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Domini Impact Bond Fund Schedule of Portfolio Holdings

Holdings as of 9/30/2017


Security NameCouponMaturityCUSIPSharesMarket ValueWeight
FNMA TBA 30 YR 3.53.510/12/2047'01F0326A76,621,000.006,826,095.613.90%
GNMA II TBA 30 YR 3.53.510/23/2047'21H0326A35,300,000.005,509,101.593.20%
FANNIE MAE1.56/22/2020'3135G0D755,328,000.005,315,175.503.10%
FHLMC TBA 30 YR 3.53.510/12/2047'02R0326A25,100,000.005,260,373.223.00%
FED HM LN PC POOL G0874131/1/2047'3128MJZF04,034,989.904,053,847.102.30%
GNMA II TBA 30 YR 3310/23/2047'21H0306A73,300,000.003,346,148.291.90%
FANNIE MAE5.6257/15/2037'31398AFD92,376,000.003,291,598.731.90%
FED HOME LN DISCOUNT NT010/11/2017'313385MV53,000,000.002,999,265.001.70%
FED HOME LN DISCOUNT NT011/24/2017'313385PR13,000,000.002,995,626.001.70%
FNMA TBA 15 YR 3310/17/2032'01F0304A32,600,000.002,671,703.141.50%
FNMA POOL BC11713.56/1/2046'3140EVJR92,292,780.332,366,064.631.40%
GNMA II TBA 30 YR 4410/23/2047'21H0406A62,100,000.002,211,644.461.30%
FNMA POOL AN43013.151/1/2027'3138LGX762,109,700.002,164,227.141.20%
FHLMC TBA 30 YR 4410/12/2047'02R0406A51,800,000.001,895,343.701.10%
FNMA POOL 4698292.7212/1/2018'31381S4N91,619,184.401,633,255.530.90%
MET TRANSPRTN AUTH NY DEDICATE511/15/2038'59259N6U21,275,000.001,495,919.250.90%
FNMA POOL AN18402.456/1/2026'3138LEBJ91,493,564.391,464,584.330.80%
FNMA POOL AM75983.0712/1/2024'3138L8NQ31,394,210.611,443,452.610.80%
FNMA POOL 4714782.618/1/2022'31381UXF91,359,292.461,383,771.280.80%
FNMA TBA 30 YR 4410/12/2047'01F0406A01,300,000.001,368,859.340.80%
FNMA POOL AM51974.21/1/2030'3138L5X391,169,034.971,280,329.650.70%
FNMA POOL AM86592.884/1/2031'3138L9TR31,259,948.331,233,499.240.70%
FNMA POOL AN27872.69/1/2028'3138LFCZ91,150,000.001,126,034.610.70%
FNMA POOL AN27912.449/1/2026'3138LFC551,128,763.691,111,609.210.60%
FNMA POOL AM75073.0812/1/2024'3138L8KV51,048,872.311,086,507.880.60%
FNMA POOL AM91543.186/1/2030'3138LAE471,059,032.761,075,786.700.60%
FNMA POOL 4698793.2212/1/2021'31381S6Q0991,542.431,031,087.000.60%
FNMA POOL AM62663.587/1/2030'3138L66C7966,664.891,001,379.610.60%
FNMA POOL AM92393.036/1/2025'3138LAHR3971,585.651,000,633.130.60%
FNMA POOL AM81482.683/1/2027'3138L9BS01,000,000.00992,673.380.60%
FNMA POOL AN17672.986/1/2031'3138LD6D0978,943.28982,327.430.60%
HUDSON YARDS2.8358/10/2038'44421LAA01,000,000.00979,119.000.60%
AMERICAN BLDRS + CONTRACTORS010/31/2023'02474RAE3895,500.00900,117.200.50%
FREDDIE MAC3.52/15/2026'3137A6YW6847,000.00888,633.180.50%
OBP DEPOSITOR LLC TRUST4.64627/15/2045'67087MAA4806,000.00851,680.690.50%
FREDDIE MAC3.56/15/2026'3137ACFM6780,000.00815,972.660.50%
OCHSNER CLINIC FOUNDATIO5.8975/15/2045'675553AA9650,000.00815,907.790.50%
CALIFORNIA ST7.6253/1/2040'13063BFR8525,000.00805,003.500.50%
CNH INDUSTRIAL CAPITAL L4.8754/1/2021'12592BAF1750,000.00798,750.000.50%
WASHINGTON ST HSG FIN COMMISSI41/1/2024'939783TL0800,000.00787,720.000.50%
ONTARIO (PROVINCE OF)1.951/27/2023'68323ADL51,000,000.00785,511.530.50%
FNMA POOL AR919833/1/2043'3138W7GG3777,446.57784,514.950.50%
FNMA POOL AM47963.312/1/2023'3138L5KJ8740,703.05774,685.420.40%
FNMA POOL 4696833.5411/1/2021'31381SXL1723,512.01759,118.510.40%
CARMAX AUTO OWNER TRUST2.155/15/2019'14313NAF9750,000.00750,158.100.40%
FHLMC MULTIFAMILY STRUCTURED P1.62177/25/2024'3137F2LZ7748,000.00749,163.290.40%
GNMA II TBA 30 YR 4.54.510/23/2047'21H0426A2700,000.00746,265.630.40%
FANNIEMAE ACES2.6467/25/2024'3136AXVB8740,000.00744,374.440.40%
NUMERICABLE U S LLC01/14/2025'67053NAJ3740,653.12743,951.250.40%
ALLINA HEALTH SYSTEM4.80511/15/2045'01959LAA0660,000.00742,347.100.40%
LOS ANGELES CNTY CA PUBLIC WKS7.4888/1/2033'54473ENT7540,000.00741,231.000.40%
BOSTON MEDICAL CTR CORP4.5197/1/2026'10103DAA4705,000.00739,467.820.40%
ONE MARKET PLAZA TRUST3.61392/10/2032'68245HAA2710,000.00738,838.640.40%
MADISON AVENUE TRUST3.29438/15/2034'55282MAA2729,000.00738,744.690.40%
BRANDYWINE OPER PARTNERS4.5510/1/2029'105340AP8725,000.00735,429.790.40%
PARK AVENUE TRUST3.5086/5/2037'90187LAA7712,000.00734,765.700.40%
FNMA POOL AM32782.855/1/2023'3138L3UC7705,179.01725,464.680.40%
SANTANDER UK PLC511/7/2023'80283LAA1650,000.00703,913.600.40%
FNMA POOL AM79033.381/1/2027'3138L8X90672,266.87700,899.470.40%
COMM MORTGAGE TRUST3.72553/10/2031'12625CAJ2644,000.00675,451.090.40%
COMM MORTGAGE TRUST3.42443/10/2031'12625CAC7640,000.00670,316.990.40%
FED HM LN PC POOL Q3360235/1/2045'3132QQAC6657,546.86661,475.960.40%
SWEDBANK AB2.23/4/2020'87020PAE7650,000.00651,372.600.40%
FIFTH THIRD BANCORP8.253/1/2038'316773CH1425,000.00648,076.630.40%
PROVINCE OF QUEBEC1.653/3/2022'748148RW5815,000.00639,540.240.40%
TOTAL SYSTEM SERVICES IN3.84/1/2021'891906AD1600,000.00624,318.290.40%
ENERGIZER HLDGS INC06/30/2022'29267YAK8612,500.00616,710.940.40%
FNMA POOL MA19312.56/1/2024'31418BED4601,527.94607,023.930.40%
FNMA POOL 93244141/1/2040'31412Q5A3569,340.01602,618.240.30%
FNMA POOL AM51463.471/1/2024'3138L5WG1557,623.80588,628.860.30%
O REILLY AUTOMOTIVE INC3.856/15/2023'67103HAD9550,000.00575,619.420.30%
AXA SA8.612/15/2030'054536AA5400,000.00574,000.000.30%
TREEHOUSE FOODS INC62/15/2024'89469AAC8530,000.00569,087.500.30%
GREENKO DUTCH BV5.257/24/2024'39530LAB6545,000.00555,491.250.30%
HOME DEPOT INC5.954/1/2041'437076AV4420,000.00554,595.760.30%
CREDIT AGRICOLE LONDON4.1251/10/2027'22535WAB3510,000.00534,078.850.30%
BPCE SA4.8754/1/2026'05578QAE3500,000.00531,899.350.30%
AT+T INC1.987223/11/2019'00206RCD2525,000.00527,696.970.30%
UNITED RENTALS NORTH AM4.6257/15/2023'911365BC7500,000.00523,750.000.30%
ERAC USA FINANCE LLC3.8511/15/2024'26884TAL6500,000.00519,929.190.30%
CONSOLIDATED EDISON CO O3.312/1/2024'209111FE8500,000.00515,540.600.30%
MASSACHUSETTS ST HLTH EDUCTN6.43210/1/2035'57586ETQ4420,000.00515,004.000.30%
US BANCORP3.69/11/2024'91159HHK9493,000.00513,308.530.30%
REGIONS FINANCIAL CORP3.22/8/2021'7591EPAK6500,000.00511,356.150.30%
DIST OF COLUMBIA REVENUE4.1257/1/2027'25483VSC9500,000.00510,980.000.30%
SBA TOWER TRUST3.86910/15/2049'78403DAH3500,000.00508,053.250.30%
MARRIOTT INTERNATIONAL2.8753/1/2021'571903AN3500,000.00507,449.690.30%
XEROX CORPORATION5.62512/15/2019'984121CA9475,000.00505,534.680.30%
PENNSYLVANIA ST INDL DEV AUTH3.5567/1/2024'709193LY0505,000.00504,237.450.30%
MET LIFE GLOB FUNDING I2.34/10/2019'59217GBF5500,000.00503,597.410.30%
VENTAS REALTY LP3.52/1/2025'92277GAE7500,000.00502,733.470.30%
RYDER SYSTEM INC2.352/26/2019'78355HJU4500,000.00502,628.720.30%
BPCE SA2.251/27/2020'05578DAR3500,000.00501,689.000.30%
BAY AREA CA TOLL AUTH TOLL BRI7.0434/1/2050'072024NV0325,000.00501,312.500.30%
ING BANK NV211/26/2018'44987CAJ7500,000.00500,357.970.30%
TORONTO DOMINION BANK1.859/11/2020'89114QBT4500,000.00498,245.240.30%
DTZ U.S. BORROWER LLC011/4/2021'23340DAH5488,750.00490,481.150.30%
CDW LLC08/17/2023'12512YAF8486,214.21489,253.050.30%
UNIVISION COMMUNICATIONS03/15/2024'914908AX6485,581.37481,829.280.30%
FNMA POOL AM78123.11/1/2027'3138L8VE1469,787.28481,705.000.30%
NEW YORK ST TRANSPRTN DEV CORP3.4737/1/2028'650116BD7500,000.00480,525.000.30%
FNMA POOL AN14103.015/1/2028'3138LDR88466,278.54472,432.710.30%
AIR LEASE CORP3.8754/1/2021'00912XAM6450,000.00470,363.030.30%
COOK CNTY IL CMNTY HIGH SCH DI5.01912/1/2041'215813HU3435,000.00467,159.550.30%
AERCAP IRELAND CAP/GLOBA3.55/26/2022'00774MAA3450,000.00461,270.770.30%
AT+T INC3.951/15/2025'00206RDD1445,000.00457,767.200.30%
RUSSELL INVTS US INSTITUTIONAL06/1/2023'78249LAB6444,375.00449,929.690.30%
ILLINOIS ST5.8773/1/2019'452152HU8425,000.00444,622.250.30%
WELLTOWER INC5.251/15/2022'42217KAW6400,000.00440,425.890.30%
BOSTON PROPERTIES LP3.652/1/2026'10112RAX2430,000.00439,198.900.30%
HUNTINGTON BANCSHARES3.153/14/2021'446150AJ3425,000.00436,095.490.30%
ALLERGAN FUNDING SCS33/12/2020'00507UAP6420,000.00429,033.350.20%
CANADIAN PACIFIC RR CO4.51/15/2022'13645RAP9400,000.00428,680.730.20%
VERIZON COMMUNICATIONS3.3762/15/2025'92343VEB6424,000.00426,163.710.20%
DELPHI CORP4.153/15/2024'247126AJ4401,000.00426,006.740.20%
SPRINT COMMUNICATIONS73/1/2020'852061AQ3375,000.00411,093.750.20%
GALLERIA CO09/29/2023'36380UAB3410,000.00410,251.330.20%
SPRINT COMMUNICATIONS INC02/2/2024'85208EAB6407,950.00409,079.210.20%
CSAIL COMMERCIAL MORTGAGE TRUS3.5054/15/2050'126281AZ7394,000.00407,920.340.20%
CSAIL COMMERCIAL MORTGAGE TRUS3.807911/15/2048'12635RAX6388,000.00407,478.690.20%
CITIGROUP COMMERCIAL MORTGAGE3.7179/15/2048'17324DAU8384,000.00403,984.780.20%
FREDDIE MAC3.52/15/2026'3137A7GE4383,000.00403,099.990.20%
OREGON ST HLTH SCIENCE UNIVR57/1/2045'685869EJ4350,000.00401,198.000.20%
WASHINGTON ST HSG FIN COMMISSI4.3751/1/2021'939783SL1400,000.00400,132.000.20%
AMERICAN TOWER CORP52/15/2024'03027XAD2362,000.00399,930.940.20%
MICROSOFT CORP3.78/8/2046'594918BT0395,000.00399,382.800.20%
FED HM LN PC POOL 8491672.89810/1/2043'31300MFG3390,721.11398,442.880.20%
FED HM LN PC POOL G083474.56/1/2039'3128MJL57370,154.29398,376.400.20%
JM SMUCKER CO4.253/15/2035'832696AM0380,000.00397,361.440.20%
QUEENSLAND TREASURY CORP33/22/2024'ACI0T3DS2500,000.00396,162.200.20%
GS MORTGAGE SECURITIES TRUST1.934447/15/2032'36253XAA3395,000.00395,715.310.20%
AMERICAN MUNI PWR OHIO INC OHR6.272/15/2050'02765UEQ3300,000.00395,010.000.20%
COOPERATIEVE RABOBANK UA3.9511/9/2022'21685WDF1375,000.00394,011.410.20%
ORLANDO HEALTH OBL GRP4.41610/1/2044'686515AA5395,000.00393,819.730.20%
FANNIE MAE3.53/25/2027'3136A4A82368,000.00383,635.140.20%
CBS CORP2.91/15/2027'124857AR4400,000.00378,929.640.20%
NY + PRESBYTERIAN HOSPIT4.0248/1/2045'649322AA2365,000.00376,729.250.20%
WESTROCK CO39/15/2024'96145DAA3375,000.00375,919.740.20%
SACRAMENTO CNTY CA PENSN OBLG5.738/15/2023'786091AD0340,000.00375,431.400.20%
FED HM LN PC POOL G306143.512/1/2032'3128CUVF0355,116.37371,559.480.20%
FNMA POOL 74532763/1/2036'31403DA41324,936.60370,925.690.20%
BROADCOM CRP / CAYMN FI3.6251/15/2024'11134LAE9355,000.00365,217.540.20%
PUBLIC FIN AUTH WI SENIOR LIVI311/15/2022'74443UBF9360,000.00364,482.000.20%
ALLERGAN FUNDING SCS3.83/15/2025'00507UAS0350,000.00364,049.860.20%
FREDDIE MAC3.512/15/2025'3137A4BE6343,000.00360,549.460.20%
AIA GROUP LTD4.53/16/2046'00131LAE5325,000.00358,346.110.20%
FNMA POOL AS36082.512/1/2043'3138WDAJ0364,703.45354,610.270.20%
CHARTER COMM OPT LLC/CAP6.48410/23/2045'161175BA1300,000.00353,326.580.20%
CELGENE CORP3.8758/15/2025'151020AS3325,000.00343,479.070.20%
FED HM LN PC POOL J1779131/1/2027'3128PXUQ7332,156.16341,740.180.20%
SAN BERNARDINO CNTY CA PENSN O6.028/1/2023'796839BP2315,000.00341,349.750.20%
ILLINOIS ST5.16/1/2033'452151LF8335,000.00339,120.500.20%
COMM MORTGAGE TRUST3.64412/10/2047'12592PBF9325,000.00339,071.400.20%
ILLINOIS ST5.5474/1/2019'452152FK2325,000.00337,730.250.20%
WELLS FARGO COMMERCIAL MORTGAG3.71812/15/2048'94989XBC8318,000.00333,614.630.20%
COMM MORTGAGE TRUST3.352/10/2048'12629NAF2326,000.00333,590.390.20%
ON ASSIGNMENT INC.06/5/2022'931YSTII9330,050.00332,112.810.20%
NEW JERSEY ST TURNPIKE AUTH7.1021/1/2041'646139X83225,000.00328,662.000.20%
VORNADO REALTY LP2.56/30/2019'929043AH0325,000.00327,071.510.20%
DISCOVER FINANCIAL SVS3.753/4/2025'254709AL2325,000.00326,785.490.20%
MORGAN STANLEY BAML TRUST4.25910/15/2046'61762XAU1300,000.00322,865.880.20%
FNMA POOL AB41683.51/1/2032'31417AT25307,582.10321,588.580.20%
MORGAN STANLEY BAML TRUST4.0514/15/2047'61763KBA1300,000.00320,102.130.20%
EMPLOYEES RETMNT SYS OF THE GO6.157/1/2038'29216MAC4825,000.00319,687.500.20%
MORGAN STANLEY BAML TRUST3.8926/15/2047'61763MAF7300,000.00317,413.080.20%
CITY OF HOPE/THE5.62311/15/2043'17858PAA9250,000.00314,335.600.20%
MICHIGAN ST FIN AUTH REVENUE2.7414/1/2021'59447TLF8320,000.00313,113.600.20%
FNMA POOL AB6472210/1/2027'31417DFN8309,705.48309,379.740.20%
REGENCY CENTERS LP3.756/15/2024'75884RAT0300,000.00306,866.560.20%
CROWN CASTLE INTL CORP3.76/15/2026'22822VAC5300,000.00302,602.160.20%
NEW JERSEY ST TURNPIKE AUTH7.4141/1/2040'646139W35200,000.00301,766.000.20%
CHARTER COMMUNICATIONS OPERAT01/15/2024'16117LBL2295,500.00297,038.960.20%
NATIONAL CITY CORP6.8755/15/2019'635405AM5275,000.00296,042.320.20%
STANDARD CHARTERED PLC5.73/26/2044'853254AN0250,000.00294,879.750.20%
SBA TOWER TRUST3.1684/9/2047'78403DAL4290,000.00290,124.270.20%
HARTFORD FINL SVCS GRP8.1256/15/2068'416515AW4275,000.00286,000.000.20%
MAXLINEAR INC.05/12/2024'962WWLII7285,352.95285,531.300.20%
NEXEO SOLUTIONS LLC06/9/2023'65339QAG2281,448.18283,981.210.20%
THERMO FISHER SCIENTIFIC4.152/1/2024'883556BF8265,000.00283,225.300.20%
MET GOVT NASHVILLE DAVIDSONC4.0537/1/2026'592041WJ2270,000.00281,261.700.20%
DELL INTL LLC09/7/2023'24702NAU4277,903.50279,131.280.20%
VIACOM INC6.8754/30/2036'925524AX8250,000.00278,483.930.20%
MISYS EUROPE SA06/13/2024'962XQSII7275,000.00276,461.630.20%
NEW JERSEY ST ECON DEV AUTH RE3.8826/15/2019'64577BTU8270,000.00275,516.100.20%
FNMA POOL AY33702.54/1/2045'3138YGW81276,678.81268,090.890.20%
ARDAGH PKG FIN/HLDGS USA4.259/15/2022'03969AAM2260,000.00267,930.000.20%
DUKE REALTY LP4.3756/15/2022'26441YAV9250,000.00267,397.630.20%
FNMA POOL AE4192410/1/2040'31419EUS6249,782.89266,676.690.20%
FED HM LN PC POOL G0183757/1/2035'3128LXBE9242,687.13266,409.590.20%
SS C TECHNOLOGIES INC07/8/2022'78466DAZ7263,346.15265,012.600.20%
FNMA POOL AP95923.510/1/2032'3138MDUS9251,705.10263,383.020.20%
SHELBY CNTY TN HLTH EDUCTNL H49/1/2022'821697P45250,000.00263,317.500.20%
INTERPUBLIC GROUP COS4.24/15/2024'460690BL3250,000.00262,990.940.20%
SHELBY CNTY TN HLTH EDUCTNL H49/1/2021'821697P37250,000.00261,320.000.20%
CARMAX AUTO OWNER TRUST2.562/15/2022'14314MAF0260,000.00260,798.560.20%
CHICAGO IL6.2071/1/2032'167486HL6250,000.00259,955.000.20%
MICHIGAN ST FIN AUTH REVENUE2.2674/1/2019'59447TLD3260,000.00257,605.400.10%
FANNIE MAE CAS5.587225/25/2029'30711XEC4235,000.00255,788.850.10%
MEXICO CITY ARPT TRUST3.8754/30/2028'59284MAC8255,000.00255,382.500.10%
GO DADDY OPER CO LLC02/15/2024'38017BAK2254,088.74255,025.820.10%
NY + PRESBYTERIAN HOSPIT4.0638/1/2056'649322AD6250,000.00254,330.660.10%
FED HM LN PC POOL G069905.58/1/2040'3128M9C34227,814.58254,028.150.10%
LENNAR CORP4.1251/15/2022'526057BY9245,000.00253,881.250.10%
REINSURANCE GRP OF AMER3.959/15/2026'759351AM1250,000.00253,643.400.10%
SWEDBANK AB2.83/14/2022'87020PAH0250,000.00253,379.250.10%
FED HM LN PC POOL A95085411/1/2040'312943UJ0239,416.30253,189.170.10%
MICHIGAN ST FIN AUTH REVENUE2.0574/1/2018'59447TLC5250,000.00249,322.500.10%
SELF HELP FED CRED UNION1.153/18/2019'81632NAB1250,000.00248,431.250.10%
ALERE INC.06/18/2022'01449HAK5247,468.36247,855.150.10%
SELF HELP CREDIT UNION1.159/16/2019'81632LAC3250,000.00247,451.000.10%
MARYLAND ST HLTH HGR EDUCTNL4.0687/1/2028'574218X40240,000.00247,348.800.10%
MICHIGAN ST FIN AUTH REVENUE2.4914/1/2020'59447TLE1250,000.00246,037.500.10%
DELPHI AUTOMOTIVE PLC3.1511/19/2020'24713GAA0240,000.00245,737.180.10%
AON PLC4.755/15/2045'00185AAH7225,000.00245,654.370.10%
FNMA POOL AR152421/1/2028'3138NXVS3244,918.58243,408.960.10%
CHILDREN S HOSPITAL CORP4.1151/1/2047'16876BAA0230,000.00243,367.370.10%
HARBOR FREIGHT TOOLS USA INC08/18/2023'41151PAL9240,712.50241,749.010.10%
FED HM LN PC POOL G145992.511/1/2027'3128MDKL6238,152.66241,614.450.10%
AVOLON TLB BORROWER 1 ( US )04/3/2022'05400KAB6239,400.00240,148.130.10%
TECHEM GMBH07/31/2024'963BHGII0200,000.00238,262.360.10%
ON SEMICONDUCTOR CORP03/31/2023'68218EAE4235,417.75236,533.630.10%
INDIANA ST FIN AUTH REVENUE3.6247/1/2036'45506DWY7235,000.00236,024.600.10%
FREMF MORTGAGE TRUST3.966247/25/2049'30295AAN8224,000.00228,343.850.10%
FED HM LN PC POOL A376194.59/1/2035'31297TPC1209,185.14225,126.910.10%
TIME WARNER CABLE LLC7.37/1/2038'88732JAN8175,000.00220,305.840.10%
ILLINOIS ST3.864/1/2021'452152QN4215,000.00217,386.500.10%
SFR GROUP SA7.3755/1/2026'67054KAA7200,000.00216,750.000.10%
MORGAN STANLEY3.954/23/2027'61761JZN2210,000.00214,052.200.10%
GNMA II TBA 30 YR 4.54.511/20/2047'21H0426B0200,000.00212,875.000.10%
MARYLAND ST HLTH HGR EDUCTNL3.9687/1/2027'574218X32205,000.00209,663.750.10%
FNMA POOL BE14162.511/1/2031'3140FLSE9206,736.37208,370.430.10%
MEMORIAL SLOAN KETTERING4.1257/1/2052'586054AB4200,000.00206,745.450.10%
GRAY TELEVISION INC5.8757/15/2026'389375AJ5200,000.00206,500.000.10%
DUKE REALTY LP3.6254/15/2023'26441YAX5200,000.00206,419.670.10%
SEATTLE SPINCO06/21/2024'962XKAII2204,690.12205,000.840.10%
ILLINOIS TOOL WORKS INC4.8759/15/2041'452308AQ2175,000.00204,725.540.10%
NEXSTAR BROADCASTING INC01/17/2024'65336RAR9203,593.10204,337.030.10%
AMAZON.COM INC3.8758/22/2037'023135BD7200,000.00204,229.220.10%
COTY INC010/27/2022'22207EBA1201,935.25201,172.940.10%
FNMA POOL MA1630410/1/2033'31418AY44188,757.56200,688.090.10%
COX COMMUNICATIONS INC4.82/1/2035'224044CF2200,000.00198,609.310.10%
FED HM LN PC POOL A94362410/1/2040'312942Z32185,198.39197,926.210.10%
FNMA POOL 9306724.53/1/2039'31412N6H4180,792.24197,148.640.10%
HILLSBOROUGH CNTY FL AVIATION3.54910/1/2022'432275AE5190,000.00197,049.000.10%
FED HM LN PC POOL Q018074.57/1/2036'3132GFAG2179,145.68192,950.310.10%
PITNEY BOWES INC3.6259/15/2020'724479AM2190,000.00190,533.120.10%
PUBLIC FIN AUTH WI SENIOR LIVI3.511/15/2023'74443UBE2185,000.00188,529.800.10%
FED HM LN PC POOL G024245.512/1/2036'3128M4AZ6167,184.88186,908.880.10%
MORGAN STANLEY BAML TRUST3.52612/15/2047'61764PBU5180,167.00186,756.320.10%
KAISER FOUNDATION HOSPIT3.155/1/2027'48305QAC7185,000.00186,436.460.10%
STANDARD INDUSTRIES INC5.1252/15/2021'853496AA5180,000.00186,075.000.10%
LANCASTER CNTY PA HOSP AUTH57/1/2024'514045R39165,000.00185,973.150.10%
FNMA POOL MA09493.51/1/2032'31418ABT4177,109.82185,166.970.10%
FED HM LN PC POOL G018284.54/1/2035'3128LXA59171,844.05185,057.400.10%
FNMA POOL AB13434.58/1/2040'31416WP55168,444.26183,870.690.10%
UNUM GROUP35/15/2021'91529YAM8180,000.00182,559.990.10%
BAY AREA CA TOLL AUTH TOLL BRI6.9184/1/2040'072024NU2125,000.00178,221.250.10%
REINSURANCE GRP OF AMER4.79/15/2023'759351AL3164,000.00178,060.270.10%
FREMF MORTGAGE TRUST4.107227/25/2049'35708TAS6175,000.00177,563.750.10%
COX COMMUNICATIONS INC3.852/1/2025'224044CE5175,000.00176,486.470.10%
MAYO CLINIC4.12811/15/2052'578454AD2165,000.00175,072.170.10%
USI INC07/26/2024'90351NAE5175,000.00174,671.880.10%
FNMA POOL AE021648/1/2040'31419AG27162,645.25172,129.480.10%
BWAY MORTGAGE TRUST2.80933/10/2033'05604FAA3169,724.80171,746.770.10%
CHICAGO IL7.0451/1/2029'167486ZZ5155,000.00171,540.050.10%
FED HM LN PC POOL G0607967/1/2039'3128M8CQ5149,953.83170,507.430.10%
NUVEEN FINANCE LLC4.12511/1/2024'87246YAC0160,000.00168,711.280.10%
KIMCO REALTY CORP3.411/1/2022'49446RAN9160,000.00164,937.400.10%
O REILLY AUTOMOTIVE INC3.89/1/2022'67103HAC1155,000.00162,018.600.10%
LIBERTY PROPERTY LP3.2510/1/2026'53117CAS1165,000.00161,561.390.10%
MORGAN STANLEY BAML TRUST4.218647/15/2046'61762MBW0150,000.00161,491.680.10%
FED HM LN PC POOL A89384410/1/2039'312936M95152,199.26160,937.990.10%
FED HM LN PC POOL G0499751/1/2037'3128M63E6147,164.75160,891.970.10%
FREMF MORTGAGE TRUST4.21365/25/2027'30302XAE9155,000.00160,011.270.10%
CAPITAL ONE FINANCIAL CO4.210/29/2025'14040HBJ3155,000.00159,547.930.10%
CHICAGO IL7.3751/1/2033'167486VV8135,000.00155,110.950.10%
LANCASTER CNTY PA HOSP AUTH57/1/2025'514045R47135,000.00152,335.350.10%
DIAMOND (BC) B.V.09/6/2024'930ZXTII1150,000.00149,877.450.10%
FNMA POOL AW46852.6555/1/2044'3138XUF31144,057.81147,375.490.10%
FNMA POOL 9952434.58/1/2038'31416BS82136,625.68147,086.150.10%
RYDER SYSTEM INC2.55/11/2020'78355HJZ3145,000.00146,525.410.10%
LOS ANGELES CA DEPT OF ARPTS A3.8875/15/2038'544445BD0140,000.00146,210.400.10%
FNMA POOL MA063942/1/2041'31417YV95133,503.17141,252.820.10%
CAMELOT FIN LP010/3/2023'13322HAD8138,603.48139,285.690.10%
VOYA FINANCIAL INC5.655/15/2053'45685EAG1130,000.00138,385.000.10%
FREMF MORTGAGE TRUST4.17197/25/2027'35708QAU7136,000.00137,664.640.10%
FNMA POOL AL16274.59/1/2041'3138EHYZ9124,824.90134,818.500.10%
CARMAX AUTO OWNER TRUST2.1612/15/2021'14314MAE3135,000.00134,681.890.10%
FNMA POOL 19037066/1/2036'31368HMT7115,432.09131,508.090.10%
CARMAX AUTO OWNER TRUST2.5811/16/2020'14313RAG8130,000.00130,303.840.10%
FED HM LN PC POOL A9310157/1/2040'312941NS2118,672.43129,827.730.10%
FED HM LN PC POOL A970474.52/1/2041'312945ZL5118,566.34127,883.760.10%
FANNIE MAE CAS4.787227/25/2029'30711XEP5120,000.00126,700.220.10%
FED HM LN PC POOL A89148410/1/2039'312936EV5119,415.83126,278.710.10%
MASSACHUSETTS ST3.2776/1/2046'57582RJN7130,000.00124,621.900.10%
FED HM LN PC POOL A95796412/1/2040'312944NM9113,533.64120,061.760.10%
KAR AUCTION SVCS INC03/9/2023'48562RAK5116,314.90117,096.420.10%
FNMA POOL 9950825.58/1/2037'31416BM70102,629.80115,101.950.10%
KAISER FOUNDATION HOSPIT3.54/1/2022'48305QAA1110,000.00114,670.540.10%
HERTZ CORP5.510/15/2024'428040CS6125,000.00113,125.000.10%
FED HM LN PC POOL Q0029154/1/2041'3132GDKC5103,567.76113,106.540.10%
NORTHEASTERN UNIVERSITY5.2853/1/2032'664675AM7100,000.00108,405.390.10%
FNMA POOL AE0625412/1/2040'31419AVT196,548.49103,654.350.10%
MARSH + MCLENNAN COS INC3.33/14/2023'571748BA9100,000.00103,556.590.10%
FREMF MORTGAGE TRUST4.012512/25/2024'30301TAE9100,000.00101,678.880.10%
ZAYO GROUP LLC01/19/2024'98919MAP0100,094.75100,324.370.10%
CARMAX AUTO OWNER TRUST1.94/15/2022'14314EAE195,000.0093,982.300.10%
FNMA POOL AA984648/1/2039'31416T5G084,505.2289,459.410.10%
FED HM LN PC POOL G0849937/1/2042'3128MJRV486,944.8287,777.220.10%
FNMA POOL AD164943/1/2040'31418NZP882,486.4187,298.000.10%
FED HM LN PC POOL J201182.58/1/2027'31306XDX884,647.6285,872.350.00%
FREMF MORTGAGE TRUST3.94418/25/2027'30300YAS885,000.0085,758.120.00%
FNMA POOL AC18774.59/1/2039'31417LCP876,748.1382,827.140.00%
FED HM LN PC POOL A8787448/1/2039'312934XB376,538.7881,524.760.00%
INLAND VLY CA DEV AGY SUCCESSO5.53/1/2033'45750TAS270,000.0079,590.700.00%
CAPITAL ONE FINANCIAL CO3.757/28/2026'14040HBK080,000.0079,373.840.00%
FNMA POOL AC95644.52/1/2040'31417WTW172,773.1579,274.740.00%
FNMA POOL AE0215412/1/2039'31419AGZ471,774.6075,955.930.00%
FED HM LN PC POOL A89729411/1/2039'312936Y2771,528.8175,620.150.00%
CARMAX AUTO OWNER TRUST2.26/15/2022'14314EAF875,000.0074,346.770.00%
FNMA POOL AI79514.58/1/2036'3138AMZR968,816.0674,277.950.00%
FNMA POOL AE0624411/1/2040'31419AVS369,857.0873,876.540.00%
FED HM LN PC POOL Q0616042/1/2037'3132GRE9869,705.9273,449.970.00%
FNMA POOL AL00054.51/1/2041'3138EGAF166,315.0271,821.090.00%
ILLINOIS ST5.6653/1/2018'452152HT170,000.0070,996.800.00%
FREMF MORTGAGE TRUST4.116483/25/2027'30296CAE370,000.0070,658.710.00%
SS+C TECH HOLDINGS INC5.8757/15/2023'78467JAC465,000.0068,927.630.00%
FNMA POOL AL0049612/1/2035'3138EGBT058,678.2467,111.220.00%
AMAZON.COM INC2.88/22/2024'023135AX465,000.0065,349.010.00%
FED HM LN PC POOL A939964.59/1/2040'312942NM359,507.1364,060.510.00%
FNMA POOL 88952963/1/2038'31410KHE755,449.2063,093.760.00%
MEMORIAL SLOAN KETTERING4.27/1/2055'586054AC260,000.0063,005.060.00%
AT+T INC4.755/15/2046'00206RCQ365,000.0062,749.600.00%
VIACOM INC6.252/28/2057'92553PBC560,000.0060,486.310.00%
FNMA POOL AJ5974412/1/2036'3138AXT8455,135.0158,478.660.00%
FNMA POOL AE4113410/1/2040'31419ESB654,030.0957,411.340.00%
FNMA POOL 7450444.58/1/2035'31403CWD950,906.3854,933.010.00%
FNMA POOL AC2817410/1/2039'31417MDX845,885.5248,563.470.00%
FED HM LN PC POOL G0183857/1/2035'3128LXBF642,488.5846,644.210.00%
CD+R WATERWORKS MERGER6.1258/15/2025'14987KAA145,000.0046,293.750.00%
FNMA POOL AS84492.512/1/2031'3138WJL7143,009.0843,349.030.00%
FNMA POOL AE5143411/1/2040'31419FWD440,007.7742,393.830.00%
MARYLAND ST HLTH HGR EDUCTNL4.1687/1/2029'574218X5740,000.0040,742.000.00%
FED HM LN PC POOL G0177954/1/2035'31283H6Q336,873.7540,487.770.00%
FNMA POOL AB1763411/1/2030'31416W5Z134,289.0136,436.820.00%
FNMA POOL 89024868/1/2037'31410LBR229,074.8433,304.450.00%
FED HM LN PC POOL A94742411/1/2040'312943HT330,758.3632,796.430.00%
FED HM LN PC POOL A1241358/1/2033'31296LVE828,236.4330,899.780.00%
FNMA POOL AD803348/1/2040'31418V4T628,900.1130,588.250.00%
MA FINANCECO. LLC06/21/2024'962WXHII530,309.8830,355.890.00%
FED HM LN PC POOL A95084411/1/2040'312943UH427,445.9829,024.200.00%
FED HM LN PC POOL Z4000468/1/2036'3132FCAD724,685.2927,927.500.00%
MISSION BROADCASTING INC01/17/2024'605024AN825,487.3925,580.520.00%
ILLINOIS ST5.1632/1/2018'452152BG525,000.0025,237.250.00%
CNH EQUIPMENT TRUST1.933/15/2024'12635YAF020,000.0019,812.090.00%
FNMA POOL MA09193.512/1/2031'31418AAV018,100.6718,924.730.00%
FED HM LN PC POOL Q1710346/1/2041'3132J8KR016,737.5617,675.980.00%
FED HM LN PC POOL G05052510/1/2033'3128M65M615,982.1917,577.030.00%
SS C TECHNOLOGIES INC07/8/2022'78466DBA114,131.7114,221.140.00%
FNMA POOL AC5401510/1/2039'31417SAB68,149.588,897.460.00%
CALPINE CORPORATION01/15/2023'13134MBG7 - - 0.00%