Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 3/31/2019
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Security Name Interest Rate Maturity Date Shares Market Value Weight
FNMA TBA 30 YR 3.5 3.5 4/10/2049 6,616,000 6,706,190.64 4.3%
FED HOME LN DISCOUNT NT 0 5/1/2019 5,500,000 5,488,954.19 3.5%
GNMA II TBA 30 YR 3.5 3.5 4/17/2049 5,300,000 5,415,005.81 3.5%
FANNIE MAE 5.625 7/15/2037 3,086,000 4,178,366.70 2.7%
GNMA II TBA 30 YR 3 3 4/17/2049 3,300,000 3,314,437.53 2.1%
FHLMC TBA 30 YR 4 4 4/10/2049 3,100,000 3,191,244.16 2.0%
FED HM LN PC POOL G08816 3.5 6/1/2048 2,928,310 2,976,587.69 1.9%
GNMA II TBA 30 YR 4 4 4/17/2049 2,200,000 2,271,628.92 1.5%
FNMA POOL AN4301 3.15 1/1/2027 2,109,700 2,166,006.86 1.4%
FNMA POOL BE4435 3 11/1/2046 2,112,734 2,106,957.42 1.3%
FEDERAL FARM CREDIT BANK 2.78 11/2/2037 1,800,000 1,679,066.14 1.1%
FNMA POOL BC1171 3.5 6/1/2046 1,616,220 1,643,622.65 1.1%
FNMA POOL AN7540 2.91 11/1/2027 1,500,000 1,506,110.61 1.0%
FNMA POOL AN6744 2.94 9/1/2027 1,488,382 1,498,161.70 1.0%
FNMA POOL BJ6137 3.5 1/1/2048 1,468,844 1,491,934.43 1.0%
FNMA POOL AN5557 2.9 5/1/2027 1,455,130 1,468,976.10 0.9%
FNMA POOL AN8121 3.16 1/1/2035 1,500,000 1,465,957.79 0.9%
FNMA POOL AN1840 2.45 6/1/2026 1,452,669 1,431,065.89 0.9%
FNMA POOL BD1165 3 10/1/2046 1,406,322 1,402,477.68 0.9%
FNMA POOL AM7598 3.07 12/1/2024 1,356,527 1,389,016.20 0.9%
FNMA POOL AM5197 4.2 1/1/2030 1,149,235 1,257,865.83 0.8%
FNMA POOL AN7300 3.29 11/1/2027 1,212,591 1,250,695.21 0.8%
FNMA POOL AM8659 2.88 4/1/2031 1,232,585 1,203,055.13 0.8%
FNMA POOL AN2787 2.6 9/1/2028 1,140,356 1,110,624.86 0.7%
FNMA POOL AN2791 2.44 9/1/2026 1,095,273 1,077,910.78 0.7%
FNMA POOL AM9154 3.18 6/1/2030 1,029,081 1,043,517.92 0.7%
FNMA POOL AM7507 3.08 12/1/2024 1,018,073 1,042,866.82 0.7%
FEDERAL FARM CREDIT BANK 3.66 3/7/2044 974,000 998,039.02 0.6%
FNMA POOL AM6266 3.58 7/1/2030 948,553 987,931.94 0.6%
HUDSON YARDS 2.835 8/10/2038 1,000,000 979,881.60 0.6%
FNMA POOL AM8148 2.68 3/1/2027 982,700 977,573.23 0.6%
FNMA POOL AM9239 3.03 6/1/2025 950,090 968,339.04 0.6%
FNMA POOL AN1767 2.98 6/1/2031 951,934 947,580.34 0.6%
GNMA II TBA 30 YR 4.5 4.5 4/17/2049 900,000 934,892.58 0.6%
FREDDIE MAC 3.5 2/15/2026 847,000 872,510.79 0.6%
AMERICAN BLDRS CONTRACTORS 0 10/31/2023 882,000 859,871.50 0.5%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/2028 770,000 845,336.80 0.5%
FHLMC MULTIFAMILY STRUCTURED P 3.8 2/25/2027 798,346 844,989.67 0.5%
FNMA POOL AN9459 3.47 7/1/2028 792,083 824,205.19 0.5%
FNMA POOL AN9483 3.43 6/1/2028 793,238 823,267.16 0.5%
OBP DEPOSITOR LLC TRUST 4.6462 7/15/2045 806,000 816,003.83 0.5%
FREDDIE MAC 3.5 6/15/2026 780,000 809,881.41 0.5%
CALIFORNIA ST 7.625 3/1/2040 525,000 796,152.00 0.5%
ING GROEP NV 4.625 1/6/2026 750,000 787,616.12 0.5%
CNH INDUSTRIAL CAP LLC 4.875 4/1/2021 750,000 772,500.00 0.5%
FNMA POOL AN3383 2.55 11/1/2028 800,000 770,332.90 0.5%
FHLMC MULTIFAMILY STRUCTURED P 2.88038 7/25/2024 748,000 748,906.73 0.5%
FEDERAL FARM CREDIT BANK 3.51 6/11/2040 725,000 739,309.00 0.5%
MADISON AVENUE TRUST 2.97556 8/15/2034 729,000 733,931.98 0.5%
ONE MARKET PLAZA TRUST 3.6139 2/10/2032 710,000 727,413.89 0.5%
PARK AVENUE TRUST 3.508 6/5/2037 712,000 722,419.55 0.5%
BOSTON MEDICAL CTR CORP 4.519 7/1/2026 705,000 710,956.20 0.5%
FNMA POOL BE8063 3 12/1/2046 707,186 705,198.45 0.5%
AT+T INC 4.75 5/15/2046 715,000 699,843.34 0.4%
NUMERICABLE GROUP SA 0 1/31/2026 731,395 691,899.53 0.4%
FNMA POOL AM7903 3.38 1/1/2027 654,803 681,966.39 0.4%
PHILADELPHIA PA WTR WSTWTR R 4.189 10/1/2037 665,000 679,816.20 0.4%
KLABIN AUSTRIA GMBH 5.75 4/3/2029 680,000 677,212.00 0.4%
COMM MORTGAGE TRUST 3.7255 3/10/2031 644,000 668,181.23 0.4%
COMM MORTGAGE TRUST 3.4244 3/10/2031 640,000 657,297.34 0.4%
SWEDBANK AB 2.2 3/4/2020 650,000 644,994.53 0.4%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/2050 490,000 639,258.90 0.4%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/2024 600,000 601,170.00 0.4%
FIFTH THIRD BANCORP 8.25 3/1/2038 425,000 592,591.16 0.4%
COTY INC 0 4/7/2025 607,348 584,572.45 0.4%
JP MORGAN CHASE COMMERCIAL MOR 4.1283 7/5/2031 555,000 582,699.94 0.4%
BB+T CORPORATION 3.875 3/19/2029 575,000 582,006.35 0.4%
TOLL BROS FINANCE CORP 4.35 2/15/2028 600,000 564,000.00 0.4%
TREEHOUSE FOODS INC 6 2/15/2024 530,000 551,862.50 0.4%
FED HM LN PC POOL Q33602 3 5/1/2045 545,886 545,680.34 0.3%
HOME DEPOT INC 5.95 4/1/2041 420,000 539,455.81 0.3%
BOSTON PROPERTIES LP 4.5 12/1/2028 500,000 530,946.20 0.3%
MORGAN STANLEY CAPITAL I TRUST 3.18375 11/15/2034 531,000 528,947.84 0.3%
GREENKO DUTCH BV 5.25 7/24/2024 545,000 526,246.55 0.3%
AXA SA 8.6 12/15/2030 400,000 524,374.00 0.3%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/2035 420,000 524,290.20 0.3%
CREDIT AGRICOLE LONDON 4.125 1/10/2027 510,000 521,196.20 0.3%
BPCE SA 4.875 4/1/2026 500,000 514,800.17 0.3%
DIST OF COLUMBIA REVENUE 4.125 7/1/2027 500,000 513,755.00 0.3%
AUTONATION INC 5.5 2/1/2020 500,000 510,032.01 0.3%
SBA TOWER TRUST 3.869 10/15/2049 500,000 509,795.80 0.3%
BRANDYWINE OPER PARTNERS 4.55 10/1/2029 500,000 509,743.75 0.3%
UNITED RENTALS NORTH AM 4.625 7/15/2023 500,000 509,687.50 0.3%
US BANCORP 3.6 9/11/2024 493,000 508,715.40 0.3%
ERAC USA FINANCE LLC 3.85 11/15/2024 500,000 508,061.59 0.3%
REGIONS FINANCIAL CORP 3.2 2/8/2021 500,000 503,976.77 0.3%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/2024 505,000 503,661.75 0.3%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/2045 400,000 502,364.39 0.3%
VENTAS REALTY LP 3.5 2/1/2025 500,000 500,585.22 0.3%
MARRIOTT INTERNATIONAL 2.875 3/1/2021 500,000 499,346.98 0.3%
BPCE SA 2.25 1/27/2020 500,000 497,942.00 0.3%
BAY AREA CA TOLL AUTH TOLL BRI 7.043 4/1/2050 325,000 497,877.25 0.3%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/2028 500,000 492,975.00 0.3%
FNMA POOL 932441 4 1/1/2040 466,977 484,402.16 0.3%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/2041 435,000 484,076.70 0.3%
XEROX CORPORATION 5.625 12/15/2019 475,000 483,892.00 0.3%
CDW LLC 0 8/17/2023 478,829 478,338.85 0.3%
AIR LEASE CORP 3.625 12/1/2027 500,000 467,636.79 0.3%
FNMA POOL AN1410 3.01 5/1/2028 455,521 459,002.26 0.3%
AT+T INC 3.95 1/15/2025 445,000 454,342.92 0.3%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/2022 450,000 450,309.02 0.3%
PUBLIC SERVICE COLORADO 4.1 6/15/2048 420,000 442,714.59 0.3%
UNIVISION COMMUNICATIONS 0 3/15/2024 465,890 440,099.50 0.3%
FREMF MORTGAGE TRUST 4.08133 10/25/2031 461,000 437,636.75 0.3%
BOSTON PROPERTIES LP 3.65 2/1/2026 430,000 433,279.09 0.3%
RUSSELL INVTS US INSTITUTIONAL 0 6/1/2023 437,625 431,471.12 0.3%
HUNTINGTON BANCSHARES 3.15 3/14/2021 425,000 428,687.82 0.3%
ORLANDO HEALTH OBL GRP 4.416 10/1/2044 395,000 424,026.24 0.3%
BIOGEN INC 5.2 9/15/2045 400,000 422,967.03 0.3%
WELLTOWER INC 5.25 1/15/2022 400,000 422,302.98 0.3%
OREGON ST HLTH SCIENCE UNIVR 5 7/1/2045 350,000 420,108.50 0.3%
CANADIAN PACIFIC RR CO 4.5 1/15/2022 400,000 415,186.35 0.3%
APTIV CORP 4.15 3/15/2024 401,000 413,611.17 0.3%
DIGNITY HEALTH 4.5 11/1/2042 408,000 402,535.22 0.3%
FREDDIE MAC 3.5 2/15/2026 383,000 398,138.00 0.3%
GS MORTGAGE SECURITIES TRUST 3.18375 7/15/2032 395,000 394,575.22 0.3%
SPRINT COMMUNICATIONS INC 0 2/2/2024 401,800 390,499.38 0.2%
AMERICAN TOWER CORP 5 2/15/2024 362,000 389,793.63 0.2%
TOTAL SYSTEM SERVICES IN 4 6/1/2023 375,000 385,499.01 0.2%
AMERICAN INTL GROUP 3.9 4/1/2026 380,000 382,765.18 0.2%
FANNIE MAE 3.5 3/25/2027 368,000 382,249.55 0.2%
COOPERATIEVE RABOBANK UA 3.95 11/9/2022 375,000 382,090.46 0.2%
VERIZON COMMUNICATIONS 4.016 12/3/2029 370,000 381,454.02 0.2%
AMAZON.COM INC 4.8 12/5/2034 325,000 378,851.27 0.2%
CBS CORP 2.9 1/15/2027 400,000 373,916.56 0.2%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/2023 340,000 372,993.60 0.2%
FNMA POOL MA1931 2.5 6/1/2024 372,005 370,550.86 0.2%
WRKCO INC 3 9/15/2024 375,000 368,756.21 0.2%
JM SMUCKER CO 4.25 3/15/2035 380,000 367,737.99 0.2%
AEGEA FINANCE SARL 5.75 10/10/2024 370,000 365,748.70 0.2%
BROADCOM CRP / CAYMN FI 3.625 1/15/2024 355,000 354,295.47 0.2%
AIA GROUP LTD 4.5 3/16/2046 325,000 352,823.80 0.2%
FREDDIE MAC 3.5 12/15/2025 343,000 350,941.34 0.2%
FNMA POOL AS3608 2.5 12/1/2043 348,143 339,847.01 0.2%
CHARTER COMM OPT LLC/CAP 6.484 10/23/2045 300,000 336,768.80 0.2%
MORGAN STANLEY 3.625 1/20/2027 335,000 336,100.10 0.2%
CELGENE CORP 3.875 8/15/2025 325,000 332,609.61 0.2%
ILLINOIS ST 5.1 6/1/2033 335,000 329,442.35 0.2%
NEW JERSEY ST TURNPIKE AUTH 7.102 1/1/2041 225,000 328,464.00 0.2%
ILLINOIS ST 5.547 4/1/2019 325,000 325,000.00 0.2%
DISCOVER FINANCIAL SVS 3.75 3/4/2025 325,000 324,149.35 0.2%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/2021 320,000 320,966.40 0.2%
MORGAN STANLEY BAML TRUST 4.259 10/15/2046 300,000 317,648.79 0.2%
MORGAN STANLEY BAML TRUST 4.051 4/15/2047 300,000 314,939.82 0.2%
ALLINA HEALTH SYSTEM 4.805 11/15/2045 291,000 310,458.44 0.2%
CITY OF HOPE/THE 5.623 11/15/2043 250,000 309,771.30 0.2%
FED HM LN PC POOL G08347 4.5 6/1/2039 289,302 306,454.52 0.2%
REGENCY CENTERS LP 3.75 6/15/2024 300,000 305,003.17 0.2%
NEW JERSEY ST TURNPIKE AUTH 7.414 1/1/2040 200,000 300,766.00 0.2%
CROWN CASTLE INTL CORP 3.7 6/15/2026 300,000 299,347.78 0.2%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/2023 275,000 296,700.25 0.2%
CHARTER COMMUNICATIONS OPERAT 0 4/30/2025 291,806 290,217.07 0.2%
SBA TOWER TRUST 3.168 4/9/2047 290,000 289,829.60 0.2%
BLITZ F18 675 GMBH 0 7/31/2025 255,000 287,504.96 0.2%
FED HM LN PC POOL G30614 3.5 12/1/2032 277,517 285,673.83 0.2%
FANNIE MAE 3.5 7/25/2054 280,233 285,489.67 0.2%
CHICAGO IL 7.375 1/1/2033 250,000 279,072.50 0.2%
THERMO FISHER SCIENTIFIC 4.15 2/1/2024 265,000 277,081.06 0.2%
PNC FINANCIAL SERVICES 6.875 5/15/2019 275,000 276,386.19 0.2%
STANDARD CHARTERED PLC 5.7 3/26/2044 250,000 271,902.34 0.2%
NEW JERSEY ST ECON DEV AUTH RE 3.882 6/15/2019 270,000 270,302.40 0.2%
FNMA POOL 745327 6 3/1/2036 244,582 270,010.75 0.2%
PITNEY BOWES INC 3.875 9/15/2020 265,000 265,662.50 0.2%
DIGNITY HEALTH 5.267 11/1/2064 250,000 264,174.05 0.2%
ARDAGH PKG FIN/HLDGS USA 4.25 9/15/2022 260,000 260,650.00 0.2%
DUKE REALTY LP 4.375 6/15/2022 250,000 260,172.51 0.2%
MICHIGAN ST FIN AUTH REVENUE 2.267 4/1/2019 260,000 260,000.00 0.2%
CARMAX AUTO OWNER TRUST 2.56 2/15/2022 260,000 258,013.50 0.2%
FED HM LN PC POOL 849167 2.874 10/1/2043 256,078 257,893.02 0.2%
FANNIE MAE CAS 6.8355 5/25/2029 235,000 257,520.19 0.2%
CHICAGO IL 6.207 1/1/2032 250,000 256,815.00 0.2%
FNMA POOL AB4168 3.5 1/1/2032 246,989 254,057.96 0.2%
REINSURANCE GRP OF AMER 3.95 9/15/2026 250,000 251,873.63 0.2%
MICHIGAN ST FIN AUTH REVENUE 2.491 4/1/2020 250,000 249,485.00 0.2%
FREMF MORTGAGE TRUST 3.67461 11/25/2049 250,000 249,044.00 0.2%
GO DADDY OPER CO LLC 0 2/15/2024 250,264 249,012.42 0.2%
DELL INTL LLC 0 9/7/2023 251,306 248,730.48 0.2%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2021 250,000 248,630.00 0.2%
SELF HELP CREDIT UNION 1.15 9/16/2019 250,000 248,555.63 0.2%
ALMONDE INC 0 6/13/2024 257,413 248,544.07 0.2%
LENNAR CORP 4.125 1/15/2022 245,000 248,062.50 0.2%
CARMAX AUTO OWNER TRUST 2.7 10/16/2023 250,000 247,229.45 0.2%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2022 250,000 247,087.50 0.2%
BNP PARIBAS 3.8 1/10/2024 245,000 247,076.49 0.2%
SWEDBANK AB 2.8 3/14/2022 250,000 243,619.50 0.2%
FED HM LN PC POOL J17791 3 1/1/2027 239,541 242,768.37 0.2%
CHILDREN S HOSPITAL CORP 4.115 1/1/2047 230,000 239,317.25 0.2%
AMERICAN TOWER CORP 3.375 5/15/2024 235,000 236,928.12 0.2%
FNMA POOL AY3370 2.5 4/1/2045 242,288 235,536.57 0.2%
CHARTER COMM OPT LLC/CAP 5.75 4/1/2048 225,000 235,383.68 0.2%
INDIANA ST FIN AUTH REVENUE 3.624 7/1/2036 235,000 234,478.30 0.1%
AON PLC 4.75 5/15/2045 225,000 233,916.47 0.1%
HARBOR FREIGHT TOOLS USA INC 0 8/18/2023 236,301 231,377.80 0.1%
PUBLIC FIN AUTH WI SENIOR LIVI 3 11/15/2022 230,000 230,046.00 0.1%
NY + PRESBYTERIAN HOSPIT 4.024 8/1/2045 215,000 225,329.00 0.1%
FREMF MORTGAGE TRUST 3.841039 7/25/2049 224,000 225,197.57 0.1%
FREMF MORTGAGE TRUST 3.75331 11/25/2050 220,000 220,192.13 0.1%
FNMA POOL AE4192 4 10/1/2040 209,390 218,497.49 0.1%
FNMA POOL AB6472 2 10/1/2027 221,872 218,315.76 0.1%
ILLINOIS ST 3.86 4/1/2021 215,000 217,040.35 0.1%
VERIZON COMMUNICATIONS 3.875 2/8/2029 210,000 215,223.65 0.1%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/2027 205,000 213,894.95 0.1%
MORGAN STANLEY 3.95 4/23/2027 210,000 210,137.73 0.1%
AMAZON.COM INC 3.875 8/22/2037 200,000 208,173.92 0.1%
FNMA POOL AP9592 3.5 10/1/2032 200,856 206,607.74 0.1%
VODAFONE GROUP PLC 6.15 2/27/2037 185,000 205,448.85 0.1%
ILLINOIS TOOL WORKS INC 4.875 9/15/2041 175,000 204,687.75 0.1%
GRAY TELEVISION INC 5.875 7/15/2026 200,000 204,040.00 0.1%
DUKE REALTY LP 3.625 4/15/2023 200,000 203,970.05 0.1%
ING GROEP NV 3.95 3/29/2027 200,000 200,950.74 0.1%
FED HM LN PC POOL A95085 4 11/1/2040 191,173 198,520.14 0.1%
ALIBABA GROUP HOLDING 2.8 6/6/2023 200,000 198,451.57 0.1%
SEATTLE SPINCO INC 0 6/21/2024 202,643 197,239.31 0.1%
ALTICE FRANCE SA 7.375 5/1/2026 200,000 196,500.00 0.1%
FED HM LN PC POOL G01837 5 7/1/2035 181,822 196,087.66 0.1%
NETS HOLDING A/S 0 2/6/2025 176,389 195,441.03 0.1%
EBAY INC 3.6 6/5/2027 195,000 190,270.71 0.1%
COX COMMUNICATIONS INC 4.8 2/1/2035 200,000 189,450.32 0.1%
KAISER FOUNDATION HOSPIT 3.15 5/1/2027 185,000 186,234.31 0.1%
PUBLIC FIN AUTH WI SENIOR LIVI 3.5 11/15/2023 185,000 185,070.30 0.1%
MORGAN STANLEY BAML TRUST 3.526 12/15/2047 180,167 184,801.99 0.1%
FANNIE MAE 3 9/25/2047 183,470 183,239.86 0.1%
FED HM LN PC POOL G06990 5.5 8/1/2040 165,321 180,741.62 0.1%
UNUM GROUP 3 5/15/2021 180,000 180,009.18 0.1%
FNMA POOL AR1524 2 1/1/2028 182,724 179,793.44 0.1%
FED HM LN PC POOL A37619 4.5 9/1/2035 168,800 178,659.87 0.1%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2024 165,000 177,335.40 0.1%
FREMF MORTGAGE TRUST 3.97173 7/25/2049 175,000 176,848.42 0.1%
BLACKHAWK NETWORK HLDGS INC 0 6/15/2025 178,650 175,791.60 0.1%
CROWN FIN US INC 0 2/28/2025 179,529 175,623.82 0.1%
REINSURANCE GRP OF AMER 4.7 9/15/2023 164,000 175,443.19 0.1%
FANNIE MAE 3 9/25/2047 175,333 175,118.08 0.1%
BAY AREA CA TOLL AUTH TOLL BRI 6.918 4/1/2040 125,000 174,005.00 0.1%
TURKIYE SINAI KALKINMA B 5.5 1/16/2023 200,000 172,750.00 0.1%
FED HM LN PC POOL G14599 2.5 11/1/2027 171,992 172,010.25 0.1%
NUVEEN FINANCE LLC 4.125 11/1/2024 160,000 168,256.42 0.1%
USI INC 0 5/16/2024 172,375 166,988.28 0.1%
ON SEMICONDUCTOR CORP 0 3/31/2023 166,460 165,003.28 0.1%
COX COMMUNICATIONS INC 3.15 8/15/2024 165,000 164,347.64 0.1%
KIMCO REALTY CORP 3.4 11/1/2022 160,000 161,524.49 0.1%
FNMA POOL BE1416 2.5 11/1/2031 162,016 161,268.34 0.1%
LIBERTY PROPERTY LP 3.25 10/1/2026 165,000 160,323.99 0.1%
FREMF MORTGAGE TRUST 4.07292 7/25/2050 155,000 159,522.73 0.1%
O REILLY AUTOMOTIVE INC 3.8 9/1/2022 155,000 159,044.59 0.1%
CAPITAL ONE FINANCIAL CO 4.2 10/29/2025 155,000 157,763.33 0.1%
FED HM LN PC POOL A94362 4 10/1/2040 147,999 154,292.63 0.1%
FNMA POOL 930672 4.5 3/1/2039 144,370 153,457.87 0.1%
FNMA POOL MA1630 4 10/1/2033 146,760 153,174.66 0.1%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2025 135,000 146,268.45 0.1%
NEXSTAR BROADCASTING INC 0 1/17/2024 148,758 145,597.15 0.1%
LOS ANGELES CA DEPT OF ARPTS A 3.887 5/15/2038 140,000 145,208.00 0.1%
RYDER SYSTEM INC 2.5 5/11/2020 145,000 144,593.68 0.1%
FNMA POOL MA0949 3.5 1/1/2032 140,381 144,398.92 0.1%
FNMA POOL AB1343 4.5 8/1/2040 134,100 142,618.98 0.1%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/2030 130,000 142,044.50 0.1%
DIAMOND (BC) B V 0 9/6/2024 148,125 142,014.84 0.1%
IRON MOUNTAIN INC DEL 0 1/2/2026 143,550 139,692.09 0.1%
FED HM LN PC POOL G01828 4.5 4/1/2035 131,832 139,608.21 0.1%
BWAY MORTGAGE TRUST 2.8093 3/10/2033 139,514 139,070.36 0.1%
FREMF MORTGAGE TRUST 4.03562 7/25/2027 136,000 138,737.19 0.1%
FNMA POOL AE0216 4 8/1/2040 131,933 136,903.83 0.1%
CARMAX AUTO OWNER TRUST 2.16 12/15/2021 135,000 134,007.33 0.1%
FED HM LN PC POOL G02424 5.5 12/1/2036 121,169 133,189.77 0.1%
FANNIE MAE CAS 6.0355 7/25/2029 120,000 129,027.84 0.1%
WYNDHAM HOTELS + RESORTS INC 0 5/30/2025 129,350 127,914.99 0.1%
FED HM LN PC POOL A89384 4 10/1/2039 122,902 127,592.26 0.1%
MEMORIAL SLOAN KETTERING 4.125 7/1/2052 120,000 124,548.50 0.1%
FED HM LN PC POOL Q01807 4.5 7/1/2036 116,189 122,369.91 0.1%
FREMF MORTGAGE TRUST 3.64713 11/25/2050 120,000 119,810.06 0.1%
FREMF MORTGAGE TRUST 3.72635 10/25/2049 120,000 119,381.18 0.1%
FED HM LN PC POOL G04997 5 1/1/2037 110,914 119,125.41 0.1%
KAR AUCTION SVCS INC 0 3/9/2023 114,614 114,136.66 0.1%
FED HM LN PC POOL G06079 6 7/1/2039 103,026 113,300.08 0.1%
FNMA POOL MA0639 4 2/1/2041 108,852 112,955.20 0.1%
NORTHEASTERN UNIVERSITY 5.285 3/1/2032 100,000 111,466.56 0.1%
FREDDIE MAC STACR 4.1355 4/25/2043 109,476 110,223.49 0.1%
FNMA POOL 995243 4.5 8/1/2038 100,904 106,667.29 0.1%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/2027 100,000 104,321.00 0.1%
FED HM LN PC POOL A89148 4 10/1/2039 99,136 102,917.22 0.1%
MARSH + MCLENNAN COS INC 3.3 3/14/2023 100,000 101,431.50 0.1%
FED HM LN PC POOL A93101 5 7/1/2040 93,367 100,917.59 0.1%
FREMF MORTGAGE TRUST 3.87993 2/25/2050 100,000 100,608.46 0.1%
SHUTTERFLY INC 0 8/17/2024 101,345 99,866.66 0.1%
ZAYO GROUP LLC 0 1/19/2024 100,095 99,656.84 0.1%
FNMA POOL AL1627 4.5 9/1/2041 94,219 99,510.01 0.1%
FNMA POOL AW4685 2.601 5/1/2044 98,607 99,300.60 0.1%
FED HM LN PC POOL A97047 4.5 2/1/2041 93,223 98,763.14 0.1%
CHG PPC PARENT LLC 0 3/31/2025 99,250 97,761.25 0.1%
FED HM LN PC POOL A95796 4 12/1/2040 91,997 95,529.98 0.1%
CARMAX AUTO OWNER TRUST 1.9 4/15/2022 95,000 93,793.84 0.1%
FNMA POOL 190370 6 6/1/2036 84,899 93,705.02 0.1%
FNMA POOL BD1153 3 8/1/2046 92,698 92,445.09 0.1%
FREMF MORTGAGE TRUST 3.84423 10/25/2049 90,000 90,309.98 0.1%
FREMF MORTGAGE TRUST 3.67461 11/25/2049 90,000 88,056.75 0.1%
FREMF MORTGAGE TRUST 3.94413 9/25/2049 85,000 86,144.15 0.1%
FNMA POOL 995082 5.5 8/1/2037 76,448 84,170.89 0.1%
FNMA POOL AE0625 4 12/1/2040 78,427 82,041.26 0.1%
FED HM LN PC POOL Q00291 5 4/1/2041 75,178 81,258.12 0.1%
CAPITAL ONE FINANCIAL CO 3.75 3/9/2027 80,000 78,769.97 0.1%
CAPITAL ONE FINANCIAL CO 3.75 7/28/2026 80,000 77,997.24 0.0%
SS C TECHNOLOGIES INC 0 4/16/2025 78,365 77,818.41 0.0%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/2033 70,000 77,557.20 0.0%
FED HM LN PC POOL G08499 3 7/1/2042 76,757 76,823.24 0.0%
CARMAX AUTO OWNER TRUST 2.2 6/15/2022 75,000 74,193.04 0.0%
FREMF MORTGAGE TRUST 3.98074 5/25/2050 70,000 71,213.90 0.0%
FNMA POOL AD1649 4 3/1/2040 68,433 71,011.74 0.0%
FED HM LN PC POOL Q06160 4 2/1/2037 64,123 66,585.41 0.0%
FNMA POOL AA9846 4 8/1/2039 63,794 66,180.21 0.0%
FED HM LN PC POOL A87874 4 8/1/2039 63,115 65,791.31 0.0%
FNMA POOL AC1877 4.5 9/1/2039 60,135 63,578.07 0.0%
FED HM LN PC POOL J20118 2.5 8/1/2027 61,823 61,830.02 0.0%
FREMF MORTGAGE TRUST 3.75331 11/25/2050 65,000 61,789.07 0.0%
FNMA POOL AC9564 4.5 2/1/2040 58,061 61,673.82 0.0%
CHICAGO IL 7.045 1/1/2029 55,000 61,397.05 0.0%
FNMA POOL AE0215 4 12/1/2039 57,495 59,643.10 0.0%
FREMF MORTGAGE TRUST 4.02169 11/25/2032 67,000 58,934.87 0.0%
FED HM LN PC POOL A89729 4 11/1/2039 56,248 58,406.81 0.0%
VERIZON COMMUNICATIONS 3.376 2/15/2025 57,000 57,724.73 0.0%
FNMA POOL AE0624 4 11/1/2040 54,076 56,112.15 0.0%
SS C TECHNOLOGIES INC 0 4/16/2025 56,344 55,951.26 0.0%
FNMA POOL AI7951 4.5 8/1/2036 51,707 54,689.07 0.0%
CROWN AMERICAS LLC 0 4/3/2025 53,663 53,872.65 0.0%
FNMA POOL AL0005 4.5 1/1/2041 50,341 53,246.70 0.0%
FNMA POOL AL0049 6 12/1/2035 43,707 48,157.39 0.0%
FNMA POOL AJ5974 4 12/1/2036 45,249 46,953.10 0.0%
FED HM LN PC POOL A93996 4.5 9/1/2040 44,260 46,889.96 0.0%
CORE + MAIN LP 6.125 8/15/2025 45,000 44,226.00 0.0%
FNMA POOL AE4113 4 10/1/2040 42,211 43,852.44 0.0%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/2029 40,000 42,456.00 0.0%
FNMA POOL 889529 6 3/1/2038 38,384 42,375.40 0.0%
FNMA POOL 745044 4.5 8/1/2035 38,858 41,079.15 0.0%
FNMA POOL AC2817 4 10/1/2039 38,518 39,960.72 0.0%
FREMF MORTGAGE TRUST 3.72635 10/25/2049 40,000 38,116.83 0.0%
FNMA POOL AS8449 2.5 12/1/2031 35,292 35,087.62 0.0%
FNMA POOL AE5143 4 11/1/2040 33,467 34,727.86 0.0%
FED HM LN PC POOL G01838 5 7/1/2035 31,302 33,748.05 0.0%
FED HM LN PC POOL G01779 5 4/1/2035 27,922 30,104.28 0.0%
MA FINANCECO LLC 0 6/21/2024 30,007 29,206.61 0.0%
FNMA POOL AB1763 4 11/1/2030 26,876 27,951.71 0.0%
MISSION BROADCASTING INC 0 1/17/2024 27,378 26,796.59 0.0%
FED HM LN PC POOL A94742 4 11/1/2040 25,513 26,599.04 0.0%
FNMA POOL 890248 6 8/1/2037 21,978 24,253.26 0.0%
FED HM LN PC POOL A12413 5 8/1/2033 22,312 24,057.74 0.0%
FNMA POOL AD8033 4 8/1/2040 23,131 24,002.26 0.0%
FED HM LN PC POOL A95084 4 11/1/2040 20,978 21,783.82 0.0%
99D0FA7C7 SWAPTION 0 3/18/2020 4,425,000 21,181.15 0.0%
FED HM LN PC POOL Z40004 6 8/1/2036 18,604 20,506.13 0.0%
CNH EQUIPMENT TRUST 1.93 3/15/2024 20,000 19,715.53 0.0%
FNMA POOL MA0919 3.5 12/1/2031 14,146 14,550.53 0.0%
FED HM LN PC POOL Q17103 4 6/1/2041 13,070 13,477.50 0.0%
FED HM LN PC POOL G05052 5 10/1/2033 11,760 12,633.48 0.0%
MEMORIAL SLOAN KETTERING 4.2 7/1/2055 10,000 10,573.53 0.0%
COX COMMUNICATIONS INC 3.85 2/1/2025 10,000 10,208.66 0.0%
FNMA POOL AC5401 5 10/1/2039 6,250 6,745.34 0.0%
MICROSOFT CORP 3.7 8/8/2046 5,000 5,109.91 0.0%
99D0ECSY3 SWAPTION 0 12/9/2019 2,420,000 3,621.41 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.

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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