# EDGAR Filing Document

**Accession Number:** 0000851680
**File Stem:** 0001145549-25-043473
**Filing Date:** 2025-6
**Character Count:** 281869
**Document Hash:** 21c33a43a859849217bd995eb1041bac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-043473.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001145549-25-043473

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20250731

**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:** 251083587

**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 Equity Fund (Series ID: S000003423)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000009466 | Investor Shares      | DSEFX           |
| C000009467 | Class Y Shares       | DSFRX           |
| C000071456 | Institutional Shares | DIEQX           |

## Nport-Ex

**Domini Impact Equity Fund** 

**Portfolio of Investments** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Long Term Investments – 99.7%*** |  |  |
|  ***Common Stocks – 99.7%*** |  |  |
|  ***Communication Services – 9.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alphabet, Inc., Class A | 262200 | $41637360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AT&T, Inc. | 248285 | 6877495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications, Inc., Class A (a) | 3058 | 1198308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comcast Corp., Class A | 129921 | 4443298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG ADR | 117000 | 4189770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Electronic Arts, Inc. | 8900 | 1291301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netflix, Inc. (a) | 14638 | 16566117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Omnicom Group, Inc. | 6200 | 472192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orange SA ADR | 67400 | 974604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Take-Two Interactive Software, Inc. (a) | 6000 | 1399920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TELUS Corp. | 50094 | 770446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T-Mobile US, Inc. | 15900 | 3926505 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verizon Communications, Inc. | 133695 | 5890602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Walt Disney Co. (The) | 62593 | 5692833 |
|  |  | **95330751** |
|  ***Consumer Discretionary – 11.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; adidas AG ADR | 11638 | 1331969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Airbnb, Inc., Class A (a) | 13100 | 1597152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amazon.com, Inc. (a) | 236180 | 43556315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Best Buy Co., Inc. | 6749 | 450091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Booking Holdings, Inc. | 1100 | 5609208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BYD Co., Ltd. ADR | 32000 | 3044160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chipotle Mexican Grill, Inc. (a) | 46950 | 2371914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; eBay, Inc. | 15400 | 1049664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ford Motor Co. | 132200 | 1323322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Garmin, Ltd. | 5246 | 980320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hermes International SCA ADR | 10960 | 3002273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Home Depot, Inc. (The) | 34351 | 12383192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno Textil SA ADR | 74300 | 2000156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lowe's Cos., Inc. | 19541 | 4368586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lululemon Athletica, Inc. (a) | 3800 | 1028926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marriott International, Inc., Class A | 7500 | 1789350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MercadoLibre, Inc. (a) | 1723 | 4016054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG ADR | 101900 | 1513215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NIKE, Inc., Class B | 40649 | 2292604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; O'Reilly Automotive, Inc. (a) | 2000 | 2830400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. ADR | 206175 | 5360550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Starbucks Corp. | 38667 | 3095293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TJX Cos., Inc. | 38900 | 5005652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Toyota Motor Corp. ADR | 35700 | 6826554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ulta Beauty, Inc. (a) | 1598 | 632233 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Consumer Discretionary*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Williams-Sonoma, Inc. | 4200 | $648774 |
|  |  | **118107927** |
|  ***Consumer Staples – 6.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Church & Dwight Co., Inc. | 8012 | 795912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clorox Co. (The) | 4000 | 569200 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colgate-Palmolive Co. | 27425 | 2528311 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Costco Wholesale Corp. | 15303 | 15218834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; General Mills, Inc. | 18699 | 1060981 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kenvue, Inc. | 65100 | 1536360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Keurig Dr. Pepper, Inc. | 42400 | 1466616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kimberly-Clark Corp. | 11318 | 1491486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kraft Heinz Co. (The) | 27923 | 812559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kroger Co. (The) | 22711 | 1639961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; L'Oreal SA ADR (a) | 41600 | 3652480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McCormick & Co., Inc. | 8800 | 674608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mondelez International, Inc., Class A | 44847 | 3055426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PepsiCo, Inc. | 47431 | 6430695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Procter & Gamble Co. (The) | 81025 | 13172234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sprouts Farmers Market, Inc. (a) | 5000 | 855000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sysco Corp. | 16103 | 1149754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Target Corp. | 15551 | 1503782 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC ADR | 84385 | 5362667 |
|  |  | **62976866** |
|  ***Financials – 15.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aflac, Inc. | 18315 | 1990474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Allstate Corp. | 9100 | 1805349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Express Co. | 17448 | 4648322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aon PLC, Class A | 7300 | 2589967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arthur J Gallagher & Co. | 8800 | 2822072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of America Corp. | 238754 | 9521510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of New York Mellon Corp. (The) | 24800 | 1994168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackrock, Inc. | 4886 | 4467074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Block, Inc. (a) | 9400 | 549618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Capital One Financial Corp. | 12818 | 2310573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charles Schwab Corp. (The) | 58178 | 4735689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Chubb, Ltd. | 12887 | 3686713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Citigroup, Inc. | 64608 | 4417895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CME Group, Inc. | 12498 | 3462946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Discover Financial Services | 8500 | 1552695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FactSet Research Systems, Inc. | 1300 | 561886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fiserv, Inc. (a) | 19400 | 3580658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hartford Insurance Group, Inc. (The) | 9993 | 1225841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Huntington Bancshares, Inc. | 46600 | 677098 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Financials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc. | 19795 | $3324966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JPMorgan Chase & Co. | 95500 | 23361210 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KeyCorp. | 18800 | 278992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; M&T Bank Corp. | 2800 | 475328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marsh & McLennan Cos., Inc. | 17030 | 3839754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mastercard, Inc., Class A | 28152 | 15428985 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MetLife, Inc. | 19200 | 1447104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Moody's Corp. | 5271 | 2388396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley | 42459 | 4900618 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MSCI, Inc. | 2568 | 1399843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nasdaq, Inc. | 15900 | 1211739 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Northern Trust Corp. | 6100 | 573278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PayPal Holdings, Inc. (a) | 16800 | 1106112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PNC Financial Services Group, Inc. (The) | 13349 | 2145051 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Principal Financial Group, Inc. | 7700 | 570955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Progressive Corp. (The) | 20258 | 5707489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prudential Financial, Inc. | 12061 | 1238785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Raymond James Financial, Inc. | 6050 | 829092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regions Financial Corp. | 31028 | 633281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; S&P Global, Inc. | 10958 | 5479548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; T Rowe Price Group, Inc. | 7311 | 647389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Travelers Cos., Inc. (The) | 7616 | 2011614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Truist Financial Corp. | 43602 | 1671701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; US Bancorp | 53716 | 2166903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Visa, Inc., A Shares | 59200 | 20453600 |
|  |  | **159892281** |
|  ***Health Care – 11.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AbbVie, Inc. | 60952 | 11891735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Agilent Technologies, Inc. | 9600 | 1032960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alcon AG | 17362 | 1694705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Align Technology, Inc. (a) | 2400 | 415920 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alnylam Pharmaceuticals, Inc. (a) | 4300 | 1131932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Amgen, Inc. | 18619 | 5416640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC ADR | 103400 | 7423086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Becton Dickinson & Co. | 10051 | 2081462 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biogen, Inc. (a) | 4967 | 601404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bristol-Myers Squibb Co. | 69101 | 3468870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CSL, Ltd. ADR | 32500 | 2611700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Danaher Corp. | 22515 | 4487915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DexCom, Inc. (a) | 12973 | 926013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Edwards Lifesciences Corp. (a) | 19672 | 1485039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare Technologies, Inc. | 14800 | 1040884 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gilead Sciences, Inc. | 43146 | 4596775 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Health Care*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC ADR | 65900 | $2626115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC ADR | 138125 | 1401969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic, Inc. (a) | 7452 | 433706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDEXX Laboratories, Inc. (a) | 2719 | 1176375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illumina, Inc. (a) | 5349 | 415082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corp. (a) | 2300 | 580267 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. (a) | 12300 | 6344340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lonza Group AG ADR | 24500 | 1750770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck & Co., Inc. | 87035 | 7415382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck KGaA ADR | 20700 | 574011 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mettler-Toledo International, Inc. (a) | 690 | 738693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk A/S ADR | 117056 | 7778371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pfizer, Inc. | 195070 | 4761659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quest Diagnostics, Inc. | 3715 | 662087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Regeneron Pharmaceuticals, Inc. | 3700 | 2215412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ResMed, Inc. | 4846 | 1146515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sanofi SA ADR | 80016 | 4396879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STERIS PLC | 3300 | 741642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Stryker Corp. | 12028 | 4497510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Takeda Pharmaceutical Co., Ltd. ADR | 104100 | 1591689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thermo Fisher Scientific, Inc. | 12888 | 5528952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics Corp. (a) | 800 | 242472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veeva Systems, Inc., Class A (a) | 4906 | 1146483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. (a) | 8843 | 4505509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Waters Corp. (a) | 1963 | 682594 |
|  |  | **113661524** |
|  ***Industrials – 7.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Assa Abloy AB ADR | 64042 | 960630 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB, Class A ADR | 134700 | 2083809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Automatic Data Processing, Inc. | 14068 | 4228841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brambles, Ltd. ADR | 23100 | 608916 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Broadridge Financial Solutions, Inc. | 3900 | 945360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Builders FirstSource, Inc. (a) | 3800 | 454594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carlisle Cos., Inc. | 1500 | 569220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrier Global Corp. | 28100 | 1757374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Caterpillar, Inc. | 16500 | 5102955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway Co. ADR | 57800 | 622506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cintas Corp. | 11972 | 2534233 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems USA, Inc. | 1227 | 487794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Copart, Inc. (a) | 29900 | 1824797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deere & Co. | 8745 | 4053832 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Post AG ADR | 30900 | 1323138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Emerson Electric Co. | 9526 | 1001278 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Industrials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equifax, Inc. | 4100 | $1066533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FANUC Corp. ADR | 61700 | 786058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fastenal Co. | 19458 | 1575514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hubbell, Inc. | 1800 | 653724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; IDEX Corp. | 2600 | 452322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Illinois Tool Works, Inc. | 9752 | 2339602 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ingersoll Rand, Inc. | 13669 | 1031053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kone OYJ ADR | 25100 | 776217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lennox International, Inc. | 1100 | 601425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nidec Corp. ADR | 134712 | 587344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Old Dominion Freight Line, Inc. | 6600 | 1011648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Otis Worldwide Corp. | 13500 | 1299645 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Owens Corning | 2933 | 426488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PACCAR, Inc. | 17500 | 1578675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Paychex, Inc. | 10931 | 1608169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pentair PLC | 5500 | 499015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, Inc. | 5000 | 1463450 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co., Ltd. ADR | 233500 | 2603525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RELX PLC ADR | 64000 | 3496320 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rockwell Automation, Inc. | 3872 | 959017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE ADR | 94600 | 4377142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens AG ADR | 54636 | 6296799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SMC Corp. ADR | 40500 | 657315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Snap-on, Inc. | 1700 | 533477 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thomson Reuters Corp. | 4600 | 855508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trane Technologies PLC | 3807 | 1459261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Parcel Service, Inc., Class B | 25793 | 2458073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Rentals, Inc. | 2259 | 1426446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veralto Corp. | 7838 | 751664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertiv Holdings Co., Class A | 12600 | 1075788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Watsco, Inc. | 1200 | 551808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Westinghouse Air Brake Technologies Corp. | 5791 | 1069829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wolters Kluwer NV ADR | 8000 | 1428240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; WW Grainger, Inc. | 1570 | 1608167 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xylem, Inc. | 8200 | 988674 |
|  |  | **78913212** |
|  ***Information Technology – 32.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accenture PLC, Class A | 21600 | 6461640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Adobe, Inc. (a) | 15024 | 5633700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advanced Micro Devices, Inc. (a) | 55850 | 5436997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Analog Devices, Inc. | 17211 | 3354768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Apple, Inc. | 364096 | 77370400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Applied Materials, Inc. | 28102 | 4235252 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Information Technology*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AppLovin Corp., Class A (a) | 8700 | $2342997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arista Networks, Inc. (a) | 34400 | 2830088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlassian Corp., Class A (a) | 5700 | 1301367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | 7507 | 2058795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cadence Design Systems, Inc. (a) | 9484 | 2823766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cisco Systems, Inc. | 125591 | 7250368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cloudflare, Inc., Class A (a) | 9700 | 1171566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A (a) | 8080 | 3465270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Datadog, Inc., Class A (a) | 10200 | 1042032 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fair Isaac Corp. (a) | 800 | 1591744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Solar, Inc. (a) | 3400 | 427788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortinet, Inc. (a) | 21600 | 2241216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hewlett Packard Enterprise Co. | 43900 | 712058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intel Corp. | 137179 | 2757298 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Business Machines Corp. | 31766 | 7681654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuit, Inc. | 9422 | 5912022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marvell Technology, Inc. | 14675 | 856580 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Micron Technology, Inc. | 38700 | 2977965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp. | 183961 | &nbsp;&nbsp;&nbsp;&nbsp;72712425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MongoDB, Inc. (a) | 2400 | 413208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NetApp, Inc. | 7008 | 628968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NVIDIA Corp. | 580280 | 63204098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. (a) | 11150 | 2084269 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QUALCOMM, Inc. | 38300 | 5686018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Roper Technologies, Inc. | 3757 | 2104221 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Salesforce, Inc. | 32234 | 8661598 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ServiceNow, Inc. (a) | 7158 | 6835962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc., Class A (a) | 40700 | 3866500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Synopsys, Inc. (a) | 5343 | 2452490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Texas Instruments, Inc. | 31452 | 5033893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tyler Technologies, Inc. (a) | 700 | 380310 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zoom Communications, Inc., Class A (a) | 7731 | 599462 |
|  |  | **326600753** |
|  ***Materials – 2.5%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Liquide SA ADR | 99841 | 4086492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Products & Chemicals, Inc. | 7559 | 2049169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Avery Dennison Corp. | 2600 | 444886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ball Corp. | 9500 | 493430 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ecolab, Inc. | 8548 | 2149224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Flavors & Fragrances, Inc. | 8300 | 651218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Paper Co. | 17700 | 808536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Linde PLC | 16330 | 7401246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nucor Corp. | 7792 | 930131 |

---

------

**Domini Impact Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Materials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PPG Industries, Inc. | 7642 | $831908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sherwin-Williams Co. (The) | 8092 | 2855829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock PLC | 17585 | 738922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Steel Dynamics, Inc. | 4800 | 622608 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vulcan Materials Co. | 4344 | 1139561 |
|  |  | **25203160** |
|  ***Real Estate – 2.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alexandria Real Estate Equities, Inc. | 5800 | 421428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Tower Corp. | 16209 | 3653671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CBRE Group, Inc., Class A (a) | 10322 | 1261142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CoStar Group, Inc. (a) | 13810 | 1024288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crown Castle, Inc. | 14722 | 1556999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Digital Realty Trust, Inc. | 11792 | 1893087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Equinix, Inc. | 3331 | 2867158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essex Property Trust, Inc. | 2200 | 614130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mid-America Apartment Communities, Inc. | 3800 | 606670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prologis, Inc. | 32122 | 3282868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Public Storage | 5377 | 1615412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SBA Communications Corp. | 3507 | 853604 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Simon Property Group, Inc. | 10900 | 1715442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ventas, Inc. | 22063 | 1546175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Welltower, Inc. | 22300 | 3402757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Weyerhaeuser Co. | 24600 | 637386 |
|  |  | **26952217** |
|  ***Utilities – 0.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alliant Energy Corp. | 8500 | 518840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consolidated Edison, Inc. | 11761 | 1326053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eversource Energy | 12158 | 723158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortis, Inc. | 17000 | 841670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC ADR | 32919 | 2403087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SSE PLC ADR | 37400 | 859452 |
|  |  | **6672260** |
|  ***Total Investments – 99.7%*** (Cost $534,626,840) |  | **1014310951** |
|  ***Other Assets, less liabilities – 0.3%*** |  | **2608854** |
|  ***Net Assets – 100.0%*** |  | $**1016919805** |

---

(a) Non-income producing security.

**Abbreviations** 

ADR — American Depositary Receipt

See Notes to Portfolio of Investments

------

**Domini Sustainable Solutions Fund** 

**Portfolio of Investments** 

**April 30, 2025 (Unaudited)** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Security** | **Shares** | **Shares** | **Shares** | **Value** | **Value** |
|  ***Long Term Investments – 91.4%*** |  |  |  |  |  |
|  ***Common Stocks – 91.4%*** |  |  |  |  |  |
|  ***Communication Services – 1.1%*** | **** |  | **** | **** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Times Co. (The), Class A |  | 7521 |  |  | $391543 |
|  |  |  |  |  | **391543** |
|  ***Consumer Discretionary – 6.1%*** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BYD Co., Ltd., Class H |  | 11004 |  |  | 522648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Levi Strauss & Co., Class A |  | 22697 |  |  | 363379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MercadoLibre, Inc. (a) |  | 517 |  |  | 1205050 |
|  |  |  |  |  | **2091077** |
|  ***Financials – 14.5%*** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CaixaBank SA |  | 67681 |  |  | 518721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DNB Bank ASA |  | 13479 |  |  | 336950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Agricultural Mortgage Corp., Class C |  | 2889 |  |  | 506528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fiserv, Inc. (a) |  | 3735 |  |  | 689369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (a) |  | 2522 |  |  | 1726585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Resona Holdings, Inc. |  | 155862 |  |  | 1250293 |
|  |  |  |  |  | **5028446** |
|  ***Health Care – 25.3%*** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DexCom, Inc. (a) |  | 7932 |  |  | 566186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GE HealthCare Technologies, Inc. |  | 8375 |  |  | 589014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC |  | 33541 |  |  | 663531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Haleon PLC |  | 259895 |  |  | 1307758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Halozyme Therapeutics, Inc. (a) |  | 14416 |  |  | 885431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic, Inc. (a) |  | 11234 |  |  | 653819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Inspire Medical Systems, Inc. (a) |  | 2815 |  |  | 445840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intuitive Surgical, Inc. (a) |  | 1026 |  |  | 529211 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natera, Inc. (a) |  | 4805 |  |  | 725218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Organon & Co. |  | 42173 |  |  | 545297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Therapeutics Corp. (a) |  | 2291 |  |  | 694379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vertex Pharmaceuticals, Inc. (a) |  | 2258 |  |  | 1150451 |
|  |  |  |  |  | **8756135** |
|  ***Industrials – 21.8%*** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Acuity, Inc. |  | 1620 |  |  | 394648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arcadis NV |  | 14292 |  |  | 693035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blue Bird Corp. (a) |  | 11493 |  |  | 400761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brambles, Ltd. |  | 42602 |  |  | 559861 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Comfort Systems USA, Inc. |  | 1547 |  |  | 615010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Daifuku Co., Ltd. |  | 13500 |  |  | 357135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Metso OYJ |  | 30977 |  |  | 336587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mueller Water Products, Inc., Class A |  | 21231 |  |  | 557101 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Prysmian SpA |  | 8382 |  |  | 460442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Quanta Services, Inc. |  | 1489 |  |  | 435815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE |  | 3660 |  |  | 855143 |

---

------

**Domini Sustainable Solutions Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | **Value** |
|  ***Industrials*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Veralto Corp. | 4335 | $415727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wolters Kluwer NV | 3954 | 698114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Xylem, Inc. | 6350 | 765620 |
|  |  | **7544999** |
|  ***Information Technology – 19.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arista Networks, Inc. (a) | 3580 | 294527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV, Class G | 972 | 649374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Autodesk, Inc. (a) | 2646 | 725665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ciena Corp. (a) | 4182 | 280863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corning, Inc. | 7401 | 328456 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Crowdstrike Holdings, Inc., Class A (a) | 1942 | 832866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Flex, Ltd. (a) | 18552 | 637076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; International Business Machines Corp. | 3337 | 806953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palo Alto Networks, Inc. (a) | 5081 | 949791 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sage Group PLC (The) | 44529 | 738230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shopify, Inc., Class A (a) | 3476 | 330220 |
|  |  | **6574021** |
|  ***Materials – 0.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Avient Corp. | 8628 | 287399 |
|  |  | **287399** |
|  ***Real Estate – 1.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ventas, Inc. | 8773 | 614812 |
|  |  | **614812** |
|  ***Utilities – 1.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SSE PLC | 15526 | 350050 |
|  |  | **350050** |
|  ***Total Investments – 91.4%*** (Cost $25,586,764) |  | **31638482** |
|  ***Other Assets, less liabilities – 8.6%*** |  | **2973679** |
|  ***Net Assets – 100.0%*** |  | $**34612161** |

---

(a) Non-income producing security.

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

------

**Domini Sustainable Solutions Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | |
|:---|:---|
|  **Portfolio Holdings by Country (% Of Net Assets) (Unaudited)** |  |
|  United States | 60.4% |
|  Netherlands | 5.9% |
|  Germany | 5.0% |
|  Japan | 4.6% |
|  Brazil | 3.5% |
|  United Kingdom | 3.1% |
|  Australia | 1.6% |
|  China | 1.5% |
|  Spain | 1.5% |
|  Italy | 1.3% |
|  Norway | 1.0% |
|  Finland | 1.0% |
|  Canada | 1.0% |
|  Other Assets, less liabilities | <u>8.6%</u> |
|  Total | **<u>100.0%</u>** |

---

See Notes to Portfolio of Investments

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments** 

**April 30, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Long Term Investments – 98.1%*** |  |  |  |
|  ***Common Stocks – 98.1%*** |  |  |  |
|  ***Australia – 5.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BlueScope Steel, Ltd. | Materials | 129200 | $1978887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Computershare, Ltd. | Commercial &<br>Professional Services | 242300 | 6331639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fortescue, Ltd. | Materials | 1694830 | 17503673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; JB Hi-Fi, Ltd. | Consumer<br>Discretionary<br>Distribution &<br>Retail | 59700 | 3956184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pro Medicus, Ltd. | Health Care<br>Equipment &<br>Services | 74202 | 10880263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; QBE Insurance Group, Ltd. | Insurance | 400200 | 5530732 |
|  |  |  | **46181378** |
|  ***Belgium – 1.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ageas SA | Insurance | 25800 | 1618079 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UCB SA | Pharmaceuticals,<br>Biotechnology & Life<br>Sciences | 58700 | 10762007 |
|  |  |  | **12380086** |
|  ***Brazil – 0.0% \**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco do Brasil SA | Banks | 838 | 4272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klabin SA | Materials | 6142 | 4080 |
|  |  |  | **8352** |
|  ***China – 1.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BYD Co., Ltd., Class H | Automobiles &<br>Components | 61800 | 2935266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China Life Insurance Co., Ltd., Class H | Insurance Technology | 1990400 | 3637646 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lenovo Group, Ltd. | Hardware & Equipment | 1970900 | 2279496 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SITC International Holdings Co., Ltd. | Transportation | 321400 | 888910 |
|  |  |  | **9741318** |
|  ***Denmark – 0.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novo Nordisk A/S, Class B | Pharmaceuticals,<br>Biotechnology & Life<br>Sciences | 358 | 23937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Pandora A/S | Consumer Durables &<br>Apparel | 25200 | 3751344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vestas Wind Systems A/S | Capital Goods | 290 | 3866 |
|  |  |  | **3779147** |
|  ***Finland – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nokia OYJ ADR | Technology Hardware &<br>Equipment | 522882 | 2609181 |
|  |  |  | **2609181** |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***France – 6.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accor SA | Consumer Services | 44900 | $2212330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BNP Paribas SA | Banks | 193259 | 16374734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Carrefour SA | Consumer Staples<br>Distribution &<br>Retail | 381 | 5876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Covivio SA | Equity Real Estate<br>Investment Trusts<br>(REITs) | 21800 | 1222432 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Credit Agricole SA | Banks | 197100 | 3696923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ipsen SA | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 23300 | 2709862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kering SA | Consumer<br>Durables &<br>Apparel | 18 | 3662 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Klepierre SA | Equity Real Estate<br>Investment Trusts<br>(REITs) | 301400 | 11032192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Publicis Groupe SA | Media &<br>Entertainment | 10700 | 1088693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Societe Generale SA | Banks | 231400 | 12064958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unibail-Rodamco-Westfield (a) | Equity Real Estate<br>Investment Trusts<br>(REITs) | 67615 | 5723951 |
|  |  |  | **56135613** |
|  ***Germany – 11.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; adidas AG | Consumer<br>Durables &<br>Apparel | 59533 | 13698039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aroundtown SA (a) | Real Estate<br>Management &<br>Development | 307400 | 918391 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Telekom AG | Telecommunication<br>Services | 477 | 17133 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Wohnen SE | Real Estate<br>Management &<br>Development | 45600 | 1158825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Evonik Industries AG | Materials | 47368 | 1064494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; HelloFresh SE (a) | Consumer Staples<br>Distribution & Retail | 47900 | 498774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mercedes-Benz Group AG | Automobiles &<br>Components | 259000 | 15485302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Merck KGaA | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 46900 | 6529422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nemetschek SE | Software & Services | 32300 | 4292178 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; SAP SE | Software & Services | 68100 | 19925291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scout24 SE | Media &<br>Entertainment | 11200 | 1334780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens AG | Capital Goods | 2700 | 621706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Energy AG (a) | Capital Goods | 139228 | 10746127 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Germany*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Siemens Healthineers AG | Health Care<br>Equipment &<br>Services | 138900 | $7487731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Talanx AG | Insurance | 36500 | 4189036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TeamViewer SE (a) | Software<br>& Services | 192000 | 2949643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zalando SE (a) | Consumer<br>Discretionary<br>Distribution &<br>Retail | 125900 | 4597399 |
|  |  |  | **95514271** |
|  ***Hong Kong – 1.7%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cathay Pacific Airways, Ltd. | Transportation | 3743800 | 4301872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong Exchanges & Clearing, Ltd. | Financial Services | 13000 | 567966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Swire Pacific, Ltd., Class A | Capital Goods | 589600 | 5098660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Techtronic Industries Co., Ltd. | Capital Goods | 468200 | 4711956 |
|  |  |  | **14680454** |
|  ***Hungary – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Richter Gedeon Nyrt | Pharmaceuticals,<br>Biotechnology & Life<br>Sciences | 64012 | 1941395 |
|  |  |  | **1941395** |
|  ***India – 0.0%\**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dr. Reddy's Laboratories, Ltd. | Pharmaceuticals,<br>Biotechnology & Life<br>Sciences | 1250 | 17481 |
|  |  |  | **17481** |
|  ***Ireland – 1.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AerCap Holdings NV | Capital Goods | 92756 | 9832135 |
|  |  |  | **9832135** |
|  ***Israel – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wix.com, Ltd. (a) | Software & Services | 17233 | 2922544 |
|  |  |  | **2922544** |
|  ***Italy – 4.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hera SpA | Utilities | 824900 | 3905263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Terna – Rete Elettrica Nazionale | Utilities | 815400 | 8108181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; UniCredit SpA | Banks | 237900 | 13841227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unipol Assicurazioni SpA | Insurance | 647945 | 11622002 |
|  |  |  | **37476673** |
|  ***Japan – 20.4%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Advantest Corp. | Semiconductors &<br>Semiconductor<br>Equipment | 21500 | 899473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aisin Corp. | Automobiles &<br>Components | 112400 | 1427628 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Japan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asahi Intecc Co., Ltd. | Health Care Equipment<br>& Services | 89800 | $1380657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bandai Namco Holdings, Inc. | Consumer Durables &<br>Apparel | 31000 | 1077328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Central Japan Railway Co. | Transportation | 400 | 8417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Coca-Cola Bottlers Japan Holdings, Inc. | Food, Beverage &<br>Tobacco | 240100 | 4510711 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai Nippon Printing Co., Ltd. | Commercial &<br>Professional Services | 800 | 11151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dai-ichi Life Holdings, Inc. | Insurance | 521100 | 3762575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Eisai Co., Ltd. | Pharmaceuticals,<br>Biotechnology & Life<br>Sciences | 150 | 4336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Fast Retailing Co., Ltd. | Consumer Discretionary<br>Distribution & Retail | 50000 | 16447239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Food & Life Cos., Ltd. | Consumer Services | 17000 | 629088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hakuhodo DY Holdings, Inc. | Media & Entertainment | 49800 | 374417 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kakaku.com, Inc. | Media & Entertainment | 160800 | 2843887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kao Corp. | Household & Personal<br>Products | 277100 | 11865845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kose Corp. | Household & Personal<br>Products | 100 | 4313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kuraray Co., Ltd. | Materials | 192900 | 2253359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lion Corp. | Household & Personal<br>Products | 79300 | 971977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Makita Corp. | Capital Goods | 359800 | 10522009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mazda Motor Corp. | Automobiles &<br>Components | 685800 | 4100268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Medipal Holdings Corp. | Health Care Equipment<br>& Services | 83700 | 1418353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MISUMI Group, Inc. | Capital Goods | 228900 | 3206718 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mitsubishi Estate Co., Ltd. | Real Estate Management<br>& Development | 520 | 9134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MonotaRO Co., Ltd. | Capital Goods | 366200 | 7043076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MS&AD Insurance Group Holdings, Inc. | Insurance | 270900 | 6157502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nintendo Co., Ltd. | Media & Entertainment | 30800 | 2557016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Express Holdings, Inc. | Transportation | 318600 | 5689512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Shinyaku Co., Ltd. | Pharmaceuticals,<br>Biotechnology & Life<br>Sciences | 46900 | 1209288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nippon Telegraph & Telephone Corp. | Telecommunication<br>Services | 4499800 | 4703535 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nisshin Seifun Group, Inc. | Food, Beverage &<br>Tobacco | 67200 | 866994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Nomura Holdings, Inc. | Financial Services | 1945400 | 10842805 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Japan*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NSK, Ltd. | Capital Goods | 1114400 | $4867806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Otsuka Holdings Co., Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 41200 | 2008532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Persol Holdings Co., Ltd. | Commercial & Professional Services | 1670000 | 3024825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Recruit Holdings Co., Ltd. | Commercial & Professional Services | 299100 | 16574702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Santen Pharmaceutical Co., Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 66700 | 675563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Shionogi & Co., Ltd. | Pharmaceuticals, Biotechnology & Life Sciences | 640600 | 10762408 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sompo Holdings, Inc. | Insurance | 248200 | 8133786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sony Group Corp. | Consumer<br>Durables & Apparel | 44950 | 1185906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tokyo Electron, Ltd. | Semiconductors & Semiconductor Equipment | 9500 | 1414534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TOPPAN Holdings, Inc. | Commercial & Professional Services | 64840 | 1820224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trend Micro, Inc. | Software & Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174200 | 12498953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Yokogawa Electric Corp. | Technology Hardware & Equipment | 166400 | 3600920 |
|  |  |  | **173366770** |
|  ***Mexico – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gruma SAB de CV, Class B | Food, Beverage & Tobacco | 149500 | 2848509 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grupo Bimbo SAB de CV Series A | Food, Beverage & Tobacco | 1174 | 3572 |
|  |  |  | **2852081** |
|  ***Netherlands – 4.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABN AMRO Bank NV | Banks | 527400 | 10929228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Arcadis NV | Commercial & Professional Services | 66600 | 3229506 |
|  | Pharmaceuticals, Biotechnology & |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Argenx SE ADR (a) | Life Sciences | 12582 | 8117152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ASML Holding NV | Semiconductors & Semiconductor Equipment | 2144 | 1435283 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV | Consumer Staples Distribution & Retail | 76364 | 3135433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NN Group NV | Insurance | 140700 | 8627779 |
|  |  |  | **35474381** |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Norway – 0.0% \**** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norsk Hydro ASA | Materials | 931 | $4938 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Orkla ASA | Food, Beverage & Tobacco | 1040 | 11599 |
|  |  |  | **16537** |
|  ***Singapore – 4.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBS Group Holdings, Ltd. | Banks | 515500 | 16748174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grab Holdings, Ltd., Class A (a) | Transportation | 504538 | 2462146 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore Exchange, Ltd. | Financial Services | 252700 | 2779915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STMicroelectronics NV | Semiconductors & Semiconductor Equipment | 427000 | 9708836 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Overseas Bank, Ltd. | Banks | 242700 | 6445830 |
|  |  |  | **38144901** |
|  ***South Africa – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clicks Group, Ltd. | Consumer Staples Distribution & Retail | 112200 | 2386261 |
|  |  |  | **2386261** |
|  ***South Korea – 1.1%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DB Insurance Co., Ltd. | Insurance | 52700 | 3395214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrial Bank of Korea | Banks | 76200 | 822382 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; LG Electronics, Inc. | Consumer<br>Durables & Apparel | 62700 | 3147263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Woori Financial Group, Inc. | Banks | 143600 | 1788186 |
|  |  |  | **9153045** |
|  ***Spain – 4.8%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Bilbao Vizcaya Argentaria SA | Banks | 1131624 | 15530452 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Banco Santander SA | Banks | 2491268 | 17540671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corp. ACCIONA Energias Renovables SA | Utilities | 210 | 3926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industria de Diseno Textil SA | Consumer Discretionary Distribution & Retail | 121900 | 6555170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mapfre SA | Insurance | 408200 | 1453192 |
|  |  |  | **41083411** |
|  ***Sweden – 2.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AddTech AB, B Shares | Capital Goods | 84400 | 2839422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Alfa Laval AB | Capital Goods | 78700 | 3264148 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlas Copco AB, B Shares | Capital Goods | 158800 | 2205052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Essity AB, Class B | Household & Personal Products | 318 | 9196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; H & M Hennes & Mauritz AB, B Shares | Consumer Discretionary Distribution & Retail | 484 | 7013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Telefonaktiebolaget LM Ericsson, B Shares | Technology Hardware & Equipment | 952100 | 8042750 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***Sweden*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Trelleborg AB, B Shares | Capital Goods | 134800 | $4648129 |
|  |  |  | **21015710** |
|  ***Switzerland – 5.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ABB, Ltd | Capital Goods | 264100 | 13947318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accelleron Industries AG | Capital Goods | 39600 | 2125903 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Baloise Holding AG | Insurance | 1700 | 378203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cie Financiere Richemont SA, Class A | Consumer<br>Durables &<br>Apparel | 63000 | 11132428 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Givaudan SA | Materials | 2900 | 13990642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Logitech International SA | Technology<br>Hardware &<br>Equipment | 82100 | 6238785 |
|  |  |  | **47813279** |
|  ***Taiwan – 0.6%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accton Technology Corp. | Technology<br>Hardware &<br>Equipment | 51200 | 953668 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; MediaTek, Inc. | Semiconductors &<br>Semiconductor<br>Equipment | 99100 | 4211063 |
|  |  |  | **5164731** |
|  ***Thailand – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TMBThanachart Bank PCL | Banks | 47763100 | 2559376 |
|  |  |  | **2559376** |
|  ***United Kingdom – 11.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3i Group PLC | Financial Services | 331391 | 18786894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Associated British Foods PLC | Food, Beverage &<br>Tobacco | 263100 | 7252390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AstraZeneca PLC | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 79300 | 11361057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Auto Trader Group PLC | Media &<br>Entertainment | 509800 | 5727529 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Barclays PLC | Banks | 1397500 | 5567138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Burberry Group PLC | Consumer<br>Durables &<br>Apparel | 312 | 3039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; InterContinental Hotels Group PLC | Consumer Services | 133192 | 14212911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investec PLC | Financial Services | 261000 | 1626931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; J Sainsbury PLC | Consumer Staples<br>Distribution &<br>Retail | 1507260 | 5356972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Kingfisher PLC | Consumer<br>Discretionary<br>Distribution &<br>Retail | 1713 | 6584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Marks & Spencer Group PLC | Consumer Staples<br>Distribution &<br>Retail | 1955768 | 10163235 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; National Grid PLC | Utilities | 256200 | 3698017 |

---

------

**Domini Impact International Equity Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Country/Security** | **Industry** | **Shares** | **Value** |
|  ***United Kingdom*** (Continued) |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sage Group PLC (The) | Software &<br>Services | 451200 | $7480282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Unilever PLC | Household &<br>Personal Products | 237 | 15090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC | Telecommunication<br>Services | 6940171 | 6820108 |
|  |  |  | **98078177** |
|  ***United States – 7.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CRH PLC | Materials | 8913 | 845402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; GSK PLC | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 843727 | 16691194 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Novartis AG | Pharmaceuticals,<br>Biotechnology &<br>Life Sciences | 277253 | 31622703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Schneider Electric SE | Capital Goods | 48600 | 11355184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Signify NV | Capital Goods | 21700 | 449821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Smurfit WestRock PLC | Materials | 119 | 4996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spotify Technology SA (a) | Media &<br>Entertainment | 4754 | 2918861 |
|  |  |  | **63888161** |
|  ***Total Investments – 98.1%*** (Cost $676,559,818) |  |  | **834216849** |
|  ***Other Assets, less liabilities – 1.9%*** |  |  | **15827891** |
|  ***Net Assets – 100.0%*** |  |  | $**850044740** |

---

(a) Non-income producing security.

\* Amount is less than 0.05%. 

**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** 

**April 30, 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.

On July 26, 2024, the Class A shares of the Domini Impact Equity Fund and Domini Impact International Fund converted into each Fund's respective Investor shares with the same relative aggregate net asset value as the original shares held immediately prior to such conversion. Prior to this conversion, the Class A shares were sold with a front-end sales charge (load) of up to 4.75%.

The Board of Trustees of the International Opportunities Fund (the "Fund") authorized the liquidation of the Fund on March 21, 2025 (the "Liquidation Date"). Any remaining Shareholders, as of the Liquidation Date, were automatically redeemed if no prior action was taken.

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

**2. SIGNIFICANT ACCOUNTING POLICIES** 

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

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

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

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

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

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

Level 1 — quoted prices in active markets for identical securities

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

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

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

------

**Domini Impact Equity Fund** 

**Domini Sustainable Solutions Fund** 

**Domini Impact International Equity Fund** 

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

**April 30, 2025 (Unaudited)** 

The following is a summary of the inputs used by the Domini Impact Equity Fund, as of April 30, 2025, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -<br>Quoted Prices** | **Level 2 -<br>Other<br>Significant<br>Observable<br>Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $95330751 | $- | $- | $95330751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 118107927 |  |  | 118107927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Staples | 62976866 |  |  | 62976866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 159892281 |  |  | 159892281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 113661524 |  |  | 113661524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 78913212 |  |  | 78913212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 326600753 |  |  | 326600753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 25203160 |  |  | 25203160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 26952217 |  |  | 26952217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities | 6672260 |  |  | 6672260 |
|  **Total** | $**1014310951** | $**-** | $**-** | $**1014310951** |

---

The following is a summary of the inputs used by the Domini Sustainable Solutions Fund, as of April 30, 2025, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -<br>Quoted Prices** | **Level 2 -**<br> **Other<br>Significant<br>Observable<br>Inputs** | **Level 3 -<br>Significant<br>Unobservable<br>Inputs** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Communication Services | $391543 | $- | $- | $391543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Consumer Discretionary | 1568429 | 522648 |  | 2091077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Financials | 1195897 | 3832549 |  | 5028446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Health Care | 6784846 | 1971289 |  | 8756135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Industrials | 3584682 | 3960317 |  | 7544999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Information Technology | 5835791 | 738230 |  | 6574021 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Materials | 287399 |  |  | 287399 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Real Estate | 614812 |  |  | 614812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Utilities |  | 350050 |  | 350050 |
|  **Total** | $**20263399** | $**11375083** | $**-** | $**31638482** |

---

------

**Domini Impact Equity Fund** 

**Domini Sustainable Solutions Fund** 

**Domini Impact International Equity Fund** 

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

**April 30, 2025 (Unaudited)** 

The following is a summary of the inputs used by the Domini Impact International Equity Fund, as of April 30, 2025, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -**<br>**Quoted Prices** | **Level 2 -**<br>**Other**<br>**Significant**<br>**Observable**<br>**Inputs** | **Level 3 -**<br>**Significant**<br>**Unobservable**<br>**Inputs** | **Total** |
|  Common Stocks |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Australia | $- | $46181378 | $- | $46181378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Belgium |  | 12380086 |  | 12380086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brazil | 8352 |  |  | 8352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; China | 888910 | 8852408 |  | 9741318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Denmark |  | 3779147 |  | 3779147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Finland | 2609181 |  |  | 2609181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; France |  | 56135613 |  | 56135613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Germany |  | 95514271 |  | 95514271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hong Kong |  | 14680454 |  | 14680454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary |  | 1941395 |  | 1941395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; India |  | 17481 |  | 17481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ireland | 9832135 |  |  | 9832135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Israel | 2922544 |  |  | 2922544 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Italy |  | 37476673 |  | 37476673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Japan |  | 173366770 |  | 173366770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mexico | 2852081 |  |  | 2852081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Netherlands | 8117152 | 27357229 |  | 35474381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Norway |  | 16537 |  | 16537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Singapore | 2462146 | 35682755 |  | 38144901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Africa | 2386261 |  |  | 2386261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; South Korea |  | 9153045 |  | 9153045 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Spain |  | 41083411 |  | 41083411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sweden |  | 21015710 |  | 21015710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Switzerland |  | 47813279 |  | 47813279 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Taiwan |  | 5164731 |  | 5164731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Thailand | 2559376 |  |  | 2559376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom | 1626931 | 96451246 |  | 98078177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United States | 2918861 | 60969300 |  | 63888161 |
|  **Total** | $**39183930** | $**795032919** | $**-** | $**834216849** |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
|  ***Long Term Investments – 104.2%*** |  |  |
|  ***Mortgage Backed Securities – 42.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Agency Collateralized Mortgage Obligations – 7.8%*** |  |  |
| &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) | 469672 | $456369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-4, Class A1, 6.000%, 10/25/57 (a)(c) | 334501 | 335402 |
| &nbsp;&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%, 6/25/58 (a)(c) | 264411 | 265382 |
| &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 | 6699 | 6663 |
| &nbsp;&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 | 10259 | 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; Series 3806, Class L, 3.500%, 2/15/26 | 52821 | 52499 |
| &nbsp;&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 | 25110 | 24989 |
| &nbsp;&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 | 142127 | 130839 |
| &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 | 74484 | 73734 |
| &nbsp;&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 | 999249 | 787674 |
| &nbsp;&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 | 181502 | 172305 |
| &nbsp;&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 | 780483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal National Mortgage Association Connecticut Avenue Securities, Series 2017-C01, Class 1M2, 8.018%, (1 Month USD SOFR + 3.664%), 7/25/29 (b) | 29963 | 30656 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multiclass Certificates, Series 2021-P011, Class X1, 1.762%, 9/25/45 (b)(d) | 2081720 | 228037 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Certificates, Series 2021-ML12, Class X, 1.305%, 7/25/41 (b)(d) | 1159973 | 104850 |
| &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, 0.754%, 11/25/29 (b)(d) | 8770989 | 217656 |
| &nbsp;&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, 1.677%, 5/25/30 (b)(d) | 1435023 | 92971 |
| &nbsp;&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, 1.534%, 5/25/30 (b)(d) | 1487718 | 88193 |
| &nbsp;&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, 1.478%, 6/25/30 (b)(d) | 2520393 | 143798 |
| &nbsp;&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, 1.208%, 6/25/30 (b)(d) | 2332363 | 111084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K119, Class X1, 1.018%, 9/25/30 (b)(d) | 4908396 | 198222 |
| &nbsp;&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, 1.113%, 10/25/30 (b)(d) | 648179 | 28465 |
| &nbsp;&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, 0.963%, 11/25/30 (b)(d) | 358538 | 14031 |
| &nbsp;&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, 0.807%, 12/25/30 (b)(d) | 1457282 | 48427 |
| &nbsp;&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 | 3273522 |
| &nbsp;&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 | 1564232 |
| &nbsp;&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, 0.818%, 9/25/27 (b)(d) | 1262829 | 18622 |
| &nbsp;&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, 1.472%, 6/25/30 (b)(d) | 3152001 | 176122 |
| &nbsp;&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, 0.933%, 11/25/30 (b)(d) | 2398962 | 89159 |
| &nbsp;&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, 0.402%, 1/25/31 (b)(d) | 2463057 | 36520 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series KG06, Class X1, 0.626%, 10/25/31 (b)(d) | 2293582 | 63645 |
| &nbsp;&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, 1.242%, 9/25/30 (b)(d) | 3992077 | 190548 |
| &nbsp;&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, 2.776%, 10/25/55 (b)(d) | 1984840 | 294575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FREMF Mortgage Trust |  |  |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Agency Collateralized Mortgage Obligations*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K65, Class B, 4.222%, 7/25/50 (a)(b) | 155000 | $153502 |
| &nbsp;&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, 4.175%, 7/25/27 (a)(b) | 136000 | 133970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K67, Class B, 4.081%, 9/25/49 (a)(b) | 85000 | 83785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K67, Class C, 4.081%, 9/25/49 (a)(b) | 100000 | 97946 |
| &nbsp;&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, 3.972%, 10/25/49 (a)(b) | 90000 | 88492 |
| &nbsp;&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, 3.854%, 10/25/49 (a)(b) | 40000 | 38825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K71, Class B, 3.880%, 11/25/50 (a)(b) | 220000 | 216019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-K71, Class C, 3.880%, 11/25/50 (a)(b) | 65000 | 63421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-K154, Class B, 4.161%, 11/25/32 (a)(b) | 67000 | 58525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-K77, Class B, 4.302%, 5/25/51 (a)(b) | 1070000 | 1057589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-K85, Class C, 4.464%, 12/25/50 (a)(b) | 550000 | 534411 |
| &nbsp;&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, 4.253%, 10/25/31 (a)(b) | 461000 | 413004 |
| &nbsp;&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, 3.614%, 11/25/52 (a)(b) | 700000 | 649514 |
| &nbsp;&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, 3.574%, 12/25/51 (a)(b) | 525000 | 491795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K95, Class B, 4.057%, 8/25/52 (a)(b) | 500000 | 480908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K95, Class C, 4.057%, 8/25/52 (a)(b) | 307000 | 291533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-K97 , Class C, 3.897%, 9/25/51 (a)(b) | 204000 | 194296 |
| &nbsp;&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, 3.766%, 10/25/52 (a)(b) | 565000 | 537657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-K104, Class B, 3.655%, 2/25/52 (a)(b) | 520000 | 490196 |
| &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) | 223825 | 207640 |
| &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 | 390886 | 264376 |
| &nbsp;&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 | 1081380 |
| &nbsp;&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 | 643612 | 443175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PRPM LLC, Series 2025-2, Class A1, 6.469%, 5/25/30 (a)(c) | 615000 | 621408 |
|  |  | **18803252** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Commercial Mortgage-Backed Securities – 6.4%*** |  |  |
| &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 | 775885 |
| &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, 6.720%, (1 Month USD SOFR CME + 2.419%), 9/15/34 (a)(b) | 228000 | 214828 |
| &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 | 78892 | 77774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BN18, Class XA, 1.026%, 5/15/62 (b)(d) | 2087802 | 61425 |
| &nbsp;&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, 0.750%, 11/15/62 (b)(d) | 5430986 | 141501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-BN28, Class XA, 1.875%, 3/15/63 (b)(d) | 1864746 | 140631 |
| &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, 1.383%, 3/15/62 (b)(d) | 1922026 | 77096 |
| &nbsp;&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, 1.922%, 7/15/53 (b)(d) | 461115 | 23697 |
| &nbsp;&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, 1.616%, 1/15/54 (b)(d) | 876321 | 59532 |
| &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) | 993873 | 947738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Series 2024-VLT5, Class A, 5.591%, 11/13/46 (a)(b) | 1000000 | 996192 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Commercial Mortgage-Backed Securities*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-CLS, Class A, 5.760%, 10/13/27 (a) | 892000 | $904895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-CLS, Class B, 6.300%, 10/13/27 (a) | 375000 | 378018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; COMM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class A, 2.173%, 11/10/46 (a) | 825000 | 703812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class B, 2.446%, 11/10/46 (a) | 524000 | 440753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class C, 2.773%, 11/10/46 (a)(b) | 100000 | 83381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-CX, Class D, 2.773%, 11/10/46 (a)(b) | 100000 | 80466 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-SBX, Class A, 1.670%, 1/10/38 (a) | 595000 | 561395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DBJPM Mortgage Trust, Series 2020-C9, Class XA, 1.823%, 9/15/53 (b) | 586489 | 26170 |
| &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 | 807935 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hudson Yards Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-10HY, Class A, 2.835%, 8/10/38 (a) | 915000 | 889754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-30HY, Class A, 3.228%, 7/10/39 (a) | 700000 | 652933 |
| &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, 7.326%, (1 Month USD SOFR CME + 3.004%), 6/15/38 (a)(b) | 655000 | 561604 |
| &nbsp;&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 | 1600484 |
| &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 | 387822 |
| &nbsp;&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 | 728147 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; STWD Mortgage Trust, Series 2021-LIH, Class E, 7.339%, (1 Month USD SOFR CME + 3.017%), 11/15/36 (a)(b) | 955000 | 937165 |
| &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 | 1434880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TEXAS Commercial Mortgage Trust, Series 2025-TWR, Class B, 5.915%, (1 Month USD SOFR CME + 1.593%), 4/15/42 (a)(b) | 385000 | 380885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Wells Fargo Commercial Mortgage Trust, Series 2015-NXS3, Class A4, 3.617%, 9/15/57 | 340000 | 337806 |
|  |  | **15414604** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal Home Loan Mortgage Corporation – 7.7%*** |  |  |
| &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 | 6303 | 6199 |
| &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 | 16056 | 15785 |
| &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 | 18334 | 18142 |
| &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 | 17595 | 16081 |
| &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 | 147534 | 132348 |
| &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 | 60084 | 59322 |
| &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 | 305036 | 279793 |
| &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 | 32236 | 31670 |
| &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 | 17522 | 17008 |
| &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 | 32640 | 31669 |
| &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 | 28569 | 27767 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal Home Loan Mortgage Corporation*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/39 | 14669 | $14221 |
| &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 | 48246 | 46701 |
| &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 | 43195 | 41794 |
| &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 | 7951 | 7697 |
| &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 | 5526 | 5355 |
| &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 | 20720 | 20056 |
| &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 | 4113 | 4028 |
| &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 | 38708 | 38408 |
| &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 | 52126 | 51770 |
| &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 | 40836 | 40557 |
| &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 | 74925 | 74505 |
| &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 | 10988 | 10913 |
| &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 | 22829 | 22668 |
| &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 | 1200790 | 1151175 |
| &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 | 7118 | 7235 |
| &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 | 2772 | 2825 |
| &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 | 7660 | 7751 |
| &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 | 54750 | 55401 |
| &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 | 8990 | 9097 |
| &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 | 34097 | 34523 |
| &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 | 26209 | 26490 |
| &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 | 21473 | 21703 |
| &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 | 35155 | 36279 |
| &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 | 50603 | 51673 |
| &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 | 2225623 | 2225796 |
| &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%, 6/1/53 | 2163220 | 2163332 |
| &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 | 2233278 | 2232589 |
| &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%, 5/1/54 | 1886142 | 1883859 |
| &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%, 8/1/54 | 1268657 | 1268297 |
| &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 | 5786 | 6065 |
| &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 | 28419 | 29700 |
| &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 | 3054710 | 3108138 |
| &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 | 2941694 | 2985635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.258%, (1-year RFUCCT + 1.622%), 10/1/43 (b) | 21762 | 22316 |
|  |  | **18344336** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association – 16.1%*** |  |  |
| &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 | 21863 | 21351 |
| &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 | 26502 | 25816 |
| &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 | 4080412 | 3289558 |
| &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 | 3850460 | 3119919 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.500%, 11/1/31 | 23996 | $23007 |
| &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 | 8738 | 8416 |
| &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 | 64391 | 56772 |
| &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 | 98231 | 84514 |
| &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 | 4713442 | 3928474 |
| &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 | 2606992 | 2193272 |
| &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 | 22857 | 20258 |
| &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 | 431421 | 382896 |
| &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 | 552321 | 486921 |
| &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 | 206520 | 181602 |
| &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 | 2423662 | 2110753 |
| &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 | 4154145 | 3671124 |
| &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 | 3033 | 2987 |
| &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 | 50803 | 49975 |
| &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 | 30778 | 30269 |
| &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 | 40944 | 40348 |
| &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 | 403354 | 375693 |
| &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 | 296956 | 273900 |
| &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 | 171433 | 157000 |
| &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 | 5155 | 5144 |
| &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 | 40469 | 40100 |
| &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 | 11550 | 11319 |
| &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 | 16510 | 16017 |
| &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 | 11208 | 10862 |
| &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 | 14930 | 14474 |
| &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 | 136320 | 131990 |
| &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 | 15459 | 14968 |
| &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 | 32533 | 31499 |
| &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 | 5770 | 5580 |
| &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 | 76839 | 74319 |
| &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 | 10091 | 9765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.000%, 11/1/40 | 10675 | 10321 |
| &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 | 7769 | 7516 |
| &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 | 27107 | 26212 |
| &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 | 26824 | 25922 |
| &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 | 1916703 | 1807689 |
| &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 | 11109 | 11006 |
| &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 | 5986 | 5931 |
| &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 | 26266 | 26159 |
| &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 | 36518 | 36268 |
| &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 | 14333 | 14235 |
| &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 | 19681 | 19542 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Federal National Mortgage Association*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 8/1/40 | 39563 | $39272 |
| &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 | 12804 | 12704 |
| &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 | 26011 | 25715 |
| &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 | 1519 | 1533 |
| &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 | 22580 | 23218 |
| &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%, 12/1/54 | 1889560 | 1886830 |
| &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 | 11518 | 11833 |
| &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 | 80799 | 85126 |
| &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 | 26616 | 27867 |
| &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 | 6718 | 6992 |
| &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 | 14859 | 15560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.580%, (1-year RFUCCT + 1.580%), 5/1/44 (b) | 6152 | 6252 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 15 Yr, 2.000%, 5/1/39 (e) | 1100000 | 999566 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.000%, 5/1/55 (e) | 3200000 | 2538970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.500%, 5/1/54 (e) | 1125000 | 935419 |
| &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%, 6/1/52 (e) | 1400000 | 1304910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 5.500%, 5/1/54 (e) | 7950000 | 7934080 |
|  |  | **38747510** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Government National Mortgage Association – 4.1%*** |  |  |
| &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 | 970853 | 973440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.000%, 5/20/54 (e) | 2900000 | 2366644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 2.500%, 5/20/55 (e) | 2200000 | 1875326 |
| &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%, 3/20/52 (e) | 3400000 | 3089103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; TBA 30 Yr, 4.500%, 5/20/55 (e) | 1600000 | 1531873 |
|  |  | **9836386** |
|  Total Mortgage Backed Securities<br>(Cost $106,262,926) |  | **101146088** |
|  ***Corporate Bonds and Notes – 27.4%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Basic Materials – 0.0% \**** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Olympus Water U.S. Holding Corp., 3.875%, 10/1/28 (f) | 115000 | 124092 |
|  |  | **124092** |
| &nbsp;&nbsp;&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; Africell Holding, Ltd., 10.500%, 10/23/29 (a) | 835000 | 786313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Axian Telecom, 7.375%, 2/16/27 (a) | 445000 | 442660 |
| &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 | 1235114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gen Digital, Inc., 6.250%, 4/1/33 (a) | 500000 | 499901 |
| &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 | 423408 |
| &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 | 405160 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Communications*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 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 | $388736 |
| &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 | 953285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC, 6.150%, 2/27/37 | 66000 | 69831 |
|  |  | **5204408** |
| &nbsp;&nbsp;&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; Forvia SE, 2.375%, 6/15/29 (f) | 190000 | 193300 |
| &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 | 594674 |
| &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 | 742331 |
| &nbsp;&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 | 317350 |
|  |  | **1847655** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer, Non-cyclical – 5.3%*** |  |  |
| &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 | 292902 |
| &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 | 1305592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Block, Inc., 6.500%, 5/15/32 (a) | 700000 | 715071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bon Secours Mercy Health, Inc., 1.350%, 6/1/25 | 155000 | 154569 |
| &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 | 701281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brown University Health, 5.050%, Series 2025, 2/15/30 | 465000 | 465000 |
| &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 | 760280 |
| &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 | 359343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Grifols SA, 3.875%, 10/15/28 (f) | 165000 | 175705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hologic, Inc., 3.250%, 2/15/29 (a) | 250000 | 233724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Howard University |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020, 1.991%, 10/1/25 (AGM) | 120000 | 118099 |
| &nbsp;&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 (AGM) | 100000 | 96833 |
| &nbsp;&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 (AGM) | 865000 | 635768 |
| &nbsp;&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 | 413608 |
| &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 | 1197178 |
| &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 | 972502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; PeaceHealth Obligated Group, 1.375%, Series 2020, 11/15/25 | 1000000 | 981698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Picard Groupe SAS, 6.375%, 7/1/29 (f) | 200000 | 236766 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Rossini Sarl, 6.750%, 12/31/29 (f) | 205000 | 242158 |
| &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 | 294894 |
| &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 | 918953 |
| &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 | 563614 |
| &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 | 943792 |
|  |  | **12779330** |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Energy – 0.5%*** |  |  |
| &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 (a) | 800800 | $776566 |
| &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) | 413600 | 401083 |
|  |  | **1177649** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financial – 14.0%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Air Lease Corp., 3.625%, 12/1/27 | 500000 | 490484 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American International Group, Inc., 3.900%, 4/1/26 | 190000 | 188254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; AXA SA, 8.600%, 12/15/30 | 400000 | 470311 |
| &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 | 604600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank of Ireland Group PLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.601%, (SOFR + 1.620%), 3/20/30 (a)(b) | 1240000 | 1270160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.253%, (1-Yr. CMT + 2.65%), 9/16/26 (a)(b) | 1200000 | 1206367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.253%, (1-Yr. CMT + 2.65%), 9/16/26 (b)(f) | 465000 | 467467 |
| &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 | 1180732 |
| &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 | 1613697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boston Properties LP, 3.650%, 2/1/26 | 430000 | 425645 |
| &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 | 499687 |
| &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 | 794581 |
| &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 | 456730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Brighthouse Financial, Inc., 5.625%, 5/15/30 | 1500000 | 1540205 |
| &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 | 236902 |
| &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 | 1275810 |
| &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 | 437157 |
| &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 | 736578 |
| &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 | 994900 |
| &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 (a) | 600000 | 576725 |
| &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 | 750181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Intercontinental Exchange, Inc., 3.625%, 9/1/28 | 200000 | 196193 |
| &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 | 600837 |
| &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 | 1117631 |
| &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 | 3545258 |
| &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 | 6089348 |
| &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 | 658275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series MTN, 2.511%, (SOFR + 1.200%), 10/20/32 (b) | 1000000 | 863672 |
| &nbsp;&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 | 584727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; NHP Foundation, 5.850%, 12/1/28 | 800000 | 830588 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financial*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Scentre Group Trust 1/Scentre Group Trust 2, 4.375%, 5/28/30 (a) | 615000 | $612058 |
| &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 | 1465015 |
| &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 | 800294 |
|  |  | **33581069** |
| &nbsp;&nbsp;&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; European Investment Bank, 0.750%, 9/23/30 | 3000000 | 2559702 |
|  |  | **2559702** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Industrial – 0.8%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; First Student Bidco, Inc./First Transit Parent, Inc., 4.000%, 7/31/29 (a) | 390000 | 360996 |
| &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 | 251263 |
| &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 | 289635 |
| &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 | 401175 |
| &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 | 573334 |
|  |  | **1876403** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Technology – 1.7%*** |  |  |
| &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 | 187120 |
| &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 | 1137109 |
| &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 | 695657 |
| &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 | 1170030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; McAfee Corp., 7.375%, 2/15/30 (a) | 275000 | 237826 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Microsoft Corp., 3.041%, 3/17/62 | 1000000 | 641775 |
|  |  | **4069517** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Utilities – 1.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aegea Finance Sarl |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.750%, 5/20/29 (a) | 200000 | 198265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9.000%, 1/20/31 (a) | 960000 | 1002337 |
| &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 | 499001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Limak Yenilenebilir Enerji AS, 9.625%, 8/12/30 (a) | 575000 | 560093 |
| &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 | 339650 |
|  |  | **2599346** |
|  Total Corporate Bonds and Notes<br>(Cost $69,654,608) |  | **65819171** |
|  ***U.S. Government Agency Obligations – 19.5%*** |  |  |
| &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 | 1194484 |
| &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 | 2107466 |
| &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 | 1480353 |
| &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 | 788408 |
| &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 | 804286 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
|  ***U.S. Government Agency Obligations*** (Continued) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.500%, 3/2/26 | 5000000 | $5021710 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Federal Home Loan Bank Discount Notes , 0.000%, 5/13/25 | 5000000 | 4992381 |
| &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 | 2852208 |
| &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 | 4953122 |
| &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 | 2702793 |
| &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 | 3504416 |
| &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 | 4668453 |
| &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 | 6858602 |
| &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 | 5028457 |
|  Total U.S. Government Agency Obligations<br>(Cost $50,221,144) |  | **46957139** |
|  ***Municipal Bonds – 4.7%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of New York Series H, 6.385%, 2/1/55 | 465000 | 483058 |
| &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 | 811795 |
| &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 | 611491 | 607331 |
| &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 (AGM) | 435000 | 419303 |
| &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 | 657163 |
| &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 | 651882 |
| &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 | 265000 | 263257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Iowa Student Loan Liquidity Corp. Series A, 5.343%, 12/1/34 | 165000 | 163096 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lancaster County Hospital Authority, PA, (Brethren Village), 5.000%, 7/1/25 | 135000 | 134824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Maryland Health and Higher Educational Facilities Authority, (Meritus Medical Center) Series C, 3.968%, 7/1/27 | 205000 | 204382 |
| &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 | 99661 |
| &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 | 916447 |
| &nbsp;&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 | 610585 |
| &nbsp;&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 | 183563 |
| &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 | 380000 | 371246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; New York Transportation Development Corp., (LaGuardia Airport Terminal B Redevelopment) Series B, 3.473%, 7/1/28 | 500000 | 486839 |
| &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 (AGM) | 130000 | 129089 |
| &nbsp;&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 | 761968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; State Board of Administration Finance Corp. Series A, 1.258%, 7/1/25 | 375000 | 372925 |
| &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 | 1817373 |
| &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 | 751029 |
| &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 (AGM) | 100000 | 89343 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 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; 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 | $231166 |
| &nbsp;&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 | 107271 |
|  Total Municipal Bonds<br>(Cost $11,718,944) |  | **11324596** |
|  **Asset Backed Securities – 4.0%** |  |  |
| &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 | 633241 |
| &nbsp;&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 | 542078 |
| &nbsp;&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 | 283501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Avid Automobile Receivables Trust Series 2023-1, 7.120%, 3/15/27 (a) | 182215 | 182444 |
| &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 | 341107 |
| &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 | 91034 |
| &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 | 179987 |
| &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) | 89535 | 89392 |
| &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) | 206754 | 206146 |
| &nbsp;&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) | 213801 | 217142 |
| &nbsp;&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) | 252329 | 256841 |
| &nbsp;&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) | 325005 | 333284 |
| &nbsp;&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) | 619500 | 625402 |
| &nbsp;&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) | 581365 | 581276 |
| &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) | 93277 | 79323 |
| &nbsp;&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) | 99879 | 98091 |
| &nbsp;&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) | 315444 | 317892 |
| &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) | 225000 | 226081 |
| &nbsp;&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 | 124820 |
| &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) | 340000 | 337360 |
| &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 | 95442 |
| &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) | 657879 | 571871 |
| &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) | 186022 | 143712 |
| &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) | 121864 | 121719 |
| &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) | 1215000 | 1223727 |
| &nbsp;&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 | 165727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Tricolor Auto Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2024-1A, 6.610%, 10/15/27 (a) | 50700 | 50918 |
| &nbsp;&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, 6.360%, 12/15/27 (a) | 142617 | 143151 |
| &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 | 515079 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 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; Vantage Data Centers Jersey Borrower SPV, Ltd. Series 2024-1A, 6.172%, 5/28/39 (a) | 645000 |  | $880208 |
|  Total Asset Backed Securities<br>(Cost $9,545,536) |  |  | **9657996** |
|  ***Foreign Government & Agency Securities – 4.0%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bundesrepublik Deutschland Bundesanleihe, 1.800%, 8/15/53 (f) | 2605000 | EUR | 2346017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Ottawa Ontario, 2.500%, 5/11/51 | 2390000 | CAD | 1183818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; City of Toronto Canada, 2.600%, 9/24/39 | 1060000 | CAD | 629833 |
| &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 |  | 1071536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Hungary Government International Bond, 5.375%, 9/12/33 (f) | 705000 | EUR | 834930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Romania Government International Bond, 2.000%, 1/28/32 (f) | 1360000 | EUR | 1215145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; United Kingdom Gilt, 1.500%, 7/31/53 (f) | 3665000 | GBP | 2249731 |
|  Total Foreign Government & Agency Securities<br>(Cost $10,342,022) |  |  | **9531010** |
|  ***Senior Floating Rate Interests – 2.3%*** |  |  |  |
| &nbsp;&nbsp;&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; Charter Communications Operating LLC 2024 Term Loan B5, 6.548%, (3 mo. USD SOFR<br>CME + 2.250%), 12/15/31 (b) | 275123 |  | 274499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Go Daddy Operating Co. LLC 2024 Term Loan B7, 6.072%, (1 mo. USD SOFR CME +<br>1.750%), 5/30/31 (b) | 296137 |  | 295258 |
|  |  |  | **569757** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Discretionary – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; American Builders & Contractors Supply Co., Inc. 2024 Term Loan B, 6.072%, (1 mo. USD SOFR CME + 1.750%), 1/31/31 (b) | 206162 |  | 206355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; USI, Inc. 2024 Term Loan D, 6.549%, (3 mo. USD SOFR CME + 2.250%), 11/21/29 (b) | 162131 |  | 161354 |
|  |  |  | **367709** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Staples – 0.5%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Biogroup-LCD 2021 EUR Term Loan B, 6.026%, (3 mo. EUR EURIBOR + 3.500%), 2/9/28 (b) | 465000 | EUR | 511795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Core & Main LP 2024 Term Loan E, 6.270%, (6 mo. USD SOFR CME + 2.000%), 2/9/31 (b) | 282155 |  | 282155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Verisure Holding AB 2021 EUR Term Loan, 5.355%, (3 mo. EUR EURIBOR + 3.000%), 3/27/28 (b) | 300000 | EUR | 339696 |
|  |  |  | **1133646** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Energy – 0.3%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Boels Topholding BV 2025 EUR Term Loan B, 5.101%, (1 mo. EUR EURIBOR + 2.750%), 5/23/31 (b) | 344828 | EUR | 389173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Insulet Corporation 2024 1st Lien Term Loan B, 0.000%, 8/4/31 (b) | 355000 |  | 355533 |
|  |  |  | **744706** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financials – 0.2%*** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Blackhawk Network Holdings, Inc. 2025 Term Loan B, 8.322%, (1 mo. USD SOFR CME + 4.000%), 3/12/29 (b) | 168826 |  | 168902 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | |
|:---|:---|:---|
| **Security** | **Principal** <br> **Amount†** | **Value** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Financials*** (Continued) |  |  |
| &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, 9.280%, (3 mo. USD SOFR CME + 1.500%), 5/30/27 (b) | 395829 | $370594 |
|  |  | **539496** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Industrials – 0.3%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Altium Packaging LLC 2024 Term Loan B, 6.822%, (1 mo. USD SOFR CME + 2.500%), 6/11/31 (b) | 426775 | 416906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Proampac PG Borrower LLC 2024 Term Loan, 8.323%, (3 mo. USD SOFR CME + 4.000%), 9/15/28 (b) | 400489 | 394106 |
|  |  | **811012** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Information Technology – 0.6%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Athenahealth Group, Inc. 2022 Term Loan B, 7.322%, (1 mo. USD SOFR CME + 3.000%), 2/15/29 (b) | 347680 | 345507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cotiviti Corp. 2025 2nd Amendment Term Loan, 7.077%, (1 mo. USD SOFR CME + 2.750%), 3/26/32 (b) | 240000 | 235350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; DCert Buyer, Inc. 2019 Term Loan B, 8.322%, (1 mo. USD SOFR CME + 4.000%), 10/16/26 (b) | 375033 | 364173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Zelis Payments Buyer, Inc. Term Loan B, 7.072%, (1 mo. USD SOFR CME + 2.750%), 9/28/29 (b) | 453850 | 444419 |
|  |  | **1389449** |
|  Total Senior Floating Rate Interests<br>(Cost $5,662,027) |  | **5555775** |
|  ***Convertible Bonds – 0.2%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Consumer Discretionary – 0.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Etsy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 10/1/26 | 110000 | 105625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.125%, 9/1/27 | 50000 | 44287 |
|  |  | **149912** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; ***Health Care – 0.1%*** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dexcom, Inc., 0.250%, 11/15/25 | 205000 | 200130 |
|  |  | **200130** |
|  Total Convertible Bonds<br>(Cost $542,368) |  | **350042** |
|  **Total Long Term Investments**<br>(Cost $263,949,575) |  | **250341817** |
|  ***Call Swaptions Written* – *(0.0)% \****<br>**(Cost $(15885))** |  | **(17620)** |
|  ***Put Swaptions Written* – *(0.0)% \****<br>**(Cost $(23828))** |  | **(17620)** |
|  ***Total Investments–104.2%*** (Cost $263,909,862) |  | **250306577** |
|  ***Other Liabilities, less assets – (4.2)%*** |  | (10048600) |
|  ***Net Assets – 100.0%*** |  | $**240257977** |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

\* Amount is less than 0.05%. 

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

(a) Security that may be sold to qualified institutional buyers under Rule 144A of the Securities Act of 1933, as
amended. At April 30, 2025, the aggregate value of these securities was $53,265,646, representing 22.2% 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 April 30, 2025, the aggregate value of these securities is $12,693,976 or 5.3% of the Fund's net assets.

**Abbreviations** 

RFUCCT — Refinitiv USD IBOR Consumer Cash Fallbacks Term

TBA — To Be Announced

AGM — Assured Guaranty Municipal Corporation

CAD — Canadian Dollar

EUR — Euro

GBP — British Pound Sterling

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

**At April 30, 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 | Citibank N.A. | 6/18/25 | 2449000 | $1780730 | $(73220) |
|  United States Dollar | Euro Currency | Deutsche Bank AG | 5/30/25 | 2086000 | 2366694 | 13551 |
|  United States Dollar | Euro Currency | BNP Paribas | 5/30/25 | 213000 | 241661 | 677 |
|  United States Dollar | Euro Currency | Deutsche Bank AG | 6/18/25 | 7292000 | 8283059 | (296999) |
|  United States Dollar | Pound Sterling | UBS AG | 6/18/25 | 2693000 | 3589602 | (108948) |
|  Euro Currency | United States Dollar | Barclays Bank PLC | 6/18/25 | 273000 | 310104 | 11525 |
|  |  |  |  |  |  | $(453414) |

---

**At April 30, 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) | 42 | $3014979 | $3093104 | 6/16/25 | $78125 |
|  10-Year Canadian Government Bond (Long) | 28 | 2503078 | 2511591 | 6/19/25 | 8513 |
|  Euro-Bund (Long) | 10 | 1484044 | 1492871 | 6/6/25 | 8827 |
|  Euro-Buxl (Short) | 5 | (668581) | (702934) | 6/6/25 | (34353) |
|  Euro-Oat (Short) | 11 | (1524489) | (1565645) | 6/6/25 | (41156) |
|  |  |  |  |  | $19956 |

---

**At April 30, 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) | Unrealized<br>Appreciation<br>(Depreciation) |
|  Pay Fixed rate annually<br>2.970% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/15/53 | USD | 1655000 | $249133 | $53574 | $195559 |
|  Pay Fixed rate annually<br>4.500% Receive Floating rate annually<br>12 month SONIA | Morgan Stanley/LCH | 9/18/34 | GBP | 100000 | 5747 | (91) | 5838 |
|  Pay Fixed rate annually<br>2.720% Receive Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 9/18/27 | EUR | 2320000 | (61507) | (84) | (61423) |
|  Pay Fixed rate annually<br>2.590% Receive Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 9/18/29 | EUR | 950000 | (30888) | 519 | (31407) |
|  Pay Fixed rate annually<br>3.750% Receive Floating rate annually<br>12 month SONIA | Morgan Stanley/LCH | 9/18/54 | GBP | 2285000 | 322394 | (1893) | 324287 |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Description | Counterparty/<br>Exchange | Expiration Date | Notional<br>Amount | Notional<br>Amount | Value | Upfront<br>Premiums<br>Paid<br>(Received) | Unrealized<br>Appreciation<br>(Depreciation) |
|  Pay Fixed rate annually<br>2.280% Receive Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 9/18/34 | EUR | 695000 | 756 | (1751) | 2507 |
|  Pay Fixed rate annually<br>3.000% Receive Floating rate annually<br>6 month CORRA | Morgan Stanley/LCH | 9/18/34 | CAD | 4600000 | (69494) | 1944 | (71438) |
|  Pay Fixed rate annually<br>2.310% Receive Floating rate annually<br>12 month ESTR | Morgan Stanley/LCH | 9/18/54 | EUR | 2180000 | 34862 | (27058) | 61920 |
|  Pay Fixed rate annually<br>3.630% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 12/18/31 | USD | 3545000 | (28742) | 54781 | (83523) |
|  Pay Fixed rate annually<br>2.593% Receive Floating rate annually<br>12 month USCPI | Morgan Stanley/LCH | 11/8/34 | USD | 2860000 | (36471) |  | (36471) |
|  Receive Fixed rate annually<br>3.750% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/55 | USD | 8335000 | (102660) | (81865) | (20795) |
|  Receive Fixed rate annually<br>4.250% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/45 | USD | 8980000 | 466824 | 425615 | 41209 |
|  Receive Fixed rate annually<br>4.000% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/28 | USD | 12470000 | 235229 | 86392 | 148837 |
|  Pay Fixed rate annually<br>4.060% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/35 | USD | 7855000 | (285673) | (126566) | (159107) |
|  Pay Fixed rate annually<br>4.220% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/27 | USD | 4475000 | (66520) | (974) | (65546) |
|  Pay Fixed rate annually<br>3.880% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/55 | USD | 2735000 | (30008) | 1284 | (31292) |
|  Receive Fixed rate annually<br>3.880% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/27 | USD | 12900000 | 106887 | 1163 | 105724 |
|  Receive Fixed rate annually<br>3.780% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 3/19/30 | USD | 5890000 | 112628 | 17006 | 95622 |
|  Pay Fixed rate annually<br>3.660% Receive Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/18/35 | USD | 2140000 | (7449) | (3873) | (3576) |
|  Receive Fixed rate annually<br>3.440% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/18/32 | USD | 3910000 | (3708) | 29366 | (33074) |

---

------

**Domini Impact Bond Fund** 

**Portfolio of Investments (continued)** 

**April 30, 2025 (Unaudited)** 

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Description | Counterparty/<br>Exchange | Expiration Date | Notional<br>Amount | Notional<br>Amount | Value | Upfront<br>Premiums<br>Paid<br>(Received) | Unrealized<br>Appreciation<br>(Depreciation) |
|  Receive Fixed rate annually<br>3.560% Pay Floating rate annually<br>12 month SOFR | Morgan Stanley/LCH | 6/18/30 | USD | 28330000 | 309482 | 25196 | 284286 |
|  |  |  |  |  |  | $452685 | $668137 |

---

**At April 30, 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 | $(54356) | $– | $(54356) |
|  |  |  |  |  |  | $– | $(54356) |

---

**At April 30, 2025, the Fund had the following OTC Written Call Swaption contracts outstanding.** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description | Counterparty | Expiration<br>Date | Notional<br>Amount | Market<br>Value | Premiums<br>Received | Unrealized<br>Appreciation/<br>Depreciation |
|  Buy Protection : |  |  |  |  |  |  |
|  CDX-NAHY, Series 44, Version1, 5 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Year Index, Fixed Rate 5.000% | Morgan Stanley & Co. International PLC | 05/21/2025 | (1765000) | $(17620) | $(15885) | $(1735) |
|  |  |  |  | $(17620) | $(15885) | $(1735) |

---

**At April 30, 2025, the Fund had the following OTC Written Put Swaption contracts outstanding.** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Description | Counterparty | Expiration<br>Date | Notional<br>Amount | Market<br>Value | Premiums<br>Received | Unrealized<br>Appreciation/<br>Depreciation |
|  Sell Protection : |  |  |  |  |  |  |
|  CDX-NAHY, Series 44, Version1, 5 |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Year Index, Fixed Rate 5.000% | Morgan Stanley & Co. International PLC | 05/21/2025 | (1765000) | $(17620) | $(23828) | $6208 |
|  |  |  |  | $(17620) | $(23828) | $6208 |

---

**Abbreviations** 

LCH — London Clearing House

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

GBP – British Pound Sterling

EUR – Euro

CAD – Canadian Dollar

See Notes to Portfolio of Investments

------

**Domini Impact Bond Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS** 

**April 30, 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.** 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.

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

Futures contracts are valued at the most recent settlement price.

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

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

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

Effective September 8, 2022, Domini was designated as the Fund's valuation designee in accordance with Rule 2a-5 under the 1940 Act, with responsibility for fair valuation, subject to oversight by the Fund's Board of Trustees.

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).

------

**Domini Impact Bond Fund** 

**NOTES TO PORTFOLIO OF INVESTMENTS** 

**April 30, 2025(Unaudited)** 

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

The following is a summary of the inputs used, as of April 30, 2025, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -**<br> **Quoted Prices**  | **Level 2 -**<br>**Other**<br>**Significant**<br>**Observable**<br>**Inputs** | **Level 3 -**<br>**Significant**<br>**Unobservable**<br>**Inputs** | **Total** |
|  **Assets:** |  |  |  |  |
|  **Long Term Investments in Securities:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Mortgage Backed Securities | $- | $101146088 | $- | $101146088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds and Notes |  | 65819171 |  | 65819171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government Agency Obligations |  | 46957139 |  | 46957139 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Bonds |  | 11324596 |  | 11324596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Securities |  | 9657996 |  | 9657996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government & Agency Securities |  | 9531010 |  | 9531010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Senior Floating Rate Interests |  | 5555775 |  | 5555775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Convertible Bonds |  | 350042 |  | 350042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Long Term Investments | $- | $250341817 | $- | $250341817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Investment in Securities** | $**-** | $**250341817** | $**-** | $**250341817** |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | 25753 |  | 25753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 95465 |  |  | 95465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - CCP |  | 1265789 |  | 1265789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Other Financial Instruments** | $**95465** | $**1291542** | $**-** | $**1387007** |
|  **Liabilities:** |  |  |  |  |
|  **Other Financial Instruments:** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Currency Contracts |  | (479167) |  | (479167) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (75509) |  |  | (75509) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - CCP |  | (597652) |  | (597652) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Interest Rate Swap - OTC |  | (54356) |  | (54356) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Call Swaptions Written |  | (17620) |  | (17620) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Put Swaptions Written |  | (17620) |  | (17620) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total Other Financial Instruments** | $**(75509)** | $**(1166415)** | $**-** | $**(1241924)** |

---

## 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 Equity Fund

- **b. EDGAR series identifier (if any):** S000003423

- **c. LEI of Series:** 549300G0JGFCKQSI7F08

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1017628079.78

**Total Liabilities:** $741175.40

**Net Assets:** $1016886904.38

**Cash Not Reported:** $14600565.79

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009466 | -2.16%               | -6.56%               | -0.48%               |
| Class ID C000009467 | -2.13%               | -6.54%               | -0.46%               |
| Class ID C000071456 | -2.10%               | -6.56%               | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2631296.90              | $-27554305.92                              |
| Month 2  | $41977335.34             | $-115421593.94                             |
| Month 3  | $-1247187.57             | $-4632636.09                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Applovin Corp.                              | Applovin Corp. COM CL A                                  | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      8400 | NS      | $2262204.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                         | Arista Networks Inc COM SHS                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     33200 | NS      | $2731364.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                               | Assa Abloy AB UNSP ADR EA REP 0.5 ORD SHS                | CUSIP: 045387107<br>LEI: 549300YECS8HKCIMMB67 | Long             | EC               | CORP              | SE        |     64042 | NS      | $960630.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                             | AstraZeneca PLC SPON ADR EACH REP 0.50 ORD               | CUSIP: 046353108<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |    100500 | NS      | $7214895.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                | NVIDIA Corp. COM USD0.001                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    565980 | NS      | $61646541.60  | 6.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                    | O'Reilly Automotive Inc. USD0.01                         | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      1900 | NS      | $2688880.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc.              | Old Dominion Freight Line Inc. COM USD0.10               | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |      6600 | NS      | $1011648.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                           | Omnicom Group Inc COM USD0.15                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      6200 | NS      | $472192.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.             | Regeneron Pharmaceuticals, Inc. COM USD0.001             | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      3500 | NS      | $2095660.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corporation               | Regions Financial Corporation COM STK USD0.01            | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     31028 | NS      | $633281.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Relx PLC                                    | Relx PLC SPON ADS EACH REPR 1 ORD                        | CUSIP: 759530108<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     62400 | NS      | $3408912.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                 | ResMed Inc. COM USD0.004                                 | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |      4846 | NS      | $1146515.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                   | Rockwell Automation, Inc. COM USD1                       | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      3872 | NS      | $959016.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                      | Roper Technologies Inc COM USD0.01                       | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      3557 | NS      | $1992204.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                              | S&P Global Inc COM USD1                                  | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10558 | NS      | $5279527.90   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp.                    | SBA Communications Corp. COM USD0.01 CL A                | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      3507 | NS      | $853603.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                   | SMC Corp. SPON ADR EA REPR 0.05 ORD                      | CUSIP: 78445W306<br>LEI: 353800O40V08DOZ70X62 | Long             | EC               | CORP              | JP        |     40500 | NS      | $657315.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sse PLC                                     | Sse PLC SPON ADR REP 1 ORD GBP0.50                       | CUSIP: 78467K107<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     37400 | NS      | $859452.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc.                             | Salesforce Inc. COM USD0.001                             | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     31434 | NS      | $8446630.14   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanofi SA                                   | Sanofi SA SPON ADR ECH REP 0.5 ORD SH                    | CUSIP: 80105N105<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |     77916 | NS      | $4281484.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                       | Schneider Electric SE UNSPON ADR EA REP 0.20 ORD         | CUSIP: 80687P106<br>LEI: 969500A1YF1XUYYXS284 | Long             | EC               | CORP              | FR        |     92100 | NS      | $4261467.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation              | The Charles Schwab Corporation COM USD0.01               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     56378 | NS      | $4589169.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                              | Servicenow Inc COM USD0.001                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      6858 | NS      | $6549458.58   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                | The Sherwin-Williams Company COM USD1                    | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      7792 | NS      | $2749952.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                 | Shopify Inc COM NPV CL A                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |     39500 | NS      | $3752500.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                  | Siemens AG SPON ADR REP 0.5 ORD SHS                      | CUSIP: 826197501<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |     53336 | NS      | $6146974.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                    | Simon Property Group Inc COM USD0.0001                   | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               | CORP              | US        |     10400 | NS      | $1636752.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                              | Morgan Stanley COM USD0.01                               | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     41359 | NS      | $4773655.78   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                                  | Nasdaq Inc COM USD0.01                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     15900 | NS      | $1211739.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Grid PLC                           | National Grid PLC SPON ADR EACH REP 5 ORD SHS            | CUSIP: 636274409<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     31819 | NS      | $2322787.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc.                                 | NetApp Inc. COM USD0.001                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |      7008 | NS      | $628968.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Incorporated                          | Aflac Incorporated COM USD0.10                           | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |     18315 | NS      | $1990474.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                    | AT&T Inc COM USD1                                        | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    240585 | NS      | $6664204.50   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                 | AbbVie Inc. COM USD0.01                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     59352 | NS      | $11579575.20  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Adidas AG                                   | Adidas AG ADR EA REP 1/2 ORD NPV                         | CUSIP: 00687A107<br>LEI: 549300JSX0Z4CW0V5023 | Long             | EC               | CORP              | DE        |     11011 | NS      | $1260208.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                   | Adobe Inc COM USD0.0001                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |     14624 | NS      | $5483707.52   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc.                 | Advanced Micro Devices Inc. COM USD0.01                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     54450 | NS      | $5300707.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                   | Agilent Technologies Inc. COM USD0.01                    | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      9600 | NS      | $1032960.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                  | Airbnb Inc COM CL A                                      | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |     13100 | NS      | $1597152.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Liquide S.A.(L')                        | Air Liquide S.A.(L') ADR-EACH CNV INTO 1/5 EUR11         | CUSIP: 009126202<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |     96541 | NS      | $3951423.13   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.              | Air Products & Chemicals, Inc. COM USD1                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |      7259 | NS      | $1967842.31   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.       | Alexandria Real Estate Equities, Inc. COM USD0.01        | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      5800 | NS      | $421428.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology Inc.                       | Align Technology Inc. COM USD0.0001                      | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      2400 | NS      | $415920.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                  | Alliant Energy Corporation COM USD0.01                   | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      8500 | NS      | $518840.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Allstate Corporation                    | The Allstate Corporation COM USD0.01                     | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      8700 | NS      | $1725993.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                | Alnylam Pharmaceuticals Inc. COM USD0.01                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      4300 | NS      | $1131932.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                               | Alphabet Inc. CAP STK USD0.001 CL A                      | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    255600 | NS      | $40589280.00  | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                            | Amazon.com, Inc. COM USD0.01                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    230180 | NS      | $42449795.60  | 4.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                    | American Express Company COM USD0.20                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     16948 | NS      | $4515116.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                  | American Tower Corporation COM USD0.01                   | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     15809 | NS      | $3563506.69   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                  | Amgen Inc. COM USD0.0001                                 | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     18019 | NS      | $5242087.48   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                         | Analog Devices Inc. COM USD0.16 2/3                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     16711 | NS      | $3257308.12   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                  | Apple Inc. COM USD0.00001                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    355196 | NS      | $75479150.00  | 7.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                      | Applied Materials Inc. COM USD0.01                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     27202 | NS      | $4099613.42   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                              | CME Group Inc. COM USD0.01                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     11998 | NS      | $3324405.84   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CSL Ltd.                                    | CSL Ltd. SPON ADR EACH REPR 0.5 ORD                      | CUSIP: 12637N204<br>LEI: 529900ECSECK5ZDQTE14 | Long             | EC               | CORP              | AU        |     32500 | NS      | $2611700.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                | Cadence Design Systems, Inc. COM USD0.01                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      9184 | NS      | $2734444.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp.                 | Capital One Financial Corp. COM USD0.01                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     12418 | NS      | $2238468.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Inc.                     | Carlisle Companies Inc. COM USD1                         | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |      1500 | NS      | $569220.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corporation                  | Carrier Global Corporation COM                           | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     26900 | NS      | $1682326.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                             | Caterpillar Inc COM USD1.00                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |     16100 | NS      | $4979247.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Japan Railway Co.                   | Central Japan Railway Co. UNSPON ADR EACH REP 1/10       | CUSIP: 153766100<br>LEI: 353800YAR3OVUITHTG64 | Long             | EC               | CORP              | JP        |     57800 | NS      | $622506.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                | Charter Communications, Inc. COM USD0.001 CLASS A        | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | EC               | CORP              | US        |      3058 | NS      | $1198307.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                  | Chipotle Mexican Grill Inc COM USD0.01                   | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44950 | NS      | $2270874.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc.                     | Church & Dwight Co Inc. COM USD1.00                      | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |      8012 | NS      | $795912.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                         | Cisco Systems, Inc. COM USD0.001                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    121691 | NS      | $7025221.43   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                          | Cintas Corporation COM NPV                               | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11572 | NS      | $2449560.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                              | Citigroup Inc. COM USD0.01                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     62508 | NS      | $4274297.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                          | The Clorox Company COM USD1.00                           | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |      4000 | NS      | $569200.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                              | Cloudflare Inc COM USD0.001 CL A                         | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      9700 | NS      | $1171566.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                       | Colgate-Palmolive Co. COM USD1.00                        | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     27425 | NS      | $2528310.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                    | Comfort Systems USA Inc. COM USD0.01                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1227 | NS      | $487793.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                         | Comcast Corporation COM USD0.01 CL A                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |    125721 | NS      | $4299658.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                   | Consolidated Edison, Inc. COM USD0.10                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |     11761 | NS      | $1326052.75   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                  | Copart Inc COM USD0.0001                                 | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     29900 | NS      | $1824797.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                | Costco Wholesale Corporation COM USD0.01                 | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     14903 | NS      | $14821033.50  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Costar Group Inc                            | Costar Group Inc COM USD0.01                             | CUSIP: 22160N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13810 | NS      | $1024287.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                    | Crowdstrike Holdings Inc COM USD0.0005 CL A              | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      7880 | NS      | $3379495.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc.                           | Crown Castle Inc. COM USD0.01                            | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     14722 | NS      | $1556998.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                      | Mercedes-Benz Group AG UNSPONSOR ADR                     | CUSIP: 233825207<br>LEI: 529900R27DL06UVNT076 | Long             | EC               | CORP              | DE        |    101900 | NS      | $1513215.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                         | Danaher Corporation COM USD0.01                          | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     21815 | NS      | $4348383.95   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Datadog Inc                                 | Datadog Inc COM USD0.00001 CL A                          | CUSIP: 23804L103<br>LEI: 549300F6JNO0KRPO1K63 | Long             | EC               | CORP              | US        |     10200 | NS      | $1042032.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                             | Deere & Company COM USD1                                 | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      8445 | NS      | $3914764.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Telekom AG                         | Deutsche Telekom AG SPON ADS EACH REPR 1 ORD             | CUSIP: 251566105<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |    113100 | NS      | $4050111.00   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                            | Deutsche Post AG SPONS ADR EA REPR 1 ORD SHS             | CUSIP: 25157Y202<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |     30900 | NS      | $1323138.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                  | DexCom Inc COM USD0.001                                  | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     12973 | NS      | $926012.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                   | Digital Realty Trust Inc. COM STK USD0.01                | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |     11292 | NS      | $1812817.68   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                         | Walt Disney Company COM DISNEY USD0.01                   | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     61093 | NS      | $5556408.35   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services Inc.            | Discover Financial Services Inc. COM STK USD0.01         | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |      8500 | NS      | $1552695.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc.                                   | eBay Inc. COM USD0.001                                   | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |     15400 | NS      | $1049664.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                 | Ecolab Inc. COM USD1                                     | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |      8548 | NS      | $2149223.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation            | Edwards Lifesciences Corporation COM USD1                | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     19672 | NS      | $1485039.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                        | Electronic Arts Inc. COM USD0.01                         | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      8900 | NS      | $1291301.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                        | Emerson Electric Co. COM USD0.50                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     18926 | NS      | $1989311.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc.                                | Equifax Inc. COM USD1.25                                 | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      4100 | NS      | $1066533.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinix, Inc.                               | Equinix, Inc. COM USD0.001                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3231 | NS      | $2781083.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Essex Property Trust, Inc.                  | Essex Property Trust, Inc. COM USD0.0001                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |      2200 | NS      | $614130.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                           | Eversource Energy COM USD5                               | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     12158 | NS      | $723157.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.               | FactSet Research Systems Inc. COM USD0.01                | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |      1300 | NS      | $561886.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                      | Fair Isaac Corporation COM USD0.01                       | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       800 | NS      | $1591744.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fanuc Corp.                                 | Fanuc Corp. UNSP ADR EACH REP 0.10 ORD                   | CUSIP: 307305102<br>LEI: 529900QTSW745LOKW705 | Long             | EC               | CORP              | JP        |     61700 | NS      | $786058.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                | Fastenal Co. COM USD0.01                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |     19458 | NS      | $1575514.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                         | Fifth Third Bancorp COM NPV                              | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     11456 | NS      | $411728.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar Inc                             | First Solar Inc COM STK USD0.001                         | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |      3500 | NS      | $440370.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                 | Fiserv Inc. COM USD0.01                                  | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     18700 | NS      | $3451459.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Company                          | Ford Motor Company COM USD0.01                           | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |    132200 | NS      | $1323322.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc                                  | Fortis Inc COM NPV                                       | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |     17000 | NS      | $841670.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                | Fortinet Inc COM USD0.001                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     21600 | NS      | $2241216.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.             | GE Healthcare Technologies Inc. COMMON STOCK             | CUSIP: 36266G107<br>LEI: 549300OI9J7XOWZMUN85 | Long             | EC               | CORP              | US        |     14800 | NS      | $1040884.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                            | Gallagher Aj &Co COM USD1.00                             | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |      8500 | NS      | $2725865.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                         | General Mills, Inc. COM USD0.10                          | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |     18699 | NS      | $1060981.26   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                        | Gilead Sciences Inc. COM USD0.001                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     63046 | NS      | $6716920.84   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GSK plc                                     | GSK plc SPONSORED ADR                                    | CUSIP: 37733W204<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     65900 | NS      | $2626115.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                            | Grainger W W Inc COM USD0.50                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1470 | NS      | $1505735.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                  | Haleon PLC SPON ADS                                      | CUSIP: 405552100<br>LEI: 549300PSB3WWEODCUP19 | Long             | EC               | CORP              | GB        |    138125 | NS      | $1401968.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Hartford Insurance Group Inc.           | The Hartford Insurance Group Inc. COM USD0.01            | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |      9393 | NS      | $1152239.31   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hermes International                        | Hermes International 10 ADR EACH REPR 1 ORD SH           | CUSIP: 42751Q105<br>LEI: 969500Y4IJGHJE2MTJ13 | Long             | EC               | CORP              | FR        |     10586 | NS      | $2899822.98   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                               | Netflix, Inc. COM USD0.001                               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     14238 | NS      | $16113429.36  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Nidec Corp.                                 | Nidec Corp. SPON ADR EACH REP 0.25 ORD                   | CUSIP: 654090109<br>LEI: 353800IF171MZTNL6Y31 | Long             | EC               | CORP              | JP        |    134712 | NS      | $587344.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nike, Inc.                                  | Nike, Inc. CLASS'B'COM NPV                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     39249 | NS      | $2213643.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corporation                  | Northern Trust Corporation COM USD1.666                  | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      6100 | NS      | $573278.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novo Nordisk A/S                            | Novo Nordisk A/S ADR-REP 1 CLASS'B'DKK1                  | CUSIP: 670100205<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |    113756 | NS      | $7559086.20   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corporation                           | Nucor Corporation COM USD0.40                            | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |      7892 | NS      | $942068.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange S.A.                                 | Orange S.A. ADR EACH REPR 1 ORD EUR4                     | CUSIP: 684060106<br>LEI: 969500MCOONR8990S771 | Long             | EC               | CORP              | FR        |     67400 | NS      | $974604.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                        | Otis Worldwide Corp. COM                                 | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     13500 | NS      | $1299645.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                               | Owens Corning COM USD0.01                                | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |      2933 | NS      | $426487.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc.           | PNC Financial Services Group Inc. COM USD5               | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     13349 | NS      | $2145050.81   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries, Inc.                        | PPG Industries, Inc. COM USD1.666                        | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      7642 | NS      | $831908.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Paccar Inc                                  | Paccar Inc COM USD1.00                                   | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |     17500 | NS      | $1578675.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                      | Palo Alto Networks Inc COM USD0.0001                     | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |     22050 | NS      | $4121806.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                 | Paychex Inc COM USD0.01                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     16331 | NS      | $2402616.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paypal Holdings Inc.                        | Paypal Holdings Inc. COM USD0.0001                       | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |     33200 | NS      | $2185888.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                 | Pepsico Inc CAP USD0.016666                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     46231 | NS      | $6267998.98   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc.                                 | Pfizer Inc. COM USD0.05                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    190170 | NS      | $4642049.70   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Price T Rowe Group Inc.                     | Price T Rowe Group Inc. COM USD0.20                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      7311 | NS      | $647389.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group                   | Principal Financial Group COM USD0.01                    | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |      7700 | NS      | $570955.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                    | The Procter & Gamble Co. COM NPV                         | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     79025 | NS      | $12847094.25  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                 | The Progressive Corporation COM USD1.00                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     19758 | NS      | $5566618.92   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc.                               | Prologis Inc. COM USD0.01                                | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     31322 | NS      | $3201108.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                  | Prudential Financial, Inc. COM USD0.01                   | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     12061 | NS      | $1238785.31   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                              | Public Storage COM USD0.10                               | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5377 | NS      | $1615412.11   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc.                               | QUALCOMM Inc. COM USD0.0001                              | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |     37000 | NS      | $5493020.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                       | Quanta Services, Inc. COM USD0.00001                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      5000 | NS      | $1463450.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated              | Quest Diagnostics Incorporated COM USD0.01               | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |      3715 | NS      | $662087.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc.                | Raymond James Financial Inc. COM USD0.01                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      6050 | NS      | $829092.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Recruit Holdings Co Ltd.                    | Recruit Holdings Co Ltd. UNSPONSORD ADR                  | CUSIP: 75629J101<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |    225500 | NS      | $2514325.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                        | Snap-On Incorporated COM USD1                            | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      1800 | NS      | $564858.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp.                            | Sony Group Corp. SPON ADR EACH REPR 1 ORD                | CUSIP: 835699307<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |    201075 | NS      | $5227950.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                 | Sprouts Farmers Markets Inc COM USD0.001                 | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      3400 | NS      | $581400.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                   | Block Inc COM USD0.0000001 CL A                          | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     18700 | NS      | $1093389.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Starbucks Corp.                             | Starbucks Corp. COM USD0.001                             | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     37667 | NS      | $3015243.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                        | Steel Dynamics, Inc. COM STK USD0.01                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      4800 | NS      | $622608.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                         | Stryker Corporation COM USD0.10                          | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     11628 | NS      | $4347941.76   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                | Synopsys Inc COM USD0.01                                 | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      5143 | NS      | $2360688.43   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                           | Sysco Corporation COM USD1                               | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     16103 | NS      | $1149754.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The TJX Companies Inc.                      | The TJX Companies Inc. COM USD1                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     37700 | NS      | $4851236.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                             | T-Mobile US Inc COM USD0.00001                           | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |     15400 | NS      | $3803030.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc.          | Take-Two Interactive Software Inc. COM USD0.01           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      5600 | NS      | $1306592.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.               | Takeda Pharmaceutical Co Ltd. SPON ADS EACH REP 0.5 ORD  | CUSIP: 874060205<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |     98900 | NS      | $1512181.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp.                                | Target Corp. COM STK USD0.0833                           | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     15551 | NS      | $1503781.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Telus Corp.                                 | Telus Corp. COM NPV                                      | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |     50094 | NS      | $770445.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated              | Texas Instruments Incorporated COM USD1.00               | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     30452 | NS      | $4873842.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                | Thermo Fisher Scientific Inc COM USD1                    | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     12588 | NS      | $5400252.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                        | Thomson Reuters Corp COM                                 | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |      4600 | NS      | $855508.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Motor Corp.                          | Toyota Motor Corp. SPON ADR REP 2 ORD                    | CUSIP: 892331307<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     34600 | NS      | $6616212.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc.                   | Travelers Companies, Inc. COM NPV                        | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      7616 | NS      | $2011614.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp.                      | Truist Financial Corp. COM                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     43602 | NS      | $1671700.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                     | Tyler Technologies Inc. COM USD0.01                      | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |      1400 | NS      | $760620.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp.                               | U.S. Bancorp. COM USD0.01                                | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     51716 | NS      | $2086223.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                             | Ulta Beauty Inc COM STK USD0.01                          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      1598 | NS      | $632232.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                | Unilever PLC ADS-EA REP 1 ORD GPB0.03111                 | CUSIP: 904767704<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |     82285 | NS      | $5229211.75   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                 | United Parcel Service, Inc. CLASS'B'COM USD0.01          | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     24993 | NS      | $2381832.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                        | United Rentals, Inc. COM USD0.01                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2159 | NS      | $1363300.55   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation             | United Therapeutics Corporation COM USD0.01              | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      1500 | NS      | $454635.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                           | Veeva Systems Inc COM USD0.00001 CL 'A'                  | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      4906 | NS      | $1146483.14   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                                 | Ventas Inc. COM USD0.25                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |     22063 | NS      | $1546175.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                               | Veralto Corp. COM SHS                                    | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |      7838 | NS      | $751664.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                 | Verizon Communications Inc. COM USD0.10                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    130495 | NS      | $5749609.70   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated         | Vertex Pharmaceuticals Incorporated COM USD0.01          | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      8643 | NS      | $4403608.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertiv Holdings Co                          | Vertiv Holdings Co COM CL A                              | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |     12600 | NS      | $1075788.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                    | Visa Inc COM STK USD0.0001                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     57800 | NS      | $19969900.00  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                    | Vulcan Materials Company COM STK USD1                    | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      4344 | NS      | $1139561.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                 | Wabtec Corp COM USD0.01                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |      5791 | NS      | $1069829.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Waters Corporation                          | Waters Corporation COM USD0.01                           | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      1963 | NS      | $682593.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                  | Watsco Inc COM USD0.50                                   | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      1200 | NS      | $551808.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower OP LLC                            | Welltower OP LLC COM USD1                                | CUSIP: 95040Q104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21700 | NS      | $3311203.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                        | Weyerhaeuser Company COM USD1.25                         | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |     25200 | NS      | $652932.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma Inc.                        | Williams-Sonoma Inc. COM USD0.01                         | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      4200 | NS      | $648774.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolters Kluwer NV                           | Wolters Kluwer NV SPON ADR EACH REP 1 ORD SHS            | CUSIP: 977874205<br>LEI: 724500TEM53I0U077B74 | Long             | EC               | CORP              | NL        |      8000 | NS      | $1428240.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                 | Xylem, Inc. COM USD0.01                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |      8200 | NS      | $988674.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc.                    | Zoom Communications Inc. COM USD0.001 CL A               | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      7731 | NS      | $599461.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                     | Aon PLC SHS CL A                                         | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |      7000 | NS      | $2483530.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris PLC                                  | Steris PLC ORD USD0.001                                  | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3400 | NS      | $764116.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                      | Trane Technologies PLC COM USD1                          | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      3807 | NS      | $1459261.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                    | Alcon AG CHF0.04                                         | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |     16462 | NS      | $1606855.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd.                                  | Chubb Ltd. ORD CHF24.15                                  | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     12587 | NS      | $3600888.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                  | Garmin Ltd COM CHF10.00                                  | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      5346 | NS      | $999007.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.              | Hewlett Packard Enterprise Co. COM USD0.01               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     43900 | NS      | $712058.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                 | Hologic Inc COM USD0.01                                  | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      7452 | NS      | $433706.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc.                             | Home Depot Inc. COM USD0.05                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     33451 | NS      | $12058750.99  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                        | Hubbell Incorporated COM USD0.001                        | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      1800 | NS      | $653724.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated          | Huntington Bancshares Incorporated COM USD0.01           | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     46600 | NS      | $677098.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                            | Idex Corporation COM USD0.01                             | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |      2600 | NS      | $452322.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                     | IDEXX Laboratories Inc. COM USD0.10                      | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      2719 | NS      | $1176375.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                    | Illinois Tool Works Inc. COM USD0.01                     | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      9352 | NS      | $2243638.32   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                                | Illumina Inc COM USD0.01                                 | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |      5349 | NS      | $415082.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria De Diseno Textil SA               | Industria De Diseno Textil SA UNSP ADR EACH REP 0.50 ORD | CUSIP: 455793109<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |     74300 | NS      | $2000156.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                          | Ingersoll Rand Inc COM                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     13669 | NS      | $1031052.67   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insulet Corporation                         | Insulet Corporation COM STK USD0.001                     | CUSIP: 45784P101<br>LEI: 549300TZTYD2PYN92D43 | Long             | EC               | CORP              | US        |      2300 | NS      | $580267.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corporation                           | Intel Corporation COM USD0.001                           | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |    133379 | NS      | $2680917.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc               | Intercontinental Exchange Inc COM USD0.01                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     19295 | NS      | $3240981.15   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation | International Business Machines Corporation COM USD0.20  | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     30866 | NS      | $7464016.12   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances Inc.     | International Flavors & Fragrances Inc. COM USD0.125     | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |      8300 | NS      | $651218.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                     | International Paper Co. COM USD1.00                      | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |     17700 | NS      | $808536.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                  | Intuit Inc COM USD0.01                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      9122 | NS      | $5723781.34   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                     | Intuitive Surgical Inc. COM USD0.001                     | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     12000 | NS      | $6189600.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                        | JPMorgan Chase & Co. COM USD1.00                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     93000 | NS      | $22749660.00  | 2.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                 | Kenvue Inc. COM                                          | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     65100 | NS      | $1536360.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                        | Keurig Dr Pepper Inc COM USD0.01                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     40300 | NS      | $1393977.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                     | KeyCorp COM USD1.00                                      | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     37200 | NS      | $552048.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                  | Kimberly-Clark Corporation COM USD1.25                   | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |     11318 | NS      | $1491486.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kone Oyj                                    | Kone Oyj UNSP ADR EACH REPR 0.5 ORD                      | CUSIP: 50048H101<br>LEI: 2138001CNF45JP5XZK38 | Long             | EC               | CORP              | FI        |     22500 | NS      | $695812.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Co.                         | The Kraft Heinz Co. COM USD0.01                          | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     27923 | NS      | $812559.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                              | The Kroger Co. COM USD1.00                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |     22711 | NS      | $1639961.31   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| L'Oreal S.A.                                | L'Oreal S.A. UNSPN ADR EA REP 0.2 ORD SH                 | CUSIP: 502117203<br>LEI: 529900JI1GG6F7RKVI53 | Long             | EC               | CORP              | FR        |     40600 | NS      | $3564680.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                   | Lennox International Inc. COM USD0.01                    | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      1100 | NS      | $601425.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lonza Group AG                              | Lonza Group AG UNSP ADR EACH REP 0.1 ORD                 | CUSIP: 54338V101<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |     24500 | NS      | $1750770.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                       | Lowes Companies, Inc. COM USD0.50                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     18941 | NS      | $4234449.96   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc.                    | Lululemon Athletica Inc. COM USD0.005                    | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |      3800 | NS      | $1028926.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corporation                        | M&T Bank Corporation COM USD0.50                         | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      5300 | NS      | $899728.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                   | MSCI Inc. COM USD0.01                                    | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |      2568 | NS      | $1399842.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.            | Marsh & McLennan Companies, Inc. COM USD1.00             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     16430 | NS      | $3704472.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                | Marriott International, Inc. COM USD0.01 CLASS A         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      7500 | NS      | $1789350.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc                      | Marvell Technology Inc COM                               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29075 | NS      | $1697107.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                     | MasterCard Incorporated COM USD0.0001 CLASS A            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     27352 | NS      | $14990537.12  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated           | McCormick & Company, Incorporated COM NPV                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |      8800 | NS      | $674608.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercadolibre Inc                            | Mercadolibre Inc COM USD0.001                            | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |      1723 | NS      | $4016054.55   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck KGaA                                  | Merck KGaA SPON ADR EACH REPR 0.2 ORD                    | CUSIP: 589339209<br>LEI: 529900OAREIS0MOPTW25 | Long             | EC               | CORP              | DE        |     20700 | NS      | $574011.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                            | Merck & Co., Inc COM USD0.50                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     84935 | NS      | $7236462.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc.                                | MetLife Inc. COM USD0.01                                 | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     19200 | NS      | $1447104.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc            | Mettler-Toledo International Inc COM USD0.01             | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       690 | NS      | $738693.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                             | Microsoft Corp. COM USD0.00000625                        | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    179461 | NS      | $70933754.86  | 6.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc.                      | Micron Technology Inc. COM USD0.10                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     37700 | NS      | $2901015.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid-America Apartment Communities, Inc.     | Mid-America Apartment Communities, Inc. COM USD0.01      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |      3800 | NS      | $606670.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                | Mondelez International, Inc. COM NPV                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     43647 | NS      | $2973670.11   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc.                                | MongoDB Inc. COM USD0.001 CL A                           | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      2400 | NS      | $413208.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp.                                | Moodys Corp. COM USD0.01                                 | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |      5071 | NS      | $2297771.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                              | Atlas Copco AB SPON ADR(CNV 1 SER'A'NPV)                 | CUSIP: 049255706<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |    129300 | NS      | $2000271.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corporation                       | Atlassian Corporation CL A                               | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |      5400 | NS      | $1232874.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                                | Autodesk Inc COM USD0.01                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      7207 | NS      | $1976519.75   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.             | Automatic Data Processing, Inc. COM USD0.10              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     13668 | NS      | $4108600.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                  | Avery Dennison Corporation COM USD1                      | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |      2600 | NS      | $444886.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BYD Co Ltd.                                 | BYD Co Ltd. UNSP ADR EACH REPR 2 ORD                     | CUSIP: 05606L100<br>LEI: 5299005557VL7ULJ7A69 | Long             | EC               | CORP              | CN        |     30900 | NS      | $2939517.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                            | Ball Corporation COM NPV                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      9500 | NS      | $493430.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                       | Bank of America Corp. COM USD0.01                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    232454 | NS      | $9270265.52   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of New York Mellon Corp.           | The Bank of New York Mellon Corp. COM USD0.01            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     23700 | NS      | $1905717.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company               | Becton, Dickinson and Company COM USD1.00                | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |      9651 | NS      | $1998625.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc.                            | Best Buy Co Inc. COM USD0.10                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      6749 | NS      | $450090.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Biogen Inc                                  | Biogen Inc COM USD0.0005                                 | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | EC               | CORP              | US        |      5067 | NS      | $613512.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                              | Blackrock Inc. COM                                       | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      4786 | NS      | $4375648.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                        | Booking Holdings Inc COM USD0.008                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      1100 | NS      | $5609208.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Brambles Ltd.                               | Brambles Ltd. SPON ADR EACH REP 2 ORD                    | CUSIP: 105105209<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     23100 | NS      | $608916.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                | Bristol-Myers Squibb Company COM USD0.10                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    102801 | NS      | $5160610.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc.         | Broadridge Financial Solutions Inc. COM USD0.01          | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | EC               | CORP              | US        |      3900 | NS      | $945360.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders Firstsource, Inc.                  | Builders Firstsource, Inc. COM USD0.01                   | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      3800 | NS      | $454594.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc.                             | CBRE Group Inc. COM USD0.01 CLASS A                      | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      9722 | NS      | $1187833.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                               | Accenture PLC CLS'A'USD0.0000225                         | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     21100 | NS      | $6312065.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                   | Linde PLC COM EUR0.001                                   | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |     15930 | NS      | $7219953.90   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                 | Pentair PLC COM USD0.01                                  | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |      5500 | NS      | $499015.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock plc                        | Smurfit WestRock plc COM USD0.001                        | CUSIP: G8267P108<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |     17585 | NS      | $738921.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-27

**Name of Applicant:** Domini Investment Trust

**Signature:** Carole M. Laible

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

**Title:** President