Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 6/30/2018
Swipe to view table
Security Name Coupon Maturity CUSIP Shares Market Value Weight
FNMA TBA 30 YR 3.5 3.5 7/12/48 '01F032674 8,721,000.00 8,680,657.70 4.7%
FED HOME LN DISCOUNT NT 0 7/10/18 '313385ZD1 8,000,000.00 7,996,696.00 4.4%
FANNIE MAE 5.625 7/15/37 '31398AFD9 5,561,000.00 7,428,005.65 4.0%
GNMA II TBA 30 YR 3.5 3.5 7/19/48 '21H032670 5,300,000.00 5,320,806.32 2.9%
FANNIE MAE 1.5 6/22/20 '3135G0D75 5,328,000.00 5,221,019.09 2.8%
GNMA II TBA 30 YR 3 3 7/19/48 '21H030674 3,300,000.00 3,228,779.17 1.8%
FHLMC TBA 30 YR 4 4 7/12/48 '02R040672 3,100,000.00 3,159,981.65 1.7%
FHLMC TBA 30 YR 3.5 3.5 7/12/48 '02R032679 3,000,000.00 2,984,486.76 1.6%
FED HOME LN DISCOUNT NT 0 9/26/18 '313385H33 2,750,000.00 2,737,319.75 1.5%
FEDERAL FARM CREDIT BANK 2.78 11/2/37 '3133EGC52 2,730,000.00 2,443,319.97 1.3%
GNMA II TBA 30 YR 4 4 7/19/48 '21H040673 2,200,000.00 2,255,000.07 1.2%
FNMA POOL BE4435 3 11/1/46 '3140FP4V8 2,302,378.38 2,234,492.41 1.2%
FNMA POOL AN4301 3.15 1/1/27 '3138LGX76 2,109,700.00 2,082,344.43 1.1%
FNMA POOL BC1171 3.5 6/1/46 '3140EVJR9 2,083,610.91 2,080,700.04 1.1%
FED HOME LN DISCOUNT NT 0 8/3/18 '313385A55 1,600,000.00 1,597,283.20 0.9%
MET TRANSPRTN AUTH NY DEDICATE 5 11/15/38 '59259N6U2 1,275,000.00 1,467,907.50 0.8%
FNMA POOL BD1165 3 10/1/46 '3140F8JK4 1,498,249.25 1,454,045.37 0.8%
FNMA POOL AN6744 2.94 9/1/27 '3138LKP68 1,500,000.00 1,447,148.84 0.8%
FNMA POOL AN7540 2.91 11/1/27 '3138LLLW3 1,500,000.00 1,438,611.14 0.8%
FEDERAL HOME LOAN BANK 3.375 3/10/28 '3130AECH1 1,415,000.00 1,431,678.61 0.8%
FNMA POOL AN5557 2.9 5/1/27 '3138LJE71 1,474,041.65 1,425,954.64 0.8%
FNMA POOL AN1840 2.45 6/1/26 '3138LEBJ9 1,473,407.07 1,396,675.21 0.8%
FNMA POOL AM7598 3.07 12/1/24 '3138L8NQ3 1,375,701.56 1,364,780.31 0.7%
FNMA POOL 471478 2.61 8/1/22 '31381UXF9 1,335,807.21 1,315,424.39 0.7%
FNMA POOL AN7300 3.29 11/1/27 '3138LLDE2 1,227,045.28 1,215,891.82 0.7%
FNMA POOL AM5197 4.2 1/1/30 '3138L5X39 1,159,331.34 1,205,469.13 0.7%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/28 '67884XCP0 1,120,000.00 1,183,683.20 0.6%
FNMA POOL AM8659 2.88 4/1/31 '3138L9TR3 1,246,477.14 1,158,104.02 0.6%
FNMA POOL AN2787 2.6 9/1/28 '3138LFCZ9 1,150,000.00 1,071,934.92 0.6%
FNMA POOL AN2791 2.44 9/1/26 '3138LFC55 1,112,242.83 1,052,747.56 0.6%
FNMA POOL AM9154 3.18 6/1/30 '3138LAE47 1,044,296.23 1,027,262.89 0.6%
FNMA POOL AM7507 3.08 12/1/24 '3138L8KV5 1,033,716.48 1,026,118.47 0.6%
FEDERAL FARM CREDIT BANK 3.66 3/7/44 '3133EJFF1 974,000.00 984,069.21 0.5%
FNMA POOL 469879 3.22 12/1/21 '31381S6Q0 975,031.07 980,214.73 0.5%
FNMA POOL AM6266 3.58 7/1/30 '3138L66C7 957,778.08 950,297.21 0.5%
FNMA POOL AM9239 3.03 6/1/25 '3138LAHR3 961,063.97 949,894.78 0.5%
FNMA POOL AM8148 2.68 3/1/27 '3138L9BS0 995,819.40 948,854.72 0.5%
HUDSON YARDS 2.835 8/10/38 '44421LAA0 1,000,000.00 940,336.80 0.5%
GNMA II TBA 30 YR 4.5 4.5 7/19/48 '21H042679 900,000.00 935,585.87 0.5%
FNMA POOL AN1767 2.98 6/1/31 '3138LD6D0 965,644.75 919,964.43 0.5%
AMERICAN BLDRS CONTRACTORS 0 10/31/23 '02474RAF0 888,750.00 883,094.00 0.5%
FREDDIE MAC 3.5 2/15/26 '3137A6YW6 847,000.00 863,086.22 0.5%
OBP DEPOSITOR LLC TRUST 4.6462 7/15/45 '67087MAA4 806,000.00 826,345.62 0.4%
FREDDIE MAC 3.5 6/15/26 '3137ACFM6 780,000.00 794,857.91 0.4%
CALIFORNIA ST 7.625 3/1/40 '13063BFR8 525,000.00 776,149.50 0.4%
CNH INDUSTRIAL CAPITAL L 4.875 4/1/21 '12592BAF1 750,000.00 771,562.50 0.4%
FHLMC MULTIFAMILY STRUCTURED P 2.3907 7/25/24 '3137F2LZ7 748,000.00 749,697.66 0.4%
ONTARIO (PROVINCE OF) 1.95 1/27/23 '68323ADL5 1,000,000.00 744,300.43 0.4%
FNMA POOL BE8063 3 12/1/46 '3140FT5Z0 762,653.01 740,190.30 0.4%
ALLINA HEALTH SYSTEM 4.805 11/15/45 '01959LAA0 660,000.00 734,586.81 0.4%
FNMA POOL AM4796 3.3 12/1/23 '3138L5KJ8 730,609.85 734,514.40 0.4%
NUMERICABLE GROUP SA 0 1/31/26 '963FXEII8 736,949.74 726,356.09 0.4%
FNMA POOL 469683 3.54 11/1/21 '31381SXL1 711,907.29 722,660.88 0.4%
BOSTON MEDICAL CTR CORP 4.519 7/1/26 '10103DAA4 705,000.00 719,716.47 0.4%
FANNIEMAE ACES 2.64651 7/25/24 '3136AXVB8 740,000.00 717,480.47 0.4%
MADISON AVENUE TRUST 3.29437 8/15/34 '55282MAA2 729,000.00 717,032.37 0.4%
LOS ANGELES CNTY CA PUBLIC WKS 7.488 8/1/33 '54473ENT7 540,000.00 716,925.60 0.4%
BRANDYWINE OPER PARTNERS 4.55 10/1/29 '105340AP8 725,000.00 712,253.29 0.4%
ONE MARKET PLAZA TRUST 3.6139 2/10/32 '68245HAA2 710,000.00 709,601.41 0.4%
PARK AVENUE TRUST 3.508 6/5/37 '90187LAA7 712,000.00 699,022.95 0.4%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/24 '939783TL0 700,000.00 696,563.00 0.4%
FNMA POOL AM3278 2.85 5/1/23 '3138L3UC7 695,106.43 686,115.12 0.4%
FNMA POOL AM7903 3.38 1/1/27 '3138L8X90 663,695.54 664,696.70 0.4%
SANTANDER UK PLC 5 11/7/23 '80283LAA1 650,000.00 661,743.55 0.4%
COMM MORTGAGE TRUST 3.7255 3/10/31 '12625CAJ2 644,000.00 658,466.75 0.4%
COMM MORTGAGE TRUST 3.4244 3/10/31 '12625CAC7 640,000.00 645,125.31 0.4%
SWEDBANK AB 2.2 3/4/20 '87020PAE7 650,000.00 641,778.48 0.3%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/50 '02765UEQ3 490,000.00 626,523.80 0.3%
PROVINCE OF QUEBEC 1.65 3/3/22 '748148RW5 815,000.00 605,842.79 0.3%
COTY INC 0 4/7/25 '22207EBG8 610,400.00 597,429.00 0.3%
FIFTH THIRD BANCORP 8.25 3/1/38 '316773CH1 425,000.00 581,663.51 0.3%
FED HM LN PC POOL Q33602 3 5/1/45 '3132QQAC6 595,760.50 580,258.67 0.3%
JP MORGAN CHASE COMMERCIAL MOR 4.128 7/5/31 '46649XAA5 555,000.00 573,352.74 0.3%
FNMA POOL AM5146 3.47 1/1/24 '3138L5WG1 550,346.52 554,977.16 0.3%
ILLINOIS ST 5.877 3/1/19 '452152HU8 540,000.00 549,639.00 0.3%
TREEHOUSE FOODS INC 6 2/15/24 '89469AAC8 530,000.00 541,262.50 0.3%
TOLL BROS FINANCE CORP 4.35 2/15/28 '88947EAT7 600,000.00 539,250.00 0.3%
MORGAN STANLEY CAPITAL I TRUST 2.77325 11/15/34 '61691LAA7 531,000.00 530,677.31 0.3%
FNMA POOL 932441 4 1/1/40 '31412Q5A3 507,625.51 521,467.69 0.3%
HOME DEPOT INC 5.95 4/1/41 '437076AV4 420,000.00 519,670.65 0.3%
AUTONATION INC 5.5 2/1/20 '05329WAK8 500,000.00 515,058.25 0.3%
AXA SA 8.6 12/15/30 '054536AA5 400,000.00 513,000.00 0.3%
DIGNITY HEALTH 5.267 11/1/64 '254010AE1 500,000.00 510,794.65 0.3%
DIST OF COLUMBIA REVENUE 4.125 7/1/27 '25483VSC9 500,000.00 506,485.00 0.3%
SBA TOWER TRUST 3.869 10/15/49 '78403DAH3 500,000.00 505,892.20 0.3%
CINCINNATI OH CITY SCH DIST 3.375 6/1/26 '172252K23 500,000.00 503,530.00 0.3%
PUBLIC SERVICE COLORADO 4.1 6/15/48 '744448CQ2 500,000.00 502,925.38 0.3%
UNITED RENTALS NORTH AM 4.625 7/15/23 '911365BC7 500,000.00 500,625.00 0.3%
GREENKO DUTCH BV 5.25 7/24/24 '39530LAB6 545,000.00 500,310.00 0.3%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/35 '57586ETQ4 420,000.00 498,947.40 0.3%
RYDER SYSTEM INC 2.35 2/26/19 '78355HJU4 500,000.00 498,369.57 0.3%
ERAC USA FINANCE LLC 3.85 11/15/24 '26884TAL6 500,000.00 498,146.45 0.3%
REGIONS FINANCIAL CORP 3.2 2/8/21 '7591EPAK6 500,000.00 497,718.30 0.3%
BPCE SA 4.875 4/1/26 '05578QAE3 500,000.00 496,734.80 0.3%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/45 '675553AA9 400,000.00 496,066.38 0.3%
CMWLTH FING AUTH PA 3.781 6/1/31 '20281PKS0 500,000.00 495,865.00 0.3%
CREDIT AGRICOLE LONDON 4.125 1/10/27 '22535WAB3 510,000.00 494,282.22 0.3%
MARRIOTT INTERNATIONAL 2.875 3/1/21 '571903AN3 500,000.00 493,371.00 0.3%
BPCE SA 2.25 1/27/20 '05578DAR3 500,000.00 492,257.50 0.3%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/24 '709193LY0 505,000.00 490,844.85 0.3%
CONSOLIDATED EDISON CO O 3.3 12/1/24 '209111FE8 500,000.00 489,299.61 0.3%
XEROX CORPORATION 5.625 12/15/19 '984121CA9 475,000.00 487,447.19 0.3%
US BANCORP 3.6 9/11/24 '91159HHK9 493,000.00 487,426.52 0.3%
TORONTO DOMINION BANK 1.85 9/11/20 '89114QBT4 500,000.00 487,293.98 0.3%
DTZ U.S. BORROWER LLC 0 11/4/21 '23340DAH5 485,000.00 485,000.00 0.3%
CDW LLC 0 8/17/23 '12512YAF8 482,521.45 482,685.51 0.3%
VENTAS REALTY LP 3.5 2/1/25 '92277GAE7 500,000.00 479,465.41 0.3%
BAY AREA CA TOLL AUTH TOLL BRI 7.043 4/1/50 '072024NV0 325,000.00 476,713.25 0.3%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/28 '650116BD7 500,000.00 476,250.00 0.3%
FNMA POOL MA1931 2.5 6/1/24 '31418BED4 476,203.63 474,382.14 0.3%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/41 '215813HU3 435,000.00 473,958.60 0.3%
UNIVISION COMMUNICATIONS 0 3/15/24 '914908AX6 481,643.03 466,333.52 0.3%
AIR LEASE CORP 3.875 4/1/21 '00912XAM6 450,000.00 453,584.45 0.2%
FNMA POOL AN1410 3.01 5/1/28 '3138LDR88 461,001.75 445,594.98 0.2%
RUSSELL INVTS US INSTITUTIONAL 0 6/1/23 '78249LAB6 441,000.00 442,984.50 0.2%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/22 '00774MAA3 450,000.00 440,562.11 0.2%
AT+T INC 3.95 1/15/25 '00206RDD1 445,000.00 435,842.22 0.2%
OREGON ST 3.724 5/1/29 '68609TDY1 420,000.00 427,702.80 0.2%
BIOGEN INC 5.2 9/15/45 '09062XAD5 400,000.00 426,055.48 0.2%
HUNTINGTON BANCSHARES 3.15 3/14/21 '446150AJ3 425,000.00 422,891.01 0.2%
WELLTOWER INC 5.25 1/15/22 '42217KAW6 400,000.00 419,726.97 0.2%
ALLERGAN FUNDING SCS 3 3/12/20 '00507UAP6 420,000.00 418,180.80 0.2%
BOSTON PROPERTIES LP 3.65 2/1/26 '10112RAX2 430,000.00 415,413.06 0.2%
CANADIAN PACIFIC RR CO 4.5 1/15/22 '13645RAP9 400,000.00 413,706.05 0.2%
VERIZON COMMUNICATIONS 3.376 2/15/25 '92343VEN0 424,000.00 406,478.73 0.2%
SPRINT COMMUNICATIONS INC 0 2/2/24 '85208EAB6 404,875.00 403,230.40 0.2%
DELPHI CORP 4.15 3/15/24 '247126AJ4 401,000.00 402,542.22 0.2%
ORLANDO HEALTH OBL GRP 4.416 10/1/44 '686515AA5 395,000.00 400,248.74 0.2%
GS MORTGAGE SECURITIES TRUST 2.77325 7/15/32 '36253XAA3 395,000.00 395,220.81 0.2%
DIGNITY HEALTH 4.5 11/1/42 '254010AB7 408,000.00 394,492.89 0.2%
OREGON ST HLTH SCIENCE UNIVR 5 7/1/45 '685869EJ4 350,000.00 392,791.00 0.2%
CSAIL COMMERCIAL MORTGAGE TRUS 3.8079 11/15/48 '12635RAX6 388,000.00 391,927.41 0.2%
FREDDIE MAC 3.5 2/15/26 '3137A7GE4 383,000.00 390,494.01 0.2%
MICROSOFT CORP 3.7 8/8/46 '594918BT0 395,000.00 385,125.61 0.2%
QUEENSLAND TREASURY CORP 3 3/22/24 'ACI0T3DS2 500,000.00 376,477.24 0.2%
TOTAL SYSTEM SERVICES IN 4 6/1/23 '891906AE9 375,000.00 376,201.30 0.2%
AMERICAN TOWER CORP 5 2/15/24 '03027XAD2 362,000.00 375,864.67 0.2%
FANNIE MAE 3.5 3/25/27 '3136A4A82 368,000.00 375,590.52 0.2%
COOPERATIEVE RABOBANK UA 3.95 11/9/22 '21685WDF1 375,000.00 371,740.25 0.2%
NY + PRESBYTERIAN HOSPIT 4.024 8/1/45 '649322AA2 365,000.00 365,994.98 0.2%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/23 '786091AD0 340,000.00 363,963.20 0.2%
JM SMUCKER CO 4.25 3/15/35 '832696AM0 380,000.00 362,109.96 0.2%
PUBLIC FIN AUTH WI SENIOR LIVI 3 11/15/22 '74443UBF9 360,000.00 360,824.40 0.2%
AMAZON.COM INC 4.8 12/5/34 '023135AP1 325,000.00 357,092.71 0.2%
CBS CORP 2.9 1/15/27 '124857AR4 400,000.00 357,013.32 0.2%
WESTROCK CO 3 9/15/24 '96145DAA3 375,000.00 356,007.26 0.2%
AT+T INC 2.99713 3/11/19 '00206RCD2 350,000.00 351,142.51 0.2%
FREDDIE MAC 3.5 12/15/25 '3137A4BE6 343,000.00 349,122.62 0.2%
AIA GROUP LTD 4.5 3/16/46 '00131LAE5 325,000.00 345,464.47 0.2%
BROADCOM CRP / CAYMN FI 3.625 1/15/24 '11134LAF6 355,000.00 344,068.33 0.2%
AEGEA FINANCE SARL 5.75 10/10/24 '00775CAA4 370,000.00 343,915.00 0.2%
FED HM LN PC POOL G08347 4.5 6/1/39 '3128MJL57 322,384.29 338,706.48 0.2%
FNMA POOL AS3608 2.5 12/1/43 '3138WDAJ0 355,978.73 335,109.67 0.2%
EMPLOYEES RETMNT SYS OF THE GO 6.15 7/1/38 '29216MAC4 825,000.00 332,062.50 0.2%
ILLINOIS ST 5.547 4/1/19 '452152FK2 325,000.00 330,268.25 0.2%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/23 '796839BP2 315,000.00 330,233.40 0.2%
MASSACHUSETTS ST EDUCTNL FING 3.911 7/1/25 '57563RPL7 315,000.00 321,810.30 0.2%
FED HM LN PC POOL G30614 3.5 12/1/32 '3128CUVF0 313,267.21 317,890.08 0.2%
ILLINOIS ST 5.1 6/1/33 '452151LF8 335,000.00 317,559.90 0.2%
NEW JERSEY ST TURNPIKE AUTH 7.102 1/1/41 '646139X83 225,000.00 317,448.00 0.2%
CHARTER COMM OPT LLC/CAP 6.484 10/23/45 '161175BA1 300,000.00 317,240.15 0.2%
CELGENE CORP 3.875 8/15/25 '151020AS3 325,000.00 316,763.97 0.2%
MORGAN STANLEY BAML TRUST 4.259 10/15/46 '61762XAU1 300,000.00 311,030.34 0.2%
DISCOVER FINANCIAL SVS 3.75 3/4/25 '254709AL2 325,000.00 310,776.77 0.2%
MORGAN STANLEY BAML TRUST 4.051 4/15/47 '61763KBA1 300,000.00 307,920.54 0.2%
FNMA POOL 745327 6 3/1/36 '31403DA41 278,494.86 307,303.27 0.2%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/21 '59447TLF8 320,000.00 307,283.20 0.2%
CITY OF HOPE/THE 5.623 11/15/43 '17858PAA9 250,000.00 303,392.31 0.2%
ING BANK NV 2 11/26/18 '44987CAJ7 300,000.00 299,227.82 0.2%
CHARTER COMMUNICATIONS OPERAT 0 4/30/25 '16117LBS7 294,022.50 294,089.24 0.2%
REGENCY CENTERS LP 3.75 6/15/24 '75884RAT0 300,000.00 294,076.17 0.2%
NEW JERSEY ST TURNPIKE AUTH 7.414 1/1/40 '646139W35 200,000.00 291,570.00 0.2%
FED HM LN PC POOL J17791 3 1/1/27 '3128PXUQ7 286,873.09 287,066.05 0.2%
SBA TOWER TRUST 3.168 4/9/47 '78403DAL4 290,000.00 285,122.75 0.2%
PNC FINANCIAL SERVICES 6.875 5/15/19 '635405AM5 275,000.00 284,181.90 0.2%
CROWN CASTLE INTL CORP 3.7 6/15/26 '22822VAC5 300,000.00 283,355.13 0.2%
FED HM LN PC POOL 849167 2.893 10/1/43 '31300MFG3 283,645.75 283,067.52 0.2%
FNMA POOL AB4168 3.5 1/1/32 '31417AT25 278,374.50 282,630.84 0.2%
NEXEO SOLUTIONS LLC 0 6/9/23 '65339QAH0 279,337.33 280,035.67 0.2%
CHICAGO IL 7.375 1/1/33 '167486VV8 250,000.00 278,432.50 0.2%
MET GOVT NASHVILLE DAVIDSONC 4.053 7/1/26 '592041WJ2 270,000.00 278,172.90 0.2%
NEW JERSEY ST ECON DEV AUTH RE 3.882 6/15/19 '64577BTU8 270,000.00 272,168.10 0.1%
THERMO FISHER SCIENTIFIC 4.15 2/1/24 '883556BF8 265,000.00 269,292.13 0.1%
ALMONDE INC 0 6/13/24 '02034DAC1 272,937.47 268,536.35 0.1%
ON ASSIGNMENT INC 0 6/5/22 '68216FAV5 267,636.37 267,970.92 0.1%
STANDARD CHARTERED PLC 5.7 3/26/44 '853254AN0 250,000.00 261,849.87 0.1%
FANNIE MAE CAS 6.44113 5/25/29 '30711XEC4 235,000.00 261,730.97 0.1%
PITNEY BOWES INC 3.625 9/15/20 '724479AM2 265,000.00 259,700.00 0.1%
DUKE REALTY LP 4.375 6/15/22 '26441YAV9 250,000.00 257,209.40 0.1%
MICHIGAN ST FIN AUTH REVENUE 2.267 4/1/19 '59447TLD3 260,000.00 257,194.60 0.1%
CARMAX AUTO OWNER TRUST 2.56 2/15/22 '14314MAF0 260,000.00 256,020.47 0.1%
ARDAGH PKG FIN/HLDGS USA 4.25 9/15/22 '03969AAM2 260,000.00 255,775.00 0.1%
FNMA POOL AB6472 2 10/1/27 '31417DFN8 263,268.33 254,764.12 0.1%
CHICAGO IL 6.207 1/1/32 '167486HL6 250,000.00 252,770.00 0.1%
DELL INTL LLC 0 9/7/23 '24702NAZ3 253,215.03 252,389.80 0.1%
GO DADDY OPER CO LLC 0 2/15/24 '38017BAN6 252,176.24 251,283.03 0.1%
SELF HELP FED CRED UNION 1.15 3/18/19 '81632NAB1 250,000.00 248,044.00 0.1%
NY + PRESBYTERIAN HOSPIT 4.063 8/1/56 '649322AD6 250,000.00 247,524.81 0.1%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/21 '821697P37 250,000.00 247,430.00 0.1%
SELF HELP CREDIT UNION 1.15 9/16/19 '81632LAC3 250,000.00 246,106.25 0.1%
REINSURANCE GRP OF AMER 3.95 9/15/26 '759351AM1 250,000.00 245,398.94 0.1%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/22 '821697P45 250,000.00 245,385.00 0.1%
CARMAX AUTO OWNER TRUST 2.7 10/16/23 '14314RAF9 250,000.00 245,236.98 0.1%
SWEDBANK AB 2.8 3/14/22 '87020PAH0 250,000.00 244,963.25 0.1%
FREMF MORTGAGE TRUST 3.80061 11/25/49 '30306HAS9 250,000.00 244,555.93 0.1%
FNMA POOL AY3370 2.5 4/1/45 '3138YGW81 260,314.44 243,998.99 0.1%
LENNAR CORP 4.125 1/15/22 '526057BY9 245,000.00 243,468.75 0.1%
MICHIGAN ST FIN AUTH REVENUE 2.491 4/1/20 '59447TLE1 250,000.00 243,405.00 0.1%
MARYLAND ST HLTH HGR EDUCTNL 4.068 7/1/28 '574218X40 240,000.00 241,980.00 0.1%
HARBOR FREIGHT TOOLS USA INC 0 8/19/23 '41151PAM7 239,508.94 238,739.16 0.1%
APTIV PLC 3.15 11/19/20 '03835VAA4 240,000.00 238,393.44 0.1%
CHILDREN S HOSPITAL CORP 4.115 1/1/47 '16876BAA0 230,000.00 238,274.11 0.1%
MICROCHIP TECHNOLOGY INC 4.333 6/1/23 '595017AL8 235,000.00 235,653.74 0.1%
MEXICO CITY ARPT TRUST 3.875 4/30/28 '59284MAC8 255,000.00 232,764.00 0.1%
MAXLINEAR INC 0 5/12/24 '57776UAB1 231,247.09 231,825.21 0.1%
INDIANA ST FIN AUTH REVENUE 3.624 7/1/36 '45506DWY7 235,000.00 231,052.00 0.1%
FNMA POOL AE4192 4 10/1/40 '31419EUS6 222,657.03 229,262.03 0.1%
FED HM LN PC POOL G01837 5 7/1/35 '3128LXBE9 208,940.22 223,039.87 0.1%
AON PLC 4.75 5/15/45 '00185AAH7 225,000.00 223,013.66 0.1%
FREMF MORTGAGE TRUST 3.96624 7/25/49 '30295AAN8 224,000.00 222,349.43 0.1%
FNMA POOL AP9592 3.5 10/1/32 '3138MDUS9 218,136.69 221,478.24 0.1%
FED HM LN PC POOL A95085 4 11/1/40 '312943UJ0 210,920.83 216,933.92 0.1%
ILLINOIS ST 3.86 4/1/21 '452152QN4 215,000.00 212,237.25 0.1%
FREMF MORTGAGE TRUST 3.88171 11/25/50 '35708WAS9 220,000.00 210,973.62 0.1%
TECHEM GMBH 0 10/2/24 '963BHGII0 180,000.00 210,076.92 0.1%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/27 '574218X32 205,000.00 206,799.90 0.1%
FED HM LN PC POOL G06990 5.5 8/1/40 '3128M9C34 190,089.36 205,755.38 0.1%
SEATTLE SPINCO INC 0 6/21/24 '81271EAB7 204,178.39 204,008.31 0.1%
FNMA POOL AR1524 2 1/1/28 '3138NXVS3 210,894.31 202,844.62 0.1%
MEMORIAL SLOAN KETTERING 4.125 7/1/52 '586054AB4 200,000.00 202,729.24 0.1%
NETS HOLDING A/S 0 2/6/25 '963KKPII6 176,388.82 202,724.99 0.1%
FANNIE MAE 3 9/25/47 '3136AXX91 204,204.30 201,228.12 0.1%
MORGAN STANLEY 3.95 4/23/27 '61761JZN2 210,000.00 200,557.82 0.1%
FED HM LN PC POOL G14599 2.5 11/1/27 '3128MDKL6 204,427.98 200,011.24 0.1%
DUKE REALTY LP 3.625 4/15/23 '26441YAX5 200,000.00 198,496.79 0.1%
ILLINOIS TOOL WORKS INC 4.875 9/15/41 '452308AQ2 175,000.00 196,777.36 0.1%
ALTICE FRANCE SA 7.375 5/1/26 '67054KAA7 200,000.00 196,290.00 0.1%
AMAZON.COM INC 3.875 8/22/37 '023135BF2 200,000.00 195,875.08 0.1%
NEXSTAR BROADCASTING INC 0 1/17/24 '65336RAR9 194,782.30 194,904.04 0.1%
ALIBABA GROUP HOLDING 2.8 6/6/23 '01609WAS1 200,000.00 192,701.01 0.1%
FANNIE MAE 3 9/25/47 '3136AXV44 195,259.25 192,425.02 0.1%
HILLSBOROUGH CNTY FL AVIATION 3.549 10/1/22 '432275AE5 190,000.00 192,255.30 0.1%
GRAY TELEVISION INC 5.875 7/15/26 '389375AJ5 200,000.00 190,750.00 0.1%
FNMA POOL BE1416 2.5 11/1/31 '3140FLSE9 195,427.97 190,091.33 0.1%
CROWN FIN US INC 0 2/28/25 '22834KAB7 189,525.00 188,565.62 0.1%
FED HM LN PC POOL A37619 4.5 9/1/35 '31297TPC1 180,363.07 188,537.21 0.1%
PUBLIC FIN AUTH WI SENIOR LIVI 3.5 11/15/23 '74443UBE2 185,000.00 186,572.50 0.1%
COX COMMUNICATIONS INC 4.8 2/1/35 '224044CF2 200,000.00 184,680.86 0.1%
LANCASTER CNTY PA HOSP AUTH 5 7/1/24 '514045R39 165,000.00 182,029.65 0.1%
BLACKHAWK NETWORK HOLDINGS, IN 0 6/15/25 '933XBXII8 180,000.00 179,803.08 0.1%
MORGAN STANLEY BAML TRUST 3.526 12/15/47 '61764PBU5 180,167.00 179,464.98 0.1%
FED HM LN PC POOL Q01807 4.5 7/1/36 '3132GFAG2 171,274.49 179,148.92 0.1%
KAISER FOUNDATION HOSPIT 3.15 5/1/27 '48305QAC7 185,000.00 177,373.91 0.1%
UNUM GROUP 3 5/15/21 '91529YAM8 180,000.00 177,359.69 0.1%
TURKIYE SINAI KALKINMA B 5.5 1/16/23 'ACI0ZWNP6 200,000.00 176,585.00 0.1%
FREMF MORTGAGE TRUST 4.10728 7/25/49 '35708TAS6 175,000.00 173,071.99 0.1%
USI INC 0 5/16/24 '90351NAE5 173,687.50 172,884.20 0.1%
BAY AREA CA TOLL AUTH TOLL BRI 6.918 4/1/40 '072024NU2 125,000.00 172,653.75 0.1%
FNMA POOL MA1630 4 10/1/33 '31418AY44 166,578.32 172,434.48 0.1%
FED HM LN PC POOL A94362 4 10/1/40 '312942Z32 166,492.90 171,386.04 0.1%
MAYO CLINIC 4.128 11/15/52 '578454AD2 165,000.00 169,859.31 0.1%
REINSURANCE GRP OF AMER 4.7 9/15/23 '759351AL3 164,000.00 169,742.69 0.1%
ON SEMICONDUCTOR CORPORATION 0 3/31/23 '933LKTII3 169,394.18 169,511.74 0.1%
FNMA POOL 930672 4.5 3/1/39 '31412N6H4 158,188.71 166,393.29 0.1%
SS C TECHNOLOGIES INC 0 4/16/25 '78466DBD5 165,141.29 165,492.22 0.1%
NUVEEN FINANCE LLC 4.125 11/1/24 '87246YAC0 160,000.00 159,340.47 0.1%
FNMA POOL MA0949 3.5 1/1/32 '31418ABT4 156,158.14 158,536.99 0.1%
FNMA POOL AB1343 4.5 8/1/40 '31416WP55 150,370.75 158,257.89 0.1%
KIMCO REALTY CORP 3.4 11/1/22 '49446RAN9 160,000.00 157,730.07 0.1%
FED HM LN PC POOL G01828 4.5 4/1/35 '3128LXA59 150,144.63 157,018.48 0.1%
O REILLY AUTOMOTIVE INC 3.8 9/1/22 '67103HAC1 155,000.00 156,871.30 0.1%
COX COMMUNICATIONS INC 3.15 8/15/24 '224044CH8 165,000.00 156,530.03 0.1%
FREMF MORTGAGE TRUST 4.21367 5/25/27 '30302XAE9 155,000.00 154,785.98 0.1%
MORGAN STANLEY BAML TRUST 4.21893 7/15/46 '61762MBW0 150,000.00 154,499.49 0.1%
LIBERTY PROPERTY LP 3.25 10/1/26 '53117CAS1 165,000.00 153,926.84 0.1%
FED HM LN PC POOL G02424 5.5 12/1/36 '3128M4AZ6 140,294.92 152,228.39 0.1%
BWAY MORTGAGE TRUST 2.8093 3/10/33 '05604FAA3 154,841.96 152,169.06 0.1%
CAPITAL ONE FINANCIAL CO 4.2 10/29/25 '14040HBJ3 155,000.00 150,764.69 0.1%
LANCASTER CNTY PA HOSP AUTH 5 7/1/25 '514045R47 135,000.00 149,674.50 0.1%
FNMA POOL AE0216 4 8/1/40 '31419AG27 144,902.15 148,891.06 0.1%
FED HM LN PC POOL G06079 6 7/1/39 '3128M8CQ5 133,238.23 147,117.85 0.1%
DIAMOND (BC) B V 0 9/6/24 'N2611UAC9 149,250.00 147,104.53 0.1%
RYDER SYSTEM INC 2.5 5/11/20 '78355HJZ3 145,000.00 143,351.95 0.1%
FED HM LN PC POOL A89384 4 10/1/39 '312936M95 138,715.12 142,580.06 0.1%
LOS ANGELES CA DEPT OF ARPTS A 3.887 5/15/38 '544445BD0 140,000.00 142,217.60 0.1%
IRON MOUNTAIN INC DEL 0 1/2/26 '46284NAQ2 144,637.50 141,744.75 0.1%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/30 '67884XCQ8 130,000.00 137,684.30 0.1%
SHUTTERFLY INC 0 8/17/24 '82568QAH7 135,000.00 135,405.00 0.1%
FREMF MORTGAGE TRUST 4.17192 7/25/27 '35708QAU7 136,000.00 135,385.95 0.1%
FED HM LN PC POOL G04997 5 1/1/37 '3128M63E6 127,190.20 135,269.72 0.1%
CARMAX AUTO OWNER TRUST 2.16 12/15/21 '14314MAE3 135,000.00 132,861.65 0.1%
FNMA POOL AW4685 2.654 5/1/44 '3138XUF31 132,427.71 132,767.18 0.1%
FANNIE MAE CAS 5.64113 7/25/29 '30711XEP5 120,000.00 130,470.78 0.1%
WYNDHAM HOTELS + RESORTS INC. 0 5/30/25 '963TDMII2 130,000.00 130,094.77 0.1%
FREDDIE MAC STACR 3.74113 4/25/43 '3137G0VC0 125,000.00 125,738.60 0.1%
FNMA POOL MA0639 4 2/1/41 '31417YV95 118,931.33 122,189.72 0.1%
FNMA POOL 995243 4.5 8/1/38 '31416BS82 116,141.08 121,725.09 0.1%
MASSACHUSETTS ST 3.277 6/1/46 '57582RJN7 130,000.00 119,879.50 0.1%
FNMA POOL AL1627 4.5 9/1/41 '3138EHYZ9 113,786.50 119,492.17 0.1%
FREMF MORTGAGE TRUST 3.7642 11/25/50 '30305GAS2 120,000.00 117,329.76 0.1%
KAR AUCTION SVCS INC 0 3/9/23 '48562RAK5 115,500.00 115,933.13 0.1%
FREMF MORTGAGE TRUST 3.8536 10/25/49 '30305KAG9 120,000.00 115,784.96 0.1%
FED HM LN PC POOL A89148 4 10/1/39 '312936EV5 108,659.86 111,687.60 0.1%
FED HM LN PC POOL A97047 4.5 2/1/41 '312945ZL5 103,029.33 108,404.45 0.1%
NORTHEASTERN UNIVERSITY 5.285 3/1/32 '664675AM7 100,000.00 108,403.66 0.1%
FNMA POOL 190370 6 6/1/36 '31368HMT7 96,572.55 106,369.55 0.1%
FED HM LN PC POOL A93101 5 7/1/40 '312941NS2 99,599.65 106,263.74 0.1%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/27 '57584X4J7 100,000.00 102,879.00 0.1%
FED HM LN PC POOL A95796 4 12/1/40 '312944NM9 100,022.31 102,872.91 0.1%
ZAYO GROUP LLC 0 1/19/24 '98919MAP0 100,094.75 100,273.52 0.1%
CROWN HOLDINGS INC. 0 1/29/25 '963MUEII6 100,000.00 100,256.90 0.1%
CHG PPC PARENT LLC 0 3/31/25 '963SGKII5 100,000.00 99,500.00 0.1%
MARSH + MCLENNAN COS INC 3.3 3/14/23 '571748BA9 100,000.00 98,952.95 0.1%
FREMF MORTGAGE TRUST 4.01242 2/25/50 '30301TAE9 100,000.00 98,119.47 0.1%
FNMA POOL BD1153 3 8/1/46 '3140F8H75 100,795.82 97,822.71 0.1%
FNMA POOL 995082 5.5 8/1/37 '31416BM70 88,624.00 96,389.77 0.1%
FED HM LN PC POOL Q00291 5 4/1/41 '3132GDKC5 88,064.75 94,075.30 0.1%
CARMAX AUTO OWNER TRUST 1.9 4/15/22 '14314EAE1 95,000.00 92,631.35 0.1%
FNMA POOL AE0625 4 12/1/40 '31419AVT1 86,617.78 89,424.63 0.0%
FREMF MORTGAGE TRUST 3.9758 8/25/27 '30305EAE8 90,000.00 87,933.14 0.0%
FREMF MORTGAGE TRUST 3.80061 11/25/49 '30306HAU4 90,000.00 84,216.62 0.0%
FREMF MORTGAGE TRUST 4.07898 9/25/49 '30300YAS8 85,000.00 83,882.62 0.0%
FED HM LN PC POOL G08499 3 7/1/42 '3128MJRV4 81,792.15 79,962.18 0.0%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/33 '45750TAS2 70,000.00 77,194.60 0.0%
FNMA POOL AD1649 4 3/1/40 '31418NZP8 73,862.99 75,896.73 0.0%
FNMA POOL AA9846 4 8/1/39 '31416T5G0 72,750.52 74,735.64 0.0%
CAPITAL ONE FINANCIAL CO 3.75 7/28/26 '14040HBK0 80,000.00 74,462.28 0.0%
CARMAX AUTO OWNER TRUST 2.2 6/15/22 '14314EAF8 75,000.00 73,229.83 0.0%
FED HM LN PC POOL A87874 4 8/1/39 '312934XB3 71,345.23 73,160.05 0.0%
FED HM LN PC POOL J20118 2.5 8/1/27 '31306XDX8 72,647.65 71,078.14 0.0%
FNMA POOL AC1877 4.5 9/1/39 '31417LCP8 67,102.61 70,594.57 0.0%
FREMF MORTGAGE TRUST 4.11656 3/25/27 '30296CAE3 70,000.00 69,454.57 0.0%
FED HM LN PC POOL Q06160 4 2/1/37 '3132GRE98 67,296.10 68,665.13 0.0%
FNMA POOL AC9564 4.5 2/1/40 '31417WTW1 64,528.84 67,920.89 0.0%
FNMA POOL AE0215 4 12/1/39 '31419AGZ4 63,487.39 65,220.00 0.0%
FED HM LN PC POOL A89729 4 11/1/39 '312936Y27 62,248.23 64,003.77 0.0%
FNMA POOL AE0624 4 11/1/40 '31419AVS3 61,393.64 63,116.51 0.0%
SS C TECHNOLOGIES INC 0 4/16/25 '78466DBE3 62,475.13 62,607.89 0.0%
MEMORIAL SLOAN KETTERING 4.2 7/1/55 '586054AC2 60,000.00 61,768.04 0.0%
FNMA POOL AI7951 4.5 8/1/36 '3138AMZR9 58,186.96 60,962.61 0.0%
FREMF MORTGAGE TRUST 3.88171 11/25/50 '35708WAU4 65,000.00 59,838.69 0.0%
CHICAGO IL 7.045 1/1/29 '167486ZZ5 55,000.00 59,752.55 0.0%
FNMA POOL AL0005 4.5 1/1/41 '3138EGAF1 56,445.99 59,414.73 0.0%
AT+T INC 4.75 5/15/46 '00206RCQ3 65,000.00 58,275.64 0.0%
FNMA POOL AL0049 6 12/1/35 '3138EGBT0 51,187.89 56,484.65 0.0%
FREMF MORTGAGE TRUST 4.15913 11/25/32 '302968AE2 67,000.00 54,608.69 0.0%
FED HM LN PC POOL A93996 4.5 9/1/40 '312942NM3 50,130.36 52,744.94 0.0%
FNMA POOL 889529 6 3/1/38 '31410KHE7 45,918.84 50,777.54 0.0%
FNMA POOL AJ5974 4 12/1/36 '3138AXT84 48,869.14 50,214.31 0.0%
FNMA POOL AE4113 4 10/1/40 '31419ESB6 48,746.43 50,082.03 0.0%
FNMA POOL 745044 4.5 8/1/35 '31403CWD9 43,943.73 46,029.51 0.0%
CORE + MAIN LP 6.125 8/15/25 '14987KAA1 45,000.00 42,862.50 0.0%
FNMA POOL AC2817 4 10/1/39 '31417MDX8 41,635.10 42,772.54 0.0%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/29 '574218X57 40,000.00 39,915.20 0.0%
FED HM LN PC POOL G01838 5 7/1/35 '3128LXBF6 35,880.77 38,282.62 0.0%
FNMA POOL AE5143 4 11/1/40 '31419FWD4 37,189.71 38,213.99 0.0%
FNMA POOL AS8449 2.5 12/1/31 '3138WJL71 38,865.32 37,804.01 0.0%
FREMF MORTGAGE TRUST 3.8536 10/25/49 '30305KAJ3 40,000.00 36,928.97 0.0%
FED HM LN PC POOL G01779 5 4/1/35 '31283H6Q3 31,902.36 34,053.29 0.0%
FNMA POOL AB1763 4 11/1/30 '31416W5Z1 29,949.71 30,780.19 0.0%
MA FINANCECO LLC 0 6/21/24 '55280FAG6 30,234.11 30,054.58 0.0%
FED HM LN PC POOL A94742 4 11/1/40 '312943HT3 27,458.95 28,244.25 0.0%
FNMA POOL 890248 6 8/1/37 '31410LBR2 25,403.66 28,014.87 0.0%
FNMA POOL AD8033 4 8/1/40 '31418V4T6 25,280.57 25,975.64 0.0%
FED HM LN PC POOL A12413 5 8/1/33 '31296LVE8 24,070.72 25,617.16 0.0%
MISSION BROADCASTING INC 0 1/17/24 '605024AN8 25,296.23 25,312.04 0.0%
FED HM LN PC POOL A95084 4 11/1/40 '312943UH4 23,128.61 23,788.42 0.0%
FED HM LN PC POOL Z40004 6 8/1/36 '3132FCAD7 21,516.89 23,676.14 0.0%
CNH EQUIPMENT TRUST 1.93 3/15/24 '12635YAF0 20,000.00 19,499.58 0.0%
FNMA POOL MA0919 3.5 12/1/31 '31418AAV0 15,930.84 16,173.53 0.0%
FED HM LN PC POOL G05052 5 10/1/33 '3128M65M6 13,309.83 14,230.94 0.0%
FED HM LN PC POOL Q17103 4 6/1/41 '3132J8KR0 13,662.26 13,942.91 0.0%
COX COMMUNICATIONS INC 3.85 2/1/25 '224044CE5 10,000.00 9,810.09 0.0%
FNMA POOL AC5401 5 10/1/39 '31417SAB6 6,982.28 7,490.89 0.0%
SPRINT COMMUNICATIONS 7 3/1/20 '852061AQ3 - - 0.0%

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.

The Domini Funds are distributed by DSIL Investment Services LLC (DSILD), Member FINRA. Domini Impact Investments LLC (Domini) is the Funds’ investment manager. The Funds are subadvised by Wellington Management Company LLP. DSILD and Domini are not affiliated with Wellington Management Company LLP.

Eye iconEye slash icon