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Domini Social Bond Fund Schedule of Portfolio Holdings

Holdings as of 6/30/2016


Security NameCouponMaturityCUSIPSharesMarket ValueWeight
FNMA TBA 30 YR 3.53.5%7/14/204601F0326745,621,0005,931,472.173.55%
FANNIE MAE1.5%6/22/20203135G0D755,328,0005,433,499.733.25%
FANNIE MAE5.625%7/15/203731398AFD93,379,0004,943,960.202.96%
FNMA TBA 30 YR 33.0%7/14/204601F0306784,700,0004,877,901.202.92%
GNMA II TBA 30 YR 33.0%7/20/204621H0306743,800,0003,973,449.182.38%
FNMA TBA 30 YR 3.53.5%8/16/204601F0326823,700,0003,899,742.022.33%
FED HM LN PC POOL G086983.5%3/1/20463128MJX472,463,9522,604,110.461.56%
FNMA TBA 30 YR 33.0%8/16/204601F0306862,300,0002,382,745.541.43%
FNMA POOL AM70673.11%1/1/20213138L7Z902,080,6612,225,083.371.33%
GNMA II TBA 30 YR 44.0%7/20/204621H0406732,000,0002,137,968.661.28%
FANNIE MAE1.25%5/6/20213135G0K692,065,0002,074,199.581.24%
FNMA POOL 4713333.12%8/1/202231381USW81,871,7192,007,534.341.20%
FHLMC TBA 30 YR 3.53.5%8/16/204602R0326871,700,0001,790,179.761.07%
FNMA POOL 4698292.72%12/1/201831381S4N91,662,5031,725,503.271.03%
FNMA POOL AM75983.07%12/1/20243138L8NQ31,423,2711,534,608.520.92%
FNMA POOL AM83172.96%3/1/20253138L9G301,423,2151,513,296.570.91%
FNMA POOL 4714782.61%8/1/202231381UXF91,396,5821,470,372.000.88%
FNMA POOL AM51974.2%1/1/20303138L5X391,184,0261,382,018.650.83%
FNMA POOL AM86592.88%4/1/20313138L9TR31,281,2051,338,058.980.80%
FNMA POOL AM63563.21%7/1/20263138L7B211,200,0001,307,112.670.78%
ERAC USA FINANCE LLC3.85%11/15/202426884TAL61,000,0001,076,816.000.64%
FNMA POOL AM92393.03%6/1/20253138LAHR3987,8581,056,251.400.63%
FHLMC TBA 30 YR 3.53.5%7/14/204602R0326791,000,0001,054,296.920.63%
FNMA POOL AM81482.68%3/1/20273138L9BS01,000,0001,042,674.350.62%
NORTEK INC.1.0%10/30/2020656560AJ8989,943980,043.330.59%
FNMA POOL AR91983.0%3/1/20433138W7GG3935,361973,127.450.58%
AVAGO TECHNOLOGIES CAYMAN LTD.1.0%2/1/2023G2967LAD5967,575968,717.710.58%
GNMA II TBA 30 YR 4.54.5%7/20/204621H042679900,000965,948.450.58%
GNMA II TBA 30 YR 3.53.5%7/20/204621H032670900,000955,300.800.57%
FREDDIE MAC3.5%2/15/20263137A6YW6847,000938,737.640.56%
OBP DEPOSITOR LLC TRUST4.6462%7/15/204567087MAA4806,000889,030.820.53%
SPECTRA ENERGY CAPITAL8.0%10/1/201926439RAH9750,000861,634.500.52%
FREDDIE MAC3.5%6/15/20263137ACFM6780,000859,382.630.51%
FNMA TBA 30 YR 44.0%8/16/204601F040685800,000857,039.540.51%
GNMA II TBA 30 YR 33.0%8/23/204621H030682800,000834,890.620.50%
CALIFORNIA ST7.625%3/1/204013063BFR8525,000830,418.750.50%
FNMA POOL AM47963.3%12/1/20233138L5KJ8756,509825,254.140.49%
OCHSNER CLINIC FOUNDATIO5.897%5/15/2045675553AA9650,000824,265.650.49%
FED HM LN PC POOL Q336023.0%5/1/20453132QQAC6779,797812,737.680.49%
FNMA POOL BA31233.5%2/1/20463140E7PH7763,325806,236.590.48%
FNMA POOL 9324414.0%1/1/204031412Q5A3743,881797,604.080.48%
INTESA SANPAOLO SPA2.375%1/13/201746115HAN7775,000778,000.030.47%
OREGON ST HLTH SCIENCE UNIVR5.0%7/1/2045685869EJ4650,000774,078.500.46%
MET LIFE GLOB FUNDING I2.3%4/10/201959217GBF5750,000767,805.000.46%
MORGAN STANLEY5.0%11/24/20256174467X1700,000767,802.700.46%
FNMA POOL AM32782.85%5/1/20233138L3UC7720,971765,616.210.46%
CNH INDUSTRIAL CAPITAL L4.875%4/1/202112592BAF1750,000765,000.000.46%
CONSOLIDATED EDISON CO O3.3%12/1/2024209111FE8700,000755,757.800.45%
BRANDYWINE OPER PARTNERS4.55%10/1/2029105340AP8725,000749,721.050.45%
NUMERICABLE U.S. LLC1.0%2/10/202367053NAE4748,125740,799.360.44%
COMM MORTGAGE TRUST3.4244%3/10/203112625CAC7640,000685,713.790.41%
FNMA POOL AM42533.22%9/1/20203138L4WP4639,182684,426.350.41%
STRUCTURED AGENCY CREDIT RISK3.1033%3/25/20283137G0GF0667,000682,934.560.41%
WACHOVIA CORP7.5%4/15/2035337358BA2500,000682,342.000.41%
COMM MORTGAGE TRUST3.7255%3/10/203112625CAJ2644,000680,025.230.41%
CHARTER COMM OPT LLC/CAP6.484%10/23/2045161175AV6565,000677,030.460.41%
STRUCTURED AGENCY CREDIT RISK3.1033%4/25/20283137G0GT0654,000672,843.700.40%
SANTANDER UK PLC5.0%11/7/202380283LAA1650,000669,434.350.40%
SWEDBANK AB2.2%3/4/202087020PAE7650,000660,424.050.40%
FED HM LN PC POOL 8491672.943%10/1/204331300MFG3613,624640,042.430.38%
FIFTH THIRD BANCORP8.25%3/1/2038316773CH1425,000639,149.430.38%
TOTAL SYSTEM SERVICES IN3.8%4/1/2021891906AD1600,000635,943.000.38%
ENERGIZER HLDGS INC1.0%6/30/202229267YAK8620,313620,436.560.37%
CONNECTICUT AVENUE SECURITIES3.4533%7/25/202430711XAK0630,000594,374.570.36%
O REILLY AUTOMOTIVE INC3.85%6/15/202367103HAD9550,000593,868.550.36%
HOME DEPOT INC5.95%4/1/2041437076AV4420,000580,845.300.35%
FED HM LN PC POOL G083474.5%6/1/20393128MJL57519,655569,596.410.34%
TIME WARNER CABLE INC7.3%7/1/203888732JAN8450,000565,212.600.34%
TREEHOUSE FOODS INC6.0%2/15/202489469AAC8530,000564,450.000.34%
AXA SA8.6%12/15/2030054536AA5400,000550,000.000.33%
FNMA POOL AS67303.5%2/1/20463138WGPQ1514,701543,560.790.33%
FNMA POOL AM90242.97%6/1/20273138LAA25505,000539,437.360.32%
FNMA TBA 30 YR 44.0%7/14/204601F040677500,000536,118.470.32%
FNMA POOL AM51463.47%1/1/20243138L5WG1486,816535,738.710.32%
US BANCORP3.6%9/11/202491159HHK9493,000531,608.310.32%
MASSACHUSETTS ST HLTH EDUCTN6.432%10/1/203557586ETQ4420,000530,342.400.32%
STRUCTURED AGENCY CREDIT RISK3.046%12/25/20273137G0FT1520,000530,320.490.32%
PENNSYLVANIA ST INDL DEV AUTH3.556%7/1/2024709193LY0505,000527,507.850.32%
TSMC GLOBAL LTD1.625%4/3/2018872882AC9523,000524,643.790.31%
FNMA POOL 7453276.0%3/1/203631403DA41455,918523,573.420.31%
AT+T INC1.3261%3/11/201900206RCD2525,000522,875.850.31%
MARRIOTT INTERNATIONAL2.875%3/1/2021571903AN3500,000517,425.000.31%
REGIONS FINANCIAL CORP3.2%2/8/20217591EPAK6500,000515,187.500.31%
BPCE SA4.875%4/1/202605578QAE3500,000513,969.500.31%
SBA TOWER TRUST3.869%10/15/204978403DAH3500,000513,464.900.31%
NEW YORK ST TRANSPRTN DEV CORP3.473%7/1/2028650116BD7500,000512,470.000.31%
FED HM LN PC POOL G306143.5%12/1/20323128CUVF0476,220510,514.650.31%
BPCE SA2.25%1/27/202005578DAR3500,000509,509.000.30%
ACTAVIS FUNDING SCS2.35%3/12/201800507UAM3500,000507,023.500.30%
UNITED RENTALS NORTH AM4.625%7/15/2023911365BC7500,000506,250.000.30%
RYDER SYSTEM INC2.35%2/26/201978355HJU4500,000505,613.000.30%
ING BANK NV2.0%11/26/201844987CAJ7500,000505,498.000.30%
SOUTHERN POWER CO1.85%12/1/2017843646AN0500,000504,119.500.30%
CREDIT AGRICOLE SA4.375%3/17/2025225313AF2495,000501,719.130.30%
BOSTON MEDICAL CTR CORP4.519%7/1/202610103DAA4455,000500,211.080.30%
AMERICAN EXPRESS CREDIT0.9465%9/22/20170258M0DS5500,000499,027.000.30%
VERIZON COMMUNICATIONS5.15%9/15/202392343VBR4426,000496,890.230.30%
ZIMMER BIOMET HOLDINGS1.45%4/1/201798956PAJ1495,000495,406.400.30%
ALLINA HEALTH SYSTEM4.805%11/15/204501959LAA0410,000495,029.080.30%
CDW LLC1.0%4/29/202012512YAD3492,369492,676.510.29%
DTZ U.S. BORROWER LLC1.0%11/4/202123340DAH5495,000490,545.000.29%
UNIVISION COMMUNICATIONS INC1.0%3/1/2020914908AV0492,140489,722.860.29%
CONNECTICUT AVENUE SECURITIES3.0533%5/25/202430711XAH7517,000480,857.930.29%
BJS WHOLESALE CLUB INC1.0%9/26/201909179FAR3481,873478,334.090.29%
AT+T INC3.95%1/15/202500206RDD1445,000473,847.130.28%
ARDAGH PKG FIN/HLDGS USA3.8761%5/15/202103969AAK6470,000472,937.500.28%
STRUCTURED AGENCY CREDIT RISK4.4533%8/25/20243137G0BK4472,000471,040.420.28%
ARDAGH HLDGS USA INC1.0%12/17/201903968MAD7468,467468,686.720.28%
FNMA POOL AM13813.15%3/1/20283138L1RB7434,866465,484.370.28%
STRUCTURED AGENCY CREDIT RISK5.4458%12/25/20283137G0KQ1460,000460,623.070.28%
WELLTOWER INC5.25%1/15/202242217KAW6400,000449,884.800.27%
ILLINOIS ST5.877%3/1/2019452152HU8410,000445,067.300.27%
CANADIAN PACIFIC RR CO4.5%1/15/202213645RAP9400,000441,864.400.26%
HUNTINGTON BANCSHARES3.15%3/14/2021446150AJ3425,000440,736.480.26%
FNMA POOL AB41683.5%1/1/203231417AT25411,507438,010.460.26%
FED HM LN PC POOL J177913.0%1/1/20273128PXUQ7414,050436,302.390.26%
ACTAVIS FUNDING SCS3.0%3/12/202000507UAP6420,000433,527.360.26%
ORLANDO HEALTH OBL GRP4.416%10/1/2044686515AA5395,000432,957.130.26%
CSAIL COMMERCIAL MORTGAGE TRUS3.8079%11/15/204812635RAX6388,000428,432.940.26%
DELPHI CORP4.15%3/15/2024247126AJ4401,000426,968.760.26%
CSAIL COMMERCIAL MORTGAGE TRUS3.505%4/15/2050126281AZ7394,000426,934.070.26%
RUSSELL INVTS US INSTITUTIONAL1.0%6/1/202378249LAB6450,000424,687.500.25%
FREDDIE MAC3.5%2/15/20263137A7GE4383,000423,668.550.25%
CITIGROUP COMMERCIAL MORTGAGE3.717%9/15/204817324DAU8384,000423,172.030.25%
STRUCTURED AGENCY CREDIT RISK2.6533%10/25/20283137G0JR1419,000422,669.430.25%
CALPINE CORPORATION1.0%1/15/202313134MBG7417,900415,810.500.25%
JM SMUCKER CO4.25%3/15/2035832696AM0380,000413,901.700.25%
FANNIE MAE3.5%3/25/20273136A4A82368,000411,086.180.25%
GALLERIA CO1.0%1/26/202336380UAB3410,000410,251.330.25%
AMERICAN TOWER CORP5.0%2/15/202403027XAD2362,000410,079.390.25%
LOS ANGELES CNTY CA PUBLIC WKS7.488%8/1/203354473ENT7290,000408,839.100.24%
STRUCTURED AGENCY CREDIT RISK4.0533%4/25/20243137G0AY5416,000406,604.810.24%
MYLAN INC2.6%6/24/2018628530AX5400,000405,273.200.24%
WASHINGTON ST HSG FIN COMMISSI4.375%1/1/2021939783SL1400,000404,876.000.24%
FNMA POOL AS36082.5%12/1/20433138WDAJ0394,614399,655.030.24%
FNMA POOL AB64722.0%10/1/202731417DFN8390,228398,734.050.24%
NY + PRESBYTERIAN HOSPIT4.024%8/1/2045649322AA2365,000398,727.830.24%
CONNECTICUT AVENUE SECURITIES5.4533%7/25/202530711XBB9395,000397,806.830.24%
CONNECTICUT AVENUE SECURITIES5.3533%11/25/202430711XAP9389,000397,536.100.24%
ILLINOIS ST5.365%3/1/2017452152HS3385,000394,694.300.24%
SPRINT COMMUNICATIONS7.0%3/1/2020852061AQ3375,000394,496.250.24%
COOPERATIEVE RABOBANK UA3.95%11/9/202221685WDF1375,000388,360.500.23%
MONDELEZ INTERNATIONAL1.625%3/8/2027ACI0BWW80350,000387,974.920.23%
HUNTINGTON NATIONAL BANK1.7%2/26/2018446438RL9380,000382,036.420.23%
ON ASSIGNMENT INC.1.0%6/3/202268216FAS2381,382382,017.580.23%
MORGAN STANLEY BAML TRUST2.918%2/15/204661690KAE2360,000377,928.970.23%
FREDDIE MAC3.5%12/15/20253137A4BE6343,000374,201.000.22%
REPUBLICA ORIENT URUGUAY5.1%6/18/2050760942BA9375,000374,062.500.22%
FED HM LN PC POOL G018375.0%7/1/20353128LXBE9334,506370,728.170.22%
FED HM LN PC POOL G069905.5%8/1/20403128M9C34323,786363,550.330.22%
FNMA POOL AE41924.0%10/1/204031419EUS6331,262361,007.760.22%
FNMA POOL AP95923.5%10/1/20323138MDUS9338,073360,862.720.22%
VENTAS REALTY LP3.5%2/1/202592277GAE7350,000359,421.650.22%
AIA GROUP LTD4.5%3/16/204600131LAE5325,000355,386.850.21%
COMM MORTGAGE TRUST3.644%12/10/204712592PBF9325,000352,328.600.21%
WELLS FARGO COMMERCIAL MORTGAG3.718%12/15/204894989XBC8318,000348,925.310.21%
FED HM LN PC POOL A950854.0%11/1/2040312943UJ0323,587348,036.410.21%
COMM MORTGAGE TRUST3.35%2/10/204812629NAF2326,000347,599.060.21%
CELGENE CORP3.875%8/15/2025151020AS3325,000347,318.080.21%
TIME WARNER INC3.6%7/15/2025887317AW5325,000344,545.500.21%
NEW JERSEY ST TURNPIKE AUTH7.102%1/1/2041646139X83225,000340,521.750.20%
MORGAN STANLEY BAML TRUST4.259%10/15/204661762XAU1300,000339,675.300.20%
MORGAN STANLEY BAML TRUST4.051%4/15/204761763KBA1300,000336,092.040.20%
MORGAN STANLEY BAML TRUST3.892%6/15/204761763MAF7300,000332,941.350.20%
VORNADO REALTY LP2.5%6/30/2019929043AH0325,000331,344.980.20%
FNMA POOL AM81342.86%2/1/20273138L9BC5312,784331,336.510.20%
MORGAN STANLEY BAML TRUST3.741%8/15/204761763UAZ5300,000329,575.860.20%
DISCOVER FINANCIAL SVS3.75%3/4/2025254709AL2325,000328,002.680.20%
WALGREENS BOOTS ALLIANCE3.1%6/1/2023931427AP3320,000326,418.560.20%
EMPLOYEES RETMNT SYS OF THE GO6.15%7/1/203829216MAC4825,000323,812.500.19%
FNMA POOL AR15242.0%1/1/20283138NXVS3316,884323,764.890.19%
CITY OF HOPE/THE5.623%11/15/204317858PAA9250,000322,418.750.19%
ILLINOIS ST5.1%6/1/2033452151LF8335,000322,293.450.19%
BOSTON PROPERTIES LP3.65%2/1/202610112RAX2300,000320,349.000.19%
FED HM LN PC POOL G145992.5%11/1/20273128MDKL6307,390318,595.290.19%
GNMA II TBA 30 YR 3.53.5%8/23/204621H032688300,000318,011.720.19%
MORGAN STANLEY BAML TRUST3.102%5/15/204661762DAW1300,000317,692.980.19%
FNMA POOL AM80362.66%3/1/20273138L84W1305,000316,480.270.19%
NEW JERSEY ST TURNPIKE AUTH7.414%1/1/2040646139W35200,000314,010.000.19%
REGENCY CENTERS LP3.75%6/15/202475884RAT0300,000313,126.500.19%
FNMA POOL AM81592.81%2/1/20273138L9B50294,251310,465.380.19%
NATIONAL CITY CORP6.875%5/15/2019635405AM5275,000310,171.130.19%
CROWN CASTLE INTL CORP3.7%6/15/202622822VAC5300,000310,137.000.19%
SS+C TECHNOLOGIES INC1.0%7/8/202278466DAV6308,558308,970.850.18%
FED HM LN PC POOL A376194.5%9/1/203531297TPC1282,806308,426.660.18%
FNMA POOL AM89582.97%6/1/20303138L95U2287,000303,144.990.18%
TIME WARNER CABLE INC6.75%7/1/201888732JAL2275,000301,690.130.18%
CHARTER COMMUNICATIONS OPE1.0%1/24/202316117LBG3299,250299,730.890.18%
FNMA POOL AY33702.5%4/1/20453138YGW81294,055297,812.810.18%
MET GOVT NASHVILLE DAVIDSONC4.053%7/1/2026592041WJ2270,000296,762.400.18%
HARTFORD FINL SVCS GRP8.125%6/15/2068416515AW4275,000294,937.500.18%
AVIS BUDGET CAR/FINANCE6.375%4/1/2024053773BB2295,000293,525.000.18%
ACTAVIS FUNDING SCS3.8%3/15/202500507UAS0280,000292,238.240.17%
THERMO FISHER SCIENTIFIC4.15%2/1/2024883556BF8265,000289,679.190.17%
NXP B V1.0%12/7/2020N5945LAN5287,928288,873.060.17%
STRUCTURED AGENCY CREDIT RISK3.3533%7/25/20283137G0HT9276,000284,804.460.17%
NEXEO SOLUTIONS LLC1.0%6/9/202365339QAF4285,000284,643.750.17%
COMM MORTGAGE TRUST3.63%10/10/204812593QBE9260,000282,266.920.17%
DELL INC1.0%5/24/2023930DRRII1280,000279,416.760.17%
FNMA POOL 9306724.5%3/1/203931412N6H4246,562273,520.020.16%
DUKE REALTY LP4.375%6/15/202226441YAV9250,000271,988.750.16%
STRUCTURED AGENCY CREDIT RISK2.1033%4/25/20243137G0AX7270,000270,126.900.16%
CONNECTICUT AVENUE SECURITIES5.4533%11/25/202430711XAR5265,000269,278.960.16%
INTERPUBLIC GROUP COS4.2%4/15/2024460690BL3250,000268,337.750.16%
FED HM LN PC POOL G024245.5%12/1/20363128M4AZ6237,783267,038.440.16%
FNMA POOL AM20482.81%1/1/20283138L2H26256,068265,539.820.16%
CONNECTICUT AVENUE SECURITIES4.8533%1/25/202430711XAD6260,000265,132.240.16%
FNMA POOL MA16304.0%10/1/203331418AY44244,531264,912.390.16%
STRUCTURED AGENCY CREDIT RISK2.9533%8/25/20243137G0BV0260,000264,383.550.16%
STRUCTURED AGENCY CREDIT RISK3.1033%10/25/20243137G0DE6260,000263,361.900.16%
CARMAX AUTO OWNER TRUST2.56%2/15/202214314MAF0260,000261,072.290.16%
FED HM LN PC POOL A943624.0%10/1/2040312942Z32238,564260,528.990.16%
REINSURANCE GRP OF AMER3.95%9/15/2026759351AM1250,000258,129.500.15%
FED HM LN PC POOL G018284.5%4/1/20353128LXA59234,435256,386.450.15%
STANDARD CHARTERED PLC5.7%3/26/2044853254AN0250,000256,332.750.15%
STRUCTURED AGENCY CREDIT RISK4.9533%2/25/20243137G0AM1250,000255,803.250.15%
FNMA POOL AM81092.7%2/1/20273138L9AK8243,000253,737.160.15%
FED HM LN PC POOL G060796.0%7/1/20393128M8CQ5221,419253,215.740.15%
FNMA POOL MA09493.5%1/1/203231418ABT4236,994252,468.180.15%
KEY BANK NA1.65%2/1/201849327M2A1250,000251,508.500.15%
STRUCTURED AGENCY CREDIT RISK2.6533%3/25/20253137G0EF2250,000251,180.100.15%
DELPHI AUTOMOTIVE PLC3.15%11/19/202024713GAA0240,000247,111.440.15%
INDIANA ST FIN AUTH REVENUE3.624%7/1/203645506DWY7235,000246,404.550.15%
TIME WARNER INC6.1%7/15/2040887317AH8200,000245,272.600.15%
FNMA POOL AB13434.5%8/1/204031416WP55220,398244,438.990.15%
AON PLC4.75%5/15/204500185AAH7225,000242,321.400.15%
ON SEMICONDUCTOR CORP1.0%3/31/202368218EAB0240,000241,671.360.14%
FNMA POOL AE02164.0%8/1/204031419AG27217,602234,007.680.14%
AIR LEASE CORP3.875%4/1/202100912XAM6225,000232,875.000.14%
CHICAGO IL6.207%1/1/2032167486HL6250,000232,832.500.14%
FED HM LN PC POOL G049975.0%1/1/20373128M63E6208,183230,653.180.14%
AMERICAN MUNI PWR OHIO INC OHR6.27%2/15/205002765UEQ3175,000229,395.250.14%
FED HM LN PC POOL Q018074.5%7/1/20363132GFAG2206,543226,059.020.14%
CONNECTICUT AVENUE SECURITIES3.3533%7/25/202430711XAM6235,000221,150.910.13%
REPUBLICA ORIENT URUGUAY4.375%12/15/2028917288BD37,358,525217,605.710.13%
FNMA POOL 9952434.5%8/1/203831416BS82196,216214,341.920.13%
ILLINOIS TOOL WORKS INC4.875%9/15/2041452308AQ2175,000213,359.300.13%
MORGAN STANLEY3.95%4/23/202761761JZN2210,000212,837.730.13%
FNMA POOL AW46852.722%5/1/20443138XUF31202,175209,170.530.13%
DUKE REALTY LP3.625%4/15/202326441YAX5200,000208,971.000.13%
FNMA POOL AM73952.95%11/1/20243138L8GD0194,717208,216.980.12%
FED HM LN PC POOL A893844.0%10/1/2039312936M95191,996206,427.830.12%
CONNECTICUT AVENUE SECURITIES4.4533%5/25/202530711XAX2205,000205,231.320.12%
COTY INC.1.0%10/27/202222207EAX2204,488204,570.930.12%
HILLSBOROUGH CNTY FL AVIATION3.549%10/1/2022432275AE5190,000201,099.800.12%
BAY AREA CA TOLL AUTH TOLL BRI7.043%4/1/2050072024NV0125,000198,755.000.12%
BWAY MORTGAGE TRUST2.8093%3/10/203305604FAA3193,339198,244.580.12%
SFR GROUP SA7.375%5/1/202667054KAA7200,000198,000.000.12%
MORGAN STANLEY BAML TRUST3.526%12/15/204761764PBU5180,167195,449.610.12%
FED HM LN PC POOL A931015.0%7/1/2040312941NS2173,839192,280.750.12%
ZIGGO NV1.0%1/15/2022N0501WAG3195,957191,752.600.11%
FNMA POOL 1903706.0%6/1/203631368HMT7163,457187,507.880.11%
COX COMMUNICATIONS INC4.8%2/1/2035224044CF2200,000187,433.400.11%
MAYO CLINIC4.128%11/15/2052578454AD2165,000186,195.900.11%
STANDARD INDUSTRIES INC5.125%2/15/2021853496AA5180,000185,850.000.11%
FED HM LN PC POOL A970474.5%2/1/2041312945ZL5168,014184,631.820.11%
UNUM GROUP3.0%5/15/202191529YAM8180,000184,296.420.11%
FNMA POOL MA06394.0%2/1/204131417YV95171,091184,080.180.11%
ZIGGO NV1.0%1/15/2022N0501WAC2184,894180,926.170.11%
FNMA POOL AL16274.5%9/1/20413138EHYZ9164,777180,719.780.11%
LEAR CORP4.75%1/15/2023521865AU9173,000178,622.500.11%
REINSURANCE GRP OF AMER4.7%9/15/2023759351AL3164,000178,611.740.11%
COX COMMUNICATIONS INC5.875%12/1/2016224044BQ9175,000178,020.330.11%
FED HM LN PC POOL Q002915.0%4/1/20413132GDKC5154,035170,882.600.10%
MORGAN STANLEY BAML TRUST4.2189%7/15/204661762MBW0150,000168,709.880.10%
TIAA ASSET MGMT FIN LLC4.125%11/1/202487246YAC0160,000168,375.520.10%
KIMCO REALTY CORP3.4%11/1/202249446RAN9160,000167,944.160.10%
O REILLY AUTOMOTIVE INC3.8%9/1/202267103HAC1155,000167,121.470.10%
FED HM LN PC POOL A891484.0%10/1/2039312936EV5154,734166,446.270.10%
BANC OF AMERICA COMMERCIAL MOR3.705%9/15/204806054AAX7150,000165,124.800.10%
FED HM LN PC POOL A957964.0%12/1/2040312944NM9151,956163,417.440.10%
FNMA POOL 9950825.5%8/1/203731416BM70141,035160,254.530.10%
CAPITAL ONE FINANCIAL CO4.2%10/29/202514040HBJ3155,000159,650.620.10%
EQUINIX INC.1.0%1/8/2023927NCVII1154,613154,660.890.09%
KAR AUCTION SVCS INC1.0%3/9/202348562RAH2149,625150,591.280.09%
RYDER SYSTEM INC2.5%5/11/202078355HJZ3145,000146,875.430.09%
CDW LLC/CDW FINANCE5.0%9/1/202312513GBB4145,000146,376.050.09%
AT+T INC5.8%2/15/201900206RAR3130,000144,174.290.09%
AIRCASTLE LTD5.0%4/1/202300928QAP6140,000142,618.000.09%
CARMAX AUTO OWNER TRUST2.16%12/15/202114314MAE3135,000135,587.660.08%
MASSACHUSETTS ST3.277%6/1/204657582RJN7130,000131,401.400.08%
FNMA POOL AE06254.0%12/1/204031419AVT1117,212129,194.470.08%
AT+T INC4.75%5/15/204600206RCQ3125,000128,620.500.08%
CONNECTICUT AVENUE SECURITIES4.7533%2/25/202530711XAT1125,000127,043.090.08%
FNMA POOL AA98464.0%8/1/203931416T5G0117,817126,463.100.08%
COMM MORTGAGE TRUST3.612%10/10/204812635QBG4115,000124,810.050.07%
FNMA POOL AC18774.5%9/1/203931417LCP8112,182122,832.400.07%
VOYA FINANCIAL INC5.65%5/15/205345685EAG1130,000122,687.500.07%
ILLINOIS ST5.665%3/1/2018452152HT1115,000121,369.850.07%
CONNECTICUT AVENUE SECURITIES5.0033%2/25/202530711XAV6117,869121,204.010.07%
FED HM LN PC POOL J201182.5%8/1/202731306XDX8114,760118,938.520.07%
KAISER FOUNDATION HOSPIT3.5%4/1/202248305QAA1110,000118,403.120.07%
ZIGGO NV1.0%1/15/2022N0501WAE8119,149116,592.240.07%
NORTHEASTERN UNIVERSITY5.285%3/1/2032664675AM7100,000116,147.900.07%
FNMA POOL AD16494.0%3/1/204031418NZP8106,771114,738.090.07%
FED HM LN PC POOL G084993.0%7/1/20423128MJRV4105,121109,295.500.07%
FED HM LN PC POOL A878744.0%8/1/2039312934XB398,596107,227.820.06%
CONNECTICUT AVENUE SECURITIES5.7033%10/25/202330711XAB0100,000106,121.660.06%
FNMA POOL AE06244.0%11/1/204031419AVS398,122105,816.280.06%
FNMA POOL AI79514.5%8/1/20363138AMZR995,331104,595.220.06%
MARSH + MCLENNAN COS INC3.3%3/14/2023571748BA9100,000104,547.600.06%
FED HM LN PC POOL A897294.0%11/1/2039312936Y2796,845104,112.080.06%
FNMA POOL AE02154.0%12/1/203931419AGZ497,044104,082.700.06%
FNMA POOL AL00054.5%1/1/20413138EGAF191,923100,815.870.06%
FNMA POOL AL00496.0%12/1/20353138EGBT085,35098,246.600.06%
FNMA POOL AC95644.5%2/1/204031417WTW188,54697,951.560.06%
FED HM LN PC POOL A939964.5%9/1/2040312942NM382,43990,579.580.05%
FNMA POOL 8895296.0%3/1/203831410KHE777,65789,995.920.05%