|
|
 |
Domini Social Equity Fund Portfolio as of 9/30/06
|
Domini Social Bond Fund
Holdings as of 3/31/2010
|
|
Security
Name
|
CUSIP
|
Face Value
|
Market Value
|
Coupon
|
Maturity
|
Weight
|
|
FREDDIE
MAC
|
3137EACA5
|
13,340,000
|
13,038,182.50
|
3.75
|
3/27/2019
|
13.65%
|
|
FREDDIE
MAC
|
3137EACH0
|
7,310,000
|
7,363,180.25
|
2.875
|
2/9/2015
|
7.71%
|
|
FEDERAL
HOME LN MTG CORP
|
3137EABW8
|
4,600,000
|
4,633,198.20
|
1.5
|
1/7/2011
|
4.85%
|
|
FEDERAL
NATL MTG ASSN
|
31359MZ30
|
3,353,000
|
3,564,091.47
|
5
|
10/15/2011
|
3.73%
|
|
FEDERAL
HOME LN MTG CORP
|
3134A4HF4
|
3,017,000
|
3,221,223.75
|
5.5
|
9/15/2011
|
3.37%
|
|
FANNIE
MAE
|
31398AZV7
|
2,515,000
|
2,517,889.74
|
2.625
|
11/20/2014
|
2.64%
|
|
FNR 2007
14 Z
|
31396PGT2
|
2,408,000
|
2,505,929.75
|
5.271
|
10/25/2032
|
2.62%
|
|
FANNIE
MAE
|
31398AXJ6
|
2,348,000
|
2,363,656.46
|
2.5
|
5/15/2014
|
2.47%
|
|
FNMA POOL
463031
|
31381KLL1
|
1,489,876
|
1,559,150.21
|
4.36
|
12/1/2015
|
1.63%
|
|
GNMA II
POOL 720334
|
3620A6HK6
|
1,535,076
|
1,552,514.37
|
4.5
|
7/20/2039
|
1.63%
|
|
CRF
AFFRDBLE HSG NO 2 LLC
|
12625RAA8
|
1,288,107
|
1,373,287.76
|
5.5
|
4/25/2035
|
1.44%
|
|
FNMA POOL
874332
|
31409LLM5
|
1,127,206
|
1,251,058.59
|
6.03
|
2/1/2022
|
1.31%
|
|
FNMA POOL
995346
|
31416BWF1
|
1,119,351
|
1,229,904.26
|
6.5
|
9/1/2036
|
1.29%
|
|
FNMA POOL
895098
|
31410RNP0
|
1,037,669
|
1,152,577.94
|
7
|
8/1/2036
|
1.21%
|
|
FNMA POOL
937881
|
31412XM68
|
1,027,788
|
1,100,829.28
|
5.5
|
6/1/2022
|
1.15%
|
|
GOVERNMENT
NATL MTG ASSN
|
38373MTE0
|
1,000,000
|
1,074,639.70
|
5.269
|
3/16/2037
|
1.12%
|
|
FNMA POOL
387231
|
31377UEC3
|
994,501
|
1,072,053.99
|
5.01
|
1/1/2015
|
1.12%
|
|
GOVERNMENT
NATL MTG ASSN
|
38373MHK9
|
1,000,000
|
1,065,056.30
|
5.31094
|
2/16/2031
|
1.11%
|
|
GOVERNMENT
NATL MTG ASSN
|
38373MQK9
|
1,000,000
|
1,053,320.40
|
4.571
|
9/16/2027
|
1.10%
|
|
GOVERNMENT
NATL MTG ASSN GTD
|
38374LQ38
|
1,000,000
|
1,040,177.00
|
4.751
|
10/16/2026
|
1.09%
|
|
FED HM LN
PC POOL A62612
|
3128KS3V2
|
978,216
|
1,034,269.91
|
5.5
|
6/1/2037
|
1.08%
|
|
FNMA POOL
464501
|
31381MAA3
|
1,001,185
|
1,017,836.73
|
5.45
|
2/1/2025
|
1.07%
|
|
FED HM LN
PC POOL C77635
|
31288GPU0
|
957,118
|
1,016,054.69
|
5.5
|
2/1/2033
|
1.06%
|
|
GNMA II
POOL 703850
|
36296W5K8
|
886,710
|
939,034.79
|
5.5
|
11/20/2038
|
0.98%
|
|
GOVERNMENT
NATL MTG ASSN
|
38374E7N1
|
892,859
|
935,272.81
|
4.66
|
7/16/2033
|
0.98%
|
|
GNMA POOL
696520
|
36296NYR1
|
874,040
|
935,148.04
|
6
|
8/15/2038
|
0.98%
|
|
FED HM LN
PC POOL B11109
|
312963GS4
|
828,115
|
871,986.50
|
4.5
|
11/1/2018
|
0.91%
|
|
PEPSICO
INC
|
713448BJ6
|
700,000
|
868,394.80
|
7.9
|
11/1/2018
|
0.91%
|
|
FNMA POOL
696355
|
31400STL3
|
771,755
|
819,156.99
|
5.5
|
3/1/2033
|
0.86%
|
|
KROGER CO
|
501044CL3
|
700,000
|
808,962.00
|
7.5
|
1/15/2014
|
0.85%
|
|
GOVERNMENT
NATL MTG ASSN
|
38373MRM4
|
773,830
|
805,532.93
|
4.811
|
5/16/2027
|
0.84%
|
|
CENTERPOINT
ENERGY RES CORP
|
15189YAB2
|
700,000
|
802,081.70
|
7.875
|
4/1/2013
|
0.84%
|
|
ILLINOIS
TOOL WKS INC
|
452308AJ8
|
700,000
|
789,996.20
|
6.25
|
4/1/2019
|
0.83%
|
|
KIMBERLY
CLARK CORP
|
494368BB8
|
700,000
|
789,884.20
|
6.125
|
8/1/2017
|
0.83%
|
|
IBM CORP
|
459200GJ4
|
700,000
|
776,916.70
|
5.7
|
9/14/2017
|
0.81%
|
|
JOHNSON +
JOHNSON
|
478160AQ7
|
700,000
|
774,330.20
|
5.55
|
8/15/2017
|
0.81%
|
|
JPMORGAN
CHASE + CO
|
46625HHL7
|
700,000
|
773,837.40
|
6.3
|
4/23/2019
|
0.81%
|
|
COCA COLA
CO
|
191216AK6
|
700,000
|
771,316.00
|
5.35
|
11/15/2017
|
0.81%
|
|
ORACLE
CORP
|
68389XAC9
|
700,000
|
769,010.90
|
5.75
|
4/15/2018
|
0.81%
|
|
FNMA TBA JUN 30 SINGLE FAM
|
01F062663
|
713,000
|
768,368.73
|
6.5
|
12/1/2099
|
0.80%
|
|
GOVERNMENT
NATL MTG ASSN
|
38373TY41
|
718,863
|
766,412.44
|
6.269
|
10/16/2027
|
0.80%
|
|
VERIZON
COMMUNICATIONS INC
|
92343VAC8
|
700,000
|
766,261.30
|
5.55
|
2/15/2016
|
0.80%
|
|
PACCAR
INC
|
69373UAB3
|
700,000
|
760,407.20
|
6.375
|
2/15/2012
|
0.80%
|
|
NORTHERN
TR CORP
|
665859AH7
|
700,000
|
759,971.80
|
5.2
|
11/9/2012
|
0.80%
|
|
XEROX
CORP
|
984121BW2
|
700,000
|
759,501.40
|
6.35
|
5/15/2018
|
0.80%
|
|
BANK NEW
YORK INC MEDIUM
|
06406HBE8
|
700,000
|
759,398.50
|
4.95
|
11/1/2012
|
0.79%
|
|
PROCTER +
GAMBLE CO
|
742718DL0
|
700,000
|
752,756.20
|
4.6
|
1/15/2014
|
0.79%
|
|
HEWLETT
PACKARD CO
|
428236AQ6
|
700,000
|
750,000.30
|
4.5
|
3/1/2013
|
0.79%
|
|
KELLOGG
CO
|
487836BA5
|
700,000
|
740,021.80
|
4.25
|
3/6/2013
|
0.77%
|
|
AIR PRODS
+ CHEMICALS INC
|
009163AA4
|
700,000
|
732,985.40
|
4.15
|
2/1/2013
|
0.77%
|
|
FED HM LN
PC POOL B11108
|
312963GR6
|
676,587
|
731,223.35
|
5.5
|
11/1/2018
|
0.77%
|
|
CA INC
|
12673PAC9
|
700,000
|
708,873.90
|
5.375
|
12/1/2019
|
0.74%
|
|
TD AMERITRADE
HOLDING CO
|
87236YAA6
|
700,000
|
708,498.70
|
5.6
|
12/1/2019
|
0.74%
|
|
BANK OF
NOVA SCOTIA
|
064149A64
|
700,000
|
705,378.80
|
3.4
|
1/22/2015
|
0.74%
|
|
BARCLAYS
BANK PLC
|
06739FGP0
|
700,000
|
701,306.20
|
2.5
|
1/23/2013
|
0.73%
|
|
NASDAQ
OMX GROUP
|
631103AD0
|
700,000
|
697,430.30
|
5.55
|
1/15/2020
|
0.73%
|
|
PRAXAIR
INC
|
74005PAR5
|
647,000
|
690,232.54
|
4.625
|
3/30/2015
|
0.72%
|
|
GOVERNMENT
NATL MTG ASSN
|
38374JFC5
|
635,169
|
665,488.79
|
4.368
|
11/16/2030
|
0.70%
|
|
GNMA POOL
696471
|
36296NW85
|
618,802
|
662,064.89
|
6
|
8/15/2038
|
0.69%
|
|
SBC
COMMUNICATIONS INC
|
78387GAP8
|
600,000
|
649,813.20
|
5.1
|
9/15/2014
|
0.68%
|
|
COMCAST
CORP NEW
|
20030NAG6
|
600,000
|
626,337.00
|
4.95
|
6/15/2016
|
0.66%
|
|
FED HM LN
PC POOL A69304
|
3128L1KR0
|
470,321
|
497,271.17
|
5.5
|
11/1/2037
|
0.52%
|
|
CISCO SYS
INC
|
17275RAC6
|
431,000
|
480,878.34
|
5.5
|
2/22/2016
|
0.50%
|
|
FED HM LN
PC POOL A18404
|
31296TKR4
|
406,063
|
430,433.33
|
5.5
|
2/1/2034
|
0.45%
|
|
GOVERNMENT
NATL MTG ASSN
|
38373MRU6
|
417,860
|
426,120.36
|
4.449
|
3/16/2025
|
0.45%
|
|
FNMA POOL
387621
|
31377USJ3
|
397,041
|
408,056.12
|
5.04
|
10/1/2023
|
0.43%
|
|
GOVERNMENT
NTL MTG ASSN
|
38373MBJ8
|
374,170
|
389,891.17
|
5.878
|
6/16/2024
|
0.41%
|
|
FNMA POOL
789089
|
31405GUN8
|
349,200
|
377,017.53
|
5.5
|
8/1/2019
|
0.39%
|
|
SMALL
BUSINESS ADMIN
|
83162CMX8
|
334,051
|
350,611.55
|
4.76
|
4/1/2023
|
0.37%
|
|
SMALL
BUSINESS ADMIN
|
83162CMZ3
|
331,564
|
346,701.95
|
4.64
|
5/1/2023
|
0.36%
|
|
GNMA II
POOL 003233
|
36202DSW2
|
288,700
|
310,632.95
|
5.5
|
5/20/2017
|
0.33%
|
|
GNMA POOL
615760
|
36290SB59
|
283,326
|
302,724.81
|
5.5
|
8/15/2028
|
0.32%
|
|
SMALL
BUSINESS ADMIN
|
83162CNA7
|
276,638
|
279,219.60
|
4.07
|
6/1/2023
|
0.29%
|
|
CENTRAL
BANK OF KANSAS CITY
|
15399T004
|
250,000
|
250,000.00
|
2.15
|
5/30/2010
|
0.26%
|
|
CITIZENS
SAVINGS BANK + TRUST
|
17699M002
|
250,000
|
250,000.00
|
1.5
|
6/30/2010
|
0.26%
|
|
DAKOTALAND
FEDERAL CREDIT UNIO
|
912YCW000
|
250,000
|
250,000.00
|
1.64
|
4/22/2010
|
0.26%
|
|
DELTA
SOUTHERN BANK
|
247999006
|
250,000
|
250,000.00
|
1.99
|
6/21/2010
|
0.26%
|
|
ELK HORN
BANK AND TRUST
|
287990006
|
250,000
|
250,000.00
|
1.85
|
6/20/2010
|
0.26%
|
|
HARBOR
BANK OF MARYLAND
|
41199Z008
|
250,000
|
250,000.00
|
1.35
|
7/25/2010
|
0.26%
|
|
LATINO
COMMUNITY CREDIT UNION
|
51899A9K2
|
250,000
|
250,000.00
|
1.75
|
6/1/2010
|
0.26%
|
|
LOUISVILLE
COMMUNITY BANK
|
547994004
|
250,000
|
250,000.00
|
2.25
|
6/25/2010
|
0.26%
|
|
UNIVERSITY
NATIONAL BANK
|
914111000
|
250,000
|
250,000.00
|
1.58
|
7/26/2010
|
0.26%
|
|
WAINWRIGHT
BK + TR CO BOSTON
|
930705009
|
250,000
|
250,000.00
|
1
|
12/24/2010
|
0.26%
|
|
SELF HELP
MONEY MARKET DEMAND
|
8169939F8
|
242,371
|
242,371.03
|
1.24
|
4/15/2010
|
0.25%
|
|
CITY
NATIONAL BK NEW JERSEY
|
178995007
|
200,000
|
200,000.00
|
1.98
|
11/25/2010
|
0.21%
|
|
LIBERTY
BANK TRUST
|
53099V003
|
200,000
|
200,000.00
|
1.5
|
12/4/2010
|
0.21%
|
|
SHORE
BANK PACIFIC
|
82599B001
|
200,000
|
200,000.00
|
0.9
|
11/6/2010
|
0.21%
|
|
CISCO
SYSTEMS INC
|
17275RAH5
|
169,000
|
168,393.46
|
4.45
|
1/15/2020
|
0.18%
|
|
FED HM LN
PC POOL A30028
|
31297KA51
|
154,123
|
167,008.95
|
6
|
11/1/2034
|
0.17%
|
|
SMALL
BUSINESS ADMIN
|
83162CNC3
|
157,010
|
163,448.79
|
4.35
|
7/1/2023
|
0.17%
|
|
CITY
FIRST BANK OF DC
|
02199D009
|
150,000
|
150,000.00
|
1.11
|
2/5/2011
|
0.16%
|
|
COMMUNITYWIDE
FEDERAL CREDIT
|
912DBV009
|
150,000
|
150,000.00
|
2.2
|
1/29/2011
|
0.16%
|
|
SMALL
BUSINESS ADMIN
|
83162CMY6
|
116,789
|
119,633.01
|
3.53
|
5/1/2013
|
0.13%
|
|
UNIVERSITY
NATIONAL BANK MM
|
916QYHII4
|
111,105
|
111,105.22
|
0.12
|
4/15/2010
|
0.12%
|
|
COMMUNITY
COMMERCE BANK
|
910JXP007
|
100,000
|
100,000.00
|
1.75
|
6/1/2010
|
0.10%
|
|
FIRST
BANK OF THE DELTA NA
|
914MBG000
|
100,000
|
100,000.00
|
2
|
6/24/2010
|
0.10%
|
|
LEGACY
BANK
|
051281004
|
100,000
|
100,000.00
|
1.4
|
7/26/2010
|
0.10%
|
|
NORTHSIDE
CMTY FED CREDT U
|
667997001
|
100,000
|
100,000.00
|
2
|
6/27/2010
|
0.10%
|
|
SELF HELP
CREDIT UNION
|
816999007
|
100,000
|
100,000.00
|
2.07
|
12/12/2010
|
0.10%
|
|
FED NATL
MTG ASSN
|
31394D7D6
|
92,617
|
95,428.51
|
4.479
|
10/26/2031
|
0.10%
|
|
FNMA POOL
252120
|
31371HAV0
|
20,040
|
22,537.10
|
7.5
|
8/1/2025
|
0.02%
|
|
GNMA II
POOL 002380
|
36202CUD3
|
11,764
|
13,649.60
|
8.5
|
2/20/2027
|
0.01%
|
|
FEDERAL
NATL MTG ASSN REMIC
|
31358ET51
|
10,565
|
11,610.19
|
6.5
|
8/25/2020
|
0.01%
|
|
GNMA II
POOL 002038
|
36202CHP1
|
6,039
|
6,974.09
|
8.5
|
7/20/2025
|
0.01%
|
|
FEDERAL
NATL MTG ASSN REMIC
|
31359AV48
|
4,210
|
4,491.81
|
7
|
6/25/2013
|
0.00%
|
|
FNMA POOL
013743
|
31360RHU6
|
4,218
|
4,324.73
|
7.09
|
11/1/2019
|
0.00%
|
|
Total Market Value: $95,524,214.52
|
The Fund’s
community development investments may be unrated and may carry greater risks
than the Fund’s other holdings. The Fund currently holds a large percentage of
its portfolio in mortgage-backed securities. During periods of falling interest
rates these securities may prepay the principal due, which may lower the Fund’s
return by causing it to reinvest at lower interest rates. The composition of
the Fund’s portfolio is subject to change.
|
|
|
|
| You should consider the Domini Funds' investment objectives, risks, charges and expenses carefully before investing. or a copy of the Funds' current prospectus for more complete information on these and other topics. Please read the prospectus carefully before investing or sending money. |
 |
For more information about the Domini Funds or to speak with a shareholder representative, call 1-800-762-6814. DSIL Investment Services LLC, Distributor.
Important Legal Information Notice for Non-U.S. Investors
© 1997-2009 Domini Social Investments LLC. All rights reserved. |
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