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Domini Impact Bond Fund Schedule of Portfolio Holdings

Holdings as of 12/31/2016


Security NameCouponMaturityCUSIPSharesMarket ValueWeight
FNMA TBA 30 YR 3.53.5%1/18/204701F0326178,221,0008,426,525.255.44%
FANNIE MAE5.625%7/15/203731398AFD94,054,0005,417,323.713.50%
FANNIE MAE1.5%6/22/20203135G0D755,328,0005,305,840.853.43%
FHLMC TBA 30 YR 3.53.5%1/18/204702R0326125,100,0005,222,507.253.37%
FED HM LN PC POOL G087413.0%1/1/20473128MJZF04,200,0004,176,162.192.70%
FNMA TBA 15 YR 33.0%1/23/203201F0304132,600,0002,668,250.081.72%
FNMA POOL BC11713.5%6/1/20463140EVJR92,484,4032,549,371.801.65%
FNMA TBA 15 YR 2.52.5%1/23/203201F0224102,000,0002,003,320.261.29%
FNMA POOL 4713333.12%8/1/202231381USW81,853,3941,910,477.901.23%
FHLMC TBA 30 YR 44.0%1/18/204702R0406151,800,0001,890,738.231.22%
FNMA POOL 4698292.72%12/1/201831381S4N91,645,5101,675,883.041.08%
FNMA POOL AN18402.45%6/1/20263138LEBJ91,500,0001,449,470.370.94%
FNMA POOL AM75983.07%12/1/20243138L8NQ31,411,8941,437,087.940.93%
FNMA POOL 4714782.61%8/1/202231381UXF91,381,9261,395,171.080.90%
FNMA TBA 30 YR 44.0%1/18/204701F0406101,300,0001,366,802.750.88%
FNMA POOL AM51974.2%1/1/20303138L5X391,178,1881,265,096.270.82%
GNMA II TBA 30 YR 3.53.5%1/24/204721H0326131,200,0001,247,507.780.81%
FNMA POOL AM86592.88%4/1/20313138L9TR31,272,8661,211,646.180.78%
FNMA POOL AN27912.44%9/1/20263138LFC551,144,7351,104,913.020.71%
FNMA POOL AN27872.6%9/1/20283138LFCZ91,150,0001,090,290.940.70%
FNMA POOL AM75073.08%12/1/20243138L8KV51,063,4311,083,198.980.70%
FNMA POOL AM91543.18%6/1/20303138LAE471,073,1791,074,305.830.69%
FNMA POOL 4698793.22%12/1/202131381S6Q01,007,3751,050,112.430.68%
ERAC USA FINANCE LLC3.85%11/15/202426884TAL61,000,0001,017,928.000.66%
FNMA POOL AM92393.03%6/1/20253138LAHR3981,521993,624.050.64%
FNMA POOL AM62663.58%7/1/20303138L66C7975,091986,995.310.64%
WASHINGTON ST HSG FIN COMMISSI4.0%1/1/2024939783TL01,000,000981,940.000.63%
FNMA POOL AM81482.68%3/1/20273138L9BS01,000,000976,341.360.63%
FNMA POOL AN17672.98%6/1/20313138LD6D0991,731972,452.200.63%
HUDSON YARDS2.835%8/10/203844421LAA01,000,000966,702.000.62%
GNMA II TBA 30 YR 4.54.5%1/24/204721H042612900,000960,714.860.62%
AMERICAN BLDRS + CONTRACTORS1.0%10/31/202302474RAC7900,000910,044.900.59%
FREDDIE MAC3.5%2/15/20263137A6YW6847,000890,724.340.58%
FNMA POOL AR91983.0%3/1/20433138W7GG3859,443859,465.990.55%
OBP DEPOSITOR LLC TRUST4.6462%7/15/204567087MAA4806,000857,719.890.55%
SPECTRA ENERGY CAPITAL8.0%10/1/201926439RAH9750,000853,579.500.55%
FREDDIE MAC3.5%6/15/20263137ACFM6780,000817,611.600.53%
CBS CORP2.9%1/15/2027124857AR4845,000785,501.020.51%
CNH INDUSTRIAL CAPITAL L4.875%4/1/202112592BAF1750,000781,875.000.50%
CALIFORNIA ST7.625%3/1/204013063BFR8525,000777,273.000.50%
FNMA POOL AM47963.3%12/1/20233138L5KJ8750,327775,748.960.50%
INTESA SANPAOLO SPA2.375%1/13/201746115HAN7775,000775,111.600.50%
FNMA POOL MA19312.5%6/1/202431418BED4753,675770,437.970.50%
OCHSNER CLINIC FOUNDATIO5.897%5/15/2045675553AA9650,000754,397.150.49%
NUMERICABLE U S LLC1.0%1/14/202567053NAJ3746,250753,946.080.49%
MORGAN STANLEY5.0%11/24/20256174467X1700,000749,148.400.48%
FED HM LN PC POOL Q336023.0%5/1/20453132QQAC6736,956733,118.560.47%
FNMA POOL AM32782.85%5/1/20233138L3UC7714,792724,984.620.47%
CONSOLIDATED EDISON CO O3.3%12/1/2024209111FE8700,000712,218.500.46%
BRANDYWINE OPER PARTNERS4.55%10/1/2029105340AP8725,000711,293.880.46%
ALLINA HEALTH SYSTEM4.805%11/15/204501959LAA0660,000705,256.860.46%
OREGON ST HLTH SCIENCE UNIVR5.0%7/1/2045685869EJ4650,000702,221.000.45%
FNMA POOL 9324414.0%1/1/204031412Q5A3648,503682,148.740.44%
SANTANDER UK PLC5.0%11/7/202380283LAA1650,000663,470.600.43%
AVAGO TECHNOLOGIES CAYMAN FIN1.0%2/1/2023G2967LAG8652,837662,834.270.43%
COMM MORTGAGE TRUST3.7255%3/10/203112625CAJ2644,000662,167.760.43%
COMM MORTGAGE TRUST3.4244%3/10/203112625CAC7640,000658,444.860.43%
SWEDBANK AB2.2%3/4/202087020PAE7650,000644,976.800.42%
ENERGIZER HLDGS INC1.0%6/30/202229267YAK8617,188620,659.180.40%
TOTAL SYSTEM SERVICES IN3.8%4/1/2021891906AD1600,000619,881.600.40%
FIFTH THIRD BANCORP8.25%3/1/2038316773CH1425,000594,214.600.38%
FNMA POOL AM51463.47%1/1/20243138L5WG1564,545589,132.950.38%
O REILLY AUTOMOTIVE INC3.85%6/15/202367103HAD9550,000566,336.100.37%
TREEHOUSE FOODS INC6.0%2/15/202489469AAC8530,000559,150.000.36%
TIME WARNER CABLE LLC7.3%7/1/203888732JAN8450,000555,205.500.36%
ROMANIA T BILL0.0%6/26/2017ACI0P3WK22,385,000551,681.120.36%
AXA SA8.6%12/15/2030054536AA5400,000551,000.000.36%
HOME DEPOT INC5.95%4/1/2041437076AV4420,000535,052.280.35%
AT+T INC1.6231%3/11/201900206RCD2525,000523,812.450.34%
TSMC GLOBAL LTD1.625%4/3/2018872882AC9523,000521,160.090.34%
FED HM LN PC POOL 8491672.905%10/1/204331300MFG3505,669517,596.100.33%
UNITED RENTALS NORTH AM4.625%7/15/2023911365BC7500,000511,875.000.33%
REGIONS FINANCIAL CORP3.2%2/8/20217591EPAK6500,000507,550.000.33%
SBA TOWER TRUST3.869%10/15/204978403DAH3500,000504,871.400.33%
RYDER SYSTEM INC2.35%2/26/201978355HJU4500,000503,192.500.32%
MET LIFE GLOB FUNDING I2.3%4/10/201959217GBF5500,000502,925.500.32%
US BANCORP3.6%9/11/202491159HHK9493,000502,901.410.32%
MARRIOTT INTERNATIONAL2.875%3/1/2021571903AN3500,000502,734.500.32%
FNMA POOL BE24562.5%12/1/20313140FMWS1500,000501,390.470.32%
BPCE SA4.875%4/1/202605578QAE3500,000500,561.000.32%
AMERICAN EXPRESS CREDIT1.2962%9/22/20170258M0DS5500,000500,344.500.32%
PENNSYLVANIA ST INDL DEV AUTH3.556%7/1/2024709193LY0505,000500,051.000.32%
ING BANK NV2.0%11/26/201844987CAJ7500,000499,939.000.32%
BPCE SA2.25%1/27/202005578DAR3500,000496,661.500.32%
DTZ U.S. BORROWER LLC1.0%11/4/202123340DAH5492,500495,013.720.32%
CDW LLC1.0%8/4/202312512YAF8489,907493,313.290.32%
VENTAS REALTY LP3.5%2/1/202592277GAE7500,000493,121.000.32%
UNIVISION COMMUNICATIONS INC1.0%3/1/2020914908AV0489,520492,409.310.32%
CREDIT AGRICOLE SA4.375%3/17/2025225313AF2495,000487,091.390.31%
ARDAGH PKG FIN/HLDGS USA4.1557%5/15/202103969AAK6470,000484,687.500.31%
BJS WHOLESALE CLUB INC1.0%9/26/201909179FAR3479,351484,294.090.31%
MASSACHUSETTS ST HLTH EDUCTN6.432%10/1/203557586ETQ4420,000484,100.400.31%
NEW YORK ST TRANSPRTN DEV CORP3.473%7/1/2028650116BD7500,000480,335.000.31%
FNMA POOL AY58762.5%6/1/20303138YKQ63475,000476,312.200.31%
BOSTON MEDICAL CTR CORP4.519%7/1/202610103DAA4455,000474,612.320.31%
FED HM LN PC POOL G083474.5%6/1/20393128MJL57440,896474,506.280.31%
ARDAGH HLDGS USA INC1.0%12/17/202103968MAD7466,069471,967.540.30%
VERIZON COMMUNICATIONS5.15%9/15/202392343VBR4426,000471,719.170.30%
BAY AREA CA TOLL AUTH TOLL BRI7.043%4/1/2050072024NV0325,000460,944.250.30%
FNMA POOL 7453276.0%3/1/203631403DA41398,538454,023.870.29%
RUSSELL INVTS US INSTITUTIONAL1.0%6/1/202378249LAB6447,750452,647.490.29%
CHARTER COMM OPT LLC/CAP6.484%10/23/2045161175BA1390,000452,443.680.29%
AT+T INC3.95%1/15/202500206RDD1445,000446,511.670.29%
FED HM LN PC POOL G306143.5%12/1/20323128CUVF0426,823443,506.180.29%
WELLTOWER INC5.25%1/15/202242217KAW6400,000441,109.600.28%
COOK CNTY IL CMNTY HIGH SCH DI5.019%12/1/2041215813HU3435,000440,694.150.28%
ILLINOIS ST5.877%3/1/2019452152HU8410,000435,526.600.28%
HUNTINGTON BANCSHARES3.15%3/14/2021446150AJ3425,000431,405.600.28%
CANADIAN PACIFIC RR CO4.5%1/15/202213645RAP9400,000430,225.600.28%
ACTAVIS FUNDING SCS3.0%3/12/202000507UAP6420,000426,137.040.28%
BOSTON PROPERTIES LP3.65%2/1/202610112RAX2430,000425,445.010.27%
CALPINE CORPORATION1.0%1/15/202313134MBG7415,800418,658.630.27%
DELPHI CORP4.15%3/15/2024247126AJ4401,000413,943.080.27%
GALLERIA CO1.0%9/29/202336380UAB3410,000412,559.220.27%
SPRINT COMMUNICATIONS7.0%3/1/2020852061AQ3375,000407,812.500.26%
CSAIL COMMERCIAL MORTGAGE TRUS3.505%4/15/2050126281AZ7394,000405,669.930.26%
CSAIL COMMERCIAL MORTGAGE TRUS3.8079%11/15/204812635RAX6388,000405,135.590.26%
FREDDIE MAC3.5%2/15/20263137A7GE4383,000404,920.350.26%
MYLAN INC2.6%6/24/2018628530AX5400,000402,460.000.26%
CITIGROUP COMMERCIAL MORTGAGE3.717%9/15/204817324DAU8384,000401,541.810.26%
WASHINGTON ST HSG FIN COMMISSI4.375%1/1/2021939783SL1400,000400,792.000.26%
AMERICAN TOWER CORP5.0%2/15/202403027XAD2362,000390,338.080.25%
LOS ANGELES CNTY CA PUBLIC WKS7.488%8/1/203354473ENT7290,000389,887.600.25%
COOPERATIEVE RABOBANK UA3.95%11/9/202221685WDF1375,000386,271.380.25%
JM SMUCKER CO4.25%3/15/2035832696AM0380,000384,852.220.25%
FED HM LN PC POOL J177913.0%1/1/20273128PXUQ7373,451383,822.140.25%
FANNIE MAE3.5%3/25/20273136A4A82368,000383,642.390.25%
ORLANDO HEALTH OBL GRP4.416%10/1/2044686515AA5395,000382,755.400.25%
HUNTINGTON NATIONAL BANK1.7%2/26/2018446438RL9380,000379,935.020.25%
FNMA POOL AB41683.5%1/1/203231417AT25361,081375,755.340.24%
MICROSOFT CORP3.7%8/8/2046594918BT0395,000372,856.700.24%
FNMA POOL AS36082.5%12/1/20433138WDAJ0389,197371,737.180.24%
ON ASSIGNMENT INC1.0%6/3/202268216FAT0365,770370,570.420.24%
AMERICAN MUNI PWR OHIO INC OHR6.27%2/15/205002765UEQ3300,000364,125.000.24%
MORGAN STANLEY BAML TRUST2.918%2/15/204661690KAE2360,000363,094.960.23%
FREDDIE MAC3.5%12/15/20253137A4BE6343,000359,291.640.23%
NY + PRESBYTERIAN HOSPIT4.024%8/1/2045649322AA2365,000355,146.830.23%
ON SEMICONDUCTOR CORP1.0%3/31/202368218EAD6349,125353,731.360.23%
FNMA POOL AB64722.0%10/1/202731417DFN8349,844342,854.700.22%
ILLINOIS ST5.547%4/1/2019452152FK2325,000336,209.250.22%
COMM MORTGAGE TRUST3.644%12/10/204712592PBF9325,000335,689.350.22%
WELLS FARGO COMMERCIAL MORTGAG3.718%12/15/204894989XBC8318,000330,367.150.21%
CELGENE CORP3.875%8/15/2025151020AS3325,000330,236.730.21%
EMPLOYEES RETMNT SYS OF THE GO6.15%7/1/203829216MAC4825,000330,000.000.21%
COMM MORTGAGE TRUST3.35%2/10/204812629NAF2326,000329,484.160.21%
AIA GROUP LTD4.5%3/16/204600131LAE5325,000327,012.080.21%
VORNADO REALTY LP2.5%6/30/2019929043AH0325,000326,340.950.21%
TIME WARNER INC3.6%7/15/2025887317AW5325,000323,768.900.21%
MORGAN STANLEY BAML TRUST4.259%10/15/204661762XAU1300,000323,760.690.21%
FED HM LN PC POOL G018375.0%7/1/20353128LXBE9291,887319,949.570.21%
DISCOVER FINANCIAL SVS3.75%3/4/2025254709AL2325,000318,292.650.21%
MORGAN STANLEY BAML TRUST4.051%4/15/204761763KBA1300,000318,288.300.21%
MORGAN STANLEY BAML TRUST3.892%6/15/204761763MAF7300,000316,376.520.20%
FNMA POOL AP95923.5%10/1/20323138MDUS9303,757316,184.300.20%
NEW JERSEY ST TURNPIKE AUTH7.102%1/1/2041646139X83225,000315,033.750.20%
FNMA POOL AE41924.0%10/1/204031419EUS6296,226313,921.630.20%
MORGAN STANLEY BAML TRUST3.741%8/15/204761763UAZ5300,000313,506.120.20%
MICHIGAN ST FIN AUTH REVENUE2.741%4/1/202159447TLF8320,000310,873.600.20%
FED HM LN PC POOL G069905.5%8/1/20403128M9C34278,543310,366.130.20%
REGENCY CENTERS LP3.75%6/15/202475884RAT0300,000303,807.900.20%
MORGAN STANLEY BAML TRUST3.102%5/15/204661762DAW1300,000303,675.570.20%
NATIONAL CITY CORP6.875%5/15/2019635405AM5275,000302,855.030.20%
CHARTER COMMUNICATIONS OP LLC1.0%1/15/2024962RDHII8297,750300,355.310.19%
ILLINOIS ST5.1%6/1/2033452151LF8335,000296,414.700.19%
AVIS BUDGET CAR/FINANCE6.375%4/1/2024053773BB2295,000296,106.250.19%
HARTFORD FINL SVCS GRP8.125%6/15/2068416515AW4275,000295,212.500.19%
CROWN CASTLE INTL CORP3.7%6/15/202622822VAC5300,000295,040.400.19%
CITY OF HOPE/THE5.623%11/15/204317858PAA9250,000294,491.500.19%
TIME WARNER CABLE LLC6.75%7/1/201888732JAL2275,000293,700.280.19%
NXP B V1.0%12/7/2020N5945LAP0287,209289,093.510.19%
NEW JERSEY ST TURNPIKE AUTH7.414%1/1/2040646139W35200,000289,038.000.19%
SS+C TECHNOLOGIES INC1.0%7/8/202278466DAV6284,654288,644.120.19%
FED HM LN PC POOL A950854.0%11/1/2040312943UJ0272,989287,591.110.19%
NEXEO SOLUTIONS LLC1.0%6/9/202365339QAF4283,575286,410.750.18%
DELL INTL LLC1.0%9/7/202324702NAL4280,000285,104.120.18%
NEXSTAR BROADCASTING INC1.0%9/21/2023930RECII7280,000282,649.920.18%
FNMA POOL AR15242.0%1/1/20283138NXVS3287,203281,444.230.18%
ACTAVIS FUNDING SCS3.8%3/15/202500507UAS0280,000280,820.120.18%
MET GOVT NASHVILLE DAVIDSONC4.053%7/1/2026592041WJ2270,000279,574.200.18%
FED HM LN PC POOL G145992.5%11/1/20273128MDKL6277,459278,457.880.18%
THERMO FISHER SCIENTIFIC4.15%2/1/2024883556BF8265,000276,361.880.18%
FNMA POOL AY33702.5%4/1/20453138YGW81285,681272,185.860.18%
ROMANIA T BILL0.0%8/28/2017ACI0PGTC51,175,000271,831.240.18%
NEW JERSEY ST ECON DEV AUTH RE3.882%6/15/201964577BTU8270,000269,959.500.17%
COMM MORTGAGE TRUST3.63%10/10/204812593QBE9260,000268,347.530.17%
DUKE REALTY LP4.375%6/15/202226441YAV9250,000266,736.750.17%
REPUBLICA ORIENT URUGUAY5.1%6/18/2050760942BA9295,000266,237.500.17%
CARMAX AUTO OWNER TRUST2.56%2/15/202214314MAF0260,000258,385.760.17%
INTERPUBLIC GROUP COS4.2%4/15/2024460690BL3250,000257,275.500.17%
MICHIGAN ST FIN AUTH REVENUE2.267%4/1/201959447TLD3260,000257,176.400.17%
SHELBY CNTY TN HLTH EDUCTNL H4.0%9/1/2021821697P37250,000254,457.500.16%
FED HM LN PC POOL A376194.5%9/1/203531297TPC1236,005254,442.090.16%
SHELBY CNTY TN HLTH EDUCTNL H4.0%9/1/2022821697P45250,000253,275.000.16%
STANDARD CHARTERED PLC5.7%3/26/2044853254AN0250,000250,545.750.16%
ALERE INC.1.0%6/18/202201449HAK5249,367249,322.450.16%
MICHIGAN ST FIN AUTH REVENUE2.057%4/1/201859447TLC5250,000249,097.500.16%
REINSURANCE GRP OF AMER3.95%9/15/2026759351AM1250,000247,826.250.16%
HARBOR FREIGHT TOOLS USA INC1.0%8/19/202341151PAL9244,388247,766.890.16%
MICHIGAN ST FIN AUTH REVENUE2.491%4/1/202059447TLE1250,000245,157.500.16%
DELPHI AUTOMOTIVE PLC3.15%11/19/202024713GAA0240,000244,059.600.16%
FANNIE MAE CAS5.1061%4/25/202930711XEC4235,000242,006.710.16%
FNMA POOL 9306724.5%3/1/203931412N6H4216,725235,122.180.15%
NY + PRESBYTERIAN HOSPIT4.063%8/1/2056649322AD6250,000234,571.250.15%
AIR LEASE CORP3.875%4/1/202100912XAM6225,000232,292.250.15%
FNMA POOL MA16304.0%10/1/203331418AY44217,536231,080.160.15%
AON PLC4.75%5/15/204500185AAH7225,000228,306.150.15%
FED HM LN PC POOL G024245.5%12/1/20363128M4AZ6203,267227,072.260.15%
CHICAGO IL6.207%1/1/2032167486HL6250,000226,920.000.15%
FED HM LN PC POOL A943624.0%10/1/2040312942Z32213,071225,753.280.15%
FNMA POOL BE14162.5%11/1/20313140FLSE9224,999225,625.190.15%
INDIANA ST FIN AUTH REVENUE3.624%7/1/203645506DWY7235,000224,497.850.14%
FED HM LN PC POOL G018284.5%4/1/20353128LXA59208,062224,296.910.14%
FNMA POOL AB13434.5%8/1/204031416WP55197,616214,213.990.14%
ILLINOIS ST3.86%4/1/2021452152QN4215,000210,790.300.14%
FNMA POOL MA09493.5%1/1/203231418ABT4203,796210,401.750.14%
MORGAN STANLEY3.95%4/23/202761761JZN2210,000208,317.060.13%
COTY INC1.0%10/27/202222207EBA1203,465205,754.040.13%
SFR GROUP SA7.375%5/1/202667054KAA7200,000205,750.000.13%
FED HM LN PC POOL Q018074.5%7/1/20363132GFAG2190,223205,131.030.13%
DUKE REALTY LP3.625%4/15/202326441YAX5200,000203,429.200.13%
FED HM LN PC POOL G060796.0%7/1/20393128M8CQ5178,670203,191.990.13%
GRAY TELEVISION INC5.875%7/15/2026389375AJ5200,000199,000.000.13%
FED HM LN PC POOL G049975.0%1/1/20373128M63E6182,249198,841.160.13%
ILLINOIS TOOL WORKS INC4.875%9/15/2041452308AQ2175,000197,494.330.13%
FNMA POOL AE02164.0%8/1/204031419AG27187,358197,433.010.13%
HILLSBOROUGH CNTY FL AVIATION3.549%10/1/2022432275AE5190,000195,016.000.13%
STANDARD INDUSTRIES INC5.125%2/15/2021853496AA5180,000188,550.000.12%
COX COMMUNICATIONS INC4.8%2/1/2035224044CF2200,000186,842.600.12%
ZIGGO NV1.0%1/15/2022N0501WAC2184,894185,884.100.12%
BWAY MORTGAGE TRUST2.8093%3/10/203305604FAA3184,059185,343.950.12%
MORGAN STANLEY BAML TRUST3.526%12/15/204761764PBU5180,167185,291.810.12%
FED HM LN PC POOL A893844.0%10/1/2039312936M95172,840182,617.850.12%
UNUM GROUP3.0%5/15/202191529YAM8180,000179,656.560.12%
FNMA POOL 9952434.5%8/1/203831416BS82165,810178,583.880.12%
LEAR CORP4.75%1/15/2023521865AU9173,000177,325.000.11%
REINSURANCE GRP OF AMER4.7%9/15/2023759351AL3164,000174,147.170.11%
BAY AREA CA TOLL AUTH TOLL BRI6.918%4/1/2040072024NU2125,000169,523.750.11%
FNMA POOL 1903706.0%6/1/203631368HMT7143,876163,250.310.11%
MAYO CLINIC4.128%11/15/2052578454AD2165,000162,669.870.11%
KIMCO REALTY CORP3.4%11/1/202249446RAN9160,000162,572.480.10%
TIAA ASSET MGMT FIN LLC4.125%11/1/202487246YAC0160,000161,874.080.10%
O REILLY AUTOMOTIVE INC3.8%9/1/202267103HAC1155,000160,573.800.10%
MORGAN STANLEY BAML TRUST4.0836%7/15/204661762MBW0150,000160,541.570.10%
FED HM LN PC POOL A931015.0%7/1/2040312941NS2147,103160,422.330.10%
LIBERTY PROPERTY LP3.25%10/1/202653117CAS1165,000158,328.890.10%
FNMA POOL MA06394.0%2/1/204131417YV95148,322156,641.430.10%
BANC OF AMERICA COMMERCIAL MOR3.705%9/15/204806054AAX7150,000156,611.190.10%
EQUINIX INC.1.0%1/8/2023927NCVII1153,838155,952.770.10%
CAPITAL ONE FINANCIAL CO4.2%10/29/202514040HBJ3155,000155,797.940.10%
FNMA POOL AL16274.5%9/1/20413138EHYZ9143,424154,950.390.10%
FED HM LN PC POOL A970474.5%2/1/2041312945ZL5143,707154,757.290.10%
FNMA POOL AW46852.655%5/1/20443138XUF31148,680152,114.800.10%
KAR AUCTION SVCS INC1.0%3/9/202348562RAH2148,875151,130.460.10%
CDW LLC/CDW FINANCE5.0%9/1/202312513GBB4145,000145,543.750.09%
RYDER SYSTEM INC2.5%5/11/202078355HJZ3145,000144,452.050.09%
FED HM LN PC POOL A891484.0%10/1/2039312936EV5135,746143,415.750.09%
AIRCASTLE LTD5.0%4/1/202300928QAP6140,000143,150.000.09%
CAMELOT FIN LP1.0%10/3/202313322HAC0139,650141,535.280.09%
FED HM LN PC POOL Q002915.0%4/1/20413132GDKC5128,931140,916.080.09%
LOS ANGELES CA DEPT OF ARPTS A3.887%5/15/2038544445BD0140,000139,237.000.09%
FNMA POOL 9950825.5%8/1/203731416BM70124,124139,134.260.09%
FED HM LN PC POOL A957964.0%12/1/2040312944NM9128,801136,034.740.09%
CARMAX AUTO OWNER TRUST2.16%12/15/202114314MAE3135,000133,996.340.09%
ACCO BRANDS CORP5.25%12/15/202400081TAJ7130,000131,219.400.08%
CARMAX AUTO OWNER TRUST2.58%11/16/202014313RAG8130,000130,170.500.08%
VOYA FINANCIAL INC5.65%5/15/205345685EAG1130,000128,212.500.08%
AT+T INC4.75%5/15/204600206RCQ3125,000118,883.630.08%
COMM MORTGAGE TRUST3.612%10/10/204812635QBG4115,000118,877.270.08%
MASSACHUSETTS ST3.277%6/1/204657582RJN7130,000118,079.000.08%
FNMA POOL AE06254.0%12/1/204031419AVT1108,334115,230.390.07%
KAISER FOUNDATION HOSPIT3.5%4/1/202248305QAA1110,000113,595.240.07%
ZIGGO NV1.0%1/15/2022N0501WAE8109,574110,161.460.07%
HERTZ CORP5.5%10/15/2024428040CS6125,000109,843.750.07%
NORTHEASTERN UNIVERSITY5.285%3/1/2032664675AM7100,000107,596.900.07%
FNMA POOL AA98464.0%8/1/203931416T5G0102,072107,513.630.07%
MARSH + MCLENNAN COS INC3.3%3/14/2023571748BA9100,000101,765.600.07%
AMC ENTERTAINMENT INC.1.0%12/15/202300164DAP8100,000101,093.800.07%
FNMA POOL AC18774.5%9/1/203931417LCP893,100100,297.810.06%
FED HM LN PC POOL J201182.5%8/1/202731306XDX898,26798,588.220.06%
FNMA POOL AD16494.0%3/1/204031418NZP892,24497,158.060.06%
FED HM LN PC POOL G084993.0%7/1/20423128MJRV493,75493,744.760.06%
FED HM LN PC POOL A878744.0%8/1/2039312934XB388,41693,614.120.06%
CARMAX AUTO OWNER TRUST1.9%4/15/202214314EAE195,00093,147.340.06%
FNMA POOL AL00496.0%12/1/20353138EGBT078,20089,336.510.06%
FED HM LN PC POOL A897294.0%11/1/2039312936Y2784,51589,251.340.06%
FNMA POOL AI79514.5%8/1/20363138AMZR982,10088,814.600.06%
FNMA POOL AE02154.0%12/1/203931419AGZ483,72188,059.470.06%
FNMA POOL AC95644.5%2/1/204031417WTW181,08687,922.940.06%
FNMA POOL AE06244.0%11/1/204031419AVS382,14386,527.770.06%
FNMA POOL AL00054.5%1/1/20413138EGAF178,50184,629.800.05%
CAPITAL ONE FINANCIAL CO3.75%7/28/202614040HBK080,00077,705.600.05%
FNMA POOL 8895296.0%3/1/203831410KHE767,57177,635.350.05%
FED HM LN PC POOL A939964.5%9/1/2040312942NM370,59976,049.560.05%
FED HM LN PC POOL Q061604.0%2/1/20373132GRE9871,69875,465.870.05%
CARMAX AUTO OWNER TRUST2.2%6/15/202214314EAF875,00073,371.510.05%
SS+C TECH HOLDINGS INC5.875%7/15/202378467JAC465,00067,681.250.04%
FNMA POOL AJ59744.0%12/1/20363138AXT8461,35565,091.590.04%
FNMA POOL 7450444.5%8/1/203531403CWD959,95764,805.930.04%
FNMA POOL AE41134.0%10/1/204031419ESB660,56564,011.960.04%
MEMORIAL SLOAN KETTERING4.2%7/1/2055586054AC260,00058,379.400.04%
FED HM LN PC POOL G018385.0%7/1/20353128LXBF651,58556,691.190.04%
FNMA POOL AC28174.0%10/1/203931417MDX852,04654,747.230.04%
EMPLOYEES RETMNT SYS OF THE GO6.2%7/1/203929216MAK6125,00050,000.000.03%
FNMA POOL AE51434.0%11/1/204031419FWD446,75349,342.560.03%
FED HM LN PC POOL G017795.0%4/1/203531283H6Q343,74447,993.860.03%
FNMA POOL AS84492.5%12/1/20313138WJL7146,32546,454.160.03%
FNMA POOL AB17634.0%11/1/203031416W5Z139,78442,223.380.03%
FNMA POOL 8902486.0%8/1/203731410LBR234,26939,448.540.03%
FED HM LN PC POOL A947424.0%11/1/2040312943HT335,36637,401.910.02%
FED HM LN PC POOL A124135.0%8/1/203331296LVE833,50236,844.630.02%
FNMA POOL AD80334.0%8/1/204031418V4T634,12735,943.730.02%
FED HM LN PC POOL Z400046.0%8/1/20363132FCAD730,39434,607.870.02%
ZIGGO NV1.0%1/15/2022N0501WAG334,04834,230.210.02%
FED HM LN PC POOL A950844.0%11/1/2040312943UH431,11832,740.920.02%
SS+C TECHNOLOGIES INCTERM1.0%7/8/202278466DAW429,47329,886.320.02%
MISSION BROADCASTING INC1.0%9/26/2023930REGII825,00025,236.600.02%
FNMA POOL MA09193.5%12/1/203131418AAV020,76421,438.740.01%
FED HM LN PC POOL G050525.0%10/1/20333128M65M619,20121,101.380.01%
CNH EQUIPMENT TRUST1.93%3/15/202412635YAF020,00019,603.910.01%
FED HM LN PC POOL Q171034.0%6/1/20413132J8KR018,14819,110.680.01%
FNMA POOL AC54015.0%10/1/203931417SAB610,56211,522.140.01%