Domini Social Bond Fund Portfolio

All data as of 12/31/2010 unless otherwise noted.

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
  DSBF BCIA*
SEC 30-day Yield (%)   1.57   2.71
Avg. Effective Maturity (Yrs.)   4.82   5.05
Avg. Credit Rating   AAA    
Total Number of Issues (excluding cash equivalents)   106    
*Barclays Capital Intermediate Aggregate Index

Ten Largest Holdings as of 2/28/2011

ISSUER

% OF PORTFOLIO

FREDDIE MAC
(3.75% due 3/27/2019)

 

9.9%

FREDDIE MAC
(2.875% due 2/9/2015)

 

6.6%

FEDERAL HOME LN MTG CORP
(3.875% due 6/29/2011)

 

4.5%

FANNIE MAE
(3.625% due 8/15/2011)

 

4.3%

FNMA POOL 995937
(5.5% due 6/1/2039)

 

3.6%

FNMA POOL AE0876
(3% due 2/1/2026)

 

3.3%

FNMA POOL 745275
(5% due 2/1/2036)

 

3.0%

FNMA POOL 745275
(5% due 2/1/2036)

 

2.4%

FREDDIE MAC
(1.75% due 9/10/2015)

 

2.3%

FEDERAL NATL MTG ASSN
(5.5% due 7/15/2038)

 

1.5%

TOTAL

 

41.4%

 

  

Portfolio Composition

CATEGORY

% OF PORTFOLIO

U.S. Government Agency Mortgage Securities

 

30.2%

 

Corporate Obligations

 

17.8%

 

U.S. Government Agency Obligations

 

37.6%

 

State & Municipal Obligations

 

0.0%

 

Certificates of Deposit

 

3.2%

 

Corporate Mortgage Securities

 

9.3%

 

Cash Equivalents

 

0.9%

 

Asset-Backed Securities

 

1.0%

 

TOTAL

 

100%

 
             

 
View the Fund’s complete portfolio holdings as of 12/31/2010 .

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.

 

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.
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