Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 12/31/2020
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Security Name Interest Rate Maturity Date Shares Market Value Weight
FED HOME LN DISCOUNT NT 0 2/24/2021 15,000,000 14,998,512.45 6.48%
FED HOME LN DISCOUNT NT 0 1/15/2021 8,600,000 8,599,842.36 3.72%
GNMA II TBA 30 YR 3 3 1/21/2051 7,600,000 7,947,937.42 3.43%
FNMA TBA 30 YR 2 2 1/14/2051 6,075,000 6,311,118.12 2.73%
FNMA TBA 30 YR 4 4 1/14/2051 5,800,000 6,194,671.90 2.68%
FNMA TBA 30 YR 3 3 1/14/2051 5,800,000 6,077,312.44 2.63%
FREDDIE MAC 1.5 2/12/2025 5,600,000 5,876,901.35 2.54%
GNMA II TBA 30 YR 3.5 3.5 1/21/2051 5,300,000 5,617,585.96 2.43%
FNMA TBA 15 YR 2 2 1/16/2036 4,300,000 4,495,851.58 1.94%
JAPAN TREASURY DISC BILL 0 3/15/2021 414,600,000 4,016,499.63 1.74%
FNMA TBA 30 YR 2 2 2/12/2051 3,850,000 3,992,887.86 1.73%
FEDERAL HOME LOAN BANK 2.375 3/14/2025 2,710,000 2,935,288.23 1.27%
FEDERAL FARM CREDIT BANK 2.78 11/2/2037 1,800,000 2,095,320.87 0.91%
HOWARD UNIVERSITY 3.476 10/1/2041 1,850,000 1,904,768.33 0.82%
FNMA TBA 30 YR 3.5 3.5 1/14/2051 1,700,000 1,797,085.95 0.78%
FNMA TBA 15 YR 3 3 1/16/2036 1,700,000 1,784,187.49 0.77%
REPUBLIC OF CHILE 0.83 7/2/2031 1,370,000 1,755,433.30 0.76%
GNMA II TBA 30 YR 4 4 1/21/2051 1,600,000 1,706,000.02 0.74%
MACARTHUR FOUNDATION 1.299 12/1/2030 1,440,000 1,423,528.40 0.62%
HP INC 3 6/17/2027 1,250,000 1,381,249.05 0.60%
HP ENTERPRISE CO 4.65 10/1/2024 1,200,000 1,363,280.72 0.59%
ROYALTY PHARMA PLC 3.3 9/2/2040 1,250,000 1,318,084.44 0.57%
FEDERAL FARM CREDIT BANK 3.66 3/7/2044 974,000 1,280,679.57 0.55%
FEDERAL FARM CREDIT BANK 3.43 4/6/2045 1,000,000 1,277,103.15 0.55%
FEDERAL FARM CREDIT BANK 2.625 10/15/2049 1,140,000 1,274,271.55 0.55%
FNMA POOL BE4435 3 11/1/2046 1,168,916 1,229,503.74 0.53%
BROADCOM INC 4.15 11/15/2030 1,010,000 1,171,699.94 0.51%
FED HM LN PC POOL G08816 3.5 6/1/2048 1,076,298 1,137,873.63 0.49%
CON EDISON CO OF NY INC 3.95 4/1/2050 915,000 1,117,880.30 0.48%
BRIGHTHOUSE FINANCIAL IN 5.625 5/15/2030 890,000 1,100,714.39 0.48%
BWAY MORTGAGE TRUST 3.4543 3/10/2033 1,000,000 1,085,698.60 0.47%
FNMA POOL BD1165 3 10/1/2046 1,025,111 1,078,889.69 0.47%
STARBUCKS CORP 2.55 11/15/2030 990,000 1,071,597.21 0.46%
AT+T INC 2.75 6/1/2031 1,000,000 1,069,573.49 0.46%
AMGEN INC 2.3 2/25/2031 1,000,000 1,068,485.24 0.46%
BANNER HEALTH 2.338 1/1/2030 1,000,000 1,068,009.94 0.46%
PRES + FELLOWS OF HARVAR 2.517 10/15/2050 990,000 1,058,401.39 0.46%
ILLINOIS ST FIN AUTH REVENUE 3.51 5/15/2041 1,000,000 1,057,180.00 0.46%
NEW JERSEY ST EDUCTNL FACS AUT 3.958 7/1/2048 1,000,000 1,043,370.00 0.45%
FRED HUTCHINSON CANCER 3.949 1/1/2050 900,000 1,038,264.04 0.45%
OREGON ST UNIV GEN REVENUE 3.424 3/1/2060 1,000,000 1,036,720.00 0.45%
CITIGROUP INC 1.678 5/15/2024 1,000,000 1,030,708.96 0.45%
MILLICOM INTL CELLULAR 4.5 4/27/2031 950,000 1,027,187.50 0.44%
MARRIOTT INTERNATIONAL 2.875 3/1/2021 1,025,000 1,026,583.40 0.44%
PEACEHEALTH OBLIGATED GR 1.375 11/15/2025 1,000,000 1,021,360.12 0.44%
NSTAR ELECTRIC CO 3.95 4/1/2030 830,000 1,010,146.69 0.44%
MET TRANSPRTN AUTH NY REVENUE 5.175 11/15/2049 855,000 1,006,608.60 0.43%
EDP FINANCE BV 1.71 1/24/2028 1,000,000 1,000,934.65 0.43%
STARBUCKS CORP 4.45 8/15/2049 750,000 991,113.71 0.43%
COLORADO ST HLTH FACS AUTH HOS 4.48 12/1/2040 940,000 987,169.20 0.43%
WASHINGTON ST HSG FIN COMMISSI 3 1/1/2025 985,000 977,622.35 0.42%
GNMA II TBA 30 YR 4.5 4.5 1/21/2051 900,000 963,843.75 0.42%
UNIV OF CALIFORNIA CA RGTS MED 3.706 5/15/2120 900,000 963,738.00 0.42%
FLORIDA ST DEV FIN CORP EDUCTN 4.009 4/1/2040 925,000 950,604.00 0.41%
XYLEM INC 2.25 1/30/2031 900,000 949,119.39 0.41%
OKLAHOMA ST UNIV AGRIC MECH 3.627 9/1/2040 880,000 941,397.60 0.41%
USAA CAPITAL CORP 2.125 5/1/2030 885,000 931,723.19 0.40%
SUSTAINABLE ENERGY UTILITY INC 2.344 9/15/2029 900,000 923,445.00 0.40%
FNMA POOL BC1171 3.5 6/1/2046 851,338 910,229.25 0.39%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/2028 770,000 895,825.70 0.39%
CITY OF TORONTO CANADA 2.6 9/24/2039 1,060,000 888,228.41 0.38%
ING GROEP NV 4.625 1/6/2026 750,000 883,305.36 0.38%
CONSERVATION FUND 3.474 12/15/2029 800,000 867,004.77 0.37%
CLEARWAY ENERGY OP LLC 4.75 3/15/2028 800,000 858,752.00 0.37%
FREDDIE MAC 3.5 2/15/2026 779,834 827,054.16 0.36%
BOSTON MEDICAL CTR CORP 4.519 7/1/2026 705,000 826,102.50 0.36%
CALIFORNIA ST HLTH FACS FING A 2.984 6/1/2033 760,000 815,008.80 0.35%
FNMA POOL BJ6137 3.5 1/1/2048 766,231 809,650.67 0.35%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/2022 775,000 801,861.23 0.35%
HONG KONG 2.5 5/28/2024 750,000 793,527.82 0.34%
BLACKROCK INC 1.9 1/28/2031 740,000 775,274.91 0.33%
MADISON AVENUE TRUST 3.1881 8/15/2034 729,000 757,942.90 0.33%
CNH INDUSTRIAL CAP LLC 4.875 4/1/2021 750,000 757,384.61 0.33%
PHILADELPHIA PA WTR WSTWTR R 4.189 10/1/2037 665,000 751,908.85 0.32%
BANK OF AMERICA CORP 3.124 1/20/2023 725,000 745,929.57 0.32%
ONE MARKET PLAZA TRUST 3.6139 2/10/2032 710,000 737,598.55 0.32%
FIFTH THIRD BANCORP 8.25 3/1/2038 425,000 720,352.82 0.31%
RIVERSIDE CNTY CA PENSN OBLG 3.07 2/15/2028 670,000 717,214.90 0.31%
RIVERSIDE CNTY CA PENSN OBLG 2.963 2/15/2027 670,000 713,576.80 0.31%
SCENTRE GROUP TRUST 1/2 4.375 5/28/2030 615,000 709,573.29 0.31%
HOLOGIC INC 3.25 2/15/2029 695,000 708,465.63 0.31%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/2050 490,000 696,569.30 0.30%
FREDDIE MAC 3.5 6/15/2026 659,757 693,455.28 0.30%
COMM MORTGAGE TRUST 3.7255 3/10/2031 644,000 684,750.90 0.30%
STANFORD HEALTH CARE 3.31 8/15/2030 595,000 679,009.76 0.29%
NEW YORK TRANSPRTN DEV CORP LE 4.248 9/1/2035 610,000 676,990.20 0.29%
COMM MORTGAGE TRUST 3.4244 3/10/2031 640,000 676,819.58 0.29%
TRUIST FINANCIAL CORP 3.875 3/19/2029 575,000 671,788.11 0.29%
UPC BROADBAND HOLDING BV 0 1/31/2029 670,000 671,507.50 0.29%
UPC BROADBAND HOLDING BV 0 1/31/2029 670,000 671,507.50 0.29%
TOLL BROS FINANCE CORP 4.35 2/15/2028 600,000 668,136.00 0.29%
COMMONSPIRIT HEALTH 3.347 10/1/2029 600,000 660,037.65 0.29%
HOME DEPOT INC 5.95 4/1/2041 420,000 650,672.17 0.28%
NATIONWIDE MUTUAL INSURA 4.35 4/30/2050 550,000 647,784.70 0.28%
MKT 2020 525M MORTGAGE TRUST 2.694 2/12/2040 600,000 647,146.44 0.28%
AXA SA 8.6 12/15/2030 400,000 623,725.36 0.27%
FANNIE MAE 5.625 7/15/2037 391,000 621,060.15 0.27%
MASS MUTUAL LIFE INS CO 3.375 4/15/2050 550,000 602,545.89 0.26%
BLUEHUB LOAN FUND 2.89 1/1/2027 600,000 601,598.39 0.26%
JP MORGAN CHASE COMMERCIAL MOR 4.1283 7/5/2031 555,000 594,145.76 0.26%
AMGEN INC 3.2 11/2/2027 525,000 590,140.18 0.25%
BPCE SA 4.875 4/1/2026 500,000 588,827.04 0.25%
CREDIT AGRICOLE LONDON 4.125 1/10/2027 510,000 588,095.62 0.25%
BANK OF AMERICA CORP 2.456 10/22/2025 545,000 581,303.34 0.25%
HARBOR FREIGHT TOOLS USA INC 0 10/19/2027 577,448 578,058.45 0.25%
FREMF MORTGAGE TRUST 3.4534 12/25/2051 525,000 577,214.93 0.25%
FREMF MORTGAGE TRUST 3.538901 2/25/2052 520,000 575,601.94 0.25%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/2035 420,000 574,833.00 0.25%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/2041 435,000 572,547.00 0.25%
AT+T INC 3.55 9/15/2055 572,000 571,190.47 0.25%
GREENKO DUTCH BV 5.25 7/24/2024 545,000 566,609.25 0.24%
BRANDYWINE OPER PARTNERS 4.55 10/1/2029 500,000 562,694.56 0.24%
KLABIN AUSTRIA GMBH 5.75 4/3/2029 480,000 558,844.80 0.24%
ERAC USA FINANCE LLC 3.85 11/15/2024 500,000 556,519.97 0.24%
VENTAS REALTY LP 3.5 2/1/2025 500,000 551,245.57 0.24%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/2045 400,000 550,621.06 0.24%
PUBLIC SERVICE COLORADO 4.1 6/15/2048 420,000 547,128.35 0.24%
US BANCORP 3.6 9/11/2024 493,000 545,507.25 0.24%
BIOGEN INC 5.2 9/15/2045 400,000 543,990.14 0.24%
AIR LEASE CORP 3.625 12/1/2027 500,000 540,555.86 0.23%
SBA TOWER TRUST 3.869 10/15/2049 500,000 536,027.80 0.23%
AZURE POWER SOLAR ENERGY 5.65 12/24/2024 500,000 534,997.50 0.23%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/2024 505,000 532,598.25 0.23%
MORGAN STANLEY CAPITAL I TRUST 0.859 11/15/2034 531,000 531,278.24 0.23%
KOHL S CORPORATION 9.5 5/15/2025 405,000 525,713.00 0.23%
EMERGENT BIOSOLUTIONS 3.875 8/15/2028 500,000 518,687.50 0.22%
CITIGROUP INC 3.352 4/24/2025 475,000 516,652.72 0.22%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/2028 500,000 511,810.00 0.22%
DIST OF COLUMBIA REVENUE 4.125 7/1/2027 500,000 508,205.00 0.22%
PATTERN ENERGY OP LP/PAT 4.5 8/15/2028 475,000 502,015.63 0.22%
STHRN OH PORT EXEMPT FAC REVEN 6.5 12/1/2030 470,000 496,658.40 0.21%
AMERICAN BUILDERS CONTRACTOR 0 1/15/2027 495,000 491,081.09 0.21%
BOSTON PROPERTIES LP 3.65 2/1/2026 430,000 490,022.09 0.21%
FANNIE MAE 3.5 8/25/2058 450,189 487,641.01 0.21%
HAT HOLDINGS I LLC/HAT 6 4/15/2025 450,000 482,062.50 0.21%
FREMF MORTGAGE TRUST 4.08131 10/25/2031 461,000 479,375.37 0.21%
ZELIS COST MANAGEMENT BUYER IN 0 9/30/2026 473,807 475,805.52 0.21%
UNUM GROUP 4.5 3/15/2025 415,000 470,495.44 0.20%
FNMA POOL BE8063 3 12/1/2046 446,502 469,569.76 0.20%
ALTICE FRANCE SA 0 1/31/2026 472,241 469,289.05 0.20%
DIST OF COLUMBIA REVENUE 3.432 4/1/2042 430,000 467,143.40 0.20%
OREGON ST HLTH SCIENCE UNIV 5 7/1/2045 350,000 465,213.00 0.20%
DIGNITY HEALTH 4.5 11/1/2042 408,000 459,092.34 0.20%
FHLMC MULTIFAMILY STRUCTURED P 0.63794 11/25/2029 8,923,773 456,158.31 0.20%
THERMO FISHER SCIENTIFIC 2.375 4/15/2032 305,000 453,262.14 0.20%
AMAZON.COM INC 4.8 12/5/2034 325,000 446,406.61 0.19%
RUSH OBLIGATED GROUP 3.922 11/15/2029 375,000 442,289.15 0.19%
APTIV CORP 4.15 3/15/2024 401,000 441,679.66 0.19%
VIACOMCBS INC 2.9 1/15/2027 400,000 439,508.68 0.19%
ORLANDO HEALTH OBL GRP 4.416 10/1/2044 395,000 435,840.14 0.19%
AMERICAN INTL GROUP 3.9 4/1/2026 380,000 433,509.06 0.19%
THERMO FISHER SCIENTIFIC 4.133 3/25/2025 375,000 426,553.42 0.18%
HUNTINGTON BANCSHARES 3.15 3/14/2021 425,000 426,315.91 0.18%
AIA GROUP LTD 4.5 3/16/2046 325,000 426,225.71 0.18%
CHARTER COMM OPT LLC/CAP 6.484 10/23/2045 300,000 425,238.98 0.18%
SELF HELP CREDIT 2.5 6/27/2022 400,000 414,549.76 0.18%
AMERICAN TOWER CORP 5 2/15/2024 362,000 409,886.78 0.18%
DC OFFICE TRUST 2.965 9/15/2045 370,000 409,520.00 0.18%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/2024 400,000 404,872.00 0.17%
WRKCO INC 3 9/15/2024 375,000 404,190.22 0.17%
CHANGE HEALTH / FIN INC 5.75 3/1/2025 395,000 403,393.75 0.17%
FANNIE MAE 3.5 3/25/2027 368,000 398,984.24 0.17%
COOPERATIEVE RABOBANK UA 3.95 11/9/2022 375,000 398,293.96 0.17%
GS MORTGAGE SECURITIES TRUST 0.85863 7/15/2032 395,000 395,246.48 0.17%
FHLMC MULTIFAMILY STRUCTURED P 0.933161 9/25/2030 4,984,038 391,058.06 0.17%
FREMF MORTGAGE TRUST 3.489942 11/25/2052 380,000 389,301.56 0.17%
AEGEA FINANCE SARL 5.75 10/10/2024 370,000 387,347.45 0.17%
RUSSELL INVESTMENTS 0 5/30/2025 387,551 387,309.06 0.17%
ALLINA HEALTH SYSTEM 4.805 11/15/2045 291,000 384,467.12 0.17%
FLORIDA ST BRD OF ADMIN FIN CO 1.258 7/1/2025 375,000 383,760.00 0.17%
FED HM LN PC POOL Q33602 3 5/1/2045 354,017 382,747.96 0.17%
WELLS FARGO COMMERCIAL MORTGAG 3.617 9/15/2057 340,000 381,659.45 0.16%
ARDAGH PKG FIN/HLDGS USA 5.25 8/15/2027 360,000 378,291.60 0.16%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/2023 340,000 372,959.60 0.16%
FHLMC MULTIFAMILY STRUCTURED P 1.15638 9/25/2030 4,069,531 372,131.78 0.16%
BRISTOL MYERS SQUIBB CO 3.875 8/15/2025 325,000 370,983.23 0.16%
FNMA POOL 932441 4 1/1/2040 332,336 366,428.31 0.16%
ILLINOIS ST 5.1 6/1/2033 335,000 360,784.95 0.16%
CITY OF HOPE/THE 5.623 11/15/2043 250,000 359,157.96 0.16%
DISCOVER FINANCIAL SVS 3.75 3/4/2025 325,000 358,088.18 0.15%
FREDDIE MAC 3.5 2/15/2026 332,792 349,308.65 0.15%
FHLMC MULTIFAMILY STRUCTURED P 1.38088 6/25/2030 3,210,000 341,343.38 0.15%
DIGNITY HEALTH 5.267 11/1/2064 250,000 340,695.84 0.15%
ADVOCATE HEALTH CORP 2.211 6/15/2030 325,000 339,460.52 0.15%
CROWN CASTLE INTL CORP 3.7 6/15/2026 300,000 338,310.31 0.15%
BLACK KNIGHT INFOSERV LL 3.625 9/1/2028 330,000 338,250.00 0.15%
STANDARD CHARTERED PLC 5.7 3/26/2044 250,000 336,298.68 0.15%
MORGAN STANLEY BAML TRUST 4.051 4/15/2047 300,000 328,339.17 0.14%
FREDDIE MAC 2.5 12/15/2042 312,842 326,515.15 0.14%
MORGAN STANLEY BAML TRUST 4.259 10/15/2046 300,000 323,725.11 0.14%
STARBUCKS CORP 3.75 12/1/2047 275,000 322,327.18 0.14%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/2021 320,000 321,817.60 0.14%
REGENCY CENTERS LP 3.75 6/15/2024 300,000 320,630.71 0.14%
APPLE INC 2.65 5/11/2050 300,000 319,053.96 0.14%
COMM MORTGAGE TRUST 3.183 2/10/2048 291,000 318,473.43 0.14%
COMM MORTGAGE TRUST 2.941 1/10/2046 304,902 317,150.93 0.14%
GO DADDY OPERATING COMPANY LLC 0 8/10/2027 309,225 311,221.98 0.13%
GILEAD SCIENCES INC 1.65 10/1/2030 300,000 301,690.45 0.13%
CHICAGO IL TRANSIT AUTH SALES 3.912 12/1/2040 260,000 292,949.80 0.13%
SBA TOWER TRUST 3.168 4/9/2047 290,000 292,595.62 0.13%
THERMO FISHER SCIENTIFIC 4.15 2/1/2024 265,000 292,473.84 0.13%
MICRON TECHNOLOGY INC 4.64 2/6/2024 260,000 289,691.23 0.13%
REINSURANCE GRP OF AMER 3.95 9/15/2026 250,000 287,397.69 0.12%
MET TRANSPRTN AUTH NY REVENUE 5 11/15/2050 240,000 286,478.40 0.12%
CHARTER COMMUNICATIONS OPERATI 0 2/1/2027 286,700 285,604.74 0.12%
BANK 0.647992 11/15/2062 5,555,576 279,852.16 0.12%
COOPERATIEVE RABOBANK UA 3.875 9/26/2023 250,000 272,878.43 0.12%
BANK 1.786604 3/15/2063 1,938,556 272,441.14 0.12%
FREMF MORTGAGE TRUST 3.675219 11/25/2049 250,000 270,020.60 0.12%
VODAFONE GROUP PLC 6.15 2/27/2037 185,000 267,324.54 0.12%
BNP PARIBAS 3.8 1/10/2024 245,000 267,151.17 0.12%
CPT MORTGAGE TRUST 2.865 11/13/2039 240,000 265,022.23 0.11%
MORGAN STANLEY CAPITAL I TRUST 2.759 11/15/2034 261,000 261,498.41 0.11%
BPCE SA 3 5/22/2022 250,000 258,802.48 0.11%
AMERICAN TOWER CORP 3.375 5/15/2024 235,000 255,690.39 0.11%
CARMAX AUTO OWNER TRUST 2.7 10/16/2023 250,000 254,733.95 0.11%
LENNAR CORP 4.125 1/15/2022 245,000 251,278.13 0.11%
AMAZON.COM INC 3.875 8/22/2037 200,000 249,805.90 0.11%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2021 250,000 249,750.00 0.11%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2022 250,000 249,157.50 0.11%
FINASTRA USA, INC. 0 6/13/2024 252,600 248,007.36 0.11%
FREMF MORTGAGE TRUST 3.75306 11/25/2050 220,000 244,965.60 0.11%
MORGAN STANLEY 3.95 4/23/2027 210,000 242,997.41 0.10%
FHLMC MULTIFAMILY STRUCTURED P 1.38746 6/25/2030 2,104,962 237,025.24 0.10%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/2027 205,000 234,577.40 0.10%
ADEVINTA ASA 0 10/13/2027 185,000 227,488.52 0.10%
MOSAIC SOLAR LOANS LLC 1.44 8/20/2046 224,849 223,635.83 0.10%
ADIENT US LLC 0 5/6/2024 222,188 222,576.33 0.10%
EBAY INC 3.6 6/5/2027 195,000 221,294.79 0.10%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/2023 200,000 216,906.00 0.09%
NETS HOLDING A/S 0 2/6/2025 176,389 215,938.57 0.09%
ILLINOIS ST 3.86 4/1/2021 215,000 215,713.80 0.09%
DUKE REALTY LP 3.625 4/15/2023 200,000 212,155.10 0.09%
FNMA POOL 745327 6 3/1/2036 175,438 210,888.92 0.09%
ALIBABA GROUP HOLDING 2.8 6/6/2023 200,000 210,550.72 0.09%
GRAY TELEVISION INC 5.875 7/15/2026 200,000 210,125.00 0.09%
KAISER FOUNDATION HOSPIT 3.15 5/1/2027 185,000 209,221.18 0.09%
BIOGROUP LCD 0 4/25/2026 170,000 208,555.94 0.09%
FNMA POOL AS3608 2.5 12/1/2043 192,723 204,746.29 0.09%
MASSACHUSETTS ST EDUCTNL FING 2.306 7/1/2025 200,000 201,686.00 0.09%
FED HM LN PC POOL G08347 4.5 6/1/2039 179,484 200,844.84 0.09%
MORGAN STANLEY BAML TRUST 3.526 12/15/2047 180,167 197,801.71 0.09%
FED HM LN PC POOL G30614 3.5 12/1/2032 180,396 197,124.07 0.09%
COMMONSPIRIT HEALTH 2.782 10/1/2030 185,000 196,186.08 0.08%
SEATTLE SPINCO INC 0 6/21/2024 195,711 193,387.26 0.08%
CON EDISON CO OF NY INC 4.125 5/15/2049 155,000 192,078.44 0.08%
NEW YORK LIFE INSURANCE 3.75 5/15/2050 160,000 191,933.25 0.08%
FREDDIE MAC 3.5 12/15/2025 182,411 191,539.61 0.08%
FREMF MORTGAGE TRUST 3.984114 7/25/2049 175,000 189,243.72 0.08%
PROLOGIS LP 3.25 10/1/2026 165,000 186,594.98 0.08%
FANNIE MAE 3.5 7/25/2054 177,090 186,285.72 0.08%
FNMA POOL AY3370 2.5 4/1/2045 172,876 185,087.63 0.08%
GO DADDY OPER CO LLC 0 2/15/2024 185,177 184,946.01 0.08%
BENCHMARK MORTGAGE TRUST 1.229353 3/15/2062 2,340,400 184,037.61 0.08%
FHLMC MULTIFAMILY STRUCTURED P 1.5725 5/25/2030 1,453,805 183,983.98 0.08%
REINSURANCE GRP OF AMER 4.7 9/15/2023 164,000 181,362.27 0.08%
NUVEEN FINANCE LLC 4.125 11/1/2024 160,000 180,520.23 0.08%
COX COMMUNICATIONS INC 3.15 8/15/2024 165,000 178,983.32 0.08%
FHLMC MULTIFAMILY STRUCTURED P 1.118558 6/25/2030 1,934,075 178,198.30 0.08%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2024 165,000 177,041.70 0.08%
FNMA POOL MA1931 2.5 6/1/2024 169,766 176,962.64 0.08%
PRUDENTIAL PLC 3.125 4/14/2030 155,000 175,943.81 0.08%
FHLMC MULTIFAMILY STRUCTURED P 1.43268 5/25/2030 1,504,577 175,454.89 0.08%
FREMF MORTGAGE TRUST 4.07318 7/25/2050 155,000 174,407.58 0.08%
FNMA POOL AB4168 3.5 1/1/2032 162,043 172,818.69 0.07%
BLACKHAWK NETWORK HLDGS INC 0 6/15/2025 175,950 171,936.23 0.07%
FHLMC MULTIFAMILY STRUCTURED P 0.85428 11/25/2030 2,420,000 171,794.59 0.07%
GARTNER INC 3.75 10/1/2030 160,000 168,801.60 0.07%
KIMCO REALTY CORP 3.4 11/1/2022 160,000 168,058.63 0.07%
USI INC 0 5/16/2024 169,750 167,610.48 0.07%
MCCORMICK + CO 2.5 4/15/2030 155,000 166,251.21 0.07%
BANK 3.314 11/15/2050 147,000 162,795.00 0.07%
O REILLY AUTOMOTIVE INC 3.8 9/1/2022 155,000 162,322.39 0.07%
BON SECOURS MERCY 1.35 6/1/2025 155,000 158,391.14 0.07%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/2030 130,000 154,363.30 0.07%
FED HM LN PC POOL J17791 3 1/1/2027 145,017 154,228.92 0.07%
FREMF MORTGAGE TRUST 4.034945 7/25/2027 136,000 153,272.98 0.07%
FNMA POOL AE4192 4 10/1/2040 137,226 152,562.85 0.07%
FANNIE MAE 3 2/25/2049 142,029 150,919.37 0.07%
FNMA POOL AB6472 2 10/1/2027 139,702 147,263.03 0.06%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2025 135,000 147,148.65 0.06%
FED HM LN PC POOL G01837 5 7/1/2035 126,020 146,606.26 0.06%
FNMA POOL AP9592 3.5 10/1/2032 132,807 145,089.75 0.06%
DIAMOND (BC) B V 0 9/6/2024 145,875 144,028.81 0.06%
FED HM LN PC POOL A37619 4.5 9/1/2035 127,598 141,408.56 0.06%
IRON MOUNTAIN INC DEL 0 1/2/2026 141,375 140,550.36 0.06%
FANNIE MAE CAS 4.498 5/25/2029 130,932 136,962.73 0.06%
BANK 0.90238 5/15/2062 2,146,595 134,585.08 0.06%
FED HM LN PC POOL G06990 5.5 8/1/2040 114,015 134,073.49 0.06%
WYNDHAM HOTELS + RESORTS INC 0 5/30/2025 127,400 126,080.52 0.05%
FANNIE MAE 3 9/25/2047 114,967 123,560.17 0.05%
FED HM LN PC POOL A95085 4 11/1/2040 110,820 120,874.15 0.05%
COTY INC 0 4/7/2025 127,146 120,576.94 0.05%
NORTHEASTERN UNIVERSITY 5.285 3/1/2032 100,000 120,055.44 0.05%
FNMA POOL AR1524 2 1/1/2028 112,848 118,535.37 0.05%
FANNIE MAE 3 9/25/2047 109,836 117,811.79 0.05%
FED HM LN PC POOL A94362 4 10/1/2040 102,672 114,178.87 0.05%
BENCHMARK MORTGAGE TRUST 1.523 1/15/2054 887,000 112,215.88 0.05%
FED HM LN PC POOL G14599 2.5 11/1/2027 102,964 108,256.91 0.05%
OKLAHOMA ST UNIV AGRIC MECH 3.427 9/1/2036 100,000 108,146.00 0.05%
FREMF MORTGAGE TRUST 3.878196 2/25/2050 100,000 107,778.70 0.05%
FREMF MORTGAGE TRUST 3.943949 9/25/2049 100,000 107,288.10 0.05%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/2027 100,000 107,196.00 0.05%
BWAY MORTGAGE TRUST 2.8093 3/10/2033 102,369 106,494.26 0.05%
MARSH + MCLENNAN COS INC 3.3 3/14/2023 100,000 105,933.52 0.05%
FNMA POOL MA1630 4 10/1/2033 96,485 105,343.06 0.05%
NEXSTAR BROADCASTING INC 0 1/17/2024 105,090 104,279.92 0.05%
FNMA POOL AB1343 4.5 8/1/2040 92,687 104,100.33 0.04%
HOWARD UNIVERSITY 2.657 10/1/2026 100,000 103,784.72 0.04%
FED HM LN PC POOL G01828 4.5 4/1/2035 92,897 102,762.88 0.04%
COMM MORTGAGE TRUST 2.683498 11/10/2046 100,000 101,362.50 0.04%
COLONY AMERICAN FINANCE LTD 2.25 12/15/2052 100,000 101,191.97 0.04%
SELF HELP CREDIT UN 2.2 6/25/2021 100,000 101,063.86 0.04%
FNMA POOL 930672 4.5 3/1/2039 89,954 101,028.36 0.04%
FREMF MORTGAGE TRUST 3.84363 10/25/2049 90,000 100,514.03 0.04%
FED HM LN PC POOL Q01807 4.5 7/1/2036 89,072 99,075.92 0.04%
CHG PPC PARENT LLC 0 3/31/2025 97,750 96,650.31 0.04%
FNMA POOL MA0949 3.5 1/1/2032 90,126 96,087.81 0.04%
FREMF MORTGAGE TRUST 3.943949 9/25/2049 85,000 95,455.33 0.04%
FED HM LN PC POOL G02424 5.5 12/1/2036 80,964 95,062.92 0.04%
FREMF MORTGAGE TRUST 3.675219 11/25/2049 90,000 93,829.15 0.04%
FNMA POOL AE0216 4 8/1/2040 83,142 91,233.13 0.04%
FED HM LN PC POOL G04997 5 1/1/2037 78,396 91,185.41 0.04%
FED HM LN PC POOL G06079 6 7/1/2039 75,959 90,434.16 0.04%
VODAFONE GROUP PLC 4.375 2/19/2043 70,000 87,067.76 0.04%
FED HM LN PC POOL A89384 4 10/1/2039 78,922 86,902.99 0.04%
FANNIE MAE CAS 3.698 7/25/2029 84,002 86,781.86 0.04%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/2033 70,000 78,605.10 0.03%
FREMF MORTGAGE TRUST 3.980865 5/25/2050 70,000 78,484.63 0.03%
FNMA POOL 995243 4.5 8/1/2038 69,633 78,205.28 0.03%
FNMA POOL MA0639 4 2/1/2041 70,349 77,137.52 0.03%
FNMA POOL 190370 6 6/1/2036 62,267 74,657.99 0.03%
FED HM LN PC POOL A89148 4 10/1/2039 67,678 74,638.42 0.03%
FNMA POOL BE1416 2.5 11/1/2031 68,763 71,839.34 0.03%
DEUTSCHE BANK COMMERCIAL MORTG 1.714122 9/15/2053 643,706 70,600.55 0.03%
FREMF MORTGAGE TRUST 3.75306 11/25/2050 65,000 68,825.39 0.03%
FED HM LN PC POOL A93101 5 7/1/2040 58,759 68,043.19 0.03%
FNMA POOL AL1627 4.5 9/1/2041 59,908 67,311.72 0.03%
FNMA POOL AE0625 4 12/1/2040 57,977 65,563.11 0.03%
FED HM LN PC POOL A97047 4.5 2/1/2041 56,818 63,834.56 0.03%
VERIZON COMMUNICATIONS 3.376 2/15/2025 57,000 63,343.02 0.03%
FNMA POOL 995082 5.5 8/1/2037 53,886 63,193.22 0.03%
FREMF MORTGAGE TRUST 4.02119 11/25/2032 67,000 63,140.85 0.03%
FED HM LN PC POOL Q00291 5 4/1/2041 53,201 61,901.41 0.03%
BENCHMARK MORTGAGE TRUST 1.79395 7/15/2053 504,823 60,869.69 0.03%
FNMA POOL BD1153 3 8/1/2046 57,758 60,723.19 0.03%
SS C TECHNOLOGIES INC 0 4/16/2025 59,961 59,389.04 0.03%
FHLMC MULTIFAMILY STRUCTURED P 0.76243 9/25/2027 1,299,743 58,745.41 0.03%
FED HM LN PC POOL A95796 4 12/1/2040 52,625 57,400.28 0.02%
FHLMC MULTIFAMILY STRUCTURED P 1.0288 10/25/2030 665,000 56,483.44 0.02%
FED HM LN PC POOL Q06160 4 2/1/2037 50,336 55,362.44 0.02%
FED HM LN PC POOL 849167 3.016 10/1/2043 51,293 53,288.24 0.02%
FREDDIE MAC STACR 1.798 4/25/2043 52,657 51,886.64 0.02%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/2029 40,000 46,681.60 0.02%
CORE + MAIN LP 6.125 8/15/2025 45,000 46,603.13 0.02%
FNMA POOL AC9564 4.5 2/1/2040 40,677 45,685.64 0.02%
SS C TECHNOLOGIES INC 0 4/16/2025 45,412 44,979.42 0.02%
FED HM LN PC POOL G08499 3 7/1/2042 42,590 44,964.86 0.02%
FNMA POOL AA9846 4 8/1/2039 40,149 44,198.18 0.02%
FED HM LN PC POOL A87874 4 8/1/2039 38,388 42,692.99 0.02%
FREMF MORTGAGE TRUST 3.72651 10/25/2049 40,000 42,278.60 0.02%
FNMA POOL AD1649 4 3/1/2040 37,146 40,506.13 0.02%
FNMA POOL AE0215 4 12/1/2039 36,798 40,493.85 0.02%
FED HM LN PC POOL J20118 2.5 8/1/2027 38,544 40,315.14 0.02%
FNMA POOL AC1877 4.5 9/1/2039 35,841 39,833.70 0.02%
FED HM LN PC POOL A89729 4 11/1/2039 35,172 38,521.25 0.02%
FNMA POOL AW4685 2.66 5/1/2044 35,810 37,110.24 0.02%
FNMA POOL AL0049 6 12/1/2035 31,032 36,580.12 0.02%
FNMA POOL 889529 6 3/1/2038 29,943 35,567.15 0.02%
FNMA POOL AL0005 4.5 1/1/2041 31,130 34,802.08 0.02%
FNMA POOL AE0624 4 11/1/2040 31,363 34,296.79 0.01%
FNMA POOL AI7951 4.5 8/1/2036 30,038 33,371.30 0.01%
FNMA POOL AJ5974 4 12/1/2036 28,732 31,624.16 0.01%
FED HM LN PC POOL A93996 4.5 9/1/2040 27,905 31,350.57 0.01%
FNMA POOL 745044 4.5 8/1/2035 28,040 31,001.74 0.01%
FNMA POOL AE4113 4 10/1/2040 27,284 30,039.54 0.01%
FNMA POOL AC2817 4 10/1/2039 27,026 29,798.28 0.01%
MA FINANCECO LLC 0 6/21/2024 28,980 28,636.21 0.01%
FHLMC MULTIFAMILY STRUCTURED P 0.88349 11/25/2030 365,000 27,268.93 0.01%
FED HM LN PC POOL G01838 5 7/1/2035 21,655 25,176.95 0.01%
FNMA POOL AS8449 2.5 12/1/2031 23,742 24,825.11 0.01%
FED HM LN PC POOL G01779 5 4/1/2035 19,515 22,699.39 0.01%
FNMA POOL AE5143 4 11/1/2040 19,058 20,912.46 0.01%
FED HM LN PC POOL A94742 4 11/1/2040 18,185 20,106.26 0.01%
CNH EQUIPMENT TRUST 1.93 3/15/2024 20,000 20,008.87 0.01%
FNMA POOL 890248 6 8/1/2037 16,445 19,769.76 0.01%
FED HM LN PC POOL A12413 5 8/1/2033 15,501 17,898.44 0.01%
FNMA POOL AB1763 4 11/1/2030 16,415 17,663.00 0.01%
FNMA POOL AD8033 4 8/1/2040 14,264 15,600.03 0.01%
FED HM LN PC POOL Z40004 6 8/1/2036 12,993 15,554.48 0.01%
FED HM LN PC POOL A95084 4 11/1/2040 12,923 14,139.18 0.01%
MEMORIAL SLOAN KETTERING 4.2 7/1/2055 10,000 13,430.52 0.01%
COX COMMUNICATIONS INC 3.85 2/1/2025 10,000 11,164.15 0.00%
FED HM LN PC POOL Q17103 4 6/1/2041 10,212 10,985.04 0.00%
FNMA POOL MA0919 3.5 12/1/2031 9,322 9,941.70 0.00%
FED HM LN PC POOL G05052 5 10/1/2033 8,110 9,102.67 0.00%
MICROSOFT CORP 3.7 8/8/2046 5,000 6,350.98 0.00%
FNMA POOL AC5401 5 10/1/2039 3,693 4,270.68 0.00%

The composition of the Fund’s portfolio is subject to change.


Check the background of DSIL Investment Services LLC and its investment professionals on FINRA's BrokerCheck. Before investing, consider the Domini Funds’ investment objectives, risks, charges, and expenses. View or order a prospectus. Read it carefully.

DSIL Investment Services LLC (DSILD) distributor, Member FINRA.

Domini Impact Investments LLC (Domini) is the Funds’ investment manager. The Funds are subadvised by unaffiliated entities.

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