Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 12/31/2018
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Security Name Interest Rate Maturity Date Shares Market Value Weight
GNMA II TBA 30 YR 3.5 3.500 1/23/2049 5,300,000 5,333,124.95 3.58%
FNMA TBA 30 YR 3.5 3.500 1/14/2049 5,301,000 5,300,482.36 3.56%
JAPAN TREASURY DISC BILL 0.000 1/15/2019 485,500,000 4,425,278.40 2.97%
FANNIE MAE 5.625 7/15/2037 3,086,000 4,074,609.36 2.73%
GNMA II TBA 30 YR 3 3.000 1/23/2049 3,300,000 3,249,919.89 2.18%
FHLMC TBA 30 YR 4 4.000 1/14/2049 3,100,000 3,160,486.30 2.12%
FED HM LN PC POOL G08816 3.500 6/1/2048 2,964,422 2,964,629.70 1.99%
GNMA II TBA 30 YR 4 4.000 1/23/2049 2,200,000 2,252,765.64 1.51%
FNMA POOL AN4301 3.150 1/1/2027 2,109,700 2,102,344.13 1.41%
FNMA POOL BE4435 3.000 11/1/2046 2,124,957 2,074,260.83 1.39%
FNMA POOL BC1171 3.500 6/1/2046 1,653,695 1,658,928.14 1.11%
FEDERAL FARM CREDIT BANK 2.780 11/2/2037 1,800,000 1,612,697.40 1.08%
FNMA POOL BJ6137 3.500 1/1/2048 1,492,981 1,493,400.26 1.00%
FNMA POOL AN7540 2.910 11/1/2027 1,500,000 1,454,786.51 0.98%
FNMA POOL AN6744 2.940 9/1/2027 1,494,318 1,454,584.03 0.98%
FNMA POOL AN5557 2.900 5/1/2027 1,461,677 1,431,856.40 0.96%
FNMA POOL AN1840 2.450 6/1/2026 1,459,800 1,406,895.33 0.94%
FNMA POOL BD1165 3.000 10/1/2046 1,438,026 1,402,927.86 0.94%
FNMA POOL AM7598 3.070 12/1/2024 1,363,172 1,371,809.25 0.92%
FNMA POOL AM5197 4.200 1/1/2030 1,152,815 1,220,283.22 0.82%
FNMA POOL AN7300 3.290 11/1/2027 1,217,621 1,215,861.49 0.82%
FNMA POOL AM8659 2.880 4/1/2031 1,237,404 1,155,745.42 0.78%
FNMA POOL AN2787 2.600 9/1/2028 1,145,268 1,090,396.42 0.73%
FNMA POOL AN2791 2.440 9/1/2026 1,101,089 1,059,721.23 0.71%
FNMA POOL AM7507 3.080 12/1/2024 1,023,462 1,030,458.10 0.69%
FNMA POOL AM9154 3.180 6/1/2030 1,034,329 1,016,223.60 0.68%
FEDERAL FARM CREDIT BANK 3.660 3/7/2044 974,000 968,771.57 0.65%
FNMA POOL AM9239 3.030 6/1/2025 953,948 957,418.86 0.64%
FNMA POOL AM6266 3.580 7/1/2030 951,798 952,660.22 0.64%
FNMA POOL AM8148 2.680 3/1/2027 987,223 952,631.04 0.64%
HUDSON YARDS 2.835 8/10/2038 1,000,000 950,250.70 0.64%
GNMA II TBA 30 YR 4.5 4.500 1/23/2049 900,000 931,412.11 0.63%
FNMA POOL AN1767 2.980 6/1/2031 956,659 914,892.69 0.61%
FREDDIE MAC 3.500 2/15/2026 847,000 873,378.63 0.59%
AMERICAN BLDRS CONTRACTORS 0.000 10/31/2023 884,250 843,827.40 0.57%
FHLMC MULTIFAMILY STRUCTURED P 3.800 2/25/2027 799,082 834,296.30 0.56%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.450 8/15/2028 770,000 826,317.80 0.55%
OBP DEPOSITOR LLC TRUST 4.646 7/15/2045 806,000 819,824.03 0.55%
FREDDIE MAC 3.500 6/15/2026 780,000 802,685.99 0.54%
FNMA POOL AN9459 3.470 7/1/2028 795,197 802,586.14 0.54%
FNMA POOL AN9483 3.430 6/1/2028 795,618 800,484.92 0.54%
CNH INDUSTRIAL CAPITAL L 4.875 4/1/2021 750,000 763,950.00 0.51%
ING GROEP NV 4.625 1/6/2026 750,000 756,186.95 0.51%
FHLMC MULTIFAMILY STRUCTURED P 2.737 7/25/2024 748,000 750,082.96 0.50%
CALIFORNIA ST 7.625 3/1/2040 525,000 749,238.00 0.50%
FNMA POOL AN3383 2.550 11/1/2028 800,000 745,214.38 0.50%
BOSTON MEDICAL CTR CORP 4.519 7/1/2026 705,000 725,906.98 0.49%
MADISON AVENUE TRUST 3.188 8/15/2034 729,000 720,137.77 0.48%
FEDERAL FARM CREDIT BANK 3.510 6/11/2040 725,000 714,045.98 0.48%
ONE MARKET PLAZA TRUST 3.614 2/10/2032 710,000 713,828.68 0.48%
PARK AVENUE TRUST 3.508 6/5/2037 712,000 704,148.42 0.47%
WASHINGTON ST HSG FIN COMMISSI 4.000 1/1/2024 700,000 699,664.00 0.47%
FNMA POOL BE8063 3.000 12/1/2046 716,733 699,649.60 0.47%
NUMERICABLE GROUP SA 0.000 1/31/2026 733,246 681,231.44 0.46%
FNMA POOL AM7903 3.380 1/1/2027 657,893 669,904.59 0.45%
COMM MORTGAGE TRUST 3.726 3/10/2031 644,000 663,671.11 0.45%
COMM MORTGAGE TRUST 3.424 3/10/2031 640,000 650,998.40 0.44%
SWEDBANK AB 2.200 3/4/2020 650,000 642,644.12 0.43%
AMERICAN MUNI PWR OHIO INC OH 6.270 2/15/2050 490,000 609,564.90 0.41%
JP MORGAN CHASE COMMERCIAL MOR 4.128 7/5/2031 555,000 575,921.28 0.39%
FIFTH THIRD BANCORP 8.250 3/1/2038 425,000 564,951.76 0.38%
COTY INC 0.000 4/7/2025 607,348 562,556.09 0.38%
FED HM LN PC POOL Q33602 3.000 5/1/2045 552,619 541,887.87 0.36%
TREEHOUSE FOODS INC 6.000 2/15/2024 530,000 526,687.50 0.35%
MORGAN STANLEY CAPITAL I TRUST 3.155 11/15/2034 531,000 523,334.27 0.35%
HOME DEPOT INC 5.950 4/1/2041 420,000 516,402.29 0.35%
TOLL BROS FINANCE CORP 4.350 2/15/2028 600,000 516,000.00 0.35%
BOSTON PROPERTIES LP 4.500 12/1/2028 500,000 512,221.68 0.34%
AUTONATION INC 5.500 2/1/2020 500,000 511,113.02 0.34%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/2035 420,000 510,799.80 0.34%
RYDER SYSTEM INC 2.350 2/26/2019 500,000 499,443.75 0.34%
ERAC USA FINANCE LLC 3.850 11/15/2024 500,000 498,166.91 0.33%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/2024 505,000 497,728.00 0.33%
REGIONS FINANCIAL CORP 3.200 2/8/2021 500,000 497,086.66 0.33%
SBA TOWER TRUST 3.869 10/15/2049 500,000 496,861.15 0.33%
AXA SA 8.600 12/15/2030 400,000 495,836.00 0.33%
DIST OF COLUMBIA REVENUE 4.125 7/1/2027 500,000 494,880.00 0.33%
BPCE SA 2.250 1/27/2020 500,000 493,632.50 0.33%
BRANDYWINE OPER PARTNERS 4.550 10/1/2029 500,000 493,409.65 0.33%
MARRIOTT INTERNATIONAL 2.875 3/1/2021 500,000 493,316.39 0.33%
BPCE SA 4.875 4/1/2026 500,000 493,301.89 0.33%
CREDIT AGRICOLE LONDON 4.125 1/10/2027 510,000 492,620.58 0.33%
UNITED RENTALS NORTH AM 4.625 7/15/2023 500,000 492,500.00 0.33%
US BANCORP 3.600 9/11/2024 493,000 491,007.02 0.33%
GREENKO DUTCH BV 5.250 7/24/2024 545,000 490,500.00 0.33%
FNMA POOL 932441 4.000 1/1/2040 475,469 489,041.60 0.33%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/2028 500,000 487,375.00 0.33%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/2045 400,000 485,277.07 0.33%
VENTAS REALTY LP 3.500 2/1/2025 500,000 479,279.20 0.32%
XEROX CORPORATION 5.625 12/15/2019 475,000 478,701.36 0.32%
CDW LLC 0.000 8/17/2023 480,060 466,370.71 0.31%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/2041 435,000 465,328.20 0.31%
BAY AREA CA TOLL AUTH TOLL BRI 7.043 4/1/2050 325,000 463,115.25 0.31%
AIR LEASE CORP 3.875 4/1/2021 450,000 450,804.66 0.30%
FNMA POOL AN1410 3.010 5/1/2028 457,435 446,902.54 0.30%
AERCAP IRELAND CAP/GLOBA 3.500 5/26/2022 450,000 436,645.95 0.29%
AT+T INC 3.950 1/15/2025 445,000 435,723.06 0.29%
UNIVISION COMMUNICATIONS 0.000 3/15/2024 479,018 435,426.97 0.29%
FREMF MORTGAGE TRUST 4.081 10/25/2031 461,000 429,410.02 0.29%
RUSSELL INVTS US INSTITUTIONAL 0.000 6/1/2023 438,750 429,152.34 0.29%
HUNTINGTON BANCSHARES 3.150 3/14/2021 425,000 423,348.46 0.28%
BOSTON PROPERTIES LP 3.650 2/1/2026 430,000 416,734.89 0.28%
WELLTOWER INC 5.250 1/15/2022 400,000 416,090.99 0.28%
BIOGEN INC 5.200 9/15/2045 400,000 414,501.19 0.28%
PUBLIC SERVICE COLORADO 4.100 6/15/2048 420,000 414,093.31 0.28%
CANADIAN PACIFIC RR CO 4.500 1/15/2022 400,000 412,429.22 0.28%
VERIZON COMMUNICATIONS 3.376 2/15/2025 424,000 412,015.53 0.28%
FNMA POOL MA1931 2.500 6/1/2024 402,039 402,706.54 0.27%
APTIV CORP 4.150 3/15/2024 401,000 401,844.25 0.27%
OREGON ST HLTH SCIENCE UNIVR 5.000 7/1/2045 350,000 395,528.00 0.27%
FREDDIE MAC 3.500 2/15/2026 383,000 394,451.36 0.26%
GS MORTGAGE SECURITIES TRUST 3.155 7/15/2032 395,000 391,337.92 0.26%
ORLANDO HEALTH OBL GRP 4.416 10/1/2044 395,000 389,492.57 0.26%
SPRINT COMMUNICATIONS INC 0.000 2/2/2024 402,825 385,704.94 0.26%
DIGNITY HEALTH 4.500 11/1/2042 408,000 383,605.31 0.26%
FANNIE MAE 3.500 3/25/2027 368,000 378,388.82 0.25%
AMERICAN TOWER CORP 5.000 2/15/2024 362,000 374,887.40 0.25%
TOTAL SYSTEM SERVICES IN 4.000 6/1/2023 375,000 374,767.53 0.25%
COOPERATIEVE RABOBANK UA 3.950 11/9/2022 375,000 374,107.52 0.25%
AMERICAN INTL GROUP 3.900 4/1/2026 380,000 366,154.84 0.25%
SACRAMENTO CNTY CA PENSN OBLG 5.730 8/15/2023 340,000 365,394.60 0.25%
PUBLIC FIN AUTH WI SENIOR LIVI 3.000 11/15/2022 360,000 360,032.40 0.24%
CBS CORP 2.900 1/15/2027 400,000 355,286.52 0.24%
AEGEA FINANCE SARL 5.750 10/10/2024 370,000 354,275.00 0.24%
WRKCO INC 3.000 9/15/2024 375,000 353,726.47 0.24%
FREDDIE MAC 3.500 12/15/2025 343,000 351,053.09 0.24%
AMAZON.COM INC 4.800 12/5/2034 325,000 348,695.99 0.23%
JM SMUCKER CO 4.250 3/15/2035 380,000 348,301.75 0.23%
AIA GROUP LTD 4.500 3/16/2046 325,000 336,946.77 0.23%
BROADCOM CRP / CAYMN FI 3.625 1/15/2024 355,000 336,245.85 0.23%
FNMA POOL AS3608 2.500 12/1/2043 350,724 332,776.33 0.22%
ILLINOIS ST 5.547 4/1/2019 325,000 326,826.50 0.22%
ILLINOIS ST 5.100 6/1/2033 335,000 319,918.30 0.21%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/2021 320,000 319,657.60 0.21%
MORGAN STANLEY 3.625 1/20/2027 335,000 318,711.60 0.21%
CELGENE CORP 3.875 8/15/2025 325,000 313,315.68 0.21%
FED HM LN PC POOL G08347 4.500 6/1/2039 299,292 313,038.14 0.21%
MORGAN STANLEY BAML TRUST 4.259 10/15/2046 300,000 311,930.04 0.21%
DISCOVER FINANCIAL SVS 3.750 3/4/2025 325,000 311,215.67 0.21%
ALLINA HEALTH SYSTEM 4.805 11/15/2045 291,000 310,193.91 0.21%
CHARTER COMM OPT LLC/CAP 6.484 10/23/2045 300,000 309,365.38 0.21%
MORGAN STANLEY BAML TRUST 4.051 4/15/2047 300,000 309,062.94 0.21%
NEW JERSEY ST TURNPIKE AUTH 7.102 1/1/2041 225,000 308,099.25 0.21%
REGENCY CENTERS LP 3.750 6/15/2024 300,000 297,242.96 0.20%
SAN BERNARDINO CNTY CA PENSN O 6.020 8/1/2023 275,000 296,491.25 0.20%
FED HM LN PC POOL G30614 3.500 12/1/2032 291,012 296,400.83 0.20%
FANNIE MAE 3.500 7/25/2054 291,030 294,853.79 0.20%
CITY OF HOPE/THE 5.623 11/15/2043 250,000 293,876.47 0.20%
BLITZ F18 675 GMBH 0.000 7/31/2025 255,000 290,938.56 0.20%
CROWN CASTLE INTL CORP 3.700 6/15/2026 300,000 288,839.10 0.19%
SBA TOWER TRUST 3.168 4/9/2047 290,000 286,519.28 0.19%
NEW JERSEY ST TURNPIKE AUTH 7.414 1/1/2040 200,000 282,466.00 0.19%
CHARTER COMMUNICATIONS OPERAT 0.000 4/30/2025 292,545 281,282.02 0.19%
PNC FINANCIAL SERVICES 6.875 5/15/2019 275,000 278,799.42 0.19%
CHICAGO IL 7.375 1/1/2033 250,000 275,332.50 0.18%
FNMA POOL 745327 6.000 3/1/2036 251,640 274,709.15 0.18%
NEXEO SOLUTIONS LLC 0.000 6/9/2023 277,930 274,108.55 0.18%
NEW JERSEY ST ECON DEV AUTH RE 3.882 6/15/2019 270,000 270,434.70 0.18%
THERMO FISHER SCIENTIFIC 4.150 2/1/2024 265,000 268,730.41 0.18%
FNMA POOL AB4168 3.500 1/1/2032 258,114 262,992.66 0.18%
PITNEY BOWES INC 3.875 9/15/2020 265,000 260,031.25 0.17%
MICHIGAN ST FIN AUTH REVENUE 2.267 4/1/2019 260,000 259,664.60 0.17%
FED HM LN PC POOL 849167 2.893 10/1/2043 258,392 259,018.39 0.17%
CARMAX AUTO OWNER TRUST 2.560 2/15/2022 260,000 257,063.43 0.17%
DUKE REALTY LP 4.375 6/15/2022 250,000 256,437.91 0.17%
FANNIE MAE CAS 6.856 5/25/2029 235,000 254,724.49 0.17%
FED HM LN PC POOL J17791 3.000 1/1/2027 252,966 254,020.16 0.17%
CHICAGO IL 6.207 1/1/2032 250,000 252,382.50 0.17%
DIGNITY HEALTH 5.267 11/1/2064 250,000 251,320.90 0.17%
STANDARD CHARTERED PLC 5.700 3/26/2044 250,000 251,003.20 0.17%
SELF HELP FED CRED UNION 1.150 3/18/2019 250,000 249,348.75 0.17%
MICHIGAN ST FIN AUTH REVENUE 2.491 4/1/2020 250,000 248,680.00 0.17%
ARDAGH PKG FIN/HLDGS USA 4.250 9/15/2022 260,000 248,300.00 0.17%
SELF HELP CREDIT UNION 1.150 9/16/2019 250,000 247,456.75 0.17%
CARMAX AUTO OWNER TRUST 2.700 10/16/2023 250,000 247,154.85 0.17%
FREMF MORTGAGE TRUST 3.675 11/25/2049 250,000 246,689.73 0.17%
SHELBY CNTY TN HLTH EDUCTNL H 4.000 9/1/2021 250,000 246,640.00 0.17%
SWEDBANK AB 2.800 3/14/2022 250,000 246,201.75 0.17%
REINSURANCE GRP OF AMER 3.950 9/15/2026 250,000 245,589.18 0.16%
SHELBY CNTY TN HLTH EDUCTNL H 4.000 9/1/2022 250,000 244,410.00 0.16%
DELL INTL LLC 0.000 9/7/2023 251,943 242,617.19 0.16%
ALMONDE INC 0.000 6/13/2024 258,100 241,452.76 0.16%
GO DADDY OPER CO LLC 0.000 2/15/2024 250,901 240,551.56 0.16%
BNP PARIBAS 3.800 1/10/2024 245,000 238,806.33 0.16%
APTIV PLC 3.150 11/19/2020 240,000 237,707.82 0.16%
LENNAR CORP 4.125 1/15/2022 245,000 236,118.75 0.16%
FNMA POOL AB6472 2.000 10/1/2027 238,192 232,787.68 0.16%
CHILDREN S HOSPITAL CORP 4.115 1/1/2047 230,000 231,421.04 0.16%
FNMA POOL AY3370 2.500 4/1/2045 244,370 230,876.21 0.15%
FREMF MORTGAGE TRUST 3.836 7/25/2049 224,000 227,783.90 0.15%
INDIANA ST FIN AUTH REVENUE 3.624 7/1/2036 235,000 225,950.15 0.15%
FNMA POOL AE4192 4.000 10/1/2040 218,062 224,325.03 0.15%
HARBOR FREIGHT TOOLS USA INC 0.000 8/18/2023 236,301 223,796.33 0.15%
AON PLC 4.750 5/15/2045 225,000 221,595.39 0.15%
ILLINOIS ST 3.860 4/1/2021 215,000 214,580.75 0.14%
ABBVIE INC 3.600 5/14/2025 220,000 211,316.71 0.14%
NY + PRESBYTERIAN HOSPIT 4.024 8/1/2045 215,000 209,385.28 0.14%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/2027 205,000 209,208.65 0.14%
FREMF MORTGAGE TRUST 3.753 11/25/2050 220,000 208,711.10 0.14%
FNMA POOL AP9592 3.500 10/1/2032 203,892 207,747.21 0.14%
BLITZ F18 675 GMBH 0.000 7/31/2025 180,000 205,368.39 0.14%
FED HM LN PC POOL A95085 4.000 11/1/2040 196,767 202,553.27 0.14%
FED HM LN PC POOL G01837 5.000 7/1/2035 188,925 200,728.61 0.13%
DUKE REALTY LP 3.625 4/15/2023 200,000 200,042.27 0.13%
NETS HOLDING A/S 0.000 2/6/2025 176,389 199,514.38 0.13%
MORGAN STANLEY 3.950 4/23/2027 210,000 198,331.38 0.13%
VODAFONE GROUP PLC 6.150 2/27/2037 185,000 194,438.31 0.13%
ALIBABA GROUP HOLDING 2.800 6/6/2023 200,000 193,721.34 0.13%
AMAZON.COM INC 3.875 8/22/2037 200,000 193,530.10 0.13%
ING GROEP NV 3.950 3/29/2027 200,000 192,241.32 0.13%
ILLINOIS TOOL WORKS INC 4.875 9/15/2041 175,000 191,003.38 0.13%
SEATTLE SPINCO INC 0.000 6/21/2024 203,155 189,949.86 0.13%
FNMA POOL AR1524 2.000 1/1/2028 191,844 187,488.62 0.13%
FANNIE MAE 3.000 9/25/2047 187,595 187,348.91 0.13%
GRAY TELEVISION INC 5.875 7/15/2026 200,000 186,960.00 0.13%
PUBLIC FIN AUTH WI SENIOR LIVI 3.500 11/15/2023 185,000 185,049.95 0.12%
ON ASSIGNMENT INC 0.000 6/3/2022 187,903 184,262.42 0.12%
FED HM LN PC POOL G06990 5.500 8/1/2040 171,995 184,037.74 0.12%
ALTICE FRANCE SA 7.375 5/1/2026 200,000 184,000.00 0.12%
COX COMMUNICATIONS INC 4.800 2/1/2035 200,000 182,838.32 0.12%
EBAY INC 3.600 6/5/2027 195,000 182,294.14 0.12%
MORGAN STANLEY BAML TRUST 3.526 12/15/2047 180,167 180,822.39 0.12%
FANNIE MAE 3.000 9/25/2047 180,282 179,766.63 0.12%
CROWN FIN US INC 0.000 2/28/2025 188,575 179,429.11 0.12%
FED HM LN PC POOL G14599 2.500 11/1/2027 180,724 178,769.07 0.12%
UNUM GROUP 3.000 5/15/2021 180,000 178,044.94 0.12%
KAISER FOUNDATION HOSPIT 3.150 5/1/2027 185,000 178,039.14 0.12%
FREMF MORTGAGE TRUST 3.972 7/25/2049 175,000 177,532.11 0.12%
FED HM LN PC POOL A37619 4.500 9/1/2035 170,664 177,475.88 0.12%
LANCASTER CNTY PA HOSP AUTH 5.000 7/1/2024 165,000 175,492.35 0.12%
FNMA POOL BE1416 2.500 11/1/2031 175,779 171,787.93 0.12%
REINSURANCE GRP OF AMER 4.700 9/15/2023 164,000 171,311.57 0.11%
BLACKHAWK NETWORK HLDGS INC 0.000 6/15/2025 179,100 170,965.82 0.11%
TURKIYE SINAI KALKINMA B 5.500 1/16/2023 200,000 168,482.00 0.11%
BAY AREA CA TOLL AUTH TOLL BRI 6.918 4/1/2040 125,000 167,252.50 0.11%
USI INC 0.000 5/16/2024 172,813 163,653.44 0.11%
NUVEEN FINANCE LLC 4.125 11/1/2024 160,000 163,185.08 0.11%
ON SEMICONDUCTOR CORP 0.000 3/31/2023 166,460 161,101.79 0.11%
COX COMMUNICATIONS INC 3.150 8/15/2024 165,000 158,932.44 0.11%
NEXSTAR BROADCASTING INC 0.000 1/17/2024 166,526 157,922.10 0.11%
FNMA POOL MA1630 4.000 10/1/2033 151,966 157,714.14 0.11%
KIMCO REALTY CORP 3.400 11/1/2022 160,000 157,628.25 0.11%
O REILLY AUTOMOTIVE INC 3.800 9/1/2022 155,000 156,792.94 0.11%
FED HM LN PC POOL A94362 4.000 10/1/2040 151,431 155,876.65 0.10%
FNMA POOL 930672 4.500 3/1/2039 147,875 154,914.89 0.10%
LIBERTY PROPERTY LP 3.250 10/1/2026 165,000 154,334.08 0.10%
FREMF MORTGAGE TRUST 4.073 7/25/2050 155,000 153,914.18 0.10%
CAPITAL ONE FINANCIAL CO 4.200 10/29/2025 155,000 149,347.35 0.10%
FNMA POOL MA0949 3.500 1/1/2032 144,855 147,592.75 0.10%
SS C TECHNOLOGIES INC 0.000 4/16/2025 153,085 145,321.62 0.10%
FNMA POOL AB1343 4.500 8/1/2040 137,824 144,426.49 0.10%
LANCASTER CNTY PA HOSP AUTH 5.000 7/1/2025 135,000 144,246.15 0.10%
BWAY MORTGAGE TRUST 2.809 3/10/2033 144,785 143,727.19 0.10%
RYDER SYSTEM INC 2.500 5/11/2020 145,000 143,339.81 0.10%
LOS ANGELES CA DEPT OF ARPTS A 3.887 5/15/2038 140,000 141,957.20 0.10%
FED HM LN PC POOL G01828 4.500 4/1/2035 135,434 140,881.44 0.09%
FED HM LN PC POOL Q01807 4.500 7/1/2036 135,112 140,166.60 0.09%
FNMA POOL AE0216 4.000 8/1/2040 135,513 139,404.86 0.09%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.650 8/15/2030 130,000 138,860.80 0.09%
DIAMOND (BC) B V 0.000 9/6/2024 148,500 137,362.50 0.09%
IRON MOUNTAIN INC DEL 0.000 1/2/2026 143,913 136,357.09 0.09%
FED HM LN PC POOL G02424 5.500 12/1/2036 126,015 136,012.57 0.09%
FREMF MORTGAGE TRUST 4.036 7/25/2027 136,000 133,970.30 0.09%
CARMAX AUTO OWNER TRUST 2.160 12/15/2021 135,000 133,367.50 0.09%
FED HM LN PC POOL A89384 4.000 10/1/2039 127,040 130,736.63 0.09%
ILLINOIS ST 5.877 3/1/2019 130,000 130,578.50 0.09%
SHUTTERFLY INC 0.000 8/17/2024 134,326 130,296.06 0.09%
FNMA POOL AW4685 2.626 5/1/2044 128,614 129,595.76 0.09%
FANNIE MAE CAS 6.056 7/25/2029 120,000 127,316.11 0.09%
WYNDHAM HOTELS + RESORTS INC 0.000 5/30/2025 129,675 124,974.28 0.08%
FED HM LN PC POOL G06079 6.000 7/1/2039 114,038 123,952.68 0.08%
FED HM LN PC POOL G04997 5.000 1/1/2037 116,128 122,889.77 0.08%
MEMORIAL SLOAN KETTERING 4.125 7/1/2052 120,000 119,965.29 0.08%
FREMF MORTGAGE TRUST 3.647 11/25/2050 120,000 119,563.46 0.08%
FREDDIE MAC STACR 4.156 4/25/2043 116,974 117,171.22 0.08%
FREMF MORTGAGE TRUST 3.726 10/25/2049 120,000 114,812.77 0.08%
FNMA POOL MA0639 4.000 2/1/2041 110,604 113,780.47 0.08%
KAR AUCTION SVCS INC 0.000 3/9/2023 114,614 111,939.97 0.08%
NORTHEASTERN UNIVERSITY 5.285 3/1/2032 100,000 111,006.92 0.07%
FNMA POOL 995243 4.500 8/1/2038 104,785 109,277.65 0.07%
FED HM LN PC POOL A89148 4.000 10/1/2039 103,150 106,102.99 0.07%
FNMA POOL AL1627 4.500 9/1/2041 99,605 104,100.06 0.07%
FREMF MORTGAGE TRUST 3.880 2/25/2050 100,000 101,028.32 0.07%
FED HM LN PC POOL A97047 4.500 2/1/2041 96,003 100,565.56 0.07%
FED HM LN PC POOL A93101 5.000 7/1/2040 94,108 99,607.55 0.07%
MASSACHUSETTS ST DEV FIN AGY R 4.000 10/1/2027 100,000 99,266.00 0.07%
MARSH + MCLENNAN COS INC 3.300 3/14/2023 100,000 98,974.10 0.07%
FED HM LN PC POOL A95796 4.000 12/1/2040 93,699 96,452.60 0.06%
FNMA POOL 190370 6.000 6/1/2036 88,337 96,437.08 0.06%
ZAYO GROUP LLC 0.000 1/19/2024 100,095 96,257.82 0.06%
CHG PPC PARENT LLC 0.000 3/31/2025 99,500 95,520.00 0.06%
CARMAX AUTO OWNER TRUST 1.900 4/15/2022 95,000 93,290.13 0.06%
FNMA POOL BD1153 3.000 8/1/2046 94,794 92,480.36 0.06%
FREMF MORTGAGE TRUST 3.844 10/25/2049 90,000 87,039.44 0.06%
FREMF MORTGAGE TRUST 3.675 11/25/2049 90,000 86,445.93 0.06%
FNMA POOL 995082 5.500 8/1/2037 78,803 84,737.00 0.06%
FED HM LN PC POOL Q00291 5.000 4/1/2041 79,173 83,905.24 0.06%
FNMA POOL AE0625 4.000 12/1/2040 80,722 83,126.13 0.06%
FREMF MORTGAGE TRUST 3.944 9/25/2049 85,000 82,934.30 0.06%
CROWN AMERICAS LLC 0.000 4/3/2025 77,141 76,835.97 0.05%
INLAND VLY CA DEV AGY SUCCESSO 5.500 3/1/2033 70,000 76,799.80 0.05%
FED HM LN PC POOL G08499 3.000 7/1/2042 77,991 76,747.12 0.05%
CAPITAL ONE FINANCIAL CO 3.750 3/9/2027 80,000 74,431.99 0.05%
CARMAX AUTO OWNER TRUST 2.200 6/15/2022 75,000 73,783.22 0.05%
CAPITAL ONE FINANCIAL CO 3.750 7/28/2026 80,000 73,393.50 0.05%
FNMA POOL AD1649 4.000 3/1/2040 70,456 72,478.79 0.05%
FNMA POOL AA9846 4.000 8/1/2039 66,793 68,701.31 0.05%
FED HM LN PC POOL A87874 4.000 8/1/2039 66,819 68,530.16 0.05%
FREMF MORTGAGE TRUST 3.981 5/25/2050 70,000 67,932.14 0.05%
FED HM LN PC POOL Q06160 4.000 2/1/2037 64,908 66,239.81 0.04%
FED HM LN PC POOL J20118 2.500 8/1/2027 65,872 65,158.92 0.04%
FNMA POOL AC1877 4.500 9/1/2039 61,811 64,753.20 0.04%
FNMA POOL AC9564 4.500 2/1/2040 59,691 62,550.51 0.04%
FNMA POOL AE0215 4.000 12/1/2039 59,252 60,944.05 0.04%
FED HM LN PC POOL A89729 4.000 11/1/2039 57,671 59,345.61 0.04%
CHICAGO IL 7.045 1/1/2029 55,000 59,246.00 0.04%
FREMF MORTGAGE TRUST 3.753 11/25/2050 65,000 59,175.07 0.04%
AT+T INC 4.750 5/15/2046 65,000 57,922.15 0.04%
FNMA POOL AE0624 4.000 11/1/2040 55,666 57,264.25 0.04%
SS C TECHNOLOGIES INC 0.000 4/16/2025 58,067 55,200.22 0.04%
FNMA POOL AI7951 4.500 8/1/2036 52,588 54,784.15 0.04%
FREMF MORTGAGE TRUST 4.022 11/25/2032 67,000 54,664.30 0.04%
FNMA POOL AL0005 4.500 1/1/2041 51,866 54,340.35 0.04%
FREMF MORTGAGE TRUST 4.293 11/25/2051 54,000 48,861.95 0.03%
FNMA POOL AL0049 6.000 12/1/2035 44,607 48,624.49 0.03%
FED HM LN PC POOL A93996 4.500 9/1/2040 45,430 47,589.58 0.03%
FNMA POOL AJ5974 4.000 12/1/2036 45,763 47,076.44 0.03%
FNMA POOL AE4113 4.000 10/1/2040 43,373 44,618.74 0.03%
FNMA POOL 889529 6.000 3/1/2038 40,269 44,000.75 0.03%
FNMA POOL 745044 4.500 8/1/2035 40,258 41,938.26 0.03%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/2029 40,000 41,087.60 0.03%
FNMA POOL AC2817 4.000 10/1/2039 39,456 40,584.20 0.03%
CORE + MAIN LP 6.125 8/15/2025 45,000 39,825.00 0.03%
FREMF MORTGAGE TRUST 3.726 10/25/2049 40,000 37,424.77 0.03%
FNMA POOL AS8449 2.500 12/1/2031 36,290 35,466.47 0.02%
FNMA POOL AE5143 4.000 11/1/2040 34,008 34,984.43 0.02%
FED HM LN PC POOL G01838 5.000 7/1/2035 32,455 34,482.75 0.02%
FED HM LN PC POOL G01779 5.000 4/1/2035 29,214 31,034.48 0.02%
FNMA POOL AB1763 4.000 11/1/2030 27,859 28,621.90 0.02%
MA FINANCECO LLC 0.000 6/21/2024 30,083 28,127.20 0.02%
FED HM LN PC POOL A94742 4.000 11/1/2040 25,723 26,478.61 0.02%
MISSION BROADCASTING INC 0.000 1/17/2024 27,447 26,028.90 0.02%
FNMA POOL 890248 6.000 8/1/2037 22,762 24,843.37 0.02%
FNMA POOL AD8033 4.000 8/1/2040 23,770 24,452.91 0.02%
FED HM LN PC POOL A12413 5.000 8/1/2033 22,808 24,226.47 0.02%
FED HM LN PC POOL A95084 4.000 11/1/2040 21,720 22,359.01 0.02%
99D0ECSY3 SWAPTION 0.000 12/9/2019 2,420,000 21,671.97 0.01%
FED HM LN PC POOL Z40004 6.000 8/1/2036 19,489 21,240.35 0.01%
CNH EQUIPMENT TRUST 1.930 3/15/2024 20,000 19,603.21 0.01%
FNMA POOL MA0919 3.500 12/1/2031 14,684 14,961.48 0.01%
FED HM LN PC POOL Q17103 4.000 6/1/2041 13,270 13,542.85 0.01%
FED HM LN PC POOL G05052 5.000 10/1/2033 12,255 12,980.27 0.01%
99D0BCAF6 USD PUT .032 2019053 0.000 5/30/2019 4,080,000 11,770.47 0.01%
MEMORIAL SLOAN KETTERING 4.200 7/1/2055 10,000 10,068.46 0.01%
COX COMMUNICATIONS INC 3.850 2/1/2025 10,000 9,865.00 0.01%
FNMA POOL AC5401 5.000 10/1/2039 6,364 6,757.92 0.00%
MICROSOFT CORP 3.700 8/8/2046 5,000 4,802.11 0.00%
SPRINT COMMUNICATIONS 7.000 3/1/2020 - - 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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