Domini Impact Bond Fund

Fund Profile

Fund profile

Tickers

DSBFX, DSBIX, DSBYX

Fund manager

Domini Social Investment Trust

Total assets

$305.87 mm

Liabilities

$62.91 mm

Net assets

$242.96 mm

Number of holdings

421.00

Top 200 of 421 Holdings

As of Jul 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
FNMA-30YR	7.17 mm	7.07 mm principal	2.95	ABS-mortgage backed security	Long	USA
FNMA 0.875 08/05/30	6.65 mm	8.00 mm principal	2.74	Debt	Long	USA
KFW 4.375 02/28/34	6.12 mm	6.00 mm principal	2.52	Debt	Long	Germany
FNMA-30YR	5.04 mm	5.03 mm principal	2.07	ABS-mortgage backed security	Long	USA
FFCB 4.5 03/02/26	5.00 mm	5.00 mm principal	2.06	Debt	Long	USA
FHLBDN 0 11/01/24	4.94 mm	5.00 mm principal	2.03	Debt	Long	USA
FHLB 3.25 11/16/28	4.85 mm	5.00 mm principal	2.00	Debt	Long	USA
FNMA 0.75 10/08/27	4.51 mm	5.00 mm principal	1.85	Debt	Long	USA
FN CB2291	4.15 mm	4.90 mm principal	1.71	ABS-mortgage backed security	Long	USA
FN CB3799	3.92 mm	4.43 mm principal	1.61	ABS-mortgage backed security	Long	USA
FNMA-30YR	3.69 mm	3.83 mm principal	1.52	ABS-mortgage backed security	Long	USA
FN CB2770	3.58 mm	4.37 mm principal	1.47	ABS-mortgage backed security	Long	USA
FHLB 4.125 03/13/26	3.48 mm	3.50 mm principal	1.43	Debt	Long	USA
KFW 0 06/29/37	3.45 mm	6.00 mm principal	1.42	Debt	Long	Germany
FR SD5316	3.40 mm	3.35 mm principal	1.40	ABS-mortgage backed security	Long	USA
FR SD3512	3.40 mm	3.35 mm principal	1.40	ABS-mortgage backed security	Long	USA
FN CB3033	3.40 mm	4.14 mm principal	1.40	ABS-mortgage backed security	Long	USA
FHMS K-160 A2	3.28 mm	3.27 mm principal	1.35	ABS-other	Long	USA
FNMA-30YR	3.19 mm	3.40 mm principal	1.31	ABS-mortgage backed security	Long	USA
G2-30YR-Multi	3.13 mm	3.40 mm principal	1.29	ABS-mortgage backed security	Long	USA
FHLB 0.9 02/26/27	2.76 mm	3.00 mm principal	1.14	Debt	Long	USA
FHLB 3.315 11/13/35	2.72 mm	3.00 mm principal	1.12	Debt	Long	USA
FHLB 2.375 03/14/25	2.67 mm	2.71 mm principal	1.10	Debt	Long	USA
FNMA-30YR	2.57 mm	3.20 mm principal	1.06	ABS-mortgage backed security	Long	USA
FHLMC 1.5 02/12/25	2.55 mm	2.60 mm principal	1.05	Debt	Long	USA
FHLBDN 0 08/12/24	2.50 mm	2.50 mm principal	1.03	Debt	Long	USA
FHLBDN 0 08/23/24	2.49 mm	2.50 mm principal	1.03	Debt	Long	USA
FHLBDN 0 09/10/24	2.49 mm	2.50 mm principal	1.02	Debt	Long	USA
EIB 0.75 09/23/30	2.48 mm	3.00 mm principal	1.02	Debt	Long	XX
FHLBDN 0 10/07/24	2.48 mm	2.50 mm principal	1.02	Debt	Long	USA
FR SD8324	2.41 mm	2.40 mm principal	0.99	ABS-mortgage backed security	Long	USA
FR SD8362	2.40 mm	2.40 mm principal	0.99	ABS-mortgage backed security	Long	USA
G2-30YR-Multi	2.40 mm	2.90 mm principal	0.99	ABS-mortgage backed security	Long	USA
FN BV1907	2.29 mm	2.69 mm principal	0.94	ABS-mortgage backed security	Long	USA
FN FS0508	2.28 mm	2.61 mm principal	0.94	ABS-mortgage backed security	Long	USA
FNMA 5.625 07/15/37	2.26 mm	2.00 mm principal	0.93	Debt	Long	USA
FR RA9298	2.23 mm	2.23 mm principal	0.92	ABS-mortgage backed security	Long	USA
FR SD8246	2.22 mm	2.25 mm principal	0.91	ABS-mortgage backed security	Long	USA
FFCB 2.625 10/15/49	2.19 mm	3.25 mm principal	0.90	Debt	Long	USA
FN MA4761	2.19 mm	2.22 mm principal	0.90	ABS-mortgage backed security	Long	USA
G2-30YR-Multi	1.89 mm	2.20 mm principal	0.78	ABS-mortgage backed security	Long	USA
FN FM2233	1.86 mm	1.95 mm principal	0.76	ABS-mortgage backed security	Long	USA
FHLBDN 0 08/05/24	1.75 mm	1.75 mm principal	0.72	Debt	Long	USA
JPMCC 2022-OPO A	1.59 mm	1.75 mm principal	0.65	ABS-other	Long	USA
FHMS K-162 A2	1.57 mm	1.50 mm principal	0.65	ABS-other	Long	USA
G2-30YR-Multi	1.55 mm	1.60 mm principal	0.64	ABS-mortgage backed security	Long	USA
FNMA-30YR	1.54 mm	1.70 mm principal	0.63	ABS-mortgage backed security	Long	USA
BHF Brighthouse Financial, Inc.	1.54 mm	1.50 mm principal	0.63	Debt	Long	USA
G2-30YR-Multi	1.51 mm	1.60 mm principal	0.62	ABS-mortgage backed security	Long	USA
FFCB 2.78 11/02/37	1.48 mm	1.80 mm principal	0.61	Debt	Long	USA
SUMITR 1.55 03/25/26 144A	1.42 mm	1.50 mm principal	0.59	Debt	Long	Japan
VENAEN 3.133 02/26/25 EMTN	1.36 mm	1.38 mm principal	0.56	Debt	Long	Singapore
SUMMT 2022-BVUE A	1.28 mm	1.62 mm principal	0.53	ABS-other	Long	USA
BETHIS 2.22 07/01/28 L	1.26 mm	1.40 mm principal	0.52	Debt	Long	USA
BKIR V5.601 03/20/30 144A	1.26 mm	1.24 mm principal	0.52	Debt	Long	Ireland
CHTR 6.484 10/23/45	1.25 mm	1.33 mm principal	0.52	Debt	Long	USA
FR SD3684	1.25 mm	1.30 mm principal	0.52	ABS-mortgage backed security	Long	USA
CORNLU 4.835 06/15/34	1.22 mm	1.20 mm principal	0.50	Debt	Long	USA
RICEUN 3.774 05/15/55	1.22 mm	1.49 mm principal	0.50	Debt	Long	USA
OTTAWA 2.5 05/11/51	1.21 mm	2.39 mm principal	0.50	Debt	Long	Canada
BKIR V6.253 09/16/26 144A	1.21 mm	1.20 mm principal	0.50	Debt	Long	Ireland
AAPL Apple Inc.	1.21 mm	1.44 mm principal	0.50	Debt	Long	USA
ROMANI 2 01/28/32 REGS	1.18 mm	1.36 mm principal	0.49	Debt	Long	Romania
FARMCB V7.75 PERP	1.17 mm	1.15 mm principal	0.48	Debt	Long	USA
MACFDN 1.299 12/01/30	1.16 mm	1.44 mm principal	0.48	Debt	Long	USA
Broadcom Pte. Ltd.	1.16 mm	1.20 mm principal	0.48	Debt	Long	USA
COLOM 8 11/14/35	1.14 mm	1.09 mm principal	0.47	Debt	Long	Colombia
CA SFOUTL 4.66 10/01/2027	1.13 mm	1.13 mm principal	0.47	Debt	Long	USA
JPM V6.07 10/22/27	1.12 mm	1.09 mm principal	0.46	Debt	Long	USA
BNP V4.375 01/13/29 EMTN	1.11 mm	1.00 mm principal	0.46	Debt	Long	France
G2 MA8948	1.10 mm	1.10 mm principal	0.45	ABS-mortgage backed security	Long	USA
ADVHEA 3.829 08/15/28	1.09 mm	1.12 mm principal	0.45	Debt	Long	USA
STNFRD 4.249 05/01/54	1.06 mm	1.20 mm principal	0.43	Debt	Long	USA
FREMF 2018-K77 B	1.04 mm	1.07 mm principal	0.43	ABS-other	Long	USA
GNR 2021-66 PY	1.02 mm	1.89 mm principal	0.42	ABS-other	Long	USA
AEGEBZ 9 01/20/31 144A	1.01 mm	960.00 k principal	0.42	Debt	Long	Luxembourg
FNMA-15YR	986.57 k	1.10 mm principal	0.41	ABS-mortgage backed security	Long	USA
ACAFP 4.125 01/10/27 144A	978.58 k	1.00 mm principal	0.40	Debt	Long	France
BWAY 2013-1515 A2	955.39 k	1.00 mm principal	0.39	ABS-other	Long	USA
PEAHEA 1.375 11/15/25 2020	951.30 k	1.00 mm principal	0.39	Debt	Long	USA
FNMA-30YR	943.52 k	1.13 mm principal	0.39	ABS-mortgage backed security	Long	USA
STWD 2021-LIH E	938.05 k	955.00 k principal	0.39	ABS-other	Long	USA
RPRX 3.3 09/02/40	931.23 k	1.25 mm principal	0.38	Debt	Long	UK
MA MASEDU 2.31 07/01/2029	903.53 k	1.00 mm principal	0.37	Debt	Long	USA
PARA Paramount Global	894.95 k	985.00 k principal	0.37	Debt	Long	USA
BX 2022-CLS A	889.50 k	892.00 k principal	0.37	ABS-other	Long	USA
CESSPO V0.5 09/13/28 EMTN	872.88 k	900.00 k principal	0.36	Debt	Long	Czechia
HY 2016-10HY A	865.04 k	915.00 k principal	0.36	ABS-other	Long	USA
MS V2.511 10/20/32 MTN	844.82 k	1.00 mm principal	0.35	Debt	Long	USA
VDCUK 2024-1A A2	839.35 k	645.00 k principal	0.35	ABS-other	Long	Jersey
NHPFDN 5.85 12/01/28	830.27 k	800.00 k principal	0.34	Debt	Long	USA
FFCB 3.66 03/07/44	828.34 k	974.00 k principal	0.34	Debt	Long	USA
LBZZ 2024-2A A2	824.73 k	820.00 k principal	0.34	ABS-other	Long	USA
VA UNIHGR 4.18 09/01/2117	824.48 k	1.00 mm principal	0.34	Debt	Long	USA
FFCB 3.43 04/06/45	815.41 k	1.00 mm principal	0.34	Debt	Long	USA
REPHUN 5.375 09/12/33	806.23 k	705.00 k principal	0.33	Debt	Long	Hungary
CO COSMED 4.48 12/01/2040	797.01 k	940.00 k principal	0.33	Debt	Long	USA
FNR 2020-1 L	796.83 k	1.25 mm principal	0.33	ABS-other	Long	USA
DUKUNI 2.682 10/01/44 2020	795.73 k	1.07 mm principal	0.33	Debt	Long	USA
GRNKEN 3.85 03/29/26 144A	792.91 k	828.10 k principal	0.33	Debt	Long	Netherlands
IL ILSGEN 3.51 05/15/2041	785.42 k	1.00 mm principal	0.32	Debt	Long	USA
USAACA 2.125 05/01/30	776.33 k	885.00 k principal	0.32	Debt	Long	USA
GRACE 2020-GRCE A	774.36 k	925.00 k principal	0.32	ABS-other	Long	USA
HERTZ 2023-2A A	770.35 k	760.00 k principal	0.32	ABS-other	Long	USA
FNR 2017-105 ZE	763.73 k	977.04 k principal	0.31	ABS-other	Long	USA
PRKAV 2017-245P A	746.61 k	800.00 k principal	0.31	ABS-other	Long	USA
INTNED 4.625 01/06/26 144A	746.57 k	750.00 k principal	0.31	Debt	Long	Netherlands
CONSFD 3.474 12/15/29 2019	742.12 k	800.00 k principal	0.31	Debt	Long	USA
OK OKSMED 5.45 08/15/2028	732.24 k	770.00 k principal	0.30	Debt	Long	USA
C Citigroup Inc.	729.19 k	750.00 k principal	0.30	Debt	Long	USA
MA MASOBL 4.11 07/15/2031	718.67 k	732.62 k principal	0.30	Debt	Long	USA
YMCANY 2.303 08/01/26	713.31 k	765.00 k principal	0.29	Debt	Long	USA
SQ Block, Inc.	712.22 k	700.00 k principal	0.29	Debt	Long	USA
Broadcom Pte. Ltd.	695.29 k	852.00 k principal	0.29	Debt	Long	USA
BSTMCC 4.519 07/01/26	692.54 k	705.00 k principal	0.29	Debt	Long	USA
SLG 2021-OVA C	691.55 k	835.00 k principal	0.28	ABS-other	Long	USA
MSFT Microsoft Corporation	684.66 k	1.00 mm principal	0.28	Debt	Long	USA
COMM 2020-CX A	682.70 k	825.00 k principal	0.28	ABS-other	Long	USA
HOWUNI 3.476 10/01/41 2020	663.23 k	865.00 k principal	0.27	Debt	Long	USA
CA RIV 2.96 02/15/2027	641.52 k	670.00 k principal	0.26	Debt	Long	USA
FREMF 2019-K100 C	640.56 k	700.00 k principal	0.26	ABS-other	Long	USA
HARVRD 4.609 02/15/35 .	638.68 k	635.00 k principal	0.26	Debt	Long	USA
CA RIV 3.07 02/15/2028	636.06 k	670.00 k principal	0.26	Debt	Long	USA
HY 2019-30HY A	634.15 k	700.00 k principal	0.26	ABS-other	Long	USA
PSJHOG 5.403 10/01/33	624.92 k	613.00 k principal	0.26	Debt	Long	USA
TRNT 2.6 09/24/39	622.63 k	1.06 mm principal	0.26	Debt	Long	Canada
ADC 2021-1A A2	616.03 k	660.00 k principal	0.25	ABS-other	Long	USA
SCGAU 4.375 05/28/30 144A	600.89 k	615.00 k principal	0.25	Debt	Long	Australia
MA MASEDU 5.46 07/01/2033	598.85 k	600.00 k principal	0.25	Debt	Long	USA
MBKPW V0.966 09/21/27 EMTN	597.01 k	600.00 k principal	0.25	Debt	Long	Poland
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc.	595.14 k	600.00 k principal	0.24	Debt	Long	USA
TOL 4.35 02/15/28	587.70 k	600.00 k principal	0.24	Debt	Long	USA
MS Morgan Stanley	572.37 k	640.00 k principal	0.24	Debt	Long	USA
BAC V0.583 08/24/28 EMTN	560.04 k	560.00 k principal	0.23	Debt	Long	USA
STNFHC 3.31 08/15/30 2020	555.13 k	595.00 k principal	0.23	Debt	Long	USA
TAST 2023-1A B	550.73 k	550.00 k principal	0.23	ABS-other	Long	USA
BLULNF 2.89 01/01/27 2020	549.42 k	600.00 k principal	0.23	Debt	Long	USA
ADC 2022-1A A2	546.60 k	540.00 k principal	0.22	ABS-other	Long	USA
AVID 2023-1 B	545.95 k	545.00 k principal	0.22	ABS-other	Long	USA
TN METHGR 3.23 07/01/2052	541.32 k	800.00 k principal	0.22	Debt	Long	USA
FREMF 2019-K99 B	529.26 k	565.00 k principal	0.22	ABS-other	Long	USA
FREMF 2018-K85 C	527.40 k	550.00 k principal	0.22	ABS-other	Long	USA
HOLX Hologic, Inc.	520.20 k	570.00 k principal	0.21	Debt	Long	USA
JPMCC 2021-NYAH G	520.07 k	655.00 k principal	0.21	ABS-other	Long	USA
COMM 2020-SBX A	512.14 k	595.00 k principal	0.21	ABS-other	Long	USA
FN BE4435	505.13 k	569.63 k principal	0.21	ABS-mortgage backed security	Long	USA
CHNGE 2022-2 A1	501.81 k	526.05 k principal	0.21	ABS-other	Long	USA
SBATOW 3.869 10/15/24 144A	497.94 k	500.00 k principal	0.20	ABS-other	Long	USA
ENTERP 3.85 11/15/24 144A	497.69 k	500.00 k principal	0.20	Debt	Long	USA
CWENA 3.75 02/15/31 144A	496.43 k	560.00 k principal	0.20	Debt	Long	USA
BPCEGP 4.875 04/01/26 144A	495.25 k	500.00 k principal	0.20	Debt	Long	France
LBZZ 2023-3A A2	495.09 k	486.68 k principal	0.20	ABS-other	Long	USA
VTR 3.5 02/01/25	494.23 k	500.00 k principal	0.20	Debt	Long	USA
BIOGROUP LCD	493.54 k	465.00 k principal	0.20	Loan	Long	USA
USB 3.6 09/11/24 MTN	491.92 k	493.00 k principal	0.20	Debt	Long	USA
FREMF 2019-K103 B	486.95 k	525.00 k principal	0.20	ABS-other	Long	USA
FREMF 2020-K104 B	481.26 k	520.00 k principal	0.20	ABS-other	Long	USA
AL Air Lease Corporation	480.04 k	500.00 k principal	0.20	Debt	Long	USA
NY NYTTRN 3.47 07/01/2028	479.34 k	500.00 k principal	0.20	Debt	Long	USA
AXASA 8.6 12/15/30	478.79 k	400.00 k principal	0.20	Debt	Long	France
FREMF 2019-K95 B	475.40 k	500.00 k principal	0.20	ABS-other	Long	USA
BKIR V6.253 09/16/26 REGS	469.26 k	465.00 k principal	0.19	Debt	Long	Ireland
MAD 2017-330M A	464.66 k	500.00 k principal	0.19	ABS-other	Long	USA
Zelis Healthcare Term Loan B 275 2029-09-01	458.56 k	457.29 k principal	0.19	Loan	Long	USA
GNR 2022-136 KZ	451.63 k	624.62 k principal	0.19	ABS-other	Long	USA
BDN 4.55 10/01/29	449.92 k	500.00 k principal	0.19	Debt	Long	USA
AXNTLC 7.375 02/16/27 144A	441.92 k	445.00 k principal	0.18	Debt	Long	Mauritania
HOWUNI 5.209 10/01/52 22A	431.59 k	470.00 k principal	0.18	Debt	Long	USA
COMM 2020-CX B	431.15 k	524.00 k principal	0.18	ABS-other	Long	USA
Altium Packaging (fka Consolidated Container Company) Term Loan B 250 2031-05-27	430.00 k	430.00 k principal	0.18	Loan	Long	USA
NY NYTTRN 4.25 09/01/2035	427.83 k	440.00 k principal	0.18	Debt	Long	USA
C Citigroup Inc.	426.77 k	500.00 k principal	0.18	Debt	Long	USA
IL COOSCD 5.02 12/01/2041	423.30 k	435.00 k principal	0.17	Debt	Long	USA
BXP 3.65 02/01/26	418.23 k	430.00 k principal	0.17	Debt	Long	USA
TIGO 4.5 04/27/31 144A	417.61 k	475.00 k principal	0.17	Debt	Long	Luxembourg
CHNGE 2022-4 A1	413.33 k	413.64 k principal	0.17	ABS-other	Long	USA
FN 310229	412.18 k	436.96 k principal	0.17	ABS-mortgage backed security	Long	USA
FN BD1165	409.01 k	457.14 k principal	0.17	ABS-mortgage backed security	Long	USA
Morgan Stanley LCH	406.78 k	8.15 mm other units	0.17	Interest rate derivative	N/A	N/A
ProAmpac Term Loan B 400 2028-09-01	405.29 k	403.52 k principal	0.17	Loan	Long	USA
TIGO 7.375 04/02/32 144A	401.79 k	400.00 k principal	0.17	Debt	Long	Luxembourg
LBZZ 2023-2A A2	401.51 k	395.72 k principal	0.17	ABS-other	Long	USA
FREMF 2018-KW07 B	400.68 k	461.00 k principal	0.16	ABS-other	Long	USA
SNVA 2023-GRID1 1A	399.63 k	390.70 k principal	0.16	ABS-other	Long	USA
GRNKEN 5.95 07/29/26 REGS	398.73 k	400.00 k principal	0.16	Debt	Long	Mauritius
CHNGE 2023-2 A1	393.64 k	395.03 k principal	0.16	ABS-other	Long	USA
NACONV 1.154 07/01/27 A	385.62 k	430.00 k principal	0.16	Debt	Long	USA
TAST 2024-2A A	377.98 k	376.64 k principal	0.16	ABS-other	Long	USA
PARA 2.9 01/15/27	376.09 k	400.00 k principal	0.15	Debt	Long	USA
BOELS TOPHOLDING BV	374.70 k	344.83 k principal	0.15	Loan	Long	N/A
TJUNIV 3.847 11/01/57	374.14 k	500.00 k principal	0.15	Debt	Long	USA
WRKCo Inc.	373.56 k	375.00 k principal	0.15	Debt	Long	USA
LBZZ 2022-1A A	371.17 k	375.27 k principal	0.15	ABS-other	Long	USA
SLG 2021-OVA B	369.29 k	445.00 k principal	0.15	ABS-other	Long	USA
FL FLSGEN 1.26 07/01/2025	362.20 k	375.00 k principal	0.15	Debt	Long	USA
BX 2022-CLS B	358.01 k	375.00 k principal	0.15	ABS-other	Long	USA
DigiCert First-lien Term Loan 400 2026-07-27	353.40 k	377.99 k principal	0.15	Loan	Long	USA
Russell Investments Term Loan B 650 2027-05-01	351.27 k	394.31 k principal	0.14	Loan	Long	USA
athenahealth Term Loan B 350 2029-01-16	349.27 k	349.46 k principal	0.14	Loan	Long	USA
LBZZ 2023-1A A2	343.61 k	339.72 k principal	0.14	ABS-other	Long	USA