Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 3/31/2020
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Security Name Interest Rate Maturity Date Shares Market Value Weight
GNMA II TBA 30 YR 3 3 4/21/2050 18,200,000.00 19,240,101.43 7.59%
FNMA TBA 30 YR 3 3 4/15/2050 14,200,000.00 14,887,257.71 5.87%
FNMA TBA 30 YR 3 3 5/13/2050 14,100,000.00 14,774,706.86 5.83%
FED HOME LN DISCOUNT NT 0 4/17/2020 12,000,000.00 11,999,679.96 4.73%
FED HOME LN DISCOUNT NT 0 5/14/2020 12,000,000.00 11,999,139.96 4.73%
FED HOME LN DISCOUNT NT 0 5/27/2020 8,000,000.00 7,999,253.36 3.16%
FNMA TBA 30 YR 3.5 3.5 4/15/2050 6,400,000.00 6,764,157.82 2.67%
FNMA TBA 30 YR 4 4 4/15/2050 5,800,000.00 6,185,671.46 2.44%
FREDDIE MAC 1.5 2/12/2025 5,600,000.00 5,846,268.29 2.31%
FNMA TBA 30 YR 2.5 2.5 4/15/2050 5,460,000.00 5,656,645.34 2.23%
GNMA II TBA 30 YR 3.5 3.5 4/21/2050 5,300,000.00 5,586,568.46 2.20%
JAPAN TREASURY DISC BILL 0 5/11/2020 568,850,000.00 5,270,574.38 2.08%
FED HOME LN DISCOUNT NT 0 4/8/2020 5,000,000.00 4,999,941.65 1.97%
FANNIE MAE 5.625 7/15/2037 3,086,000.00 4,864,539.29 1.92%
FEDERAL HOME LOAN BANK 2.375 3/14/2025 4,200,000.00 4,596,728.60 1.81%
GNMA II TBA 30 YR 2.5 2.5 4/21/2050 3,900,000.00 4,076,109.41 1.61%
FNMA TBA 15 YR 3 3 4/20/2035 3,600,000.00 3,766,637.45 1.49%
FNMA TBA 30 YR 2.5 2.5 5/13/2050 3,600,000.00 3,723,197.72 1.47%
FNMA TBA 15 YR 2.5 2.5 4/20/2035 2,600,000.00 2,696,636.70 1.06%
FED HM LN PC POOL G08816 3.5 6/1/2048 2,232,677.50 2,364,976.48 0.93%
GNMA II POOL MA6040 4 7/20/2049 1,976,797.65 2,101,292.43 0.83%
FEDERAL FARM CREDIT BANK 2.78 11/2/2037 1,800,000.00 2,091,683.43 0.83%
FNMA POOL BE4435 3 11/1/2046 1,710,442.75 1,806,821.89 0.71%
FNMA POOL BC1171 3.5 6/1/2046 1,319,503.35 1,405,487.33 0.55%
FNMA POOL BD1165 3 10/1/2046 1,320,964.69 1,393,981.15 0.55%
REPUBLIC OF CHILE 0.83 7/2/2031 1,370,000.00 1,353,120.20 0.53%
FEDERAL FARM CREDIT BANK 2.625 10/15/2049 1,140,000.00 1,333,050.04 0.53%
FEDERAL FARM CREDIT BANK 3.43 4/6/2045 1,000,000.00 1,316,271.94 0.52%
FEDERAL FARM CREDIT BANK 3.66 3/7/2044 974,000.00 1,316,259.65 0.52%
FNMA POOL BJ6137 3.5 1/1/2048 1,235,907.01 1,312,664.78 0.52%
HUDSON YARDS 2.835 8/10/2038 1,000,000.00 1,042,824.00 0.41%
MARRIOTT INTERNATIONAL 2.875 3/1/2021 1,025,000.00 959,741.11 0.38%
GNMA II TBA 30 YR 4.5 4.5 4/21/2050 900,000.00 955,265.63 0.38%
WASHINGTON ST HSG FIN COMMISSI 3 1/1/2025 985,000.00 951,864.60 0.38%
UNIV OF CALIFORNIA CA RGTS MED 3.706 5/15/2120 900,000.00 931,878.00 0.37%
CMWLTH FING AUTH PA 2.758 6/1/2030 850,000.00 917,634.50 0.36%
NSTAR ELECTRIC CO 3.95 4/1/2030 830,000.00 908,843.24 0.36%
FREDDIE MAC 3.5 2/15/2026 847,000.00 902,203.73 0.36%
CONSERVATION FUND 3.474 12/15/2029 800,000.00 894,498.48 0.35%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/2028 770,000.00 892,422.30 0.35%
STARBUCKS CORP 4.45 8/15/2049 750,000.00 864,166.74 0.34%
CALIFORNIA ST 7.625 3/1/2040 525,000.00 848,972.25 0.33%
TRINITY HEALTH CORP 3.434 12/1/2048 800,000.00 840,100.36 0.33%
FREDDIE MAC 3.5 6/15/2026 780,000.00 824,596.34 0.33%
AT+T INC 4.75 5/15/2046 715,000.00 794,376.89 0.31%
ING GROEP NV 4.625 1/6/2026 750,000.00 791,911.58 0.31%
CON EDISON CO OF NY INC 3.95 4/1/2050 750,000.00 791,836.44 0.31%
HONG KONG 2.5 5/28/2024 750,000.00 789,273.08 0.31%
CALIFORNIA ST HLTH FACS FING A 2.984 6/1/2033 760,000.00 763,914.00 0.30%
BOSTON MEDICAL CTR CORP 4.519 7/1/2026 705,000.00 763,777.27 0.30%
PARK AVENUE TRUST 3.508 6/5/2037 712,000.00 759,649.75 0.30%
CLEARWAY ENERGY OP LLC 4.75 3/15/2028 800,000.00 745,000.00 0.29%
BANK OF AMERICA CORP 3.124 1/20/2023 725,000.00 737,248.86 0.29%
CNH INDUSTRIAL CAP LLC 4.875 4/1/2021 750,000.00 733,549.49 0.29%
PHILADELPHIA PA WTR WSTWTR R 4.189 10/1/2037 665,000.00 732,637.15 0.29%
MADISON AVENUE TRUST 3.08183 8/15/2034 729,000.00 717,826.40 0.28%
CITY OF TORONTO CANADA 2.6 9/24/2039 1,060,000.00 717,763.02 0.28%
ONE MARKET PLAZA TRUST 3.6139 2/10/2032 710,000.00 705,816.25 0.28%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/2022 775,000.00 686,636.13 0.27%
COMM MORTGAGE TRUST 3.7255 3/10/2031 644,000.00 673,656.20 0.27%
COMM MORTGAGE TRUST 3.4244 3/10/2031 640,000.00 664,469.95 0.26%
FNMA POOL BE8063 3 12/1/2046 622,914.58 657,803.32 0.26%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/2050 490,000.00 655,659.20 0.26%
BLUEHUB LOAN FUND 2.89 1/1/2027 600,000.00 636,687.49 0.25%
STANFORD HEALTH CARE 3.31 8/15/2030 595,000.00 630,330.14 0.25%
HOME DEPOT INC 5.95 4/1/2041 420,000.00 589,005.79 0.23%
FANNIE MAE 3.5 8/25/2058 539,982.12 585,346.40 0.23%
JP MORGAN CHASE COMMERCIAL MOR 4.1283 7/5/2031 555,000.00 573,968.68 0.23%
TRUIST FIN CORP 3.875 3/19/2029 575,000.00 570,826.89 0.23%
BRANDYWINE OPER PARTNERS 4.55 10/1/2029 500,000.00 570,246.29 0.22%
MKT 2020 525M MORTGAGE TRUST 2.694 2/12/2040 600,000.00 569,608.56 0.22%
AMGEN INC 3.2 11/2/2027 525,000.00 566,209.77 0.22%
FIFTH THIRD BANCORP 8.25 3/1/2038 425,000.00 562,101.53 0.22%
AON PLC 4.75 5/15/2045 500,000.00 559,771.14 0.22%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/2035 420,000.00 554,803.20 0.22%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/2041 435,000.00 554,320.50 0.22%
TOLL BROS FINANCE CORP 4.35 2/15/2028 600,000.00 551,125.50 0.22%
BANK OF AMERICA CORP 2.456 10/22/2025 545,000.00 551,035.49 0.22%
BOSTON PROPERTIES LP 4.5 12/1/2028 500,000.00 550,502.90 0.22%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/2045 400,000.00 542,681.47 0.21%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/2024 505,000.00 536,173.65 0.21%
AXA SA 8.6 12/15/2030 400,000.00 532,842.91 0.21%
CREDIT AGRICOLE LONDON 4.125 1/10/2027 510,000.00 521,146.44 0.21%
BAY AREA CA TOLL AUTH TOLL BRI 7.043 4/1/2050 325,000.00 518,882.00 0.20%
BIOGEN INC 5.2 9/15/2045 400,000.00 518,689.89 0.20%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/2028 500,000.00 518,685.00 0.20%
SBA TOWER TRUST 3.869 10/15/2049 500,000.00 517,114.75 0.20%
MORGAN STANLEY CAPITAL I TRUST 1.40463 11/15/2034 531,000.00 508,825.33 0.20%
ERAC USA FINANCE LLC 3.85 11/15/2024 500,000.00 507,289.41 0.20%
US BANCORP 3.6 9/11/2024 493,000.00 507,151.90 0.20%
VENTAS REALTY LP 3.5 2/1/2025 500,000.00 490,819.62 0.19%
CITIGROUP INC 3.352 4/24/2025 475,000.00 487,469.00 0.19%
BPCE SA 4.875 4/1/2026 500,000.00 486,107.11 0.19%
DIST OF COLUMBIA REVENUE 4.125 7/1/2027 500,000.00 479,515.00 0.19%
AT+T INC 3.95 1/15/2025 445,000.00 470,696.13 0.19%
PUBLIC SERVICE COLORADO 4.1 6/15/2048 420,000.00 458,647.76 0.18%
FED HM LN PC POOL Q33602 3 5/1/2045 431,809.23 457,313.80 0.18%
AMERICAN BUILDERS CONTRACTOR 0 1/15/2027 497,500.00 451,895.67 0.18%
DIGNITY HEALTH 4.5 11/1/2042 408,000.00 448,135.34 0.18%
ALTICE FRANCE SA 0 1/31/2026 475,891.88 447,338.37 0.18%
FNMA POOL 932441 4 1/1/2040 413,288.54 447,155.24 0.18%
GREENKO DUTCH BV 5.25 7/24/2024 545,000.00 441,177.50 0.17%
KLABIN AUSTRIA GMBH 5.75 4/3/2029 480,000.00 438,028.80 0.17%
BOSTON PROPERTIES LP 3.65 2/1/2026 430,000.00 437,069.54 0.17%
OREGON ST HLTH SCIENCE UNIV 5 7/1/2045 350,000.00 436,355.50 0.17%
ORLANDO HEALTH OBL GRP 4.416 10/1/2044 395,000.00 435,711.26 0.17%
AZURE POWER SOLAR ENERGY 5.65 12/24/2024 500,000.00 427,980.00 0.17%
HUNTINGTON BANCSHARES 3.15 3/14/2021 425,000.00 426,225.05 0.17%
AMAZON.COM INC 4.8 12/5/2034 325,000.00 424,480.04 0.17%
AIR LEASE CORP 3.625 12/1/2027 500,000.00 418,400.94 0.17%
VERIZON COMMUNICATIONS 4.016 12/3/2029 370,000.00 418,030.30 0.16%
VODAFONE GROUP PLC 4.375 2/19/2043 400,000.00 414,654.17 0.16%
SELF HELP CREDIT 2.5 6/27/2022 400,000.00 410,008.64 0.16%
FREDDIE MAC 3.5 2/15/2026 383,000.00 405,452.53 0.16%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/2024 400,000.00 401,840.00 0.16%
THERMO FISHER SCIENTIFIC 4.133 3/25/2025 375,000.00 401,791.09 0.16%
FANNIE MAE 3.5 3/25/2027 368,000.00 401,438.98 0.16%
SPRINT COMMUNICATIONS INC 0 2/2/2024 397,700.00 396,208.63 0.16%
APTIV CORP 4.15 3/15/2024 401,000.00 394,393.46 0.16%
AMERICAN INTL GROUP 3.9 4/1/2026 380,000.00 392,175.77 0.15%
JM SMUCKER CO 4.25 3/15/2035 380,000.00 391,576.21 0.15%
AMERICAN TOWER CORP 5 2/15/2024 362,000.00 383,828.61 0.15%
COOPERATIEVE RABOBANK UA 3.95 11/9/2022 375,000.00 379,039.58 0.15%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/2023 340,000.00 376,883.20 0.15%
GS MORTGAGE SECURITIES TRUST 1.40463 7/15/2032 395,000.00 375,543.49 0.15%
FREDDIE MAC 2.5 12/15/2042 361,196.06 375,059.99 0.15%
BRISTOL MYERS SQUIBB CO 3.875 8/15/2025 325,000.00 372,972.20 0.15%
VIACOMCBS INC 2.9 1/15/2027 400,000.00 365,648.39 0.14%
WRKCO INC 3 9/15/2024 375,000.00 365,246.17 0.14%
CHARTER COMM OPT LLC/CAP 6.484 10/23/2045 300,000.00 363,360.43 0.14%
AIA GROUP LTD 4.5 3/16/2046 325,000.00 359,625.73 0.14%
RUSSELL INVTS US INSTITUTIONAL 0 6/1/2023 387,551.28 359,453.81 0.14%
MORGAN STANLEY 3.625 1/20/2027 335,000.00 359,288.21 0.14%
ALLINA HEALTH SYSTEM 4.805 11/15/2045 291,000.00 352,077.84 0.14%
FREMF MORTGAGE TRUST 4.081334 10/25/2031 461,000.00 350,637.71 0.14%
BROADCOM CRP / CAYMN FI 3.625 1/15/2024 355,000.00 349,381.75 0.14%
CON EDISON CO OF NY INC 4.125 5/15/2049 320,000.00 347,884.93 0.14%
AEGEA FINANCE SARL 5.75 10/10/2024 370,000.00 343,639.35 0.14%
CITY OF HOPE/THE 5.623 11/15/2043 250,000.00 337,419.05 0.13%
ILLINOIS ST 5.1 6/1/2033 335,000.00 333,026.85 0.13%
THERMO FISHER SCIENT 2.37 4/15/2032 305,000.00 331,113.96 0.13%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/2021 320,000.00 324,819.20 0.13%
NEW JERSEY ST TURNPIKE AUTH 7.102 1/1/2041 225,000.00 321,257.25 0.13%
MORGAN STANLEY BAML TRUST 4.259 10/15/2046 300,000.00 320,579.70 0.13%
DISCOVER FINANCIAL SVS 3.75 3/4/2025 325,000.00 319,439.95 0.13%
FNMA POOL AS3608 2.5 12/1/2043 305,775.82 318,876.10 0.13%
MORGAN STANLEY BAML TRUST 4.051 4/15/2047 300,000.00 317,830.11 0.13%
REGENCY CENTERS LP 3.75 6/15/2024 300,000.00 314,882.12 0.12%
CROWN CASTLE INTL CORP 3.7 6/15/2026 300,000.00 307,196.72 0.12%
DIGNITY HEALTH 5.267 11/1/2064 250,000.00 293,652.14 0.12%
NEW JERSEY ST TURNPIKE AUTH 7.414 1/1/2040 200,000.00 293,476.00 0.12%
SBA TOWER TRUST 3.168 4/9/2047 290,000.00 288,642.22 0.11%
THERMO FISHER SCIENTIFIC 4.15 2/1/2024 265,000.00 284,641.68 0.11%
CHILDREN S HOSPITAL CORP 4.115 1/1/2047 230,000.00 283,215.06 0.11%
CHARTER COMMUNICATIONS OPERATI 0 2/1/2027 288,877.11 279,247.97 0.11%
COX COMMUNICATIONS INC 4.8 2/1/2035 250,000.00 272,331.62 0.11%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/2023 245,000.00 267,799.70 0.11%
STARBUCKS CORP 3.75 12/1/2047 275,000.00 266,084.29 0.10%
FREDDIE MAC 3.5 12/15/2025 252,338.30 265,798.28 0.10%
MICRON TECHNOLOGY INC 4.64 2/6/2024 260,000.00 264,555.90 0.10%
REINSURANCE GRP OF AMER 3.95 9/15/2026 250,000.00 262,878.41 0.10%
FED HM LN PC POOL G08347 4.5 6/1/2039 239,430.67 262,671.23 0.10%
ARDAGH PKG FIN/HLDGS USA 4.25 9/15/2022 260,000.00 261,619.54 0.10%
STANDARD CHARTERED PLC 5.7 3/26/2044 250,000.00 260,707.68 0.10%
FNMA POOL MA1931 2.5 6/1/2024 250,787.41 260,520.10 0.10%
CARMAX AUTO OWNER TRUST 2.56 2/15/2022 260,000.00 259,102.43 0.10%
COOPERATIEVE RABOBANK UA 3.875 9/26/2023 250,000.00 257,522.93 0.10%
CHARTER COMM OPT LLC/CAP 5.75 4/1/2048 225,000.00 256,242.54 0.10%
INDIANA ST FIN AUTH REVENUE 3.624 7/1/2036 235,000.00 254,213.60 0.10%
BNP PARIBAS 3.8 1/10/2024 245,000.00 253,071.05 0.10%
MICHIGAN ST FIN AUTH REVENUE 2.491 4/1/2020 250,000.00 250,000.00 0.10%
FREMF MORTGAGE TRUST 3.674282 11/25/2049 250,000.00 248,752.33 0.10%
CARMAX AUTO OWNER TRUST 2.7 10/16/2023 250,000.00 248,613.93 0.10%
BPCE SA 3 5/22/2022 250,000.00 247,812.82 0.10%
LENNAR CORP 4.125 1/15/2022 245,000.00 244,470.80 0.10%
FED HM LN PC POOL G30614 3.5 12/1/2032 226,420.03 243,939.81 0.10%
CPT MORTGAGE TRUST 2.865 11/13/2039 240,000.00 241,182.05 0.10%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2021 250,000.00 241,122.50 0.10%
AMAZON.COM INC 3.875 8/22/2037 200,000.00 239,835.29 0.09%
FNMA POOL 745327 6 3/1/2036 204,815.44 236,372.81 0.09%
AMERICAN TOWER CORP 3.375 5/15/2024 235,000.00 235,933.87 0.09%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2022 250,000.00 235,012.50 0.09%
VERIZON COMMUNICATIONS 3.875 2/8/2029 210,000.00 232,756.67 0.09%
NY + PRESBYTERIAN HOSPIT 4.024 8/1/2045 215,000.00 229,700.12 0.09%
FANNIE MAE 3.5 7/25/2054 216,294.81 229,563.03 0.09%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/2027 205,000.00 229,337.60 0.09%
FNMA POOL AB4168 3.5 1/1/2032 211,595.00 227,810.17 0.09%
MORGAN STANLEY 3.95 4/23/2027 210,000.00 221,705.02 0.09%
ALMONDE INC 0 6/13/2024 254,662.67 221,556.52 0.09%
ILLINOIS ST 3.86 4/1/2021 215,000.00 219,426.85 0.09%
HARBOR FREIGHT TOOLS USA INC 0 8/18/2023 235,097.13 215,701.62 0.09%
FNMA POOL AY3370 2.5 4/1/2045 206,413.12 215,258.18 0.08%
VODAFONE GROUP PLC 6.15 2/27/2037 185,000.00 215,153.96 0.08%
FREMF MORTGAGE TRUST 3.753224 11/25/2050 220,000.00 212,403.00 0.08%
ALIBABA GROUP HOLDING 2.8 6/6/2023 200,000.00 203,652.04 0.08%
DUKE REALTY LP 3.625 4/15/2023 200,000.00 202,152.50 0.08%
EBAY INC 3.6 6/5/2027 195,000.00 201,405.65 0.08%
ILLINOIS TOOL WORKS INC 4.875 9/15/2041 175,000.00 200,787.56 0.08%
ING GROEP NV 3.95 3/29/2027 200,000.00 200,640.01 0.08%
ADIENT US LLC 0 5/6/2024 222,755.62 197,974.06 0.08%
FNMA POOL AE4192 4 10/1/2040 178,273.80 194,370.96 0.08%
GRAY TELEVISION INC 5.875 7/15/2026 200,000.00 193,670.00 0.08%
KAISER FOUNDATION HOSPIT 3.15 5/1/2027 185,000.00 190,628.60 0.08%
FED HM LN PC POOL J17791 3 1/1/2027 180,582.62 189,658.58 0.07%
MORGAN STANLEY BAML TRUST 3.526 12/15/2047 180,167.00 188,597.52 0.07%
BAY AREA CA TOLL AUTH TOLL BRI 6.918 4/1/2040 125,000.00 184,665.00 0.07%
FNMA POOL AB6472 2 10/1/2027 177,275.38 183,219.56 0.07%
REINSURANCE GRP OF AMER 4.7 9/15/2023 164,000.00 180,876.79 0.07%
GO DADDY OPER CO LLC 0 2/15/2024 186,452.48 178,807.93 0.07%
SEATTLE SPINCO INC 0 6/21/2024 195,711.33 178,423.56 0.07%
FANNIE MAE 3 2/25/2049 167,297.03 177,065.87 0.07%
FREMF MORTGAGE TRUST 3.974837 7/25/2049 175,000.00 176,843.94 0.07%
NETS HOLDING A/S 0 2/6/2025 176,388.82 174,793.25 0.07%
FANNIE MAE CAS 5.29663 5/25/2029 180,622.42 174,230.01 0.07%
FNMA POOL AP9592 3.5 10/1/2032 161,360.09 173,804.62 0.07%
FED HM LN PC POOL A95085 4 11/1/2040 159,653.38 172,633.29 0.07%
FED HM LN PC POOL A37619 4.5 9/1/2035 156,359.78 171,123.78 0.07%
COTY INC 0 4/7/2025 203,748.24 170,639.15 0.07%
FED HM LN PC POOL 849167 2.835 10/1/2043 165,591.78 169,468.42 0.07%
PROLOGIS LP 3.25 10/1/2026 165,000.00 169,131.69 0.07%
COX COMMUNICATIONS INC 3.15 8/15/2024 165,000.00 168,747.56 0.07%
FED HM LN PC POOL G01837 5 7/1/2035 151,238.00 168,261.92 0.07%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2024 165,000.00 165,049.50 0.07%
FANNIE MAE 3 9/25/2047 153,281.97 163,777.32 0.06%
KIMCO REALTY CORP 3.4 11/1/2022 160,000.00 157,160.41 0.06%
O REILLY AUTOMOTIVE INC 3.8 9/1/2022 155,000.00 156,103.15 0.06%
USI INC 0 5/16/2024 170,625.01 155,695.32 0.06%
FANNIE MAE 3 9/25/2047 145,972.83 155,622.67 0.06%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/2030 130,000.00 153,693.80 0.06%
CAPITAL ONE FINANCIAL CO 4.2 10/29/2025 155,000.00 153,520.99 0.06%
FREMF MORTGAGE TRUST 4.072969 7/25/2050 155,000.00 153,262.48 0.06%
NUVEEN FINANCE LLC 4.125 11/1/2024 160,000.00 153,069.01 0.06%
FED HM LN PC POOL G06990 5.5 8/1/2040 134,750.02 152,882.55 0.06%
LOS ANGELES CA DEPT OF ARPTS A 3.887 5/15/2038 140,000.00 150,390.80 0.06%
FNMA POOL AR1524 2 1/1/2028 142,826.63 147,614.08 0.06%
BLACKHAWK NETWORK HLDGS INC 0 6/15/2025 176,850.00 146,196.06 0.06%
RYDER SYSTEM INC 2.5 5/11/2020 145,000.00 144,965.02 0.06%
MEMORIAL SLOAN KETTERING 4.125 7/1/2052 120,000.00 143,490.22 0.06%
FED HM LN PC POOL A94362 4 10/1/2040 131,345.53 143,160.68 0.06%
FED HM LN PC POOL G14599 2.5 11/1/2027 132,539.90 138,072.09 0.05%
FNMA POOL BE1416 2.5 11/1/2031 131,925.95 137,204.75 0.05%
IRON MOUNTAIN INC DEL 0 1/2/2026 142,100.00 137,126.50 0.05%
CARMAX AUTO OWNER TRUST 2.16 12/15/2021 135,000.00 134,559.82 0.05%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2025 135,000.00 134,558.55 0.05%
FREMF MORTGAGE TRUST 4.035261 7/25/2027 136,000.00 134,064.69 0.05%
FNMA POOL MA1630 4 10/1/2033 120,087.98 131,215.49 0.05%
FNMA POOL 930672 4.5 3/1/2039 116,422.61 127,695.23 0.05%
FNMA POOL MA0949 3.5 1/1/2032 116,539.35 125,487.34 0.05%
FNMA POOL AB1343 4.5 8/1/2040 113,743.10 124,856.54 0.05%
NORTHEASTERN UNIVERSITY 5.285 3/1/2032 100,000.00 122,556.81 0.05%
FED HM LN PC POOL G01828 4.5 4/1/2035 111,398.10 122,017.34 0.05%
BWAY MORTGAGE TRUST 2.8093 3/10/2033 118,576.65 120,079.61 0.05%
FNMA POOL AE0216 4 8/1/2040 109,911.68 119,004.32 0.05%
DIAMOND (BC) B V 0 9/6/2024 146,625.00 113,267.81 0.04%
FED HM LN PC POOL G02424 5.5 12/1/2036 99,296.52 112,720.52 0.04%
WYNDHAM HOTELS + RESORTS INC 0 5/30/2025 128,050.00 112,684.00 0.04%
FANNIE MAE CAS 4.49663 7/25/2029 119,264.20 110,418.24 0.04%
FED HM LN PC POOL A89384 4 10/1/2039 101,431.83 109,752.77 0.04%
FED HM LN PC POOL G04997 5 1/1/2037 93,619.04 104,306.25 0.04%
CROWN FIN US INC 0 2/28/2025 154,771.43 104,006.40 0.04%
FED HM LN PC POOL G06079 6 7/1/2039 89,931.61 103,843.91 0.04%
HOWARD UNIVERSITY 2.657 10/1/2026 100,000.00 102,328.84 0.04%
MARSH + MCLENNAN COS INC 3.3 3/14/2023 100,000.00 101,827.29 0.04%
SELF HELP CREDIT UN 2.2 6/25/2021 100,000.00 101,147.51 0.04%
FED HM LN PC POOL Q01807 4.5 7/1/2036 92,522.62 100,845.12 0.04%
FREMF MORTGAGE TRUST 3.879254 2/25/2050 100,000.00 100,746.28 0.04%
FNMA POOL MA0639 4 2/1/2041 92,573.81 100,225.65 0.04%
NEXSTAR BROADCASTING INC 0 1/17/2024 105,089.95 98,679.46 0.04%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/2027 100,000.00 96,539.00 0.04%
CARMAX AUTO OWNER TRUST 1.9 4/15/2022 95,000.00 94,636.75 0.04%
FNMA POOL 995243 4.5 8/1/2038 86,013.70 94,284.68 0.04%
FED HM LN PC POOL A89148 4 10/1/2039 82,215.85 89,039.26 0.04%
CHG PPC PARENT LLC 0 3/31/2025 98,250.00 88,916.25 0.04%
FREMF MORTGAGE TRUST 3.844016 10/25/2049 90,000.00 87,589.74 0.03%
FREMF MORTGAGE TRUST 3.674282 11/25/2049 90,000.00 86,294.42 0.03%
FNMA POOL BD1153 3 8/1/2046 81,321.08 85,848.25 0.03%
FED HM LN PC POOL A93101 5 7/1/2040 75,969.94 84,362.19 0.03%
FNMA POOL 190370 6 6/1/2036 72,305.21 83,443.24 0.03%
FREMF MORTGAGE TRUST 3.944061 9/25/2049 85,000.00 83,201.62 0.03%
FED HM LN PC POOL A97047 4.5 2/1/2041 75,588.03 82,871.11 0.03%
FED HM LN PC POOL A95796 4 12/1/2040 75,801.31 82,003.87 0.03%
FNMA POOL AL1627 4.5 9/1/2041 73,130.21 80,259.61 0.03%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/2033 70,000.00 78,417.50 0.03%
CAPITAL ONE FINANCIAL CO 3.75 3/9/2027 80,000.00 76,982.06 0.03%
CAPITAL ONE FINANCIAL CO 3.75 7/28/2026 80,000.00 74,874.56 0.03%
FNMA POOL AE0625 4 12/1/2040 67,758.15 74,644.22 0.03%
CARMAX AUTO OWNER TRUST 2.2 6/15/2022 75,000.00 74,491.84 0.03%
FNMA POOL 995082 5.5 8/1/2037 64,374.18 72,996.02 0.03%
FED HM LN PC POOL G08499 3 7/1/2042 67,676.51 71,652.09 0.03%
FED HM LN PC POOL Q00291 5 4/1/2041 62,848.56 69,788.16 0.03%
FREMF MORTGAGE TRUST 3.980931 5/25/2050 70,000.00 69,007.23 0.03%
SS C TECHNOLOGIES INC 0 4/16/2025 67,709.19 64,493.00 0.03%
FREDDIE MAC STACR 2.59663 4/25/2043 66,309.65 62,345.66 0.02%
FED HM LN PC POOL Q06160 4 2/1/2037 56,571.11 61,290.85 0.02%
VERIZON COMMUNICATIONS 3.376 2/15/2025 57,000.00 60,997.28 0.02%
FNMA POOL AW4685 2.619 5/1/2044 59,922.67 60,431.35 0.02%
FNMA POOL AD1649 4 3/1/2040 55,472.20 60,065.63 0.02%
FREMF MORTGAGE TRUST 3.753224 11/25/2050 65,000.00 59,051.99 0.02%
FNMA POOL AA9846 4 8/1/2039 54,201.20 58,643.30 0.02%
FED HM LN PC POOL A87874 4 8/1/2039 51,020.59 55,597.47 0.02%
FNMA POOL AC9564 4.5 2/1/2040 50,489.68 55,413.71 0.02%
FNMA POOL AC1877 4.5 9/1/2039 50,205.41 55,061.46 0.02%
FED HM LN PC POOL J20118 2.5 8/1/2027 50,044.00 52,053.71 0.02%
FNMA POOL AE0215 4 12/1/2039 47,876.80 51,807.70 0.02%
FED HM LN PC POOL A89729 4 11/1/2039 45,652.11 49,390.44 0.02%
FREMF MORTGAGE TRUST 4.021416 11/25/2032 67,000.00 49,141.87 0.02%
FNMA POOL AE0624 4 11/1/2040 44,592.01 48,265.64 0.02%
SS C TECHNOLOGIES INC 0 4/16/2025 48,315.17 46,020.20 0.02%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/2029 40,000.00 45,923.60 0.02%
FNMA POOL AL0005 4.5 1/1/2041 41,553.78 45,595.37 0.02%
CORE + MAIN LP 6.125 8/15/2025 45,000.00 42,186.15 0.02%
FNMA POOL AJ5974 4 12/1/2036 37,449.53 40,553.19 0.02%
FNMA POOL AI7951 4.5 8/1/2036 36,805.64 40,360.12 0.02%
FNMA POOL AL0049 6 12/1/2035 35,024.73 40,202.63 0.02%
FED HM LN PC POOL A93996 4.5 9/1/2040 36,455.07 39,974.20 0.02%
FNMA POOL 889529 6 3/1/2038 33,386.57 38,532.94 0.02%
FNMA POOL AE4113 4 10/1/2040 35,571.31 38,517.86 0.02%
FREMF MORTGAGE TRUST 3.726943 10/25/2049 40,000.00 36,414.30 0.01%
FNMA POOL 745044 4.5 8/1/2035 33,173.34 36,377.60 0.01%
FNMA POOL AC2817 4 10/1/2039 32,844.74 35,545.93 0.01%
FNMA POOL AS8449 2.5 12/1/2031 30,024.77 31,228.87 0.01%
FED HM LN PC POOL G01838 5 7/1/2035 26,337.24 29,247.03 0.01%
FNMA POOL AE5143 4 11/1/2040 26,722.84 28,931.39 0.01%
MA FINANCECO LLC 0 6/21/2024 28,980.35 26,420.43 0.01%
FED HM LN PC POOL G01779 5 4/1/2035 23,091.16 25,674.92 0.01%
MISSION BROADCASTING INC 0 1/17/2024 27,103.90 25,450.56 0.01%
FNMA POOL AB1763 4 11/1/2030 21,981.99 24,011.48 0.01%
FED HM LN PC POOL A94742 4 11/1/2040 21,766.66 23,647.16 0.01%
FNMA POOL 890248 6 8/1/2037 18,747.94 21,630.19 0.01%
FNMA POOL AD8033 4 8/1/2040 19,541.11 21,155.32 0.01%
FED HM LN PC POOL A12413 5 8/1/2033 18,180.19 20,158.77 0.01%
CNH EQUIPMENT TRUST 1.93 3/15/2024 20,000.00 19,870.35 0.01%
FED HM LN PC POOL A95084 4 11/1/2040 17,746.01 19,184.37 0.01%
FED HM LN PC POOL Z40004 6 8/1/2036 15,389.99 17,729.50 0.01%
FED HM LN PC POOL Q17103 4 6/1/2041 11,862.36 12,695.61 0.01%
FNMA POOL MA0919 3.5 12/1/2031 11,713.17 12,612.89 0.00%
MEMORIAL SLOAN KETTERING 4.2 7/1/2055 10,000.00 12,118.78 0.00%
FED HM LN PC POOL G05052 5 10/1/2033 9,801.15 10,772.95 0.00%
COX COMMUNICATIONS INC 3.85 2/1/2025 10,000.00 10,411.61 0.00%
MICROSOFT CORP 3.7 8/8/2046 5,000.00 6,028.52 0.00%
FNMA POOL AC5401 5 10/1/2039 4,882.86 5,415.15 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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