Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 3/31/2018
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Security Name Coupon Maturity CUSIP Shares Market Value Weight
FNMA TBA 30 YR 3.5 3.5 4/12/48 '01F032641 7,521,000.00 7,537,305.00 4.1%
FANNIE MAE 5.625 7/15/37 '31398AFD9 5,536,000.00 7,512,778.27 4.1%
GNMA II TBA 30 YR 3.5 3.5 4/19/48 '21H032647 5,300,000.00 5,351,861.19 2.9%
FANNIE MAE 1.5 6/22/20 '3135G0D75 5,328,000.00 5,226,592.18 2.9%
FEDERAL FARM CREDIT BANK 2.71 12/16/22 '3133EJGU7 3,523,000.00 3,531,617.26 1.9%
FED HOME LN DISCOUNT NT 0 4/11/18 '313385VK9 3,500,000.00 3,498,554.50 1.9%
GNMA II TBA 30 YR 3 3 4/19/48 '21H030641 3,300,000.00 3,246,826.21 1.8%
FHLMC TBA 30 YR 3.5 3.5 4/12/48 '02R032646 3,000,000.00 3,007,233.96 1.7%
FEDERAL FARM CREDIT BANK 2.78 11/2/37 '3133EGC52 2,730,000.00 2,502,132.36 1.4%
FNMA POOL BE4435 3 11/1/46 '3140FP4V8 2,390,204.73 2,335,334.21 1.3%
GNMA II TBA 30 YR 4 4 4/19/48 '21H040640 2,200,000.00 2,261,488.31 1.2%
FNMA POOL BC1171 3.5 6/1/46 '3140EVJR9 2,153,504.63 2,161,124.16 1.2%
FNMA POOL AN4301 3.15 1/1/27 '3138LGX76 2,109,700.00 2,109,091.73 1.2%
FHLMC TBA 30 YR 4 4 4/12/48 '02R040649 1,800,000.00 1,847,882.75 1.0%
FNMA POOL 469829 2.72 12/1/18 '31381S4N9 1,600,809.95 1,600,853.19 0.9%
MET TRANSPRTN AUTH NY DEDICATE 5 11/15/38 '59259N6U2 1,275,000.00 1,471,541.25 0.8%
FNMA POOL AN6744 2.94 9/1/27 '3138LKP68 1,500,000.00 1,470,123.57 0.8%
FNMA POOL AN7540 2.91 11/1/27 '3138LLLW3 1,500,000.00 1,466,428.88 0.8%
FNMA POOL AN5557 2.9 5/1/27 '3138LJE71 1,480,034.87 1,451,502.34 0.8%
FNMA POOL AN1840 2.45 6/1/26 '3138LEBJ9 1,480,035.93 1,425,505.71 0.8%
FNMA POOL AM7598 3.07 12/1/24 '3138L8NQ3 1,381,765.36 1,389,303.39 0.8%
FNMA TBA 30 YR 4 4 4/12/48 '01F040644 1,300,000.00 1,334,155.19 0.7%
FNMA POOL 471478 2.61 8/1/22 '31381UXF9 1,343,566.43 1,330,028.87 0.7%
FED HOME LN DISCOUNT NT 0 4/6/18 '313385VE3 1,275,000.00 1,274,766.68 0.7%
FNMA POOL AN7300 3.29 11/1/27 '3138LLDE2 1,231,596.92 1,241,093.96 0.7%
FNMA POOL AM5197 4.2 1/1/30 '3138L5X39 1,162,438.79 1,238,579.67 0.7%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/28 '67884XCP0 1,120,000.00 1,189,440.00 0.7%
FNMA POOL AM8659 2.88 4/1/31 '3138L9TR3 1,250,872.29 1,187,125.24 0.7%
FNMA POOL AN2787 2.6 9/1/28 '3138LFCZ9 1,150,000.00 1,091,426.61 0.6%
FNMA POOL AN2791 2.44 9/1/26 '3138LFC55 1,117,689.47 1,071,381.53 0.6%
FNMA POOL AM7507 3.08 12/1/24 '3138L8KV5 1,038,701.43 1,045,526.89 0.6%
FNMA POOL AM9154 3.18 6/1/30 '3138LAE47 1,049,138.05 1,041,757.71 0.6%
FEDERAL FARM CREDIT BANK 3.66 3/7/44 '3133EJFF1 974,000.00 1,001,491.15 0.6%
FED HOME LN DISCOUNT NT 0 4/20/18 '313385VU7 1,000,000.00 999,175.00 0.5%
FNMA POOL 469879 3.22 12/1/21 '31381S6Q0 980,475.52 992,487.96 0.5%
FNMA POOL AM6266 3.58 7/1/30 '3138L66C7 960,645.22 966,648.86 0.5%
FNMA POOL AM8148 2.68 3/1/27 '3138L9BS0 1,000,000.00 965,701.61 0.5%
FNMA POOL AM9239 3.03 6/1/25 '3138LAHR3 964,471.50 964,572.08 0.5%
HUDSON YARDS 2.835 8/10/38 '44421LAA0 1,000,000.00 949,044.00 0.5%
FNMA POOL AN1767 2.98 6/1/31 '3138LD6D0 970,014.43 942,187.69 0.5%
AMERICAN BLDRS + CONTRACTORS 0 10/31/23 '02474RAE3 891,000.00 894,217.40 0.5%
FREDDIE MAC 3.5 2/15/26 '3137A6YW6 847,000.00 863,079.53 0.5%
OBP DEPOSITOR LLC TRUST 4.6462 7/15/45 '67087MAA4 806,000.00 832,060.80 0.5%
CALIFORNIA ST 7.625 3/1/40 '13063BFR8 525,000.00 801,444.00 0.4%
FREDDIE MAC 3.5 6/15/26 '3137ACFM6 780,000.00 799,091.51 0.4%
CNH INDUSTRIAL CAPITAL L 4.875 4/1/21 '12592BAF1 750,000.00 773,437.50 0.4%
FNMA POOL BE8063 3 12/1/46 '3140FT5Z0 785,775.00 767,737.60 0.4%
ONTARIO (PROVINCE OF) 1.95 1/27/23 '68323ADL5 1,000,000.00 761,217.76 0.4%
FHLMC MULTIFAMILY STRUCTURED P 2.06007 7/25/24 '3137F2LZ7 748,000.00 748,631.61 0.4%
FNMA POOL AM4796 3.3 12/1/23 '3138L5KJ8 733,916.40 744,925.88 0.4%
ALLINA HEALTH SYSTEM 4.805 11/15/45 '01959LAA0 660,000.00 743,579.79 0.4%
FNMA POOL 469683 3.54 11/1/21 '31381SXL1 715,727.76 731,961.44 0.4%
FNMA POOL AR9198 3 3/1/43 '3138W7GG3 738,599.83 727,443.52 0.4%
BRANDYWINE OPER PARTNERS 4.55 10/1/29 '105340AP8 725,000.00 726,888.01 0.4%
BOSTON MEDICAL CTR CORP 4.519 7/1/26 '10103DAA4 705,000.00 726,006.20 0.4%
LOS ANGELES CNTY CA PUBLIC WKS 7.488 8/1/33 '54473ENT7 540,000.00 723,999.60 0.4%
FED HM LN PC POOL G08741 3 1/1/47 '3128MJZF0 741,724.30 723,942.40 0.4%
MADISON AVENUE TRUST 2.97556 8/15/34 '55282MAA2 729,000.00 723,220.12 0.4%
FANNIEMAE ACES 2.56116 7/25/24 '3136AXVB8 740,000.00 721,540.85 0.4%
NUMERICABLE GROUP SA 0 1/31/26 '963FXEII8 738,801.37 717,006.73 0.4%
ONE MARKET PLAZA TRUST 3.6139 2/10/32 '68245HAA2 710,000.00 716,871.66 0.4%
PARK AVENUE TRUST 3.508 6/5/37 '90187LAA7 712,000.00 709,299.81 0.4%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/24 '939783TL0 700,000.00 698,943.00 0.4%
FNMA POOL AM3278 2.85 5/1/23 '3138L3UC7 698,411.39 696,327.73 0.4%
FNMA POOL AM7903 3.38 1/1/27 '3138L8X90 666,497.97 678,804.20 0.4%
SANTANDER UK PLC 5 11/7/23 '80283LAA1 650,000.00 673,359.05 0.4%
COMM MORTGAGE TRUST 3.7255 3/10/31 '12625CAJ2 644,000.00 666,601.44 0.4%
COMM MORTGAGE TRUST 3.4244 3/10/31 '12625CAC7 640,000.00 653,059.20 0.4%
SWEDBANK AB 2.2 3/4/20 '87020PAE7 650,000.00 639,769.53 0.4%
AMERICAN MUNI PWR OHIO INC OHR 6.27 2/15/50 '02765UEQ3 490,000.00 638,180.90 0.4%
PROVINCE OF QUEBEC 1.65 3/3/22 '748148RW5 815,000.00 618,382.24 0.3%
FIFTH THIRD BANCORP 8.25 3/1/38 '316773CH1 425,000.00 611,675.14 0.3%
COTY INC. 0 3/26/25 '933XKYII6 610,400.00 608,874.00 0.3%
TOTAL SYSTEM SERVICES IN 3.8 4/1/21 '891906AD1 600,000.00 606,669.39 0.3%
FED HM LN PC POOL Q33602 3 5/1/45 '3132QQAC6 616,220.63 604,037.58 0.3%
FNMA POOL AM5146 3.47 1/1/24 '3138L5WG1 552,725.39 565,600.12 0.3%
TOLL BROS FINANCE CORP 4.35 2/15/28 '88947EAT7 600,000.00 564,000.00 0.3%
ILLINOIS ST 5.877 3/1/19 '452152HU8 540,000.00 551,788.20 0.3%
AXA SA 8.6 12/15/30 '054536AA5 400,000.00 545,000.00 0.3%
FNMA POOL 932441 4 1/1/40 '31412Q5A3 526,654.07 544,528.47 0.3%
HOME DEPOT INC 5.95 4/1/41 '437076AV4 420,000.00 538,553.76 0.3%
TREEHOUSE FOODS INC 6 2/15/24 '89469AAC8 530,000.00 535,300.00 0.3%
MORGAN STANLEY CAPITAL I TRUST 2.4766 11/15/34 '61691LAA7 531,000.00 532,196.13 0.3%
GREENKO DUTCH BV 5.25 7/24/24 '39530LAB6 545,000.00 524,562.50 0.3%
DIGNITY HEALTH 5.267 11/1/64 '254010AE1 500,000.00 523,306.51 0.3%
AUTONATION INC 5.5 2/1/20 '05329WAK8 500,000.00 520,690.17 0.3%
GNMA II TBA 30 YR 4.5 4.5 4/19/48 '21H042646 500,000.00 519,873.03 0.3%
FNMA POOL MA1931 2.5 6/1/24 '31418BED4 518,296.13 516,288.14 0.3%
BPCE SA 4.875 4/1/26 '05578QAE3 500,000.00 514,844.84 0.3%
UNITED RENTALS NORTH AM 4.625 7/15/23 '911365BC7 500,000.00 510,625.00 0.3%
CREDIT AGRICOLE LONDON 4.125 1/10/27 '22535WAB3 510,000.00 509,748.13 0.3%
SBA TOWER TRUST 3.869 10/15/49 '78403DAH3 500,000.00 508,159.35 0.3%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/45 '675553AA9 400,000.00 507,858.15 0.3%
DIST OF COLUMBIA REVENUE 4.125 7/1/27 '25483VSC9 500,000.00 507,600.00 0.3%
ERAC USA FINANCE LLC 3.85 11/15/24 '26884TAL6 500,000.00 506,163.47 0.3%
CMWLTH FING AUTH PA 3.781 6/1/31 '20281PKS0 500,000.00 505,925.00 0.3%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/35 '57586ETQ4 420,000.00 503,596.80 0.3%
CONSOLIDATED EDISON CO O 3.3 12/1/24 '209111FE8 500,000.00 499,661.45 0.3%
REGIONS FINANCIAL CORP 3.2 2/8/21 '7591EPAK6 500,000.00 499,419.93 0.3%
RYDER SYSTEM INC 2.35 2/26/19 '78355HJU4 500,000.00 498,156.14 0.3%
MARRIOTT INTERNATIONAL 2.875 3/1/21 '571903AN3 500,000.00 495,685.01 0.3%
US BANCORP 3.6 9/11/24 '91159HHK9 493,000.00 494,622.68 0.3%
XEROX CORPORATION 5.625 12/15/19 '984121CA9 475,000.00 494,129.19 0.3%
BPCE SA 2.25 1/27/20 '05578DAR3 500,000.00 493,191.50 0.3%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/24 '709193LY0 505,000.00 493,162.80 0.3%
VENTAS REALTY LP 3.5 2/1/25 '92277GAE7 500,000.00 487,583.38 0.3%
TORONTO DOMINION BANK 1.85 9/11/20 '89114QBT4 500,000.00 486,776.26 0.3%
BAY AREA CA TOLL AUTH TOLL BRI 7.043 4/1/50 '072024NV0 325,000.00 486,398.25 0.3%
CDW LLC 0 8/17/23 '12512YAF8 483,752.37 485,743.01 0.3%
DTZ U.S. BORROWER LLC 0 11/4/21 '23340DAH5 486,250.00 484,325.42 0.3%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/41 '215813HU3 435,000.00 477,125.40 0.3%
UNIVISION COMMUNICATIONS 0 3/15/24 '914908AX6 482,955.81 476,088.66 0.3%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/28 '650116BD7 500,000.00 467,540.00 0.3%
FNMA POOL AM7812 3.1 1/1/27 '3138L8VE1 465,557.03 465,273.36 0.3%
AIR LEASE CORP 3.875 4/1/21 '00912XAM6 450,000.00 457,072.51 0.3%
FNMA POOL AN1410 3.01 5/1/28 '3138LDR88 462,718.52 455,952.89 0.3%
AT+T INC 3.95 1/15/25 '00206RDD1 445,000.00 445,379.92 0.2%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/22 '00774MAA3 450,000.00 443,709.43 0.2%
RUSSELL INVTS US INSTITUTIONAL 0 6/1/23 '933XLRII0 443,250.00 443,250.00 0.2%
BIOGEN INC 5.2 9/15/45 '09062XAD5 400,000.00 438,430.88 0.2%
WELLTOWER INC 5.25 1/15/22 '42217KAW6 400,000.00 425,305.64 0.2%
HUNTINGTON BANCSHARES 3.15 3/14/21 '446150AJ3 425,000.00 423,175.01 0.2%
BOSTON PROPERTIES LP 3.65 2/1/26 '10112RAX2 430,000.00 421,161.80 0.2%
ORLANDO HEALTH OBL GRP 4.416 10/1/44 '686515AA5 395,000.00 420,004.16 0.2%
ALLERGAN FUNDING SCS 3 3/12/20 '00507UAP6 420,000.00 418,029.90 0.2%
VERIZON COMMUNICATIONS 3.376 2/15/25 '92343VEN0 424,000.00 417,388.74 0.2%
CANADIAN PACIFIC RR CO 4.5 1/15/22 '13645RAP9 400,000.00 416,640.24 0.2%
GNMA II TBA 30 YR 4.5 4.5 5/21/48 '21H042653 400,000.00 415,179.67 0.2%
DELPHI CORP 4.15 3/15/24 '247126AJ4 401,000.00 411,746.91 0.2%
GALLERIA CO 0 9/29/23 '36380UAB3 407,950.00 408,969.88 0.2%
SPRINT COMMUNICATIONS INC 0 2/2/24 '85208EAB6 405,900.00 406,470.70 0.2%
CSAIL COMMERCIAL MORTGAGE TRUS 3.8079 11/15/48 '12635RAX6 388,000.00 398,766.50 0.2%
GS MORTGAGE SECURITIES TRUST 2.4766 7/15/32 '36253XAA3 395,000.00 395,766.93 0.2%
DIGNITY HEALTH 4.5 11/1/42 '254010AB7 408,000.00 395,037.45 0.2%
SPRINT COMMUNICATIONS 7 3/1/20 '852061AQ3 375,000.00 394,687.50 0.2%
OREGON ST HLTH SCIENCE UNIVR 5 7/1/45 '685869EJ4 350,000.00 394,464.00 0.2%
FREDDIE MAC 3.5 2/15/26 '3137A7GE4 383,000.00 392,570.10 0.2%
MICROSOFT CORP 3.7 8/8/46 '594918BT0 395,000.00 390,752.51 0.2%
QUEENSLAND TREASURY CORP 3 3/22/24 'ACI0T3DS2 500,000.00 389,098.00 0.2%
AMERICAN TOWER CORP 5 2/15/24 '03027XAD2 362,000.00 382,605.91 0.2%
JM SMUCKER CO 4.25 3/15/35 '832696AM0 380,000.00 380,926.33 0.2%
COOPERATIEVE RABOBANK UA 3.95 11/9/22 '21685WDF1 375,000.00 379,333.89 0.2%
FANNIE MAE 3.5 3/25/27 '3136A4A82 368,000.00 376,837.52 0.2%
NY + PRESBYTERIAN HOSPIT 4.024 8/1/45 '649322AA2 365,000.00 373,756.33 0.2%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/23 '786091AD0 340,000.00 371,494.20 0.2%
AEGEA FINANCE SARL 5.75 10/10/24 '00775CAA4 370,000.00 368,150.00 0.2%
CBS CORP 2.9 1/15/27 '124857AR4 400,000.00 363,209.14 0.2%
AMAZON.COM INC 4.8 12/5/34 '023135AP1 325,000.00 361,063.74 0.2%
PUBLIC FIN AUTH WI SENIOR LIVI 3 11/15/22 '74443UBF9 360,000.00 360,759.60 0.2%
WESTROCK CO 3 9/15/24 '96145DAA3 375,000.00 359,033.11 0.2%
FED HM LN PC POOL G08347 4.5 6/1/39 '3128MJL57 335,707.12 354,882.22 0.2%
AT+T INC 2.7414 3/11/19 '00206RCD2 350,000.00 351,499.77 0.2%
FREDDIE MAC 3.5 12/15/25 '3137A4BE6 343,000.00 351,062.08 0.2%
BROADCOM CRP / CAYMN FI 3.625 1/15/24 '11134LAF6 355,000.00 349,675.12 0.2%
AIA GROUP LTD 4.5 3/16/46 '00131LAE5 325,000.00 343,795.32 0.2%
FNMA POOL AS3608 2.5 12/1/43 '3138WDAJ0 358,617.68 339,647.11 0.2%
FED HM LN PC POOL G30614 3.5 12/1/32 '3128CUVF0 329,915.24 337,277.86 0.2%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/23 '796839BP2 315,000.00 332,851.05 0.2%
ILLINOIS ST 5.547 4/1/19 '452152FK2 325,000.00 331,750.25 0.2%
CHARTER COMM OPT LLC/CAP 6.484 10/23/45 '161175BA1 300,000.00 330,404.36 0.2%
FNMA POOL 745327 6 3/1/36 '31403DA41 291,960.61 328,275.32 0.2%
ON ASSIGNMENT INC 0 6/5/22 '68216FAV5 322,278.79 324,293.03 0.2%
NEW JERSEY ST TURNPIKE AUTH 7.102 1/1/41 '646139X83 225,000.00 322,861.50 0.2%
CELGENE CORP 3.875 8/15/25 '151020AS3 325,000.00 322,493.69 0.2%
FED HM LN PC POOL 849167 2.887 10/1/43 '31300MFG3 318,228.61 318,753.34 0.2%
DISCOVER FINANCIAL SVS 3.75 3/4/25 '254709AL2 325,000.00 315,928.67 0.2%
CITY OF HOPE/THE 5.623 11/15/43 '17858PAA9 250,000.00 315,128.77 0.2%
ILLINOIS ST 5.1 6/1/33 '452151LF8 335,000.00 314,538.20 0.2%
MORGAN STANLEY BAML TRUST 4.259 10/15/46 '61762XAU1 300,000.00 314,211.06 0.2%
MORGAN STANLEY BAML TRUST 4.051 4/15/47 '61763KBA1 300,000.00 310,738.68 0.2%
FED HM LN PC POOL J17791 3 1/1/27 '3128PXUQ7 306,826.22 308,645.83 0.2%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/21 '59447TLF8 320,000.00 308,089.60 0.2%
EMPLOYEES RETMNT SYS OF THE GO 6.15 7/1/38 '29216MAC4 825,000.00 301,125.00 0.2%
ING BANK NV 2 11/26/18 '44987CAJ7 300,000.00 298,818.11 0.2%
REGENCY CENTERS LP 3.75 6/15/24 '75884RAT0 300,000.00 297,802.10 0.2%
CHARTER COMMUNICATIONS OPERAT 0 4/30/25 '16117LBS7 294,761.25 296,161.37 0.2%
NEW JERSEY ST TURNPIKE AUTH 7.414 1/1/40 '646139W35 200,000.00 295,300.00 0.2%
CROWN CASTLE INTL CORP 3.7 6/15/26 '22822VAC5 300,000.00 289,211.30 0.2%
FNMA POOL AB4168 3.5 1/1/32 '31417AT25 283,212.01 287,711.50 0.2%
SBA TOWER TRUST 3.168 4/9/47 '78403DAL4 290,000.00 287,281.77 0.2%
PNC FINANCIAL SERVICES 6.875 5/15/19 '635405AM5 275,000.00 287,125.56 0.2%
NEXEO SOLUTIONS LLC 0 6/9/23 '65339QAH0 280,040.95 283,628.83 0.2%
MET GOVT NASHVILLE DAVIDSONC 4.053 7/1/26 '592041WJ2 270,000.00 280,457.10 0.2%
STANDARD CHARTERED PLC 5.7 3/26/44 '853254AN0 250,000.00 276,382.67 0.2%
ALMONDE INC 0 6/13/24 '02034DAC1 273,624.98 273,719.93 0.2%
THERMO FISHER SCIENTIFIC 4.15 2/1/24 '883556BF8 265,000.00 272,562.10 0.1%
NEW JERSEY ST ECON DEV AUTH RE 3.882 6/15/19 '64577BTU8 270,000.00 272,405.70 0.1%
FNMA POOL AB6472 2 10/1/27 '31417DFN8 277,900.00 269,857.75 0.1%
PITNEY BOWES INC 3.625 9/15/20 '724479AM2 265,000.00 263,675.00 0.1%
FANNIE MAE CAS 6.2215 5/25/29 '30711XEC4 235,000.00 261,274.41 0.1%
ARDAGH PKG FIN/HLDGS USA 4.25 9/15/22 '03969AAM2 260,000.00 259,350.00 0.1%
DUKE REALTY LP 4.375 6/15/22 '26441YAV9 250,000.00 259,093.80 0.1%
CARMAX AUTO OWNER TRUST 2.56 2/15/22 '14314MAF0 260,000.00 258,066.93 0.1%
MICHIGAN ST FIN AUTH REVENUE 2.267 4/1/19 '59447TLD3 260,000.00 256,656.40 0.1%
CHICAGO IL 6.207 1/1/32 '167486HL6 250,000.00 255,995.00 0.1%
DELL INTL LLC 0 9/7/23 '24702NAZ3 253,851.25 254,406.68 0.1%
GO DADDY OPER CO LLC 0 2/15/24 '38017BAN6 252,813.74 253,796.93 0.1%
FNMA POOL AY3370 2.5 4/1/45 '3138YGW81 266,642.39 251,552.17 0.1%
MICHIGAN ST FIN AUTH REVENUE 2.057 4/1/18 '59447TLC5 250,000.00 250,000.00 0.1%
FNMA POOL AE4192 4 10/1/40 '31419EUS6 241,427.58 249,956.90 0.1%
NY + PRESBYTERIAN HOSPIT 4.063 8/1/56 '649322AD6 250,000.00 248,624.93 0.1%
REINSURANCE GRP OF AMER 3.95 9/15/26 '759351AM1 250,000.00 247,885.24 0.1%
SELF HELP FED CRED UNION 1.15 3/18/19 '81632NAB1 250,000.00 247,861.00 0.1%
SWEDBANK AB 2.8 3/14/22 '87020PAH0 250,000.00 246,808.25 0.1%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/21 '821697P37 250,000.00 246,777.50 0.1%
MAXLINEAR INC 0 5/12/24 '57776UAB1 244,588.27 246,422.68 0.1%
TECHEM GMBH 0 10/2/24 '963BHGII0 200,000.00 246,299.44 0.1%
CARMAX AUTO OWNER TRUST 2.7 10/16/23 '14314RAF9 250,000.00 246,250.70 0.1%
SELF HELP CREDIT UNION 1.15 9/16/19 '81632LAC3 250,000.00 245,953.00 0.1%
NETS HOLDING A/S 0 2/6/25 '963KKPII6 200,000.00 245,802.34 0.1%
MARYLAND ST HLTH HGR EDUCTNL 4.068 7/1/28 '574218X40 240,000.00 244,231.20 0.1%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/22 '821697P45 250,000.00 244,065.00 0.1%
MICHIGAN ST FIN AUTH REVENUE 2.491 4/1/20 '59447TLE1 250,000.00 243,497.50 0.1%
FREMF MORTGAGE TRUST 3.67486 11/25/49 '30306HAS9 250,000.00 242,717.08 0.1%
LENNAR CORP 4.125 1/15/22 '526057BY9 245,000.00 241,864.00 0.1%
HARBOR FREIGHT TOOLS USA INC 0 8/19/23 '41151PAM7 240,110.72 240,727.56 0.1%
CHILDREN S HOSPITAL CORP 4.115 1/1/47 '16876BAA0 230,000.00 239,998.28 0.1%
APTIV PLC 3.15 11/19/20 '03835VAA4 240,000.00 239,711.01 0.1%
FED HM LN PC POOL G01837 5 7/1/35 '3128LXBE9 218,460.78 235,756.15 0.1%
MEXICO CITY ARPT TRUST 3.875 4/30/28 '59284MAC8 255,000.00 235,268.10 0.1%
AON PLC 4.75 5/15/45 '00185AAH7 225,000.00 234,865.80 0.1%
INDIANA ST FIN AUTH REVENUE 3.624 7/1/36 '45506DWY7 235,000.00 233,310.35 0.1%
SS C TECHNOLOGIES INC 0 7/8/22 '78466DAZ7 231,673.07 233,224.35 0.1%
FED HM LN PC POOL A95085 4 11/1/40 '312943UJ0 220,849.40 228,735.29 0.1%
FNMA POOL AP9592 3.5 10/1/32 '3138MDUS9 227,022.27 228,454.56 0.1%
FREMF MORTGAGE TRUST 3.83526 7/25/49 '30295AAN8 224,000.00 226,317.55 0.1%
FED HM LN PC POOL G06990 5.5 8/1/40 '3128M9C34 200,815.20 220,356.83 0.1%
FNMA POOL AR1524 2 1/1/28 '3138NXVS3 227,410.17 219,698.54 0.1%
ILLINOIS ST 3.86 4/1/21 '452152QN4 215,000.00 214,855.95 0.1%
FREMF MORTGAGE TRUST 3.75321 11/25/50 '35708WAS9 220,000.00 213,185.85 0.1%
FANNIE MAE 3 9/25/47 '3136AXX91 214,301.55 212,578.91 0.1%
FED HM LN PC POOL G14599 2.5 11/1/27 '3128MDKL6 214,951.91 212,138.42 0.1%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/27 '574218X32 205,000.00 207,052.05 0.1%
MEMORIAL SLOAN KETTERING 4.125 7/1/52 '586054AB4 200,000.00 206,960.85 0.1%
MORGAN STANLEY 3.95 4/23/27 '61761JZN2 210,000.00 204,856.58 0.1%
SEATTLE SPINCO 0 6/21/24 '962XKAII2 204,690.12 204,741.29 0.1%
FED HM LN PC POOL A37619 4.5 9/1/35 '31297TPC1 194,547.65 204,593.67 0.1%
ILLINOIS TOOL WORKS INC 4.875 9/15/41 '452308AQ2 175,000.00 203,944.24 0.1%
FANNIE MAE 3 9/25/47 '3136AXV44 204,388.34 202,752.52 0.1%
DUKE REALTY LP 3.625 4/15/23 '26441YAX5 200,000.00 201,518.66 0.1%
COTY INC 0 10/27/22 '22207EBA1 200,915.37 200,413.08 0.1%
AMAZON.COM INC 3.875 8/22/37 '023135BD7 200,000.00 199,967.52 0.1%
NEXSTAR BROADCASTING INC 0 1/17/24 '65336RAR9 196,985.00 197,871.43 0.1%
COX COMMUNICATIONS INC 4.8 2/1/35 '224044CF2 200,000.00 196,822.49 0.1%
FNMA POOL BE1416 2.5 11/1/31 '3140FLSE9 199,182.74 195,334.18 0.1%
GRAY TELEVISION INC 5.875 7/15/26 '389375AJ5 200,000.00 195,000.00 0.1%
TURKIYE SINAI KALKINMA B 5.5 1/16/23 'ACI0ZWNP6 200,000.00 194,648.60 0.1%
HILLSBOROUGH CNTY FL AVIATION 3.549 10/1/22 '432275AE5 190,000.00 194,398.50 0.1%
ALIBABA GROUP HOLDING 2.8 6/6/23 '01609WAS1 200,000.00 193,530.51 0.1%
SFR GROUP SA 7.375 5/1/26 '67054KAA7 200,000.00 191,250.00 0.1%
CINEWORLD LIMITED 0 2/28/25 '963PAQII4 190,000.00 189,988.22 0.1%
PUBLIC FIN AUTH WI SENIOR LIVI 3.5 11/15/23 '74443UBE2 185,000.00 186,409.70 0.1%
LANCASTER CNTY PA HOSP AUTH 5 7/1/24 '514045R39 165,000.00 183,955.20 0.1%
FED HM LN PC POOL Q01807 4.5 7/1/36 '3132GFAG2 174,158.58 183,227.05 0.1%
FED HM LN PC POOL A94362 4 10/1/40 '312942Z32 176,295.49 182,593.66 0.1%
MORGAN STANLEY BAML TRUST 3.526 12/15/47 '61764PBU5 180,167.00 181,539.22 0.1%
FNMA POOL MA1630 4 10/1/33 '31418AY44 173,443.40 180,690.40 0.1%
KAISER FOUNDATION HOSPIT 3.15 5/1/27 '48305QAC7 185,000.00 179,270.78 0.1%
UNUM GROUP 3 5/15/21 '91529YAM8 180,000.00 178,601.60 0.1%
ON SEMICONDUCTOR CORP 0 3/31/23 '68218EAF1 176,730.13 177,867.74 0.1%
FNMA POOL 930672 4.5 3/1/39 '31412N6H4 166,841.60 176,818.83 0.1%
FREMF MORTGAGE TRUST 3.97152 7/25/49 '35708TAS6 175,000.00 175,256.38 0.1%
USI INC 0 5/16/24 '90351NAE5 174,125.00 174,865.03 0.1%
BAY AREA CA TOLL AUTH TOLL BRI 6.918 4/1/40 '072024NU2 125,000.00 174,561.25 0.1%
MAYO CLINIC 4.128 11/15/52 '578454AD2 165,000.00 172,334.49 0.1%
REINSURANCE GRP OF AMER 4.7 9/15/23 '759351AL3 164,000.00 170,518.88 0.1%
CHICAGO IL 7.045 1/1/29 '167486ZZ5 155,000.00 167,314.75 0.1%
FNMA POOL MA0949 3.5 1/1/32 '31418ABT4 162,685.68 166,274.98 0.1%
FNMA POOL AB1343 4.5 8/1/40 '31416WP55 156,492.06 165,873.26 0.1%
FED HM LN PC POOL G01828 4.5 4/1/35 '3128LXA59 156,727.17 164,899.18 0.1%
NUVEEN FINANCE LLC 4.125 11/1/24 '87246YAC0 160,000.00 163,135.81 0.1%
FED HM LN PC POOL G02424 5.5 12/1/36 '3128M4AZ6 147,795.06 162,680.23 0.1%
KIMCO REALTY CORP 3.4 11/1/22 '49446RAN9 160,000.00 160,166.62 0.1%
O REILLY AUTOMOTIVE INC 3.8 9/1/22 '67103HAC1 155,000.00 158,703.95 0.1%
COX COMMUNICATIONS INC 3.15 8/15/24 '224044CH8 165,000.00 158,463.17 0.1%
BWAY MORTGAGE TRUST 2.8093 3/10/33 '05604FAA3 159,739.05 157,945.42 0.1%
LIBERTY PROPERTY LP 3.25 10/1/26 '53117CAS1 165,000.00 157,320.64 0.1%
FREMF MORTGAGE TRUST 4.07287 5/25/27 '30302XAE9 155,000.00 156,830.16 0.1%
MORGAN STANLEY BAML TRUST 4.08217 7/15/46 '61762MBW0 150,000.00 156,010.38 0.1%
FED HM LN PC POOL G06079 6 7/1/39 '3128M8CQ5 138,598.25 155,647.81 0.1%
FNMA POOL AE0216 4 8/1/40 '31419AG27 149,923.30 155,033.35 0.1%
CAPITAL ONE FINANCIAL CO 4.2 10/29/25 '14040HBJ3 155,000.00 153,829.81 0.1%
LANCASTER CNTY PA HOSP AUTH 5 7/1/25 '514045R47 135,000.00 150,318.45 0.1%
CHICAGO IL 7.375 1/1/33 '167486VV8 135,000.00 149,893.20 0.1%
DIAMOND (BC) B V 0 9/6/24 'N2611UAC9 149,625.00 149,625.00 0.1%
FED HM LN PC POOL A89384 4 10/1/39 '312936M95 142,453.59 147,552.84 0.1%
IRON MOUNTAIN INC. 0 3/23/26 '933XHWII4 145,000.00 145,060.47 0.1%
LOS ANGELES CA DEPT OF ARPTS A 3.887 5/15/38 '544445BD0 140,000.00 143,407.60 0.1%
RYDER SYSTEM INC 2.5 5/11/20 '78355HJZ3 145,000.00 143,238.35 0.1%
FED HM LN PC POOL G04997 5 1/1/37 '3128M63E6 132,760.06 142,732.87 0.1%
FNMA POOL AW4685 2.655 5/1/44 '3138XUF31 140,713.87 141,327.40 0.1%
CAMELOT FIN LP 0 10/3/23 '13322HAE6 137,910.48 138,920.12 0.1%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/30 '67884XCQ8 130,000.00 138,457.80 0.1%
FREMF MORTGAGE TRUST 4.03413 7/25/27 '35708QAU7 136,000.00 137,386.82 0.1%
SHUTTERFLY INC. 0 8/17/24 '963QXDII6 135,000.00 136,012.50 0.1%
CARMAX AUTO OWNER TRUST 2.16 12/15/21 '14314MAE3 135,000.00 132,994.24 0.1%
VOYA FINANCIAL INC 5.65 5/15/53 '45685EAG1 130,000.00 132,925.00 0.1%
FANNIE MAE CAS 5.4215 7/25/29 '30711XEP5 120,000.00 130,419.41 0.1%
FNMA POOL 995243 4.5 8/1/38 '31416BS82 123,441.57 130,071.41 0.1%
CARMAX AUTO OWNER TRUST 2.58 11/16/20 '14313RAG8 130,000.00 129,993.50 0.1%
FNMA POOL MA0639 4 2/1/41 '31417YV95 123,528.48 127,735.87 0.1%
FNMA POOL AL1627 4.5 9/1/41 '3138EHYZ9 117,096.62 123,636.26 0.1%
MASSACHUSETTS ST 3.277 6/1/46 '57582RJN7 130,000.00 122,759.00 0.1%
FREMF MORTGAGE TRUST 3.72647 10/25/49 '30305KAG9 120,000.00 118,107.13 0.1%
FREMF MORTGAGE TRUST 3.64737 9/25/24 '30305GAS2 120,000.00 117,637.80 0.1%
FED HM LN PC POOL A89148 4 10/1/39 '312936EV5 112,656.57 116,611.03 0.1%
KAR AUCTION SVCS INC 0 3/9/23 '48562RAK5 115,733.73 116,529.40 0.1%
FNMA POOL 190370 6 6/1/36 '31368HMT7 102,693.02 115,409.01 0.1%
FED HM LN PC POOL A97047 4.5 2/1/41 '312945ZL5 108,722.84 115,086.24 0.1%
FED HM LN PC POOL A93101 5 7/1/40 '312941NS2 104,027.30 112,082.11 0.1%
KAISER FOUNDATION HOSPIT 3.5 4/1/22 '48305QAA1 110,000.00 112,009.10 0.1%
NORTHEASTERN UNIVERSITY 5.285 3/1/32 '664675AM7 100,000.00 109,844.63 0.1%
FED HM LN PC POOL A95796 4 12/1/40 '312944NM9 103,173.51 106,856.50 0.1%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/27 '57584X4J7 100,000.00 103,111.00 0.1%
FNMA POOL 995082 5.5 8/1/37 '31416BM70 92,648.84 101,821.82 0.1%
CROWN HOLDINGS INC. 0 1/29/25 '963MUEII6 100,000.00 100,991.10 0.1%
ZAYO GROUP LLC 0 1/19/24 '98919MAP0 100,094.75 100,735.96 0.1%
CH GUENTHER + SON INC. 0 3/22/25 '963SGKII5 100,000.00 100,671.90 0.1%
MARSH + MCLENNAN COS INC 3.3 3/14/23 '571748BA9 100,000.00 99,790.33 0.1%
FREMF MORTGAGE TRUST 3.87975 2/25/50 '30301TAE9 100,000.00 99,406.07 0.1%
FED HM LN PC POOL Q00291 5 4/1/41 '3132GDKC5 91,578.52 98,817.39 0.1%
FNMA POOL AE0625 4 12/1/40 '31419AVT1 89,971.05 93,429.20 0.1%
CARMAX AUTO OWNER TRUST 1.9 4/15/22 '14314EAE1 95,000.00 92,811.28 0.1%
FREMF MORTGAGE TRUST 3.84436 8/25/27 '30305EAE8 90,000.00 89,011.44 0.0%
FREMF MORTGAGE TRUST 3.94418 9/25/49 '30300YAS8 85,000.00 85,256.02 0.0%
FREMF MORTGAGE TRUST 3.67486 11/25/49 '30306HAU4 90,000.00 84,810.74 0.0%
FED HM LN PC POOL G08499 3 7/1/42 '3128MJRV4 83,688.26 82,293.23 0.0%
FNMA POOL AD1649 4 3/1/40 '31418NZP8 77,568.90 80,213.83 0.0%
FNMA POOL AA9846 4 8/1/39 '31416T5G0 76,030.05 78,612.37 0.0%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/33 '45750TAS2 70,000.00 77,869.40 0.0%
CAPITAL ONE FINANCIAL CO 3.75 7/28/26 '14040HBK0 80,000.00 76,245.06 0.0%
FED HM LN PC POOL A87874 4 8/1/39 '312934XB3 73,663.78 76,140.27 0.0%
FED HM LN PC POOL J20118 2.5 8/1/27 '31306XDX8 77,146.24 76,135.97 0.0%
FNMA POOL AC1877 4.5 9/1/39 '31417LCP8 70,755.34 74,850.71 0.0%
CARMAX AUTO OWNER TRUST 2.2 6/15/22 '14314EAF8 75,000.00 73,664.54 0.0%
FNMA POOL AC9564 4.5 2/1/40 '31417WTW1 66,938.52 70,904.24 0.0%
FED HM LN PC POOL Q06160 4 2/1/37 '3132GRE98 67,959.38 69,847.28 0.0%
FREMF MORTGAGE TRUST 3.98072 3/25/27 '30296CAE3 70,000.00 69,264.80 0.0%
SS+C TECH HOLDINGS INC 5.875 7/15/23 '78467JAC4 65,000.00 68,802.50 0.0%
FNMA POOL AE0215 4 12/1/39 '31419AGZ4 65,925.77 68,164.12 0.0%
FED HM LN PC POOL A89729 4 11/1/39 '312936Y27 65,155.81 67,481.62 0.0%
FNMA POOL AE0624 4 11/1/40 '31419AVS3 64,257.61 66,483.56 0.0%
FNMA POOL AI7951 4.5 8/1/36 '3138AMZR9 62,317.87 65,643.22 0.0%
AT+T INC 4.75 5/15/46 '00206RCQ3 65,000.00 63,372.00 0.0%
FNMA POOL AL0005 4.5 1/1/41 '3138EGAF1 59,760.74 63,224.77 0.0%
MEMORIAL SLOAN KETTERING 4.2 7/1/55 '586054AC2 60,000.00 62,727.19 0.0%
FREMF MORTGAGE TRUST 3.75321 11/25/50 '35708WAU4 65,000.00 60,406.77 0.0%
FNMA POOL AL0049 6 12/1/35 '3138EGBT0 52,691.41 59,294.96 0.0%
FED HM LN PC POOL A93996 4.5 9/1/40 '312942NM3 52,842.64 55,932.55 0.0%
FNMA POOL 889529 6 3/1/38 '31410KHE7 49,594.14 55,888.47 0.0%
FREMF MORTGAGE TRUST 4.02177 11/25/32 '302968AE2 67,000.00 55,344.35 0.0%
FNMA POOL AE4113 4 10/1/40 '31419ESB6 50,687.87 52,418.59 0.0%
FNMA POOL AJ5974 4 12/1/36 '3138AXT84 50,685.51 52,418.33 0.0%
FNMA POOL 745044 4.5 8/1/35 '31403CWD9 45,652.24 48,084.33 0.0%
FNMA POOL AC2817 4 10/1/39 '31417MDX8 42,864.58 44,322.31 0.0%
CORE + MAIN LP 6.125 8/15/25 '14987KAA1 45,000.00 44,100.00 0.0%
FED HM LN PC POOL G01838 5 7/1/35 '3128LXBF6 38,061.17 41,059.92 0.0%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/29 '574218X57 40,000.00 40,287.60 0.0%
FNMA POOL AE5143 4 11/1/40 '31419FWD4 38,448.69 39,760.25 0.0%
FNMA POOL AS8449 2.5 12/1/31 '3138WJL71 40,510.19 39,727.46 0.0%
FREMF MORTGAGE TRUST 3.72647 10/25/49 '30305KAJ3 40,000.00 37,713.80 0.0%
FED HM LN PC POOL G01779 5 4/1/35 '31283H6Q3 33,394.32 36,033.30 0.0%
FNMA POOL AB1763 4 11/1/30 '31416W5Z1 31,407.38 32,487.29 0.0%
MA FINANCECO LLC 0 6/21/24 '55280FAG6 30,309.88 30,019.42 0.0%
FNMA POOL 890248 6 8/1/37 '31410LBR2 26,639.90 30,019.14 0.0%
FED HM LN PC POOL A94742 4 11/1/40 '312943HT3 28,958.90 29,993.92 0.0%
FED HM LN PC POOL A12413 5 8/1/33 '31296LVE8 25,570.75 27,499.96 0.0%
FNMA POOL AD8033 4 8/1/40 '31418V4T6 26,401.98 27,300.17 0.0%
HERTZ CORP 5.5 10/15/24 '428040CS6 30,000.00 25,500.00 0.0%
MISSION BROADCASTING INC 0 1/17/24 '605024AN8 25,359.95 25,474.07 0.0%
FED HM LN PC POOL Z40004 6 8/1/36 '3132FCAD7 22,566.77 25,264.63 0.0%
FED HM LN PC POOL A95084 4 11/1/40 '312943UH4 24,297.45 25,165.42 0.0%
CNH EQUIPMENT TRUST 1.93 3/15/24 '12635YAF0 20,000.00 19,523.33 0.0%
FNMA POOL MA0919 3.5 12/1/31 '31418AAV0 16,659.87 17,027.44 0.0%
FED HM LN PC POOL G05052 5 10/1/33 '3128M65M6 14,103.79 15,245.51 0.0%
FED HM LN PC POOL Q17103 4 6/1/41 '3132J8KR0 13,854.23 14,239.10 0.0%
COX COMMUNICATIONS INC 3.85 2/1/25 '224044CE5 10,000.00 10,025.13 0.0%
FNMA POOL AC5401 5 10/1/39 '31417SAB6 7,224.35 7,813.79 0.0%
SS C TECHNOLOGIES INC 0 7/8/22 '78466DBA1 2,678.04 2,695.97 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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