Domini Social Bond Fund

Institutional Shares Portfolio

All data as of 3/31/2013 unless otherwise noted.
 
The Fund’s institutional share class was launched on November 30, 2011.
 
Fund Overview

The Domini Social Bond Fund's ("DSBF") average credit quality is high (investment grade) and its average effective maturity is intermediate.
Portfolio Statistics
DSBIX  BCIA*
SEC 30-day Yield (%)0.68 NA
Avg. Effective Maturity (Yrs.)4.68 4.79

Avg. Credit RatingAa1/AA+
 
Total Number of Issues (excluding cash equivalents)147

*Barclays Capital Intermediate Aggregate Index

 
Ten Largest Holdings as of 5/31/2013
COMPANY % OF PORTFOLIO
FREDDIE MAC
(1.75% due 9/10/2015) 		14.7%
FREDDIE MAC
(1.25% due 5/12/2017) 		13.4%
FREDDIE MAC
(2.375% due 1/13/2022) 		4.9%
FREDDIE MAX
(0.875% due 3/7/2018) 		3.8%
FREDDIE MAC
(0.5% due 5/13/2016) 		2.5%
FNMA POOL AR6681
(2.5% due 2/1/2028) 		1.9%
FED HM LN PC POOL J19132
(3% due 5/1/2027) 		1.3%
FED HM LN PC POOL J23369
(2.5% due 4/1/2028) 		1.2%
FNMA POOL AE0115
(5.5% due 12/1/2035) 		1.2%
Ensco plc
(4.7% due 3/15/2021) 		1.1%
TOTAL46.0%
Sector Weightings
SECTOR % OF PORTFOLIO
U.S. Government Agency Obligations 43.4%
U.S. Government Agency Mortgage Securities 32.1%
Corporate Obligations 17.1%
Corporate Mortgage Securities 4.3%
Certificates of Deposit 2.6%
Cash 0.5%
Total100.0%

View the Fund’s complete portfolio holdings as of 3/31/2013.

View the most recent quarterly holdings report filed with the Securities and Exchange Commission.

 

The Domini Social Bond Fund is not insured and is subject to market risks, including interest rate and credit risks. During periods of rising interest rates, bond funds can lose value. The Domini Social Bond Fund currently holds a large percentage of its portfolio in mortgage-backed securities. During periods of falling interest rates, mortgage-backed securities may prepay the principal due, which may lower the Fund’s return by causing it to reinvest at lower interest rates. Some of the Domini Social Bond Fund's community development investments may be unrated and carry greater credit risks than its other investments.

Although the Domini Social Bond Fund is no-load, certain fees and expenses apply to a continued investment and are described in the prospectus. The composition of the Fund's portfolio is subject to change.

The Domini Funds maintain portfolio holdings disclosure policies that govern the timing and circumstances of disclosure to shareholders and third parties of information regarding the portfolio investments held by the Funds.

Printer-friendly version   Send to friend