Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 12/31/2019
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Security Name Interest Rate Maturity Date Shares Market Value Weight
FNMA TBA 30 YR 3 3 1/14/2050 23,600,000 23,937,406.37 10.74%
GNMA II TBA 30 YR 3 3 1/21/2050 22,100,000 22,706,886.55 10.19%
FED HOME LN DISCOUNT NT 0 2/7/2020 10,500,000 10,484,145.00 4.70%
FED HOME LN DISCOUNT NT 0 1/15/2020 10,000,000 9,994,583.30 4.48%
FED HOME LN DISCOUNT NT 0 1/29/2020 9,500,000 9,489,312.50 4.26%
FNMA TBA 30 YR 3.5 3.5 1/14/2050 6,400,000 6,584,249.92 2.95%
FNMA TBA 30 YR 4 4 1/14/2050 5,800,000 6,032,906.31 2.71%
FED HOME LN DISCOUNT NT 0 1/30/2020 5,500,000 5,493,583.32 2.46%
GNMA II TBA 30 YR 3.5 3.5 1/21/2050 5,300,000 5,462,519.57 2.45%
JAPAN TREASURY DISC BILL 0 2/10/2020 500,000,000 4,601,685.71 2.06%
FANNIE MAE 5.625 7/15/2037 3,086,000 4,521,415.50 2.03%
FNMA TBA 15 YR 3 3 1/16/2035 3,600,000 3,689,859.35 1.66%
FNMA TBA 15 YR 2.5 2.5 1/16/2035 2,600,000 2,623,968.78 1.18%
FED HM LN PC POOL G08816 3.5 6/1/2048 2,422,157 2,507,423.11 1.12%
GNMA II POOL MA6040 4 7/20/2049 2,168,484 2,248,201.61 1.01%
FNMA POOL BE4435 3 11/1/2046 1,818,889 1,864,611.51 0.84%
FEDERAL FARM CREDIT BANK 2.78 11/2/2037 1,800,000 1,830,109.73 0.82%
REPUBLIC OF CHILE 0.83 7/2/2031 1,370,000 1,563,175.34 0.70%
FNMA POOL BC1171 3.5 6/1/2046 1,395,774 1,454,384.09 0.65%
FNMA POOL BJ6137 3.5 1/1/2048 1,317,833 1,368,755.05 0.61%
FNMA POOL BD1165 3 10/1/2046 1,335,522 1,368,061.23 0.61%
FEDERAL FARM CREDIT BANK 3.66 3/7/2044 974,000 1,118,823.36 0.50%
FEDERAL FARM CREDIT BANK 3.43 4/6/2045 1,000,000 1,107,168.57 0.50%
MARRIOTT INTERNATIONAL 2.875 3/1/2021 1,025,000 1,034,639.36 0.46%
HUDSON YARDS 2.835 8/10/2038 1,000,000 1,008,325.70 0.45%
FED HOME LN DISCOUNT NT 0 5/1/2020 1,000,000 994,800.00 0.45%
WASHINGTON ST HSG FIN COMMISSI 3 1/1/2025 985,000 984,093.80 0.44%
GNMA II TBA 30 YR 4.5 4.5 1/21/2050 900,000 941,062.50 0.42%
FREDDIE MAC 3.5 2/15/2026 847,000 886,525.59 0.40%
STARBUCKS CORP 4.45 8/15/2049 750,000 871,339.70 0.39%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/2028 770,000 867,458.90 0.39%
CON EDISON CO OF NY INC 4.125 5/15/2049 750,000 853,587.00 0.38%
CALIFORNIA ST 7.625 3/1/2040 525,000 841,638.00 0.38%
ING GROEP NV 4.625 1/6/2026 750,000 834,925.54 0.37%
CLEARWAY ENERGY OP LLC 4.75 3/15/2028 800,000 812,000.00 0.36%
AT+T INC 4.75 5/15/2046 715,000 810,516.53 0.36%
FREDDIE MAC 3.5 6/15/2026 780,000 808,585.75 0.36%
OBP DEPOSITOR LLC TRUST 4.6462 7/15/2045 806,000 805,330.62 0.36%
CONSERVATION FUND 3.474 12/15/2029 800,000 798,598.41 0.36%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/2022 775,000 796,958.29 0.36%
CITY OF TORONTO CANADA 2.6 9/24/2039 1,060,000 795,978.87 0.36%
TRINITY HEALTH CORP 3.434 12/1/2048 800,000 792,511.34 0.36%
CNH INDUSTRIAL CAP LLC 4.875 4/1/2021 750,000 776,550.00 0.35%
HONG KONG 2.5 5/28/2024 750,000 764,873.63 0.34%
CALIFORNIA ST HLTH FACS FING A 2.984 6/1/2033 760,000 754,748.40 0.34%
PARK AVENUE TRUST 3.508 6/5/2037 712,000 751,369.83 0.34%
MADISON AVENUE TRUST 3.1881 8/15/2034 729,000 745,642.49 0.33%
BOSTON MEDICAL CTR CORP 4.519 7/1/2026 705,000 741,294.89 0.33%
BANK OF AMERICA CORP 3.124 1/20/2023 725,000 739,473.39 0.33%
ONE MARKET PLAZA TRUST 3.6139 2/10/2032 710,000 727,587.41 0.33%
PHILADELPHIA PA WTR WSTWTR R 4.189 10/1/2037 665,000 707,453.60 0.32%
COMM MORTGAGE TRUST 3.7255 3/10/2031 644,000 674,729.62 0.30%
COMM MORTGAGE TRUST 3.4244 3/10/2031 640,000 665,828.93 0.30%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/2050 490,000 655,375.00 0.29%
FNMA POOL BE8063 3 12/1/2046 637,222 653,232.50 0.29%
FIFTH THIRD BANCORP 8.25 3/1/2038 425,000 650,137.30 0.29%
TOLL BROS FINANCE CORP 4.35 2/15/2028 600,000 627,208.50 0.28%
TRUIST FIN CORP 3.875 3/19/2029 575,000 624,504.76 0.28%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/2024 600,000 610,326.00 0.27%
HOME DEPOT INC 5.95 4/1/2041 420,000 594,350.51 0.27%
AON PLC 4.75 5/15/2045 500,000 590,570.47 0.26%
JP MORGAN CHASE COMMERCIAL MOR 4.1283 7/5/2031 555,000 588,057.08 0.26%
AXA SA 8.6 12/15/2030 400,000 581,499.73 0.26%
BOSTON PROPERTIES LP 4.5 12/1/2028 500,000 567,449.35 0.25%
GREENKO DUTCH BV 5.25 7/24/2024 545,000 553,921.65 0.25%
AMGEN INC 3.2 11/2/2027 525,000 553,775.09 0.25%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/2035 420,000 552,715.80 0.25%
CREDIT AGRICOLE LONDON 4.125 1/10/2027 510,000 551,602.54 0.25%
BPCE SA 4.875 4/1/2026 500,000 550,722.02 0.25%
BANK OF AMERICA CORP 2.456 10/22/2025 545,000 549,017.42 0.25%
KEYSIGHT TECHNOLOGIES 4.55 10/30/2024 500,000 545,266.01 0.24%
BRANDYWINE OPER PARTNERS 4.55 10/1/2029 500,000 544,576.55 0.24%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/2041 435,000 535,867.80 0.24%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/2045 400,000 530,398.77 0.24%
MORGAN STANLEY CAPITAL I TRUST 2.43975 11/15/2034 531,000 530,161.55 0.24%
ERAC USA FINANCE LLC 3.85 11/15/2024 500,000 529,694.06 0.24%
BAY AREA CA TOLL AUTH TOLL BRI 7.043 4/1/2050 325,000 528,398.00 0.24%
DIST OF COLUMBIA REVENUE 4.125 7/1/2027 500,000 525,020.00 0.24%
US BANCORP 3.6 9/11/2024 493,000 524,488.62 0.24%
VENTAS REALTY LP 3.5 2/1/2025 500,000 522,517.58 0.23%
SBA TOWER TRUST 3.869 10/15/2049 500,000 521,156.60 0.23%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/2024 505,000 520,548.95 0.23%
AIR LEASE CORP 3.625 12/1/2027 500,000 518,191.34 0.23%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/2028 500,000 513,765.00 0.23%
KLABIN AUSTRIA GMBH 5.75 4/3/2029 480,000 512,092.80 0.23%
AZURE POWER SOLAR ENERGY 5.65 12/24/2024 500,000 511,965.00 0.23%
AUTONATION INC 5.5 2/1/2020 500,000 501,289.04 0.22%
AMERICAN BUILDERS CONTRACTOR 0 1/15/2027 498,750 501,088.14 0.22%
BPCE SA 2.25 1/27/2020 500,000 500,027.88 0.22%
CITIGROUP INC 3.352 4/24/2025 475,000 494,699.52 0.22%
PUBLIC SERVICE COLORADO 4.1 6/15/2048 420,000 483,948.87 0.22%
BIOGEN INC 5.2 9/15/2045 400,000 483,791.09 0.22%
ALTICE FRANCE SA 0 1/31/2026 477,109 478,597.57 0.21%
AT+T INC 3.95 1/15/2025 445,000 477,277.65 0.21%
FED HM LN PC POOL Q33602 3 5/1/2045 452,011 464,338.13 0.21%
FREMF MORTGAGE TRUST 4.08133 10/25/2031 461,000 459,249.68 0.21%
BOSTON PROPERTIES LP 3.65 2/1/2026 430,000 456,043.78 0.20%
ORLANDO HEALTH OBL GRP 4.416 10/1/2044 395,000 451,501.82 0.20%
FNMA POOL 932441 4 1/1/2040 420,091 450,539.72 0.20%
OREGON ST HLTH SCIENCE UNIV 5 7/1/2045 350,000 450,131.50 0.20%
RUSSELL INVTS US INSTITUTIONAL 0 6/1/2023 434,250 435,172.78 0.20%
VODAFONE GROUP PLC 4.375 2/19/2043 400,000 430,485.15 0.19%
HUNTINGTON BANCSHARES 3.15 3/14/2021 425,000 430,368.01 0.19%
DIGNITY HEALTH 4.5 11/1/2042 408,000 425,473.77 0.19%
APTIV CORP 4.15 3/15/2024 401,000 425,196.27 0.19%
CPT MORTGAGE TRUST 2.865 11/13/2039 415,000 418,323.49 0.19%
VERIZON COMMUNICATIONS 4.016 12/3/2029 370,000 412,789.91 0.19%
JM SMUCKER CO 4.25 3/15/2035 380,000 412,208.29 0.18%
AMAZON.COM INC 4.8 12/5/2034 325,000 410,665.25 0.18%
AMERICAN INTL GROUP 3.9 4/1/2026 380,000 408,482.47 0.18%
SELF HELP CREDIT 2.5 6/27/2022 400,000 407,220.40 0.18%
FREDDIE MAC 3.5 2/15/2026 383,000 402,094.62 0.18%
VIACOMCBS INC 2.9 1/15/2027 400,000 400,814.52 0.18%
AMERICAN TOWER CORP 5 2/15/2024 362,000 398,383.52 0.18%
SPRINT COMMUNICATIONS INC 0 2/2/2024 398,725 396,105.78 0.18%
GS MORTGAGE SECURITIES TRUST 2.43975 7/15/2032 395,000 394,849.82 0.18%
COOPERATIEVE RABOBANK UA 3.95 11/9/2022 375,000 392,329.79 0.18%
AEGEA FINANCE SARL 5.75 10/10/2024 370,000 390,507.25 0.18%
FANNIE MAE 3.5 3/25/2027 368,000 390,136.38 0.18%
WRKCO INC 3 9/15/2024 375,000 382,938.14 0.17%
AIA GROUP LTD 4.5 3/16/2046 325,000 378,936.26 0.17%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/2023 340,000 374,676.60 0.17%
CHARTER COMM OPT LLC/CAP 6.484 10/23/2045 300,000 372,452.49 0.17%
BROADCOM CRP / CAYMN FI 3.625 1/15/2024 355,000 368,156.00 0.17%
ILLINOIS ST 5.1 6/1/2033 335,000 361,418.10 0.16%
MORGAN STANLEY 3.625 1/20/2027 335,000 357,012.90 0.16%
BRISTOL MYERS SQUIBB CO 3.875 8/15/2025 325,000 351,589.08 0.16%
ALLINA HEALTH SYSTEM 4.805 11/15/2045 291,000 349,021.49 0.16%
DISCOVER FINANCIAL SVS 3.75 3/4/2025 325,000 344,494.11 0.15%
NEW JERSEY ST TURNPIKE AUTH 7.102 1/1/2041 225,000 343,545.75 0.15%
CITY OF HOPE/THE 5.623 11/15/2043 250,000 333,689.51 0.15%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/2021 320,000 323,401.60 0.15%
STANDARD CHARTERED PLC 5.7 3/26/2044 250,000 322,059.14 0.14%
MORGAN STANLEY BAML TRUST 4.259 10/15/2046 300,000 319,726.32 0.14%
MORGAN STANLEY BAML TRUST 4.051 4/15/2047 300,000 319,448.34 0.14%
CROWN CASTLE INTL CORP 3.7 6/15/2026 300,000 317,390.77 0.14%
REGENCY CENTERS LP 3.75 6/15/2024 300,000 315,401.30 0.14%
NEW JERSEY ST TURNPIKE AUTH 7.414 1/1/2040 200,000 314,104.00 0.14%
FNMA POOL AS3608 2.5 12/1/2043 309,797 308,400.24 0.14%
SBA TOWER TRUST 3.168 4/9/2047 290,000 293,228.74 0.13%
CHARTER COMMUNICATIONS OPERATI 0 2/1/2027 289,603 291,797.54 0.13%
DIGNITY HEALTH 5.267 11/1/2064 250,000 288,368.77 0.13%
STARBUCKS CORP 3.75 12/1/2047 275,000 286,410.40 0.13%
THERMO FISHER SCIENTIFIC 4.15 2/1/2024 265,000 284,146.67 0.13%
MICRON TECHNOLOGY INC 4.64 2/6/2024 260,000 282,331.46 0.13%
FNMA POOL MA1931 2.5 6/1/2024 278,270 280,847.55 0.13%
FREDDIE MAC 3.5 12/15/2025 270,582 279,197.54 0.13%
COX COMMUNICATIONS INC 4.8 2/1/2035 250,000 277,382.03 0.12%
FED HM LN PC POOL G08347 4.5 6/1/2039 250,969 272,777.68 0.12%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/2023 245,000 267,145.55 0.12%
REINSURANCE GRP OF AMER 3.95 9/15/2026 250,000 265,507.05 0.12%
COOPERATIEVE RABOBANK UA 3.875 9/26/2023 250,000 264,509.09 0.12%
ARDAGH PKG FIN/HLDGS USA 4.25 9/15/2022 260,000 263,794.18 0.12%
CHARTER COMM OPT LLC/CAP 5.75 4/1/2048 225,000 263,192.66 0.12%
DUKE REALTY LP 4.375 6/15/2022 250,000 262,141.05 0.12%
CHILDREN S HOSPITAL CORP 4.115 1/1/2047 230,000 261,264.48 0.12%
CARMAX AUTO OWNER TRUST 2.56 2/15/2022 260,000 260,056.68 0.12%
BNP PARIBAS 3.8 1/10/2024 245,000 257,605.76 0.12%
FREMF MORTGAGE TRUST 3.67422 11/25/2049 250,000 256,594.00 0.12%
BPCE SA 3 5/22/2022 250,000 254,632.01 0.11%
ALMONDE INC 0 6/13/2024 255,350 254,179.91 0.11%
CARMAX AUTO OWNER TRUST 2.7 10/16/2023 250,000 252,358.38 0.11%
INDIANA ST FIN AUTH REVENUE 3.624 7/1/2036 235,000 252,089.20 0.11%
LENNAR CORP 4.125 1/15/2022 245,000 250,948.60 0.11%
MICHIGAN ST FIN AUTH REVENUE 2.491 4/1/2020 250,000 250,375.00 0.11%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2021 250,000 249,830.00 0.11%
FED HM LN PC POOL G30614 3.5 12/1/2032 238,184 249,346.72 0.11%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2022 250,000 249,115.00 0.11%
FNMA POOL 745327 6 3/1/2036 213,308 244,597.36 0.11%
AMERICAN TOWER CORP 3.375 5/15/2024 235,000 243,774.24 0.11%
NY + PRESBYTERIAN HOSPIT 4.024 8/1/2045 215,000 240,453.71 0.11%
VODAFONE GROUP PLC 6.15 2/27/2037 185,000 239,261.98 0.11%
FANNIE MAE 3.5 7/25/2054 229,829 237,390.03 0.11%
HARBOR FREIGHT TOOLS USA INC 0 8/18/2023 235,699 234,888.56 0.11%
VERIZON COMMUNICATIONS 3.875 2/8/2029 210,000 231,846.37 0.10%
FNMA POOL AB4168 3.5 1/1/2032 219,318 229,453.95 0.10%
FREMF MORTGAGE TRUST 3.753233 11/25/2050 220,000 228,025.64 0.10%
AMAZON.COM INC 3.875 8/22/2037 200,000 227,652.24 0.10%
ADIENT US LLC 0 5/6/2024 223,875 225,507.50 0.10%
MORGAN STANLEY 3.95 4/23/2027 210,000 225,496.88 0.10%
FED HM LN PC POOL 849167 2.852 10/1/2043 221,031 224,199.80 0.10%
ILLINOIS TOOL WORKS INC 4.875 9/15/2041 175,000 222,723.05 0.10%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/2027 205,000 222,418.85 0.10%
ILLINOIS ST 3.86 4/1/2021 215,000 216,601.75 0.10%
ING GROEP NV 3.95 3/29/2027 200,000 215,847.42 0.10%
FNMA POOL AY3370 2.5 4/1/2045 214,288 213,321.44 0.10%
GRAY TELEVISION INC 5.875 7/15/2026 200,000 213,120.00 0.10%
DUKE REALTY LP 3.625 4/15/2023 200,000 208,023.74 0.09%
FANNIE MAE CAS 6.142 5/25/2029 197,103 208,012.43 0.09%
EBAY INC 3.6 6/5/2027 195,000 204,678.57 0.09%
ALIBABA GROUP HOLDING 2.8 6/6/2023 200,000 202,995.90 0.09%
FNMA POOL AE4192 4 10/1/2040 187,662 201,410.56 0.09%
FED HM LN PC POOL J17791 3 1/1/2027 195,293 201,243.20 0.09%
COTY INC 0 4/7/2025 204,267 200,245.08 0.09%
NETS HOLDING A/S 0 2/6/2025 176,389 197,485.93 0.09%
SEATTLE SPINCO INC 0 6/21/2024 195,711 196,474.60 0.09%
KAISER FOUNDATION HOSPIT 3.15 5/1/2027 185,000 193,416.58 0.09%
MORGAN STANLEY BAML TRUST 3.526 12/15/2047 180,167 189,390.47 0.08%
GO DADDY OPER CO LLC 0 2/15/2024 187,090 188,337.31 0.08%
FNMA POOL AB6472 2 10/1/2027 184,968 184,254.03 0.08%
BAY AREA CA TOLL AUTH TOLL BRI 6.918 4/1/2040 125,000 183,226.25 0.08%
FREMF MORTGAGE TRUST 3.972265 7/25/2049 175,000 182,025.87 0.08%
FED HM LN PC POOL A95085 4 11/1/2040 167,541 179,866.37 0.08%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2024 165,000 179,792.25 0.08%
FNMA POOL AP9592 3.5 10/1/2032 171,166 179,086.27 0.08%
REINSURANCE GRP OF AMER 4.7 9/15/2023 164,000 178,021.81 0.08%
BLACKHAWK NETWORK HLDGS INC 0 6/15/2025 177,300 177,687.93 0.08%
FED HM LN PC POOL G01837 5 7/1/2035 158,411 174,855.99 0.08%
NUVEEN FINANCE LLC 4.125 11/1/2024 160,000 173,986.41 0.08%
LIBERTY PROPERTY LP 3.25 10/1/2026 165,000 172,516.04 0.08%
FED HM LN PC POOL A37619 4.5 9/1/2035 158,195 171,716.78 0.08%
USI INC 0 5/16/2024 171,063 171,254.96 0.08%
COX COMMUNICATIONS INC 3.15 8/15/2024 165,000 169,781.32 0.08%
CAPITAL ONE FINANCIAL CO 4.2 10/29/2025 155,000 167,448.61 0.08%
KIMCO REALTY CORP 3.4 11/1/2022 160,000 165,382.88 0.07%
FANNIE MAE 3 9/25/2047 161,057 164,111.61 0.07%
FREMF MORTGAGE TRUST 4.072821 7/25/2050 155,000 163,448.72 0.07%
O REILLY AUTOMOTIVE INC 3.8 9/1/2022 155,000 161,303.57 0.07%
FED HM LN PC POOL G06990 5.5 8/1/2040 142,060 159,565.25 0.07%
FANNIE MAE 3 9/25/2047 153,270 156,603.35 0.07%
CROWN FIN US INC 0 2/28/2025 155,246 155,268.01 0.07%
FNMA POOL AR1524 2 1/1/2028 154,731 154,133.01 0.07%
LOS ANGELES CA DEPT OF ARPTS A 3.887 5/15/2038 140,000 150,819.20 0.07%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2025 135,000 149,231.70 0.07%
FED HM LN PC POOL A94362 4 10/1/2040 137,404 147,555.01 0.07%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/2030 130,000 147,440.80 0.07%
RYDER SYSTEM INC 2.5 5/11/2020 145,000 145,170.44 0.07%
DIAMOND (BC) B V 0 9/6/2024 147,000 144,611.25 0.06%
FREMF MORTGAGE TRUST 4.035314 7/25/2027 136,000 143,386.57 0.06%
FED HM LN PC POOL G14599 2.5 11/1/2027 140,599 142,602.12 0.06%
IRON MOUNTAIN INC DEL 0 1/2/2026 142,463 142,342.55 0.06%
NEXSTAR BROADCASTING INC 0 1/17/2024 136,748 137,360.36 0.06%
MEMORIAL SLOAN KETTERING 4.125 7/1/2052 120,000 137,251.32 0.06%
FNMA POOL BE1416 2.5 11/1/2031 134,880 136,731.90 0.06%
CARMAX AUTO OWNER TRUST 2.16 12/15/2021 135,000 135,039.99 0.06%
FNMA POOL MA1630 4 10/1/2033 126,223 134,511.30 0.06%
FNMA POOL 930672 4.5 3/1/2039 121,187 131,786.99 0.06%
WYNDHAM HOTELS + RESORTS INC 0 5/30/2025 128,375 129,227.54 0.06%
FNMA POOL AB1343 4.5 8/1/2040 116,740 128,064.20 0.06%
FNMA POOL MA0949 3.5 1/1/2032 122,208 127,850.37 0.06%
FANNIE MAE CAS 5.342 7/25/2029 120,000 127,094.39 0.06%
BWAY MORTGAGE TRUST 2.8093 3/10/2033 123,944 125,394.06 0.06%
FED HM LN PC POOL G01828 4.5 4/1/2035 114,794 124,749.02 0.06%
FNMA POOL AE0216 4 8/1/2040 115,495 123,925.31 0.06%
FED HM LN PC POOL G02424 5.5 12/1/2036 105,495 118,849.05 0.05%
NORTHEASTERN UNIVERSITY 5.285 3/1/2032 100,000 118,619.84 0.05%
FED HM LN PC POOL Q01807 4.5 7/1/2036 104,927 114,072.90 0.05%
FED HM LN PC POOL A89384 4 10/1/2039 105,960 113,686.66 0.05%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/2027 100,000 108,509.00 0.05%
FED HM LN PC POOL G04997 5 1/1/2037 97,829 107,963.16 0.05%
FED HM LN PC POOL G06079 6 7/1/2039 92,933 106,698.56 0.05%
FNMA POOL MA0639 4 2/1/2041 97,022 104,100.52 0.05%
MARSH + MCLENNAN COS INC 3.3 3/14/2023 100,000 103,526.14 0.05%
FREMF MORTGAGE TRUST 3.879356 2/25/2050 100,000 103,484.48 0.05%
SELF HELP CREDIT UN 2.2 6/25/2021 100,000 100,769.44 0.05%
ZAYO GROUP LLC 0 1/19/2024 100,095 100,518.75 0.05%
CHG PPC PARENT LLC 0 3/31/2025 98,500 98,992.50 0.04%
FNMA POOL 995243 4.5 8/1/2038 89,790 97,436.12 0.04%
CARMAX AUTO OWNER TRUST 1.9 4/15/2022 95,000 94,921.75 0.04%
FREMF MORTGAGE TRUST 3.844023 10/25/2049 90,000 94,022.51 0.04%
FED HM LN PC POOL A89148 4 10/1/2039 86,297 92,600.73 0.04%
FREMF MORTGAGE TRUST 3.67422 11/25/2049 90,000 91,561.61 0.04%
FREMF MORTGAGE TRUST 3.94406 9/25/2049 85,000 89,372.76 0.04%
FED HM LN PC POOL A93101 5 7/1/2040 79,882 88,125.40 0.04%
FNMA POOL 190370 6 6/1/2036 75,138 86,214.52 0.04%
FNMA POOL BD1153 3 8/1/2046 84,164 86,209.53 0.04%
FED HM LN PC POOL A95796 4 12/1/2040 80,089 85,984.36 0.04%
FED HM LN PC POOL A97047 4.5 2/1/2041 78,942 85,813.37 0.04%
CAPITAL ONE FINANCIAL CO 3.75 3/9/2027 80,000 85,408.67 0.04%
CAPITAL ONE FINANCIAL CO 3.75 7/28/2026 80,000 84,361.41 0.04%
FNMA POOL AL1627 4.5 9/1/2041 77,522 84,227.11 0.04%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/2033 70,000 77,978.60 0.03%
FREDDIE MAC STACR 3.442 4/25/2043 76,566 76,837.70 0.03%
FNMA POOL AE0625 4 12/1/2040 70,557 76,584.53 0.03%
FNMA POOL AW4685 2.613 5/1/2044 74,666 76,090.52 0.03%
FNMA POOL 995082 5.5 8/1/2037 66,816 75,198.82 0.03%
CARMAX AUTO OWNER TRUST 2.2 6/15/2022 75,000 74,981.95 0.03%
FREMF MORTGAGE TRUST 3.980726 5/25/2050 70,000 74,147.23 0.03%
FED HM LN PC POOL G08499 3 7/1/2042 70,243 72,442.75 0.03%
FED HM LN PC POOL Q00291 5 4/1/2041 65,594 72,357.06 0.03%
SS C TECHNOLOGIES INC 0 4/16/2025 70,427 70,971.28 0.03%
FREMF MORTGAGE TRUST 3.753233 11/25/2050 65,000 65,887.60 0.03%
FREMF MORTGAGE TRUST 4.021421 11/25/2032 67,000 65,628.31 0.03%
FNMA POOL AD1649 4 3/1/2040 59,383 63,719.48 0.03%
FED HM LN PC POOL Q06160 4 2/1/2037 57,391 60,872.08 0.03%
VERIZON COMMUNICATIONS 3.376 2/15/2025 57,000 60,418.96 0.03%
FNMA POOL AA9846 4 8/1/2039 56,319 60,391.13 0.03%
FNMA POOL AC1877 4.5 9/1/2039 52,565 57,069.97 0.03%
FNMA POOL AC9564 4.5 2/1/2040 52,041 56,619.09 0.03%
FED HM LN PC POOL A87874 4 8/1/2039 52,099 55,937.85 0.03%
FNMA POOL AE0215 4 12/1/2039 50,465 54,122.56 0.02%
FED HM LN PC POOL J20118 2.5 8/1/2027 52,760 53,511.79 0.02%
FED HM LN PC POOL A89729 4 11/1/2039 48,590 52,157.99 0.02%
FNMA POOL AE0624 4 11/1/2040 46,593 50,027.73 0.02%
SS C TECHNOLOGIES INC 0 4/16/2025 48,830 49,207.88 0.02%
FNMA POOL AL0005 4.5 1/1/2041 43,981 47,771.50 0.02%
CORE + MAIN LP 6.125 8/15/2025 45,000 47,024.55 0.02%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/2029 40,000 44,348.00 0.02%
FNMA POOL AI7951 4.5 8/1/2036 40,485 43,985.71 0.02%
FED HM LN PC POOL A93996 4.5 9/1/2040 39,343 42,767.72 0.02%
FNMA POOL AJ5974 4 12/1/2036 38,405 41,214.80 0.02%
FNMA POOL AL0049 6 12/1/2035 35,810 40,858.41 0.02%
FREMF MORTGAGE TRUST 3.727068 10/25/2049 40,000 40,475.84 0.02%
FNMA POOL 889529 6 3/1/2038 34,533 39,624.38 0.02%
FNMA POOL AE4113 4 10/1/2040 36,737 39,423.74 0.02%
FNMA POOL 745044 4.5 8/1/2035 34,669 37,631.83 0.02%
FNMA POOL AC2817 4 10/1/2039 34,627 37,140.87 0.02%
FNMA POOL AS8449 2.5 12/1/2031 31,415 31,788.96 0.01%
FNMA POOL AE5143 4 11/1/2040 29,130 31,255.65 0.01%
FED HM LN PC POOL G01838 5 7/1/2035 27,515 30,374.04 0.01%
MA FINANCECO LLC 0 6/21/2024 28,980 29,093.37 0.01%
MISSION BROADCASTING INC 0 1/17/2024 27,173 27,294.23 0.01%
FED HM LN PC POOL G01779 5 4/1/2035 24,278 26,798.04 0.01%
FED HM LN PC POOL A94742 4 11/1/2040 23,288 25,000.81 0.01%
FNMA POOL AB1763 4 11/1/2030 23,428 24,964.10 0.01%
FNMA POOL 890248 6 8/1/2037 19,527 22,395.86 0.01%
FNMA POOL AD8033 4 8/1/2040 20,588 22,087.35 0.01%
FED HM LN PC POOL A12413 5 8/1/2033 19,374 21,374.45 0.01%
FED HM LN PC POOL A95084 4 11/1/2040 18,848 20,256.81 0.01%
CNH EQUIPMENT TRUST 1.93 3/15/2024 20,000 19,954.19 0.01%
FED HM LN PC POOL Z40004 6 8/1/2036 16,285 18,696.03 0.01%
FNMA POOL MA0919 3.5 12/1/2031 12,297 12,864.50 0.01%
FED HM LN PC POOL Q17103 4 6/1/2041 12,076 12,620.25 0.01%
MEMORIAL SLOAN KETTERING 4.2 7/1/2055 10,000 11,622.59 0.01%
FED HM LN PC POOL G05052 5 10/1/2033 10,326 11,266.53 0.01%
COX COMMUNICATIONS INC 3.85 2/1/2025 10,000 10,599.29 0.00%
FNMA POOL AC5401 5 10/1/2039 5,294 5,832.33 0.00%
MICROSOFT CORP 3.7 8/8/2046 5,000 5,662.09 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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