Domini Funds
Schedule of Portfolio Holdings - DOMOX
Holdings as of 12/31/2012
| Security Name | CUSIP | Shares | Market Value | Weight |
| ASSOCIATED BRITISH FOODS PLC | '0673123 | 127,654 | 3,684,828.16 | 2.12% |
| CSL LTD | '6185495 | 55,839 | 3,448,070.05 | 1.98% |
| CENTRAL JAPAN RAILWAY CO | '6183552 | 32,500 | 3,429,057.65 | 1.97% |
| KONINKLIJKE PHILIPS ELECTRON | '5986622 | 111,555 | 3,306,872.99 | 1.90% |
| DAI NIPPON PRINTING CO LTD | '6250906 | 334,000 | 3,179,429.91 | 1.83% |
| TAYLOR WIMPEY PLC | '0878230 | 2,246,231 | 3,100,409.04 | 1.78% |
| DEUTSCHE POST AG REG | '4617859 | 131,940 | 3,045,397.40 | 1.75% |
| SANOFI | '5671735 | 29,004 | 2,952,333.05 | 1.69% |
| PERSIMMON PLC | '0682538 | 180,380 | 2,927,971.08 | 1.68% |
| NEXT PLC | '3208986 | 43,822 | 2,905,203.91 | 1.67% |
| FUJIFILM HOLDINGS CORP | '6356525 | 145,923 | 2,877,486.09 | 1.65% |
| FERROVIAL SA | 'B038516 | 178,859 | 2,843,348.13 | 1.63% |
| SUEDZUCKER AG | '5784462 | 66,916 | 2,831,287.59 | 1.63% |
| SVENSKA CELLULOSA AB B SHS | 'B1VVGZ5 | 108,552 | 2,804,788.68 | 1.61% |
| TGS NOPEC GEOPHYSICAL CO ASA | 'B15SLC4 | 74,279 | 2,801,779.68 | 1.61% |
| TOPPAN PRINTING CO LTD | '6897024 | 389,451 | 2,800,136.95 | 1.61% |
| OTSUKA HOLDINGS CO LTD | 'B5LTM93 | 76,400 | 2,653,116.36 | 1.52% |
| MONDI PLC | 'B1CRLC4 | 186,020 | 2,525,212.05 | 1.45% |
| PARMALAT SPA | 'B09RG69 | 981,937 | 2,509,200.10 | 1.44% |
| LAFARGE SA | '4502706 | 37,642 | 2,505,258.21 | 1.44% |
| KONICA MINOLTA INC | '6496700 | 343,500 | 2,502,632.42 | 1.44% |
| MERCK KGAA | '4741844 | 16,483 | 2,491,215.61 | 1.43% |
| JOHNSON MATTHEY PLC | 'B70FPS6 | 70,977 | 2,478,826.72 | 1.42% |
| NOVARTIS AG REG | '7103065 | 34,772 | 2,476,763.72 | 1.42% |
| NITTO DENKO CORP | '6641801 | 38,500 | 2,305,413.74 | 1.32% |
| MUENCHENER RUECKVER AG REG | '5294121 | 12,047 | 2,257,006.43 | 1.30% |
| CIA SANEAMENTO BASICO DE ADR | '2945927 | 44,400 | 2,119,212.00 | 1.22% |
| SWISS RE AG | 'B545MG5 | 25,713 | 2,096,249.64 | 1.20% |
| SUNCORP GROUP LTD | '6585084 | 156,348 | 1,926,666.40 | 1.11% |
| INCHCAPE PLC | 'B61TVQ0 | 244,501 | 1,865,595.14 | 1.07% |
| WHEELOCK + CO LTD | '6981488 | 343,471 | 1,840,659.26 | 1.06% |
| ASTELLAS PHARMA INC | '6985383 | 33,084 | 1,780,525.85 | 1.02% |
| AXA SA | '7088429 | 102,835 | 1,770,795.15 | 1.02% |
| WHARF HOLDINGS LTD | '6435576 | 189,000 | 1,688,489.11 | 0.97% |
| CREDIT AGRICOLE SA | '7262610 | 201,384 | 1,661,744.60 | 0.95% |
| NIPPON ELECTRIC GLASS CO LTD | '6642666 | 324,000 | 1,609,317.17 | 0.92% |
| SOCIETE GENERALE | '5966516 | 48,834 | 1,607,198.43 | 0.92% |
| DEUTSCHE LUFTHANSA REG | '5287488 | 81,711 | 1,598,532.90 | 0.92% |
| MAUREL ET PROM | 'B05DY78 | 90,103 | 1,577,007.29 | 0.91% |
| ERICSSON LM B SHS | '5959378 | 123,729 | 1,545,185.30 | 0.89% |
| WOLSELEY PLC | 'B8N69M5 | 30,878 | 1,534,602.36 | 0.88% |
| SWEDBANK AB A SHARES | '4846523 | 67,266 | 1,533,193.05 | 0.88% |
| VODAFONE GROUP PLC | 'B16GWD5 | 535,406 | 1,517,034.89 | 0.87% |
| INSURANCE AUSTRALIA GROUP | '6271026 | 254,657 | 1,515,962.45 | 0.87% |
| CARREFOUR SA | '5641567 | 55,141 | 1,512,073.18 | 0.87% |
| HONGKONG LAND HOLDINGS LTD | '6434915 | 200,000 | 1,482,000.00 | 0.85% |
| STANDARD LIFE PLC | 'B16KPT4 | 264,602 | 1,467,720.94 | 0.84% |
| MTN GROUP LTD | '6563206 | 81,051 | 1,426,583.12 | 0.82% |
| NOMURA HOLDINGS INC | '6643108 | 231,100 | 1,425,632.84 | 0.82% |
| SWISS LIFE HOLDING AG REG | '7437805 | 9,507 | 1,412,571.84 | 0.81% |
| TELECOM CORP OF NEW ZEALAND | '6881436 | 704,306 | 1,381,088.21 | 0.79% |
| INVESTOR AB B SHS | '5679591 | 47,447 | 1,373,350.57 | 0.79% |
| CNP ASSURANCES | '5543986 | 98,353 | 1,351,988.13 | 0.78% |
| GPT GROUP | '6365866 | 348,237 | 1,346,931.59 | 0.77% |
| PANDORA A/S | 'B44XTX8 | 47,136 | 1,299,071.57 | 0.75% |
| TURKIYE IS BANKASI C | 'B03MYS8 | 341,125 | 1,297,010.22 | 0.74% |
| HAMMERSON PLC | '0406501 | 170,946 | 1,276,839.94 | 0.73% |
| BNP PARIBAS | '7309681 | 24,797 | 1,274,946.04 | 0.73% |
| ORIX CORP | '6661144 | 99,930 | 1,271,179.32 | 0.73% |
| HENKEL AG + CO KGAA VORZUG | '5076705 | 13,115 | 1,264,587.82 | 0.73% |
| SK INNOVATION CO LTD | 'B232R05 | 8,520 | 1,244,382.53 | 0.71% |
| AOYAMA TRADING CO LTD | '6045878 | 48,386 | 1,235,124.44 | 0.71% |
| TELEKOMUNIKASI INDONESIA PER | 'B02ZK79 | 1,086,000 | 1,229,328.53 | 0.71% |
| SKANDINAVISKA ENSKILDA BAN A | '4813345 | 116,510 | 1,172,805.21 | 0.67% |
| NISSAN MOTOR CO LTD | '6642860 | 113,500 | 1,094,921.29 | 0.63% |
| SK TELECOM | '6224871 | 6,733 | 1,092,312.15 | 0.63% |
| SEINO HOLDINGS CO LTD | '6793423 | 124,693 | 1,079,558.63 | 0.62% |
| HANNOVER RUECKVERSICHERU REG | '4511809 | 13,467 | 1,058,156.51 | 0.61% |
| DAIWA HOUSE INDUSTRY CO LTD | '6251363 | 54,000 | 1,053,924.70 | 0.60% |
| FIRSTRAND LTD | '6606996 | 292,678 | 1,027,225.78 | 0.59% |
| SMURFIT KAPPA GROUP PLC | 'B1RR828 | 60,293 | 998,746.33 | 0.57% |
| BENDIGO AND ADELAIDE BANK | '6091280 | 91,475 | 979,421.37 | 0.56% |
| ATLANTIA SPA | '7667163 | 61,746 | 976,828.07 | 0.56% |
| KT CORP | '6505316 | 30,840 | 972,931.87 | 0.56% |
| LG UPLUS CORP | '6290902 | 129,950 | 936,723.89 | 0.54% |
| MICHELIN (CGDE) | '4588364 | 11,134 | 932,889.76 | 0.54% |
| EVN AG | '4295374 | 63,382 | 919,693.20 | 0.53% |
| AEGON NV | '5927375 | 152,385 | 917,923.00 | 0.53% |
| NEW WORLD DEVELOPMENT | '6633767 | 537,170 | 910,662.88 | 0.52% |
| SONY CORP | '6821506 | 52,600 | 909,115.08 | 0.52% |
| METSO OYJ | '5713422 | 21,182 | 902,761.04 | 0.52% |
| OLD MUTUAL PLC | 'B77J086 | 292,326 | 899,750.06 | 0.52% |
| BERENDSEN PLC | 'B0F9971 | 74,717 | 890,614.53 | 0.51% |
| FRED OLSEN ENERGY ASA | '5344101 | 19,918 | 853,750.54 | 0.49% |
| DAICEL CORP | '6250542 | 109,000 | 849,787.28 | 0.49% |
| WESTPAC BANKING CORP | '6076146 | 26,443 | 847,995.94 | 0.49% |
| SAINSBURY (J) PLC | 'B019KW7 | 144,559 | 830,829.13 | 0.48% |
| VIVENDI | '4834777 | 39,120 | 809,520.31 | 0.46% |
| PROSIEBEN SAT.1 MEDIA AG PRF | '4579131 | 21,650 | 774,250.86 | 0.44% |
| AES TIETE SA PREF | '2441038 | 79,600 | 773,754.56 | 0.44% |
| DEXUS PROPERTY GROUP | 'B033YN6 | 703,052 | 762,285.23 | 0.44% |
| CONTINENTAL AG | '4598589 | 6,312 | 755,975.22 | 0.43% |
| SHIONOGI + CO LTD | '6804682 | 36,800 | 744,062.97 | 0.43% |
| VIMPELCOM LTD SPON ADR | 'B62HR76 | 57,400 | 682,486.00 | 0.39% |
| BANCO DO BRASIL S.A. | '2328595 | 48,700 | 662,987.58 | 0.38% |
| REXAM PLC | 'B943Z35 | 82,723 | 662,596.96 | 0.38% |
| PETROLEUM GEO SERVICES | 'B1L7YL5 | 40,750 | 628,804.11 | 0.36% |
| SBI HOLDINGS INC | '6309466 | 67,700 | 597,649.44 | 0.34% |
| CAPITALAND LTD | '6309303 | 208,000 | 591,842.66 | 0.34% |
| SCOR SE | 'B1LB9P6 | 19,501 | 560,923.32 | 0.32% |
| NOKIA OYJ | '5902941 | 172,687 | 559,690.06 | 0.32% |
| BEIJING CAPITAL INTL AIRPO H | '6208422 | 770,000 | 555,480.41 | 0.32% |
| SINGAPORE AIRLINES LTD | '6811734 | 63,000 | 551,999.03 | 0.32% |
| YAPI VE KREDI BANKASI | 'B03MZJ6 | 173,647 | 537,398.84 | 0.31% |
| AEON CO LTD | '6480048 | 41,449 | 536,077.26 | 0.31% |
| CIMENTS FRANCAIS | '4199540 | 8,984 | 513,367.47 | 0.29% |
| BOSKALIS WESTMINSTER | 'B1XF882 | 12,717 | 506,063.30 | 0.29% |
| MITSUI FUDOSAN CO LTD | '6597603 | 17,000 | 483,131.25 | 0.28% |
| BERKELEY GROUP HOLDINGS | 'B02L3W3 | 15,399 | 477,239.32 | 0.27% |
| MS+AD INSURANCE GROUP HOLDIN | 'B2Q4CS1 | 20,300 | 449,743.67 | 0.26% |
| UNILEVER PLC | 'B10RZP7 | 10,408 | 439,984.33 | 0.25% |
| BROTHER INDUSTRIES LTD | '6146500 | 39,400 | 405,230.80 | 0.23% |
| SHIMAO PROPERTY HOLDINGS LTD | 'B16YNS1 | 210,000 | 404,166.10 | 0.23% |
| NIPPON MEAT PACKERS INC | '6640767 | 25,000 | 403,371.62 | 0.23% |
| NATIONAL AUSTRALIA BANK LTD | '6624608 | 12,003 | 385,923.20 | 0.22% |
| DELHAIZE GROUP | '4262118 | 6,534 | 357,049.41 | 0.20% |
| GENERALI DEUTSCHLAND HOLDING | '5335075 | 2,793 | 354,309.27 | 0.20% |
| STRABAG SE BR | 'B28DT41 | 15,370 | 345,094.55 | 0.20% |
| TELEKOMUNIKACJA POLSKA SA | '5552551 | 156,767 | 321,491.76 | 0.18% |
| BANKINTER SA | '5474008 | 64,740 | 313,576.11 | 0.18% |
| BANCO SANTANDER SA | '5705946 | 45,314 | 305,019.79 | 0.18% |
| GREAT EAGLE HOLDINGS LTD | '6387406 | 73,019 | 297,243.91 | 0.17% |
| HYSAN DEVELOPMENT CO | '6449629 | 58,000 | 294,010.42 | 0.17% |
| SACYR VALLEHERMOSO SA | '5504789 | 157,653 | 284,633.60 | 0.16% |
| AWE LTD | '6003843 | 206,282 | 278,501.68 | 0.16% |
| ASUSTEK COMPUTER INC | '6051046 | 20,000 | 237,772.76 | 0.14% |
| HTC CORP | '6510536 | 29,000 | 236,635.73 | 0.14% |
| ANTOFAGASTA PLC | '0045614 | 15,676 | 234,223.81 | 0.13% |
| KBC GROEP NV | '4497749 | 6,293 | 217,132.08 | 0.12% |
| ROHM CO LTD | '6747204 | 6,200 | 214,645.82 | 0.12% |
| CAIRN ENERGY PLC | 'B74CDH8 | 39,706 | 164,897.53 | 0.09% |
| STANDARD CHARTERED PLC | '0408284 | 5,946 | 153,804.04 | 0.09% |
| AMADA CO LTD | '6022105 | 23,000 | 151,914.49 | 0.09% |
| FAST RETAILING CO LTD | '6332439 | 48 | 15,280.15 | 0.01% |
| NTN CORP | '6651189 | 5,300 | 14,149.12 | 0.01% |
| SANLAM LTD | 'B0L6750 | 2,531 | 13,015.78 | 0.01% |
| ATLAS COPCO AB A SHS | 'B1QGR41 | 440 | 12,519.22 | 0.01% |
| MARKS + SPENCER GROUP PLC | '3127489 | 1,781 | 10,547.01 | 0.01% |
| HONDA MOTOR CO LTD | '6435145 | 260 | 9,955.33 | 0.01% |
| HENNES + MAURITZ AB B SHS | '5687431 | 277 | 9,926.33 | 0.01% |
| BYD CO LTD H | '6536651 | 3,000 | 9,642.33 | 0.01% |
| TORAY INDUSTRIES INC | '6897143 | 1,394 | 9,429.74 | 0.01% |
| SKF AB B SHARES | 'B1Q3J35 | 385 | 9,408.87 | 0.01% |
| ELPIDA MEMORY INC | 'B035F62 | 126,200 | 0.00 | 0.00% |
| IRISH BANK RESOLUTION CORP | 'B076LH4 | 138,674 | 0.00 | 0.00% |
| Total Market Value: $174,204,592.30 | ||||
The Domini International Social Equity Fund helps you access a world of investment opportunity, while using your investment dollars to encourage corporate responsibility. Investments in companies across Europe, the Asia-Pacific region, and throughout the rest of the world let you take advantage of broad international diversification with the convenience of one mutual fund.
Download a Prospectus in PDF.
Fund Highlights
All data as of 3/31/2013 unless otherwise noted.
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Symbol: DOMOX
Fund Type Diversified mid- to large-cap international stocks, socially screened.
Inception Date: Fund: 12/27/2006
Share class: 11/30/2012 Initial Sales Fee None (no-load) |
Fund Net Assets $176.8 Million
Expense Ratio1 1.27% annually
Dividends Semi-annually
Capital Gains Annually
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Minimum Initial Investment $1 million*
Newspaper Listings N/A
CUSIP Number 257132811
|
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Investment Objective Investment Strategy Subject to these standards, Wellington Management Company, LLP, the Fund’s subadvisor, seeks to add value using a diversified quantitative stock selection approach, while managing risk through portfolio construction. Management Subadvisor: Wellington Management Company, LLP. Shareholder Activism |
Social and Environmental Standards Domini evaluates the Fund’s potential investments against its social and environmental standards based on the businesses in which they engage, as well as on the quality of their relations with key stakeholders, including communities, customers, ecosystems, employees, investors, and suppliers. Domini may determine that a security is eligible for investment even if a corporation’s profile reflects a mixture of positive and negative social and environmental characteristics. Investor Profile
Who Should Not Invest:
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1. Until November 30, 2013, the Fund's Manager has contractually agreed to waive certain fees and/or reimburse certain expenses, including management fees, so that expenses paid by the Fund will not exceed, on a per annum basis, 1.27% of its average daily net assets representing Institutional shares, absent an earlier modification by the Board of Trustees, which oversees the Funds.
*Investors may meet the minimum initial investment amount by aggregating up to three separate accounts within the Institutional share class of a Fund.
**Accounts will not be established for omnibus or other accounts for which Domini provides recordkeeping and other shareholder services or for which the Fund is required to pay any type of administrative payment per participant account.
Past performance is no guarantee of future results.
The Domini International Social Equity Fund is not insured and is subject to market risks. Investing internationally involves special risks, such as currency fluctuations, social and economic instability, differing securities regulations and accounting standards, limited public information, possible changes in taxation, and periods of illiquidity. You may lose money. Although the Fund’s Investor shares are no-load, certain fees and expenses apply to a continued investment and are described in the prospectus. The composition of the Fund’s portfolio is subject to change.
The Domini Funds maintain portfolio holdings disclosure policies that govern the timing and circumstances of disclosure to shareholders and third parties of information regarding the portfolio investments held by the Funds.
Schedule of Portfolio Holdings - DSBIX
Holdings as of 3/31/2013
| Security Name | CUSIP | Shares | Value | Coupon | Maturity | Weight |
| FREDDIE MAC | '3137EADF3 | 23,410,000 | 23,946,721.07 | 1.250 | 5/12/2017 | 16.60% |
| FREDDIE MAC | '3137EACM9 | 19,946,000 | 20,622,129.51 | 1.750 | 9/10/2015 | 14.29% |
| FREDDIE MAC | '3137EACH0 | 7,735,000 | 8,107,796.06 | 2.875 | 2/9/2015 | 5.62% |
| FREDDIE MAC | '3137EADB2 | 6,980,000 | 7,279,183.74 | 2.375 | 1/13/2022 | 5.04% |
| FHLMC TBA APR GOLD | '02R022449 | 3,356,000 | 3,475,557.50 | 2.500 | 12/1/2099 | 2.41% |
| FREDDIE MAC | '3137EADP1 | 2,980,000 | 2,977,693.48 | 0.875 | 3/7/2018 | 2.06% |
| FNMA POOL AR6681 | '3138W4M73 | 2,550,670 | 2,653,198.60 | 2.500 | 2/1/2028 | 1.84% |
| FNMA POOL AE0115 | '31419ADV6 | 2,040,138 | 2,252,813.35 | 5.500 | 12/1/2035 | 1.56% |
| FED HM LN PC POOL J19132 | '3128Q0ED5 | 1,754,021 | 1,848,805.97 | 3.000 | 5/1/2027 | 1.28% |
| FED HM LN PC POOL G02162 | '3128LXMK3 | 1,500,814 | 1,629,903.46 | 5.500 | 5/1/2036 | 1.13% |
| ENSCO PLC | '29358QAA7 | 1,364,000 | 1,525,475.78 | 4.700 | 3/15/2021 | 1.06% |
| FANNIE MAE | '31397SC51 | 1,385,000 | 1,466,451.16 | 3.000 | 5/25/2026 | 1.02% |
| FNMA POOL 745327 | '31403DA41 | 1,305,014 | 1,441,170.60 | 6.000 | 3/1/2036 | 1.00% |
| WEST WINDS 2ND | 'ACI05HQ04 | 1,350,000 | 1,407,375.00 | 1.000 | 10/1/2019 | 0.98% |
| FNMA POOL 471235 | '31381UPU5 | 1,275,925 | 1,364,252.07 | 3.120 | 5/1/2022 | 0.95% |
| FNMA POOL 874332 | '31409LLM5 | 1,077,413 | 1,245,852.20 | 6.030 | 2/1/2022 | 0.86% |
| DIGITAL REALTY TRUST LP | '25389JAH9 | 1,000,000 | 1,140,860.00 | 5.875 | 2/1/2020 | 0.79% |
| FISERV INC | '337738AL2 | 1,000,000 | 1,085,862.00 | 4.750 | 6/15/2021 | 0.75% |
| AMERICAN EXPRESS CREDIT | '0258M0DD8 | 1,000,000 | 1,046,667.00 | 2.375 | 3/24/2017 | 0.73% |
| FED HM LN PC POOL J18446 | '3128PYL36 | 986,622 | 1,039,938.03 | 3.000 | 3/1/2027 | 0.72% |
| GNMA POOL 799738 | '36177UZC1 | 974,699 | 1,037,988.61 | 3.000 | 10/15/2027 | 0.72% |
| INTEL CORP | '458140AH3 | 1,000,000 | 1,036,777.00 | 1.950 | 10/1/2016 | 0.72% |
| THERMO FISHER SCIENTIFIC | '883556BA9 | 1,000,000 | 1,036,251.00 | 2.250 | 8/15/2016 | 0.72% |
| FNMA POOL AM0061 | '3138L0B75 | 989,550 | 1,030,923.35 | 3.100 | 7/1/2024 | 0.71% |
| 3M COMPANY | '88579YAD3 | 1,000,000 | 1,025,004.00 | 1.375 | 9/29/2016 | 0.71% |
| FNMA POOL AI9142 | '3138APEQ7 | 981,284 | 1,019,424.70 | 2.500 | 12/1/2027 | 0.71% |
| PACCAR FINANCIAL CORP | '69371RK39 | 1,000,000 | 1,017,189.00 | 1.550 | 9/29/2014 | 0.70% |
| JOHN DEERE CAPITAL CORP | '24422ERK7 | 1,000,000 | 1,014,052.00 | 1.250 | 12/2/2014 | 0.70% |
| DEERE + COMPANY | '244199BE4 | 1,000,000 | 1,009,237.00 | 2.600 | 6/8/2022 | 0.70% |
| FNMA POOL 888344 | '31410F5D3 | 927,652 | 1,007,478.45 | 5.000 | 10/1/2035 | 0.70% |
| FED HM LN PC POOL G01837 | '3128LXBE9 | 930,768 | 1,004,754.43 | 5.000 | 7/1/2035 | 0.70% |
| MACYS RETAIL HLDGS INC | '55616XAH0 | 1,000,000 | 969,858.00 | 2.875 | 2/15/2023 | 0.67% |
| FED HM LN PC POOL G02424 | '3128M4AZ6 | 878,306 | 953,852.28 | 5.500 | 12/1/2036 | 0.66% |
| FED HM LN PC POOL J20738 | '31306XZB2 | 893,604 | 927,437.75 | 2.500 | 10/1/2027 | 0.64% |
| FREDDIE MAC | '3137A6YW6 | 847,000 | 912,555.68 | 3.500 | 2/15/2026 | 0.63% |
| FNMA POOL AP9774 | '3138MD2G6 | 868,110 | 903,005.06 | 2.500 | 10/1/2027 | 0.63% |
| ILLINOIS TOOL WORKS INC | '452308AJ8 | 700,000 | 875,802.90 | 6.250 | 4/1/2019 | 0.61% |
| FANNIE MAE | '31397SYG3 | 825,000 | 874,671.60 | 3.000 | 5/25/2026 | 0.61% |
| TD AMERITRADE HOLDING CO | '87236YAA6 | 700,000 | 839,493.90 | 5.600 | 12/1/2019 | 0.58% |
| IBM CORP | '459200GJ4 | 700,000 | 838,364.80 | 5.700 | 9/14/2017 | 0.58% |
| FED HM LN PC POOL G30614 | '3128CUVF0 | 749,159 | 798,839.57 | 3.500 | 12/1/2032 | 0.55% |
| VERIZON COMMUNICATIONS | '92343VAC8 | 700,000 | 790,223.00 | 5.550 | 2/15/2016 | 0.55% |
| FNMA POOL AB4168 | '31417AT25 | 730,150 | 779,937.03 | 3.500 | 1/1/2032 | 0.54% |
| AUTOZONE INC | '053332AM4 | 750,000 | 775,390.50 | 3.700 | 4/15/2022 | 0.54% |
| GOVERNMENT NATIONAL MORTGAGE A | '38373MHK9 | 738,722 | 754,213.56 | 5.134 | 2/16/2031 | 0.52% |
| KROGER CO/THE | '501044CL3 | 700,000 | 737,559.90 | 7.500 | 1/15/2014 | 0.51% |
| FED HM LN PC POOL G06079 | '3128M8CQ5 | 648,382 | 709,824.93 | 6.000 | 7/1/2039 | 0.49% |
| PRAXAIR INC | '74005PAR5 | 647,000 | 699,273.72 | 4.625 | 3/30/2015 | 0.48% |
| FNMA POOL AP4725 | '3138M8HB2 | 655,309 | 692,948.41 | 3.000 | 8/1/2027 | 0.48% |
| FNMA POOL 735500 | '31402RDD8 | 626,703 | 687,584.64 | 5.500 | 5/1/2035 | 0.48% |
| FED HM LN PC POOL G04997 | '3128M63E6 | 629,107 | 679,114.89 | 5.000 | 1/1/2037 | 0.47% |
| COMCAST CORP | '20030NAG6 | 600,000 | 676,087.80 | 4.950 | 6/15/2016 | 0.47% |
| FNMA POOL AL1627 | '3138EHYZ9 | 612,168 | 672,090.02 | 4.500 | 9/1/2041 | 0.47% |
| AT+T INC | '00206RBR2 | 671,000 | 671,017.45 | 0.900 | 2/12/2016 | 0.47% |
| FNMA POOL AP7520 | '3138MBLA2 | 614,841 | 651,692.52 | 3.000 | 9/1/2027 | 0.45% |
| FED HM LN PC POOL J20257 | '31306XJA2 | 598,256 | 630,211.14 | 3.000 | 8/1/2027 | 0.44% |
| FREDDIE MAC | '3137AHT81 | 592,000 | 626,206.94 | 3.000 | 11/15/2026 | 0.43% |
| FED HM LN PC POOL J22831 | '31307BEC0 | 588,000 | 611,687.04 | 2.500 | 3/1/2028 | 0.42% |
| FED HM LN PC POOL G03551 | '3128M5H45 | 555,417 | 607,355.45 | 6.000 | 11/1/2037 | 0.42% |
| CRF AFFORDABLE HOUSING | '12625RAA8 | 580,545 | 585,299.38 | 5.500 | 4/25/2035 | 0.41% |
| FNMA POOL MA0949 | '31418ABT4 | 536,147 | 572,706.04 | 3.500 | 1/1/2032 | 0.40% |
| FREDDIE MAC | '3137A8FT0 | 526,000 | 569,833.42 | 3.500 | 3/15/2026 | 0.39% |
| FNMA POOL 190370 | '31368HMT7 | 516,408 | 567,059.38 | 6.000 | 6/1/2036 | 0.39% |
| GOVERNMENT NATIONAL MORTGAGE A | '38373MTE0 | 526,457 | 560,925.16 | 5.245 | 3/16/2037 | 0.39% |
| UNITED PARCEL SERVICE | '911312AM8 | 500,000 | 534,609.00 | 3.125 | 1/15/2021 | 0.37% |
| BECTON DICKINSON | '075887AW9 | 500,000 | 531,750.50 | 3.250 | 11/12/2020 | 0.37% |
| FNMA POOL AB8428 | '31417FLJ5 | 497,201 | 531,725.28 | 3.500 | 2/1/2033 | 0.37% |
| FANNIE MAE | '3136A0Y35 | 500,000 | 529,874.25 | 3.500 | 9/25/2026 | 0.37% |
| FNMA POOL AM0463 | '3138L0QR5 | 496,047 | 513,972.99 | 2.720 | 9/1/2022 | 0.36% |
| FNMA POOL AP9592 | '3138MDUS9 | 479,523 | 512,220.66 | 3.500 | 10/1/2032 | 0.36% |
| CC HOLDINGS GS V LLC | '14987BAC7 | 485,000 | 489,630.78 | 3.849 | 4/15/2023 | 0.34% |
| FNMA POOL 889529 | '31410KHE7 | 433,244 | 484,159.27 | 6.000 | 3/1/2038 | 0.34% |
| PNC BANK NA | '69349LAH1 | 447,000 | 447,260.60 | 0.800 | 1/28/2016 | 0.31% |
| CISCO SYSTEMS INC | '17275RAC6 | 388,000 | 441,247.96 | 5.500 | 2/22/2016 | 0.31% |
| FNMA POOL 995082 | '31416BM70 | 397,479 | 438,576.45 | 5.500 | 8/1/2037 | 0.30% |
| AT+T INC | '00206RAZ5 | 400,000 | 433,294.00 | 3.875 | 8/15/2021 | 0.30% |
| FNMA POOL AB1343 | '31416WP55 | 383,891 | 419,147.41 | 4.500 | 8/1/2040 | 0.29% |
| FREDDIE MAC | '3137A7GE4 | 383,000 | 414,688.85 | 3.500 | 2/15/2026 | 0.29% |
| FNMA POOL AP1220 | '3138M4LA8 | 386,612 | 401,880.22 | 2.500 | 9/1/2027 | 0.28% |
| FANNIE MAE | '3136A4A82 | 368,000 | 398,596.26 | 3.500 | 3/25/2027 | 0.28% |
| FED HM LN PC POOL Q00291 | '3132GDKC5 | 350,402 | 380,664.43 | 5.000 | 4/1/2041 | 0.26% |
| FIFTH THIRD BANK | '31677QAV1 | 374,000 | 374,351.56 | 1.450 | 2/28/2018 | 0.26% |
| FREDDIE MAC | '3137A4BE6 | 343,000 | 370,621.79 | 3.500 | 12/15/2025 | 0.26% |
| FNMA POOL AL3274 | '3138EKT88 | 335,000 | 352,671.18 | 3.000 | 5/1/2027 | 0.24% |
| ANALOG DEVICES | '032654AG0 | 333,000 | 352,551.43 | 3.000 | 4/15/2016 | 0.24% |
| SBA TOWER TRUST | '78403DAC4 | 320,000 | 336,587.84 | 2.933 | 12/15/2042 | 0.23% |
| FED HM LN PC POOL J20729 | '31306XY23 | 309,320 | 321,877.47 | 2.500 | 10/1/2027 | 0.22% |
| FED HM LN PC POOL J21113 | '31306YGW5 | 304,293 | 316,170.89 | 2.500 | 11/1/2027 | 0.22% |
| FNMA POOL 357829 | '31376KPN0 | 285,638 | 309,808.75 | 6.000 | 6/1/2035 | 0.21% |
| NASDAQ OMX GROUP | '631103AD0 | 276,000 | 298,046.88 | 5.550 | 1/15/2020 | 0.21% |
| AMERICAN TOWER CORP | '03027XAB6 | 281,000 | 279,272.97 | 3.500 | 1/31/2023 | 0.19% |
| INTEL CORP | '458140AM2 | 280,000 | 278,005.84 | 2.700 | 12/15/2022 | 0.19% |
| FNMA POOL AB7691 | '31417ERM5 | 249,711 | 266,738.56 | 3.500 | 1/1/2033 | 0.18% |
| TSMC GLOBAL LTD | '872882AC9 | 266,000 | 265,611.64 | 1.625 | 4/3/2018 | 0.18% |
| KEY BANK NA | '49327M2A1 | 250,000 | 252,555.25 | 1.650 | 2/1/2018 | 0.18% |
| LATINO COMM CREDIT UNION MM | '977ZZH007 | 251,780 | 251,780.34 | 0.500 | 4/15/2013 | 0.17% |
| OPPORTUNITIES CREDIT UNION | '972LJZ001 | 250,581 | 250,580.87 | 0.300 | 4/15/2013 | 0.17% |
| FNMA POOL AP1221 | '3138M4LB6 | 241,020 | 250,538.41 | 2.500 | 10/1/2027 | 0.17% |
| SELF HELP FEDERAL CREDIT UNION | '921BRZ006 | 250,000 | 250,000.00 | 0.800 | 12/27/2013 | 0.17% |
| COMM CAP BANK OF VIRGINIA CD | '921QUZ009 | 250,000 | 250,000.00 | 0.400 | 2/4/2014 | 0.17% |
| HOPE FEDERAL CREDIT UNION CD | '921RUA002 | 250,000 | 250,000.00 | 0.850 | 2/4/2014 | 0.17% |
| CITY FIRST BANK OF DC | '921SAA002 | 250,000 | 250,000.00 | 0.600 | 2/5/2014 | 0.17% |
| COMMUNITY COMMERCE BANK | '972NKX000 | 250,000 | 250,000.00 | 0.300 | 6/1/2013 | 0.17% |
| SOUTHERN BANCORP | '972TWX004 | 250,000 | 250,000.00 | 0.250 | 6/20/2013 | 0.17% |
| CENTRAL BANK OF KANSA CITY | '986EYM003 | 250,000 | 250,000.00 | 0.400 | 5/30/2013 | 0.17% |
| EASTERN BANK CD | '986QLU002 | 250,000 | 250,000.00 | 0.100 | 12/20/2013 | 0.17% |
| SELF HELP CREDIT UNION CD | '986QLV000 | 250,000 | 250,000.00 | 0.800 | 12/12/2013 | 0.17% |
| BANK2 CERIFICATE OF DEPOSIT | '988UCN007 | 250,000 | 250,000.00 | 0.850 | 11/3/2013 | 0.17% |
| FED HM LN PC POOL J22137 | '31307ALS9 | 223,072 | 231,517.66 | 2.500 | 2/1/2028 | 0.16% |
| FNMA POOL AK4136 | '3138E8S29 | 207,326 | 215,643.81 | 2.500 | 8/1/2027 | 0.15% |
| LIFE TECHNOLOGIES CORP | '53217VAC3 | 190,000 | 213,474.31 | 6.000 | 3/1/2020 | 0.15% |
| FED HM LN PC POOL J21295 | '31306YNL1 | 204,754 | 212,746.14 | 2.500 | 12/1/2027 | 0.15% |
| FNMA POOL AL0005 | '3138EGAF1 | 195,974 | 211,482.10 | 4.500 | 1/1/2041 | 0.15% |
| FNMA POOL AD0439 | '31418MPZ9 | 185,471 | 204,450.73 | 6.000 | 7/1/2039 | 0.14% |
| FNMA POOL AI7951 | '3138AMZR9 | 188,690 | 203,445.20 | 4.500 | 8/1/2036 | 0.14% |
| FED HM LN PC POOL A93996 | '312942NM3 | 187,721 | 200,999.78 | 4.500 | 9/1/2040 | 0.14% |
| PROMERICA BANK CD | '921TBH004 | 200,000 | 200,000.00 | 0.500 | 2/8/2014 | 0.14% |
| LIBERTY BANK TRUST CD | '986QLT005 | 200,000 | 200,000.00 | 0.540 | 12/4/2013 | 0.14% |
| FED HM LN PC POOL J20922 | '31306YAX9 | 188,371 | 195,724.15 | 2.500 | 10/1/2027 | 0.14% |
| FNMA POOL MA0976 | '31418ACN6 | 180,021 | 191,930.57 | 3.500 | 2/1/2032 | 0.13% |
| FED HM LN PC POOL J22873 | '31307BFN5 | 184,000 | 191,354.77 | 2.500 | 3/1/2028 | 0.13% |
| FNMA POOL AB2694 | '31416X7G9 | 174,380 | 190,740.46 | 4.500 | 4/1/2041 | 0.13% |
| ORACLE CORP | '68389XAC9 | 134,000 | 161,870.93 | 5.750 | 4/15/2018 | 0.11% |
| FNMA POOL AQ2197 | '3138MHNP4 | 146,106 | 159,312.38 | 4.500 | 11/1/2042 | 0.11% |
| FNMA POOL AR1215 | '3138NXK55 | 145,897 | 153,684.30 | 3.000 | 1/1/2028 | 0.11% |
| FED HM LN PC POOL Z40004 | '3132FCAD7 | 133,930 | 146,244.95 | 6.000 | 8/1/2036 | 0.10% |
| FNMA POOL 827943 | '31407DZG3 | 133,048 | 144,836.88 | 5.000 | 5/1/2035 | 0.10% |
| GNMA POOL AB1392 | '36178LRM7 | 135,169 | 144,072.68 | 3.000 | 8/15/2027 | 0.10% |
| FED HM LN PC POOL G01779 | '31283H6Q3 | 133,106 | 143,852.54 | 5.000 | 4/1/2035 | 0.10% |
| FED HM LN PC POOL J22255 | '31307AQG0 | 137,798 | 143,392.05 | 2.500 | 2/1/2028 | 0.10% |
| FNMA POOL AM1589 | '3138L1XT1 | 141,188 | 142,392.70 | 2.420 | 12/1/2027 | 0.10% |
| JUNIPER NETWORKS INC | '48203RAE4 | 128,000 | 134,232.19 | 3.100 | 3/15/2016 | 0.09% |
| FED HM LN PC POOL A12413 | '31296LVE8 | 113,897 | 123,662.90 | 5.000 | 8/1/2033 | 0.09% |
| FED HM LN PC POOL D99439 | '3128E6PY7 | 112,744 | 120,807.87 | 3.500 | 6/1/2032 | 0.08% |
| FED HM LN PC POOL J22728 | '31307BA59 | 111,000 | 115,402.16 | 2.500 | 3/1/2028 | 0.08% |
| FED HM LN PC POOL J19776 | '3128Q02H9 | 107,268 | 114,036.32 | 3.000 | 7/1/2027 | 0.08% |
| SELF HELP MONEY MARKET DEMAND | '8169939F8 | 102,056 | 102,056.02 | 0.650 | 4/15/2013 | 0.07% |
| SOUTHERN BANCORP MONEY MARKET | '977ZZG009 | 100,870 | 100,869.52 | 0.495 | 4/15/2013 | 0.07% |
| FED HM LN PC POOL J21368 | '31306YQV6 | 95,150 | 100,529.67 | 3.000 | 11/1/2027 | 0.07% |
| SELF HELP FEDERAL CREDIT UNION | '921ESS005 | 100,107 | 100,106.71 | 0.660 | 4/15/2013 | 0.07% |
| BANK2 MONEY MARKET ACCOUNT | '921KGU009 | 100,000 | 100,000.00 | 0.550 | 1/15/2014 | 0.07% |
| FED HM LN PC POOL G02252 | '3128LXQD5 | 88,003 | 95,572.40 | 5.500 | 7/1/2036 | 0.07% |
| FNMA POOL AI9132 | '3138APEE4 | 88,425 | 93,227.18 | 3.000 | 9/1/2027 | 0.06% |
| FNMA POOL AQ1273 | '3138MGMX0 | 82,732 | 87,147.58 | 3.000 | 1/1/2028 | 0.06% |
| GNMA POOL AA6933 | '36178EV22 | 77,562 | 82,550.12 | 3.000 | 11/15/2027 | 0.06% |
| FED HM LN PC POOL G05052 | '3128M65M6 | 66,708 | 72,427.13 | 5.000 | 10/1/2033 | 0.05% |
| SMALL BUSINESS ADMINISTRATION | '83162CMY6 | 10,725 | 10,754.57 | 3.530 | 5/1/2013 | 0.01% |
| Total Market Value: $144,286,531.99 | ||||||
Schedule of Portfolio Holdings - DIEQX
Holdings as of 3/31/2013
| Security Name | CUSIP | Shares | Market Value | Weight |
| MICROSOFT CORP | '594918104 | 1,070,539 | 30,628,120.79 | 3.74% |
| 3M CO | '88579Y101 | 260,915 | 27,737,873.65 | 3.39% |
| ORACLE CORP | '68389X105 | 741,100 | 23,967,174.00 | 2.93% |
| ELI LILLY + CO | '532457108 | 418,300 | 23,755,257.00 | 2.90% |
| APACHE CORP | '037411105 | 307,791 | 23,749,153.56 | 2.90% |
| KROGER CO | '501044101 | 683,030 | 22,635,614.20 | 2.76% |
| DEVON ENERGY CORPORATION | '25179M103 | 397,035 | 22,400,714.70 | 2.74% |
| CELGENE CORP | '151020104 | 185,700 | 21,524,487.00 | 2.63% |
| APPLE INC | '037833100 | 45,890 | 20,312,290.70 | 2.48% |
| DISCOVER FINANCIAL SERVICES | '254709108 | 429,300 | 19,249,812.00 | 2.35% |
| SOUTHWEST AIRLINES CO | '844741108 | 1,385,854 | 18,681,311.92 | 2.28% |
| INTEL CORP | '458140100 | 834,441 | 18,232,535.85 | 2.23% |
| TJX COMPANIES INC | '872540109 | 373,000 | 17,437,750.00 | 2.13% |
| FIFTH THIRD BANCORP | '316773100 | 1,030,400 | 16,805,824.00 | 2.05% |
| HILLSHIRE BRANDS CO | '432589109 | 471,800 | 16,583,770.00 | 2.03% |
| ANNALY CAPITAL MANAGEMENT IN | '035710409 | 1,022,600 | 16,249,114.00 | 1.98% |
| AMERICAN CAPITAL AGENCY CORP | '02503X105 | 477,100 | 15,639,338.00 | 1.91% |
| MASTERCARD INC CLASS A | '57636Q104 | 28,470 | 15,405,971.10 | 1.88% |
| MYLAN INC | '628530107 | 524,100 | 15,167,454.00 | 1.85% |
| JPMORGAN CHASE + CO | '46625H100 | 314,937 | 14,946,910.02 | 1.83% |
| BIOGEN IDEC INC | '09062X103 | 77,000 | 14,854,070.00 | 1.81% |
| DIRECTV | '25490A309 | 260,400 | 14,741,244.00 | 1.80% |
| NV ENERGY INC | '67073Y106 | 706,100 | 14,143,183.00 | 1.73% |
| SOUTHWESTERN ENERGY CO | '845467109 | 371,287 | 13,834,153.62 | 1.69% |
| SYMANTEC CORP | '871503108 | 545,300 | 13,458,004.00 | 1.64% |
| DEAN FOODS CO | '242370104 | 722,700 | 13,102,551.00 | 1.60% |
| HARTFORD FINANCIAL SVCS GRP | '416515104 | 505,500 | 13,041,900.00 | 1.59% |
| EQUIFAX INC | '294429105 | 221,900 | 12,779,221.00 | 1.56% |
| AMERICAN CAPITAL LTD | '02503Y103 | 853,500 | 12,456,832.50 | 1.52% |
| SK TELECOM CO LTD ADR | '78440P108 | 664,400 | 11,872,828.00 | 1.45% |
| AUTOZONE INC | '053332102 | 29,800 | 11,823,746.00 | 1.44% |
| ENERGIZER HOLDINGS INC | '29266R108 | 107,500 | 10,720,975.00 | 1.31% |
| NETAPP INC | '64110D104 | 310,800 | 10,616,928.00 | 1.30% |
| TELUS CORP | '87971M103 | 153,500 | 10,608,385.00 | 1.30% |
| GAP INC/THE | '364760108 | 293,845 | 10,402,113.00 | 1.27% |
| ENSCO PLC CL A | 'G3157S106 | 172,600 | 10,356,000.00 | 1.26% |
| CISCO SYSTEMS INC | '17275R102 | 487,704 | 10,197,890.64 | 1.25% |
| WHIRLPOOL CORP | '963320106 | 86,000 | 10,187,560.00 | 1.24% |
| SUNTRUST BANKS INC | '867914103 | 325,900 | 9,389,179.00 | 1.15% |
| SAPUTO INC | '802912956 | 177,300 | 9,001,559.13 | 1.10% |
| SAFEWAY INC | '786514208 | 303,200 | 7,989,320.00 | 0.98% |
| AMERISOURCEBERGEN CORP | '03073E105 | 154,400 | 7,943,880.00 | 0.97% |
| DUN + BRADSTREET CORP | '26483E100 | 90,400 | 7,561,960.00 | 0.92% |
| YAHOO INC | '984332106 | 318,849 | 7,502,516.97 | 0.92% |
| ORIX SPONSORED ADR | '686330101 | 117,500 | 7,470,650.00 | 0.91% |
| ST JUDE MEDICAL INC | '790849103 | 180,700 | 7,307,508.00 | 0.89% |
| VERISIGN INC | '92343E102 | 148,600 | 7,025,808.00 | 0.86% |
| GOOGLE INC CL A | '38259P508 | 8,516 | 6,761,959.48 | 0.83% |
| MONSTER BEVERAGE CORP | '611740101 | 140,400 | 6,702,696.00 | 0.82% |
| SHERWIN WILLIAMS CO/THE | '824348106 | 38,200 | 6,451,598.00 | 0.79% |
| VERIZON COMMUNICATIONS INC | '92343V104 | 127,463 | 6,264,806.45 | 0.77% |
| KIMCO REALTY CORP | '49446R109 | 258,300 | 5,785,920.00 | 0.71% |
| UNUM GROUP | '91529Y106 | 202,200 | 5,712,150.00 | 0.70% |
| O REILLY AUTOMOTIVE INC | '67103H107 | 48,700 | 4,994,185.00 | 0.61% |
| PRUDENTIAL FINANCIAL INC | '744320102 | 76,700 | 4,524,533.00 | 0.55% |
| ROGERS COMMUNICATIONS INC B | '775109200 | 85,900 | 4,386,054.00 | 0.54% |
| PRICELINE.COM INC | '741503403 | 6,000 | 4,127,580.00 | 0.50% |
| SILVER WHEATON CORP | '828336107 | 127,500 | 3,997,125.00 | 0.49% |
| COACH INC | '189754104 | 70,233 | 3,510,947.67 | 0.43% |
| PPG INDUSTRIES INC | '693506107 | 25,900 | 3,469,046.00 | 0.42% |
| COCA COLA CO/THE | '191216100 | 84,792 | 3,428,988.48 | 0.42% |
| GANNETT CO | '364730101 | 142,600 | 3,118,662.00 | 0.38% |
| AT+T INC | '00206R102 | 82,835 | 3,039,216.15 | 0.37% |
| AMAZON.COM INC | '023135106 | 11,400 | 3,037,986.00 | 0.37% |
| TELECOM NEW ZEALAND SP ADR | '879278208 | 254,900 | 2,444,491.00 | 0.30% |
| SEALED AIR CORP | '81211K100 | 100,400 | 2,420,644.00 | 0.30% |
| MARRIOTT INTERNATIONAL CL A | '571903202 | 55,300 | 2,335,319.00 | 0.29% |
| OGE ENERGY CORP | '670837103 | 33,200 | 2,323,336.00 | 0.28% |
| VALSPAR CORP | '920355104 | 37,300 | 2,321,925.00 | 0.28% |
| BMC SOFTWARE INC | '055921100 | 48,700 | 2,256,271.00 | 0.28% |
| EQT CORP | '26884L109 | 32,500 | 2,201,875.00 | 0.27% |
| INGERSOLL RAND PLC | 'G47791101 | 40,000 | 2,200,400.00 | 0.27% |
| TORCHMARK CORP | '891027104 | 36,700 | 2,194,660.00 | 0.27% |
| EXPEDIA INC | '30212P303 | 36,400 | 2,184,364.00 | 0.27% |
| TIME WARNER CABLE | '88732J207 | 22,700 | 2,180,562.00 | 0.27% |
| PROCTER + GAMBLE CO/THE | '742718109 | 28,155 | 2,169,624.30 | 0.26% |
| GAMESTOP CORP CLASS A | '36467W109 | 76,900 | 2,150,893.00 | 0.26% |
| COCA COLA ENTERPRISES | '19122T109 | 58,000 | 2,141,360.00 | 0.26% |
| SCRIPPS NETWORKS INTER CL A | '811065101 | 33,200 | 2,136,088.00 | 0.26% |
| INTL BUSINESS MACHINES CORP | '459200101 | 9,952 | 2,122,761.60 | 0.26% |
| KIMBERLY CLARK CORP | '494368103 | 21,641 | 2,120,385.18 | 0.26% |
| NOBLE ENERGY INC | '655044105 | 17,785 | 2,057,013.10 | 0.25% |
| MACY S INC | '55616P104 | 48,700 | 2,037,608.00 | 0.25% |
| KT CORP SP ADR | '48268K101 | 122,000 | 1,916,620.00 | 0.23% |
| RR DONNELLEY + SONS CO | '257867101 | 147,429 | 1,776,519.45 | 0.22% |
| CAPITAL ONE FINANCIAL CORP | '14040H105 | 31,600 | 1,736,420.00 | 0.21% |
| HEWLETT PACKARD CO | '428236103 | 840 | 20,025.60 | 0.00% |
| BEST BUY CO INC | '086516101 | 866 | 19,181.90 | 0.00% |
| HOME DEPOT INC | '437076102 | 218 | 15,212.04 | 0.00% |
| INTERNATIONAL PAPER CO | '460146103 | 302 | 14,067.16 | 0.00% |
| LOWE S COS INC | '548661107 | 364 | 13,802.88 | 0.00% |
| WALT DISNEY CO/THE | '254687106 | 242 | 13,745.60 | 0.00% |
| INTERFACE INC | '458665304 | 692 | 13,300.24 | 0.00% |
| NYSE EURONEXT | '629491101 | 343 | 13,253.52 | 0.00% |
| SUNPOWER CORP | '867652406 | 1,124 | 12,970.96 | 0.00% |
| AMERICAN EXPRESS CO | '025816109 | 191 | 12,884.86 | 0.00% |
| MOTOROLA SOLUTIONS INC | '620076307 | 201 | 12,870.03 | 0.00% |
| PEPSICO INC | '713448108 | 161 | 12,736.71 | 0.00% |
| COSTCO WHOLESALE CORP | '22160K105 | 120 | 12,733.20 | 0.00% |
| PNC FINANCIAL SERVICES GROUP | '693475105 | 190 | 12,635.00 | 0.00% |
| HERSHEY CO/THE | '427866108 | 143 | 12,516.79 | 0.00% |
| TARGET CORP | '87612E106 | 181 | 12,389.45 | 0.00% |
| BECTON DICKINSON AND CO | '075887109 | 128 | 12,238.08 | 0.00% |
| MEADWESTVACO CORP | '583334107 | 329 | 11,942.70 | 0.00% |
| STARBUCKS CORP | '855244109 | 207 | 11,790.72 | 0.00% |
| US BANCORP | '902973304 | 346 | 11,739.78 | 0.00% |
| HERMAN MILLER INC | '600544100 | 422 | 11,676.74 | 0.00% |
| JETBLUE AIRWAYS CORP | '477143101 | 1,688 | 11,647.20 | 0.00% |
| KRAFT FOODS GROUP INC | '50076Q106 | 223 | 11,491.19 | 0.00% |
| CHIPOTLE MEXICAN GRILL INC | '169656105 | 35 | 11,405.45 | 0.00% |
| POWER INTEGRATIONS INC | '739276103 | 260 | 11,286.60 | 0.00% |
| UNITED PARCEL SERVICE CL B | '911312106 | 131 | 11,252.90 | 0.00% |
| NIKE INC CL B | '654106103 | 188 | 11,093.88 | 0.00% |
| PIONEER NATURAL RESOURCES CO | '723787107 | 88 | 10,934.00 | 0.00% |
| BUNGE LTD | 'G16962105 | 148 | 10,926.84 | 0.00% |
| INTEGRYS ENERGY GROUP INC | '45822P105 | 185 | 10,759.60 | 0.00% |
| WHOLE FOODS MARKET INC | '966837106 | 124 | 10,757.00 | 0.00% |
| TEXAS INSTRUMENTS INC | '882508104 | 300 | 10,644.00 | 0.00% |
| NUCOR CORP | '670346105 | 230 | 10,614.50 | 0.00% |
| TIFFANY + CO | '886547108 | 152 | 10,570.08 | 0.00% |
| XEROX CORP | '984121103 | 1,209 | 10,397.40 | 0.00% |
| APPLIED MATERIALS INC | '038222105 | 762 | 10,271.76 | 0.00% |
| MCDONALD S CORP | '580135101 | 101 | 10,068.69 | 0.00% |
| ANADARKO PETROLEUM CORP | '032511107 | 115 | 10,056.75 | 0.00% |
| JOHNSON CONTROLS INC | '478366107 | 283 | 9,924.81 | 0.00% |
| DR PEPPER SNAPPLE GROUP INC | '26138E109 | 210 | 9,859.50 | 0.00% |
| PENN WEST PETROLEUM LTD | '707887105 | 915 | 9,845.40 | 0.00% |
| L BRANDS INC | '501797104 | 219 | 9,780.54 | 0.00% |
| CONCHO RESOURCES INC | '20605P101 | 100 | 9,743.00 | 0.00% |
| ENERGEN CORP | '29265N108 | 187 | 9,725.87 | 0.00% |
| FIRST SOLAR INC | '336433107 | 358 | 9,651.68 | 0.00% |
| CUMMINS INC | '231021106 | 83 | 9,612.23 | 0.00% |
| J.C. PENNEY CO INC | '708160106 | 596 | 9,005.56 | 0.00% |
| STAPLES INC | '855030102 | 666 | 8,944.38 | 0.00% |
| EMC CORP/MA | '268648102 | 373 | 8,910.97 | 0.00% |
| NATIONAL OILWELL VARCO INC | '637071101 | 120 | 8,490.00 | 0.00% |
| SCHOLASTIC CORP | '807066105 | 316 | 8,421.40 | 0.00% |
| MONDELEZ INTERNATIONAL INC A | '609207105 | 265 | 8,111.65 | 0.00% |
| ADVANCED MICRO DEVICES | '007903107 | 3,150 | 8,032.50 | 0.00% |
| DELL INC | '24702R101 | 560 | 8,024.80 | 0.00% |
| AVON PRODUCTS INC | '054303102 | 374 | 7,753.02 | 0.00% |
| Total Market Value: $818,864,764.32 | ||||
Domini Social Bond Fund Portfolio
Holdings as of 3/31/2013
| Security Name | CUSIP | Shares | Value | Coupon | Maturity | Weight |
| FREDDIE MAC | '3137EADF3 | 23,410,000 | 23,946,721.07 | 1.250 | 5/12/2017 | 16.60% |
| FREDDIE MAC | '3137EACM9 | 19,946,000 | 20,622,129.51 | 1.750 | 9/10/2015 | 14.29% |
| FREDDIE MAC | '3137EACH0 | 7,735,000 | 8,107,796.06 | 2.875 | 2/9/2015 | 5.62% |
| FREDDIE MAC | '3137EADB2 | 6,980,000 | 7,279,183.74 | 2.375 | 1/13/2022 | 5.04% |
| FHLMC TBA APR GOLD | '02R022449 | 3,356,000 | 3,475,557.50 | 2.500 | 12/1/2099 | 2.41% |
| FREDDIE MAC | '3137EADP1 | 2,980,000 | 2,977,693.48 | 0.875 | 3/7/2018 | 2.06% |
| FNMA POOL AR6681 | '3138W4M73 | 2,550,670 | 2,653,198.60 | 2.500 | 2/1/2028 | 1.84% |
| FNMA POOL AE0115 | '31419ADV6 | 2,040,138 | 2,252,813.35 | 5.500 | 12/1/2035 | 1.56% |
| FED HM LN PC POOL J19132 | '3128Q0ED5 | 1,754,021 | 1,848,805.97 | 3.000 | 5/1/2027 | 1.28% |
| FED HM LN PC POOL G02162 | '3128LXMK3 | 1,500,814 | 1,629,903.46 | 5.500 | 5/1/2036 | 1.13% |
| ENSCO PLC | '29358QAA7 | 1,364,000 | 1,525,475.78 | 4.700 | 3/15/2021 | 1.06% |
| FANNIE MAE | '31397SC51 | 1,385,000 | 1,466,451.16 | 3.000 | 5/25/2026 | 1.02% |
| FNMA POOL 745327 | '31403DA41 | 1,305,014 | 1,441,170.60 | 6.000 | 3/1/2036 | 1.00% |
| WEST WINDS 2ND | 'ACI05HQ04 | 1,350,000 | 1,407,375.00 | 1.000 | 10/1/2019 | 0.98% |
| FNMA POOL 471235 | '31381UPU5 | 1,275,925 | 1,364,252.07 | 3.120 | 5/1/2022 | 0.95% |
| FNMA POOL 874332 | '31409LLM5 | 1,077,413 | 1,245,852.20 | 6.030 | 2/1/2022 | 0.86% |
| DIGITAL REALTY TRUST LP | '25389JAH9 | 1,000,000 | 1,140,860.00 | 5.875 | 2/1/2020 | 0.79% |
| FISERV INC | '337738AL2 | 1,000,000 | 1,085,862.00 | 4.750 | 6/15/2021 | 0.75% |
| AMERICAN EXPRESS CREDIT | '0258M0DD8 | 1,000,000 | 1,046,667.00 | 2.375 | 3/24/2017 | 0.73% |
| FED HM LN PC POOL J18446 | '3128PYL36 | 986,622 | 1,039,938.03 | 3.000 | 3/1/2027 | 0.72% |
| GNMA POOL 799738 | '36177UZC1 | 974,699 | 1,037,988.61 | 3.000 | 10/15/2027 | 0.72% |
| INTEL CORP | '458140AH3 | 1,000,000 | 1,036,777.00 | 1.950 | 10/1/2016 | 0.72% |
| THERMO FISHER SCIENTIFIC | '883556BA9 | 1,000,000 | 1,036,251.00 | 2.250 | 8/15/2016 | 0.72% |
| FNMA POOL AM0061 | '3138L0B75 | 989,550 | 1,030,923.35 | 3.100 | 7/1/2024 | 0.71% |
| 3M COMPANY | '88579YAD3 | 1,000,000 | 1,025,004.00 | 1.375 | 9/29/2016 | 0.71% |
| FNMA POOL AI9142 | '3138APEQ7 | 981,284 | 1,019,424.70 | 2.500 | 12/1/2027 | 0.71% |
| PACCAR FINANCIAL CORP | '69371RK39 | 1,000,000 | 1,017,189.00 | 1.550 | 9/29/2014 | 0.70% |
| JOHN DEERE CAPITAL CORP | '24422ERK7 | 1,000,000 | 1,014,052.00 | 1.250 | 12/2/2014 | 0.70% |
| DEERE + COMPANY | '244199BE4 | 1,000,000 | 1,009,237.00 | 2.600 | 6/8/2022 | 0.70% |
| FNMA POOL 888344 | '31410F5D3 | 927,652 | 1,007,478.45 | 5.000 | 10/1/2035 | 0.70% |
| FED HM LN PC POOL G01837 | '3128LXBE9 | 930,768 | 1,004,754.43 | 5.000 | 7/1/2035 | 0.70% |
| MACYS RETAIL HLDGS INC | '55616XAH0 | 1,000,000 | 969,858.00 | 2.875 | 2/15/2023 | 0.67% |
| FED HM LN PC POOL G02424 | '3128M4AZ6 | 878,306 | 953,852.28 | 5.500 | 12/1/2036 | 0.66% |
| FED HM LN PC POOL J20738 | '31306XZB2 | 893,604 | 927,437.75 | 2.500 | 10/1/2027 | 0.64% |
| FREDDIE MAC | '3137A6YW6 | 847,000 | 912,555.68 | 3.500 | 2/15/2026 | 0.63% |
| FNMA POOL AP9774 | '3138MD2G6 | 868,110 | 903,005.06 | 2.500 | 10/1/2027 | 0.63% |
| ILLINOIS TOOL WORKS INC | '452308AJ8 | 700,000 | 875,802.90 | 6.250 | 4/1/2019 | 0.61% |
| FANNIE MAE | '31397SYG3 | 825,000 | 874,671.60 | 3.000 | 5/25/2026 | 0.61% |
| TD AMERITRADE HOLDING CO | '87236YAA6 | 700,000 | 839,493.90 | 5.600 | 12/1/2019 | 0.58% |
| IBM CORP | '459200GJ4 | 700,000 | 838,364.80 | 5.700 | 9/14/2017 | 0.58% |
| FED HM LN PC POOL G30614 | '3128CUVF0 | 749,159 | 798,839.57 | 3.500 | 12/1/2032 | 0.55% |
| VERIZON COMMUNICATIONS | '92343VAC8 | 700,000 | 790,223.00 | 5.550 | 2/15/2016 | 0.55% |
| FNMA POOL AB4168 | '31417AT25 | 730,150 | 779,937.03 | 3.500 | 1/1/2032 | 0.54% |
| AUTOZONE INC | '053332AM4 | 750,000 | 775,390.50 | 3.700 | 4/15/2022 | 0.54% |
| GOVERNMENT NATIONAL MORTGAGE A | '38373MHK9 | 738,722 | 754,213.56 | 5.134 | 2/16/2031 | 0.52% |
| KROGER CO/THE | '501044CL3 | 700,000 | 737,559.90 | 7.500 | 1/15/2014 | 0.51% |
| FED HM LN PC POOL G06079 | '3128M8CQ5 | 648,382 | 709,824.93 | 6.000 | 7/1/2039 | 0.49% |
| PRAXAIR INC | '74005PAR5 | 647,000 | 699,273.72 | 4.625 | 3/30/2015 | 0.48% |
| FNMA POOL AP4725 | '3138M8HB2 | 655,309 | 692,948.41 | 3.000 | 8/1/2027 | 0.48% |
| FNMA POOL 735500 | '31402RDD8 | 626,703 | 687,584.64 | 5.500 | 5/1/2035 | 0.48% |
| FED HM LN PC POOL G04997 | '3128M63E6 | 629,107 | 679,114.89 | 5.000 | 1/1/2037 | 0.47% |
| COMCAST CORP | '20030NAG6 | 600,000 | 676,087.80 | 4.950 | 6/15/2016 | 0.47% |
| FNMA POOL AL1627 | '3138EHYZ9 | 612,168 | 672,090.02 | 4.500 | 9/1/2041 | 0.47% |
| AT+T INC | '00206RBR2 | 671,000 | 671,017.45 | 0.900 | 2/12/2016 | 0.47% |
| FNMA POOL AP7520 | '3138MBLA2 | 614,841 | 651,692.52 | 3.000 | 9/1/2027 | 0.45% |
| FED HM LN PC POOL J20257 | '31306XJA2 | 598,256 | 630,211.14 | 3.000 | 8/1/2027 | 0.44% |
| FREDDIE MAC | '3137AHT81 | 592,000 | 626,206.94 | 3.000 | 11/15/2026 | 0.43% |
| FED HM LN PC POOL J22831 | '31307BEC0 | 588,000 | 611,687.04 | 2.500 | 3/1/2028 | 0.42% |
| FED HM LN PC POOL G03551 | '3128M5H45 | 555,417 | 607,355.45 | 6.000 | 11/1/2037 | 0.42% |
| CRF AFFORDABLE HOUSING | '12625RAA8 | 580,545 | 585,299.38 | 5.500 | 4/25/2035 | 0.41% |
| FNMA POOL MA0949 | '31418ABT4 | 536,147 | 572,706.04 | 3.500 | 1/1/2032 | 0.40% |
| FREDDIE MAC | '3137A8FT0 | 526,000 | 569,833.42 | 3.500 | 3/15/2026 | 0.39% |
| FNMA POOL 190370 | '31368HMT7 | 516,408 | 567,059.38 | 6.000 | 6/1/2036 | 0.39% |
| GOVERNMENT NATIONAL MORTGAGE A | '38373MTE0 | 526,457 | 560,925.16 | 5.245 | 3/16/2037 | 0.39% |
| UNITED PARCEL SERVICE | '911312AM8 | 500,000 | 534,609.00 | 3.125 | 1/15/2021 | 0.37% |
| BECTON DICKINSON | '075887AW9 | 500,000 | 531,750.50 | 3.250 | 11/12/2020 | 0.37% |
| FNMA POOL AB8428 | '31417FLJ5 | 497,201 | 531,725.28 | 3.500 | 2/1/2033 | 0.37% |
| FANNIE MAE | '3136A0Y35 | 500,000 | 529,874.25 | 3.500 | 9/25/2026 | 0.37% |
| FNMA POOL AM0463 | '3138L0QR5 | 496,047 | 513,972.99 | 2.720 | 9/1/2022 | 0.36% |
| FNMA POOL AP9592 | '3138MDUS9 | 479,523 | 512,220.66 | 3.500 | 10/1/2032 | 0.36% |
| CC HOLDINGS GS V LLC | '14987BAC7 | 485,000 | 489,630.78 | 3.849 | 4/15/2023 | 0.34% |
| FNMA POOL 889529 | '31410KHE7 | 433,244 | 484,159.27 | 6.000 | 3/1/2038 | 0.34% |
| PNC BANK NA | '69349LAH1 | 447,000 | 447,260.60 | 0.800 | 1/28/2016 | 0.31% |
| CISCO SYSTEMS INC | '17275RAC6 | 388,000 | 441,247.96 | 5.500 | 2/22/2016 | 0.31% |
| FNMA POOL 995082 | '31416BM70 | 397,479 | 438,576.45 | 5.500 | 8/1/2037 | 0.30% |
| AT+T INC | '00206RAZ5 | 400,000 | 433,294.00 | 3.875 | 8/15/2021 | 0.30% |
| FNMA POOL AB1343 | '31416WP55 | 383,891 | 419,147.41 | 4.500 | 8/1/2040 | 0.29% |
| FREDDIE MAC | '3137A7GE4 | 383,000 | 414,688.85 | 3.500 | 2/15/2026 | 0.29% |
| FNMA POOL AP1220 | '3138M4LA8 | 386,612 | 401,880.22 | 2.500 | 9/1/2027 | 0.28% |
| FANNIE MAE | '3136A4A82 | 368,000 | 398,596.26 | 3.500 | 3/25/2027 | 0.28% |
| FED HM LN PC POOL Q00291 | '3132GDKC5 | 350,402 | 380,664.43 | 5.000 | 4/1/2041 | 0.26% |
| FIFTH THIRD BANK | '31677QAV1 | 374,000 | 374,351.56 | 1.450 | 2/28/2018 | 0.26% |
| FREDDIE MAC | '3137A4BE6 | 343,000 | 370,621.79 | 3.500 | 12/15/2025 | 0.26% |
| FNMA POOL AL3274 | '3138EKT88 | 335,000 | 352,671.18 | 3.000 | 5/1/2027 | 0.24% |
| ANALOG DEVICES | '032654AG0 | 333,000 | 352,551.43 | 3.000 | 4/15/2016 | 0.24% |
| SBA TOWER TRUST | '78403DAC4 | 320,000 | 336,587.84 | 2.933 | 12/15/2042 | 0.23% |
| FED HM LN PC POOL J20729 | '31306XY23 | 309,320 | 321,877.47 | 2.500 | 10/1/2027 | 0.22% |
| FED HM LN PC POOL J21113 | '31306YGW5 | 304,293 | 316,170.89 | 2.500 | 11/1/2027 | 0.22% |
| FNMA POOL 357829 | '31376KPN0 | 285,638 | 309,808.75 | 6.000 | 6/1/2035 | 0.21% |
| NASDAQ OMX GROUP | '631103AD0 | 276,000 | 298,046.88 | 5.550 | 1/15/2020 | 0.21% |
| AMERICAN TOWER CORP | '03027XAB6 | 281,000 | 279,272.97 | 3.500 | 1/31/2023 | 0.19% |
| INTEL CORP | '458140AM2 | 280,000 | 278,005.84 | 2.700 | 12/15/2022 | 0.19% |
| FNMA POOL AB7691 | '31417ERM5 | 249,711 | 266,738.56 | 3.500 | 1/1/2033 | 0.18% |
| TSMC GLOBAL LTD | '872882AC9 | 266,000 | 265,611.64 | 1.625 | 4/3/2018 | 0.18% |
| KEY BANK NA | '49327M2A1 | 250,000 | 252,555.25 | 1.650 | 2/1/2018 | 0.18% |
| LATINO COMM CREDIT UNION MM | '977ZZH007 | 251,780 | 251,780.34 | 0.500 | 4/15/2013 | 0.17% |
| OPPORTUNITIES CREDIT UNION | '972LJZ001 | 250,581 | 250,580.87 | 0.300 | 4/15/2013 | 0.17% |
| FNMA POOL AP1221 | '3138M4LB6 | 241,020 | 250,538.41 | 2.500 | 10/1/2027 | 0.17% |
| SELF HELP FEDERAL CREDIT UNION | '921BRZ006 | 250,000 | 250,000.00 | 0.800 | 12/27/2013 | 0.17% |
| COMM CAP BANK OF VIRGINIA CD | '921QUZ009 | 250,000 | 250,000.00 | 0.400 | 2/4/2014 | 0.17% |
| HOPE FEDERAL CREDIT UNION CD | '921RUA002 | 250,000 | 250,000.00 | 0.850 | 2/4/2014 | 0.17% |
| CITY FIRST BANK OF DC | '921SAA002 | 250,000 | 250,000.00 | 0.600 | 2/5/2014 | 0.17% |
| COMMUNITY COMMERCE BANK | '972NKX000 | 250,000 | 250,000.00 | 0.300 | 6/1/2013 | 0.17% |
| SOUTHERN BANCORP | '972TWX004 | 250,000 | 250,000.00 | 0.250 | 6/20/2013 | 0.17% |
| CENTRAL BANK OF KANSA CITY | '986EYM003 | 250,000 | 250,000.00 | 0.400 | 5/30/2013 | 0.17% |
| EASTERN BANK CD | '986QLU002 | 250,000 | 250,000.00 | 0.100 | 12/20/2013 | 0.17% |
| SELF HELP CREDIT UNION CD | '986QLV000 | 250,000 | 250,000.00 | 0.800 | 12/12/2013 | 0.17% |
| BANK2 CERIFICATE OF DEPOSIT | '988UCN007 | 250,000 | 250,000.00 | 0.850 | 11/3/2013 | 0.17% |
| FED HM LN PC POOL J22137 | '31307ALS9 | 223,072 | 231,517.66 | 2.500 | 2/1/2028 | 0.16% |
| FNMA POOL AK4136 | '3138E8S29 | 207,326 | 215,643.81 | 2.500 | 8/1/2027 | 0.15% |
| LIFE TECHNOLOGIES CORP | '53217VAC3 | 190,000 | 213,474.31 | 6.000 | 3/1/2020 | 0.15% |
| FED HM LN PC POOL J21295 | '31306YNL1 | 204,754 | 212,746.14 | 2.500 | 12/1/2027 | 0.15% |
| FNMA POOL AL0005 | '3138EGAF1 | 195,974 | 211,482.10 | 4.500 | 1/1/2041 | 0.15% |
| FNMA POOL AD0439 | '31418MPZ9 | 185,471 | 204,450.73 | 6.000 | 7/1/2039 | 0.14% |
| FNMA POOL AI7951 | '3138AMZR9 | 188,690 | 203,445.20 | 4.500 | 8/1/2036 | 0.14% |
| FED HM LN PC POOL A93996 | '312942NM3 | 187,721 | 200,999.78 | 4.500 | 9/1/2040 | 0.14% |
| PROMERICA BANK CD | '921TBH004 | 200,000 | 200,000.00 | 0.500 | 2/8/2014 | 0.14% |
| LIBERTY BANK TRUST CD | '986QLT005 | 200,000 | 200,000.00 | 0.540 | 12/4/2013 | 0.14% |
| FED HM LN PC POOL J20922 | '31306YAX9 | 188,371 | 195,724.15 | 2.500 | 10/1/2027 | 0.14% |
| FNMA POOL MA0976 | '31418ACN6 | 180,021 | 191,930.57 | 3.500 | 2/1/2032 | 0.13% |
| FED HM LN PC POOL J22873 | '31307BFN5 | 184,000 | 191,354.77 | 2.500 | 3/1/2028 | 0.13% |
| FNMA POOL AB2694 | '31416X7G9 | 174,380 | 190,740.46 | 4.500 | 4/1/2041 | 0.13% |
| ORACLE CORP | '68389XAC9 | 134,000 | 161,870.93 | 5.750 | 4/15/2018 | 0.11% |
| FNMA POOL AQ2197 | '3138MHNP4 | 146,106 | 159,312.38 | 4.500 | 11/1/2042 | 0.11% |
| FNMA POOL AR1215 | '3138NXK55 | 145,897 | 153,684.30 | 3.000 | 1/1/2028 | 0.11% |
| FED HM LN PC POOL Z40004 | '3132FCAD7 | 133,930 | 146,244.95 | 6.000 | 8/1/2036 | 0.10% |
| FNMA POOL 827943 | '31407DZG3 | 133,048 | 144,836.88 | 5.000 | 5/1/2035 | 0.10% |
| GNMA POOL AB1392 | '36178LRM7 | 135,169 | 144,072.68 | 3.000 | 8/15/2027 | 0.10% |
| FED HM LN PC POOL G01779 | '31283H6Q3 | 133,106 | 143,852.54 | 5.000 | 4/1/2035 | 0.10% |
| FED HM LN PC POOL J22255 | '31307AQG0 | 137,798 | 143,392.05 | 2.500 | 2/1/2028 | 0.10% |
| FNMA POOL AM1589 | '3138L1XT1 | 141,188 | 142,392.70 | 2.420 | 12/1/2027 | 0.10% |
| JUNIPER NETWORKS INC | '48203RAE4 | 128,000 | 134,232.19 | 3.100 | 3/15/2016 | 0.09% |
| FED HM LN PC POOL A12413 | '31296LVE8 | 113,897 | 123,662.90 | 5.000 | 8/1/2033 | 0.09% |
| FED HM LN PC POOL D99439 | '3128E6PY7 | 112,744 | 120,807.87 | 3.500 | 6/1/2032 | 0.08% |
| FED HM LN PC POOL J22728 | '31307BA59 | 111,000 | 115,402.16 | 2.500 | 3/1/2028 | 0.08% |
| FED HM LN PC POOL J19776 | '3128Q02H9 | 107,268 | 114,036.32 | 3.000 | 7/1/2027 | 0.08% |
| SELF HELP MONEY MARKET DEMAND | '8169939F8 | 102,056 | 102,056.02 | 0.650 | 4/15/2013 | 0.07% |
| SOUTHERN BANCORP MONEY MARKET | '977ZZG009 | 100,870 | 100,869.52 | 0.495 | 4/15/2013 | 0.07% |
| FED HM LN PC POOL J21368 | '31306YQV6 | 95,150 | 100,529.67 | 3.000 | 11/1/2027 | 0.07% |
| SELF HELP FEDERAL CREDIT UNION | '921ESS005 | 100,107 | 100,106.71 | 0.660 | 4/15/2013 | 0.07% |
| BANK2 MONEY MARKET ACCOUNT | '921KGU009 | 100,000 | 100,000.00 | 0.550 | 1/15/2014 | 0.07% |
| FED HM LN PC POOL G02252 | '3128LXQD5 | 88,003 | 95,572.40 | 5.500 | 7/1/2036 | 0.07% |
| FNMA POOL AI9132 | '3138APEE4 | 88,425 | 93,227.18 | 3.000 | 9/1/2027 | 0.06% |
| FNMA POOL AQ1273 | '3138MGMX0 | 82,732 | 87,147.58 | 3.000 | 1/1/2028 | 0.06% |
| GNMA POOL AA6933 | '36178EV22 | 77,562 | 82,550.12 | 3.000 | 11/15/2027 | 0.06% |
| FED HM LN PC POOL G05052 | '3128M65M6 | 66,708 | 72,427.13 | 5.000 | 10/1/2033 | 0.05% |
| SMALL BUSINESS ADMINISTRATION | '83162CMY6 | 10,725 | 10,754.57 | 3.530 | 5/1/2013 | 0.01% |
| Total Market Value: $144,286,531.99 | ||||||
Domini International Social Equity Fund - Investor Shares - Schedule of Portfolio Holdings
Holdings as of 3/31/2013
| Security Name | CUSIP | Shares | Market Value | Weight |
| ASSOCIATED BRITISH FOODS PLC | '0673123 | 127,654 | 3,684,828.16 | 2.12% |
| CSL LTD | '6185495 | 55,839 | 3,448,070.05 | 1.98% |
| CENTRAL JAPAN RAILWAY CO | '6183552 | 32,500 | 3,429,057.65 | 1.97% |
| KONINKLIJKE PHILIPS ELECTRON | '5986622 | 111,555 | 3,306,872.99 | 1.90% |
| DAI NIPPON PRINTING CO LTD | '6250906 | 334,000 | 3,179,429.91 | 1.83% |
| TAYLOR WIMPEY PLC | '0878230 | 2,246,231 | 3,100,409.04 | 1.78% |
| DEUTSCHE POST AG REG | '4617859 | 131,940 | 3,045,397.40 | 1.75% |
| SANOFI | '5671735 | 29,004 | 2,952,333.05 | 1.69% |
| PERSIMMON PLC | '0682538 | 180,380 | 2,927,971.08 | 1.68% |
| NEXT PLC | '3208986 | 43,822 | 2,905,203.91 | 1.67% |
| FUJIFILM HOLDINGS CORP | '6356525 | 145,923 | 2,877,486.09 | 1.65% |
| FERROVIAL SA | 'B038516 | 178,859 | 2,843,348.13 | 1.63% |
| SUEDZUCKER AG | '5784462 | 66,916 | 2,831,287.59 | 1.63% |
| SVENSKA CELLULOSA AB B SHS | 'B1VVGZ5 | 108,552 | 2,804,788.68 | 1.61% |
| TGS NOPEC GEOPHYSICAL CO ASA | 'B15SLC4 | 74,279 | 2,801,779.68 | 1.61% |
| TOPPAN PRINTING CO LTD | '6897024 | 389,451 | 2,800,136.95 | 1.61% |
| OTSUKA HOLDINGS CO LTD | 'B5LTM93 | 76,400 | 2,653,116.36 | 1.52% |
| MONDI PLC | 'B1CRLC4 | 186,020 | 2,525,212.05 | 1.45% |
| PARMALAT SPA | 'B09RG69 | 981,937 | 2,509,200.10 | 1.44% |
| LAFARGE SA | '4502706 | 37,642 | 2,505,258.21 | 1.44% |
| KONICA MINOLTA INC | '6496700 | 343,500 | 2,502,632.42 | 1.44% |
| MERCK KGAA | '4741844 | 16,483 | 2,491,215.61 | 1.43% |
| JOHNSON MATTHEY PLC | 'B70FPS6 | 70,977 | 2,478,826.72 | 1.42% |
| NOVARTIS AG REG | '7103065 | 34,772 | 2,476,763.72 | 1.42% |
| NITTO DENKO CORP | '6641801 | 38,500 | 2,305,413.74 | 1.32% |
| MUENCHENER RUECKVER AG REG | '5294121 | 12,047 | 2,257,006.43 | 1.30% |
| CIA SANEAMENTO BASICO DE ADR | '2945927 | 44,400 | 2,119,212.00 | 1.22% |
| SWISS RE AG | 'B545MG5 | 25,713 | 2,096,249.64 | 1.20% |
| SUNCORP GROUP LTD | '6585084 | 156,348 | 1,926,666.40 | 1.11% |
| INCHCAPE PLC | 'B61TVQ0 | 244,501 | 1,865,595.14 | 1.07% |
| WHEELOCK + CO LTD | '6981488 | 343,471 | 1,840,659.26 | 1.06% |
| ASTELLAS PHARMA INC | '6985383 | 33,084 | 1,780,525.85 | 1.02% |
| AXA SA | '7088429 | 102,835 | 1,770,795.15 | 1.02% |
| WHARF HOLDINGS LTD | '6435576 | 189,000 | 1,688,489.11 | 0.97% |
| CREDIT AGRICOLE SA | '7262610 | 201,384 | 1,661,744.60 | 0.95% |
| NIPPON ELECTRIC GLASS CO LTD | '6642666 | 324,000 | 1,609,317.17 | 0.92% |
| SOCIETE GENERALE | '5966516 | 48,834 | 1,607,198.43 | 0.92% |
| DEUTSCHE LUFTHANSA REG | '5287488 | 81,711 | 1,598,532.90 | 0.92% |
| MAUREL ET PROM | 'B05DY78 | 90,103 | 1,577,007.29 | 0.91% |
| ERICSSON LM B SHS | '5959378 | 123,729 | 1,545,185.30 | 0.89% |
| WOLSELEY PLC | 'B8N69M5 | 30,878 | 1,534,602.36 | 0.88% |
| SWEDBANK AB A SHARES | '4846523 | 67,266 | 1,533,193.05 | 0.88% |
| VODAFONE GROUP PLC | 'B16GWD5 | 535,406 | 1,517,034.89 | 0.87% |
| INSURANCE AUSTRALIA GROUP | '6271026 | 254,657 | 1,515,962.45 | 0.87% |
| CARREFOUR SA | '5641567 | 55,141 | 1,512,073.18 | 0.87% |
| HONGKONG LAND HOLDINGS LTD | '6434915 | 200,000 | 1,482,000.00 | 0.85% |
| STANDARD LIFE PLC | 'B16KPT4 | 264,602 | 1,467,720.94 | 0.84% |
| MTN GROUP LTD | '6563206 | 81,051 | 1,426,583.12 | 0.82% |
| NOMURA HOLDINGS INC | '6643108 | 231,100 | 1,425,632.84 | 0.82% |
| SWISS LIFE HOLDING AG REG | '7437805 | 9,507 | 1,412,571.84 | 0.81% |
| TELECOM CORP OF NEW ZEALAND | '6881436 | 704,306 | 1,381,088.21 | 0.79% |
| INVESTOR AB B SHS | '5679591 | 47,447 | 1,373,350.57 | 0.79% |
| CNP ASSURANCES | '5543986 | 98,353 | 1,351,988.13 | 0.78% |
| GPT GROUP | '6365866 | 348,237 | 1,346,931.59 | 0.77% |
| PANDORA A/S | 'B44XTX8 | 47,136 | 1,299,071.57 | 0.75% |
| TURKIYE IS BANKASI C | 'B03MYS8 | 341,125 | 1,297,010.22 | 0.74% |
| HAMMERSON PLC | '0406501 | 170,946 | 1,276,839.94 | 0.73% |
| BNP PARIBAS | '7309681 | 24,797 | 1,274,946.04 | 0.73% |
| ORIX CORP | '6661144 | 99,930 | 1,271,179.32 | 0.73% |
| HENKEL AG + CO KGAA VORZUG | '5076705 | 13,115 | 1,264,587.82 | 0.73% |
| SK INNOVATION CO LTD | 'B232R05 | 8,520 | 1,244,382.53 | 0.71% |
| AOYAMA TRADING CO LTD | '6045878 | 48,386 | 1,235,124.44 | 0.71% |
| TELEKOMUNIKASI INDONESIA PER | 'B02ZK79 | 1,086,000 | 1,229,328.53 | 0.71% |
| SKANDINAVISKA ENSKILDA BAN A | '4813345 | 116,510 | 1,172,805.21 | 0.67% |
| NISSAN MOTOR CO LTD | '6642860 | 113,500 | 1,094,921.29 | 0.63% |
| SK TELECOM | '6224871 | 6,733 | 1,092,312.15 | 0.63% |
| SEINO HOLDINGS CO LTD | '6793423 | 124,693 | 1,079,558.63 | 0.62% |
| HANNOVER RUECKVERSICHERU REG | '4511809 | 13,467 | 1,058,156.51 | 0.61% |
| DAIWA HOUSE INDUSTRY CO LTD | '6251363 | 54,000 | 1,053,924.70 | 0.60% |
| FIRSTRAND LTD | '6606996 | 292,678 | 1,027,225.78 | 0.59% |
| SMURFIT KAPPA GROUP PLC | 'B1RR828 | 60,293 | 998,746.33 | 0.57% |
| BENDIGO AND ADELAIDE BANK | '6091280 | 91,475 | 979,421.37 | 0.56% |
| ATLANTIA SPA | '7667163 | 61,746 | 976,828.07 | 0.56% |
| KT CORP | '6505316 | 30,840 | 972,931.87 | 0.56% |
| LG UPLUS CORP | '6290902 | 129,950 | 936,723.89 | 0.54% |
| MICHELIN (CGDE) | '4588364 | 11,134 | 932,889.76 | 0.54% |
| EVN AG | '4295374 | 63,382 | 919,693.20 | 0.53% |
| AEGON NV | '5927375 | 152,385 | 917,923.00 | 0.53% |
| NEW WORLD DEVELOPMENT | '6633767 | 537,170 | 910,662.88 | 0.52% |
| SONY CORP | '6821506 | 52,600 | 909,115.08 | 0.52% |
| METSO OYJ | '5713422 | 21,182 | 902,761.04 | 0.52% |
| OLD MUTUAL PLC | 'B77J086 | 292,326 | 899,750.06 | 0.52% |
| BERENDSEN PLC | 'B0F9971 | 74,717 | 890,614.53 | 0.51% |
| FRED OLSEN ENERGY ASA | '5344101 | 19,918 | 853,750.54 | 0.49% |
| DAICEL CORP | '6250542 | 109,000 | 849,787.28 | 0.49% |
| WESTPAC BANKING CORP | '6076146 | 26,443 | 847,995.94 | 0.49% |
| SAINSBURY (J) PLC | 'B019KW7 | 144,559 | 830,829.13 | 0.48% |
| VIVENDI | '4834777 | 39,120 | 809,520.31 | 0.46% |
| PROSIEBEN SAT.1 MEDIA AG PRF | '4579131 | 21,650 | 774,250.86 | 0.44% |
| AES TIETE SA PREF | '2441038 | 79,600 | 773,754.56 | 0.44% |
| DEXUS PROPERTY GROUP | 'B033YN6 | 703,052 | 762,285.23 | 0.44% |
| CONTINENTAL AG | '4598589 | 6,312 | 755,975.22 | 0.43% |
| SHIONOGI + CO LTD | '6804682 | 36,800 | 744,062.97 | 0.43% |
| VIMPELCOM LTD SPON ADR | 'B62HR76 | 57,400 | 682,486.00 | 0.39% |
| BANCO DO BRASIL S.A. | '2328595 | 48,700 | 662,987.58 | 0.38% |
| REXAM PLC | 'B943Z35 | 82,723 | 662,596.96 | 0.38% |
| PETROLEUM GEO SERVICES | 'B1L7YL5 | 40,750 | 628,804.11 | 0.36% |
| SBI HOLDINGS INC | '6309466 | 67,700 | 597,649.44 | 0.34% |
| CAPITALAND LTD | '6309303 | 208,000 | 591,842.66 | 0.34% |
| SCOR SE | 'B1LB9P6 | 19,501 | 560,923.32 | 0.32% |
| NOKIA OYJ | '5902941 | 172,687 | 559,690.06 | 0.32% |
| BEIJING CAPITAL INTL AIRPO H | '6208422 | 770,000 | 555,480.41 | 0.32% |
| SINGAPORE AIRLINES LTD | '6811734 | 63,000 | 551,999.03 | 0.32% |
| YAPI VE KREDI BANKASI | 'B03MZJ6 | 173,647 | 537,398.84 | 0.31% |
| AEON CO LTD | '6480048 | 41,449 | 536,077.26 | 0.31% |
| CIMENTS FRANCAIS | '4199540 | 8,984 | 513,367.47 | 0.29% |
| BOSKALIS WESTMINSTER | 'B1XF882 | 12,717 | 506,063.30 | 0.29% |
| MITSUI FUDOSAN CO LTD | '6597603 | 17,000 | 483,131.25 | 0.28% |
| BERKELEY GROUP HOLDINGS | 'B02L3W3 | 15,399 | 477,239.32 | 0.27% |
| MS+AD INSURANCE GROUP HOLDIN | 'B2Q4CS1 | 20,300 | 449,743.67 | 0.26% |
| UNILEVER PLC | 'B10RZP7 | 10,408 | 439,984.33 | 0.25% |
| BROTHER INDUSTRIES LTD | '6146500 | 39,400 | 405,230.80 | 0.23% |
| SHIMAO PROPERTY HOLDINGS LTD | 'B16YNS1 | 210,000 | 404,166.10 | 0.23% |
| NIPPON MEAT PACKERS INC | '6640767 | 25,000 | 403,371.62 | 0.23% |
| NATIONAL AUSTRALIA BANK LTD | '6624608 | 12,003 | 385,923.20 | 0.22% |
| DELHAIZE GROUP | '4262118 | 6,534 | 357,049.41 | 0.20% |
| GENERALI DEUTSCHLAND HOLDING | '5335075 | 2,793 | 354,309.27 | 0.20% |
| STRABAG SE BR | 'B28DT41 | 15,370 | 345,094.55 | 0.20% |
| TELEKOMUNIKACJA POLSKA SA | '5552551 | 156,767 | 321,491.76 | 0.18% |
| BANKINTER SA | '5474008 | 64,740 | 313,576.11 | 0.18% |
| BANCO SANTANDER SA | '5705946 | 45,314 | 305,019.79 | 0.18% |
| GREAT EAGLE HOLDINGS LTD | '6387406 | 73,019 | 297,243.91 | 0.17% |
| HYSAN DEVELOPMENT CO | '6449629 | 58,000 | 294,010.42 | 0.17% |
| SACYR VALLEHERMOSO SA | '5504789 | 157,653 | 284,633.60 | 0.16% |
| AWE LTD | '6003843 | 206,282 | 278,501.68 | 0.16% |
| ASUSTEK COMPUTER INC | '6051046 | 20,000 | 237,772.76 | 0.14% |
| HTC CORP | '6510536 | 29,000 | 236,635.73 | 0.14% |
| ANTOFAGASTA PLC | '0045614 | 15,676 | 234,223.81 | 0.13% |
| KBC GROEP NV | '4497749 | 6,293 | 217,132.08 | 0.12% |
| ROHM CO LTD | '6747204 | 6,200 | 214,645.82 | 0.12% |
| CAIRN ENERGY PLC | 'B74CDH8 | 39,706 | 164,897.53 | 0.09% |
| STANDARD CHARTERED PLC | '0408284 | 5,946 | 153,804.04 | 0.09% |
| AMADA CO LTD | '6022105 | 23,000 | 151,914.49 | 0.09% |
| FAST RETAILING CO LTD | '6332439 | 48 | 15,280.15 | 0.01% |
| NTN CORP | '6651189 | 5,300 | 14,149.12 | 0.01% |
| SANLAM LTD | 'B0L6750 | 2,531 | 13,015.78 | 0.01% |
| ATLAS COPCO AB A SHS | 'B1QGR41 | 440 | 12,519.22 | 0.01% |
| MARKS + SPENCER GROUP PLC | '3127489 | 1,781 | 10,547.01 | 0.01% |
| HONDA MOTOR CO LTD | '6435145 | 260 | 9,955.33 | 0.01% |
| HENNES + MAURITZ AB B SHS | '5687431 | 277 | 9,926.33 | 0.01% |
| BYD CO LTD H | '6536651 | 3,000 | 9,642.33 | 0.01% |
| TORAY INDUSTRIES INC | '6897143 | 1,394 | 9,429.74 | 0.01% |
| SKF AB B SHARES | 'B1Q3J35 | 385 | 9,408.87 | 0.01% |
| ELPIDA MEMORY INC | 'B035F62 | 126,200 | 0.00 | 0.00% |
| IRISH BANK RESOLUTION CORP | 'B076LH4 | 138,674 | 0.00 | 0.00% |
| Total Market Value: $174,204,592.30 | ||||
Schedule of Portfolio Holdings - DSEFX
Holdings as of 3/31/2013
| Security Name | CUSIP | Shares | Market Value | Weight |
| MICROSOFT CORP | '594918104 | 1,070,539 | 30,628,120.79 | 3.74% |
| 3M CO | '88579Y101 | 260,915 | 27,737,873.65 | 3.39% |
| ORACLE CORP | '68389X105 | 741,100 | 23,967,174.00 | 2.93% |
| ELI LILLY + CO | '532457108 | 418,300 | 23,755,257.00 | 2.90% |
| APACHE CORP | '037411105 | 307,791 | 23,749,153.56 | 2.90% |
| KROGER CO | '501044101 | 683,030 | 22,635,614.20 | 2.76% |
| DEVON ENERGY CORPORATION | '25179M103 | 397,035 | 22,400,714.70 | 2.74% |
| CELGENE CORP | '151020104 | 185,700 | 21,524,487.00 | 2.63% |
| APPLE INC | '037833100 | 45,890 | 20,312,290.70 | 2.48% |
| DISCOVER FINANCIAL SERVICES | '254709108 | 429,300 | 19,249,812.00 | 2.35% |
| SOUTHWEST AIRLINES CO | '844741108 | 1,385,854 | 18,681,311.92 | 2.28% |
| INTEL CORP | '458140100 | 834,441 | 18,232,535.85 | 2.23% |
| TJX COMPANIES INC | '872540109 | 373,000 | 17,437,750.00 | 2.13% |
| FIFTH THIRD BANCORP | '316773100 | 1,030,400 | 16,805,824.00 | 2.05% |
| HILLSHIRE BRANDS CO | '432589109 | 471,800 | 16,583,770.00 | 2.03% |
| ANNALY CAPITAL MANAGEMENT IN | '035710409 | 1,022,600 | 16,249,114.00 | 1.98% |
| AMERICAN CAPITAL AGENCY CORP | '02503X105 | 477,100 | 15,639,338.00 | 1.91% |
| MASTERCARD INC CLASS A | '57636Q104 | 28,470 | 15,405,971.10 | 1.88% |
| MYLAN INC | '628530107 | 524,100 | 15,167,454.00 | 1.85% |
| JPMORGAN CHASE + CO | '46625H100 | 314,937 | 14,946,910.02 | 1.83% |
| BIOGEN IDEC INC | '09062X103 | 77,000 | 14,854,070.00 | 1.81% |
| DIRECTV | '25490A309 | 260,400 | 14,741,244.00 | 1.80% |
| NV ENERGY INC | '67073Y106 | 706,100 | 14,143,183.00 | 1.73% |
| SOUTHWESTERN ENERGY CO | '845467109 | 371,287 | 13,834,153.62 | 1.69% |
| SYMANTEC CORP | '871503108 | 545,300 | 13,458,004.00 | 1.64% |
| DEAN FOODS CO | '242370104 | 722,700 | 13,102,551.00 | 1.60% |
| HARTFORD FINANCIAL SVCS GRP | '416515104 | 505,500 | 13,041,900.00 | 1.59% |
| EQUIFAX INC | '294429105 | 221,900 | 12,779,221.00 | 1.56% |
| AMERICAN CAPITAL LTD | '02503Y103 | 853,500 | 12,456,832.50 | 1.52% |
| SK TELECOM CO LTD ADR | '78440P108 | 664,400 | 11,872,828.00 | 1.45% |
| AUTOZONE INC | '053332102 | 29,800 | 11,823,746.00 | 1.44% |
| ENERGIZER HOLDINGS INC | '29266R108 | 107,500 | 10,720,975.00 | 1.31% |
| NETAPP INC | '64110D104 | 310,800 | 10,616,928.00 | 1.30% |
| TELUS CORP | '87971M103 | 153,500 | 10,608,385.00 | 1.30% |
| GAP INC/THE | '364760108 | 293,845 | 10,402,113.00 | 1.27% |
| ENSCO PLC CL A | 'G3157S106 | 172,600 | 10,356,000.00 | 1.26% |
| CISCO SYSTEMS INC | '17275R102 | 487,704 | 10,197,890.64 | 1.25% |
| WHIRLPOOL CORP | '963320106 | 86,000 | 10,187,560.00 | 1.24% |
| SUNTRUST BANKS INC | '867914103 | 325,900 | 9,389,179.00 | 1.15% |
| SAPUTO INC | '802912956 | 177,300 | 9,001,559.13 | 1.10% |
| SAFEWAY INC | '786514208 | 303,200 | 7,989,320.00 | 0.98% |
| AMERISOURCEBERGEN CORP | '03073E105 | 154,400 | 7,943,880.00 | 0.97% |
| DUN + BRADSTREET CORP | '26483E100 | 90,400 | 7,561,960.00 | 0.92% |
| YAHOO INC | '984332106 | 318,849 | 7,502,516.97 | 0.92% |
| ORIX SPONSORED ADR | '686330101 | 117,500 | 7,470,650.00 | 0.91% |
| ST JUDE MEDICAL INC | '790849103 | 180,700 | 7,307,508.00 | 0.89% |
| VERISIGN INC | '92343E102 | 148,600 | 7,025,808.00 | 0.86% |
| GOOGLE INC CL A | '38259P508 | 8,516 | 6,761,959.48 | 0.83% |
| MONSTER BEVERAGE CORP | '611740101 | 140,400 | 6,702,696.00 | 0.82% |
| SHERWIN WILLIAMS CO/THE | '824348106 | 38,200 | 6,451,598.00 | 0.79% |
| VERIZON COMMUNICATIONS INC | '92343V104 | 127,463 | 6,264,806.45 | 0.77% |
| KIMCO REALTY CORP | '49446R109 | 258,300 | 5,785,920.00 | 0.71% |
| UNUM GROUP | '91529Y106 | 202,200 | 5,712,150.00 | 0.70% |
| O REILLY AUTOMOTIVE INC | '67103H107 | 48,700 | 4,994,185.00 | 0.61% |
| PRUDENTIAL FINANCIAL INC | '744320102 | 76,700 | 4,524,533.00 | 0.55% |
| ROGERS COMMUNICATIONS INC B | '775109200 | 85,900 | 4,386,054.00 | 0.54% |
| PRICELINE.COM INC | '741503403 | 6,000 | 4,127,580.00 | 0.50% |
| SILVER WHEATON CORP | '828336107 | 127,500 | 3,997,125.00 | 0.49% |
| COACH INC | '189754104 | 70,233 | 3,510,947.67 | 0.43% |
| PPG INDUSTRIES INC | '693506107 | 25,900 | 3,469,046.00 | 0.42% |
| COCA COLA CO/THE | '191216100 | 84,792 | 3,428,988.48 | 0.42% |
| GANNETT CO | '364730101 | 142,600 | 3,118,662.00 | 0.38% |
| AT+T INC | '00206R102 | 82,835 | 3,039,216.15 | 0.37% |
| AMAZON.COM INC | '023135106 | 11,400 | 3,037,986.00 | 0.37% |
| TELECOM NEW ZEALAND SP ADR | '879278208 | 254,900 | 2,444,491.00 | 0.30% |
| SEALED AIR CORP | '81211K100 | 100,400 | 2,420,644.00 | 0.30% |
| MARRIOTT INTERNATIONAL CL A | '571903202 | 55,300 | 2,335,319.00 | 0.29% |
| OGE ENERGY CORP | '670837103 | 33,200 | 2,323,336.00 | 0.28% |
| VALSPAR CORP | '920355104 | 37,300 | 2,321,925.00 | 0.28% |
| BMC SOFTWARE INC | '055921100 | 48,700 | 2,256,271.00 | 0.28% |
| EQT CORP | '26884L109 | 32,500 | 2,201,875.00 | 0.27% |
| INGERSOLL RAND PLC | 'G47791101 | 40,000 | 2,200,400.00 | 0.27% |
| TORCHMARK CORP | '891027104 | 36,700 | 2,194,660.00 | 0.27% |
| EXPEDIA INC | '30212P303 | 36,400 | 2,184,364.00 | 0.27% |
| TIME WARNER CABLE | '88732J207 | 22,700 | 2,180,562.00 | 0.27% |
| PROCTER + GAMBLE CO/THE | '742718109 | 28,155 | 2,169,624.30 | 0.26% |
| GAMESTOP CORP CLASS A | '36467W109 | 76,900 | 2,150,893.00 | 0.26% |
| COCA COLA ENTERPRISES | '19122T109 | 58,000 | 2,141,360.00 | 0.26% |
| SCRIPPS NETWORKS INTER CL A | '811065101 | 33,200 | 2,136,088.00 | 0.26% |
| INTL BUSINESS MACHINES CORP | '459200101 | 9,952 | 2,122,761.60 | 0.26% |
| KIMBERLY CLARK CORP | '494368103 | 21,641 | 2,120,385.18 | 0.26% |
| NOBLE ENERGY INC | '655044105 | 17,785 | 2,057,013.10 | 0.25% |
| MACY S INC | '55616P104 | 48,700 | 2,037,608.00 | 0.25% |
| KT CORP SP ADR | '48268K101 | 122,000 | 1,916,620.00 | 0.23% |
| RR DONNELLEY + SONS CO | '257867101 | 147,429 | 1,776,519.45 | 0.22% |
| CAPITAL ONE FINANCIAL CORP | '14040H105 | 31,600 | 1,736,420.00 | 0.21% |
| HEWLETT PACKARD CO | '428236103 | 840 | 20,025.60 | 0.00% |
| BEST BUY CO INC | '086516101 | 866 | 19,181.90 | 0.00% |
| HOME DEPOT INC | '437076102 | 218 | 15,212.04 | 0.00% |
| INTERNATIONAL PAPER CO | '460146103 | 302 | 14,067.16 | 0.00% |
| LOWE S COS INC | '548661107 | 364 | 13,802.88 | 0.00% |
| WALT DISNEY CO/THE | '254687106 | 242 | 13,745.60 | 0.00% |
| INTERFACE INC | '458665304 | 692 | 13,300.24 | 0.00% |
| NYSE EURONEXT | '629491101 | 343 | 13,253.52 | 0.00% |
| SUNPOWER CORP | '867652406 | 1,124 | 12,970.96 | 0.00% |
| AMERICAN EXPRESS CO | '025816109 | 191 | 12,884.86 | 0.00% |
| MOTOROLA SOLUTIONS INC | '620076307 | 201 | 12,870.03 | 0.00% |
| PEPSICO INC | '713448108 | 161 | 12,736.71 | 0.00% |
| COSTCO WHOLESALE CORP | '22160K105 | 120 | 12,733.20 | 0.00% |
| PNC FINANCIAL SERVICES GROUP | '693475105 | 190 | 12,635.00 | 0.00% |
| HERSHEY CO/THE | '427866108 | 143 | 12,516.79 | 0.00% |
| TARGET CORP | '87612E106 | 181 | 12,389.45 | 0.00% |
| BECTON DICKINSON AND CO | '075887109 | 128 | 12,238.08 | 0.00% |
| MEADWESTVACO CORP | '583334107 | 329 | 11,942.70 | 0.00% |
| STARBUCKS CORP | '855244109 | 207 | 11,790.72 | 0.00% |
| US BANCORP | '902973304 | 346 | 11,739.78 | 0.00% |
| HERMAN MILLER INC | '600544100 | 422 | 11,676.74 | 0.00% |
| JETBLUE AIRWAYS CORP | '477143101 | 1,688 | 11,647.20 | 0.00% |
| KRAFT FOODS GROUP INC | '50076Q106 | 223 | 11,491.19 | 0.00% |
| CHIPOTLE MEXICAN GRILL INC | '169656105 | 35 | 11,405.45 | 0.00% |
| POWER INTEGRATIONS INC | '739276103 | 260 | 11,286.60 | 0.00% |
| UNITED PARCEL SERVICE CL B | '911312106 | 131 | 11,252.90 | 0.00% |
| NIKE INC CL B | '654106103 | 188 | 11,093.88 | 0.00% |
| PIONEER NATURAL RESOURCES CO | '723787107 | 88 | 10,934.00 | 0.00% |
| BUNGE LTD | 'G16962105 | 148 | 10,926.84 | 0.00% |
| INTEGRYS ENERGY GROUP INC | '45822P105 | 185 | 10,759.60 | 0.00% |
| WHOLE FOODS MARKET INC | '966837106 | 124 | 10,757.00 | 0.00% |
| TEXAS INSTRUMENTS INC | '882508104 | 300 | 10,644.00 | 0.00% |
| NUCOR CORP | '670346105 | 230 | 10,614.50 | 0.00% |
| TIFFANY + CO | '886547108 | 152 | 10,570.08 | 0.00% |
| XEROX CORP | '984121103 | 1,209 | 10,397.40 | 0.00% |
| APPLIED MATERIALS INC | '038222105 | 762 | 10,271.76 | 0.00% |
| MCDONALD S CORP | '580135101 | 101 | 10,068.69 | 0.00% |
| ANADARKO PETROLEUM CORP | '032511107 | 115 | 10,056.75 | 0.00% |
| JOHNSON CONTROLS INC | '478366107 | 283 | 9,924.81 | 0.00% |
| DR PEPPER SNAPPLE GROUP INC | '26138E109 | 210 | 9,859.50 | 0.00% |
| PENN WEST PETROLEUM LTD | '707887105 | 915 | 9,845.40 | 0.00% |
| L BRANDS INC | '501797104 | 219 | 9,780.54 | 0.00% |
| CONCHO RESOURCES INC | '20605P101 | 100 | 9,743.00 | 0.00% |
| ENERGEN CORP | '29265N108 | 187 | 9,725.87 | 0.00% |
| FIRST SOLAR INC | '336433107 | 358 | 9,651.68 | 0.00% |
| CUMMINS INC | '231021106 | 83 | 9,612.23 | 0.00% |
| J.C. PENNEY CO INC | '708160106 | 596 | 9,005.56 | 0.00% |
| STAPLES INC | '855030102 | 666 | 8,944.38 | 0.00% |
| EMC CORP/MA | '268648102 | 373 | 8,910.97 | 0.00% |
| NATIONAL OILWELL VARCO INC | '637071101 | 120 | 8,490.00 | 0.00% |
| SCHOLASTIC CORP | '807066105 | 316 | 8,421.40 | 0.00% |
| MONDELEZ INTERNATIONAL INC A | '609207105 | 265 | 8,111.65 | 0.00% |
| ADVANCED MICRO DEVICES | '007903107 | 3,150 | 8,032.50 | 0.00% |
| DELL INC | '24702R101 | 560 | 8,024.80 | 0.00% |
| AVON PRODUCTS INC | '054303102 | 374 | 7,753.02 | 0.00% |
| Total Market Value: $818,864,764.32 | ||||
Domini International Social Equity Fund Portfolio
| All data as of 12/31/2010 unless otherwise noted. |
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Domini Deposit Account at PNC Bank
| Account Highlights | ||||||
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Domini Social Bond Fund Portfolio
| All data as of 12/31/2010 unless otherwise noted. |
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