN PC POOL A95796 4 12/1/2040 47,094 51,711.69 0.02%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/2029 40,000 46,505.02 0.02%
CORE + MAIN LP 6.125 8/15/2025 45,000 46,269.68 0.02%
FNMA POOL AC9564 4.5 2/1/2040 37,566 42,382.53 0.02%
FREMF MORTGAGE TRUST 3.726526 10/25/2049 40,000 41,980.24 0.02%
SS C TECHNOLOGIES INC 0 4/16/2025 42,288 41,920.44 0.02%
FNMA POOL AA9846 4 8/1/2039 35,635 39,220.27 0.02%
FNMA POOL AD1649 4 3/1/2040 34,814 38,381.06 0.02%
FED HM LN PC POOL G08499 3 7/1/2042 36,055 37,975.05 0.02%
FED HM LN PC POOL A87874 4 8/1/2039 33,649 36,949.34 0.02%
FNMA POOL AW4685 2.695 5/1/2044 35,423 36,681.47 0.02%
FNMA POOL AE0215 4 12/1/2039 33,132 36,500.56 0.02%
FNMA POOL AC1877 4.5 9/1/2039 32,409 36,105.77 0.01%
FED HM LN PC POOL J20118 2.5 8/1/2027 34,545 36,095.05 0.01%
FED HM LN PC POOL A89729 4 11/1/2039 32,078 35,390.57 0.01%
FNMA POOL 889529 6 3/1/2038 28,785 34,429.15 0.01%
FNMA POOL AL0005 4.5 1/1/2041 28,428 31,850.23 0.01%
FNMA POOL AL0049 6 12/1/2035 26,455 30,839.52 0.01%
FNMA POOL AE0624 4 11/1/2040 27,072 29,713.26 0.01%
FNMA POOL AI7951 4.5 8/1/2036 26,409 29,389.24 0.01%
FNMA POOL 745044 4.5 8/1/2035 26,222 29,167.18 0.01%
FED HM LN PC POOL A93996 4.5 9/1/2040 25,100 28,181.07 0.01%
MA FINANCECO LLC 0 6/21/2024 28,300 27,981.16 0.01%
FNMA POOL AE4113 4 10/1/2040 24,945 27,639.88 0.01%
FNMA POOL AJ5974 4 12/1/2036 24,958 27,384.17 0.01%
FNMA POOL AC2817 4 10/1/2039 23,886 26,456.85 0.01%
FHLMC MULTIFAMILY STRUCTURED P 0.883364 11/25/2030 364,864 26,398.91 0.01%
FED HM LN PC POOL G01838 5 7/1/2035 20,199 23,526.26 0.01%
FNMA POOL AS8449 2.5 12/1/2031 21,731 22,623.58 0.01%
FED HM LN PC POOL G01779 5 4/1/2035 18,369 21,395.43 0.01%
FNMA POOL AE5143 4 11/1/2040 17,992 19,931.00 0.01%
FED HM LN PC POOL A94742 4 11/1/2040 17,965 19,913.48 0.01%
FNMA POOL 890248 6 8/1/2037 15,616 18,661.99 0.01%
FED HM LN PC POOL A12413 5 8/1/2033 15,006 17,342.41 0.01%
FNMA POOL AB1763 4 11/1/2030 15,239 16,505.70 0.01%
FED HM LN PC POOL Z40004 6 8/1/2036 12,103 14,481.14 0.01%
FNMA POOL AD8033 4 8/1/2040 13,041 14,382.04 0.01%
FED HM LN PC POOL A95084 4 11/1/2040 11,844 13,046.41 0.01%
COX COMMUNICATIONS INC 3.85 2/1/2025 10,000 10,940.32 0.00%
FNMA POOL MA0919 3.5 12/1/2031 8,446 9,033.61 0.00%
FED HM LN PC POOL Q17103 4 6/1/2041 8,159 8,776.58 0.00%
FED HM LN PC POOL G05052 5 10/1/2033 7,335 8,242.38 0.00%
MICROSOFT CORP 2.921 3/17/2052 5,000 4,890.23 0.00%
FNMA POOL AC5401 5 10/1/2039 3,313 3,830.08 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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