Schedule of Portfolio Holdings

Holdings as of 3/31/2022
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Security Name Interest Rate Maturity Date Shares Market Value Weight
FNMA TBA 30 YR 2.5 2.5 5/12/2052 15,800,000 15,059,519 4.70%
FNMA TBA 30 YR 2.5 2.5 4/13/2052 15,700,000 14,999,633 4.68%
FED HOME LN DISCOUNT NT 0 6/17/2022 12,000,000 11,984,401 3.74%
FED FARM CRD DISCOUNT NT 0 6/23/2022 12,000,000 11,983,186 3.74%
FNMA TBA 30 YR 2 2 4/13/2052 10,050,000 9,335,011 2.91%
FED HOME LN DISCOUNT NT 0 5/4/2022 7,360,000 7,357,240 2.29%
FANNIE MAE 0.875 8/5/2030 8,000,000 6,998,301 2.18%
FNMA TBA 30 YR 4 4 4/13/2052 5,800,000 5,926,875 1.85%
FREDDIE MAC 1.5 2/12/2025 5,600,000 5,449,730 1.70%
GNMA II TBA 30 YR 3.5 3.5 4/21/2052 5,300,000 5,334,885 1.66%
FEDERAL HOME LOAN BANK 3.25 11/16/2028 5,000,000 5,242,250 1.63%
FNMA POOL CB2781 3 2/1/2052 5,237,743 5,142,142 1.60%
FNMA POOL CB2770 2 2/1/2052 4,956,758 4,615,627 1.44%
FNMA TBA 30 YR 2 2 6/13/2052 4,950,000 4,580,673 1.43%
FNMA POOL CB3033 2 3/1/2052 4,891,444 4,562,381 1.42%
FANNIE MAE 0.75 10/8/2027 5,000,000 4,562,050 1.42%
KFW 0.01 6/29/2037 6,000,000 4,111,002 1.28%
FEDERAL FARM CREDIT BANK 2.625 10/15/2049 3,250,000 3,008,183 0.94%
FNMA POOL BV1907 2.5 12/1/2051 3,083,348 2,951,217 0.92%
FNMA POOL FS0508 3 1/1/2052 2,890,754 2,834,974 0.88%
FEDERAL HOME LOAN BANK 0.9 2/26/2027 3,000,000 2,765,367 0.86%
FEDERAL HOME LOAN BANK 2.375 3/14/2025 2,710,000 2,706,501 0.84%
FANNIE MAE 5.625 7/15/2037 2,000,000 2,677,946 0.84%
EUROPEAN INVESTMENT BANK 0.75 9/23/2030 3,000,000 2,625,618 0.82%
JP MORGAN CHASE COMMERCIAL MOR 3.0242 1/5/2039 2,150,000 2,078,944 0.65%
THOMAS JEFFERSON UNIV 3.847 11/1/2057 2,100,000 1,972,422 0.62%
FEDERAL FARM CREDIT BANK 2.78 11/2/2037 1,800,000 1,744,728 0.54%
FNMA TBA 30 YR 3.5 3.5 4/13/2052 1,700,000 1,704,814 0.53%
GNMA II TBA 30 YR 2.5 2.5 4/21/2052 1,750,000 1,699,277 0.53%
GNMA II TBA 30 YR 2.5 2.5 5/19/2052 1,750,000 1,695,518 0.53%
HOWARD UNIVERSITY 3.476 10/1/2041 1,850,000 1,666,474 0.52%
BRIGHTHOUSE FINANCIAL IN 5.625 5/15/2030 1,500,000 1,647,640 0.51%
GNMA II TBA 30 YR 4 4 4/21/2052 1,600,000 1,633,125 0.51%
SUMIT 2022 BVUE MORTGAGE TRUST 2.789 2/12/2041 1,615,000 1,540,912 0.48%
CHARTER COMM OPT LLC/CAP 6.484 10/23/2045 1,325,000 1,513,766 0.47%
REPUBLIC OF CHILE 3.5 1/31/2034 1,465,000 1,448,753 0.45%
BX TRUST 1.29116 1/17/2039 1,465,000 1,447,963 0.45%
SUMITOMO MITSUI TR BK LT 1.55 3/25/2026 1,500,000 1,394,056 0.43%
MT SINAI HOSPITAL 3.831 7/1/2035 1,400,000 1,375,015 0.43%
VENA ENERGY CAP PTE LTD 3.133 2/26/2025 1,380,000 1,343,051 0.42%
MASS INSTITUTE OF TECH 3.067 4/1/2052 1,400,000 1,325,999 0.41%
GILEAD SCIENCES INC 1.65 10/1/2030 1,500,000 1,320,115 0.41%
CITY OF VANCOUVER 2.3 11/5/2031 1,750,000 1,309,778 0.41%
BETH ISRAEL LAHEY HEALTH 2.22 7/1/2028 1,400,000 1,295,068 0.40%
INTERCHILE SA 4.5 6/30/2056 1,315,000 1,259,915 0.39%
MACARTHUR FOUNDATION 1.299 12/1/2030 1,440,000 1,241,642 0.39%
BROADCOM INC 4.15 11/15/2030 1,200,000 1,218,257 0.38%
AT+T INC 2.75 6/1/2031 1,285,000 1,206,814 0.38%
VERIZON COMMUNICATIONS 3.4 3/22/2041 1,250,000 1,176,284 0.37%
EDP FINANCE BV 1.71 1/24/2028 1,300,000 1,151,504 0.36%
ADVOCATE HEALTH CORP 3.829 8/15/2028 1,115,000 1,142,726 0.36%
OCHSNER LSU HEALTH SYST 2.51 5/15/2031 1,250,000 1,102,703 0.34%
ROYALTY PHARMA PLC 3.3 9/2/2040 1,250,000 1,066,660 0.33%
PARAMOUNT GLOBAL 4.95 1/15/2031 985,000 1,049,223 0.33%
FEDERAL FARM CREDIT BANK 3.66 3/7/2044 974,000 1,016,240 0.32%
CREDIT AGRICOLE LONDON 4.125 1/10/2027 1,000,000 1,012,298 0.32%
STONECO LTD 3.95 6/16/2028 1,200,000 1,009,296 0.31%
FEDERAL FARM CREDIT BANK 3.43 4/6/2045 1,000,000 999,133 0.31%
BWAY MORTGAGE TRUST 3.4543 3/10/2033 1,000,000 994,095 0.31%
CITIGROUP INC 1.678 5/15/2024 1,000,000 992,756 0.31%
UPC FINANCING PARTNERSHIP 0 1/31/2029 995,000 986,791 0.31%
VERISURE HOLDING AB 0 3/27/2028 900,000 985,739 0.31%
MET TRANSPRTN AUTH NY REVENUE 5.175 11/15/2049 855,000 982,751 0.31%
BANK OF AMERICA CORP 7.75 5/14/2038 700,000 980,482 0.31%
COLORADO ST HLTH FACS AUTH HOS 4.48 12/1/2040 940,000 980,477 0.31%
AEGEA FINANCE SARL 5.75 10/10/2024 970,000 978,478 0.31%
DC OFFICE TRUST 2.965 9/15/2045 1,030,000 977,035 0.30%
OREGON ST UNIV GEN REVENUE 3.424 3/1/2060 1,000,000 972,476 0.30%
NEW JERSEY ST EDUCTNL FACS AUT 3.958 7/1/2048 1,000,000 962,935 0.30%
MERCADOLIBRE INC 2.375 1/14/2026 1,025,000 957,037 0.30%
KLABIN AUSTRIA GMBH 5.75 4/3/2029 905,000 954,571 0.30%
PEACEHEALTH OBLIGATED GR 1.375 11/15/2025 1,000,000 944,814 0.29%
SLG OFFICE TRUST 2.5854 7/15/2041 1,013,000 944,672 0.29%
INVEST ENERGY RES LTD 6.25 4/26/2029 925,000 935,591 0.29%
STARWOOD COMMERCIAL MORTGAGE T 3.3 11/15/2036 955,000 935,140 0.29%
GNMA II TBA 30 YR 4.5 4.5 4/21/2052 900,000 931,359 0.29%
PHILADELPHIA PA REDEV AUTH 2.339 9/1/2030 1,000,000 925,230 0.29%
STARBUCKS CORP 2.55 11/15/2030 990,000 923,587 0.29%
MASSACHUSETTS ST EDUCTNL FING 2.305 7/1/2029 1,000,000 920,567 0.29%
ILLINOIS ST FIN AUTH REVENUE 3.51 5/15/2041 1,000,000 920,554 0.29%
MORGAN STANLEY 2.511 10/20/2032 1,000,000 903,825 0.28%
VERIZON COMMUNICATIONS 2.355 3/15/2032 1,000,000 903,418 0.28%
FLORIDA ST DEV FIN CORP EDUCTN 4.009 4/1/2040 925,000 894,869 0.28%
MILLICOM INTL CELLULAR 4.5 4/27/2031 950,000 885,951 0.28%
SUSTAINABLE ENERGY UTILITY INC 2.344 9/15/2029 900,000 867,704 0.27%
COMM MORTGAGE TRUST 2.819 1/10/2039 886,000 852,423 0.27%
GREENKO DUTCH BV 3.85 3/29/2026 882,700 846,995 0.26%
GRACECHURCH MORTGAGE FINANCE P 2.347 12/10/2040 925,000 836,620 0.26%
CITY OF OTTAWA 2.5 5/11/2051 1,240,000 821,150 0.26%
USAA CAPITAL CORP 2.125 5/1/2030 885,000 817,206 0.25%
MADISON AVENUE TRUST 2.97556 8/15/2034 829,000 812,378 0.25%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/2028 770,000 808,772 0.25%
STARBUCKS CORP 4.45 8/15/2049 750,000 803,698 0.25%
CONSERVATION FUND 3.474 12/15/2029 800,000 800,217 0.25%
CITYLINE COMMERCIAL MORTGAGE T 2.7781 11/10/2031 800,000 792,599 0.25%
CITIGROUP INC 4.412 3/31/2031 750,000 780,125 0.24%
PARK AVENUE TRUST 3.508 6/5/2037 800,000 777,695 0.24%
ING GROEP NV 4.625 1/6/2026 750,000 776,778 0.24%
HUDSON YARDS 2.835 8/10/2038 800,000 774,074 0.24%
UNIV OF CALIFORNIA CA RGTS MED 3.706 5/15/2120 900,000 761,210 0.24%
CITY OF TORONTO CANADA 2.6 9/24/2039 1,060,000 751,136 0.23%
HONG KONG 2.5 5/28/2024 750,000 749,968 0.23%
BROADCOM INC 3.187 11/15/2036 852,000 749,069 0.23%
SLG OFFICE TRUST 2.85061 7/15/2041 835,000 746,443 0.23%
MET GOVT NASHVILLE DAVIDSONC 3.235 7/1/2052 800,000 742,373 0.23%
COMM MORTGAGE TRUST 2.173 11/10/2046 825,000 738,333 0.23%
YMCA OF GREATER NY 2.303 8/1/2026 765,000 736,603 0.23%
BOSTON MEDICAL CTR CORP 4.519 7/1/2026 705,000 728,231 0.23%
FREMF MORTGAGE TRUST 4.16063 5/25/2051 700,000 716,240 0.22%
ONE MARKET PLAZA TRUST 3.6139 2/10/2032 710,000 707,235 0.22%
INSTITUTO COSTARRICENSE 6.75 10/7/2031 700,000 706,692 0.22%
CHNGE MORTGAGE TRUST 2022 2 3.757 3/25/2067 708,193 699,700 0.22%
HUDSON YARDS 3.228 7/10/2039 700,000 681,976 0.21%
PHILADELPHIA PA WTR WSTWTR R 4.189 10/1/2037 665,000 677,925 0.21%
RIVERSIDE CNTY CA PENSN OBLG 3.07 2/15/2028 670,000 669,188 0.21%
FREMF MORTGAGE TRUST 3.493 11/25/2052 700,000 668,768 0.21%
RIVERSIDE CNTY CA PENSN OBLG 2.963 2/15/2027 670,000 667,420 0.21%
FNMA POOL BE4435 3 11/1/2046 669,380 665,063 0.21%
COMM MORTGAGE TRUST 3.7255 3/10/2031 644,000 651,177 0.20%
MCCORMICK + CO 2.5 4/15/2030 700,000 650,136 0.20%
HOLOGIC INC 3.25 2/15/2029 695,000 649,849 0.20%
COMM MORTGAGE TRUST 3.4244 3/10/2031 640,000 645,858 0.20%
SCENTRE GROUP TRUST 1/2 4.375 5/28/2030 615,000 644,904 0.20%
MORGAN STANLEY CAPITAL I TRUST 2.997 11/15/2034 650,000 642,682 0.20%
DCERT BUYER INC 0 10/16/2026 636,877 633,408 0.20%
JP MORGAN CHASE COMMERCIAL MOR 3.037 6/15/2038 655,000 632,463 0.20%
FIFTH THIRD BANCORP 8.25 3/1/2038 425,000 630,101 0.20%
COMCAST CORP 3.2 7/15/2036 650,000 626,103 0.20%
TOLL BROS FINANCE CORP 4.35 2/15/2028 600,000 604,883 0.19%
MORGAN STANLEY 2.699 1/22/2031 640,000 601,387 0.19%
STANFORD HEALTH CARE 3.31 8/15/2030 595,000 597,213 0.19%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/2050 470,000 593,063 0.18%
COMMONSPIRIT HEALTH 3.347 10/1/2029 600,000 583,381 0.18%
FREDDIE MAC 3.5 2/15/2026 572,345 581,984 0.18%
BLUEHUB LOAN FUND 2.89 1/1/2027 600,000 580,497 0.18%
FNMA POOL BD1165 3 10/1/2046 579,254 575,511 0.18%
NEW YORK TRANSPRTN DEV CORP LE 4.248 9/1/2035 555,000 574,185 0.18%
MASSACHUSETTS ST EDUCTNL FING 1.921 7/1/2027 615,000 571,687 0.18%
FREMF MORTGAGE TRUST 3.645536 10/25/2052 565,000 563,724 0.18%
COMM MORTGAGE TRUST 1.67 1/10/2038 595,000 560,725 0.17%
JP MORGAN CHASE COMMERCIAL MOR 4.1283 7/5/2031 555,000 559,792 0.17%
MKT 2020 525M MORTGAGE TRUST 2.694 2/12/2040 600,000 559,177 0.17%
FREMF MORTGAGE TRUST 4.31966 12/25/2050 550,000 553,311 0.17%
HOME DEPOT INC 5.95 4/1/2041 420,000 544,753 0.17%
BANK OF AMERICA CORP 2.456 10/22/2025 545,000 536,307 0.17%
AMGEN INC 3.2 11/2/2027 525,000 530,433 0.17%
AXA SA 8.6 12/15/2030 400,000 529,848 0.17%
MORGAN STANLEY CAPITAL I TRUST 1.097 11/15/2034 531,000 528,691 0.16%
CLEARWAY ENERGY OP LLC 3.75 2/15/2031 560,000 524,871 0.16%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/2041 435,000 521,305 0.16%
BRANDYWINE OPER PARTNERS 4.55 10/1/2029 500,000 518,600 0.16%
BANK OF AMERICA CORP 4.083 3/20/2051 500,000 517,783 0.16%
BPCE SA 4.875 4/1/2026 500,000 514,935 0.16%
AZURE POWER SOLAR ENERGY 5.65 12/24/2024 500,000 513,750 0.16%
ERAC USA FINANCE LLC 3.85 11/15/2024 500,000 509,159 0.16%
FREMF MORTGAGE TRUST 3.54003 2/25/2052 520,000 508,598 0.16%
DIST OF COLUMBIA REVENUE 4.125 7/1/2027 500,000 508,420 0.16%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/2024 505,000 506,182 0.16%
AT+T INC 3.55 9/15/2055 572,000 506,139 0.16%
BIOGROUP LCD 0 2/9/2028 465,000 505,580 0.16%
SBA TOWER TRUST 3.869 10/15/2049 500,000 505,325 0.16%
FREMF MORTGAGE TRUST 3.920408 8/25/2052 500,000 504,243 0.16%
LENDBUZZ SECURITIZATION TRUST 1.46 6/15/2026 512,204 503,666 0.16%
VENTAS REALTY LP 3.5 2/1/2025 500,000 502,360 0.16%
FREMF MORTGAGE TRUST 3.454268 12/25/2051 525,000 502,237 0.16%
US BANCORP 3.6 9/11/2024 493,000 501,727 0.16%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/2045 400,000 501,419 0.16%
CROCS INC 0 2/17/2029 500,000 489,531 0.15%
AIR LEASE CORP 3.625 12/1/2027 500,000 487,854 0.15%
GCAT 2.352 8/25/2066 498,305 486,111 0.15%
RUSSELL INVESTMENTS 0 5/30/2025 487,551 482,422 0.15%
AMERICAN BUILDERS CONTRACTOR 0 1/15/2027 487,500 482,198 0.15%
CITIGROUP INC 3.352 4/24/2025 475,000 476,755 0.15%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/2028 500,000 471,726 0.15%
COMM MORTGAGE TRUST 2.446 11/10/2046 524,000 465,880 0.15%
STHRN OH PORT EXEMPT FAC REVEN 6.5 12/1/2030 470,000 465,058 0.15%
ZELIS HEALTHCARE CORPORATION 0 9/30/2026 466,705 462,913 0.14%
HAT HOLDINGS I LLC/HAT 6 4/15/2025 450,000 461,822 0.14%
FHLMC MULTIFAMILY STRUCTURED P 2.97978 10/25/2055 2,147,907 461,620 0.14%
PATTERN ENERGY OP LP/PAT 4.5 8/15/2028 475,000 461,296 0.14%
HOWARD UNIVERSITY 5.209 10/1/2052 470,000 461,153 0.14%
ALTICE FRANCE SA 0 1/31/2026 466,155 456,977 0.14%
FREMF MORTGAGE TRUST 4.08247 10/25/2031 461,000 453,462 0.14%
CITIGROUP INC 2.561 5/1/2032 500,000 451,943 0.14%
PUBLIC SERVICE COLORADO 4.1 6/15/2048 420,000 446,145 0.14%
FED HM LN PC POOL G08816 3.5 6/1/2048 437,963 442,673 0.14%
AXIAN TELECOM 7.375 2/16/2027 445,000 438,325 0.14%
BOELS TOPHOLDING BV 0 2/6/2027 400,000 437,086 0.14%
BOSTON PROPERTIES LP 3.65 2/1/2026 430,000 436,446 0.14%
ATHENAHEALTH INC 0 2/15/2029 436,087 432,407 0.13%
DIGNITY HEALTH 4.5 11/1/2042 408,000 421,273 0.13%
FNMA POOL BC1171 3.5 6/1/2046 409,857 416,198 0.13%
DIST OF COLUMBIA REVENUE 3.432 4/1/2042 430,000 412,291 0.13%
AZURE POWER ENERGY LTD 3.575 8/19/2026 428,847 408,852 0.13%
SELF HELP CREDIT 2.5 6/27/2022 400,000 402,010 0.13%
CLEARWAY ENERGY OP LLC 4.75 3/15/2028 400,000 400,686 0.12%
CHANGE HEALTH / FIN INC 5.75 3/1/2025 395,000 395,472 0.12%
FREMF MORTGAGE TRUST 3.75976 7/25/2026 400,000 393,416 0.12%
PARAMOUNT GLOBAL 2.9 1/15/2027 400,000 391,578 0.12%
AMERICAN INTL GROUP 3.9 4/1/2026 380,000 390,518 0.12%
NATURE CONSERVANCY (THE) 1.154 7/1/2027 430,000 386,942 0.12%
GO DADDY OPCO/FINCO 3.5 3/1/2029 410,000 376,778 0.12%
AMERICAN TOWER CORP 5 2/15/2024 362,000 374,945 0.12%
FHLMC MULTIFAMILY STRUCTURED P 0.6385 11/25/2029 8,914,843 374,786 0.12%
WRKCO INC 3 9/15/2024 375,000 372,361 0.12%
BIOGEN INC 3.25 2/15/2051 448,000 371,417 0.12%
FANNIE MAE 3.5 3/25/2027 368,000 370,848 0.12%
FREDDIE MAC 3.5 6/15/2026 360,244 366,480 0.11%
YMCA OF GREATER NY 3.23 8/1/2032 375,000 360,603 0.11%
THERMO FISHER SCIENTIFIC 2.375 4/15/2032 305,000 358,224 0.11%
FLORIDA ST BRD OF ADMIN FIN CO 1.258 7/1/2025 375,000 356,334 0.11%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/2023 340,000 347,331 0.11%
WELLS FARGO COMMERCIAL MORTGAG 3.617 9/15/2057 340,000 342,767 0.11%
FREDDIE MAC MULTICLASS CERTIFI 1.842945 9/25/2045 2,316,822 340,843 0.11%
HUDSON YARDS 3.443126 7/10/2039 365,000 340,646 0.11%
AIA GROUP LTD 4.5 3/16/2046 325,000 339,956 0.11%
ARDAGH PKG FIN/HLDGS USA 5.25 8/15/2027 360,000 334,307 0.10%
DISCOVER FINANCIAL SVS 3.75 3/4/2025 325,000 328,509 0.10%
ALLINA HEALTH SYSTEM 4.805 11/15/2045 291,000 328,264 0.10%
WISCONSIN ST HLTH EDUCTNL FA 3.94 8/15/2041 335,000 324,071 0.10%
FHLMC MULTIFAMILY STRUCTURED P 0.93167 9/25/2030 4,969,367 320,595 0.10%
FHLMC MULTIFAMILY STRUCTURED P 1.155485 9/25/2030 4,064,327 318,918 0.10%
BLACK KNIGHT INFOSERV LL 3.625 9/1/2028 330,000 312,236 0.10%
MORGAN STANLEY BAML TRUST 4.051 4/15/2047 300,000 304,262 0.09%
MORGAN STANLEY BAML TRUST 4.259 10/15/2046 300,000 304,181 0.09%
REGENCY CENTERS LP 3.75 6/15/2024 300,000 303,877 0.09%
FREMF MORTGAGE TRUST 3.920408 8/25/2052 307,000 302,765 0.09%
CROWN CASTLE INTL CORP 3.7 6/15/2026 300,000 302,408 0.09%
GO DADDY OPERATING COMPANY LLC 0 8/10/2027 304,575 302,016 0.09%
ROYALTY PHARMA PLC 2.15 9/2/2031 350,000 301,583 0.09%
ADVOCATE HEALTH CORP 2.211 6/15/2030 325,000 301,025 0.09%
FANNIE MAE 3.5 8/25/2058 298,786 299,901 0.09%
GNMA II TBA 30 YR 3 3 4/21/2052 300,000 296,820 0.09%
GNMA II TBA 30 YR 3 3 5/19/2052 300,000 296,093 0.09%
HARBOR FREIGHT TOOLS USA INC 0 10/19/2027 300,229 294,538 0.09%
FHLMC MULTIFAMILY STRUCTURED P 1.38088 6/25/2030 3,210,000 293,997 0.09%
DIGNITY HEALTH 5.267 11/1/2064 250,000 293,690 0.09%
COMM MORTGAGE TRUST 3.183 2/10/2048 291,000 290,405 0.09%
COMM MORTGAGE TRUST 2.941 1/10/2046 286,278 286,751 0.09%
BLOCK INC 0.125 3/1/2025 215,000 282,859 0.09%
CHARTER COMMUNICATIONS OPERATI 0 2/1/2027 283,796 281,756 0.09%
FNMA POOL BJ6137 3.5 1/1/2048 269,928 271,390 0.08%
DANAHER CORP 0 170 268,471 0.08%
NIO INC 0.5 2/1/2027 325000 264,244 0.08%
XPLORNET COMMUNICATIONS INC 0 10/2/2028 268,650 264,150 0.08%
BECTON DICKINSON AND CO 0 5,000 264,100 0.08%
FNMA POOL BE8063 3 12/1/2046 265,615 263,609 0.08%
APPLE INC 2.65 5/11/2050 300,000 261,954 0.08%
INSULET CORPORATION 0 5/4/2028 263,013 261,150 0.08%
STARBUCKS CORP 3.75 12/1/2047 275,000 260,806 0.08%
CHICAGO IL TRANSIT AUTH SALES 3.912 12/1/2040 260,000 259,771 0.08%
INSULET CORPORATION 0.375 9/1/2026 195,000 259,448 0.08%
REINSURANCE GRP OF AMER 3.95 9/15/2026 250,000 255,765 0.08%
COOPERATIEVE RABOBANK UA 3.875 9/26/2023 250,000 254,512 0.08%
BPCE SA 3 5/22/2022 250,000 250,506 0.08%
FREMF MORTGAGE TRUST 3.672832 11/25/2049 250,000 249,405 0.08%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2022 250,000 249,025 0.08%
BNP PARIBAS 3.8 1/10/2024 245,000 247,461 0.08%
FINASTRA USA, INC. 0 6/13/2024 249,163 246,282 0.08%
FHLMC MULTIFAMILY STRUCTURED P 1.387444 6/25/2030 2,549,775 236,543 0.07%
AMERICAN TOWER CORP 3.375 5/15/2024 235,000 236,097 0.07%
BANK 0.64433 11/15/2062 5,529,867 235,227 0.07%
DEXCOM INC 0.25 11/15/2025 205,000 235,109 0.07%
FED HM LN PC POOL Q33602 3 5/1/2045 230,998 229,787 0.07%
CPT MORTGAGE TRUST 2.865 11/13/2039 240,000 227,208 0.07%
BANK 1.78234 3/15/2063 1,928,428 225,123 0.07%
VODAFONE GROUP PLC 6.15 2/27/2037 185,000 222,311 0.07%
FREMF MORTGAGE TRUST 3.7528 11/25/2050 220,000 219,303 0.07%
FNMA POOL 932441 4 1/1/2040 207,447 217,291 0.07%
MORGAN STANLEY 3.95 4/23/2027 210,000 214,082 0.07%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/2027 205,000 212,848 0.07%
FREDDIE MAC 2.5 12/15/2042 217,689 211,659 0.07%
ADEVINTA ASA 0 6/26/2028 185,000 204,039 0.06%
FREMF MORTGAGE TRUST 3.765114 9/25/2051 204,000 200,272 0.06%
ALIBABA GROUP HOLDING 2.8 6/6/2023 200,000 199,425 0.06%
EBAY INC 3.6 6/5/2027 195,000 198,803 0.06%
MASSACHUSETTS ST EDUCTNL FING 2.306 7/1/2025 200,000 194,189 0.06%
KWG GROUP HOLDINGS 6 8/14/2026 475,000 186,556 0.06%
KAISER FOUNDATION HOSPIT 3.15 5/1/2027 185,000 185,093 0.06%
WISCONSIN ST HLTH EDUCTNL FA 4.19 8/15/2055 190,000 184,109 0.06%
ARDAGH METAL PACKAGING 3.25 9/1/2028 200,000 181,919 0.06%
MORGAN STANLEY BAML TRUST 3.526 12/15/2047 180,167 180,853 0.06%
FHLMC MULTIFAMILY STRUCTURED P 1.117463 6/25/2030 2,348,664 178,237 0.06%
FREDDIE MAC 3.5 2/15/2026 174,991 178,057 0.06%
ETSY INC 0.125 10/1/2026 110,000 176,990 0.06%
FREMF MORTGAGE TRUST 3.999652 7/25/2049 175,000 175,801 0.05%
COMMONSPIRIT HEALTH 2.782 10/1/2030 185,000 172,706 0.05%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2024 165,000 172,241 0.05%
BLACKHAWK NETWORK HLDGS INC 0 6/15/2025 173,250 170,348 0.05%
REINSURANCE GRP OF AMER 4.7 9/15/2023 164,000 168,028 0.05%
USI INC 0 5/16/2024 167,125 166,327 0.05%
PROLOGIS LP 3.25 10/1/2026 165,000 166,283 0.05%
NUVEEN FINANCE LLC 4.125 11/1/2024 160,000 163,259 0.05%
O REILLY AUTOMOTIVE INC 3.8 9/1/2022 155,000 155,486 0.05%
FREMF MORTGAGE TRUST 4.07395 7/25/2050 155,000 155,460 0.05%
FHLMC MULTIFAMILY STRUCTURED P 1.571451 5/25/2030 1,450,058 151,855 0.05%
GARTNER INC 3.75 10/1/2030 160,000 150,052 0.05%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/2023 145,000 149,793 0.05%
AMGEN INC 3.35 2/22/2032 150,000 148,819 0.05%
BENCHMARK MORTGAGE TRUST 1.22524 3/15/2062 2,329,564 147,589 0.05%
BANK 3.314 11/15/2050 147,000 147,403 0.05%
BON SECOURS MERCY 1.35 6/1/2025 155,000 146,095 0.05%
TRICOLOR AUTO SECURITIZATION T 0.74 4/15/2024 146,345 145,914 0.05%
FHLMC MULTIFAMILY STRUCTURED P 1.432236 5/25/2030 1,502,406 145,052 0.05%
FREDDIE MAC MULTIFAMILY 1.220141 7/25/2041 1,201,555 144,607 0.05%
FHLMC MULTIFAMILY STRUCTURED P 0.852575 11/25/2030 2,417,487 144,369 0.05%
FNMA POOL 745327 6 3/1/2036 130,788 142,813 0.04%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2025 135,000 142,804 0.04%
MOSAIC SOLAR LOANS LLC 1.44 8/20/2046 153,662 140,517 0.04%
FREMF MORTGAGE TRUST 4.0363 7/25/2027 136,000 137,481 0.04%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/2030 130,000 136,810 0.04%
PHILADELPHIA PA REDEV AUTH 2.239 9/1/2029 145,000 134,290 0.04%
FANNIE MAE CAS 4.80657 5/25/2029 124,346 129,679 0.04%
FNMA POOL AE4192 4 10/1/2040 118,811 124,469 0.04%
FED HM LN PC POOL G08347 4.5 6/1/2039 114,656 122,319 0.04%
FED HM LN PC POOL G30614 3.5 12/1/2032 119,455 121,170 0.04%
FNMA POOL AY3370 2.5 4/1/2045 124,731 120,164 0.04%
LIFE FINANCIAL SERVICES TRUST 1.797 3/15/2038 117,956 114,210 0.04%
HOWARD UNIVERSITY 1.991 10/1/2025 120,000 113,077 0.04%
BANK 0.89692 5/15/2062 2,133,376 111,287 0.03%
NORTHEASTERN UNIVERSITY 5.285 3/1/2032 100,000 110,733 0.03%
ZEPHYR GERMAN BIDCO GMBH 0 3/10/2028 100,000 109,843 0.03%
FNMA POOL AS3608 2.5 12/1/2043 110,422 106,183 0.03%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/2027 100,000 105,971 0.03%
FNMA POOL AB4168 3.5 1/1/2032 100,394 101,759 0.03%
MARSH + MCLENNAN COS INC 3.3 3/14/2023 100,000 101,018 0.03%
FREMF MORTGAGE TRUST 3.883988 2/25/2050 100,000 100,683 0.03%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/2024 100,000 99,997 0.03%
OKLAHOMA ST UNIV AGRIC MECH 3.427 9/1/2036 100,000 99,510 0.03%
FREMF MORTGAGE TRUST 3.94537 9/25/2049 100,000 99,432 0.03%
FED HM LN PC POOL A37619 4.5 9/1/2035 92,461 98,608 0.03%
FED HM LN PC POOL G01837 5 7/1/2035 90,469 98,054 0.03%
FREDDIE MAC 3.5 12/15/2025 95,614 97,203 0.03%
FHLMC MULTIFAMILY STRUCTURED P 0.531805 10/25/2031 2,298,581 96,888 0.03%
HOWARD UNIVERSITY 2.657 10/1/2026 100,000 94,985 0.03%
UPTOWN DEV AUTH TX INCR CONTRA 2.581 9/1/2031 100,000 93,859 0.03%
BENCHMARK MORTGAGE TRUST 1.5193 1/15/2054 884,783 92,827 0.03%
FANNIE MAE 3 2/25/2049 91,913 91,752 0.03%
FREMF MORTGAGE TRUST 3.84313 10/25/2049 90,000 90,699 0.03%
FED HM LN PC POOL G06990 5.5 8/1/2040 80,992 89,419 0.03%
FREMF MORTGAGE TRUST 3.672832 11/25/2049 90,000 89,200 0.03%
COREVEST AMERICAN FINANCE LTD 2.25 12/15/2052 100,000 88,604 0.03%
COMM MORTGAGE TRUST 2.683498 11/10/2046 100,000 88,311 0.03%
FNMA POOL AB6472 2 10/1/2027 89,593 87,418 0.03%
COMM MORTGAGE TRUST 2.683498 11/10/2046 100,000 86,157 0.03%
FREMF MORTGAGE TRUST 3.94537 9/25/2049 85,000 85,509 0.03%
FED HM LN PC POOL J17791 3 1/1/2027 82,127 83,041 0.03%
FNMA POOL AP9592 3.5 10/1/2032 77,611 79,096 0.02%
FED HM LN PC POOL A94362 4 10/1/2040 74,608 78,226 0.02%
FHLMC MULTIFAMILY STRUCTURED P 0.72095 12/25/2030 1,466,946 76,391 0.02%
FANNIE MAE CAS 4.00657 7/25/2029 72,124 73,486 0.02%
FNMA POOL AR1524 2 1/1/2028 75,237 73,410 0.02%
BWAY MORTGAGE TRUST 2.8093 3/10/2033 73,892 73,294 0.02%
ATHENAHEALTH INC 0 2/15/2029 73,913 73,289 0.02%
FNMA POOL MA1931 2.5 6/1/2024 72,229 71,541 0.02%
FREMF MORTGAGE TRUST 3.994351 5/25/2050 70,000 70,100 0.02%
VODAFONE GROUP PLC 4.375 2/19/2043 70,000 69,514 0.02%
FNMA POOL MA1630 4 10/1/2033 66,655 69,509 0.02%
FED HM LN PC POOL A95085 4 11/1/2040 66,141 69,341 0.02%
FED HM LN PC POOL G01828 4.5 4/1/2035 63,492 67,694 0.02%
FNMA POOL AB1343 4.5 8/1/2040 62,412 66,523 0.02%
FREMF MORTGAGE TRUST 4.0239 11/25/2032 67,000 65,258 0.02%
FNMA POOL 930672 4.5 3/1/2039 61,106 65,125 0.02%
FED HM LN PC POOL Q01807 4.5 7/1/2036 60,487 64,181 0.02%
FED HM LN PC POOL G14599 2.5 11/1/2027 64,691 64,169 0.02%
FREMF MORTGAGE TRUST 3.7528 11/25/2050 65,000 63,852 0.02%
FED HM LN PC POOL G02424 5.5 12/1/2036 56,816 62,329 0.02%
FED HM LN PC POOL G04997 5 1/1/2037 56,849 61,595 0.02%
FED HM LN PC POOL G06079 6 7/1/2039 54,525 61,016 0.02%
FHLMC MULTIFAMILY STRUCTURED P 0.311987 1/25/2031 2,465,000 59,693 0.02%
FNMA POOL MA0949 3.5 1/1/2032 58,654 59,458 0.02%
FNMA POOL BE1416 2.5 11/1/2031 58,276 57,713 0.02%
COX COMMUNICATIONS INC 3.15 8/15/2024 57,000 57,186 0.02%
DEUTSCHE BANK COMMERCIAL MORTG 1.71152 9/15/2053 642,421 55,234 0.02%
FNMA POOL AE0216 4 8/1/2040 50,244 52,619 0.02%
FED HM LN PC POOL A89384 4 10/1/2039 49,624 51,900 0.02%
FED HM LN PC POOL A89148 4 10/1/2039 49,446 51,851 0.02%
ETSY INC 0.125 9/1/2027 50,000 49,775 0.02%
FNMA POOL 190370 6 6/1/2036 44,169 49,388 0.02%
FNMA POOL 995243 4.5 8/1/2038 45,931 48,930 0.02%
BENCHMARK MORTGAGE TRUST 1.79158 7/15/2053 503,792 48,667 0.02%
FHLMC MULTIFAMILY STRUCTURED P 1.02537 10/25/2030 659,752 46,348 0.01%
FHLMC MULTIFAMILY STRUCTURED P 0.75801 9/25/2027 1,295,876 45,978 0.01%
SS C TECHNOLOGIES INC 0 4/16/2025 45,852 45,250 0.01%
FED HM LN PC POOL Q06160 4 2/1/2037 42,990 45,065 0.01%
FNMA POOL AE0625 4 12/1/2040 42,171 44,188 0.01%
FNMA POOL 995082 5.5 8/1/2037 38,653 42,373 0.01%
FNMA POOL AL1627 4.5 9/1/2041 39,283 41,855 0.01%
FNMA POOL MA0639 4 2/1/2041 39,639 41,526 0.01%
FED HM LN PC POOL A93101 5 7/1/2040 36,813 39,808 0.01%
FREMF MORTGAGE TRUST 3.73524 10/25/2049 40,000 38,747 0.01%
FED HM LN PC POOL 849167 3.019 10/1/2043 36,920 37,573 0.01%
FED HM LN PC POOL A97047 4.5 2/1/2041 34,616 36,920 0.01%
SS C TECHNOLOGIES INC 0 4/16/2025 37,222 36,733 0.01%
FED HM LN PC POOL Q00291 5 4/1/2041 32,522 35,254 0.01%
FED HM LN PC POOL A95796 4 12/1/2040 29,937 31,313 0.01%
FNMA POOL BD1153 3 8/1/2046 31,492 31,200 0.01%
FNMA POOL AC9564 4.5 2/1/2040 28,873 30,771 0.01%
FREDDIE MAC STACR 2.10657 4/25/2043 30,836 30,766 0.01%
YUZHOU GROUP 6.35 1/13/2027 255,000 29,325 0.01%
FED HM LN PC POOL A87874 4 8/1/2039 26,536 27,822 0.01%
FNMA POOL AA9846 4 8/1/2039 25,186 26,378 0.01%
FNMA POOL AD1649 4 3/1/2040 24,804 25,919 0.01%
FNMA POOL 889529 6 3/1/2038 23,111 25,844 0.01%
FED HM LN PC POOL A89729 4 11/1/2039 23,417 24,556 0.01%
FNMA POOL AE0215 4 12/1/2039 22,931 24,010 0.01%
FED HM LN PC POOL G08499 3 7/1/2042 23,717 23,744 0.01%
FED HM LN PC POOL J20118 2.5 8/1/2027 23,158 22,972 0.01%
FHLMC MULTIFAMILY STRUCTURED P 0.88239 11/25/2030 364,321 22,414 0.01%
FNMA POOL AC1877 4.5 9/1/2039 20,758 22,062 0.01%
FNMA POOL AL0049 6 12/1/2035 20,083 21,780 0.01%
FNMA POOL AJ5974 4 12/1/2036 19,714 20,647 0.01%
FNMA POOL AL0005 4.5 1/1/2041 19,239 20,488 0.01%
FNMA POOL 745044 4.5 8/1/2035 19,189 20,435 0.01%
FNMA POOL AE0624 4 11/1/2040 17,510 18,300 0.01%
FED HM LN PC POOL A93996 4.5 9/1/2040 16,677 17,774 0.01%
FNMA POOL AE4113 4 10/1/2040 16,687 17,480 0.01%
FNMA POOL AC2817 4 10/1/2039 16,627 17,416 0.01%
FED HM LN PC POOL G01838 5 7/1/2035 15,204 16,479 0.01%
FNMA POOL AS8449 2.5 12/1/2031 15,696 15,545 0.00%
FED HM LN PC POOL G01779 5 4/1/2035 13,689 14,837 0.00%
FNMA POOL AI7951 4.5 8/1/2036 13,351 14,117 0.00%
FNMA POOL AE5143 4 11/1/2040 13,278 13,909 0.00%
FNMA POOL AW4685 2.078 5/1/2044 13,532 13,856 0.00%
FNMA POOL 890248 6 8/1/2037 12,067 13,366 0.00%
FED HM LN PC POOL A12413 5 8/1/2033 11,663 12,642 0.00%
FED HM LN PC POOL A94742 4 11/1/2040 11,427 11,952 0.00%
FNMA POOL AB1763 4 11/1/2030 10,436 10,752 0.00%
FED HM LN PC POOL Z40004 6 8/1/2036 9,346 10,452 0.00%
COX COMMUNICATIONS INC 3.85 2/1/2025 10,000 10,131 0.00%
FNMA POOL AD8033 4 8/1/2040 9,210 9,648 0.00%
FED HM LN PC POOL A95084 4 11/1/2040 8,826 9,253 0.00%
FED HM LN PC POOL Q17103 4 6/1/2041 6,268 6,420 0.00%
FNMA POOL MA0919 3.5 12/1/2031 6,006 6,089 0.00%
FED HM LN PC POOL G05052 5 10/1/2033 5,682 6,042 0.00%
FNMA POOL AC5401 5 10/1/2039 2,284 2,456 0.00%
ADIENT US LLC 0 4/10/2028 0 0 0.00%
CHG PPC PARENT LLC 0 12/8/2028 0 0 0.00%
SEATTLE SPINCO INC 0 6/21/2024 0 0 0.00%
DIVERSEY INC 0 9/29/2028 0 0 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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