Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 9/30/2020
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Security Name Interest Rate Maturity Date Shares Market Value Weight
FED HOME LN DISCOUNT NT 0 10/21/2020 12,000,000 11,999,666.64 4.90%
FED HOME LN DISCOUNT NT 0 11/25/2020 12,000,000 11,998,899.96 4.89%
FNMA TBA 30 YR 2 2 10/14/2050 6,930,000 7,165,511.75 2.92%
FNMA TBA 30 YR 2 2 11/15/2050 6,800,000 7,019,291.09 2.86%
FNMA TBA 30 YR 3.5 3.5 10/14/2050 6,400,000 6,748,249.92 2.75%
FNMA TBA 30 YR 4 4 10/14/2050 5,800,000 6,186,402.38 2.52%
FREDDIE MAC 1.5 2/12/2025 5,600,000 5,882,613.24 2.40%
FNMA TBA 30 YR 3 3 11/12/2050 4,400,000 4,610,460.89 1.88%
FNMA TBA 30 YR 3 3 10/14/2050 4,400,000 4,609,601.52 1.88%
FNMA TBA 15 YR 2 2 10/19/2035 4,300,000 4,470,992.21 1.82%
GNMA II TBA 30 YR 3 3 10/21/2050 3,800,000 3,979,089.82 1.62%
GNMA II TBA 30 YR 3 3 11/19/2050 3,800,000 3,977,308.57 1.62%
FEDERAL HOME LOAN BANK 2.375 3/14/2025 2,710,000 2,942,657.21 1.20%
GNMA II TBA 30 YR 3.5 3.5 10/21/2050 2,700,000 2,843,121.06 1.16%
GNMA II TBA 30 YR 3.5 3.5 11/19/2050 2,600,000 2,738,632.78 1.12%
FEDERAL FARM CREDIT BANK 2.78 11/2/2037 1,800,000 2,120,137.69 0.86%
HOWARD UNIVERSITY 3.476 10/1/2041 1,850,000 1,891,511.30 0.77%
FNMA TBA 15 YR 3 3 10/19/2035 1,700,000 1,784,070.32 0.73%
PARK AVENUE TRUST 3.508 6/5/2037 1,567,000 1,735,821.69 0.71%
GNMA II TBA 30 YR 4 4 10/21/2050 1,600,000 1,700,093.76 0.69%
REPUBLIC OF CHILE 0.83 7/2/2031 1,370,000 1,613,648.13 0.66%
FNMA POOL BE4435 3 11/1/2046 1,506,853 1,586,417.55 0.65%
FED HM LN PC POOL G08816 3.5 6/1/2048 1,404,819 1,482,644.49 0.60%
MACARTHUR FOUNDATION 1.299 12/1/2030 1,440,000 1,439,533.41 0.59%
HP ENTERPRISE CO 4.65 10/1/2024 1,200,000 1,358,681.18 0.55%
HP INC 3 6/17/2027 1,250,000 1,353,386.64 0.55%
FEDERAL FARM CREDIT BANK 3.66 3/7/2044 974,000 1,285,522.83 0.52%
FEDERAL FARM CREDIT BANK 3.43 4/6/2045 1,000,000 1,281,151.80 0.52%
FEDERAL FARM CREDIT BANK 2.625 10/15/2049 1,140,000 1,274,788.22 0.52%
ROYALTY PHARMA PLC 3.3 9/2/2040 1,250,000 1,244,150.59 0.51%
FNMA POOL BD1165 3 10/1/2046 1,176,031 1,237,043.93 0.50%
BROADCOM INC 4.15 11/15/2030 1,010,000 1,136,905.75 0.46%
CON EDISON CO OF NY INC 3.95 4/1/2050 915,000 1,121,807.36 0.46%
FNMA POOL BC1171 3.5 6/1/2046 1,027,120 1,094,334.24 0.45%
BWAY MORTGAGE TRUST 3.4543 3/10/2033 1,000,000 1,079,197.90 0.44%
HUDSON YARDS 2.835 8/10/2038 1,000,000 1,077,836.40 0.44%
PRES + FELLOWS OF HARVAR 2.517 10/15/2050 1,025,000 1,067,622.21 0.44%
AT+T INC 2.75 6/1/2031 1,000,000 1,057,933.31 0.43%
STARBUCKS CORP 2.55 11/15/2030 990,000 1,053,898.74 0.43%
AMGEN INC 2.3 2/25/2031 1,000,000 1,051,894.48 0.43%
NEW JERSEY ST EDUCTNL FACS AUT 3.958 7/1/2048 1,000,000 1,048,810.00 0.43%
BANNER HEALTH 2.338 1/1/2030 1,000,000 1,039,335.93 0.42%
BRIGHTHOUSE FINANCIAL IN 5.625 5/15/2030 890,000 1,039,167.99 0.42%
MARRIOTT INTERNATIONAL 2.875 3/1/2021 1,025,000 1,031,407.39 0.42%
CITIGROUP INC 1.678 5/15/2024 1,000,000 1,025,339.31 0.42%
FRED HUTCHINSON CANCER 3.949 1/1/2050 900,000 1,022,123.40 0.42%
ILLINOIS ST FIN AUTH REVENUE 3.51 5/15/2041 1,000,000 1,009,880.00 0.41%
NSTAR ELECTRIC CO 3.95 4/1/2030 830,000 1,007,586.77 0.41%
NY + PRESBYTERIAN HOSPIT 1.651 8/1/2030 1,000,000 998,632.28 0.41%
EDP FINANCE BV 1.71 1/24/2028 1,000,000 996,846.38 0.41%
MT SINAI HOSPITAL 3.391 7/1/2050 1,000,000 983,138.92 0.40%
WASHINGTON ST HSG FIN COMMISSI 3 1/1/2025 985,000 971,377.45 0.40%
OKLAHOMA ST UNIV AGRIC MECH 3.627 9/1/2040 880,000 967,128.80 0.39%
GNMA II TBA 30 YR 4.5 4.5 10/21/2050 900,000 964,546.88 0.39%
UNIV OF CALIFORNIA CA RGTS MED 3.706 5/15/2120 900,000 956,898.00 0.39%
XYLEM INC 2.25 1/30/2031 900,000 956,820.38 0.39%
FLORIDA ST DEV FIN CORP EDUCTN 4.009 4/1/2040 925,000 956,181.75 0.39%
UNITYPOINT HEALTH 3.665 2/15/2050 845,000 952,938.62 0.39%
MET TRANSPRTN AUTH NY REVENUE 5.175 11/15/2049 855,000 934,933.95 0.38%
USAA CAPITAL CORP 2.125 5/1/2030 885,000 933,621.19 0.38%
FNMA POOL BJ6137 3.5 1/1/2048 880,436 929,130.13 0.38%
SUSTAINABLE ENERGY UTILITY INC 2.344 9/15/2029 900,000 921,879.00 0.38%
STARBUCKS CORP 4.45 8/15/2049 750,000 907,015.55 0.37%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/2028 770,000 905,704.80 0.37%
CMWLTH FING AUTH PA 2.758 6/1/2030 850,000 903,864.50 0.37%
ING GROEP NV 4.625 1/6/2026 750,000 880,907.68 0.36%
CONSERVATION FUND 3.474 12/15/2029 800,000 865,900.14 0.35%
CITY OF TORONTO CANADA 2.6 9/24/2039 1,060,000 858,332.17 0.35%
FREDDIE MAC 3.5 2/15/2026 805,160 856,371.82 0.35%
TRINITY HEALTH CORP 3.434 12/1/2048 800,000 845,958.76 0.35%
CLEARWAY ENERGY OP LLC 4.75 3/15/2028 800,000 826,752.00 0.34%
BOSTON MEDICAL CTR CORP 4.519 7/1/2026 705,000 816,264.34 0.33%
CALIFORNIA ST HLTH FACS FING A 2.984 6/1/2033 760,000 808,472.80 0.33%
PENNSYLVANIA ST UNIV 2.345 9/1/2031 760,000 798,334.40 0.33%
HONG KONG 2.5 5/28/2024 750,000 792,163.79 0.32%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/2022 775,000 782,904.05 0.32%
BLACKROCK INC 1.9 1/28/2031 740,000 768,074.48 0.31%
FREDDIE MAC 3.5 6/15/2026 728,438 766,753.22 0.31%
CNH INDUSTRIAL CAP LLC 4.875 4/1/2021 750,000 764,572.49 0.31%
MADISON AVENUE TRUST 3.29437 8/15/2034 729,000 759,109.09 0.31%
PHILADELPHIA PA WTR WSTWTR R 4.189 10/1/2037 665,000 752,460.80 0.31%
BANK OF AMERICA CORP 3.124 1/20/2023 725,000 748,768.53 0.31%
ONE MARKET PLAZA TRUST 3.6139 2/10/2032 710,000 737,003.71 0.30%
RIVERSIDE CNTY CA PENSN OBLG 3.07 2/15/2028 670,000 728,725.50 0.30%
RIVERSIDE CNTY CA PENSN OBLG 2.963 2/15/2027 670,000 725,516.20 0.30%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/2050 490,000 710,700.90 0.29%
HOLOGIC INC 3.25 2/15/2029 695,000 700,646.88 0.29%
FIFTH THIRD BANCORP 8.25 3/1/2038 425,000 694,516.00 0.28%
SCENTRE GROUP TRUST 1/2 4.375 5/28/2030 615,000 691,855.04 0.28%
COMM MORTGAGE TRUST 3.7255 3/10/2031 644,000 685,177.30 0.28%
NEW YORK TRANSPRTN DEV CORP LE 4.248 9/1/2035 610,000 679,149.60 0.28%
COMM MORTGAGE TRUST 3.4244 3/10/2031 640,000 676,776.58 0.28%
STANFORD HEALTH CARE 3.31 8/15/2030 595,000 671,458.61 0.27%
TRUIST FINANCIAL CORP 3.875 3/19/2029 575,000 660,689.49 0.27%
TOLL BROS FINANCE CORP 4.35 2/15/2028 600,000 653,136.00 0.27%
UPC BROADBAND HOLDING BV 0 1/31/2029 670,000 650,905.00 0.27%
UPC BROADBAND HOLDING BV 0 1/31/2029 670,000 650,905.00 0.27%
MKT 2020 525M MORTGAGE TRUST 2.694 2/12/2040 600,000 647,897.46 0.26%
COMMONSPIRIT HEALTH 3.347 10/1/2029 600,000 637,176.49 0.26%
HOME DEPOT INC 5.95 4/1/2041 420,000 636,786.78 0.26%
FANNIE MAE 5.625 7/15/2037 391,000 629,289.88 0.26%
AXA SA 8.6 12/15/2030 400,000 612,475.94 0.25%
BLUEHUB LOAN FUND 2.89 1/1/2027 600,000 606,635.07 0.25%
JP MORGAN CHASE COMMERCIAL MOR 4.1283 7/5/2031 555,000 591,706.26 0.24%
NATIONWIDE MUTUAL INSURA 4.35 4/30/2050 550,000 590,703.74 0.24%
AMGEN INC 3.2 11/2/2027 525,000 588,740.13 0.24%
CREDIT AGRICOLE LONDON 4.125 1/10/2027 510,000 585,947.29 0.24%
BAY AREA CA TOLL AUTH TOLL BRI 7.043 4/1/2050 325,000 583,869.00 0.24%
BANK OF AMERICA CORP 2.456 10/22/2025 545,000 575,164.83 0.23%
FREMF MORTGAGE TRUST 3.53887 2/25/2052 520,000 572,115.08 0.23%
FREMF MORTGAGE TRUST 3.571853 12/25/2051 525,000 571,348.42 0.23%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/2041 435,000 571,202.85 0.23%
BPCE SA 4.875 4/1/2026 500,000 570,257.67 0.23%
FNMA POOL BE8063 3 12/1/2046 537,775 565,983.09 0.23%
MASS MUTUAL LIFE INS CO 3.375 4/15/2050 550,000 563,070.98 0.23%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/2035 420,000 561,044.40 0.23%
AT+T INC 3.55 9/15/2055 572,000 557,104.10 0.23%
GREENKO DUTCH BV 5.25 7/24/2024 545,000 555,709.25 0.23%
ERAC USA FINANCE LLC 3.85 11/15/2024 500,000 550,409.55 0.22%
US BANCORP 3.6 9/11/2024 493,000 546,617.46 0.22%
PUBLIC SERVICE COLORADO 4.1 6/15/2048 420,000 541,216.27 0.22%
VENTAS REALTY LP 3.5 2/1/2025 500,000 540,797.91 0.22%
KLABIN AUSTRIA GMBH 5.75 4/3/2029 480,000 538,200.00 0.22%
BIOGEN INC 5.2 9/15/2045 400,000 537,210.80 0.22%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/2024 505,000 534,143.55 0.22%
BRANDYWINE OPER PARTNERS 4.55 10/1/2029 500,000 531,262.91 0.22%
MORGAN STANLEY CAPITAL I TRUST 0.85238 11/15/2034 531,000 529,983.35 0.22%
SBA TOWER TRUST 3.869 10/15/2049 500,000 528,148.20 0.22%
AZURE POWER SOLAR ENERGY 5.65 12/24/2024 500,000 521,851.50 0.21%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/2045 400,000 521,446.08 0.21%
FANNIE MAE 3.5 8/25/2058 479,918 519,632.01 0.21%
CITIGROUP INC 3.352 4/24/2025 475,000 514,348.17 0.21%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/2028 500,000 512,205.00 0.21%
EMERGENT BIOSOLUTIONS 3.875 8/15/2028 500,000 503,215.00 0.21%
AIR LEASE CORP 3.625 12/1/2027 500,000 496,024.30 0.20%
PATTERN ENERGY OP LP/PAT 4.5 8/15/2028 475,000 493,703.13 0.20%
DIST OF COLUMBIA REVENUE 4.125 7/1/2027 500,000 489,165.00 0.20%
AMERICAN BUILDERS CONTRACTOR 0 1/15/2027 495,000 481,812.71 0.20%
HAT HOLDINGS I LLC/HAT 6 4/15/2025 450,000 479,947.50 0.20%
KOHL S CORPORATION 9.5 5/15/2025 405,000 479,531.66 0.20%
BOSTON PROPERTIES LP 3.65 2/1/2026 430,000 478,260.08 0.20%
ORLANDO HEALTH OBL GRP 4.416 10/1/2044 395,000 473,021.07 0.19%
ZELIS COST MANAGEMENT BUYER IN 0 9/30/2026 473,807 471,289.67 0.19%
YALE UNIVERSITY 1.482 4/15/2030 460,000 466,092.06 0.19%
FHLMC MULTIFAMILY STRUCTURED P 0.756445 11/25/2029 8,925,370 465,516.04 0.19%
STHRN OH PORT EXEMPT FAC REVEN 6.5 12/1/2030 470,000 465,483.30 0.19%
FREMF MORTGAGE TRUST 4.220701 10/25/2031 461,000 464,805.83 0.19%
DIST OF COLUMBIA REVENUE 3.432 4/1/2042 430,000 463,462.60 0.19%
UNUM GROUP 4.5 3/15/2025 415,000 461,620.00 0.19%
OREGON ST HLTH SCIENCE UNIV 5 7/1/2045 350,000 461,601.00 0.19%
ALTICE FRANCE SA 0 1/31/2026 473,458 456,738.92 0.19%
DIGNITY HEALTH 4.5 11/1/2042 408,000 455,982.52 0.19%
AMAZON.COM INC 4.8 12/5/2034 325,000 448,539.73 0.18%
APTIV CORP 4.15 3/15/2024 401,000 441,260.80 0.18%
RUSH OBLIGATED GROUP 3.922 11/15/2029 375,000 436,878.81 0.18%
AMERICAN INTL GROUP 3.9 4/1/2026 380,000 433,837.74 0.18%
VIACOMCBS INC 2.9 1/15/2027 400,000 431,967.28 0.18%
HUNTINGTON BANCSHARES 3.15 3/14/2021 425,000 429,569.66 0.18%
THERMO FISHER SCIENTIFIC 4.133 3/25/2025 375,000 427,434.09 0.17%
FED HM LN PC POOL Q33602 3 5/1/2045 391,516 419,810.05 0.17%
SELF HELP CREDIT 2.5 6/27/2022 400,000 416,670.03 0.17%
THERMO FISHER SCIENTIFIC 2.375 4/15/2032 305,000 416,600.51 0.17%
AIA GROUP LTD 4.5 3/16/2046 325,000 414,742.94 0.17%
DC OFFICE TRUST 2.965 9/15/2045 370,000 410,032.59 0.17%
AMERICAN TOWER CORP 5 2/15/2024 362,000 409,659.58 0.17%
FNMA POOL 932441 4 1/1/2040 367,744 405,505.02 0.17%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/2024 400,000 404,888.00 0.17%
CHARTER COMM OPT LLC/CAP 6.484 10/23/2045 300,000 403,217.42 0.16%
WRKCO INC 3 9/15/2024 375,000 402,944.50 0.16%
FANNIE MAE 3.5 3/25/2027 368,000 401,251.49 0.16%
CHANGE HEALTH / FIN INC 5.75 3/1/2025 395,000 401,142.25 0.16%
COOPERATIEVE RABOBANK UA 3.95 11/9/2022 375,000 398,753.90 0.16%
GS MORTGAGE SECURITIES TRUST 0.85238 7/15/2032 395,000 394,429.07 0.16%
FREDDIE MAC 3.5 2/15/2026 374,537 393,687.21 0.16%
ALLINA HEALTH SYSTEM 4.805 11/15/2045 291,000 388,708.31 0.16%
RUSSELL INVTS US INSTITUTIONAL 0 6/1/2023 387,551 385,573.22 0.16%
AEGEA FINANCE SARL 5.75 10/10/2024 370,000 381,793.75 0.16%
FLORIDA ST BRD OF ADMIN FIN CO 1.258 7/1/2025 375,000 380,932.50 0.16%
WELLS FARGO COMMERCIAL MORTGAG 3.617 9/15/2057 340,000 379,502.15 0.15%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/2023 340,000 376,662.20 0.15%
BRISTOL MYERS SQUIBB CO 3.875 8/15/2025 325,000 370,950.70 0.15%
NEW JERSEY ST TURNPIKE AUTH 7.102 1/1/2041 225,000 370,026.00 0.15%
ARDAGH PKG FIN/HLDGS USA 5.25 8/15/2027 360,000 367,200.00 0.15%
DISCOVER FINANCIAL SVS 3.75 3/4/2025 325,000 353,326.29 0.14%
FHLMC MULTIFAMILY STRUCTURED P 1.483151 6/25/2030 3,210,000 353,045.11 0.14%
CITY OF HOPE/THE 5.623 11/15/2043 250,000 348,384.60 0.14%
FREDDIE MAC 2.5 12/15/2042 332,220 346,778.14 0.14%
NEW JERSEY ST TURNPIKE AUTH 7.414 1/1/2040 200,000 339,652.00 0.14%
ADVOCATE HEALTH CORP 2.211 6/15/2030 325,000 339,036.56 0.14%
ILLINOIS ST 5.1 6/1/2033 335,000 338,788.85 0.14%
CROWN CASTLE INTL CORP 3.7 6/15/2026 300,000 334,831.08 0.14%
BLACK KNIGHT INFOSERV LL 3.625 9/1/2028 330,000 334,125.00 0.14%
MORGAN STANLEY BAML TRUST 4.051 4/15/2047 300,000 329,145.33 0.13%
MORGAN STANLEY BAML TRUST 4.259 10/15/2046 300,000 324,366.78 0.13%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/2021 320,000 323,830.40 0.13%
REGENCY CENTERS LP 3.75 6/15/2024 300,000 319,259.42 0.13%
COMM MORTGAGE TRUST 2.941 1/10/2046 304,902 316,989.25 0.13%
APPLE INC 2.65 5/11/2050 300,000 316,300.88 0.13%
COMM MORTGAGE TRUST 3.183 2/10/2048 291,000 316,244.86 0.13%
STANDARD CHARTERED PLC 5.7 3/26/2044 250,000 309,051.46 0.13%
GO DADDY OPERATING COMPANY LLC 0 8/10/2027 309,225 305,359.69 0.12%
STARBUCKS CORP 3.75 12/1/2047 275,000 300,027.24 0.12%
GILEAD SCIENCES INC 1.65 10/1/2030 300,000 299,891.09 0.12%
DIGNITY HEALTH 5.267 11/1/2064 250,000 298,683.79 0.12%
SBA TOWER TRUST 3.168 4/9/2047 290,000 293,781.57 0.12%
THERMO FISHER SCIENTIFIC 4.15 2/1/2024 265,000 293,160.29 0.12%
BANK 0.76781 11/15/2062 5,560,551 289,348.28 0.12%
MICRON TECHNOLOGY INC 4.64 2/6/2024 260,000 289,021.38 0.12%
CHILDREN S HOSPITAL CORP 4.115 1/1/2047 230,000 287,526.86 0.12%
BANK 1.7869 3/15/2063 1,940,000 285,618.44 0.12%
REINSURANCE GRP OF AMER 3.95 9/15/2026 250,000 281,949.31 0.12%
CHARTER COMMUNICATIONS OPERATI 0 2/1/2027 287,425 281,736.75 0.11%
CHICAGO IL TRANSIT AUTH SALES 3.912 12/1/2040 260,000 281,561.80 0.11%
CHARTER COMM OPT LLC/CAP 5.75 4/1/2048 225,000 281,341.88 0.11%
INDIANA ST FIN AUTH REVENUE 3.624 7/1/2036 235,000 276,844.10 0.11%
COOPERATIEVE RABOBANK UA 3.875 9/26/2023 250,000 273,438.68 0.11%
FREMF MORTGAGE TRUST 3.799913 11/25/2049 250,000 270,035.28 0.11%
BNP PARIBAS 3.8 1/10/2024 245,000 265,379.80 0.11%
CPT MORTGAGE TRUST 2.865 11/13/2039 240,000 263,052.70 0.11%
BPCE SA 3 5/22/2022 250,000 258,736.74 0.11%
CARMAX AUTO OWNER TRUST 2.7 10/16/2023 250,000 255,513.80 0.10%
VODAFONE GROUP PLC 6.15 2/27/2037 185,000 255,501.75 0.10%
MET TRANSPRTN AUTH NY REVENUE 5 11/15/2050 240,000 255,055.20 0.10%
AMERICAN TOWER CORP 3.375 5/15/2024 235,000 254,606.68 0.10%
LENNAR CORP 4.125 1/15/2022 245,000 251,339.38 0.10%
AMAZON.COM INC 3.875 8/22/2037 200,000 249,636.10 0.10%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2021 250,000 247,960.00 0.10%
FREMF MORTGAGE TRUST 3.88156 11/25/2050 220,000 246,392.87 0.10%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2022 250,000 245,527.50 0.10%
FHLMC MULTIFAMILY STRUCTURED P 1.49023 6/25/2030 2,104,991 241,601.58 0.10%
MORGAN STANLEY 3.95 4/23/2027 210,000 238,398.14 0.10%
FINASTRA USA, INC. 0 6/13/2024 253,288 238,027.07 0.10%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/2027 205,000 234,423.65 0.10%
HARBOR FREIGHT TOOLS USA INC 0 8/18/2023 233,894 231,042.91 0.09%
MOSAIC SOLAR LOANS LLC 1.44 8/20/2046 230,000 228,267.78 0.09%
FED HM LN PC POOL G08347 4.5 6/1/2039 200,851 225,515.09 0.09%
FREDDIE MAC 3.5 12/15/2025 213,886 224,890.75 0.09%
PHILADELPHIA PA WTR WSTWTR R 2.034 11/1/2031 220,000 221,210.00 0.09%
ADIENT US LLC 0 5/6/2024 222,188 220,521.09 0.09%
EBAY INC 3.6 6/5/2027 195,000 220,382.29 0.09%
FNMA POOL 745327 6 3/1/2036 186,086 220,348.98 0.09%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/2023 200,000 218,866.00 0.09%
ILLINOIS ST 3.86 4/1/2021 215,000 215,442.90 0.09%
FED HM LN PC POOL G30614 3.5 12/1/2032 196,532 214,263.88 0.09%
DUKE REALTY LP 3.625 4/15/2023 200,000 212,567.87 0.09%
ALIBABA GROUP HOLDING 2.8 6/6/2023 200,000 210,922.03 0.09%
GRAY TELEVISION INC 5.875 7/15/2026 200,000 207,875.00 0.08%
KAISER FOUNDATION HOSPIT 3.15 5/1/2027 185,000 207,521.35 0.08%
FNMA POOL AS3608 2.5 12/1/2043 194,447 206,084.87 0.08%
FNMA POOL MA1931 2.5 6/1/2024 196,175 204,907.21 0.08%
FANNIE MAE 3.5 7/25/2054 191,539 202,026.18 0.08%
NETS HOLDING A/S 0 2/6/2025 176,389 201,768.39 0.08%
FNMA POOL AY3370 2.5 4/1/2045 188,233 200,426.42 0.08%
FNMA POOL AB4168 3.5 1/1/2032 183,437 198,027.15 0.08%
BIOGROUP LCD 0 4/25/2026 170,000 196,526.39 0.08%
MORGAN STANLEY BAML TRUST 3.526 12/15/2047 180,167 195,489.05 0.08%
BAY AREA CA TOLL AUTH TOLL BRI 6.918 4/1/2040 125,000 193,210.00 0.08%
BENCHMARK MORTGAGE TRUST 1.392163 3/15/2062 2,342,013 190,198.82 0.08%
FREMF MORTGAGE TRUST 4.126906 7/25/2049 175,000 189,456.93 0.08%
CON EDISON CO OF NY INC 4.125 5/15/2049 155,000 188,059.69 0.08%
FHLMC MULTIFAMILY STRUCTURED P 1.681926 5/25/2030 1,454,536 188,005.99 0.08%
SEATTLE SPINCO INC 0 6/21/2024 195,711 187,699.30 0.08%
PROLOGIS LP 3.25 10/1/2026 165,000 186,871.18 0.08%
COTY INC 0 4/7/2025 202,711 181,882.77 0.07%
FHLMC MULTIFAMILY STRUCTURED P 1.21328 6/25/2030 1,934,775 181,598.22 0.07%
GO DADDY OPER CO LLC 0 2/15/2024 185,177 181,589.67 0.07%
REINSURANCE GRP OF AMER 4.7 9/15/2023 164,000 181,286.90 0.07%
NEW YORK LIFE INSURANCE 3.75 5/15/2050 160,000 181,218.79 0.07%
NUVEEN FINANCE LLC 4.125 11/1/2024 160,000 180,643.56 0.07%
FHLMC MULTIFAMILY STRUCTURED P 1.53612 5/25/2030 1,504,835 178,841.49 0.07%
COX COMMUNICATIONS INC 3.15 8/15/2024 165,000 177,726.36 0.07%
FNMA POOL AE4192 4 10/1/2040 156,756 175,486.20 0.07%
FREMF MORTGAGE TRUST 4.213785 7/25/2050 155,000 174,836.14 0.07%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2024 165,000 174,088.20 0.07%
PRUDENTIAL PLC 3.125 4/14/2030 155,000 172,487.28 0.07%
KIMCO REALTY CORP 3.4 11/1/2022 160,000 168,320.87 0.07%
BLACKHAWK NETWORK HLDGS INC 0 6/15/2025 175,950 166,749.22 0.07%
MCCORMICK + CO 2.5 4/15/2030 155,000 166,059.39 0.07%
FANNIE MAE 3 2/25/2049 155,091 164,720.89 0.07%
USI INC 0 5/16/2024 169,750 164,551.42 0.07%
LOS ANGELES CA DEPT OF ARPTS A 3.887 5/15/2038 140,000 163,968.00 0.07%
O REILLY AUTOMOTIVE INC 3.8 9/1/2022 155,000 163,424.37 0.07%
BANK 3.314 11/15/2050 147,000 163,084.45 0.07%
FED HM LN PC POOL J17791 3 1/1/2027 152,527 162,242.27 0.07%
GARTNER INC 3.75 10/1/2030 160,000 162,148.00 0.07%
FNMA POOL AB6472 2 10/1/2027 153,205 161,717.26 0.07%
MEMORIAL SLOAN KETTERING 4.125 7/1/2052 120,000 155,375.14 0.06%
FED HM LN PC POOL G01837 5 7/1/2035 134,235 154,530.88 0.06%
FNMA POOL AP9592 3.5 10/1/2032 141,588 154,322.19 0.06%
FREMF MORTGAGE TRUST 4.172893 7/25/2027 136,000 154,120.45 0.06%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/2030 130,000 151,394.10 0.06%
FED HM LN PC POOL A37619 4.5 9/1/2035 136,303 151,003.73 0.06%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2025 135,000 143,779.05 0.06%
FED HM LN PC POOL G06990 5.5 8/1/2040 122,491 141,885.07 0.06%
FED HM LN PC POOL A95085 4 11/1/2040 128,403 140,985.33 0.06%
FANNIE MAE 3 9/25/2047 129,081 138,961.69 0.06%
BANK 1.048447 5/15/2062 2,148,846 138,703.94 0.06%
FANNIE MAE CAS 4.49813 5/25/2029 132,234 137,171.18 0.06%
IRON MOUNTAIN INC DEL 0 1/2/2026 141,375 136,898.08 0.06%
DIAMOND (BC) B V 0 9/6/2024 145,875 136,894.64 0.06%
FANNIE MAE 3 9/25/2047 123,142 132,300.07 0.05%
FNMA POOL AR1524 2 1/1/2028 123,352 128,887.69 0.05%
FED HM LN PC POOL A94362 4 10/1/2040 114,290 127,948.53 0.05%
WYNDHAM HOTELS + RESORTS INC 0 5/30/2025 127,400 123,100.25 0.05%
NORTHEASTERN UNIVERSITY 5.285 3/1/2032 100,000 119,870.38 0.05%
FED HM LN PC POOL G14599 2.5 11/1/2027 113,120 119,262.64 0.05%
FNMA POOL MA1630 4 10/1/2033 105,478 115,076.71 0.05%
FNMA POOL AB1343 4.5 8/1/2040 100,246 113,109.01 0.05%
BWAY MORTGAGE TRUST 2.8093 3/10/2033 107,898 111,833.62 0.05%
OKLAHOMA ST UNIV AGRIC MECH 3.427 9/1/2036 100,000 110,981.00 0.05%
FNMA POOL 930672 4.5 3/1/2039 97,907 109,762.15 0.04%
FED HM LN PC POOL G01828 4.5 4/1/2035 98,499 108,625.57 0.04%
FED HM LN PC POOL 849167 2.835 10/1/2043 104,434 108,270.80 0.04%
FREMF MORTGAGE TRUST 4.011278 2/25/2050 100,000 107,883.98 0.04%
FREMF MORTGAGE TRUST 4.078799 9/25/2049 100,000 107,431.87 0.04%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/2027 100,000 106,529.00 0.04%
MARSH + MCLENNAN COS INC 3.3 3/14/2023 100,000 106,355.63 0.04%
FNMA POOL MA0949 3.5 1/1/2032 98,993 105,278.56 0.04%
CROWN FIN US INC 0 2/28/2025 153,821 104,818.38 0.04%
HOWARD UNIVERSITY 2.657 10/1/2026 100,000 103,877.71 0.04%
FNMA POOL BE1416 2.5 11/1/2031 99,144 103,620.94 0.04%
FNMA POOL AE0216 4 8/1/2040 93,570 103,240.11 0.04%
NEXSTAR BROADCASTING INC 0 1/17/2024 105,090 102,550.24 0.04%
FED HM LN PC POOL G02424 5.5 12/1/2036 87,352 101,763.47 0.04%
SELF HELP CREDIT UN 2.2 6/25/2021 100,000 101,589.25 0.04%
FREMF MORTGAGE TRUST 3.975247 10/25/2049 90,000 101,065.43 0.04%
FED HM LN PC POOL Q01807 4.5 7/1/2036 90,310 100,846.44 0.04%
FED HM LN PC POOL G06079 6 7/1/2039 85,227 100,759.62 0.04%
FED HM LN PC POOL G04997 5 1/1/2037 83,549 96,167.48 0.04%
FREMF MORTGAGE TRUST 4.078799 9/25/2049 85,000 95,995.65 0.04%
FED HM LN PC POOL A89384 4 10/1/2039 86,633 95,432.93 0.04%
CARMAX AUTO OWNER TRUST 1.9 4/15/2022 95,000 95,058.82 0.04%
CHG PPC PARENT LLC 0 3/31/2025 97,750 94,328.75 0.04%
FREMF MORTGAGE TRUST 3.799913 11/25/2049 90,000 93,645.17 0.04%
FANNIE MAE CAS 3.69813 7/25/2029 84,891 87,654.15 0.04%
FNMA POOL MA0639 4 2/1/2041 78,275 86,296.28 0.04%
FNMA POOL 995243 4.5 8/1/2038 75,243 84,579.95 0.03%
FED HM LN PC POOL A89148 4 10/1/2039 75,009 82,935.18 0.03%
VODAFONE GROUP PLC 4.375 2/19/2043 70,000 81,504.66 0.03%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/2033 70,000 79,266.60 0.03%
FREMF MORTGAGE TRUST 4.116989 5/25/2050 70,000 78,876.64 0.03%
FNMA POOL 190370 6 6/1/2036 66,130 78,407.96 0.03%
FED HM LN PC POOL A93101 5 7/1/2040 66,456 76,620.73 0.03%
CARMAX AUTO OWNER TRUST 2.2 6/15/2022 75,000 75,041.00 0.03%
DEUTSCHE BANK COMMERCIAL MORTG 1.832 9/15/2053 643,930 73,327.56 0.03%
FNMA POOL AL1627 4.5 9/1/2041 64,083 72,150.60 0.03%
FED HM LN PC POOL A97047 4.5 2/1/2041 63,804 71,673.71 0.03%
FNMA POOL AE0625 4 12/1/2040 61,883 70,475.68 0.03%
FNMA POOL BD1153 3 8/1/2046 66,604 70,028.92 0.03%
FREMF MORTGAGE TRUST 3.88156 11/25/2050 65,000 68,915.93 0.03%
FED HM LN PC POOL A95796 4 12/1/2040 62,118 68,487.35 0.03%
FED HM LN PC POOL Q00291 5 4/1/2041 58,758 67,749.23 0.03%
FNMA POOL 995082 5.5 8/1/2037 57,479 67,661.98 0.03%
SS C TECHNOLOGIES INC 0 4/16/2025 65,761 63,842.71 0.03%
VERIZON COMMUNICATIONS 3.376 2/15/2025 57,000 63,595.30 0.03%
FREMF MORTGAGE TRUST 4.158639 11/25/2032 67,000 63,279.28 0.03%
BENCHMARK MORTGAGE TRUST 1.919 7/15/2053 504,953 61,828.60 0.03%
FED HM LN PC POOL Q06160 4 2/1/2037 54,799 59,816.50 0.02%
FED HM LN PC POOL G08499 3 7/1/2042 53,043 56,175.55 0.02%
FED HM LN PC POOL A87874 4 8/1/2039 46,760 52,225.80 0.02%
FNMA POOL AC9564 4.5 2/1/2040 45,237 50,928.86 0.02%
FREDDIE MAC STACR 1.79813 4/25/2043 52,657 50,803.79 0.02%
FNMA POOL AA9846 4 8/1/2039 45,592 50,171.89 0.02%
FNMA POOL AW4685 2.661 5/1/2044 46,735 48,503.58 0.02%
FNMA POOL AD1649 4 3/1/2040 43,649 47,918.51 0.02%
FNMA POOL AC1877 4.5 9/1/2039 41,978 47,081.59 0.02%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/2029 40,000 46,748.80 0.02%
CORE + MAIN LP 6.125 8/15/2025 45,000 45,666.00 0.02%
FNMA POOL AE0215 4 12/1/2039 40,986 45,211.59 0.02%
SS C TECHNOLOGIES INC 0 4/16/2025 46,202 44,853.95 0.02%
FED HM LN PC POOL J20118 2.5 8/1/2027 41,788 43,704.97 0.02%
FED HM LN PC POOL A89729 4 11/1/2039 39,387 43,478.70 0.02%
FREMF MORTGAGE TRUST 3.853791 10/25/2049 40,000 42,319.86 0.02%
FNMA POOL AE0624 4 11/1/2040 36,312 39,867.52 0.02%
FNMA POOL AL0005 4.5 51502 34,944 39,224.06 0.02%
FNMA POOL AL0049 6 49644 32,165 37,478.68 0.02%
FNMA POOL AI7951 4.5 49888 33,258 37,138.69 0.02%
FNMA POOL 889529 6 50465 31,257 36,917.90 0.02%
FNMA POOL AJ5974 4 50010 33,005 35,991.98 0.01%
FED HM LN PC POOL A93996 4.5 51380 31,132 35,045.49 0.01%
FNMA POOL 745044 4.5 49522 29,858 32,899.91 0.01%
FNMA POOL AE4113 4 51410 29,635 32,644.88 0.01%
FNMA POOL AC2817 4 51044 29,256 32,271.67 0.01%
MA FINANCECO LLC 0 45464 28,980 27,792.16 0.01%
FED HM LN PC POOL G01838 5 49491 23,434 26,984.04 0.01%
FNMA POOL AS8449 2.5 48183 25,763 26,977.46 0.01%
FED HM LN PC POOL G01779 5 49400 20,963 24,149.91 0.01%
FNMA POOL AE5143 4 51441 20,895 22,837.79 0.01%
FED HM LN PC POOL A94742 4 51441 19,356 21,519.52 0.01%
FNMA POOL 890248 6 50253 17,238 20,418.10 0.01%
CNH EQUIPMENT TRUST 1.93 45366 20,000 20,028.54 0.01%
FNMA POOL AB1763 4 47788 18,489 19,887.77 0.01%
FED HM LN PC POOL A12413 5 48792 16,399 18,870.96 0.01%
FNMA POOL AD8033 4 51349 16,539 18,223.08 0.01%
FED HM LN PC POOL A95084 4 51441 15,296 16,872.39 0.01%
FED HM LN PC POOL Z40004 6 49888 13,583 16,083.42 0.01%
MEMORIAL SLOAN KETTERING 4.2 56796 10,000 13,549.44 0.01%
FED HM LN PC POOL Q17103 4 51653 10,658 11,437.73 0.00%
COX COMMUNICATIONS INC 3.85 45689 10,000 11,111.54 0.00%
FNMA POOL MA0919 3.5 48183 10,108 10,749.92 0.00%
FED HM LN PC POOL G05052 5 48853 8,547 9,488.23 0.00%
MICROSOFT CORP 3.7 53547 5,000 6,300.50 0.00%
FNMA POOL AC5401 5 51044 4,139 4,749.35 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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