# EDGAR Filing Document

**Accession Number:** 0000851680
**File Stem:** 0001193125-26-280887
**Filing Date:** 2026-6
**Character Count:** 382927
**Document Hash:** 5a6e40955c647dcf102b6660943eb61a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-280887.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001193125-26-280887

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DOMINI INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000851680

**ORGANIZATION NAME:**
- **EIN:** 043081258
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05823
- **FILM NUMBER:** 261115423

**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** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Long Term Investments – 99.9%*** |  |  |
|  ***Common Stocks – 99.9%*** |  |  |
|  ***Communication Services – 9.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc., Class A | 192900 | $74227920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AT&T, Inc. | 238985 | 6244678 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc., Class A (a) | 2898 | 478662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., Class A | 121621 | 3288632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netflix, Inc. (a) | 141730 | 13267345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TKO Group Holdings, Inc. | 6200 | 1153758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T-Mobile US, Inc. | 16000 | 3128000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 129595 | 6224448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. (The) | 60293 | 6255399 |
|  |  | **114268842** |
|  ***Consumer Discretionary – 9.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Airbnb, Inc., Class A (a) | 13000 | 1824680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. (a) | 185280 | 49110317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, Inc. | 41250 | 6944850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, Inc. (a) | 43650 | 1483664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DoorDash, Inc., Class A (a) | 12100 | 2040665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; eBay, Inc. | 15100 | 1562548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Garmin, Ltd. | 5646 | 1417936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc. (The) | 25191 | 8282801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, Inc. (a) | 3600 | 495720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marriott International, Inc., Class A | 7380 | 2669272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; O'Reilly Automotive, Inc. (a) | 28700 | 2852780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tesla, Inc. (a) | 46680 | 17814488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TJX Cos., Inc. (The) | 37400 | 5862450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ulta Beauty, Inc. (a) | 1618 | 869643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yum! Brands, Inc. | 26200 | 4182830 |
|  |  | **107414644** |
|  ***Consumer Staples – 2.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Co. (The) | 7400 | 582824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive Co. | 27625 | 2358070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 9223 | 9357010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc. | 44300 | 1302420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PepsiCo, Inc. | 42331 | 6709040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble Co. (The) | 78325 | 11520825 |
|  |  | **31830189** |
|  ***Financials – 15.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aflac, Inc. | 17215 | 1956829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AGNC Investment Corp. | 1001400 | 11035428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allstate Corp. (The) | 8600 | 1868436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Annaly Capital Management, Inc. | 164300 | 3762470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aon PLC, Class A | 6900 | 2150385 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Financials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & Co. | 8460 | $1746144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. | 225854 | 12074155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackrock, Inc. | 4746 | 5057338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brown & Brown, Inc. | 21700 | 1305255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cboe Global Markets, Inc. | 9800 | 2940882 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp. (The) | 67378 | 6174520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chubb, Ltd. | 12207 | 3991689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CME Group, Inc. | 34018 | 9791061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | 84600 | 4294296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc. | 113900 | 4778105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance Group, Inc. (The) | 9893 | 1353461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc. | 193700 | 3246412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interactive Brokers Group, Inc., Class A | 41900 | 3331050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc. | 30295 | 4789337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | 72180 | 22608941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp. | 4700 | 1027561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., Inc. | 16030 | 2688391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., Class A | 36252 | 18231856 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Moody's Corp. | 5111 | 2360515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MSCI, Inc. | 6468 | 3825240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nasdaq, Inc. | 17300 | 1590043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (The) | 12749 | 2843027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Progressive Corp. (The) | 7758 | 1561530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regions Financial Corp. | 29128 | 831604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; S&P Global, Inc. | 10178 | 4389059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T Rowe Price Group, Inc. | 7311 | 752156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp. | 42202 | 2173403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; US Bancorp | 51216 | 2901899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc., A Shares | 66180 | 21828811 |
|  |  | **175261289** |
| ***Health Care – 9.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AbbVie, Inc. | 54452 | 11506797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Agilent Technologies, Inc. | 9300 | 1074615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alnylam Pharmaceuticals, Inc. (a) | 12820 | 3967662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BeOne Medicines, Ltd. ADR (a) | 2060 | 608256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp. | 29515 | 5281709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DexCom, Inc. (a) | 13373 | 796362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. (a) | 19272 | 1609212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eli Lilly & Co. | 17680 | 16523728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. | 36546 | 4781679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Halozyme Therapeutics, Inc. (a) | 139300 | 8867838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, Inc. (a) | 2659 | 1491167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp. (a) | 4260 | 733316 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Health Care*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. (a) | 11960 | $5473016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck & Co., Inc. | 82935 | 9054843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo International, Inc. (a) | 660 | 842563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pfizer, Inc. | 109170 | 2914839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ResMed, Inc. | 7566 | 1617687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC, Class A | 253400 | 12692806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STERIS PLC | 3600 | 780768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stryker Corp. | 11808 | 3721055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | 12368 | 5923777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics Corp. (a) | 4680 | 2673918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, Inc., Class A (a) | 5206 | 811980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. (a) | 8603 | 3676750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Waters Corp. (a) | 2083 | 644126 |
|  |  | **108070469** |
|  ***Industrials – 6.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Array Technologies, Inc. (a) | 110600 | 856044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial Solutions, Inc. | 4100 | 631318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Caterpillar, Inc. | 15720 | 13992529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cintas Corp. | 11072 | 1934389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems USA, Inc. | 1467 | 2699647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Copart, Inc. (a) | 30300 | 1003233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crane Co. | 13800 | 2452674 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deere & Co. | 8505 | 5016844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emerson Electric Co. | 18726 | 2629879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equifax, Inc. | 4300 | 747942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fastenal Co. | 38016 | 1708059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Howmet Aerospace, Inc. | 19600 | 4763584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hubbell, Inc. | 1720 | 874052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, Inc. | 9312 | 2402589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand, Inc. | 13669 | 1091606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nextpower, Inc., Class A (a) | 22400 | 2668512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. | 6200 | 1317066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Otis Worldwide Corp. | 12900 | 1004652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paychex, Inc. | 30300 | 2806689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, Inc. | 4980 | 3624295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. | 3652 | 1493339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Snap-on, Inc. | 1700 | 651780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies PLC | 7407 | 3648244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Rentals, Inc. | 2059 | 1976311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veralto Corp. | 8138 | 717772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., Class A | 19100 | 6274159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp. | 5791 | 1562933 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Industrials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WW Grainger, Inc. | 1370 | $1591050 |
|  |  | **72141191** |
|  ***Information Technology – 38.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, Class A | 21100 | 3770781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Adobe, Inc. (a) | 20424 | 5026346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc. (a) | 39250 | 13913733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Analog Devices, Inc. | 16711 | 6722167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. | 278296 | 75515620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, Inc. | 12702 | 5010812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., Class A (a) | 10160 | 4534916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arista Networks, Inc. (a) | 62800 | 10846188 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | 7267 | 1722279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. | 121040 | 50525727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. (a) | 9224 | 3040138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | 119491 | 10933427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fair Isaac Corp. (a) | 2230 | 2285750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Solar, Inc. (a) | 10100 | 2039089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gen Digital, Inc. | 53800 | 1037802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Business Machines Corp. | 25886 | 5979148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuit, Inc. | 9202 | 3574977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lam Research Corp. | 20000 | 5157200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, Inc. | 28475 | 4702646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 51300 | 26530308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 142281 | 58019346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NetApp, Inc. | 6708 | 743045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp. | 446780 | 89163885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oracle Corp. | 35200 | 5680928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. (a) | 23750 | 4258850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, Inc. | 3857 | 1368502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Salesforce, Inc. | 31234 | 5513738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sandisk Corp. (a) | 7600 | 8333476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. (a) | 35030 | 3093499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc., Class A (a) | 11600 | 1405108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Super Micro Computer, Inc. (a) | 44500 | 1219300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. (a) | 9523 | 4595800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, Inc. | 30652 | 8615664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; VeriSign, Inc. | 7880 | 2117041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Western Digital Corp. | 12900 | 5605308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zoom Communications, Inc., Class A (a) | 8731 | 848217 |
|  |  | **443450761** |
|  ***Materials – 4.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amcor PLC | 43200 | 1643328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; B2Gold Corp. | 1949300 | 8771850 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Materials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ecolab, Inc. | 8768 | $2284941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 48900 | 2825442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Linde PLC | 15770 | 7902978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royal Gold, Inc. | 39500 | 9218510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sherwin-Williams Co. (The) | 7772 | 2499553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smurfit Westrock PLC | 48985 | 1880534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sonoco Products Co. | 218100 | 10896276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vulcan Materials Co. | 4644 | 1401280 |
|  |  | **49324692** |
|  ***Real Estate – 4.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp. | 30909 | 5647383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Digital Realty Trust, Inc. | 11592 | 2329297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NNN REIT, Inc. | 258600 | 11324094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Omega Healthcare Investors, Inc. | 246500 | 11578105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prologis, Inc. | 41022 | 5825944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Public Storage | 5237 | 1583931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Simon Property Group, Inc. | 10400 | 2118584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Welltower, Inc. | 23200 | 5042288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WP Carey, Inc. | 154300 | 11253099 |
|  |  | **56702725** |
|  ***Utilities – 0.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison, Inc. | 12361 | 1378128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy | 13658 | 965620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortis, Inc. | 87000 | 4977270 |
|  |  | **7321018** |
|  ***Total Investments – 99.9%*** (Cost $607,024,594) |  | **1165785820** |
|  ***Other Assets, less liabilities – 0.1%*** |  | **1617355** |
|  ***Net Assets – 100.0%*** |  | $**1167403175** |

---

(a) Non-income producing security.

**Abbreviations** 

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

------

**Domini Sustainable Solutions Fund** 

**Portfolio of Investments** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Long Term Investments – 96.4%*** |  |  |
|  ***Common Stocks – 96.4%*** |  |  |
|  ***Communication Services – 2.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Times Co. (The), Class A | 15521 | $1226625 |
|  |  | **1226625** |
|  ***Consumer Discretionary – 4.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BYD Co., Ltd., Class H | 42900 | 570663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., Class A | 33823 | 753576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MercadoLibre, Inc. (a) | 423 | 758283 |
|  |  | **2082522** |
|  ***Consumer Staples – 1.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers Market, Inc. (a) | 8954 | 732885 |
|  |  | **732885** |
|  ***Financials – 12.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CaixaBank SA | 86288 | 1098303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DNB Bank ASA | 41275 | 1249945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural Mortgage Corp., Class C | 4751 | 825724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1978 | 1183184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Resona Holdings, Inc. | 87996 | 1100624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wise PLC, Class A (a) | 53374 | 763319 |
|  |  | **6221099** |
|  ***Health Care – 14.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare Technologies, Inc. | 13762 | 837280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC | 46683 | 1223910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC | 248538 | 1147716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. (a) | 2023 | 925745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natera, Inc. (a) | 4605 | 949367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc. | 3572 | 693682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. (a) | 3061 | 1308210 |
|  |  | **7085910** |
|  ***Industrials – 26.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blue Bird Corp. (a) | 14533 | 931711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brambles, Ltd. | 75218 | 1225487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carlisle Cos., Inc. | 1368 | 485996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems USA, Inc. | 724 | 1332341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Daifuku Co., Ltd. | 25215 | 1102442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Knorr-Bremse AG | 7814 | 911370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metso OYJ | 45314 | 782768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mueller Water Products, Inc., Class A | 23507 | 655610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nextpower, Inc., Class A (a) | 4087 | 486884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prysmian SpA | 8465 | 1287603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, Inc. | 2672 | 1944601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE | 2537 | 807296 |

---

------

**Domini Sustainable Solutions Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Industrials (Continued)*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veralto Corp. | 7744 | $683021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xylem, Inc. | 5293 | 625421 |
|  |  | **13262551** |
|  ***Information Technology – 24.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV, Class G | 867 | 1247604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | 2646 | 627102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ciena Corp. (a) | 3833 | 2022214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corning, Inc. | 7862 | 1291255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A (a) | 2205 | 982879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Solar, Inc. (a) | 3610 | 728823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flex, Ltd. (a) | 17666 | 1617322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Business Machines Corp. | 3745 | 865020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lattice Semiconductor Corp. (a) | 9577 | 1171076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. (a) | 7447 | 1335396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sage Group PLC (The) | 43178 | 514968 |
|  |  | **12403659** |
|  ***Materials – 4.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CRH PLC | 7634 | 904018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norsk Hydro ASA | 54435 | 600773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sims, Ltd. | 35236 | 532524 |
|  |  | **2037315** |
|  ***Real Estate – 1.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ventas, Inc. | 9534 | 837657 |
|  |  | **837657** |
|  ***Utilities – 4.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SSE PLC | 31397 | 1124150 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica Nazionale | 94129 | 1132208 |
|  |  | **2256358** |
|  ***Rights – 0.0% \**** |  |  |
|  ***Health Care – 0.0% \**** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic, Inc. (a) | 12433 | 124 |
|  |  | **124** |
|  ***Total Investments – 96.4%*** (Cost $32,981,692) |  | **48146705** |
|  ***Other Assets, less liabilities – 3.6%*** |  | **1796564** |
|  ***Net Assets – 100.0%*** |  | $**49943269** |

---

\* Amount is less than 0.05%. 

(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.

------

**Domini Sustainable Solutions Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | |
|:---|:---|
|  **Portfolio Holdings by Country (% Of Net Assets) (Unaudited)<sup>(a)</sup>** |  |
|  United States | 60.6% |
|  United Kingdom | 7.3% |
|  Italy | 4.8% |
|  Japan | 4.4% |
|  Germany | 4.2% |
|  Norway | 3.7% |
|  Netherlands | 2.5% |
|  Australia | 2.5% |
|  Spain | 2.2% |
|  Finland | 1.6% |
|  Brazil | 1.5% |
|  China | 1.1% |
|  Other Assets, less liabilities | <u>3.6%</u> |
|  Total | **<u>100.0%</u>** |

---

(a) These country classifications are used for financial reporting purposes only. For compliance purposes, the Fund may not use the same classification system.

See Notes to Portfolio of Investments

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments** 

**April 30, 2026 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Long Term Investments – 98.6%*** |  |  |  |
|  ***Common Stocks – 98.6%*** |  |  |  |
|  ***Australia – 4.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ANZ Group Holdings, Ltd. | Banks | 34400 | $913716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BlueScope Steel, Ltd. | Materials | 57021 | 1239578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Computershare, Ltd. | Commercial &<br>Professional<br>Services | 112400 | 2469337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dexus | Equity Real Estate<br>Investment Trusts<br> (REITs) | 307800 | 1388533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortescue, Ltd. | Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591330 | 22935950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group, Ltd. | Insurance | 910709 | 14751541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stockland | Equity Real Estate<br>Investment Trusts<br> (REITs) | 705600 | 2069311 |
|  |  |  | **45767966** |
|  ***Austria – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; voestalpine AG | Materials | 34700 | 1794094 |
|  |  |  | **1794094** |
|  ***Belgium – 1.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UCB SA (a) | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 32811 | 8934149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Umicore SA (a) | Materials | 103100 | 2085223 |
|  |  |  | **11019372** |
|  ***Brazil – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco do Brasil SA | Banks | 838 | 3759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klabin SA | Materials | 6203 | 4434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonica Brasil SA | Telecommunication<br>Services | 87200 | 691183 |
|  |  |  | **699376** |
|  ***China – 0.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Life Insurance Co., Ltd., Class H | Insurance | 1440900 | 5315554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Guangdong Investment, Ltd. | Utilities | 718000 | 749855 |
|  |  |  | **6065409** |
|  ***Côte d'Ivoire (Ivory Coast) – 0.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining PLC | Materials | 74400 | 4490540 |
|  |  |  | **4490540** |
|  ***Denmark – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk A/S, Class B | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 63048 | 2681806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems A/S | Capital Goods | 290 | 8917 |
|  |  |  | **2690723** |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Finland – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tieto OYJ | Software &<br>Services | 33850 | $756240 |
|  |  |  | **756240** |
|  ***France – 8.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amundi SA | Financial Services | 13200 | 1275863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA | Insurance | 73500 | 3543088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA | Banks | 206459 | 21682623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrefour SA | Consumer Staples<br>Distribution &<br>Retail | 381 | 7580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Covivio SA | Equity Real Estate<br>Investment Trusts<br>(REITs) | 9000 | 595241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA | Banks | 315500 | 6162380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gecina SA | Equity Real Estate<br>Investment Trusts<br>(REITs) | 19500 | 1648612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ipsen SA | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 23300 | 4576159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kering SA | Consumer<br>Durables &<br>Apparel | 18 | 4951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klepierre SA | Equity Real Estate<br>Investment Trusts<br>(REITs) | 301400 | 12211583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Legrand SA | Capital Goods | 31470 | 5638273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA | Banks | 183700 | 14787852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield (a) | Equity Real Estate<br>Investment Trusts<br>(REITs) | 72747 | 8832027 |
|  |  |  | **80966232** |
|  ***Germany – 8.7%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; adidas AG | Consumer<br>Durables &<br>Apparel | 33 | 5711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG | Telecommunication<br>Services | 477 | 15407 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evonik Industries AG | Materials | 268 | 5543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GEA Group AG | Capital Goods | 135900 | 9293057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KION Group AG | Capital Goods | 21200 | 1106458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Knorr-Bremse AG | Capital Goods | 9900 | 1154666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | Automobiles &<br>Components | 259000 | 15097137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nordex SE (a) | Capital Goods | 26842 | 1530596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SAP SE | Software &<br>Services | 40500 | 6799669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scout24 SE | Media &<br>Entertainment | 26500 | 2206451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens AG | Capital Goods | 72739 | 21615198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy AG | Capital Goods | 81048 | 17175835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Talanx AG | Insurance | 54200 | 7064441 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Germany*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vonovia SE | Real Estate<br>Management &<br>Development | 87400 | $2354835 |
|  |  |  | **85425004** |
|  ***Hong Kong – 1.7%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific Airways, Ltd. | Transportation | 3360400 | 4994751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Exchanges & Clearing, Ltd. | Financial Services | 176600 | 9406193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific, Ltd., Class A | Capital Goods | 256400 | 2788859 |
|  |  |  | **17189803** |
|  ***Hungary – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Richter Gedeon Nyrt | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 34612 | 1459925 |
|  |  |  | **1459925** |
|  ***India – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's Laboratories, Ltd. | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 1250 | 17485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TVS Motor Co., Ltd. | Automobiles &<br>Components | 40800 | 1510512 |
|  |  |  | **1527997** |
|  ***Ireland – 1.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AerCap Holdings NV | Capital Goods | 92756 | 13190831 |
|  |  |  | **13190831** |
|  ***Israel – 0.8%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tower Semiconductor, Ltd. (a) | Semiconductors &<br>Semiconductor<br>Equipment | 36300 | 7564582 |
|  |  |  | **7564582** |
|  ***Italy – 3.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hera SpA | Utilities | 1549900 | 7313944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UniCredit SpA | Banks | 111600 | 8624712 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni SpA | Insurance | 541645 | 14152426 |
|  |  |  | **30091082** |
|  ***Japan – 23.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advantest Corp. | Semiconductors &<br>Semiconductor<br>Equipment | 44600 | 8327647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aisin Corp. | Automobiles &<br>Components | 961500 | 15246904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asahi Intecc Co., Ltd. | Health Care<br>Equipment &<br> Services | 346100 | 7282833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brother Industries, Ltd. | Technology<br>Hardware &<br>Equipment | 44500 | 845064 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway Co. | Transportation | 400 | 9596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, Inc. | Food, Beverage &<br>Tobacco | 136000 | 2968363 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Japan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing Co., Ltd. | Commercial &<br>Professional<br>Services | 800 | $15153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Daiwa House Industry Co., Ltd. | Real Estate<br>Management &<br>Development | 222400 | 6785637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eisai Co., Ltd. | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 150 | 4490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FANUC Corp. | Capital Goods | 67800 | 2994934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food & Life Cos., Ltd. | Consumer Services | 52800 | 3071430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fujikura, Ltd. | Capital Goods | 93000 | 3588218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hoya Corp. | Health Care<br>Equipment &<br>Services | 104300 | 19477371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JX Advanced Metals Corp. | Materials | 219100 | 6797428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kakaku.com, Inc. | Media &<br>Entertainment | 137400 | 2300312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kobe Bussan Co., Ltd. | Consumer Staples<br>Distribution &<br>Retail | 448500 | 7851588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Konica Minolta, Inc. | Technology<br>Hardware &<br>Equipment | 733200 | 2331552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kose Holdings Corp. | Household &<br>Personal Products | 100 | 3567 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lasertec Corp. | Semiconductors &<br>Semiconductor<br>Equipment | 46600 | 12879229 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lion Corp. | Household &<br>Personal Products | 144800 | 1416474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. | Capital Goods | 219600 | 8154399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co., Ltd. | Real Estate<br>Management &<br>Development | 520 | 14819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nexon Co., Ltd. | Media &<br>Entertainment | 294600 | 4973578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co., Ltd. | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 98500 | 3020077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. | Financial Services | 2288000 | 18326480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NSK, Ltd. | Capital Goods | 1114400 | 9051558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pan Pacific International Holdings Corp. | Consumer<br>Discretionary<br>Distribution &<br>Retail | 1300400 | 7355129 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co., Ltd. | Commercial &<br>Professional<br>Services | 407400 | 18872791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Seiko Epson Corp. | Technology<br>Hardware &<br>Equipment | 243000 | 3268527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shiseido Co., Ltd. | Household &<br>Personal Products | 88400 | 1805561 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sompo Holdings, Inc. | Insurance | 381400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14193955 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Japan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Financial Group, Inc. | Financial Services | 850 | $763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. | Consumer<br>Durables &<br>Apparel | 427550 | 8566104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & Development Co., Ltd. | Real Estate<br>Management &<br>Development | 300700 | 9321578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron, Ltd. | Semiconductors &<br>Semiconductor<br>Equipment | 26100 | 7691217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, Inc. | Commercial &<br>Professional<br>Services | 540 | 16051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. | Software &<br>Services | 174200 | 6063546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unicharm Corp. | Household &<br>Personal Products | 604700 | 3523023 |
|  |  |  | **228416946** |
|  ***Mexico – 0.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gruma SAB de CV, Class B | Food, Beverage &<br>Tobacco | 209300 | 3638682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grupo Bimbo SAB de CV, Series A | Food, Beverage &<br>Tobacco | 1174 | 3991 |
|  |  |  | **3642673** |
|  ***Netherlands – 6.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV | Banks | 423200 | 14734476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | Semiconductors &<br>Semiconductor<br>Equipment | 16544 | 23915106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASR Nederland NV | Insurance | 22223 | 1688046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV | Consumer Staples<br>Distribution &<br>Retail | 87464 | 4108137 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Magnum Ice Cream Co. NV (The) (a) | Food, Beverage &<br>Tobacco | 47 | 686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NN Group NV | Insurance | 177300 | 15519743 |
|  |  |  | **59966194** |
|  ***Norway – 0.7%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norsk Hydro ASA | Materials | 931 | 10275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orkla ASA | Food, Beverage &<br>Tobacco | 585940 | 7226991 |
|  |  |  | **7237266** |
|  ***Singapore – 4.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings, Ltd. | Banks | 448800 | 20694467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese Banking Corp., Ltd. | Banks | 86000 | 1483723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore Airlines, Ltd. | Transportation | 1362100 | 6746110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange, Ltd. | Financial Services | 822500 | 14063714 |
|  |  |  | **42988014** |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***South Africa – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Impala Platinum Holdings, Ltd. | Materials | 53100 | $744305 |
|  |  |  | **744305** |
|  ***South Korea – 0.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DB Insurance Co., Ltd. | Insurance | 40300 | 4585879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank of Korea | Banks | 76200 | 1168059 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Woori Financial Group, Inc. | Banks | 143600 | 3274675 |
|  |  |  | **9028613** |
|  ***Spain – 2.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA | Banks | 1712568 | 20897296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA Energias Renovables SA | Utilities | 210 | 5521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mapfre SA | Insurance | 789400 | 3864370 |
|  |  |  | **24767187** |
|  ***Sweden – 3.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essity AB, Class B | Household &<br>Personal Products | 318 | 8421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, B Shares | Consumer<br>Discretionary<br>Distribution & Retail | 484 | 8687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrivarden AB, C Shares | Financial Services | 71300 | 3751499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sandvik AB | Capital Goods | 183600 | 7723523 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Skanska AB, B Shares | Capital Goods | 51400 | 1388176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tele2 AB, B Shares | Telecommunication<br>Services | 46400 | 952098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, Class B | Technology<br>Hardware &<br>Equipment | 1652400 | 19711475 |
|  |  |  | **33543879** |
|  ***Switzerland – 6.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABB, Ltd. | Capital Goods | 222718 | 22525623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries AG | Capital Goods | 39600 | 4242737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA, Class A | Consumer<br>Durables &<br> Apparel | 100700 | 19326069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Galderma Group AG | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 39100 | 8202920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Logitech International SA | Technology<br>Hardware &<br>Equipment | 110600 | 10917600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sonova Holding AG | Health Care<br>Equipment &<br>Services | 13800 | 3025072 |
|  |  |  | **68240021** |
|  ***Taiwan – 1.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASPEED Technology, Inc. | Semiconductors &<br>Semiconductor<br>Equipment | 2600 | 1397688 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Taiwan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Delta Electronics, Inc. | Technology<br>Hardware &<br>Equipment | 64000 | $4488028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evergreen Marine Corp. Taiwan, Ltd. | Transportation | 637500 | 4078190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unimicron Technology Corp. | Technology<br>Hardware &<br>Equipment | 43300 | 1229865 |
|  |  |  | **11193771** |
|  ***Thailand – 0.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TMBThanachart Bank PCL | Banks | 68767900 | 4775014 |
|  |  |  | **4775014** |
|  ***United Kingdom – 8.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3i Group PLC | Financial Services | 224491 | 7807287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 70200 | 13318499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC | Banks | 2347900 | 13800747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Burberry Group PLC (a) | Consumer<br>Durables &<br>Apparel | 312 | 4951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; J Sainsbury PLC | Consumer Staples<br>Distribution &<br>Retail | 2139260 | 9571359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kingfisher PLC | Consumer<br>Discretionary<br>Distribution &<br>Retail | 1713 | 6736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC | Utilities | 260300 | 4659520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Next PLC | Consumer<br>Discretionary<br>Distribution &<br>Retail | 44600 | 7871387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RELX PLC | Commercial &<br>Professional<br>Services | 200800 | 7322439 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC | Household &<br>Personal Products | 210 | 12246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC | Telecommunication<br>Services | 14704571 | 23397105 |
|  |  |  | **87772276** |
|  ***United States – 8.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amrize, Ltd. (a) | Materials | 149727 | 8222346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels Group PLC | Consumer Services | 97392 | 13925214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Monday.com, Ltd. (a) | Software &<br>Services | 16263 | 1071244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 219500 | 32439832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanofi SA | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 251366 | 23521938 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***United States*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smurfit Westrock 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;Materials | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | $4502 |
|  |  |  | **79185076** |
|  ***Total Investments – 98.6%*** (Cost $714,090,364) |  |  | **972200411** |
|  ***Other Assets, less liabilities – 1.4%*** |  |  | **14170412** |
|  ***Net Assets – 100.0%*** |  |  | $**986370823** |

---

(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.

See Notes to Portfolio of Investments

------

**Domini Impact Equity Fund** 

**Domini Sustainable Solutions Fund** 

**Domini Impact International Equity Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS** 

**April 30, 2026 (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 four separate series: Domini Impact Equity Fund, Domini Sustainable Solutions Fund, Domini Impact International Equity Fund, and Domini Impact Bond Fund (each the "Fund," collectively the "Funds"). The Porfolio of Investments of the Domini Impact Bond Fund are included elsewhere in 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 three classes of shares: Investor shares, Institutional shares, and Class Y shares. The Domini Sustainable Solutions Fund offers two classes of shares: Investor shares and Institutional shares. The Domini Impact International Equity Fund offers three classes of shares: Investor 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.

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.** The net asset value (or NAV) of each class of shares of each Fund is determined as of the scheduled close of regular trading on the NYSE, normally 4 p.m., Eastern Time, on each day the NYSE is open for trading.

Securities listed or traded on national securities exchanges are generally 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.

When a market price is not available, or when Domini Impact Investments LLC (Domini), the Funds' valuation designee, has reason to believe that the price does not represent market realities, the securities will be valued using fair value methods.

Because trading hours for certain foreign securities end before the close of the NYSE, closing market quotations may become unreliable. Domini generally will apply adjusted prices provided by an independent pricing service for foreign securities held by the Domini Sustainable Solutions Fund and Domini Impact International Equity Fund in an effort to reflect valuation changes through the close of the NYSE.

The valuation designee 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 valuation designee'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 quotations obtained from pricing services)

Level 3 — significant unobservable inputs (including the valuation designee'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.

------

**Domini Impact Equity Fund** 

**Domini Sustainable Solutions Fund** 

**Domini Impact International Equity Fund** 

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

**April 30, 2026 (Unaudited)** 

The following is a summary of the inputs used by the Domini Impact Equity Fund, as of April 30, 2026, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $114268842 | $- | $- | $114268842 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 107414644 |  |  | 107414644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 31830189 |  |  | 31830189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 175261289 |  |  | 175261289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 108070469 |  |  | 108070469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 72141191 |  |  | 72141191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 443450761 |  |  | 443450761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 49324692 |  |  | 49324692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 56702725 |  |  | 56702725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 7321018 |  |  | 7321018 |
|  **Total** | $**1165785820** | $**-** | $**-** | $**1165785820** |

---

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of April 30, 2026, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $1226625 | $- | $- | $1226625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1511859 | 570663 |  | 2082522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 732885 |  |  | 732885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 825724 | 5395375 |  | 6221099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 4714284 | 2371626 |  | 7085910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 8371072 | 4891479 |  | 13262551 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 11888691 | 514968 |  | 12403659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 1504791 | 532524 |  | 2037315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 837657 |  |  | 837657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 2256358 |  | 2256358 |
|  Rights |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care |  |  | 124 | 124 |
|  **Total** | $**31613588** | $**16532993** | $**124** | $**48146705** |

---

------

**Domini Impact Equity Fund** 

**Domini Sustainable Solutions Fund** 

**Domini Impact International Equity Fund** 

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

**April 30, 2026 (Unaudited)** 

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of April 30, 2026, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $- | $45767966 | $- | $45767966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 1794094 |  | 1794094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 11019372 |  | 11019372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 699376 |  |  | 699376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 749855 | 5315554 |  | 6065409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Côte d'Ivoire (Ivory Coast) |  | 4490540 |  | 4490540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 2690723 |  | 2690723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland |  | 756240 |  | 756240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France | 7580 | 80958652 |  | 80966232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 85425004 |  | 85425004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 17189803 |  | 17189803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 1459925 |  | 1459925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India |  | 1527997 |  | 1527997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 13190831 |  |  | 13190831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel |  | 7564582 |  | 7564582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 30091082 |  | 30091082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 8791698 | 219625248 |  | 228416946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 3642673 |  |  | 3642673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 4108823 | 55857371 |  | 59966194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway | 10275 | 7226991 |  | 7237266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 42988014 |  | 42988014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa |  | 744305 |  | 744305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 9028613 |  | 9028613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 24767187 |  | 24767187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden | 960519 | 32583360 |  | 33543879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 68240021 |  | 68240021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 11193771 |  | 11193771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 4775014 |  |  | 4775014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 9571359 | 78200917 |  | 87772276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 1071244 | 78113832 |  | 79185076 |
|  **Total** | $**47579247** | $**924621164** | $**-** | $**972200411** |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
|  ***Long Term Investments – 108.8%*** |  |  |
|  ***Mortgage Backed Securities – 38.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Agency Collateralized Mortgage Obligations – 8.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Angel Oak Mortgage Trust, Series 2022-5, Class A1, 4.500%, 5/25/67 (a)(b) | 1234214 | $1230741 |
| &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 2022-2, Class A1, 4.757%, 3/25/67 (a)(c) | 414946 | 407731 |
| &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 2023-2, Class A1, 6.525% to 5/1/27, 6/25/58 (a)(b) | 140139 | 139809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp., Series 4961, Class JB, 2.500%, 12/15/42 | 127634 | 117194 |
| &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 | 14116 | 14052 |
| &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 | 1029642 | 828802 |
| &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 | 157240 | 150129 |
| &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 | 1246009 | 778483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association Connecticut Avenue Securities, Series 2021-R01, Class 1B1, 6.745%, (1 Month USD SOFR + 3.100%), 10/25/41 (a)(c) | 510000 | 515081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multiclass Certificates, Series 2021-P011, Class X1, 1.743%, 9/25/45 (c)(d) | 2040696 | 210495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Certificates, Series 2021-ML12, Class X, 1.306%, 7/25/41 (c)(d) | 1142253 | 99445 |
| &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, 0.750%, 11/25/29 (c)(d) | 8593864 | 170676 |
| &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, 1.671%, 5/25/30 (c)(d) | 1413285 | 74652 |
| &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, 1.528%, 5/25/30 (c)(d) | 1467656 | 72695 |
| &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, 1.470%, 6/25/30 (c)(d) | 2484829 | 115681 |
| &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, 1.202%, 6/25/30 (c)(d) | 2307737 | 89960 |
| &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, 1.010%, 9/25/30 (c)(d) | 4845573 | 163261 |
| &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, 1.107%, 10/25/30 (c)(d) | 638619 | 23410 |
| &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, 0.955%, 11/25/30 (c)(d) | 353794 | 11628 |
| &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, 0.802%, 12/25/30 (c)(d) | 1447130 | 40445 |
| &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 K160, Class A2, 4.500%, 8/25/33 (c) | 3270526 | 3267391 |
| &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 K162, Class A2, 5.150%, 12/25/33 (c) | 1500000 | 1556532 |
| &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, 0.805%, 9/25/27 (c)(d) | 1236782 | 9530 |
| &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, 1.461%, 6/25/30 (c)(d) | 3099346 | 139833 |
| &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, 0.925%, 11/25/30 (c)(d) | 2369694 | 72968 |
| &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, 0.398%, 1/25/31 (c)(d) | 2451377 | 29881 |
| &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, 0.626%, 10/25/31 (c)(d) | 2289990 | 54774 |
| &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, 1.233%, 9/25/30 (c)(d) | 3940737 | 153764 |
| &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, 2.735%, 10/25/55 (c)(d) | 1890519 | 266009 |
| &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-K65, Class B, 4.226%, 7/25/50 (a)(c) | 155000 | 154102 |
| &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, 4.170%, 7/25/27 (a)(c) | 136000 | 134930 |
| &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, 4.083%, 9/25/49 (a)(c) | 85000 | 84181 |
| &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, 4.083%, 9/25/49 (a)(c) | 100000 | 98548 |
| &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, 3.971%, 10/25/49 (a)(c) | 90000 | 88825 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
| &nbsp;&nbsp;&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-K69, Class C, 3.853%, 10/25/49 (a)(c) | 40000 | $39156 |
| &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, 3.880%, 11/25/50 (a)(c) | 220000 | 216107 |
| &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, 3.880%, 11/25/50 (a)(c) | 65000 | 63748 |
| &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, 4.161%, 11/25/32 (a)(c) | 67000 | 58739 |
| &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, 4.302%, 5/25/51 (a)(c) | 1070000 | 1055505 |
| &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, 4.464%, 12/25/50 (a)(c) | 550000 | 539728 |
| &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, 4.247%, 10/25/31 (a)(c) | 461000 | 422813 |
| &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-K100, Class C, 3.615%, 11/25/52 (a)(c) | 700000 | 662726 |
| &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, 3.577%, 12/25/51 (a)(c) | 525000 | 500422 |
| &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, 4.049%, 8/25/52 (a)(c) | 500000 | 487646 |
| &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, 4.049%, 8/25/52 (a)(c) | 307000 | 296376 |
| &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, 3.897%, 9/25/51 (a)(c) | 204000 | 195554 |
| &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, 3.764%, 10/25/52 (a)(c) | 565000 | 539977 |
| &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, 3.655%, 2/25/52 (a)(c) | 520000 | 497474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GCAT Trust, Series 2021-CM2, Class A1, 2.352%, 8/25/66 (a)(c) | 145554 | 138885 |
| &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 | 404789 | 275843 |
| &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 | 1885902 | 1090081 |
| &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 | 669833 | 453179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley Residential Mortgage Loan Trust, Series 2025-SPL1, Class A1, 4.250%, 2/25/65 (a)(c) | 467132 | 455364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A1, 6.469% to 5/1/28, 5/25/30 (a)(b) | 521413 | 520087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; X-Caliber Funding LLC |  |  |
| &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 2025-VFN1, Class A, 6.640%, (1 Month USD SOFR CME + 2.975%), 6/17/30 (a)(c) | 1050000 | 1049706 |
| &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 2026-HPL, Class A, 6.815%, (1 Month USD SOFR CME + 3.150%), 2/15/46 (a)(c) | 650000 | 647151 |
|  |  | **21571905** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Commercial Mortgage-Backed Securities – 5.1%*** |  |  |
| &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 | 789917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 280 Park Avenue Mortgage Trust, Series 2017-280P, Class E, 6.080%, (1 Month USD SOFR CME + 2.419%), 9/15/34 (a)(c) | 228000 | 225264 |
| &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 | 49200 | 48845 |
| &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, 1.024%, 5/15/62 (c)(d) | 2068956 | 48866 |
| &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, 0.749%, 11/15/62 (c)(d) | 5390981 | 109575 |
| &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, 1.875%, 3/15/63 (c)(d) | 1847987 | 114638 |
| &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, 1.379%, 3/15/62 (c)(d) | 1902235 | 55194 |
| &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, 1.874%, 7/15/53 (c)(d) | 383165 | 19281 |
| &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, 1.602%, 1/15/54 (c)(d) | 867057 | 48104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BWAY Mortgage Trust, Series 2013-1515, Class A2, 3.454%, 3/10/33 (a) | 801608 | 766273 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
| &nbsp;&nbsp;&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; BX Commercial Mortgage Trust, Series 2024-VLT5, Class A, 5.591%, 11/13/46 (a)(c) | 1000000 | $999068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.697%, 9/15/53 (c)(d) | 495697 | 19375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.317%, 8/10/42 (a)(c) | 732000 | 740464 |
| &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 | 826893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hudson Yards Mortgage Trust, Series 2016-10HY, Class A, 2.835%, 8/10/38 (a) | 915000 | 909887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Corp., Series 2022-OPO, Class A, 3.024%, 1/5/39 (a) | 1750000 | 1505095 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LEX Trust, Series 2026-450, Class B, 5.355%, (1 Month USD SOFR CME + 1.700%), 3/15/43 (a)(c) | 925000 | 924415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MAD Commercial Mortgage Trust, Series 11MD, Class B, 5.265%, 10/15/42 (a)(c) | 340000 | 339910 |
| &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 2021-OVA, Class B, 2.707%, 7/15/41 (a) | 445000 | 395161 |
| &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-OVA, Class C, 2.851%, 7/15/41 (a) | 835000 | 740098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STWD Mortgage Trust, Series 2021-LIH, Class E, 6.672%, (1 Month USD SOFR CME + 3.017%), 11/15/36 (a)(c) | 955000 | 954203 |
| &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 | 1480066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TEXAS Commercial 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 2025-TWR, Class A, 4.948%, (1 Month USD SOFR CME + 1.293%), 4/15/42 (a)(c) | 650000 | 648751 |
| &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 2025-TWR, Class B, 5.247%, (1 Month USD SOFR CME + 1.593%), 4/15/42 (a)(c) | 385000 | 384122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, Series 2026-1250B, Class B, 5.136%, 3/10/41 (a)(c) | 200000 | 198003 |
|  |  | **13291468** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal Home Loan Mortgage Corporation – 4.2%*** |  |  |
| &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 | 2848 | 2823 |
| &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 | 6776 | 6708 |
| &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 | 4369 | 4351 |
| &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 | 15842 | 14519 |
| &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 | 133083 | 121234 |
| &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 | 48941 | 48092 |
| &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 | 274146 | 253712 |
| &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 | 28992 | 28283 |
| &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 | 14647 | 14168 |
| &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 | 28812 | 27868 |
| &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 | 25801 | 24988 |
| &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 | 13014 | 12577 |
| &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 | 44203 | 42646 |
| &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 | 37579 | 36240 |
| &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 | 6996 | 6751 |
| &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 | 4956 | 4786 |
| &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 | 18690 | 18023 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal Home Loan Mortgage Corporation*** (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; 4.000%, 6/1/41 | 3341 | $3275 |
| &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 | 31964 | 31817 |
| &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 | 47121 | 46807 |
| &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 | 36680 | 36436 |
| &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 | 65689 | 65250 |
| &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 | 9831 | 9765 |
| &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 | 19933 | 19800 |
| &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%, 11/1/52 | 1085611 | 1049502 |
| &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 | 5496 | 5551 |
| &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 | 2227 | 2251 |
| &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 | 6274 | 6343 |
| &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 | 45245 | 45876 |
| &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 | 7457 | 7539 |
| &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 | 27015 | 27392 |
| &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 | 24142 | 24480 |
| &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 | 19303 | 19573 |
| &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 | 28904 | 29859 |
| &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 | 43477 | 44743 |
| &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%, 5/1/53 | 1849929 | 1866884 |
| &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%, 9/1/53 | 1894454 | 1911446 |
| &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 | 5034 | 5272 |
| &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 | 23373 | 24475 |
| &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%, 8/1/53 | 2435698 | 2502427 |
| &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%, 4/1/54 | 2329511 | 2388970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.371%, (1-year RFUCCT + 1.622%), 10/1/43 (c) | 21079 | 21758 |
|  |  | **10865260** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association – 17.2%*** |  |  |
| &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 | 9438 | 9307 |
| &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 | 14287 | 14043 |
| &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 | 3776948 | 3083925 |
| &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 | 3463878 | 2837757 |
| &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 | 16291 | 15526 |
| &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 | 6778 | 6518 |
| &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 | 61286 | 54183 |
| &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 | 91530 | 79613 |
| &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 | 4454875 | 3746657 |
| &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 | 2376200 | 2030237 |
| &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 | 20585 | 18445 |
| &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 | 402436 | 361502 |
| &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 | 504611 | 454439 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
| &nbsp;&nbsp;&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; 3.000%, 12/1/46 | 197363 | $177186 |
| &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 | 2165444 | 1902514 |
| &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 | 3807709 | 3401060 |
| &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 | 2317 | 2272 |
| &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 | 40726 | 39899 |
| &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 | 23466 | 23001 |
| &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 | 35562 | 34533 |
| &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%, 8/1/43 | 360726 | 340679 |
| &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 | 272963 | 254028 |
| &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 | 150709 | 139303 |
| &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 | 3789 | 3757 |
| &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 | 33887 | 33433 |
| &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 | 10303 | 10026 |
| &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 | 14668 | 14180 |
| &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 | 9350 | 9027 |
| &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 | 13006 | 12565 |
| &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 | 124201 | 119809 |
| &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 | 12295 | 11870 |
| &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 | 28334 | 27338 |
| &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 | 4966 | 4786 |
| &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 | 66550 | 64156 |
| &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 | 8699 | 8386 |
| &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 | 9599 | 9251 |
| &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 | 7246 | 6985 |
| &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 | 23126 | 22284 |
| &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 | 24195 | 23305 |
| &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 | 1789598 | 1702711 |
| &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 | 8924 | 8854 |
| &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 | 4895 | 4847 |
| &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 | 22234 | 22059 |
| &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 | 31506 | 31257 |
| &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 | 12950 | 12848 |
| &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 | 16878 | 16745 |
| &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 | 34401 | 34130 |
| &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 | 11353 | 11263 |
| &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 | 24683 | 24462 |
| &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 | 1332 | 1349 |
| &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 | 18439 | 18786 |
| &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 | 9530 | 9729 |
| &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 | 69757 | 73155 |
| &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 | 22497 | 23250 |
| &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 | 5446 | 5609 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
| &nbsp;&nbsp;&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; 6.000%, 3/1/38 | 13120 | $13761 |
| &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 15 Yr, 2.000%, 5/1/41 (e) | 1100000 | 1009044 |
| &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%, 5/1/56 (e) | 3200000 | 2561159 |
| &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%, 5/1/56 (e) | 1125000 | 942205 |
| &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%, 5/1/56 (e) | 1400000 | 1313102 |
| &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, 5.500%, 5/1/56 (e) | 16940000 | 17026912 |
|  |  | **44275022** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Government National Mortgage Association – 3.8%*** |  |  |
| &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; 5.500%, 6/20/53 | 799797 | 812055 |
| &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%, 5/20/56 (e) | 2900000 | 2386754 |
| &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%, 5/20/56 (e) | 2200000 | 1884815 |
| &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%, 5/20/56 (e) | 3400000 | 3073945 |
| &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%, 5/20/56 (e) | 1600000 | 1543250 |
|  |  | **9700819** |
|  Total Mortgage Backed Securities<br>(Cost $103,972,067) |  | **99704474** |
|  ***Corporate Bonds and Notes – 30.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Basic Materials – 0.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Olympus Water US Holding 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; 3.875%, 10/1/28 (f) | 115000 | 132968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.375%, 10/1/29 (f) | 125000 | 139022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.125%, 2/15/33 (a) | 140000 | 162773 |
|  |  | **434763** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Communications – 2.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Africell Holding, Ltd., 10.500%, 10/23/29 (a) | 835000 | 841123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Axian Telecom Holding & Management PLC, 7.250%, 7/11/30 (a) | 855000 | 863478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CCO Holdings LLC/CCO Holdings Capital Corp., 4.500%, 6/1/33 (a) | 320000 | 275235 |
| &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 | 2000000 | 1844471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gen Digital, Inc., 6.250%, 4/1/33 (a) | 115000 | 112135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Millicom International Cellular SA |  |  |
| &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%, 4/27/31 (a) | 475000 | 443727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.375%, 4/2/32 (a) | 400000 | 414202 |
| &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 | 393656 |
| &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 | 929459 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telecom Argentina SA, 8.500%, 1/20/36 (a) | 545000 | 563639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC, 6.150%, 2/27/37 | 66000 | 71028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WULF Compute LLC, 7.750%, 10/15/30 (a) | 180000 | 189290 |
|  |  | **6941443** |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Cyclical – 0.7%*** |  |  |
| &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 | $597880 |
| &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 | 761010 |
| &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 | 319284 |
| &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 2025, 5.184%, 8/1/30 | 125000 | 124521 |
|  |  | **1802695** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Non-cyclical – 5.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advocate Health & Hospitals Corp., 2.211%, Series 2020, 6/15/30 | 325000 | 297511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ascension Health, 4.923%, Series 2025, 11/15/35 | 175000 | 172931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Benefis Health System, Inc., 5.582%, Series 2025, 2/15/35 | 625000 | 636010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beth Israel Lahey Health, Inc., 2.220%, Series L, 7/1/28 | 1400000 | 1336145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Block, Inc., 6.500%, 5/15/32 | 700000 | 713715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Conservation Fund A Nonprofit Corp. (The), 3.474%, Series 2019, 12/15/29 | 800000 | 763760 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cornell University, 4.169%, Series 2025, 6/15/30 | 1035000 | 1028187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Darling Global Finance BV, 4.500%, 7/15/32 (a) | 100000 | 118390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Darling Ingredients, Inc., 6.000%, 6/15/30 (a) | 360000 | 363351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Genmab A/S/Genmab Finance LLC, 6.250%, 12/15/32 (a) | 200000 | 205365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grifols SA, 3.875%, 10/15/28 (f) | 165000 | 191281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Henry J Kaiser Family Foundation, 4.214%, Series 2025, 12/1/30 | 1280000 | 1268793 |
| &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, 2.657%, 10/1/26 (AG) | 100000 | 99232 |
| &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 (AG) | 865000 | 679181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; John D & Catherine T MacArthur Foundation, 1.299%, 12/1/30 | 1440000 | 1243002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Leland Stanford Junior University, 4.249%, 5/1/54 | 1200000 | 957902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lifespan 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; 4.650%, 5/15/31 | 330000 | 328573 |
| &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 2025, 5.050%, 2/15/30 (AG) | 465000 | 471817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nature Conservancy (The), 1.154%, Series A, 7/1/27 | 430000 | 413816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PeaceHealth Obligated Group, 4.335%, 11/15/28 | 90000 | 89652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Picard Groupe SAS, 6.375%, 7/1/29 (f) | 100000 | 121512 |
| &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 | 306969 |
| &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 | 957733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stanford Health Care, 3.310%, Series 2020, 8/15/30 | 595000 | 569815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sutter Health, 5.537%, Series 2025, 8/15/35 | 390000 | 403173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trustees of Columbia University in the City of New York/(The), 4.355%, Series 2024, 10/1/35 | 995000 | 961950 |
|  |  | **14699766** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financial – 12.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA, 8.600%, 12/15/30 | 400000 | 463554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp., 0.583%, (3 Month EUR-EURIBOR + 0.76%), 8/24/28 (c)(f) | 560000 | 636293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC, 5.601%, (SOFR + 1.620%), 3/20/30 (a)(c) | 1240000 | 1271370 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
| &nbsp;&nbsp;&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; BNP Paribas SA |  |  |
| &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%, (3 Month EUR-EURIBOR + 1.45%), 1/13/29 (c)(f) | 1000000 | $1196195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.906%, (SOFR + 1.920%), 11/19/35 (a)(c) | 1640000 | 1664670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.875%, (3 Month EUR-EURIBOR + 1.45%), 2/26/36 (c)(f) | 600000 | 692846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.876%, (SOFR + 1.680%), 1/14/31 (a)(c) | 770000 | 794264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brandywine Operating Partnership LP, 4.550%, 10/1/29 | 500000 | 465428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bridge Housing Corp., 5.321%, 7/15/35 | 390000 | 388728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, Inc., 5.625%, 5/15/30 | 1500000 | 1513498 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canary Wharf Group Investment Holdings PLC, 3.375%, 4/23/28 (f) | 200000 | 258241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ceska sporitelna A/S, 0.500%, (3 Month EUR-EURIBOR + 0.78%), 9/13/28 (c)(f) | 1200000 | 1356484 |
| &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; 2.561%, (SOFR + 1.167%), 5/1/32 (c) | 500000 | 449395 |
| &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 (c) | 750000 | 741963 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CPI Property Group SA, 6.000%, 1/27/32 (f) | 305000 | 353242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 5/27/35 (f) | 500000 | 576358 |
| &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%, 1/10/27 (a) | 1000000 | 999629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, 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; 6.000%, 3/15/36 | 650000 | 641217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.375%, 7/1/34 | 600000 | 614742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HAT Holdings I LLC/HAT Holdings II LLC, 3.750%, 9/15/30 (a) | 200000 | 185319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hudson Pacific Properties LP, 4.650%, 4/1/29 | 268000 | 240081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.103%, (SOFR + 1.435%), 4/22/31 (c) | 590000 | 601212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.070%, (SOFR + 1.330%), 10/22/27 (c) | 1090000 | 1099165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 6/29/37 | 6000000 | 3643557 |
| &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%, 2/28/34 | 6000000 | 6042961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; mBank SA, 0.966%, (3 Month EUR-EURIBOR + 1.25%), 9/21/27 (c)(f) | 600000 | 700609 |
| &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 GMTN, 2.699%, (SOFR + 1.143%), 1/22/31 (c) | 640000 | 595543 |
| &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 (c) | 1000000 | 887055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NHP Foundation (The), 5.850%, 12/1/28 | 800000 | 822446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PennyMac Financial Services, Inc., 7.125%, 11/15/30 (a) | 235000 | 238224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumisho Air Lease Corp., 3.625%, 12/1/27 | 500000 | 494330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trust 2401, 7.375%, 2/13/34 (a) | 605000 | 658343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trust Fibra Uno, 7.375%, 2/13/34 (f) | 245000 | 264294 |
| &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 | 810369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WLB Asset VII Pte., Ltd., 5.880%, 7/30/29 (a) | 675250 | 674205 |
|  |  | **33035830** |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Government – 4.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; European Investment Bank, 0.750%, 9/23/30 | 12910000 | $11239055 |
|  |  | **11239055** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Industrial – 0.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Beacon Mobility Corp., 7.250%, 8/1/30 (a) | 120000 | 125043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HTA Group, Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 4/1/31 (a) | 230000 | 234270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.500%, 6/4/29 (f) | 250000 | 257587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IHS Holding, Ltd., 8.250%, 11/29/31 (a) | 300000 | 314072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sitios Latinoamerica SAB de CV, 6.000%, 11/25/29 (a) | 1195000 | 1223728 |
|  |  | **2154700** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Technology – 2.2%*** |  |  |
| &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 | 1550000 | 949718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.100%, 8/8/62 | 1435000 | 1094486 |
| &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 | 715311 |
| &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 | 1182085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McAfee Corp., 7.375%, 2/15/30 (a) | 575000 | 466512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp., 3.041%, 3/17/62 | 2025000 | 1213950 |
|  |  | **5622062** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Utilities – 1.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aegea Finance Sarl, 9.000%, 1/20/31 (a) | 635000 | 532606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aydem Yenilenebilir Enerji A/S, 9.875%, 9/30/30 (a) | 640000 | 648891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.750%, 2/15/31 (a) | 270000 | 252798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.750%, 1/15/34 (a) | 30000 | 30021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Limak Yenilenebilir Enerji A/S, 9.625%, 8/12/30 (a) | 575000 | 575201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ReNew Wind Energy AP2/ReNew Power Pvt, Ltd. other 9 Subsidiaries, 4.500%, 7/14/28 (f) | 925000 | 890454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zorlu Enerji Elektrik Uretim A/S, 11.000%, 4/23/30 (a) | 370000 | 329399 |
|  |  | **3259370** |
|  Total Corporate Bonds and Notes<br>(Cost $82,521,327) |  | **79189684** |
|  ***U.S. Government Agency Obligations – 25.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Farm Credit Bank of Texas, 7.750%, (5-Yr. CMT + 3.291%), 6/15/29 (a)(c) | 1150000 | 1199727 |
| &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 | 2079328 |
| &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 | 1478156 |
| &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 | 767384 |
| &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 | 787346 |
| &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 5/22/26 | 16500000 | 16463902 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
|  ***U.S. Government Agency 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; 0.000%, 5/27/26 | 3100000 | $3091676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 5/28/26 | 2580000 | 2572816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 6/22/26 | 2775000 | 2760333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 6/24/26 | 4450000 | 4425593 |
| &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 | 2930708 |
| &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 | 4927905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.315%, 11/13/35 | 6480000 | 5886716 |
| &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 | 4784874 |
| &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 | 7032242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association Principal STRIPS, 0.000%, 7/15/37 | 9000000 | 5290522 |
|  Total U.S. Government Agency Obligations<br>(Cost $69,591,362) |  | **66479228** |
|  ***Municipal Bonds – 5.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; California Public Finance Authority Series A, 5.400%, 11/15/31 (AG) | 500000 | 512844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of 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; Series E2, 5.392%, 10/1/55 | 365000 | 343119 |
| &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 H, 6.385%, 2/1/55 | 465000 | 481044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colorado Health Facilities Authority Series B, 4.480%, 12/1/40 | 940000 | 820156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts Series B, 4.110%, 7/15/31 | 320206 | 319994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cook County Community High School District No. 228, IL Series A, 5.019%, 12/1/41 (AG) | 435000 | 418300 |
| &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 | 664763 |
| &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 | 657968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; District of Columbia, (Ingleside at Rock Creek) Series A, 4.125%, 7/1/27 | 180000 | 180176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Iowa Student Loan Liquidity 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 A, 5.343%, 12/1/34 | 165000 | 166511 |
| &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 A, 5.426%, 12/1/35 | 70000 | 70297 |
| &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) Series C, 3.968%, 7/1/27 | 205000 | 204957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Massachusetts Development Finance Agency |  |  |
| &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 B, 6.750%, 10/1/30 | 200000 | 203649 |
| &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 G, 6.375%, 10/1/28 | 305000 | 307196 |
| &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 G, 6.625%, 10/1/30 (AG) | 170000 | 179792 |
| &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 | 100125 |
| &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; Series A, 2.305%, 7/1/29 | 1000000 | 941602 |
| &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 A, 2.641%, 7/1/37 | 455000 | 401124 |
| &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 A, 5.455%, 7/1/33 | 600000 | 605599 |
| &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 A, 6.069%, 7/1/33 | 175000 | 181231 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
|  ***Municipal Bonds*** (Continued) |  |  |
| &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 | 315000 | $311163 |
| &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) Series B, 3.473%, 7/1/28 | 500000 | 490427 |
| &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; Series C, 4.650%, 8/15/30 (AG) | 445000 | 441197 |
| &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 C, 5.450%, 8/15/28 | 770000 | 765375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Nations Development Corp. Series A, 6.536%, 8/1/55 | 1750000 | 1838795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; University of Virginia Series C, 4.179%, 9/1/17 | 1000000 | 716432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Uptown Development Authority Series B, 2.581%, 9/1/31 (AG) | 100000 | 91734 |
| &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; Series B, 3.940%, 8/15/41 | 335000 | 238451 |
| &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 B, 4.190%, 8/15/55 | 190000 | 106767 |
|  Total Municipal Bonds<br>(Cost $13,097,239) |  | **12760788** |
|  **Asset Backed Securities – 3.4%** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aligned Data Centers Issuer LLC |  |  |
| &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, 1.937%, 8/15/46 (a) | 660000 | 654958 |
| &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, 6.350%, 10/15/47 (a) | 540000 | 540482 |
| &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 2023-1A, 6.000%, 8/17/48 (a) | 280000 | 280740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Compass Datacenters Issuer II LLC Series 2024-2A, 5.022%, 8/25/49 (a) | 340000 | 339908 |
| &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 | 93516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Enterprise Fleet Financing LLC Series 2025-2, 4.580%, 12/22/31 (a) | 180000 | 180975 |
| &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 2023-1A, 6.920%, 8/15/28 (a) | 87749 | 88575 |
| &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 2023-2A, 7.090%, 10/16/28 (a) | 102522 | 103587 |
| &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 2023-3A, 7.500%, 12/15/28 (a) | 150015 | 152422 |
| &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 2024-2A, 5.990%, 5/15/29 (a) | 266589 | 268283 |
| &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 2024-3A, 4.970%, 10/15/29 (a) | 283215 | 283641 |
| &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 2025-2A, 5.180%, 5/15/30 (a) | 671171 | 673809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mosaic Solar Loan 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 2020-2A, 1.440%, 8/20/46 (a) | 77649 | 65627 |
| &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 2024-1A, 5.500%, 9/20/49 (a) | 87691 | 84022 |
| &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 2025-1A, 6.120%, 8/22/50 (a) | 268299 | 266213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prestige Auto Receivables Trust Series 2024-2A, 4.560%, 2/15/29 (a) | 125000 | 125001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Retained Vantage Data Centers Issuer LLC Series 2024-1A, 4.992%, 9/15/49 (a) | 640000 | 628701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sabey Data Center Issuer LLC Series 2024-1, 6.000%, 4/20/49 (a) | 95000 | 95540 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunnova Helios IV Issuer LLC Series 2020-AA, 2.980%, 6/20/47 (a) | 604404 | 534973 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunnova Helios V Issuer LLC Series2021-A, 1.800%, 2/20/48 (a) | 172923 | 128266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunnova Hestia II Issuer LLC Series 2024-GRID1, 5.630%, 7/20/51 (a) | 115527 | 111446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tesla Sustainable Energy 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 2024-1A, 5.080%, 6/21/50 (a) | 848484 | 850670 |
| &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 2024-1A, 6.250%, 6/21/50 (a) | 165000 | 160187 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | | **Value** |
|  ***Asset Backed Securities*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trinity Rail Leasing LLC Series 2026-1A, 5.350%, 4/19/56 (a) | 611000 |  | $611224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vantage Data Centers Issuer LLC Series 2024-1A, 5.100%, 9/15/54 (a) | 520000 |  | 511684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vantage Data Centers Jersey Borrower SPV, Ltd. Series 2024-1A, 6.172%, 5/28/39 (a) | 645000 |  | 881716 |
|  Total Asset Backed Securities<br>(Cost $8,631,179) |  |  | **8716166** |
|  ***Foreign Government & Agency Securities – 3.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bundesrepublik Deutschland Bundesanleihe, 1.800%, 8/15/53 (f) | 2605000 | EUR | 2146471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Ottawa Ontario, 2.500%, 5/11/51 | 2390000 | CAD | 1166927 |
| &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 | 635337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary Government International Bond, 5.375%, 9/12/33 (f) | 705000 | EUR | 894485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Romania Government International Bond, 2.000%, 1/28/32 (f) | 1360000 | EUR | 1351944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom Gilt, 1.500%, 7/31/53 (f) | 3665000 | GBP | 2099516 |
|  Total Foreign Government & Agency Securities<br>(Cost $9,329,128) |  |  | **8294680** |
|  ***Senior Floating Rate Interests – 1.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Communication Services – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunrise Financing Partnership Term Loan AAA, 6.099%, (6 mo. USD SOFR CME + 2.470%), 2/15/32 (c) | 210000 |  | 210354 |
|  |  |  | **210354** |
| &nbsp;&nbsp;&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; American Builders & Contractors Supply Co., Inc. 2024 Term Loan B, 5.402%, (1 mo. USD SOFR CME + 1.750%), 1/31/31 (c) | 204079 |  | 205062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Core & Main LP 2024 Term Loan E, 5.654%, (1 mo. USD SOFR CME + 2.000%), 2/9/31 (c) | 279327 |  | 280723 |
|  |  |  | **485785** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Staples – 0.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boels Topholding BV 2026 EUR Repriced Term Loan B, 4.462%, (1 mo. EUR-EURIBOR + 2.500%), 5/23/31 (c) | 344827 | EUR | 406509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Genmab A/S Term Loan B, 6.700%, (3 mo. USD SOFR CME + 3.000%), 12/13/32 (c) | 180375 |  | 181728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp. 2025 Term Loan, 5.652%, (1 mo. USD SOFR CME + 2.000%), 8/1/31 (c) | 351312 |  | 354605 |
|  |  |  | **942842** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financials – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackhawk Network Holdings, Inc. 2026 Term Loan B, 7.152%, (1 mo. USD SOFR CME + 3.500%), 3/12/29 (c) | 167138 |  | 165885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USI, Inc. 2024 Term Loan D, 5.950%, (3 mo. USD SOFR CME + 2.250%), 11/21/29 (c) | 160502 |  | 160865 |
|  |  |  | **326750** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Industrials – 0.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Altium Packaging LLC 2024 Term Loan B, 6.152%, (1 mo. USD SOFR CME + 2.500%), 6/11/31 (c) | 422475 |  | 412969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Proampac PG Borrower LLC 2026 USD Term Loan B, 7.925%, (3 mo. USD SOFR CME + 4.000%), 3/7/33 (c) | 397455 |  | 389108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Van Pool Transportation LLC |  |  |  |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Industrials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2026 Delayed Draw Term Loan 6.962%, (3 mo. USD CME Term SOFR + 2.750%), 8/6/30 (c)(g) | 10572 | $10629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2026 Term Loan 6.450%, (3 mo. USD SOFR CME + 2.750%), 8/6/30 (c) | 214428 | 215567 |
|  |  | **1028273** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Information Technology – 0.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athenahealth Group, Inc. 2022 Term Loan B, 6.402%, (1 mo. USD SOFR CME + 2.750%), 2/15/29 (c) | 344203 | 343428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cotiviti Corp. 2025 2nd Amendment Term Loan, 6.415%, (1 mo. USD SOFR CME + 2.750%), 3/26/32 (c) | 238200 | 219382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zelis Payments Buyer, Inc. Term Loan B, 6.402%, (1 mo. USD SOFR CME + 2.750%), 9/28/29 (c) | 449266 | 444212 |
|  |  | **1007022** |
|  Total Senior Floating Rate Interests<br>(Cost $4,031,537) |  | **4001026** |
|  ***Convertible Bonds – 0.4%*** |  |  |
| &nbsp;&nbsp;&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; Etsy, Inc., 1.000%, 6/15/30 (a) | 160000 | 173280 |
|  |  | **173280** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Health Care – 0.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cytokinetics, Inc., 1.750%, 10/1/31 (a) | 325000 | 415594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Guardant Health, Inc., 1.250%, 2/15/31 | 175000 | 284393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ionis Pharmaceuticals, Inc. 0.00%, 12/1/30 (a) | 158000 | 164221 |
|  |  | **864208** |
|  Total Convertible Bonds<br>(Cost $1,000,629) |  | **1037488** |
|  Total Long Term Investments<br>(Cost $292,174,468) |  | **280183534** |
|  ***Total Investments–108.8%*** (Cost $292,174,468) |  | **280183534** |
|  ***Less Unfunded Loan Commitments*** — ***(0.0)%***\* |  | (10628) |
|  ***Net Investments—108.8%*** (Cost $292,163,896) |  | **280172906** |
|  ***Other Liabilities, less assets – (8.8)%*** |  | (22607257) |
|  ***Net Assets – 100.0%*** |  | $**257565649** |

---

\* Amount is less than 0.05%. 

---

| | |
|:---|:---|
| ^ | 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 April 30, 2026, the aggregate value of these securities was $52,034,643, representing 20.2% of net assets.

(b) Step coupon bond.

(c) 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.

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

(d) Security represents the right to receive only monthly interest payments on an underlying pool of mortgages or
assets. Principal shown is the outstanding par amount of the pool as of the end of the period.

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

(f) 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 April 30, 2026, the aggregate value of these securities is $14,259,802 or 5.5% of the Fund's net assets.

(g) 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 April 30, 2026, the total value of unfunded loan commitments is $10,572.

**Abbreviations** 

AG — Assured Guaranty Inc.

EURIBOR — Euro Interbank Offered Rate

RFUCCT — Refinitiv USD IBOR Consumer Cash Fallbacks Term

SOFR — Secured Overnight Financing Rate Data

TBA — To Be Announced

**Currency Abbreviations** 

CAD — Canadian Dollar

EUR — Euro

GBP — British Pound Sterling

USD — United States Dollar

**At April 30, 2026, the Fund had the following forward currency contracts outstanding.** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Currency Bought | Currency Sold | Counterparty | Settlement<br>Date | Quantity | Value | Unrealized<br>Appreciation<br>(Depreciation) |
|  United States Dollar | Canadian Dollar | BNP Paribas SA | 6/17/26 | 2449000 | $1806475 | $1291 |
|  United States Dollar | Euro Currency | BNP Paribas SA | 5/29/26 | 1413274 | 1660559 | (6305) |
|  United States Dollar | Euro Currency | Deutsche Bank AG | 6/17/26 | 8133000 | 9564208 | (115397) |
|  United States Dollar | Pound Sterling | Westpac Banking Corp. | 6/17/26 | 2693000 | 3664217 | (58705) |
|  |  |  |  |  |  | $(179116) |

---

**At April 30, 2026, the Fund had the following future contracts outstanding.** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Number of Contracts | Notional<br>Amount | Value | Expiration Date | Unrealized<br>Appreciation<br>(Depreciation) |
|  10-Year Australian Bond Futures (Long) | 59 | $4595563 | $4547722 | 6/15/26 | $(47841) |
|  10-Year Canadian Government Bond (Long) | 28 | 2474573 | 2455656 | 6/19/26 | (18917) |
|  Euro-Bund (Long) | 8 | 1171733 | 1177030 | 6/8/26 | 5297 |
|  Euro-Bobl (Short) | 2 | (272332) | (270996) | 6/8/26 | 1336 |
|  Euro-Btp (Short) | 26 | (3557224) | (3569022) | 6/8/26 | (11798) |
|  Euro-Schatz (Short) | 8 | (996514) | (992908) | 6/8/26 | 3606 |
|  |  |  |  |  | $(68317) |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

**At April 30, 2026, the Fund had the following centrally cleared interest rate swap contracts outstanding.** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Description | Counterparty/<br>Exchange | Expiration Date | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br>Notional<br>Amount | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<br>Notional<br>Amount | Value | Upfront<br>Premiums<br>Paid<br>(Received) | Unrealized<br>Appreciation<br>(Depreciation) |
|  Pay Fixed rate annually<br>2.720% Receive Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 9/18/27 | EUR | 2320000 | $(19988) | $(46) | $(19942) |
|  Pay Fixed rate annually<br>2.590% Receive Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 9/18/29 | EUR | 3850000 | (25384) | (57956) | 32572 |
|  Pay Fixed rate annually<br>3.750% Receive Floating rate annually<br>12 month SONIA | Morgan Stanley/LCH | 9/18/54 | GBP | 2410000 | 603671 | 19658 | 584013 |
|  Pay Fixed rate annually<br>2.280% Receive Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 9/18/34 | EUR | 695000 | 28541 | (1538) | 30079 |
|  Pay Fixed rate annually<br>3.000% Receive Floating rate annually<br>6 month CORRA | Morgan Stanley/LCH | 9/18/34 | CAD | 5075000 | 55508 | 4799 | 50709 |
|  Pay Fixed rate annually<br>2.310% Receive Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 9/18/54 | EUR | 2180000 | 357263 | (26088) | 383351 |
|  Receive Fixed rate annually<br>3.750% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/55 | USD | 9605000 | (756216) | (374016) | (382200) |
|  Receive Fixed rate annually<br>4.250% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/45 | USD | 11495000 | 39245 | 454743 | (415498) |
|  Receive Fixed rate annually<br>4.000% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/28 | USD | 15365000 | 81029 | 88005 | (6976) |
|  Pay Fixed rate annually<br>4.060% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/35 | USD | 8695000 | (104161) | (233693) | 129532 |
|  Receive Fixed rate annually<br>3.880% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/27 | USD | 12900000 | 20876 | 545 | 20331 |
|  Receive Fixed rate annually<br>3.780% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/30 | USD | 20920000 | 65167 | 283205 | (218038) |
|  Pay Fixed rate annually<br>3.530% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 9/17/32 | USD | 7405000 | 125514 | 67850 | 57664 |
|  Pay Fixed rate annually<br>2.440% Receive Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 9/17/35 | EUR | 2665000 | 88892 | 66613 | 22279 |
|  Receive Fixed rate annually<br>3.910% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 9/17/45 | USD | 2595000 | (111609) | (77432) | (34177) |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Description | Counterparty/<br>Exchange | Expiration Date | Notional<br>Amount | Notional<br>Amount | Value | Upfront<br>Premiums<br>Paid<br>(Received) | Unrealized<br>Appreciation<br>(Depreciation) |
|  Receive Fixed rate annually<br>2.750% Pay Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 12/17/55 | EUR | 1540000 | (98722) | (93867) | (4855) |
|  Pay Fixed rate annually<br>4.250% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/45 | USD | 1925000 | (6572) | (31248) | 24676 |
|  Pay Fixed rate annually<br>3.370% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/6/31 | USD | 5875000 | 95077 | 58355 | 36722 |
|  Pay Fixed rate annually<br>3.500% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/18/28 | USD | 18425000 | 81199 | 18662 | 62537 |
|  Receive Fixed rate annually<br>3.540% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 4/3/56 | USD | 2140000 | (245224) | (186643) | (58581) |
|  Receive Fixed rate annually<br>3.810% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/18/36 | USD | 3100000 | (35361) | 22420 | (57781) |
|  Pay Fixed rate annually<br>2.530% Receive Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 6/17/28 | EUR | 7525000 | 10222 | (3707) | 13929 |
|  Receive Fixed rate annually<br>4.500% Pay Floating rate annually<br>12 month SONIA | Morgan Stanley/LCH | 9/18/34 | GBP | 125000 | (9489) | (9817) | 328 |
|  Receive Fixed rate annually<br>3.720% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/17/31 | USD | 4250000 | (3169) | (1119) | (2050) |
|  |  |  |  |  |  | $(12315) | $248624 |

---

**At April 30, 2026, the Fund had the following OTC interest rate swap contracts outstanding.** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Rate Type | Rate Type | Rate Type | | | | | |
| Counterparty | Payments made by<br>the Fund | Payments received<br>by the<br>Fund | Expiration Date | Expiration Date | Notional<br>Amount | Value | Upfront<br>Premiums<br>Paid<br>(Received) | Unrealized<br>Appreciation<br>(Depreciation) |
|  Morgan Stanley & Co. International | 2.470% | USCPI |  | 7/10/53 | $2280000 | $(3152) | $- | $(3152) |
|  Morgan Stanley & Co. International | 2.360% | USCPI |  | 5/9/55 | 765000 | 8444 | (4719) | 13163 |
|  |  |  |  |  |  |  | $(4719) | $10011 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2026 (Unaudited)** 

**At April 30, 2026, the Fund had the following OTC total return swap contracts outstanding.** 

---

| | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Pay/Receive<br>Total<br>Return** | **Reference<br>Enitity** | **Floating<br>Rate** | **Payment<br>Frequency** | **Currency** | **Notional<br>Amount** | **Maturity<br>Date** | **Counterparty** | **Value** | **Upfront<br>Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** |
|  Pay | Total<br>Return<br> IBOXX<br>USD<br>Liquid<br>High Yield,<br>Series 1 | 3 month<br>SOFR | Quarterly | USD | 2600000 | 6/20/26 | Morgan<br>Stanley | $43671 | $0 | $43671 |
|  |  |  |  |  |  |  |  |  | $0 | $43671 |

---

**Abbreviations** 

CORRA — Canadian Overnight Repo Rate Average

ESTR — Euro Short-Term Rate

LCH — London Clearing House

SOFR — Secured Overnight Financing Rate Data

SONIA — Sterling Overnight Index Average

USCPI — U.S.A. Consumers Price Index

**Currency Abbreviations** 

CAD — Canadian Dollar

EUR — Euro

GBP — British Pound Sterling

USD — United States Dollar

See Notes to Portfolio of Investments

------

**Domini Impact Bond Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS** 

**April 30, 2026 (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.** The net asset value (or NAV) of each class of shares of the Fund is determined as of the scheduled close of regular trading on the NYSE, normally 4 p.m. Eastern Time, on each day the NYSE is open for trading.

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. In making such valuations, the pricing service utilizes both dealer-supplied valuations and electronic data processing techniques that take into account observable inputs 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 Domini Impact Investments LLC (Domini), the Fund's valuation designee.

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.

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 Domini.

The valuation designee 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 valuation designee'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

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 valuation designee'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.

------

**Domini Impact Bond Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS** 

**April 30, 2026 (Unaudited)** 

The following is a summary of the inputs used, as of April 30, 2026, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  **Assets:** |  |  |  |  |
|  **Long Term Investments in Securities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage Backed Securities | $- | $99704474 | $- | $99704474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds and Notes |  | 79189684 |  | 79189684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Agency Obligations |  | 66479228 |  | 66479228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 12760788 |  | 12760788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Securities |  | 8716166 |  | 8716166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government & Agency Securities |  | 8294680 |  | 8294680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Senior Floating Rate Interests |  | 4001026 |  | 4001026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds |  | 1037488 |  | 1037488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Long Term Investments | $- | $280183534 | $- | $280183534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Investment in Securities** | $**-** | $**280183534** | $**-** | $**280183534** |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 1291 |  | 1291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 10239 |  | 10239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Return Swap - OTC |  | 43671 |  | 43671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - CCP |  | 1448722 |  | 1448722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - OTC |  | 8444 |  | 8444 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loans |  | 56 |  | 56 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Other Financial Instruments** | $**-** | $**1512423** | $**-** | $**1512423** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1 | Level 2 | Level 3 | Total |
|  **Liabilities:** |  |  |  |  |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | $- | $(180407) | $- | $(180407) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | (78556) |  | (78556) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - CCP |  | (1200098) |  | (1200098) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - OTC |  | (3152) |  | (3152) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Other Financial Instruments** | $**-** | $**(1462213)** | $**-** | $**(1462213)** |

---

## 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:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $307705130.04

**Total Liabilities:** $50505369.13

**Net Assets:** $257199760.91

**Delayed Delivery Securities:** $31741186.21

**Cash Not Reported:** $6282880.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 365.103191052418 | **1-Year:** 7673.429477160954 | **5-Year:** 35203.057826880270 | **10-Year:** 52266.840328706469 | **30-Year:** 14149.546554338615

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

- **3-Month:** 42.639833809683 | **1-Year:** 1701.563548348118 | **5-Year:** 4115.835958356476 | **10-Year:** 899.888116062939 | **30-Year:** 321.308733706676

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009468 | 1.63%                | -1.85%               | 0.25%                |
| Class ID C000110199 | 1.76%                | -1.84%               | 0.28%                |
| Class ID C000200994 | 1.65%                | -1.83%               | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $138413.04               | $2794765.40                                |
| Month 2  | $27051.14                | $-5305908.79                               |
| Month 3  | $88109.27                | $77920.98                                  |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BNP PARIBAS                                                                              | BNP PARIBAS                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1291.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                         | DEUTSCHE BANK AG                                                                                              | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-115396.97   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | BNP PARIBAS                                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-6305.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                              | WESTPAC BANKING CORPORATION                                                                                   | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-58704.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| AFRICELL HOLDING LTD                                                                     | AFRCEL 10.5 10/23/29 144A                                                                                     | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |    835000 | PA      | $841122.87    | 0.33%             | 2029-10-23      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                                   | SUMIAL 3.625 12/01/27                                                                                         | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494329.70    | 0.19%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                          | ADC 2021-1A A2                                                                                                | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    660000 | PA      | $654957.93    | 0.25%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                          | ADC 2022-1A A2                                                                                                | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $540482.06    | 0.21%             | 2047-10-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                   | FFCB 3.43 04/06/45                                                                                            | CUSIP: 3133EEWR7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1000000 | PA      | $767383.67    | 0.30%             | 2045-04-06      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                   | FFCB 2.78 11/02/37                                                                                            | CUSIP: 3133EGC52<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1800000 | PA      | $1478155.63   | 0.57%             | 2037-11-02      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                   | FFCB 3.66 03/07/44                                                                                            | CUSIP: 3133EJFF1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    974000 | PA      | $787346.11    | 0.31%             | 2044-03-07      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                                   | FFCB 2.625 10/15/49                                                                                           | CUSIP: 3133EK2P0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3250000 | PA      | $2079328.23   | 0.81%             | 2049-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K114                        | FHMS K114 X1                                                                                                  | CUSIP: 3137FVNJ7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2307737 | PA      | $89959.52     | 0.03%             | 2030-06-25      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS KSG1 X1                                                                                                  | CUSIP: 3137FXLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3940737 | PA      | $153763.62    | 0.06%             | 2030-09-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMR 2021-P011 X1                                                                                             | CUSIP: 3137H2NR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2040696 | PA      | $210495.09    | 0.08%             | 2045-09-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS KG06 X1                                                                                                  | CUSIP: 3137H4C73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2289990 | PA      | $54773.59     | 0.02%             | 2031-10-25      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K-160 A2                                                                                                 | CUSIP: 3137HASK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3270526 | PA      | $3267390.55   | 1.27%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K-162 A2                                                                                                 | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1500000 | PA      | $1556531.70   | 0.61%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AI7951                                                                                                     | CUSIP: 3138AMZR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4895 | PA      | $4847.33      | 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        |     10303 | PA      | $10026.29     | 0.00%             | 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        |     11353 | PA      | $11263.43     | 0.00%             | 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        |      9530 | PA      | $9728.93      | 0.00%             | 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        |     24683 | PA      | $24462.40     | 0.01%             | 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        |     35562 | PA      | $34533.02     | 0.01%             | 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        |     14287 | PA      | $14042.89     | 0.01%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                           | MSFT 3.041 03/17/62                                                                                           | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1213950.36   | 0.47%             | 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        |    475000 | PA      | $443726.48    | 0.17%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA                                                       | TIGO 7.375 04/02/32 144A                                                                                      | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $414202.00    | 0.16%             | 2032-04-02      | Fixed         | 7.38%                 | 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      | $595543.08    | 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      | $887054.53    | 0.34%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                                 | MSRM 2025-SPL1 A1                                                                                             | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    467132 | PA      | $455364.12    | 0.18%             | 2065-02-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                                                           | SILAMX 6 11/25/29 144A                                                                                        | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   1195000 | PA      | $1223727.80   | 0.48%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                                | XYZ 6.5 05/15/32                                                                                              | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713715.55    | 0.28%             | 2032-05-15      | Fixed         | 6.50%                 | 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      | $569815.33    | 0.22%             | 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      | $1480065.78   | 0.58%             | 2041-02-12      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS IV ISSUER LLC                                                             | SNVA 2020-AA A                                                                                                | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    604404 | PA      | $534972.61    | 0.21%             | 2047-06-20      | Fixed         | 2.98%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HELIOS V ISSUER LLC                                                              | SNVA 2021-A A                                                                                                 | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172924 | PA      | $128265.73    | 0.05%             | 2048-02-20      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| SUNNOVA HESTIA II ISSUER LLC                                                             | SNVA 2024-GRID1 1A                                                                                            | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115527 | PA      | $111446.47    | 0.04%             | 2051-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                            | SUTHEA 5.537 08/15/35 2025                                                                                    | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    390000 | PA      | $403173.28    | 0.16%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TELECOM ARGENTINA SA                                                                     | TECOAR 8.5 01/20/36 144A                                                                                      | CUSIP: 879273AW0<br>LEI: 549300MKPIRSJD8SB782 | Long             | DBT              | CORP              | AR        |    545000 | PA      | $563639.00    | 0.22%             | 2036-01-20      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1                                                    | TSET 2024-1A A2                                                                                               | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848484 | PA      | $850670.09    | 0.33%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST 2024-1                                                    | TSET 2024-1A C                                                                                                | CUSIP: 88164AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $160186.70    | 0.06%             | 2050-06-21      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUST 2025-TWR                                                 | TEXAS 2025-TWR A                                                                                              | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $648751.35    | 0.25%             | 2042-04-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUST 2025-TWR                                                 | TEXAS 2025-TWR B                                                                                              | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $384122.12    | 0.15%             | 2042-04-15      | Floating      | 5.25%                 | Yes           |                  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      | $597880.12    | 0.23%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TORONTO (ON), CITY OF                                                                    | TRNT 2.6 09/24/39                                                                                             | CUSIP: 891288DT6<br>LEI: 54930037NB6NXS8EKP78 | Long             | DBT              | MUN               | CA        |   1060000 | PA      | $635336.70    | 0.25%             | 2039-09-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JUNIOR UNIVERSITY (THE)                                                  | STNFRD 4.249 05/01/54                                                                                         | CUSIP: 09659DAA4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $957901.97    | 0.37%             | 2054-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP V5.906 11/19/35 144A                                                                                      | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1640000 | PA      | $1664669.70   | 0.65%             | 2035-11-19      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP LP                                                      | BDN 4.55 10/01/29                                                                                             | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465428.10    | 0.18%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRIDGE HOUSING CORP                                                                      | BRDGHS 5.321 07/15/35                                                                                         | CUSIP: 10806CAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $388727.70    | 0.15%             | 2035-07-15      | Fixed         | 5.32%                 | 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      | $1513498.47   | 0.59%             | 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      | $1182084.96   | 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      | $715310.88    | 0.28%             | 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      | $393656.13    | 0.15%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                             | CHTR 4.5 06/01/33 144A                                                                                        | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $275235.41    | 0.11%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-2                                                              | CHNGE 2022-2 A1                                                                                               | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414946 | PA      | $407731.13    | 0.16%             | 2067-03-25      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA PUBLIC FINANCE AUTHORITY (CA)                                                 | CA CASGEN 5.4 11/15/2031                                                                                      | CUSIP: 13057EKC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $512843.75    | 0.20%             | 2031-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                                     | CHTR 6.484 10/23/45                                                                                           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1844471.40   | 0.72%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2023-2                                                              | CHNGE 2023-2 A1                                                                                               | CUSIP: 169926AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140139 | PA      | $139809.08    | 0.05%             | 2058-06-25      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V4.412 03/31/31                                                                                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741963.10    | 0.29%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                            | C V2.561 05/01/32                                                                                             | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449394.66    | 0.17%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                            | CWENA 3.75 02/15/31 144A                                                                                      | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252798.38    | 0.10%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                                 | EIB 0.75 09/23/30                                                                                             | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | LU        |  12910000 | PA      | $11239055.34  | 4.37%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FREMF 2012-KF01 MORTGAGE TRUST                                                           | FREMF 2018-K154 B                                                                                             | CUSIP: 302968AE2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     67000 | PA      | $58739.40     | 0.02%             | 2032-11-25      | Variable      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                         | FREMF 2018-K77 B                                                                                              | CUSIP: 30296VAS0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   1070000 | PA      | $1055504.71   | 0.41%             | 2028-05-25      | Variable      | 4.16%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2012-KF01 MORTGAGE TRUST                                                           | FREMF 2018-KW07 B                                                                                             | CUSIP: 30297NAE8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    461000 | PA      | $422813.34    | 0.16%             | 2028-09-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2020-K104 MORTGAGE TRUST                                                           | FREMF 2020-K104 B                                                                                             | CUSIP: 302984AS8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    520000 | PA      | $497473.86    | 0.19%             | 2030-01-25      | Variable      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2019-K97 MORTGAGE TRUST                                                            | FREMF 2019-K97 C                                                                                              | CUSIP: 30298PAU6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    204000 | PA      | $195554.16    | 0.08%             | 2029-08-25      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2017-K67 MORTGAGE TRUST                                                            | FREMF 2017-K67 B                                                                                              | CUSIP: 30300YAS8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     85000 | PA      | $84181.08     | 0.03%             | 2049-09-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2017-K67 MORTGAGE TRUST                                                            | FREMF 2017-K67 C                                                                                              | CUSIP: 30300YAU3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    100000 | PA      | $98548.16     | 0.04%             | 2049-09-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2017-K65 MORTGAGE TRUST                                                            | FREMF 2017-K65 B                                                                                              | CUSIP: 30302XAE9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    155000 | PA      | $154101.99    | 0.06%             | 2050-07-25      | Variable      | 4.23%                 | 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      | $88824.79     | 0.03%             | 2049-10-25      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AS3608                                                                                                     | CUSIP: 3138WDAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61286 | PA      | $54182.80     | 0.02%             | 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        |      6778 | PA      | $6518.25      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AY3370                                                                                                     | CUSIP: 3138YGW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91531 | PA      | $79612.71     | 0.03%             | 2045-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 745044                                                                                                     | CUSIP: 31403CWD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8924 | PA      | $8854.02      | 0.00%             | 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        |     69757 | PA      | $73155.11     | 0.03%             | 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        |    272963 | PA      | $254028.22    | 0.10%             | 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        |     20585 | PA      | $18444.84     | 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        |    402436 | PA      | $361501.81    | 0.14%             | 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        |     16291 | PA      | $15525.93     | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN MA0949                                                                                                     | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23466 | PA      | $23000.89     | 0.01%             | 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        |     33887 | PA      | $33432.86     | 0.01%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AD1649                                                                                                     | CUSIP: 31418NZP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12295 | PA      | $11870.43     | 0.00%             | 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        |      4966 | PA      | $4785.91      | 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        |     28334 | PA      | $27337.56     | 0.01%             | 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        |     13006 | PA      | $12564.79     | 0.00%             | 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        |      9599 | PA      | $9250.80      | 0.00%             | 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        |     23126 | PA      | $22284.02     | 0.01%             | 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        |      8699 | PA      | $8385.53      | 0.00%             | 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        |     66550 | PA      | $64155.50     | 0.02%             | 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        |      7246 | PA      | $6985.39      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY DIVISION                                                         | FREMF 2017-K66 B                                                                                              | CUSIP: 35708QAU7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    136000 | PA      | $134930.51    | 0.05%             | 2050-08-25      | Variable      | 4.17%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2017-K71 MORTGAGE TRUST                                                            | FREMF 2017-K71 B                                                                                              | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    220000 | PA      | $216107.30    | 0.08%             | 2050-11-25      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                         | FREMF 2017-K71 C                                                                                              | CUSIP: 35708WAU4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     65000 | PA      | $63747.75     | 0.02%             | 2050-11-25      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FRETE 2021-ML12 TRUST                                                                    | FRETE 2021-ML12 XUS                                                                                           | CUSIP: 35833TAB1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1142253 | PA      | $99444.53     | 0.04%             | 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        |    145554 | PA      | $138885.33    | 0.05%             | 2066-08-25      | Variable      | 2.35%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2 MA8948                                                                                                     | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    799797 | PA      | $812054.92    | 0.32%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                               | GMABDC 6.25 12/15/32 144A                                                                                     | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $205365.00    | 0.08%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Genmab A/S                                                                               | Genmab A/S Term Loan B 300 2032-11-05                                                                         | CUSIP: 37231EAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | LON              | CORP              | US        |    180375 | PA      | $181727.81    | 0.07%             | 2032-11-05      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| ZORLU ENERJI ELEKTRIK UERETIM AS                                                         | ZOREN 11 04/23/30 144A                                                                                        | CUSIP: 98977LAA4<br>LEI: 7890005B5CSNL39OYO75 | Long             | DBT              | CORP              | TR        |    370000 | PA      | $329398.93    | 0.13%             | 2030-04-23      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| ROMANIA, REPUBLIC OF - MINISTRY OF FINANCE                                               | ROMANI 2 01/28/32 REGS                                                                                        | CUSIP: X7360WBC5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1360000 | PA      | $1351943.99   | 0.53%             | 2032-01-28      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CANARY WHARF GROUP INVESTMENT HOLDINGS PLC                                               | CWHARF 3.375 04/23/28 REGS                                                                                    | CUSIP: G1R07CAB4<br>LEI: 2138002C1D5FMEDILF18 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $258241.27    | 0.10%             | 2028-04-23      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                     | BAC V0.583 08/24/28 EMTN                                                                                      | CUSIP: U0662LEH8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    560000 | PA      | $636292.93    | 0.25%             | 2028-08-24      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2017-K69 MORTGAGE TRUST                                                            | FREMF 2017-K69 C                                                                                              | CUSIP: 30305KAJ3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     40000 | PA      | $39155.53     | 0.02%             | 2049-10-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2018-KF85 MORTGAGE TRUST                                                           | FREMF 2018-K85 C                                                                                              | CUSIP: 30308KAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    550000 | PA      | $539728.20    | 0.21%             | 2050-12-25      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2019-K95 MORTGAGE TRUST                                                            | FREMF 2019-K95 B                                                                                              | CUSIP: 30311MAS1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    500000 | PA      | $487646.50    | 0.19%             | 2052-08-25      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2019-K95 MORTGAGE TRUST                                                            | FREMF 2019-K95 C                                                                                              | CUSIP: 30311MAU6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    307000 | PA      | $296375.74    | 0.12%             | 2052-08-25      | Variable      | 4.05%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2019-K100 MORTGAGE TRUST                                                           | FREMF 2019-K100 C                                                                                             | CUSIP: 30313PAU7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    700000 | PA      | $662726.19    | 0.26%             | 2029-09-25      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2019-K99 MORTGAGE TRUST                                                            | FREMF 2019-K99 B                                                                                              | CUSIP: 30314FAA2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    565000 | PA      | $539977.00    | 0.21%             | 2029-09-25      | Variable      | 3.76%                 | 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      | $500421.65    | 0.19%             | 2029-11-25      | Variable      | 3.58%                 | Yes           |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS INC                                                            | FARMCB V7.75 PERP                                                                                             | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |   1150000 | PA      | $1199727.30   | 0.47%             | 2500-12-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G01779                                                                                                     | CUSIP: 31283H6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6274 | PA      | $6343.22      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G30614                                                                                                     | CUSIP: 3128CUVF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48941 | PA      | $48091.92     | 0.02%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G01828                                                                                                     | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31964 | PA      | $31816.92     | 0.01%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A97047                                                                                                     | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19933 | PA      | $19799.67     | 0.01%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A12413                                                                                                     | CUSIP: 31296LVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5495 | PA      | $5551.09      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A37619                                                                                                     | CUSIP: 31297TPC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47121 | PA      | $46806.86     | 0.02%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FH 849167                                                                                                     | CUSIP: 31300MFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21079 | PA      | $21757.59     | 0.01%             | 2043-10-01      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2025-2                                                     | LBZZ 2025-2A A2                                                                                               | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    671171 | PA      | $673808.98    | 0.26%             | 2030-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Lifespan Mass Fall River Inc. / Lifespan Mass Taunton Inc.                               | BRNUHS 5.05 02/15/30 2025                                                                                     | CUSIP: 53229UAA5<br>LEI: I9TGZUV477HZIKUP0045 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471816.72    | 0.18%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lifespan Mass Fall River Inc. / Lifespan Mass Taunton Inc.                               | BRNUHS 4.65 05/15/31                                                                                          | CUSIP: 53229UAB3<br>LEI: I9TGZUV477HZIKUP0045 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328573.10    | 0.13%             | 2031-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LIMAK YENILENEBILIR ENERJI AS                                                            | LIMYEN 9.625 08/12/30 144A                                                                                    | CUSIP: 53263MAA0<br>LEI: 789000WFO2FHRONHFN18 | Long             | DBT              | CORP              | TR        |    575000 | PA      | $575200.64    | 0.22%             | 2030-08-12      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                          | ADC 2023-1A A2                                                                                                | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280000 | PA      | $280739.98    | 0.11%             | 2048-08-17      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA-15YR                                                                                                     | CUSIP: 01F020455<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1009044.06   | 0.39%             | 2041-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA-30YR                                                                                                     | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3200000 | PA      | $2561159.26   | 1.00%             | 2056-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA-30YR                                                                                                     | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1125000 | PA      | $942204.76    | 0.37%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA-30YR                                                                                                     | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1400000 | PA      | $1313101.76   | 0.51%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMA-30YR                                                                                                     | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16940000 | PA      | $17026912.36  | 6.62%             | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co                                                | American Builders & Contractors Supply Co Term Loan B 200 2031-01-20                                          | CUSIP: 02474RAJ2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |    204079 | PA      | $205061.45    | 0.08%             | 2031-01-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-10                                                         | AOMT 2022-5 A1                                                                                                | CUSIP: 03464HAA3<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-O            | CORP              | US        |   1234214 | PA      | $1230741.24   | 0.48%             | 2067-05-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                                | AAPL 2.65 05/11/50                                                                                            | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $949718.17    | 0.37%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                                | AAPL 4.1 08/08/62                                                                                             | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1094486.07   | 0.43%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH ALLIANCE                                                                | ASCHEA 4.923 11/15/35 2025                                                                                    | CUSIP: 04351LAE0<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172931.14    | 0.07%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| athenahealth                                                                             | athenahealth Term Loan B 300 2029-02-01                                                                       | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |    344203 | PA      | $343428.45    | 0.13%             | 2029-02-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                                   | AXASA 8.6 12/15/30                                                                                            | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $463553.94    | 0.18%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENERJI AS                                                            | AYDEMT 9.875 09/30/30 144A                                                                                    | CUSIP: 054644AB5<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |    640000 | PA      | $648890.73    | 0.25%             | 2030-09-30      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| AXIAN TELECOM HOLDING AND MANAGEMENT PLC                                                 | AXNTLC 7.25 07/11/30 144A                                                                                     | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |    855000 | PA      | $863477.56    | 0.34%             | 2030-07-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP V5.876 01/14/31 144A                                                                                   | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    770000 | PA      | $794264.47    | 0.31%             | 2031-01-14      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BWAY 2013-1515 MORTGAGE TRUST                                                            | BWAY 2013-1515 A2                                                                                             | CUSIP: 05604FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    801608 | PA      | $766273.15    | 0.30%             | 2033-03-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-VLT5                                                   | BX 2024-VLT5 A                                                                                                | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999068.60    | 0.39%             | 2046-11-16      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                                | BKIR V5.601 03/20/30 144A                                                                                     | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1240000 | PA      | $1271370.08   | 0.49%             | 2030-03-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FNMAP 0 07/15/37 PRIN                                                                                         | CUSIP: 31358DJP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   9000000 | PA      | $5290521.75   | 2.06%             | 2037-07-15      | None          | 0.00%                 | 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      | $7032242.00   | 2.73%             | 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      | $4784873.55   | 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        |     22497 | PA      | $23249.70     | 0.01%             | 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        |     14116 | PA      | $14051.91     | 0.01%             | 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        |   1029642 | PA      | $828802.38    | 0.32%             | 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        |    157240 | PA      | $150129.03    | 0.06%             | 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      | $778482.75    | 0.30%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN 310229                                                                                                     | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    360726 | PA      | $340678.89    | 0.13%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K119                        | FHMS K119 X1                                                                                                  | CUSIP: 3137F6GV3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   4845573 | PA      | $163260.94    | 0.06%             | 2030-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K740 X1                                                                                                  | CUSIP: 3137F72D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1236782 | PA      | $9530.14      | 0.00%             | 2027-09-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS Q014 X                                                                                                   | CUSIP: 3137F72J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1890519 | PA      | $266008.91    | 0.10%             | 2055-10-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K122 X1                                                                                                  | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    353794 | PA      | $11627.95     | 0.00%             | 2030-11-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K121 X1                                                                                                  | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    638619 | PA      | $23410.36     | 0.01%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS KG04 X1                                                                                                  | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2369694 | PA      | $72967.63     | 0.03%             | 2030-11-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FHMS K124 X1                                                                                                  | CUSIP: 3137F9YZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1447130 | PA      | $40445.25     | 0.02%             | 2030-12-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS KG05 X1                                                                                                  | CUSIP: 3137FFXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   2451377 | PA      | $29881.31     | 0.01%             | 2031-01-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2019-K103                        | FHMS K103 X1                                                                                                  | CUSIP: 3137FQKQ5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   8593864 | PA      | $170675.86    | 0.07%             | 2029-11-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHR 4961 JB                                                                                                   | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    127634 | PA      | $117193.76    | 0.05%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2024-1                                                           | MSAIC 2024-1A A                                                                                               | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87691 | PA      | $84021.97     | 0.03%             | 2049-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2025-1                                                           | MSAIC 2025-1A A                                                                                               | CUSIP: 61945HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268299 | PA      | $266212.76    | 0.10%             | 2050-08-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2020-2                                                           | MSAIC 2020-2A A                                                                                               | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77649 | PA      | $65626.65     | 0.03%             | 2046-08-20      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                     | NHPFDN 5.85 12/01/28                                                                                          | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $822446.09    | 0.32%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                                            | CWENA 5.75 01/15/34 144A                                                                                      | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30021.36     | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COLORADO HEALTH FACILITIES AUTHORITY (CO)                                                | CO COSMED 4.48 12/01/2040                                                                                     | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    940000 | PA      | $820156.49    | 0.32%             | 2040-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVERSITY (NY)                                                                 | COLUNV 4.355 10/01/35 2024                                                                                    | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |    995000 | PA      | $961949.91    | 0.37%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II LLC                                                        | CMPDC 2024-2A A1                                                                                              | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $339907.66    | 0.13%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                                             | CAS 2021-R01 1B1                                                                                              | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    510000 | PA      | $515081.13    | 0.20%             | 2041-10-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CONSERVATION FUND (THE)                                                                  | CONSFD 3.474 12/15/29 2019                                                                                    | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $763759.88    | 0.30%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Altium Packaging (fka Consolidated Container Company)                                    | Altium Packaging (fka Consolidated Container Company) Term Loan B 250 2031-05-27                              | CUSIP: 20902CAX8<br>LEI: 549300FG8OPBIML5F686 | Long             | LON              | CORP              | US        |    422475 | PA      | $412969.31    | 0.16%             | 2031-05-27      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| BREMEN COMMUNITY HIGH SCHOOL DISTRICT N.228 (IL)                                         | IL COOSCD 5.02 12/01/2041                                                                                     | CUSIP: 215813HU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $418300.35    | 0.16%             | 2041-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE 2020-4 TRUST                                                   | CAFL 2020-4 C                                                                                                 | CUSIP: 21873AAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $93515.80     | 0.04%             | 2052-12-17      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                                       | CORNLU 4.169 06/15/30 2025                                                                                    | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1028186.71   | 0.40%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2-30YR-Multi                                                                                                 | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2900000 | PA      | $2386753.71   | 0.93%             | 2056-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2-30YR-Multi                                                                                                 | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2200000 | PA      | $1884815.00   | 0.73%             | 2056-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2-30YR-Multi                                                                                                 | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3400000 | PA      | $3073945.30   | 1.20%             | 2056-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | G2-30YR-Multi                                                                                                 | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1600000 | PA      | $1543250.00   | 0.60%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                             | Cotiviti Inc Term Loan B (Incremental) 275 2032-02-06                                                         | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    238200 | PA      | $219382.20    | 0.09%             | 2032-02-06      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA LONDON BRANCH                                                         | ACAFP 4.125 01/10/27 144A                                                                                     | CUSIP: 22535WAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $999629.31    | 0.39%             | 2027-01-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CYTOKINETICS INC                                                                         | CYTK 1.75 10/01/31                                                                                            | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |    325000 | PA      | $415593.75    | 0.16%             | 2031-10-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 2016-SFC MORTGAGE TRUST                                                            | DBJPM 2020-C9 XA                                                                                              | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    495697 | PA      | $19374.81     | 0.01%             | 2053-08-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                                  | DAR 6 06/15/30 144A                                                                                           | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363350.88    | 0.14%             | 2030-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BE4435                                                                                                     | CUSIP: 3140FP4V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504611 | PA      | $454438.94    | 0.18%             | 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        |    197363 | PA      | $177185.61    | 0.07%             | 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        |    150709 | PA      | $139303.23    | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN BV1907                                                                                                     | CUSIP: 3140MFDM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2376200 | PA      | $2030237.23   | 0.79%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING 2022 LLC                                                            | TRL 2026-1A A                                                                                                 | CUSIP: 89657MAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611000 | PA      | $611223.63    | 0.24%             | 2056-04-19      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| NEXT PROPERTIES (TRUST 2401)                                                             | NEXTPR 7.375 02/13/34 144A                                                                                    | CUSIP: 89834MAC0<br>LEI: 254900QDKZ8ZURT6FD83 | Long             | DBT              | CORP              | MX        |    605000 | PA      | $658342.85    | 0.26%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                                          | PRKAV 2017-245P A                                                                                             | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $789916.64    | 0.31%             | 2037-06-05      | Fixed         | 3.51%                 | Yes           |                  2 | On Loan: No      |
| 280 PARK AVENUE TRUST                                                                    | PRK 2017-280P E                                                                                               | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    228000 | PA      | $225263.98    | 0.09%             | 2034-09-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CESKA SPORITELNA AS                                                                      | CESSPO V0.5 09/13/28 EMTN                                                                                     | CUSIP: X11631BU5<br>LEI: 9KOGW2C2FCIOJQ7FF485 | Long             | DBT              | CORP              | CZ        |   1200000 | PA      | $1356484.14   | 0.53%             | 2028-09-13      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| MBANK SA                                                                                 | MBKPW V0.966 09/21/27 EMTN                                                                                    | CUSIP: X521A6AL8<br>LEI: 259400DZXF7UJKK2AY35 | Long             | DBT              | CORP              | PL        |    600000 | PA      | $700609.02    | 0.27%             | 2027-09-21      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                            | SOLEIN 5.375 10/01/29 REGs                                                                                    | CUSIP: U68195AC7<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    125000 | PA      | $139022.14    | 0.05%             | 2029-10-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                            | SOLEIN 3.875 10/01/28 REGS                                                                                    | CUSIP: U68195AD5<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    115000 | PA      | $132967.83    | 0.05%             | 2028-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                                                               | GRFSM 3.875 10/15/28 REGS                                                                                     | CUSIP: E57009AB3<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    165000 | PA      | $191280.65    | 0.07%             | 2028-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED KINGDOM - THE LORD COMMISSIONERS OF HER MAJESTY'S TREASURY DEBT MANAGEMENT OFFICE | UKT 1.5 07/31/53                                                                                              | CUSIP: G4527HWA5<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   3665000 | PA      | $2099515.93   | 0.82%             | 2053-07-31      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                           | BNP V4.375 01/13/29 EMTN                                                                                      | CUSIP: F105CUP54<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1196194.89   | 0.47%             | 2029-01-13      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BUNDESREPUBLIK DEUTSCHLAND - BUNDESMINISTERIUM DER FINANZEN                              | DBR 1.8 08/15/53 G                                                                                            | CUSIP: D2R8H4HZ5<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   2605000 | PA      | $2146471.29   | 0.83%             | 2053-08-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY, REPUBLIC OF - MINISTRY OF FINANCE                                               | REPHUN 5.375 09/12/33 10Y                                                                                     | CUSIP: X93622GQ9<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    705000 | PA      | $894484.42    | 0.35%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS JERSEY BORROWER SPV LTD                                             | VDCUK 2024-1A A2                                                                                              | CUSIP: N/A<br>LEI: 213800S5S638C9IBQ379       | Long             | ABS-O            | CORP              | JE        |    645000 | PA      | $881716.53    | 0.34%             | 2039-05-28      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| HTA GROUP LTD                                                                            | HLSTWR 7.5 06/04/29 REGS                                                                                      | CUSIP: V4256BAE4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    250000 | PA      | $257587.39    | 0.10%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PICARD GROUPE SAS                                                                        | PICSUR 6.375 07/01/29 REGS                                                                                    | CUSIP: F7S98MAG8<br>LEI: 969500C0PA29TV19CT55 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121511.75    | 0.05%             | 2029-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CPI PROPERTY GROUP SA                                                                    | CPIPGR 6 01/27/32 EMTN                                                                                        | CUSIP: L36807BH4<br>LEI: 222100CO2ZOTEPGJO223 | Long             | DBT              | CORP              | LU        |    305000 | PA      | $353241.86    | 0.14%             | 2032-01-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP V3.875 02/26/36 EMTN                                                                                   | CUSIP: F1883JKT8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $692846.39    | 0.27%             | 2036-02-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                       | ACAFP 3.75 05/27/35 EMTN                                                                                      | CUSIP: F227AWQW4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $576358.34    | 0.22%             | 2035-05-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DARLING GLOBAL FINANCE BV                                                                | DAR 4.5 07/15/32 144A                                                                                         | CUSIP: N/A<br>LEI: 724500R2BQXOR6YG2Y67       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $118390.25    | 0.05%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WLB ASSET VII PTE LTD                                                                    | WLBVII 5.88 07/30/29 144A                                                                                     | CUSIP: N/A<br>LEI: 254900606PGU4UDQPS56       | Long             | DBT              | CORP              | MU        |    675250 | PA      | $674205.14    | 0.26%             | 2029-07-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                            | SOLEIN 6.125 02/15/33 144A                                                                                    | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    140000 | PA      | $162772.49    | 0.06%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Boels Technology BV                                                                      | Boels Technology BV                                                                                           | CUSIP: 02052FAB5<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    344828 | PA      | $406508.96    | 0.16%             | 2031-05-24      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G01837                                                                                                     | CUSIP: 3128LXBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     45245 | PA      | $45875.77     | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G01838                                                                                                     | CUSIP: 3128LXBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7457 | PA      | $7538.89      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G02424                                                                                                     | CUSIP: 3128M4AZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28904 | PA      | $29858.75     | 0.01%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G04997                                                                                                     | CUSIP: 3128M63E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27015 | PA      | $27392.03     | 0.01%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG J20118                                                                                                     | CUSIP: 31306XDX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2848 | PA      | $2822.63      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FHLB 3.315 11/13/35                                                                                           | CUSIP: 3130A6RM1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6480000 | PA      | $5886716.41   | 2.29%             | 2035-11-13      | Fixed         | 3.31%                 | 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      | $4927905.05   | 1.92%             | 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      | $2930707.89   | 1.14%             | 2027-02-26      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD3512                                                                                                     | CUSIP: 3132DQ3V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2435698 | PA      | $2502427.32   | 0.97%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD5316                                                                                                     | CUSIP: 3132DS3Z3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2329511 | PA      | $2388969.90   | 0.93%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8324                                                                                                     | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1849929 | PA      | $1866884.18   | 0.73%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FR SD8362                                                                                                     | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1894454 | PA      | $1911446.19   | 0.74%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD3684                                                                                                     | CUSIP: 3132E0CV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1085611 | PA      | $1049502.37   | 0.41%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG Z40004                                                                                                     | CUSIP: 3132FCAD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5034 | PA      | $5271.57      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                 | GNR 2019-132 NZ                                                                                               | CUSIP: 38381Y5R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    404789 | PA      | $275842.58    | 0.11%             | 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      | $1090080.96   | 0.42%             | 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        |    669833 | PA      | $453179.16    | 0.18%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRACE TRUST 2020-GRCE                                                                    | GRACE 2020-GRCE A                                                                                             | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $826892.74    | 0.32%             | 2040-12-12      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| GUARDANT HEALTH INC                                                                      | GH 1.25 02/15/31                                                                                              | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    175000 | PA      | $284392.50    | 0.11%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Core & Main (fka HD Supply Waterworks)                                                   | Core & Main (fka HD Supply Waterworks) Term Loan B 200 2031-02-01                                             | CUSIP: 40416VAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    279327 | PA      | $280723.33    | 0.11%             | 2031-02-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                                            | HLSTWR 6.75 04/01/31 144A                                                                                     | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    230000 | PA      | $234269.92    | 0.09%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                                | HASI 6.375 07/01/34                                                                                           | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $614742.01    | 0.24%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                                | HASI 6 03/15/36                                                                                               | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641217.24    | 0.25%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                       | HASI 3.75 09/15/30 144A                                                                                       | CUSIP: 418751AD5<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185318.74    | 0.07%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| HENRY J KAISER FAMILY FOUNDATION (THE)                                                   | KFFORG 4.214 12/01/30 2025                                                                                    | CUSIP: 426767AC3<br>LEI: 4CMPMZ2TOE77XRTFWV21 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1268792.87   | 0.49%             | 2030-12-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                        | HOWUNI 2.657 10/01/26 2020                                                                                    | CUSIP: 442851AH4<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99232.50     | 0.04%             | 2026-10-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                        | HOWUNI 3.476 10/01/41 2020                                                                                    | CUSIP: 442851AY7<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    865000 | PA      | $679180.98    | 0.26%             | 2041-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                                                  | MAD 2025-11MD B                                                                                               | CUSIP: 55616AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $339909.63    | 0.13%             | 2042-10-17      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND HEALTH & HIGHER EDUCATIONAL FACILITIES AUTHORITY (MD)                           | MD MDSMED 3.97 07/01/2027                                                                                     | CUSIP: 574218X32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    205000 | PA      | $204957.07    | 0.08%             | 2027-07-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY (MA)                                       | MA MASEDU 2.31 07/01/2029                                                                                     | CUSIP: 57563RRW1<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $941601.70    | 0.37%             | 2029-07-01      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY (MA)                                       | MA MASEDU 2.64 07/01/2037                                                                                     | CUSIP: 57563RRZ4<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    455000 | PA      | $401124.54    | 0.16%             | 2037-07-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY (MA)                                       | MA MASEDU 5.46 07/01/2033                                                                                     | CUSIP: 57563RTL3<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    600000 | PA      | $605599.02    | 0.24%             | 2033-07-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY (MA)                                       | MA MASEDU 6.07 07/01/2033                                                                                     | CUSIP: 57563RTW9<br>LEI: 5493007K5OP7V6CL0Y88 | Long             | DBT              | MUN               | US        |    175000 | PA      | $181231.30    | 0.07%             | 2033-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY (MA)                                            | MA MASDEV 4 10/01/2027                                                                                        | CUSIP: 57584X4J7<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100124.67    | 0.04%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS DEVELOPMENT FINANCE AGENCY (MA)                                            | MA MASDEV 6.38 10/01/2028                                                                                     | CUSIP: 57585BQS0<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    305000 | PA      | $307195.70    | 0.12%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY                                                             | MA MASDEV 6.62 10/01/2030                                                                                     | CUSIP: 57585BQU5<br>LEI: 549300UZSVMFXJK08K70 | Long             | DBT              | MUN               | US        |    170000 | PA      | $179791.78    | 0.07%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY                                                             | MA MASDEV 6.75 10/01/2030                                                                                     | CUSIP: 57585BTG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203648.60    | 0.08%             | 2030-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS (MA), COMMONWEALTH OF                                                      | MA MASOBL 4.11 07/15/2031                                                                                     | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    320206 | PA      | $319993.61    | 0.12%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                              | MCFE 7.375 02/15/30 144A                                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    575000 | PA      | $466511.53    | 0.18%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FIDEICOMISO FIBRA UNO SIN TIPO DE SOCIEDAD                                               | FUNOTR 7.375 02/13/34 REGS                                                                                    | CUSIP: P9401JAA5<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | MX        |    245000 | PA      | $264293.75    | 0.10%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | EUREX, EURO-BOBL, JUN26, PHYSICAL, FIXED INCOME FUTURES                                                       | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $1335.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | EUREX, EURO-BUND, JUN26, PHYSICAL, FIXED INCOME FUTURES                                                       | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | N/A              | DIR              | CORP              | DE        |         8 | NC      | $5296.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | EUREX, LONG-TERM EURO-BTP, JUN26, PHYSICAL, FIXED INCOME FUTURES                                              | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | N/A              | DIR              | CORP              | DE        |       -26 | NC      | $-11797.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | EUREX, EURO-SCHATZ, JUN26, PHYSICAL, FIXED INCOME FUTURES                                                     | CUSIP: N/A<br>LEI: 529900UT4DG0LG5R9O07       | N/A              | DIR              | CORP              | DE        |        -8 | NC      | $3606.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX - TRADE24                                                                            | ASX 10 Year Treasury Bond Futures                                                                             | CUSIP: N/A<br>LEI: 549300SDXT36XYPVWI79       | N/A              | DIR              | CORP              | AU        |        59 | NC      | $-47841.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                               | Ten-Year Government of Canada Bond Futures,Jun-2026,Composite                                                 | CUSIP: N/A<br>LEI: 549300DKBYNOI0B1NP44       | N/A              | DIR              | CORP              | CA        |        28 | NC      | $-18917.41    | -0.01%            |  |  |  | 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      | $297511.33    | 0.12%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                                                                       | AEGEBZ 9 01/20/31 144A                                                                                        | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    635000 | PA      | $532606.25    | 0.21%             | 2031-01-20      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                          | BANK 2019-BN18 XA                                                                                             | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2068956 | PA      | $48866.46     | 0.02%             | 2062-05-17      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                          | BANK 2019-BN24 XA                                                                                             | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5390981 | PA      | $109574.93    | 0.04%             | 2062-11-17      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                          | BANK 2020-BN28 XA                                                                                             | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1847987 | PA      | $114637.68    | 0.04%             | 2063-03-16      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                           | BANK 2017-BNK8 ASB                                                                                            | CUSIP: 06650AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49200 | PA      | $48844.88     | 0.02%             | 2050-11-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K111 X1                                                                                                  | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1413285 | PA      | $74651.97     | 0.03%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS K112 X1                                                                                                  | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1467657 | PA      | $72695.08     | 0.03%             | 2030-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K113                        | FHMS K113 X1                                                                                                  | CUSIP: 3137FV5Q1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2484829 | PA      | $115681.21    | 0.04%             | 2030-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FHMS KG03 X1                                                                                                  | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3099346 | PA      | $139833.52    | 0.05%             | 2030-06-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                                 | NACONV 1.154 07/01/27 A                                                                                       | CUSIP: 63902HAK5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    430000 | PA      | $413816.01    | 0.16%             | 2027-07-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NEW YORK (NY), CITY OF                                                                   | NY NYC 6.38 02/01/2055                                                                                        | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    465000 | PA      | $481044.45    | 0.19%             | 2055-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK (NY), CITY OF                                                                   | NY NYC 5.39 10/01/2055                                                                                        | CUSIP: 64966SSG2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    365000 | PA      | $343119.05    | 0.13%             | 2055-10-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP (NY)                                            | NY NYTTRN 3.47 07/01/2028                                                                                     | CUSIP: 650116BD7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $490427.00    | 0.19%             | 2028-07-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSPORTATION DEVELOPMENT CORP (NY)                                            | NY NYTTRN 4.25 09/01/2035                                                                                     | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    315000 | PA      | $311163.46    | 0.12%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                          | GEN 6.25 04/01/33 144A                                                                                        | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112134.83    | 0.04%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| OKLAHOMA DEVELOPMENT FINANCE AUTHORITY (THE) (OK)                                        | OK OKSMED 5.45 08/15/2028                                                                                     | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    770000 | PA      | $765374.84    | 0.30%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA DEVELOPMENT FINANCE AUTHORITY (THE) (OK)                                        | OK OKSMED 4.65 08/15/2030                                                                                     | CUSIP: 67884XCQ8<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    445000 | PA      | $441197.16    | 0.17%             | 2030-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OTTAWA (ON), CITY OF                                                                     | OTTAWA 2.5 05/11/51                                                                                           | CUSIP: 689551FG9<br>LEI: 5493007HQAUURLO7D125 | Long             | DBT              | MUN               | CA        |   2390000 | PA      | $1166927.38   | 0.45%             | 2051-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 LLC                                                                          | PRPM 2025-2 A1                                                                                                | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    521413 | PA      | $520087.18    | 0.20%             | 2030-05-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| PEACEHEALTH                                                                              | PEAHEA 4.335 11/15/28                                                                                         | CUSIP: 70462GAE8<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89652.19     | 0.03%             | 2028-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                          | PFSI 7.125 11/15/30 144A                                                                                      | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238223.97    | 0.09%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST 2022-1                                                   | PART 2024-2A B                                                                                                | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125001.38    | 0.05%             | 2029-02-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| ProAmpac                                                                                 | ProAmpac Term Loan B 400 2033-02-07                                                                           | CUSIP: 74274NAM5<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |    397455 | PA      | $389108.23    | 0.15%             | 2033-02-07      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                 | VDCR 2024-1A A2                                                                                               | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    640000 | PA      | $628700.74    | 0.24%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| RIVERSIDE (CA), COUNTY OF                                                                | CA RIV 2.96 02/15/2027                                                                                        | CUSIP: 76913CBB4<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    670000 | PA      | $664762.61    | 0.26%             | 2027-02-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE (CA), COUNTY OF                                                                | CA RIV 3.07 02/15/2028                                                                                        | CUSIP: 76913CBC2<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    670000 | PA      | $657967.81    | 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      | $957732.65    | 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      | $306968.61    | 0.12%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                  | SLG 2021-OVA B                                                                                                | CUSIP: 78449RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445000 | PA      | $395160.62    | 0.15%             | 2041-07-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES 2021-OVA                  | SLG 2021-OVA C                                                                                                | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $740097.82    | 0.29%             | 2041-07-17      | Fixed         | 2.85%                 | Yes           |                  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      | $954203.43    | 0.37%             | 2036-11-17      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| SABEY DATA CENTER ISSUER LLC                                                             | SDCP 2024-1 A2                                                                                                | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $95540.53     | 0.04%             | 2049-04-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA (DC), DISTRICT OF                                                               | DC DISREV 4.12 07/01/2027                                                                                     | CUSIP: 25483VSC9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |    180000 | PA      | $180176.54    | 0.07%             | 2027-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 2025-151                                                 | DURST 2025-151 A                                                                                              | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    732000 | PA      | $740463.68    | 0.29%             | 2042-08-12      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                                                    | EFF 2025-2 A4                                                                                                 | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180975.53    | 0.07%             | 2031-12-20      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| ETSY INC                                                                                 | ETSY 1 06/15/30                                                                                               | CUSIP: 29786AAP1<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |    160000 | PA      | $173280.00    | 0.07%             | 2030-06-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB2291                                                                                                     | CUSIP: 3140QMRM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4454875 | PA      | $3746656.75   | 1.46%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB2770                                                                                                     | CUSIP: 3140QNCG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3776948 | PA      | $3083925.28   | 1.20%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB3033                                                                                                     | CUSIP: 3140QNLP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3463878 | PA      | $2837757.31   | 1.10%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN CB3799                                                                                                     | CUSIP: 3140QPGH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3807709 | PA      | $3401060.03   | 1.32%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FM2233                                                                                                     | CUSIP: 3140X5PT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1789598 | PA      | $1702711.24   | 0.66%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN FS0508                                                                                                     | CUSIP: 3140XFR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2165444 | PA      | $1902514.14   | 0.74%             | 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        |     13120 | PA      | $13761.28     | 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        |      5446 | PA      | $5609.01      | 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        |     31506 | PA      | $31257.16     | 0.01%             | 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        |    124201 | PA      | $119809.46    | 0.05%             | 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        |     18439 | PA      | $18786.07     | 0.01%             | 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        |     22234 | PA      | $22058.96     | 0.01%             | 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        |     14668 | PA      | $14179.90     | 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        |      3789 | PA      | $3756.58      | 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        |     34401 | PA      | $34129.67     | 0.01%             | 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        |     40726 | PA      | $39898.91     | 0.02%             | 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        |      9438 | PA      | $9306.53      | 0.00%             | 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        |     12950 | PA      | $12847.94     | 0.00%             | 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        |      9350 | PA      | $9026.86      | 0.00%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORP                                                                        | USAACA 2.125 05/01/30                                                                                         | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |    885000 | PA      | $810369.30    | 0.32%             | 2030-05-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| USI Inc                                                                                  | USI Inc Term Loan B 225 2029-11-01                                                                            | CUSIP: 90351NAR6<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |    160502 | PA      | $160865.29    | 0.06%             | 2029-11-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| UNITED NATIONS DEVELOPMENT CORP                                                          | NY UNNDEV 6.54 08/01/2055                                                                                     | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1838794.65   | 0.71%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| RECTOR AND VISITORS OF THE UNIVERSITY OF VIRGINIA (THE) (VA)                             | VA UNIHGR 4.18 09/01/2117                                                                                     | CUSIP: 915217WX7<br>LEI: 549300H2U5XHL1CLTN62 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $716431.70    | 0.28%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UPTOWN DEVELOPMENT AUTHORITY TEX TAX INCREM                                              | TX UTWDEV 2.58 09/01/2031                                                                                     | CUSIP: 916856HB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $91734.43     | 0.04%             | 2031-09-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                          | VDC 2024-1A A2                                                                                                | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $511684.52    | 0.20%             | 2054-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                         | PARA 4.95 01/15/31                                                                                            | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    985000 | PA      | $929458.69    | 0.36%             | 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        |     66000 | PA      | $71028.29     | 0.03%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-1250B                                         | WFCM 2026-1250B B                                                                                             | CUSIP: 949939AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198003.60    | 0.08%             | 2041-03-12      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN HEALTH AND EDUCATIONAL FACILITIES AUTHORITY (WI)                               | WI WISMED 3.94 08/15/2041                                                                                     | CUSIP: 97712D7X8<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    335000 | PA      | $238450.69    | 0.09%             | 2041-08-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| WISCONSIN HEALTH AND EDUCATIONAL FACILITIES AUTHORITY (WI)                               | WI WISMED 4.19 08/15/2055                                                                                     | CUSIP: 97712D7Y6<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    190000 | PA      | $106767.21    | 0.04%             | 2055-08-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                         | WULF 7.75 10/15/30 144A                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $189289.83    | 0.07%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| X-CALIBER FUNDING LLC                                                                    | XCAL 2025-VFN1 A                                                                                              | CUSIP: 98373XBZ2<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1049706.11   | 0.41%             | 2030-06-17      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| X-CALIBER FUNDING LLC                                                                    | XCAL 2026-HPL A                                                                                               | CUSIP: 98373XCF5<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $647151.05    | 0.25%             | 2046-02-15      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| YOUNG MEN'S CHRISTIAN ASSOCIATION OF GREATER NEW YORK                                    | YMCANY 3.23 08/01/32 2020                                                                                     | CUSIP: 98425BAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $319284.62    | 0.12%             | 2032-08-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| YOUNG MEN'S CHRISTIAN ASSOCIATION OF GREATER NEW YORK                                    | YMCANY 2.303 08/01/26 *                                                                                       | CUSIP: 98425BAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $377804.90    | 0.15%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| YOUNG MEN'S CHRISTIAN ASSOCIATION OF GREATER NEW YORK                                    | YMCANY 2.303 08/01/26                                                                                         | CUSIP: 98425BAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $383204.76    | 0.15%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| YOUNG MEN'S CHRISTIAN ASSOCIATION OF GREATER NEW YORK                                    | YMCANY 5.184 08/01/30 2025                                                                                    | CUSIP: 98425BAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124520.77    | 0.05%             | 2030-08-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Zelis Healthcare                                                                         | Zelis Healthcare Term Loan B 275 2029-09-01                                                                   | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    449266 | PA      | $444211.74    | 0.17%             | 2029-09-01      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| RENEW WIND ENERGY (AP 2) PRIVATE LTD                                                     | RPVIN 4.5 07/14/28 REGS                                                                                       | CUSIP: Y7280PAA1<br>LEI: 335800HUUTPY6YMI3284 | Long             | DBT              | CORP              | IN        |    925000 | PA      | $890453.81    | 0.35%             | 2028-07-14      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Sunrise UPC                                                                              | Sunrise UPC Term Loan B - (AAA) 250 2032-02-01                                                                | CUSIP: N9000DAK3<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |    210000 | PA      | $210354.27    | 0.08%             | 2032-02-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G05052                                                                                                     | CUSIP: 3128M65M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2226 | PA      | $2251.35      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G06079                                                                                                     | CUSIP: 3128M8CQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23373 | PA      | $24475.38     | 0.01%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G06990                                                                                                     | CUSIP: 3128M9C34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43477 | PA      | $44743.20     | 0.02%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G14599                                                                                                     | CUSIP: 3128MDKL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6776 | PA      | $6708.17      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G08816                                                                                                     | CUSIP: 3128MJ4A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    274146 | PA      | $253712.57    | 0.10%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G08347                                                                                                     | CUSIP: 3128MJL57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65689 | PA      | $65249.99     | 0.03%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG G08499                                                                                                     | CUSIP: 3128MJRV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15842 | PA      | $14519.14     | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG J17791                                                                                                     | CUSIP: 3128PXUQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4369 | PA      | $4350.66      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A87874                                                                                                     | CUSIP: 312934XB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14647 | PA      | $14167.81     | 0.01%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A89148                                                                                                     | CUSIP: 312936EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28812 | PA      | $27868.18     | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A89384                                                                                                     | CUSIP: 312936M95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25801 | PA      | $24988.00     | 0.01%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A89729                                                                                                     | CUSIP: 312936Y27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13014 | PA      | $12577.31     | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A93101                                                                                                     | CUSIP: 312941NS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24142 | PA      | $24480.01     | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A93996                                                                                                     | CUSIP: 312942NM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9831 | PA      | $9765.34      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A94362                                                                                                     | CUSIP: 312942Z32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44203 | PA      | $42645.80     | 0.02%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A94742                                                                                                     | CUSIP: 312943HT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6996 | PA      | $6750.96      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A95084                                                                                                     | CUSIP: 312943UH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4956 | PA      | $4786.06      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A95085                                                                                                     | CUSIP: 312943UJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37579 | PA      | $36239.82     | 0.01%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG A95796                                                                                                     | CUSIP: 312944NM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18690 | PA      | $18023.46     | 0.01%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                             | HPP 4.65 04/01/29                                                                                             | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    268000 | PA      | $240081.15    | 0.09%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  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      | $909887.62    | 0.35%             | 2038-08-12      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| IHS HOLDING LTD (NEW)                                                                    | IHS 8.25 11/29/31 144A                                                                                        | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $314072.59    | 0.12%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Insulet                                                                                  | Insulet Term Loan B 200 2031-08-01                                                                            | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    351312 | PA      | $354605.23    | 0.14%             | 2031-08-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                                | IONS 0 12/01/30                                                                                               | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |    158000 | PA      | $164221.25    | 0.06%             | 2030-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| IOWA STUDENT LN LIQUIDITY CORP (IA)                                                      | IA IASSTD 5.34 12/01/2034                                                                                     | CUSIP: 462590NZ9<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |    165000 | PA      | $166510.74    | 0.06%             | 2034-12-01      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| IOWA STUDENT LN LIQUIDITY CORP (IA)                                                      | IA IASSTD 5.43 12/01/2035                                                                                     | CUSIP: 462590PL8<br>LEI: 549300FO1LWVSZKGJK70 | Long             | DBT              | MUN               | US        |     70000 | PA      | $70296.63     | 0.03%             | 2035-12-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V6.07 10/22/27                                                                                            | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1099164.83   | 0.43%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                                | JPM V5.103 04/22/31                                                                                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $601211.94    | 0.23%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTAGE SECURITIES TRUST 2022                                 | JPMCC 2022-OPO A                                                                                              | CUSIP: 46655AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1505094.85   | 0.59%             | 2039-01-07      | Variable      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| JOHN D. AND CATHERINE T. MACARTHUR FOUNDATION                                            | MACFDN 1.299 12/01/30                                                                                         | CUSIP: 477854AA1<br>LEI: UJ37UD5B4O5WRVV6NV96 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1243001.88   | 0.48%             | 2030-12-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER WIEDERAUFBAU                                                          | KFW 0 06/29/37                                                                                                | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   6000000 | PA      | $3643556.52   | 1.42%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUER WIEDERAUFBAU                                                          | KFW 4.375 02/28/34                                                                                            | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   6000000 | PA      | $6042960.84   | 2.35%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEX TRUST 2026-450                                                                       | LEXT 2026-450 B                                                                                               | CUSIP: 501970AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    925000 | PA      | $924414.94    | 0.36%             | 2043-03-16      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2024-2                                                     | LBZZ 2024-2A A2                                                                                               | CUSIP: 525920AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266589 | PA      | $268283.48    | 0.10%             | 2029-05-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2023-3                                                     | LBZZ 2023-3A A2                                                                                               | CUSIP: 525931AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150015 | PA      | $152422.24    | 0.06%             | 2028-12-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2023-1                                                     | LBZZ 2023-1A A2                                                                                               | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     87749 | PA      | $88574.75     | 0.03%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2023-2                                                     | LBZZ 2023-2A A2                                                                                               | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102522 | PA      | $103586.71    | 0.04%             | 2028-10-16      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| LENDBUZZ SECURITIZATION TRUST 2024-3                                                     | LBZZ 2024-3A A2                                                                                               | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283215 | PA      | $283640.91    | 0.11%             | 2030-10-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Beacon Mobility                                                                          | VAN POOL TRANSPORTATION LLC                                                                                   | CUSIP: 07363PAE0<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |    214428 | PA      | $215566.75    | 0.08%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                                                    | VAN POOL TRANSPORTATION LLC                                                                                   | CUSIP: 07363PAG5<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     10572 | PA      | $10628.45     | 0.00%             | 2030-08-06      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BEACON MOBILITY CORP                                                                     | BEAMOB 7.25 08/01/30 144A                                                                                     | CUSIP: 073644AA4<br>LEI: 254900EBTYFG24UQEM31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125042.64    | 0.05%             | 2030-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK 2019-B10 MORTGAGE TRUST                                                        | BMARK 2019-B10 XA                                                                                             | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1902234 | PA      | $55193.71     | 0.02%             | 2062-03-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B18 MORTGAGE TRUST                                                        | BMARK 2020-B18 XA                                                                                             | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383165 | PA      | $19280.84     | 0.01%             | 2053-07-17      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B22 MORTGAGE TRUST                                                        | BMARK 2020-B22 XA                                                                                             | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    867057 | PA      | $48103.88     | 0.02%             | 2054-01-16      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BENEFIS HEALTH SYSTEM INC                                                                | BENEFI 5.582 02/15/35 2025                                                                                    | CUSIP: 08178BAA2<br>LEI: 549300PITVJIDHGFEY13 | Long             | DBT              | CORP              | US        |    625000 | PA      | $636010.11    | 0.25%             | 2035-02-15      | Fixed         | 5.58%                 | 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      | $1336145.15   | 0.52%             | 2028-07-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings                                                               | Blackhawk Network Holdings Term Loan B 350 2029-03-01                                                         | CUSIP: 09238FAN1<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    167138 | PA      | $165884.57    | 0.06%             | 2029-03-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG Q00291                                                                                                     | CUSIP: 3132GDKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19303 | PA      | $19572.97     | 0.01%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG Q01807                                                                                                     | CUSIP: 3132GFAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36680 | PA      | $36435.87     | 0.01%             | 2036-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG Q06160                                                                                                     | CUSIP: 3132GRE98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28992 | PA      | $28282.72     | 0.01%             | 2037-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG Q17103                                                                                                     | CUSIP: 3132J8KR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3341 | PA      | $3274.84      | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                          | FG Q33602                                                                                                     | CUSIP: 3132QQAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133083 | PA      | $121233.94    | 0.05%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FHLBDN 0 05/22/26                                                                                             | CUSIP: 313385XC5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |  16500000 | PA      | $16463901.63  | 6.40%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FHLBDN 0 05/27/26                                                                                             | CUSIP: 313385XH4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3100000 | PA      | $3091676.50   | 1.20%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FHLBDN 0 05/28/26                                                                                             | CUSIP: 313385XJ0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2580000 | PA      | $2572816.14   | 1.00%             | 2026-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FHLBDN 0 06/22/26                                                                                             | CUSIP: 313385YK6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2775000 | PA      | $2760333.35   | 1.07%             | 2026-06-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                  | FHLBDN 0 06/24/26                                                                                             | CUSIP: 313385YM2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4450000 | PA      | $4425593.00   | 1.72%             | 2026-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                    | FN AC5401                                                                                                     | CUSIP: 31417SAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1332 | PA      | $1348.87      | 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        |     16878 | PA      | $16745.20     | 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        |     24195 | PA      | $23304.70     | 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        |      2318 | PA      | $2272.18      | 0.00%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | 99D0W6W70 IRS USD R V 12MUSCPI 99D0W6W88 INFLATIONZERO;99D0W6W70 IRS USD P F  2.47000 99D0W6W70 INFLATIONZERO | CUSIP: 99D0W6W70<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | GB        |   2280000 | OU      | $-3152.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D0YPFS9 IRS EUR R V 12MESTR 99D0YPFT7 CCPOIS;B9D0YPFS9 IRS EUR P F  2.59000 99D0YPFS9 CCPOIS                | CUSIP: B9D0YPFS9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   3850000 | OU      | $47175.47     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D0YPES0 IRS EUR R V 12MESTR 99D0YPET8 CCPOIS;B9D0YPES0 IRS EUR P F  2.72000 99D0YPES0 CCPOIS                | CUSIP: B9D0YPES0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2320000 | OU      | $26073.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D0Z06M6 IRS GBP R V 12MSONIA 99D0Z06N4 CCPOIS;B9D0Z06M6 IRS GBP P F  3.75000 99D0Z06M6 CCPOIS               | CUSIP: B9D0Z06M6<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2410000 | OU      | $678318.68    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D0Z18S9 IRS EUR R V 12MESTR 99D0Z18U4 CCPOIS;B9D0Z18S9 IRS EUR P F  2.28000 99D0Z18S9 CCPOIS                | CUSIP: B9D0Z18S9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |    695000 | OU      | $40107.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D0Z2RG2 IRS CAD R V 06MCORRA 99D0Z2RH0 CCPOIS;B9D0Z2RG2 IRS CAD P F  3.00000 99D0Z2RG2 CCPOIS               | CUSIP: B9D0Z2RG2<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   5075000 | OU      | $68723.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D0Z2S48 IRS EUR R V 12MESTR 99D0Z2S71 CCPOIS;B9D0Z2S48 IRS EUR P F  2.31000 99D0Z2S48 CCPOIS                | CUSIP: B9D0Z2S48<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2180000 | OU      | $394021.50    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | S9D1016Y4 IRS USD R F  3.75000 99D1016Y4 CCPOIS;S9D1016Y4 IRS USD P V 12MSOFR 99D1016Z1 CCPOIS                | CUSIP: S9D1016Y4<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   9605000 | OU      | $-714432.02   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | S9D104PO9 IRS USD R F  4.25000 99D104PO9 CCPOIS;S9D104PO9 IRS USD P V 12MSOFR 99D104PP6 CCPOIS                | CUSIP: S9D104PO9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |  11495000 | OU      | $89251.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | S9D10A8G1 IRS USD R F  4.00000 99D10A8G1 CCPOIS;S9D10A8G1 IRS USD P V 12MSOFR 99D10A8H9 CCPOIS                | CUSIP: S9D10A8G1<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |  15365000 | OU      | $147870.42    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D10BY21 IRS USD R V 12MSOFR 99D10BY39 CCPOIS;B9D10BY21 IRS USD P F  4.06000 99D10BY21 CCPOIS                | CUSIP: B9D10BY21<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   8695000 | OU      | $-61994.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | S9D10H1N8 IRS USD R F  3.88000 99D10H1N8 CCPOIS;S9D10H1N8 IRS USD P V 12MSOFR 99D10H1O6 CCPOIS                | CUSIP: S9D10H1N8<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |  12900000 | OU      | $76994.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | S9D10H2B3 IRS USD R F  3.78000 99D10H2B3 CCPOIS;S9D10H2B3 IRS USD P V 12MSOFR 99D10H2C1 CCPOIS                | CUSIP: S9D10H2B3<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |  20920000 | OU      | $156174.51    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | 99D10ZE53 IRS USD R V 12MUSCPI 99D10ZE61 INFLATIONZERO;99D10ZE53 IRS USD P F  2.36000 99D10ZE53 INFLATIONZERO | CUSIP: 99D10ZE53<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | GB        |    765000 | OU      | $8444.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D11ACM2 IRS USD R V 12MSOFR 99D11ACN0 CCPOIS;B9D11ACM2 IRS USD P F  3.53000 99D11ACM2 CCPOIS                | CUSIP: B9D11ACM2<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   7405000 | OU      | $289612.48    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D118QS9 IRS EUR R V 12MESTR 99D118QT7 CCPOIS;B9D118QS9 IRS EUR P F  2.44000 99D118QS9 CCPOIS                | CUSIP: B9D118QS9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2665000 | OU      | $136831.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | S9D11P794 IRS USD R F  3.91000 99D11P794 CCPOIS;S9D11P794 IRS USD P V 12MSOFR 99D11P7A1 CCPOIS                | CUSIP: S9D11P794<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2595000 | OU      | $-49103.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | S9D11Z4Z7 IRS EUR R F  2.75000 99D11Z4Z7 CCPOIS;S9D11Z4Z7 IRS EUR P V 12MESTR 99D11Z503 CCPOIS                | CUSIP: S9D11Z4Z7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   1540000 | OU      | $-85580.17    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D128PA8 IRS USD R V 12MSOFR 99D128P91 CCPOIS;B9D128PA8 IRS USD P F  3.37000 99D128PA8 CCPOIS                | CUSIP: B9D128PA8<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   5875000 | OU      | $125874.96    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | DDZ04TPH9 TRS USD R F   .00000 DDZ04TPH9 IBOX RF;DDZ04TPH9 TRS USD P V 03MSOFR DDZ04TPH9 IBOX PV              | CUSIP: DDZ04TPH9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2600000 | OU      | $54651.90     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | S9D0Y5ZR3 IRS USD R F  3.54000 99D0Y5ZR3 CCPOIS;S9D0Y5ZR3 IRS USD P V 12MSOFR 99D0Y5ZS1 CCPOIS                | CUSIP: S9D0Y5ZR3<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   2140000 | OU      | $-239159.31   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | S9D12GQK7 IRS USD R F  3.81000 99D12GQK7 CCPOIS;S9D12GQK7 IRS USD P V 12MSOFR 99D12GQL5 CCPOIS                | CUSIP: S9D12GQK7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   3100000 | OU      | $-21556.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D131415 IRS USD R V 12MSOFR 99D131407 CCPOIS;B9D131415 IRS USD P F  3.50000 99D131415 CCPOIS                | CUSIP: B9D131415<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |  18425000 | OU      | $160017.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D104PO9 IRS USD R V 12MSOFR 99D104PP6 CCPOIS;B9D104PO9 IRS USD P F  4.25000 99D104PO9 CCPOIS                | CUSIP: B9D104PO9<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   1925000 | OU      | $3199.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | S9D0YPDG7 IRS GBP R F  4.50000 99D0YPDG7 CCPOIS;S9D0YPDG7 IRS GBP P V 12MSONIA 99D0YPDH5 CCPOIS               | CUSIP: S9D0YPDG7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |    125000 | OU      | $487.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley LCH                                                                       | B9D13AKY5 IRS EUR R V 12MESTR 99D13AKZ2 CCPOIS;B9D13AKY5 IRS EUR P F  2.53000 99D13AKY5 CCPOIS                | CUSIP: B9D13AKY5<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DIR              | CORP              | US        |   7525000 | OU      | $10222.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-24

**Name of Applicant:** Domini Investment Trust

**Signature:** Carole M. Laible

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

**Title:** President