# EDGAR Filing Document

**Accession Number:** 0000851680
**File Stem:** 0001193125-25-328992
**Filing Date:** 2025-12
**Character Count:** 236856
**Document Hash:** c31c5a08bebc2d701aa0ea1d71269c80
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-328992.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001193125-25-328992

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**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:** 251593546

**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 International Equity Fund (Series ID: S000014393)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000039201 | Investor Shares      | DOMIX           |
| C000123188 | Institutional Shares | DOMOX           |
| C000200995 | Class Y Shares       | DOMYX           |

## Nport-Ex

**Domini Impact Equity Fund** 

**Portfolio of Investments** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Long Term Investments – 99.9%*** |  |  |
|  ***Common Stocks – 99.9%*** |  |  |
|  ***Communication Services – 9.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc., Class A | 213800 | $60118422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AT&T, Inc. | 256085 | 6338104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc., Class A (a) | 3058 | 715083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., Class A | 131421 | 3658103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG ADR | 125600 | 3903648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electronic Arts, Inc. | 8800 | 1760528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netflix, Inc. (a) | 15038 | 16825417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | 6200 | 465124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orange SA ADR | 63500 | 1038225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive Software, Inc. (a) | 6500 | 1666405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp. | 56594 | 829668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T-Mobile US, Inc. | 17200 | 3612860 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trade Desk, Inc. (The), Class A (a) | 15300 | 769284 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 138495 | 5503791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. (The) | 64393 | 7251940 |
|  |  | **114456602** |
|  ***Consumer Discretionary – 10.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; adidas AG ADR | 11786 | 1118727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Airbnb, Inc., Class A (a) | 13500 | 1708290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. (a) | 197280 | 48179722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Best Buy Co., Inc. | 6749 | 554363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, Inc. | 1150 | 5839401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BYD Co., Ltd. ADR | 147300 | 1906062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, Inc. (a) | 48250 | 1529043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DoorDash, Inc., Class A (a) | 12500 | 3179625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; eBay, Inc. | 16600 | 1349746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Co. | 141500 | 1857895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Garmin, Ltd. | 8546 | 1828331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Motors Co. | 33900 | 2342151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hermes International SCA ADR | 12186 | 3014085 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc. (The) | 35351 | 13418886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno Textil SA ADR | 156300 | 2156940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | 20141 | 4796176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, Inc. (a) | 3800 | 648052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marriott International, Inc., Class A | 7900 | 2058582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MercadoLibre, Inc. (a) | 1823 | 4242595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG ADR | 109000 | 1762530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NIKE, Inc., Class B | 42249 | 2728863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; O'Reilly Automotive, Inc. (a) | 30000 | 2833200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starbucks Corp. | 40067 | 3240218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TJX Cos., Inc. | 39800 | 5577572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ulta Beauty, Inc. (a) | 1498 | 778780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, Inc. | 4200 | 816228 |
|  |  | **119466063** |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Consumer Staples – 4.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., Inc. | 8612 | $755186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clorox Co. (The) | 4000 | 449840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive Co. | 29125 | 2244081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 15703 | 14312499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Mills, Inc. | 18699 | 871560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc. | 45500 | 1235780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | 11818 | 1414733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kraft Heinz Co. (The) | 27923 | 690536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kroger Co. (The) | 21511 | 1368745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; L'Oreal SA ADR | 43200 | 3606336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. | 8800 | 564608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, Inc., Class A | 45147 | 2594147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PepsiCo, Inc. | 48431 | 7075285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble Co. (The) | 83125 | 12499506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sysco Corp. | 17403 | 1292695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Target Corp. | 15951 | 1478977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC ADR | 84885 | 5109228 |
|  |  | **57563742** |
|  ***Financials – 15.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aflac, Inc. | 19215 | 2059656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allstate Corp. | 9400 | 1800288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Express Co. | 17548 | 6330090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aon PLC, Class A | 7300 | 2486964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & Co. | 8900 | 2220461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA ADR | 307100 | 6181923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. | 240854 | 12873646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. (The) | 25300 | 2730629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackrock, Inc. | 5086 | 5507172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp. | 22481 | 4945595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp. (The) | 61178 | 5782545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chubb, Ltd. | 13287 | 3679702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc. | 65808 | 6661744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CME Group, Inc. | 12898 | 3424290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FactSet Research Systems, Inc. | 1300 | 346840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fifth Third Bancorp | 22500 | 936450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fiserv, Inc. (a) | 19500 | 1300455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance Group, Inc. (The) | 10193 | 1265767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc. | 51300 | 792072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc. | 20495 | 2998214 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Financials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | 96700 | $30085304 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KeyCorp | 38900 | 684251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp. | 5500 | 1011285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., Inc. | 17630 | 3140784 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., Class A | 29052 | 16036413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife, Inc. | 19500 | 1556490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Moody's Corp. | 5271 | 2531661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley | 43059 | 7061676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MSCI, Inc. | 2668 | 1570251 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nasdaq, Inc. | 17600 | 1504624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Northern Trust Corp. | 6100 | 784887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PayPal Holdings, Inc. (a) | 21900 | 1517013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (The) | 14149 | 2582900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, Inc. | 7700 | 647108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Progressive Corp. (The) | 20958 | 4317348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, Inc. | 12061 | 1254344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Raymond James Financial, Inc. | 6050 | 959953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regions Financial Corp. | 31028 | 750878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; S&P Global, Inc. | 10858 | 5290126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T Rowe Price Group, Inc. | 7311 | 749597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Travelers Cos., Inc. (The) | 8016 | 2153258 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp. | 46302 | 2066458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; US Bancorp | 55016 | 2568147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc., A Shares | 60100 | 20478474 |
|  |  | **185627733** |
|  ***Health Care – 9.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AbbVie, Inc. | 62752 | 13682446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Agilent Technologies, Inc. | 10100 | 1478236 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alcon AG | 17662 | 1305045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Align Technology, Inc. (a) | 2400 | 330912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alnylam Pharmaceuticals, Inc. (a) | 4700 | 2143388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amgen, Inc. | 19019 | 5675840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC ADR | 106700 | 8792080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BeOne Medicines, Ltd. ADR (a) | 3300 | 1024584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biogen, Inc. (a) | 4967 | 766259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. | 73200 | 3372324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CSL, Ltd. ADR | 34600 | 1993652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp. | 23415 | 5043123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DexCom, Inc. (a) | 13873 | 807686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. (a) | 21172 | 1745631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare Technologies, Inc. | 16200 | 1214190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. | 66246 | 7935608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC ADR | 69200 | 3242712 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Health Care*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC ADR | 159325 | $1476943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic, Inc. (a) | 7452 | 550777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, Inc. (a) | 2819 | 1774589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illumina, Inc. (a) | 5349 | 660816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp. (a) | 2500 | 782525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. (a) | 12600 | 6731928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lonza Group AG ADR | 24700 | 1703559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck & Co., Inc. | 89135 | 7663827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck KGaA ADR | 24100 | 630697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo International, Inc. (a) | 690 | 977240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pfizer, Inc. | 202670 | 4995816 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc. | 3715 | 653654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, Inc. | 3700 | 2411660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ResMed, Inc. | 5246 | 1295133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanofi SA ADR | 81716 | 4133195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STERIS PLC | 3300 | 777810 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stryker Corp. | 12528 | 4462975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co., Ltd. ADR | 108900 | 1463616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | 13488 | 7652956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, Inc., Class A (a) | 5206 | 1515987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. (a) | 9243 | 3933544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Waters Corp. (a) | 2163 | 756185 |
|  |  | **117559148** |
|  ***Industrials – 7.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB ADR | 64042 | 1205270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB, Class A ADR | 136100 | 2290563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brambles, Ltd. ADR | 23100 | 747747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial Solutions, Inc. | 4100 | 903640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, Inc. (a) | 3800 | 441446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carlisle Cos., Inc. | 1500 | 487575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrier Global Corp. | 28000 | 1665720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Caterpillar, Inc. | 16600 | 9582516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway Co. ADR | 57800 | 701692 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cintas Corp. | 12272 | 2249089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems USA, Inc. | 1227 | 1184767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Copart, Inc. (a) | 32200 | 1384922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deere & Co. | 8945 | 4129280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Post AG ADR | 33800 | 1555138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emerson Electric Co. | 19626 | 2739201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equifax, Inc. | 4500 | 949950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FANUC Corp. ADR | 65500 | 1084025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fastenal Co. | 41516 | 1708383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hubbell, Inc. | 1800 | 846000 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Industrials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDEX Corp. | 2600 | $445796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, Inc. | 9752 | 2378708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand, Inc. | 13669 | 1043355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kone OYJ ADR | 22900 | 764402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lennox International, Inc. | 1100 | 555500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nidec Corp. ADR | 134712 | 367764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. | 6600 | 926772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Otis Worldwide Corp. | 13500 | 1252260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Owens Corning | 2933 | 373400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PACCAR, Inc. | 18700 | 1840080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pentair PLC | 5500 | 584925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, Inc. | 5300 | 2380389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co., Ltd. ADR | 234500 | 2330930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RELX PLC ADR | 65200 | 2884448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. | 3972 | 1463126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE ADR | 98500 | 5584950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens AG ADR | 56636 | 8024755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SMC Corp. ADR | 40500 | 696195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Snap-on, Inc. | 1700 | 570435 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters Corp. | 4600 | 704076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies PLC | 11807 | 5297211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, Inc., Class B | 25793 | 2486961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Rentals, Inc. | 2259 | 1967996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veralto Corp. | 8738 | 862266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., Class A | 20200 | 3895772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. | 1200 | 441612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp. | 5791 | 1183912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wolters Kluwer NV ADR | 8000 | 986400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WW Grainger, Inc. | 1570 | 1537030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xylem, Inc. | 8900 | 1342565 |
|  |  | **91030915** |
|  ***Information Technology – 36.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, Class A | 22300 | 5577230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Adobe, Inc. (a) | 15024 | 5112818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc. (a) | 57350 | 14688482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Analog Devices, Inc. | 17611 | 4123264 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. | 297496 | 80433994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, Inc. | 28102 | 6550576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., Class A (a) | 9000 | 5735970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arista Networks, Inc. (a) | 53200 | 8389108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlassian Corp., Class A (a) | 5700 | 965694 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | 11507 | 3467519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. (a) | 9784 | 3313743 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Information Technology*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | 126891 | $9277001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cloudflare, Inc., Class A (a) | 15800 | 4002140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A (a) | 8580 | 4659026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc., Class A (a) | 11200 | 1823472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fair Isaac Corp. (a) | 800 | 1327624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Solar, Inc. (a) | 3400 | 907596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortinet, Inc. (a) | 15200 | 1313736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co. | 48100 | 1174602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. (a) | 143079 | 5721729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Business Machines Corp. | 32766 | 10072596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuit, Inc. | 9722 | 6489921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, Inc. | 30975 | 2903597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 40000 | 8950800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 151961 | 78686925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NetApp, Inc. | 7008 | 825402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp. | 477680 | 96725423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. (a) | 35250 | 7763460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | 38500 | 6964650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, Inc. | 3857 | 1720801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Salesforce, Inc. | 32734 | 8524261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. (a) | 7358 | 6764062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc., Class A (a) | 62800 | 10918408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Snowflake, Inc., Class A (a) | 16100 | 4425568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. (a) | 6643 | 3014726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, Inc. | 32552 | 5255846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zoom Communications, Inc., Class A (a) | 8731 | 761605 |
|  |  | **429333375** |
|  ***Materials – 2.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Liquide SA ADR | 103741 | 4011664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Products & Chemicals, Inc. | 7859 | 1906515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Avery Dennison Corp. | 2600 | 454714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ball Corp. | 9500 | 446500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CRH PLC | 36100 | 4299510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ecolab, Inc. | 9048 | 2319907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freeport-McMoRan, Inc. | 50800 | 2118360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Flavors & Fragrances, Inc. | 8300 | 522651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Paper Co. | 17700 | 683928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Linde PLC | 16730 | 6998159 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nucor Corp. | 7792 | 1169190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PPG Industries, Inc. | 7642 | 747006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sherwin-Williams Co. (The) | 8292 | 2860242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock PLC | 17585 | 649238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steel Dynamics, Inc. | 4800 | 752640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vulcan Materials Co. | 4644 | 1344438 |
|  |  | **31284662** |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Real Estate – 2.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alexandria Real Estate Equities, Inc. | 5800 | $337676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp. | 16809 | 3008475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., Class A (a) | 10322 | 1573382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CoStar Group, Inc. (a) | 14810 | 1019076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crown Castle, Inc. | 15822 | 1427461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Digital Realty Trust, Inc. | 11992 | 2043557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equinix, Inc. | 3531 | 2987261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essex Property Trust, Inc. | 2200 | 553894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mid-America Apartment Communities, Inc. | 3800 | 487274 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prologis, Inc. | 33222 | 4122518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Public Storage | 5677 | 1581385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SBA Communications Corp. | 3807 | 728964 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Simon Property Group, Inc. | 11000 | 1933360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ventas, Inc. | 23463 | 1731335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Welltower, Inc. | 24000 | 4344960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Weyerhaeuser Co. | 24600 | 565800 |
|  |  | **28446378** |
|  ***Utilities – 0.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alliant Energy Corp. | 8500 | 567970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison, Inc. | 12761 | 1243049 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy | 13658 | 1008097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortis, Inc. | 17000 | 853910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC ADR | 34119 | 2567455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SSE PLC ADR | 39500 | 1005670 |
|  |  | **7246151** |
|  ***Total Investments* –*99.9%*** (Cost $564,610,335) |  | **1182014769** |
|  ***Other Assets, less liabilities – 0.1%*** |  | **1064902** |
|  ***Net Assets – 100.0%*** |  | $**1183079671** |

---

(a) Non-income producing security.

**Abbreviations** 

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

------

**Domini Sustainable Solutions Fund** 

**Portfolio of Investments** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Long Term Investments – 96.3%*** |  |  |
|  ***Common Stocks – 96.3%*** |  |  |
|  ***Communication Services – 1.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Times Co. (The), Class A | 13884 | $791249 |
|  |  | **791249** |
|  ***Consumer Discretionary – 5.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., Class A | 34873 | 707224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MercadoLibre, Inc. (a) | 498 | 1158976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; On Holding AG, Class A (a) | 10056 | 373580 |
|  |  | **2239780** |
|  ***Financials – 13.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CaixaBank SA | 102230 | 1080545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DNB Bank ASA | 20475 | 522633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural Mortgage Corp., Class C | 2889 | 458311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fiserv, Inc. (a) | 10531 | 702312 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 1992 | 1232438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Resona Holdings, Inc. | 152362 | 1468934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wise PLC, Class A (a) | 26877 | 341769 |
|  |  | **5806942** |
|  ***Health Care – 14.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DexCom, Inc. (a) | 7832 | 455979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare Technologies, Inc. | 9392 | 703931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC | 32755 | 766907 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC | 130882 | 608631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic, Inc. (a) | 12433 | 918923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. (a) | 1376 | 735169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natera, Inc. (a) | 4605 | 916073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. (a) | 2258 | 960937 |
|  |  | **6066550** |
|  ***Industrials – 29.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Acuity, Inc. | 2401 | 876485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arcadis NV | 14050 | 670982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blue Bird Corp. (a) | 11293 | 564198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brambles, Ltd. | 54394 | 883879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carlisle Cos., Inc. | 1620 | 526581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems USA, Inc. | 1356 | 1309326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Daifuku Co., Ltd. | 23400 | 745917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metso OYJ | 53687 | 880413 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mueller Water Products, Inc., Class A | 27891 | 715683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prysmian SpA | 11980 | 1249079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, Inc. | 2220 | 997069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE | 3576 | 1018909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veralto Corp. | 7015 | 692240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wolters Kluwer NV | 3906 | 478819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xylem, Inc. | 6842 | 1032116 |
|  |  | **12641696** |

---

------

**Domini Sustainable Solutions Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Information Technology – 25.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV, Class G | 972 | $1029572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | 2646 | 797346 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ciena Corp. (a) | 7038 | 1336657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corning, Inc. | 16169 | 1440334 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A (a) | 1960 | 1064300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Solar, Inc. (a) | 3610 | 963653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flex, Ltd. (a) | 16017 | 1001383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Business Machines Corp. | 3337 | 1025827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. (a) | 5553 | 1222993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sage Group PLC (The) | 43487 | 657322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc., Class A (a) | 3476 | 604337 |
|  |  | **11143724** |
|  ***Materials – 2.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CRH PLC | 8145 | 970070 |
|  |  | **970070** |
|  ***Real Estate – 1.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ventas, Inc. | 11334 | 836336 |
|  |  | **836336** |
|  ***Utilities – 3.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SSE PLC | 27319 | 688242 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Terna - Rete Elettrica Nazionale | 61701 | 632686 |
|  |  | **1320928** |
|  ***Total Investments* –*96.3%*** (Cost $29,804,915) |  | **41817275** |
|  ***Other Assets, less liabilities – 3.7%*** |  | **1590897** |
|  ***Net Assets – 100.0%*** |  | $**43408172** |

---

(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)** 

**October 31, 2025 (Unaudited)** 

---

| | |
|:---|:---|
|  **Portfolio Holdings by Country (% Of Net Assets) (Unaudited)<sup>(a)</sup>** |  |
|  United States | 62.5% |
|  Japan | 5.1% |
|  Netherlands | 5.0% |
|  Italy | 4.3% |
|  United Kingdom | 3.9% |
|  Germany | 2.8% |
|  Brazil | 2.7% |
|  Spain | 2.5% |
|  Australia | 2.0% |
|  Finland | 2.0% |
|  Canada | 1.4% |
|  Norway | 1.2% |
|  Switzerland | 0.9% |
|  Other Assets, less liabilities | 3.7% |
|  Total | **100.0%** |

---

(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** 

**October 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security <sup>(a)</sup>** | **Industry** | **Shares** | **Value** |
|  ***Long Term Investments – 98.8%*** |  |  |  |
|  ***Common Stocks – 98.8%*** |  |  |  |
|  ***Australia – 5.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Computershare, Ltd. | Commercial &<br>Professional<br>Services | 242300 | $5788441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortescue, Ltd. | Materials | 1694830 | 23570387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pro Medicus, Ltd. | Health Care<br>Equipment &<br>Services | 57302 | 9839034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group, Ltd. | Insurance | 875700 | 11361834 |
|  |  |  | **50559696** |
|  ***Austria – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; voestalpine AG | Materials | 85800 | 3054995 |
|  |  |  | **3054995** |
|  ***Belgium – 1.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; D'ieteren Group | Consumer<br>Discretionary<br>Distribution &<br>Retail | 13500 | 2466082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UCB SA | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 58700 | 15094233 |
|  |  |  | **17560315** |
|  ***Brazil – 0.0% \**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco do Brasil SA | Banks | 838 | 3411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klabin SA | Materials | 6142 | 4122 |
|  |  |  | **7533** |
|  ***China–0.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Life Insurance Co., Ltd., Class H | Insurance | 1512700 | 4770285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group, Ltd. | Technology<br>Hardware &<br>Equipment | 1970900 | 2875244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SITC International Holdings Co., Ltd. | Transportation | 321400 | 1183760 |
|  |  |  | **8829289** |
|  ***Côte d'Ivoire (Ivory Coast) – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Endeavour Mining PLC | Materials | 49500 | 2003429 |
|  |  |  | **2003429** |
|  ***Denmark–0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk A/S, Class B | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 358 | 17625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pandora A/S | Consumer<br>Durables &<br>Apparel | 14200 | 1900083 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems A/S | Capital Goods | 290 | 5931 |
|  |  |  | **1923639** |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security <sup>(a)</sup>** | **Industry** | **Shares** | **Value** |
|  ***France – 6.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amundi SA | Financial Services | 13200 | $978547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA | Banks | 193259 | 14969447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrefour SA | Consumer Staples<br>Distribution &<br>Retail | 381 | 5738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Covivio SA | Equity Real Estate<br> Investment Trusts(REITs)  | 21800 | 1398641 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA | Banks | 197100 | 3557925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forvia SE (b) | Automobiles &<br>Components | 89300 | 1143537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ipsen SA | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 23300 | 3274377 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kering SA | Consumer Durables<br>& Apparel | 18 | 6392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klepierre SA | Equity Real Estate<br> Investment Trusts(REITs)  | 301400 | 11518467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Legrand SA | Capital Goods | 20600 | 3557367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA | Banks | 213300 | 13527616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield (b) | Equity Real Estate<br> Investment Trusts(REITs)  | 67615 | 6991608 |
|  |  |  | **60929662** |
|  ***Germany – 11.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; adidas AG | Consumer Durables<br>& Apparel | 33 | 6240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aroundtown SA (b) | Real Estate<br>Management &<br>Development | 332400 | 1187821 |
|  | Telecommunication |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG | Services | 477 | 14775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Wohnen SE | Real Estate<br>Management &<br>Development | 45600 | 1136478 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evonik Industries AG | Materials | 47368 | 793795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GEA Group AG | Capital Goods | 135900 | 9720604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | Automobiles &<br>Components | 259000 | 16805094 |
|  | Software & |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SAP SE | Services | 89800 | 23354497 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scout24 SE | Media &<br>Entertainment | 29500 | 3411565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens AG | Capital Goods | 72400 | 20517957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy AG (b) | Capital Goods | 104728 | 13047570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers AG | Health Care<br>Equipment &<br>Services | 138900 | 7785336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Talanx AG | Insurance | 54200 | 6600004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TeamViewer SE (b) | Software &<br>Services | 192000 | 1413246 |
|  |  |  | **105794982** |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security <sup>(a)</sup>** | **Industry** | **Shares** | **Value** |
|  ***Hong Kong – 1.9%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific Airways, Ltd. | Transportation | 3743800 | $5329389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Exchanges & Clearing, Ltd. | Financial Services | 145600 | 7935620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific, Ltd., Class A | Capital Goods | 416400 | 3439181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries Co., Ltd. | Capital Goods | 61300 | 715003 |
|  |  |  | **17419193** |
|  ***Hungary – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Richter Gedeon Nyrt | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 64012 | 1971828 |
|  |  |  | **1971828** |
|  ***India – 0.0%\**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's Laboratories, Ltd. | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 1250 | 16825 |
|  |  |  | **16825** |
|  ***Ireland – 1.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AerCap Holdings NV | Capital Goods | 92756 | 12080541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kerry Group PLC, Class A | Food, Beverage &<br>Tobacco | 33900 | 3092452 |
|  |  |  | **15172993** |
|  ***Italy – 3.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; A2A SpA | Utilities | 894900 | 2607399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola HBC AG | Food, Beverage &<br>Tobacco | 27500 | 1247896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hera SpA | Utilities | 824900 | 3702303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UniCredit SpA | Banks | 111600 | 8263604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni SpA | Insurance | 588245 | 12878638 |
|  |  |  | **28699840** |
|  ***Japan – 21.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advantest Corp. | Semiconductors<br>& Semiconductor<br>Equipment | 72600 | 10871545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aisin Corp. | Automobiles &<br>Components | 423900 | 7617565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alps Alpine Co., Ltd. | Technology<br>Hardware &<br>Equipment | 93500 | 1177717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asahi Intecc Co., Ltd. | Health Care<br>Equipment &<br>Services | 113300 | 1796633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brother Industries, Ltd. | Technology<br>Hardware &<br>Equipment | 116400 | 1981212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Canon, Inc. | Technology<br>Hardware &<br>Equipment | 126500 | 3632804 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway Co. | Transportation | 400 | 9793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, Inc. | Food, Beverage &<br>Tobacco | 352400 | 5639451 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security <sup>(a)</sup>** | **Industry** | **Shares** | **Value** |
|  ***Japan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing Co., Ltd. | Commercial &<br>Professional<br>Services | 800 | $13352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eisai Co., Ltd. | Pharmaceuticals,<br>Biotechnology<br>& Life Sciences | 150 | 4455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co., Ltd. | Consumer<br>Discretionary<br>Distribution &<br>Retail | 50000 | 18355987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food & Life Cos., Ltd. | Consumer<br>Services | 17000 | 829147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kakaku.com, Inc. | Media &<br>Entertainment | 160800 | 2858623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kao Corp. | Household &<br>Personal<br>Products | 351500 | 14875349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Konica Minolta, Inc. | Technology<br>Hardware &<br>Equipment | 382200 | 1312453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kose Corp. | Household &<br>Personal<br>Products | 100 | 3831 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kuraray Co., Ltd. | Materials | 231800 | 2511913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lion Corp. | Household &<br>Personal<br>Products | 79300 | 781424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. | Capital Goods | 359800 | 10877235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MatsukiyoCocokara & Co. | Consumer<br>Staples<br>Distribution &<br>Retail | 250400 | 4537292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mazda Motor Corp. | Automobiles &<br>Components | 441100 | 3039554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings Corp. | Health Care<br>Equipment &<br>Services | 31900 | 519026 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MISUMI Group, Inc. | Capital Goods | 56200 | 876216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co., Ltd. | Real Estate<br>Management &<br>Development | 520 | 11020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MonotaRO Co., Ltd. | Capital Goods | 185400 | 2586719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nexon Co., Ltd. | Media &<br>Entertainment | 100800 | 2055764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. | Financial<br>Services | 2256800 | 16104748 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NSK, Ltd. | Capital Goods | 1114400 | 5615470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Otsuka Holdings Co., Ltd. | Pharmaceuticals,<br>Biotechnology<br>& Life Sciences | 41200 | 2242268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Panasonic Holdings Corp. | Consumer<br>Durables &<br>Apparel | 903600 | 10499132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co., Ltd. | Commercial &<br>Professional<br>Services | 1670000 | 2770305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co., Ltd. | Commercial &<br>Professional<br>Services | 329700 | 16349142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Seiko Epson Corp | Technology<br>Hardware &<br>Equipment | 190900 | 2418819 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security <sup>(a)</sup>** | **Industry** | **Shares** | **Value** |
|  ***Japan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shiseido Co., Ltd. | Household &<br>Personal Products | 70800 | $1192545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sompo Holdings, Inc. | Insurance | 419800 | 12793600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Financial Group, Inc. (b) | Financial Services | 850 | 857 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. | Consumer Durables<br>& Apparel | 850 | 23672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Realty & Development Co., Ltd. | Real Estate<br>Management &<br>Development | 365800 | 15618558 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TDK Corp. | Technology<br>Hardware &<br>Equipment | 63700 | 1112979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, Inc. | Commercial &<br>Professional<br>Services | 540 | 13207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. | Software &<br>Services | 174200 | 8889851 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unicharm Corp. | Household &<br>Personal Products | 804200 | 4975697 |
|  |  |  | **199396930** |
|  ***Mexico – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gruma SAB de CV, Class B | Food, Beverage &<br>Tobacco | 48500 | 821408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grupo Bimbo SAB de CV Series A | Food, Beverage &<br>Tobacco | 1174 | 4054 |
|  |  |  | **825462** |
|  ***Netherlands – 4.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV | Banks | 423200 | 12644650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Argenx SE ADR (b) | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 7810 | 6392485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | Semiconductors &<br>Semiconductor<br>Equipment | 4144 | 4381490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV | Consumer Staples<br>Distribution &<br>Retail | 78764 | 3223858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NN Group NV | Insurance | 177300 | 12133498 |
|  |  |  | **38775981** |
|  ***Nigeria – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Airtel Africa PLC | Telecommunication<br>Services | 281800 | 1024815 |
|  |  |  | **1024815** |
|  ***Norway – 0.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norsk Hydro ASA | Materials | 931 | 6294 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orkla ASA | Food, Beverage &<br>Tobacco | 124940 | 1268930 |
|  |  |  | **1275224** |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security <sup>(a)</sup>** | **Industry** | **Shares** | **Value** |
|  ***Singapore – 3.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings, Ltd. | Banks | 487500 | $20183720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oversea-Chinese Banking Corp., Ltd. | Banks | 224100 | 2931541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange, Ltd. | Financial Services | 252700 | 3278922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank, Ltd. | Banks | 242700 | 6455202 |
|  |  |  | **32849385** |
|  ***South Africa – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanlam, Ltd. | Insurance | 438700 | 2301862 |
|  |  |  | **2301862** |
|  ***South Korea – 0.8%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DB Insurance Co., Ltd. | Insurance | 48400 | 4301971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank of Korea | Banks | 76200 | 1032660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Woori Financial Group, Inc. | Banks | 143600 | 2556324 |
|  |  |  | **7890955** |
|  ***Spain – 3.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA | Banks | 598824 | 12063951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA | Banks | 1712568 | 17451387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA Energias Renovables SA | Utilities | 210 | 5777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mapfre SA | Insurance | 789400 | 3486256 |
|  |  |  | **33007371** |
|  ***Sweden – 4.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alfa Laval AB | Capital Goods | 32800 | 1558908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB, Class B | Capital Goods | 274300 | 10336874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essity AB, Class B | Household &<br>Personal Products | 318 | 8735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, B Shares | Consumer<br>Discretionary<br>Distribution &<br>Retail | 484 | 9141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Husqvarna AB, B Shares | Capital Goods | 162000 | 767077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrivarden AB, C Shares | Financial Services | 31000 | 1285917 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Skanska AB, B Shares | Capital Goods | 144900 | 3945918 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SSAB AB, B Shares | Materials | 350300 | 2169020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, Class B | Technology<br>Hardware &<br>Equipment | 1951100 | 19795588 |
|  |  |  | **39877178** |
|  ***Switzerland – 6.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABB, Ltd. | Capital Goods | 245700 | 18267185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries AG | Capital Goods | 39600 | 3246048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA, Class A | Consumer<br>Durables &<br>Apparel | 118400 | 23420180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DSM-Firmenich AG | Materials | 26200 | 2135533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Galderma Group AG | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 27100 | 5032795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Logitech International SA | Technology<br>Hardware &<br>Equipment | 13900 | 1671037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sonova Holding AG | Health Care<br>Equipment &<br>Services | 15400 | 4200660 |
|  |  |  | **57973438** |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security <sup>(a)</sup>** | **Industry** | **Shares** | **Value** |
|  ***Taiwan – 1.8%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accton Technology Corp. | Technology<br>Hardware &<br>Equipment | 113400 | $3943677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asustek Computer, Inc. | Technology<br>Hardware &<br>Equipment | 132900 | 3002410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Delta Electronics, Inc. | Technology<br>Hardware &<br>Equipment | 64000 | 2058488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evergreen Marine Corp. Taiwan, Ltd. | Transportation | 637500 | 3999112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MediaTek, Inc. | Semiconductors &<br>Semiconductor<br>Equipment | 81000 | 3435163 |
|  |  |  | **16438850** |
|  ***United Kingdom – 11.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3i Group PLC | Financial Services | 329591 | 19073625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Associated British Foods PLC | Food, Beverage &<br>Tobacco | 69600 | 2100287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group PLC | Media &<br>Entertainment | 423000 | 4339592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC | Banks | 2347900 | 12593244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Burberry Group PLC (b) | Consumer Durables<br>& Apparel | 312 | 5079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Compass Group PLC | Consumer Services | 210500 | 6967512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels Group PLC | Consumer Services | 133192 | 16066571 |
|  | Consumer Staples<br>Distribution & |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; J Sainsbury PLC | Retail | 1507260 | 6763977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kingfisher PLC | Consumer<br>Discretionary<br>Distribution &<br>Retail | 1713 | 6947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer Group PLC | Consumer Staples<br>Distribution &<br>Retail | 99268 | 518757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Next PLC | Consumer<br>Discretionary<br>Distribution &<br>Retail | 17800 | 3344443 |
|  | Software & |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sage Group PLC (The) | Services | 800600 | 12101364 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smiths Group PLC | Capital Goods | 60200 | 1993466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC | Household &<br>Personal Products | 237 | 14221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC | Telecommunication<br>Services | 16011971 | 19383658 |
|  |  |  | **105272743** |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security <sup>(a)</sup>** | **Industry** | **Shares** | **Value** |
|  ***United States – 7.8%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC | Pharmaceuticals,<br>Biotechnology<br>& Life Sciences | 745227 | 17448326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG | Pharmaceuticals,<br>Biotechnology<br>& Life Sciences | 262253 | 32456866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanofi SA | Pharmaceuticals,<br>Biotechnology<br>& Life Sciences | 162000 | 16388370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE | Capital Goods | 9600 | 2735326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock PLC | Materials | 119 | 4299 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology SA (b) | Media &<br>Entertainment | 5356 | 3509894 |
|  |  |  | **72543081** |
|  ***Total Investments* –*98.8%*** (Cost $705,846,684) |  |  | **923397494** |
|  ***Other Assets, less liabilities – 1.2%*** |  |  | **11626076** |
|  ***Net Assets – 100.0%*** |  |  | $**935023570** |

---

\* Amount is less than 0.05%. 

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

(b) Non-income producing security.

**Abbreviations** 

ADR — American Depositary Receipt

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** 

**October 31, 2025 (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 Portfolio 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)** 

**October 31, 2025 (Unaudited)** 

The following is a summary of the inputs used by the Domini Impact Equity Fund, as of October 31, 2025, 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; Communication Services | $114456602 | $— | $— | $114456602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 119466063 |  |  | 119466063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 57563742 |  |  | 57563742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 185627733 |  |  | 185627733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 117559148 |  |  | 117559148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 91030915 |  |  | 91030915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 429333375 |  |  | 429333375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 31284662 |  |  | 31284662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 28446378 |  |  | 28446378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 7246151 |  |  | 7246151 |
|  **Total** | $**1182014769** | $**—** | $**—** | $**1182014769** |

---

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of October 31, 2025, 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; Communication Services | $791249 | $— | $— | $791249 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 2239780 |  |  | 2239780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 1160623 | 4646319 |  | 5806942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 4691012 | 1375538 |  | 6066550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 6713698 | 5927998 |  | 12641696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 10486402 | 657322 |  | 11143724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 970070 |  |  | 970070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 836336 |  |  | 836336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 1320928 |  | 1320928 |
|  **Total** | $**27889170** | $**13928105** | $**—** | $**41817275** |

---

------

**Domini Impact Equity Fund** 

**Domini Sustainable Solutions Fund** 

**Domini Impact International Equity Fund** 

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

**October 31, 2025 (Unaudited)** 

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of October 31, 2025, 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; Australia | $— | $50559696 | $— | $50559696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Austria |  | 3054995 |  | 3054995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 17560315 |  | 17560315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 7533 |  |  | 7533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 1183760 | 7645529 |  | 8829289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Côte d'Ivoire (Ivory Coast) |  | 2003429 |  | 2003429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 1923639 |  | 1923639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 60929662 |  | 60929662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 105794982 |  | 105794982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 17419193 |  | 17419193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 1971828 |  | 1971828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India |  | 16825 |  | 16825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 12080541 | 3092452 |  | 15172993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 28699840 |  | 28699840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan | 9513846 | 189883084 |  | 199396930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 825462 |  |  | 825462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 9616343 | 29159638 |  | 38775981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nigeria |  | 1024815 |  | 1024815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 1275224 |  | 1275224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore |  | 32849385 |  | 32849385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 2301862 |  |  | 2301862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 7890955 |  | 7890955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 33007371 |  | 33007371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 39877178 |  | 39877178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 57973438 |  | 57973438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 16438850 |  | 16438850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 6763977 | 98508766 |  | 105272743 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 3509894 | 69033187 |  | 72543081 |
|  **Total** | $**45803218** | $**877594276** | $**—** | $**923397494** |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
|  ***Long Term Investments – 111.7%*** |  |  |
|  ***Mortgage Backed Securities – 42.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Agency Collateralized Mortgage Obligations – 7.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CHNGE Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-2, Class A1, 3.757%, 3/25/67 (a)(b) | 440250 | $433165 |
| &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)(c) | 188393 | 188984 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3768, Class CB, 3.500%, 12/15/25 | 532 | 531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3800, Class CB, 3.500%, 2/15/26 | 534 | 533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3806, Class L, 3.500%, 2/15/26 | 13667 | 13627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 3877, Class LM, 3.500%, 6/15/26 | 1689 | 1685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 4961, Class JB, 2.500%, 12/15/42 | 135132 | 124623 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2012-17, Class BC, 3.500%, 3/25/27 | 39183 | 38892 |
| &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 | 1014331 | 831024 |
| &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 | 167354 | 160684 |
| &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 | 797247 |
| &nbsp;&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,<br>Class 1B1, 7.283%, (1 Month USD SOFR + 3.100%), 10/25/41 (a)(b) | 510000 | 520381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multiclass Certificates, Series 2021-P011, Class X1, 1.752%, 9/25/45 (b)(d) | 2061482 | 223144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Certificates, Series 2021-ML12, Class X, 1.226%, 7/25/41 (b)(d) | 1151249 | 103060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K103, Class X1, 0.633%, 11/25/29 (b)(d) | 8683705 | 192948 |
| &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, 1.564%, 5/25/30 (b)(d) | 1424601 | 84791 |
| &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, 1.428%, 5/25/30 (b)(d) | 1478309 | 79746 |
| &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, 1.372%, 6/25/30 (b)(d) | 2504156 | 129699 |
| &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, 1.111%, 6/25/30 (b)(d) | 2321658 | 100849 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K119, Class X1, 0.922%, 9/25/30 (b)(d) | 4888080 | 181007 |
| &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, 1.015%, 10/25/30 (b)(d) | 645281 | 25952 |
| &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, 0.869%, 11/25/30 (b)(d) | 356981 | 12903 |
| &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, 0.715%, 12/25/30 (b)(d) | 1455258 | 44631 |
| &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 (b) | 3270526 | 3317270 |
| &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 (b) | 1500000 | 1582649 |
| &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, 0.722%, 9/25/27 (b)(d) | 1242871 | 13923 |
| &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, 1.365%, 6/25/30 (b)(d) | 3126362 | 158634 |
| &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, 0.843%, 11/25/30 (b)(d) | 2389291 | 81655 |
| &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, 0.311%, 1/25/31 (b)(d) | 2462353 | 33195 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG06, Class X1, 0.532%, 10/25/31 (b)(d) | 2292341 | 59056 |
| &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, 1.140%, 9/25/30 (b)(d) | 3967864 | 172888 |
| &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, 2.772%, 10/25/55 (b)(d) | 1955764 | 283693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K65, Class B, 4.083%, 7/25/50 (a)(b) | 155000 | 154108 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025(Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Agency Collateralized Mortgage Obligations*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K66, Class B, 4.037%, 7/25/27 (a)(b) | 136000 | $134996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K67, Class B, 3.948%, 9/25/49 (a)(b) | 85000 | 83972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K67, Class C, 3.948%, 9/25/49 (a)(b) | 100000 | 98294 |
| &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, 3.840%, 10/25/49 (a)(b) | 90000 | 88740 |
| &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, 3.726%, 10/25/49 (a)(b) | 40000 | 39038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K71, Class B, 3.752%, 11/25/50 (a)(b) | 220000 | 216070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K71, Class C, 3.752%, 11/25/50 (a)(b) | 65000 | 63705 |
| &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, 4.024%, 11/25/32 (a)(b) | 67000 | 59315 |
| &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, 4.160%, 5/25/51 (a)(b) | 1070000 | 1060719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-K85, Class C, 4.320%, 12/25/50 (a)(b) | 550000 | 536819 |
| &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, 4.107%, 10/25/31 (a)(b) | 461000 | 419476 |
| &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, 3.495%, 11/25/52 (a)(b) | 700000 | 665377 |
| &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, 3.456%, 12/25/51 (a)(b) | 525000 | 495975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K95, Class B, 3.915%, 8/25/52 (a)(b) | 500000 | 483502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K95, Class C, 3.915%, 8/25/52 (a)(b) | 307000 | 293520 |
| &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, 3.768%, 9/25/51 (a)(b) | 204000 | 196529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K99, Class B, 3.645%, 10/25/52 (a)(b) | 565000 | 542845 |
| &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, 3.534%, 2/25/52 (a)(b) | 520000 | 499424 |
| &nbsp;&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)(b) | 181612 | 170187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-132, Class NZ, 3.500%, 10/20/49 | 397777 | 278280 |
| &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 | 1117164 |
| &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 | 656592 | 465361 |
| &nbsp;&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)(b) | 487216 | 476981 |
| &nbsp;&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)(c) | 563973 | 565727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; X-Caliber Funding LLC, Series 2025-VFN1, Class A, 7.109%, (1 Month USD SOFR CME + 2.975%),<br>6/17/30 (a)(b) | 1050000 | 1054543 |
|  |  | **20253736** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Commercial Mortgage-Backed Securities – 4.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 245 Park Avenue Trust, Series 2017-245P, Class A, 3.508%, 6/5/37 (a) | 800000 | 784434 |
| &nbsp;&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, 6.503%, (1 Month USD SOFR CME + 2.419%), 9/15/34 (a)(b) | 228000 | 222538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-BNK8, Class ASB, 3.314%, 11/15/50 | 64287 | 63781 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BN18, Class XA, 0.880%, 5/15/62 (b)(d) | 2078548 | 52470 |
| &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, 0.632%, 11/15/62 (b)(d) | 5411262 | 124933 |
| &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, 1.758%, 3/15/63 (b)(d) | 1856752 | 126632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-B10, Class XA, 1.217%, 3/15/62 (b)(d) | 1908828 | 65593 |
| &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, 1.730%, 7/15/53 (b)(d) | 409027 | 20904 |
| &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, 1.496%, 1/15/54 (b)(d) | 869546 | 53758 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Commercial Mortgage-Backed Securities*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BWAY Mortgage Trust, Series 2013-1515, Class A2, 3.454%, 3/10/33 (a) | 957048 | $912773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-VLT5, Class A, 5.410%, 11/13/46 (a)(b) | 1000000 | 1023015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.586%, 9/15/53 (b) | 508240 | 22538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Durst Commercial Mortgage Trust, Series 2025-151, Class A, 5.145%, 8/10/42 (a)(b) | 180000 | 183636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grace Trust, Series 2020-GRCE, Class A, 2.347%, 12/10/40 (a) | 925000 | 825161 |
| &nbsp;&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 | 900722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JP Morgan Chase Commercial Mortgage Securities Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-NYAH, Class G, 7.037%, (1 Month USD SOFR CME + 3.004%), 6/15/38 (a)(b) | 655000 | 540894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-OPO, Class A, 3.024%, 1/5/39 (a) | 1750000 | 1576655 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MAD Commercial Mortgage Trust, Series 11MD, Class B, 5.095%, 10/15/42 (a)(b) | 340000 | 340799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SLG Office Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-OVA, Class B, 2.707%, 7/15/41 (a) | 445000 | 395581 |
| &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 | 740754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STWD Mortgage Trust, Series 2021-LIH, Class E, 7.050%, (1 Month USD SOFR CME +<br>3.017%), 11/15/36 (a)(b) | 955000 | 954541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SUMIT Mortgage Trust, Series 2022-BVUE, Class A, 2.789%, 2/12/41 (a) | 1615000 | 1459275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TEXAS Commercial Mortgage Trust, Series 2025-TWR, Class B, 5.625%, (1 Month USD<br>SOFR CME + 1.593%), 4/15/42 (a)(b) | 385000 | 383941 |
|  |  | 11775328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal Home Loan Mortgage Corporation – 4.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 8/1/27 | 4359 | 4303 |
| &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 | 10992 | 10846 |
| &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 | 10291 | 10211 |
| &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 | 16611 | 15422 |
| &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 | 140295 | 129460 |
| &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 | 54923 | 54228 |
| &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 | 288360 | 270364 |
| &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 | 30626 | 30521 |
| &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 | 15642 | 15486 |
| &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 | 30337 | 30020 |
| &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 | 27024 | 26775 |
| &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 | 13699 | 13525 |
| &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 | 46686 | 45891 |
| &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 | 40172 | 39463 |
| &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 | 7482 | 7355 |
| &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 | 5321 | 5242 |
| &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 | 19458 | 19115 |
| &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 | 3732 | 3660 |
| &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 | 34984 | 35341 |
| &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 | 49652 | 50147 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
| &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; 4.500%, 7/1/36 | 38667 | $39052 |
| &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 | 70139 | 70840 |
| &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 | 10444 | 10523 |
| &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 | 21330 | 21487 |
| &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 | 1133827 | 1114802 |
| &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 | 6614 | 6721 |
| &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 | 2484 | 2527 |
| &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 | 6959 | 7143 |
| &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 | 49954 | 51272 |
| &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 | 8191 | 8407 |
| &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 | 31506 | 32363 |
| &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 | 25246 | 25976 |
| &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 | 19869 | 20444 |
| &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 | 31962 | 33333 |
| &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 | 47813 | 49719 |
| &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 | 2086923 | 2117781 |
| &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 | 2118040 | 2146015 |
| &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 | 5459 | 5748 |
| &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 | 24715 | 26024 |
| &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 | 2827548 | 2901856 |
| &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 | 2746778 | 2815946 |
| &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 (b) | 21435 | 22027 |
|  |  | **12347381** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association – 21.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.000%, 10/1/27 | 15466 | 15171 |
| &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 | 20575 | 20152 |
| &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 | 3866431 | 3190347 |
| &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 | 3680072 | 3053196 |
| &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 | 17707 | 16916 |
| &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 | 7711 | 7441 |
| &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 | 62850 | 57006 |
| &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 | 93904 | 82884 |
| &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 | 4580935 | 3897345 |
| &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 | 2517649 | 2166307 |
| &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 | 20972 | 19058 |
| &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 | 409772 | 373702 |
| &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 | 515619 | 470347 |
| &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 | 201547 | 183805 |
| &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 | 2376878 | 2113457 |
| &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 | 3937842 | 3561459 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.500%, 12/1/31 | 2662 | $2620 |
| &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 | 45146 | 44410 |
| &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 | 26959 | 26529 |
| &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 | 38270 | 37575 |
| &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 | 380427 | 361721 |
| &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 | 284280 | 268429 |
| &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 | 153272 | 143632 |
| &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 | 4447 | 4429 |
| &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 | 37156 | 36932 |
| &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 | 10801 | 10738 |
| &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 | 15804 | 15627 |
| &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 | 10127 | 10006 |
| &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 | 13964 | 13805 |
| &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 | 128890 | 127026 |
| &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 | 13304 | 13136 |
| &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 | 30131 | 29696 |
| &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 | 5291 | 5198 |
| &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 | 68975 | 67807 |
| &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 | 9278 | 9127 |
| &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 | 10002 | 9811 |
| &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 | 7509 | 7387 |
| &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 | 25078 | 24622 |
| &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 | 25549 | 25046 |
| &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 | 1815240 | 1748521 |
| &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 | 10091 | 10180 |
| &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 | 5229 | 5275 |
| &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 | 23451 | 23658 |
| &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 | 33868 | 34166 |
| &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 | 13439 | 13557 |
| &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 | 18304 | 18458 |
| &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 | 36310 | 36593 |
| &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 | 12128 | 12210 |
| &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 | 25357 | 25466 |
| &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 | 1429 | 1469 |
| &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 | 20432 | 21232 |
| &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 | 10406 | 10666 |
| &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 | 75550 | 79714 |
| &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 | 24308 | 25648 |
| &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 | 6039 | 6278 |
| &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 | 14217 | 15001 |
| &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%, 11/1/40 (e) | 1100000 | 1012755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.000%, 11/1/55 (e) | 3200000 | 2595892 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.500%, 12/1/55 (e) | 1125000 | $955326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 4.000%, 11/1/55 (e) | 1400000 | 1328519 |
| &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%, 11/1/54 (e) | 9425000 | 9523519 |
| &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%, 12/1/54 (e) | 9425000 | 9516155 |
| &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, 6.000%, 11/1/54 (e) | 3085000 | 3155070 |
| &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, 6.000%, 12/1/54 (e) | 3085000 | 3154227 |
|  |  | **53853457** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Government National Mortgage Association – 3.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.500%, 6/20/53 | 899572 | 912607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.000%, 11/20/55 (e) | 2900000 | 2412793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.500%, 11/20/55 (e) | 2200000 | 1904631 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 3.500%, 11/20/55 (e) | 3400000 | 3112811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 4.500%, 11/20/55 (e) | 1600000 | 1561830 |
|  |  | **9904672** |
|  Total Mortgage Backed Securities<br>(Cost $111,965,479) |  | **108134574** |
|  ***U.S. Government Agency Obligations – 28.0%*** |  |  |
| &nbsp;&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)(b) | 1150000 | 1207030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Farm Credit Banks Funding Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.625%, 10/15/49 | 3250000 | 2102577 |
| &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 | 1496427 |
| &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 | 796435 |
| &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 | 815129 |
| &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%, 3/2/26 | 5000000 | 5011465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Bank Discount Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.000%, 11/14/25 | 11200000 | 11183231 |
| &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%, 11/17/25 | 2800000 | 2794909 |
| &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%, 1/9/26 | 11575000 | 11489474 |
| &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%, 1/30/26 | 3615000 | 3580276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Banks |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.900%, 2/26/27 | 3000000 | 2891838 |
| &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 | 4948088 |
| &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 | 3000000 | 2747677 |
| &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%, 3/13/26 | 3500000 | 3504637 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.750%, 10/8/27 | 5000000 | 4732293 |
| &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 | 7027287 |
| &nbsp;&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 | 5283406 |
|  Total U.S. Government Agency Obligations<br>(Cost $74,434,389) |  | **71612179** |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
|  ***Corporate Bonds and Notes – 27.2%*** |  |  |
| &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;&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 | $132196 |
| &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 | 136843 |
| &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 | 160227 |
|  |  | **429266** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Communications – 2.2%*** |  |  |
| &nbsp;&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 | 833065 |
| &nbsp;&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 | 864257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating Capital, 6.484%, 10/23/45 | 1325000 | 1280718 |
| &nbsp;&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 | 118673 |
| &nbsp;&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 | 444125 |
| &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 | 418133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.900%, 1/15/27 | 400000 | 392981 |
| &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 | 966170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC, 6.150%, 2/27/37 | 66000 | 72024 |
| &nbsp;&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 | 187120 |
|  |  | **5577266** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Cyclical – 0.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forvia SE, 2.375%, 6/15/29 (f) | 190000 | 211408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toll Brothers Finance Corp., 4.350%, 2/15/28 | 600000 | 601956 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; YMCA of Greater New York |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.303%, 8/1/26 | 765000 | 751351 |
| &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 | 322133 |
| &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 | 125993 |
|  |  | **2012841** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Non-cyclical – 5.4%*** |  |  |
| &nbsp;&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 | 299259 |
| &nbsp;&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 | 650440 |
| &nbsp;&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 | 1310042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Block, Inc., 6.500%, 5/15/32 | 700000 | 726771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Medical Center Corp., 4.519%, 7/1/26 | 705000 | 704165 |
| &nbsp;&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 | 766779 |
| &nbsp;&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 | 117690 |
| &nbsp;&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 | 364313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grifols SA, 3.875%, 10/15/28 (f) | 165000 | 185964 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Non-cyclical*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 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 | $98390 |
| &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 | 664362 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 22A, 5.209%, 10/1/52 | 470000 | 422641 |
| &nbsp;&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 | 1251435 |
| &nbsp;&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 | 987260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lifespan Corp., 5.050%, Series 2025, 2/15/30 (AG) | 465000 | 470390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PeaceHealth Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.335%, 11/15/28 | 90000 | 90517 |
| &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, 1.375%, 11/15/25 | 1000000 | 998783 |
| &nbsp;&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 | 121237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rossini Sarl, 6.750%, 12/31/29 (f) | 205000 | 249729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.150%, 9/2/31 | 350000 | 305564 |
| &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 | 968511 |
| &nbsp;&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 | 574118 |
| &nbsp;&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 | 411245 |
| &nbsp;&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 | 982460 |
|  |  | **13722065** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Energy – 0.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Greenko Dutch BV |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 3/29/26 (f) | 406550 | 402807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.850%, 3/29/26 (a) | 787150 | 779904 |
|  |  | **1182711** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financial – 13.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Lease Corp., 3.625%, 12/1/27 | 500000 | 492717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA, 8.600%, 12/15/30 | 400000 | 473202 |
| &nbsp;&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 (b)(f) | 560000 | 624550 |
| &nbsp;&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)(b) | 1240000 | 1286610 |
| &nbsp;&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 (b)(f) | 1000000 | 1194634 |
| &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)(b) | 1640000 | 1703097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Properties LP, 3.650%, 2/1/26 | 430000 | 429141 |
| &nbsp;&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; 4.875%, 4/1/26 (a) | 500000 | 500446 |
| &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)(b) | 770000 | 803934 |
| &nbsp;&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 | 480979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bridge Housing Corp., 5.321%, 7/15/35 | 390000 | 392375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, Inc., 5.625%, 5/15/30 | 1500000 | 1533016 |
| &nbsp;&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 | 247629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ceska sporitelna AS, 0.500%, (3 Month EUR-EURIBOR + 0.78%), 9/13/28 (b)(f) | 1200000 | 1327161 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financial*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 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 (b) | 500000 | $451971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.412%, (SOFR + 3.914%), 3/31/31 (b) | 750000 | 749148 |
| &nbsp;&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 | 358122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA, 4.125%, 1/10/27 (a) | 1000000 | 998643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HA Sustainable Infrastructure Capital, Inc., 6.375%, 7/1/34 | 600000 | 606449 |
| &nbsp;&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 | 184526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ING Groep NV, 4.625%, 1/6/26 (a) | 750000 | 750342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc., 3.625%, 9/1/28 | 200000 | 198035 |
| &nbsp;&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 (b) | 590000 | 609519 |
| &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 (b) | 1090000 | 1109606 |
| &nbsp;&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 | 3678433 |
| &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 | 6154258 |
| &nbsp;&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 (b)(f) | 600000 | 679848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series GMTN, 2.699%, (SOFR + 1.143%), 1/22/31 (b) | 640000 | 599220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MTN, 2.511%, (SOFR + 1.200%), 10/20/32 (b) | 1000000 | 894382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NHP Foundation, 5.850%, 12/1/28 | 800000 | 811423 |
| &nbsp;&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 | 246254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (a) | 615000 | 616651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sumitomo Mitsui Trust Bank, Ltd., 1.550%, 3/25/26 (a) | 1500000 | 1485225 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trust Fibra Uno, 7.375%, 2/13/34 (f) | 850000 | 926848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USAA Capital Corp., 2.125%, 5/1/30 (a) | 885000 | 814212 |
| &nbsp;&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) | 730000 | 733378 |
|  |  | **35145984** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Government – 1.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; European Investment Bank, 0.750%, 9/23/30 | 3000000 | 2604616 |
|  |  | **2604616** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Industrial – 0.7%*** |  |  |
| &nbsp;&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 | 125046 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HTA Group, Ltd., 7.500%, 6/4/29 (f) | 250000 | 259904 |
| &nbsp;&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 | 313332 |
| &nbsp;&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 | 406814 |
| &nbsp;&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) | 570000 | 590275 |
|  |  | **1695371** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Technology – 1.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.650%, 5/11/50 | 300000 | 191084 |
| &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 | 1153315 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Technology*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadcom, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.187%, 11/15/36 (a) | 852000 | $727655 |
| &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 | 1194289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McAfee Corp., 7.375%, 2/15/30 (a) | 275000 | 252115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp., 3.041%, 3/17/62 | 1000000 | 645229 |
|  |  | **4163687** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Utilities – 1.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aegea Finance Sarl, 9.000%, 1/20/31 (a) | 960000 | 1015294 |
| &nbsp;&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 | 631875 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clearway Energy Operating LLC, 3.750%, 2/15/31 (a) | 560000 | 518934 |
| &nbsp;&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 | 568903 |
| &nbsp;&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 | 332728 |
|  |  | **3067734** |
|  Total Corporate Bonds and Notes<br>(Cost $72,020,758) |  | **69601541** |
|  ***Municipal Bonds – 4.6%*** |  |  |
| &nbsp;&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 | 366553 |
| &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 | 500740 |
| &nbsp;&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 | 836508 |
| &nbsp;&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 | 365965 | 366929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cook County Community High School District No. 228, IL Series A, 5.019%, 12/1/41 (AG) | 435000 | 434076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; County of Riverside, CA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.963%, 2/15/27 | 670000 | 660661 |
| &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 | 655499 |
| &nbsp;&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 | 180210 |
| &nbsp;&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 | 168175 |
| &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 | 71555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center)<br>Series C, 3.968%, 7/1/27 | 205000 | 205186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Massachusetts Development Finance Agency, (NewBridge on the Charles, Inc.), 4.000%, 10/1/27 | 100000 | 99928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Massachusetts Educational Financing Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 2.305%, 7/1/29 | 1000000 | 938081 |
| &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 | 398121 |
| &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 | 609865 |
| &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 | 182953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Transportation Development Corp., 4.248%, 9/1/35 | 315000 | 310765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment) |  |  |
| &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, 3.473%, 7/1/28 | 500000 | 490830 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
|  ***Municipal Bonds*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Oklahoma Development Finance Authority, (OU Medicine) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series C, 4.650%, 8/15/30 (AG) | 445000 | $443462 |
| &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 | 763921 |
| &nbsp;&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 | 1879446 |
| &nbsp;&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 | 775134 |
| &nbsp;&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 | 90830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wisconsin Health & Educational Facilities Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series B, 3.940%, 8/15/41 | 335000 | 240360 |
| &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 | 109256 |
|  Total Municipal Bonds<br>(Cost $11,954,865) |  | **11779044** |
|  ***Foreign Government & Agency Securities – 3.8%*** |  |  |
| &nbsp;&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 | 2239889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Ottawa Ontario, 2.500%, 5/11/51 | 2390000 | 1180950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Toronto Canada, 2.600%, 9/24/39 | 1060000 | 630687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colombia Government International Bond, 8.000%, 11/14/35 | 1090000 | 1190825 |
| &nbsp;&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 | 892350 |
| &nbsp;&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 | 1333687 |
| &nbsp;&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 | 2219100 |
|  Total Foreign Government & Agency Securities<br>(Cost $10,388,491) |  | **9687488** |
|  **Asset Backed Securities – 3.6%** |  |  |
| &nbsp;&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 | 644638 |
| &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 | 540260 |
| &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 | 282757 |
| &nbsp;&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 | 341864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CoreVest American Finance, Ltd. Series 2020-4 , 2.250%, 12/15/52 (a) | 100000 | 93038 |
| &nbsp;&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 | 182397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FHF Trust Series 2022-1A, 4.430%, 1/18/28 (a) | 36455 | 36446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lendbuzz Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-1A, 4.220%, 5/17/27 (a) | 117212 | 117077 |
| &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) | 145424 | 146946 |
| &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) | 169867 | 171741 |
| &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) | 229313 | 233180 |
| &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) | 426611 | 428739 |
| &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) | 420001 | 419312 |
| &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) | 835000 | 834432 |
| &nbsp;&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) | 85478 | 72203 |
| &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) | 93536 | 90834 |
| &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) | 287066 | 287969 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025(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;&nbsp; Prestige Auto Receivables 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, 5.710%, 5/15/28 (a) | 154954 | $155257 |
| &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, 4.560%, 2/15/29 (a) | 125000 | 125049 |
| &nbsp;&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 | 640747 |
| &nbsp;&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 | 96505 |
| &nbsp;&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) | 632284 | 567021 |
| &nbsp;&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) | 179394 | 142383 |
| &nbsp;&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) | 118144 | 118560 |
| &nbsp;&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) | 1021589 | 1024369 |
| &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 | 165710 |
| &nbsp;&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 | 521760 |
| &nbsp;&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 | 872126 |
|  Total Asset Backed Securities<br>(Cost $9,228,868) |  | **9353320** |
|  ***Senior Floating Rate Interests – 1.9%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Communication Services – 0.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC 2024 Term Loan B5, 6.235%, (3 mo. USD SOFR CME + 2.250%), 12/15/31 (b) | 273744 | 273590 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sunrise Financing Partnership Term Loan AAA1, 6.426%, (3 mo. USD SOFR CME + 2.500%), 2/15/32 (b) | 210000 | 209803 |
|  |  | **483393** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Discretionary – 0.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Builders & Contractors Supply Co., Inc. 2024 Term Loan B, 5.715%, (1 mo. USD SOFR CME + 1.750%), 1/31/31 (b) | 205120 | 206120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Core & Main LP 2024 Term Loan E, 5.991%, (1 mo. USD SOFR CME + 2.000%), 2/9/31 (b) | 280034 | 280297 |
|  |  | **486417** |
| &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;&nbsp; Boels Topholding BV 2025 EUR Term Loan B3, 4.676%, (1 mo. EUR-EURIBOR + 2.750%), 5/23/31 (b) | 344827 | 399904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp. 2025 Term Loan, 5.965%, (1 mo. USD SOFR CME + 2.000%), 8/1/31 (b) | 353156 | 355566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verisure Holding AB 2021 EUR Term Loan, 5.000%, (3 mo. EUR-EURIBOR + 3.000%), 3/27/28 (b) | 187500 | 216831 |
|  |  | **972301** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financials – 0.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackhawk Network Holdings, Inc. 2025 Term Loan B, 7.965%, (1 mo. USD SOFR CME + 4.000%), 3/12/29 (b) | 167980 | 168895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Russell Investments US Inst'l Holdco, Inc. 2024 PIK Term Loan, 10.465%, (1 mo. USD SOFR CME + 5.000%), 5/30/27 (b) | 394897 | 382556 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USI, Inc. 2024 Term Loan D, 6.252%, (3 mo. USD SOFR CME + 2.250%), 11/21/29 (b) | 161316 | 161619 |
|  |  | **713070** |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal<br>Amount^** | **Value** |
| &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;&nbsp; Altium Packaging LLC 2024 Term Loan B, 6.465%, (1 mo. USD SOFR CME + 2.500%), 6/11/31 (b) | 424625 | $415867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Proampac PG Borrower LLC 2024 Term Loan, 8.195%, (3 mo. USD SOFR CME + 4.000%), 9/15/28 (b) | 398466 | 399296 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Student Transportation of America Holdings, Inc. Term Loan B, 7.253%, (3 mo. USD SOFR CME + 3.250%), 6/24/32 (b) | 99767 | 100702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Van Pool Transportation 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; 2025 Delayed Draw Term Loan 7.252%, (3 mo. USD SOFR CME + 3.250%), 8/6/30 (b)(g) | 27108 | 27323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2025 Term Loan 7.252%, (3 mo. USD SOFR CME + 3.250%), 8/6/30 (b) | 197892 | 199458 |
|  |  | **1142646** |
| &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;&nbsp; Athenahealth Group, Inc. 2022 Term Loan B, 6.715%, (1 mo. USD SOFR CME + 2.750%), 2/15/29 (b) | 345942 | 344990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cotiviti Corp. 2025 2nd Amendment Term Loan, 6.884%, (1 mo. USD SOFR CME + 2.750%), 3/26/32 (b) | 239400 | 230722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zelis Payments Buyer, Inc. Term Loan B, 6.715%, (1 mo. USD SOFR CME + 2.750%), 9/28/29 (b) | 451558 | 445568 |
|  |  | **1021280** |
|  Total Senior Floating Rate Interests<br>(Cost $4,806,515) |  | **4819107** |
|  ***Convertible Bonds – 0.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Etsy, Inc., 1.000%, 6/15/30 (a) | 160000 | 170480 |
|  |  | **170480** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Health Care – 0.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dexcom, Inc., 0.250%, 11/15/25 | 205000 | 204785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Guardant Health, Inc., 1.250%, 2/15/31 | 175000 | 299285 |
|  |  | **504070** |
|  Total Convertible Bonds<br>(Cost $592,038) |  | **674550** |
|  **Total Long Term Investments**<br> (Cost $295,391,403) |  | **285661803** |
|  ***Total Investments–111.7%*** (Cost $295,391,403) |  | **285661803** |
|  ***Less Unfunded Loan Commitments* —*(0.0)%*\*** |  | (10656) |
|  ***Net Investments—111.7%*** (Cost $295,380,907) |  | **285651147** |
|  ***Other Liabilities, less assets – (11.7)%*** |  | (29960246) |
|  ***Net Assets – 100.0%*** |  | $**255690901** |

---

\* Amount is less than 0.05%. 

---

| | |
|:---|:---|
| ^ | The principal amount is stated in U.S. dollars unless otherwise indicated.  |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

(a) Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as
amended. At October 31, 2025, the aggregate value of these securities was $51,004,923, representing 19.9% of net assets.

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

(c) Step coupon bond.

(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 October 31, 2025, the aggregate value of these securities is $13,743,906 or 5.4% 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 October 31, 2025, the total value of unfunded loan commitments is $10,496.

**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

**At October 31, 2025, 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 | HSBC Bank PLC | 12/17/25 | 2449000 | $1750057 | $26005 |
|  United States Dollar | Euro Currency | Deutsche Bank AG | 11/28/25 | 2526274 | 2915851 | 23301 |
|  United States Dollar | Euro Currency | Deutsche Bank AG | 12/17/25 | 7019000 | 8110189 | 157322 |
|  United States Dollar | Pound Sterling | Goldman Sachs International | 12/17/25 | 2693000 | 3537987 | 104236 |
|  Euro Currency | United States Dollar | Morgan Stanley & Co. International PLC | 11/28/25 | 107000 | 123501 | (1179) |
|  |  |  |  |  |  | $309685 |

---

**At October 31, 2025, 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) | 66 | $4903988 | $4906219 | 12/15/25 | $2231 |
|  10-Year Canadian Government Bond (Long) | 21 | 1792942 | 1838052 | 12/18/25 | 45110 |
|  |  |  |  |  | $47341 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (Continued)** 

**October 31, 2025(Unaudited)** 

**At October 31, 2025, the Fund had the following centrally cleared interest rate swap contracts outstanding.** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Counterparty/<br>Exchange** | **Expiration Date** | **Notional**<br>**Amount** | **Notional**<br>**Amount** | **Value** | **Upfront<br>Premiums<br>Paid<br>(Received)<br>(Depreciation)** | **Unrealized<br>Appreciation** |
|  Pay Fixed rate annually<br>2.970% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/15/53 | USD | 985000 | $173841 | $50184 | $123657 |
|  Pay Fixed rate annually<br>4.500% Receive Floating rate annually 12 month SONIA | Morgan Stanley/LCH | 9/18/34 | GBP | 100000 | 7888 | (85) | 7973 |
|  Pay Fixed rate annually<br>2.720% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/27 | EUR | 2320000 | (44462) | (65) | (44397) |
|  Pay Fixed rate annually<br>2.590% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/29 | EUR | 2625000 | (67089) | (36323) | (30766) |
|  Pay Fixed rate annually<br>3.750% Receive Floating rate annually 12 month SONIA | Morgan Stanley/LCH | 9/18/54 | GBP | 2285000 | 316569 | (1858) | 318427 |
|  Pay Fixed rate annually<br>2.280% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/34 | EUR | 695000 | 6080 | (1644) | 7724 |
|  Pay Fixed rate annually<br>3.000% Receive Floating rate annually 6 month CORRA | Morgan Stanley/LCH | 9/18/34 | CAD | 4600000 | (60014) | 1842 | (61856) |
|  Pay Fixed rate annually<br>2.310% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/18/54 | EUR | 2180000 | 233170 | (26571) | 259741 |
|  Pay Fixed rate annually<br>2.593% Receive Floating rate annually 12 month USCPI | Morgan Stanley/LCH | 11/8/34 | USD | 2860000 | (18012) |  | (18012) |
|  Receive Fixed rate annually<br>3.750% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/55 | USD | 10085000 | (395527) | (270184) | (125343) |
|  Receive Fixed rate annually<br>4.250% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/45 | USD | 11120000 | 410283 | 461993 | (51710) |
|  Receive Fixed rate annually<br>4.000% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/28 | USD | 15365000 | 188800 | 111157 | 77643 |
|  Pay Fixed rate annually<br>4.060% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/35 | USD | 6200000 | (196560) | (115635) | (80925) |
|  Pay Fixed rate annually<br>4.220% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/27 | USD | 4475000 | (39407) | (713) | (38694) |
|  Receive Fixed rate annually<br>3.880% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/27 | USD | 12900000 | 27282 | 851 | 26431 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (Continued)** 

**October 31, 2025 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Description | Counterparty/ Exchange | Expiration Date | Notional<br>Amount | Notional<br>Amount | Value | Upfront<br>Premiums<br>Paid<br>(Received)<br>(Depreciation) | Unrealized<br>Appreciation |
|  Receive Fixed rate annually<br>3.780% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 3/19/30 | USD | 21600000 | 278177 | 202701 | 75476 |
|  Pay Fixed rate annually<br>3.530% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 9/17/32 | USD | 6625000 | (5758) | (5360) | (398) |
|  Pay Fixed rate annually<br>2.440% Receive Floating rate annually 12 month ESTR | Morgan Stanley/LCH | 9/17/35 | EUR | 3615000 | (2082) | 6007 | (8089) |
|  Pay Fixed rate annually<br>3.720% Receive Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 9/17/35 | USD | 7552488 | (28876) | (2811) | (26065) |
|  Receive Fixed rate annually<br>3.530% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 9/17/32 | USD | 8285000 | 7200 | 36564 | (29364) |
|  Receive Fixed rate annually<br>3.910% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 9/17/45 | USD | 2720000 | (27761) | (21988) | (5773) |
|  Receive Fixed rate annually<br>3.530% Pay Floating rate annually 12 month SOFR | Morgan Stanley/LCH | 9/17/35 | USD | 3000000 | (36649) | (5522) | (31127) |
|  |  |  |  |  |  | $382540 | $344553 |

---

**At October 31, 2025, the Fund had the following OTC interest rate swap contracts outstanding.** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Rate Type | Rate Type | | | | | |
| Counterparty | Payments made by<br>the Fund | Payments received<br>by the Fund | Expiration Date | Notional<br>Amount | Value | Upfront<br>Premiums<br>Paid<br>(Received) | Unrealized<br>Appreciation<br>(Depreciation) |
|  Morgan Stanley & Co. International | 2.470% | USA-CPI-U | 7/10/53 | $2280000 | $(1077) | $— | $(1077) |
|  Morgan Stanley & Co. International | 2.360% | USA-CPI-U | 5/9/55 | 915000 | 12695 | (5740) | 18435 |
|  |  |  |  |  |  | $(5740) | $17358 |

---

**Abbreviations** 

AG — Assured Guaranty Inc.

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

USA-CPI-U — U.S.A. Consumers Price Index Urban Consumers NSA

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**October 31, 2025 (Unaudited)** 

**Currency Abbreviations** 

CAD — Canadian Dollar

EUR — Euro

GBP — British Pound Sterling

See Notes to Portfolio of Investments

------

**Domini Impact Bond Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS** 

**October 31, 2025 (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 Fund's valuation designee.

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** 

**October 31, 2025 (Unaudited)** 

The following is a summary of the inputs used, as of October 31, 2025, 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; Mortgage Backed Securities | $— | $108134574 | $— | $108134574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Agency Obligations |  | 71612179 |  | 71612179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds and Notes |  | 69601541 |  | 69601541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 11779044 |  | 11779044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government & Agency Securities |  | 9687488 |  | 9687488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Securities |  | 9353320 |  | 9353320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Senior Floating Rate Interests |  | 4819107 |  | 4819107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds |  | 674550 |  | 674550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Long Term Investments | $— | $285661803 | $— | $285661803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Investment in Securities** | $**—** | $**285661803** | $**—** | $**285661803** |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 310864 |  | 310864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures |  | 47341 |  | 47341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap—CCP |  | 897072 |  | 897072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap—OTC |  | 12695 |  | 12695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unfunded Loans |  | 160 |  | 160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Other Financial Instruments** | $**—** | $**1268132** | $**—** | $**1268132** |
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  **Liabilities:** |  |  |  |  |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts | $— | $(1179) | $— | $(1179) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap—CCP |  | (552519) |  | (552519) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap—OTC |  | (1077) |  | (1077) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Other Financial Instruments** | $**—** | $**(554775)** | $**—** | $**(554775)** |

---

## 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 International Equity Fund

- **b. EDGAR series identifier (if any):** S000014393

- **c. LEI of Series:** 549300CS5T2HZ43C4K40

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $935103225.36

**Total Liabilities:** $1183105.12

**Net Assets:** $933920120.24

**Cash Not Reported:** $5908561.68

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039201 | 3.60%                | 2.29%                | 0.72%                |
| Class ID C000123188 | 3.68%                | 2.24%                | 0.73%                |
| Class ID C000200995 | 3.67%                | 2.24%                | 0.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3966390.42              | $25493372.86                               |
| Month 2  | $19632704.97             | $-1620480.62                               |
| Month 3  | $1534949.45              | $5940485.13                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alps Alpine Co Ltd.                           | Alps Alpine Co Ltd. NPV                                           | CUSIP: J01176114<br>LEI: 529900PWNU4ASLY9VI90 | Long             | EC               | CORP              | JP        |     93500 | NS      | $1177716.84   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| ASUSTeK Computer Inc.                         | ASUSTeK Computer Inc. TWD10                                       | CUSIP: Y04327105<br>LEI: 254900B3WB4OGRB7HM13 | Long             | EC               | CORP              | TW        |    132900 | NS      | $3002410.01   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                | Fortescue Ltd. NPV                                                | CUSIP: Q39360104<br>LEI: 529900VEJFORCO6I4826 | Long             | EC               | CORP              | AU        |   1694830 | NS      | $23570387.43  | 2.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Inc.                              | Trend Micro Inc. NPV                                              | CUSIP: J9298Q104<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |    174200 | NS      | $8889850.63   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Corp                                     | Lion Corp NPV                                                     | CUSIP: J38933107<br>LEI: 529900MPGS2GM7VPG855 | Long             | EC               | CORP              | JP        |     79300 | NS      | $781424.03    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp.                                  | Makita Corp. NPV                                                  | CUSIP: J39584107<br>LEI: 529900CDR9E94BCM6294 | Long             | EC               | CORP              | JP        |    359800 | NS      | $10877234.96  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corp.                      | Panasonic Holdings Corp. NPV                                      | CUSIP: J6354Y104<br>LEI: 254900GE1G59KGWPHX32 | Long             | EC               | CORP              | JP        |    903600 | NS      | $10499131.66  | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Misumi Group Inc.                             | Misumi Group Inc. NPV                                             | CUSIP: J43293109<br>LEI: 353800SJWGE5BEK2V032 | Long             | EC               | CORP              | JP        |     56200 | NS      | $876215.69    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co Ltd                      | Mitsubishi Estate Co Ltd NPV                                      | CUSIP: J43916113<br>LEI: 353800KOFMRGOXSJ5Z65 | Long             | EC               | CORP              | JP        |       520 | NS      | $11019.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp                              | Seiko Epson Corp NPV                                              | CUSIP: J7030F105<br>LEI: 549300NIOFQDR749W206 | Long             | EC               | CORP              | JP        |    190900 | NS      | $2418818.84   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| NSK Ltd                                       | NSK Ltd NPV                                                       | CUSIP: J55505101<br>LEI: 353800FVQK6SULSPBC69 | Long             | EC               | CORP              | JP        |   1114400 | NS      | $5615469.81   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                          | Nomura Holdings Inc. NPV                                          | CUSIP: J58646100<br>LEI: 549300B3CEAHYG7K8164 | Long             | EC               | CORP              | JP        |   2256800 | NS      | $16104748.06  | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Kakaku.Com Inc.                               | Kakaku.Com Inc. NPV                                               | CUSIP: J29258100<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |    160800 | NS      | $2858623.42   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                      | QBE Insurance Group Ltd. NPV                                      | CUSIP: Q78063114<br>LEI: 549300D2FBW76FPUSG65 | Long             | EC               | CORP              | AU        |    875700 | NS      | $11361834.37  | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| China Life Insurance Co Ltd.                  | China Life Insurance Co Ltd. 'H'CNY1                              | CUSIP: Y1477R204<br>LEI: 549300J6TFLDXGH6S048 | Long             | EC               | CORP              | CN        |   1512700 | NS      | $4770285.16   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Medipal Holdings Corp.                        | Medipal Holdings Corp. NPV                                        | CUSIP: J4189T101<br>LEI: 353800PJDODZEA4NP730 | Long             | EC               | CORP              | JP        |     31900 | NS      | $519025.95    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co Ltd.                              | Shiseido Co Ltd. NPV                                              | CUSIP: J74358144<br>LEI: 5299008QCD0YDT5OF506 | Long             | EC               | CORP              | JP        |     70800 | NS      | $1192544.80   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                              | Sony Group Corp. NPV                                              | CUSIP: J76379106<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |       850 | NS      | $23672.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd.         | Sumitomo Realty & Development Co Ltd. NPV                         | CUSIP: J77841112<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |    365800 | NS      | $15618557.67  | 1.67%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                            | Swire Pacific Ltd. 'A' NPV                                        | CUSIP: Y83310105<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |    416400 | NS      | $3439180.69   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corp.                                     | TDK Corp. NPV                                                     | CUSIP: J82141136<br>LEI: 3538005O8WNU39U8NX03 | Long             | EC               | CORP              | JP        |     63700 | NS      | $1112979.33   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corp.                               | Advantest Corp. NPV                                               | CUSIP: J00210104<br>LEI: 353800EMK32PDKS9XR54 | Long             | EC               | CORP              | JP        |     72600 | NS      | $10871544.71  | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc                           | TOPPAN Holdings Inc NPV                                           | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |       540 | NS      | $13207.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mazda Motor Corp.                             | Mazda Motor Corp. NPV                                             | CUSIP: J41551110<br>LEI: 52990044YZJLICDQKK92 | Long             | EC               | CORP              | JP        |    441100 | NS      | $3039554.03   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                | Unicharm Corp. NPV                                                | CUSIP: J94104114<br>LEI: 353800UQ4BZIJTAQEG85 | Long             | EC               | CORP              | JP        |    804200 | NS      | $4975697.23   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| United Overseas Bank Ltd.                     | United Overseas Bank Ltd. NPV                                     | CUSIP: Y9T10P105<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |    242700 | NS      | $6455201.51   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                   | Novartis AG CHF0.49 (REGD)                                        | CUSIP: H5820Q150<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |    262253 | NS      | $32456865.68  | 3.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                | Techtronic Industries Co. Ltd. NPV                                | CUSIP: Y8563B159<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |     61300 | NS      | $715003.57    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sainsbury (J) PLC                             | Sainsbury (J) PLC ORD GBP0.28571428                               | CUSIP: G77732173<br>LEI: 213800VGZAAJIKJ9Y484 | Long             | EC               | CORP              | GB        |   1507260 | NS      | $6763976.99   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Intecc Co Ltd.                          | Asahi Intecc Co Ltd. NPV                                          | CUSIP: J0279C107<br>LEI: 353800J3AV2SCNIO8L39 | Long             | EC               | CORP              | JP        |    113300 | NS      | $1796633.16   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd.             | Oversea-Chinese Banking Corp Ltd. NPV                             | CUSIP: Y64248209<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |    224100 | NS      | $2931541.18   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam Ltd                                    | Sanlam Ltd ZAR0.01                                                | CUSIP: S7302C137<br>LEI: 37890014418406D9FC23 | Long             | EC               | CORP              | ZA        |    438700 | NS      | $2301862.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ipsen SA                                      | Ipsen SA EUR1                                                     | CUSIP: F5362H107<br>LEI: 549300M6SGDPB4Z94P11 | Long             | EC               | CORP              | FR        |     23300 | NS      | $3274377.04   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Wohnen SE                            | Deutsche Wohnen SE NPV (BR)                                       | CUSIP: D2046U176<br>LEI: 529900QE24Q67I3FWZ10 | Long             | EC               | CORP              | DE        |     45600 | NS      | $1136477.89   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                  | Unilever PLC ORD GBP0.031111                                      | CUSIP: G92087165<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |       237 | NS      | $14221.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                               | Norsk Hydro ASA NOK1.098                                          | CUSIP: R61115102<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |       931 | NS      | $6294.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                    | Legrand SA EUR4                                                   | CUSIP: F56196185<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |     20600 | NS      | $3557366.83   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Husqvarna AB                                  | Husqvarna AB SER'B'NPV                                            | CUSIP: W4235G116<br>LEI: 549300GYQIIJ3UXB7655 | Long             | EC               | CORP              | SE        |    162000 | NS      | $767077.49    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                       | SSAB AB SER'B'NPV                                                 | CUSIP: W8615U108<br>LEI: 529900329VS14ZIML164 | Long             | EC               | CORP              | SE        |    350300 | NS      | $2169020.21   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                     | Logitech International SA CHF0.25 (REGD)                          | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | CH        |     13900 | NS      | $1671037.17   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Mapfre SA                                     | Mapfre SA EUR0.10                                                 | CUSIP: E7347B107<br>LEI: 95980020140005693107 | Long             | EC               | CORP              | ES        |    789400 | NS      | $3486255.67   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Monotaro CoLtd                                | Monotaro CoLtd NPV                                                | CUSIP: J46583100<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    185400 | NS      | $2586719.28   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Gruma S.A.B.de C.V.                           | Gruma S.A.B.de C.V. SER'B' NPV                                    | CUSIP: P4948K121<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | EC               | CORP              | MX        |     48500 | NS      | $821407.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Klabin S.A.                                   | Klabin S.A. COM NPV                                               | CUSIP: P60933119<br>LEI: 254900C8UYA6YUPSDU10 | Long             | EC               | CORP              | BR        |      6142 | NS      | $4121.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group PLC                     | Marks & Spencer Group PLC ORD GBP0.01                             | CUSIP: G5824M107<br>LEI: 213800EJP14A79ZG1X44 | Long             | EC               | CORP              | GB        |     99268 | NS      | $518756.54    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                  | Barclays PLC ORD GBP0.25                                          | CUSIP: G08036124<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |   2347900 | NS      | $12593243.96  | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| AerCap Holdings N.V.                          | AerCap Holdings N.V. EUR0.01                                      | CUSIP: N00985106<br>LEI: 549300SZYINBBLJQU475 | Long             | EC               | CORP              | NL        |     92756 | NS      | $12080541.44  | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Adidas AG                                     | Adidas AG NPV (REGD)                                              | CUSIP: D0066B185<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |        33 | NS      | $6239.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Forvia SE                                     | Forvia SE EUR7                                                    | CUSIP: F3445A108<br>LEI: 969500F0VMZLK2IULV85 | Long             | EC               | CORP              | FR        |     89300 | NS      | $1143537.39   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group PLC                               | Kerry Group PLC 'A'ORD EUR0.125                                   | CUSIP: G52416107<br>LEI: 635400TLVVBNXLFHWC59 | Long             | EC               | CORP              | IE        |     33900 | NS      | $3092451.53   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                  | GEA Group AG NPV                                                  | CUSIP: D28304109<br>LEI: 549300PHUU0ZZWO8EO07 | Long             | EC               | CORP              | DE        |    135900 | NS      | $9720603.69   | 1.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                         | Schneider Electric SE EUR4.00                                     | CUSIP: F86921107<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |      9600 | NS      | $2735325.90   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                        | SAP SE ORD NPV                                                    | CUSIP: D66992104<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |     89800 | NS      | $23354497.50  | 2.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Voestalpine AG                                | Voestalpine AG NPV                                                | CUSIP: A9101Y103<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | EC               | CORP              | AT        |     85800 | NS      | $3054995.30   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A S.p.A.                                    | A2A S.p.A. EUR0.52                                                | CUSIP: T0579B105<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |    894900 | NS      | $2607398.90   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA            | Banco Bilbao Vizcaya Argentaria SA EUR0.49                        | CUSIP: E11805103<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |    598824 | NS      | $12063951.35  | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering S.A.                                   | Kering S.A. EUR4                                                  | CUSIP: F5433L103<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |        18 | NS      | $6392.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                        | Mercedes-Benz Group AG ORD NPV(REGD)                              | CUSIP: D1668R123<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |    259000 | NS      | $16805094.41  | 1.80%             |  |  |  | No            |                  2 | On Loan: No      |
| UCB SA                                        | UCB SA NPV                                                        | CUSIP: B93562120<br>LEI: 2138008J191VLSGY5A09 | Long             | EC               | CORP              | BE        |     58700 | NS      | $15094233.07  | 1.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour S.A.                                | Carrefour S.A. EUR2.50                                            | CUSIP: F13923119<br>LEI: 549300B8P6MUJ1YWTS08 | Long             | EC               | CORP              | FR        |       381 | NS      | $5738.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                     | Sanofi SA EUR2                                                    | CUSIP: F5548N101<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |    162000 | NS      | $16388370.29  | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Hennes & Mauritz AB                           | Hennes & Mauritz AB SER'B'NPV                                     | CUSIP: W41422101<br>LEI: 529900O5RR7R39FRDM42 | Long             | EC               | CORP              | SE        |       484 | NS      | $9140.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                         | Banco Santander, S.A. EUR0.50(REGD)                               | CUSIP: E19790109<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |   1712568 | NS      | $17451386.64  | 1.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens AG                                    | Siemens AG NPV(REGD)                                              | CUSIP: D69671218<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     72400 | NS      | $20517957.42  | 2.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                           | Deutsche Telekom AG NPV(REGD)                                     | CUSIP: D2035M136<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |       477 | NS      | $14775.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson (publ)        | Telefonaktiebolaget LM Ericsson (publ) SER'B'NPV                  | CUSIP: W26049119<br>LEI: 549300W9JLPW15XIFM52 | Long             | EC               | CORP              | SE        |   1951100 | NS      | $19795588.58  | 2.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                         | Societe Generale S.A. EUR1.25                                     | CUSIP: F8591M517<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |    213300 | NS      | $13527615.39  | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                       | Accton Technology Corp. TWD10                                     | CUSIP: Y0002S109<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |    113400 | NS      | $3943677.28   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corp.                                   | Aisin Corp. NPV                                                   | CUSIP: J00714105<br>LEI: 3538004IOK08PDY6I723 | Long             | EC               | CORP              | JP        |    423900 | NS      | $7617565.23   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Brother Industries Ltd                        | Brother Industries Ltd NPV                                        | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |    116400 | NS      | $1981211.68   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| DB Insurance Co Ltd.                          | DB Insurance Co Ltd. KRW500                                       | CUSIP: Y2096K109<br>LEI: 9884000ZF26VNJBWSJ91 | Long             | EC               | CORP              | KR        |     48400 | NS      | $4301971.43   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Bottlers Japan Holding Inc.         | Coca-Cola Bottlers Japan Holding Inc. NPV                         | CUSIP: J0815C108<br>LEI: 353800XN1G90665VTQ16 | Long             | EC               | CORP              | JP        |    352400 | NS      | $5639451.20   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                    | Canon Inc. NPV                                                    | CUSIP: J05124144<br>LEI: 529900JH1GSC035SSP77 | Long             | EC               | CORP              | JP        |    126500 | NS      | $3632804.26   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                       | DBS Group Holdings Ltd. NPV                                       | CUSIP: Y20246107<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |    487500 | NS      | $20183720.25  | 2.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Cathay Pacific Airways Ltd.                   | Cathay Pacific Airways Ltd. NPV                                   | CUSIP: Y11757104<br>LEI: EQNZNT235RBOJ6LJQZ02 | Long             | EC               | CORP              | HK        |   3743800 | NS      | $5329388.95   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                            | Computershare Ltd. NPV                                            | CUSIP: Q2721E105<br>LEI: 21380085HOKTMGLV9G93 | Long             | EC               | CORP              | AU        |    242300 | NS      | $5788440.56   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Co.                     | Central Japan Railway Co. NPV                                     | CUSIP: J05523105<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |       400 | NS      | $9792.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KOSE Corp.                                    | KOSE Corp. NPV                                                    | CUSIP: J3622S100<br>LEI: 353800NX4GGAVDHHY664 | Long             | EC               | CORP              | JP        |       100 | NS      | $3831.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                             | Lenovo Group Ltd. NPV                                             | CUSIP: Y5257Y107<br>LEI: 254900VUZRGD5U73RE46 | Long             | EC               | CORP              | HK        |   1970900 | NS      | $2875243.95   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co Ltd.                   | Dai Nippon Printing Co Ltd. NPV                                   | CUSIP: J10584142<br>LEI: 529900S7NFNQ4FT6OP83 | Long             | EC               | CORP              | JP        |       800 | NS      | $13352.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics Inc.                        | Delta Electronics Inc. TWD10                                      | CUSIP: Y20263102<br>LEI: 529900UVZWNWGDLJSM52 | Long             | EC               | CORP              | TW        |     64000 | NS      | $2058487.44   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.           | Hong Kong Exchanges & Clearing Ltd. NPV                           | CUSIP: Y3506N139<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |    145600 | NS      | $7935620.15   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| PRO Medicus Ltd.                              | PRO Medicus Ltd. NPV                                              | CUSIP: Q77301101<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     57302 | NS      | $9839033.44   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Ltd.                       | Singapore Exchange Ltd. NPV                                       | CUSIP: Y79946102<br>LEI: 549300IQ650PPXM76X03 | Long             | EC               | CORP              | SG        |    252700 | NS      | $3278921.90   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co Ltd.                                 | Eisai Co Ltd. NPV                                                 | CUSIP: J12852117<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |       150 | NS      | $4455.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Evergreen Marine Corp (Taiwan) Ltd.           | Evergreen Marine Corp (Taiwan) Ltd. TWD10                         | CUSIP: Y23632105<br>LEI: 254900EIJA0A39C5SO15 | Long             | EC               | CORP              | TW        |    637500 | NS      | $3999112.43   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Fast Retailing Co Ltd.                        | Fast Retailing Co Ltd. NPV                                        | CUSIP: J1346E100<br>LEI: 353800ZCXKHDPY0N5218 | Long             | EC               | CORP              | JP        |     50000 | NS      | $18355987.00  | 1.97%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                 | MediaTek Inc. TWD10                                               | CUSIP: Y5945U103<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |     81000 | NS      | $3435163.26   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Bank of Korea                      | Industrial Bank of Korea KRW5000                                  | CUSIP: Y3994L108<br>LEI: 988400RBIWE3YA18PK12 | Long             | EC               | NUSS              | KR        |     76200 | NS      | $1032659.46   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                     | Kao Corp. NPV                                                     | CUSIP: J30642169<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |    351500 | NS      | $14875348.99  | 1.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Konica Minolta Inc                            | Konica Minolta Inc NPV                                            | CUSIP: J36060119<br>LEI: 549300SVK6KRUOL1A740 | Long             | EC               | CORP              | JP        |    382200 | NS      | $1312453.14   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuraray Co Ltd                                | Kuraray Co Ltd NPV                                                | CUSIP: J37006137<br>LEI: 549300W9JPTOE739QZ31 | Long             | EC               | CORP              | JP        |    231800 | NS      | $2511913.24   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                      | ABB Ltd. CHF0.12 (REGD)                                           | CUSIP: H0010V101<br>LEI: 5493000LKVGOO9PELI61 | Long             | EC               | CORP              | CH        |    245700 | NS      | $18267184.83  | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                    | Skanska AB SER'B'NPV                                              | CUSIP: W83567110<br>LEI: 549300UINV5RINHGMG07 | Long             | EC               | CORP              | SE        |    144900 | NS      | $3945917.75   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                             | Sonova Holding AG CHF0.05 (REGD)                                  | CUSIP: H8024W106<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |     15400 | NS      | $4200660.34   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                          | Credit Agricole S.A. EUR3                                         | CUSIP: F22797108<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EC               | CORP              | FR        |    197100 | NS      | $3557924.83   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                | BNP Paribas SA EUR2                                               | CUSIP: F1058Q238<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EC               | CORP              | FR        |    193259 | NS      | $14969446.66  | 1.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                 | Alfa Laval AB NPV                                                 | CUSIP: W04008152<br>LEI: 549300UCKT2UK88AG251 | Long             | EC               | CORP              | SE        |     32800 | NS      | $1558907.73   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                  | Klepierre SA EUR1.40                                              | CUSIP: F5396X102<br>LEI: 969500PB4U31KEFHZ621 | Long             | EC               | CORP              | FR        |    301400 | NS      | $11518466.99  | 1.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                      | Hera SpA EUR1                                                     | CUSIP: T5250M106<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |    824900 | NS      | $3702303.13   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Covivio SA                                    | Covivio SA EUR3                                                   | CUSIP: F2R22T119<br>LEI: 969500P8M3W2XX376054 | Long             | EC               | CORP              | FR        |     21800 | NS      | $1398640.90   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| D'Ieteren Group                               | D'Ieteren Group NPV                                               | CUSIP: B49343187<br>LEI: 549300DV5KJ23OKVTW34 | Long             | EC               | CORP              | BE        |     13500 | NS      | $2466082.06   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni S.p.A.                   | Unipol Assicurazioni S.p.A. NPV                                   | CUSIP: T9532W106<br>LEI: 8156005CE5E7340CCA86 | Long             | EC               | CORP              | IT        |    588245 | NS      | $12878637.34  | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                             | ASML Holding N.V. EUR0.09                                         | CUSIP: N07059202<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      4144 | NS      | $4381489.95   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                          | Evonik Industries AG NPV                                          | CUSIP: D2R90Y117<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |     47368 | NS      | $793794.69    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemical Works Of Gedeon Richter              | Chemical Works Of Gedeon Richter HUF100                           | CUSIP: X3124S107<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |     64012 | NS      | $1971828.31   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont Sa             | Compagnie Financiere Richemont Sa CHF1 (REGD)                     | CUSIP: H25662182<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |    118400 | NS      | $23420179.86  | 2.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                            | Vodafone Group PLC ORD USD0.2095238                               | CUSIP: G93882192<br>LEI: 213800TB53ELEUKM7Q61 | Long             | EC               | CORP              | GB        |  16011971 | NS      | $19383658.44  | 2.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Assa Abloy AB                                 | Assa Abloy AB SER'B'NPV                                           | CUSIP: W0817X204<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |    274300 | NS      | $10336874.49  | 1.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity AB                                     | Essity AB SER'B'NPV                                               | CUSIP: W3R06F100<br>LEI: 549300G8E6YUVJ1DA153 | Long             | EC               | CORP              | SE        |       318 | NS      | $8734.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aroundtown SA                                 | Aroundtown SA EUR0.01                                             | CUSIP: L0269F109<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | EC               | CORP              | DE        |    332400 | NS      | $1187820.64   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Teamviewer SE                                 | Teamviewer SE NPV                                                 | CUSIP: D8T895100<br>LEI: 3912000FZ0R0KEK9JS42 | Long             | EC               | CORP              | DE        |    192000 | NS      | $1413245.76   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Energy AG                             | Siemens Energy AG NPV                                             | CUSIP: D6T47E106<br>LEI: 5299005CHJZ14D4FDJ62 | Long             | EC               | CORP              | DE        |    104728 | NS      | $13047569.50  | 1.40%             |  |  |  | No            |                  2 | On Loan: No      |
| DSM Firmenich AG                              | DSM Firmenich AG EUR0.01                                          | CUSIP: H0245V108<br>LEI: 506700G44V67MPM4BI12 | Long             | EC               | CORP              | CH        |     26200 | NS      | $2135533.23   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                             | Galderma Group AG CHF0.01                                         | CUSIP: H3301B107<br>LEI: 89450001OK6O8ELQ4584 | Long             | EC               | CORP              | CH        |     27100 | NS      | $5032795.34   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                     | Argenx SE SPON ADR EACH REP 1 ORD SHS                             | CUSIP: 04016X101<br>LEI: 7245009C5FZE6G9ODQ71 | Long             | EC               | CORP              | NL        |      7810 | NS      | $6392485.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated British Foods PLC                  | Associated British Foods PLC ORD 5 15/22P                         | CUSIP: G05600138<br>LEI: GBQKSY6W7G0OHCQ8OQ72 | Long             | EC               | CORP              | GB        |     69600 | NS      | $2100287.29   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco do Brasil SA                            | Banco do Brasil SA COM NPV                                        | CUSIP: P11427112<br>LEI: QE0Q0253K88YAGNPE356 | Long             | EC               | CORP              | BR        |       838 | NS      | $3411.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Bimbo S.A.B de C.V.                     | Grupo Bimbo S.A.B de C.V. SER'A'NPV                               | CUSIP: P4949B104<br>LEI: 5493000RIXURZEBFEV60 | Long             | EC               | CORP              | MX        |      1174 | NS      | $4054.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Burberry Group PLC                            | Burberry Group PLC ORD GBP0.0005                                  | CUSIP: G1700D105<br>LEI: 213800PE1KEFCNFR1R50 | Long             | EC               | CORP              | GB        |       312 | NS      | $5078.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                      | Next PLC ORD GBP0.10                                              | CUSIP: G6500M106<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |     17800 | NS      | $3344442.84   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                | Kingfisher PLC ORD GBP0.157142857                                 | CUSIP: G5256E441<br>LEI: 213800KBMEV7I92FY281 | Long             | EC               | CORP              | GB        |      1713 | NS      | $6947.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orkla ASA                                     | Orkla ASA NOK1.25                                                 | CUSIP: R67787102<br>LEI: 549300PZS8G8RG6RVZ52 | Long             | EC               | CORP              | NO        |    124940 | NS      | $1268929.60   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB (publ)                      | Industrivarden AB (publ) SER'C'NPV                                | CUSIP: W45430126<br>LEI: 549300TM1DLIQI3B3T37 | Long             | EC               | CORP              | SE        |     31000 | NS      | $1285916.59   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                              | Smiths Group PLC ORD GBP0.375                                     | CUSIP: G82401111<br>LEI: 213800MJL6IPZS3ASA11 | Long             | EC               | CORP              | GB        |     60200 | NS      | $1993465.97   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                  | 3i Group PLC ORD GBP0.738636                                      | CUSIP: G88473148<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |    329591 | NS      | $19073624.79  | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Matsukiyococokara & Co.                       | Matsukiyococokara & Co. NPV                                       | CUSIP: J41208109<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    250400 | NS      | $4537291.55   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Financial Group Inc.                     | Sony Financial Group Inc. NPV                                     | CUSIP: J7639Z106<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |       850 | NS      | $857.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Persol Holdings Co Ltd.                       | Persol Holdings Co Ltd. NPV                                       | CUSIP: J6367Q106<br>LEI: 3538000H6OI725NB2008 | Long             | EC               | CORP              | JP        |   1670000 | NS      | $2770304.52   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                   | Pandora A/S DKK1                                                  | CUSIP: K7681L102<br>LEI: 5299007OWYZ6I1E46843 | Long             | EC               | CORP              | DK        |     14200 | NS      | $1900083.28   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co Ltd.                       | Otsuka Holdings Co Ltd. NPV                                       | CUSIP: J63117105<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     41200 | NS      | $2242268.41   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co Ltd.           | SITC International Holdings Co Ltd. HKD0.10                       | CUSIP: G8187G105<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    321400 | NS      | $1183760.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sompo Holdings Inc.                           | Sompo Holdings Inc. NPV                                           | CUSIP: J7621A101<br>LEI: 353800CWW4SRGEYEB512 | Long             | EC               | CORP              | JP        |    419800 | NS      | $12793599.59  | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexon Co Ltd.                                 | Nexon Co Ltd. NPV                                                 | CUSIP: J4914X104<br>LEI: 5299005SFO0GAJFLKN43 | Long             | EC               | CORP              | JP        |    100800 | NS      | $2055764.30   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group PLC                            | The Sage Group PLC GBP0.01051948                                  | CUSIP: G7771K142<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |    800600 | NS      | $12101363.45  | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                     | Talanx AG NPV                                                     | CUSIP: D82827110<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |     54200 | NS      | $6600004.48   | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                              | Coca-Cola HBC AG ORD CHF6.70(CDI)                                 | CUSIP: H1512E100<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |     27500 | NS      | $1247896.23   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                 | Koninklijke Ahold Delhaize NV EUR0.01                             | CUSIP: N0074E105<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     78764 | NS      | $3223858.06   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Healthineers AG                       | Siemens Healthineers AG NPV                                       | CUSIP: D6T479107<br>LEI: 529900QBVWXMWANH7H45 | Long             | EC               | CORP              | DE        |    138900 | NS      | $7785336.47   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                             | Compass Group PLC ORD GBP0.1105                                   | CUSIP: G23296208<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |    210500 | NS      | $6967512.42   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Food & Life Companies Ltd.                    | Food & Life Companies Ltd. NPV                                    | CUSIP: J1358G100<br>LEI: 529900CWF7GCVZKS5M87 | Long             | EC               | CORP              | JP        |     17000 | NS      | $829147.44    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield SE                  | Unibail-Rodamco-Westfield SE NPV (1 ORD UNIBAIL-R & 1CLASS A WFD) | CUSIP: F95094581<br>LEI: 969500SHQITWXSIS7N89 | Long             | EC               | CORP              | FR        |     67615 | NS      | $6991608.26   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Woori Financial Group Inc.                    | Woori Financial Group Inc. KRW5000                                | CUSIP: Y972JZ105<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |    143600 | NS      | $2556323.59   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC             | InterContinental Hotels Group PLC ORD GBP0.208521303              | CUSIP: G4804L163<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |    133192 | NS      | $16066571.32  | 1.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtel Africa PLC                             | Airtel Africa PLC ORD USD0.5                                      | CUSIP: G01415101<br>LEI: 254900ZNZDQL6OWQH623 | Long             | EC               | CORP              | GB        |    281800 | NS      | $1024815.12   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                          | Endeavour Mining PLC ORD USD0.01                                  | CUSIP: G3042J105<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     49500 | NS      | $2003428.47   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Vestas Wind Systems AS                        | Vestas Wind Systems AS DKK0.20                                    | CUSIP: K9773J201<br>LEI: 549300DYMC8BGZZC8844 | Long             | EC               | CORP              | DK        |       290 | NS      | $5931.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                       | GSK plc ORD GBP0.3125                                             | CUSIP: G3910J179<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |    745227 | NS      | $17448326.43  | 1.87%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                 | NN Group N.V. EUR0.12                                             | CUSIP: N64038107<br>LEI: 724500OHYNDT9OY6Q215 | Long             | EC               | CORP              | NL        |    177300 | NS      | $12133498.28  | 1.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Accelleron Industries AG.                     | Accelleron Industries AG. CHF0.01                                 | CUSIP: H0029X106<br>LEI: 254900KS0MD2PAARXD14 | Long             | EC               | CORP              | CH        |     39600 | NS      | $3246047.51   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                              | Novo Nordisk A/S SER'B'DKK0.1                                     | CUSIP: K72807140<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |       358 | NS      | $17624.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corporacion Acciona Energias Renovables, S.A. | Corporacion Acciona Energias Renovables, S.A. EUR1                | CUSIP: E3R99S100<br>LEI: 254900UPX0OEHTKB9Y44 | Long             | EC               | CORP              | ES        |       210 | NS      | $5777.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Reddy's Laboratories Ltd.                 | Dr. Reddy's Laboratories Ltd. INR1 (POST SUBD)                    | CUSIP: Y21089191<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |      1250 | NS      | $16824.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd.                      | Recruit Holdings Co Ltd. NPV                                      | CUSIP: J6433A101<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |    329700 | NS      | $16349141.60  | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                          | Smurfit WestRock plc COM USD0.001                                 | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |       119 | NS      | $4299.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                         | Auto Trader Group PLC ORD GBP0.01                                 | CUSIP: G06708104<br>LEI: 213800QLK9BZILB1DI86 | Long             | EC               | CORP              | GB        |    423000 | NS      | $4339591.94   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                              | UniCredit S.p.A. NPV                                              | CUSIP: T9T23L642<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |    111600 | NS      | $8263603.83   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                            | ABN AMRO Bank N.V. DR EACH REP SHS                                | CUSIP: N0162C102<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |    423200 | NS      | $12644649.63  | 1.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Scout24 SE                                    | Scout24 SE NPV                                                    | CUSIP: D345XT105<br>LEI: 5493007EIKM2ENQS7U66 | Long             | EC               | CORP              | DE        |     29500 | NS      | $3411564.60   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                     | Amundi SA EUR2.5                                                  | CUSIP: F0300Q103<br>LEI: 96950010FL2T1TJKR531 | Long             | EC               | CORP              | FR        |     13200 | NS      | $978547.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology S.A.                       | Spotify Technology S.A. COM EUR0.000625                           | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |      5356 | NS      | $3509893.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-19

**Name of Applicant:** Domini Investment Trust

**Signature:** Carole M. Laible

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

**Title:** President