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Domini Social Bond Fund Schedule of Portfolio Holdings

Holdings as of 3/31/2016


Security NameCouponMaturityCUSIPSharesMarket ValueWeight
FNMA TBA 30 YR 33.0%4/13/204601F03064512,300,00012,618,069.768.02%
FNMA TBA 30 YR 3.53.5%4/13/204601F0326415,721,0005,998,781.553.81%
FNMA TBA 30 YR 44.0%4/13/204601F0406443,600,0003,846,656.272.45%
GNMA II TBA 30 YR 44.0%4/20/204621H0406403,500,0003,741,581.972.38%
FANNIE MAE1.375%1/28/20193135G0H633,475,0003,521,738.752.24%
FNMA POOL AS64083.5%1/1/20463138WGDN12,662,5452,793,749.511.78%
FED HM LN PC POOL G086983.5%3/1/20463128MJX472,500,0002,619,774.401.67%
FNMA POOL AM70673.11%1/1/20213138L7Z902,088,1442,211,372.331.41%
GNMA II POOL MA34533.0%2/20/204636179RZS11,995,9562,070,914.421.32%
FNMA POOL 4713333.12%8/1/202231381USW81,880,6141,989,184.881.26%
FNMA POOL 4698292.72%12/1/201831381S4N91,670,7561,723,834.021.10%
FANNIE MAE5.625%7/15/203731398AFD91,119,0001,583,706.151.01%
FNMA POOL AM75983.07%12/1/20243138L8NQ31,428,7651,509,005.020.96%
FNMA POOL AM83172.96%3/1/20253138L9G301,428,6271,497,514.220.95%
FNMA POOL 4714782.61%8/1/202231381UXF91,403,7211,457,945.930.93%
FNMA POOL AM51974.2%1/1/20303138L5X391,186,8001,350,830.510.86%
FNMA POOL AM86592.88%4/1/20313138L9TR31,285,2381,329,496.820.85%
FNMA POOL AM63563.21%7/1/20263138L7B211,200,0001,270,697.750.81%
GNMA II TBA 30 YR 3.53.5%4/20/204621H0326471,200,0001,268,343.760.81%
ERAC USA FINANCE LLC3.85%11/15/202426884TAL61,000,0001,047,274.000.67%
FNMA POOL AM92393.03%6/1/20253138LAHR3990,8821,043,902.630.66%
FNMA POOL AM81482.68%3/1/20273138L9BS01,000,0001,013,415.730.64%
FNMA POOL AR91983.0%3/1/20433138W7GG3967,438994,882.530.63%
AVAGO TECHNOLOGIES CAYMAN LTD.1.0%2/1/2023G2967LAD5970,000966,429.430.61%
GNMA II TBA 30 YR 4.54.5%4/20/204621H042646900,000966,375.050.61%
NORTEK INC.1.0%10/30/2020656560AJ8992,457964,544.210.61%
FREDDIE MAC3.5%2/15/20263137A6YW6847,000928,278.200.59%
OBP DEPOSITOR LLC TRUST4.6462%7/15/204567087MAA4806,000892,882.040.57%
FREDDIE MAC3.5%6/15/20263137ACFM6780,000851,400.110.54%
FNMA POOL 9324414.0%1/1/204031412Q5A3779,110832,746.390.53%
SPECTRA ENERGY CAPITAL8.0%10/1/201926439RAH9750,000825,204.000.52%
FNMA POOL AM47963.3%12/1/20233138L5KJ8759,491815,108.500.52%
FED HM LN PC POOL Q336023.0%5/1/20453132QQAC6794,230814,124.480.52%
FNMA POOL BA31233.5%2/1/20463140E7PH7774,998813,187.880.52%
CALIFORNIA ST7.625%3/1/204013063BFR8525,000803,974.500.51%
INTESA SANPAOLO SPA2.375%1/13/201746115HAN7775,000778,509.980.50%
MET LIFE GLOB FUNDING I2.3%4/10/201959217GBF5750,000763,338.000.49%
FNMA POOL AM32782.85%5/1/20233138L3UC7723,955762,627.450.48%
MORGAN STANLEY5.0%11/24/20256174467X1700,000759,012.100.48%
CNH INDUSTRIAL CAPITAL L4.875%4/1/202112592BAF1750,000749,062.500.48%
NUMERICABLE U.S. LLC1.0%2/10/202367053NAE4750,000745,625.250.47%
CONSOLIDATED EDISON CO O3.3%12/1/2024209111FE8700,000731,871.700.47%
OREGON ST HLTH SCIENCE UNIVR5.0%7/1/2045685869EJ4650,000730,879.500.46%
FHLMC TBA 30 YR 3.53.5%4/13/204602R032646675,000706,615.460.45%
FNMA POOL AM42533.22%9/1/20203138L4WP4641,525681,280.400.43%
COMM MORTGAGE TRUST3.4244%3/10/203112625CAC7640,000674,160.960.43%
COMM MORTGAGE TRUST3.7255%3/10/203112625CAJ2644,000665,567.040.42%
WACHOVIA CORP7.5%4/15/2035337358BA2500,000661,572.500.42%
SANTANDER UK PLC5.0%11/7/202380283LAA1650,000660,793.900.42%
STRUCTURED AGENCY CREDIT RISK3.283%4/25/20283137G0GT0654,000658,954.310.42%
FED HM LN PC POOL 8491672.947%10/1/204331300MFG3632,364655,793.490.42%
SWEDBANK AB2.2%3/4/202087020PAE7650,000652,232.100.41%
FNMA POOL AM78993.13%2/1/20273138L8X58618,000649,816.170.41%
FNMA POOL AM80663.0%2/1/20273138L86C3609,535635,069.010.40%
CCO SAFARI II LLC6.484%10/23/2045161175AP9565,000630,427.570.40%
FIFTH THIRD BANCORP8.25%3/1/2038316773CH1425,000622,963.300.40%
GNMA II TBA 30 YR 33.0%4/20/204621H030641600,000621,574.210.40%
TOTAL SYSTEM SERVICES IN3.8%4/1/2021891906AD1600,000617,730.000.39%
ENERGIZER HOLDINGS INC.1.0%6/30/2022976JRTII9621,875617,594.630.39%
FED HM LN PC POOL G083474.5%6/1/20393128MJL57554,497603,563.440.38%
OCHSNER CLINIC FOUNDATIO5.897%5/15/2045675553AA9500,000582,089.500.37%
CONNECTICUT AVENUE SECURITIES3.433%7/25/202430711XAK0630,000579,430.470.37%
O REILLY AUTOMOTIVE INC3.85%6/15/202367103HAD9550,000576,371.950.37%
FNMA POOL 7453276.0%3/1/203631403DA41492,636565,263.210.36%
TREEHOUSE FOODS INC6.0%2/15/202489469AAC8530,000564,450.000.36%
FNMA POOL AS67303.5%2/1/20463138WGPQ1522,451548,196.500.35%
NXP B.V.1.0%12/7/2020927MFYII4538,650540,711.950.34%
GNMA II TBA 30 YR 44.0%5/23/204621H040657500,000533,437.500.34%
FED HM LN PC POOL G306143.5%12/1/20323128CUVF0500,895531,460.760.34%
TIME WARNER CABLE INC7.3%7/1/203888732JAN8450,000529,408.800.34%
FNMA POOL AM51463.47%1/1/20243138L5WG1488,643529,377.790.34%
AXA SA8.6%12/15/2030054536AA5400,000528,000.000.34%
FNMA POOL AM90242.97%6/1/20273138LAA25505,000524,240.040.33%
AT+T INC1.3046%3/11/201900206RCD2525,000521,189.550.33%
STRUCTURED AGENCY CREDIT RISK3.033%12/25/20273137G0FT1520,000520,562.120.33%
TSMC GLOBAL LTD1.625%4/3/2018872882AC9523,000520,272.560.33%
US BANCORP3.6%9/11/202491159HHK9493,000520,085.420.33%
PENNSYLVANIA ST INDL DEV AUTH3.556%7/1/2024709193LY0505,000517,816.900.33%
MASSACHUSETTS ST HLTH EDUCTN6.432%10/1/203557586ETQ4420,000509,867.400.32%
ACTAVIS FUNDING SCS2.35%3/12/201800507UAM3500,000506,145.000.32%
MARRIOTT INTERNATIONAL2.875%3/1/2021571903AN3500,000505,396.000.32%
SOUTHERN POWER CO1.85%12/1/2017843646AN0500,000503,872.000.32%
BPCE SA2.25%1/27/202005578DAR3500,000501,715.000.32%
ING BANK NV2.0%11/26/201844987CAJ7500,000501,632.500.32%
SBA TOWER TRUST3.869%10/15/204978403DAH3500,000500,957.800.32%
RYDER SYSTEM INC2.35%2/26/201978355HJU4500,000499,845.000.32%
BRANDYWINE OPER PARTNERS4.55%10/1/2029105340AP8500,000498,943.000.32%
UNITED RENTALS NORTH AM4.625%7/15/2023911365BC7500,000498,750.000.32%
AMERICAN EXPRESS CREDIT0.9243%9/22/20170258M0DS5500,000497,175.500.32%
BPCE SA4.875%4/1/202605578QAE3500,000496,869.000.32%
ARDAGH HLDGS USA INC1.0%12/17/201903968MAD7494,949495,052.430.31%
ZIMMER BIOMET HOLDINGS1.45%4/1/201798956PAJ1495,000494,955.450.31%
CDW LLC1.0%4/29/202012512YAD3493,641492,792.080.31%
VERIZON COMMUNICATIONS5.15%9/15/202392343VBR4426,000492,467.930.31%
DTZ U.S. BORROWER LLC1.0%11/4/202123340DAH5496,250492,114.750.31%
UNIVISION COMMUNICATIONS INC1.0%3/1/2020914908AV0493,450489,220.440.31%
CREDIT AGRICOLE SA4.375%3/17/2025225313AF2495,000486,052.380.31%
BJS WHOLESALE CLUB INC1.0%9/26/201909179FAR3494,112481,296.530.31%
FNMA POOL AB41683.5%1/1/203231417AT25447,789473,888.500.30%
BOSTON MEDICAL CTR CORP4.519%7/1/202610103DAA4455,000470,361.260.30%
CONNECTICUT AVENUE SECURITIES3.033%5/25/202430711XAH7517,000467,294.840.30%
AT+T INC3.95%1/15/202500206RDD1445,000463,339.340.29%
STRUCTURED AGENCY CREDIT RISK4.983%10/25/20243137G0CU1461,000458,535.720.29%
STRUCTURED AGENCY CREDIT RISK4.433%8/25/20243137G0BK4472,000458,154.020.29%
FNMA POOL AM13813.15%3/1/20283138L1RB7436,509456,207.130.29%
ALLINA HEALTH SYSTEM4.805%11/15/204501959LAA0410,000454,673.600.29%
FED HM LN PC POOL J177913.0%1/1/20273128PXUQ7431,931453,410.200.29%
STRUCTURED AGENCY CREDIT RISK2.833%10/25/20243137G0CT4447,425451,594.330.29%
COMCAST CORP4.4%8/15/203520030NBP5415,000450,494.540.29%
WELLTOWER INC5.25%1/15/202242217KAW6400,000437,333.200.28%
CANADIAN PACIFIC RR CO4.5%1/15/202213645RAP9400,000436,559.200.28%
ACTAVIS FUNDING SCS3.0%3/12/202000507UAP6420,000432,897.360.28%
HUNTINGTON BANCSHARES3.15%3/14/2021446150AJ3425,000432,302.350.27%
FREDDIE MAC3.5%2/15/20263137A7GE4383,000420,522.430.27%
CALPINE CORPORATION1.0%1/15/202313134MBG7418,950417,248.230.27%
DELPHI CORP4.15%3/15/2024247126AJ4401,000412,997.120.26%
FNMA POOL AB64722.0%10/1/202731417DFN8405,026410,956.910.26%
GALLERIA CO.1.0%1/26/2023976TJFII6410,000409,487.500.26%
WASHINGTON ST HSG FIN COMMISSI4.375%1/1/2021939783SL1400,000405,112.000.26%
FANNIE MAE3.5%3/25/20273136A4A82368,000405,102.050.26%
MYLAN INC2.6%6/24/2018628530AX5400,000400,362.800.25%
AMERICAN TOWER CORP5.0%2/15/202403027XAD2362,000397,899.540.25%
ILLINOIS ST5.365%3/1/2017452152HS3385,000396,958.100.25%
FNMA POOL AS36082.5%12/1/20433138WDAJ0397,300396,143.370.25%
JM SMUCKER CO4.25%3/15/2035832696AM0380,000395,903.380.25%
LOS ANGELES CNTY CA PUBLIC WKS7.488%8/1/203354473ENT7290,000395,734.000.25%
ON ASSIGNMENT INC.1.0%6/3/202268216FAS2394,206395,519.950.25%
CONNECTICUT AVENUE SECURITIES3.033%5/25/202430711XAF1444,000394,998.340.25%
FED HM LN PC POOL G069905.5%8/1/20403128M9C34352,752394,595.070.25%
FED HM LN PC POOL G018375.0%7/1/20353128LXBE9355,196393,977.530.25%
CONNECTICUT AVENUE SECURITIES5.333%11/25/202430711XAP9389,000392,756.030.25%
STRUCTURED AGENCY CREDIT RISK3.733%10/25/20273137G0EW5413,000392,371.310.25%
MONDELEZ INTERNATIONAL1.625%3/8/2027ACI0BWW80350,000390,945.590.25%
FNMA POOL AE41924.0%10/1/204031419EUS6359,379388,671.500.25%
COOPERATIEVE RABOBANK UA3.95%11/9/202221685WDF1375,000384,693.750.24%
HUNTINGTON NATIONAL BANK1.7%2/26/2018446438RL9380,000377,243.480.24%
SPRINT COMMUNICATIONS7.0%3/1/2020852061AQ3375,000376,875.000.24%
VERIZON COMMUNICATIONS4.272%1/15/203692343VCV4375,000374,360.250.24%
FNMA POOL AP95923.5%10/1/20323138MDUS9350,949372,236.270.24%
FREDDIE MAC3.5%12/15/20253137A4BE6343,000370,122.040.24%
MORGAN STANLEY BAML TRUST2.918%2/15/204661690KAE2360,000369,820.260.24%
FED HM LN PC POOL A950854.0%11/1/2040312943UJ0342,069366,202.400.23%
NY + PRESBYTERIAN HOSPIT4.024%8/1/2045649322AA2365,000365,363.540.23%
REPUBLICA ORIENT URUGUAY5.1%6/18/2050760942BA9375,000349,687.500.22%
FED HM LN PC POOL A376194.5%9/1/203531297TPC1320,654349,553.380.22%
VENTAS REALTY LP3.5%2/1/202592277GAE7350,000344,597.050.22%
CELGENE CORP3.875%8/15/2025151020AS3325,000342,210.700.22%
WELLS FARGO COMMERCIAL MORTGAG3.718%12/15/204894989XBC8318,000340,294.190.22%
STRUCTURED AGENCY CREDIT RISK2.833%8/25/20243137G0BJ7337,249340,281.190.22%
FNMA POOL AR15242.0%1/1/20283138NXVS3333,045337,890.690.21%
GRAY TELEVISION INC1.0%6/13/2021389376AU8334,163335,102.500.21%
TIME WARNER INC3.6%7/15/2025887317AW5325,000334,237.150.21%
MORGAN STANLEY BAML TRUST4.259%10/15/204661762XAU1300,000333,018.060.21%
FED HM LN PC POOL G145992.5%11/1/20273128MDKL6320,801331,047.710.21%
AIA GROUP LTD4.5%3/16/204600131LAE5325,000329,129.450.21%
MORGAN STANLEY BAML TRUST4.051%4/15/204761763KBA1300,000329,115.750.21%
SS+C TECHNOLOGIES INC1.0%7/8/202278466DAV6326,923327,944.700.21%
VORNADO REALTY LP2.5%6/30/2019929043AH0325,000327,938.650.21%
MORGAN STANLEY BAML TRUST3.892%6/15/204761763MAF7300,000325,689.870.21%
NEW JERSEY ST TURNPIKE AUTH7.102%1/1/2041646139X83225,000324,063.000.21%
FNMA POOL AM81342.86%2/1/20273138L9BC5314,136323,905.400.21%
MORGAN STANLEY BAML TRUST3.741%8/15/204761763UAZ5300,000322,373.520.20%
DISCOVER FINANCIAL SVS3.75%3/4/2025254709AL2325,000316,927.330.20%
ILLINOIS ST5.1%6/1/2033452151LF8335,000313,610.250.20%
BOSTON PROPERTIES LP3.65%2/1/202610112RAX2300,000311,925.000.20%
MORGAN STANLEY BAML TRUST3.102%5/15/204661762DAW1300,000310,497.960.20%
NATIONAL CITY CORP6.875%5/15/2019635405AM5275,000309,780.080.20%
FNMA POOL AM80352.66%3/1/20273138L84V3305,000308,114.660.20%
FNMA POOL AM80362.66%3/1/20273138L84W1305,000308,114.660.20%
REGENCY CENTERS LP3.75%6/15/202475884RAT0300,000307,093.200.20%
FNMA POOL AM81592.81%2/1/20273138L9B50295,510303,443.860.19%
TIME WARNER CABLE INC6.75%7/1/201888732JAL2275,000302,720.280.19%
CITY OF HOPE/THE5.623%11/15/204317858PAA9250,000301,293.000.19%
CCO SAFARI III LLC1.0%1/24/202312506HAC0300,000300,723.300.19%
AVIS BUDGET CAR/FINANCE6.375%4/1/2024053773BB2295,000296,814.250.19%
FNMA POOL AY33702.5%4/1/20453138YGW81296,272295,409.890.19%
HARTFORD FINL SVCS GRP8.125%6/15/2068416515AW4275,000294,250.000.19%
FNMA POOL 9306724.5%3/1/203931412N6H4264,483292,338.250.19%
ACTAVIS FUNDING SCS3.8%3/15/202500507UAS0280,000291,947.040.19%
HOME DEPOT INC5.95%4/1/2041437076AV4220,000291,602.520.19%
FNMA POOL AM89582.97%6/1/20303138L95U2287,000288,015.440.18%
FED HM LN PC POOL G024245.5%12/1/20363128M4AZ6254,150284,696.850.18%
AMERICAN TOWER CORP3.5%1/31/202303027XAB6281,000284,091.840.18%
MET GOVT NASHVILLE DAVIDSONC4.053%7/1/2026592041WJ2270,000283,505.400.18%
THERMO FISHER SCIENTIFIC4.15%2/1/2024883556BF8265,000279,807.140.18%
FNMA POOL MA16304.0%10/1/203331418AY44257,857278,225.890.18%
COMM MORTGAGE TRUST3.63%10/10/204812593QBE9260,000277,132.960.18%
FED HM LN PC POOL G018284.5%4/1/20353128LXA59252,666275,505.370.18%
FED HM LN PC POOL A943624.0%10/1/2040312942Z32250,379270,490.530.17%
CONNECTICUT AVENUE SECURITIES5.433%11/25/202430711XAR5265,000270,153.080.17%
FED HM LN PC POOL G060796.0%7/1/20393128M8CQ5233,960266,819.040.17%
FNMA POOL MA09493.5%1/1/203231418ABT4249,918264,579.280.17%
STRUCTURED AGENCY CREDIT RISK2.933%8/25/20243137G0BV0260,000263,028.530.17%
STRUCTURED AGENCY CREDIT RISK3.083%10/25/20243137G0DE6260,000262,784.000.17%
CONNECTICUT AVENUE SECURITIES4.833%1/25/202430711XAD6260,000260,804.860.17%
INTERPUBLIC GROUP COS4.2%4/15/2024460690BL3250,000258,108.500.16%
FNMA POOL AM20482.81%1/1/20283138L2H26257,765256,026.980.16%
STRUCTURED AGENCY CREDIT RISK3.083%3/25/20283137G0GF0255,000254,884.970.16%
FNMA POOL AB13434.5%8/1/204031416WP55231,086254,187.050.16%
STRUCTURED AGENCY CREDIT RISK4.583%1/25/20253137G0DW6250,000251,680.050.16%
STRUCTURED AGENCY CREDIT RISK2.633%3/25/20253137G0EF2250,000251,007.300.16%
KEY BANK NA1.65%2/1/201849327M2A1250,000250,221.000.16%
FNMA POOL AE02164.0%8/1/204031419AG27231,089247,452.410.16%
FNMA POOL AM81092.7%2/1/20273138L9AK8243,000246,455.560.16%
FED HM LN PC POOL G049975.0%1/1/20373128M63E6223,064246,314.470.16%
FNMA POOL AW46852.753%5/1/20443138XUF31238,093246,043.450.16%
DELPHI AUTOMOTIVE PLC3.15%11/19/202024713GAA0240,000245,286.960.16%
ON SEMICONDUCTOR CORPORATION1.0%3/31/2023928EJJII0240,000240,840.000.15%
FHLMC TBA 30 YR 3.53.5%5/12/204602R032653225,000235,116.610.15%
FNMA POOL 9952434.5%8/1/203831416BS82211,863230,976.370.15%
AIR LEASE CORP3.875%4/1/202100912XAM6225,000229,781.250.15%
AON PLC4.75%5/15/204500185AAH7225,000229,167.450.15%
CHICAGO IL6.207%1/1/2032167486HL6250,000228,727.500.15%
TIME WARNER INC6.1%7/15/2040887317AH8200,000228,387.800.15%
FED HM LN PC POOL Q018074.5%7/1/20363132GFAG2208,717227,487.230.14%
STANDARD CHARTERED PLC5.7%3/26/2044853254AN0250,000227,358.000.14%
FED HM LN PC POOL A893844.0%10/1/2039312936M95205,212219,521.310.14%
CONNECTICUT AVENUE SECURITIES3.333%7/25/202430711XAM6235,000215,427.090.14%
EMPLOYEES RETMNT SYS OF THE GO6.15%7/1/203829216MAC4700,000214,375.000.14%
REPUBLICA ORIENT URUGUAY4.375%12/15/2028917288BD37,173,122213,224.560.14%
MORGAN STANLEY3.95%4/23/202761761JZN2210,000210,689.640.13%
FED HM LN PC POOL A931015.0%7/1/2040312941NS2186,083205,250.380.13%
COTY INC.1.0%10/27/202222207EAX2205,000205,170.770.13%
FNMA POOL AM73952.95%11/1/20243138L8GD0195,558204,875.440.13%
ILLINOIS TOOL WORKS INC4.875%9/15/2041452308AQ2175,000202,232.100.13%
DUKE REALTY LP3.625%4/15/202326441YAX5200,000201,376.600.13%
BWAY MORTGAGE TRUST2.8093%3/10/203305604FAA3197,852200,965.600.13%
CONNECTICUT AVENUE SECURITIES4.433%5/25/202530711XAX2205,000199,633.820.13%
FNMA POOL 1903706.0%6/1/203631368HMT7173,475198,329.620.13%
HILLSBOROUGH CNTY FL AVIATION3.549%10/1/2022432275AE5190,000195,542.300.12%
FED HM LN PC POOL A970474.5%2/1/2041312945ZL5178,069194,123.940.12%
ZIGGO NV1.0%1/15/2022N0501WAG3195,957193,875.400.12%
FNMA POOL MA06394.0%2/1/204131417YV95179,803192,732.800.12%
ILLINOIS ST5.877%3/1/2019452152HU8175,000190,482.250.12%
FNMA POOL AL16274.5%9/1/20413138EHYZ9172,601188,290.900.12%
BAY AREA CA TOLL AUTH TOLL BRI7.043%4/1/2050072024NV0125,000185,236.250.12%
STANDARD INDUSTRIES INC5.125%2/15/2021853496AA5180,000185,175.000.12%
ZIGGO NV1.0%1/15/2022N0501WAC2184,894182,929.130.12%
COX COMMUNICATIONS INC5.875%12/1/2016224044BQ9175,000180,055.230.11%
LEAR CORP4.75%1/15/2023521865AU9173,000178,622.500.11%
FED HM LN PC POOL Q002915.0%4/1/20413132GDKC5160,802177,366.350.11%
COX COMMUNICATIONS INC4.8%2/1/2035224044CF2200,000175,456.600.11%
FED HM LN PC POOL A891484.0%10/1/2039312936EV5161,801173,233.210.11%
FED HM LN PC POOL A957964.0%12/1/2040312944NM9160,836172,315.200.11%
MAYO CLINIC4.128%11/15/2052578454AD2165,000171,828.690.11%
REINSURANCE GRP OF AMER4.7%9/15/2023759351AL3164,000171,270.450.11%
FNMA POOL 9950825.5%8/1/203731416BM70149,368169,205.210.11%
TIAA ASSET MGMT FIN LLC4.125%11/1/202487246YAC0160,000165,650.240.11%
MORGAN STANLEY BAML TRUST4.0812%7/15/204661762MBW0150,000165,210.030.11%
KIMCO REALTY CORP3.4%11/1/202249446RAN9160,000162,420.480.10%
O REILLY AUTOMOTIVE INC3.8%9/1/202267103HAC1155,000161,957.490.10%
CAPITAL ONE FINANCIAL CO4.2%10/29/202514040HBJ3155,000157,243.940.10%
EQUINIX INC.1.0%1/8/2023927NCVII1155,000155,387.500.10%
KAR AUCTION SVCS INC1.0%3/9/202348562RAH2150,000150,375.000.10%
CDW LLC/CDW FINANCE5.0%9/1/202312513GBB4145,000146,812.500.09%
FNMA POOL AM81412.78%3/1/20273138L9BK7142,000145,162.490.09%
AT+T INC5.8%2/15/201900206RAR3130,000144,852.630.09%
RYDER SYSTEM INC2.5%5/11/202078355HJZ3145,000143,289.730.09%
AIRCASTLE LTD5.0%4/1/202300928QAP6140,000141,050.000.09%
FNMA POOL AA98464.0%8/1/203931416T5G0127,257136,018.270.09%
FNMA POOL AE06254.0%12/1/204031419AVT1121,734132,714.390.08%
FNMA POOL AC18774.5%9/1/203931417LCP8119,910130,846.240.08%
CONNECTICUT AVENUE SECURITIES4.983%2/25/202530711XAV6125,000126,551.330.08%
CONNECTICUT AVENUE SECURITIES4.733%2/25/202530711XAT1125,000125,076.200.08%
FED HM LN PC POOL J201182.5%8/1/202731306XDX8120,842124,697.070.08%
FNMA POOL AD16494.0%3/1/204031418NZP8114,757122,849.310.08%
AT+T INC4.75%5/15/204600206RCQ3125,000122,413.750.08%
VOYA FINANCIAL INC5.65%5/15/205345685EAG1130,000121,550.000.08%
ILLINOIS ST5.665%3/1/2018452152HT1115,000121,411.250.08%
ZIGGO NV1.0%1/15/2022N0501WAE8119,149117,882.980.07%
FED HM LN PC POOL A878744.0%8/1/2039312934XB3107,870116,534.900.07%
KAISER FOUNDATION HOSPIT3.5%4/1/202248305QAA1110,000114,965.730.07%
NORTHEASTERN UNIVERSITY5.285%3/1/2032664675AM7100,000113,400.600.07%
FNMA POOL AE06244.0%11/1/204031419AVS3103,751111,743.640.07%
FED HM LN PC POOL G084993.0%7/1/20423128MJRV4108,740111,559.360.07%
FNMA POOL AE02154.0%12/1/203931419AGZ4102,776109,851.860.07%
FED HM LN PC POOL A897294.0%11/1/2039312936Y27102,500109,742.340.07%
FNMA POOL AL00054.5%1/1/20413138EGAF197,589106,554.780.07%
FNMA POOL AI79514.5%8/1/20363138AMZR996,745105,798.860.07%
CONNECTICUT AVENUE SECURITIES5.683%10/25/202330711XAB0100,000103,928.820.07%
FNMA POOL AL00496.0%12/1/20353138EGBT090,085103,545.830.07%
FNMA POOL AC95644.5%2/1/204031417WTW194,037103,271.730.07%
MARSH + MCLENNAN COS INC3.3%3/14/2023571748BA9100,000102,134.500.06%
FNMA POOL 8895296.0%3/1/203831410KHE783,20695,857.640.06%
FED HM LN PC POOL A939964.5%9/1/2040312942NM387,45095,322.810.06%
FNMA POOL 7450444.5%8/1/203531403CWD974,21581,276.800.05%
FNMA POOL AE41134.0%10/1/204031419ESB673,22878,732.360.05%
FED HM LN PC POOL Q061604.0%2/1/20373132GRE9873,59678,725.570.05%
FNMA POOL AJ59744.0%12/1/20363138AXT8471,52776,615.170.05%
FED HM LN PC POOL G018385.0%7/1/20353128LXBF663,83170,854.440.05%
FNMA POOL AC28174.0%10/1/203931417MDX864,43968,875.020.04%
SS+C TECH HOLDINGS INC5.875%7/15/202378467JAA865,00067,437.500.04%
CRF AFFORDABLE HOUSING5.5%4/25/203512625RAA865,65766,196.880.04%
MEMORIAL SLOAN KETTERING4.2%7/1/2055586054AC260,00061,741.260.04%
FED HM LN PC POOL G017795.0%4/1/203531283H6Q353,94159,859.320.04%
FNMA POOL AE51434.0%11/1/204031419FWD453,89957,784.990.04%
FNMA POOL AB17634.0%11/1/203031416W5Z147,93651,660.050.03%
SS+C TECHNOLOGIES INCTERM1.0%7/8/202278466DAW448,08348,233.180.03%
FNMA POOL 8902486.0%8/1/203731410LBR240,60047,060.570.03%
FNMA POOL AD80334.0%8/1/204031418V4T642,72845,801.010.03%
FED HM LN PC POOL A947424.0%11/1/2040312943HT341,50244,789.150.03%
FED HM LN PC POOL Z400046.0%8/1/20363132FCAD738,75744,336.990.03%
FED HM LN PC POOL A950844.0%11/1/2040312943UH440,06042,912.910.03%
FED HM LN PC POOL A124135.0%8/1/203331296LVE838,04542,093.740.03%
FED HM LN PC POOL G050525.0%10/1/20333128M65M624,88727,748.060.02%
FNMA POOL MA09193.5%12/1/203131418AAV025,17426,649.110.02%
FED HM LN PC POOL Q171034.0%6/1/20413132J8KR019,49520,882.910.01%
FNMA POOL AC54015.0%10/1/203931417SAB613,12114,525.440.01%