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Domini Impact Bond Fund Schedule of Portfolio Holdings

Holdings as of 6/30/2017


Security NameCouponMaturityCUSIPSharesMarket ValueWeight
FNMA TBA 30 YR 3.53.5%8/14/204701F0326828,400,0008,613,534.645.14%
FANNIE MAE1.5%6/22/20203135G0D755,328,0005,317,285.393.17%
FNMA TBA 30 YR 3.53.5%7/25/204601F0326744,921,0005,054,597.373.02%
FED HM LN PC POOL G087413.0%1/1/20473128MJZF04,107,9784,103,038.402.45%
GNMA II TBA 30 YR 33.0%2/20/204721H0306743,300,0003,333,515.531.99%
FANNIE MAE5.625%7/15/203731398AFD92,376,0003,268,416.101.95%
FHLMC TBA 30 YR 3.53.5%9/15/204602R0326792,600,0002,671,227.311.59%
FNMA TBA 15 YR 33.0%7/18/203201F0304702,600,0002,668,656.171.59%
GNMA II TBA 30 YR 3.53.5%8/21/204721H0326882,500,0002,585,742.081.54%
FHLMC TBA 30 YR 3.53.5%8/14/204702R0326872,500,0002,563,800.301.53%
FNMA POOL BC11713.5%6/1/20463140EVJR92,375,0852,441,614.681.46%
FNMA POOL AN43013.15%1/1/20273138LGX762,109,7002,159,320.191.29%
FNMA POOL 4713333.12%8/1/202231381USW81,834,4221,879,746.191.12%
FNMA POOL 4698292.72%12/1/201831381S4N91,627,9251,646,852.740.98%
MET TRANSPRTN AUTH NY DEDICATE5.0%11/15/203859259N6U21,275,0001,500,713.250.90%
FNMA POOL AN18402.45%6/1/20263138LEBJ91,500,0001,479,856.490.88%
FNMA POOL AM75983.07%12/1/20243138L8NQ31,400,0541,445,399.460.86%
FNMA POOL 4714782.61%8/1/202231381UXF91,366,8131,395,060.420.83%
FNMA POOL AM51974.2%1/1/20303138L5X391,172,0121,279,350.690.76%
FNMA POOL AM86592.88%4/1/20313138L9TR31,264,2031,231,136.760.73%
FNMA POOL AN27872.6%9/1/20283138LFCZ91,150,0001,114,658.730.67%
FNMA POOL AN27912.44%9/1/20263138LFC551,134,0611,109,820.490.66%
FNMA POOL AM75073.08%12/1/20243138L8KV51,053,6951,088,478.400.65%
FNMA POOL AM91543.18%6/1/20303138LAE471,063,7161,081,626.590.65%
FNMA POOL 4698793.22%12/1/202131381S6Q0996,7971,040,921.980.62%
FNMA POOL AM92393.03%6/1/20253138LAHR3974,8441,001,179.670.60%
FNMA POOL AM62663.58%7/1/20303138L66C7969,420999,881.610.60%
FNMA POOL AM81482.68%3/1/20273138L9BS01,000,000991,972.050.59%
HUDSON YARDS2.835%8/10/203844421LAA01,000,000978,824.100.58%
FNMA POOL AN17672.98%6/1/20313138LD6D0983,176976,990.040.58%
GNMA II TBA 30 YR 4.54.5%7/20/204721H042679900,000956,671.880.57%
FHLMC TBA 30 YR 44.0%2/15/204602R040672900,000946,592.490.56%
FHLMC TBA 30 YR 44.0%8/14/204702R040680900,000944,799.520.56%
AMERICAN BLDRS + CONTRACTORS0.0%10/31/202302474RAE3897,750900,805.040.54%
FREDDIE MAC3.5%2/15/20263137A6YW6847,000890,039.120.53%
OBP DEPOSITOR LLC TRUST4.6462%7/15/204567087MAA4806,000861,135.880.51%
FREDDIE MAC3.5%6/15/20263137ACFM6780,000815,656.370.49%
FNMA POOL AR91983.0%3/1/20433138W7GG3809,134812,810.760.48%
OCHSNER CLINIC FOUNDATIO5.897%5/15/2045675553AA9650,000809,307.200.48%
CALIFORNIA ST7.625%3/1/204013063BFR8525,000802,593.750.48%
CNH INDUSTRIAL CAPITAL L4.875%4/1/202112592BAF1750,000798,750.000.48%
WASHINGTON ST HSG FIN COMMISSI4.0%1/1/2024939783TL0800,000787,888.000.47%
FNMA POOL AM47963.3%12/1/20233138L5KJ8743,884778,938.790.46%
ONTARIO (PROVINCE OF)1.95%1/27/202368323ADL51,000,000767,760.070.46%
CARMAX AUTO OWNER TRUST2.15%5/15/201914313NAF9750,000750,941.930.45%
NUMERICABLE U S LLC0.0%1/14/202567053NAJ3742,519741,855.680.44%
ONE MARKET PLAZA TRUST3.6139%2/10/203268245HAA2710,000740,184.370.44%
LOS ANGELES CNTY CA PUBLIC WKS7.488%8/1/203354473ENT7540,000738,595.800.44%
FNMA TBA 30 YR 44.0%5/25/204601F040677700,000735,902.320.44%
BRANDYWINE OPER PARTNERS4.55%10/1/2029105340AP8725,000733,919.680.44%
PARK AVENUE TRUST3.508%6/5/203790187LAA7712,000733,404.930.44%
FNMA POOL AM32782.85%5/1/20233138L3UC7708,359730,631.710.44%
ALLINA HEALTH SYSTEM4.805%11/15/204501959LAA0660,000725,851.500.43%
SANTANDER UK PLC5.0%11/7/202380283LAA1650,000699,021.700.42%
FED HM LN PC POOL Q336023.0%5/1/20453132QQAC6686,536687,683.250.41%
COMM MORTGAGE TRUST3.7255%3/10/203112625CAJ2644,000666,359.420.40%
FNMA POOL MA19312.5%6/1/202431418BED4658,169666,093.900.40%
COMM MORTGAGE TRUST3.4244%3/10/203112625CAC7640,000663,651.580.40%
SWEDBANK AB2.2%3/4/202087020PAE7650,000650,926.900.39%
FIFTH THIRD BANCORP8.25%3/1/2038316773CH1425,000637,549.730.38%
FNMA TBA 30 YR 44.0%8/14/204701F040685600,000629,730.450.38%
TOTAL SYSTEM SERVICES IN3.8%4/1/2021891906AD1600,000625,354.200.37%
PROVINCE OF QUEBEC1.65%3/3/2022748148RW5815,000622,185.070.37%
GNMA II TBA 30 YR 3.53.5%12/20/204621H032670600,000621,515.600.37%
ENERGIZER HLDGS INC0.0%6/30/202229267YAK8614,063618,667.970.37%
FNMA POOL 9324414.0%1/1/204031412Q5A3580,323613,322.520.37%
FNMA POOL AM51463.47%1/1/20243138L5WG1559,908591,901.920.35%
O REILLY AUTOMOTIVE INC3.85%6/15/202367103HAD9550,000575,172.400.34%
TREEHOUSE FOODS INC6.0%2/15/202489469AAC8530,000567,100.000.34%
AXA SA8.6%12/15/2030054536AA5400,000565,000.000.34%
HOME DEPOT INC5.95%4/1/2041437076AV4420,000556,473.540.33%
CREDIT AGRICOLE LONDON4.125%1/10/202722535WAB3510,000534,242.340.32%
BPCE SA4.875%4/1/202605578QAE3500,000528,903.500.32%
AT+T INC1.8981%3/11/201900206RCD2525,000527,688.000.31%
TSMC GLOBAL LTD1.625%4/3/2018872882AC9523,000522,040.750.31%
UNITED RENTALS NORTH AM4.625%7/15/2023911365BC7500,000521,000.000.31%
ERAC USA FINANCE LLC3.85%11/15/202426884TAL6500,000515,448.000.31%
US BANCORP3.6%9/11/202491159HHK9493,000512,567.660.31%
REGIONS FINANCIAL CORP3.2%2/8/20217591EPAK6500,000511,627.500.31%
CONSOLIDATED EDISON CO O3.3%12/1/2024209111FE8500,000510,068.000.30%
SBA TOWER TRUST3.869%10/15/204978403DAH3500,000508,433.600.30%
MARRIOTT INTERNATIONAL2.875%3/1/2021571903AN3500,000507,805.000.30%
PENNSYLVANIA ST INDL DEV AUTH3.556%7/1/2024709193LY0505,000504,404.100.30%
MET LIFE GLOB FUNDING I2.3%4/10/201959217GBF5500,000504,316.000.30%
RYDER SYSTEM INC2.35%2/26/201978355HJU4500,000502,254.500.30%
BPCE SA2.25%1/27/202005578DAR3500,000500,833.000.30%
ING BANK NV2.0%11/26/201844987CAJ7500,000500,517.500.30%
AMERICAN EXPRESS CREDIT1.5872%9/22/20170258M0DS5500,000500,228.000.30%
BAY AREA CA TOLL AUTH TOLL BRI7.043%4/1/2050072024NV0325,000497,815.500.30%
VENTAS REALTY LP3.5%2/1/202592277GAE7500,000497,579.500.30%
MASSACHUSETTS ST HLTH EDUCTN6.432%10/1/203557586ETQ4420,000491,836.800.29%
DTZ U.S. BORROWER LLC0.0%11/4/202123340DAH5490,000490,673.750.29%
CDW LLC0.0%8/17/202312512YAF8487,445489,983.740.29%
FNMA POOL AM78123.1%1/1/20273138L8VE1471,776482,473.900.29%
UNIVISION COMMUNICATIONS0.0%3/15/2024914908AX6486,894478,830.210.29%
BOSTON MEDICAL CTR CORP4.519%7/1/202610103DAA4455,000477,583.470.28%
VERIZON COMMUNICATIONS5.15%9/15/202392343VBR4426,000473,827.870.28%
NEW YORK ST TRANSPRTN DEV CORP3.473%7/1/2028650116BD7500,000470,285.000.28%
AIR LEASE CORP3.875%4/1/202100912XAM6450,000469,805.400.28%
COOK CNTY IL CMNTY HIGH SCH DI5.019%12/1/2041215813HU3435,000462,792.150.28%
AERCAP IRELAND CAP/GLOBA3.5%5/26/202200774MAA3450,000462,317.850.28%
AT+T INC3.95%1/15/202500206RDD1445,000454,249.330.27%
RUSSELL INVTS US INSTITUTIONAL0.0%6/1/202378249LAB6445,500450,790.310.27%
FED HM LN PC POOL 8491672.907%10/1/204331300MFG3437,176446,714.170.27%
ILLINOIS ST5.877%3/1/2019452152HU8425,000440,125.750.26%
WELLTOWER INC5.25%1/15/202242217KAW6400,000439,572.000.26%
BOSTON PROPERTIES LP3.65%2/1/202610112RAX2430,000435,913.790.26%
HUNTINGTON BANCSHARES3.15%3/14/2021446150AJ3425,000433,750.750.26%
CANADIAN PACIFIC RR CO4.5%1/15/202213645RAP9400,000429,282.400.26%
ALLERGAN FUNDING SCS3.0%3/12/202000507UAP6420,000429,179.520.26%
DELPHI CORP4.15%3/15/2024247126AJ4401,000421,701.630.25%
FED HM LN PC POOL G083474.5%6/1/20393128MJL57390,712420,127.620.25%
GALLERIA CO0.0%9/29/202336380UAB3410,000413,138.960.25%
SPRINT COMMUNICATIONS7.0%3/1/2020852061AQ3375,000412,620.000.25%
SPRINT COMMUNICATIONS INC0.0%2/2/202485208EAB6408,975409,413.010.24%
CSAIL COMMERCIAL MORTGAGE TRUS3.505%4/15/2050126281AZ7394,000407,932.080.24%
CSAIL COMMERCIAL MORTGAGE TRUS3.8079%11/15/204812635RAX6388,000406,528.400.24%
FREDDIE MAC3.5%2/15/20263137A7GE4383,000403,774.260.24%
CITIGROUP COMMERCIAL MORTGAGE3.717%9/15/204817324DAU8384,000403,104.080.24%
AMERICAN TOWER CORP5.0%2/15/202403027XAD2362,000400,552.640.24%
WASHINGTON ST HSG FIN COMMISSI4.375%1/1/2021939783SL1400,000400,108.000.24%
FED HM LN PC POOL G306143.5%12/1/20323128CUVF0382,019399,109.330.24%
JM SMUCKER CO4.25%3/15/2035832696AM0380,000396,875.800.24%
ORLANDO HEALTH OBL GRP4.416%10/1/2044686515AA5395,000395,094.010.24%
FNMA POOL 7453276.0%3/1/203631403DA41345,143393,475.070.23%
OREGON ST HLTH SCIENCE UNIVR5.0%7/1/2045685869EJ4350,000392,413.000.23%
COOPERATIEVE RABOBANK UA3.95%11/9/202221685WDF1375,000392,126.250.23%
MICROSOFT CORP3.7%8/8/2046594918BT0395,000391,904.780.23%
QUEENSLAND TREASURY CORP3.0%3/22/2024ACI0T3DS2500,000390,349.050.23%
FANNIE MAE3.5%3/25/20273136A4A82368,000385,560.440.23%
BANCO NAC DE DESEN ECONO4.75%5/9/2024059614AP2392,000384,160.000.23%
HUNTINGTON NATIONAL BANK1.7%2/26/2018446438RL9380,000380,118.560.23%
CBS CORP2.9%1/15/2027124857AR4400,000379,632.400.23%
SACRAMENTO CNTY CA PENSN OBLG5.73%8/15/2023786091AD0340,000376,927.400.22%
AMERICAN MUNI PWR OHIO INC OHR6.27%2/15/205002765UEQ3300,000372,939.000.22%
NY + PRESBYTERIAN HOSPIT4.024%8/1/2045649322AA2365,000372,754.060.22%
MORGAN STANLEY BAML TRUST2.918%2/15/204661690KAE2360,000365,412.850.22%
BROADCOM CRP / CAYMN FI3.625%1/15/202411134LAE9355,000363,677.980.22%
ALLERGAN FUNDING SCS3.8%3/15/202500507UAS0350,000362,608.050.22%
CHARTER COMM OPT LLC/CAP6.484%10/23/2045161175BA1300,000361,333.500.22%
PUBLIC FIN AUTH WI SENIOR LIVI3.0%11/15/202274443UBF9360,000361,281.600.22%
FREDDIE MAC3.5%12/15/20253137A4BE6343,000360,912.420.22%
FNMA POOL AS36082.5%12/1/20433138WDAJ0368,737356,898.620.21%
FED HM LN PC POOL J177913.0%1/1/20273128PXUQ7345,526355,212.840.21%
SAN BERNARDINO CNTY CA PENSN O6.02%8/1/2023796839BP2320,000348,310.400.21%
AIA GROUP LTD4.5%3/16/204600131LAE5325,000348,215.400.21%
CELGENE CORP3.875%8/15/2025151020AS3325,000339,988.680.20%
FNMA POOL AB41683.5%1/1/203231417AT25322,612336,893.440.20%
COMM MORTGAGE TRUST3.644%12/10/204712592PBF9325,000336,585.930.20%
ON ASSIGNMENT INC0.0%6/3/202268216FAU7331,200334,166.890.20%
ILLINOIS ST5.547%4/1/2019452152FK2325,000333,830.250.20%
WELLS FARGO COMMERCIAL MORTGAG3.718%12/15/204894989XBC8318,000332,092.360.20%
COMM MORTGAGE TRUST3.35%2/10/204812629NAF2326,000331,699.520.20%
NEW JERSEY ST TURNPIKE AUTH7.102%1/1/2041646139X83225,000330,426.000.20%
EMPLOYEES RETMNT SYS OF THE GO6.15%7/1/203829216MAC4825,000330,000.000.20%
VORNADO REALTY LP2.5%6/30/2019929043AH0325,000327,718.630.20%
TIME WARNER INC3.6%7/15/2025887317AW5325,000324,822.230.19%
MORGAN STANLEY BAML TRUST4.259%10/15/204661762XAU1300,000324,813.240.19%
FNMA POOL AB64722.0%10/1/202731417DFN8323,664321,816.760.19%
DISCOVER FINANCIAL SVS3.75%3/4/2025254709AL2325,000321,653.150.19%
MORGAN STANLEY BAML TRUST4.051%4/15/204761763KBA1300,000320,592.360.19%
MORGAN STANLEY BAML TRUST3.892%6/15/204761763MAF7300,000317,950.080.19%
MAXLINEAR INC.0.0%5/12/2024962WWLII7315,000315,196.880.19%
ILLINOIS ST5.1%6/1/2033452151LF8335,000313,935.200.19%
CALPINE CORPORATION0.0%1/15/202313134MBG7313,953313,920.510.19%
MICHIGAN ST FIN AUTH REVENUE2.741%4/1/202159447TLF8320,000312,790.400.19%
CITY OF HOPE/THE5.623%11/15/204317858PAA9250,000308,875.250.18%
REGENCY CENTERS LP3.75%6/15/202475884RAT0300,000306,660.300.18%
MORGAN STANLEY BAML TRUST3.102%5/15/204661762DAW1300,000306,492.900.18%
CHICAGO IL7.045%1/1/2029167486ZZ5295,000305,714.400.18%
CROWN CASTLE INTL CORP3.7%6/15/202622822VAC5300,000303,128.100.18%
NEW JERSEY ST TURNPIKE AUTH7.414%1/1/2040646139W35200,000302,352.000.18%
NATIONAL CITY CORP6.875%5/15/2019635405AM5275,000299,360.050.18%
CHARTER COMMUNICATIONS OPERAT0.0%1/15/202416117LBL2296,250297,710.810.18%
AVIS BUDGET CAR/FINANCE6.375%4/1/2024053773BB2295,000295,737.500.18%
VIACOM INC6.875%4/30/2036925524AX8250,000292,931.500.17%
SBA TOWER TRUST3.168%4/9/204778403DAL4290,000291,555.330.17%
HARTFORD FINL SVCS GRP8.125%6/15/2068416515AW4275,000290,884.000.17%
TIME WARNER CABLE LLC6.75%7/1/201888732JAL2275,000287,776.230.17%
STANDARD CHARTERED PLC5.7%3/26/2044853254AN0250,000285,041.500.17%
NEXEO SOLUTIONS LLC0.0%6/9/202365339QAG2282,157285,022.710.17%
THERMO FISHER SCIENTIFIC4.15%2/1/2024883556BF8265,000283,007.550.17%
MET GOVT NASHVILLE DAVIDSONC4.053%7/1/2026592041WJ2270,000281,850.300.17%
FED HM LN PC POOL G018375.0%7/1/20353128LXBE9257,330281,791.900.17%
FNMA POOL AP95923.5%10/1/20323138MDUS9268,610280,642.800.17%
DELL INTL LLC0.0%9/7/202324702NAU4278,602280,069.420.17%
SS C TECHNOLOGIES INC0.0%7/8/202278466DAZ7276,154277,657.770.17%
FNMA POOL AE41924.0%10/1/204031419EUS6260,168276,609.060.17%
MISYS EUROPE SA0.0%6/13/2024962XQSII7275,000275,396.830.16%
NEW JERSEY ST ECON DEV AUTH RE3.882%6/15/201964577BTU8270,000274,128.300.16%
MORGAN STANLEY5.0%11/24/20256174467X1250,000272,333.500.16%
FNMA POOL AY33702.5%4/1/20453138YGW81280,939271,163.900.16%
SHELBY CNTY TN HLTH EDUCTNL H4.0%9/1/2022821697P45250,000268,142.500.16%
ARDAGH PKG FIN/HLDGS USA4.25%9/15/202203969AAM2260,000267,540.000.16%
SHELBY CNTY TN HLTH EDUCTNL H4.0%9/1/2021821697P37250,000267,350.000.16%
FED HM LN PC POOL G069905.5%8/1/20403128M9C34239,859267,085.290.16%
DUKE REALTY LP4.375%6/15/202226441YAV9250,000266,699.750.16%
ON SEMICONDUCTOR CORP0.0%3/31/202368218EAE4264,762265,506.320.16%
FED HM LN PC POOL A950854.0%11/1/2040312943UJ0250,478264,614.200.16%
INTERPUBLIC GROUP COS4.2%4/15/2024460690BL3250,000263,644.500.16%
CARMAX AUTO OWNER TRUST2.56%2/15/202214314MAF0260,000261,306.340.16%
NEXSTAR BROADCASTING INC0.0%1/17/202465336RAP3258,667259,718.090.15%
FNMA POOL AR15242.0%1/1/20283138NXVS3262,534258,415.100.15%
FANNIE MAE CAS5.5661%5/25/202930711XEC4235,000258,205.260.15%
MICHIGAN ST FIN AUTH REVENUE2.267%4/1/201959447TLD3260,000257,449.400.15%
FED HM LN PC POOL G145992.5%11/1/20273128MDKL6252,309255,599.820.15%
GO DADDY OPER CO LLC0.0%2/15/202438017BAK2254,726255,585.940.15%
REINSURANCE GRP OF AMER3.95%9/15/2026759351AM1250,000254,570.250.15%
LENNAR CORP4.125%1/15/2022526057BY9245,000254,187.500.15%
SWEDBANK AB2.8%3/14/202287020PAH0250,000253,568.000.15%
NY + PRESBYTERIAN HOSPIT4.063%8/1/2056649322AD6250,000250,316.750.15%
MICHIGAN ST FIN AUTH REVENUE2.057%4/1/201859447TLC5250,000248,987.500.15%
ALERE INC.0.0%6/18/202201449HAK5248,101248,895.940.15%
SELF HELP FED CRED UNION1.15%3/18/201981632NAB1250,000248,410.250.15%
MARYLAND ST HLTH HGR EDUCTNL4.068%7/1/2028574218X40240,000248,044.800.15%
MICHIGAN ST FIN AUTH REVENUE2.491%4/1/202059447TLE1250,000245,985.000.15%
DELPHI AUTOMOTIVE PLC3.15%11/19/202024713GAA0240,000245,359.680.15%
AON PLC4.75%5/15/204500185AAH7225,000244,410.080.15%
CHILDREN S HOSPITAL CORP4.115%1/1/204716876BAA0230,000244,187.090.15%
HARBOR FREIGHT TOOLS USA INC0.0%8/18/202341151PAL9243,163243,449.670.15%
AVOLON TLB BORROWER 1 ( US )0.0%3/20/202205400KAB6240,000242,401.440.14%
INDIANA ST FIN AUTH REVENUE3.624%7/1/203645506DWY7235,000235,968.200.14%
FED HM LN PC POOL A376194.5%9/1/203531297TPC1211,156227,097.170.14%
CHICAGO IL6.207%1/1/2032167486HL6250,000225,985.000.13%
TIME WARNER CABLE LLC7.3%7/1/203888732JAN8175,000224,341.780.13%
BARCLAYS COMMERCIAL MORTGAGE S3.674%2/15/205007332VBD6213,000222,546.470.13%
FNMA POOL BE14162.5%11/1/20313140FLSE9216,872218,216.420.13%
SFR GROUP SA7.375%5/1/202667054KAA7200,000217,750.000.13%
FNMA POOL 9306724.5%3/1/203931412N6H4196,327213,163.520.13%
MORGAN STANLEY3.95%4/23/202761761JZN2210,000212,321.760.13%
FNMA POOL MA16304.0%10/1/203331418AY44198,817211,075.810.13%
ILLINOIS ST3.86%4/1/2021452152QN4215,000210,975.200.13%
MARYLAND ST HLTH HGR EDUCTNL3.968%7/1/2027574218X32205,000210,129.100.13%
DUKE REALTY LP3.625%4/15/202326441YAX5200,000205,049.200.12%
SEATTLE SPINCO0.0%6/21/2024962XKAII2204,690204,920.400.12%
ILLINOIS TOOL WORKS INC4.875%9/15/2041452308AQ2175,000204,912.230.12%
GRAY TELEVISION INC5.875%7/15/2026389375AJ5200,000204,500.000.12%
MEMORIAL SLOAN KETTERING4.125%7/1/2052586054AB4200,000203,745.200.12%
COTY INC0.0%10/27/202222207EBA1202,445203,710.470.12%
FED HM LN PC POOL A943624.0%10/1/2040312942Z32190,977203,439.170.12%
FED HM LN PC POOL Q018074.5%7/1/20363132GFAG2185,916200,086.090.12%
FED HM LN PC POOL G024245.5%12/1/20363128M4AZ6177,364198,194.380.12%
HILLSBOROUGH CNTY FL AVIATION3.549%10/1/2022432275AE5190,000197,461.300.12%
FNMA POOL AB13434.5%8/1/204031416WP55180,760196,385.240.12%
COX COMMUNICATIONS INC4.8%2/1/2035224044CF2200,000196,153.600.12%
FED HM LN PC POOL G018284.5%4/1/20353128LXA59180,686194,393.830.12%
FNMA POOL MA09493.5%1/1/203231418ABT4185,664193,966.330.12%
STANDARD INDUSTRIES INC5.125%2/15/2021853496AA5180,000187,425.000.11%
PUBLIC FIN AUTH WI SENIOR LIVI3.5%11/15/202374443UBE2185,000186,855.550.11%
MORGAN STANLEY BAML TRUST3.526%12/15/204761764PBU5180,167186,660.360.11%
KAISER FOUNDATION HOSPIT3.15%5/1/202748305QAC7185,000185,349.470.11%
LANCASTER CNTY PA HOSP AUTH5.0%7/1/2024514045R39165,000184,224.150.11%
UNUM GROUP3.0%5/15/202191529YAM8180,000181,876.140.11%
FED HM LN PC POOL G060796.0%7/1/20393128M8CQ5158,734180,218.240.11%
FNMA POOL AE02164.0%8/1/204031419AG27170,266179,923.120.11%
LEAR CORP4.75%1/15/2023521865AU9173,000179,015.730.11%
REINSURANCE GRP OF AMER4.7%9/15/2023759351AL3164,000178,169.110.11%
FREMF MORTGAGE TRUST3.9714%4/25/202435708TAS6175,000177,955.750.11%
BWAY MORTGAGE TRUST2.8093%3/10/203305604FAA3174,474176,896.200.11%
BAY AREA CA TOLL AUTH TOLL BRI6.918%4/1/2040072024NU2125,000176,882.500.11%
COX COMMUNICATIONS INC3.85%2/1/2025224044CE5175,000176,598.630.11%
MAYO CLINIC4.128%11/15/2052578454AD2165,000172,787.670.10%
FED HM LN PC POOL G049975.0%1/1/20373128M63E6157,676171,789.440.10%
FED HM LN PC POOL A893844.0%10/1/2039312936M95157,347166,230.300.10%
NUVEEN FINANCE LLC4.125%11/1/202487246YAC0160,000165,796.480.10%
KIMCO REALTY CORP3.4%11/1/202249446RAN9160,000163,297.120.10%
O REILLY AUTOMOTIVE INC3.8%9/1/202267103HAC1155,000163,142.460.10%
MORGAN STANLEY BAML TRUST4.219%7/15/204661762MBW0150,000161,660.820.10%
LIBERTY PROPERTY LP3.25%10/1/202653117CAS1165,000160,138.940.10%
CAPITAL ONE FINANCIAL CO4.2%10/29/202514040HBJ3155,000156,563.180.09%
FNMA POOL 9952434.5%8/1/203831416BS82144,528155,494.360.09%
EQUINIX INC.0.0%1/6/2023962QYPII9153,063154,019.140.09%
CDW LLC/CDW FINANCE5.0%9/1/202312513GBB4145,000151,343.750.09%
LANCASTER CNTY PA HOSP AUTH5.0%7/1/2025514045R47135,000150,091.650.09%
AIRCASTLE LTD5.0%4/1/202300928QAP6140,000149,800.000.09%
FNMA POOL AW46852.655%5/1/20443138XUF31145,566148,821.730.09%
FNMA POOL MA06394.0%2/1/204131417YV95138,912146,683.700.09%
RYDER SYSTEM INC2.5%5/11/202078355HJZ3145,000145,884.940.09%
FNMA POOL AL16274.5%9/1/20413138EHYZ9134,047144,796.630.09%
FED HM LN PC POOL A931015.0%7/1/2040312941NS2130,884143,533.800.09%
LOS ANGELES CA DEPT OF ARPTS A3.887%5/15/2038544445BD0140,000142,650.200.09%
FNMA POOL 1903706.0%6/1/203631368HMT7123,301140,088.300.08%
CAMELOT FIN LP0.0%10/3/202313322HAD8138,952139,935.940.08%
VOYA FINANCIAL INC5.65%5/15/205345685EAG1130,000138,450.000.08%
ACCO BRANDS CORP5.25%12/15/202400081TAJ7130,000135,362.500.08%
CARMAX AUTO OWNER TRUST2.16%12/15/202114314MAE3135,000134,906.540.08%
FED HM LN PC POOL A970474.5%2/1/2041312945ZL5125,166134,898.030.08%
FED HM LN PC POOL A891484.0%10/1/2039312936EV5123,809130,799.770.08%
CARMAX AUTO OWNER TRUST2.58%11/16/202014313RAG8130,000130,370.110.08%
FANNIE MAE CAS4.7661%7/25/202930711XEP5120,000126,876.580.08%
FED HM LN PC POOL A957964.0%12/1/2040312944NM9117,873124,519.860.07%
FNMA POOL 9950825.5%8/1/203731416BM70110,045123,309.040.07%
MASSACHUSETTS ST3.277%6/1/204657582RJN7130,000122,577.000.07%
FED HM LN PC POOL Q002915.0%4/1/20413132GDKC5109,642119,538.230.07%
KAR AUCTION SVCS INC0.0%3/9/202348562RAK5116,667117,541.670.07%
KAISER FOUNDATION HOSPIT3.5%4/1/202248305QAA1110,000114,916.230.07%
NORTHEASTERN UNIVERSITY5.285%3/1/2032664675AM7100,000108,774.100.06%
FNMA POOL AE06254.0%12/1/204031419AVT1100,401107,385.460.06%
HERTZ CORP5.5%10/15/2024428040CS6125,000103,125.000.06%
MARSH + MCLENNAN COS INC3.3%3/14/2023571748BA9100,000102,901.200.06%
ZAYO GROUP LLC0.0%1/19/202498919MAL9100,095100,532.660.06%
FREMF MORTGAGE TRUST4.0125%2/25/202430301TAE9100,000100,162.840.06%
FNMA POOL AA98464.0%8/1/203931416T5G089,78294,903.260.06%
CARMAX AUTO OWNER TRUST1.9%4/15/202214314EAE195,00094,068.510.06%
FED HM LN PC POOL J201182.5%8/1/202731306XDX889,85091,021.480.05%
FED HM LN PC POOL G084993.0%7/1/20423128MJRV489,42289,764.400.05%
FNMA POOL AD16494.0%3/1/204031418NZP884,86089,673.950.05%
FNMA POOL AC18774.5%9/1/203931417LCP882,01888,452.180.05%
FED HM LN PC POOL A878744.0%8/1/2039312934XB379,13484,053.160.05%
FNMA POOL AC95644.5%2/1/204031417WTW174,86681,304.160.05%
FNMA POOL AI79514.5%8/1/20363138AMZR973,85379,661.790.05%
FNMA POOL AE02154.0%12/1/203931419AGZ475,26879,518.260.05%
FED HM LN PC POOL A897294.0%11/1/2039312936Y2774,60678,794.450.05%
INLAND VLY CA DEV AGY SUCCESSO5.5%3/1/203345750TAS270,00078,425.200.05%
FNMA POOL AE06244.0%11/1/204031419AVS374,11878,271.830.05%
CAPITAL ONE FINANCIAL CO3.75%7/28/202614040HBK080,00078,214.480.05%
FNMA POOL AL00054.5%1/1/20413138EGAF170,36576,160.340.05%
CARMAX AUTO OWNER TRUST2.2%6/15/202214314EAF875,00074,428.220.04%
FED HM LN PC POOL Q061604.0%2/1/20373132GRE9870,37874,106.390.04%
ILLINOIS ST5.665%3/1/2018452152HT170,00071,167.600.04%
FREMF MORTGAGE TRUST4.1164%3/25/202730296CAE370,00070,683.520.04%
SS+C TECH HOLDINGS INC5.875%7/15/202378467JAC465,00069,563.650.04%
FNMA POOL AL00496.0%12/1/20353138EGBT060,73168,731.690.04%
FED HM LN PC POOL A939964.5%9/1/2040312942NM362,72467,471.760.04%
FNMA POOL 8895296.0%3/1/203831410KHE758,43266,379.990.04%
AT+T INC4.75%5/15/204600206RCQ365,00063,986.780.04%
VIACOM INC6.25%2/28/205792553PBC560,00062,518.320.04%
MEMORIAL SLOAN KETTERING4.2%7/1/2055586054AC260,00062,042.400.04%
FNMA POOL AJ59744.0%12/1/20363138AXT8457,28360,664.040.04%
FNMA POOL AE41134.0%10/1/204031419ESB656,93260,345.520.04%
FNMA POOL 7450444.5%8/1/203531403CWD953,72657,928.920.03%
FNMA POOL AC28174.0%10/1/203931417MDX848,13150,860.550.03%
FED HM LN PC POOL G018385.0%7/1/20353128LXBF644,90749,232.480.03%
FNMA POOL AE51434.0%11/1/204031419FWD442,65345,095.830.03%
FNMA POOL AS84492.5%12/1/20313138WJL7144,27144,545.830.03%
FED HM LN PC POOL G017795.0%4/1/203531283H6Q338,66342,375.460.03%
MARYLAND ST HLTH HGR EDUCTNL4.168%7/1/2029574218X5740,00040,865.200.02%
FNMA POOL AB17634.0%11/1/203031416W5Z136,26238,470.450.02%
FNMA POOL 8902486.0%8/1/203731410LBR230,58035,002.440.02%
FED HM LN PC POOL A947424.0%11/1/2040312943HT331,70333,718.970.02%
FED HM LN PC POOL A124135.0%8/1/203331296LVE829,70232,505.860.02%
FNMA POOL AD80334.0%8/1/204031418V4T630,27131,979.800.02%
FED HM LN PC POOL A950844.0%11/1/2040312943UH428,92630,558.030.02%
MA FINANCECO. LLC0.0%3/14/2018962WXHII530,31030,343.980.02%
EMPLOYEES RETMNT SYS OF THE GO6.2%7/1/203929216MAK675,00030,000.000.02%
FED HM LN PC POOL Z400046.0%8/1/20363132FCAD726,28129,676.270.02%
MISSION BROADCASTING INC0.0%1/17/2024605024AM025,55825,662.070.02%
ILLINOIS ST5.163%2/1/2018452152BG525,00025,265.750.02%
CNH EQUIPMENT TRUST1.93%3/15/202412635YAF020,00019,817.420.01%
FNMA POOL MA09193.5%12/1/203131418AAV018,91419,759.600.01%
FED HM LN PC POOL G050525.0%10/1/20333128M65M617,03818,711.110.01%
FED HM LN PC POOL Q171034.0%6/1/20413132J8KR017,21918,155.090.01%
SS C TECHNOLOGIES INC0.0%7/8/202278466DBA116,99517,087.680.01%
FNMA POOL AC54015.0%10/1/203931417SAB68,8159,631.360.01%
FNMA POOL AY58762.5%6/1/20303138YKQ6300.000.00%
FNMA POOL BE24562.5%12/1/20313140FMWS100.000.00%