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Domini Impact Bond Fund Schedule of Portfolio Holdings

Holdings as of 3/31/2017


Security NameCouponMaturityCUSIPSharesMarket ValueWeight
FNMA TBA 30 YR 3.53.5%4/13/204701F0326416,721,0006,875,372.774.38%
FANNIE MAE1.5%6/22/20203135G0D755,328,0005,307,167.523.38%
FHLMC TBA 30 YR 3.53.5%4/13/204702R0326465,100,0005,215,945.083.32%
FED HM LN PC POOL G087413.0%1/1/20473128MJZF04,163,2474,129,055.442.63%
FANNIE MAE5.625%7/15/203731398AFD92,376,0003,199,481.212.04%
FNMA POOL BC11713.5%6/1/20463140EVJR92,434,1912,492,131.341.59%
FNMA POOL AN43013.15%1/1/20273138LGX762,109,7002,137,059.311.36%
FNMA TBA 15 YR 2.52.5%4/18/203201F0224442,000,0002,001,093.841.27%
FNMA POOL 4713333.12%8/1/202231381USW81,843,7361,905,794.061.21%
FHLMC TBA 30 YR 44.0%5/11/204702R0406561,800,0001,884,093.641.20%
FNMA POOL 4698292.72%12/1/201831381S4N91,636,5671,659,527.551.06%
MET TRANSPRTN AUTH NY DEDICATE5.0%11/15/203859259N6U21,275,0001,468,302.750.94%
FNMA POOL AN18402.45%6/1/20263138LEBJ91,500,0001,455,482.760.93%
FNMA POOL AM75983.07%12/1/20243138L8NQ31,405,8261,440,847.030.92%
FNMA POOL 4714782.61%8/1/202231381UXF91,374,2561,395,684.390.89%
FNMA TBA 30 YR 44.0%4/13/204701F0406441,300,0001,363,679.630.87%
FNMA TBA 15 YR 33.0%4/18/203201F0304471,300,0001,333,027.320.85%
FNMA TBA 15 YR 33.0%5/16/203201F0304541,300,0001,331,097.630.85%
FNMA POOL AM51974.2%1/1/20303138L5X391,174,9481,269,645.650.81%
GNMA II TBA 30 YR 3.53.5%4/20/204721H0326471,200,0001,244,343.760.79%
FNMA POOL AM86592.88%4/1/20313138L9TR31,268,4131,212,213.240.77%
FNMA POOL AN27912.44%9/1/20263138LFC551,139,3101,103,953.690.70%
FNMA POOL AN27872.6%9/1/20283138LFCZ91,150,0001,101,374.350.70%
FNMA POOL AM75073.08%12/1/20243138L8KV51,058,4661,085,533.490.69%
FNMA POOL AM91543.18%6/1/20303138LAE471,068,3471,066,404.350.68%
FNMA POOL 4698793.22%12/1/202131381S6Q01,001,9911,041,748.170.66%
FNMA POOL AM92393.03%6/1/20253138LAHR3978,054993,844.810.63%
FNMA POOL AM62663.58%7/1/20303138L66C7972,139991,248.370.63%
FNMA POOL AM81482.68%3/1/20273138L9BS01,000,000981,822.910.63%
HUDSON YARDS2.835%8/10/203844421LAA01,000,000966,786.100.62%
FNMA POOL AN17672.98%6/1/20313138LD6D0987,365965,402.230.61%
GNMA II TBA 30 YR 4.54.5%4/20/204721H042646900,000961,312.550.61%
AMERICAN BLDRS + CONTRACTORS0.0%10/31/202302474RAC7900,000905,062.500.58%
FREDDIE MAC3.5%2/15/20263137A6YW6847,000890,229.100.57%
OBP DEPOSITOR LLC TRUST4.6462%7/15/204567087MAA4806,000859,216.310.55%
FNMA POOL AR91983.0%3/1/20433138W7GG3834,038831,715.800.53%
FREDDIE MAC3.5%6/15/20263137ACFM6780,000816,560.550.52%
CNH INDUSTRIAL CAPITAL L4.875%4/1/202112592BAF1750,000789,375.000.50%
WASHINGTON ST HSG FIN COMMISSI4.0%1/1/2024939783TL0800,000785,576.000.50%
FNMA POOL AM47963.3%12/1/20233138L5KJ8747,024777,375.000.50%
CALIFORNIA ST7.625%3/1/204013063BFR8525,000769,350.750.49%
AERCAP IRELAND CAP/GLOBA3.5%5/26/202200774MAA3750,000756,588.000.48%
ONTARIO (PROVINCE OF)1.95%1/27/202368323ADL51,000,000753,061.150.48%
MORGAN STANLEY5.0%11/24/20256174467X1700,000752,971.800.48%
CARMAX AUTO OWNER TRUST2.15%5/15/201914313NAF9750,000752,188.050.48%
NUMERICABLE U S LLC0.0%1/14/202567053NAJ3744,384746,245.330.48%
OCHSNER CLINIC FOUNDATIO5.897%5/15/2045675553AA9650,000743,620.800.47%
ONE MARKET PLAZA TRUST3.6139%2/10/203268245HAA2710,000736,190.550.47%
FNMA POOL AM32782.85%5/1/20233138L3UC7711,500727,890.320.46%
LOS ANGELES CNTY CA PUBLIC WKS7.488%8/1/203354473ENT7540,000726,094.800.46%
BRANDYWINE OPER PARTNERS4.55%10/1/2029105340AP8725,000725,561.880.46%
FNMA POOL MA19312.5%6/1/202431418BED4705,722716,232.840.46%
FED HM LN PC POOL Q336023.0%5/1/20453132QQAC6711,547707,278.670.45%
ALLINA HEALTH SYSTEM4.805%11/15/204501959LAA0660,000706,000.020.45%
SANTANDER UK PLC5.0%11/7/202380283LAA1650,000679,484.000.43%
COMM MORTGAGE TRUST3.7255%3/10/203112625CAJ2644,000662,970.570.42%
COMM MORTGAGE TRUST3.4244%3/10/203112625CAC7640,000660,296.960.42%
SWEDBANK AB2.2%3/4/202087020PAE7650,000649,359.100.41%
FNMA POOL 9324414.0%1/1/204031412Q5A3607,547638,000.890.41%
TOTAL SYSTEM SERVICES IN3.8%4/1/2021891906AD1600,000621,280.200.40%
ENERGIZER HLDGS INC0.0%6/30/202229267YAK8615,625619,857.420.39%
PROVINCE OF QUEBEC1.65%3/3/2022748148RW5815,000610,371.540.39%
FIFTH THIRD BANCORP8.25%3/1/2038316773CH1425,000608,977.400.39%
FNMA POOL AM51463.47%1/1/20243138L5WG1562,161590,378.680.38%
O REILLY AUTOMOTIVE INC3.85%6/15/202367103HAD9550,000570,896.150.36%
ROMANIA T BILL0.0%6/26/2017ACI0P3WK22,385,000560,044.830.36%
TREEHOUSE FOODS INC6.0%2/15/202489469AAC8530,000557,825.000.36%
AXA SA8.6%12/15/2030054536AA5400,000556,600.000.35%
HOME DEPOT INC5.95%4/1/2041437076AV4420,000538,474.860.34%
AT+T INC1.7896%3/11/201900206RCD2525,000528,177.830.34%
TSMC GLOBAL LTD1.625%4/3/2018872882AC9523,000521,799.800.33%
UNITED RENTALS NORTH AM4.625%7/15/2023911365BC7500,000516,875.000.33%
ERAC USA FINANCE LLC3.85%11/15/202426884TAL6500,000510,497.500.33%
CONSOLIDATED EDISON CO O3.3%12/1/2024209111FE8500,000509,196.000.32%
REGIONS FINANCIAL CORP3.2%2/8/20217591EPAK6500,000508,910.000.32%
US BANCORP3.6%9/11/202491159HHK9493,000508,180.950.32%
CREDIT AGRICOLE LONDON4.125%1/10/202722535WAB3510,000506,947.140.32%
BPCE SA4.875%4/1/202605578QAE3500,000506,192.500.32%
MARRIOTT INTERNATIONAL2.875%3/1/2021571903AN3500,000505,982.500.32%
MET LIFE GLOB FUNDING I2.3%4/10/201959217GBF5500,000503,071.500.32%
RYDER SYSTEM INC2.35%2/26/201978355HJU4500,000503,058.000.32%
PENNSYLVANIA ST INDL DEV AUTH3.556%7/1/2024709193LY0505,000501,545.800.32%
AMERICAN EXPRESS CREDIT1.4562%9/22/20170258M0DS5500,000500,542.500.32%
ING BANK NV2.0%11/26/201844987CAJ7500,000499,778.000.32%
BPCE SA2.25%1/27/202005578DAR3500,000497,107.000.32%
SBA TOWER TRUST3.869%10/15/204978403DAH3500,000496,684.900.32%
DTZ U.S. BORROWER LLC0.0%11/4/202123340DAH5491,250494,934.380.32%
FNMA POOL BE24562.5%12/1/20313140FMWS1492,239492,956.380.31%
FED HM LN PC POOL 8491672.913%10/1/204331300MFG3478,665491,928.420.31%
CDW LLC0.0%8/17/202312512YAF8488,676491,730.280.31%
VENTAS REALTY LP3.5%2/1/202592277GAE7500,000490,231.000.31%
MASSACHUSETTS ST HLTH EDUCTN6.432%10/1/203557586ETQ4420,000486,137.400.31%
UNIVISION COMMUNICATIONS0.0%3/15/2024914908AX6488,207485,384.610.31%
ARDAGH PKG FIN/HLDGS USA4.289%5/15/202103969AAK6470,000482,337.500.31%
FNMA POOL AM78123.1%1/1/20273138L8VE1473,742479,397.030.31%
BOSTON MEDICAL CTR CORP4.519%7/1/202610103DAA4455,000475,001.800.30%
NEW YORK ST TRANSPRTN DEV CORP3.473%7/1/2028650116BD7500,000471,125.000.30%
BAY AREA CA TOLL AUTH TOLL BRI7.043%4/1/2050072024NV0325,000469,878.500.30%
FNMA POOL AY58762.5%6/1/20303138YKQ63467,102469,789.350.30%
VERIZON COMMUNICATIONS5.15%9/15/202392343VBR4426,000469,502.270.30%
AIR LEASE CORP3.875%4/1/202100912XAM6450,000466,914.600.30%
AIRCASTLE LTD4.125%5/1/202400928QAQ4450,000451,687.500.29%
RUSSELL INVTS US INSTITUTIONAL0.0%6/1/202378249LAB6446,625451,091.250.29%
AT+T INC3.95%1/15/202500206RDD1445,000449,480.260.29%
COOK CNTY IL CMNTY HIGH SCH DI5.019%12/1/2041215813HU3435,000448,567.650.29%
FED HM LN PC POOL G083474.5%6/1/20393128MJL57411,258442,030.220.28%
WELLTOWER INC5.25%1/15/202242217KAW6400,000438,942.000.28%
HUNTINGTON BANCSHARES3.15%3/14/2021446150AJ3425,000432,740.950.28%
ILLINOIS ST5.877%3/1/2019452152HU8410,000431,549.600.27%
CANADIAN PACIFIC RR CO4.5%1/15/202213645RAP9400,000429,512.000.27%
BOSTON PROPERTIES LP3.65%2/1/202610112RAX2430,000429,121.940.27%
ACTAVIS FUNDING SCS3.0%3/12/202000507UAP6420,000427,459.200.27%
DELPHI CORP4.15%3/15/2024247126AJ4401,000419,344.550.27%
FNMA POOL 7453276.0%3/1/203631403DA41368,620418,077.230.27%
CALPINE CORPORATION0.0%1/15/202313134MBG7414,750417,169.240.27%
FED HM LN PC POOL G306143.5%12/1/20323128CUVF0396,970414,291.010.26%
GALLERIA CO0.0%9/29/202336380UAB3410,000413,331.250.26%
SPRINT COMMUNICATIONS INC.0.0%2/2/2024930VLMII8410,000410,597.780.26%
SPRINT COMMUNICATIONS7.0%3/1/2020852061AQ3375,000409,687.500.26%
CSAIL COMMERCIAL MORTGAGE TRUS3.505%4/15/2050126281AZ7394,000404,819.950.26%
FREDDIE MAC3.5%2/15/20263137A7GE4383,000404,404.340.26%
CSAIL COMMERCIAL MORTGAGE TRUS3.8079%11/15/204812635RAX6388,000402,722.740.26%
WASHINGTON ST HSG FIN COMMISSI4.375%1/1/2021939783SL1400,000400,476.000.26%
CITIGROUP COMMERCIAL MORTGAGE3.717%9/15/204817324DAU8384,000398,848.970.25%
AMERICAN TOWER CORP5.0%2/15/202403027XAD2362,000391,507.710.25%
QUEENSLAND TREASURY CORP3.0%3/22/2024ACI0T3DS2500,000385,929.160.25%
COOPERATIEVE RABOBANK UA3.95%11/9/202221685WDF1375,000385,317.750.25%
ORLANDO HEALTH OBL GRP4.416%10/1/2044686515AA5395,000384,230.330.24%
FANNIE MAE3.5%3/25/20273136A4A82368,000384,190.010.24%
JM SMUCKER CO4.25%3/15/2035832696AM0380,000382,898.640.24%
OREGON ST HLTH SCIENCE UNIVR5.0%7/1/2045685869EJ4350,000381,052.000.24%
HUNTINGTON NATIONAL BANK1.7%2/26/2018446438RL9380,000380,243.960.24%
CBS CORP2.9%1/15/2027124857AR4400,000372,727.600.24%
MICROSOFT CORP3.7%8/8/2046594918BT0395,000371,759.780.24%
FNMA POOL AS36082.5%12/1/20433138WDAJ0386,484369,599.170.24%
FED HM LN PC POOL J177913.0%1/1/20273128PXUQ7359,760369,431.560.24%
MORGAN STANLEY BAML TRUST2.918%2/15/204661690KAE2360,000364,113.650.23%
FREDDIE MAC3.5%12/15/20253137A4BE6343,000360,037.290.23%
AMERICAN MUNI PWR OHIO INC OHR6.27%2/15/205002765UEQ3300,000359,784.000.23%
NY + PRESBYTERIAN HOSPIT4.024%8/1/2045649322AA2365,000359,365.860.23%
BROADCOM CRP / CAYMN FI3.625%1/15/202411134LAE9355,000358,138.910.23%
ON ASSIGNMENT INC0.0%6/3/202268216FAU7352,388355,177.720.23%
FNMA POOL AB41683.5%1/1/203231417AT25335,712350,730.680.22%
CHARTER COMM OPT LLC/CAP6.484%10/23/2045161175BA1300,000346,598.700.22%
EMPLOYEES RETMNT SYS OF THE GO6.15%7/1/203829216MAC4825,000342,375.000.22%
ILLINOIS ST5.547%4/1/2019452152FK2325,000339,599.000.22%
FNMA POOL AB64722.0%10/1/202731417DFN8337,408335,792.130.21%
COMM MORTGAGE TRUST3.644%12/10/204712592PBF9325,000334,717.010.21%
AIA GROUP LTD4.5%3/16/204600131LAE5325,000334,174.070.21%
CELGENE CORP3.875%8/15/2025151020AS3325,000332,759.700.21%
WELLS FARGO COMMERCIAL MORTGAG3.718%12/15/204894989XBC8318,000328,432.280.21%
COMM MORTGAGE TRUST3.35%2/10/204812629NAF2326,000328,296.410.21%
VORNADO REALTY LP2.5%6/30/2019929043AH0325,000327,009.800.21%
MORGAN STANLEY BAML TRUST4.259%10/15/204661762XAU1300,000323,017.050.21%
TIME WARNER INC3.6%7/15/2025887317AW5325,000321,917.380.21%
DISCOVER FINANCIAL SVS3.75%3/4/2025254709AL2325,000319,370.350.20%
MORGAN STANLEY BAML TRUST4.051%4/15/204761763KBA1300,000318,582.870.20%
MORGAN STANLEY BAML TRUST3.892%6/15/204761763MAF7300,000316,165.620.20%
NEW JERSEY ST TURNPIKE AUTH7.102%1/1/2041646139X83225,000314,235.000.20%
MORGAN STANLEY BAML TRUST3.741%8/15/204761763UAZ5300,000313,031.100.20%
MICHIGAN ST FIN AUTH REVENUE2.741%4/1/202159447TLF8320,000311,760.000.20%
ILLINOIS ST5.1%6/1/2033452151LF8335,000305,995.700.19%
REGENCY CENTERS LP3.75%6/15/202475884RAT0300,000305,802.600.19%
MORGAN STANLEY BAML TRUST3.102%5/15/204661762DAW1300,000304,070.070.19%
NATIONAL CITY CORP6.875%5/15/2019635405AM5275,000302,176.600.19%
CHICAGO IL7.045%1/1/2029167486ZZ5295,000301,265.800.19%
FED HM LN PC POOL G018375.0%7/1/20353128LXBE9274,093300,464.560.19%
CHARTER COMMUNICATIONS OPERAT0.0%1/15/202416117LBL2297,000298,835.760.19%
CITY OF HOPE/THE5.623%11/15/204317858PAA9250,000297,018.750.19%
AVIS BUDGET CAR/FINANCE6.375%4/1/2024053773BB2295,000296,843.750.19%
CROWN CASTLE INTL CORP3.7%6/15/202622822VAC5300,000294,972.000.19%
FNMA POOL AE41924.0%10/1/204031419EUS6277,804294,147.860.19%
HARTFORD FINL SVCS GRP8.125%6/15/2068416515AW4275,000293,562.500.19%
FNMA POOL AP95923.5%10/1/20323138MDUS9279,752292,257.640.19%
TIME WARNER CABLE LLC6.75%7/1/201888732JAL2275,000290,880.980.19%
NEW JERSEY ST TURNPIKE AUTH7.414%1/1/2040646139W35200,000287,920.000.18%
NEXEO SOLUTIONS LLC0.0%6/9/2023930WUUII8282,866286,401.890.18%
SS C TECHNOLOGIES INC0.0%7/8/202278466DAZ7283,846285,898.930.18%
FED HM LN PC POOL G069905.5%8/1/20403128M9C34257,423285,555.490.18%
ACTAVIS FUNDING SCS3.8%3/15/202500507UAS0280,000283,022.880.18%
DELL INTL LLC0.0%9/7/202324702NAU4279,300280,982.220.18%
MET GOVT NASHVILLE DAVIDSONC4.053%7/1/2026592041WJ2270,000279,971.100.18%
THERMO FISHER SCIENTIFIC4.15%2/1/2024883556BF8265,000278,507.580.18%
NEW JERSEY ST ECON DEV AUTH RE3.882%6/15/201964577BTU8270,000274,841.100.18%
FED HM LN PC POOL A950854.0%11/1/2040312943UJ0260,176274,148.190.17%
FNMA POOL AR15242.0%1/1/20283138NXVS3278,669272,884.620.17%
ROMANIA GOVERNMENT BOND1.35%2/25/2019ACI0RTG051,160,000272,010.350.17%
FNMA POOL AY33702.5%4/1/20453138YGW81283,523270,466.670.17%
FED HM LN PC POOL G145992.5%11/1/20273128MDKL6266,446269,883.930.17%
COMM MORTGAGE TRUST3.63%10/10/204812593QBE9260,000267,396.430.17%
SHELBY CNTY TN HLTH EDUCTNL H4.0%9/1/2022821697P45250,000266,370.000.17%
SHELBY CNTY TN HLTH EDUCTNL H4.0%9/1/2021821697P37250,000266,192.500.17%
DUKE REALTY LP4.375%6/15/202226441YAV9250,000266,033.250.17%
NEXSTAR BROADCASTING INC0.0%1/17/202465336RAP3263,625265,382.130.17%
ARDAGH PKG FIN/HLDGS USA4.25%9/15/202203969AAM2260,000263,250.000.17%
CARMAX AUTO OWNER TRUST2.56%2/15/202214314MAF0260,000259,460.760.17%
STANDARD CHARTERED PLC5.7%3/26/2044853254AN0250,000258,680.250.16%
INTERPUBLIC GROUP COS4.2%4/15/2024460690BL3250,000258,318.000.16%
MICHIGAN ST FIN AUTH REVENUE2.267%4/1/201959447TLD3260,000257,498.800.16%
REINSURANCE GRP OF AMER3.95%9/15/2026759351AM1250,000252,606.250.16%
SWEDBANK AB2.8%3/14/202287020PAH0250,000250,575.000.16%
ALERE INC.0.0%6/18/202201449HAK5248,734249,279.900.16%
MICHIGAN ST FIN AUTH REVENUE2.057%4/1/201859447TLC5250,000249,062.500.16%
FANNIE MAE CAS5.3317%4/25/202930711XEC4235,000248,626.640.16%
SELF HELP FED CRED UNION1.15%3/18/201981632NAB1250,000248,173.500.16%
LENNAR CORP4.125%1/15/2022526057BY9245,000247,680.300.16%
MARYLAND ST HLTH HGR EDUCTNL4.068%7/1/2028574218X40240,000245,788.800.16%
MICHIGAN ST FIN AUTH REVENUE2.491%4/1/202059447TLE1250,000245,680.000.16%
DELPHI AUTOMOTIVE PLC3.15%11/19/202024713GAA0240,000245,047.680.16%
HARBOR FREIGHT TOOLS USA INC0.0%8/19/202341151PAL9243,775243,978.060.16%
AVOLON HOLDINGS LIMITED0.0%3/20/2022930VMBII1240,000243,633.360.16%
NY + PRESBYTERIAN HOSPIT4.063%8/1/2056649322AD6250,000235,112.250.15%
CHILDREN S HOSPITAL CORP4.115%1/1/204716876BAA0230,000233,374.330.15%
INDIANA ST FIN AUTH REVENUE3.624%7/1/203645506DWY7235,000231,782.850.15%
CHICAGO IL6.207%1/1/2032167486HL6250,000229,952.500.15%
FED HM LN PC POOL A376194.5%9/1/203531297TPC1213,832229,922.140.15%
AON PLC4.75%5/15/204500185AAH7225,000225,616.280.14%
FNMA POOL 9306724.5%3/1/203931412N6H4205,099222,208.160.14%
FNMA POOL BE14162.5%11/1/20313140FLSE9221,321221,643.830.14%
BARCLAYS COMMERCIAL MORTGAGE S3.674%2/15/205007332VBD6213,000220,093.880.14%
FNMA POOL MA16304.0%10/1/203331418AY44207,446219,788.030.14%
TIME WARNER CABLE LLC7.3%7/1/203888732JAN8175,000217,495.600.14%
FED HM LN PC POOL A943624.0%10/1/2040312942Z32202,870214,931.320.14%
FED HM LN PC POOL G024245.5%12/1/20363128M4AZ6189,194209,904.090.13%
ILLINOIS ST3.86%4/1/2021452152QN4215,000209,891.600.13%
MORGAN STANLEY3.95%4/23/202761761JZN2210,000208,409.460.13%
MARYLAND ST HLTH HGR EDUCTNL3.968%7/1/2027574218X32205,000208,388.650.13%
SFR GROUP SA7.375%5/1/202667054KAA7200,000206,750.000.13%
FNMA POOL AB13434.5%8/1/204031416WP55189,194204,716.960.13%
COTY INC0.0%10/27/202222207EBA1202,955204,223.590.13%
GRAY TELEVISION INC5.875%7/15/2026389375AJ5200,000204,000.000.13%
FED HM LN PC POOL G018284.5%4/1/20353128LXA59189,476203,762.950.13%
DUKE REALTY LP3.625%4/15/202326441YAX5200,000202,903.200.13%
FED HM LN PC POOL Q018074.5%7/1/20363132GFAG2187,844202,187.770.13%
FNMA POOL MA09493.5%1/1/203231418ABT4193,500202,155.670.13%
ILLINOIS TOOL WORKS INC4.875%9/15/2041452308AQ2175,000198,011.980.13%
MEMORIAL SLOAN KETTERING4.125%7/1/2052586054AB4200,000197,675.000.13%
HILLSBOROUGH CNTY FL AVIATION3.549%10/1/2022432275AE5190,000196,872.300.13%
COX COMMUNICATIONS INC4.8%2/1/2035224044CF2200,000188,865.000.12%
STANDARD INDUSTRIES INC5.125%2/15/2021853496AA5180,000187,650.000.12%
FED HM LN PC POOL G060796.0%7/1/20393128M8CQ5164,899186,885.300.12%
FNMA POOL AE02164.0%8/1/204031419AG27177,200186,299.950.12%
MORGAN STANLEY BAML TRUST3.526%12/15/204761764PBU5180,167185,016.370.12%
FED HM LN PC POOL G049975.0%1/1/20373128M63E6168,227183,275.370.12%
LANCASTER CNTY PA HOSP AUTH5.0%7/1/2024514045R39165,000181,102.350.12%
BWAY MORTGAGE TRUST2.8093%3/10/203305604FAA3179,175180,554.970.12%
UNUM GROUP3.0%5/15/202191529YAM8180,000180,373.860.11%
LEAR CORP4.75%1/15/2023521865AU9173,000179,237.690.11%
REINSURANCE GRP OF AMER4.7%9/15/2023759351AL3164,000176,793.800.11%
FED HM LN PC POOL A893844.0%10/1/2039312936M95165,872174,763.630.11%
COX COMMUNICATIONS INC3.85%2/1/2025224044CE5175,000174,754.300.11%
BAY AREA CA TOLL AUTH TOLL BRI6.918%4/1/2040072024NU2125,000170,085.000.11%
FNMA POOL 9952434.5%8/1/203831416BS82155,230166,832.500.11%
MAYO CLINIC4.128%11/15/2052578454AD2165,000163,838.240.10%
TIAA ASSET MGMT FIN LLC4.125%11/1/202487246YAC0160,000163,306.240.10%
KIMCO REALTY CORP3.4%11/1/202249446RAN9160,000161,684.160.10%
O REILLY AUTOMOTIVE INC3.8%9/1/202267103HAC1155,000161,088.870.10%
MORGAN STANLEY BAML TRUST4.0838%7/15/204661762MBW0150,000160,964.090.10%
LIBERTY PROPERTY LP3.25%10/1/202653117CAS1165,000158,480.360.10%
BANC OF AMERICA COMMERCIAL MOR3.705%9/15/204806054AAX7150,000156,235.160.10%
CAPITAL ONE FINANCIAL CO4.2%10/29/202514040HBJ3155,000155,893.890.10%
EQUINIX INC.0.0%1/6/2023962QYPII9153,450154,600.880.10%
FED HM LN PC POOL A931015.0%7/1/2040312941NS2140,505153,250.230.10%
FNMA POOL AW46852.655%5/1/20443138XUF31147,204151,179.540.10%
FNMA POOL 1903706.0%6/1/203631368HMT7133,612151,111.610.10%
FNMA POOL MA06394.0%2/1/204131417YV95143,104150,703.040.10%
KAR AUCTION SVCS INC0.0%3/9/202348562RAH2148,500150,472.230.10%
FNMA POOL AL16274.5%9/1/20413138EHYZ9139,632150,409.900.10%
LANCASTER CNTY PA HOSP AUTH5.0%7/1/2025514045R47135,000147,733.200.09%
AIRCASTLE LTD5.0%4/1/202300928QAP6140,000147,700.000.09%
CDW LLC/CDW FINANCE5.0%9/1/202312513GBB4145,000146,993.750.09%
GO DADDY OPER CO LLC0.0%2/15/202438017BAL0145,496145,822.860.09%
RYDER SYSTEM INC2.5%5/11/202078355HJZ3145,000145,768.210.09%
FED HM LN PC POOL A970474.5%2/1/2041312945ZL5132,904143,177.790.09%
LOS ANGELES CA DEPT OF ARPTS A3.887%5/15/2038544445BD0140,000142,081.800.09%
ZAYO GROUP LLC0.0%1/19/202498919MAL9140,000140,962.500.09%
CAMELOT FIN LP0.0%10/3/202313322HAC0139,300139,926.850.09%
CARMAX AUTO OWNER TRUST2.16%12/15/202114314MAE3135,000134,559.630.09%
FED HM LN PC POOL A891484.0%10/1/2039312936EV5126,301132,978.860.08%
VOYA FINANCIAL INC5.65%5/15/205345685EAG1130,000132,600.000.08%
ACCO BRANDS CORP5.25%12/15/202400081TAJ7130,000130,975.000.08%
FNMA POOL 9950825.5%8/1/203731416BM70116,866130,781.490.08%
CARMAX AUTO OWNER TRUST2.58%11/16/202014313RAG8130,000130,357.290.08%
FED HM LN PC POOL A957964.0%12/1/2040312944NM9122,408128,973.100.08%
FED HM LN PC POOL Q002915.0%4/1/20413132GDKC5115,182125,757.290.08%
FANNIE MAE CAS4.5317%7/25/202930711XEP5120,000121,599.280.08%
MASSACHUSETTS ST3.277%6/1/204657582RJN7130,000119,168.400.08%
COMM MORTGAGE TRUST3.612%10/10/204812635QBG4115,000118,196.320.08%
KAISER FOUNDATION HOSPIT3.5%4/1/202248305QAA1110,000113,805.450.07%
FNMA POOL AE06254.0%12/1/204031419AVT1104,496111,158.810.07%
GO DADDY OPER CO LLC0.0%2/15/202438017BAK2109,505109,750.890.07%
HERTZ CORP5.5%10/15/2024428040CS6125,000109,218.750.07%
NORTHEASTERN UNIVERSITY5.285%3/1/2032664675AM7100,000108,065.600.07%
MARSH + MCLENNAN COS INC3.3%3/14/2023571748BA9100,000101,992.700.06%
AMC ENTERTAINMENT INC.0.0%12/15/202300164DAP8100,000100,950.000.06%
FNMA POOL AA98464.0%8/1/203931416T5G095,502100,425.620.06%
FED HM LN PC POOL J201182.5%8/1/202731306XDX893,44494,649.510.06%
CARMAX AUTO OWNER TRUST1.9%4/15/202214314EAE195,00093,657.020.06%
FNMA POOL AC18774.5%9/1/203931417LCP887,06193,599.050.06%
FNMA POOL AD16494.0%3/1/204031418NZP887,97492,427.970.06%
FED HM LN PC POOL G084993.0%7/1/20423128MJRV491,44191,200.400.06%
FED HM LN PC POOL A878744.0%8/1/2039312934XB383,16687,913.680.06%
ON SEMICONDUCTOR CORP0.0%3/31/202368218EAD684,36384,920.840.05%
FNMA POOL AC95644.5%2/1/204031417WTW176,85283,158.820.05%
FNMA POOL AE02154.0%12/1/203931419AGZ478,74582,634.620.05%
FED HM LN PC POOL A897294.0%11/1/2039312936Y2777,87981,987.140.05%
FNMA POOL AI79514.5%8/1/20363138AMZR975,60181,504.420.05%
FNMA POOL AE06244.0%11/1/204031419AVS377,11881,180.200.05%
FNMA POOL AL00054.5%1/1/20413138EGAF173,23678,813.020.05%
CAPITAL ONE FINANCIAL CO3.75%7/28/202614040HBK080,00077,620.720.05%
FED HM LN PC POOL Q061604.0%2/1/20373132GRE9871,02174,621.600.05%
CARMAX AUTO OWNER TRUST2.2%6/15/202214314EAF875,00073,768.130.05%
FNMA POOL AL00496.0%12/1/20353138EGBT064,11472,611.930.05%
FNMA POOL 8895296.0%3/1/203831410KHE762,85471,707.410.05%
FED HM LN PC POOL A939964.5%9/1/2040312942NM365,87070,835.560.05%
SS+C TECH HOLDINGS INC5.875%7/15/202378467JAC465,00069,102.800.04%
FNMA POOL AE41134.0%10/1/204031419ESB658,65361,870.660.04%
FNMA POOL AJ59744.0%12/1/20363138AXT8458,17861,573.530.04%
FNMA POOL 7450444.5%8/1/203531403CWD956,49260,886.070.04%
AT+T INC4.75%5/15/204600206RCQ365,00060,881.800.04%
VIACOM INC6.25%2/28/205792553PBC560,00060,597.000.04%
MEMORIAL SLOAN KETTERING4.2%7/1/2055586054AC260,00059,619.360.04%
FED HM LN PC POOL G018385.0%7/1/20353128LXBF648,05652,800.220.03%
EMPLOYEES RETMNT SYS OF THE GO6.2%7/1/203929216MAK6125,00051,875.000.03%
FNMA POOL AC28174.0%10/1/203931417MDX849,38051,857.170.03%
FNMA POOL AE51434.0%11/1/204031419FWD444,42346,802.940.03%
FNMA POOL AS84492.5%12/1/20313138WJL7145,47445,539.920.03%
FED HM LN PC POOL G017795.0%4/1/203531283H6Q340,82144,792.500.03%
MARYLAND ST HLTH HGR EDUCTNL4.168%7/1/2029574218X5740,00040,447.200.03%
FNMA POOL AB17634.0%11/1/203031416W5Z137,97440,203.420.03%
FNMA POOL 8902486.0%8/1/203731410LBR232,26936,929.720.02%
FED HM LN PC POOL A947424.0%11/1/2040312943HT333,24935,175.560.02%
FED HM LN PC POOL A124135.0%8/1/203331296LVE830,65533,695.120.02%
FNMA POOL AD80334.0%8/1/204031418V4T631,91133,573.640.02%
FED HM LN PC POOL Z400046.0%8/1/20363132FCAD728,52632,485.630.02%
FED HM LN PC POOL A950844.0%11/1/2040312943UH430,02831,640.890.02%
MISSION BROADCASTING INC0.0%1/17/2024605024AM025,55825,728.630.02%
SS C TECHNOLOGIES INC0.0%7/8/202278466DBA124,62024,797.560.02%
FNMA POOL MA09193.5%12/1/203131418AAV019,74220,623.390.01%
FED HM LN PC POOL G050525.0%10/1/20333128M65M618,52420,399.640.01%
CNH EQUIPMENT TRUST1.93%3/15/202412635YAF020,00019,612.400.01%
FED HM LN PC POOL Q171034.0%6/1/20413132J8KR017,68318,587.330.01%
FNMA POOL AC54015.0%10/1/203931417SAB69,57310,459.790.01%