Domini Impact Bond Fund

Schedule of Portfolio Holdings

Holdings as of 6/30/2020
Swipe to view table
Security Name Interest Rate Maturity Date Shares Market Value Weight
FED HOME LN DISCOUNT NT 0 8/26/2020 13,000,000 12,997,168.86 5.77%
FNMA TBA 30 YR 3 3 7/14/2050 8,800,000 9,268,874.91 4.11%
FNMA TBA 30 YR 2.5 2.5 7/14/2050 7,800,000 8,132,109.41 3.61%
GNMA II TBA 30 YR 3 3 7/21/2050 7,600,000 8,052,734.28 3.57%
FNMA TBA 30 YR 2.5 2.5 8/13/2050 7,700,000 8,015,368.67 3.56%
FNMA TBA 30 YR 3.5 3.5 7/14/2050 6,400,000 6,731,749.95 2.99%
FNMA TBA 30 YR 4 4 7/14/2050 5,800,000 6,146,753.87 2.73%
FREDDIE MAC 1.5 2/12/2025 5,600,000 5,870,352.99 2.61%
FEDERAL HOME LOAN BANK 2.375 3/14/2025 2,710,000 2,953,210.49 1.31%
GNMA II TBA 30 YR 3.5 3.5 7/21/2050 2,700,000 2,849,238.26 1.26%
GNMA II TBA 30 YR 3.5 3.5 8/20/2050 2,600,000 2,743,304.67 1.22%
FNMA TBA 15 YR 2.5 2.5 7/16/2035 2,600,000 2,722,281.28 1.21%
GNMA II TBA 30 YR 2.5 2.5 7/21/2050 2,000,000 2,105,468.76 0.93%
GNMA II TBA 30 YR 2.5 2.5 8/20/2050 1,900,000 1,996,113.27 0.89%
FEDERAL FARM CREDIT BANK 2.78 11/2/2037 1,800,000 1,961,673.80 0.87%
FED HM LN PC POOL G08816 3.5 6/1/2048 1,795,986 1,891,172.13 0.84%
FNMA TBA 15 YR 3 3 7/16/2035 1,700,000 1,786,992.20 0.79%
PARK AVENUE TRUST 3.508 6/5/2037 1,567,000 1,728,634.01 0.77%
FNMA POOL BE4435 3 11/1/2046 1,629,342 1,725,247.99 0.77%
GNMA II TBA 30 YR 4 4 7/21/2050 1,600,000 1,696,406.24 0.75%
REPUBLIC OF CHILE 0.83 7/2/2031 1,370,000 1,510,710.92 0.67%
HP ENTERPRISE CO 4.65 10/1/2024 1,200,000 1,348,774.79 0.60%
FNMA POOL BD1165 3 10/1/2046 1,258,957 1,332,295.32 0.59%
HP INC 3 6/17/2027 1,250,000 1,312,534.71 0.58%
FEDERAL FARM CREDIT BANK 2.625 10/15/2049 1,140,000 1,273,967.76 0.57%
FNMA POOL BC1171 3.5 6/1/2046 1,186,016 1,264,914.77 0.56%
FEDERAL FARM CREDIT BANK 3.66 3/7/2044 974,000 1,264,880.11 0.56%
FEDERAL FARM CREDIT BANK 3.43 4/6/2045 1,000,000 1,262,559.98 0.56%
CON EDISON CO OF NY INC 3.95 4/1/2050 915,000 1,106,496.02 0.49%
BROADCOM INC 4.15 11/15/2030 1,010,000 1,099,834.42 0.49%
FNMA POOL BJ6137 3.5 1/1/2048 1,038,018 1,096,784.82 0.49%
BWAY MORTGAGE TRUST 3.4543 3/10/2033 1,000,000 1,074,575.40 0.48%
HUDSON YARDS 2.835 8/10/2038 1,000,000 1,066,790.90 0.47%
PRES + FELLOWS OF HARVAR 2.517 10/15/2050 1,025,000 1,064,999.47 0.47%
AMGEN INC 2.3 2/25/2031 1,000,000 1,048,925.49 0.47%
AT+T INC 2.75 6/1/2031 1,000,000 1,043,597.69 0.46%
STARBUCKS CORP 2.55 11/15/2030 990,000 1,040,778.72 0.46%
NEW JERSEY ST EDUCTNL FACS AUT 3.958 7/1/2048 1,000,000 1,035,010.00 0.46%
BANNER HEALTH 2.338 1/1/2030 1,000,000 1,030,829.35 0.46%
MARRIOTT INTERNATIONAL 2.875 3/1/2021 1,025,000 1,030,177.54 0.46%
CITIGROUP INC 1.678 5/15/2024 1,000,000 1,020,636.66 0.45%
NSTAR ELECTRIC CO 3.95 4/1/2030 830,000 1,005,972.57 0.45%
MET TRANSPRTN AUTH NY REVENUE 5.175 11/15/2049 855,000 1,000,538.10 0.44%
BRIGHTHOUSE FINANCIAL IN 5.625 5/15/2030 890,000 989,758.13 0.44%
WASHINGTON ST HSG FIN COMMISSI 3 1/1/2025 985,000 971,672.95 0.43%
GNMA II TBA 30 YR 4.5 4.5 7/21/2050 900,000 961,382.81 0.43%
FRED HUTCHINSON CANCER 3.949 1/1/2050 900,000 958,331.84 0.43%
OKLAHOMA ST UNIV AGRIC MECH 3.627 9/1/2040 880,000 957,748.00 0.43%
UNIV OF CALIFORNIA CA RGTS MED 3.706 5/15/2120 900,000 937,863.00 0.42%
UNITYPOINT HEALTH 3.665 2/15/2050 845,000 934,957.96 0.41%
FNMA TBA 15 YR 2 2 7/16/2035 900,000 931,148.45 0.41%
CALIFORNIA ST 7.625 3/1/2040 525,000 928,945.50 0.41%
FLORIDA ST DEV FIN CORP EDUCTN 4.009 4/1/2040 925,000 923,261.00 0.41%
SUSTAINABLE ENERGY UTILITY INC 2.344 9/15/2029 900,000 915,435.00 0.41%
USAA CAPITAL CORP 2.125 5/1/2030 885,000 912,577.60 0.41%
STARBUCKS CORP 4.45 8/15/2049 750,000 907,888.13 0.40%
XYLEM INC 2.25 1/30/2031 900,000 907,323.77 0.40%
OKLAHOMA ST DEV FIN AUTH HLTHS 5.45 8/15/2028 770,000 902,647.90 0.40%
FREDDIE MAC 3.5 2/15/2026 830,322 884,112.05 0.39%
ING GROEP NV 4.625 1/6/2026 750,000 880,031.53 0.39%
CMWLTH FING AUTH PA 2.758 6/1/2030 850,000 876,766.50 0.39%
TRINITY HEALTH CORP 3.434 12/1/2048 800,000 874,365.94 0.39%
CONSERVATION FUND 3.474 12/15/2029 800,000 859,625.10 0.38%
FNMA TBA 15 YR 2 2 8/17/2035 800,000 826,375.01 0.37%
FREDDIE MAC 3.5 6/15/2026 780,000 821,171.36 0.36%
CLEARWAY ENERGY OP LLC 4.75 3/15/2028 800,000 816,704.00 0.36%
CITY OF TORONTO CANADA 2.6 9/24/2039 1,060,000 813,483.85 0.36%
PENNSYLVANIA ST UNIV 2.345 9/1/2031 760,000 795,484.40 0.35%
HONG KONG 2.5 5/28/2024 750,000 792,513.47 0.35%
CALIFORNIA ST HLTH FACS FING A 2.984 6/1/2033 760,000 788,454.40 0.35%
CNH INDUSTRIAL CAP LLC 4.875 4/1/2021 750,000 769,639.61 0.34%
BOSTON MEDICAL CTR CORP 4.519 7/1/2026 705,000 769,580.54 0.34%
MADISON AVENUE TRUST 3.29437 8/15/2034 729,000 767,477.06 0.34%
AERCAP IRELAND CAP/GLOBA 3.5 5/26/2022 775,000 767,421.91 0.34%
BLACKROCK INC 1.9 1/28/2031 740,000 757,355.78 0.34%
BANK OF AMERICA CORP 3.124 1/20/2023 725,000 751,100.17 0.33%
ONE MARKET PLAZA TRUST 3.6139 2/10/2032 710,000 745,073.15 0.33%
PHILADELPHIA PA WTR WSTWTR R 4.189 10/1/2037 665,000 738,429.30 0.33%
RIVERSIDE CNTY CA PENSN OBLG 3.07 2/15/2028 670,000 717,911.70 0.32%
RIVERSIDE CNTY CA PENSN OBLG 2.963 2/15/2027 670,000 711,700.80 0.32%
FIFTH THIRD BANCORP 8.25 3/1/2038 425,000 690,167.25 0.31%
COMM MORTGAGE TRUST 3.7255 3/10/2031 644,000 689,840.44 0.31%
AMERICAN MUNI PWR OHIO INC OH 6.27 2/15/2050 490,000 687,945.30 0.31%
COMM MORTGAGE TRUST 3.4244 3/10/2031 640,000 680,937.60 0.30%
SCENTRE GROUP TRUST 1/2 4.375 5/28/2030 615,000 677,125.65 0.30%
AVANGRID INC 3.2 4/15/2025 615,000 673,322.71 0.30%
STANFORD HEALTH CARE 3.31 8/15/2030 595,000 667,812.99 0.30%
TRUIST FIN CORP 3.875 3/19/2029 575,000 652,753.17 0.29%
NEW YORK TRANSPRTN DEV CORP LE 4.248 9/1/2035 595,000 649,186.65 0.29%
MKT 2020 525M MORTGAGE TRUST 2.694 2/12/2040 600,000 647,986.08 0.29%
HOME DEPOT INC 5.95 4/1/2041 420,000 634,917.36 0.28%
FANNIE MAE 5.625 7/15/2037 391,000 631,254.01 0.28%
AON PLC 4.75 5/15/2045 500,000 626,590.87 0.28%
TOLL BROS FINANCE CORP 4.35 2/15/2028 600,000 624,636.00 0.28%
COMMONSPIRIT HEALTH 3.347 10/1/2029 600,000 618,326.05 0.27%
BLUEHUB LOAN FUND 2.89 1/1/2027 600,000 606,828.77 0.27%
FNMA POOL BE8063 3 12/1/2046 571,103 604,501.90 0.27%
AMGEN INC 3.2 11/2/2027 525,000 592,353.89 0.26%
JP MORGAN CHASE COMMERCIAL MOR 4.1283 7/5/2031 555,000 589,281.96 0.26%
NATIONWIDE MUTUAL INSURA 4.35 4/30/2050 550,000 588,077.89 0.26%
BAY AREA CA TOLL AUTH TOLL BRI 7.043 4/1/2050 325,000 584,096.50 0.26%
AT+T INC 4.75 5/15/2046 485,000 582,349.74 0.26%
AXA SA 8.6 12/15/2030 400,000 581,406.22 0.26%
CREDIT AGRICOLE LONDON 4.125 1/10/2027 510,000 576,030.17 0.26%
BANK OF AMERICA CORP 2.456 10/22/2025 545,000 572,905.73 0.25%
BPCE SA 4.875 4/1/2026 500,000 567,594.67 0.25%
MASS MUTUAL LIFE INS CO 3.375 4/15/2050 550,000 567,040.74 0.25%
COOK CNTY IL CMNTY HIGH SCH DI 5.019 12/1/2041 435,000 561,250.05 0.25%
MASSACHUSETTS ST HLTH EDUCTN 6.432 10/1/2035 420,000 558,671.40 0.25%
FANNIE MAE 3.5 8/25/2058 509,351 550,400.79 0.24%
US BANCORP 3.6 9/11/2024 493,000 549,138.35 0.24%
GREENKO DUTCH BV 5.25 7/24/2024 545,000 541,054.20 0.24%
PENNSYLVANIA ST INDL DEV AUTH 3.556 7/1/2024 505,000 535,754.50 0.24%
SBA TOWER TRUST 3.869 10/15/2049 500,000 529,817.90 0.24%
PUBLIC SERVICE COLORADO 4.1 6/15/2048 420,000 529,166.16 0.23%
MORGAN STANLEY CAPITAL I TRUST 0.88475 11/15/2034 531,000 528,219.31 0.23%
ERAC USA FINANCE LLC 3.85 11/15/2024 500,000 527,083.50 0.23%
BRANDYWINE OPER PARTNERS 4.55 10/1/2029 500,000 525,474.28 0.23%
BIOGEN INC 5.2 9/15/2045 400,000 525,264.77 0.23%
VENTAS REALTY LP 3.5 2/1/2025 500,000 516,686.21 0.23%
OCHSNER CLINIC FOUNDATIO 5.897 5/15/2045 400,000 516,231.64 0.23%
CITIGROUP INC 3.352 4/24/2025 475,000 513,504.81 0.23%
NEW YORK ST TRANSPRTN DEV CORP 3.473 7/1/2028 500,000 508,415.00 0.23%
KLABIN AUSTRIA GMBH 5.75 4/3/2029 480,000 507,211.20 0.23%
AZURE POWER SOLAR ENERGY 5.65 12/24/2024 500,000 505,962.50 0.22%
AT+T INC 3.95 1/15/2025 445,000 498,621.08 0.22%
AIR LEASE CORP 3.625 12/1/2027 500,000 488,546.98 0.22%
DIST OF COLUMBIA REVENUE 4.125 7/1/2027 500,000 479,855.00 0.21%
ORLANDO HEALTH OBL GRP 4.416 10/1/2044 395,000 478,182.81 0.21%
BOSTON PROPERTIES LP 3.65 2/1/2026 430,000 476,509.21 0.21%
AMERICAN BUILDERS CONTRACTOR 0 1/15/2027 496,250 474,787.19 0.21%
HAT HOLDINGS I LLC/HAT 6 4/15/2025 450,000 472,218.75 0.21%
YALE UNIVERSITY 1.482 4/15/2030 460,000 465,567.31 0.21%
KOHL S CORPORATION 9.5 5/15/2025 405,000 463,176.31 0.21%
ALTICE FRANCE SA 0 1/31/2026 474,675 456,281.12 0.20%
JM SMUCKER CO 4.25 3/15/2035 380,000 449,073.51 0.20%
UNUM GROUP 4.5 3/15/2025 415,000 446,219.73 0.20%
AMAZON.COM INC 4.8 12/5/2034 325,000 445,638.83 0.20%
OREGON ST HLTH SCIENCE UNIV 5 7/1/2045 350,000 441,987.00 0.20%
FED HM LN PC POOL Q33602 3 5/1/2045 410,749 439,406.12 0.20%
DIST OF COLUMBIA REVENUE 3.432 4/1/2042 430,000 434,489.20 0.19%
HUNTINGTON BANCSHARES 3.15 3/14/2021 425,000 432,104.18 0.19%
FNMA POOL 932441 4 1/1/2040 392,985 431,159.78 0.19%
AMERICAN INTL GROUP 3.9 4/1/2026 380,000 429,654.16 0.19%
APTIV CORP 4.15 3/15/2024 401,000 428,268.05 0.19%
THERMO FISHER SCIENTIFIC 4.133 3/25/2025 375,000 427,839.39 0.19%
DIGNITY HEALTH 4.5 11/1/2042 408,000 425,958.92 0.19%
RUSH OBLIGATED GROUP 3.922 11/15/2029 375,000 421,468.46 0.19%
VIACOMCBS INC 2.9 1/15/2027 400,000 420,499.52 0.19%
SELF HELP CREDIT 2.5 6/27/2022 400,000 418,407.46 0.19%
AMERICAN TOWER CORP 5 2/15/2024 362,000 413,187.61 0.18%
WASHINGTON ST HSG FIN COMMISSI 4 1/1/2024 400,000 405,732.00 0.18%
FREDDIE MAC 3.5 2/15/2026 383,000 403,658.06 0.18%
FANNIE MAE 3.5 3/25/2027 368,000 401,780.56 0.18%
DC OFFICE TRUST 2.965 9/15/2045 370,000 401,157.77 0.18%
WRKCO INC 3 9/15/2024 375,000 399,084.58 0.18%
CHARTER COMM OPT LLC/CAP 6.484 10/23/2045 300,000 398,057.35 0.18%
COOPERATIEVE RABOBANK UA 3.95 11/9/2022 375,000 397,071.23 0.18%
GS MORTGAGE SECURITIES TRUST 0.88475 7/15/2032 395,000 392,041.69 0.17%
THERMO FISHER SCIENTIFIC 2.375 4/15/2032 305,000 391,323.95 0.17%
CHANGE HEALTH / FIN INC 5.75 3/1/2025 395,000 390,978.90 0.17%
ALLINA HEALTH SYSTEM 4.805 11/15/2045 291,000 387,481.51 0.17%
AIA GROUP LTD 4.5 3/16/2046 325,000 387,426.20 0.17%
RUSSELL INVTS US INSTITUTIONAL 0 6/1/2023 387,551 377,700.89 0.17%
AEGEA FINANCE SARL 5.75 10/10/2024 370,000 376,051.35 0.17%
SACRAMENTO CNTY CA PENSN OBLG 5.73 8/15/2023 340,000 374,659.60 0.17%
WELLS FARGO COMMERCIAL MORTGAG 3.617 9/15/2057 340,000 372,794.16 0.17%
NEW JERSEY ST TURNPIKE AUTH 7.102 1/1/2041 225,000 372,642.75 0.17%
BRISTOL MYERS SQUIBB CO 3.875 8/15/2025 325,000 369,966.28 0.16%
CITY OF HOPE/THE 5.623 11/15/2043 250,000 364,131.26 0.16%
FREDDIE MAC 2.5 12/15/2042 348,300 362,827.55 0.16%
FREMF MORTGAGE TRUST 4.220706 10/25/2031 461,000 362,552.85 0.16%
ARDAGH PKG FIN/HLDGS USA 5.25 8/15/2027 360,000 354,265.20 0.16%
DISCOVER FINANCIAL SVS 3.75 3/4/2025 325,000 350,252.30 0.16%
ILLINOIS ST 5.1 6/1/2033 335,000 340,336.55 0.15%
NEW JERSEY ST TURNPIKE AUTH 7.414 1/1/2040 200,000 339,746.00 0.15%
CROWN CASTLE INTL CORP 3.7 6/15/2026 300,000 335,941.02 0.15%
ADVOCATE HEALTH CORP 2.211 6/15/2030 325,000 333,753.44 0.15%
MORGAN STANLEY BAML TRUST 4.051 4/15/2047 300,000 326,135.16 0.14%
MICHIGAN ST FIN AUTH REVENUE 2.741 4/1/2021 320,000 323,718.40 0.14%
MORGAN STANLEY BAML TRUST 4.259 10/15/2046 300,000 321,734.10 0.14%
FNMA POOL AS3608 2.5 12/1/2043 303,177 321,291.08 0.14%
APPLE INC 2.65 5/11/2050 300,000 315,862.68 0.14%
REGENCY CENTERS LP 3.75 6/15/2024 300,000 315,711.12 0.14%
COMM MORTGAGE TRUST 2.941 1/10/2046 304,902 314,196.47 0.14%
COMM MORTGAGE TRUST 3.183 2/10/2048 291,000 313,195.85 0.14%
STANDARD CHARTERED PLC 5.7 3/26/2044 250,000 307,316.29 0.14%
DIGNITY HEALTH 5.267 11/1/2064 250,000 299,382.73 0.13%
STARBUCKS CORP 3.75 12/1/2047 275,000 296,736.49 0.13%
THERMO FISHER SCIENTIFIC 4.15 2/1/2024 265,000 294,324.09 0.13%
SBA TOWER TRUST 3.168 4/9/2047 290,000 293,165.21 0.13%
CHILDREN S HOSPITAL CORP 4.115 1/1/2047 230,000 287,872.58 0.13%
MICRON TECHNOLOGY INC 4.64 2/6/2024 260,000 286,776.15 0.13%
CHARTER COMM OPT LLC/CAP 5.75 4/1/2048 225,000 280,514.60 0.12%
CHARTER COMMUNICATIONS OPERATI 0 2/1/2027 288,151 277,745.86 0.12%
REINSURANCE GRP OF AMER 3.95 9/15/2026 250,000 277,266.71 0.12%
COOPERATIEVE RABOBANK UA 3.875 9/26/2023 250,000 273,334.15 0.12%
MET TRANSPRTN AUTH NY REVENUE 5 11/15/2050 240,000 272,604.00 0.12%
SAN BERNARDINO CNTY CA PENSN O 6.02 8/1/2023 245,000 265,724.55 0.12%
BNP PARIBAS 3.8 1/10/2024 245,000 265,637.79 0.12%
INDIANA ST FIN AUTH REVENUE 3.624 7/1/2036 235,000 264,807.40 0.12%
NY + PRESBYTERIAN HOSPIT 4.024 8/1/2045 215,000 264,774.04 0.12%
FREMF MORTGAGE TRUST 3.799847 11/25/2049 250,000 264,361.65 0.12%
CPT MORTGAGE TRUST 2.865 11/13/2039 240,000 262,924.56 0.12%
VODAFONE GROUP PLC 6.15 2/27/2037 185,000 259,597.99 0.12%
BPCE SA 3 5/22/2022 250,000 258,660.33 0.11%
AMERICAN TOWER CORP 3.375 5/15/2024 235,000 255,458.29 0.11%
CARMAX AUTO OWNER TRUST 2.7 10/16/2023 250,000 253,211.90 0.11%
LENNAR CORP 4.125 1/15/2022 245,000 248,607.63 0.11%
AMAZON.COM INC 3.875 8/22/2037 200,000 247,957.74 0.11%
FED HM LN PC POOL G08347 4.5 6/1/2039 222,201 247,297.89 0.11%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2021 250,000 242,570.00 0.11%
FREDDIE MAC 3.5 12/15/2025 229,351 240,972.98 0.11%
ILLINOIS TOOL WORKS INC 4.875 9/15/2041 175,000 239,297.84 0.11%
MORGAN STANLEY 3.95 4/23/2027 210,000 236,564.65 0.10%
SHELBY CNTY TN HLTH EDUCTNL H 4 9/1/2022 250,000 236,352.50 0.10%
FREMF MORTGAGE TRUST 3.881603 11/25/2050 220,000 235,450.07 0.10%
FNMA POOL MA1931 2.5 6/1/2024 223,749 234,558.29 0.10%
FED HM LN PC POOL G30614 3.5 12/1/2032 217,037 232,449.19 0.10%
MARYLAND ST HLTH HGR EDUCTNL 3.968 7/1/2027 205,000 231,490.10 0.10%
FNMA POOL 745327 6 3/1/2036 197,214 230,383.61 0.10%
HARBOR FREIGHT TOOLS USA INC 0 8/18/2023 234,495 226,346.66 0.10%
FINASTRA USA, INC,. 0 6/13/2024 253,975 223,180.67 0.10%
EBAY INC 3.6 6/5/2027 195,000 221,654.82 0.10%
ADIENT US LLC 0 5/6/2024 222,750 215,065.13 0.10%
FANNIE MAE 3.5 7/25/2054 203,792 214,589.07 0.10%
ILLINOIS ST 3.86 4/1/2021 215,000 213,563.80 0.09%
DUKE REALTY LP 3.625 4/15/2023 200,000 212,604.37 0.09%
ALIBABA GROUP HOLDING 2.8 6/6/2023 200,000 210,310.65 0.09%
FNMA POOL AY3370 2.5 4/1/2045 197,252 209,042.71 0.09%
FNMA POOL AB4168 3.5 1/1/2032 194,463 208,109.15 0.09%
KAISER FOUNDATION HOSPIT 3.15 5/1/2027 185,000 205,789.20 0.09%
GRAY TELEVISION INC 5.875 7/15/2026 200,000 199,537.00 0.09%
BAY AREA CA TOLL AUTH TOLL BRI 6.918 4/1/2040 125,000 197,846.25 0.09%
MORGAN STANLEY BAML TRUST 3.526 12/15/2047 180,167 193,751.48 0.09%
NETS HOLDING A/S 0 2/6/2025 176,389 191,755.11 0.09%
CON EDISON CO OF NY INC 4.125 5/15/2049 155,000 189,288.03 0.08%
FNMA POOL AE4192 4 10/1/2040 168,531 187,454.73 0.08%
FREMF MORTGAGE TRUST 4.12697 7/25/2049 175,000 185,953.29 0.08%
PROLOGIS LP 3.25 10/1/2026 165,000 185,439.53 0.08%
SEATTLE SPINCO INC 0 6/21/2024 195,711 183,479.37 0.08%
COTY INC 0 4/7/2025 203,230 182,652.78 0.08%
NEW YORK LIFE INSURANCE 3.75 5/15/2050 160,000 181,194.92 0.08%
NUVEEN FINANCE LLC 4.125 11/1/2024 160,000 180,676.74 0.08%
REINSURANCE GRP OF AMER 4.7 9/15/2023 164,000 179,492.80 0.08%
GO DADDY OPER CO LLC 0 2/15/2024 185,815 179,404.36 0.08%
COX COMMUNICATIONS INC 3.15 8/15/2024 165,000 177,733.43 0.08%
FED HM LN PC POOL J17791 3 1/1/2027 168,110 177,600.10 0.08%
FNMA POOL AB6472 2 10/1/2027 166,495 174,228.41 0.08%
FREMF MORTGAGE TRUST 4.213669 7/25/2050 155,000 170,120.99 0.08%
FANNIE MAE 3 2/25/2049 160,142 169,446.27 0.08%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2024 165,000 168,714.15 0.07%
PRUDENTIAL PLC 3.125 4/14/2030 155,000 166,883.44 0.07%
KIMCO REALTY CORP 3.4 11/1/2022 160,000 166,618.54 0.07%
FNMA POOL AP9592 3.5 10/1/2032 155,245 166,222.23 0.07%
FED HM LN PC POOL G01837 5 7/1/2035 143,205 164,484.00 0.07%
BLACKHAWK NETWORK HLDGS INC 0 6/15/2025 176,400 163,023.06 0.07%
O REILLY AUTOMOTIVE INC 3.8 9/1/2022 155,000 162,897.70 0.07%
FED HM LN PC POOL A37619 4.5 9/1/2035 147,966 162,649.77 0.07%
FANNIE MAE CAS 4.51825 5/25/2029 155,868 162,604.90 0.07%
MCCORMICK + CO 2.5 4/15/2030 155,000 162,034.06 0.07%
USI INC 0 5/16/2024 170,188 162,018.51 0.07%
FED HM LN PC POOL A95085 4 11/1/2040 147,522 161,806.19 0.07%
BANK 3.314 11/15/2050 147,000 159,750.96 0.07%
MEMORIAL SLOAN KETTERING 4.125 7/1/2052 120,000 157,064.23 0.07%
FANNIE MAE 3 9/25/2047 143,667 154,035.56 0.07%
LOS ANGELES CA DEPT OF ARPTS A 3.887 5/15/2038 140,000 152,663.00 0.07%
OKLAHOMA ST DEV FIN AUTH HLTHS 4.65 8/15/2030 130,000 150,956.00 0.07%
FREMF MORTGAGE TRUST 4.172991 7/25/2027 136,000 147,725.77 0.07%
FED HM LN PC POOL G06990 5.5 8/1/2040 128,689 147,464.19 0.07%
FANNIE MAE 3 9/25/2047 136,455 146,006.49 0.06%
FED HM LN PC POOL A94362 4 10/1/2040 126,145 140,241.06 0.06%
FNMA POOL AR1524 2 1/1/2028 134,485 139,892.90 0.06%
LANCASTER CNTY PA HOSP AUTH 5 7/1/2025 135,000 138,658.50 0.06%
IRON MOUNTAIN INC DEL 0 1/2/2026 141,738 136,311.65 0.06%
DIAMOND (BC) B V 0 9/6/2024 146,250 135,037.45 0.06%
FED HM LN PC POOL G14599 2.5 11/1/2027 122,853 130,329.80 0.06%
FED HM LN PC POOL 849167 2.845 10/1/2043 125,349 129,968.74 0.06%
FNMA POOL AB1343 4.5 8/1/2040 108,462 122,182.05 0.05%
FNMA POOL MA1630 4 10/1/2033 113,218 121,972.59 0.05%
FNMA POOL BE1416 2.5 11/1/2031 115,907 121,506.00 0.05%
NORTHEASTERN UNIVERSITY 5.285 3/1/2032 100,000 121,389.29 0.05%
WYNDHAM HOTELS + RESORTS INC 0 5/30/2025 127,725 121,083.30 0.05%
FNMA POOL 930672 4.5 3/1/2039 107,167 119,329.15 0.05%
CROWN FIN US INC 0 2/28/2025 154,296 116,879.55 0.05%
FNMA POOL MA0949 3.5 1/1/2032 108,654 116,294.70 0.05%
BWAY MORTGAGE TRUST 2.8093 3/10/2033 113,264 116,237.65 0.05%
FED HM LN PC POOL G01828 4.5 4/1/2035 105,578 115,385.29 0.05%
FNMA POOL AE0216 4 8/1/2040 102,976 113,081.20 0.05%
FED HM LN PC POOL G02424 5.5 12/1/2036 94,062 108,067.60 0.05%
FANNIE MAE CAS 3.71825 7/25/2029 105,292 107,961.28 0.05%
MARSH + MCLENNAN COS INC 3.3 3/14/2023 100,000 106,605.73 0.05%
FED HM LN PC POOL A89384 4 10/1/2039 96,160 105,706.01 0.05%
FREMF MORTGAGE TRUST 4.011729 2/25/2050 100,000 105,081.55 0.05%
FED HM LN PC POOL G04997 5 1/1/2037 89,659 102,958.79 0.05%
FED HM LN PC POOL G06079 6 7/1/2039 87,806 102,619.16 0.05%
SELF HELP CREDIT UN 2.2 6/25/2021 100,000 102,052.41 0.05%
MASSACHUSETTS ST DEV FIN AGY R 4 10/1/2027 100,000 101,633.00 0.05%
FED HM LN PC POOL Q01807 4.5 7/1/2036 91,424 101,056.90 0.04%
HOWARD UNIVERSITY 2.657 10/1/2026 100,000 100,899.79 0.04%
NEXSTAR BROADCASTING INC 0 1/17/2024 105,090 100,098.18 0.04%
FREMF MORTGAGE TRUST 3.975348 10/25/2049 90,000 99,396.18 0.04%
CARMAX AUTO OWNER TRUST 1.9 4/15/2022 95,000 95,295.31 0.04%
FNMA POOL MA0639 4 2/1/2041 86,188 94,675.08 0.04%
CHG PPC PARENT LLC 0 3/31/2025 98,000 93,712.50 0.04%
FREMF MORTGAGE TRUST 4.078831 9/25/2049 85,000 91,909.07 0.04%
FREMF MORTGAGE TRUST 3.799847 11/25/2049 90,000 90,989.86 0.04%
FNMA POOL 995243 4.5 8/1/2038 81,289 90,405.61 0.04%
FED HM LN PC POOL A89148 4 10/1/2039 79,401 87,261.68 0.04%
FED HM LN PC POOL A93101 5 7/1/2040 72,672 83,556.27 0.04%
VODAFONE GROUP PLC 4.375 2/19/2043 70,000 81,589.69 0.04%
FNMA POOL 190370 6 6/1/2036 69,147 80,752.15 0.04%
FNMA POOL BD1153 3 8/1/2046 75,675 80,087.57 0.04%
INLAND VLY CA DEV AGY SUCCESSO 5.5 3/1/2033 70,000 78,299.90 0.03%
FED HM LN PC POOL A95796 4 12/1/2040 70,779 77,679.57 0.03%
FNMA POOL AL1627 4.5 9/1/2041 69,320 77,194.87 0.03%
FED HM LN PC POOL A97047 4.5 2/1/2041 69,100 76,878.68 0.03%
FREMF MORTGAGE TRUST 4.117066 5/25/2050 70,000 75,701.92 0.03%
CARMAX AUTO OWNER TRUST 2.2 6/15/2022 75,000 75,211.98 0.03%
FNMA POOL AE0625 4 12/1/2040 64,856 73,142.19 0.03%
FNMA POOL 995082 5.5 8/1/2037 61,590 70,740.94 0.03%
FED HM LN PC POOL Q00291 5 4/1/2041 60,985 70,110.28 0.03%
FED HM LN PC POOL G08499 3 7/1/2042 62,807 67,313.76 0.03%
FREMF MORTGAGE TRUST 3.881603 11/25/2050 65,000 65,211.54 0.03%
VERIZON COMMUNICATIONS 3.376 2/15/2025 57,000 63,461.68 0.03%
SS C TECHNOLOGIES INC 0 4/16/2025 65,934 63,166.84 0.03%
FREMF MORTGAGE TRUST 4.158706 11/25/2032 67,000 62,367.36 0.03%
FED HM LN PC POOL Q06160 4 2/1/2037 55,697 59,899.84 0.03%
FNMA POOL AD1649 4 3/1/2040 50,791 55,775.39 0.02%
FNMA POOL AA9846 4 8/1/2039 49,058 53,838.86 0.02%
FED HM LN PC POOL A87874 4 8/1/2039 47,714 52,899.13 0.02%
FNMA POOL AC9564 4.5 2/1/2040 47,145 52,706.02 0.02%
FREDDIE MAC STACR 1.81825 4/25/2043 52,657 52,194.07 0.02%
FNMA POOL AC1877 4.5 9/1/2039 46,075 51,242.16 0.02%
FED HM LN PC POOL J20118 2.5 8/1/2027 47,116 49,488.41 0.02%
FNMA POOL AE0215 4 12/1/2039 44,897 49,269.45 0.02%
FNMA POOL AW4685 2.661 5/1/2044 47,190 48,855.86 0.02%
FED HM LN PC POOL A89729 4 11/1/2039 43,873 48,242.48 0.02%
MARYLAND ST HLTH HGR EDUCTNL 4.168 7/1/2029 40,000 46,366.00 0.02%
FNMA POOL AE0624 4 11/1/2040 41,147 45,193.86 0.02%
CORE + MAIN LP 6.125 8/15/2025 45,000 44,989.43 0.02%
SS C TECHNOLOGIES INC 0 4/16/2025 46,323 44,379.10 0.02%
FNMA POOL AL0005 4.5 1/1/2041 38,931 43,344.82 0.02%
FREMF MORTGAGE TRUST 3.853947 10/25/2049 40,000 40,936.09 0.02%
FNMA POOL AL0049 6 12/1/2035 34,235 39,732.28 0.02%
FNMA POOL AI7951 4.5 8/1/2036 35,198 38,979.76 0.02%
FNMA POOL AJ5974 4 12/1/2036 35,330 37,980.35 0.02%
FNMA POOL 889529 6 3/1/2038 32,406 37,858.99 0.02%
FED HM LN PC POOL A93996 4.5 9/1/2040 34,014 37,850.12 0.02%
FNMA POOL AE4113 4 10/1/2040 33,345 36,618.03 0.02%
FNMA POOL AC2817 4 10/1/2039 31,883 34,994.36 0.02%
FNMA POOL 745044 4.5 8/1/2035 31,450 34,390.17 0.02%
FNMA POOL AS8449 2.5 12/1/2031 27,836 29,233.03 0.01%
FED HM LN PC POOL G01838 5 7/1/2035 25,035 28,761.17 0.01%
MA FINANCECO LLC 0 6/21/2024 28,980 27,169.08 0.01%
MISSION BROADCASTING INC 0 1/17/2024 27,035 25,751.10 0.01%
FNMA POOL AE5143 4 11/1/2040 23,563 25,525.46 0.01%
FED HM LN PC POOL G01779 5 4/1/2035 22,056 25,345.60 0.01%
FED HM LN PC POOL A94742 4 11/1/2040 21,568 23,812.24 0.01%
FNMA POOL AB1763 4 11/1/2030 20,560 22,142.26 0.01%
FNMA POOL 890248 6 8/1/2037 18,089 21,121.17 0.01%
CNH EQUIPMENT TRUST 1.93 3/15/2024 20,000 20,063.91 0.01%
FNMA POOL AD8033 4 8/1/2040 18,255 20,045.73 0.01%
FED HM LN PC POOL A12413 5 8/1/2033 17,015 19,521.63 0.01%
FED HM LN PC POOL A95084 4 11/1/2040 16,847 18,469.34 0.01%
FED HM LN PC POOL Z40004 6 8/1/2036 14,580 17,023.79 0.01%
MEMORIAL SLOAN KETTERING 4.2 7/1/2055 10,000 13,159.57 0.01%
FED HM LN PC POOL Q17103 4 6/1/2041 11,455 12,223.66 0.01%
FNMA POOL MA0919 3.5 12/1/2031 10,980 11,554.15 0.01%
COX COMMUNICATIONS INC 3.85 2/1/2025 10,000 10,930.53 0.00%
FED HM LN PC POOL G05052 5 10/1/2033 9,097 10,104.94 0.00%
MICROSOFT CORP 3.7 8/8/2046 5,000 6,237.37 0.00%
FNMA POOL AC5401 5 10/1/2039 4,589 5,273.80 0.00%
CAPITAL ONE FINANCIAL CO 3.75 3/9/2027 - - 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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