Domini Social Bond Fund
Schedule of Portfolio Holdings
Holdings as of 3/31/2012
| Security Name | CUSIP | Shares | Value | Coupon | Maturity | Weight |
| FREDDIE MAC | 3137EACM9 | 14,631,000 | 15,129,375.75 | 1.750 | 9/10/15 | 11.73% |
| FANNIE MAE | 3135G0ES8 | 14,825,000 | 15,017,132.00 | 1.375 | 11/15/16 | 11.64% |
| FREDDIE MAC | 3137EACH0 | 10,675,000 | 11,374,938.40 | 2.875 | 2/9/15 | 8.82% |
| FANNIE MAE | 31398A4T6 | 6,900,000 | 6,913,448.10 | 0.500 | 10/30/12 | 5.36% |
| FNMA POOL AE0115 | 31419ADV6 | 3,295,602 | 3,618,457.32 | 5.500 | 12/1/35 | 2.80% |
| FED HM LN PC POOL G01740 | 31283H4Z5 | 2,533,023 | 2,772,855.83 | 5.500 | 12/1/34 | 2.15% |
| FNMA POOL 745327 | 31403DA41 | 2,040,926 | 2,259,955.27 | 6.000 | 3/1/36 | 1.75% |
| SANOFI | 80105NAG0 | 1,987,000 | 2,168,172.67 | 4.000 | 3/29/21 | 1.68% |
| FED HM LN PC POOL G04997 | 3128M63E6 | 1,851,004 | 1,996,856.91 | 5.000 | 1/1/37 | 1.55% |
| FANNIE MAE | 31397SC51 | 1,797,000 | 1,842,505.07 | 3.000 | 5/25/26 | 1.43% |
| FANNIE MAE | 31398SB36 | 1,724,000 | 1,769,684.10 | 3.000 | 12/25/25 | 1.37% |
| FNMA POOL 888344 | 31410F5D3 | 1,636,331 | 1,769,678.42 | 5.000 | 10/1/35 | 1.37% |
| FED HM LN PC POOL G02424 | 3128M4AZ6 | 1,502,538 | 1,637,993.97 | 5.500 | 12/1/36 | 1.27% |
| FED HM LN PC POOL G01837 | 3128LXBE9 | 1,514,969 | 1,634,343.76 | 5.000 | 7/1/35 | 1.27% |
| FHLMC TBA MAY GOLD | 02R022456 | 1,538,000 | 1,554,341.17 | 2.500 | 12/1/99 | 1.20% |
| ENSCO PLC | 29358QAA7 | 1,364,000 | 1,474,298.50 | 4.700 | 3/15/21 | 1.14% |
| ANSLEY PARK FNMA DUS | 972AZR906 | 1,300,000 | 1,322,750.00 | 3.120 | 5/1/22 | 1.03% |
| BLOSSOM OAKS FNMA DUS | ACI01TQO0 | 1,300,000 | 1,319,500.00 | 1.000 | 4/1/22 | 1.02% |
| FNMA POOL 463675 | 31381LCL9 | 1,165,071 | 1,297,158.66 | 4.900 | 11/1/22 | 1.01% |
| FNMA POOL 874332 | 31409LLM5 | 1,095,127 | 1,241,738.58 | 6.030 | 2/1/22 | 0.96% |
| FED HM LN PC POOL J18446 | 3128PYL36 | 1,190,770 | 1,234,256.73 | 3.000 | 3/1/27 | 0.96% |
| FED HM LN PC POOL G02162 | 3128LXMK3 | 1,006,239 | 1,096,952.65 | 5.500 | 5/1/36 | 0.85% |
| DIGITAL REALTY TRUST LP | 25389JAH9 | 1,000,000 | 1,090,947.00 | 5.875 | 2/1/20 | 0.85% |
| FNMA POOL 464501 | 31381MAA3 | 980,127 | 1,082,981.12 | 5.450 | 2/1/25 | 0.84% |
| FNMA POOL 735500 | 31402RDD8 | 988,689 | 1,082,345.50 | 5.500 | 5/1/35 | 0.84% |
| GOVERNMENT NATIONAL MORTGAGE A | 38373MHK9 | 1,000,000 | 1,078,555.50 | 5.076 | 2/16/31 | 0.84% |
| FISERV INC | 337738AL2 | 1,000,000 | 1,065,668.00 | 4.750 | 6/15/21 | 0.83% |
| FREDDIE MAC | 3137EADF3 | 1,050,000 | 1,049,912.85 | 1.250 | 5/12/17 | 0.81% |
| HSBC BANK PLC | 44328MAB0 | 1,000,000 | 1,045,086.00 | 3.500 | 6/28/15 | 0.81% |
| FANNIE MAE | 3136A1HD0 | 1,014,000 | 1,044,689.01 | 3.500 | 6/25/26 | 0.81% |
| THERMO FISHER SCIENTIFIC | 883556BA9 | 1,000,000 | 1,035,983.00 | 2.250 | 8/15/16 | 0.80% |
| INTEL CORP | 458140AH3 | 1,000,000 | 1,031,058.00 | 1.950 | 10/1/16 | 0.80% |
| PACCAR FINANCIAL CORP | 69371RK39 | 1,000,000 | 1,018,102.00 | 1.550 | 9/29/14 | 0.79% |
| JOHN DEERE CAPITAL CORP | 24422ERK7 | 1,000,000 | 1,013,597.00 | 1.250 | 12/2/14 | 0.79% |
| 3M COMPANY | 88579YAD3 | 1,000,000 | 1,007,752.00 | 1.375 | 9/29/16 | 0.78% |
| AMERICAN EXPRESS CREDIT | 0258M0DD8 | 1,000,000 | 1,002,707.00 | 2.375 | 3/24/17 | 0.78% |
| CRF AFFORDABLE HOUSING | 12625RAA8 | 958,294 | 994,691.92 | 5.500 | 4/25/35 | 0.77% |
| FNMA POOL 190370 | 31368HMT7 | 845,395 | 934,008.29 | 6.000 | 6/1/36 | 0.72% |
| FED HM LN PC POOL G05098 | 3128M67K8 | 822,692 | 908,465.10 | 6.000 | 12/1/38 | 0.70% |
| FREDDIE MAC | 3137A6YW6 | 847,000 | 891,144.28 | 3.500 | 2/15/26 | 0.69% |
| GOVERNMENT NATIONAL MORTGAGE A | 38378CLQ8 | 825,508 | 885,884.81 | 3.500 | 1/20/25 | 0.69% |
| ILLINOIS TOOL WORKS INC | 452308AJ8 | 700,000 | 855,217.30 | 6.250 | 4/1/19 | 0.66% |
| FANNIE MAE | 31397SYG3 | 825,000 | 844,357.14 | 3.000 | 5/25/26 | 0.65% |
| IBM CORP | 459200GJ4 | 700,000 | 843,914.40 | 5.700 | 9/14/17 | 0.65% |
| XEROX CORPORATION | 984121BW2 | 700,000 | 813,223.60 | 6.350 | 5/15/18 | 0.63% |
| JPMORGAN CHASE + CO | 46625HHL7 | 700,000 | 810,033.00 | 6.300 | 4/23/19 | 0.63% |
| VERIZON COMMUNICATIONS | 92343VAC8 | 700,000 | 804,690.60 | 5.550 | 2/15/16 | 0.62% |
| KROGER CO/THE | 501044CL3 | 700,000 | 780,706.50 | 7.500 | 1/15/14 | 0.61% |
| GOVERNMENT NATIONAL MORTGAGE A | 38373MTE0 | 728,785 | 780,670.88 | 5.269 | 3/16/37 | 0.61% |
| TD AMERITRADE HOLDING CO | 87236YAA6 | 700,000 | 768,711.30 | 5.600 | 12/1/19 | 0.60% |
| FHLMC TBA MAY 30 GOLD SINGLE | 02R052651 | 698,000 | 757,439.27 | 5.500 | 12/1/99 | 0.59% |
| PROGRESSIVE CORP | 743315AN3 | 700,000 | 746,610.90 | 3.750 | 8/23/21 | 0.58% |
| FED HM LN PC POOL 1B8266 | 3128UGSE8 | 713,867 | 743,136.03 | 2.856 | 5/1/41 | 0.58% |
| KELLOGG CO | 487836BA5 | 700,000 | 723,986.90 | 4.250 | 3/6/13 | 0.56% |
| HEWLETT PACKARD CO | 428236AQ6 | 700,000 | 723,487.80 | 4.500 | 3/1/13 | 0.56% |
| AIR PRODUCTS + CHEMICALS | 009163AA4 | 700,000 | 721,200.90 | 4.150 | 2/1/13 | 0.56% |
| NORTHERN TRUST CORP | 665859AH7 | 700,000 | 719,502.70 | 5.200 | 11/9/12 | 0.56% |
| PRAXAIR INC | 74005PAR5 | 647,000 | 718,301.34 | 4.625 | 3/30/15 | 0.56% |
| FNMA POOL 889529 | 31410KHE7 | 634,869 | 704,787.80 | 6.000 | 3/1/38 | 0.55% |
| COMCAST CORP | 20030NAG6 | 600,000 | 674,584.80 | 4.950 | 6/15/16 | 0.52% |
| AT+T INC | 78387GAP8 | 600,000 | 660,811.20 | 5.100 | 9/15/14 | 0.51% |
| FNMA POOL 995082 | 31416BM70 | 602,121 | 660,758.20 | 5.500 | 8/1/37 | 0.51% |
| FED HM LN PC POOL A47402 | 3128K8GK6 | 599,925 | 647,196.84 | 5.000 | 10/1/35 | 0.50% |
| FNMA POOL 357829 | 31376KPN0 | 541,560 | 599,679.21 | 6.000 | 6/1/35 | 0.46% |
| NASDAQ OMX GROUP | 631103AD0 | 542,000 | 556,943.48 | 5.550 | 1/15/20 | 0.43% |
| FHR 3829 BE | 3137A8FT0 | 526,000 | 554,369.70 | 3.500 | 3/15/26 | 0.43% |
| UNITED PARCEL SERVICE | 911312AM8 | 500,000 | 524,770.00 | 3.125 | 1/15/21 | 0.41% |
| BECTON DICKINSON | 075887AW9 | 500,000 | 519,305.00 | 3.250 | 11/12/20 | 0.40% |
| FANNIE MAE | 3136A0Y35 | 500,000 | 515,348.60 | 3.500 | 9/25/26 | 0.40% |
| FED HM LN PC POOL 1B8740 | 3128UHC45 | 495,344 | 512,905.03 | 2.427 | 9/1/41 | 0.40% |
| FREDDIE MAC | 3137A7G87 | 433,000 | 455,971.56 | 3.500 | 2/15/26 | 0.35% |
| CISCO SYSTEMS INC | 17275RAC6 | 388,000 | 450,679.46 | 5.500 | 2/22/16 | 0.35% |
| FED HM LN PC POOL 848553 | 31300LQE8 | 418,872 | 434,274.56 | 2.679 | 6/1/41 | 0.34% |
| AT+T INC | 00206RAZ5 | 400,000 | 423,913.60 | 3.875 | 8/15/21 | 0.33% |
| FREDDIE MAC | 3137A7GE4 | 383,000 | 405,081.60 | 3.500 | 2/15/26 | 0.31% |
| FANNIE MAE | 3136A4A82 | 368,000 | 386,571.12 | 3.500 | 3/25/27 | 0.30% |
| FREDDIE MAC | 3137A4BE6 | 343,000 | 360,990.62 | 3.500 | 12/15/25 | 0.28% |
| ANALOG DEVICES | 032654AG0 | 333,000 | 351,032.62 | 3.000 | 4/15/16 | 0.27% |
| FNMA POOL AD0439 | 31418MPZ9 | 288,471 | 318,167.35 | 6.000 | 7/1/39 | 0.25% |
| FED HM LN PC POOL G02252 | 3128LXQD5 | 283,674 | 309,247.98 | 5.500 | 7/1/36 | 0.24% |
| FED HM LN PC POOL Z40004 | 3132FCAD7 | 238,123 | 262,652.37 | 6.000 | 8/1/36 | 0.20% |
| BANK2 CERIFICATE OF DEPOSIT | 973UFM003 | 250,000 | 250,000.00 | 0.500 | 11/3/12 | 0.19% |
| CENTRAL BANK OF KANSAS CITY | 984EEL009 | 250,000 | 250,000.00 | 0.900 | 5/30/12 | 0.19% |
| CITY FIRST BANK OF DC | 984WHY008 | 250,000 | 250,000.00 | 0.700 | 2/5/13 | 0.19% |
| COMM CAP BANK OF VIRGINIA CD | 984WHZ005 | 250,000 | 250,000.00 | 0.500 | 2/4/13 | 0.19% |
| COMMUNITYWIDE FCU CD | 26699N001 | 250,000 | 250,000.00 | 0.850 | 1/29/13 | 0.19% |
| EASTERN BANK CD | 971QDJ003 | 250,000 | 250,000.00 | 0.150 | 12/20/12 | 0.19% |
| HOPE FEDERAL CREDIT UNION CD | 984WHX000 | 250,000 | 250,000.00 | 0.900 | 2/4/13 | 0.19% |
| LATINO COMMUNITY CREDIT UNION | 984EEM007 | 250,000 | 250,000.00 | 0.900 | 6/1/12 | 0.19% |
| PROMERICA BANK CD | 970AFH001 | 250,000 | 250,000.00 | 0.500 | 2/8/13 | 0.19% |
| SELF HELP CREDIT UNION CD | 971MFT008 | 250,000 | 250,000.00 | 1.050 | 12/12/12 | 0.19% |
| SELF HELP FED CREDIT UNION CD | 971MFS000 | 250,000 | 250,000.00 | 1.050 | 12/27/12 | 0.19% |
| SOUTHERN BANCORP | 984EEN005 | 250,000 | 250,000.00 | 0.750 | 6/20/12 | 0.19% |
| FED HM LN PC POOL G01779 | 31283H6Q3 | 212,111 | 229,023.42 | 5.000 | 4/1/35 | 0.18% |
| LIBERTY BANK TRUST CD | 984SWG009 | 200,000 | 200,000.00 | 0.810 | 12/4/12 | 0.16% |
| FNMA POOL 827943 | 31407DZG3 | 175,421 | 189,716.25 | 5.000 | 5/1/35 | 0.15% |
| FED HM LN PC POOL A12413 | 31296LVE8 | 173,972 | 187,843.49 | 5.000 | 8/1/33 | 0.15% |
| ORACLE CORP | 68389XAC9 | 134,000 | 163,118.47 | 5.750 | 4/15/18 | 0.13% |
| JUNIPER NETWORKS INC | 48203RAE4 | 128,000 | 132,592.00 | 3.100 | 3/15/16 | 0.10% |
| FED HM LN PC POOL G05052 | 3128M65M6 | 101,614 | 109,715.80 | 5.000 | 10/1/33 | 0.09% |
| SELF HELP MONEY MARKET DEMAND | 8169939F8 | 101,342 | 101,341.75 | 0.870 | 4/15/12 | 0.08% |
| LATINO COMM CREDIT UNION MM | 977ZZH007 | 100,623 | 100,622.52 | 0.803 | 4/15/12 | 0.08% |
| SOUTHERN BANCORP MONEY MARKET | 977ZZG009 | 100,381 | 100,381.07 | 0.550 | 4/15/12 | 0.08% |
| COMMUNITY COMMERCE BANK | 984ELL001 | 100,000 | 100,000.00 | 0.650 | 6/1/12 | 0.08% |
| COMMUNITYWIDE FCU SA | 26699A009 | 100,000 | 100,000.00 | 0.200 | 2/15/13 | 0.08% |
| METRO BANK | 984ELM009 | 100,000 | 100,000.00 | 0.400 | 6/25/12 | 0.08% |
| SMALL BUSINESS ADMINISTRATION | 83162CMY6 | 41,915 | 42,342.86 | 3.530 | 5/1/13 | 0.03% |
| FANNIE MAE | 3136A1GN9 | 0 | 0.09 | 0.542 | 10/25/26 | 0.00% |
| FREDDIE MAC | 3137A12X0 | 0 | 0.01 | 0.442 | 11/15/23 | 0.00% |
| FREDDIE MAC | 3137AECS2 | 0 | 0.01 | 0.592 | 5/15/26 | 0.00% |
| Total Market Value: $129,011,903.24 | ||||||