# EDGAR Filing Document

**Accession Number:** 0000851680
**File Stem:** 0001145549-23-005725
**Filing Date:** 2023-2
**Character Count:** 470142
**Document Hash:** d25a74d48e54b4f9e2adee1fcc1853cd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005725.hdr.sgml**: 20230208

**ACCESSION NUMBER**: 0001145549-23-005725

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221031

**FILED AS OF DATE**: 20230208

**DATE AS OF CHANGE**: 20230208

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DOMINI INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000851680
- **IRS NUMBER:** 043081258
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05823
- **FILM NUMBER:** 23598721

**BUSINESS ADDRESS:**
- **STREET 1:** 180 MAIDEN LANE
- **STREET 2:** SUITE 1302
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10038-4925
- **BUSINESS PHONE:** 212-217-1100

**MAIL ADDRESS:**
- **STREET 1:** 180 MAIDEN LANE
- **STREET 2:** SUITE 1302
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10038-4925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DOMINI SOCIAL INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20010814

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DOMINI SOCIAL EQUITY FUND
- **DATE OF NAME CHANGE:** 19930915

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DOMINI SOCIAL INDEX TRUST
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Domini Impact Bond Fund (Series ID: S000003424)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000009468 | Investor Shares      | DSBFX           |
| C000110199 | Institutional Shares | DSBIX           |
| C000200994 | Class Y Shares       | DSBYX           |

## Nport-Ex

Domini Impact Equity Fund

**Portfolio of Investments** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Long Term Investments – 94.5%*** |  |  |
|  ***Common Stocks – 94.5%*** |  |  |
|  ***Communication Services – 8.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc., Class A (a) | 367100 | $34694621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AT&T, Inc. | 229985 | 4192627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc., Class A (a) | 3258 | 1197706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., Class A | 142321 | 4517269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electronic Arts, Inc. | 9018 | 1135907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lumen Technologies, Inc. | 33100 | 243616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netflix, Inc. (a) | 14238 | 4155787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Times Co. (The), Class A | 62327 | 1804990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | 6700 | 487425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pinterest, Inc., Class A (a) | 19300 | 474780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roku, Inc. (a) | 4000 | 222160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group Corp. ADR | 68208 | 1466472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology SA (a) | 3900 | 314262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive Software, Inc. (a) | 5381 | 637541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp. | 44694 | 933658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T-Mobile US, Inc. (a) | 20300 | 3076668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 126795 | 4738329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. (The) (a) | 59093 | 6295768 |
|  |  | **70589586** |
|  ***Consumer Discretionary – 10.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. (a) | 288080 | 29510915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aptiv PLC (a) | 8600 | 783202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Best Buy Co., Inc. | 6349 | 434335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BorgWarner, Inc. | 7200 | 270216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bright Horizons Family Solutions, Inc. (a) | 2000 | 130640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, Inc. (a) | 817 | 1224136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des Etablissements Michelin SCA ADR | 43600 | 553720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dollar General Corp. | 7400 | 1887370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; eBay, Inc. | 18000 | 717120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Etsy, Inc. (a) | 4000 | 375640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Garmin, Ltd. | 5046 | 444250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gildan Activewear, Inc. | 5300 | 167215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc. (The) | 33251 | 9846619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | 20641 | 4023963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MercadoLibre, Inc. (a) | 1550 | 1397511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NIKE, Inc., Class B | 40949 | 3795153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NIO, Inc. ADR (a) | 48700 | 470929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NVR, Inc. (a) | 100 | 423775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. ADR | 40155 | 2709258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starbucks Corp. | 36467 | 3157678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tapestry, Inc. | 8000 | 253440 |

---

Domini Impact Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Consumer Discretionary*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Target Corp. | 15051 | $2472127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. (a) | 84999 | 19340672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TJX Cos., Inc. | 35400 | 2552340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ulta Beauty, Inc. (a) | 1598 | 670153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; VF Corp. | 11800 | 333350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, Inc. | 2200 | 272426 |
|  |  | **88218153** |
|  ***Consumer Staples – 6.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Campbell Soup Co. | 6491 | 343439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., Inc. | 7712 | 571691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clorox Co. (The) | 4000 | 584160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive Co. | 27225 | 2010294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 14303 | 7172954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Estee Lauder Cos., Inc. (The), Class A | 6977 | 1398819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Mills, Inc. | 19399 | 1582570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC ADR (a) | 82125 | 502605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JM Smucker Co. (The) | 3346 | 504108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr Pepper, Inc. | 27600 | 1071984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | 10918 | 1358854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kraft Heinz Co. (The) | 25423 | 978023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kroger Co. (The) | 21311 | 1007797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lamb Weston Holdings, Inc. | 4500 | 387990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; L'Oreal SA ADR | 39100 | 2453134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. | 8800 | 692032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, Inc., Class A | 44047 | 2708010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PepsiCo, Inc. | 44631 | 8104097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble Co. (The) | 77425 | 10426825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SunOpta, Inc. (a) | 260887 | 2929761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sysco Corp. | 16403 | 1419844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC ADR | 80585 | 3667423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Walgreens Boots Alliance, Inc. | 23048 | 841252 |
|  |  | **52717666** |
|  ***Financials – 10.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aflac, Inc. | 18415 | 1199001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AGNC Investment Corp. | 18200 | 149604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allstate Corp. | 8500 | 1073125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Express Co. | 17748 | 2634691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Annaly Capital Management, Inc. | 11975 | 222136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aon PLC, Class A | 6500 | 1829685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco do Brasil SA ADR | 44600 | 318444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. | 226654 | 8168610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Montreal | 21231 | 1954950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. (The) | 23600 | 993796 |

---

Domini Impact Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Financials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Nova Scotia (The) | 37066 | $1791029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BlackRock, Inc. | 4534 | 2928556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canadian Imperial Bank of Commerce | 28300 | 1285103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp. | 12118 | 1284750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cboe Global Markets, Inc. | 3300 | 410850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp. (The) | 49578 | 3949879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chubb, Ltd. | 12587 | 2704820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cincinnati Financial Corp. | 5111 | 528069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc. | 60608 | 2779483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CME Group, Inc. | 11598 | 2009933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comerica, Inc. | 4154 | 292857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commerce Bancshares, Inc. | 3700 | 262108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discover Financial Services | 8600 | 898356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DNB Bank ASA ADR | 28740 | 506974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, Inc. | 49344 | 3531550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equitable Holdings, Inc. | 11600 | 355192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Everest Re Group, Ltd. | 1300 | 419458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FactSet Research Systems, Inc. | 1200 | 510588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | 21956 | 783610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Republic Bank | 5800 | 696580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hartford Financial Services Group, Inc. (The) | 10493 | 759798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc. | 46000 | 698280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc. | 17995 | 1719782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Invesco, Ltd. | 13803 | 211462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KeyCorp | 30900 | 552183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; London Stock Exchange Group PLC ADR | 44000 | 957000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp. | 5500 | 926035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MarketAxess Holdings, Inc. | 1100 | 268444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., Inc. | 16030 | 2588685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife, Inc. | 19200 | 1405632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Moody's Corp. | 5114 | 1354545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley | 42759 | 3513507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MSCI, Inc. | 2505 | 1174494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nasdaq, Inc. | 10800 | 672192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Northern Trust Corp. | 6600 | 556710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (The) | 13249 | 2144086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, Inc. | 8100 | 713853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Progressive Corp. (The) | 18958 | 2434207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, Inc. | 12161 | 1279216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Raymond James Financial, Inc. | 5950 | 702933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regions Financial Corp. | 29528 | 648140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; S&P Global, Inc. | 10758 | 3456007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Signature Bank | 2000 | 317060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T Rowe Price Group, Inc. | 7011 | 744288 |

---

Domini Impact Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Financials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank (The) | 56817 | $3635720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Travelers Cos., Inc. (The) | 7716 | 1423293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp. | 43102 | 1930539 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; US Bancorp | 43416 | 1843009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; W R Berkley Corp. | 6700 | 498346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zions Bancorp NA | 5000 | 259700 |
|  |  | **85862933** |
|  ***Health Care – 13.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AbbVie, Inc. | 57152 | 8367053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABIOMED, Inc. (a) | 1400 | 352912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Agilent Technologies, Inc. | 9600 | 1328160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alcon, Inc. | 15762 | 956438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Align Technology, Inc. (a) | 2300 | 446890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alnylam Pharmaceuticals, Inc. (a) | 3800 | 787588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amgen, Inc. | 17219 | 4655157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC ADR | 96100 | 5651641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson and Co. | 9251 | 2182958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biogen, Inc. (a) | 4667 | 1322814 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BioMarin Pharmaceutical, Inc. (a) | 5800 | 502454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bio-Rad Laboratories, Inc., Class A (a) | 700 | 246197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bio-Techne Corp. | 1300 | 385138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. | 69001 | 5345507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Catalent, Inc. (a) | 5500 | 361515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cooper Cos., Inc. (The) | 1600 | 437424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CSL, Ltd. ADR | 31000 | 2771090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp. | 21415 | 5389513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DENTSPLY SIRONA, Inc. | 7516 | 231643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DexCom, Inc. (a) | 15510 | 1873298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. (a) | 20072 | 1453815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Genmab A/S ADR (a) | 20500 | 789455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. | 40646 | 3189085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC ADR | 64800 | 2149416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Guardant Health, Inc. (a) | 3300 | 163350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Henry Schein, Inc. (a) | 4200 | 287532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic, Inc. (a) | 53882 | 3653200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, Inc. (a) | 2719 | 977970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illumina, Inc. (a) | 5049 | 1155312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Incyte Corp. (a) | 5800 | 431172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Inspire Medical Systems, Inc. (a) | 5173 | 1008476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp. (a) | 2300 | 595263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. (a) | 11500 | 2834405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV | 29076 | 367811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lonza Group AG ADR | 24000 | 1235280 |

---

Domini Impact Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Health Care*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Masimo Corp. (a) | 1400 | $184240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck & Co., Inc. | 81935 | 8291822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo International, Inc. (a) | 690 | 872802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Moderna, Inc. (a) | 11100 | 1668663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Neurocrine Biosciences, Inc. (a) | 3100 | 356872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk A/S ADR | 52378 | 5700822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Organon & Co. | 8823 | 230986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PerkinElmer, Inc. | 4000 | 534320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pfizer, Inc. | 181770 | 8461393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QIAGEN N.V. (a) | 7600 | 331056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc. | 3715 | 533660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, Inc. (a) | 3342 | 2502322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ResMed, Inc. | 4646 | 1039264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanofi ADR | 68816 | 2974916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Seagen, Inc. (a) | 12149 | 1544867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STERIS PLC | 3300 | 569514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stryker Corp. | 10828 | 2482211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Teleflex, Inc. | 1500 | 321840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | 12688 | 6521251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, Inc., Class A (a) | 4506 | 756738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. (a) | 8243 | 2571816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Waters Corp. (a) | 1963 | 587271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; West Pharmaceutical Services, Inc. | 2300 | 529230 |
|  |  | **113454808** |
|  ***Industrials – 5.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABB, Ltd. ADR | 51300 | 1428192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries AG ADR (a) | 2565 | 43349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allegion PLC | 2700 | 282879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ameresco, Inc., Class A (a) | 37626 | 2275620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AO Smith Corp. | 4100 | 224598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB ADR | 62342 | 625914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brambles, Ltd. ADR | 23000 | 341090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrier Global Corp. | 27300 | 1085448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway Co ADR | 55200 | 622656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CH Robinson Worldwide, Inc. | 3800 | 371336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cintas Corp. | 2800 | 1197140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Copart, Inc. (a) | 7100 | 816642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CoStar Group, Inc. (a) | 12910 | 1067915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cummins, Inc. | 4541 | 1110320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deere & Co. | 9145 | 3619774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Donaldson Co., Inc. | 4000 | 229800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emerson Electric Co. | 19026 | 1647652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Expeditors International of Washington, Inc. | 5300 | 518605 |

---

Domini Impact Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Industrials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FANUC Corp. ADR | 61200 | $803556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fastenal Co. | 18458 | 892075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortune Brands Home & Security, Inc. | 4000 | 241280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Generac Holdings, Inc. (a) | 2100 | 243411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Graco, Inc. | 5400 | 375732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hubbell, Inc. | 1800 | 427464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IAA, Inc. (a) | 4400 | 166892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDEX Corp. | 2400 | 533544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, Inc. | 8852 | 1890168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand, Inc. | 12869 | 649885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JB Hunt Transport Services, Inc. | 2700 | 461889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JetBlue Airways Corp. (a) | 10288 | 82716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lennox International, Inc. | 1000 | 233570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Masco Corp. | 6900 | 319263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nidec Corp. ADR | 63156 | 866500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nordson Corp. | 1600 | 360000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. | 3200 | 878720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Otis Worldwide Corp. | 13800 | 974832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Owens Corning | 3133 | 268216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pentair PLC | 5500 | 236225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Plug Power, Inc. (a) | 19000 | 303620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RELX PLC ADR | 62300 | 1679608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Robert Half International, Inc. | 3600 | 275256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. | 3772 | 962992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE ADR | 90800 | 2296332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens AG ADR | 51736 | 2831511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy AG ADR | 14900 | 172691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Snap-on, Inc. | 1700 | 377485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stanley Black & Decker, Inc. | 4754 | 373141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toro Co. (The) | 3200 | 337376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies PLC | 7407 | 1182379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trex Co., Inc. (a) | 3600 | 173124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, Inc., Class B | 23693 | 3974975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Rentals, Inc. (a) | 2300 | 726133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems A/S ADR | 98600 | 640900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp. | 5691 | 530856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wolters Kluwer NV ADR | 8300 | 880630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WW Grainger, Inc. | 1470 | 858994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xylem, Inc. | 5800 | 594094 |
|  |  | **47586965** |
|  ***Information Technology – 33.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, Class A | 21500 | 6103850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Adobe, Inc. (a) | 15161 | 4828778 |

---

Domini Impact Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Information Technology*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc. (a) | 52350 | $3144141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Analog Devices, Inc. | 16911 | 2411847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. | 491696 | 75396665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, Inc. | 28102 | 2481125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV ADR | 13200 | 6235944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlassian Corp., Class A (a) | 4600 | 932558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | 16747 | 3588882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Automatic Data Processing, Inc. | 13468 | 3255216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | 12613 | 5929623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. (a) | 8784 | 1329810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | 122791 | 5578395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A (a) | 6900 | 1112280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dropbox, Inc., Class A (a) | 8400 | 182700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy, Inc. (a) | 32803 | 10070521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Solar, Inc. (a) | 2900 | 422153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fiserv, Inc. (a) | 19300 | 1982882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Five9, Inc. (a) | 2300 | 138598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies AG ADR | 38300 | 931456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. | 133779 | 3803337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Business Machines Corp. | 29366 | 4061024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuit, Inc. | 8922 | 3814155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KLA Corp. | 4510 | 1427189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lam Research Corp. | 4400 | 1781032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., Class A | 27552 | 9042015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 35500 | 1920550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 241761 | 56119981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NetApp, Inc. | 7008 | 485444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NortonLifeLock, Inc. | 17400 | 392022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp. | 77808 | 10501746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Okta, Inc. (a) | 5000 | 280600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. (a) | 36054 | 6186506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paychex, Inc. | 10431 | 1234092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paycom Software, Inc. (a) | 1700 | 588200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PayPal Holdings, Inc. (a) | 37400 | 3125892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | 36300 | 4271058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, Inc. | 3457 | 1433065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Salesforce, Inc. (a) | 31134 | 5062077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. (a) | 6500 | 2734810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc., Class A (a) | 36600 | 1252818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Snowflake, Inc., Class A (a) | 8500 | 1362550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Splunk, Inc. (a) | 5200 | 432172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV, Class Y | 81036 | 2521840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. (a) | 4943 | 1446075 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, Inc. | 29552 | 4746938 |

---

Domini Impact Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Information Technology*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Twilio, Inc., Class A (a) | 5600 | $416472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc., Class A | 52700 | 10917332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; VMware, Inc., Class A | 6696 | 753501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WEX, Inc. (a) | 1516 | 248836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Workday, Inc., Class A (a) | 6400 | 997248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zoom Video Communications, Inc., Class A (a) | 13431 | 1120683 |
|  |  | **280538684** |
|  ***Materials – 2.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Liquide SA ADR | 84810 | 2216933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Products and Chemicals, Inc. | 7159 | 1792614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AptarGroup, Inc. | 2100 | 208215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Avery Dennison Corp. | 2600 | 440830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CRH PLC ADR | 24400 | 883524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ecolab, Inc. | 8248 | 1295513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Paper Co. | 11700 | 393237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Linde PLC | 16030 | 4766520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mondi PLC ADR | 8000 | 268960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nitto Denko Corp. ADR | 9817 | 256813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novozymes A/S ADR | 6559 | 343692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nucor Corp. | 8392 | 1102541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PPG Industries, Inc. | 7642 | 872563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RPM International, Inc. | 4300 | 406651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sherwin-Williams Co. (The) | 7692 | 1730931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smurfit Kappa Group PLC ADR | 8400 | 278292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steel Dynamics, Inc. | 5700 | 536085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vulcan Materials Co. | 4244 | 694743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westrock Co. | 7885 | 268563 |
|  |  | **18757220** |
|  ***Real Estate – 2.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alexandria Real Estate Equities, Inc. | 5286 | 768056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp. | 14909 | 3088996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Properties, Inc. | 4446 | 323224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., Class A (a) | 10122 | 718055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crown Castle International Corp. | 14022 | 1868572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Digital Realty Trust, Inc. | 9192 | 921498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equinix, Inc. | 2931 | 1660236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equity LifeStyle Properties, Inc. | 5700 | 364572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essex Property Trust, Inc. | 2000 | 444480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Extra Space Storage, Inc. | 4200 | 745248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Realty OP LP | 2500 | 247450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kilroy Realty Corp. | 3700 | 158138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mid-America Apartment Communities, Inc. | 3800 | 598310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prologis, Inc. | 29722 | 3291711 |

---

Domini Impact Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Real Estate*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Public Storage | 4977 | $1541626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SBA Communications Corp. | 3407 | 919549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Simon Property Group, Inc. | 10600 | 1155188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UDR, Inc. | 10169 | 404319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ventas, Inc. | 13063 | 511155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Welltower, Inc. | 15100 | 921704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WP Carey, Inc. | 6300 | 480690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zillow Group, Inc., Class A (a) | 7100 | 219603 |
|  |  | **21352380** |
|  ***Utilities – 0.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alliant Energy Corp. | 7900 | 412143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison, Inc. | 11461 | 1008110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy | 10958 | 835876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortis, Inc. | 15700 | 612300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC ADR | 23519 | 1284608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orsted AS ADR | 17900 | 492071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SSE PLC ADR | 34800 | 620832 |
|  |  | **5265940** |
|  ***Total Investments*** – ***94.5%*** (Cost $534,999,588) |  | **784344335** |
|  ***Other Assets, less liabilities – 5.5%*** |  | **45408700** |
|  ***Net Assets – 100.0%*** |  | $**829753035** |

---

(a) Non-income producing security.

**Abbreviations** 

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

Domini International Opportunities Fund

**Portfolio of Investments** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Long Term Investments – 94.3%*** |  |  |  |
|  ***Common Stocks – 94.3%*** |  |  |  |
|  ***Australia – 2.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allkem, Ltd. (a) | Materials | 1587 | $14659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; APA Group | Utilities | 3204 | 21564 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASX, Ltd. | Diversified Financials | 536 | 23217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland, Ltd. | Banks | 1735 | 8168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide Bank, Ltd. | Banks | 1532 | 8841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brambles, Ltd. | Commercial & Professional Services | 3824 | 28620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cochlear, Ltd. | Health Care Equipment & Services | 510 | 65129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dexus | Real Estate | 3012 | 15004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortescue Metals Group, Ltd. | Materials | 4904 | 46186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GPT Group (The) | Real Estate | 5260 | 14532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDP Education, Ltd. | Consumer Services | 557 | 10505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mirvac Group | Real Estate | 10820 | 14332 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pilbara Minerals, Ltd. (a) | Materials | 6090 | 19788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reece, Ltd. | Capital Goods | 859 | 8527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stockland | Real Estate | 5863 | 13505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Suncorp Group, Ltd. | Insurance | 3481 | 25455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transurban Group | Transportation | 8434 | 71523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vicinity, Ltd. | Real Estate | 12059 | 15029 |
|  |  |  | **424584** |
|  ***Austria – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Erste Group Bank AG | Banks | 911 | 22454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mondi PLC | Materials | 1319 | 22219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verbund AG | Utilities | 91 | 7129 |
|  |  |  | **51802** |
|  ***Belgium – 0.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Elia Group SA | Utilities | 87 | 11001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Etablissements Franz Colruyt NV | Food & Staples Retailing | 147 | 3543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KBC Group NV | Banks | 768 | 38493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Solvay SA | Materials | 191 | 17238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Umicore SA | Materials | 559 | 18430 |
|  |  |  | **88705** |
|  ***Brazil – 0.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MercadoLibre, Inc. (a) | Retailing | 134 | 120817 |
|  |  |  | **120817** |
|  ***Canada – 2.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortis, Inc. | Utilities | 1301 | 50693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Saputo, Inc. | Food, Beverage & Tobacco | 800 | 19448 |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Canada*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SunOpta, Inc. (a) | Food, Beverage & Tobacco | 2517 | $28266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toronto-Dominion Bank (The) | Banks | 4788 | 306049 |
|  |  |  | **404456** |
|  ***China – 0.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BYD Co., Ltd., Class H | Automobiles & Components | 5273 | 118129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NIO, Inc. ADR (a) | Automobiles & Components | 4220 | 40807 |
|  |  |  | **158936** |
|  ***Denmark – 4.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ambu A/S, Class B | Health Care Equipment & Services | 498 | 5571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chr Hansen Holding A/S | Materials | 289 | 16055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coloplast A/S, Class B | Health Care Equipment & Services | 334 | 37240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Demant A/S (a) | Health Care Equipment & Services | 250 | 6828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DSV A/S | Transportation | 502 | 67850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Genmab A/S (a) | Pharmaceuticals, Biotechnology & Life Sciences | 177 | 68198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GN Store Nord A/S | Health Care Equipment & Services | 366 | 7780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Jyske Bank A/S (a) | Banks | 124 | 6694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk A/S, Class B | Pharmaceuticals, Biotechnology & Life Sciences | 4432 | 482009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novozymes A/S, Class B | Materials | 564 | 29611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orsted A/S | Utilities | 488 | 40272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rockwool A/S, Class B | Capital Goods | 35 | 6972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems A/S | Capital Goods | 2684 | 52924 |
|  |  |  | **828004** |
|  ***Finland – 1.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ, Class B | Food & Staples Retailing | 856 | 16660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kojamo Oyj | Real Estate | 329 | 4282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kone OYJ, Class B | Capital Goods | 968 | 39639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nokia Oyj | Technology Hardware & Equipment | 14323 | 63657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nordea Bank Abp | Banks | 9509 | 90759 |
|  |  |  | **214997** |
|  ***France – 8.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Adevinta ASA (a) | Media & Entertainment | 1047 | 7167 |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***France*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aeroports de Paris (a) | Transportation | 88 | $11902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Liquide SA | Materials | 1428 | 186821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amundi SA | Diversified Financials | 166 | 7833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arkema SA | Materials | 166 | 13138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BioMerieux | Health Care Equipment & Services | 119 | 10530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA | Banks | 3090 | 144917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capgemini SE | Software & Services | 445 | 72939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrefour SA | Food & Staples Retailing | 1279 | 20588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cie Generale des Etablissements Michelin SCA | Automobiles & Components | 1975 | 50336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA | Banks | 3852 | 34955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Edenred | Software & Services | 681 | 34916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eiffage SA | Capital Goods | 215 | 19443 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eurazeo SE | Diversified Financials | 111 | 6335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gecina SA | Real Estate | 146 | 13018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Getlink SE | Transportation | 1073 | 16981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hermes International | Consumer Durables & Apparel | 93 | 120390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kering SA | Consumer Durables & Apparel | 197 | 90227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klepierre SA (a) | Real Estate | 592 | 11899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Legrand SA | Capital Goods | 717 | 54644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; L'Oreal SA | Household & Personal Products | 663 | 208206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nexans SA | Capital Goods | 569 | 53138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orange SA | Telecommunication Services | 5480 | 52218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rexel SA (a) | Capital Goods | 857 | 15295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanofi | Pharmaceuticals, Biotechnology & Life Sciences | 2964 | 255101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sartorius Stedim Biotech | Pharmaceuticals, Biotechnology & Life Sciences | 66 | 20947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SEB SA | Consumer Durables & Apparel | 85 | 5534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield (a) | Real Estate | 280 | 13234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Valeo | Automobiles & Components | 568 | 9358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Worldline SA (a) | Software & Services | 595 | 25972 |
|  |  |  | **1587982** |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Germany – 7.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; adidas AG | Consumer Durables & Apparel | 447 | $43638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aroundtown SA | Real Estate | 2372 | 4702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beiersdorf AG | Household & Personal Products | 267 | 25633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carl Zeiss Meditec AG | Health Care Equipment & Services | 104 | 12590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Boerse AG | Diversified Financials | 504 | 81969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Post AG | Transportation | 2664 | 94181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Encavis AG | Utilities | 4082 | 76005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HelloFresh SE (a) | Food & Staples Retailing | 413 | 8256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Henkel AG & Co. KGaA | Household & Personal Products | 766 | 44973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Infineon Technologies AG | Semiconductors & Semiconductor Equipment | 3317 | 80497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Knorr-Bremse AG | Capital Goods | 189 | 8510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LEG Immobilien SE | Real Estate | 206 | 13450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck KGaA | Pharmaceuticals, Biotechnology & Life Sciences | 354 | 57695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | Insurance | 361 | 95305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Puma SE | Consumer Durables & Apparel | 270 | 11938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SAP SE | Software & Services | 2845 | 273867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sartorius AG, Preference Shares | Health Care Equipment & Services | 79 | 27857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens AG | Capital Goods | 2198 | 240066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy AG | Capital Goods | 1207 | 14072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers AG | Health Care Equipment & Services | 763 | 34959 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Symrise AG | Materials | 357 | 36444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vonovia SE | Real Estate | 2114 | 46747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zalando SE (a) | Retailing | 647 | 14914 |
|  |  |  | **1348268** |
|  ***Hong Kong – 2.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AIA Group, Ltd. | Insurance | 32752 | 248083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Exchanges & Clearing, Ltd. | Diversified Financials | 3431 | 91069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries Co., Ltd. | Capital Goods | 3732 | 35337 |
|  |  |  | **374489** |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Hungary – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; OTP Bank Nyrt | Banks | 589 | $12830 |
|  |  |  | **12830** |
|  ***Ireland – 0.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC | Banks | 2734 | 19688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CRH PLC | Materials | 2073 | 74763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kerry Group PLC, Class A | Food, Beverage & Tobacco | 427 | 37091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kingspan Group plc | Capital Goods | 414 | 20875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smurfit Kappa Group PLC | Materials | 718 | 23770 |
|  |  |  | **176187** |
|  ***Italy – 1.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; A2A S.p.A. | Utilities | 4467 | 4954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amplifon S.p.A. | Health Care Equipment & Services | 329 | 8174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DiaSorin SpA | Health Care Equipment & Services | 37 | 4838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hera SpA | Utilities | 2430 | 5791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intesa Sanpaolo SpA | Banks | 48035 | 91589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Moncler SpA | Consumer Durables & Apparel | 542 | 23387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prysmian SpA | Capital Goods | 704 | 22916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica Nazionale | Utilities | 3823 | 25355 |
|  |  |  | **187004** |
|  ***Japan – 20.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aeon Co., Ltd. | Food & Staples Retailing | 1977 | 36887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asahi Intecc Co., Ltd. | Health Care Equipment & Services | 563 | 9595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asahi Kasei Corp. | Materials | 3572 | 22913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canon, Inc. | Technology Hardware & Equipment | 2800 | 59377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway Co. | Transportation | 472 | 54669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chiba Bank, Ltd. (The) | Banks | 1900 | 10414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Concordia Financial Group, Ltd. | Banks | 3000 | 9157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing Co., Ltd. | Commercial & Professional Services | 644 | 12905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Daifuku Co., Ltd. | Capital Goods | 317 | 14516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, Inc. | Insurance | 2605 | 41391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Daiichi Sankyo Co., Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 5240 | 167804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry Co., Ltd. | Real Estate | 1653 | 33317 |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Japan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eisai Co., Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 740 | $44642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FANUC Corp. | Capital Goods | 527 | 68987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co., Ltd. | Retailing | 152 | 84720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FUJIFILM Holdings Corp. | Technology Hardware & Equipment | 1039 | 47553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fukuoka Financial Group, Inc. | Banks | 500 | 8511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hankyu Hanshin Holdings, Inc. | Transportation | 642 | 19076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hoya Corp. | Health Care Equipment & Services | 988 | 91883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kao Corp. | Household & Personal Products | 1282 | 47904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keihan Holdings Co., Ltd. | Capital Goods | 300 | 7721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keikyu Corp. | Transportation | 600 | 6162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keio Corp. | Transportation | 252 | 8839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keisei Electric Railway Co., Ltd. | Transportation | 400 | 10621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keyence Corp. | Technology Hardware & Equipment | 520 | 196153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kose Corp. | Household & Personal Products | 96 | 9587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kuraray Co., Ltd. | Materials | 900 | 6191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kurita Water Industries, Ltd. | Capital Goods | 1796 | 65769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lasertec Corp. | Semiconductors & Semiconductor Equipment | 212 | 29800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lixil Corp. | Capital Goods | 778 | 11757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. | Capital Goods | 643 | 11755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & Co. | Food & Staples Retailing | 300 | 10927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mebuki Financial Group, Inc. | Banks | 2718 | 5288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co., Ltd. | Real Estate | 3216 | 40458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsui Fudosan Co., Ltd. | Real Estate | 2451 | 46952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance Group Holdings, Inc. | Insurance | 1235 | 32717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Murata Manufacturing Co., Ltd. | Technology Hardware & Equipment | 1715 | 81220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nagoya Railroad Co., Ltd. | Transportation | 500 | 7663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nidec Corp. | Capital Goods | 1364 | 75028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nintendo Co., Ltd. | Media & Entertainment | 3080 | 125096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Express Holdings, Inc. | Transportation | 200 | 10054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Paint Holdings Co., Ltd. | Materials | 2516 | 16041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Prologis REIT, Inc. | Real Estate | 6 | 12595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Telegraph & Telephone Corp. | Telecommunication Services | 5930 | 163620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nisshin Seifun Group, Inc. | Food, Beverage & Tobacco | 600 | 6486 |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Japan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nissin Foods Holdings Co., Ltd. | Food, Beverage & Tobacco | 181 | $11721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nitto Denko Corp. | Materials | 402 | 21188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. | Diversified Financials | 8005 | 25914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NTT Data Corp. | Software & Services | 1728 | 25038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Odakyu Electric Railway Co., Ltd. | Transportation | 900 | 10703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Omron Corp. | Technology Hardware & Equipment | 532 | 24822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ono Pharmaceutical Co., Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 1085 | 25544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oriental Land Co., Ltd. | Consumer Services | 552 | 73958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ORIX Corp. | Diversified Financials | 3229 | 47446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Otsuka Corp. | Software & Services | 300 | 9451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings Corp. | Consumer Durables & Apparel | 6301 | 44898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co., Ltd. | Commercial & Professional Services | 3850 | 118517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Renesas Electronics Corp. (a) | Semiconductors & Semiconductor Equipment | 3143 | 26304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Resona Holdings, Inc. | Banks | 15320 | 57764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rohm Co., Ltd. | Semiconductors & Semiconductor Equipment | 235 | 16519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sekisui House, Ltd. | Consumer Durables & Apparel | 1613 | 26791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shimano, Inc. | Consumer Durables & Apparel | 220 | 34057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shionogi & Co., Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 814 | 37815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shiseido Co., Ltd. | Household & Personal Products | 1098 | 37937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shizuoka Financial Group, Inc. | Banks | 1400 | 8844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SMC Corp. | Capital Goods | 170 | 68266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SoftBank Group Corp. | Telecommunication Services | 2959 | 127070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. | Consumer Durables & Apparel | 3433 | 231597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & Development Co., Ltd. | Real Estate | 874 | 20052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sysmex Corp. | Health Care Equipment & Services | 421 | 22669 |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Japan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Terumo Corp. | Health Care Equipment & Services | 1982 | $60176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tobu Railway Co., Ltd. | Transportation | 528 | 12219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine Holdings, Inc. | Insurance | 5045 | 91377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron, Ltd. | Semiconductors & Semiconductor Equipment | 414 | 108966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tokyo Tatemono Co., Ltd. | Real Estate | 500 | 6879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tokyu Corp. | Transportation | 1498 | 17280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toray Industries, Inc. | Materials | 4116 | 20001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOTO, Ltd. | Capital Goods | 399 | 11385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. | Automobiles & Components | 29697 | 412200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unicharm Corp. | Household & Personal Products | 1102 | 33505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Welcia Holdings Co., Ltd. | Food & Staples Retailing | 272 | 5687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yaskawa Electric Corp. | Capital Goods | 705 | 19529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Electric Corp. | Technology Hardware & Equipment | 664 | 11107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Z Holdings Corp. | Media & Entertainment | 7473 | 19294 |
|  |  |  | **3869211** |
|  ***Luxembourg – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eurofins Scientific SE | Pharmaceuticals, Biotechnology & Life Sciences | 349 | 22343 |
|  |  |  | **22343** |
|  ***Netherlands – 7.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aalberts NV | Capital Goods | 268 | 9298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV GDR | Banks | 2436 | 23950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Adyen N.V. (a)(b) | Software & Services | 72 | 102798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Akzo Nobel NV | Materials | 446 | 27537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alfen Beheer BV (a) | Capital Goods | 652 | 69170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arcadis N.V. | Capital Goods | 2543 | 86311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | Semiconductors & Semiconductor Equipment | 1113 | 522147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Basic-Fit N.V. (a) | Consumer Services | 1890 | 47606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Euronext N.V. | Diversified Financials | 236 | 14980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV (a) | Banks | 10008 | 98485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JDE Peet's NV | Food, Beverage & Tobacco | 271 | 7758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV | Food & Staples Retailing | 2779 | 77509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke DSM NV | Materials | 470 | 55292 |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Netherlands*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke KPN NV | Telecommunication Services | 8988 | $25143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Philips NV | Health Care Equipment & Services | 2433 | 30865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NN Group NV | Insurance | 754 | 31929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wolters Kluwer NV | Commercial & Professional Services | 698 | 74176 |
|  |  |  | **1304954** |
|  ***New Zealand – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Contact Energy, Ltd. | Utilities | 2240 | 9818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Meridian Energy, Ltd. | Utilities | 3308 | 9369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spark New Zealand, Ltd. | Telecommunication Services | 5100 | 15170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xero Ltd. (a) | Software & Services | 372 | 18467 |
|  |  |  | **52824** |
|  ***Norway – 0.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DNB Bank ASA | Banks | 2804 | 49591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gjensidige Forsikring ASA | Insurance | 524 | 9577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orkla ASA | Food, Beverage & Tobacco | 2053 | 13847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schibsted ASA, Class A | Media & Entertainment | 433 | 6682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Storebrand ASA | Insurance | 895 | 6962 |
|  |  |  | **86659** |
|  ***Singapore – 1.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings, Ltd. | Banks | 4957 | 119884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV | Semiconductors & Semiconductor Equipment | 2531 | 78713 |
|  |  |  | **198597** |
|  ***South Africa – 0.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clicks Group, Ltd. | Food & Staples Retailing | 540 | 9146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FirstRand, Ltd. | Diversified Financials | 10327 | 36086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nedbank Group, Ltd. | Banks | 1156 | 13685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanlam, Ltd. | Insurance | 4499 | 13108 |
|  |  |  | **72025** |
|  ***Spain – 2.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Acciona SA | Utilities | 64 | 11525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aena SME SA (a) | Transportation | 192 | 22568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amadeus IT Group SA (a) | Software & Services | 1233 | 64314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA | Banks | 16411 | 84670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA | Banks | 45729 | 118609 |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Spain*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bankinter SA | Banks | 1818 | $10998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CaixaBank SA | Banks | 11069 | 36709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EDP Renovaveis SA | Utilities | 664 | 13974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grifols SA (a) | Pharmaceuticals, Biotechnology & Life Sciences | 1320 | 11231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Red Electrica Corp. SA | Utilities | 1139 | 18426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Gamesa Renewable Energy SA (a) | Capital Goods | 601 | 10656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA | Telecommunication Services | 13923 | 48000 |
|  |  |  | **451680** |
|  ***Sweden – 2.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alfa Laval AB | Capital Goods | 793 | 19504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alleima AB (a) | Materials | 586 | 1995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB, Class B | Capital Goods | 2658 | 53626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autoliv, Inc. | Automobiles & Components | 223 | 17918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Axfood AB | Food & Staples Retailing | 1797 | 44454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Castellum AB | Real Estate | 595 | 6798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essity AB, Class B | Household & Personal Products | 1718 | 36268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fabege AB | Real Estate | 753 | 5462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, Class B | Retailing | 1945 | 19574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrivarden AB, Class A | Diversified Financials | 758 | 17153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment AB Latour, Class B | Capital Goods | 392 | 6616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kinnevik AB, Class B (a) | Diversified Financials | 659 | 8134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nibe Industrier AB, Class B | Capital Goods | 4374 | 34861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sagax AB, Class B | Real Estate | 488 | 8985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sandvik AB | Capital Goods | 2831 | 44202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Skandinaviska Enskilda Banken AB, Class A | Banks | 4103 | 43223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Skanska AB, Class B | Capital Goods | 916 | 14233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SKF AB, Class B | Capital Goods | 1069 | 15461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SSAB AB, Class A | Materials | 2181 | 10482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Svenska Cellulosa AB SCA, Class B | Materials | 1709 | 20146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Svenska Handelsbanken AB, Class A | Banks | 4054 | 37634 |
|  |  |  | **466729** |
|  ***Switzerland – 7.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABB, Ltd. | Capital Goods | 4387 | 121901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries AG (a) | Capital Goods | 221 | 3750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Adecco Group AG | Commercial & Professional Services | 466 | 14593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banque Cantonale Vaudoise | Banks | 77 | 6857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chocoladefabriken Lindt & Spruengli AG | Food, Beverage & Tobacco | 6 | 57617 |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Switzerland*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EMS-Chemie Holding AG | Materials | 19 | $11954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Geberit AG | Capital Goods | 96 | 42701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Helvetia Holding AG | Insurance | 95 | 9439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kuehne + Nagel International AG | Transportation | 139 | 29606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lonza Group AG | Pharmaceuticals, Biotechnology & Life Sciences | 204 | 105079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG | Pharmaceuticals, Biotechnology & Life Sciences | 6193 | 501257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schindler Holding AG | Capital Goods | 170 | 26777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sika AG | Materials | 421 | 94982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sonova Holding AG | Health Care Equipment & Services | 138 | 32638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Straumann Holding AG | Health Care Equipment & Services | 282 | 26854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG | Consumer Durables & Apparel | 105 | 23609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swisscom AG | Telecommunication Services | 70 | 34586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Temenos AG | Software & Services | 172 | 10250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zurich Insurance Group AG | Insurance | 412 | 175689 |
|  |  |  | **1330139** |
|  ***United Kingdom – 11.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3i Group PLC | Diversified Financials | 2660 | 35567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Abrdn PLC | Diversified Financials | 5735 | 10492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC | Pharmaceuticals, Biotechnology & Life Sciences | 4109 | 484030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barratt Developments PLC | Consumer Durables & Apparel | 2730 | 11821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Berkeley Group Holdings PLC | Consumer Durables & Apparel | 298 | 11904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bunzl PLC | Capital Goods | 937 | 30654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Burberry Group PLC | Consumer Durables & Apparel | 1067 | 22321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Compass Group PLC | Consumer Services | 4856 | 102682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Derwent London PLC | Real Estate | 305 | 7578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dr. Martens PLC | Consumer Durables & Apparel | 1555 | 4440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC (a) | Household & Personal Products | 3300 | 10159 |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***United Kingdom*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Halma PLC | Technology Hardware & Equipment | 846 | $20596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hiscox, Ltd. | Insurance | 910 | 9412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Informa PLC | Media & Entertainment | 3919 | 25071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intermediate Capital Group PLC | Diversified Financials | 834 | 10196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intertek Group PLC | Commercial & Professional Services | 442 | 18590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; J Sainsbury PLC | Food & Staples Retailing | 5503 | 12315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Johnson Matthey PLC | Materials | 503 | 11210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Just Eat Takeaway.com NV (a) | Retailing | 560 | 9611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kingfisher PLC | Retailing | 5294 | 13354 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Land Securities Group PLC | Real Estate | 2085 | 13688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Legal & General Group PLC | Insurance | 16391 | 44024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Linde PLC | Materials | 1373 | 408262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; London Stock Exchange Group PLC | Diversified Financials | 1004 | 87374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; M&G PLC | Diversified Financials | 6626 | 13369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer Group PLC (a) | Food & Staples Retailing | 5503 | 6691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC | Utilities | 10065 | 110094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ocado Group PLC (a) | Food & Staples Retailing | 1464 | 7968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pennon Group PLC | Utilities | 671 | 6474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Phoenix Group Holdings PLC | Insurance | 1957 | 12229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schroders PLC | Diversified Financials | 2435 | 10976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Segro PLC | Real Estate | 3354 | 30306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spirax-Sarco Engineering PLC | Capital Goods | 200 | 24744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SSE PLC | Utilities | 2925 | 52480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taylor Wimpey PLC | Consumer Durables & Apparel | 9834 | 10615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC | Household & Personal Products | 6857 | 312917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC | Telecommunication Services | 76438 | 89588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wise PLC, Class A (a) | Software & Services | 1277 | 9765 |
|  |  |  | **2113567** |
|  ***United States – 8.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alliant Energy Corp. | Utilities | 700 | 36519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | Software & Services | 116 | 24859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Campbell Soup Co. | Food, Beverage & Tobacco | 553 | 29259 |

---

Domini International Opportunities Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***United States (Continued)*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clorox Co. (The) | Household & Personal Products | 339 | $49508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison, Inc. | Utilities | 983 | 86465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Copart, Inc. (a) | Commercial & Professional Services | 594 | 68322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CSL, Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 1317 | 235690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy, Inc. (a) | Semiconductors & Semiconductor Equipment | 189 | 58023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy | Utilities | 952 | 72619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ferguson PLC | Capital Goods | 588 | 64381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Mills, Inc. | Food, Beverage & Tobacco | 1650 | 134607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC | Pharmaceuticals, Biotechnology & Life Sciences | 2639 | 43401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kroger Co. (The) | Food & Staples Retailing | 1800 | 85122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. | Food, Beverage & Tobacco | 734 | 57722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nucor Corp. | Materials | 722 | 94856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oatly Group AB ADR (a) | Food, Beverage & Tobacco | 1500 | 3300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pentair PLC | Capital Goods | 450 | 19327 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QIAGEN N.V. (a) | Pharmaceuticals, Biotechnology & Life Sciences | 600 | 26136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE | Capital Goods | 1523 | 192613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Signify NV | Capital Goods | 331 | 9171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sinch AB (a) | Software & Services | 2011 | 4718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology SA (a) | Media & Entertainment | 314 | 25302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swiss Re AG | Insurance | 791 | 58794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. (a) | Automobiles & Components | 97 | 22071 |
|  |  |  | **1502785** |
|  ***Total Investments* – *94.3%*** (Cost $21,607,269) |  |  | **17450574** |
|  ***Other Assets, less liabilities – 5.7%*** |  |  | **1060272** |
|  ***Net Assets – 100.0%*** |  |  | $**18510846** |

---

(a) Non-income producing security.

(b) Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as
amended. At October 31, 2022, the aggregate value of these securities was $102,798, representing 0.6% of net assets.

As of the date of this report, certain foreign securities were fair valued by an independent pricing service under the direction of the Board of Trustees or its delegates in accordance with the Trust's Valuation and Pricing Policies and Procedures.

**Abbreviations** 

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

Domini Sustainable Solutions Fund

**Portfolio of Investments** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Long Term Investments – 89.1%*** |  |  |
|  ***Common Stocks – 89.1%*** |  |  |
|  ***Communication Services – 2.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Times Co. (The), Class A | 22439 | $649833 |
|  |  | **649833** |
|  ***Consumer Discretionary – 7.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Basic-Fit N.V. (a) | 11124 | 280197 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., Class A | 34608 | 517736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MIPS AB | 6170 | 199384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. (a) | 4776 | 1086731 |
|  |  | **2084048** |
|  ***Consumer Staples – 3.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC (a) | 53840 | 165753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SunOpta, Inc. (a) | 67223 | 754914 |
|  |  | **920667** |
|  ***Financials – 16.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amalgamated Financial Corp. | 12876 | 296019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amundi SA | 6332 | 298774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; East West Bancorp, Inc. | 10270 | 735024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural Mortgage Corp., Class C | 8788 | 1012378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 4548 | 1200684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Resona Holdings, Inc. | 127579 | 481033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Storebrand ASA | 66277 | 515557 |
|  |  | **4539469** |
|  ***Health Care – 16.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cochlear, Ltd. | 4781 | 610551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DexCom, Inc. (a) | 6480 | 782655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC | 43072 | 708365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Halozyme Therapeutics, Inc. (a) | 8474 | 405142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic, Inc. (a) | 10506 | 712307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Inspire Medical Systems, Inc. (a) | 2992 | 583290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Organon & Co. | 10016 | 262219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Seagen, Inc. (a) | 3681 | 468076 |
|  |  | **4532605** |
|  ***Industrials – 13.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Acuity Brands, Inc. | 2212 | 406057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alfen Beheer BV (a) | 6802 | 721620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arcadis N.V. | 7687 | 260901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kurita Water Industries, Ltd. | 20297 | 743271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nexans SA | 4457 | 416230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Watts Water Technologies, Inc., Class A | 1800 | 263448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wolters Kluwer NV | 6749 | 717212 |
|  |  | **3528739** |

---

Domini Sustainable Solutions Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Information Technology – 24.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV ADR | 1869 | $882953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | 4793 | 1027140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A (a) | 2187 | 352544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enphase Energy, Inc. (a) | 4959 | 1522413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Halma PLC | 8311 | 202335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. (a) | 7659 | 1314208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV | 20152 | 626718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zoom Video Communications, Inc., Class A (a) | 7000 | 584080 |
|  |  | **6512391** |
|  ***Real Estate – 3.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alexandria Real Estate Equities, Inc. | 3271 | 475276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp. | 2707 | 560864 |
|  |  | **1036140** |
|  ***Utilities – 1.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Encavis AG | 16380 | 304989 |
|  |  | **304989** |
|  ***Total Investments*** – ***89.1%*** (Cost $23,170,742) |  | **24108881** |
|  ***Other Assets, less liabilities – 10.9%*** |  | **2944850** |
|  ***Net Assets – 100.0%*** |  | $**27053731** |

---

(a) Non-income producing security.

As of the date of this report, certain foreign securities were fair valued by an independent pricing service under the direction of the Board of Trustees or its delegates in accordance with the Trust's Valuation and Pricing Policies and Procedures.

**Abbreviations** 

ADR — American Depositary Receipt

---

| | |
|:---|:---|
|  **Portfolio Holdings by Country (% Of Net Assets) (Unaudited)** |  |
|  United States | 54.4% |
|  Netherlands | 10.6% |
|  Germany | 5.6% |
|  Japan | 4.5% |
|  Canada | 2.8% |
|  France | 2.6% |
|  Singapore | 2.3% |
|  Australia | 2.3% |
|  Norway | 1.9% |
|  United Kingdom | 1.4% |
|  Sweden | 0.7% |
|  Total | **89.1%** |

---

See Notes to Portfolio of Investments

Domini Impact International Equity Fund

**Portfolio of Investments** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Long Term Investments – 98.7%*** |  |  |  |
|  ***Common Stocks – 98.7%*** |  |  |  |
|  ***Australia – 4.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allkem, Ltd. (a) | Materials | 207600 | $1917553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Queensland, Ltd. | Banks | 469353 | 2209625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bendigo & Adelaide Bank, Ltd. | Banks | 305470 | 1762808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BlueScope Steel, Ltd. | Materials | 752826 | 7578568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortescue Metals Group, Ltd. | Materials | 1081839 | 10188821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IGO, Ltd. | Materials | 93977 | 918803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JB Hi-Fi, Ltd. | Retailing | 228942 | 6273783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mirvac Group | Real Estate | 6693 | 8865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pro Medicus, Ltd. | Health Care Equipment & Services | 74702 | 2660605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group, Ltd. | Insurance | 504800 | 3953852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vicinity, Ltd. | Real Estate | 960300 | 1196796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WiseTech Global, Ltd. | Software & Services | 252894 | 9349854 |
|  |  |  | **48019933** |
|  ***Belgium – 1.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ageas SA | Insurance | 134044 | 4640832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; D'ieteren Group | Retailing | 5748 | 956726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Elia Group SA | Utilities | 34881 | 4410533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Proximus SADP | Telecommunication Services | 115700 | 1213090 |
|  |  |  | **11221181** |
|  ***Brazil – 1.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco do Brasil SA | Banks | 529100 | 3732866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BB Seguridade Participacoes SA | Insurance | 880300 | 4980915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CCR SA | Transportation | 470300 | 1161578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cia Paranaense de Energia | Utilities | 1443800 | 2036137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hypera SA | Pharmaceuticals, Biotechnology & Life Sciences | 261800 | 2535053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Raia Drogasil SA | Food & Staples Retailing | 2380 | 11934 |
|  |  |  | **14458483** |
|  ***China – 1.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding, Ltd. (a) | Retailing | 198500 | 1543280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BYD Co., Ltd., Class H | Automobiles & Components | 66100 | 1480809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group, Ltd. | Technology Hardware & Equipment | 4648200 | 3714782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SITC International Holdings Co. Ltd. | Transportation | 3246000 | 5316152 |
|  |  |  | **12055023** |
|  ***Denmark – 2.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ISS A/S (a) | Commercial & Professional Services | 135978 | 2497820 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk A/S, Class B | Pharmaceuticals, Biotechnology & Life Sciences | 93603 | 10179936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pandora A/S | Consumer Durables & Apparel | 141727 | 7457066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems A/S | Capital Goods | 290 | 5718 |
|  |  |  | **20140540** |

---

Domini Impact International Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Finland – 0.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kesko OYJ, Class B | Food & Staples Retailing | 128143 | $2494001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nokia Oyj | Technology Hardware & Equipment | 573376 | 2548292 |
|  |  |  | **5042293** |
|  ***France – 7.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA | Banks | 452965 | 21243448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capgemini SE | Software & Services | 68362 | 11205037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrefour SA | Food & Staples Retailing | 1012114 | 16292087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eiffage SA | Capital Goods | 45645 | 4127722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kering SA | Consumer Durables & Apparel | 18 | 8244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klepierre SA (a) | Real Estate | 96800 | 1945709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; L'Oreal SA | Household & Personal Products | 7398 | 2323239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rexel SA (a) | Capital Goods | 142479 | 2542838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanofi | Pharmaceuticals, Biotechnology & Life Sciences | 120602 | 10379799 |
|  |  |  | **70068123** |
|  ***Germany – 7.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; adidas AG | Consumer Durables & Apparel | 95433 | 9316646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Boerse AG | Diversified Financials | 21717 | 3531970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG | Telecommunication Services | 232551 | 4389960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evonik Industries AG | Materials | 50936 | 938424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GEA Group AG | Capital Goods | 114337 | 3996993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HUGO BOSS AG | Consumer Durables & Apparel | 240749 | 11089390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Knorr-Bremse AG | Capital Goods | 102935 | 4634682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck KGaA | Pharmaceuticals, Biotechnology & Life Sciences | 123630 | 20149413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nemetschek SE | Software & Services | 28159 | 1342672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scout24 SE | Media & Entertainment | 47240 | 2421058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy AG | Capital Goods | 82100 | 957188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonica Deutschland Holding AG | Telecommunication Services | 2168044 | 4724430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wacker Chemie AG | Materials | 36739 | 4277788 |
|  |  |  | **71770614** |
|  ***Hong Kong – 1.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific Airways, Ltd. (a) | Transportation | 2238000 | 2029430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific, Ltd., Class A | Real Estate | 990600 | 6570987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swire Properties, Ltd. | Real Estate | 1363700 | 2620847 |
|  |  |  | **11221264** |
|  ***Hungary – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Richter Gedeon Nyrt | Pharmaceuticals, Biotechnology & Life Sciences | 100312 | 1981180 |
|  |  |  | **1981180** |
|  ***India – 0.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dr Reddy's Laboratories, Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 250 | 13438 |
|  |  |  | **13438** |
|  ***Ireland – 1.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC | Banks | 626638 | 4512642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CRH PLC | Materials | 318402 | 11469314 |
|  |  |  | **15981956** |

---

Domini Impact International Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Israel – 0.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Check Point Software Technologies, Ltd. (a) | Software & Services | 27034 | $3493604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wix.com, Ltd. (a) | Software & Services | 12556 | 1055959 |
|  |  |  | **4549563** |
|  ***Italy – 1.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco BPM SpA | Banks | 3929668 | 11890482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unipol Gruppo SpA | Insurance | 521545 | 2244874 |
|  |  |  | **14135356** |
|  ***Japan – 23.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alfresa Holdings Corp. | Health Care Equipment & Services | 69000 | 794709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco Holdings, Inc. | Consumer Durables & Apparel | 58000 | 3835514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brother Industries, Ltd. | Technology Hardware & Equipment | 500 | 8521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway Co. | Transportation | 80 | 9266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing Co., Ltd. | Commercial & Professional Services | 400 | 8015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, Inc. | Insurance | 370200 | 5882165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eisai Co., Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 150 | 9049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co., Ltd. | Retailing | 18700 | 10422745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hachijuni Bank, Ltd. (The) | Banks | 285422 | 910622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hoya Corp. | Health Care Equipment & Services | 77469 | 7204529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kao Corp. | Household & Personal Products | 272600 | 10186246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kobayashi Pharmaceutical Co., Ltd. | Household & Personal Products | 54200 | 2877381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kose Corp. | Household & Personal Products | 137187 | 13699597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings Corp. | Health Care Equipment & Services | 463457 | 5748281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MISUMI Group, Inc. | Capital Goods | 43400 | 924769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co., Ltd. | Real Estate | 1373925 | 17284485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsui Fudosan Co., Ltd. | Real Estate | 433100 | 8296504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance Group Holdings, Inc. | Insurance | 310 | 8212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nikon Corp. | Consumer Durables & Apparel | 329900 | 3191794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nintendo Co., Ltd. | Media & Entertainment | 493470 | 20042522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nomura Real Estate Holdings, Inc. | Real Estate | 430 | 9724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NTN Corp. | Capital Goods | 5300 | 9438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ono Pharmaceutical Co., Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 509900 | 12004601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oracle Corp. Japan | Software & Services | 76900 | 4098232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ORIX Corp. | Diversified Financials | 290130 | 4263060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Otsuka Corp. | Software & Services | 76000 | 2394368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings Corp. | Consumer Durables & Apparel | 354100 | 2523135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co., Ltd. | Commercial & Professional Services | 116400 | 2331541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pola Orbis Holdings, Inc. | Household & Personal Products | 466000 | 5149121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co., Ltd. | Commercial & Professional Services | 574900 | 17697485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ricoh Co., Ltd. | Technology Hardware & Equipment | 1237200 | 9069599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Seino Holdings Co., Ltd. | Transportation | 171320 | 1316921 |

---

Domini Impact International Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Japan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shimamura Co., Ltd. | Retailing | 29819 | $2412358 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shimano, Inc. | Consumer Durables & Apparel | 11300 | 1749304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. | Consumer Durables & Apparel | 142670 | 9624783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & Development Co., Ltd. | Real Estate | 296800 | 6809532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sundrug Co., Ltd. | Food & Staples Retailing | 265 | 6165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taisho Pharmaceutical Holdings Co., Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 37700 | 1360314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toho Gas Co., Ltd. | Utilities | 51249 | 955246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tokio Marine Holdings, Inc. | Insurance | 326100 | 5906475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOPPAN, Inc. | Commercial & Professional Services | 540 | 8057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toyo Seikan Group Holdings, Ltd. | Materials | 144627 | 1654831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. | Software & Services | 236200 | 11914837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USS Co., Ltd. | Retailing | 405700 | 6123974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yamato Holdings Co., Ltd. | Transportation | 50600 | 749652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yamazaki Baking Co., Ltd. | Food, Beverage & Tobacco | 234900 | 2394438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ZOZO, Inc. | Retailing | 246900 | 5240887 |
|  |  |  | **229123004** |
|  ***Mexico – 0.7%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arca Continental SAB de CV | Food, Beverage & Tobacco | 228000 | 1859241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grupo Aeroportuario del Sureste SAB de CV ADR | Transportation | 22435 | 5236778 |
|  |  |  | **7096019** |
|  ***Netherlands – 7.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV GDR | Banks | 220978 | 2172574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aegon NV | Insurance | 2629099 | 12171752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (a) | Pharmaceuticals, Biotechnology & Life Sciences | 12693 | 4928563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Argenx SE (a) | Pharmaceuticals, Biotechnology & Life Sciences | 12087 | 4716356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | Semiconductors & Semiconductor Equipment | 67224 | 31537088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV | Food & Staples Retailing | 622490 | 17361934 |
|  |  |  | **72888267** |
|  ***Norway – 0.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norsk Hydro ASA | Materials | 1344023 | 8529026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orkla ASA | Food, Beverage & Tobacco | 1040 | 7014 |
|  |  |  | **8536040** |
|  ***Singapore – 3.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CapitaLand Integrated Commercial Trust | Real Estate | 985400 | 1308239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings, Ltd. | Banks | 862556 | 20860783 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mapletree Pan Asia Commercial Trust | Real Estate | 1692600 | 1900122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese Banking Corp., Ltd. | Banks | 265900 | 2283314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV, Class Y | Semiconductors & Semiconductor Equipment | 73810 | 2296967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank, Ltd. | Banks | 73200 | 1436603 |
|  |  |  | **30086028** |
|  ***South Africa – 0.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nedbank Group, Ltd. | Banks | 428519 | 5072975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sappi, Ltd. (a) | Materials | 302100 | 930268 |
|  |  |  | **6003243** |

---

Domini Impact International Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***South Korea – 0.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; F&F Co., Ltd. | Consumer Durables & Apparel | 15500 | $1579264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LG Innotek Co., Ltd. | Technology Hardware & Equipment | 13223 | 2743300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LG Uplus Corp. | Telecommunication Services | 154300 | 1239072 |
|  |  |  | **5561636** |
|  ***Spain – 2.7%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Acciona SA | Utilities | 13494 | 2429998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA | Banks | 483900 | 2496592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco de Sabadell SA | Banks | 7598264 | 5978952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA | Banks | 412967 | 1071129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bankinter SA | Banks | 252985 | 1530451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CaixaBank SA | Banks | 1854927 | 6151644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merlin Properties Socimi SA | Real Estate | 96483 | 817929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Red Electrica Corp. SA | Utilities | 256546 | 4150235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonica SA | Telecommunication Services | 529900 | 1826854 |
|  |  |  | **26453784** |
|  ***Sweden – 2.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Axfood AB | Food & Staples Retailing | 64600 | 1598067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boliden AB | Materials | 83500 | 2426223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essity AB, Class B | Household & Personal Products | 318 | 6713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Getinge AB, Class B | Health Care Equipment & Services | 393710 | 7982862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, Class B | Retailing | 431383 | 4341319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swedish Orphan Biovitrum AB (a) | Pharmaceuticals, Biotechnology & Life Sciences | 156425 | 2878844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, Class B | Technology Hardware & Equipment | 283300 | 1573644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trelleborg AB, Class B | Capital Goods | 223935 | 4926710 |
|  |  |  | **25734382** |
|  ***Switzerland – 8.7%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABB, Ltd. | Capital Goods | 357825 | 9942865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Baloise Holding AG | Insurance | 34568 | 4725585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG | Pharmaceuticals, Biotechnology & Life Sciences | 516736 | 41824202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sonova Holding AG | Health Care Equipment & Services | 27632 | 6535116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swatch Group AG | Consumer Durables & Apparel | 35804 | 8050319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swiss Life Holding AG | Insurance | 25656 | 12430649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Temenos AG | Software & Services | 25000 | 1489862 |
|  |  |  | **84998598** |
|  ***Taiwan – 0.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AUO Corp. | Technology Hardware & Equipment | 4921400 | 2568409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; E Ink Holdings, Inc. | Technology Hardware & Equipment | 388300 | 2467324 |
|  |  |  | **5035733** |

---

Domini Impact International Equity Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Thailand – 1.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bumrungrad Hospital PCL | Health Care Equipment & Services | 800100 | $4772010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kasikornbank PCL | Banks | 1271100 | 4907945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TMBThanachart Bank PCL | Banks | 109691500 | 3919612 |
|  |  |  | **13599567** |
|  ***Turkey – 0.7%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BIM Birlesik Magazalar AS | Food & Staples Retailing | 537431 | 3871796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkiye Is Bankasi AS, Class C | Banks | 6228736 | 3122176 |
|  |  |  | **6993972** |
|  ***United Kingdom – 10.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3i Group PLC | Diversified Financials | 193197 | 2583277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group PLC | Media & Entertainment | 845646 | 5081928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CNH Industrial NV | Capital Goods | 1006500 | 13022494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Compass Group PLC | Consumer Services | 124600 | 2634714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Inchcape PLC | Retailing | 114285 | 978822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels Group PLC | Consumer Services | 271692 | 14656121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; J Sainsbury PLC | Food & Staples Retailing | 1870012 | 4184969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RELX PLC | Commercial & Professional Services | 186202 | 5021319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rentokil Initial PLC | Commercial & Professional Services | 1547101 | 9692375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rightmove PLC | Media & Entertainment | 1534802 | 8677051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sage Group PLC (The) | Software & Services | 128331 | 1073848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Segro PLC | Real Estate | 158037 | 1427976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smiths Group PLC | Capital Goods | 173182 | 3114437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Travis Perkins PLC | Capital Goods | 301962 | 2857279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC | Household & Personal Products | 237 | 10815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC | Telecommunication Services | 18466151 | 21642947 |
|  |  |  | **96660372** |
|  ***United States – 4.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ferguson PLC | Capital Goods | 193058 | 21138184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC | Pharmaceuticals, Biotechnology & Life Sciences | 843844 | 13877919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Samsonite International SA (a) | Consumer Durables & Apparel | 1813100 | 3895249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Signify NV | Capital Goods | 33900 | 939301 |
|  |  |  | **39850653** |
|  ***Total Investments – 98.7%*** (Cost $1,055,026,563) | ***Total Investments – 98.7%*** (Cost $1,055,026,563) |  | **959280245** |
|  ***Other Assets, less liabilities – 1.3%*** |  |  | **12262204** |
|  ***Net Assets – 100.0%*** |  |  | $**971542449** |

---

(a) Non-income producing security.

As of the date of this report, certain foreign securities were fair valued by an independent pricing service under the direction of the Board of Trustees or its delegates in accordance with the Trust's Valuation and Pricing Policies and Procedures.

**Abbreviations** 

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

**Domini Impact Equity Fund** 

**Domini International Opportunities Fund** 

**Domini Sustainable Solutions Fund** 

**Domini Impact International Equity Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS** 

**October 31, 2022 (Unaudited)** 

**1. ORGANIZATION** 

The Domini Investment Trust is a Massachusetts business trust registered under the Investment Company Act of 1940 as an open-end management investment company. The Domini Investment Trust comprises five separate series: Domini Impact Equity Fund, Domini International Opportunities Fund, Domini Sustainable Solutions Fund, Domini Impact International Equity Fund and Domini Impact Bond Fund (each the "Fund," collectively the "Funds"). The financial statements of the Domini Impact Bond Fund are included on page 138 of this report. Each Fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (the "FASB") Accounting Standard Codification Topic 946 "Financial Services — Investment Companies".

The Domini Impact Equity Fund offers four classes of shares: Investor shares, Class A shares, Institutional shares, and Class Y shares. The Domini International Opportunities Fund offers two classes of shares: Investor shares and Institutional shares. The Domini Sustainable Solutions Fund offers two classes of shares: Investor shares and Institutional shares. The Domini Impact International Equity Fund offers four classes of shares: Investor shares, Class A shares, Institutional shares, and Class Y shares. The Investor shares, Institutional shares and Class Y shares are sold at their offering price, which is net asset value. The Class A shares are sold with a front-end sales charge (load) of up to 4.75%.

All classes of shares have identical rights and voting privileges with respect to the Fund in general and exclusive voting rights on matters that affect that class alone. Earnings, net assets, and net asset value per share may differ due to each class having its own expenses, directly attributable to that class. The Funds seek to provide their shareholders with long-term total return.

**2. SIGNIFICANT ACCOUNTING POLICIES** 

The preparation of financial statements in conformity with U.S. generally accepted accounting principles requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. The following is a summary of the Funds' significant accounting policies.

(A) **Valuation of Investments.** Securities listed or traded on national securities exchanges are valued at the last sale price reported by the security's primary exchange or, if there have been no sales that day, at the mean of the current bid and ask price that represents the current value of the security. Securities listed on the NASDAQ National Market System are valued using the NASDAQ Official Closing Price (the "NOCP"). If an NOCP is not available for a security listed on the NASDAQ National Market System, the security will be valued at the last sale price or, if there have been no sales that day, at the mean of the current bid and ask price.

Securities that are primarily traded on foreign exchanges are valued using a pricing service that considers the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, Exchange Traded Funds, and the movement of the certain indexes of securities based on a statistical analysis of the historical relationship.

Securities for which market quotations are not readily available or as a result of an event occurring after the close of the foreign market but before pricing the Funds are valued at fair value as determined in good faith under procedures established by and under the supervision of the Funds' Board of Trustees.

At least annually, Domini Impact Investments LLC (Domini) reviews and performs due diligence with respect to the pricing methodologies employed by any independent pricing service approved by the Funds' Board of Trustees and utilized on behalf of the Funds. As part of this due diligence, Domini reviews each pricing service provider's policies, procedures, and quality controls. Domini also tests certain valuations provided by the Funds' pricing services with those received from other vendors, if available, and performs back testing, as applicable. Domini provides an annual due diligence report to the Funds' Board of Trustees including its determination of whether the pricing methodology employed by such pricing service requires adjustments.

The Funds follow a fair value hierarchy that distinguishes between (a) market participant assumptions developed based on market data obtained from sources independent of the reporting entity (observable inputs) and (b) the Fund's own assumptions about market participant assumptions developed based on the best information available in the circumstances (unobservable inputs). These inputs are used in determining the value of the Funds' investments and are summarized in the following fair value hierarchy:

Level 1 — quoted prices in active markets for identical securities

Level 2 — other significant observable inputs (including quoted prices for similar securities, interest rates, and evaluated quotation obtained from pricing services)

Level 3 — significant unobservable inputs (including the Funds' own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

**Domini Impact Equity Fund** 

**Domini International Opportunities Fund** 

**Domini Sustainable Solutions Fund** 

**Domini Impact International Equity Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS (continued)** 

**October 31, 2022 (Unaudited)** 

The following is a summary of the inputs used by the Domini Impact Equity Fund, as of October 31, 2022, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |<br><br>**Level 1 -**<br>**Quoted Prices** | **Level 2 -**<br>**Other**<br>**Significant**<br>**Observable**<br>**Inputs** |<br>**Level 3 -**<br>**Significant**<br>**Unobservable**<br>**Inputs** |<br><br>**Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $70589586 | $— | $— | $70589586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 88218153 |  |  | 88218153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 52717666 |  |  | 52717666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 85862933 |  |  | 85862933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 113454808 |  |  | 113454808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 47586965 |  |  | 47586965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 280538684 |  |  | 280538684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 18757220 |  |  | 18757220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 21352380 |  |  | 21352380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 5265940 |  |  | 5265940 |
|  **Total** | $**784344335** | $**—** | $**—** | $**784344335** |

---

The following is a summary of the inputs used by the Domini International Opportunities Fund, as of October 31, 2022, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |<br><br>**Level 1 -**<br>**Quoted Prices** | **Level 2 -**<br>**Other**<br>**Significant**<br>**Observable**<br>**Inputs** |<br>**Level 3 -**<br>**Significant**<br>**Unobservable**<br>**Inputs** |<br><br>**Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $— | $424584 | $— | $424584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 51802 |  | 51802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 88705 |  | 88705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 120817 |  |  | 120817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canada | 404456 |  |  | 404456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 40807 | 118129 |  | 158936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 828004 |  | 828004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 214997 |  | 214997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 1587982 |  | 1587982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 1348268 |  | 1348268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 374489 |  | 374489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 12830 |  | 12830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 176187 |  | 176187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 187004 |  | 187004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 3869211 |  | 3869211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Luxembourg |  | 22343 |  | 22343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands |  | 1304954 |  | 1304954 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Zealand |  | 52824 |  | 52824 |

---

**Domini Impact Equity Fund** 

**Domini International Opportunities Fund** 

**Domini Sustainable Solutions Fund** 

**Domini Impact International Equity Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS (continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |<br><br>**Level 1 -**<br>**Quoted Prices** | **Level 2 -**<br>**Other**<br>**Significant**<br>**Observable**<br>**Inputs** |<br>**Level 3 -**<br>**Significant**<br>**Unobservable**<br>**Inputs** |<br><br>**Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 86659 |  | 86659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 198597 |  | 198597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 22831 | 49194 |  | 72025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 451680 |  | 451680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | 19913 | 446816 |  | 466729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland | 3750 | 1326389 |  | 1330139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 408262 | 1705305 |  | 2113567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 894017 | 608768 |  | 1502785 |
|  **Total** | $**1914853** | $**15535721** | $**—** | $**17450574** |

---

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of October 31, 2022, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |<br><br>**Level 1 -**<br>**Quoted Prices** | **Level 2 -**<br>**Other**<br>**Significant**<br>**Observable**<br>**Inputs** |<br>**Level 3 -**<br>**Significant**<br>**Unobservable**<br>**Inputs** |<br><br>**Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $649833 | $— | $— | $649833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1604467 | 479581 |  | 2084048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 754914 | 165753 |  | 920667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 2043421 | 2496048 |  | 4539469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 3213689 | 1318916 |  | 4532605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 669505 | 2859234 |  | 3528739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 5683338 | 829053 |  | 6512391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 1036140 |  |  | 1036140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 304989 |  | 304989 |
|  **Total** | $**15655307** | $**8453574** | $**—** | $**24108881** |

---

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of October 31, 2022, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |<br><br>**Level 1 -**<br>**Quoted Prices** | **Level 2 -**<br>**Other**<br>**Significant**<br>**Observable**<br>**Inputs** |<br>**Level 3 -**<br>**Significant**<br>**Unobservable**<br>**Inputs** |<br><br>**Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $— | $48019933 | $— | $48019933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 11221181 |  | 11221181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 14458483 |  |  | 14458483 |

---

**Domini Impact Equity Fund** 

**Domini International Opportunities Fund** 

**Domini Sustainable Solutions Fund** 

**Domini Impact International Equity Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS (continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |<br><br>**Level 1 -**<br>**Quoted Prices** | **Level 2 -**<br>**Other**<br>**Significant**<br>**Observable**<br>**Inputs** |<br>**Level 3 -**<br>**Significant**<br>**Unobservable**<br>**Inputs** |<br><br>**Total** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China |  | 12055023 |  | 12055023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 20140540 |  | 20140540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 5042293 |  | 5042293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 70068123 |  | 70068123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 71770614 |  | 71770614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 11221264 |  | 11221264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 1981180 |  | 1981180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India |  | 13438 |  | 13438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland |  | 15981956 |  | 15981956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 4549563 |  |  | 4549563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 14135356 |  | 14135356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 229123004 |  | 229123004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 7096019 |  |  | 7096019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 4716356 | 68171911 |  | 72888267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 8536040 |  | 8536040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore | 2296967 | 27789061 |  | 30086028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 5072975 | 930268 |  | 6003243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 5561636 |  | 5561636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 26453784 |  | 26453784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 25734382 |  | 25734382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 84998598 |  | 84998598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 5035733 |  | 5035733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 8691622 | 4907945 |  | 13599567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Turkey |  | 6993972 |  | 6993972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom |  | 96660372 |  | 96660372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States |  | 39850653 |  | 39850653 |
|  **Total** | $**46881985** | $**912398260** | $**—** | $**959280245** |

---

Domini Impact Bond Fund

**Portfolio of Investments** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
|  ***Long Term Investments – 107.2%*** |  |  |
|  ***Mortgage Backed Securities – 49.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Agency Collateralized Mortgage Obligations – 6.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CHNGE Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2, Class A1, 3.757%, 3/25/67 (a)(b) | 641845 | $585549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 4, Class A1, 6.000%, 10/25/57 (a)(b) | 586710 | 567560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3768, Class CB, 3.500%, 12/15/25 | 71741 | 70255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3800, Class CB, 3.500%, 2/15/26 | 123833 | 121382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3806, Class L, 3.500%, 2/15/26 | 430403 | 421203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3877, Class LM, 3.500%, 6/15/26 | 266452 | 260992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 4961, Class JB, 2.500%, 12/15/42 | 195608 | 174043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2012-17, Class BC, 3.500%, 3/25/27 | 355619 | 344676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-105, Class ZE, 3.000%, 1/25/48 | 929451 | 678047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class AC, 3.500%, 8/25/58 | 252283 | 234567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-1, Class L, 2.500%, 2/25/50 (b) | 1246009 | 790013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association Connecticut Avenue Securities |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C07, Class 2M2, 7.936%, (1 Month USD-LIBOR + 4.35%), 5/25/29 (b) | 94895 | 97603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-C01, Class 1M2, 7.136%, (1 Month USD-LIBOR + 3.55%), 7/25/29 (b) | 56574 | 57616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multiclass Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-ML12, Class XUS, 1.221%, 7/25/41 | 1195705 | 110878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-P011, Class X1, 1.795%, 9/25/45 (b) | 2239515 | 279809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K103, Class X1, 0.639%, 11/25/29 (b) | 8909928 | 319078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K111, Class X1, 1.572%, 5/25/30 (b) | 1448179 | 129448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K112, Class X1, 1.432%, 5/25/30 (b) | 1500695 | 123666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K113, Class X1, 1.380%, 6/25/30 (b) | 2537467 | 202672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K114, Class X1, 1.117%, 6/25/30 (b) | 2345928 | 153336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K119, Class X1, 0.931%, 9/25/30 (b) | 4962062 | 272934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K121, Class X1, 1.024%, 10/25/30 (b) | 658814 | 39178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K122, Class X1, 0.882%, 11/25/30 (b) | 363999 | 19207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K124, Class X1, 0.720%, 12/25/30 (b) | 1465828 | 65292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K740, Class X1, 0.756%, 9/25/27 (b) | 1292890 | 38293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG03, Class X1, 1.380%, 6/25/30 (b) | 3204154 | 250056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG04, Class X1, 0.852%, 11/25/30 (b) | 2416290 | 122924 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG05, Class X1, 0.312%, 1/25/31 (b) | 2465000 | 50691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG06, Class X1, 0.532%, 10/25/31 (b) | 2297855 | 82864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KSG1, Class X1, 1.154%, 9/25/30 (b) | 4059338 | 271340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series Q014, Class X, 2.794%, 10/25/55 (b) | 2119085 | 395826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K64, Class B, 3.995%, 5/25/50 (a)(b) | 70000 | 64874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K65, Class B, 4.077%, 7/25/50 (a)(b) | 155000 | 143169 |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Agency Collateralized Mortgage Obligations*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K66, Class B, 4.037%, 7/25/27 (a)(b) | 136000 | $125477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K67, Class B, 3.945%, 9/25/49 (a)(b) | 85000 | 77857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K67, Class C, 3.945%, 9/25/49 (a)(b) | 100000 | 90054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K68, Class B, 3.843%, 10/25/49 (a)(b) | 90000 | 82033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K69, Class C, 3.727%, 10/25/49 (a)(b) | 40000 | 35621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K71, Class B, 3.752%, 11/25/50 (a)(b) | 220000 | 198174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K71, Class C, 3.752%, 11/25/50 (a)(b) | 65000 | 57792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K725, Class B, 3.905%, 2/25/50 (a)(b) | 100000 | 97102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K726, Class B, 4.006%, 7/25/49 (a)(b) | 175000 | 170274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K729, Class B, 3.673%, 11/25/49 (a)(b) | 250000 | 238170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K729, Class C, 3.673%, 11/25/49 (a)(b) | 90000 | 84855 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-K154, Class B, 4.023%, 11/25/32 (a)(b) | 67000 | 56471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-K77, Class B, 4.161%, 5/25/51 (a)(b) | 700000 | 637559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-K85, Class C, 4.320%, 12/25/50 (a)(b) | 550000 | 496305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-KW07, Class B, 4.083%, 10/25/31 (a)(b) | 461000 | 412111 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-100, Class C, 3.493%, 11/25/52 (a)(b) | 700000 | 582809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K103, Class B, 3.455%, 12/25/51 (a)(b) | 525000 | 447504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K736, Class C, 3.761%, 7/25/26 (a)(b) | 400000 | 363321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K95, Class B, 3.921%, 8/25/52 (a)(b) | 500000 | 439523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K95, Class C, 3.921%, 8/25/52 (a)(b) | 307000 | 265456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K97 , Class C, 3.767%, 9/25/51 (a)(b) | 204000 | 175381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K99, Class B, 3.645%, 10/25/52 (a)(b) | 565000 | 488939 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-K104, Class B, 3.540%, 2/25/52 (a)(b) | 520000 | 444508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GCAT Trust, Series CM2, Class A1, 2.352%, 8/25/66 (a)(b) | 366183 | 341881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-132, Class NZ, 3.500%, 10/20/49 (b) | 358183 | 237482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-66, Class PY, 2.000%, 3/20/50 (b) | 1885902 | 1063739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-136, Class KZ, 4.000%, 8/20/52 (b) | 582461 | 427070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STACR Trust, Series 2018-HRP1, Class M2, 5.236%, (1 Month USD-LIBOR + 1.65%), 4/25/43 (a)(b) | 9222 | 9210 |
|  |  | **15685719** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Commercial Mortgage-Backed Securities – 8.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (a) | 800000 | 696483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-BNK8, Class ASB, 3.314%, 11/15/50 | 146830 | 137936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BN18, Class XA, 0.894%, 5/15/62 (b) | 2126133 | 92815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BN24, Class XA, 0.640%, 11/15/62 (b) | 5500606 | 195159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-BN28, Class XA, 1.779%, 3/15/63 (b) | 1922631 | 190805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-B10, Class XA, 1.222%, 3/15/62 (b) | 2322499 | 122766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-B18, Class XA, 1.790%, 7/15/53 (b) | 503119 | 40295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-B22, Class XA, 1.517%, 1/15/54 (b) | 883660 | 78071 |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Commercial Mortgage-Backed Securities*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BWAY Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2013-1515, Class A1, 2.809%, 3/10/33 (a) | 60285 | $57756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2013-1515, Class A2, 3.454%, 3/10/33 (a) | 1000000 | 935487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series AHP, Class A, 4.366%, (1 Month USD SOFR CME + 0.990%), 1/17/39 (a)(b) | 1465000 | 1409114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-CLS, Class A, 5.760%, 10/13/27 (a)(b) | 892000 | 883444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-CLS, Class B, 6.300%, 10/13/27 (a)(b) | 375000 | 371933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CityLine Commercial Mortgage Trust, Series 2016-CLNE, Class A, 2.778%,<br>11/10/31 (a)(b) | 800000 | 764441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2013-WWP, Class A2, 3.424%, 3/10/31 (a) | 640000 | 638625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2013-WWP, Class B, 3.726%, 3/10/31 (a) | 644000 | 642777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-LC19, Class A4, 3.183%, 2/10/48 | 291000 | 274940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-LC6, Class A4, 2.941%, 1/10/46 | 9195 | 9171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class A, 2.173%, 11/10/46 (a) | 825000 | 623490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class B, 2.446%, 11/10/46 (a) | 524000 | 381135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class C, 2.683%, 11/10/46 (a)(b) | 100000 | 71051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class D, 2.683%, 11/10/46 (a)(b) | 100000 | 68073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-SBX, Class A, 1.670%, 1/10/38 (a) | 595000 | 516653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.709%, 9/15/53 (b) | 641505 | 45799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DC Office Trust, Series 2019-MTC, Class A, 2.965%, 9/15/45 (a) | 1030000 | 823295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (a) | 925000 | 693191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hudson Yards Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-10HY, Class A, 2.835%, 8/10/38 (a) | 915000 | 811445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-30HY, Class A, 3.228%, 7/10/39 (a) | 700000 | 589269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NYAH, Class G, 6.052%, (1 Month USD-LIBOR + 2.64%),<br>6/15/38 (a)(b) | 655000 | 608845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-OPO, Class A, 3.024%, 1/5/39 (a) | 2150000 | 1839238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Life Mortgage Trust, Series 2021-BMR, Class D, 4.812%, (1 Month USD-LIBOR + 1.4%), 3/15/38 (a)(b) | 117956 | 110853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2013-C12, Class A4, 4.259%, 10/15/46 (b) | 300000 | 295838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C15, Class A4, 4.051%, 4/15/47 | 300000 | 292790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2014-C19, Class A4, 3.526%, 12/15/47 | 180167 | 171960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SLG Office Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series OVA, Class B, 2.707%, 7/15/41 (a) | 445000 | 337032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series OVA, Class C, 2.851%, 7/15/41 (a) | 835000 | 615782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STWD 2021-LIH Mortgage Trust, Series LIH, Class E, 6.315%, (1 Month USD-LIBOR + 2.903%), 11/15/36 (a)(b) | 955000 | 883502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SUMIT Mortgage Trust, Series 2022-BVUE, Class A, 2.789%, 2/12/41 (a) | 1615000 | 1328241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57 | 340000 | 319726 |
|  |  | **18969226** |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal Home Loan Mortgage Corporation – 0.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 8/1/27 | 19428 | $18569 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/1/27 | 51803 | 49503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 1/1/27 | 67921 | 65778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 7/1/42 | 22084 | 19408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 5/1/45 | 211177 | 184365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.014%, (12 Month USD-LIBOR + 1.627%), 10/1/43 (b) | 34614 | 34384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 12/1/32 | 105934 | 100259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 6/1/48 | 391129 | 351711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 2/1/37 | 40955 | 38571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 8/1/39 | 22079 | 20792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/39 | 44057 | 41488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/39 | 42335 | 39627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/39 | 19161 | 18044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/40 | 67034 | 63124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 57682 | 53990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 9752 | 9156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 7725 | 7280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/40 | 27178 | 25438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 6/1/41 | 5886 | 5559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 4/1/35 | 57421 | 55435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/35 | 79867 | 77238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 7/1/36 | 55070 | 53325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 6/1/39 | 102038 | 98935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/40 | 14438 | 14006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/1/41 | 30501 | 29501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 8/1/33 | 10136 | 10158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/1/33 | 4557 | 4439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 4/1/35 | 11931 | 11958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/1/35 | 80567 | 80749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/1/35 | 13384 | 13414 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 1/1/37 | 50089 | 50202 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/1/40 | 31861 | 31819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 4/1/41 | 29854 | 29921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 12/1/36 | 49763 | 51084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 8/1/40 | 69716 | 71562 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 8/1/36 | 7972 | 8271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 7/1/39 | 40865 | 42117 |
|  |  | **1881180** |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association – 28.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/1/27 | 73300 | $69328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 1/1/28 | 65444 | 61536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 2/1/52 | 4840357 | 3857441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 3/1/52 | 4678222 | 3744401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 6/1/24 | 43757 | 42967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/1/31 | 46221 | 43008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/1/31 | 13921 | 12953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/1/43 | 107938 | 90296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 4/1/45 | 120709 | 100969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/1/51 | 5339715 | 4395172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 12/1/51 | 3041363 | 2504299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.782%, (12 Month USD-LIBOR + 1.58%), 5/1/44 (b) | 12371 | 12330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 8/1/46 | 28893 | 24967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 10/1/46 | 542053 | 469969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 11/1/46 | 651331 | 561584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 12/1/46 | 239876 | 206509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 1/1/52 | 2831640 | 2416772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 2/1/52 | 5077833 | 4334868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.000%, 6/1/52 | 4875733 | 4183590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 12/1/31 | 5236 | 4950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 1/1/32 | 83925 | 79335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 1/1/32 | 51252 | 48446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 10/1/32 | 65519 | 61930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 6/1/46 | 368239 | 331992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 1/1/48 | 212450 | 190744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/30 | 9317 | 8915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/33 | 58159 | 55211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/36 | 17161 | 16142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 8/1/39 | 22354 | 21026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/39 | 15341 | 14429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/39 | 20520 | 19301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 1/1/40 | 189603 | 178335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 3/1/40 | 21987 | 20556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 8/1/40 | 44891 | 42223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 8/1/40 | 8134 | 7650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/40 | 103154 | 97017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/40 | 14549 | 13685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 15004 | 14122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 12437 | 11697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 12/1/40 | 37585 | 35349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 2/1/41 | 35009 | 32926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 10/1/49 | 2270646 | 2093129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/1/35 | 17028 | 16413 |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/1/36 | 9994 | $9632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/1/38 | 38820 | 37554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/1/39 | 55407 | 53633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/39 | 18245 | 17678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 2/1/40 | 26388 | 25567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/1/40 | 56335 | 54582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 1/1/41 | 16943 | 16416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 9/1/41 | 35144 | 34051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 10/1/39 | 2110 | 2104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 8/1/37 | 33489 | 34283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 12/1/35 | 17987 | 18236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 3/1/36 | 115333 | 121506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 6/1/36 | 38092 | 39318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 8/1/37 | 10755 | 11039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.000%, 3/1/38 | 19584 | 20296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.000%, 11/14/52 (c) | 4800000 | 3789000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.500%, 11/10/51 (c) | 6675000 | 5470371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.500%, 12/13/52 (c) | 6675000 | 5470632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 3.500%, 11/14/52 (c) | 1700000 | 1496066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 4.000%, 11/14/52 (c) | 5800000 | 5279813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 4.500%, 11/14/52 (c) | 6250000 | 5865478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 4.500%, 12/13/52 (c) | 6250000 | 5861084 |
|  |  | **64276821** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Government National Mortgage Association – 4.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.500%, 11/21/52 (c) | 3500000 | 2965703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 3.500%, 11/21/52 (c) | 5300000 | 4743707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 4.000%, 11/21/52 (c) | 1600000 | 1475000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 4.500%, 11/21/52 (c) | 900000 | 853207 |
|  |  | **10037617** |
|  Total Mortgage Backed Securities<br>(Cost $121,144,209) |  | **110850563** |
|  ***Corporate Bonds and Notes – 27.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Communications – 2.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alibaba Group Holding, Ltd., 2.800%, 6/6/23 | 200000 | 196588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AT&T, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.750%, 6/1/31 | 1285000 | 1028544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.550%, 9/15/55 | 572000 | 363599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Axian Telecom, 7.375%, 2/16/27 (a) | 445000 | 385593 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45 | 1325000 | 1172479 |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Communications*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cox Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.150%, 8/15/24 (a) | 57000 | $54537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 2/1/25 (a) | 10000 | 9612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; eBay, Inc., 3.600%, 6/5/27 | 195000 | 179805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Millicom International Cellular SA, 4.500%, 4/27/31 (a) | 950000 | 714510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 1/15/27 | 400000 | 352167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.950%, 1/15/31 | 985000 | 860161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, Inc., 2.355%, 3/15/32 | 1000000 | 757408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.375%, 2/19/43 | 70000 | 52395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.150%, 2/27/37 | 185000 | 174309 |
|  |  | **6301707** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Cyclical – 1.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Motors Co., 5.400%, 10/15/29 | 1200000 | 1113717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toll Brothers Finance Corp., 4.350%, 2/15/28 | 600000 | 520341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; YMCA of Greater New York |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.303%, 8/1/26 | 765000 | 671266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 3.230%, 8/1/32 | 375000 | 309004 |
|  |  | **2614328** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Non-cyclical – 7.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.211%, 6/15/30 | 325000 | 258729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.829%, 8/15/28 | 1115000 | 1022500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beth Israel Lahey Health, Inc., 2.220%, 7/1/28 | 1400000 | 1160122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bon Secours Mercy Health, Inc., 1.350%, 6/1/25 | 155000 | 139533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Medical Center Corp., 4.519%, 7/1/26 | 705000 | 649910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CommonSpirit Health senior secured note |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.782%, 10/1/30 | 185000 | 144091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.347%, 10/1/29 | 600000 | 503754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Conservation Fund A Nonprofit Corp. (The), 3.474%, 12/15/29 | 800000 | 678092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dignity Health, 5.267%, 11/1/64 | 250000 | 200021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ERAC USA Finance LLC, 3.850%, 11/15/24 (a) | 500000 | 482108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic, Inc., 3.250%, 2/15/29 (a) | 570000 | 488473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Howard University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 1.991%, 10/1/25 | 120000 | 108676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 2.657%, 10/1/26 | 100000 | 90291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 3.476%, 10/1/41 | 1850000 | 1292791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 22A, 5.209%, 10/1/52 | 470000 | 350439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; John D and Catherine T MacArthur Foundation, 1.299%, 12/1/30 | 1440000 | 1063333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kaiser Foundation Hospitals, 3.150%, 5/1/27 | 185000 | 169959 |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Non-cyclical*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mount Sinai Hospitals Group, Inc., 3.831%, 7/1/35 | 1400000 | $1168002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Northeastern University, 5.285%, 3/1/32 | 100000 | 99033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ochsner Clinic Foundation, 5.897%, 5/15/45 | 400000 | 369612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ochsner LSU Health System of North Louisiana, 2.510%, 5/15/31 | 1250000 | 934469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PeaceHealth Obligated Group, 1.375%, 11/15/25 | 1000000 | 882978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; President & Fellows of Harvard College, 3.300%, 7/15/56 | 1125000 | 778587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 9/2/31 | 350000 | 255478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.300%, 9/2/40 | 1250000 | 830426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stanford Health Care, 3.310%, 8/15/30 | 595000 | 512819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; StoneCo, Ltd., 3.950%, 6/16/28 (d) | 1200000 | 895697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thomas Jefferson University , 3.847%, 11/1/57 | 2100000 | 1404994 |
|  |  | **16934917** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Energy – 0.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greenko Dutch BV, 3.850%, 3/29/26 (a) | 869050 | 682204 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vena Energy Capital Pte, Ltd., 3.133%, 2/26/25 (d) | 1380000 | 1265529 |
|  |  | **1947733** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financial – 9.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Lease Corp., 3.625%, 12/1/27 | 500000 | 429736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American International Group, Inc., 3.900%, 4/1/26 | 190000 | 181127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.375%, 5/15/24 | 235000 | 227758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 2/15/24 | 362000 | 359901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Assicurazioni Generali SpA, 2.429%, 7/14/31 (d) | 265000 | 200323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA, 8.600%, 12/15/30 | 400000 | 461610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MTN, 2.456%, (3 Month USD-LIBOR + 0.87%), 10/22/25 (b) | 545000 | 508654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MTN, 4.083%, (3 Month USD-LIBOR + 3.15%), 3/20/51 (b) | 500000 | 370756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.750%, 5/14/38 | 700000 | 775139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC, 6.253%, (1-Yr. CMT + 2.65%), 9/16/26 (a)(b) | 1200000 | 1158319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BlueHub Loan Fund, Inc., 2.890%, 1/1/27 | 600000 | 510090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA, 3.800%, 1/10/24 (a) | 245000 | 238639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Properties L.P., 3.650%, 2/1/26 | 430000 | 399195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BPCE SA, 4.875%, 4/1/26 (a) | 500000 | 465605 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brandywine Operating Partnership L.P., 4.550%, 10/1/29 | 500000 | 436688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, Inc., 5.625%, 5/15/30 | 1500000 | 1396053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.678%, (SOFR + 1.667), 5/15/24 (b) | 1000000 | 978247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.561%, (SOFR + 1.167), 5/1/32 (b) | 500000 | 381209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.352%, (3 Month USD-LIBOR + 0.8966%), 4/24/25 (b) | 475000 | 456182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.412%, (SOFR + 3.914), 3/31/31 (b) | 750000 | 668403 |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financial*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, 4.125%, 1/10/27 (a) | 1000000 | $912292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crown Castle International Corp., 3.700%, 6/15/26 | 300000 | 278652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discover Financial Services, 3.750%, 3/4/25 | 325000 | 307167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV, 4.625%, 1/6/26 (a) | 750000 | 713932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer Wiederaufbau, 0.000%, 6/29/37 | 6000000 | 3114017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., Inc., 3.300%, 3/14/23 | 100000 | 99353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MTN, 2.511%, (SOFR + 1.200), 10/20/32 (b) | 1000000 | 752874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series GMTN, 2.699%, (SOFR + 1.143), 1/22/31 (b) | 640000 | 512754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nuveen Finance LLC, 4.125%, 11/1/24 (a) | 160000 | 155203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prologis L.P., 3.250%, 10/1/26 | 165000 | 153084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regency Centers L.P., 3.750%, 6/15/24 | 300000 | 290121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Reinsurance Group of America, Inc., 4.700%, 9/15/23 | 164000 | 163256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (a) | 615000 | 534361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (a) | 1500000 | 1315649 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Bancorp, Series MTN, 3.600%, 9/11/24 | 493000 | 479743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USAA Capital Corp., 2.125%, 5/1/30 (a) | 885000 | 702589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ventas Realty L.P., 3.500%, 2/1/25 | 500000 | 474819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yuzhou Group Holdings Co., Ltd., 6.350%, 1/13/27 (d) | 255000 | 9958 |
|  |  | **21573458** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Government – 1.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; European Investment Bank, 0.750%, 9/23/30 | 3000000 | 2302531 |
|  |  | **2302531** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Industrial – 0.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HTA Group, Ltd., 7.000%, 12/18/25 (d) | 500000 | 441250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klabin Austria GmbH, 5.750%, 4/3/29 (a) | 905000 | 848972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nature Conservancy (The), Series A, 1.154%, 7/1/27 | 430000 | 365235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WRKCo, Inc., 3.000%, 9/15/24 | 375000 | 356194 |
|  |  | **2011651** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Technology – 1.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 5/11/50 | 300000 | 187276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.800%, 2/8/61 | 1200000 | 709726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Black Knight InfoServ LLC, 3.625%, 9/1/28 (a) | 200000 | 173750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.187%, 11/15/36 (a) | 852000 | 579926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.150%, 11/15/30 | 1200000 | 1032704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp., 3.041%, 3/17/62 | 1000000 | 650017 |
|  |  | **3333399** |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Utilities – 1.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aegea Finance Sarl, 6.750%, 5/20/29 (a) | 1200000 | $1106400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy Operating LLC, 3.750%, 2/15/31 (a) | 560000 | 468952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; EDP Finance B.V., 1.710%, 1/24/28 (a) | 1300000 | 1025993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interchile SA, 4.500%, 6/30/56 (a) | 1315000 | 953294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Energy Resources, Ltd., 6.250%, 4/26/29 (a) | 925000 | 780626 |
|  |  | **4335265** |
|  Total Corporate Bonds and Notes<br>(Cost $74,891,165) |  | **61354989** |
|  ***U.S. Government Agency Obligations – 14.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks Funding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 10/15/49 | 3250000 | 2036960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.780%, 11/2/37 | 1800000 | 1350308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.430%, 4/6/45 | 1000000 | 730178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.660%, 3/7/44 | 974000 | 745189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Banks |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 2/26/27 | 3000000 | 2563671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.375%, 3/14/25 | 2710000 | 2573813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.250%, 11/16/28 | 5000000 | 4716047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. , 1.500%, 2/12/25 | 5600000 | 5237813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 10/8/27 | 5000000 | 4208344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.875%, 8/5/30 | 8000000 | 6141545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.625%, 7/15/37 | 2000000 | 2168165 |
|  Total U.S. Government Agency Obligations<br>(Cost $39,267,569) |  | **32472033** |
|  ***Municipal Bonds – 8.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales Tax Receipts Fund, 3.912%, 12/1/40 | 260000 | 203389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities Authority, 4.480%, 12/1/40 | 940000 | 784828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts, 4.110%, 7/15/31 | 1850000 | 1766082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cook County Community High School District No. 228, IL, 5.019%, 12/1/41 (Insurer AGM) | 435000 | 380779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; County of Riverside, CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.963%, 2/15/27 | 670000 | 608624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.070%, 2/15/28 | 670000 | 598135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; District of Columbia, (Ingleside at Rock Creek) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.432%, 4/1/42 | 430000 | 306737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.125%, 7/1/27 | 425000 | 398557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Florida Development Finance Corp., 4.009%, 4/1/40 | 925000 | 720899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illinois Finance Authority, 3.510%, 5/15/41 | 1000000 | 665100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lancaster County Hospital Authority, PA, (Brethren Village) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/1/24 | 165000 | 163744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.000%, 7/1/25 | 135000 | 133240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center), 3.968%, 7/1/27 | 205000 | 190436 |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
|  ***Municipal Bonds*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27 | 100000 | $99644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Massachusetts Educational Financing Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.921%, 7/1/27 | 615000 | 520267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.305%, 7/1/29 | 1000000 | 807199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.306%, 7/1/25 | 200000 | 183925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.911%, 7/1/25 | 125000 | 119852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Government of Nashville and Davidson County, TN, (Vanderbilt University), 3.235%, 7/1/52 | 800000 | 458530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority, 5.175%, 11/15/49 | 855000 | 718521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New Jersey Educational Facilities Authority, 3.958%, 7/1/48 (Insurer AGM) | 1000000 | 716153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Transportation Development Corp., 4.248%, 9/1/35 | 500000 | 470730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment), 3.473%, 7/1/28 | 500000 | 439037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oklahoma Development Finance Authority, (OU Medicine) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.650%, 8/15/30 (Insurer AGM) | 130000 | 112701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.450%, 8/15/28 | 770000 | 663082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oklahoma State University, 3.427%, 9/1/36 | 100000 | 78120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oregon State University, 3.424%, 3/1/60 (Insurer BAM) | 1000000 | 659100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pennsylvania Industrial Development Authority, 3.556%, 7/1/24 (a) | 271000 | 266805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Philadelphia, PA, Water and Wastewater Revenue, 4.189%, 10/1/37 | 665000 | 570484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Redevelopment Authority of the City of Philadelphia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.239%, 9/1/29 | 145000 | 120942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.339%, 9/1/30 | 1000000 | 816919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center Pooled Revenue, 3.706%, 5/15/20 | 900000 | 519022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sacramento, CA, 5.730%, 8/15/23 (Insurer NATL) (b) | 99189 | 99637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; San Bernardino County, CA, Pension Obligation Revenue, 6.020%, 8/1/23 (Insurer AGM) | 80000 | 80498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Southern Ohio Port Authority, 6.500%, 12/1/30 | 470000 | 409842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Board of Administration Finance Corp., 1.258%, 7/1/25 | 375000 | 337647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sustainable Energy Utility, Inc., 2.344%, 9/15/29 | 900000 | 756341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; University of Virginia, 4.179%, 9/1/17 | 1000000 | 712331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uptown Development Authority, 2.581%, 9/1/31 (Insurer AGM) | 100000 | 79622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Washington Housing Finance Commission, (Presbyterian Retirement Communities), 4.000%, 1/1/24 | 100000 | 98761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Health & Educational Facilities Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.940%, 8/15/41 | 335000 | 261555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.190%, 8/15/55 | 190000 | 129101 |
|  Total Municipal Bonds<br>(Cost $22,226,118) |  | **18226918** |
|  ***Foreign Government & Agency Securities – 4.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Ottawa Ontario, 2.500%, 5/11/51 | 1240000 CAD | 607629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Toronto Canada, 2.600%, 9/24/39 | 1060000 CAD | 591551 |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** | |<br>**Value** |
|  ***Foreign Government & Agency Securities*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Vancouver, 2.300%, 11/5/31 | 1750000 | CAD | $1114351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Government International Bond, 2.500%, 5/28/24 (a) | 750000 |  | 725644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan Treasury Discount Bill, 0.000%, 11/7/22 | 175000000 | JPY | 1177402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan Treasury Discount Bill, 0.000%, 11/21/22 | 481000000 | JPY | 3236370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan Treasury Discount Bill, 0.000%, 3/10/23 | 500000000 | JPY | 3365710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Republic of Chile, 0.830%, 7/2/31 (b) | 324000 | EUR | 234467 |
|  Total Foreign Government & Agency Securities<br>(Cost $12,195,608) |  |  | **11053124** |
|  ***Senior Floating Rate Interests – 2.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Communication Services – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC 2019 Term Loan B2, 5.510%, (1 mo. USD LIBOR + 1.750%), 2/1/27 (b) | 281619 |  | 276925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Go Daddy Operating Company LLC 2021 Term Loan B4, 5.754%, (1 mo. USD LIBOR + 2.000%), 8/10/27 (b) | 303025 |  | 298777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xplornet Communications, Inc. 2021 Term Loan, 7.754%, (1 mo. USD LIBOR + 4.000%), 10/2/28 (b) | 167552 |  | 144811 |
|  |  |  | **720513** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Discretionary – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Builders & Contractors Supply Co., Inc. 2019 Term Loan, 5.754%, (1 mo. USD LIBOR + 2.000%), 1/15/27 (b) | 210963 |  | 207090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crocs, Inc. Term Loan B, 7.203%, (3 mo. USD SOFR CME + 3.500%), 2/20/29 (b) | 197500 |  | 190587 |
|  |  |  | **397677** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Staples – 0.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biogroup-LCD 2021 EUR Term Loan B, 3.027%, (3 mo. EUR Euribor + 2.750%), 2/9/28 (b) | 465000 | EUR | 415540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boels Topholding BV 2021 EUR Term Loan B, 3.571%, (3 mo. EUR Euribor + 3.250%), 2/6/27 (b) | 400000 | EUR | 375277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp. Term Loan B, 7.004%, (1 mo. USD LIBOR + 3.250%), 5/4/28 (b) | 261687 |  | 256617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verisure Holding AB 2021 EUR Term Loan, 3.473%, (6 mo. EUR EURIBOR + 3.250%), 3/27/28 (b) | 300000 | EUR | 278529 |
|  |  |  | **1325963** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financials – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackhawk Network Holdings, Inc. 2018 1st Lien Term Loan, 7.077%, (3 mo. USD SOFR CME + 3.000%), 6/15/25 (b) | 172350 |  | 165294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Russell Investments US Inst'l Holdco, Inc. 2020 Term Loan, 7.254%, (1 mo. USD LIBOR + 3.500%), 5/30/25 (b) | 383461 |  | 354821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USI, Inc. 2017 Repriced Term Loan, 6.424%, (3 mo. USD LIBOR + 2.750%), 5/16/24 (b) | 166250 |  | 164397 |
|  |  |  | **684512** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Industrials – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Avient Corp. Term Loan B, 7.344%, (3 mo. USD SOFR CME + 3.250%), 8/29/29 (b) | 100000 |  | 99675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zephyr German BidCo GmbH EUR Term Loan B1, 4.216%, (3 mo. EUR Euribor + 3.400%), 3/10/28 (b) | 100000 | EUR | 91340 |
|  |  |  | **191015** |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Information Technology – 0.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athenahealth, Inc.  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 Delayed Draw Term Loan 3.500%, 2/15/29 (b)(e) | 57971 | $52917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2022 Term Loan B 6.967%, (1 mo. USD SOFR CME + 3.500%), 2/15/29 (b) | 341174 | 311428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DCert Buyer, Inc. 2019 Term Loan B, 6.903%, (3 mo. USD LIBOR + 4.000%), 10/16/26 (b) | 384903 | 371816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SS&C European Holdings S.A.R.L. 2018 Term Loan B4, 5.504%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (b) | 37018 | 36301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SS&C Technologies, Inc. 2018 Term Loan B3, 5.504%, (1 mo. USD LIBOR + 1.750%), 4/16/25 (b) | 45601 | 44717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zelis Healthcare Corporation 2021 Term Loan, 7.254%, (1 mo. USD LIBOR + 3.500%), 9/30/26 (b) | 464342 | 458393 |
|  |  | **1275572** |
|  Total Senior Floating Rate Interests<br>(Cost $5,100,182) |  | **4595252** |
|  **Asset Backed Securities – 1.2%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CoreVest American Finance Ltd. Series 2020-4 , 2.250%, 12/15/52 (a) | 100000 | 77617 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHF Trust Series 2022-1A, 4.430%, 1/18/28 (a) | 511293 | 497405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, 1.460%, 6/15/26 (a) | 339647 | 326981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, 4.220%, 5/17/27 (a) | 1042952 | 1010892 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mosaic Solar Loan Trust Series 2020-2A, 1.440%, 8/20/46 (a) | 136091 | 113082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SBA Tower Trust Series 2014-2A, 3.869%, 10/15/49 (a)(f) | 500000 | 481929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tricolor Auto Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-1A, 0.740%, 4/15/24 (a) | 24853 | 24780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, 3.300%, 2/18/25 (a) | 246269 | 242834 |
|  Total Asset Backed Securities<br>(Cost $2,899,917) |  | **2775520** |
|  ***Convertible Bonds – 0.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Discretionary – 0.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Etsy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 10/1/26 | 110000 | 141460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 9/1/27 | 50000 | 43405 |
|  |  | **184865** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Health Care – 0.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dexcom, Inc., 0.250%, 11/15/25 | 205000 | 226423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp., 0.375%, 9/1/26 | 195000 | 250185 |
|  |  | **476608** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Technology – 0.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Square, Inc., 0.125%, 3/1/25 | 215000 | 200353 |
|  |  | **200353** |
|  Total Convertible Bonds<br>(Cost $1,197,376) |  | **861826** |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| <br>**Security** | **Principal**<br>**Amount\*** |<br>**Value** |
|  ***Preferred Stocks – 0.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Health Care – 0.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson and Co., Series B, 6.000%, 6/1/23 | 5000 | $243700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp., 5.000%, 4/15/23 | 170 | 223123 |
|  |  | **466823** |
|  Total Preferred Stocks<br>(Cost $548,610) |  | **466823** |
|  **Total Long Term Investments**<br> (Cost $279,470,754) |  | **242657048** |
|  **Short Term Investments – 6.6%** |  |  |
|  ***U.S. Government Agency Obligations – 6.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Bank Discount Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/9/22 | 5000000 | 4995890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/9/22 | 5000000 | 4979596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 12/30/22 | 5000000 | 4968355 |
|  Total Short Term Investments<br>(Cost $14,930,594) |  | **14943841** |
|  ***Total Investments–113.8%*** (Cost $294,401,348) |  | **257600889** |
|  ***Less Unfunded Loan Commitments* — *(0.0)%* (g)** |  | (52917) |
|  ***Net Investments—113.8%*** (Cost $294,343,377) |  | **257547972** |
|  ***Other Liabilities, less assets – (13.8)%*** |  | (31193324) |
|  ***Net Assets – 100.0%*** |  | $**226354648** |

---

\* The principal amount is stated in U.S. dollars unless otherwise indicated. 

(a) Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as
amended. At October 31, 2022, the aggregate value of these securities was $43,200,202, representing 19.1% of net assets.

(b) Floating/Variable note with current rate and current maturity or next reset date shown. Certain variable rate
securities are not based on a published reference rate and spread, but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above.

(c) A portion or all of the security was purchased as a when issued or delayed delivery security.

(d) Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts
from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the
Securities Act of 1933, as amended. At October 31, 2022, the aggregate value of these securities is $2,812,757 or 1.2% of the Fund's net assets.

(e) Unfunded or partially unfunded loan commitments. The stated interest rate reflects the weighted average of the
reference rate and spread for the funded portion, if any, and the commitment fees on the portion of the loan that is unfunded. At October 31, 2022, the total value of unfunded loan commitments is $57,971.

(f) Step coupon bond.

(g) Amount is less than 0.05%.

**Abbreviations** 

TBA — To Be Announced

AGM — Assured Guaranty Municipal Corporation

BAM — Build America Mutual

NATL — National Public Finance Guarantee Corporation

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

CAD – Canadian Dollar

EUR – Euro

JPY – Japanese Yen

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

**At October 31, 2022, the Fund had the following forward currency contracts outstanding.** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | | | | | | Unrealized |
|  | | | Settlement | | | Appreciation |
| Currency Bought | Currency Sold | Counterparty | Date | Quantity | Value | (Depreciation) |
|  United States Dollar | Canadian Dollar | Toronto Dominion Bank | 12/21/22 | 3242000 | $2378109 | $60466 |
|  United States Dollar | Euro Currency | Morgan Stanley & Co. Inc. | 11/30/22 | 1448000 | 1433965 | 11848 |
|  United States Dollar | Euro Currency | Morgan Stanley & Co. Inc. | 12/21/22 | 418000 | 414820 | 4946 |
|  United States Dollar | Japanese Yen | Barclays Bank PLC | 11/7/22 | 175000000 | 1178011 | 39116 |
|  United States Dollar | Japanese Yen | Bank Of America, N.A. | 11/21/22 | 481000000 | 3242877 | 142316 |
|  United States Dollar | Japanese Yen | Toronto Dominion Bank | 3/10/23 | 500000000 | 3423457 | 133894 |
|  |  |  |  |  |  | $392586 |

---

**At October 31, 2022, the Fund had the following future contracts outstanding.** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | | | | | Unrealized |
|  | | Notional | | | Appreciation |
| Description | Number of Contracts | Amount | Value | Expiration Date | (Depreciation) |
|  10-Year Canadian Government Bond (Long) | 12 | $1200000 | $1082336 | 12/19/22 | $1001 |
|  Euro-Bund (Short) | 4 | (400000) | (547309) | 12/8/22 | 27038 |
|  Euro-Buxl (Short) | 15 | (1500000) | (2138098) | 12/8/22 | 164488 |
|  10-Year Australian Government Bond (Long) | 56 | 5600000 | 4242732 | 12/15/22 | (35944) |
|  |  |  |  |  | $156583 |

---

**At October 31, 2022, the Fund had the following centrally cleared interest rate swap contracts outstanding.** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  |  | | | Upfront | |
|  |  |  | | | Premiums | Unrealized |
|  | Counterparty/ |  | Notional | | Paid | Appreciation |
| Description | Exchange | Expiration Date | Amount | Value | (Received) | (Depreciation) |
|  Pay Fixed rate annually<br>1.167% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/16/28 | $7085000 | $996104 | $804900 | $191204 |
|  Pay Fixed rate annually<br>1.470% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/16/31 | 3015000 | 522047 | (43031) | 565078 |
|  Receive Fixed rate annually<br>0.821% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/16/26 | 9835000 | (1102542) | (50159) | (1052382) |
|  Receive Fixed rate annually<br>1.060% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/16/25 | 3000000 | (228217) | (1743) | (226474) |
|  Pay Fixed rate annually<br>2.660% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/15/32 | 9455000 | 885094 | 194587 | 690507 |
|  Receive Fixed rate annually<br>2.030% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/15/52 | 1065000 | (275672) | (16067) | (259605) |

---

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | | | | Upfront | |
|  |  | | | | Premiums | Unrealized |
|  | Counterparty/ | | Notional | | Paid | Appreciation |
| Description | Exchange | Expiration Date | Amount | Value | (Received) | (Depreciation) |
|  Receive Fixed rate annually<br>2.630% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/15/42 | 1590000 | (242070) | (9228) | (232842) |
|  Receive Fixed rate annually<br>2.470% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/15/52 | 775000 | (139165) | (501) | (138664) |
|  Receive Fixed rate annually<br>2.630% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/15/24 | 11265000 | (359990) | (3015) | (356975) |
|  Pay Fixed rate annually<br>3.000% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 9/21/42 | 330000 | 33455 | 29963 | 3492 |
|  Receive Fixed rate annually<br>2.690% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 9/15/52 | 2215000 | (308849) | (240139) | (68710) |
|  Pay Fixed rate annually<br>2.560% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 9/21/29 | 9795000 | 796168 | 11206 | 784962 |
|  Pay Fixed rate annually<br>3.130% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 12/21/52 | 1285000 | 74064 | 75619 | (1555) |
|  Receive Fixed rate annually<br>4.090% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 12/21/24 | 30395000 | (270203) | (135331) | (134872) |
|  Receive Fixed rate annually<br>3.560% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 12/21/29 | 6262000 | (131136) | (6390) | (124746) |
|  |  |  |  |  | $610671 | $(361582) |

---

**At October 31, 2022, the Fund had the following centrally cleared credit default swap contracts outstanding.** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | | | | Upfront | |
|  |  | | | | Premiums | Unrealized |
|  | Counterparty/ | Expiration | Notional | | Paid | Appreciation |
| Description | Exchange | Date | Amount (a) | Value (b) | (Received) | (Depreciation) |
|  Sell Protection (c): |  |  |  |  |  |  |
|  iTraxx Europe Crossover, Series 38, Version1, 5 Year Index(EUR), Fixed Rate 5.000% (d) | Morgan Stanley/ICE | 12/20/27 | $2455000 | $(52563) | $(91574) | $39011 |
|  |  |  |  |  | $(91574) | $39011 |

---

(a) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a
buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.

(b) The prices and resulting values for credit default swap agreements on credit indices serve as an indicator of
the current status of the payment/performance risk and represent the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the period end. Increasing market
values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced entity's credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the
terms of the agreement.

Domini Impact Bond Fund

**Portfolio of Investments (Continued)** 

**October 31, 2022 (Unaudited)** 

(c) If the Fund is a buyer/(seller) of protection and a credit event occurs, as defined under the terms of that
particular swap agreement, the Fund will either (i) receive from the seller/(pay to the buyer) of protection an amount equal to the notional amount of the swap and deliver/(take delivery) of the referenced obligation or underlying securities
comprising the referenced index or (ii) receive/(pay) a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation of underlying securities comprising
the referenced index.

(d) Ratings of Moody's/S&P - B1/BB-

**Abbreviations** 

LCH — London Clearing House

ICE — Intercontinental Exchange

See Notes to Portfolio of Investments

**Domini Impact Bond Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS** 

**October 31, 2022 (Unaudited)** 

**1. ORGANIZATION** 

The Domini Impact Bond Fund (the "Fund") is a series of the Domini Investment Trust. The Trust is a Massachusetts business trust registered under the Investment Company Act of 1940 as an open-end management investment company. The Fund is an investment company and accordingly follows the investment company accounting and reporting guidance of the Financial Accounting Standards Board (the "FASB") Accounting Standard Codification Topic 946 "Financial Services — Investment Companies".

The Fund offers three classes of shares: Investor Shares, Institutional Shares and Class Y shares. Each class of shares is sold at its offering price, which is net asset value.

Each class of shares has identical rights and voting privileges with respect to the Fund in general and exclusive voting rights on matters that affect that class alone. Earnings, net assets, and net asset value per share may differ due to each class having its own expenses, such as transfer and shareholder servicing agent fees and registration fees, directly attributable to that class. The Fund seeks to provide its shareholders with a high level of current income and total return.

**2. SIGNIFICANT ACCOUNTING POLICIES** 

The preparation of financial statements in conformity with U.S. generally accepted accounting principles requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. Actual results could differ from those estimates. The following is a summary of the Fund's significant accounting policies.

**(A) Valuation of Investments.** Bonds and other fixed-income securities (other than obligations with maturities of 60 days or less) are valued on the basis of valuations furnished by an independent pricing service, use of which has been approved by the Board of Trustees of the Fund. In making such valuations, the pricing service utilizes both dealer-supplied valuations and electronic data processing techniques that take into account appropriate factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics, and other market data, without exclusive reliance upon quoted prices or exchange or over-the-counter prices, since such valuations are believed to reflect more accurately the fair value of such securities.

Securities of sufficient credit quality (maturing in 60 days or less) are valued at amortized cost, which constitutes fair value as determined by the Board of Trustees of the Fund.

To Be Announced (TBA) or when-issued securities are valued at their issue price for up to five (5) trading days, or until broker quotes are readily available or an Authorized Pricing Service begins to provide quotations, whichever is shorter.

Derivative contracts traded on an exchange are valued at their most recent sale or official closing price on the exchange on which they are primarily traded, or, if no sales are reported on such exchange, at the mean between the last available bid and asked quotations on the exchange on which they are primarily traded.

Option contracts on securities, currencies and other financial instruments traded over-the-counter are valued at the most recent bid quotation in the case of purchased options and at the most recent asked quotation in the case of written options.

Futures contracts are valued at the most recent settlement price.

Foreign currency forward contracts are valued at the value of the underlying currencies at the prevailing currency exchange rates.

Swap contracts are valued at the evaluated price provided by an independent pricing service or, if a reliable price is not available, the quoted bid price from an independent broker-dealer.

Securities (other than short-term obligations with remaining maturities of 60 days or less) for which there are no such quotations or valuations are valued at fair value as determined in good faith by or at the direction of the Fund's Board of Trustees.

At least annually, Domini Impact Investments LLC (Domini) reviews and performs due diligence with respect to the pricing methodologies employed by any independent pricing service approved by the Fund's Board of Trustees and utilized on behalf of the Funds. As part of this due diligence, Domini reviews each pricing service provider's policies, procedures, and quality controls. Domini also tests certain valuations provided by the Fund's pricing services with those received from other vendors, if available, and performs back testing, as applicable. Domini provides an annual due diligence report to the Fund's Board of Trustees including its determination of whether the pricing methodology employed by such pricing service requires adjustments.

The Fund follows a fair value hierarchy that distinguishes between (a) market participant assumptions developed based on market data obtained from sources independent of the reporting entity (observable inputs) and (b) the Fund's own assumptions about market participant assumptions developed based on the best information available in the circumstances (unobservable inputs). These inputs are used in determining the value of the Fund's investments and are summarized in the following fair value hierarchy:

Level 1 - quoted prices in active markets for identical securities

**Domini Impact Bond Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS** 

**October 31, 2022 (Unaudited)** 

Level 2 - other significant observable inputs (including quoted prices for similar securities, interest rates, and evaluated quotation obtained from pricing services)

Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used, as of October 31, 2022, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  |<br><br>**Level 1 -**<br>**Quoted Prices** | **Level 2 -**<br>**Other**<br>**Significant**<br>**Observable**<br>**Inputs** |<br>**Level 3 -**<br>**Significant**<br>**Unobservable**<br>**Inputs** |<br><br>**Total** |
|  **Assets:** |  |  |  |  |
|  **Long Term Investments in Securities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage Backed Securities | $— | $110850563 | $— | $110850563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds and Notes |  | 61354989 |  | 61354989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Agency Obligations |  | 32472033 |  | 32472033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 18226918 |  | 18226918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government & Agency Securities |  | 11053124 |  | 11053124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Senior Floating Rate Interests |  | 4595252 |  | 4595252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Securities |  | 2775520 |  | 2775520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds |  | 861826 |  | 861826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Preferred Stocks | 466823 |  |  | 466823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Long Term Investments | $466823 | $242190225 | $— | $242657048 |
|  **Short Term Investments in Securities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Agency Obligations |  | 14943841 |  | 14943841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Short Term Investments | $— | $14943841 | $— | $14943841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Investment in Securities** | $**466823** | $**257134066** | $**—** | $**257600889** |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 392586 |  | 392586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 192527 |  | 192527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Default Swap - CCP- |  | 39011 |  | 39011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - CCP- |  | 2235243 |  | 2235243 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Other Financial Instruments** | $**—** | $**2859367** | $**—** | $**2859367** |
|  **Liabilities:** |  |  |  |  |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | (35944) |  | (35944) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - CCP |  | (2596825) |  | (2596825) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loans |  | (5054) |  | (5054) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Other Financial Instruments** | $**—** | $**(2637823)** | $**—** | $**(2637823)** |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Domini Investment Trust

- **b. Investment Company Act file number:** 811-05823

- **c. CIK number of Registrant:** 0000851680

- **d. LEI of Registrant:** 5493006VPRSG0L2XPG69

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 180 Maiden Lane

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10038

  - **Telephone number:** 212-217-1100

**Item A.2. Information about the Series.**

- **a. Name of Series:** Domini Impact Bond Fund

- **b. EDGAR series identifier (if any):** S000003424

- **c. LEI of Series:** 549300L3R89PNGQIDE43

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2022-10-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $299353933.40

**Total Liabilities:** $72724855.36

**Net Assets:** $226629078.04

**Delayed Delivery Securities:** $47243309.08

**Cash Not Reported:** $13514569.53

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 101.747799425349 | **1-Year:** 4690.119156529958 | **5-Year:** 25088.941660835240 | **10-Year:** 42305.429675988077 | **30-Year:** 42169.305035763983

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 3.132135889425 | **1-Year:** 615.287837281366 | **5-Year:** 3388.069612834930 | **10-Year:** 1267.640791189232 | **30-Year:** 0.743111303569

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009468 | -2.40%               | -4.60%               | -1.86%               |
| Class ID C000110199 | -2.30%               | -4.61%               | -1.85%               |
| Class ID C000200994 | -2.38%               | -4.57%               | -1.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-44748.09               | $-7748741.82                               |
| Month 2  | $-703351.98              | $-11648961.56                              |
| Month 3  | $-4813292.42             | $-13521.37                                 |

**Designated Index Information**

- **Index Name:** BBG Barc US Aggregate Index

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                                 | Title                                                                                                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                                  | TORONTO DOMINION BANK                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $60466.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | MORGAN STANLEY AND CO. INTERNATIONAL PLC                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $4945.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | MORGAN STANLEY AND CO. INTERNATIONAL PLC                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $11847.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | TORONTO DOMINION BANK                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $133894.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | BANK OF AMERICA, N.A.                                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $142316.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | BARCLAYS BANK PLC WHOLESALE                                                                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $39116.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 2.75 06/01/31                                                                                                                                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1028543.66   | 0.45%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 3.55 09/15/55                                                                                                                                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    572000 | PA      | $363599.34    | 0.16%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                    | ADVHEA 3.829 08/15/28                                                                                                                                 | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1022499.57   | 0.45%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp.                                                    | ADVHEA 2.211 06/15/30 2020                                                                                                                            | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    325000 | PA      | $258728.61    | 0.11%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Aegea Finance S.a r.l.                                                               | AEGEBZ 6.75 05/20/29 144A                                                                                                                             | CUSIP: 00775CAB2<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | BR        |   1200000 | PA      | $1106400.00   | 0.49%             | 2029-05-20      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corporation                                                                | AL 3.625 12/01/27                                                                                                                                     | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $429736.29    | 0.19%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                            | BABA 2.8 06/06/23                                                                                                                                     | CUSIP: 01609WAS1<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196587.57    | 0.09%             | 2023-06-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                             | CUSIP: 01F0206B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4800000 | PA      | $3789000.00   | 1.67%             | 2052-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                             | CUSIP: 01F0226B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6675000 | PA      | $5470371.09   | 2.41%             | 2052-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                             | CUSIP: 01F0226C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6675000 | PA      | $5470631.82   | 2.41%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                             | CUSIP: 01F0326B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1496066.40   | 0.66%             | 2052-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                             | CUSIP: 01F0406B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5800000 | PA      | $5279812.50   | 2.33%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                             | CUSIP: 01F0426B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6250000 | PA      | $5865478.50   | 2.59%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                                                                                                             | CUSIP: 01F0426C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6250000 | PA      | $5861083.94   | 2.59%             | 2052-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co                                            | American Builders & Contractors Supply Co Term Loan B 200 2027-01-01                                                                                  | CUSIP: 02474RAH6<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    210963 | PA      | $207089.63    | 0.09%             | 2027-01-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| American International Group, Inc.                                                   | AIG 3.9 04/01/26                                                                                                                                      | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $181127.23    | 0.08%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC                                                            | OH AMEPWR 6.27 02/15/2050                                                                                                                             | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    470000 | PA      | $478259.92    | 0.21%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 5 02/15/24                                                                                                                                        | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    362000 | PA      | $359901.48    | 0.16%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                           | AMT 3.375 05/15/24                                                                                                                                    | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227758.36    | 0.10%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.65 05/11/50                                                                                                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    300000 | PA      | $187276.19    | 0.08%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                           | AAPL 2.8 02/08/61                                                                                                                                     | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $709725.72    | 0.31%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| athenahealth                                                                         | athenahealth Term Loan B 350 2029-01-16                                                                                                               | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    341174 | PA      | $311427.65    | 0.14%             | 2029-01-16      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH INC 2022 DELAYED DRAW TERM LOAN                                         | ATHENAHEALTH INC 2022 DELAYED DRAW TERM LOAN                                                                                                          | CUSIP: 04686RAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57971 | PA      | $52916.63     | 0.02%             | 2029-02-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Axa SA                                                                               | AXASA 8.6 12/15/30                                                                                                                                    | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $461610.00    | 0.20%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Axian Telecom                                                                        | AXNTLC 7.375 02/16/27 144A                                                                                                                            | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MR        |    445000 | PA      | $385592.50    | 0.17%             | 2027-02-16      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP 4.875 04/01/26 144A                                                                                                                            | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $465605.03    | 0.21%             | 2026-04-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP 3.8 01/10/24 144A                                                                                                                                 | CUSIP: 05581KAB7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    245000 | PA      | $238639.25    | 0.11%             | 2024-01-10      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Bway Corporation                                                                     | BWAY 2013-1515 A1                                                                                                                                     | CUSIP: 05604FAA3<br>LEI: 549300RY13CUZRBP7216 | Long             | ABS-O            | CORP              | US        |     60285 | PA      | $57755.71     | 0.03%             | 2033-03-10      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| Bway Corporation                                                                     | BWAY 2013-1515 A2                                                                                                                                     | CUSIP: 05604FAC9<br>LEI: 549300RY13CUZRBP7216 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $935487.30    | 0.41%             | 2033-03-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2022-CLS                                                                    | BX 2022-CLS A                                                                                                                                         | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    892000 | PA      | $883444.29    | 0.39%             | 2039-10-14      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2022-CLS                                                                    | BX 2022-CLS B                                                                                                                                         | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $371932.43    | 0.16%             | 2039-10-14      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-AHP                                                | BX 2022-AHP A                                                                                                                                         | CUSIP: 05610FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1465000 | PA      | $1409114.35   | 0.62%             | 2039-01-18      | Floating      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V2.456 10/22/25 MTN                                                                                                                               | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    545000 | PA      | $508653.96    | 0.22%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC V4.083 03/20/51 MTN                                                                                                                               | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $370755.69    | 0.16%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                            | BKIR V6.253 09/16/26 144A                                                                                                                             | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1158319.44   | 0.51%             | 2026-09-16      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                      | BANK 2019-BN18 XA                                                                                                                                     | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2126133 | PA      | $92815.06     | 0.04%             | 2062-05-17      | Floating      | 0.89%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                       | BANK 2019-BN24 XA                                                                                                                                     | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500606 | PA      | $195158.74    | 0.09%             | 2062-11-17      | Floating      | 0.64%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                      | BANK 2020-BN28 XA                                                                                                                                     | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1922631 | PA      | $190805.34    | 0.08%             | 2063-03-16      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Bank 2017 Bnk8                                                                       | BANK 2017-BNK8 ASB                                                                                                                                    | CUSIP: 06650AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146830 | PA      | $137936.12    | 0.06%             | 2050-11-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | Becton, Dickinson and Company DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 6.00% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES | CUSIP: 075887406<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EP               | CORP              | US        |      5000 | NS      | $243700.00    | 0.11%             | 2023-06-01      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Benchmark 2019-B10 Mtg Tr                                                            | BMARK 2019-B10 XA                                                                                                                                     | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2322500 | PA      | $122765.93    | 0.05%             | 2062-03-17      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2020-B18 XA                                                                                                                                     | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503119 | PA      | $40295.18     | 0.02%             | 2053-07-17      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                             | BMARK 2020-B22 XA                                                                                                                                     | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    883660 | PA      | $78070.99     | 0.03%             | 2054-01-16      | Floating      | 1.52%                 | No            |                  2 | On Loan: No      |
| Beth Israel Deaconess Medical Center Inc.                                            | BETHIS 2.22 07/01/28 L                                                                                                                                | CUSIP: 08661UAA4<br>LEI: 549300X0AUMNEAKC6J55 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1160122.17   | 0.51%             | 2028-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Black Knight InfoServ LLC                                                            | BKFS 3.625 09/01/28 144A                                                                                                                              | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173750.00    | 0.08%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Blackhawk Network Holdings                                                           | Blackhawk Network Holdings First-lien Term Loan 300 2025-05-05                                                                                        | CUSIP: 09238FAK7<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    172350 | PA      | $165294.34    | 0.07%             | 2025-05-05      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bluehub Loan Fund, Inc.                                                              | BLULNF 2.89 01/01/27 2020                                                                                                                             | CUSIP: 095623AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $510090.01    | 0.23%             | 2027-01-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc.                                                        | BSHSI 1.35 06/01/25                                                                                                                                   | CUSIP: 09778PAD7<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    155000 | PA      | $139532.93    | 0.06%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Boston Medical Center Corporation                                                    | BSTMCC 4.519 07/01/26                                                                                                                                 | CUSIP: 10103DAA4<br>LEI: 54930000C3BLYBHD3L38 | Long             | DBT              | CORP              | US        |    705000 | PA      | $649910.03    | 0.29%             | 2026-07-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                                | BXP 3.65 02/01/26                                                                                                                                     | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    430000 | PA      | $399194.60    | 0.18%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                                | BDN 4.55 10/01/29                                                                                                                                     | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $436687.79    | 0.19%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc.                                                           | BHF 5.625 05/15/30                                                                                                                                    | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1396053.18   | 0.62%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 4.15 11/15/30                                                                                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1032703.74   | 0.46%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | AVGO 3.187 11/15/36 144A                                                                                                                              | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    852000 | PA      | $579926.58    | 0.26%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 2.9 01/15/27                                                                                                                                     | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $352166.99    | 0.16%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-2                                                          | CHNGE 2022-2 A1                                                                                                                                       | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641845 | PA      | $585548.84    | 0.26%             | 2067-03-25      | Floating      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-4                                                          | CHNGE 2022-4 A1                                                                                                                                       | CUSIP: 12551SAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    586710 | PA      | $567560.07    | 0.25%             | 2057-10-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COMM 2020-SBX MORTGAGE TRUST                                                         | COMM 2020-SBX A                                                                                                                                       | CUSIP: 12598EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595000 | PA      | $516652.48    | 0.23%             | 2039-01-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                            | COMM 2013-WWP A2                                                                                                                                      | CUSIP: 12625CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $638625.34    | 0.28%             | 2031-03-12      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                            | COMM 2013-WWP B                                                                                                                                       | CUSIP: 12625CAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644000 | PA      | $642777.37    | 0.28%             | 2031-03-12      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                  | COMM 2020-CX A                                                                                                                                        | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    825000 | PA      | $623490.20    | 0.28%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                  | COMM 2020-CX B                                                                                                                                        | CUSIP: 12656KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    524000 | PA      | $381135.12    | 0.17%             | 2046-11-10      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                  | COMM 2020-CX C                                                                                                                                        | CUSIP: 12656KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $71051.07     | 0.03%             | 2046-11-10      | Floating      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                  | COMM 2020-CX D                                                                                                                                        | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $68072.56     | 0.03%             | 2046-11-10      | Floating      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.484 10/23/45                                                                                                                                   | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1172478.57   | 0.52%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating                                                     | Charter Communications Operating Term Loan B-2 175 2027-02-01                                                                                         | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    281619 | PA      | $276925.17    | 0.12%             | 2027-02-01      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL TRAN AUTH                                                                | IL CHITRN 3.91 12/01/2040                                                                                                                             | CUSIP: 16772PCX2<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    260000 | PA      | $203389.19    | 0.09%             | 2040-12-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.352 04/24/25                                                                                                                                     | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $456182.18    | 0.20%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.412 03/31/31                                                                                                                                     | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $668403.15    | 0.29%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V1.678 05/15/24                                                                                                                                     | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978246.72    | 0.43%             | 2024-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V2.561 05/01/32                                                                                                                                     | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $381208.83    | 0.17%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Cityline Mortgage Trust 2016-C                                                       | CLMT 2016-CLNE A                                                                                                                                      | CUSIP: 178772AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $764440.88    | 0.34%             | 2031-11-13      | Floating      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                        | CWENA 3.75 02/15/31 144A                                                                                                                              | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    560000 | PA      | $468952.40    | 0.21%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| COLORADO HEALTH FACS AUTH                                                            | CO COSMED 4.48 12/01/2040                                                                                                                             | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    940000 | PA      | $784828.00    | 0.35%             | 2040-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust 2015-Lc19                                                  | COMM 2015-LC19 A4                                                                                                                                     | CUSIP: 200474BC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291000 | PA      | $274940.26    | 0.12%             | 2048-02-12      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Trust                                                            | COMM 2013-LC6 A4                                                                                                                                      | CUSIP: 20048EAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9195 | PA      | $9171.09      | 0.00%             | 2046-01-12      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                  | CATMED 3.347 10/01/29                                                                                                                                 | CUSIP: 20268JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $503754.11    | 0.22%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                  | CATMED 2.782 10/01/30                                                                                                                                 | CUSIP: 20268JAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $144090.70    | 0.06%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Conservation Fund / Sustainable Conservation Inc                                     | CONSFD 3.474 12/15/29 2019                                                                                                                            | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $678091.90    | 0.30%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| COOK CNTY ILL CMNTY HIGH SCH DIST NO 228 BREMEN                                      | IL COOSCD 5.02 12/01/2041                                                                                                                             | CUSIP: 215813HU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $380779.12    | 0.17%             | 2041-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE TRUST                                                      | CAFL 2020-4 C                                                                                                                                         | CUSIP: 21873AAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $77617.49     | 0.03%             | 2052-12-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                                                         | CUSIP: 21H0226B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3500000 | PA      | $2965703.13   | 1.31%             | 2052-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                                                         | CUSIP: 21H0326B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5300000 | PA      | $4743707.02   | 2.09%             | 2052-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                                                         | CUSIP: 21H0406B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1600000 | PA      | $1475000.00   | 0.65%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                                                                                                         | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $853207.03    | 0.38%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                             | COXENT 3.85 02/01/25 144A                                                                                                                             | CUSIP: 224044CE5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9612.48      | 0.00%             | 2025-02-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                             | COXENT 3.15 08/15/24 144A                                                                                                                             | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54537.47     | 0.02%             | 2024-08-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole S.A. London Branch                                                   | ACAFP 4.125 01/10/27 144A                                                                                                                             | CUSIP: 22535WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $912292.26    | 0.40%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Crocs                                                                                | Crocs Term Loan B 350 2029-01-08                                                                                                                      | CUSIP: 22704NAD4<br>LEI: 549300B0J6YCXD63OG72 | Long             | LON              | CORP              | US        |    197500 | PA      | $190587.50    | 0.08%             | 2029-01-08      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 3.7 06/15/26                                                                                                                                      | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278652.27    | 0.12%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DBJPM MORTGAGE TRUST                                                                 | DBJPM 2020-C9 XA                                                                                                                                      | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641505 | PA      | $45799.32     | 0.02%             | 2053-08-15      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Dc Office Trust 2019-Mtc                                                             | DCOT 2019-MTC A                                                                                                                                       | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $823294.66    | 0.36%             | 2045-09-15      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| Danaher Corporation                                                                  | Danaher Corporation 5.00% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES B                                                                             | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |       170 | NS      | $223123.30    | 0.10%             | 2023-04-15      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| DigiCert                                                                             | DigiCert First-lien Term Loan 400 2026-07-27                                                                                                          | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    384903 | PA      | $371816.01    | 0.16%             | 2026-07-27      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| DexCom Inc                                                                           | DXCM 0.25 11/15/25                                                                                                                                    | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |    205000 | PA      | $226422.50    | 0.10%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                       | CATMED 5.267 11/01/64                                                                                                                                 | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200021.35    | 0.09%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                          | DFS 3.75 03/04/25                                                                                                                                     | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    325000 | PA      | $307166.49    | 0.14%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA                                                                    | DC DISREV 4.12 07/01/2027                                                                                                                             | CUSIP: 25483VSC9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    425000 | PA      | $398556.76    | 0.18%             | 2027-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA                                                                    | DC DISREV 3.43 04/01/2042                                                                                                                             | CUSIP: 25483VXM1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    430000 | PA      | $306737.10    | 0.14%             | 2042-04-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| EDP Finance B.V.                                                                     | EDPPL 1.71 01/24/28 144A                                                                                                                              | CUSIP: 26835PAH3<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1025993.19   | 0.45%             | 2028-01-24      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance Co.                                                                 | ENTERP 3.85 11/15/24 144A                                                                                                                             | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482107.59    | 0.21%             | 2024-11-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc.                                                                            | EBAY 3.6 06/05/27                                                                                                                                     | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    195000 | PA      | $179804.63    | 0.08%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                                                             | ETSY 0.125 10/01/26                                                                                                                                   | CUSIP: 29786AAJ5<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    110000 | PA      | $141460.00    | 0.06%             | 2026-10-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Etsy Inc                                                                             | ETSY 0.125 09/01/27                                                                                                                                   | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43405.00     | 0.02%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                             | EIB 0.75 09/23/30                                                                                                                                     | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3000000 | PA      | $2302531.29   | 1.02%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                 | FREMF 2018-K154 B                                                                                                                                     | CUSIP: 302968AE2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     67000 | PA      | $56471.03     | 0.02%             | 2032-11-25      | Floating      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mtg Tr 2017-Kf27                                                               | FREMF 2017-K64 B                                                                                                                                      | CUSIP: 30296CAE3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     70000 | PA      | $64874.27     | 0.03%             | 2050-05-25      | Floating      | 3.99%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                 | FREMF 2018-K77 B                                                                                                                                      | CUSIP: 30296VAS0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    700000 | PA      | $637558.95    | 0.28%             | 2028-05-25      | Floating      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2018-KW07 B                                                                                                                                     | CUSIP: 30297NAE8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    461000 | PA      | $412111.09    | 0.18%             | 2028-09-25      | Floating      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2020-K104 B                                                                                                                                     | CUSIP: 302984AS8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    520000 | PA      | $444507.65    | 0.20%             | 2030-01-25      | Floating      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mortgage Trust 2019-K736                                                       | FREMF 2019-K736 C                                                                                                                                     | CUSIP: 30298MAC3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    400000 | PA      | $363320.60    | 0.16%             | 2052-09-25      | Floating      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2019-K97 C                                                                                                                                      | CUSIP: 30298PAU6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    204000 | PA      | $175380.76    | 0.08%             | 2029-08-25      | Floating      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                 | FREMF 2017-K67 B                                                                                                                                      | CUSIP: 30300YAS8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     85000 | PA      | $77857.36     | 0.03%             | 2049-09-25      | Floating      | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                 | FREMF 2017-K67 C                                                                                                                                      | CUSIP: 30300YAU3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $90053.89     | 0.04%             | 2049-09-25      | Floating      | 3.95%                 | Yes           |                  2 | On Loan: No      |
| FREM Mortgage Trust 2017-K725                                                        | FREMF 2017-K725 B                                                                                                                                     | CUSIP: 30301TAE9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $97101.65     | 0.04%             | 2050-02-25      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mtg Tr 2017-K65                                                                | FREMF 2017-K65 B                                                                                                                                      | CUSIP: 30302XAE9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    155000 | PA      | $143169.49    | 0.06%             | 2050-07-25      | Floating      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2017-K68 Mortgage Trust                                                        | FREMF 2017-K68 B                                                                                                                                      | CUSIP: 30305EAE8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     90000 | PA      | $82033.36     | 0.04%             | 2049-10-25      | Floating      | 3.84%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mtg Tr 2017-K69                                                                | FREMF 2017-K69 C                                                                                                                                      | CUSIP: 30305KAJ3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     40000 | PA      | $35620.90     | 0.02%             | 2049-10-25      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mtg Tr 2017-K729                                                               | FREMF 2017-K729 B                                                                                                                                     | CUSIP: 30306HAS9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    250000 | PA      | $238170.18    | 0.11%             | 2049-11-25      | Floating      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mtg Tr 2017-K729                                                               | FREMF 2017-K729 C                                                                                                                                     | CUSIP: 30306HAU4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     90000 | PA      | $84855.04     | 0.04%             | 2049-11-25      | Floating      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2018-K85 C                                                                                                                                      | CUSIP: 30308KAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    550000 | PA      | $496305.04    | 0.22%             | 2050-12-25      | Floating      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2019-K95 B                                                                                                                                      | CUSIP: 30311MAS1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $439523.00    | 0.19%             | 2052-08-25      | Floating      | 3.92%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2019-K95 C                                                                                                                                      | CUSIP: 30311MAU6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    307000 | PA      | $265455.99    | 0.12%             | 2052-08-25      | Floating      | 3.92%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2019-K100 C                                                                                                                                     | CUSIP: 30313PAU7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    700000 | PA      | $582809.36    | 0.26%             | 2029-09-25      | Floating      | 3.49%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2019-K99 B                                                                                                                                      | CUSIP: 30314FAA2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    565000 | PA      | $488938.63    | 0.22%             | 2029-09-25      | Floating      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Fremf 2019-K103 Mortgage Trust                                                       | FREMF 2019-K103 B                                                                                                                                     | CUSIP: 30315DAS7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    525000 | PA      | $447504.02    | 0.20%             | 2029-11-25      | Floating      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| FHF TRUST 2022-1                                                                     | FHF 2022-1A A                                                                                                                                         | CUSIP: 30327CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511293 | PA      | $497405.30    | 0.22%             | 2028-01-18      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | CAS 2016-C07 2M2                                                                                                                                      | CUSIP: 30711XEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     94895 | PA      | $97602.76     | 0.04%             | 2029-05-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | CAS 2017-C01 1M2                                                                                                                                      | CUSIP: 30711XEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     56574 | PA      | $57616.32     | 0.03%             | 2029-07-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G01779                                                                                                                                             | CUSIP: 31283H6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11931 | PA      | $11958.27     | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G30614                                                                                                                                             | CUSIP: 3128CUVF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105934 | PA      | $100259.01    | 0.04%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G01828                                                                                                                                             | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57421 | PA      | $55434.56     | 0.02%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G01837                                                                                                                                             | CUSIP: 3128LXBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80567 | PA      | $80749.22     | 0.04%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G01838                                                                                                                                             | CUSIP: 3128LXBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13384 | PA      | $13413.71     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G02424                                                                                                                                             | CUSIP: 3128M4AZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49763 | PA      | $51084.03     | 0.02%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G04997                                                                                                                                             | CUSIP: 3128M63E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50089 | PA      | $50202.39     | 0.02%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G05052                                                                                                                                             | CUSIP: 3128M65M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4557 | PA      | $4438.99      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G06079                                                                                                                                             | CUSIP: 3128M8CQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40865 | PA      | $42116.97     | 0.02%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G06990                                                                                                                                             | CUSIP: 3128M9C34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69716 | PA      | $71562.20     | 0.03%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G14599                                                                                                                                             | CUSIP: 3128MDKL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     51803 | PA      | $49502.85     | 0.02%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G08816                                                                                                                                             | CUSIP: 3128MJ4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391129 | PA      | $351710.67    | 0.16%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G08347                                                                                                                                             | CUSIP: 3128MJL57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    102038 | PA      | $98935.28     | 0.04%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG G08499                                                                                                                                             | CUSIP: 3128MJRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22084 | PA      | $19407.70     | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG J17791                                                                                                                                             | CUSIP: 3128PXUQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67921 | PA      | $65777.92     | 0.03%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A87874                                                                                                                                             | CUSIP: 312934XB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22079 | PA      | $20792.38     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A89148                                                                                                                                             | CUSIP: 312936EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44057 | PA      | $41488.42     | 0.02%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A89384                                                                                                                                             | CUSIP: 312936M95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42335 | PA      | $39627.17     | 0.02%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A89729                                                                                                                                             | CUSIP: 312936Y27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19161 | PA      | $18043.75     | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A93101                                                                                                                                             | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31861 | PA      | $31818.56     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A93996                                                                                                                                             | CUSIP: 312942NM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14438 | PA      | $14006.20     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A94362                                                                                                                                             | CUSIP: 312942Z32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67034 | PA      | $63124.55     | 0.03%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A94742                                                                                                                                             | CUSIP: 312943HT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9752 | PA      | $9155.92      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A95084                                                                                                                                             | CUSIP: 312943UH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7725 | PA      | $7279.84      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A95085                                                                                                                                             | CUSIP: 312943UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57682 | PA      | $53990.33     | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A95796                                                                                                                                             | CUSIP: 312944NM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27178 | PA      | $25438.24     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A97047                                                                                                                                             | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30501 | PA      | $29500.95     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A12413                                                                                                                                             | CUSIP: 31296LVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10136 | PA      | $10158.39     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG A37619                                                                                                                                             | CUSIP: 31297TPC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     79867 | PA      | $77237.57     | 0.03%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FH 849167                                                                                                                                             | CUSIP: 31300MFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34614 | PA      | $34383.61     | 0.02%             | 2043-10-01      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG J20118                                                                                                                                             | CUSIP: 31306XDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19428 | PA      | $18568.56     | 0.01%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 2.375 03/14/25                                                                                                                                   | CUSIP: 3130A4CH3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2710000 | PA      | $2573812.58   | 1.14%             | 2025-03-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 3.25 11/16/28                                                                                                                                    | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4716047.00   | 2.08%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLB 0.9 02/26/27                                                                                                                                     | CUSIP: 3130AL5A8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2563671.15   | 1.13%             | 2027-02-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Z40004                                                                                                                                             | CUSIP: 3132FCAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7972 | PA      | $8270.74      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q00291                                                                                                                                             | CUSIP: 3132GDKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29854 | PA      | $29921.40     | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q01807                                                                                                                                             | CUSIP: 3132GFAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55070 | PA      | $53324.76     | 0.02%             | 2036-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q06160                                                                                                                                             | CUSIP: 3132GRE98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40955 | PA      | $38571.54     | 0.02%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q17103                                                                                                                                             | CUSIP: 3132J8KR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5885 | PA      | $5559.00      | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FG Q33602                                                                                                                                             | CUSIP: 3132QQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    211177 | PA      | $184364.72    | 0.08%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLBDN 0 11/09/22                                                                                                                                     | CUSIP: 313385N77<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4995889.85   | 2.20%             | 2022-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLBDN 0 12/09/22                                                                                                                                     | CUSIP: 313385S56<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4979595.75   | 2.20%             | 2022-12-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FHLBDN 0 12/30/22                                                                                                                                     | CUSIP: 313385V29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4968355.45   | 2.19%             | 2022-12-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.43 04/06/45                                                                                                                                    | CUSIP: 3133EEWR7<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $730177.71    | 0.32%             | 2045-04-06      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.78 11/02/37                                                                                                                                    | CUSIP: 3133EGC52<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1800000 | PA      | $1350307.58   | 0.60%             | 2037-11-02      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 3.66 03/07/44                                                                                                                                    | CUSIP: 3133EJFF1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    974000 | PA      | $745189.57    | 0.33%             | 2044-03-07      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | FFCB 2.625 10/15/49                                                                                                                                   | CUSIP: 3133EK2P0<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   3250000 | PA      | $2036960.25   | 0.90%             | 2049-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 0.875 08/05/30                                                                                                                                   | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   8000000 | PA      | $6141545.36   | 2.71%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 0.75 10/08/27                                                                                                                                    | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4208343.65   | 1.86%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 190370                                                                                                                                             | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38092 | PA      | $39318.30     | 0.02%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2012-17 BC                                                                                                                                        | CUSIP: 3136A4A82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    355619 | PA      | $344675.72    | 0.15%             | 2027-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2017-105 ZE                                                                                                                                       | CUSIP: 3136B0MR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    927133 | PA      | $676355.80    | 0.30%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-1 AC                                                                                                                                         | CUSIP: 3136B8NW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    252283 | PA      | $234566.73    | 0.10%             | 2058-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNR 2020-1 L                                                                                                                                          | CUSIP: 3136B8SU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1246009 | PA      | $790013.44    | 0.35%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3768 CB                                                                                                                                           | CUSIP: 3137A4BE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     71741 | PA      | $70254.55     | 0.03%             | 2025-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3806 L                                                                                                                                            | CUSIP: 3137A6YW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    430403 | PA      | $421203.26    | 0.19%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3800 CB                                                                                                                                           | CUSIP: 3137A7GE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    123833 | PA      | $121381.82    | 0.05%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 3877 LM                                                                                                                                           | CUSIP: 3137ACFM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    266452 | PA      | $260992.01    | 0.12%             | 2026-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHLMC 1.5 02/12/25                                                                                                                                    | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   5600000 | PA      | $5237812.66   | 2.31%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K119 X1                                                                                                                                          | CUSIP: 3137F6GV3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   4962062 | PA      | $272933.76    | 0.12%             | 2030-09-25      | Floating      | 0.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K740 X1                                                                                                                                          | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1292890 | PA      | $38292.83     | 0.02%             | 2027-09-25      | Floating      | 0.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS Q014 X                                                                                                                                           | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2119085 | PA      | $395826.27    | 0.17%             | 2055-10-25      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K122 X1                                                                                                                                          | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    363999 | PA      | $19207.48     | 0.01%             | 2030-11-25      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K121 X1                                                                                                                                          | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    658813 | PA      | $39177.66     | 0.02%             | 2030-10-25      | Floating      | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS KG04 X1                                                                                                                                          | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2416290 | PA      | $122923.94    | 0.05%             | 2030-11-25      | Floating      | 0.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K124 X1                                                                                                                                          | CUSIP: 3137F9YZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1465828 | PA      | $65291.78     | 0.03%             | 2030-12-25      | Floating      | 0.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS KG05 X1                                                                                                                                          | CUSIP: 3137FFXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2465000 | PA      | $50690.75     | 0.02%             | 2031-01-25      | Floating      | 0.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K103 X1                                                                                                                                          | CUSIP: 3137FQKQ5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   8909928 | PA      | $319077.88    | 0.14%             | 2029-11-25      | Floating      | 0.64%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHR 4961 JB                                                                                                                                           | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    195608 | PA      | $174043.03    | 0.08%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K111 X1                                                                                                                                          | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1448179 | PA      | $129448.36    | 0.06%             | 2030-05-25      | Floating      | 1.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K112 X1                                                                                                                                          | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500695 | PA      | $123666.13    | 0.05%             | 2030-05-25      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K113 X1                                                                                                                                          | CUSIP: 3137FV5Q1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2537467 | PA      | $202671.56    | 0.09%             | 2030-06-25      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS KG03 X1                                                                                                                                          | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3204154 | PA      | $250056.33    | 0.11%             | 2030-06-25      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS K114 X1                                                                                                                                          | CUSIP: 3137FVNJ7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2345928 | PA      | $153336.21    | 0.07%             | 2030-06-25      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS KSG1 X1                                                                                                                                          | CUSIP: 3137FXLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4059338 | PA      | $271339.94    | 0.12%             | 2030-09-25      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | STACR 2018-HRP1 M2                                                                                                                                    | CUSIP: 3137G0VC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      9222 | PA      | $9209.75      | 0.00%             | 2043-05-25      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMR 2021-P011 X1                                                                                                                                     | CUSIP: 3137H2NR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |   2239515 | PA      | $279809.21    | 0.12%             | 2045-09-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                               | FHMS KG06 X1                                                                                                                                          | CUSIP: 3137H4C73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2297855 | PA      | $82863.88     | 0.04%             | 2031-10-25      | Floating      | 0.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AI7951                                                                                                                                             | CUSIP: 3138AMZR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9994 | PA      | $9631.77      | 0.00%             | 2036-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AJ5974                                                                                                                                             | CUSIP: 3138AXT84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17161 | PA      | $16142.27     | 0.01%             | 2036-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL0005                                                                                                                                             | CUSIP: 3138EGAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16943 | PA      | $16416.21     | 0.01%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL0049                                                                                                                                             | CUSIP: 3138EGBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17987 | PA      | $18235.64     | 0.01%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AL1627                                                                                                                                             | CUSIP: 3138EHYZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35144 | PA      | $34051.19     | 0.02%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AP9592                                                                                                                                             | CUSIP: 3138MDUS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65519 | PA      | $61930.13     | 0.03%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AR1524                                                                                                                                             | CUSIP: 3138NXVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65444 | PA      | $61536.18     | 0.03%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS3608                                                                                                                                             | CUSIP: 3138WDAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107938 | PA      | $90296.14     | 0.04%             | 2043-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AS8449                                                                                                                                             | CUSIP: 3138WJL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13921 | PA      | $12953.07     | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AW4685                                                                                                                                             | CUSIP: 3138XUF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12371 | PA      | $12329.97     | 0.01%             | 2044-05-01      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AY3370                                                                                                                                             | CUSIP: 3138YGW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120709 | PA      | $100968.76    | 0.04%             | 2045-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA 5.625 07/15/37                                                                                                                                   | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $2168165.24   | 0.96%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745044                                                                                                                                             | CUSIP: 31403CWD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17028 | PA      | $16412.76     | 0.01%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 745327                                                                                                                                             | CUSIP: 31403DA41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115334 | PA      | $121506.30    | 0.05%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BC1171                                                                                                                                             | CUSIP: 3140EVJR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368239 | PA      | $331992.31    | 0.15%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BD1153                                                                                                                                             | CUSIP: 3140F8H75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28893 | PA      | $24967.09     | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BD1165                                                                                                                                             | CUSIP: 3140F8JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    542053 | PA      | $469969.08    | 0.21%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE1416                                                                                                                                             | CUSIP: 3140FLSE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46221 | PA      | $43008.28     | 0.02%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE4435                                                                                                                                             | CUSIP: 3140FP4V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    651331 | PA      | $561583.75    | 0.25%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BE8063                                                                                                                                             | CUSIP: 3140FT5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239876 | PA      | $206508.91    | 0.09%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN BJ6137                                                                                                                                             | CUSIP: 3140H7ZB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212450 | PA      | $190744.29    | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN BV1907                                                                                                                                             | CUSIP: 3140MFDM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3041363 | PA      | $2504298.83   | 1.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB2291                                                                                                                                             | CUSIP: 3140QMRM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5339715 | PA      | $4395171.71   | 1.94%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB2770                                                                                                                                             | CUSIP: 3140QNCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4840357 | PA      | $3857440.80   | 1.70%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB2781                                                                                                                                             | CUSIP: 3140QNCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5077833 | PA      | $4334868.46   | 1.91%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB3033                                                                                                                                             | CUSIP: 3140QNLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4678222 | PA      | $3744400.86   | 1.65%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN CB3799                                                                                                                                             | CUSIP: 3140QPGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4875733 | PA      | $4183589.53   | 1.85%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FM2233                                                                                                                                             | CUSIP: 3140X5PT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2270646 | PA      | $2093128.67   | 0.92%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                     | FN FS0508                                                                                                                                             | CUSIP: 3140XFR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2831640 | PA      | $2416772.09   | 1.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 889529                                                                                                                                             | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19584 | PA      | $20295.60     | 0.01%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 890248                                                                                                                                             | CUSIP: 31410LBR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10755 | PA      | $11038.98     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 930672                                                                                                                                             | CUSIP: 31412N6H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55407 | PA      | $53633.44     | 0.02%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 932441                                                                                                                                             | CUSIP: 31412Q5A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189603 | PA      | $178335.04    | 0.08%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995082                                                                                                                                             | CUSIP: 31416BM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33489 | PA      | $34283.02     | 0.02%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN 995243                                                                                                                                             | CUSIP: 31416BS82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38820 | PA      | $37554.41     | 0.02%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AA9846                                                                                                                                             | CUSIP: 31416T5G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22354 | PA      | $21025.92     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1763                                                                                                                                             | CUSIP: 31416W5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9317 | PA      | $8914.83      | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB1343                                                                                                                                             | CUSIP: 31416WP55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56335 | PA      | $54581.75     | 0.02%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB4168                                                                                                                                             | CUSIP: 31417AT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83925 | PA      | $79335.23     | 0.04%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AB6472                                                                                                                                             | CUSIP: 31417DFN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73301 | PA      | $69327.51     | 0.03%             | 2027-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC1877                                                                                                                                             | CUSIP: 31417LCP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18245 | PA      | $17677.52     | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC2817                                                                                                                                             | CUSIP: 31417MDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15341 | PA      | $14429.06     | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC5401                                                                                                                                             | CUSIP: 31417SAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2110 | PA      | $2104.44      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AC9564                                                                                                                                             | CUSIP: 31417WTW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26388 | PA      | $25566.79     | 0.01%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0639                                                                                                                                             | CUSIP: 31417YV95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35009 | PA      | $32925.85     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0919                                                                                                                                             | CUSIP: 31418AAV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5236 | PA      | $4949.78      | 0.00%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA0949                                                                                                                                             | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51252 | PA      | $48446.46     | 0.02%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA1630                                                                                                                                             | CUSIP: 31418AY44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58159 | PA      | $55210.99     | 0.02%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN MA1931                                                                                                                                             | CUSIP: 31418BED4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43757 | PA      | $42967.43     | 0.02%             | 2024-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD1649                                                                                                                                             | CUSIP: 31418NZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21987 | PA      | $20555.55     | 0.01%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AD8033                                                                                                                                             | CUSIP: 31418V4T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8134 | PA      | $7650.34      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0216                                                                                                                                             | CUSIP: 31419AG27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44891 | PA      | $42222.92     | 0.02%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0215                                                                                                                                             | CUSIP: 31419AGZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20520 | PA      | $19300.80     | 0.01%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0624                                                                                                                                             | CUSIP: 31419AVS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15005 | PA      | $14121.59     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE0625                                                                                                                                             | CUSIP: 31419AVT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37585 | PA      | $35348.85     | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE4113                                                                                                                                             | CUSIP: 31419ESB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14549 | PA      | $13684.57     | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE4192                                                                                                                                             | CUSIP: 31419EUS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103154 | PA      | $97017.48     | 0.04%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN AE5143                                                                                                                                             | CUSIP: 31419FWD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12437 | PA      | $11697.27     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA DEV FIN CORP                                                                 | FL FLSDEV 4.01 04/01/2040                                                                                                                             | CUSIP: 34061UEP9<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    925000 | PA      | $720898.57    | 0.32%             | 2040-04-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP                                                        | FL FLSGEN 1.26 07/01/2025                                                                                                                             | CUSIP: 341271AD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $337647.34    | 0.15%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Fremf Mtg Tr 2017-K66                                                                | FREMF 2017-K66 B                                                                                                                                      | CUSIP: 35708QAU7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    136000 | PA      | $125477.10    | 0.06%             | 2050-08-25      | Floating      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                 | FREMF 2017-K726 B                                                                                                                                     | CUSIP: 35708TAS6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    175000 | PA      | $170274.18    | 0.08%             | 2049-07-25      | Floating      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mortgage Trust 2017-K71                                                        | FREMF 2017-K71 B                                                                                                                                      | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    220000 | PA      | $198173.93    | 0.09%             | 2050-11-25      | Floating      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fremf Mortgage Trust 2017-K71                                                        | FREMF 2017-K71 C                                                                                                                                      | CUSIP: 35708WAU4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     65000 | PA      | $57791.64     | 0.03%             | 2050-11-25      | Floating      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| FRETE 2021-ML12 TR                                                                   | FRETE 2021-ML12 XUS                                                                                                                                   | CUSIP: 35833TAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1195705 | PA      | $110877.75    | 0.05%             | 2041-07-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                           | GCAT 2021-CM2 A1                                                                                                                                      | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366183 | PA      | $341881.12    | 0.15%             | 2066-08-25      | Floating      | 2.35%                 | Yes           |                  2 | On Loan: No      |
| General Motors Company                                                               | GM 5.4 10/15/29                                                                                                                                       | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1113717.30   | 0.49%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GoDaddy                                                                              | GoDaddy Term Loan B-3 200 2027-08-01                                                                                                                  | CUSIP: 38017BAQ9<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |    303025 | PA      | $298777.20    | 0.13%             | 2027-08-01      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2019-132 NZ                                                                                                                                       | CUSIP: 38381Y5R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    358183 | PA      | $237482.33    | 0.10%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2021-66 PY                                                                                                                                        | CUSIP: 38382RXX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   1885902 | PA      | $1063739.25   | 0.47%             | 2050-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | GNR 2022-136 KZ                                                                                                                                       | CUSIP: 38383UPQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    582461 | PA      | $427069.89    | 0.19%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRACE TRUST                                                                          | GRACE 2020-GRCE A                                                                                                                                     | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $693191.39    | 0.31%             | 2040-12-12      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Greenko Dutch BV                                                                     | GRNKEN 3.85 03/29/26 144A                                                                                                                             | CUSIP: 39530LAD2<br>LEI: 724500PT585P4JPVRP08 | Long             | DBT              | CORP              | NL        |    869050 | PA      | $682204.25    | 0.30%             | 2026-03-29      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Hologic Inc                                                                          | HOLX 3.25 02/15/29 144A                                                                                                                               | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    570000 | PA      | $488472.90    | 0.22%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| The Government of Hong Kong Special Administrative Region                            | HKINTL 2.5 05/28/24 144A                                                                                                                              | CUSIP: 43858AAB6<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    750000 | PA      | $725643.75    | 0.32%             | 2024-05-28      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Howard University                                                                    | HOWUNI 2.657 10/01/26 2020                                                                                                                            | CUSIP: 442851AH4<br>LEI: K51157D64JPMRRMNLC27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90290.70     | 0.04%             | 2026-10-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                    | HOWUNI 1.991 10/01/25 2020                                                                                                                            | CUSIP: 442851AP6<br>LEI: K51157D64JPMRRMNLC27 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108676.03    | 0.05%             | 2025-10-01      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                    | HOWUNI 3.476 10/01/41 2020                                                                                                                            | CUSIP: 442851AY7<br>LEI: K51157D64JPMRRMNLC27 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1292790.60   | 0.57%             | 2041-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                    | HOWUNI 5.209 10/01/52 22A                                                                                                                             | CUSIP: 442851BH3<br>LEI: K51157D64JPMRRMNLC27 | Long             | DBT              | CORP              | US        |    470000 | PA      | $350438.97    | 0.15%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                          | HY 2019-30HY A                                                                                                                                        | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $589268.54    | 0.26%             | 2039-07-12      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards 2016-10HY Mortgage Trust                                                | HY 2016-10HY A                                                                                                                                        | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    915000 | PA      | $811444.69    | 0.36%             | 2038-08-12      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS FIN AUTH                                                                    | IL ILSGEN 3.51 05/15/2041                                                                                                                             | CUSIP: 45204FED3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $665099.50    | 0.29%             | 2041-05-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Ing Groep N V / Ing Bank N V                                                         | INTNED 4.625 01/06/26 144A                                                                                                                            | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $713931.58    | 0.32%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Insulet Corporation                                                                  | PODD 0.375 09/01/26                                                                                                                                   | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $250185.00    | 0.11%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Insulet                                                                              | Insulet Term Loan B 325 2028-04-17                                                                                                                    | CUSIP: 45784QAB5<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    261688 | PA      | $256617.30    | 0.11%             | 2028-04-17      | Floating      | 3.43%                 | No            |                  2 | On Loan: No      |
| Interchile Sa                                                                        | INTERC 4.5 06/30/56 144A                                                                                                                              | CUSIP: 45846AAA8<br>LEI: 549300Y105FQQX6RCE16 | Long             | DBT              | CORP              | CL        |   1315000 | PA      | $953293.58    | 0.42%             | 2056-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Investment Energy Resources Ltd.                                                     | CMIENE 6.25 04/26/29 144A                                                                                                                             | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |    925000 | PA      | $780626.01    | 0.34%             | 2029-04-26      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                               | JPMCC 2021-NYAH G                                                                                                                                     | CUSIP: 46654EAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    655000 | PA      | $608845.10    | 0.27%             | 2038-06-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-OPO                      | JPMCC 2022-OPO A                                                                                                                                      | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2150000 | PA      | $1839237.93   | 0.81%             | 2039-01-07      | Floating      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| John D & Catherine T Macarthur Foundation                                            | MACFDN 1.299 12/01/30                                                                                                                                 | CUSIP: 477854AA1<br>LEI: UJ37UD5B4O5WRVV6NV96 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1063332.98   | 0.47%             | 2030-12-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals/Health Plan, Inc.                                        | KPERM 3.15 05/01/27                                                                                                                                   | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    185000 | PA      | $169959.50    | 0.07%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                                  | KLAB 5.75 04/03/29 144A                                                                                                                               | CUSIP: 49836AAA2<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |    905000 | PA      | $848971.45    | 0.37%             | 2029-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Kreditanstalt Fur Wiederaufbau                                                       | KFW 0 06/29/37                                                                                                                                        | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   6000000 | PA      | $3114017.34   | 1.37%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LANCASTER CNTY PA HOSP AUTH                                                          | PA LANMED 5 07/01/2024                                                                                                                                | CUSIP: 514045R39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $163744.38    | 0.07%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LANCASTER CNTY PA HOSP AUTH                                                          | PA LANMED 5 07/01/2025                                                                                                                                | CUSIP: 514045R47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $133239.92    | 0.06%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2021-1                                                 | LBZZ 2021-1A A                                                                                                                                        | CUSIP: 52607BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    339647 | PA      | $326980.56    | 0.14%             | 2026-06-15      | Fixed         | 1.46%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2022-1                                                 | LBZZ 2022-1A A                                                                                                                                        | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1042952 | PA      | $1010892.50   | 0.45%             | 2027-05-17      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST                                                         | LIFE 2021-BMR D                                                                                                                                       | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117956 | PA      | $110852.68    | 0.05%             | 2038-03-15      | Floating      | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                     | MMC 3.3 03/14/23                                                                                                                                      | CUSIP: 571748BA9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99353.04     | 0.04%             | 2023-03-14      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HEALTH & HIGHER EDL FACS AUTH                                            | MD MDSMED 3.97 07/01/2027                                                                                                                             | CUSIP: 574218X32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $190436.31    | 0.08%             | 2027-07-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                          | MA MASEDU 3.91 07/01/2025                                                                                                                             | CUSIP: 57563RPL7<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    125000 | PA      | $119851.99    | 0.05%             | 2025-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                          | MA MASEDU 2.31 07/01/2025                                                                                                                             | CUSIP: 57563RQY8<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    200000 | PA      | $183924.88    | 0.08%             | 2025-07-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                          | MA MASEDU 1.92 07/01/2027                                                                                                                             | CUSIP: 57563RRU5<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    615000 | PA      | $520267.25    | 0.23%             | 2027-07-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH                                                          | MA MASEDU 2.31 07/01/2029                                                                                                                             | CUSIP: 57563RRW1<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $807198.90    | 0.36%             | 2029-07-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY                                                         | MA MASDEV 4 10/01/2027                                                                                                                                | CUSIP: 57584X4J7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99644.16     | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST                                                                     | MA MASOBL 4.11 07/15/2031                                                                                                                             | CUSIP: 576004HG3<br>LEI: 549300NLJBK1VP6K2K81 | Long             | DBT              | MUN               | US        |   1850000 | PA      | $1766082.34   | 0.78%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                          | BAC 7.75 05/14/38                                                                                                                                     | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $775138.90    | 0.34%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON CNTY TENN H & E FACS BRD                               | TN METHGR 3.23 07/01/2052                                                                                                                             | CUSIP: 592041ZW0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $458529.84    | 0.20%             | 2052-07-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                                                         | NY MTATRN 5.17 11/15/2049                                                                                                                             | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    855000 | PA      | $718521.39    | 0.32%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                                | MSFT 3.041 03/17/62                                                                                                                                   | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $650016.94    | 0.29%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                   | TIGO 4.5 04/27/31 144A                                                                                                                                | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    950000 | PA      | $714510.15    | 0.32%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.699 01/22/31 GMTN                                                                                                                               | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    640000 | PA      | $512753.52    | 0.23%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V2.511 10/20/32 MTN                                                                                                                                | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $752874.29    | 0.33%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                            | MSBAM 2013-C12 A4                                                                                                                                     | CUSIP: 61762XAU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $295837.86    | 0.13%             | 2046-10-17      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                                   | MSBAM 2014-C15 A4                                                                                                                                     | CUSIP: 61763KBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $292790.22    | 0.13%             | 2047-04-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19                   | MSBAM 2014-C19 A4                                                                                                                                     | CUSIP: 61764PBU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180167 | PA      | $171960.14    | 0.08%             | 2047-12-17      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                              | MSAIC 2020-2A A                                                                                                                                       | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136091 | PA      | $113081.69    | 0.05%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| The Mount Sinai Hospital                                                             | MSINAI 3.831 07/01/35 2017                                                                                                                            | CUSIP: 623115AC6<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1168002.39   | 0.52%             | 2035-07-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy                                                                   | NACONV 1.154 07/01/27 A                                                                                                                               | CUSIP: 63902HAK5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    430000 | PA      | $365235.22    | 0.16%             | 2027-07-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST EDL FACS AUTH                                                          | NJ NJSEDU 3.96 07/01/2048                                                                                                                             | CUSIP: 6460667H7<br>LEI: 549300UTOO4X537XXG70 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $716153.00    | 0.32%             | 2048-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSN DEV CORP                                                             | NY NYTTRN 3.47 07/01/2028                                                                                                                             | CUSIP: 650116BD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $439037.15    | 0.19%             | 2028-07-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSN DEV CORP                                                             | NY NYTTRN 4.25 09/01/2035                                                                                                                             | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $470729.55    | 0.21%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                              | NEUNIV 5.285 03/01/32                                                                                                                                 | CUSIP: 664675AM7<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99032.92     | 0.04%             | 2032-03-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ochsner Clinic Foundation                                                            | OSCFND 5.897 05/15/45                                                                                                                                 | CUSIP: 675553AA9<br>LEI: 549300SN4RK0THHUAC05 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369611.74    | 0.16%             | 2045-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ochsner LSU Health System North Louisiana                                            | OLHSNL 2.51 05/15/31 2021                                                                                                                             | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $934469.21    | 0.41%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                                                | OK OKSMED 5.45 08/15/2028                                                                                                                             | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    770000 | PA      | $663081.42    | 0.29%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEV FIN AUTH                                                                | OK OKSMED 4.65 08/15/2030                                                                                                                             | CUSIP: 67884XCQ8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    130000 | PA      | $112701.36    | 0.05%             | 2030-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST UNIV                                                                     | OK OKSHGR 3.43 09/01/2036                                                                                                                             | CUSIP: 679191JR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $78119.74     | 0.03%             | 2036-09-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| OREGON ST UNIV                                                                       | OR ORSHGR 3.42 03/01/2060                                                                                                                             | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $659099.70    | 0.29%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ottawa Ontario                                                                       | OTTAWA 2.5 05/11/51                                                                                                                                   | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | MUN               | CA        |   1240000 | PA      | $607628.64    | 0.27%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth                                                                          | PEAHEA 1.375 11/15/25 2020                                                                                                                            | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $882977.71    | 0.39%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST INDL DEV AUTH                                                        | PA PASDEV 3.56 07/01/2024                                                                                                                             | CUSIP: 709193LY0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    271000 | PA      | $266805.16    | 0.12%             | 2024-07-01      | Fixed         | 3.56%                 | Yes           |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH                                                           | PA PHIDEV 2.24 09/01/2029                                                                                                                             | CUSIP: 717868GQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    145000 | PA      | $120942.02    | 0.05%             | 2029-09-01      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH                                                           | PA PHIDEV 2.34 09/01/2030                                                                                                                             | CUSIP: 717868GR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $816919.30    | 0.36%             | 2030-09-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA                                                                      | PA PHIUTL 4.19 10/01/2037                                                                                                                             | CUSIP: 717893L25<br>LEI: 549300IVFOPB4AG7UL47 | Long             | DBT              | MUN               | US        |    665000 | PA      | $570483.48    | 0.25%             | 2037-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Avient (fka PolyOne)                                                                 | Avient (fka PolyOne) Term Loan B-6 (Incremental) 325 2029-07-24                                                                                       | CUSIP: 73179YAL1<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | LON              | CORP              | US        |    100000 | PA      | $99675.00     | 0.04%             | 2029-07-24      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| President & Fellows of Harvard College                                               | HARVRD 3.3 07/15/56                                                                                                                                   | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $778586.95    | 0.34%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                       | PLD 3.25 10/01/26                                                                                                                                     | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    165000 | PA      | $153083.66    | 0.07%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                | REG 3.75 06/15/24                                                                                                                                     | CUSIP: 75884RAT0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290121.16    | 0.13%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                           | RGA 4.7 09/15/23 MTN                                                                                                                                  | CUSIP: 759351AL3<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163255.76    | 0.07%             | 2023-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CALIF                                                                 | CA RIV 2.96 02/15/2027                                                                                                                                | CUSIP: 76913CBB4<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    670000 | PA      | $608623.44    | 0.27%             | 2027-02-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CALIF                                                                 | CA RIV 3.07 02/15/2028                                                                                                                                | CUSIP: 76913CBC2<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    670000 | PA      | $598135.20    | 0.26%             | 2028-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 3.3 09/02/40                                                                                                                                     | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $830426.49    | 0.37%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 2.15 09/02/31                                                                                                                                    | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $255478.54    | 0.11%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Russell Investments                                                                  | Russell Investments Term Loan B 300 2025-05-01                                                                                                        | CUSIP: 78249LAD2<br>LEI: 5493008YG7V0FQCJQI74 | Long             | LON              | CORP              | US        |    383461 | PA      | $354820.70    | 0.16%             | 2025-05-01      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 3.869 10/08/24 144A                                                                                                                            | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $481929.30    | 0.21%             | 2049-10-15      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                     | SLG 2021-OVA B                                                                                                                                        | CUSIP: 78449RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $337031.88    | 0.15%             | 2041-07-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                     | SLG 2021-OVA C                                                                                                                                        | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $615782.27    | 0.27%             | 2041-07-17      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies                                                                    | SS&C Technologies Term Loan B-3 175 2025-04-01                                                                                                        | CUSIP: 78466DBD5<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |     45601 | PA      | $44717.12     | 0.02%             | 2025-04-01      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies                                                                    | SS&C Technologies Term Loan B-4 175 2025-04-01                                                                                                        | CUSIP: 78466DBE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     37018 | PA      | $36301.16     | 0.02%             | 2025-04-01      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| STWD TRUST 2021-LIH                                                                  | STWD 2021-LIH E                                                                                                                                       | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    955000 | PA      | $883502.21    | 0.39%             | 2036-11-17      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| SACRAMENTO CNTY CALIF                                                                | CA SACGEN 5.73 08/15/2023                                                                                                                             | CUSIP: 786091AD0<br>LEI: 549300M77I6MNR6S4802 | Long             | DBT              | MUN               | US        |     99189 | PA      | $99637.36     | 0.04%             | 2023-08-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| SAN BERNARDINO CNTY CALIF                                                            | CA SBDGEN 6.02 08/01/2023                                                                                                                             | CUSIP: 796839BP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80497.78     | 0.04%             | 2023-08-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1 / Scentre Group Trust 2                                        | SCGAU 4.375 05/28/30 144A                                                                                                                             | CUSIP: 80622GAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    615000 | PA      | $534361.02    | 0.24%             | 2030-05-28      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN OHIO PORT AUTH                                                              | OH SHNTRN 6.5 12/01/2030                                                                                                                              | CUSIP: 84355AAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $409841.50    | 0.18%             | 2030-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                            | SQ 0.125 03/01/25                                                                                                                                     | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    215000 | PA      | $200353.13    | 0.09%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                                 | STNFHC 3.31 08/15/30 2020                                                                                                                             | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    595000 | PA      | $512819.54    | 0.23%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| SUMIT 2022-BVUE MORTGAGE TRUST                                                       | SUMMT 2022-BVUE A                                                                                                                                     | CUSIP: 865592AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1615000 | PA      | $1328240.92   | 0.59%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                      | SUMITR 1.55 03/25/26 144A                                                                                                                             | CUSIP: 86563VAV1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1315649.12   | 0.58%             | 2026-03-25      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| SUSTAINABLE ENERGY UTIL INC DEL                                                      | DE SSTPWR 2.34 09/15/2029                                                                                                                             | CUSIP: 86932UCH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $756340.74    | 0.33%             | 2029-09-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| TIAA Asset Management Finance Company, LLC                                           | TIAAGL 4.125 11/01/24 144A                                                                                                                            | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $155202.87    | 0.07%             | 2024-11-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Thomas Jefferson University                                                          | TJUNIV 3.847 11/01/57                                                                                                                                 | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1404993.87   | 0.62%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                          | TOL 4.35 02/15/28                                                                                                                                     | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $520341.34    | 0.23%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toronto Metropolitan Municipality Ontario                                            | TRNT 2.6 09/24/39                                                                                                                                     | CUSIP: 891288DT6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | MUN               | CA        |   1060000 | PA      | $591551.57    | 0.26%             | 2039-09-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST                                                   | TAST 2021-1A A                                                                                                                                        | CUSIP: 89615BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24853 | PA      | $24779.64     | 0.01%             | 2024-04-15      | Fixed         | 0.74%                 | Yes           |                  2 | On Loan: No      |
| TRICOLOR AUTO SECURITIZATION TRUST 2022-1                                            | TAST 2022-1A A                                                                                                                                        | CUSIP: 89616BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246269 | PA      | $242833.87    | 0.11%             | 2025-02-18      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| 245 Park Avenue Trust 2017                                                           | PRKAV 2017-245P A                                                                                                                                     | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $696482.40    | 0.31%             | 2037-06-05      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| USAA Capital Corp.                                                                   | USAACA 2.125 05/01/30                                                                                                                                 | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    885000 | PA      | $702588.64    | 0.31%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| USI Inc                                                                              | USI Inc Term Loan B (Add-on) 300 2024-05-01                                                                                                           | CUSIP: 90351NAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    166250 | PA      | $164396.99    | 0.07%             | 2024-05-01      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | USB 3.6 09/11/24 MTN                                                                                                                                  | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    493000 | PA      | $479742.90    | 0.21%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR                                                             | CA UNVHGR 3.71 05/15/2120                                                                                                                             | CUSIP: 913366KD1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    900000 | PA      | $519022.26    | 0.23%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY VA                                                                        | VA UNIHGR 4.18 09/01/2117                                                                                                                             | CUSIP: 915217WX7<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $712331.20    | 0.31%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UPTOWN DEV AUTH TEX                                                                  | TX UTWDEV 2.58 09/01/2031                                                                                                                             | CUSIP: 916856HB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $79621.91     | 0.04%             | 2031-09-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Vancouver, British Columbia                                                          | VANC 2.3 11/05/31                                                                                                                                     | CUSIP: 921577RP9<br>LEI: 549300WQBP3HPFWQXI92 | Long             | DBT              | MUN               | CA        |   1750000 | PA      | $1114351.20   | 0.49%             | 2031-11-05      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ventas Realty L.P./Ventas Capital Corp.                                              | VTR 3.5 02/01/25                                                                                                                                      | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474819.28    | 0.21%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | VZ 2.355 03/15/32                                                                                                                                     | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $757407.73    | 0.33%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                     | PARA 4.95 01/15/31                                                                                                                                    | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    985000 | PA      | $860161.31    | 0.38%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD 6.15 02/27/37                                                                                                                                     | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    185000 | PA      | $174309.42    | 0.08%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD 4.375 02/19/43                                                                                                                                    | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $52395.14     | 0.02%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                                  | Verisure Holding AB                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    300000 | PA      | $278529.47    | 0.12%             | 2018-11-09      | Floating      |  | No            |                  2 | On Loan: No      |
| Biogroup LCD                                                                         | Biogroup LCD                                                                                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    465000 | PA      | $415539.69    | 0.18%             | 2018-11-09      | Floating      |  | No            |                  2 | On Loan: No      |
| Boels Topholding BV                                                                  | Boels Topholding BV                                                                                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    400000 | PA      | $375276.61    | 0.17%             | 2018-11-09      | Floating      |  | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMN                                                          | WA WASHSG 4 01/01/2024                                                                                                                                | CUSIP: 939783TL0<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |    100000 | PA      | $98761.38     | 0.04%             | 2024-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zephyr German BIDCO GMBH                                                             | Zephyr German BIDCO GMBH                                                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    100000 | PA      | $91340.07     | 0.04%             | 2018-11-09      | Floating      |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-Nxs3                                      | WFCM 2015-NXS3 A4                                                                                                                                     | CUSIP: 94989VAD1<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $319725.63    | 0.14%             | 2057-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WestRock Company                                                                     | WRK 3 09/15/24                                                                                                                                        | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    375000 | PA      | $356194.10    | 0.16%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST HEALTH & EDL FACS AUTH                                                  | WI WISMED 3.94 08/15/2041                                                                                                                             | CUSIP: 97712D7X8<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    335000 | PA      | $261554.90    | 0.12%             | 2041-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ST HEALTH & EDL FACS AUTH                                                  | WI WISMED 4.19 08/15/2055                                                                                                                             | CUSIP: 97712D7Y6<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    190000 | PA      | $129101.24    | 0.06%             | 2055-08-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| YMCA Greater New York                                                                | YMCANY 3.23 08/01/32 2020                                                                                                                             | CUSIP: 98425BAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $309003.48    | 0.14%             | 2032-08-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| YMCA Greater New York                                                                | YMCANY 2.303 08/01/26                                                                                                                                 | CUSIP: 98425BAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    765000 | PA      | $671265.47    | 0.30%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Zelis Healthcare                                                                     | Zelis Healthcare Term Loan B 350 2026-09-01                                                                                                           | CUSIP: 98932TAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    464342 | PA      | $458393.20    | 0.20%             | 2026-09-01      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Chile (Republic of)                                                                  | CHILE 0.83 07/02/31                                                                                                                                   | CUSIP: P8056EBB3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    324000 | PA      | $234467.51    | 0.10%             | 2031-07-02      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Vena Energy Capital Pte Ltd.                                                         | VENAEN 3.133 02/26/25 EMTN                                                                                                                            | CUSIP: Y936EJAA9<br>LEI: 254900WSETM7TQMYGS40 | Long             | DBT              | CORP              | SG        |   1380000 | PA      | $1265528.68   | 0.56%             | 2025-02-26      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| HTA Group Limited (Mauritius)                                                        | HLSTWR 7 12/18/25 REGS                                                                                                                                | CUSIP: V4256BAB0<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    500000 | PA      | $441250.00    | 0.19%             | 2025-12-18      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Assicurazioni Generali S.p.A.                                                        | ASSGEN 2.429 07/14/31 EMTN                                                                                                                            | CUSIP: T05040AP4<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |    265000 | PA      | $200322.73    | 0.09%             | 2031-07-14      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| Yuzhou Group Holdings Company Ltd                                                    | YUZHOU 6.35 01/13/27                                                                                                                                  | CUSIP: G9884AAC6<br>LEI: 213800MP59KHGJSPHE82 | Long             | DBT              | CORP              | KY        |    255000 | PA      | $9958.34      | 0.00%             | 2027-01-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JTDB 0 11/07/22 1099                                                                                                                                  | CUSIP: J2S39LWD2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 175000000 | PA      | $1177402.12   | 0.52%             | 2022-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JTDB 0 11/21/22 1103                                                                                                                                  | CUSIP: J2S39LWG5<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 481000000 | PA      | $3236369.74   | 1.43%             | 2022-11-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JTDB 0 03/10/23 1106                                                                                                                                  | CUSIP: J2S39LWL4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 500000000 | PA      | $3365709.69   | 1.49%             | 2023-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | CAN 10YR BOND FUT DEC22 XMOD 20221219                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CA        |         9 | NC      | $778.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | EURO-BUND FUTURE  DEC22 XEUR 20221208                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -4 | NC      | $27037.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | EURO-BUXL 30Y BND DEC22 XEUR 20221208                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |       -15 | NC      | $164487.83    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | AUST 10Y BOND FUT DEC22 XSFE 20221215                                                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        56 | NC      | $-35943.98    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Xplornet                                                                             | Xplornet First-lien Term Loan 400 2028-09-12                                                                                                          | CUSIP: C8614YAD5<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | US        |    167552 | PA      | $144810.24    | 0.06%             | 2028-09-12      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Stoneco Ltd                                                                          | STNE 3.95 06/16/28 REGS                                                                                                                               | CUSIP: G85158AA4<br>LEI: 549300O1A9LEF0XZCR35 | Long             | DBT              | CORP              | KY        |   1200000 | PA      | $895697.33    | 0.40%             | 2028-06-16      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: B9D0NRDJ9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   7085000 | OU      | $1054871.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: S9D0NRCV3<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   9835000 | OU      | $-1072013.27  | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: B9D0NRE74<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   3015000 | OU      | $547054.58    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: S9D0QP1P9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   3000000 | OU      | $-207900.65   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: S9D0RR5D7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   1065000 | OU      | $-267438.39   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: S9D0RZOM8<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |    775000 | OU      | $-131774.30   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: S9D0RZNZ0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   1590000 | OU      | $-226013.41   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: B9D0RZPA3<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   9455000 | OU      | $964390.64    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: S9D0RZQ12<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |  11265000 | OU      | $-245596.58   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: S9D0SKGD9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   1545000 | OU      | $-210691.48   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: B9D0SR462<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |    330000 | OU      | $33454.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: B9D0SZFU9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   9795000 | OU      | $828842.96    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | S9D0TL3A6 CDS EUR R F  5.00000 1 CCPITRAXX;S9D0TL3A6 CDS EUR P V 03MEVENT 2 CCPITRAXX                                                                 | CUSIP: S9D0TL3A6<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |   2455000 | OU      | $-38504.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: S9D0TM2I8<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |  30395000 | OU      | $-270202.74   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: S9D0TMXS2<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   6262000 | OU      | $-131135.74   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                   | Morgan Stanley LCH                                                                                                                                    | CUSIP: B9D0TUSA9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | N/A       |   1825000 | OU      | $105187.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-08

**Name of Applicant:** Domini Investment Trust

**Signature:** Carole M. Laible

**Name of Signer:** Carole M. Laible

**Title:** President