Domini Investment Trust
Domini Impact Bond Fund
$227.39M
Avg Monthly Net Assets
$305.87M
Total Assets
$62.91M
Total Liabilities
$242.96M
Net Assets
Domini Impact Bond Fund is a Mutual Fund in Domini Investment Trust
,
based in New York,
United States of America.
The fund has three share classes
and monthly net assets of $227.39M.
On September 30th, 2024 it reported 421 holdings, the largest
being Federal National Mortgage Association (3.0%), Federal National Mortgage Association (2.7%) and Kreditanstalt Fur Wiederaufbau (2.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Domini Impact Bond Fund Class Y Shares | C000200994 | DSBYX | |
| Domini Impact Bond Fund Institutional Shares | C000110199 | DSBIX | |
| Domini Impact Bond Fund Investor Shares | C000009468 | DSBFX |
Holdings
From latest NPORT-P, filed September 30th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AAPL 2.65 05/11/50 (Apple Inc.) | Long | Debt | US | $199K | – | 0.08 |
| AAPL 4.1 08/08/62 (Apple Inc.) | Long | Debt | US | $1M | – | 0.50 |
| ACAFP 4.125 01/10/27 144A (Credit Agricole S.A. London Branch) | Long | Debt | FR | $979K | – | 0.40 |
| ADC 2021-1A A2 (ALIGNED DATA CENTERS ISSUER LLC) | Long | ABS-other | US | $616K | – | 0.25 |
| ADC 2022-1A A2 (ALIGNED DATA CENTERS ISSUER LLC) | Long | ABS-other | US | $547K | – | 0.22 |
| ADC 2023-1A A2 (ALIGNED DATA CENTERS ISSUER LLC) | Long | ABS-other | US | $285K | – | 0.12 |
| ADVHEA 2.211 06/15/30 2020 (Advocate Health & Hospitals Corp.) | Long | Debt | US | $285K | – | 0.12 |
| ADVHEA 3.829 08/15/28 (Advocate Health & Hospitals Corp.) | Long | Debt | US | $1M | – | 0.45 |
| AEGEBZ 6.75 05/20/29 144A (Aegea Finance S.a r.l.) | Long | Debt | LU | $197K | – | 0.08 |
| AEGEBZ 9 01/20/31 144A (Aegea Finance S.a r.l.) | Long | Debt | LU | $1M | – | 0.42 |
| AIG 3.9 04/01/26 (American International Group Inc.) | Long | Debt | US | $186K | – | 0.08 |
| AL 3.625 12/01/27 (Air Lease Corporation) | Long | Debt | US | $480K | – | 0.20 |
| Altium Packaging (fka Consolidated Container Company) Term Loan B 250 2031-05-27 | Long | Loan | US | $430K | – | 0.18 |
| American Builders & Contractors Supply Co Term Loan B 200 2031-01-20 | Long | Loan | US | $209K | – | 0.09 |
| athenahealth Term Loan B 350 2029-01-16 | Long | Loan | US | $349K | – | 0.14 |
| AVGO 3.187 11/15/36 144A (Broadcom Inc) | Long | Debt | US | $695K | – | 0.29 |
| AVGO 4.15 11/15/30 (Broadcom Inc) | Long | Debt | US | $1M | – | 0.48 |
| AVID 2023-1 B (AVID AUTOMOBILE RECEIVABLES TRUST 2023-1) | Long | ABS-other | US | $546K | – | 0.22 |
| AXASA 8.6 12/15/30 (Axa SA) | Long | Debt | FR | $479K | – | 0.20 |
| AXNTLC 7.375 02/16/27 144A (Axian Telecom) | Long | Debt | MR | $442K | – | 0.18 |
| BAC V0.583 08/24/28 EMTN (Bank of America Corp.) | Long | Debt | US | $560K | – | 0.23 |
| BANK 2017-BNK8 ASB (Bank 2017 Bnk8) | Long | ABS-other | US | $97K | – | 0.04 |
| BANK 2019-BN18 XA (BANK 2019-BNK18) | Long | ABS-other | US | $72K | – | 0.03 |
| BANK 2019-BN24 XA (Bank 2017-Bnk4) | Long | ABS-other | US | $161K | – | 0.07 |
| BANK 2020-BN28 XA (BANK 2020-BNK28) | Long | ABS-other | US | $157K | – | 0.06 |
| BDN 4.55 10/01/29 (Brandywine Operating Partnership L.P.) | Long | Debt | US | $450K | – | 0.19 |
| BETHIS 2.22 07/01/28 L (Beth Israel Deaconess Medical Center Inc.) | Long | Debt | US | $1M | – | 0.52 |
| BHF 5.625 05/15/30 (Brighthouse Financial Inc.) | Long | Debt | US | $2M | – | 0.63 |
| BIOGROUP LCD | Long | Loan | US | $494K | – | 0.20 |
| BKIR V5.601 03/20/30 144A (Bank of Ireland Group PLC) | Long | Debt | IE | $1M | – | 0.52 |
| BKIR V6.253 09/16/26 144A (Bank of Ireland Group PLC) | Long | Debt | IE | $1M | – | 0.50 |
| BKIR V6.253 09/16/26 REGS (Bank of Ireland Group PLC) | Long | Debt | IE | $469K | – | 0.19 |
| Blackhawk Network Holdings Term Loan B 500 2029-02-12 | Long | Loan | US | $171K | – | 0.07 |
| BLULNF 2.89 01/01/27 2020 (Bluehub Loan Fund, Inc.) | Long | Debt | US | $549K | – | 0.23 |
| BMARK 2019-B10 XA (Benchmark 2019-B10 Mtg Tr) | Long | ABS-other | US | $91K | – | 0.04 |
| BMARK 2020-B18 XA (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $28K | – | 0.01 |
| BMARK 2020-B22 XA (BENCHMARK MORTGAGE TRUST) | Long | ABS-other | US | $65K | – | 0.03 |
| BNP V4.375 01/13/29 EMTN (BNP Paribas SA) | Long | Debt | FR | $1M | – | 0.46 |
| BOELS TOPHOLDING BV | Long | Loan | $375K | – | 0.15 | |
| BPCEGP 4.875 04/01/26 144A (BPCE SA) | Long | Debt | FR | $495K | – | 0.20 |
| BSHSI 1.35 06/01/25 (Bon Secours Mercy Health Inc.) | Long | Debt | US | $150K | – | 0.06 |
| BSTMCC 4.519 07/01/26 (Boston Medical Center Corporation) | Long | Debt | US | $693K | – | 0.29 |
| BWAY 2013-1515 A1 (Bway Corporation) | Long | ABS-other | US | $17K | – | 0.01 |
| BWAY 2013-1515 A2 (Bway Corporation) | Long | ABS-other | US | $955K | – | 0.39 |
| BX 2022-CLS A (BX TRUST 2022-CLS) | Long | ABS-other | US | $890K | – | 0.37 |
| BX 2022-CLS B (BX TRUST 2022-CLS) | Long | ABS-other | US | $358K | – | 0.15 |
| BXP 3.65 02/01/26 (Boston Properties Limited Partnership) | Long | Debt | US | $418K | – | 0.17 |
| C V2.561 05/01/32 (Citigroup Inc.) | Long | Debt | US | $427K | – | 0.18 |
| C V4.412 03/31/31 (Citigroup Inc.) | Long | Debt | US | $729K | – | 0.30 |
| CA RIV 2.96 02/15/2027 (RIVERSIDE CNTY CALIF) | Long | Debt | US | $642K | – | 0.26 |
| CA RIV 3.07 02/15/2028 (RIVERSIDE CNTY CALIF) | Long | Debt | US | $636K | – | 0.26 |
| CA SFOUTL 4.66 10/01/2027 (SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN) | Long | Debt | US | $1M | – | 0.47 |
| CAFL 2020-4 C (COREVEST AMERICAN FINANCE TRUST) | Long | ABS-other | US | $86K | – | 0.04 |
| CAS 2016-C07 2M2 (Federal National Mortgage Association) | Long | ABS-other | US | $66K | – | 0.03 |
| CAS 2017-C01 1M2 (Federal National Mortgage Association) | Long | ABS-other | US | $39K | – | 0.02 |
| CESSPO V0.5 09/13/28 EMTN (Ceska Sporitelna AS) | Long | Debt | CZ | $873K | – | 0.36 |
| Charter Communications Operating Term Loan B-2 175 2027-02-01 | Long | Loan | US | $277K | – | 0.11 |
| CHILE 0.83 07/02/31 (Chile (Republic Of)) | Long | Debt | CL | $294K | – | 0.12 |
| CHNGE 2022-2 A1 (CHNGE MORTGAGE TRUST 2022-2) | Long | ABS-other | US | $502K | – | 0.21 |
| CHNGE 2022-4 A1 (CHNGE MORTGAGE TRUST 2022-4) | Long | ABS-other | US | $413K | – | 0.17 |
| CHNGE 2023-2 A1 (CHNGE MORTGAGE TRUST 2023-2) | Long | ABS-other | US | $394K | – | 0.16 |
| CHTR 6.484 10/23/45 (Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.) | Long | Debt | US | $1M | – | 0.52 |
| CITIBANK N.A. | Derivative-foreign exchange | $6K | – | 0.00 | ||
| CO COSMED 4.48 12/01/2040 (COLORADO HEALTH FACS AUTH) | Long | Debt | US | $797K | – | 0.33 |
| COLOM 8 11/14/35 (Colombia (Republic Of)) | Long | Debt | CO | $1M | – | 0.47 |
| COMM 2015-LC19 A4 (Commercial Mortgage Trust 2015-Lc19) | Long | ABS-other | US | $288K | – | 0.12 |
| COMM 2020-CX A (COMM MORTGAGE TRUST) | Long | ABS-other | US | $683K | – | 0.28 |
| COMM 2020-CX B (COMM MORTGAGE TRUST) | Long | ABS-other | US | $431K | – | 0.18 |
| COMM 2020-CX C (COMM MORTGAGE TRUST) | Long | ABS-other | US | $81K | – | 0.03 |
| COMM 2020-CX D (COMM MORTGAGE TRUST) | Long | ABS-other | US | $78K | – | 0.03 |
| COMM 2020-SBX A (COMM 2020-SBX MORTGAGE TRUST) | Long | ABS-other | US | $512K | – | 0.21 |
| CONSFD 3.474 12/15/29 2019 (Conservation Fund / Sustainable Conservation Inc) | Long | Debt | US | $742K | – | 0.31 |
| Core & Main (fka HD Supply Waterworks) Term Loan B (Incremental) 225 2031-01-27 | Long | Loan | US | $284K | – | 0.12 |
| CORNLU 4.835 06/15/34 (Cornell University) | Long | Debt | US | $1M | – | 0.50 |
| COXENT 3.15 08/15/24 144A (Cox Communications, Inc.) | Long | Debt | US | $57K | – | 0.02 |
| COXENT 3.85 02/01/25 144A (Cox Communications, Inc.) | Long | Debt | US | $10K | – | 0.00 |
| CREDIT AGRICOLE CIB | Derivative-foreign exchange | $6K | – | 0.00 | ||
| CWENA 3.75 02/15/31 144A (Clearway Energy Operating LLC) | Long | Debt | US | $496K | – | 0.20 |
| CWHARF 3.375 04/23/28 REGS (Canary Wharf Group Investment Holdings PLC) | Long | Debt | GB | $200K | – | 0.08 |
| DBJPM 2020-C9 XA | Long | ABS-other | US | $31K | – | 0.01 |
| DC DISREV 4.12 07/01/2027 (DISTRICT COLUMBIA) | Long | Debt | US | $264K | – | 0.11 |
| DEUTSCHE BANK AG | Derivative-foreign exchange | $4K | – | 0.00 | ||
| DEUTSCHE BANK AG | Derivative-foreign exchange | $-29K | – | -0.01 | ||
| DFS 3.75 03/04/25 (Discover Financial Services) | Long | Debt | US | $322K | – | 0.13 |
| DigiCert First-lien Term Loan 400 2026-07-27 | Long | Loan | US | $353K | – | 0.15 |
| DUKUNI 2.682 10/01/44 2020 (Duke University) | Long | Debt | US | $796K | – | 0.33 |
| DXCM 0.25 11/15/25 (DexCom Inc) | Long | Debt | US | $193K | – | 0.08 |
| EIB 0.75 09/23/30 (European Investment Bank) | Long | Debt | XX | $2M | – | 1.02 |
| ENTERP 3.85 11/15/24 144A (ERAC USA Finance LLC) | Long | Debt | US | $498K | – | 0.20 |
| ETSY 0.125 09/01/27 (Etsy Inc) | Long | Debt | US | $43K | – | 0.02 |
| ETSY 0.125 10/01/26 (Etsy Inc) | Long | Debt | US | $114K | – | 0.05 |
| FARMCB V7.75 PERP (Farm Credit Bank of Texas) | Long | Debt | US | $1M | – | 0.48 |
| FFCB 2.625 10/15/49 (Federal Farm Credit Banks) | Long | Debt | US | $2M | – | 0.90 |
| FFCB 2.78 11/02/37 (Federal Farm Credit Banks) | Long | Debt | US | $1M | – | 0.61 |
| FFCB 3.43 04/06/45 (Federal Farm Credit Banks) | Long | Debt | US | $815K | – | 0.34 |
| FFCB 3.66 03/07/44 (Federal Farm Credit Banks) | Long | Debt | US | $828K | – | 0.34 |
| FFCB 4.5 03/02/26 (Federal Farm Credit Banks) | Long | Debt | US | $5M | – | 2.06 |
| FG A12413 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FG A37619 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $55K | – | 0.02 |
| FG A87874 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| FG A89148 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FG A89384 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FG A89729 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FG A93101 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FG A93996 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FG A94362 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| FG A94742 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FG A95084 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FG A95085 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $46K | – | 0.02 |
| FG A95796 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FG A97047 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| FG G01779 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FG G01828 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| FG G01837 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $63K | – | 0.03 |
| FG G01838 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FG G02424 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $40K | – | 0.02 |
| FG G04997 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| FG G05052 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| FG G06079 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| FG G06990 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $56K | – | 0.02 |
| FG G08347 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $82K | – | 0.03 |
| FG G08499 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FG G08816 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $303K | – | 0.12 |
| FG G14599 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FG G30614 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $74K | – | 0.03 |
| FG J17791 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| FG J20118 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FG Q00291 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $24K | – | 0.01 |
| FG Q01807 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| FG Q06160 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FG Q17103 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FG Q33602 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $144K | – | 0.06 |
| FG Z40004 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FGBL Sep 2024 (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $-38K | – | -0.02 | |
| FH 849167 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FHF 2022-1A A (FHF TRUST 2022-1) | Long | ABS-other | US | $181K | – | 0.07 |
| FHLB 0.9 02/26/27 (Federal Home Loan Banks) | Long | Debt | US | $3M | – | 1.14 |
| FHLB 2.375 03/14/25 (Federal Home Loan Banks) | Long | Debt | US | $3M | – | 1.10 |
| FHLB 3.25 11/16/28 (Federal Home Loan Banks) | Long | Debt | US | $5M | – | 2.00 |
| FHLB 3.315 11/13/35 (Federal Home Loan Banks) | Long | Debt | US | $3M | – | 1.12 |
| FHLB 4.125 03/13/26 (Federal Home Loan Banks) | Long | Debt | US | $3M | – | 1.43 |
| FHLBDN 0 08/05/24 (Federal Home Loan Banks) | Long | Debt | US | $2M | – | 0.72 |
| FHLBDN 0 08/12/24 (Federal Home Loan Banks) | Long | Debt | US | $2M | – | 1.03 |
| FHLBDN 0 08/23/24 (Federal Home Loan Banks) | Long | Debt | US | $2M | – | 1.03 |
| FHLBDN 0 09/10/24 (Federal Home Loan Banks) | Long | Debt | US | $2M | – | 1.02 |
| FHLBDN 0 10/07/24 (Federal Home Loan Banks) | Long | Debt | US | $2M | – | 1.02 |
| FHLBDN 0 11/01/24 (Federal Home Loan Banks) | Long | Debt | US | $5M | – | 2.03 |
| FHLMC 1.5 02/12/25 (Federal Home Loan Mortgage Corp.) | Long | Debt | US | $3M | – | 1.05 |
| FHMR 2021-P011 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $245K | – | 0.10 |
| FHMS K-160 A2 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $3M | – | 1.35 |
| FHMS K-162 A2 (FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD) | Long | ABS-other | US | $2M | – | 0.65 |
| FHMS K103 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $250K | – | 0.10 |
| FHMS K111 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $106K | – | 0.04 |
| FHMS K112 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $101K | – | 0.04 |
| FHMS K113 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $164K | – | 0.07 |
| FHMS K114 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $125K | – | 0.05 |
| FHMS K119 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $223K | – | 0.09 |
| FHMS K121 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $32K | – | 0.01 |
| FHMS K122 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $16K | – | 0.01 |
| FHMS K124 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $54K | – | 0.02 |
| FHMS K740 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $25K | – | 0.01 |
| FHMS KG03 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $199K | – | 0.08 |
| FHMS KG04 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $100K | – | 0.04 |
| FHMS KG05 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $41K | – | 0.02 |
| FHMS KG06 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $70K | – | 0.03 |
| FHMS KSG1 X1 (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $217K | – | 0.09 |
| FHMS Q014 X (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $310K | – | 0.13 |
| FHR 3768 CB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $20K | – | 0.01 |
| FHR 3800 CB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $32K | – | 0.01 |
| FHR 3806 L (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $136K | – | 0.06 |
| FHR 3877 LM (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $77K | – | 0.03 |
| FHR 4961 JB (Federal Home Loan Mortgage Corp.) | Long | ABS-other | US | $146K | – | 0.06 |
| FL FLSGEN 1.26 07/01/2025 (FLORIDA ST BRD ADMIN FIN CORP) | Long | Debt | US | $362K | – | 0.15 |
| FN 190370 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| FN 310229 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $412K | – | 0.17 |
| FN 745044 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FN 745327 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $95K | – | 0.04 |
| FN 889529 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FN 890248 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| FN 930672 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.02 |
| FN 932441 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $146K | – | 0.06 |
| FN 995082 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| FN 995243 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FN AA9846 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FN AB1343 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.02 |
| FN AB1763 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN AB4168 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $56K | – | 0.02 |
| FN AB6472 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FN AC1877 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| FN AC2817 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN AC5401 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FN AC9564 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FN AD1649 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FN AD8033 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN AE0215 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| FN AE0216 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FN AE0624 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN AE0625 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FN AE4113 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| FN AE4192 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $85K | – | 0.04 |
| FN AE5143 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| FN AI7951 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| FN AJ5974 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FN AL0005 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FN AL0049 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FN AL1627 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| FN AP9592 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $46K | – | 0.02 |
| FN AR1524 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FN AS3608 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $58K | – | 0.02 |
| FN AS8449 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FN AW4685 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FN AY3370 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $90K | – | 0.04 |
| FN BC1171 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $293K | – | 0.12 |
| FN BD1153 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| FN BD1165 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $409K | – | 0.17 |
| FN BE1416 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| FN BE4435 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $505K | – | 0.21 |
| FN BE8063 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $200K | – | 0.08 |
| FN BJ6137 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $162K | – | 0.07 |
| FN BV1907 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.94 |
| FN CB2291 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $4M | – | 1.71 |
| FN CB2770 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $4M | – | 1.47 |
| FN CB3033 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $3M | – | 1.40 |
| FN CB3799 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $4M | – | 1.61 |
| FN FM2233 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.76 |
| FN FS0508 (Fnma Pass-Thru I) | Long | ABS-mortgage backed security | US | $2M | – | 0.94 |
| FN MA0639 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $28K | – | 0.01 |
| FN MA0919 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FN MA0949 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| FN MA1630 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $44K | – | 0.02 |
| FN MA4761 (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.90 |
| FNMA 0.75 10/08/27 (Federal National Mortgage Association) | Long | Debt | US | $5M | – | 1.85 |
| FNMA 0.875 08/05/30 (Federal National Mortgage Association) | Long | Debt | US | $7M | – | 2.74 |
| FNMA 5.625 07/15/37 (Federal National Mortgage Association) | Long | Debt | US | $2M | – | 0.93 |
| FNMA-15YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $987K | – | 0.41 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 2.95 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 2.07 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 1.52 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 1.31 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 1.06 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.63 |
| FNMA-30YR (Federal National Mortgage Association) | Long | ABS-mortgage backed security | US | $944K | – | 0.39 |
| FNR 2012-17 BC (Federal National Mortgage Association) | Long | ABS-other | US | $137K | – | 0.06 |
| FNR 2017-105 ZE (Federal National Mortgage Association) | Long | ABS-other | US | $764K | – | 0.31 |
| FNR 2020-1 AC (Federal National Mortgage Association) | Long | ABS-other | US | $188K | – | 0.08 |
| FNR 2020-1 L (Federal National Mortgage Association) | Long | ABS-other | US | $797K | – | 0.33 |
| FR RA9298 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.92 |
| FR SD3512 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 1.40 |
| FR SD3684 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.52 |
| FR SD5316 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $3M | – | 1.40 |
| FR SD8246 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.91 |
| FR SD8324 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.99 |
| FR SD8362 (Federal Home Loan Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.99 |
| FREMF 2017-K65 B (Fremf Mtg Tr 2017-K65) | Long | ABS-other | US | $151K | – | 0.06 |
| FREMF 2017-K66 B (Fremf Mtg Tr 2017-K66) | Long | ABS-other | US | $132K | – | 0.05 |
| FREMF 2017-K67 B (FREMF 2017-K67 Mortgage Trust) | Long | ABS-other | US | $82K | – | 0.03 |
| FREMF 2017-K67 C (FREMF 2017-K67 Mortgage Trust) | Long | ABS-other | US | $96K | – | 0.04 |
| FREMF 2017-K68 B (Fremf 2017-K68 Mortgage Trust) | Long | ABS-other | US | $87K | – | 0.04 |
| FREMF 2017-K69 C (Fremf Mtg Tr 2017-K69) | Long | ABS-other | US | $38K | – | 0.02 |
| FREMF 2017-K71 B (Fremf Mortgage Trust 2017-K71) | Long | ABS-other | US | $211K | – | 0.09 |
| FREMF 2017-K71 C (Fremf Mortgage Trust 2017-K71) | Long | ABS-other | US | $62K | – | 0.03 |
| FREMF 2017-K729 B (Fremf Mtg Tr 2017-K729) | Long | ABS-other | US | $248K | – | 0.10 |
| FREMF 2017-K729 C (Fremf Mtg Tr 2017-K729) | Long | ABS-other | US | $89K | – | 0.04 |
| FREMF 2018-K154 B (FREMF Mortgage Trust) | Long | ABS-other | US | $58K | – | 0.02 |
| FREMF 2018-K77 B (FREMF Mortgage Trust) | Long | ABS-other | US | $1M | – | 0.43 |
| FREMF 2018-K85 C (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $527K | – | 0.22 |
| FREMF 2018-KW07 B (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $401K | – | 0.16 |
| FREMF 2019-K100 C (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $641K | – | 0.26 |
| FREMF 2019-K103 B (Fremf 2019-K103 Mortgage Trust) | Long | ABS-other | US | $487K | – | 0.20 |
| FREMF 2019-K95 B (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $475K | – | 0.20 |
| FREMF 2019-K95 C (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $288K | – | 0.12 |
| FREMF 2019-K97 C (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $190K | – | 0.08 |
| FREMF 2019-K99 B (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $529K | – | 0.22 |
| FREMF 2020-K104 B (FREMF MORTGAGE TRUST) | Long | ABS-other | US | $481K | – | 0.20 |
| FRETE 2021-ML12 XUS (FRETE 2021-ML12 TR) | Long | Debt | US | $112K | – | 0.05 |
| G2 MA8948 (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.45 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 1.29 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.99 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.78 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.64 |
| G2-30YR-Multi (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.62 |
| GCAT 2021-CM2 A1 (GCAT TRUST) | Long | ABS-other | US | $252K | – | 0.10 |
| GNR 2019-132 NZ (Government National Mortgage Association) | Long | ABS-other | US | $268K | – | 0.11 |
| GNR 2021-66 PY (Government National Mortgage Association) | Long | ABS-other | US | $1M | – | 0.42 |
| GNR 2022-136 KZ (Government National Mortgage Association) | Long | ABS-other | US | $452K | – | 0.19 |
| GoDaddy Term Loan B-7 175 2031-05-14 | Long | Loan | US | $299K | – | 0.12 |
| GRACE 2020-GRCE A (GRACE TRUST) | Long | ABS-other | US | $774K | – | 0.32 |
| GRNKEN 3.85 03/29/26 144A (Greenko Dutch BV) | Long | Debt | NL | $793K | – | 0.33 |
| GRNKEN 5.95 07/29/26 REGS (Greenko Solar (Mauritius) Ltd.) | Long | Debt | MU | $399K | – | 0.16 |
| HARVRD 4.609 02/15/35 . (President & Fellows of Harvard College) | Long | Debt | US | $639K | – | 0.26 |
| HASI 6.375 07/01/34 144A (HA Sustainable Infrastructure Capital Inc) | Long | Debt | US | $595K | – | 0.24 |
| HERTZ 2023-2A A (HERTZ VEHICLE FINANCING III LLC) | Long | ABS-other | US | $770K | – | 0.32 |
| HOLX 3.25 02/15/29 144A (Hologic Inc) | Long | Debt | US | $520K | – | 0.21 |
| HOWUNI 1.991 10/01/25 2020 (Howard University) | Long | Debt | US | $115K | – | 0.05 |
| HOWUNI 2.657 10/01/26 2020 (Howard University) | Long | Debt | US | $94K | – | 0.04 |
| HOWUNI 3.476 10/01/41 2020 (Howard University) | Long | Debt | US | $663K | – | 0.27 |
| HOWUNI 5.209 10/01/52 22A (Howard University) | Long | Debt | US | $432K | – | 0.18 |
| HY 2016-10HY A (Hudson Yards 2016-10HY Mortgage Trust) | Long | ABS-other | US | $865K | – | 0.36 |
| HY 2019-30HY A (HUDSON YARDS MORTGAGE TRUST) | Long | ABS-other | US | $634K | – | 0.26 |
| ICE 3.625 09/01/28 144A (Intercontinental Exchange Inc) | Long | Debt | US | $192K | – | 0.08 |
| IL COOSCD 5.02 12/01/2041 (COOK CNTY ILL CMNTY HIGH SCH DIST NO 228 BREMEN) | Long | Debt | US | $423K | – | 0.17 |
| IL ILSGEN 3.51 05/15/2041 (ILLINOIS FIN AUTH) | Long | Debt | US | $785K | – | 0.32 |
| Insulet Term Loan B 300 2028-05-01 | Long | Loan | US | $257K | – | 0.11 |
| INTNED 4.625 01/06/26 144A (ING Groep N.V.) | Long | Debt | NL | $747K | – | 0.31 |
| JPM V6.07 10/22/27 (JPMorgan Chase & Co.) | Long | Debt | US | $1M | – | 0.46 |
| JPMCC 2021-NYAH G (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST) | Long | ABS-other | US | $520K | – | 0.21 |
| JPMCC 2022-OPO A (J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO) | Long | ABS-other | US | $2M | – | 0.65 |
| JPMORGAN CHASE BANK N.A | Derivative-foreign exchange | $-752.6 | – | -0.00 | ||
| KFW 0 06/29/37 (Kreditanstalt Fur Wiederaufbau) | Long | Debt | DE | $3M | – | 1.42 |
| KFW 4.375 02/28/34 (Kreditanstalt Fur Wiederaufbau) | Long | Debt | DE | $6M | – | 2.52 |
| LBZZ 2021-1A A (LENDBUZZ SECURITIZATION TRUST 2021-1) | Long | ABS-other | US | $70K | – | 0.03 |
| LBZZ 2022-1A A (LENDBUZZ SECURITIZATION TRUST 2022-1) | Long | ABS-other | US | $371K | – | 0.15 |
| LBZZ 2023-1A A2 (LENDBUZZ SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $344K | – | 0.14 |
| LBZZ 2023-2A A2 (Lendbuzz Securitization Tr 2023-2) | Long | ABS-other | US | $402K | – | 0.17 |
| LBZZ 2023-3A A2 (LENDBUZZ SECURITIZATION TRUST 2023-3) | Long | ABS-other | US | $495K | – | 0.20 |
| LBZZ 2024-2A A2 (LENDBUZZ SECURITIZATION TRUST 2024-2) | Long | ABS-other | US | $825K | – | 0.34 |
| MA MASDEV 4 10/01/2027 (MASSACHUSETTS ST DEV FIN AGY) | Long | Debt | US | $101K | – | 0.04 |
| MA MASEDU 2.31 07/01/2029 (MASSACHUSETTS EDL FING AUTH) | Long | Debt | US | $904K | – | 0.37 |
| MA MASEDU 5.46 07/01/2033 (MASSACHUSETTS EDL FING AUTH) | Long | Debt | US | $599K | – | 0.25 |
| MA MASEDU 6.07 07/01/2033 (MASSACHUSETTS EDL FING AUTH) | Long | Debt | US | $181K | – | 0.07 |
| MA MASOBL 4.11 07/15/2031 (MASSACHUSETTS ST) | Long | Debt | US | $719K | – | 0.30 |
| MACFDN 1.299 12/01/30 (John D & Catherine T Macarthur Foundation) | Long | Debt | US | $1M | – | 0.48 |
| MAD 2017-330M A (Mad Mortgage Trust 2017-330m) | Long | ABS-other | US | $465K | – | 0.19 |
| MBKPW V0.966 09/21/27 EMTN (Mbank SA) | Long | Debt | PL | $597K | – | 0.25 |
| MD MDSMED 3.97 07/01/2027 (MARYLAND ST HEALTH & HIGHER EDL FACS AUTH) | Long | Debt | US | $202K | – | 0.08 |
| Morgan Stanley LCH | Derivative-interest rate | $407K | – | 0.17 | ||
| Morgan Stanley LCH | Derivative-interest rate | $171K | – | 0.07 | ||
| Morgan Stanley LCH | Derivative-interest rate | $162K | – | 0.07 | ||
| Morgan Stanley LCH | Derivative-interest rate | $144K | – | 0.06 | ||
| Morgan Stanley LCH | Derivative-interest rate | $119K | – | 0.05 | ||
| Morgan Stanley LCH | Derivative-interest rate | $111K | – | 0.05 | ||
| Morgan Stanley LCH | Derivative-interest rate | $56K | – | 0.02 | ||
| Morgan Stanley LCH | Derivative-interest rate | $29K | – | 0.01 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-6K | – | -0.00 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-12K | – | -0.01 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-22K | – | -0.01 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-97K | – | -0.04 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-111K | – | -0.05 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-112K | – | -0.05 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-128K | – | -0.05 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-190K | – | -0.08 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-225K | – | -0.09 | ||
| Morgan Stanley LCH | Derivative-interest rate | $-242K | – | -0.10 | ||
| MS V2.511 10/20/32 MTN (Morgan Stanley) | Long | Debt | US | $845K | – | 0.35 |
| MS V2.699 01/22/31 GMTN (Morgan Stanley) | Long | Debt | US | $572K | – | 0.24 |
| MSAIC 2020-2A A (MOSAIC SOLAR LOAN TRUST) | Long | ABS-other | US | $90K | – | 0.04 |
| MSAIC 2024-1A A (MOSAIC SOLAR LOAN TRUST 2024-1) | Long | ABS-other | US | $112K | – | 0.05 |
| MSBAM 2014-C19 A4 (Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19) | Long | ABS-other | US | $179K | – | 0.07 |
| MSFT 3.041 03/17/62 (Microsoft Corp.) | Long | Debt | US | $685K | – | 0.28 |
| NACONV 1.154 07/01/27 A (Nature Conservancy) | Long | Debt | US | $386K | – | 0.16 |
| NATWEST MARKETS PLC | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| NHPFDN 5.85 12/01/28 (NHP Foundation) | Long | Debt | US | $830K | – | 0.34 |
| NY NYTTRN 3.47 07/01/2028 (NEW YORK TRANSN DEV CORP) | Long | Debt | US | $479K | – | 0.20 |
| NY NYTTRN 4.25 09/01/2035 (NEW YORK TRANSN DEV CORP) | Long | Debt | US | $428K | – | 0.18 |
| OK OKSMED 4.65 08/15/2030 (OKLAHOMA DEV FIN AUTH) | Long | Debt | US | $125K | – | 0.05 |
| OK OKSMED 5.45 08/15/2028 (OKLAHOMA DEV FIN AUTH) | Long | Debt | US | $732K | – | 0.30 |
| OTTAWA 2.5 05/11/51 (Ottawa Ontario) | Long | Debt | CA | $1M | – | 0.50 |
| PA LANMED 5 07/01/2025 (LANCASTER CNTY PA HOSP AUTH) | Long | Debt | US | $135K | – | 0.06 |
| PARA 2.9 01/15/27 (Paramount Global) | Long | Debt | US | $376K | – | 0.15 |
| PARA 4.95 01/15/31 (Paramount Global) | Long | Debt | US | $895K | – | 0.37 |
| PART 2024-1A B (PRESTIGE AUTO RECEIVABLES TRUST 2024-1) | Long | ABS-other | US | $226K | – | 0.09 |
| PEAHEA 1.375 11/15/25 2020 (PeaceHealth) | Long | Debt | US | $951K | – | 0.39 |
| PODD 0.375 09/01/26 (Insulet Corporation) | Long | Debt | US | $211K | – | 0.09 |
| PowerSchool First-lien Term Loan 325 2027-08-01 | Long | Loan | US | $100K | – | 0.04 |
| PRK 2017-280P E (280 Park Avenue Trust) | Long | ABS-other | US | $207K | – | 0.09 |
| PRKAV 2017-245P A (245 Park Avenue Trust 2017) | Long | ABS-other | US | $747K | – | 0.31 |
| ProAmpac Term Loan B 400 2028-09-01 | Long | Loan | US | $405K | – | 0.17 |
| PSJHOG 5.403 10/01/33 (Providence St Joseph Health Obligated Group) | Long | Debt | US | $625K | – | 0.26 |
| REPHUN 5.375 09/12/33 (Hungary (Republic Of)) | Long | Debt | HU | $806K | – | 0.33 |
| RICEUN 3.774 05/15/55 (William Marsh Rice University) | Long | Debt | US | $1M | – | 0.50 |
| ROMANI 2 01/28/32 REGS (Romania (Republic Of)) | Long | Debt | RO | $1M | – | 0.49 |
| ROYAL BANK OF CANADA | Derivative-foreign exchange | $-220.51 | – | -0.00 | ||
| RPRX 2.15 09/02/31 (Royalty Pharma PLC) | Long | Debt | GB | $290K | – | 0.12 |
| RPRX 3.3 09/02/40 (Royalty Pharma PLC) | Long | Debt | GB | $931K | – | 0.38 |
| Russell Investments Term Loan B 650 2027-05-01 | Long | Loan | US | $351K | – | 0.14 |
| SBATOW 3.869 10/15/24 144A (SBA Tower Trust) | Long | ABS-other | US | $498K | – | 0.20 |
| SCGAU 4.375 05/28/30 144A (Scentre Group Trust 1 / Scentre Group Trust 2) | Long | Debt | AU | $601K | – | 0.25 |
| SDCP 2024-1 A2 (Sabey Data Center Issuer Llc) | Long | ABS-other | US | $97K | – | 0.04 |
| SLG 2021-OVA B (SLG OFFICE TRUST) | Long | ABS-other | US | $369K | – | 0.15 |
| SLG 2021-OVA C (SLG OFFICE TRUST) | Long | ABS-other | US | $692K | – | 0.28 |
| SNVA 2023-GRID1 1A (SUNNOVA HESTIA I ISSUER, LLC) | Long | ABS-other | US | $400K | – | 0.16 |
| SNVA 2024-GRID1 1A (SUNNOVA HESTIA II ISSUER, LLC) | Long | ABS-other | US | $130K | – | 0.05 |
| SQ 0.125 03/01/25 (Block Inc) | Long | Debt | US | $209K | – | 0.09 |
| SQ 6.5 05/15/32 144A (Block Inc) | Long | Debt | US | $712K | – | 0.29 |
| STANDARD CHARTERED BANK | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| STANDARD CHARTERED BANK | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| STNFHC 3.31 08/15/30 2020 (Stanford Health Care) | Long | Debt | US | $555K | – | 0.23 |
| STNFRD 4.249 05/01/54 (Leland Stanford Junior University) | Long | Debt | US | $1M | – | 0.43 |
| STWD 2021-LIH E (STWD TRUST 2021-LIH) | Long | ABS-other | US | $938K | – | 0.39 |
| SUMITR 1.55 03/25/26 144A (Sumitomo Mitsui Trust Bank Ltd.) | Long | Debt | JP | $1M | – | 0.59 |
| SUMMT 2022-BVUE A (SUMIT 2022-BVUE MORTGAGE TRUST) | Long | ABS-other | US | $1M | – | 0.53 |
| TAST 2023-1A B (TRICOLOR AUTO SECURITIZATION TRUST 2023-1) | Long | ABS-other | US | $551K | – | 0.23 |
| TAST 2024-1A A (TRICOLOR AUTO SECURITIZATION TRUST 2024-1) | Long | ABS-other | US | $141K | – | 0.06 |
| TAST 2024-2A A (TRICOLOR AUTO SECURITIZATION TRUST 2024-2) | Long | ABS-other | US | $378K | – | 0.16 |
| Ten-Year Government of Canada Bond Futures,Sep-2024,Composite (THE MONTREAL EXCHANGE / BOURSE DE MONTREAL) | Derivative-interest rate | CA | $-2K | – | -0.00 | |
| TIAAGL 4.125 11/01/24 144A (TIAA Asset Management Finance Company, LLC) | Long | Debt | US | $159K | – | 0.07 |
| TIGO 4.5 04/27/31 144A (Millicom International Cellular SA) | Long | Debt | LU | $418K | – | 0.17 |
| TIGO 7.375 04/02/32 144A (Millicom International Cellular SA) | Long | Debt | LU | $402K | – | 0.17 |
| TJUNIV 3.847 11/01/57 (Thomas Jefferson University) | Long | Debt | US | $374K | – | 0.15 |
| TN METHGR 3.23 07/01/2052 (MET GOVT NASHVILLE & DAVIDSON CNTY TENN H & E FACS BRD) | Long | Debt | US | $541K | – | 0.22 |
| TOL 4.35 02/15/28 (Toll Brothers Finance Corp.) | Long | Debt | US | $588K | – | 0.24 |
| TRNT 2.6 09/24/39 (Toronto Metropolitan Municipality Ontario) | Long | Debt | CA | $623K | – | 0.26 |
| TX UTWDEV 2.58 09/01/2031 (UPTOWN DEV AUTH TEX) | Long | Debt | US | $87K | – | 0.04 |
| USAACA 2.125 05/01/30 (USAA Capital Corp.) | Long | Debt | US | $776K | – | 0.32 |
| USB 3.6 09/11/24 MTN (U.S. Bancorp.) | Long | Debt | US | $492K | – | 0.20 |
| USI Inc Term Loan B 275 2029-11-01 | Long | Loan | US | $164K | – | 0.07 |
| VA UNIHGR 4.18 09/01/2117 (UNIVERSITY VA) | Long | Debt | US | $824K | – | 0.34 |
| VDCUK 2024-1A A2 (Vantage Data Centers Jersey Borrower SPV Ltd.) | Long | ABS-other | JE | $839K | – | 0.35 |
| VENAEN 3.133 02/26/25 EMTN (Vena Energy Capital Pte Ltd.) | Long | Debt | SG | $1M | – | 0.56 |
| VERISURE HOLDING AB | Long | Loan | $326K | – | 0.13 | |
| VOD 6.15 02/27/37 (Vodafone Group PLC) | Long | Debt | GB | $72K | – | 0.03 |
| VTR 3.5 02/01/25 (Ventas Realty L.P./Ventas Capital Corp.) | Long | Debt | US | $494K | – | 0.20 |
| WFCM 2015-NXS3 A4 (Wells Fargo Commercial Mortgage Trust 2015-Nxs3) | Long | ABS-other | US | $332K | – | 0.14 |
| WI WISMED 3.94 08/15/2041 (WISCONSIN ST HEALTH & EDL FACS AUTH) | Long | Debt | US | $233K | – | 0.10 |
| WI WISMED 4.19 08/15/2055 (WISCONSIN ST HEALTH & EDL FACS AUTH) | Long | Debt | US | $110K | – | 0.05 |
| WRK 3 09/15/24 (WestRock Company) | Long | Debt | US | $374K | – | 0.15 |
| Xplornet First-lien Term Loan 400 2028-09-12 | Long | Loan | US | $35K | – | 0.01 |
| YMCANY 2.303 08/01/26 (Young Mens Christian Association of Greater New York) | Long | Debt | US | $713K | – | 0.29 |
| YMCANY 3.23 08/01/32 2020 (Young Mens Christian Association of Greater New York) | Long | Debt | US | $314K | – | 0.13 |
| Zelis Healthcare Term Loan B 275 2029-09-01 | Long | Loan | US | $459K | – | 0.19 |
Address
Domini Investment Trust
180 Maiden Ln
Suite 1302
New York
New York
10038-4925
United States of America
Websites
Directors
Carole M. Laible
John Shields
Gregory Ratliff
Caroline Flammer
Transfer Agents
Ultimus Fund Solutions, LLC
Pricing Services
LSEG Data and Analytics
ICE Data Pricing & Reference Data, LLC
S&P Global Inc.
Bloomberg LP
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Domini Impact Investments LLC
Admins
State Street Bank and Trust Company
Brokers
CITIGROUP GLOBAL MARKETS INC
INSTINET
VIRTU AMERICAS LLC
Citadel Securities Institutional LLC
Williams Capital Group LP (The)
GOLDMAN SACHS + CO LLC
MORGAN STANLEY CO INCORPORATED
BOFA SECURITIES, INC.
J.P. MORGAN SECURITIES LLC
UBS Securities LLC