Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 12/31/2017
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SECURITY NAME COUPON MATURITY CUSIP SHARES MARKET VALUE WEIGHT
FED HOME LN DISCOUNT NT 0.01 3/21/18 '313385UN4 7,500,000.00 7,478,227.50 4.1%
FED HOME LN DISCOUNT NT 0 12/29/17 '313385RC2 6,500,000.00 6,500,000.00 3.6%
GNMA II TBA 30 YR 3.5 3.5 1/24/48 '21H032613 5,300,000.00 5,479,289.09 3.0%
FANNIE MAE 1.5 6/22/20 '3135G0D75 5,328,000.00 5,266,690.70 2.9%
FNMA TBA 30 YR 3.5 3.5 1/18/48 '01F032617 4,021,000.00 4,128,750.42 2.3%
FANNIE MAE 5.625 7/15/37 '31398AFD9 2,376,000.00 3,341,413.94 1.8%
GNMA II TBA 30 YR 3 3 1/24/48 '21H030617 3,300,000.00 3,330,164.08 1.8%
FHLMC TBA 30 YR 3.5 3.5 1/18/48 '02R032612 3,000,000.00 3,081,016.56 1.7%
FNMA TBA 15 YR 3 3 1/23/33 '01F030413 2,600,000.00 2,648,445.36 1.5%
FNMA POOL BE4435 3 11/1/46 '3140FP4V8 2,403,239.50 2,406,561.62 1.3%
FNMA POOL BC1171 3.5 6/1/46 '3140EVJR9 2,226,113.37 2,287,513.32 1.3%
GNMA II TBA 30 YR 4 4 1/24/48 '21H040616 2,100,000.00 2,189,250.06 1.2%
FNMA POOL AN4301 3.15 1/1/27 '3138LGX76 2,109,700.00 2,158,839.09 1.2%
FHLMC TBA 30 YR 4 4 1/18/48 '02R040615 1,800,000.00 1,882,406.20 1.0%
FNMA POOL 469829 2.72 12/1/18 '31381S4N9 1,610,145.58 1,618,338.69 0.9%
MET TRANSPRTN AUTH NY DEDICATE 5 11/15/38 '59259N6U2 1,275,000.00 1,526,723.25 0.8%
FNMA POOL AN6744 2.94 9/1/27 '3138LKP68 1,500,000.00 1,509,937.08 0.8%
FNMA POOL AN7540 2.91 11/1/27 '3138LLLW3 1,500,000.00 1,506,968.27 0.8%
FNMA POOL AN5557 2.9 5/1/27 '3138LJE71 1,486,314.06 1,493,555.32 0.8%
FNMA POOL AN1840 2.45 6/1/26 '3138LEBJ9 1,486,909.46 1,456,331.97 0.8%
FNMA POOL AM7598 3.07 12/1/24 '3138L8NQ3 1,388,114.28 1,424,402.45 0.8%
FNMA POOL 471478 2.61 8/1/22 '31381UXF9 1,351,543.34 1,360,531.74 0.8%
FNMA TBA 30 YR 4 4 1/18/48 '01F040610 1,300,000.00 1,359,562.13 0.8%
FNMA POOL AN7300 3.29 11/1/27 '3138LLDE2 1,236,407.87 1,278,921.26 0.7%
FNMA POOL AM5197 4.2 1/1/30 '3138L5X39 1,165,843.91 1,273,834.17 0.7%
FNMA POOL AM8659 2.88 4/1/31 '3138L9TR3 1,255,504.55 1,228,034.46 0.7%
FNMA POOL AN2787 2.6 9/1/28 '3138LFCZ9 1,150,000.00 1,124,110.76 0.6%
FNMA POOL AN2791 2.44 9/1/26 '3138LFC55 1,123,306.29 1,101,850.98 0.6%
FNMA POOL AM7507 3.08 12/1/24 '3138L8KV5 1,043,874.21 1,071,690.35 0.6%
FNMA POOL AM9154 3.18 6/1/30 '3138LAE47 1,054,173.42 1,069,152.56 0.6%
FNMA POOL 469879 3.22 12/1/21 '31381S6Q0 986,101.57 1,013,403.00 0.6%
FNMA POOL AM6266 3.58 7/1/30 '3138L66C7 963,740.06 996,209.27 0.6%
FNMA POOL AM8148 2.68 3/1/27 '3138L9BS0 1,000,000.00 989,954.34 0.5%
FNMA POOL AM9239 3.03 6/1/25 '3138LAHR3 968,128.29 989,529.36 0.5%
HUDSON YARDS 2.835 8/10/38 '44421LAA0 1,000,000.00 979,184.70 0.5%
FNMA POOL AN1767 2.98 6/1/31 '3138LD6D0 974,555.90 969,943.91 0.5%
GNMA II TBA 30 YR 4.5 4.5 1/24/48 '21H042612 900,000.00 944,156.21 0.5%
AMERICAN BLDRS + CONTRACTORS 0 10/31/23 '02474RAE3 893,250.00 898,320.98 0.5%
FREDDIE MAC 3.5 2/15/26 '3137A6YW6 847,000.00 877,871.96 0.5%
OBP DEPOSITOR LLC TRUST 4.6462 7/15/45 '67087MAA4 806,000.00 843,150.31 0.5%
CALIFORNIA ST 7.625 3/1/40 '13063BFR8 525,000.00 823,383.75 0.5%
FREDDIE MAC 3.5 6/15/26 '3137ACFM6 780,000.00 806,619.37 0.4%
FNMA POOL BE8063 3 12/1/46 '3140FT5Z0 801,812.25 802,921.53 0.4%
CNH INDUSTRIAL CAPITAL L 4.875 4/1/21 '12592BAF1 750,000.00 789,375.00 0.4%
ONTARIO (PROVINCE OF) 1.95 1/27/23 '68323ADL5 1,000,000.00 786,376.15 0.4%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/24 '939783TL0 800,000.00 785,720.00 0.4%
FNMA POOL AM4796 3.3 12/1/23 '3138L5KJ8 737,380.58 763,899.65 0.4%
FNMA POOL AR9198 3 3/1/43 '3138W7GG3 755,960.07 760,282.08 0.4%
FED HM LN PC POOL G08741 3 1/1/47 '3128MJZF0 754,773.67 755,742.51 0.4%
ALLINA HEALTH SYSTEM 4.805 11/15/45 '01959LAA0 660,000.00 755,235.12 0.4%
FHLMC MULTIFAMILY STRUCTURED P 1.76188 7/25/24 '3137F2LZ7 748,000.00 750,462.94 0.4%
FNMA POOL 469683 3.54 11/1/21 '31381SXL1 719,690.71 747,506.93 0.4%
LOS ANGELES CNTY CA PUBLIC WKS 7.488 8/1/33 '54473ENT7 540,000.00 743,785.20 0.4%
BRANDYWINE OPER PARTNERS 4.55 10/1/29 '105340AP8 725,000.00 742,861.95 0.4%
BOSTON MEDICAL CTR CORP 4.519 7/1/26 '10103DAA4 705,000.00 734,999.46 0.4%
MADISON AVENUE TRUST 3.29437 8/15/34 '55282MAA2 729,000.00 734,937.56 0.4%
FANNIEMAE ACES 2.56117 7/25/24 '3136AXVB8 740,000.00 734,758.14 0.4%
PARK AVENUE TRUST 3.508 6/5/37 '90187LAA7 712,000.00 733,597.81 0.4%
ONE MARKET PLAZA TRUST 3.6139 2/10/32 '68245HAA2 710,000.00 732,282.78 0.4%
NUMERICABLE GROUP SA 0 1/31/26 '963FXEII8 740,653.00 716,272.93 0.4%
FNMA POOL AM3278 2.85 5/1/23 '3138L3UC7 701,862.90 714,635.06 0.4%
FNMA POOL AM7903 3.38 1/1/27 '3138L8X90 669,445.15 698,064.12 0.4%
SANTANDER UK PLC 5 11/7/23 '80283LAA1 650,000.00 696,151.95 0.4%
COMM MORTGAGE TRUST 3.7255 3/10/31 '12625CAJ2 644,000.00 677,793.38 0.4%
COMM MORTGAGE TRUST 3.4244 3/10/31 '12625CAC7 640,000.00 664,592.77 0.4%
FIFTH THIRD BANCORP 8.25 3/1/38 '316773CH1 425,000.00 650,893.48 0.4%
SWEDBANK AB 2.2 3/4/20 '87020PAE7 650,000.00 647,524.98 0.4%
AMERICAN MUNI PWR OHIO INC OHR 6.27 2/15/50 '02765UEQ3 490,000.00 642,698.70 0.4%
PROVINCE OF QUEBEC 1.65 3/3/22 '748148RW5 815,000.00 638,203.64 0.4%
FED HM LN PC POOL Q33602 3 5/1/45 '3132QQAC6 636,240.60 637,688.16 0.4%
TOTAL SYSTEM SERVICES IN 3.8 4/1/21 '891906AD1 600,000.00 615,436.00 0.3%
FNMA POOL AM5146 3.47 1/1/24 '3138L5WG1 555,229.61 580,129.96 0.3%
AXA SA 8.6 12/15/30 '054536AA5 400,000.00 576,500.00 0.3%
O REILLY AUTOMOTIVE INC 3.85 6/15/23 '67103HAD9 550,000.00 575,904.97 0.3%
FNMA POOL 932441 4 1/1/40 '31412Q5A3 544,187.15 572,231.23 0.3%
HOME DEPOT INC 5.95 4/1/41 '437076AV4 420,000.00 569,967.16 0.3%
FNMA POOL MA1931 2.5 6/1/24 '31418BED4 561,879.88 563,700.25 0.3%
TREEHOUSE FOODS INC 6 2/15/24 '89469AAC8 530,000.00 553,850.00 0.3%
GREENKO DUTCH BV 5.25 7/24/24 '39530LAB6 545,000.00 553,474.75 0.3%
BPCE SA 4.875 4/1/26 '05578QAE3 500,000.00 536,420.69 0.3%
DIGNITY HEALTH 5.267 11/1/64 '254010AE1 500,000.00 535,710.53 0.3%
MORGAN STANLEY CAPITAL I TRUST 1.95 11/15/34 '61691LAA7 531,000.00 531,661.52 0.3%
CREDIT AGRICOLE LONDON 4.125 1/10/27 '22535WAB3 510,000.00 530,537.29 0.3%
AUTONATION INC 5.5 2/1/20 '05329WAK8 500,000.00 528,118.53 0.3%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/45 '675553AA9 400,000.00 523,459.10 0.3%
UNITED RENTALS NORTH AM 4.625 7/15/23 '911365BC7 500,000.00 518,810.00 0.3%
ERAC USA FINANCE LLC 3.85 11/15/24 '26884TAL6 500,000.00 518,712.53 0.3%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/35 '57586ETQ4 420,000.00 517,809.60 0.3%
BAY AREA CA TOLL AUTH TOLL BRI 7.043 4/1/50 '072024NV0 325,000.00 515,050.25 0.3%
CONSOLIDATED EDISON CO O 3.3 12/1/24 '209111FE8 500,000.00 513,315.08 0.3%
DIST OF COLUMBIA REVENUE 4.125 7/1/27 '25483VSC9 500,000.00 513,170.00 0.3%
US BANCORP 3.6 9/11/24 '91159HHK9 493,000.00 511,158.50 0.3%
REGIONS FINANCIAL CORP 3.2 2/8/21 '7591EPAK6 500,000.00 509,094.25 0.3%
SBA TOWER TRUST 3.869 10/15/49 '78403DAH3 500,000.00 505,326.60 0.3%
VENTAS REALTY LP 3.5 2/1/25 '92277GAE7 500,000.00 504,481.79 0.3%
MARRIOTT INTERNATIONAL 2.875 3/1/21 '571903AN3 500,000.00 503,582.13 0.3%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/24 '709193LY0 505,000.00 500,707.50 0.3%
RYDER SYSTEM INC 2.35 2/26/19 '78355HJU4 500,000.00 500,599.27 0.3%
XEROX CORPORATION 5.625 12/15/19 '984121CA9 475,000.00 499,742.65 0.3%
BPCE SA 2.25 1/27/20 '05578DAR3 500,000.00 499,135.50 0.3%
TORONTO DOMINION BANK 1.85 9/11/20 '89114QBT4 500,000.00 494,665.39 0.3%
CDW LLC 0 8/17/23 '12512YAF8 484,983.29 489,014.96 0.3%
UNIVISION COMMUNICATIONS 0 3/15/24 '914908AX6 484,268.59 483,390.61 0.3%
DTZ U.S. BORROWER LLC 0 11/4/21 '23340DAH5 487,500.00 481,798.20 0.3%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/28 '650116BD7 500,000.00 479,535.00 0.3%
FNMA POOL AM7812 3.1 1/1/27 '3138L8VE1 467,714.09 478,096.94 0.3%
BIOGEN INC 5.2 9/15/45 '09062XAD5 400,000.00 476,683.02 0.3%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/41 '215813HU3 435,000.00 474,524.10 0.3%
FNMA POOL AN1410 3.01 5/1/28 '3138LDR88 464,542.16 470,433.26 0.3%
AIR LEASE CORP 3.875 4/1/21 '00912XAM6 450,000.00 466,445.39 0.3%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/22 '00774MAA3 450,000.00 457,141.83 0.3%
AT+T INC 3.95 1/15/25 '00206RDD1 445,000.00 456,294.63 0.3%
RUSSELL INVTS US INSTITUTIONAL 0 6/1/23 '78249LAB6 443,250.00 447,571.69 0.2%
ILLINOIS ST 5.877 3/1/19 '452152HU8 425,000.00 438,340.75 0.2%
BOSTON PROPERTIES LP 3.65 2/1/26 '10112RAX2 430,000.00 437,571.96 0.2%
WELLTOWER INC 5.25 1/15/22 '42217KAW6 400,000.00 435,047.66 0.2%
HUNTINGTON BANCSHARES 3.15 3/14/21 '446150AJ3 425,000.00 432,004.35 0.2%
CANADIAN PACIFIC RR CO 4.5 1/15/22 '13645RAP9 400,000.00 426,368.11 0.2%
VERIZON COMMUNICATIONS 3.376 2/15/25 '92343VEB6 424,000.00 426,270.61 0.2%
DELPHI CORP 4.15 3/15/24 '247126AJ4 401,000.00 424,021.93 0.2%
ALLERGAN FUNDING SCS 3 3/12/20 '00507UAP6 420,000.00 423,993.99 0.2%
MICROSOFT CORP 3.7 8/8/46 '594918BT0 395,000.00 412,882.82 0.2%
GALLERIA CO 0 9/29/23 '36380UAB3 408,975.00 411,270.58 0.2%
OREGON ST HLTH SCIENCE UNIVR 5 7/1/45 '685869EJ4 350,000.00 409,426.50 0.2%
DIGNITY HEALTH 4.5 11/1/42 '254010AB7 408,000.00 409,305.24 0.2%
SPRINT COMMUNICATIONS INC 0 2/2/24 '85208EAB6 406,925.00 407,221.65 0.2%
CSAIL COMMERCIAL MORTGAGE TRUS 3.8079 11/15/48 '12635RAX6 388,000.00 406,564.40 0.2%
CSAIL COMMERCIAL MORTGAGE TRUS 3.505 4/15/50 '126281AZ7 394,000.00 406,463.13 0.2%
JM SMUCKER CO 4.25 3/15/35 '832696AM0 380,000.00 404,697.70 0.2%
ORLANDO HEALTH OBL GRP 4.416 10/1/44 '686515AA5 395,000.00 403,672.68 0.2%
CITIGROUP COMMERCIAL MORTGAGE 3.717 9/15/48 '17324DAU8 384,000.00 402,395.71 0.2%
SPRINT COMMUNICATIONS 7 3/1/20 '852061AQ3 375,000.00 402,187.50 0.2%
FREDDIE MAC 3.5 2/15/26 '3137A7GE4 383,000.00 398,430.57 0.2%
QUEENSLAND TREASURY CORP 3 3/22/24 'ACI0T3DS2 500,000.00 398,033.83 0.2%
AMERICAN TOWER CORP 5 2/15/24 '03027XAD2 362,000.00 397,048.76 0.2%
GS MORTGAGE SECURITIES TRUST 2.17703 7/15/32 '36253XAA3 395,000.00 395,832.34 0.2%
COOPERATIEVE RABOBANK UA 3.95 11/9/22 '21685WDF1 375,000.00 391,405.44 0.2%
NY + PRESBYTERIAN HOSPIT 4.024 8/1/45 '649322AA2 365,000.00 387,160.78 0.2%
AMAZON.COM INC 4.8 12/5/34 '023135AP1 325,000.00 382,586.58 0.2%
FANNIE MAE 3.5 3/25/27 '3136A4A82 368,000.00 379,018.80 0.2%
AEGEA FINANCE SARL 5.75 10/10/24 '00775CAA4 370,000.00 377,400.00 0.2%
FED HM LN PC POOL G08347 4.5 6/1/39 '3128MJL57 350,961.18 374,505.72 0.2%
CBS CORP 2.9 1/15/27 '124857AR4 400,000.00 374,349.50 0.2%
WESTROCK CO 3 9/15/24 '96145DAA3 375,000.00 372,233.48 0.2%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/23 '786091AD0 340,000.00 370,773.40 0.2%
AIA GROUP LTD 4.5 3/16/46 '00131LAE5 325,000.00 365,328.22 0.2%
PUBLIC FIN AUTH WI SENIOR LIVI 3 11/15/22 '74443UBF9 360,000.00 361,249.20 0.2%
FREDDIE MAC 3.5 12/15/25 '3137A4BE6 343,000.00 355,759.26 0.2%
BROADCOM CRP / CAYMN FI 3.625 1/15/24 '11134LAE9 355,000.00 353,481.00 0.2%
AT+T INC 2.20606 3/11/19 '00206RCD2 350,000.00 351,822.44 0.2%
CHARTER COMM OPT LLC/CAP 6.484 10/23/45 '161175BA1 300,000.00 350,985.77 0.2%
FED HM LN PC POOL G30614 3.5 12/1/32 '3128CUVF0 336,912.08 350,981.69 0.2%
FED HM LN PC POOL 849167 2.896 10/1/43 '31300MFG3 346,564.01 350,784.65 0.2%
FNMA POOL AS3608 2.5 12/1/43 '3138WDAJ0 361,458.46 350,479.39 0.2%
FNMA POOL 745327 6 3/1/36 '31403DA41 307,067.40 348,556.15 0.2%
COMM MORTGAGE TRUST 3.644 12/10/47 '12592PBF9 325,000.00 338,349.64 0.2%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/23 '796839BP2 315,000.00 337,727.25 0.2%
NEW JERSEY ST TURNPIKE AUTH 7.102 1/1/41 '646139X83 225,000.00 336,984.75 0.2%
CELGENE CORP 3.875 8/15/25 '151020AS3 325,000.00 336,941.17 0.2%
ILLINOIS ST 5.1 6/1/33 '452151LF8 335,000.00 335,030.15 0.2%
ILLINOIS ST 5.547 4/1/19 '452152FK2 325,000.00 333,710.00 0.2%
WELLS FARGO COMMERCIAL MORTGAG 3.718 12/15/48 '94989XBC8 318,000.00 332,904.47 0.2%
COMM MORTGAGE TRUST 3.35 2/10/48 '12629NAF2 326,000.00 332,573.01 0.2%
ON ASSIGNMENT INC 0 6/5/22 '68216FAV5 327,854.55 330,176.74 0.2%
FED HM LN PC POOL J17791 3 1/1/27 '3128PXUQ7 322,233.39 328,468.05 0.2%
DISCOVER FINANCIAL SVS 3.75 3/4/25 '254709AL2 325,000.00 327,640.93 0.2%
MORGAN STANLEY BAML TRUST 4.259 10/15/46 '61762XAU1 300,000.00 321,525.33 0.2%
CITY OF HOPE/THE 5.623 11/15/43 '17858PAA9 250,000.00 319,486.95 0.2%
MORGAN STANLEY BAML TRUST 4.051 4/15/47 '61763KBA1 300,000.00 319,013.82 0.2%
MORGAN STANLEY BAML TRUST 3.892 6/15/47 '61763MAF7 300,000.00 316,372.62 0.2%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/21 '59447TLF8 320,000.00 310,800.00 0.2%
NEW JERSEY ST TURNPIKE AUTH 7.414 1/1/40 '646139W35 200,000.00 309,480.00 0.2%
EMPLOYEES RETMNT SYS OF THE GO 6.15 7/1/38 '29216MAC4 825,000.00 309,375.00 0.2%
REGENCY CENTERS LP 3.75 6/15/24 '75884RAT0 300,000.00 306,229.91 0.2%
STANDARD CHARTERED PLC 5.7 3/26/44 '853254AN0 250,000.00 304,342.66 0.2%
FNMA POOL AB4168 3.5 1/1/32 '31417AT25 292,462.72 304,223.40 0.2%
CROWN CASTLE INTL CORP 3.7 6/15/26 '22822VAC5 300,000.00 300,335.77 0.2%
ING BANK NV 2 11/26/18 '44987CAJ7 300,000.00 299,889.14 0.2%
CHARTER COMMUNICATIONS OPERATI 0 4/30/25 '932QLAII3 295,500.00 296,054.06 0.2%
PNC FINANCIAL SERVICES 6.875 5/15/19 '635405AM5 275,000.00 291,660.36 0.2%
FNMA POOL AB6472 2 10/1/27 '31417DFN8 294,062.31 290,977.87 0.2%
SBA TOWER TRUST 3.168 4/9/47 '78403DAL4 290,000.00 288,968.59 0.2%
MET GOVT NASHVILLE DAVIDSONC 4.053 7/1/26 '592041WJ2 270,000.00 287,096.40 0.2%
NEXEO SOLUTIONS, LLC 0 6/9/23 '963LNUII0 280,739.25 282,727.73 0.2%
THERMO FISHER SCIENTIFIC 4.15 2/1/24 '883556BF8 265,000.00 281,464.20 0.2%
ALMONDE INC 0 6/13/24 '02034DAC1 274,312.49 275,399.04 0.2%
NEW JERSEY ST ECON DEV AUTH RE 3.882 6/15/19 '64577BTU8 270,000.00 273,250.80 0.2%
ARDAGH PKG FIN/HLDGS USA 4.25 9/15/22 '03969AAM2 260,000.00 265,200.00 0.1%
DUKE REALTY LP 4.375 6/15/22 '26441YAV9 250,000.00 265,185.14 0.1%
MAXLINEAR INC. 0 5/12/24 '962WWLII7 263,117.67 264,762.16 0.1%
PITNEY BOWES INC 3.625 9/15/20 '724479AM2 265,000.00 263,675.00 0.1%
NY + PRESBYTERIAN HOSPIT 4.063 8/1/56 '649322AD6 250,000.00 263,375.40 0.1%
FNMA POOL AY3370 2.5 4/1/45 '3138YGW81 270,983.05 261,748.42 0.1%
FANNIE MAE CAS 5.90213 5/25/29 '30711XEC4 235,000.00 260,793.74 0.1%
CHICAGO IL 6.207 1/1/32 '167486HL6 250,000.00 259,882.50 0.1%
CARMAX AUTO OWNER TRUST 2.56 2/15/22 '14314MAF0 260,000.00 259,049.34 0.1%
FNMA POOL AE4192 4 10/1/40 '31419EUS6 243,719.15 258,373.72 0.1%
MICHIGAN ST FIN AUTH REVENUE 2.267 4/1/19 '59447TLD3 260,000.00 256,757.80 0.1%
REINSURANCE GRP OF AMER 3.95 9/15/26 '759351AM1 250,000.00 255,960.26 0.1%
DELL INTL LLC 0 9/7/23 '24702NAZ3 254,487.47 254,634.82 0.1%
GO DADDY OPER CO LLC 0 2/15/24 '38017BAN6 253,451.24 254,472.14 0.1%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/21 '821697P37 250,000.00 253,650.00 0.1%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/22 '821697P45 250,000.00 253,495.00 0.1%
MEXICO CITY ARPT TRUST 3.875 4/30/28 '59284MAC8 255,000.00 252,450.00 0.1%
SWEDBANK AB 2.8 3/14/22 '87020PAH0 250,000.00 251,301.25 0.1%
AON PLC 4.75 5/15/45 '00185AAH7 225,000.00 251,163.31 0.1%
LENNAR CORP 4.125 1/15/22 '526057BY9 245,000.00 250,818.75 0.1%
MICHIGAN ST FIN AUTH REVENUE 2.057 4/1/18 '59447TLC5 250,000.00 249,547.50 0.1%
CHILDREN S HOSPITAL CORP 4.115 1/1/47 '16876BAA0 230,000.00 249,468.79 0.1%
FED HM LN PC POOL G01837 5 7/1/35 '3128LXBE9 228,820.66 248,360.83 0.1%
CARMAX AUTO OWNER TRUST 2.7 10/16/23 '14314RAF9 250,000.00 248,265.90 0.1%
SELF HELP FED CRED UNION 1.15 3/18/19 '81632NAB1 250,000.00 248,109.25 0.1%
FREMF MORTGAGE TRUST 3.6748 11/25/49 '30306HAS9 250,000.00 247,965.68 0.1%
SELF HELP CREDIT UNION 1.15 9/16/19 '81632LAC3 250,000.00 246,762.00 0.1%
MARYLAND ST HLTH HGR EDUCTNL 4.068 7/1/28 '574218X40 240,000.00 246,528.00 0.1%
MICHIGAN ST FIN AUTH REVENUE 2.491 4/1/20 '59447TLE1 250,000.00 244,702.50 0.1%
APTIV PLC 3.15 11/19/20 '03835VAA4 240,000.00 243,869.16 0.1%
HARBOR FREIGHT TOOLS USA INC 0 8/18/23 '41151PAL9 240,712.50 242,611.96 0.1%
SS C TECHNOLOGIES INC 0 7/8/22 '78466DAZ7 240,374.99 242,140.30 0.1%
FED HM LN PC POOL A95085 4 11/1/40 '312943UJ0 229,867.83 241,439.71 0.1%
NETS HOLDING A/S 0 11/27/24 '963KKPII6 200,000.00 241,310.89 0.1%
TECHEM GMBH 0 10/2/24 '963BHGII0 200,000.00 241,180.72 0.1%
FNMA POOL AP9592 3.5 10/1/32 '3138MDUS9 233,719.76 241,036.30 0.1%
INDIANA ST FIN AUTH REVENUE 3.624 7/1/36 '45506DWY7 235,000.00 238,917.45 0.1%
AVOLON TLB BORROWER 1 ( US ) 0 4/3/22 '05400KAB6 238,800.00 237,338.54 0.1%
FED HM LN PC POOL G06990 5.5 8/1/40 '3128M9C34 214,050.00 236,689.12 0.1%
FNMA POOL AR1524 2 1/1/28 '3138NXVS3 233,665.05 230,060.33 0.1%
FREMF MORTGAGE TRUST 3.83508 7/25/49 '30295AAN8 224,000.00 228,262.88 0.1%
FED HM LN PC POOL G14599 2.5 11/1/27 '3128MDKL6 225,805.90 227,059.96 0.1%
FREMF MORTGAGE TRUST 3.7532 11/25/50 '35708WAS9 220,000.00 217,769.27 0.1%
ILLINOIS ST 3.86 4/1/21 '452152QN4 215,000.00 216,109.40 0.1%
MORGAN STANLEY 3.95 4/23/27 '61761JZN2 210,000.00 213,664.27 0.1%
AMAZON.COM INC 3.875 8/22/37 '023135BD7 200,000.00 212,944.81 0.1%
MEMORIAL SLOAN KETTERING 4.125 7/1/52 '586054AB4 200,000.00 211,292.76 0.1%
ILLINOIS TOOL WORKS INC 4.875 9/15/41 '452308AQ2 175,000.00 211,088.70 0.1%
FED HM LN PC POOL A37619 4.5 9/1/35 '31297TPC1 196,478.92 209,702.30 0.1%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/27 '574218X32 205,000.00 208,640.80 0.1%
SFR GROUP SA 7.375 5/1/26 '67054KAA7 200,000.00 206,000.00 0.1%
GRAY TELEVISION INC 5.875 7/15/26 '389375AJ5 200,000.00 205,500.00 0.1%
SEATTLE SPINCO 0 6/21/24 '962XKAII2 204,690.12 205,479.81 0.1%
DUKE REALTY LP 3.625 4/15/23 '26441YAX5 200,000.00 205,107.42 0.1%
COX COMMUNICATIONS INC 4.8 2/1/35 '224044CF2 200,000.00 204,393.43 0.1%
FNMA POOL BE1416 2.5 11/1/31 '3140FLSE9 203,021.95 202,868.39 0.1%
COTY INC 0 10/27/22 '22207EBA1 201,425.31 202,369.59 0.1%
NEXSTAR BROADCASTING INC 0 1/17/24 '65336RAR9 201,390.40 202,271.48 0.1%
ALIBABA GROUP HOLDING 2.8 6/6/23 '01609WAS1 200,000.00 199,580.22 0.1%
HILLSBOROUGH CNTY FL AVIATION 3.549 10/1/22 '432275AE5 190,000.00 194,822.20 0.1%
FED HM LN PC POOL A94362 4 10/1/40 '312942Z32 181,547.03 192,452.09 0.1%
FNMA POOL MA1630 4 10/1/33 '31418AY44 181,793.83 192,272.74 0.1%
FED HM LN PC POOL Q01807 4.5 7/1/36 '3132GFAG2 177,222.75 189,254.38 0.1%
FNMA POOL 930672 4.5 3/1/39 '31412N6H4 174,660.12 188,914.00 0.1%
PUBLIC FIN AUTH WI SENIOR LIVI 3.5 11/15/23 '74443UBE2 185,000.00 186,868.50 0.1%
MORGAN STANLEY BAML TRUST 3.526 12/15/47 '61764PBU5 180,167.00 186,490.36 0.1%
LANCASTER CNTY PA HOSP AUTH 5 7/1/24 '514045R39 165,000.00 185,481.45 0.1%
KAISER FOUNDATION HOSPIT 3.15 5/1/27 '48305QAC7 185,000.00 185,397.45 0.1%
UNUM GROUP 3 5/15/21 '91529YAM8 180,000.00 181,397.80 0.1%
BAY AREA CA TOLL AUTH TOLL BRI 6.918 4/1/40 '072024NU2 125,000.00 180,778.75 0.1%
ON SEMICONDUCTOR CORP 0 3/31/23 '68218EAF1 176,730.13 177,779.55 0.1%
FNMA POOL MA0949 3.5 1/1/32 '31418ABT4 169,591.74 176,411.27 0.1%
MAYO CLINIC 4.128 11/15/52 '578454AD2 165,000.00 176,203.33 0.1%
REINSURANCE GRP OF AMER 4.7 9/15/23 '759351AL3 164,000.00 176,143.96 0.1%
FREMF MORTGAGE TRUST 3.9715 7/25/49 '35708TAS6 175,000.00 175,590.63 0.1%
USI INC 0 5/16/24 '90351NAE5 174,562.50 174,707.91 0.1%
FNMA POOL AB1343 4.5 8/1/40 '31416WP55 160,928.28 174,081.77 0.1%
FED HM LN PC POOL G02424 5.5 12/1/36 '3128M4AZ6 156,836.07 173,882.09 0.1%
FED HM LN PC POOL G01828 4.5 4/1/35 '3128LXA59 161,546.77 172,503.75 0.1%
CHICAGO IL 7.045 1/1/29 '167486ZZ5 155,000.00 171,493.55 0.1%
NUVEEN FINANCE LLC 4.125 11/1/24 '87246YAC0 160,000.00 169,108.73 0.1%
BWAY MORTGAGE TRUST 2.8093 3/10/33 '05604FAA3 164,813.03 165,080.65 0.1%
FNMA POOL AE0216 4 8/1/40 '31419AG27 155,637.54 163,605.74 0.1%
KIMCO REALTY CORP 3.4 11/1/22 '49446RAN9 160,000.00 163,343.88 0.1%
O REILLY AUTOMOTIVE INC 3.8 9/1/22 '67103HAC1 155,000.00 163,224.58 0.1%
COX COMMUNICATIONS INC 3.15 8/15/24 '224044CH8 165,000.00 162,746.60 0.1%
LIBERTY PROPERTY LP 3.25 10/1/26 '53117CAS1 165,000.00 162,693.27 0.1%
FED HM LN PC POOL G06079 6 7/1/39 '3128M8CQ5 142,728.69 161,088.89 0.1%
FREMF MORTGAGE TRUST 4.07286 5/25/27 '30302XAE9 155,000.00 159,753.94 0.1%
CAPITAL ONE FINANCIAL CO 4.2 10/29/25 '14040HBJ3 155,000.00 159,730.17 0.1%
MORGAN STANLEY BAML TRUST 4.08219 7/15/46 '61762MBW0 150,000.00 159,678.12 0.1%
CHICAGO IL 7.375 1/1/33 '167486VV8 135,000.00 156,463.65 0.1%
FED HM LN PC POOL A89384 4 10/1/39 '312936M95 145,876.06 153,227.50 0.1%
LANCASTER CNTY PA HOSP AUTH 5 7/1/25 '514045R47 135,000.00 152,035.65 0.1%
DIAMOND (BC) B V 0 9/6/24 'N2611UAC9 150,000.00 150,611.25 0.1%
FED HM LN PC POOL G04997 5 1/1/37 '3128M63E6 138,766.21 150,000.28 0.1%
LOS ANGELES CA DEPT OF ARPTS A 3.887 5/15/38 '544445BD0 140,000.00 148,607.20 0.1%
RYDER SYSTEM INC 2.5 5/11/20 '78355HJZ3 145,000.00 145,221.19 0.1%
FNMA POOL AW4685 2.655 5/1/44 '3138XUF31 142,445.41 144,455.19 0.1%
FREMF MORTGAGE TRUST 4.03414 7/25/27 '35708QAU7 136,000.00 139,738.75 0.1%
CAMELOT FIN LP 0 10/3/23 '13322HAE6 138,256.99 139,207.51 0.1%
VOYA FINANCIAL INC 5.65 5/15/53 '45685EAG1 130,000.00 138,775.00 0.1%
FNMA POOL 995243 4.5 8/1/38 '31416BS82 128,480.69 137,116.68 0.1%
FNMA POOL MA0639 4 2/1/41 '31417YV95 128,136.80 134,666.09 0.1%
CARMAX AUTO OWNER TRUST 2.16 12/15/21 '14314MAE3 135,000.00 134,100.51 0.1%
FNMA POOL AL1627 4.5 9/1/41 '3138EHYZ9 123,142.23 131,893.36 0.1%
FANNIE MAE CAS 5.10213 7/25/29 '30711XEP5 120,000.00 130,541.96 0.1%
CARMAX AUTO OWNER TRUST 2.58 11/16/20 '14313RAG8 130,000.00 130,283.43 0.1%
MASSACHUSETTS ST 3.277 6/1/46 '57582RJN7 130,000.00 125,808.80 0.1%
FNMA POOL 190370 6 6/1/36 '31368HMT7 109,179.64 123,730.64 0.1%
FREMF MORTGAGE TRUST 3.6474 9/25/24 '30305GAS2 120,000.00 121,578.60 0.1%
FED HM LN PC POOL A97047 4.5 2/1/41 '312945ZL5 113,480.58 121,363.96 0.1%
FED HM LN PC POOL A89148 4 10/1/39 '312936EV5 114,743.57 120,518.21 0.1%
FED HM LN PC POOL A93101 5 7/1/40 '312941NS2 109,521.23 118,662.32 0.1%
FREMF MORTGAGE TRUST 3.7264 10/25/49 '30305KAG9 120,000.00 118,375.09 0.1%
KAR AUCTION SVCS INC 0 3/9/23 '48562RAK5 115,733.73 116,529.40 0.1%
HERTZ CORP 5.5 10/15/24 '428040CS6 125,000.00 113,437.50 0.1%
KAISER FOUNDATION HOSPIT 3.5 4/1/22 '48305QAA1 110,000.00 113,306.57 0.1%
FED HM LN PC POOL A95796 4 12/1/40 '312944NM9 107,585.87 113,000.92 0.1%
FNMA POOL 995082 5.5 8/1/37 '31416BM70 97,659.32 108,435.73 0.1%
NORTHEASTERN UNIVERSITY 5.285 3/1/32 '664675AM7 100,000.00 107,601.38 0.1%
FED HM LN PC POOL Q00291 5 4/1/41 '3132GDKC5 97,787.62 106,605.77 0.1%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/27 '57584X4J7 100,000.00 104,768.00 0.1%
MARSH + MCLENNAN COS INC 3.3 3/14/23 '571748BA9 100,000.00 102,604.54 0.1%
FREMF MORTGAGE TRUST 3.87978 2/25/24 '30301TAE9 100,000.00 101,963.10 0.1%
ZAYO GROUP LLC 0 1/19/24 '98919MAP0 100,094.75 100,543.47 0.1%
WASHINGTON ST HSG FIN COMMISSI 4.375 1/1/21 '939783SL1 100,000.00 100,000.00 0.1%
FNMA POOL AE0625 4 12/1/40 '31419AVT1 92,478.34 98,576.49 0.1%
CARMAX AUTO OWNER TRUST 1.9 4/15/22 '14314EAE1 95,000.00 93,865.11 0.1%
FREMF MORTGAGE TRUST 3.84437 8/25/27 '30305EAE8 90,000.00 89,651.93 0.0%
FREMF MORTGAGE TRUST 3.6748 11/25/49 '30306HAU4 90,000.00 85,817.75 0.0%
FED HM LN PC POOL G08499 3 7/1/42 '3128MJRV4 85,286.93 85,766.06 0.0%
FREMF MORTGAGE TRUST 3.94419 9/25/49 '30300YAS8 85,000.00 85,691.20 0.0%
FNMA POOL AD1649 4 3/1/40 '31418NZP8 80,877.61 85,018.97 0.0%
FNMA POOL AA9846 4 8/1/39 '31416T5G0 80,152.94 84,297.85 0.0%
FED HM LN PC POOL J20118 2.5 8/1/27 '31306XDX8 80,159.90 80,599.97 0.0%
CAPITAL ONE FINANCIAL CO 3.75 7/28/26 '14040HBK0 80,000.00 79,808.69 0.0%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/33 '45750TAS2 70,000.00 79,463.30 0.0%
FED HM LN PC POOL A87874 4 8/1/39 '312934XB3 74,586.43 78,823.83 0.0%
FNMA POOL AC1877 4.5 9/1/39 '31417LCP8 72,828.30 77,890.03 0.0%
FNMA POOL AC9564 4.5 2/1/40 '31417WTW1 69,169.52 74,669.18 0.0%
CARMAX AUTO OWNER TRUST 2.2 6/15/22 '14314EAF8 75,000.00 73,895.57 0.0%
FED HM LN PC POOL Q06160 4 2/1/37 '3132GRE98 69,057.93 72,260.83 0.0%
FNMA POOL AE0215 4 12/1/39 '31419AGZ4 68,627.87 72,140.87 0.0%
FED HM LN PC POOL A89729 4 11/1/39 '312936Y27 68,400.92 71,823.76 0.0%
FREMF MORTGAGE TRUST 3.98048 3/25/27 '30296CAE3 70,000.00 70,995.13 0.0%
FNMA POOL AE0624 4 11/1/40 '31419AVS3 67,357.08 70,788.46 0.0%
ILLINOIS ST 5.665 3/1/18 '452152HT1 70,000.00 70,382.90 0.0%
FNMA POOL AI7951 4.5 8/1/36 '3138AMZR9 65,624.31 70,209.12 0.0%
SS+C TECH HOLDINGS INC 5.875 7/15/23 '78467JAC4 65,000.00 68,900.00 0.0%
FNMA POOL AL0005 4.5 1/1/41 '3138EGAF1 63,605.63 68,228.50 0.0%
MEMORIAL SLOAN KETTERING 4.2 7/1/55 '586054AC2 60,000.00 65,060.66 0.0%
AT+T INC 4.75 5/15/46 '00206RCQ3 65,000.00 63,817.63 0.0%
FNMA POOL AL0049 6 12/1/35 '3138EGBT0 54,384.21 61,777.97 0.0%
FREMF MORTGAGE TRUST 3.7532 11/25/50 '35708WAU4 65,000.00 60,618.03 0.0%
FED HM LN PC POOL A93996 4.5 9/1/40 '312942NM3 55,814.54 59,576.97 0.0%
FNMA POOL 889529 6 3/1/38 '31410KHE7 51,487.26 58,229.92 0.0%
FNMA POOL AJ5974 4 12/1/36 '3138AXT84 53,258.63 56,105.00 0.0%
FNMA POOL AE4113 4 10/1/40 '31419ESB6 52,376.02 55,325.94 0.0%
FNMA POOL 745044 4.5 8/1/35 '31403CWD9 47,662.30 50,989.42 0.0%
FNMA POOL AC2817 4 10/1/39 '31417MDX8 44,244.32 46,512.07 0.0%
CORE + MAIN LP 6.125 8/15/25 '14987KAA1 45,000.00 45,787.50 0.0%
FED HM LN PC POOL G01838 5 7/1/35 '3128LXBF6 40,036.97 43,454.71 0.0%
FNMA POOL AS8449 2.5 12/1/31 '3138WJL71 41,788.29 41,756.68 0.0%
FNMA POOL AE5143 4 11/1/40 '31419FWD4 39,251.76 41,360.60 0.0%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/29 '574218X57 40,000.00 40,688.80 0.0%
FREMF MORTGAGE TRUST 3.7264 10/25/49 '30305KAJ3 40,000.00 38,247.24 0.0%
FED HM LN PC POOL G01779 5 4/1/35 '31283H6Q3 35,035.03 38,034.86 0.0%
FNMA POOL AB1763 4 11/1/30 '31416W5Z1 32,416.37 34,148.61 0.0%
FED HM LN PC POOL A94742 4 11/1/40 '312943HT3 29,856.03 31,583.28 0.0%
FNMA POOL 890248 6 8/1/37 '31410LBR2 27,734.62 31,563.51 0.0%
MA FINANCECO LLC 0 6/21/24 '55280FAG6 30,309.88 30,431.12 0.0%
FNMA POOL AD8033 4 8/1/40 '31418V4T6 27,477.14 28,878.04 0.0%
FED HM LN PC POOL A12413 5 8/1/33 '31296LVE8 26,513.14 28,710.15 0.0%
FED HM LN PC POOL A95084 4 11/1/40 '312943UH4 25,545.62 26,831.13 0.0%
FED HM LN PC POOL Z40004 6 8/1/36 '3132FCAD7 23,427.77 26,354.23 0.0%
MISSION BROADCASTING INC 0 1/17/24 '605024AN8 25,423.67 25,534.90 0.0%
ILLINOIS ST 5.163 2/1/18 '452152BG5 25,000.00 25,055.50 0.0%
CNH EQUIPMENT TRUST 1.93 3/15/24 '12635YAF0 20,000.00 19,710.57 0.0%
FNMA POOL MA0919 3.5 12/1/31 '31418AAV0 17,308.26 18,004.26 0.0%
FED HM LN PC POOL G05052 5 10/1/33 '3128M65M6 14,578.88 15,849.02 0.0%
FED HM LN PC POOL Q17103 4 6/1/41 '3132J8KR0 14,092.88 14,748.18 0.0%
COX COMMUNICATIONS INC 3.85 2/1/25 '224044CE5 10,000.00 10,248.33 0.0%
FNMA POOL AC5401 5 10/1/39 '31417SAB6 7,716.67 8,330.84 0.0%
SS C TECHNOLOGIES INC 0 7/8/22 '78466DBA1 4,580.49 4,614.84 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.

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