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Domini Impact Bond Fund Schedule of Portfolio Holdings

Holdings as of 12/31/2017


Security NameCouponMaturityCUSIP Shares Market Value Weight
FED HOME LN DISCOUNT NT0.013/21/18'313385UN4 7,500,000.00 7,478,227.50 4.1%
FED HOME LN DISCOUNT NT012/29/17'313385RC2 6,500,000.00 6,500,000.00 3.6%
GNMA II TBA 30 YR 3.53.51/24/48'21H032613 5,300,000.00 5,479,289.09 3.0%
FANNIE MAE1.56/22/20'3135G0D75 5,328,000.00 5,266,690.70 2.9%
FNMA TBA 30 YR 3.53.51/18/48'01F032617 4,021,000.00 4,128,750.42 2.3%
FANNIE MAE5.6257/15/37'31398AFD9 2,376,000.00 3,341,413.94 1.8%
GNMA II TBA 30 YR 331/24/48'21H030617 3,300,000.00 3,330,164.08 1.8%
FHLMC TBA 30 YR 3.53.51/18/48'02R032612 3,000,000.00 3,081,016.56 1.7%
FNMA TBA 15 YR 331/23/33'01F030413 2,600,000.00 2,648,445.36 1.5%
FNMA POOL BE4435311/1/46'3140FP4V8 2,403,239.50 2,406,561.62 1.3%
FNMA POOL BC11713.56/1/46'3140EVJR9 2,226,113.37 2,287,513.32 1.3%
GNMA II TBA 30 YR 441/24/48'21H040616 2,100,000.00 2,189,250.06 1.2%
FNMA POOL AN43013.151/1/27'3138LGX76 2,109,700.00 2,158,839.09 1.2%
FHLMC TBA 30 YR 441/18/48'02R040615 1,800,000.00 1,882,406.20 1.0%
FNMA POOL 4698292.7212/1/18'31381S4N9 1,610,145.58 1,618,338.69 0.9%
MET TRANSPRTN AUTH NY DEDICATE511/15/38'59259N6U2 1,275,000.00 1,526,723.25 0.8%
FNMA POOL AN67442.949/1/27'3138LKP68 1,500,000.00 1,509,937.08 0.8%
FNMA POOL AN75402.9111/1/27'3138LLLW3 1,500,000.00 1,506,968.27 0.8%
FNMA POOL AN55572.95/1/27'3138LJE71 1,486,314.06 1,493,555.32 0.8%
FNMA POOL AN18402.456/1/26'3138LEBJ9 1,486,909.46 1,456,331.97 0.8%
FNMA POOL AM75983.0712/1/24'3138L8NQ3 1,388,114.28 1,424,402.45 0.8%
FNMA POOL 4714782.618/1/22'31381UXF9 1,351,543.34 1,360,531.74 0.8%
FNMA TBA 30 YR 441/18/48'01F040610 1,300,000.00 1,359,562.13 0.8%
FNMA POOL AN73003.2911/1/27'3138LLDE2 1,236,407.87 1,278,921.26 0.7%
FNMA POOL AM51974.21/1/30'3138L5X39 1,165,843.91 1,273,834.17 0.7%
FNMA POOL AM86592.884/1/31'3138L9TR3 1,255,504.55 1,228,034.46 0.7%
FNMA POOL AN27872.69/1/28'3138LFCZ9 1,150,000.00 1,124,110.76 0.6%
FNMA POOL AN27912.449/1/26'3138LFC55 1,123,306.29 1,101,850.98 0.6%
FNMA POOL AM75073.0812/1/24'3138L8KV5 1,043,874.21 1,071,690.35 0.6%
FNMA POOL AM91543.186/1/30'3138LAE47 1,054,173.42 1,069,152.56 0.6%
FNMA POOL 4698793.2212/1/21'31381S6Q0 986,101.57 1,013,403.00 0.6%
FNMA POOL AM62663.587/1/30'3138L66C7 963,740.06 996,209.27 0.6%
FNMA POOL AM81482.683/1/27'3138L9BS0 1,000,000.00 989,954.34 0.5%
FNMA POOL AM92393.036/1/25'3138LAHR3 968,128.29 989,529.36 0.5%
HUDSON YARDS2.8358/10/38'44421LAA0 1,000,000.00 979,184.70 0.5%
FNMA POOL AN17672.986/1/31'3138LD6D0 974,555.90 969,943.91 0.5%
GNMA II TBA 30 YR 4.54.51/24/48'21H042612 900,000.00 944,156.21 0.5%
AMERICAN BLDRS + CONTRACTORS010/31/23'02474RAE3 893,250.00 898,320.98 0.5%
FREDDIE MAC3.52/15/26'3137A6YW6 847,000.00 877,871.96 0.5%
OBP DEPOSITOR LLC TRUST4.64627/15/45'67087MAA4 806,000.00 843,150.31 0.5%
CALIFORNIA ST7.6253/1/40'13063BFR8 525,000.00 823,383.75 0.5%
FREDDIE MAC3.56/15/26'3137ACFM6 780,000.00 806,619.37 0.4%
FNMA POOL BE8063312/1/46'3140FT5Z0 801,812.25 802,921.53 0.4%
CNH INDUSTRIAL CAPITAL L4.8754/1/21'12592BAF1 750,000.00 789,375.00 0.4%
ONTARIO (PROVINCE OF)1.951/27/23'68323ADL5 1,000,000.00 786,376.15 0.4%
WASHINGTON ST HSG FIN COMMISSI41/1/24'939783TL0 800,000.00 785,720.00 0.4%
FNMA POOL AM47963.312/1/23'3138L5KJ8 737,380.58 763,899.65 0.4%
FNMA POOL AR919833/1/43'3138W7GG3 755,960.07 760,282.08 0.4%
FED HM LN PC POOL G0874131/1/47'3128MJZF0 754,773.67 755,742.51 0.4%
ALLINA HEALTH SYSTEM4.80511/15/45'01959LAA0 660,000.00 755,235.12 0.4%
FHLMC MULTIFAMILY STRUCTURED P1.761887/25/24'3137F2LZ7 748,000.00 750,462.94 0.4%
FNMA POOL 4696833.5411/1/21'31381SXL1 719,690.71 747,506.93 0.4%
LOS ANGELES CNTY CA PUBLIC WKS7.4888/1/33'54473ENT7 540,000.00 743,785.20 0.4%
BRANDYWINE OPER PARTNERS4.5510/1/29'105340AP8 725,000.00 742,861.95 0.4%
BOSTON MEDICAL CTR CORP4.5197/1/26'10103DAA4 705,000.00 734,999.46 0.4%
MADISON AVENUE TRUST3.294378/15/34'55282MAA2 729,000.00 734,937.56 0.4%
FANNIEMAE ACES2.561177/25/24'3136AXVB8 740,000.00 734,758.14 0.4%
PARK AVENUE TRUST3.5086/5/37'90187LAA7 712,000.00 733,597.81 0.4%
ONE MARKET PLAZA TRUST3.61392/10/32'68245HAA2 710,000.00 732,282.78 0.4%
NUMERICABLE GROUP SA01/31/26'963FXEII8 740,653.00 716,272.93 0.4%
FNMA POOL AM32782.855/1/23'3138L3UC7 701,862.90 714,635.06 0.4%
FNMA POOL AM79033.381/1/27'3138L8X90 669,445.15 698,064.12 0.4%
SANTANDER UK PLC511/7/23'80283LAA1 650,000.00 696,151.95 0.4%
COMM MORTGAGE TRUST3.72553/10/31'12625CAJ2 644,000.00 677,793.38 0.4%
COMM MORTGAGE TRUST3.42443/10/31'12625CAC7 640,000.00 664,592.77 0.4%
FIFTH THIRD BANCORP8.253/1/38'316773CH1 425,000.00 650,893.48 0.4%
SWEDBANK AB2.23/4/20'87020PAE7 650,000.00 647,524.98 0.4%
AMERICAN MUNI PWR OHIO INC OHR6.272/15/50'02765UEQ3 490,000.00 642,698.70 0.4%
PROVINCE OF QUEBEC1.653/3/22'748148RW5 815,000.00 638,203.64 0.4%
FED HM LN PC POOL Q3360235/1/45'3132QQAC6 636,240.60 637,688.16 0.4%
TOTAL SYSTEM SERVICES IN3.84/1/21'891906AD1 600,000.00 615,436.00 0.3%
FNMA POOL AM51463.471/1/24'3138L5WG1 555,229.61 580,129.96 0.3%
AXA SA8.612/15/30'054536AA5 400,000.00 576,500.00 0.3%
O REILLY AUTOMOTIVE INC3.856/15/23'67103HAD9 550,000.00 575,904.97 0.3%
FNMA POOL 93244141/1/40'31412Q5A3 544,187.15 572,231.23 0.3%
HOME DEPOT INC5.954/1/41'437076AV4 420,000.00 569,967.16 0.3%
FNMA POOL MA19312.56/1/24'31418BED4 561,879.88 563,700.25 0.3%
TREEHOUSE FOODS INC62/15/24'89469AAC8 530,000.00 553,850.00 0.3%
GREENKO DUTCH BV5.257/24/24'39530LAB6 545,000.00 553,474.75 0.3%
BPCE SA4.8754/1/26'05578QAE3 500,000.00 536,420.69 0.3%
DIGNITY HEALTH5.26711/1/64'254010AE1 500,000.00 535,710.53 0.3%
MORGAN STANLEY CAPITAL I TRUST1.9511/15/34'61691LAA7 531,000.00 531,661.52 0.3%
CREDIT AGRICOLE LONDON4.1251/10/27'22535WAB3 510,000.00 530,537.29 0.3%
AUTONATION INC5.52/1/20'05329WAK8 500,000.00 528,118.53 0.3%
OCHSNER CLINIC FOUNDATIO5.8975/15/45'675553AA9 400,000.00 523,459.10 0.3%
UNITED RENTALS NORTH AM4.6257/15/23'911365BC7 500,000.00 518,810.00 0.3%
ERAC USA FINANCE LLC3.8511/15/24'26884TAL6 500,000.00 518,712.53 0.3%
MASSACHUSETTS ST HLTH EDUCTN6.43210/1/35'57586ETQ4 420,000.00 517,809.60 0.3%
BAY AREA CA TOLL AUTH TOLL BRI7.0434/1/50'072024NV0 325,000.00 515,050.25 0.3%
CONSOLIDATED EDISON CO O3.312/1/24'209111FE8 500,000.00 513,315.08 0.3%
DIST OF COLUMBIA REVENUE4.1257/1/27'25483VSC9 500,000.00 513,170.00 0.3%
US BANCORP3.69/11/24'91159HHK9 493,000.00 511,158.50 0.3%
REGIONS FINANCIAL CORP3.22/8/21'7591EPAK6 500,000.00 509,094.25 0.3%
SBA TOWER TRUST3.86910/15/49'78403DAH3 500,000.00 505,326.60 0.3%
VENTAS REALTY LP3.52/1/25'92277GAE7 500,000.00 504,481.79 0.3%
MARRIOTT INTERNATIONAL2.8753/1/21'571903AN3 500,000.00 503,582.13 0.3%
PENNSYLVANIA ST INDL DEV AUTH3.5567/1/24'709193LY0 505,000.00 500,707.50 0.3%
RYDER SYSTEM INC2.352/26/19'78355HJU4 500,000.00 500,599.27 0.3%
XEROX CORPORATION5.62512/15/19'984121CA9 475,000.00 499,742.65 0.3%
BPCE SA2.251/27/20'05578DAR3 500,000.00 499,135.50 0.3%
TORONTO DOMINION BANK1.859/11/20'89114QBT4 500,000.00 494,665.39 0.3%
CDW LLC08/17/23'12512YAF8 484,983.29 489,014.96 0.3%
UNIVISION COMMUNICATIONS03/15/24'914908AX6 484,268.59 483,390.61 0.3%
DTZ U.S. BORROWER LLC011/4/21'23340DAH5 487,500.00 481,798.20 0.3%
NEW YORK ST TRANSPRTN DEV CORP3.4737/1/28'650116BD7 500,000.00 479,535.00 0.3%
FNMA POOL AM78123.11/1/27'3138L8VE1 467,714.09 478,096.94 0.3%
BIOGEN INC5.29/15/45'09062XAD5 400,000.00 476,683.02 0.3%
COOK CNTY IL CMNTY HIGH SCH DI5.01912/1/41'215813HU3 435,000.00 474,524.10 0.3%
FNMA POOL AN14103.015/1/28'3138LDR88 464,542.16 470,433.26 0.3%
AIR LEASE CORP3.8754/1/21'00912XAM6 450,000.00 466,445.39 0.3%
AERCAP IRELAND CAP/GLOBA3.55/26/22'00774MAA3 450,000.00 457,141.83 0.3%
AT+T INC3.951/15/25'00206RDD1 445,000.00 456,294.63 0.3%
RUSSELL INVTS US INSTITUTIONAL06/1/23'78249LAB6 443,250.00 447,571.69 0.2%
ILLINOIS ST5.8773/1/19'452152HU8 425,000.00 438,340.75 0.2%
BOSTON PROPERTIES LP3.652/1/26'10112RAX2 430,000.00 437,571.96 0.2%
WELLTOWER INC5.251/15/22'42217KAW6 400,000.00 435,047.66 0.2%
HUNTINGTON BANCSHARES3.153/14/21'446150AJ3 425,000.00 432,004.35 0.2%
CANADIAN PACIFIC RR CO4.51/15/22'13645RAP9 400,000.00 426,368.11 0.2%
VERIZON COMMUNICATIONS3.3762/15/25'92343VEB6 424,000.00 426,270.61 0.2%
DELPHI CORP4.153/15/24'247126AJ4 401,000.00 424,021.93 0.2%
ALLERGAN FUNDING SCS33/12/20'00507UAP6 420,000.00 423,993.99 0.2%
MICROSOFT CORP3.78/8/46'594918BT0 395,000.00 412,882.82 0.2%
GALLERIA CO09/29/23'36380UAB3 408,975.00 411,270.58 0.2%
OREGON ST HLTH SCIENCE UNIVR57/1/45'685869EJ4 350,000.00 409,426.50 0.2%
DIGNITY HEALTH4.511/1/42'254010AB7 408,000.00 409,305.24 0.2%
SPRINT COMMUNICATIONS INC02/2/24'85208EAB6 406,925.00 407,221.65 0.2%
CSAIL COMMERCIAL MORTGAGE TRUS3.807911/15/48'12635RAX6 388,000.00 406,564.40 0.2%
CSAIL COMMERCIAL MORTGAGE TRUS3.5054/15/50'126281AZ7 394,000.00 406,463.13 0.2%
JM SMUCKER CO4.253/15/35'832696AM0 380,000.00 404,697.70 0.2%
ORLANDO HEALTH OBL GRP4.41610/1/44'686515AA5 395,000.00 403,672.68 0.2%
CITIGROUP COMMERCIAL MORTGAGE3.7179/15/48'17324DAU8 384,000.00 402,395.71 0.2%
SPRINT COMMUNICATIONS73/1/20'852061AQ3 375,000.00 402,187.50 0.2%
FREDDIE MAC3.52/15/26'3137A7GE4 383,000.00 398,430.57 0.2%
QUEENSLAND TREASURY CORP33/22/24'ACI0T3DS2 500,000.00 398,033.83 0.2%
AMERICAN TOWER CORP52/15/24'03027XAD2 362,000.00 397,048.76 0.2%
GS MORTGAGE SECURITIES TRUST2.177037/15/32'36253XAA3 395,000.00 395,832.34 0.2%
COOPERATIEVE RABOBANK UA3.9511/9/22'21685WDF1 375,000.00 391,405.44 0.2%
NY + PRESBYTERIAN HOSPIT4.0248/1/45'649322AA2 365,000.00 387,160.78 0.2%
AMAZON.COM INC4.812/5/34'023135AP1 325,000.00 382,586.58 0.2%
FANNIE MAE3.53/25/27'3136A4A82 368,000.00 379,018.80 0.2%
AEGEA FINANCE SARL5.7510/10/24'00775CAA4 370,000.00 377,400.00 0.2%
FED HM LN PC POOL G083474.56/1/39'3128MJL57 350,961.18 374,505.72 0.2%
CBS CORP2.91/15/27'124857AR4 400,000.00 374,349.50 0.2%
WESTROCK CO39/15/24'96145DAA3 375,000.00 372,233.48 0.2%
SACRAMENTO CNTY CA PENSN OBLG5.738/15/23'786091AD0 340,000.00 370,773.40 0.2%
AIA GROUP LTD4.53/16/46'00131LAE5 325,000.00 365,328.22 0.2%
PUBLIC FIN AUTH WI SENIOR LIVI311/15/22'74443UBF9 360,000.00 361,249.20 0.2%
FREDDIE MAC3.512/15/25'3137A4BE6 343,000.00 355,759.26 0.2%
BROADCOM CRP / CAYMN FI3.6251/15/24'11134LAE9 355,000.00 353,481.00 0.2%
AT+T INC2.206063/11/19'00206RCD2 350,000.00 351,822.44 0.2%
CHARTER COMM OPT LLC/CAP6.48410/23/45'161175BA1 300,000.00 350,985.77 0.2%
FED HM LN PC POOL G306143.512/1/32'3128CUVF0 336,912.08 350,981.69 0.2%
FED HM LN PC POOL 8491672.89610/1/43'31300MFG3 346,564.01 350,784.65 0.2%
FNMA POOL AS36082.512/1/43'3138WDAJ0 361,458.46 350,479.39 0.2%
FNMA POOL 74532763/1/36'31403DA41 307,067.40 348,556.15 0.2%
COMM MORTGAGE TRUST3.64412/10/47'12592PBF9 325,000.00 338,349.64 0.2%
SAN BERNARDINO CNTY CA PENSN O6.028/1/23'796839BP2 315,000.00 337,727.25 0.2%
NEW JERSEY ST TURNPIKE AUTH7.1021/1/41'646139X83 225,000.00 336,984.75 0.2%
CELGENE CORP3.8758/15/25'151020AS3 325,000.00 336,941.17 0.2%
ILLINOIS ST5.16/1/33'452151LF8 335,000.00 335,030.15 0.2%
ILLINOIS ST5.5474/1/19'452152FK2 325,000.00 333,710.00 0.2%
WELLS FARGO COMMERCIAL MORTGAG3.71812/15/48'94989XBC8 318,000.00 332,904.47 0.2%
COMM MORTGAGE TRUST3.352/10/48'12629NAF2 326,000.00 332,573.01 0.2%
ON ASSIGNMENT INC06/5/22'68216FAV5 327,854.55 330,176.74 0.2%
FED HM LN PC POOL J1779131/1/27'3128PXUQ7 322,233.39 328,468.05 0.2%
DISCOVER FINANCIAL SVS3.753/4/25'254709AL2 325,000.00 327,640.93 0.2%
MORGAN STANLEY BAML TRUST4.25910/15/46'61762XAU1 300,000.00 321,525.33 0.2%
CITY OF HOPE/THE5.62311/15/43'17858PAA9 250,000.00 319,486.95 0.2%
MORGAN STANLEY BAML TRUST4.0514/15/47'61763KBA1 300,000.00 319,013.82 0.2%
MORGAN STANLEY BAML TRUST3.8926/15/47'61763MAF7 300,000.00 316,372.62 0.2%
MICHIGAN ST FIN AUTH REVENUE2.7414/1/21'59447TLF8 320,000.00 310,800.00 0.2%
NEW JERSEY ST TURNPIKE AUTH7.4141/1/40'646139W35 200,000.00 309,480.00 0.2%
EMPLOYEES RETMNT SYS OF THE GO6.157/1/38'29216MAC4 825,000.00 309,375.00 0.2%
REGENCY CENTERS LP3.756/15/24'75884RAT0 300,000.00 306,229.91 0.2%
STANDARD CHARTERED PLC5.73/26/44'853254AN0 250,000.00 304,342.66 0.2%
FNMA POOL AB41683.51/1/32'31417AT25 292,462.72 304,223.40 0.2%
CROWN CASTLE INTL CORP3.76/15/26'22822VAC5 300,000.00 300,335.77 0.2%
ING BANK NV211/26/18'44987CAJ7 300,000.00 299,889.14 0.2%
CHARTER COMMUNICATIONS OPERATI04/30/25'932QLAII3 295,500.00 296,054.06 0.2%
PNC FINANCIAL SERVICES6.8755/15/19'635405AM5 275,000.00 291,660.36 0.2%
FNMA POOL AB6472210/1/27'31417DFN8 294,062.31 290,977.87 0.2%
SBA TOWER TRUST3.1684/9/47'78403DAL4 290,000.00 288,968.59 0.2%
MET GOVT NASHVILLE DAVIDSONC4.0537/1/26'592041WJ2 270,000.00 287,096.40 0.2%
NEXEO SOLUTIONS, LLC06/9/23'963LNUII0 280,739.25 282,727.73 0.2%
THERMO FISHER SCIENTIFIC4.152/1/24'883556BF8 265,000.00 281,464.20 0.2%
ALMONDE INC06/13/24'02034DAC1 274,312.49 275,399.04 0.2%
NEW JERSEY ST ECON DEV AUTH RE3.8826/15/19'64577BTU8 270,000.00 273,250.80 0.2%
ARDAGH PKG FIN/HLDGS USA4.259/15/22'03969AAM2 260,000.00 265,200.00 0.1%
DUKE REALTY LP4.3756/15/22'26441YAV9 250,000.00 265,185.14 0.1%
MAXLINEAR INC.05/12/24'962WWLII7 263,117.67 264,762.16 0.1%
PITNEY BOWES INC3.6259/15/20'724479AM2 265,000.00 263,675.00 0.1%
NY + PRESBYTERIAN HOSPIT4.0638/1/56'649322AD6 250,000.00 263,375.40 0.1%
FNMA POOL AY33702.54/1/45'3138YGW81 270,983.05 261,748.42 0.1%
FANNIE MAE CAS5.902135/25/29'30711XEC4 235,000.00 260,793.74 0.1%
CHICAGO IL6.2071/1/32'167486HL6 250,000.00 259,882.50 0.1%
CARMAX AUTO OWNER TRUST2.562/15/22'14314MAF0 260,000.00 259,049.34 0.1%
FNMA POOL AE4192410/1/40'31419EUS6 243,719.15 258,373.72 0.1%
MICHIGAN ST FIN AUTH REVENUE2.2674/1/19'59447TLD3 260,000.00 256,757.80 0.1%
REINSURANCE GRP OF AMER3.959/15/26'759351AM1 250,000.00 255,960.26 0.1%
DELL INTL LLC09/7/23'24702NAZ3 254,487.47 254,634.82 0.1%
GO DADDY OPER CO LLC02/15/24'38017BAN6 253,451.24 254,472.14 0.1%
SHELBY CNTY TN HLTH EDUCTNL H49/1/21'821697P37 250,000.00 253,650.00 0.1%
SHELBY CNTY TN HLTH EDUCTNL H49/1/22'821697P45 250,000.00 253,495.00 0.1%
MEXICO CITY ARPT TRUST3.8754/30/28'59284MAC8 255,000.00 252,450.00 0.1%
SWEDBANK AB2.83/14/22'87020PAH0 250,000.00 251,301.25 0.1%
AON PLC4.755/15/45'00185AAH7 225,000.00 251,163.31 0.1%
LENNAR CORP4.1251/15/22'526057BY9 245,000.00 250,818.75 0.1%
MICHIGAN ST FIN AUTH REVENUE2.0574/1/18'59447TLC5 250,000.00 249,547.50 0.1%
CHILDREN S HOSPITAL CORP4.1151/1/47'16876BAA0 230,000.00 249,468.79 0.1%
FED HM LN PC POOL G0183757/1/35'3128LXBE9 228,820.66 248,360.83 0.1%
CARMAX AUTO OWNER TRUST2.710/16/23'14314RAF9 250,000.00 248,265.90 0.1%
SELF HELP FED CRED UNION1.153/18/19'81632NAB1 250,000.00 248,109.25 0.1%
FREMF MORTGAGE TRUST3.674811/25/49'30306HAS9 250,000.00 247,965.68 0.1%
SELF HELP CREDIT UNION1.159/16/19'81632LAC3 250,000.00 246,762.00 0.1%
MARYLAND ST HLTH HGR EDUCTNL4.0687/1/28'574218X40 240,000.00 246,528.00 0.1%
MICHIGAN ST FIN AUTH REVENUE2.4914/1/20'59447TLE1 250,000.00 244,702.50 0.1%
APTIV PLC3.1511/19/20'03835VAA4 240,000.00 243,869.16 0.1%
HARBOR FREIGHT TOOLS USA INC08/18/23'41151PAL9 240,712.50 242,611.96 0.1%
SS C TECHNOLOGIES INC07/8/22'78466DAZ7 240,374.99 242,140.30 0.1%
FED HM LN PC POOL A95085411/1/40'312943UJ0 229,867.83 241,439.71 0.1%
NETS HOLDING A/S011/27/24'963KKPII6 200,000.00 241,310.89 0.1%
TECHEM GMBH010/2/24'963BHGII0 200,000.00 241,180.72 0.1%
FNMA POOL AP95923.510/1/32'3138MDUS9 233,719.76 241,036.30 0.1%
INDIANA ST FIN AUTH REVENUE3.6247/1/36'45506DWY7 235,000.00 238,917.45 0.1%
AVOLON TLB BORROWER 1 ( US )04/3/22'05400KAB6 238,800.00 237,338.54 0.1%
FED HM LN PC POOL G069905.58/1/40'3128M9C34 214,050.00 236,689.12 0.1%
FNMA POOL AR152421/1/28'3138NXVS3 233,665.05 230,060.33 0.1%
FREMF MORTGAGE TRUST3.835087/25/49'30295AAN8 224,000.00 228,262.88 0.1%
FED HM LN PC POOL G145992.511/1/27'3128MDKL6 225,805.90 227,059.96 0.1%
FREMF MORTGAGE TRUST3.753211/25/50'35708WAS9 220,000.00 217,769.27 0.1%
ILLINOIS ST3.864/1/21'452152QN4 215,000.00 216,109.40 0.1%
MORGAN STANLEY3.954/23/27'61761JZN2 210,000.00 213,664.27 0.1%
AMAZON.COM INC3.8758/22/37'023135BD7 200,000.00 212,944.81 0.1%
MEMORIAL SLOAN KETTERING4.1257/1/52'586054AB4 200,000.00 211,292.76 0.1%
ILLINOIS TOOL WORKS INC4.8759/15/41'452308AQ2 175,000.00 211,088.70 0.1%
FED HM LN PC POOL A376194.59/1/35'31297TPC1 196,478.92 209,702.30 0.1%
MARYLAND ST HLTH HGR EDUCTNL3.9687/1/27'574218X32 205,000.00 208,640.80 0.1%
SFR GROUP SA7.3755/1/26'67054KAA7 200,000.00 206,000.00 0.1%
GRAY TELEVISION INC5.8757/15/26'389375AJ5 200,000.00 205,500.00 0.1%
SEATTLE SPINCO06/21/24'962XKAII2 204,690.12 205,479.81 0.1%
DUKE REALTY LP3.6254/15/23'26441YAX5 200,000.00 205,107.42 0.1%
COX COMMUNICATIONS INC4.82/1/35'224044CF2 200,000.00 204,393.43 0.1%
FNMA POOL BE14162.511/1/31'3140FLSE9 203,021.95 202,868.39 0.1%
COTY INC010/27/22'22207EBA1 201,425.31 202,369.59 0.1%
NEXSTAR BROADCASTING INC01/17/24'65336RAR9 201,390.40 202,271.48 0.1%
ALIBABA GROUP HOLDING2.86/6/23'01609WAS1 200,000.00 199,580.22 0.1%
HILLSBOROUGH CNTY FL AVIATION3.54910/1/22'432275AE5 190,000.00 194,822.20 0.1%
FED HM LN PC POOL A94362410/1/40'312942Z32 181,547.03 192,452.09 0.1%
FNMA POOL MA1630410/1/33'31418AY44 181,793.83 192,272.74 0.1%
FED HM LN PC POOL Q018074.57/1/36'3132GFAG2 177,222.75 189,254.38 0.1%
FNMA POOL 9306724.53/1/39'31412N6H4 174,660.12 188,914.00 0.1%
PUBLIC FIN AUTH WI SENIOR LIVI3.511/15/23'74443UBE2 185,000.00 186,868.50 0.1%
MORGAN STANLEY BAML TRUST3.52612/15/47'61764PBU5 180,167.00 186,490.36 0.1%
LANCASTER CNTY PA HOSP AUTH57/1/24'514045R39 165,000.00 185,481.45 0.1%
KAISER FOUNDATION HOSPIT3.155/1/27'48305QAC7 185,000.00 185,397.45 0.1%
UNUM GROUP35/15/21'91529YAM8 180,000.00 181,397.80 0.1%
BAY AREA CA TOLL AUTH TOLL BRI6.9184/1/40'072024NU2 125,000.00 180,778.75 0.1%
ON SEMICONDUCTOR CORP03/31/23'68218EAF1 176,730.13 177,779.55 0.1%
FNMA POOL MA09493.51/1/32'31418ABT4 169,591.74 176,411.27 0.1%
MAYO CLINIC4.12811/15/52'578454AD2 165,000.00 176,203.33 0.1%
REINSURANCE GRP OF AMER4.79/15/23'759351AL3 164,000.00 176,143.96 0.1%
FREMF MORTGAGE TRUST3.97157/25/49'35708TAS6 175,000.00 175,590.63 0.1%
USI INC05/16/24'90351NAE5 174,562.50 174,707.91 0.1%
FNMA POOL AB13434.58/1/40'31416WP55 160,928.28 174,081.77 0.1%
FED HM LN PC POOL G024245.512/1/36'3128M4AZ6 156,836.07 173,882.09 0.1%
FED HM LN PC POOL G018284.54/1/35'3128LXA59 161,546.77 172,503.75 0.1%
CHICAGO IL7.0451/1/29'167486ZZ5 155,000.00 171,493.55 0.1%
NUVEEN FINANCE LLC4.12511/1/24'87246YAC0 160,000.00 169,108.73 0.1%
BWAY MORTGAGE TRUST2.80933/10/33'05604FAA3 164,813.03 165,080.65 0.1%
FNMA POOL AE021648/1/40'31419AG27 155,637.54 163,605.74 0.1%
KIMCO REALTY CORP3.411/1/22'49446RAN9 160,000.00 163,343.88 0.1%
O REILLY AUTOMOTIVE INC3.89/1/22'67103HAC1 155,000.00 163,224.58 0.1%
COX COMMUNICATIONS INC3.158/15/24'224044CH8 165,000.00 162,746.60 0.1%
LIBERTY PROPERTY LP3.2510/1/26'53117CAS1 165,000.00 162,693.27 0.1%
FED HM LN PC POOL G0607967/1/39'3128M8CQ5 142,728.69 161,088.89 0.1%
FREMF MORTGAGE TRUST4.072865/25/27'30302XAE9 155,000.00 159,753.94 0.1%
CAPITAL ONE FINANCIAL CO4.210/29/25'14040HBJ3 155,000.00 159,730.17 0.1%
MORGAN STANLEY BAML TRUST4.082197/15/46'61762MBW0 150,000.00 159,678.12 0.1%
CHICAGO IL7.3751/1/33'167486VV8 135,000.00 156,463.65 0.1%
FED HM LN PC POOL A89384410/1/39'312936M95 145,876.06 153,227.50 0.1%
LANCASTER CNTY PA HOSP AUTH57/1/25'514045R47 135,000.00 152,035.65 0.1%
DIAMOND (BC) B V09/6/24'N2611UAC9 150,000.00 150,611.25 0.1%
FED HM LN PC POOL G0499751/1/37'3128M63E6 138,766.21 150,000.28 0.1%
LOS ANGELES CA DEPT OF ARPTS A3.8875/15/38'544445BD0 140,000.00 148,607.20 0.1%
RYDER SYSTEM INC2.55/11/20'78355HJZ3 145,000.00 145,221.19 0.1%
FNMA POOL AW46852.6555/1/44'3138XUF31 142,445.41 144,455.19 0.1%
FREMF MORTGAGE TRUST4.034147/25/27'35708QAU7 136,000.00 139,738.75 0.1%
CAMELOT FIN LP010/3/23'13322HAE6 138,256.99 139,207.51 0.1%
VOYA FINANCIAL INC5.655/15/53'45685EAG1 130,000.00 138,775.00 0.1%
FNMA POOL 9952434.58/1/38'31416BS82 128,480.69 137,116.68 0.1%
FNMA POOL MA063942/1/41'31417YV95 128,136.80 134,666.09 0.1%
CARMAX AUTO OWNER TRUST2.1612/15/21'14314MAE3 135,000.00 134,100.51 0.1%
FNMA POOL AL16274.59/1/41'3138EHYZ9 123,142.23 131,893.36 0.1%
FANNIE MAE CAS5.102137/25/29'30711XEP5 120,000.00 130,541.96 0.1%
CARMAX AUTO OWNER TRUST2.5811/16/20'14313RAG8 130,000.00 130,283.43 0.1%
MASSACHUSETTS ST3.2776/1/46'57582RJN7 130,000.00 125,808.80 0.1%
FNMA POOL 19037066/1/36'31368HMT7 109,179.64 123,730.64 0.1%
FREMF MORTGAGE TRUST3.64749/25/24'30305GAS2 120,000.00 121,578.60 0.1%
FED HM LN PC POOL A970474.52/1/41'312945ZL5 113,480.58 121,363.96 0.1%
FED HM LN PC POOL A89148410/1/39'312936EV5 114,743.57 120,518.21 0.1%
FED HM LN PC POOL A9310157/1/40'312941NS2 109,521.23 118,662.32 0.1%
FREMF MORTGAGE TRUST3.726410/25/49'30305KAG9 120,000.00 118,375.09 0.1%
KAR AUCTION SVCS INC03/9/23'48562RAK5 115,733.73 116,529.40 0.1%
HERTZ CORP5.510/15/24'428040CS6 125,000.00 113,437.50 0.1%
KAISER FOUNDATION HOSPIT3.54/1/22'48305QAA1 110,000.00 113,306.57 0.1%
FED HM LN PC POOL A95796412/1/40'312944NM9 107,585.87 113,000.92 0.1%
FNMA POOL 9950825.58/1/37'31416BM70 97,659.32 108,435.73 0.1%
NORTHEASTERN UNIVERSITY5.2853/1/32'664675AM7 100,000.00 107,601.38 0.1%
FED HM LN PC POOL Q0029154/1/41'3132GDKC5 97,787.62 106,605.77 0.1%
MASSACHUSETTS ST DEV FIN AGY R410/1/27'57584X4J7 100,000.00 104,768.00 0.1%
MARSH + MCLENNAN COS INC3.33/14/23'571748BA9 100,000.00 102,604.54 0.1%
FREMF MORTGAGE TRUST3.879782/25/24'30301TAE9 100,000.00 101,963.10 0.1%
ZAYO GROUP LLC01/19/24'98919MAP0 100,094.75 100,543.47 0.1%
WASHINGTON ST HSG FIN COMMISSI4.3751/1/21'939783SL1 100,000.00 100,000.00 0.1%
FNMA POOL AE0625412/1/40'31419AVT1 92,478.34 98,576.49 0.1%
CARMAX AUTO OWNER TRUST1.94/15/22'14314EAE1 95,000.00 93,865.11 0.1%
FREMF MORTGAGE TRUST3.844378/25/27'30305EAE8 90,000.00 89,651.93 0.0%
FREMF MORTGAGE TRUST3.674811/25/49'30306HAU4 90,000.00 85,817.75 0.0%
FED HM LN PC POOL G0849937/1/42'3128MJRV4 85,286.93 85,766.06 0.0%
FREMF MORTGAGE TRUST3.944199/25/49'30300YAS8 85,000.00 85,691.20 0.0%
FNMA POOL AD164943/1/40'31418NZP8 80,877.61 85,018.97 0.0%
FNMA POOL AA984648/1/39'31416T5G0 80,152.94 84,297.85 0.0%
FED HM LN PC POOL J201182.58/1/27'31306XDX8 80,159.90 80,599.97 0.0%
CAPITAL ONE FINANCIAL CO3.757/28/26'14040HBK0 80,000.00 79,808.69 0.0%
INLAND VLY CA DEV AGY SUCCESSO5.53/1/33'45750TAS2 70,000.00 79,463.30 0.0%
FED HM LN PC POOL A8787448/1/39'312934XB3 74,586.43 78,823.83 0.0%
FNMA POOL AC18774.59/1/39'31417LCP8 72,828.30 77,890.03 0.0%
FNMA POOL AC95644.52/1/40'31417WTW1 69,169.52 74,669.18 0.0%
CARMAX AUTO OWNER TRUST2.26/15/22'14314EAF8 75,000.00 73,895.57 0.0%
FED HM LN PC POOL Q0616042/1/37'3132GRE98 69,057.93 72,260.83 0.0%
FNMA POOL AE0215412/1/39'31419AGZ4 68,627.87 72,140.87 0.0%
FED HM LN PC POOL A89729411/1/39'312936Y27 68,400.92 71,823.76 0.0%
FREMF MORTGAGE TRUST3.980483/25/27'30296CAE3 70,000.00 70,995.13 0.0%
FNMA POOL AE0624411/1/40'31419AVS3 67,357.08 70,788.46 0.0%
ILLINOIS ST5.6653/1/18'452152HT1 70,000.00 70,382.90 0.0%
FNMA POOL AI79514.58/1/36'3138AMZR9 65,624.31 70,209.12 0.0%
SS+C TECH HOLDINGS INC5.8757/15/23'78467JAC4 65,000.00 68,900.00 0.0%
FNMA POOL AL00054.51/1/41'3138EGAF1 63,605.63 68,228.50 0.0%
MEMORIAL SLOAN KETTERING4.27/1/55'586054AC2 60,000.00 65,060.66 0.0%
AT+T INC4.755/15/46'00206RCQ3 65,000.00 63,817.63 0.0%
FNMA POOL AL0049612/1/35'3138EGBT0 54,384.21 61,777.97 0.0%
FREMF MORTGAGE TRUST3.753211/25/50'35708WAU4 65,000.00 60,618.03 0.0%
FED HM LN PC POOL A939964.59/1/40'312942NM3 55,814.54 59,576.97 0.0%
FNMA POOL 88952963/1/38'31410KHE7 51,487.26 58,229.92 0.0%
FNMA POOL AJ5974412/1/36'3138AXT84 53,258.63 56,105.00 0.0%
FNMA POOL AE4113410/1/40'31419ESB6 52,376.02 55,325.94 0.0%
FNMA POOL 7450444.58/1/35'31403CWD9 47,662.30 50,989.42 0.0%
FNMA POOL AC2817410/1/39'31417MDX8 44,244.32 46,512.07 0.0%
CORE + MAIN LP6.1258/15/25'14987KAA1 45,000.00 45,787.50 0.0%
FED HM LN PC POOL G0183857/1/35'3128LXBF6 40,036.97 43,454.71 0.0%
FNMA POOL AS84492.512/1/31'3138WJL71 41,788.29 41,756.68 0.0%
FNMA POOL AE5143411/1/40'31419FWD4 39,251.76 41,360.60 0.0%
MARYLAND ST HLTH HGR EDUCTNL4.1687/1/29'574218X57 40,000.00 40,688.80 0.0%
FREMF MORTGAGE TRUST3.726410/25/49'30305KAJ3 40,000.00 38,247.24 0.0%
FED HM LN PC POOL G0177954/1/35'31283H6Q3 35,035.03 38,034.86 0.0%
FNMA POOL AB1763411/1/30'31416W5Z1 32,416.37 34,148.61 0.0%
FED HM LN PC POOL A94742411/1/40'312943HT3 29,856.03 31,583.28 0.0%
FNMA POOL 89024868/1/37'31410LBR2 27,734.62 31,563.51 0.0%
MA FINANCECO LLC06/21/24'55280FAG6 30,309.88 30,431.12 0.0%
FNMA POOL AD803348/1/40'31418V4T6 27,477.14 28,878.04 0.0%
FED HM LN PC POOL A1241358/1/33'31296LVE8 26,513.14 28,710.15 0.0%
FED HM LN PC POOL A95084411/1/40'312943UH4 25,545.62 26,831.13 0.0%
FED HM LN PC POOL Z4000468/1/36'3132FCAD7 23,427.77 26,354.23 0.0%
MISSION BROADCASTING INC01/17/24'605024AN8 25,423.67 25,534.90 0.0%
ILLINOIS ST5.1632/1/18'452152BG5 25,000.00 25,055.50 0.0%
CNH EQUIPMENT TRUST1.933/15/24'12635YAF0 20,000.00 19,710.57 0.0%
FNMA POOL MA09193.512/1/31'31418AAV0 17,308.26 18,004.26 0.0%
FED HM LN PC POOL G05052510/1/33'3128M65M6 14,578.88 15,849.02 0.0%
FED HM LN PC POOL Q1710346/1/41'3132J8KR0 14,092.88 14,748.18 0.0%
COX COMMUNICATIONS INC3.852/1/25'224044CE5 10,000.00 10,248.33 0.0%
FNMA POOL AC5401510/1/39'31417SAB6 7,716.67 8,330.84 0.0%
SS C TECHNOLOGIES INC07/8/22'78466DBA1 4,580.49 4,614.84 0.0%