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| All data as of 12/31/2009 unless otherwise noted. |
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Fund Overview
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Fund
Overview
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The
Domini Social Bond Fund's ("DSBF") average credit quality is high
(investment grade) and its average effective maturity is intermediate.
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| Portfolio Statistics |
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DSBF |
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BCIA* |
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| SEC 30-day Yield (%) |
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3.24 |
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3.49 |
| Avg. Effective Maturity (Yrs.) |
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4.58 |
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5.09 |
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| Avg. Credit Rating |
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AAA |
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| Total Number of Issues (excluding cash equivalents) |
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107
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| *Barclays Capital Intermediate Aggregate Index |
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Ten Largest Holdings
Ten Largest Holdings as of 2/28/2010
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ISSUER
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% OF PORTFOLIO
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FREDDIE MAC
(3.75% due
3/27/2019)
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12.9%
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FREDDIE MAC
(2.875%
due 2/9/2015)
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7.5%
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FEDERAL HOME LN MTG CORP
(1.50% due
1/7/2011)
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4.7%
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FEDERAL NATL MTG ASSN
(5.00% due
10/15/2011)
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3.6%
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FANNIE HOME LN MTG CORP
(5.50% due
9/15/2011)
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3.3%
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FANNIE MAE
(2.625%
due 11/20/2014)
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2.6%
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FANNIE MAE
(2.50% due
5/15/2014)
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2.4%
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FNMA POOL 463031
(4.36% due
12/1/2015)
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1.6%
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GNMA II POOL 720334
(4.5% due 7/20/2039)
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1.6%
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CRF AFFRDBLE HSG NO 2 LLC
(1% due 4/25/2035)
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1.4%
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TOTAL
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41.6%
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Portfolio Composition
Portfolio Composition
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CATEGORY
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% OF PORTFOLIO
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U.S. Government Agency
Mortgage Securities
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26.7%
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Corporate Obligations
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23.0%
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U.S. Government Agency
Obligations
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30.3%
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Collateralized
Mortgage Obligations
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9.3%
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Certificates of
Deposit
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4.6%
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Corporate Mortgage Securities
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3.1%
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Cash Equivalents
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1.6%
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Asset-Backed
Securities
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1.4%
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TOTAL
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100%
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View the Fund’s complete portfolio holdings as of 9/30/2009
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View the most recent quarterly holdings report filed with the Securities and Exchange Commission.
View the Fund Fact Sheet for the Domini Social Bond Fund.
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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.
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| 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. |
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| The Domini Funds maintain that govern the timing and circumstances of disclosure to shareholders and third parties of information regarding the portfolio investments held by the Funds. |
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