Domini Social Bond Fund Portfolio as of 12/31/2005

Security Description

CUSIP

Interest Rate

Maturity Date

 Par Value

Market Value

Percent Portfolio

CRFCM 2004-1A A

'12625RAA8

5.5

4/25/2035

1,890,336

 $  1,884,951.95

2.95%

FEDERAL HOME LOAN BANK-QI08

'3133M6TD0

5.49

12/22/2008

1,500,000

 $  1,534,719.00

2.40%

FHLMC GOLD POOL# B11108

'312963GR6

5.5

11/1/2018

1,478,754

 $  1,488,582.35

2.33%

FNMA PL# 696355

'31400STL3

5.5

3/1/2033

1,493,848

 $  1,483,359.29

2.32%

FHLMC GOLD POOL# C77635

'31288GPU0

5.5

2/1/2033

1,323,067

 $  1,314,576.85

2.05%

FREDDIE MAC

'3134A4HF4

5.5

9/15/2011

1,250,000

 $  1,295,398.75

2.02%

FHLMC GOLD POOL# B11109

'312963GS4

4.5

11/1/2018

1,190,874

 $  1,161,854.18

1.82%

FARMER MAC -SERIES MTN

'31315MAV8

6.68

6/10/2014

1,000,000

 $  1,130,231.00

1.77%

GNR 2002-37 C

'38373MBJ8

5.878

6/16/2024

1,000,000

 $  1,029,440.70

1.61%

GNR 2001-34 B

'38373MAN0

6.34902

10/16/2020

1,000,000

 $  1,026,621.10

1.60%

GNR 2002-26 C

'38373MBR0

5.99053

2/16/2024

1,000,000

 $  1,026,570.20

1.60%

FANNIE MAE

'31359MNE9

6.2

6/13/2017

1,000,000

 $  1,014,834.00

1.59%

GNMA PL # 515139

'36211KHQ0

6.375

5/15/2037

967,187

 $  1,013,961.46

1.58%

FEDERAL HOME LOAN BANK

'3133X8AS1

5.125

8/15/2019

1,000,000

 $  1,007,765.00

1.58%

GNR 2005-89 B

'38373MRM4

4.811

6/16/2045

1,000,000

 $  1,000,000.00

1.56%

GNR 2005-90 A

'38373MSB7

3.76

9/16/2028

1,000,000

 $  1,000,000.00

1.56%

FREDDIE MAC - MTN3

'3128X04W6

5

4/22/2013

1,000,000

 $     988,134.00

1.54%

GNR 2005-67 B

'38374LQ38

4.751

9/16/2035

1,000,000

 $     984,255.10

1.54%

GNR 2005-87 A

'38373MRU6

4.449

3/16/2025

997,625

 $     981,466.24

1.53%

FREDDIE MAC

'3128X0Q51

4.75

3/18/2013

1,000,000

 $     979,927.00

1.53%

GNR 2004-6 C

'38374E7N1

4.66

7/16/2033

1,000,000

 $     976,561.80

1.53%

GNR 2005-42 B

'38373MQK9

4.571

9/15/2027

1,000,000

 $     975,819.30

1.53%

GMAC 2004-C3 A3

'361849J60

4.207

12/10/2041

1,000,000

 $     970,082.10

1.52%

GNR 2003-36 C

'38373SN94

4.254

2/16/2031

1,000,000

 $     965,536.50

1.51%

GNR 2002-9 B

'38373TY33

5.881

3/16/2024

932,247

 $     947,964.03

1.48%

GNR 2004-77 AB

'38374JFC5

4.368

11/16/2030

958,042

 $     930,641.23

1.45%

GNR 2001-44 B

'38373MAV2

6.114

11/16/2021

846,336

 $     864,146.65

1.35%

FHR 2795 JA

'31394YUR3

5.5

12/15/2033

850,868

 $     851,951.53

1.33%

FNA 2005-M1 A

'31394D7D6

4.479

10/26/2031

859,009

 $     842,371.13

1.32%

FANNIE MAE

'31359MHK2

5.5

3/15/2011

800,000

 $     827,848.00

1.29%

IBT REPURCHASE AGREEMENT

'REPO009X1

3.02

1/3/2006

796,961

 $     796,961.38

1.25%

FHLMC GOLD POOL# A18404

'31296TKR4

5.5

2/1/2034

795,675

 $     789,399.35

1.23%

FNMA POOL #789089

'31405GUN8

5.5

8/1/2019

783,224

 $     788,598.73

1.23%

FNR 2003-73 GA

'31393DZD6

3.5

5/25/2031

807,530

 $     757,885.78

1.18%

FREDDIE MAC - MTN

'3128X1RM1

5

7/23/2018

750,000

 $     723,861.75

1.13%

TIME WARNER COS INC

'887315AK5

9.125

1/15/2013

600,000

 $     711,094.20

1.11%

PROCTER & GAMBLE CO

'742718AU3

8.5

8/10/2009

610,000

 $     684,887.87

1.07%

GNMA II POOL#3233

'36202DSW2

5.5

5/20/2017

675,749

 $     683,872.94

1.07%

FNR 2003-66 MB

'31393C5R0

3.5

5/25/2023

699,364

 $     655,542.16

1.02%

VERIZON GLOBAL FDG CORP

'92344GAL0

7.25

12/1/2010

600,000

 $     651,751.80

1.02%

BELLSOUTH CORP

'079860AG7

5.2

9/15/2014

650,000

 $     647,657.40

1.01%

GNMA PROJ LOAN PL# 569143

'36200QHU1

7.05

2/15/2032

594,317

 $     646,866.23

1.01%

KINDER MORGAN INC

'494553AB6

6.5

9/1/2012

600,000

 $     636,489.60

0.99%

GNMA PL# 615760

'36290SB59

5.5

8/15/2028

615,505

 $     620,359.03

0.97%

SBC COMMUNICATIONS

'78387GAL7

5.625

6/15/2016

600,000

 $     604,880.40

0.95%

WELLS FARGO & CO

'949746CH2

5.125

2/15/2007

600,000

 $     601,408.80

0.94%

JOHN DEERE CAPITAL CORP-MTND

'24422EPH6

3.625

5/25/2007

600,000

 $     589,800.60

0.92%

FHR 2628 LE

'31393VP96

3.25

6/15/2033

625,438

 $     588,682.97

0.92%

FHLMC GOLD PL# A30028

'31297KA51

6

11/1/2034

576,603

 $     582,595.12

0.91%

LOS ANGELES CA CMNTY REDEV AGY

'544389T82

6.6

9/1/2020

515,000

 $     568,518.80

0.89%

FEDERAL HOME LOAN BANK-CA09

'3133M7PJ9

5.575

2/17/2009

555,000

 $     568,382.16

0.89%

SOUTHWEST AIRLINES CO

'844741AX6

5.125

3/1/2017

600,000

 $     561,405.00

0.88%

FEDERAL HOME LOAN BANK-BZ10

'3133MATQ2

7.375

2/12/2010

500,000

 $     548,607.00

0.86%

FEDERAL HOME LOAN BANK

'3133M4ET6

6.185

5/6/2008

500,000

 $     516,223.00

0.81%

FEDERAL HOME LOAN BANK-CU09

'3133M7V37

5.7

3/3/2009

500,000

 $     515,475.00

0.81%

SBAP 2003-20D 1

'83162CMX8

4.76

4/1/2023

517,095

 $     511,086.24

0.80%

FEDERAL HOME LOAN BANK-XW08

'3133MEUC3

5.75

5/15/2008

500,000

 $     508,768.50

0.80%

FEDERAL HOME LOAN BANK-LG08

'3133M5RV4

5.48

9/22/2008

500,000

 $     507,312.50

0.79%

FEDERAL HOME LOAN BANK SERID10

'3133MCLA1

6.625

11/15/2010

465,000

 $     501,642.47

0.78%

NEW YORK ST

'649787WL8

2.2

3/15/2006

500,000

 $     497,570.00

0.78%

SBAP 2003-20E 1

'83162CMZ3

4.64

5/1/2023

505,363

 $     495,954.37

0.78%

FANNIE MAE

'3136F3JR8

5

4/15/2013

500,000

 $     492,081.00

0.77%

CLEVELAND OHIO ECONOMIC & CMNT

'186371AH3

4.35

12/1/2011

500,000

 $     488,025.00

0.76%

FANNIE MAE

'31359MUW1

3.85

4/14/2009

500,000

 $     486,775.00

0.76%

FEDERAL HOME LOAN BANK - WG11

'31339X7C2

3

12/16/2011

500,000

 $     485,025.00

0.76%

MISSISSIPPI ST

'605580DR7

3.51

11/1/2009

500,000

 $     478,705.00

0.75%

SBAP 2003-20F 1

'83162CNA7

4.07

6/1/2023

464,689

 $     440,092.87

0.69%

FEDERAL HOME LOAN BANK  WJ11

'31339XD68

4

12/19/2011

450,000

 $     429,204.15

0.67%

NORTH CAROLINA ST UNIV RALEIGH

'658289WB5

6.16

10/1/2009

400,000

 $     416,836.00

0.65%

SBAP 2003-10C 1

'83162CMY6

3.53

5/1/2013

418,211

 $     401,348.97

0.63%

PENN ECON DEV FING SUTH REV

'70869PEA1

5.65

6/1/2015

380,000

 $     393,334.20

0.61%

HUDSON CNTY NJ IMPT AUTH LSREV

'443730BG0

7.07

9/1/2006

385,000

 $     390,690.30

0.61%

WFMBS 2003-8 A7

'94979RAG5

4.5

8/25/2018

389,487

 $     388,087.49

0.61%

PITTSBURG PA URBAN REDEV AUTH

'725293QU1

7.46

5/1/2006

295,000

 $     297,345.25

0.46%

KENTUCKY ST PPTY&BLDGS COMNREV

'49151EQM8

3.96

10/1/2009

300,000

 $     291,552.00

0.46%

FEDERAL FARM CREDIT BANK

'31331LJH2

6.3

6/6/2011

250,000

 $     269,187.00

0.42%

ZION ILL

'989654BX5

6.25

12/1/2012

250,000

 $     265,350.00

0.41%

SBAP 2003-20G 1

'83162CNC3

4.35

7/1/2023

264,557

 $     255,474.71

0.40%

FEDERAL HOME LOAN BANK-3W08

'3133MGVB9

5.5

8/15/2008

250,000

 $     254,548.50

0.40%

DETROIT DEV TXB

'251135DF3

7.33

7/1/2006

250,000

 $     253,090.00

0.40%

INSTITUTE FOR CMNTY ECONOMICS

'INSTIT9E7

2.75

12/31/2005

250,000

 $     249,975.00

0.39%

TEXAS ST PUB FIN AUTH REV

'882756QC6

2.625

6/15/2006

250,000

 $     247,745.00

0.39%

TEXAS ST PUB FIN AUTH REV

'882756QE2

3.125

6/15/2007

250,000

 $     244,355.00

0.38%

YAZOO CNTY MISS

'985369UB1

4.2

9/1/2008

225,000

 $     221,658.75

0.35%

SELF-HELP MONEY MARKET DEMAND

'SELFHP9A0

3.86

1/3/2006

213,702

 $     213,701.62

0.33%

HUDSON CNTY NJ IMPT AUTHLS REV

'443730BJ4

7.24

9/1/2008

195,000

 $     206,713.65

0.32%

NEW JERSEY ECONOMIC DEV AUTH

'645916TK3

3.7

4/1/2008

200,000

 $     195,372.00

0.31%

HUDSON CNTY NJ IMPT AUTHLS REV

'443730BK1

7.29

9/1/2009

175,000

 $     189,192.50

0.30%

FHR 2302 J

'3133TSZD8

6.5

4/15/2031

136,592

 $     139,288.18

0.22%

UNIVERSITY NATIONAL BANK

'UNIVERSI7

2.2

1/3/2006

104,727

 $     104,727.29

0.16%

LOUISVILLE COMMUNITY DEV BANK

'5466609F0

2.5

6/25/2006

100,000

 $     100,000.00

0.16%

ALBINA COMMUNITY BANK

'ALBBAN9B3

3.15

7/29/2006

100,000

 $     100,000.00

0.16%

CARVER FEDERAL SAVINGS BANK

'CARVER9D7

3.44

11/12/2006

100,000

 $     100,000.00

0.16%

APPALACHIAN FED CREDIT UNION

'CENTRA9C3

2.75

4/17/2006

100,000

 $     100,000.00

0.16%

CENTRAL BANK OF KANSAS CITY

'CENTRA9D1

2

5/29/2006

100,000

 $     100,000.00

0.16%

CITIZENS SAVINGS BANK & TRUST

'CITIZE9C5

3.3

8/30/2006

100,000

 $     100,000.00

0.16%

CITY FIRST BANK OF DC

'CITYFB9C8

2.5

2/5/2006

100,000

 $     100,000.00

0.16%

CITY NATIONAL BANK NEWARK NL

'CITYNA9C1

3.92

11/14/2006

100,000

 $     100,000.00

0.16%

COMMUNITYWIDE FED CREDIT UNION

'COMFED9L0

3.5

12/31/2005

100,000

 $     100,000.00

0.16%

COMMUNITY COMMERCE BANK

'COMMUN9C5

3.95

6/1/2006

100,000

 $     100,000.00

0.16%

DAKOTALAND FEDERAL CREDIT

'DAKOTA9C2

3.21

4/22/2006

100,000

 $     100,000.00

0.16%

DELTA SOUTHERN BANK

'DELTAS9C3

2.6

6/20/2006

100,000

 $     100,000.00

0.16%

DOUGLAS NATIONAL BANK

'DOUGLA9D4

3.4

10/12/2006

100,000

 $     100,000.00

0.16%

ELK HORN BANK AND TRUST

'ELKHRN9C6

2.6

6/20/2006

100,000

 $     100,000.00

0.16%

FIRST BANK OF THE DELTA, NA

'FIRSTN9C9

3.25

6/26/2006

100,000

 $     100,000.00

0.16%

HARBOR BANK OF MARYLAND

'HARBAN9B3

3.2

7/25/2006

100,000

 $     100,000.00

0.16%

SELF-HELP CREDIT UNION

'HELPCR9A1

4.94

12/13/2006

100,000

 $     100,000.00

0.16%

LEGACY BANK

'LEGBAN9B2

3.15

7/26/2006

100,000

 $     100,000.00

0.16%

LWR EAST SIDE PEOPLES FED CRED

'LESFCU9A4

2

12/6/2006

100,000

 $     100,000.00

0.16%

LIBERTY BANK AND TRUST

'LIBERD9A8

2.5

12/5/2006

100,000

 $     100,000.00

0.16%

MISSION COMMUNITY BANK

'MISSDD9A3

3.75

12/3/2006

100,000

 $     100,000.00

0.16%

NEIGHBORHOOD NATIONAL BANK

'NEIGHB9B6

3.5

6/1/2006

100,000

 $     100,000.00

0.16%

NORTHSIDE CMTY FED CREDT UNION

'NORTHS9E3

2

6/27/2006

100,000

 $     100,000.00

0.16%

ONE UNITED BANK

'ONEUNI9B6

3

8/27/2006

100,000

 $     100,000.00

0.16%

FIRST DELTA FED CREDIT UNION

'QUITMN9C5

2.5

7/29/2006

100,000

 $     100,000.00

0.16%

SANTA CRUZ CMNTY CREDIT UNION

'SANTAC9B0

2.25

3/1/2006

100,000

 $     100,000.00

0.16%

UNIVERSITY NATIONAL BANK

'UNIVAN9B6

2.72

7/26/2006

100,000

 $     100,000.00

0.16%

OPPORTUNITIES CREDIT UNION

'VERMNT9F9

3.4

7/21/2006

100,000

 $     100,000.00

0.16%

WAINRIGHT BANK AND TRUST

'WAINBK9D1

2.76

5/10/2006

100,000

 $     100,000.00

0.16%

FNMA POOL# 252120

'31371HAV0

7.5

8/1/2025

60,853

 $       63,951.31

0.10%

FNMA POOL #250168

'31371EZ99

8

12/1/2009

50,837

 $       53,051.47

0.08%

GNMA II POOL# 2380

'36202CUD3

8.5

2/20/2027

36,199

 $       39,024.02

0.06%

FHR 1208 D

'312908SZ0

4.03

2/15/2022

31,685

 $       31,664.10

0.05%

FNR 1990-99 K

'31358ET51

6.5

8/25/2020

28,526

 $       28,743.44

0.04%

FHLMC GOLD POOL# C43463

'31298BZ46

7.5

10/1/2030

23,773

 $       24,960.73

0.04%

FHLMC POOL# 845025

'31288USN2

4.43

12/1/2018

23,939

 $       24,254.46

0.04%

GNMA POOL #002038

'36202CHP1

8.5

7/20/2025

16,503

 $       17,972.83

0.03%

FNMA POOL# 13743

'31360RHU6

5.56

11/1/2019

17,340

 $       17,286.36

0.03%

FNMA POOL# 526882

'31384LJ39

5.228

2/1/2029

9,162

 $        9,431.14

0.01%

FNR 1993-106 Z

'31359AV48

7

6/25/2013

6,300

 $        6,553.63

0.01%

FNMA PL# 402999

'31378MUY4

6.125

10/1/2027

4,780

 $        4,869.94

0.01%

FHR 1634 PW

'3133T26T2

4

11/15/2022

3,659

 $        3,655.66

0.01%

FNMA PL# 397629

'31378FVW2

5.625

9/1/2027

1,876

 $        1,933.37

0.00%

 $63,979,945.48

100.00%