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Domini Impact Bond Fund Schedule of Portfolio Holdings

Holdings as of 9/30/2016


Security NameCouponMaturityCUSIPSharesMarket ValueWeight
FNMA TBA 30 YR 3.53.5%10/13/204601F0326A713,721,00014,478,870.248.59%
FNMA TBA 30 YR 33.0%10/13/204601F0306A17,000,0007,275,898.214.31%
FANNIE MAE5.625%7/15/203731398AFD93,663,0005,426,782.123.22%
FANNIE MAE1.5%6/22/20203135G0D755,328,0005,412,454.133.21%
GNMA II TBA 30 YR 33.0%10/20/204621H0306A74,600,0004,819,218.612.86%
FHLMC TBA 30 YR 3.53.5%10/13/204602R0326A22,600,0002,743,152.411.63%
FNMA POOL BC11713.5%6/1/20463140EVJR92,558,3572,700,557.341.60%
FHLMC TBA 30 YR 3.53.5%11/14/204602R0326B02,500,0002,635,937.501.56%
GNMA II TBA 30 YR 44.0%10/20/204621H0406A62,000,0002,143,203.061.27%
FNMA POOL 4713333.12%8/1/202231381USW81,862,7221,988,923.311.18%
FNMA POOL 4698292.72%12/1/201831381S4N91,654,1551,701,818.481.01%
FNMA POOL AN18402.45%6/1/20263138LEBJ91,500,0001,541,168.120.91%
FNMA POOL AM75983.07%12/1/20243138L8NQ31,417,7081,525,180.400.90%
FNMA POOL 4714782.61%8/1/202231381UXF91,389,3691,456,601.720.86%
FNMA TBA 30 YR 44.0%10/13/204601F0406A01,300,0001,396,281.290.83%
FNMA POOL AM51974.2%1/1/20303138L5X391,181,2141,378,234.440.82%
FNMA POOL AM86592.88%4/1/20313138L9TR31,277,1301,328,691.370.79%
GNMA II TBA 30 YR 3.53.5%10/20/204621H0326A31,200,0001,274,625.040.76%
FNMA POOL AN27872.6%9/1/20283138LFCZ91,150,0001,190,078.420.71%
/US/99Z050O11 NORTON SCARFONE2.44%9/15/2026930SJZII91,150,0001,178,750.000.70%
FNMA POOL AM91543.18%6/1/20303138LAE471,077,8341,162,218.860.69%
FNMA POOL AM75073.08%12/1/20243138L8KV51,068,2211,149,660.710.68%
FNMA POOL 4698793.22%12/1/202131381S6Q01,012,5741,086,982.160.64%
ERAC USA FINANCE LLC3.85%11/15/202426884TAL61,000,0001,077,758.000.64%
FNMA POOL AM62663.58%7/1/20303138L66C7977,8731,077,159.990.64%
FNMA POOL AN17672.98%6/1/20313138LD6D0995,9431,059,264.410.63%
FNMA POOL AM92393.03%6/1/20253138LAHR3984,7891,054,546.630.63%
FNMA POOL AM81482.68%3/1/20273138L9BS01,000,0001,045,654.040.62%
HUDSON YARDS2.835%8/10/203844421LAA01,000,0001,019,299.400.60%
WASHINGTON ST HSG FIN COMMISSI4.0%1/1/2024939783TL01,000,000999,460.000.59%
GNMA II TBA 30 YR 4.54.5%10/20/204621H0426A2900,000971,134.880.58%
FNMA POOL AR91983.0%3/1/20433138W7GG3901,797939,809.920.56%
FREDDIE MAC3.5%2/15/20263137A6YW6847,000929,919.270.55%
AMERICAN BUILDERS CONTRACTORS1.0%9/23/2023962LLQII2900,000903,094.200.54%
OBP DEPOSITOR LLC TRUST4.6462%7/15/204567087MAA4806,000879,262.500.52%
SPECTRA ENERGY CAPITAL8.0%10/1/201926439RAH9750,000866,148.000.51%
OCHSNER CLINIC FOUNDATIO5.897%5/15/2045675553AA9650,000853,027.500.51%
FREDDIE MAC3.5%6/15/20263137ACFM6780,000850,878.130.50%
CALIFORNIA ST7.625%3/1/204013063BFR8525,000831,458.250.49%
CBS CORP2.9%1/15/2027124857AR4845,000825,680.770.49%
FNMA POOL AM47963.3%12/1/20233138L5KJ8753,489819,759.240.49%
CNH INDUSTRIAL CAPITAL L4.875%4/1/202112592BAF1750,000798,750.000.47%
FED HM LN PC POOL Q336023.0%5/1/20453132QQAC6758,659793,031.760.47%
MORGAN STANLEY5.0%11/24/20256174467X1700,000782,440.400.46%
OREGON ST HLTH SCIENCE UNIVR5.0%7/1/2045685869EJ4650,000779,564.500.46%
INTESA SANPAOLO SPA2.375%1/13/201746115HAN7775,000776,129.950.46%
FNMA POOL AM32782.85%5/1/20233138L3UC7717,950762,242.960.45%
BRANDYWINE OPER PARTNERS4.55%10/1/2029105340AP8725,000757,003.680.45%
NUMERICABLE U.S. LLC1.0%2/10/202367053NAE4746,250753,246.090.45%
CONSOLIDATED EDISON CO O3.3%12/1/2024209111FE8700,000751,807.000.45%
FNMA POOL 9324414.0%1/1/204031412Q5A3687,090738,465.330.44%
WACHOVIA CORP7.5%4/15/2035337358BA2500,000692,481.500.41%
COMM MORTGAGE TRUST3.4244%3/10/203112625CAC7640,000683,649.340.41%
COMM MORTGAGE TRUST3.7255%3/10/203112625CAJ2644,000682,579.210.40%
SANTANDER UK PLC5.0%11/7/202380283LAA1650,000679,611.400.40%
FREDDIE MAC STACR3.3753%4/25/20283137G0GT0654,000674,613.620.40%
AVAGO TECHNOLOGIES CAYMAN FIN1.0%2/1/2023G2967LAG8654,478663,067.680.39%
SWEDBANK AB2.2%3/4/202087020PAE7650,000657,282.600.39%
TOTAL SYSTEM SERVICES IN3.8%4/1/2021891906AD1600,000637,341.600.38%
FIFTH THIRD BANCORP8.25%3/1/2038316773CH1425,000633,587.030.38%
FNMA POOL AM51463.47%1/1/20243138L5WG1566,818622,532.040.37%
ENERGIZER HLDGS INC1.0%6/30/202229267YAK8618,750620,936.040.37%
ROMANIA T BILL0.0%6/26/2017ACI0P3WK22,385,000599,867.910.36%
O REILLY AUTOMOTIVE INC3.85%6/15/202367103HAD9550,000594,555.500.35%
HOME DEPOT INC5.95%4/1/2041437076AV4420,000578,838.540.34%
TIME WARNER CABLE LLC7.3%7/1/203888732JAN8450,000577,566.900.34%
TREEHOUSE FOODS INC6.0%2/15/202489469AAC8530,000573,062.500.34%
AXA SA8.6%12/15/2030054536AA5400,000566,000.000.34%
FED HM LN PC POOL 8491672.918%10/1/204331300MFG3541,107561,404.130.33%
US BANCORP3.6%9/11/202491159HHK9493,000528,915.540.31%
FED HM LN PC POOL G083474.5%6/1/20393128MJL57481,528528,292.500.31%
AT+T INC1.5154%3/11/201900206RCD2525,000527,403.450.31%
TSMC GLOBAL LTD1.625%4/3/2018872882AC9523,000524,006.780.31%
MASSACHUSETTS ST HLTH EDUCTN6.432%10/1/203557586ETQ4420,000522,064.200.31%
BPCE SA4.875%4/1/202605578QAE3500,000520,993.500.31%
PENNSYLVANIA ST INDL DEV AUTH3.556%7/1/2024709193LY0505,000520,927.700.31%
REGIONS FINANCIAL CORP3.2%2/8/20217591EPAK6500,000520,296.500.31%
BAY AREA CA TOLL AUTH TOLL BRI7.043%4/1/2050072024NV0325,000520,100.750.31%
MARRIOTT INTERNATIONAL2.875%3/1/2021571903AN3500,000519,212.000.31%
SBA TOWER TRUST3.869%10/15/204978403DAH3500,000517,119.400.31%
UNITED RENTALS NORTH AM4.625%7/15/2023911365BC7500,000514,375.000.31%
MET LIFE GLOB FUNDING I2.3%4/10/201959217GBF5500,000509,869.500.30%
NEW YORK ST TRANSPRTN DEV CORP3.473%7/1/2028650116BD7500,000508,845.000.30%
BPCE SA2.25%1/27/202005578DAR3500,000508,268.000.30%
RYDER SYSTEM INC2.35%2/26/201978355HJU4500,000507,879.500.30%
CREDIT AGRICOLE SA4.375%3/17/2025225313AF2495,000507,032.460.30%
ING BANK NV2.0%11/26/201844987CAJ7500,000503,494.500.30%
AMERICAN EXPRESS CREDIT1.1659%9/22/20170258M0DS5500,000499,485.000.30%
VERIZON COMMUNICATIONS5.15%9/15/202392343VBR4426,000496,996.730.29%
BOSTON MEDICAL CTR CORP4.519%7/1/202610103DAA4455,000494,291.070.29%
DTZ U.S. BORROWER LLC1.0%11/4/202123340DAH5493,750494,213.140.29%
CDW LLC1.0%8/4/202312512YAF8491,138492,877.500.29%
ALLINA HEALTH SYSTEM4.805%11/15/204501959LAA0410,000492,280.440.29%
UNIVISION COMMUNICATIONS INC1.0%3/1/2020914908AV0490,830492,056.790.29%
FNMA POOL 7453276.0%3/1/203631403DA41422,350485,625.080.29%
BJS WHOLESALE CLUB INC1.0%9/26/201909179FAR3480,612481,813.290.29%
ARDAGH PKG FIN/HLDGS USA4.067%5/15/202103969AAK6470,000478,225.000.28%
CHARTER COMM OPT LLC/CAP6.484%10/23/2045161175AV6390,000473,323.500.28%
AT+T INC3.95%1/15/202500206RDD1445,000473,184.970.28%
FED HM LN PC POOL G306143.5%12/1/20323128CUVF0442,222472,591.410.28%
ARDAGH HLDGS USA INC1.0%12/17/201903968MAD7467,237469,135.440.28%
WELLTOWER INC5.25%1/15/202242217KAW6400,000453,853.200.27%
RUSSELL INVTS US INSTITUTIONAL1.0%6/1/202378249LAB6448,875446,350.080.26%
ILLINOIS ST5.877%3/1/2019452152HU8410,000444,542.500.26%
HUNTINGTON BANCSHARES3.15%3/14/2021446150AJ3425,000441,024.630.26%
CANADIAN PACIFIC RR CO4.5%1/15/202213645RAP9400,000440,950.400.26%
ACTAVIS FUNDING SCS3.0%3/12/202000507UAP6420,000434,001.960.26%
ORLANDO HEALTH OBL GRP4.416%10/1/2044686515AA5395,000431,402.410.26%
DELPHI CORP4.15%3/15/2024247126AJ4401,000431,134.350.26%
CSAIL COMMERCIAL MORTGAGE TRUS3.8079%11/15/204812635RAX6388,000425,998.860.25%
CSAIL COMMERCIAL MORTGAGE TRUS3.505%4/15/2050126281AZ7394,000425,240.970.25%
CITIGROUP COMMERCIAL MORTGAGE3.717%9/15/204817324DAU8384,000421,984.900.25%
CALPINE CORPORATION1.0%1/15/202313134MBG7417,900420,616.350.25%
FREDDIE MAC3.5%2/15/20263137A7GE4383,000419,978.690.25%
JM SMUCKER CO4.25%3/15/2035832696AM0380,000419,545.840.25%
GALLERIA CO1.0%1/26/202336380UAB3410,000412,557.580.24%
FED HM LN PC POOL J177913.0%1/1/20273128PXUQ7391,530412,284.040.24%
AMERICAN TOWER CORP5.0%2/15/202403027XAD2362,000410,671.260.24%
FNMA POOL AB41683.5%1/1/203231417AT25383,412409,018.750.24%
MONDELEZ INTERNATIONAL1.625%3/8/2027ACI0BWW80350,000408,462.210.24%
WASHINGTON ST HSG FIN COMMISSI4.375%1/1/2021939783SL1400,000406,656.000.24%
MYLAN INC2.6%6/24/2018628530AX5400,000405,836.400.24%
SPRINT COMMUNICATIONS7.0%3/1/2020852061AQ3375,000404,062.500.24%
LOS ANGELES CNTY CA PUBLIC WKS7.488%8/1/203354473ENT7290,000402,743.300.24%
FANNIE MAE3.5%3/25/20273136A4A82368,000402,652.870.24%
MICROSOFT CORP3.7%8/8/2046594918BT0395,000400,887.870.24%
NY + PRESBYTERIAN HOSPIT4.024%8/1/2045649322AA2365,000398,313.190.24%
FNMA POOL AS36082.5%12/1/20433138WDAJ0391,907396,636.840.24%
AMERICAN MUNI PWR OHIO INC OHR6.27%2/15/205002765UEQ3300,000396,438.000.24%
COOPERATIEVE RABOBANK UA3.95%11/9/202221685WDF1375,000393,636.000.23%
FNMA POOL AB64722.0%10/1/202731417DFN8374,093381,704.130.23%
HUNTINGTON NATIONAL BANK1.7%2/26/2018446438RL9380,000381,035.880.23%
MORGAN STANLEY BAML TRUST2.918%2/15/204661690KAE2360,000377,962.490.22%
ON ASSIGNMENT INC1.0%6/3/202268216FAT0374,133377,173.160.22%
FREDDIE MAC3.5%12/15/20253137A4BE6343,000371,391.070.22%
AIA GROUP LTD4.5%3/16/204600131LAE5325,000363,246.980.22%
VENTAS REALTY LP3.5%2/1/202592277GAE7350,000361,728.850.21%
COMM MORTGAGE TRUST3.644%12/10/204712592PBF9325,000352,621.430.21%
FED HM LN PC POOL G018375.0%7/1/20353128LXBE9314,878352,587.230.21%
CELGENE CORP3.875%8/15/2025151020AS3325,000348,131.550.21%
WELLS FARGO COMMERCIAL MORTGAG3.718%12/15/204894989XBC8318,000347,287.070.21%
TIME WARNER INC3.6%7/15/2025887317AW5325,000346,340.480.21%
COMM MORTGAGE TRUST3.35%2/10/204812629NAF2326,000345,901.650.21%
ILLINOIS ST5.547%4/1/2019452152FK2325,000345,540.000.20%
FNMA POOL AP95923.5%10/1/20323138MDUS9320,491343,048.740.20%
NEW JERSEY ST TURNPIKE AUTH7.102%1/1/2041646139X83225,000342,715.500.20%
FED HM LN PC POOL G069905.5%8/1/20403128M9C34301,075341,198.080.20%
MORGAN STANLEY BAML TRUST4.259%10/15/204661762XAU1300,000339,937.230.20%
MORGAN STANLEY BAML TRUST4.051%4/15/204761763KBA1300,000336,021.120.20%
FNMA POOL AE41924.0%10/1/204031419EUS6307,966334,072.150.20%
MORGAN STANLEY BAML TRUST3.892%6/15/204761763MAF7300,000333,310.950.20%
WALGREENS BOOTS ALLIANCE3.1%6/1/2023931427AP3320,000330,547.200.20%
MORGAN STANLEY BAML TRUST3.741%8/15/204761763UAZ5300,000330,388.020.20%
VORNADO REALTY LP2.5%6/30/2019929043AH0325,000329,788.550.20%
DISCOVER FINANCIAL SVS3.75%3/4/2025254709AL2325,000329,465.830.20%
CITY OF HOPE/THE5.623%11/15/204317858PAA9250,000323,928.750.19%
ILLINOIS ST5.1%6/1/2033452151LF8335,000323,275.000.19%
FED HM LN PC POOL A950854.0%11/1/2040312943UJ0298,225321,328.420.19%
FREDDIE MAC STACR3.1753%3/25/20283137G0GF0312,000319,417.240.19%
MICHIGAN ST FIN AUTH REVENUE2.741%4/1/202159447TLF8320,000318,201.600.19%
BOSTON PROPERTIES LP3.65%2/1/202610112RAX2300,000317,908.500.19%
MORGAN STANLEY BAML TRUST3.102%5/15/204661762DAW1300,000317,826.990.19%
REGENCY CENTERS LP3.75%6/15/202475884RAT0300,000316,923.000.19%
EMPLOYEES RETMNT SYS OF THE GO6.15%7/1/203829216MAC4825,000315,562.500.19%
CROWN CASTLE INTL CORP3.7%6/15/202622822VAC5300,000313,644.000.19%
NEW JERSEY ST TURNPIKE AUTH7.414%1/1/2040646139W35200,000313,364.000.19%
NATIONAL CITY CORP6.875%5/15/2019635405AM5275,000309,955.800.18%
FNMA POOL AR15242.0%1/1/20283138NXVS3298,701304,725.680.18%
FED HM LN PC POOL G145992.5%11/1/20273128MDKL6292,986303,992.150.18%
AVIS BUDGET CAR/FINANCE6.375%4/1/2024053773BB2295,000302,375.000.18%
HARTFORD FINL SVCS GRP8.125%6/15/2068416515AW4275,000301,125.000.18%
CHARTER COMMUNICATIONS OPE1.0%1/24/202316117LBG3298,500300,759.350.18%
TIME WARNER CABLE LLC6.75%7/1/201888732JAL2275,000298,928.300.18%
ACTAVIS FUNDING SCS3.8%3/15/202500507UAS0280,000296,861.880.18%
SS+C TECHNOLOGIES INC1.0%7/8/202278466DAV6293,173295,790.810.18%
ROMANIA T BILL0.0%8/28/2017ACI0PGTC51,175,000295,167.070.18%
MET GOVT NASHVILLE DAVIDSONC4.053%7/1/2026592041WJ2270,000295,072.200.17%
FNMA POOL AY33702.5%4/1/20453138YGW81288,706291,487.060.17%
NXP BV1.0%12/7/2020929QTNII2287,928289,660.560.17%
THERMO FISHER SCIENTIFIC4.15%2/1/2024883556BF8265,000288,383.340.17%
NEXEO SOLUTIONS LLC1.0%6/9/202365339QAF4284,288286,775.020.17%
FREDDIE MAC STACR3.4253%7/25/20283137G0HT9276,000285,339.510.17%
COMM MORTGAGE TRUST3.63%10/10/204812593QBE9260,000282,237.050.17%
DELL INC1.0%9/7/2023930DRRII1280,000281,939.560.17%
NEXSTAR BROADCASTING INC1.0%9/21/2023930RECII7280,000281,706.320.17%
FREDDIE MAC STACR3.1253%12/25/20273137G0FT1270,000275,756.270.16%
DUKE REALTY LP4.375%6/15/202226441YAV9250,000273,791.500.16%
FED HM LN PC POOL A376194.5%9/1/203531297TPC1249,261272,913.520.16%
INTERPUBLIC GROUP COS4.2%4/15/2024460690BL3250,000268,908.000.16%
STANDARD CHARTERED PLC5.7%3/26/2044853254AN0250,000266,995.750.16%
CARMAX AUTO OWNER TRUST2.56%2/15/202214314MAF0260,000265,732.580.16%
SHELBY CNTY TN HLTH EDUCTNL H4.0%9/1/2022821697P45250,000264,682.500.16%
SHELBY CNTY TN HLTH EDUCTNL H4.0%9/1/2021821697P37250,000264,127.500.16%
REINSURANCE GRP OF AMER3.95%9/15/2026759351AM1250,000262,080.750.16%
MICHIGAN ST FIN AUTH REVENUE2.267%4/1/201959447TLD3260,000259,126.400.15%
FNMA POOL 9306724.5%3/1/203931412N6H4231,018256,583.140.15%
FNMA POOL MA16304.0%10/1/203331418AY44231,495250,917.370.15%
FED HM LN PC POOL G024245.5%12/1/20363128M4AZ6220,699250,295.490.15%
MICHIGAN ST FIN AUTH REVENUE2.057%4/1/201859447TLC5250,000249,700.000.15%
MICHIGAN ST FIN AUTH REVENUE2.491%4/1/202059447TLE1250,000248,912.500.15%
DELPHI AUTOMOTIVE PLC3.15%11/19/202024713GAA0240,000248,738.880.15%
FED HM LN PC POOL A943624.0%10/1/2040312942Z32226,490246,818.570.15%
HARBOR FREIGHT TOOLS USA INC1.0%8/19/202341151PAL9245,000246,662.570.15%
CHICAGO IL6.207%1/1/2032167486HL6250,000245,865.000.15%
AON PLC4.75%5/15/204500185AAH7225,000244,882.130.15%
INDIANA ST FIN AUTH REVENUE3.624%7/1/203645506DWY7235,000242,484.750.14%
FED HM LN PC POOL G018284.5%4/1/20353128LXA59220,034241,757.340.14%
ON SEMICONDUCTOR CORP1.0%3/31/202368218EAB0240,000241,733.280.14%
REPUBLICA ORIENT URUGUAY4.375%12/15/2028917288BD37,467,069241,347.350.14%
AIR LEASE CORP3.875%4/1/202100912XAM6225,000238,500.000.14%
FNMA POOL MA09493.5%1/1/203231418ABT4220,465235,051.040.14%
FNMA POOL AB13434.5%8/1/204031416WP55209,020232,146.540.14%
FED HM LN PC POOL Q018074.5%7/1/20363132GFAG2204,472224,678.640.13%
ILLINOIS ST3.86%4/1/2021452152QN4215,000219,938.550.13%
MORGAN STANLEY3.95%4/23/202761761JZN2210,000218,586.900.13%
FED HM LN PC POOL G060796.0%7/1/20393128M8CQ5190,865217,917.820.13%
FNMA POOL AE02164.0%8/1/204031419AG27202,173217,443.530.13%
FED HM LN PC POOL G049975.0%1/1/20373128M63E6194,170216,405.490.13%
ILLINOIS TOOL WORKS INC4.875%9/15/2041452308AQ2175,000214,578.180.13%
DUKE REALTY LP3.625%4/15/202326441YAX5200,000210,008.200.12%
COTY INC.1.0%10/27/202222207EAX2203,975204,909.820.12%
SFR GROUP SA7.375%5/1/202667054KAA7200,000204,688.000.12%
GRAY TELEVISION INC5.875%7/15/2026389375AJ5200,000202,000.000.12%
HILLSBOROUGH CNTY FL AVIATION3.549%10/1/2022432275AE5190,000198,884.400.12%
COX COMMUNICATIONS INC4.8%2/1/2035224044CF2200,000198,784.600.12%
FNMA POOL 9952434.5%8/1/203831416BS82180,797198,132.300.12%
FED HM LN PC POOL A893844.0%10/1/2039312936M95182,342196,481.560.12%
MORGAN STANLEY BAML TRUST3.526%12/15/204761764PBU5180,167195,739.630.12%
BWAY MORTGAGE TRUST2.8093%3/10/203305604FAA3188,781193,895.760.11%
STANDARD INDUSTRIES INC5.125%2/15/2021853496AA5180,000189,900.000.11%
MAYO CLINIC4.128%11/15/2052578454AD2165,000186,807.560.11%
ZIGGO NV1.0%1/15/2022N0501WAC2184,894184,864.780.11%
UNUM GROUP3.0%5/15/202191529YAM8180,000184,234.680.11%
LEAR CORP4.75%1/15/2023521865AU9173,000180,568.750.11%
FED HM LN PC POOL A931015.0%7/1/2040312941NS2162,019179,842.030.11%
REINSURANCE GRP OF AMER4.7%9/15/2023759351AL3164,000179,479.140.11%
FNMA POOL AW46852.699%5/1/20443138XUF31173,123179,278.140.11%
FNMA POOL 1903706.0%6/1/203631368HMT7153,457176,332.090.10%
FNMA POOL MA06394.0%2/1/204131417YV95160,459172,915.500.10%
FED HM LN PC POOL A970474.5%2/1/2041312945ZL5156,976172,661.750.10%
TIAA ASSET MGMT FIN LLC4.125%11/1/202487246YAC0160,000168,966.400.10%
KIMCO REALTY CORP3.4%11/1/202249446RAN9160,000168,782.720.10%
MORGAN STANLEY BAML TRUST4.2186%7/15/204661762MBW0150,000168,481.770.10%
FNMA POOL AL16274.5%9/1/20413138EHYZ9153,215168,364.180.10%
LIBERTY PROPERTY LP3.25%10/1/202653117CAS1165,000166,606.770.10%
BANC OF AMERICA COMMERCIAL MOR3.705%9/15/204806054AAX7150,000165,695.970.10%
O REILLY AUTOMOTIVE INC3.8%9/1/202267103HAC1155,000164,966.350.10%
CAPITAL ONE FINANCIAL CO4.2%10/29/202514040HBJ3155,000162,012.820.10%
FED HM LN PC POOL Q002915.0%4/1/20413132GDKC5140,937156,667.810.09%
EQUINIX INC.1.0%1/8/2023927NCVII1154,225155,044.400.09%
FED HM LN PC POOL A891484.0%10/1/2039312936EV5143,188154,292.930.09%
FNMA POOL 9950825.5%8/1/203731416BM70133,048151,570.420.09%
KAR AUCTION SVCS INC1.0%3/9/202348562RAH2149,250151,440.240.09%
FED HM LN PC POOL A957964.0%12/1/2040312944NM9139,988150,859.150.09%
CDW LLC/CDW FINANCE5.0%9/1/202312513GBB4145,000150,075.000.09%
AIRCASTLE LTD5.0%4/1/202300928QAP6140,000147,000.000.09%
RYDER SYSTEM INC2.5%5/11/202078355HJZ3145,000146,998.970.09%
CAMELOT UK HOLDCO LIMITED1.0%9/7/2023930NJCII1140,000140,240.660.08%
CARMAX AUTO OWNER TRUST2.16%12/15/202114314MAE3135,000136,819.990.08%
MASSACHUSETTS ST3.277%6/1/204657582RJN7130,000136,108.700.08%
AT+T INC4.75%5/15/204600206RCQ3125,000131,331.630.08%
VOYA FINANCIAL INC5.65%5/15/205345685EAG1130,000130,162.500.08%
COMM MORTGAGE TRUST3.612%10/10/204812635QBG4115,000125,002.680.07%
HERTZ CORP5.5%10/15/2024428040CS6125,000124,843.750.07%
FNMA POOL AE06254.0%12/1/204031419AVT1112,402124,150.340.07%
FNMA POOL AA98464.0%8/1/203931416T5G0109,420117,615.950.07%
KAISER FOUNDATION HOSPIT3.5%4/1/202248305QAA1110,000117,234.370.07%
NORTHEASTERN UNIVERSITY5.285%3/1/2032664675AM7100,000115,533.200.07%
FED HM LN PC POOL J201182.5%8/1/202731306XDX8107,453111,483.680.07%
FNMA POOL AC18774.5%9/1/203931417LCP8101,647111,409.090.07%
ON SEMICONDUCTOR CORPORATION1.0%3/31/2023962LLTII6110,000110,595.870.07%
ZIGGO NV1.0%1/15/2022N0501WAE8109,574109,557.380.06%
FNMA POOL AD16494.0%3/1/204031418NZP897,811105,124.730.06%
MARSH + MCLENNAN COS INC3.3%3/14/2023571748BA9100,000104,965.200.06%
FED HM LN PC POOL G084993.0%7/1/20423128MJRV499,716103,884.060.06%
FED HM LN PC POOL A878744.0%8/1/2039312934XB393,916102,316.870.06%
FNMA POOL AE02154.0%12/1/203931419AGZ490,58397,356.050.06%
FNMA POOL AE06244.0%11/1/204031419AVS389,97996,839.930.06%
FED HM LN PC POOL A897294.0%11/1/2039312936Y2789,50196,402.480.06%
FNMA POOL AI79514.5%8/1/20363138AMZR987,15595,670.980.06%
CARMAX AUTO OWNER TRUST1.9%4/15/202214314EAE195,00095,405.830.06%
FNMA POOL AL00054.5%1/1/20413138EGAF186,25794,883.380.06%
FNMA POOL AL00496.0%12/1/20353138EGBT081,90294,585.460.06%
FNMA POOL AC95644.5%2/1/204031417WTW184,98294,116.870.06%
FNMA POOL 8895296.0%3/1/203831410KHE773,09185,105.220.05%
FED HM LN PC POOL A939964.5%9/1/2040312942NM376,06983,494.380.05%
CAPITAL ONE FINANCIAL CO3.75%7/28/202614040HBK080,00080,446.240.05%
FED HM LN PC POOL Q061604.0%2/1/20373132GRE9872,32077,694.460.05%
CARMAX AUTO OWNER TRUST2.2%6/15/202214314EAF875,00075,464.790.04%
FNMA POOL 7450444.5%8/1/203531403CWD964,59771,025.880.04%
FNMA POOL AE41134.0%10/1/204031419ESB665,39770,867.450.04%
FNMA POOL AJ59744.0%12/1/20363138AXT8465,04070,409.530.04%
SS+C TECH HOLDINGS INC5.875%7/15/202378467JAC465,00068,737.500.04%
MEMORIAL SLOAN KETTERING4.2%7/1/2055586054AC260,00067,315.140.04%
FED HM LN PC POOL G018385.0%7/1/20353128LXBF655,27361,852.280.04%
FNMA POOL AC28174.0%10/1/203931417MDX855,76559,934.360.04%
FNMA POOL AE51434.0%11/1/204031419FWD450,24554,379.750.03%
FED HM LN PC POOL G017795.0%4/1/203531283H6Q346,98752,586.270.03%
EMPLOYEES RETMNT SYS OF THE GO6.2%7/1/203929216MAK6125,00047,812.500.03%
FNMA POOL AB17634.0%11/1/203031416W5Z143,12246,738.600.03%
FNMA POOL 8902486.0%8/1/203731410LBR236,18042,124.190.02%
FED HM LN PC POOL A947424.0%11/1/2040312943HT337,89441,245.600.02%
FNMA POOL AD80334.0%8/1/204031418V4T637,14539,923.510.02%
FED HM LN PC POOL A124135.0%8/1/203331296LVE834,55838,691.130.02%
FED HM LN PC POOL Z400046.0%8/1/20363132FCAD732,88637,924.110.02%
SS+C TECHNOLOGIES INCTERM1.0%7/8/202278466DAW436,96637,295.920.02%
FED HM LN PC POOL A950844.0%11/1/2040312943UH434,44637,035.500.02%
ZIGGO NV1.0%1/15/2022N0501WAG334,04834,042.510.02%
MISSION BROADCASTING INC1.0%9/26/2023930REGII825,00024,937.500.01%
FNMA POOL MA09193.5%12/1/203131418AAV022,40223,892.670.01%
FED HM LN PC POOL G050525.0%10/1/20333128M65M620,83123,272.630.01%
CNH EQUIPMENT TRUST1.93%3/15/202412635YAF020,00020,071.060.01%
FED HM LN PC POOL Q171034.0%6/1/20413132J8KR018,60520,030.190.01%
FNMA POOL AC54015.0%10/1/203931417SAB611,42012,688.630.01%
FREDDIE MAC STACR2.7253%10/25/20283137G0JR100.000.00%