Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 9/30/2018
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Security Name Coupon Maturity CUSIP Shares Market Value Weight
FNMA TBA 30 YR 3.5 3.5 10/11/48 '01F0326A7 7,221,000.00 7,106,236.86 4.13%
GNMA II TBA 30 YR 3.5 3.5 10/18/48 '21H0326A3 5,300,000.00 5,270,394.36 3.06%
FANNIE MAE 1.5 6/22/20 '3135G0D75 5,328,000.00 5,215,115.66 3.03%
JAPAN TREASURY DISC BILL 0 10/9/18 'ACI13S7L5 485,000,000.00 4,270,015.41 2.48%
FANNIE MAE 5.625 7/15/37 '31398AFD9 3,086,000.00 4,008,652.28 2.33%
GNMA II TBA 30 YR 3 3 10/18/48 '21H0306A7 3,300,000.00 3,196,101.58 1.86%
FHLMC TBA 30 YR 4 4 10/11/48 '02R0406A5 3,100,000.00 3,130,626.20 1.82%
FED HM LN PC POOL G08816 3.5 6/1/48 '3128MJ4A5 2,999,999.55 2,955,605.71 1.72%
GNMA II TBA 30 YR 4 4 10/18/48 '21H0406A6 2,200,000.00 2,237,554.73 1.30%
FNMA POOL BE4435 3 11/1/46 '3140FP4V8 2,198,511.53 2,107,452.00 1.22%
FNMA POOL AN4301 3.15 1/1/27 '3138LGX76 2,109,700.00 2,060,068.29 1.20%
FNMA POOL BC1171 3.5 6/1/46 '3140EVJR9 2,014,158.69 1,990,054.21 1.16%
FEDERAL FARM CREDIT BANK 2.78 11/2/37 '3133EGC52 2,230,000.00 1,927,094.64 1.12%
JAPAN TREASURY DISC BILL 0 11/5/18 'ACI147TR3 200,000,000.00 1,761,012.46 1.02%
FED HOME LN DISCOUNT NT 0.01 11/28/18 '313385R24 1,655,000.00 1,649,293.56 0.96%
FED HOME LN DISCOUNT NT 0 10/31/18 '313385M60 1,500,000.00 1,497,375.00 0.87%
FNMA POOL BJ6137 3.5 1/1/48 '3140H7ZB6 1,499,999.62 1,477,405.40 0.86%
FNMA POOL AN6744 2.94 9/1/27 '3138LKP68 1,500,000.00 1,439,956.26 0.84%
FNMA POOL AN7540 2.91 11/1/27 '3138LLLW3 1,500,000.00 1,434,636.60 0.83%
FNMA POOL AN5557 2.9 5/1/27 '3138LJE71 1,467,980.97 1,411,452.65 0.82%
FNMA POOL BD1165 3 10/1/46 '3140F8JK4 1,459,512.50 1,398,239.35 0.81%
FNMA POOL AN1840 2.45 6/1/26 '3138LEBJ9 1,466,713.05 1,381,902.92 0.80%
FNMA POOL AM7598 3.07 12/1/24 '3138L8NQ3 1,369,563.32 1,347,186.98 0.78%
FNMA POOL 471478 2.61 8/1/22 '31381UXF9 1,327,967.21 1,300,280.93 0.76%
FNMA POOL AN7300 3.29 11/1/27 '3138LLDE2 1,222,438.77 1,199,589.79 0.70%
FNMA POOL AM5197 4.2 1/1/30 '3138L5X39 1,156,180.36 1,186,806.13 0.69%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/28 '67884XCP0 1,120,000.00 1,162,369.60 0.68%
FNMA POOL AM8659 2.88 4/1/31 '3138L9TR3 1,242,034.89 1,143,854.58 0.66%
FNMA POOL AN2787 2.6 9/1/28 '3138LFCZ9 1,150,000.00 1,064,185.61 0.62%
FNMA POOL AN2791 2.44 9/1/26 '3138LFC55 1,106,745.83 1,040,408.50 0.60%
FNMA POOL AM7507 3.08 12/1/24 '3138L8KV5 1,028,676.79 1,012,487.77 0.59%
FNMA POOL AM9154 3.18 6/1/30 '3138LAE47 1,039,400.74 1,001,697.91 0.58%
FNMA POOL 469879 3.22 12/1/21 '31381S6Q0 969,522.50 968,907.66 0.56%
FNMA POOL AM8148 2.68 3/1/27 '3138L9BS0 991,596.27 943,270.70 0.55%
FEDERAL FARM CREDIT BANK 3.66 3/7/44 '3133EJFF1 974,000.00 942,981.02 0.55%
FNMA POOL AM6266 3.58 7/1/30 '3138L66C7 954,873.30 940,323.17 0.55%
FNMA POOL AM9239 3.03 6/1/25 '3138LAHR3 957,606.09 937,963.72 0.54%
HUDSON YARDS 2.835 8/10/38 '44421LAA0 1,000,000.00 934,215.50 0.54%
GNMA II TBA 30 YR 4.5 4.5 10/18/48 '21H0426A2 900,000.00 930,204.59 0.54%
FNMA POOL AN1767 2.98 6/1/31 '3138LD6D0 961,228.92 895,593.21 0.52%
AMERICAN BLDRS CONTRACTORS 0 10/31/23 '02474RAF0 886,500.00 885,290.81 0.51%
FREDDIE MAC 3.5 2/15/26 '3137A6YW6 847,000.00 856,227.98 0.50%
OBP DEPOSITOR LLC TRUST 4.6462 7/15/45 '67087MAA4 806,000.00 821,994.59 0.48%
FHLMC MULTIFAMILY STRUCTURED P 3.8 2/25/27 '3137FGZG3 799,784.26 812,000.16 0.47%
FREDDIE MAC 3.5 6/15/26 '3137ACFM6 780,000.00 789,488.93 0.46%
CNH INDUSTRIAL CAPITAL L 4.875 4/1/21 '12592BAF1 750,000.00 770,492.34 0.45%
CALIFORNIA ST 7.625 3/1/40 '13063BFR8 525,000.00 766,295.25 0.45%
FHLMC MULTIFAMILY STRUCTURED P 2.50375 7/25/24 '3137F2LZ7 748,000.00 750,152.15 0.44%
NUMERICABLE GROUP SA 0 1/31/26 '963FXEII8 735,098.11 727,747.13 0.42%
FNMA POOL AM4796 3.3 12/1/23 '3138L5KJ8 727,260.71 724,889.87 0.42%
FANNIEMAE ACES 2.64648 7/25/24 '3136AXVB8 740,000.00 716,001.28 0.42%
FNMA POOL 469683 3.54 11/1/21 '31381SXL1 708,039.00 714,098.39 0.41%
MADISON AVENUE TRUST 3.29437 8/15/34 '55282MAA2 729,000.00 709,694.77 0.41%
BOSTON MEDICAL CTR CORP 4.519 7/1/26 '10103DAA4 705,000.00 709,651.43 0.41%
BRANDYWINE OPER PARTNERS 4.55 10/1/29 '105340AP8 725,000.00 708,229.68 0.41%
ONE MARKET PLAZA TRUST 3.6139 2/10/32 '68245HAA2 710,000.00 706,680.75 0.41%
FNMA POOL BE8063 3 12/1/46 '3140FT5Z0 734,844.48 704,436.82 0.41%
ALLINA HEALTH SYSTEM 4.805 11/15/45 '01959LAA0 660,000.00 703,259.39 0.41%
LOS ANGELES CNTY CA PUBLIC WKS 7.488 8/1/33 '54473ENT7 540,000.00 701,892.00 0.41%
FEDERAL FARM CREDIT BANK 3.51 6/11/40 '3133EJKT5 725,000.00 696,506.05 0.40%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/24 '939783TL0 700,000.00 695,261.00 0.40%
PARK AVENUE TRUST 3.508 6/5/37 '90187LAA7 712,000.00 694,335.92 0.40%
FNMA POOL AM3278 2.85 5/1/23 '3138L3UC7 691,759.35 677,996.60 0.39%
SANTANDER UK PLC 5 11/7/23 '80283LAA1 650,000.00 656,273.15 0.38%
FNMA POOL AM7903 3.38 1/1/27 '3138L8X90 660,857.23 656,267.71 0.38%
COMM MORTGAGE TRUST 3.7255 3/10/31 '12625CAJ2 644,000.00 656,056.00 0.38%
COMM MORTGAGE TRUST 3.4244 3/10/31 '12625CAC7 640,000.00 644,469.38 0.37%
SWEDBANK AB 2.2 3/4/20 '87020PAE7 650,000.00 640,588.10 0.37%
COTY INC 0 4/7/25 '22207EBG8 608,874.00 603,165.81 0.35%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/50 '02765UEQ3 490,000.00 596,359.40 0.35%
MCLAREN HEALTH CARE CORP 4.386 5/15/48 '581760AV7 590,000.00 581,281.11 0.34%
FIFTH THIRD BANCORP 8.25 3/1/38 '316773CH1 425,000.00 581,199.95 0.34%
JP MORGAN CHASE COMMERCIAL MOR 4.1283 7/5/31 '46649XAA5 555,000.00 569,969.90 0.33%
TOLL BROS FINANCE CORP 4.35 2/15/28 '88947EAT7 600,000.00 552,930.00 0.32%
FNMA POOL AM5146 3.47 1/1/24 '3138L5WG1 547,935.62 550,193.39 0.32%
TREEHOUSE FOODS INC 6 2/15/24 '89469AAC8 530,000.00 549,212.50 0.32%
ILLINOIS ST 5.877 3/1/19 '452152HU8 540,000.00 546,253.20 0.32%
FED HM LN PC POOL Q33602 3 5/1/45 '3132QQAC6 564,671.70 543,756.42 0.32%
MORGAN STANLEY CAPITAL I TRUST 2.85844 11/15/34 '61691LAA7 531,000.00 530,815.00 0.31%
HOME DEPOT INC 5.95 4/1/41 '437076AV4 420,000.00 523,919.59 0.30%
AXA SA 8.6 12/15/30 '054536AA5 400,000.00 521,000.00 0.30%
AUTONATION INC 5.5 2/1/20 '05329WAK8 500,000.00 513,112.86 0.30%
UNITED RENTALS NORTH AM 4.625 7/15/23 '911365BC7 500,000.00 505,625.00 0.29%
GREENKO DUTCH BV 5.25 7/24/24 '39530LAB6 545,000.00 504,125.00 0.29%
DIST OF COLUMBIA REVENUE 4.125 7/1/27 '25483VSC9 500,000.00 503,460.00 0.29%
BPCE SA 4.875 4/1/26 '05578QAE3 500,000.00 499,984.11 0.29%
SBA TOWER TRUST 3.869 10/15/49 '78403DAH3 500,000.00 499,422.10 0.29%
RYDER SYSTEM INC 2.35 2/26/19 '78355HJU4 500,000.00 499,194.01 0.29%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/35 '57586ETQ4 420,000.00 499,128.00 0.29%
REGIONS FINANCIAL CORP 3.2 2/8/21 '7591EPAK6 500,000.00 497,949.21 0.29%
CINCINNATI OH CITY SCH DIST 3.375 6/1/26 '172252K23 500,000.00 497,450.00 0.29%
ERAC USA FINANCE LLC 3.85 11/15/24 '26884TAL6 500,000.00 496,796.07 0.29%
FNMA POOL 932441 4 1/1/40 '31412Q5A3 487,325.07 495,970.75 0.29%
DIGNITY HEALTH 5.267 11/1/64 '254010AE1 500,000.00 494,645.80 0.29%
CREDIT AGRICOLE LONDON 4.125 1/10/27 '22535WAB3 510,000.00 494,326.84 0.29%
BPCE SA 2.25 1/27/20 '05578DAR3 500,000.00 493,708.00 0.29%
MARRIOTT INTERNATIONAL 2.875 3/1/21 '571903AN3 500,000.00 492,742.59 0.29%
CONSOLIDATED EDISON CO O 3.3 12/1/24 '209111FE8 500,000.00 489,825.02 0.28%
US BANCORP 3.6 9/11/24 '91159HHK9 493,000.00 488,975.24 0.28%
TORONTO DOMINION BANK 1.85 9/11/20 '89114QBT4 500,000.00 488,790.02 0.28%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/24 '709193LY0 505,000.00 487,617.90 0.28%
XEROX CORPORATION 5.625 12/15/19 '984121CA9 475,000.00 486,516.99 0.28%
CMWLTH FING AUTH PA 3.781 6/1/31 '20281PKS0 500,000.00 486,180.00 0.28%
CDW LLC 0 8/17/23 '12512YAF8 481,290.53 482,822.00 0.28%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/45 '675553AA9 400,000.00 481,160.39 0.28%
VENTAS REALTY LP 3.5 2/1/25 '92277GAE7 500,000.00 478,050.86 0.28%
BAY AREA CA TOLL AUTH TOLL BRI 7.043 4/1/50 '072024NV0 325,000.00 477,529.00 0.28%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/41 '215813HU3 435,000.00 471,344.25 0.27%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/28 '650116BD7 500,000.00 469,385.00 0.27%
UNIVISION COMMUNICATIONS 0 3/15/24 '914908AX6 480,330.35 467,807.66 0.27%
AIR LEASE CORP 3.875 4/1/21 '00912XAM6 450,000.00 452,762.45 0.26%
RUSSELL INVTS US INSTITUTIONAL 0 6/1/23 '78249LAB6 439,875.00 442,899.14 0.26%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/22 '00774MAA3 450,000.00 441,883.83 0.26%
FNMA POOL AN1410 3.01 5/1/28 '3138LDR88 459,262.20 440,637.57 0.26%
AT+T INC 3.95 1/15/25 '00206RDD1 445,000.00 438,747.85 0.25%
FNMA POOL MA1931 2.5 6/1/24 '31418BED4 437,028.33 432,312.47 0.25%
BIOGEN INC 5.2 9/15/45 '09062XAD5 400,000.00 425,955.32 0.25%
HUNTINGTON BANCSHARES 3.15 3/14/21 '446150AJ3 425,000.00 421,564.71 0.24%
PUBLIC SERVICE COLORADO 4.1 6/15/48 '744448CQ2 420,000.00 417,470.76 0.24%
WELLTOWER INC 5.25 1/15/22 '42217KAW6 400,000.00 417,416.19 0.24%
BOSTON PROPERTIES LP 3.65 2/1/26 '10112RAX2 430,000.00 417,239.40 0.24%
CANADIAN PACIFIC RR CO 4.5 1/15/22 '13645RAP9 400,000.00 412,203.14 0.24%
VERIZON COMMUNICATIONS 3.376 2/15/25 '92343VEN0 424,000.00 412,150.49 0.24%
MEXICO CITY ARPT TRUST 3.875 4/30/28 '59284MAC8 455,000.00 409,504.55 0.24%
SPRINT COMMUNICATIONS INC 0 2/2/24 '85208EAB6 403,850.00 405,112.03 0.24%
APTIV CORP 4.15 3/15/24 '247126AJ4 401,000.00 402,259.59 0.23%
GS MORTGAGE SECURITIES TRUST 2.85844 7/15/32 '36253XAA3 395,000.00 395,349.02 0.23%
CSAIL COMMERCIAL MORTGAGE TRUS 3.8079 11/15/48 '12635RAX6 388,000.00 390,215.09 0.23%
FREDDIE MAC 3.5 2/15/26 '3137A7GE4 383,000.00 387,800.52 0.23%
ORLANDO HEALTH OBL GRP 4.416 10/1/44 '686515AA5 395,000.00 387,436.87 0.23%
DIGNITY HEALTH 4.5 11/1/42 '254010AB7 408,000.00 382,755.69 0.22%
OREGON ST HLTH SCIENCE UNIVR 5 7/1/45 '685869EJ4 350,000.00 380,460.50 0.22%
AMERICAN TOWER CORP 5 2/15/24 '03027XAD2 362,000.00 378,976.11 0.22%
TOTAL SYSTEM SERVICES IN 4 6/1/23 '891906AE9 375,000.00 377,825.56 0.22%
COOPERATIEVE RABOBANK UA 3.95 11/9/22 '21685WDF1 375,000.00 373,217.99 0.22%
AMERICAN INTL GROUP 3.9 4/1/26 '026874DH7 380,000.00 372,092.56 0.22%
FANNIE MAE 3.5 3/25/27 '3136A4A82 368,000.00 370,727.58 0.22%
PUBLIC FIN AUTH WI SENIOR LIVI 3 11/15/22 '74443UBF9 360,000.00 360,194.40 0.21%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/23 '786091AD0 340,000.00 360,063.40 0.21%
JM SMUCKER CO 4.25 3/15/35 '832696AM0 380,000.00 359,531.85 0.21%
CBS CORP 2.9 1/15/27 '124857AR4 400,000.00 358,528.86 0.21%
AMAZON.COM INC 4.8 12/5/34 '023135AP1 325,000.00 355,538.52 0.21%
NY + PRESBYTERIAN HOSPIT 4.024 8/1/45 '649322AA2 365,000.00 355,125.90 0.21%
WESTROCK CO 3 9/15/24 '96145DAA3 375,000.00 354,960.11 0.21%
AT+T INC 3.00125 3/11/19 '00206RCD2 350,000.00 350,897.63 0.20%
AEGEA FINANCE SARL 5.75 10/10/24 '00775CAA4 370,000.00 346,875.00 0.20%
FREDDIE MAC 3.5 12/15/25 '3137A4BE6 343,000.00 346,861.15 0.20%
BROADCOM CRP / CAYMN FI 3.625 1/15/24 '11134LAF6 355,000.00 345,323.93 0.20%
AIA GROUP LTD 4.5 3/16/46 '00131LAE5 325,000.00 333,023.83 0.19%
FNMA POOL AS3608 2.5 12/1/43 '3138WDAJ0 353,315.91 328,804.13 0.19%
ILLINOIS ST 5.547 4/1/19 '452152FK2 325,000.00 328,763.50 0.19%
CHARTER COMM OPT LLC/CAP 6.484 10/23/45 '161175BA1 300,000.00 323,551.41 0.19%
FED HM LN PC POOL G08347 4.5 6/1/39 '3128MJL57 310,210.36 323,353.11 0.19%
ILLINOIS ST 5.1 6/1/33 '452151LF8 335,000.00 322,048.90 0.19%
MORGAN STANLEY 3.625 1/20/27 '61746BEF9 335,000.00 322,032.77 0.19%
CELGENE CORP 3.875 8/15/25 '151020AS3 325,000.00 320,646.82 0.19%
NEW JERSEY ST TURNPIKE AUTH 7.102 1/1/41 '646139X83 225,000.00 310,817.25 0.18%
DISCOVER FINANCIAL SVS 3.75 3/4/25 '254709AL2 325,000.00 310,239.34 0.18%
MORGAN STANLEY BAML TRUST 4.259 10/15/46 '61762XAU1 300,000.00 309,223.08 0.18%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/21 '59447TLF8 320,000.00 306,489.60 0.18%
MORGAN STANLEY BAML TRUST 4.051 4/15/47 '61763KBA1 300,000.00 306,044.31 0.18%
FED HM LN PC POOL G30614 3.5 12/1/32 '3128CUVF0 303,864.09 305,177.29 0.18%
ING BANK NV 2 11/26/18 '44987CAJ7 300,000.00 299,758.44 0.17%
BLITZ F18 675 GMBH 0 7/31/25 '963YGZII9 255,000.00 298,807.74 0.17%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/23 '796839BP2 275,000.00 295,226.25 0.17%
CHARTER COMMUNICATIONS OPERAT 0 4/30/25 '16117LBS7 293,283.75 294,033.68 0.17%
REGENCY CENTERS LP 3.75 6/15/24 '75884RAT0 300,000.00 293,444.18 0.17%
CITY OF HOPE/THE 5.623 11/15/43 '17858PAA9 250,000.00 290,807.34 0.17%
FNMA POOL 745327 6 3/1/36 '31403DA41 263,901.41 290,784.49 0.17%
CROWN CASTLE INTL CORP 3.7 6/15/26 '22822VAC5 300,000.00 287,182.32 0.17%
NEW JERSEY ST TURNPIKE AUTH 7.414 1/1/40 '646139W35 200,000.00 286,844.00 0.17%
SBA TOWER TRUST 3.168 4/9/47 '78403DAL4 290,000.00 285,755.24 0.17%
PNC FINANCIAL SERVICES 6.875 5/15/19 '635405AM5 275,000.00 282,126.11 0.16%
NEXEO SOLUTIONS LLC 0 6/9/23 '65339QAH0 278,633.71 280,653.80 0.16%
FED HM LN PC POOL 849167 2.893 10/1/43 '31300MFG3 281,208.29 278,834.75 0.16%
CHICAGO IL 7.375 1/1/33 '167486VV8 250,000.00 272,355.00 0.16%
NEW JERSEY ST ECON DEV AUTH RE 3.882 6/15/19 '64577BTU8 270,000.00 271,120.50 0.16%
THERMO FISHER SCIENTIFIC 4.15 2/1/24 '883556BF8 265,000.00 270,238.71 0.16%
CITY OF TORONTO CANADA 3.2 8/1/48 '891288DR0 365,000.00 270,059.34 0.16%
FNMA POOL AB4168 3.5 1/1/32 '31417AT25 264,319.83 265,392.20 0.15%
FED HM LN PC POOL J17791 3 1/1/27 '3128PXUQ7 266,656.07 264,776.00 0.15%
FANNIE MAE CAS 6.56581 5/25/29 '30711XEC4 235,000.00 263,123.91 0.15%
PITNEY BOWES INC 3.625 9/15/20 '724479AM2 265,000.00 262,681.25 0.15%
STANDARD CHARTERED PLC 5.7 3/26/44 '853254AN0 250,000.00 259,775.31 0.15%
ALMONDE INC 0 6/13/24 '02034DAC1 258,787.72 259,252.76 0.15%
MICHIGAN ST FIN AUTH REVENUE 2.267 4/1/19 '59447TLD3 260,000.00 257,966.80 0.15%
ARDAGH PKG FIN/HLDGS USA 4.25 9/15/22 '03969AAM2 260,000.00 256,750.00 0.15%
DUKE REALTY LP 4.375 6/15/22 '26441YAV9 250,000.00 256,369.78 0.15%
CARMAX AUTO OWNER TRUST 2.56 2/15/22 '14314MAF0 260,000.00 256,038.74 0.15%
DELL INTL LLC 0 9/7/23 '24702NAZ3 252,578.81 253,368.12 0.15%
GO DADDY OPER CO LLC 0 2/15/24 '38017BAN6 251,538.74 252,774.05 0.15%
CHICAGO IL 6.207 1/1/32 '167486HL6 250,000.00 251,495.00 0.15%
SELF HELP FED CRED UNION 1.15 3/18/19 '81632NAB1 250,000.00 248,798.00 0.14%
SELF HELP CREDIT UNION 1.15 9/16/19 '81632LAC3 250,000.00 246,827.75 0.14%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/21 '821697P37 250,000.00 246,615.00 0.14%
CARMAX AUTO OWNER TRUST 2.7 10/16/23 '14314RAF9 250,000.00 244,661.70 0.14%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/22 '821697P45 250,000.00 244,325.00 0.14%
SWEDBANK AB 2.8 3/14/22 '87020PAH0 250,000.00 244,055.50 0.14%
MICHIGAN ST FIN AUTH REVENUE 2.491 4/1/20 '59447TLE1 250,000.00 243,490.00 0.14%
LENNAR CORP 4.125 1/15/22 '526057BY9 245,000.00 243,468.75 0.14%
REINSURANCE GRP OF AMER 3.95 9/15/26 '759351AM1 250,000.00 242,908.95 0.14%
FREMF MORTGAGE TRUST 3.80056 11/25/49 '30306HAS9 250,000.00 242,269.53 0.14%
FNMA POOL AB6472 2 10/1/27 '31417DFN8 250,612.78 240,162.68 0.14%
BNP PARIBAS 3.8 1/10/24 '05581KAB7 245,000.00 240,143.38 0.14%
MARYLAND ST HLTH HGR EDUCTNL 4.068 7/1/28 '574218X40 240,000.00 238,176.00 0.14%
APTIV PLC 3.15 11/19/20 '03835VAA4 240,000.00 237,946.92 0.14%
HARBOR FREIGHT TOOLS USA INC 0 8/19/23 '41151PAM7 236,500.03 236,976.34 0.14%
FNMA POOL AY3370 2.5 4/1/45 '3138YGW81 246,189.39 228,111.44 0.13%
CHILDREN S HOSPITAL CORP 4.115 1/1/47 '16876BAA0 230,000.00 227,671.14 0.13%
AON PLC 4.75 5/15/45 '00185AAH7 225,000.00 225,933.48 0.13%
INDIANA ST FIN AUTH REVENUE 3.624 7/1/36 '45506DWY7 235,000.00 225,576.50 0.13%
FREMF MORTGAGE TRUST 3.96619 7/25/49 '30295AAN8 224,000.00 224,790.54 0.13%
FNMA POOL AE4192 4 10/1/40 '31419EUS6 220,257.72 224,513.35 0.13%
ON ASSIGNMENT INC 0 6/3/22 '68216FAV5 218,569.71 219,525.95 0.13%
ABBVIE INC 3.6 5/14/25 '00287YAQ2 220,000.00 213,240.96 0.12%
ILLINOIS ST 3.86 4/1/21 '452152QN4 215,000.00 212,839.25 0.12%
FNMA POOL AP9592 3.5 10/1/32 '3138MDUS9 210,465.71 211,339.66 0.12%
BLITZ F18 675 GMBH 0 7/31/25 '933NMHII3 180,000.00 210,923.11 0.12%
FREMF MORTGAGE TRUST 3.88173 11/25/50 '35708WAS9 220,000.00 209,441.85 0.12%
FED HM LN PC POOL G01837 5 7/1/35 '3128LXBE9 197,188.88 209,412.32 0.12%
FED HM LN PC POOL A95085 4 11/1/40 '312943UJ0 202,627.34 206,504.44 0.12%
NETS HOLDING A/S 0 2/6/25 '963KKPII6 176,388.82 205,592.60 0.12%
VODAFONE GROUP PLC 6.15 2/27/37 '92857WAQ3 185,000.00 204,880.99 0.12%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/27 '574218X32 205,000.00 203,829.45 0.12%
SEATTLE SPINCO INC 0 6/21/24 '81271EAB7 203,666.66 202,750.16 0.12%
MORGAN STANLEY 3.95 4/23/27 '61761JZN2 210,000.00 201,921.46 0.12%
ALTICE FRANCE SA 7.375 5/1/26 '67054KAA7 200,000.00 200,750.00 0.12%
GRAY TELEVISION INC 5.875 7/15/26 '389375AJ5 200,000.00 198,750.00 0.12%
DUKE REALTY LP 3.625 4/15/23 '26441YAX5 200,000.00 198,124.28 0.12%
GRUPO BIMBO SAB DE CV 3.875 6/27/24 '40052VAC8 200,000.00 197,498.68 0.11%
AMAZON.COM INC 3.875 8/22/37 '023135BF2 200,000.00 196,459.22 0.11%
OREGON ST 3.724 5/1/29 '68609TDY1 195,000.00 195,397.80 0.11%
FED HM LN PC POOL G06990 5.5 8/1/40 '3128M9C34 179,481.67 193,645.82 0.11%
DANSKE BANK A/S 4.375 6/12/28 '23636AAR2 200,000.00 193,094.41 0.11%
FNMA POOL AR1524 2 1/1/28 '3138NXVS3 201,345.90 192,945.40 0.11%
ALIBABA GROUP HOLDING 2.8 6/6/23 '01609WAS1 200,000.00 192,687.00 0.11%
ING GROEP NV 3.95 3/29/27 '456837AH6 200,000.00 192,308.08 0.11%
ILLINOIS TOOL WORKS INC 4.875 9/15/41 '452308AQ2 175,000.00 192,051.67 0.11%
FANNIE MAE 3 9/25/47 '3136AXX91 195,963.42 191,143.03 0.11%
HILLSBOROUGH CNTY FL AVIATION 3.549 10/1/22 '432275AE5 190,000.00 190,621.30 0.11%
CROWN FIN US INC 0 2/28/25 '22834KAB7 189,050.00 188,958.12 0.11%
COX COMMUNICATIONS INC 4.8 2/1/35 '224044CF2 200,000.00 187,183.44 0.11%
FED HM LN PC POOL G14599 2.5 11/1/27 '3128MDKL6 191,495.44 186,095.59 0.11%
PUBLIC FIN AUTH WI SENIOR LIVI 3.5 11/15/23 '74443UBE2 185,000.00 185,649.35 0.11%
EBAY INC 3.6 6/5/27 '278642AU7 195,000.00 185,568.05 0.11%
FANNIE MAE 3 9/25/47 '3136AXV44 187,315.88 182,713.12 0.11%
BLACKHAWK NETWORK HLDGS INC 0 6/15/25 '09238FAK7 179,550.00 180,915.30 0.11%
NEXSTAR BROADCASTING INC 0 1/17/24 '65336RAR9 179,914.10 180,888.69 0.11%
LANCASTER CNTY PA HOSP AUTH 5 7/1/24 '514045R39 165,000.00 180,109.05 0.10%
MORGAN STANLEY BAML TRUST 3.526 12/15/47 '61764PBU5 180,167.00 179,113.73 0.10%
FED HM LN PC POOL A37619 4.5 9/1/35 '31297TPC1 172,529.94 178,927.30 0.10%
KAISER FOUNDATION HOSPIT 3.15 5/1/27 '48305QAC7 185,000.00 177,614.39 0.10%
UNUM GROUP 3 5/15/21 '91529YAM8 180,000.00 177,201.85 0.10%
ONTARIO (PROVINCE OF) 1.95 1/27/23 '68323ADL5 235,000.00 176,715.42 0.10%
USI INC 0 5/16/24 '90351NAE5 173,250.00 173,497.57 0.10%
FNMA POOL BE1416 2.5 11/1/31 '3140FLSE9 179,288.21 173,187.14 0.10%
FREMF MORTGAGE TRUST 4.10729 7/25/49 '35708TAS6 175,000.00 171,382.38 0.10%
REINSURANCE GRP OF AMER 4.7 9/15/23 '759351AL3 164,000.00 168,641.66 0.10%
BAY AREA CA TOLL AUTH TOLL BRI 6.918 4/1/40 '072024NU2 125,000.00 168,247.50 0.10%
ON SEMICONDUCTOR CORP 0 3/31/23 '68218EAG9 166,459.80 166,907.24 0.10%
TURKIYE SINAI KALKINMA B 5.5 1/16/23 'ACI0ZWNP6 200,000.00 165,700.00 0.10%
FNMA POOL MA1630 4 10/1/33 '31418AY44 158,214.64 162,221.05 0.09%
PROVINCE OF QUEBEC 1.65 3/3/22 '748148RW5 215,000.00 161,825.51 0.09%
FED HM LN PC POOL A94362 4 10/1/40 '312942Z32 156,381.36 159,368.45 0.09%
FNMA POOL 930672 4.5 3/1/39 '31412N6H4 152,176.79 158,562.72 0.09%
NUVEEN FINANCE LLC 4.125 11/1/24 '87246YAC0 160,000.00 158,422.61 0.09%
SS C TECHNOLOGIES INC 0 4/16/25 '78466DBD5 158,074.31 158,383.03 0.09%
KIMCO REALTY CORP 3.4 11/1/22 '49446RAN9 160,000.00 157,544.09 0.09%
COX COMMUNICATIONS INC 3.15 8/15/24 '224044CH8 165,000.00 156,352.64 0.09%
O REILLY AUTOMOTIVE INC 3.8 9/1/22 '67103HAC1 155,000.00 155,798.29 0.09%
QUEENSLAND TREASURY CORP 3 3/22/24 'ACI0T3DS2 210,000.00 154,546.41 0.09%
LIBERTY PROPERTY LP 3.25 10/1/26 '53117CAS1 165,000.00 153,879.49 0.09%
MORGAN STANLEY BAML TRUST 4.21854 7/15/46 '61762MBW0 150,000.00 153,787.23 0.09%
FREMF MORTGAGE TRUST 4.21368 7/25/50 '30302XAE9 155,000.00 152,489.91 0.09%
CAPITAL ONE FINANCIAL CO 4.2 10/29/25 '14040HBJ3 155,000.00 151,694.06 0.09%
FNMA POOL MA0949 3.5 1/1/32 '31418ABT4 150,046.90 150,664.55 0.09%
LANCASTER CNTY PA HOSP AUTH 5 7/1/25 '514045R47 135,000.00 148,259.70 0.09%
FNMA POOL AB1343 4.5 8/1/40 '31416WP55 141,678.73 147,521.33 0.09%
FED HM LN PC POOL Q01807 4.5 7/1/36 '3132GFAG2 142,124.19 147,178.07 0.09%
BWAY MORTGAGE TRUST 2.8093 3/10/33 '05604FAA3 149,894.92 146,637.69 0.09%
DIAMOND (BC) B V 0 9/6/24 'N2611UAC9 148,875.00 146,362.73 0.09%
FED HM LN PC POOL G01828 4.5 4/1/35 '3128LXA59 139,532.13 144,756.01 0.08%
RYDER SYSTEM INC 2.5 5/11/20 '78355HJZ3 145,000.00 143,295.07 0.08%
IRON MOUNTAIN INC DEL 0 1/2/26 '46284NAQ2 144,275.00 142,772.09 0.08%
FED HM LN PC POOL G02424 5.5 12/1/36 '3128M4AZ6 131,704.77 142,666.71 0.08%
FNMA POOL AE0216 4 8/1/40 '31419AG27 139,607.73 142,103.40 0.08%
LOS ANGELES CA DEPT OF ARPTS A 3.887 5/15/38 '544445BD0 140,000.00 138,481.00 0.08%
FED HM LN PC POOL A89384 4 10/1/39 '312936M95 134,586.42 137,071.12 0.08%
SHUTTERFLY INC 0 8/17/24 '82568QAH7 134,662.50 135,318.98 0.08%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/30 '67884XCQ8 130,000.00 134,720.30 0.08%
FREMF MORTGAGE TRUST 4.17358 7/25/27 '35708QAU7 136,000.00 133,000.07 0.08%
CARMAX AUTO OWNER TRUST 2.16 12/15/21 '14314MAE3 135,000.00 132,609.53 0.08%
FED HM LN PC POOL G06079 6 7/1/39 '3128M8CQ5 119,051.46 131,229.39 0.08%
FANNIE MAE CAS 5.76581 7/25/29 '30711XEP5 120,000.00 131,143.50 0.08%
WYNDHAM HOTELS + RESORTS INC 0 5/30/25 '98310CAC6 130,000.00 130,552.50 0.08%
FNMA POOL AW4685 2.626 5/1/44 '3138XUF31 130,387.20 130,301.00 0.08%
FED HM LN PC POOL G04997 5 1/1/37 '3128M63E6 121,830.38 128,914.68 0.07%
FREDDIE MAC STACR 3.86581 4/25/43 '3137G0VC0 123,183.26 124,683.11 0.07%
MEMORIAL SLOAN KETTERING 4.125 7/1/52 '586054AB4 120,000.00 118,701.77 0.07%
FNMA POOL MA0639 4 2/1/41 '31417YV95 114,244.52 116,285.31 0.07%
KAR AUCTION SVCS INC 0 3/9/23 '48562RAK5 115,208.33 115,855.69 0.07%
MASSACHUSETTS ST 3.277 6/1/46 '57582RJN7 130,000.00 115,155.30 0.07%
FREMF MORTGAGE TRUST 3.76415 11/25/50 '30305GAS2 120,000.00 115,060.82 0.07%
FNMA POOL 995243 4.5 8/1/38 '31416BS82 110,196.05 114,422.72 0.07%
FREMF MORTGAGE TRUST 3.85357 10/25/49 '30305KAG9 120,000.00 113,581.39 0.07%
FNMA POOL AL1627 4.5 9/1/41 '3138EHYZ9 105,920.12 110,144.46 0.06%
MAYO CLINIC 4.128 11/15/52 '578454AD2 110,000.00 110,066.50 0.06%
NORTHEASTERN UNIVERSITY 5.285 3/1/32 '664675AM7 100,000.00 109,358.40 0.06%
FED HM LN PC POOL A89148 4 10/1/39 '312936EV5 105,431.29 107,367.57 0.06%
FED HM LN PC POOL A97047 4.5 2/1/41 '312945ZL5 99,256.40 103,605.20 0.06%
FED HM LN PC POOL A93101 5 7/1/40 '312941NS2 96,363.81 102,270.79 0.06%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/27 '57584X4J7 100,000.00 102,124.00 0.06%
FNMA POOL 190370 6 6/1/36 '31368HMT7 92,281.95 101,721.86 0.06%
ZAYO GROUP LLC 0 1/19/24 '98919MAP0 100,094.75 100,644.17 0.06%
CROWN AMERICAS LLC 0 4/3/25 '22818RAW6 99,750.00 100,404.56 0.06%
CHG PPC PARENT LLC 0 3/31/25 '963SGKII5 99,750.00 99,968.25 0.06%
MARSH + MCLENNAN COS INC 3.3 3/14/23 '571748BA9 100,000.00 98,128.48 0.06%
FREMF MORTGAGE TRUST 4.01241 2/25/50 '30301TAE9 100,000.00 97,869.90 0.06%
FED HM LN PC POOL A95796 4 12/1/40 '312944NM9 95,835.51 97,667.65 0.06%
FNMA POOL BD1153 3 8/1/46 '3140F8H75 99,726.06 95,544.54 0.06%
CARMAX AUTO OWNER TRUST 1.9 4/15/22 '14314EAE1 95,000.00 92,588.12 0.05%
FNMA POOL 995082 5.5 8/1/37 '31416BM70 84,874.89 91,730.00 0.05%
FED HM LN PC POOL Q00291 5 4/1/41 '3132GDKC5 83,535.92 88,769.08 0.05%
FREMF MORTGAGE TRUST 3.97577 10/25/49 '30305EAE8 90,000.00 86,126.27 0.05%
FNMA POOL AE0625 4 12/1/40 '31419AVT1 83,086.51 84,736.32 0.05%
FREMF MORTGAGE TRUST 3.80056 11/25/49 '30306HAU4 90,000.00 84,137.38 0.05%
FREMF MORTGAGE TRUST 4.07897 9/25/49 '30300YAS8 85,000.00 82,145.27 0.05%
FED HM LN PC POOL G08499 3 7/1/42 '3128MJRV4 79,304.51 76,668.67 0.04%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/33 '45750TAS2 70,000.00 75,971.70 0.04%
CAPITAL ONE FINANCIAL CO 3.75 3/9/27 '14040HBN4 80,000.00 75,648.91 0.04%
CAPITAL ONE FINANCIAL CO 3.75 7/28/26 '14040HBK0 80,000.00 74,777.96 0.04%
CARMAX AUTO OWNER TRUST 2.2 6/15/22 '14314EAF8 75,000.00 73,246.95 0.04%
FNMA POOL AD1649 4 3/1/40 '31418NZP8 71,944.15 73,230.23 0.04%
FED HM LN PC POOL A87874 4 8/1/39 '312934XB3 70,508.56 71,624.78 0.04%
FNMA POOL AA9846 4 8/1/39 '31416T5G0 68,582.64 69,798.81 0.04%
FREMF MORTGAGE TRUST 4.11658 5/25/50 '30296CAE3 70,000.00 68,207.35 0.04%
FNMA POOL AC1877 4.5 9/1/39 '31417LCP8 64,345.88 67,011.83 0.04%
FED HM LN PC POOL J20118 2.5 8/1/27 '31306XDX8 68,935.05 66,991.04 0.04%
FED HM LN PC POOL Q06160 4 2/1/37 '3132GRE98 66,067.48 66,801.20 0.04%
FNMA POOL AC9564 4.5 2/1/40 '31417WTW1 62,119.00 64,703.97 0.04%
FNMA POOL AE0215 4 12/1/39 '31419AGZ4 61,058.28 62,141.15 0.04%
FED HM LN PC POOL A89729 4 11/1/39 '312936Y27 60,628.86 61,790.53 0.04%
SS C TECHNOLOGIES INC 0 4/16/25 '78466DBE3 61,359.13 61,478.96 0.04%
FREMF MORTGAGE TRUST 3.88173 11/25/50 '35708WAU4 65,000.00 59,773.65 0.03%
AT+T INC 4.75 5/15/46 '00206RCQ3 65,000.00 59,605.20 0.03%
FNMA POOL AE0624 4 11/1/40 '31419AVS3 57,785.83 58,850.07 0.03%
CHICAGO IL 7.045 1/1/29 '167486ZZ5 55,000.00 58,817.00 0.03%
FNMA POOL AL0005 4.5 1/1/41 '3138EGAF1 54,490.44 56,730.29 0.03%
FNMA POOL AI7951 4.5 8/1/36 '3138AMZR9 54,303.67 56,370.21 0.03%
FREMF MORTGAGE TRUST 4.15911 11/25/32 '302968AE2 67,000.00 53,130.00 0.03%
FNMA POOL AL0049 6 12/1/35 '3138EGBT0 45,947.64 50,534.02 0.03%
FED HM LN PC POOL A93996 4.5 9/1/40 '312942NM3 47,221.45 49,289.36 0.03%
FNMA POOL 889529 6 3/1/38 '31410KHE7 43,535.38 47,917.65 0.03%
FNMA POOL AJ5974 4 12/1/36 '3138AXT84 46,694.58 47,528.78 0.03%
FNMA POOL AE4113 4 10/1/40 '31419ESB6 45,612.38 46,425.30 0.03%
FNMA POOL 745044 4.5 8/1/35 '31403CWD9 41,785.51 43,374.26 0.03%
CORE + MAIN LP 6.125 8/15/25 '14987KAA1 45,000.00 43,200.00 0.03%
FNMA POOL AC2817 4 10/1/39 '31417MDX8 40,323.66 41,039.33 0.02%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/29 '574218X57 40,000.00 39,245.60 0.02%
FREMF MORTGAGE TRUST 3.85357 10/25/49 '30305KAJ3 40,000.00 36,862.18 0.02%
FNMA POOL AE5143 4 11/1/40 '31419FWD4 35,666.31 36,303.93 0.02%
FNMA POOL AS8449 2.5 12/1/31 '3138WJL71 37,514.63 36,238.03 0.02%
FED HM LN PC POOL G01838 5 7/1/35 '3128LXBF6 33,813.69 35,891.14 0.02%
FED HM LN PC POOL G01779 5 4/1/35 '31283H6Q3 30,355.09 32,233.32 0.02%
MA FINANCECO LLC 0 6/21/24 '55280FAG6 30,158.34 30,045.25 0.02%
FNMA POOL AB1763 4 11/1/30 '31416W5Z1 28,853.32 29,376.34 0.02%
FNMA POOL 890248 6 8/1/37 '31410LBR2 24,273.48 26,740.18 0.02%
FED HM LN PC POOL A94742 4 11/1/40 '312943HT3 25,935.71 26,431.66 0.02%
MISSION BROADCASTING INC 0 1/17/24 '605024AN8 25,232.51 25,319.26 0.01%
FED HM LN PC POOL A12413 5 8/1/33 '31296LVE8 23,738.70 25,133.67 0.01%
FNMA POOL AD8033 4 8/1/40 '31418V4T6 24,382.90 24,818.84 0.01%
FED HM LN PC POOL A95084 4 11/1/40 '312943UH4 22,727.56 23,162.50 0.01%
FED HM LN PC POOL Z40004 6 8/1/36 '3132FCAD7 20,371.66 22,494.89 0.01%
CNH EQUIPMENT TRUST 1.93 3/15/24 '12635YAF0 20,000.00 19,457.17 0.01%
FNMA POOL MA0919 3.5 12/1/31 '31418AAV0 15,233.72 15,117.92 0.01%
FED HM LN PC POOL Q17103 4 6/1/41 '3132J8KR0 13,467.89 13,620.54 0.01%
FED HM LN PC POOL G05052 5 10/1/33 '3128M65M6 12,763.58 13,578.16 0.01%
MEMORIAL SLOAN KETTERING 4.2 7/1/55 '586054AC2 10,000.00 10,041.48 0.01%
COX COMMUNICATIONS INC 3.85 2/1/25 '224044CE5 10,000.00 9,826.34 0.01%
FNMA POOL AC5401 5 10/1/39 '31417SAB6 6,655.09 7,082.59 0.00%
MICROSOFT CORP 3.7 8/8/46 '594918BT0 5,000.00 4,794.63 0.00%
MAXLINEAR INC 0 5/12/24 '57776UAB1 0.02 0.02 0.00%
SPRINT COMMUNICATIONS 7 3/1/20 '852061AQ3 - - 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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